Question: 4 . For an LTI discrete - time system xk + 1 = A xk ( a ) Use the quadratic Lyapunov function V (
For an LTI discretetime system xk A xk a Use the quadratic Lyapunov function V xk x T k P xk with P P T 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 continuoustime systems. b Using the fact that, in continuoustime, the solution to the algebraic Lyapunov equation A T P P A Q is given by P Z T t Q t dt where t eAt denotes the statetransition matrix, postulate how a solution to the algebraic Lyapunov equation in discretetime should look like. Prove that your guess provides the unique solution to the algebraic Lyapunov equation. c Use a Lyapunovbased analysis to show that the discretetime LTI system with A a in R is stable if and only if a
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