Solution estimates for the discrete Lyapunov equation in a Hilbert space and applications to difference equations (Q2306139)
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English | Solution estimates for the discrete Lyapunov equation in a Hilbert space and applications to difference equations |
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Solution estimates for the discrete Lyapunov equation in a Hilbert space and applications to difference equations (English)
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20 March 2020
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Summary: The paper is devoted to the discrete Lyapunov equation \(X - A^* X A = C\), where \(A\) and \(C\) are given operators in a Hilbert space \(\mathcal{H}\) and \(X\) shall be found. We derive norm estimates for solutions of that equation in the case of an unstable operator \(A\), as well as refine the previously-published estimates for the equation with a stable operator. By the point estimates, we establish explicit conditions, under which a linear nonautonomous difference equation in \(\mathcal{H}\) is dichotomic. In addition, we suggest a stability test for a class of nonlinear nonautonomous difference equations in \(\mathcal{H}\). Our results are based on the norm estimates for powers and resolvents of non-self-adjoint operators.
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discrete Lyapunov equation
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difference equations
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Hilbert space
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dichotomy
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exponential stability
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