Systems of linear difference equations with bounded and robustly bounded solutions

Abstract

In this paper, we investigate higher-order systems of linear difference equations where the associated characteristic matrix polynomial is self-inversive. We consider classes of equations with bounded solutions. It is known that stability properties of higher-order systems of linear difference equations are determined by the characteristic values of the corresponding matrix polynomials. All solutions are bounded (in both time directions) if the spectrum of the corresponding matrix polynomial lies on the unit circle, and moreover if the characteristic values of modulus 1 are semisimple. If the corresponding matrix polynomial is self-inversive, then one can use the inner radius of the numerical range to obtain a criterion for boundedness of solutions. We show that all solutions are bounded if the inner radius is greater than 1. In the case of matrix polynomials with positive definite coefficient matrices, we derive a computable lower bound for the inner radius and we obtain a criterion for robust boundedness.