Lyapunov inequalities for discrete linear Hamiltonian systems

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The authors study the discrete system \[ \begin{aligned} x(t+1)-x(t)&=a(t)x(t+1)+b(t)u(t)\\ u(t+1)-u(t)&=-c(t)x(t+1)-a(t)u(t). \end{aligned}\tag{1} \] They derive some Lyapunov type inequalities from (1). They use these inequalities to derive a disconjugacy criterion. Then they study the stability of (1) when the coefficients \(a(t)\), \(b(t)\) and \(c(t)\) are periodic. They derive sufficient conditions for the instability and stability of (1). A remark is also given for the stability of the corresponding continuous time system with periodic coefficients.




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