悬赏一个关于离散线性时变系统的稳定性证明问题

对于离散的线性时变系统 Δ k + 1 = ( I − α k G k ) Δ k \Delta_{k+1}=(I-\alpha_kG_k)\Delta_{k} Δk+1=(IαkGk)Δk,其中 α k ∈ R \alpha_k \in R αkR G k G_k Gk未知但 ∣ ∣ G k ∣ ∣ ≤ c ||G_k|| \leq c ∣∣Gk∣∣c Δ k ∈ R d \Delta_k \in R^d ΔkRd I ∈ R d × d I\in R^{d \times d} IRd×d为单位矩阵。
试问:当 α k \alpha_k αk满足什么条件时, Δ k \Delta_k Δk能渐进稳定到0?

能求解出来者,私信我必有重谢!

2023.09.08

目前得到的一条引理是:
(引理1) 对于任意 k k k,若存在 ρ < 1 \rho < 1 ρ<1,使仅有有限个 k k k使得 ∣ ∣ I − α k G k ∣ ∣ > ρ ||I-\alpha_k G_k||>\rho ∣∣IαkGk∣∣>ρ成立,则 Δ k → 0 \Delta_k\rightarrow 0 Δk0.
Proof. 由 Δ k + 1 = ( I − α k G k ) Δ k \Delta_{k+1}=(I-\alpha_kG_k)\Delta_{k} Δk+1=(IαkGk)Δk可知 Δ k = ∏ i = 0 k − 1 ( I − α i G i ) Δ 0 \Delta_k=\prod_{i=0}^{k-1}(I-\alpha_iG_i)\Delta_0 Δk=i=0k1(IαiGi)Δ0可以得到: ∣ ∣ Δ k ∣ ∣ = ∣ ∣ ∏ i = 0 k − 1 ( I − α i G i ) Δ 0 ∣ ∣ ≤ ∏ i = 0 k − 1 ∣ ∣ ( I − α i G i ) ∣ ∣ ∣ ∣ Δ 0 ∣ ∣ ||\Delta_k||=||\prod_{i=0}^{k-1}(I-\alpha_iG_i)\Delta_0||\\ \leq \prod_{i=0}^{k-1}||(I-\alpha_iG_i)||||\Delta_0|| ∣∣Δk∣∣=∣∣i=0k1(IαiGi)Δ0∣∣i=0k1∣∣(IαiGi)∣∣∣∣Δ0∣∣ 而由已知假设有 L L L个整数 i = i 0 , i 1 . . . i L ∈ N i=i_0,i_1...i_L\in \mathbb N i=i0,i1...iLN有: ∣ ∣ ( I − α i G i ) ∣ ∣ > ρ ||(I-\alpha_iG_i)|| > \rho ∣∣(IαiGi)∣∣>ρ,而对于 i = i L , i L + 1 . . . i N ∈ N , N → ∞ i=i_L,i_{L+1}...i_{N}\in \mathbb N,N\rightarrow \infty i=iL,iL+1...iNN,N有: ∣ ∣ ( I − α i G i ) ∣ ∣ ≤ ρ ||(I-\alpha_iG_i)|| \leq \rho ∣∣(IαiGi)∣∣ρ. 而 lim ⁡ k → ∞ ∏ i = 0 k − 1 ∣ ∣ ( I − α i G i ) ∣ ∣ \lim_{k\rightarrow \infty}\prod_{i=0}^{k-1}||(I-\alpha_iG_i)|| limki=0k1∣∣(IαiGi)∣∣可以展开为:
lim ⁡ k → ∞ ∏ i = 0 k − 1 ∣ ∣ ( I − α i G i ) ∣ ∣ ∣ ∣ Δ 0 ∣ ∣ = ∏ i = 0 ∞ ∣ ∣ ( I − α i G i ) ∣ ∣ ∣ ∣ Δ 0 ∣ ∣ = ∏ i = i 0 i L ∣ ∣ ( I − α i G i ) ∣ ∣ × ∏ i = i L + 1 ∞ ∣ ∣ ( I − α i G i ) ∣ ∣ × ∣ ∣ Δ 0 ∣ ∣ \lim_{k\rightarrow \infty}\prod_{i=0}^{k-1}||(I-\alpha_iG_i)||||\Delta_0||\\ = \prod_{i=0}^{\infty}||(I-\alpha_iG_i)||||\Delta_0|| \\ =\prod_{i=i_0}^{i_L}||(I-\alpha_iG_i)||\times \prod_{i=i_{L+1}}^{\infty}||(I-\alpha_iG_i)|| \times||\Delta_0|| klimi=0k1∣∣(IαiGi)∣∣∣∣Δ0∣∣=i=0∣∣(IαiGi)∣∣∣∣Δ0∣∣=i=i0iL∣∣(IαiGi)∣∣×i=iL+1∣∣(IαiGi)∣∣×∣∣Δ0∣∣容易知道: ∏ i = i L + 1 ∞ ∣ ∣ ( I − α i G i ) ∣ ∣ = lim ⁡ N → ∞ ∏ i = i L + 1 N ∣ ∣ ( I − α i G i ) ∣ ∣ \prod_{i=i_{L+1}}^{\infty}||(I-\alpha_iG_i)||= \lim_{N\rightarrow \infty} \prod_{i=i_{L+1}}^{N}||(I-\alpha_iG_i)||\\ i=iL+1∣∣(IαiGi)∣∣=Nlimi=iL+1N∣∣(IαiGi)∣∣因此: ∏ i = i L + 1 N ∣ ∣ ( I − α i G i ) ∣ ∣ ≤ ρ N − i L + 1 + 1 \prod_{i=i_{L+1}}^{N}||(I-\alpha_iG_i)|| \leq\rho^{N- i_{L+1} + 1} i=iL+1N∣∣(IαiGi)∣∣ρNiL+1+1 ∏ i = i L + 1 ∞ ∣ ∣ ( I − α i G i ) ∣ ∣ ∣ ∣ Δ 0 ∣ ∣ = 0 \prod_{i=i_{L+1}}^{\infty}||(I-\alpha_iG_i)||||\Delta_0|| =0 i=iL+1∣∣(IαiGi)∣∣∣∣Δ0∣∣=0,从而 lim ⁡ k → ∞ ∏ i = 0 k − 1 ∣ ∣ ( I − α i G i ) ∣ ∣ ∣ ∣ Δ 0 ∣ ∣ = 0 \lim_{k\rightarrow \infty}\prod_{i=0}^{k-1}||(I-\alpha_iG_i)||||\Delta_0||=0 limki=0k1∣∣(IαiGi)∣∣∣∣Δ0∣∣=0,即 ∣ ∣ Δ k ∣ ∣ → 0 ||\Delta_k||\rightarrow 0 ∣∣Δk∣∣0,即 Δ k → 0 \Delta_k\rightarrow 0 Δk0.
G k G_k Gk是实对称对角矩阵,则 G k = Q k T Λ k Q k G_k=Q_k^T\Lambda_kQ_k Gk=QkTΛkQk,其中 Q k Q_k Qk是实对称正交矩阵: Q k T Q k = I Q_k^TQ_k=I QkTQk=I.因此:
∣ ∣ I − α i G i ∣ ∣ = ∣ ∣ Q i T Q i − α i Q i T Λ i Q i ∣ ∣ = ∣ ∣ Q i T ( I − α i Λ i ) Q i ∣ ∣ ≤ ∣ ∣ Q i T ∣ ∣ ∣ ∣ ( I − α i Λ i ) ∣ ∣ ∣ ∣ Q i ∣ ∣ = ∣ ∣ ( I − α i Λ i ) ∣ ∣ = max ⁡ λ ( ( I − α i Λ i ) T ( I − α i Λ i ) ) = max ⁡ 1 ≤ j ≤ d ∣ 1 − α i λ j ( G i ) ∣ ||I-\alpha_i G_i||=||Q_i^TQ_i-\alpha_iQ_i^T\Lambda_iQ_i||\\=||Q_i^T(I-\alpha_i\Lambda_i)Q_i||\\\leq ||Q_i^T||||(I-\alpha_i\Lambda_i)||||Q_i||\\=||(I-\alpha_i\Lambda_i)||\\=\sqrt{\max \lambda((I-\alpha_i\Lambda_i)^T(I-\alpha_i\Lambda_i))}\\=\max_{1\leq j \leq d}|1-\alpha_i\lambda_j(G_i)| ∣∣IαiGi∣∣=∣∣QiTQiαiQiTΛiQi∣∣=∣∣QiT(IαiΛi)Qi∣∣∣∣QiT∣∣∣∣(IαiΛi)∣∣∣∣Qi∣∣=∣∣(IαiΛi)∣∣=maxλ((IαiΛi)T(IαiΛi)) =1jdmax∣1αiλj(Gi) 而使 ∣ ∣ I − α i G i ∣ ∣ ≤ ρ , ρ < 1 ||I-\alpha_i G_i||\leq \rho,\rho < 1 ∣∣IαiGi∣∣ρ,ρ<1 对于任意无穷个 i i i成立即可保证 Δ ∞ → 0 \Delta_{\infty} \rightarrow 0 Δ0.
实际上即是使学习率 α i \alpha_i αi满足以下条件即可: ∃ ρ < 1 , ∀ j = 1 , 2.. d \exists\rho <1 ,\forall j=1,2..d ρ<1,j=1,2..d,对于无穷个 i i i 1 − ρ λ j ( G i ) ≤ α i ≤ 1 + ρ λ j ( G i ) \frac{1-\rho}{\lambda_j(G_i)}\leq \alpha_i \leq \frac{1+\rho}{\lambda_j(G_i)} λj(Gi)1ραiλj(Gi)1+ρ 以上条件只要保证有无穷个 i i i使得 α i ∈ [ 1 − ρ λ min ⁡ 1 ≤ j ≤ d ( G i ) , 1 + ρ λ max ⁡ 1 ≤ j ≤ d ( G i ) ] \alpha_i \in [\frac{1-\rho}{\lambda_{\min_{1\leq j \leq d}}(G_i)},\frac{1+\rho}{\lambda_{\max_{1\leq j \leq d}}(G_i)}] αi[λmin1jd(Gi)1ρ,λmax1jd(Gi)1+ρ]即可保证 Δ k → 0 \Delta_k \rightarrow 0 Δk0

--------------------2023.12.23更新----------------------
由之前的结论,这里找到了当 ρ ∈ [ c − 1 c + 1 , 1 ) \rho \in [\frac{c-1}{c+1},1) ρ[c+1c1,1),其中 c = sup ⁡ i λ max ⁡ ( G i ) λ min ⁡ ( G i ) c=\sup_i{\frac{\lambda_{\max}(G_i)}{\lambda_{\min}(G_i)}} c=supiλmin(Gi)λmax(Gi) 时,若有 α i → α ∈ [ 1 − ρ λ min ⁡ 1 ≤ j ≤ d ( G i ) , 1 + ρ λ max ⁡ 1 ≤ j ≤ d ( G i ) ] \alpha_i\rightarrow \alpha \in [\frac{1-\rho}{\lambda_{\min_{1\leq j \leq d}}(G_i)},\frac{1+\rho}{\lambda_{\max_{1\leq j \leq d}}(G_i)}] αiα[λmin1jd(Gi)1ρ,λmax1jd(Gi)1+ρ]或在该区间内有无数个 α i \alpha_i αi时,必然有 Δ i → 0 \Delta_i \rightarrow 0 Δi0,且 ρ \rho ρ直接决定了收敛速度为 O ( ( c − 1 c + 1 ) n ) O((\frac{c-1}{c+1})^n) O((c+1c1)n).

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