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Solution of the corresponding homogeneous equation

The homogeneous equation is obtained by putting all the inputs x(n)=0 (same as saying all tex2html_wrap_inline345 ). Notice that this corresponds to allowing the system to relax from some initial condition with no inputs driving it.

Method
Divide through by tex2html_wrap_inline347 and write the homogeneous equation as :

displaymath303

Substitute a trial solution tex2html_wrap_inline349 .

displaymath304

displaymath305

Now tex2html_wrap_inline351 because this gives only the uninteresting solution y(n)=0 .

displaymath306

displaymath307

This is called the characteristic equation (CE). The N roots of the CE are called the characteristic roots. The characteristic roots tell us about the natural response of the system when we give it a bit of a kick but no continuing driving inputs.
If the roots are tex2html_wrap_inline357 the factored form of the CE is :

displaymath308

The roots are real or complex numbers. For real tex2html_wrap_inline359 , when complex the roots occur in complex conjugate pairs. The solution to the homogeneous equation is thus of the form :

displaymath309

Where the N unknown constants tex2html_wrap_inline363 are determined from N initial conditions.
We write tex2html_wrap_inline367 here to emphasize that this is not a general solution to the original difference equation. It is an initial condition solution for tex2html_wrap_inline369 and the initial conditions are given by values of tex2html_wrap_inline371 .

displaymath310

displaymath311

etc

displaymath312

are a set of N linear algebraic equations to determine the unknown constants from the initial conditions.

Case of multiple roots
If the CE contains multiple roots, eg a factor of tex2html_wrap_inline375 , terms of the form :

displaymath313

will appear in the solution.

Test for system stability
The solution to the homogeneous equation represents the response of the system with no driving inputs. We just have it in some initial state and watch the output decay. Clearly this response should decay to zero as tex2html_wrap_inline377 . This happens if and only if tex2html_wrap_inline379 for all k (since there is a term tex2html_wrap_inline383 in the solution).

Example
A causal LTI system is described by the DE :

displaymath314

Find the IC response to the intial conditions :
y(-1)=1 and y(-2)=0
Solution
The CE is :

displaymath315

So the roots are tex2html_wrap_inline389 and tex2html_wrap_inline391 .
Thus the IC response is of the form :

displaymath316

tex2html_wrap_inline393 and tex2html_wrap_inline395 are determined from the initial conditions :

displaymath317

displaymath318

Which can be solved by elimination to give tex2html_wrap_inline397 and tex2html_wrap_inline399

displaymath319

Note that since both roots have magnitudes <1 the system is stable.
Sample solutions :

displaymath320

displaymath321

displaymath322

etc.


next up previous
Next: Complete direct solution of Up: Solution of difference equations Previous: Solution of difference equations

Keith Jones
Mon Oct 26 11:49:50 EST 1998