The Kalman conjecture is known to be true for third-order continuous-time systems. We show that it is false in general for second-order discrete-time systems by construction of counterexamples with stable periodic solutions. We discuss a class of second-order discrete-time systems for which it is true provided the nonlinearity is odd, but false in general. This has strong implications for the analysis of saturated systems. (C) 2015 Elsevier Ltd. All rights reserved,