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

Analogous to the continuous form, the general solution for y(k) is constructed as a linear combination of a homogeneous and particular solution, or

Again, analogous to the continuous case, linear difference equations with constant coefficients have relatively simple homogeneous solutions. Given the homogeneous equation

assume a solution of the form

for some constant l . Now, performing the appropriate substitutions gives

or

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

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.

24.509 Lecture Notes by Dr. J. R. White, UMass-Lowell (Spring 1997).

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