Formulas for Liapunov functions for systems of linear difference equations

Abstract

Explicit quadratic Liapunov functions that provide necessary and sufficient conditions for the asymptotic stability of the system of linear difference equations $x (t + 1) = A x(t)$ are constructed by transforming the original systems to $y (t + 1) = G y(t)$ , where $G$ is a companion matrix associated with the characteristic polynomial of $A$. A necessary and sufficient condition for all roots of the characteristic polynomial to lie in the unit circle $|z| < 1$ on the complex plane is also derived.