Difference and functional equations Definition
Solving linear difference equations by the Z-transform
Builds on Linear recurrence with constant coefficientsUnilateral Z-transformShift property of the Z-transformInverse Z-transformPartial fraction decomposition
Definition
Let , let be complex numbers with , let be a sequence with a unilateral Z-transform , and let be complex numbers. Consider the linear recurrence with constant coefficients The Z-transform method solves it in three steps.
- Apply the unilateral Z-transform and the shift property, , to get , where and is a polynomial built from .
- Solve: .
- Recover from by the inverse Z-transform, in practice by a partial fraction decomposition and known transform pairs.
Remarks
Example: the Fibonacci recurrence with , . Step 1 gives , so . With and , one has , and the pair gives . Non-example: the recurrence is not linear; the transform of is not a function of alone, so step 1 gives no algebraic equation for . The polynomial is the characteristic polynomial of the recurrence, so the poles of that do not come from lie among its roots.
Reading path
To understand this page from the ground up, read these 10 pages in order. The foundations come first.
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- no evidence level
- Bilateral Z-transform concept
- Contour integral concept
- Laurent series concept
- Linear recurrence with constant coefficients concept
- Partial fraction decomposition concept
- Region of convergence concept
- Unilateral Z-transform concept
- Inverse Z-transform statement
- Shift property of the Z-transform statement
- Solving linear difference equations by the Z-transform definition
Further reading
- Web https://en.wikipedia.org/wiki/Z-transform, Linear constant-coefficient difference equation
About this page
| Tag | 8QQ7BF5BM0 |
|---|---|
| URI | m2://8QQ7BF5BM0 |
| Kind | definition |
| Writing | W0 stub |
| MSC | 39A06, 44A55 |
| Defines | Solving linear difference equations by the Z-transform |
| Uses | Linear recurrence with constant coefficients, Unilateral Z-transform, Shift property of the Z-transform, Inverse Z-transform, Partial fraction decomposition |
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