Lyapunov and Riccati equations of discrete-time descriptor systems

In this paper, we further develop the generalized Lyapunov equations for discrete-time descriptor systems given by Bender. We associate a stable discrete-time descriptor system with a Lyapunov equation which has a unique solution. Furthermore, under the assumptions of reachability and observability, the solutions are guaranteed to be positive definite. All results are valid for causal and noncausal descriptor systems. This provides a unification of Lyapunov equations and theories established for both normal and descriptor systems. Based on the developed Lyapunov equation, a Riccati equation is also obtained for solving the state-feedback stabilization problem.

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