Assumption:
the expressions are all meaningful, i.e., there exists no case that division by zero.
Proof.
If
{
s
(
t
)
}
\{s(t)\}
{s(t)} is a bounded sequence, then by (3),
{
∥
σ
(
t
)
∥
}
\{\|\sigma(t)\|\}
{∥σ(t)∥} is a bounded sequence. Then by
(
1
)
(1)
(1) and
(
2
)
(2)
(2) it follows that
lim
t
→
∞
∥
s
(
t
)
∥
=
0
\lim _{t \rightarrow \infty} \|s(t)\|=0
t→∞lim∥s(t)∥=0
Now assume that
{
∥
s
(
t
)
∥
}
\{\|s(t)\|\}
{∥s(t)∥} is unbounded. It follows that there exists a subsequence
{
t
n
}
\left\{t_{n}\right\}
{tn} such that
lim
t
n
→
∞
∥
s
(
t
n
)
∥
=
∞
\lim _{t_{n} \rightarrow \infty}\|s\left(t_{n}\right)\|=\infty
tn→∞lim∥s(tn)∥=∞and
∥
s
(
t
)
∥
≤
∥
s
(
t
n
)
∥
for
t
≤
t
n
\|s(t)\| \leq\|s\left(t_{n}\right)\| \quad \text { for } t \leq t_{n}
∥s(t)∥≤∥s(tn)∥ for t≤tn
Now along the subsequence
{
t
n
}
\left\{t_{n}\right\}
{tn}
[
s
(
t
n
)
T
s
(
t
n
)
]
1
/
2
[
b
1
(
t
n
)
+
b
2
(
t
n
)
σ
(
t
n
)
T
σ
(
t
n
)
]
1
/
2
≥
∥
s
(
t
n
)
∥
[
K
+
K
∥
σ
(
t
n
)
∥
2
]
1
/
2
≥
∥
s
(
t
n
)
∥
K
1
/
2
+
K
1
/
2
∥
σ
(
t
n
)
∥
≥
∥
s
(
t
n
)
∥
K
1
/
2
+
K
1
/
2
[
C
1
+
C
2
∥
s
(
t
n
)
∥
]
\begin{aligned} \frac{\left[s\left(t_{n}\right)^{T}s\left(t_{n}\right)\right]^{1 / 2}}{\left[b_{1}\left(t_{n}\right)+b_{2}\left(t_{n}\right) \sigma\left(t_{n}\right)^{T} \sigma\left(t_{n}\right)\right]^{1 / 2}} & \geq \frac{\left\|s\left(t_{n}\right)\right\|}{\left[K+K \| \sigma\left(t_{n}\right)\|^{2}\right]^{1 / 2}} \\ & \geq \frac{\left\|s\left(t_{n}\right)\right\|}{K^{1 / 2}+K^{1 / 2}\| \sigma\left(t_{n}\right) \|} \\ & \geq \frac{\left\|s\left(t_{n}\right)\right\|}{{K^{1 / 2}}+K^{1 / 2}\left[C_{1}+C_{2}\left\|s\left(t_{n}\right)\right\|\right]} \end{aligned}
[b1(tn)+b2(tn)σ(tn)Tσ(tn)]1/2[s(tn)Ts(tn)]1/2≥[K+K∥σ(tn)∥2]1/2∥s(tn)∥≥K1/2+K1/2∥σ(tn)∥∥s(tn)∥≥K1/2+K1/2[C1+C2∥s(tn)∥]∥s(tn)∥
Hence, when
t
n
t_n
tn approaches infinity, we have
[
s
(
t
n
)
T
s
(
t
n
)
]
1
/
2
[
b
1
(
t
n
)
+
b
2
(
t
n
)
σ
(
t
n
)
T
σ
(
t
n
)
]
1
/
2
≥
1
K
1
/
2
C
2
>
0
\frac{\left[s\left(t_{n}\right)^{T}s\left(t_{n}\right)\right]^{1 / 2}}{\left[b_{1}\left(t_{n}\right)+b_{2}\left(t_{n}\right) \sigma\left(t_{n}\right)^{T} \sigma\left(t_{n}\right)\right]^{1 / 2}} \geq \frac{1}{K^{1 / 2} C_{2}}>0
[b1(tn)+b2(tn)σ(tn)Tσ(tn)]1/2[s(tn)Ts(tn)]1/2≥K1/2C21>0
but this contradicts (1) and hence the assumption that
{
∥
s
(
t
)
∥
}
\{\|s(t)\|\}
{∥s(t)∥} is unbounded is false and the result follows.
The proof is complete.