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Module 3 - Z-transforms

The document provides an overview of Z-transforms, a mathematical tool used to convert difference equations in the time domain into algebraic equations in the z-domain for the analysis of linear shift invariant systems. It includes definitions, properties, standard Z-transforms, and damping rules, along with examples and problems to illustrate the concepts. The Z-transform is essential for solving discrete-time systems and manipulating equations in the z-domain.

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Mohammed Aqib
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0% found this document useful (0 votes)
3 views

Module 3 - Z-transforms

The document provides an overview of Z-transforms, a mathematical tool used to convert difference equations in the time domain into algebraic equations in the z-domain for the analysis of linear shift invariant systems. It includes definitions, properties, standard Z-transforms, and damping rules, along with examples and problems to illustrate the concepts. The Z-transform is essential for solving discrete-time systems and manipulating equations in the z-domain.

Uploaded by

Mohammed Aqib
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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Module 3: 𝒁-transforms

Introduction: Z-transform can be considered as a discrete-time equivalent of the


Laplace transform. The Z-transform (ZT) is a mathematical tool which is used to convert
the difference equations in time domain into the algebraic equations in z-domain.

The Z-transform is a very useful tool in the analysis of a linear shift invariant (LSI)
system. An LSI discrete time system is represented by difference equations. To solve
these difference equations which are in time domain, they are converted first into
algebraic equations in z-domain using the Z-transform, then the algebraic equations are
manipulated in z-domain and the result obtained is converted back into time domain
using the inverse Z-transform.
Definition: Let 𝑢𝑛 be a function (sequence) defined for the discrete values
𝑛 = 0, 1, 2, …, then Z-transform of 𝑢𝑛 is defined as

𝑍[𝑢𝑛 ] = ∑ 𝑢𝑛 𝑧 −𝑛 = 𝑈(𝑧) [provided the power series 𝑧 −𝑛 converges]


𝑛=0

where 𝑛 is a non negative integer and 𝑧 is, in general, a complex number.


It follows that,
𝑍-transform
𝑛 − 𝐷𝑜𝑚𝑎𝑖𝑛 𝑧 − 𝐷𝑜𝑚𝑎𝑖𝑛
Remarks:
1. The bilateral (two sided) 𝑍-transform of 𝑢𝑛 is defined as

𝑍[𝑢𝑛 ] = ∑ 𝑢𝑛 𝑧 −𝑛 = 𝑈(𝑧).
𝑛=−∞
2. The 𝑍-transform does not converge for all sequences 𝑢𝑛 or for all values of 𝑛.
3. Many sequences 𝑢𝑛 will have Z-transform that can expressed in a compact form.
4. Note that

𝑢1 𝑢2
𝑍[𝑢𝑛 ] = ∑ 𝑢𝑛 𝑧 −𝑛 = 𝑢0 + 𝑢1 𝑧 −1 + 𝑢2 𝑧 −2 + ⋯ = 𝑢0 + + + ⋯ = 𝑈 (𝑧 ).
𝑧1 𝑧 2
𝑛=0

Linearity Property:
If 𝑎, 𝑏 & 𝑐 are constants and 𝑢𝑛 , 𝑣𝑛 & 𝑤𝑛 are discrete functions, then
𝑍[𝑎𝑢𝑛 + 𝑏𝑣𝑛 − 𝑐𝑤𝑛 ] = 𝑎𝑍[𝑢𝑛 ] + 𝑏𝑍[𝑣𝑛 ] − 𝑐𝑍[𝑤𝑛 ]
NOTE: 1) (1 − 𝑥 )−1 = 1 + 𝑥 + 𝑥 2 + 𝑥 3 + 𝑥 4 + ⋯ 𝑖𝑓 |𝑥| < 1
2) (1 + 𝑥 )−1 = 1 − 𝑥 + 𝑥 2 − 𝑥 3 + 𝑥 4 − ⋯ 𝑖𝑓 |𝑥| < 1
3.1: Some Standard 𝒁-transforms
𝒛 𝒛
1) 𝒁[𝒂𝒏 ] = & 𝒁[(−𝒂)𝒏 ] = where "𝐚" is any constant.
𝒛−𝒂 𝒛+𝒂
𝑧 𝑧
Examples: 𝑍[2𝑛 ] = , 𝑍[−4𝑛 ] = −
𝑧−2 𝑧−4
1 1 𝑛 𝑧 𝑧 𝑧
𝑍 [ 𝑛 ] = 𝑍 [( ) ] = , 𝑍[(−2)𝑛 ] = , 𝑍[(−4)𝑛 ] =
3 3 1 𝑧+2 𝑧+4
𝑧−
3

𝒛 𝒌𝒛
2) 𝒁[𝟏] = & 𝒁[𝒌] = where "𝒌" is any constant
𝒛−𝟏 𝒛−𝟏
2𝑧 3𝑧 −4𝑧
Examples: 𝑍[2] = , 𝑍[3] = , 𝑍[−4] = , 𝑍[0] = 0
𝑧−1 𝑧−1 𝑧−1

𝒅
3) 𝒁[𝒏𝒑 ] = −𝒛 [𝒁(𝒏𝒑−𝟏 )] where 𝒑 is a positive integer.
𝒅𝒛
𝒛 𝟐]
𝒛𝟐 + 𝒛 𝟑]
𝒛𝟑 + 𝟒𝒛𝟐 + 𝒛
i) 𝒁[𝒏] = , ii) 𝒁[𝒏 = , iii) 𝒁[𝒏 =
(𝒛 − 𝟏 )𝟐 (𝒛 − 𝟏)𝟑 (𝒛 − 𝟏 )𝟒
𝑧 2𝑧 −3𝑧
Examples: 𝑍[2𝑛] = 2𝑍 [𝑛] = 2 = , 𝑍 [ −3𝑛 ] =
(𝑧 − 1)2 (𝑧 − 1)2 (𝑧 − 1)2

2]
2(𝑧 2 + 𝑧) 2]
−3(𝑧 2 + 𝑧)
𝑍[2𝑛 = , 𝑍[−3𝑛 =
(𝑧 − 1)3 (𝑧 − 1)3

3]
2(𝑧 3 + 4𝑧 2 + 𝑧) 3]
−3(𝑧 3 + 4𝑧 2 + 𝑧)
𝑍[2𝑛 = , 𝑍[−3𝑛 =
(𝑧 − 1)4 (𝑧 − 1)4

𝒛𝟐 − 𝒛 𝐜𝐨𝐬 𝜽 𝒛 𝐬𝐢𝐧 𝜽
4) i) 𝒁[𝐜𝐨𝐬 𝒏𝜽] = 𝟐 , ii) 𝒁[𝐬𝐢𝐧 𝒏𝜽] = 𝟐
𝒛 − 𝟐𝒛 𝐜𝐨𝐬 𝜽 + 𝟏 𝒛 − 𝟐𝒛 𝐜𝐨𝐬 𝜽 + 𝟏
𝑧 2 − 𝑧 cos 2 𝑧 sin 3
Examples: 𝑍[cos 2𝑛] = 2 , 𝑍[sin 3𝑛] = 2
𝑧 − 2𝑧 cos 2 + 1 𝑧 − 2𝑧 cos 3 + 1

𝒛𝟐 − 𝒛 𝐜𝐨𝐬𝐡 𝜽 𝒛 𝐬𝐢𝐧𝐡 𝜽
5) i) 𝒁[𝐜𝐨𝐬𝐡 𝒏𝜽] = 𝟐 , ii) 𝒁[𝐬𝐢𝐧𝐡 𝒏𝜽] = 𝟐
𝒛 − 𝟐𝒛 𝐜𝐨𝐬𝐡 𝜽 + 𝟏 𝒛 − 𝟐𝒛 𝐜𝐨𝐬𝐡 𝜽 + 𝟏
𝑧 2 − 𝑧 cosh 2 𝑧 sinh 3
Examples: 𝑍[cosh 2𝑛] = 2 , 𝑍[sinh 3𝑛] = 2
𝑧 − 2𝑧 cosh 2 + 1 𝑧 − 2𝑧 cosh 3 + 1
Damping Rules:
i) 𝒁[𝒂𝒏 𝒖𝒏 ] = [𝒁(𝒖𝒏 )]𝒛⟶𝒛
𝒂

ii) 𝒁[𝒂−𝒏 𝒖𝒏 ] = [𝒁(𝒖𝒏 )]𝒛⟶𝒂𝒛


𝒂𝒛
1) 𝒁[𝒂𝒏 𝒏] =
(𝒛 − 𝒂 )𝟐
2𝑧 −4𝑧
Examples: 𝑍[2𝑛 𝑛] = , 𝑍[(−4)𝑛 𝑛] =
(𝑧 − 2)2 (𝑧 + 4)2

𝒏 𝟐]
𝒂𝒛𝟐 + 𝒂𝟐 𝒛
2) 𝒁[𝒂 𝒏 =
(𝒛 − 𝒂)𝟑

𝑛 2]
2𝑧 2 + 4𝑧 𝑛 2]
−4𝑧 2 + 16𝑧
Examples: 𝑍[2 𝑛 = , 𝑍[(−4) 𝑛 =
(𝑧 − 2)3 (𝑧 + 4)3

𝒏
𝒛𝟐 − 𝒂𝒛 𝐜𝐨𝐬 𝜽
3) 𝒁[𝒂 𝐜𝐨𝐬 𝒏𝜽] = 𝟐
𝒛 − 𝟐𝒂𝒛 𝐜𝐨𝐬 𝜽 + 𝒂𝟐
𝑛
𝑧 2 − 2𝑧 cos 3 𝑛
𝑧 2 + 3𝑧 cos 2
Examples: 𝑍[2 cos 3𝑛] = 2 , 𝑍[(−3) cos 2𝑛] = 2
𝑧 − 4𝑧 cos 3 + 4 𝑧 + 6𝑧 cos 2 + 9
𝒂𝒛 𝐬𝐢𝐧 𝜽
4) 𝒁[𝒂𝒏 𝐬𝐢𝐧 𝒏𝜽] = 𝟐
𝒛 − 𝟐𝒂𝒛 𝐜𝐨𝐬 𝜽 + 𝒂𝟐
2𝑧 sin 3 −3𝑧 sin 2
Examples: 𝑍[2𝑛 sin 3𝑛] = 2 , 𝑍[(−3)𝑛 sin 2𝑛] = 2
𝑧 − 4𝑧 cos 3 + 4 𝑧 + 6𝑧 cos 2 + 9

PROBLEMS
𝑛𝜋
1) Find the 𝑍-transform of 3𝑛 − 4 sin ( ) + 5𝑎.
4

𝑛𝜋 3𝑧 2√2𝑧 5𝑎𝑧
Answer: 𝑍 [3𝑛 − 4 sin ( ) + 5𝑎] == (𝑧−1)2 − +
4 𝑧2 −√2𝑧+1 (𝑧−1)

2) Find the 𝑍-transform of (𝑛 + 1)2 .


𝑧 2 (𝑧+1)
Answer: 𝑍[(𝑛 + 1)2 ] = (𝑧−1)3

3) Find the 𝑍-transform of 4(3)𝑛 + 2(−1)𝑛 .


𝑧 𝑧 4𝑧 2𝑧
Answer: 𝑍[4(3)𝑛 + 2(−1)𝑛 ] = 4 [ ]+ 2[ ]= +
𝑧−3 𝑧+1 𝑧−3 𝑧+1
𝑛𝜋
4) Find the 𝑍-transform of sin ( ).
2
𝑛𝜋 𝑧
Answer: 𝑍 [sin ( )] =
2 𝑧 2 +1
𝑛𝜋
5) Find the 𝑍-transform of cos ( ).
2
𝑛𝜋 𝑧2
Answer: 𝑍 [cos ( )] =
2 𝑧 2 +1

6) Find the 𝑍-transform of sin(3𝑛 + 5).


𝑧 sin 3 cos 5+sin 5(𝑧 2 −𝑧 cos 3)
Answer: 𝑍[sin(3𝑛 + 5)] =
𝑧 2 −2𝑧 cos 3+1
𝑛𝜋 𝜋
7) Find the 𝑍-transform of cos ( + ).
2 4
𝑛𝜋 𝜋 1 𝑧 2 −𝑧 𝑧 𝑧−1
Answer: 𝑍 [𝑐𝑜𝑠 ( + )] = [ ]= [ ]
2 4 √2 𝑧 2 +1 √2 𝑧 2 +1

8) Find the 𝑍-transform of 𝑛𝑒 𝑎𝑛 .


𝑒 𝑎𝑧
Answer: = (𝑧−𝑒 𝑎)2

9) Find the 𝑍-transform of 𝑒 𝑛 sin 2𝑛.


𝑒𝑧 sin 2
Answer: =
𝑧 2 −2𝑒𝑧 cos 2+𝑒 2

10) Find the 𝑍-transform of 𝑛 sin 𝑛𝜃.


𝑧 sin 𝜃(𝑧 2 −1)
Answer: 𝑍[𝑛 sin 𝑛𝜃] = (𝑧 2
−2𝑧 cos 𝜃+1)2
3.2: Inverse 𝒁-transforms
Definition: If 𝑍[𝑢𝑛 ] = 𝑈(𝑧), then 𝑍 −1 [𝑈(𝑧)] = 𝑢𝑛 is called inverse 𝑍-transform.
Clearly,
Inverse Z-transform
𝑧 − 𝐷𝑜𝑚𝑎𝑖𝑛 𝑛 − 𝐷𝑜𝑚𝑎𝑖𝑛

Linearity Property:
If 𝑎, 𝑏 & 𝑐 are constants and 𝑈(𝑧), 𝑉(𝑧) & 𝑊(𝑧) are functions of 𝑧, then
𝑍 −1 [𝑎𝑈(𝑧) + 𝑏𝑉 (𝑧) − 𝑐𝑊 (𝑧)] = 𝑎𝑍 −1 [𝑈(𝑧)] + 𝑏𝑍 −1 [𝑉(𝑧)] − 𝑐𝑍 −1 [𝑊 (𝑧)].
List of Standard Inverse Z-transforms:
𝒛
1) 𝒁−𝟏 [ ]=𝟏
𝒛−𝟏
2𝑧 −3𝑧 𝜋𝑧
Examples: 𝑍 −1 [ ]=2, 𝑍 −1 [ ] = −3 , 𝑍 −1 [ ]=𝜋
𝑧−1 𝑧−1 𝑧−1
𝒛 𝒛
2) 𝒁−𝟏 [ ] = 𝒂𝒏 & 𝒁−𝟏 [ ] = (−𝒂)𝒏
𝒛−𝒂 𝒛+𝒂
𝑧 𝑧
Examples: 𝑍 −1 [ ] = 2𝑛 , 𝑍 −1 [ ] = (−4)𝑛
𝑧−2 𝑧+4

−1
𝑧 1 𝑛 −1
2𝑧 1 𝑛
𝑍 [ ]=( ) ; 𝑍 [ ] = 2 (− )
1 2 1 3
𝑧− 𝑧+
2 3
−𝟏
𝒛 −𝟏
𝒛𝟐 + 𝒛 𝒛𝟑 + 𝟒𝒛𝟐 + 𝒛
3) 𝒁 [ ]=𝒏 , 𝒁 [ ] = 𝒏𝟐 , 𝒁−𝟏
[ ] = 𝒏𝟑
(𝒛 − 𝟏)𝟐 (𝒛 − 𝟏)𝟑 (𝒛 − 𝟏) 𝟒

−𝟏
𝒂𝒛 𝒂𝒛𝟐 + 𝒂𝟐 𝒛
4) 𝒁 [ 𝟐
] = 𝒂𝒏 𝒏 , 𝒁 −𝟏
[ 𝟑
] = 𝒂 𝒏 𝒏𝟐 ,
(𝒛 − 𝒂) (𝒛 − 𝒂)

−𝟏
𝒂𝒛𝟑 + 𝟒𝒂𝟐 𝒛𝟐 + 𝒂𝟑 𝒛
𝒁 [ 𝟒
] = 𝒂 𝒏 𝒏𝟑
(𝒛 − 𝒂 )

−𝟏
𝒛 𝒏𝝅 −𝟏
𝒛𝟐 𝒏𝝅
5) 𝒁 [ 𝟐 ] = 𝐬𝐢𝐧 ( ) , 𝒁 [ 𝟐 ] = 𝐜𝐨𝐬 ( )
𝒛 +𝟏 𝟐 𝒛 +𝟏 𝟐
3.3: Inverse 𝒁-transform by Partial Fraction Method
Procedure: Let 𝑈(𝑧) be the given function
𝑈(𝑧)
Step 1: Write the expression in the form .
𝑧
𝑈(𝑧)
Step 2: Decompose the expression for into partial fractions.
𝑧

Step 3: Multiply the partial fraction decomposition by 𝑧 to obtain 𝑈(𝑧).


Step 4: Find 𝑢𝑛 by finding 𝑧 −1 [𝑈(𝑧)].
PROBLEMS
2𝑧 2 +3𝑧
1) Find the inverse 𝑍-transform of 𝑈(𝑧) = .
(𝑧+2)(𝑧−4)
1 11
Answer: 𝑢𝑛 = (−2)𝑛 + 4𝑛
6 6
5𝑧
2) Find the inverse 𝑍-transform of 𝑈(𝑧) = .
(2−𝑧)(3𝑧−1)

1 𝑛
Answer: 𝑢𝑛 = −2𝑛 + ( )
3
18𝑧 2
3) Find the inverse 𝑍-transform of 𝑈(𝑧) = .
(2𝑧−1)(4𝑧+1)

3 1 𝑛 3 1 𝑛 1 (−1)𝑛
Answer: 𝑢𝑛 = ( ) + (− ) = 3 [ + ]
2 2 4 4 2𝑛+1 4 𝑛+1
4𝑧 2 −2𝑧
4) Find the inverse 𝑍-transform of 𝑈(𝑧) = (𝑧−1)(𝑧−2)2.

Answer: 𝑢𝑛 = 2 − 2𝑛+1 + 3(2)𝑛 𝑛

3.4: Applications of Z-transform to Difference equations


Introduction: Difference equations can be viewed as the discrete analogue of
differential equations. Difference equations, on the other hand, involve rates of change
measured by “Discrete generations”. Difference equations are used in variety of
contexts, such as in economics, to model the evolution through the time of variables
such as gross domestic product, the inflation rate, the exchange rate etc.
Difference Equation: A difference equation is a relation between the differences of an
unknown function (dependent variable) at one or more general values of the independent
variable. An equation of the form
𝑎0 𝑦𝑛+𝑟 + 𝑎1 𝑦𝑛+(𝑟−1) + 𝑎2 𝑦𝑛+(𝑟−2) + ⋯ + 𝑎𝑛−1 𝑦𝑛+1 + 𝑎𝑛 𝑦𝑛 = 𝜙(𝑛)
where 𝑎0 , 𝑎1 , … , 𝑎𝑛 are constants, is called a linear difference equation of order 𝑟.
Examples:
i) 𝑢𝑛+1 − 𝑢𝑛 = 5 (linear non homogeneous difference equation of order 1)
ii) 𝑢𝑛+2 + 4𝑢𝑛+1 + 3𝑢𝑛 = 3𝑛 (linear non homogeneous difference equation of order 2)
iii) 𝑦𝑛+2 − 5𝑦𝑛+1 + 2𝑦𝑛 = 𝑛2 (linear non homogeneous difference equation of order 2)
iv) 𝑦𝑛+3 − 3𝑦𝑛+1 + 2𝑦𝑛 = 0 (linear homogeneous difference equation of order 3)
Working Procedure: To solve linear difference equation with constant coefficients by
𝑍-transform method
 Take the 𝑍-transform of both sides of the difference equation then use the given initial
values and the following formulae
i) 𝑍[𝑢𝑛+1 ] = 𝑧[𝑍(𝑢𝑛 ) − 𝑢0 ]
ii) 𝑍[𝑢𝑛+2 ] = 𝑧 2 [𝑍(𝑢𝑛 ) − 𝑢0 − 𝑢1 𝑧 −1 ]
iii) 𝑍[𝑢𝑛+3 ] = 𝑧 3 [𝑍(𝑢𝑛 ) − 𝑢0 − 𝑢1 𝑧 −1 − 𝑢2 𝑧 −2 ]
 Transpose all terms without 𝑈(𝑧) to the RHS.
 Divide by the coefficient of 𝑈(𝑧), getting 𝑈(𝑧) as a function of 𝑧.
 Resolve this function of 𝑧 into partial fractions and take the inverse Z-transform of
both sides. This gives 𝑢𝑛 as a function of 𝑛 which is desired solution satisfying the
given conditions.

PROBLEMS
1) Use 𝑍-transform method to solve 𝑢𝑛+1 − 3𝑢𝑛 = 4, 𝑢0 = 1.
Answer: 𝑢𝑛 = −2 (1) + 3 (3)𝑛 = 3𝑛+1 − 2.
2) Solve 𝑦𝑛+2 + 2𝑦𝑛+1 + 𝑦𝑛 = 0 with 𝑦0 = 0, 𝑦1 = 1, using 𝑍-transform method.
Answer: 𝑦𝑛 = −(−1)𝑛 𝑛 = (−1)(−1)𝑛 𝑛 = (−1)𝑛+1 𝑛
3) Using the 𝑍-transform, solve 𝑢𝑛+2 + 4𝑢𝑛+1 + 3𝑢𝑛 = 3𝑛 , 𝑢0 = 0 and 𝑢1 = 1.
1 5 3
Answer: 𝑢𝑛 = 3𝑛 − (−3)𝑛 + (−1)𝑛
24 12 8

4) Find the response of the system 𝑦𝑛+2 + 6𝑦𝑛+1 + 9𝑦𝑛 = 2𝑛 with 𝑦0 = 𝑦1 = 0, using
𝑍-transform method.
1 5
Answer: 𝑦𝑛 = [2𝑛 − (−3)𝑛 + (−3)𝑛 𝑛]
25 3
Engineering Applications of Z-transform
The Z-transform is a powerful tool that is used in several fields of engineering,
including:

Control Systems: The Z-transform is used to model and analyse linear time-invariant
systems. By applying the Z-transform to the system's transfer function, engineers can
determine the system's stability, response, and performance.

Signal Processing: The Z-transform is used to represent and analyse discrete-time


signals and systems. Engineers use the Z-transform to design digital filters and to
perform system identification.

Communications: The Z-transform is used to analyse and design communication


systems. Engineers use the Z-transform to model and analyse the behaviour of
communication channels, and to design error-correcting codes.

Electronics: The Z-transform is used to analyse and design electronic circuits.


Engineers use the Z-transform to model and analyse the behaviour of circuits, and to
design feedback systems.

Computer Science: The Z-transform is used to analyse algorithms and data structures.
Engineers use the Z-transform to model and analyse the behaviour of algorithms, and to
design algorithms for specific applications.

Overall, the Z-transform is a versatile tool that is widely used in engineering to model
and analyse linear time-invariant systems.
ADDITIONAL PROBLEMS

I. Find the 𝒁-transform of the following functions:


1. 22𝑛+3
2. (𝑛 + 1)(𝑛 + 2)
3. 𝑛 cos 𝑛𝜃
4. 𝑎𝑛 cosh 𝑛𝜃
5. sin(𝑛 + 1)𝜃
6. 𝑛2 𝑒 𝑎𝑛

II. Find the inverse 𝒁-transform of the following functions:


𝑧 2 −3𝑧
1.
(𝑧−5)(𝑧+2)
10𝑧
2. (𝑧−1)(𝑧−2)

𝑧2
3. (𝑧−3)(𝑧−4)

3𝑧 2 +2𝑧
4.
(5𝑧−1)(5𝑧+2)

𝑧3
5. (𝑧−2)(𝑧−1)2

III. Using 𝒁-transform method solve the following difference equations:


1. 𝑦𝑛+1 − 3𝑦𝑛 = 3𝑛 with 𝑦0 = 2
2. 𝑦𝑛+2 − 4𝑦𝑛 = 0 with 𝑦0 = 0, 𝑦1 = 2
3. 𝑢𝑛+2 + 4𝑢𝑛+1 + 3𝑢𝑛 = 3𝑛 with 𝑢0 = 0 and 𝑢1 = 1
4. 𝑦𝑛+2 − 5𝑦𝑛+1 + 6𝑦𝑛 = 36 with 𝑦0 = 𝑦1 = 0
5. 𝑦𝑛+3 − 3𝑦𝑛+1 + 2𝑦𝑛 = 0 with 𝑦0 = 4, 𝑦1 = 0 and 𝑦2 = 8
6. 𝑦𝑛+2 − 5𝑦𝑛+1 + 6𝑦𝑛 = 𝑢𝑛 with 𝑦0 = 0, 𝑦1 = 1 and 𝑢𝑛 = 1 for 𝑛 = 0,1,2,3, ….

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