Representation of solutions to continuous and discrete first-order linear matrix equations with pure delay involving nonpermutable matrices

This paper presents a unified treatment of first-order linear matrix equations (FLMEs) with pure delay in both continuous and discrete time, under the general setting of noncommutative coefficient matrices. In the continuous-time framework, we consider delayed matrix differential equations of the form \[ Ẋ(ϑ) = A_0 X(ϑ-σ) + X(ϑ-σ) A_1 + G(ϑ), ϑ ≥ 0, \] where \(A_0, A_1 ∈ Rd × d\) satisfy \(A_0 A_1 ≠ A_1 A_0\), \(G(ϑ)\) is a prescribed matrix function, and \(σ>0\) denotes the delay. We derive explicit representations of the solution for initial data \(X(ϑ) = Ψ(ϑ)\), \(ϑ ∈ [-σ,0]\), highlighting the structural impact of noncommutativity. For the discrete-time analogue, the system \[ ΔX(u) = A_0 X(u-m) + X(u-m) A_1 + G(u) \] is analyzed using recursively defined auxiliary matrices \(Q_u\) and a fundamental matrix function \(Z(u)\), yielding closed-form solutions for both homogeneous and non-homogeneous cases. These results extend classical representations for commutative systems to the noncommutative setting. Collectively, continuous and discrete analyzes provide a comprehensive framework for understanding delayed linear matrix dynamics, with potential applications in control theory, signal processing, and iterative learning.