Question: 4 . For an LTI discrete - time system xk + 1 = A xk ( a ) Use the quadratic Lyapunov function V (

4. For an LTI discrete-time system xk+1= A xk (a) Use the quadratic Lyapunov function V (xk)= x T k P xk with P = P T >0 to derive the conditions for stability. In other words, you should obtain an equivalent of the algebraic Lyapunov equation that we derived in class for continuous-time systems. (b) Using the fact that, in continuous-time, the solution to the algebraic Lyapunov equation A T P + P A =Q is given by P = Z 0 T (t) Q (t) dt where (t)= eAt denotes the state-transition matrix, postulate how a solution to the algebraic Lyapunov equation in discrete-time should look like. Prove that your guess provides the unique solution to the algebraic Lyapunov equation. (c) Use a Lyapunov-based analysis to show that the discrete-time LTI system with A = a in R is stable if and only if |a|<1.

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