System Dynamics (24.509)
II. Mathematical Background
Difference Equations
Discrete dynamic behavior is characterized by discrete difference equations. A general nth-order, linear, variable coefficient, nonhomogeneous difference equation can be written as
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Analogous to the continuous form, the general solution for y(k) is constructed as a linear combination of a homogeneous and particular solution, or
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Again, analogous to the continuous case, linear difference equations with constant coefficients have relatively simple homogeneous solutions. Given the homogeneous equation
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assume a solution of the form
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for some constant l . Now, performing the appropriate substitutions gives
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or
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where the
characteristic equation is identical to that obtained for the continuous system.Finally, letting
, we can construct a general solution to eqn (2.10) with a linear combination of
(for distinct roots), giving
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The situation for repeated roots and for the determination of particular solutions is similar to that for continuous systems.
Example 2.3 and Example 2.4 illustrate the basic solution scheme for this type of problem.|
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24.509 Lecture Notes by Dr. J. R. White, UMass-Lowell (Spring 1997).
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