A transformation for symplectic systems and the definition of a focal point (Q1433092): Difference between revisions

Linear time-varying discrete-time systems with system matrices having the symplectic property are considered. State variables are collected into a \(2n\times n\) block matrix instead of the usual \(n\)-dimensional vector. Although no mention of potential applications is given, such system structures are useful in fast calculation of the solutions to Riccati difference equations in the form of so-called ``doubling algorithms''. A related Riccati operator is defined for the matrix difference equation and used to state Sturm's separation theorems.