No label defined (Q4940908)

The authors prove the the Reid Roundabout Theorem, i.e., a characterization of positive definiteness of the discrete quadratic functional \[ {\mathcal F} = \sum_{k=0}^{N} (x^T_{k+1} C_k x_{k+1} + u^T_k B_k u_k) + {{-x_0} \choose {x_{N+1}}}^T S {{-x_0} \choose {x_{N+1}}} \] in terms of properties of solutions of the linear Hamiltonian difference system \[ \Delta x_k = A_k x_{k+1} + B_k u_k, \Delta u_k = C_k x_{k+1} - A^T_k u_k \] (so-called disconjugacy), where \(\Delta x_k = x_{k+1} - x_k,\) \((I - A_k)^{-1}\) exists, \(B_k, C_k\) are symmetric \(n \times n\)-matrices, \(S\) is a symmetric \(2n \times 2n\) matrix.