A remark on discrete quadratic functionals with separable endpoints (Q1880843)
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English | A remark on discrete quadratic functionals with separable endpoints |
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A remark on discrete quadratic functionals with separable endpoints (English)
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1 October 2004
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A characterization of the positivity of a discrete quadratic functional with separable state endpoint constraints is presented in terms of conjugate intervals to 0, various conjoined bases of the associated linear Hamiltonian difference system, and solutions of the implicit and explicit Riccati difference equations. The boundary conditions are in the form of either equations or (strict) inequalities. Three sets of results are derived under different underlying assumptions.
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positivity
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discrete quadratic functional
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separable state endpoint constraints
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linear Hamiltonian difference system
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Riccati difference equations
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