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L05 - Difference Equations

This document discusses difference equations and their use in describing linear time-invariant systems. It provides three main methods for solving linear constant-coefficient difference equations (LCCDEs): 1) directly evaluating the difference equation for each time step, 2) using z-transforms, and 3) finding the homogeneous and particular solutions. The homogeneous solution depends on the roots of the characteristic polynomial, while the particular solution depends on the input function. Repeated roots require modifying the homogeneous solution.

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Bryan Yaranon
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147 views17 pages

L05 - Difference Equations

This document discusses difference equations and their use in describing linear time-invariant systems. It provides three main methods for solving linear constant-coefficient difference equations (LCCDEs): 1) directly evaluating the difference equation for each time step, 2) using z-transforms, and 3) finding the homogeneous and particular solutions. The homogeneous solution depends on the roots of the characteristic polynomial, while the particular solution depends on the input function. Repeated roots require modifying the homogeneous solution.

Uploaded by

Bryan Yaranon
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Difference Equation (Repeated

Roots)
DIFFERENCE
EQUATIONS
• The convolution sum expresses the output of a linear shift-
invariant system in terms of a linear combination of
• the input values x(n). For example, a system that has a unit
sample response is described by the equation
LCCDE
• The general form of a LCCDE is

• where the coefficients a(k) and h(k) are constants that define
the system.
• Difference equations provide a method for computing the
response of a system, y(n), to an arbitrary input x(n). Before
these equations may be solved, however, it is necessary to
specify a set of initial conditions.
• For an LSI system that is described by a difference equation,
the unit sample response, h(n), is found by solving the
difference equation for x(n) = 6(n)assuming initial rest.
• For a nonrecursive system, a(k) = 0, the
difference equation becomes
• Thus, h(n) is finite in length and the system is referred to as
a finite-length impulse response (FIR) system.
• However, if a(k) # 0, the unit sample response is, in general,
infinite in length and the system is referred to as an infinite-
length impulse response (IIR)
• There are several different methods that one may use to solve
LCCDEs for a general input x(n). The first is to simply set up
a table of input and output values and evaluate the difference
equation for each value of n.
• This approach would be appropriate if only a few output
values needed to be determined. Another approach is to use z-
transforms.
• The third is the classical approach of finding the
homogeneous and particular solutions
• Given an LCCDE, the general solution is a sum of two parts,

• where yh(n) is known as the homogeneous solution and


yp(n) is the particular solution.
• The homogeneous solution is the response of the system to the
initial conditions, assuming that the input x(n) =0. The
particular solution is the response of the system to the input
x(n), assuming zero initial conditions.
• The homogeneous solution is found by solving the
homogeneous difference equation
• The polynomial in braces is called the characteristic
polynomial. Because it is of degree p, it will have p roots,
which may be either real or complex. If the coefficients a
( k )are real-valued, these roots will occur in
complexconjugate pairs.
• If the p roots zi are distinct, zi # zk fork # i , the general
solution to the homogeneous difference equation is

• where the constants Ak are chosen to satisfy the initial


conditions.
Repeated Roots
• For repeated roots, the solution must be modified as follows. If
z I is a root of multiplicity m with the remaining p -m roots
distinct, the homogeneous solution becomes
Particular solution
• For the particular solution, it is necessary to find the sequence
yp(n) that satisfies the difference equation for the given x(n).
In general, this requires some creativity and insight. However,
for many of the typical inputs that we are interested in, the
solution will have the same form as the input

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