Math 2.0

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 k≥1k \ge 1, let a0,…,aka_0, \ldots, a_k be complex numbers with a0≠0a_0 \ne 0, let (fn)n≥0(f_n)_{n \ge 0} be a sequence with a unilateral Z-transform FF, and let c0,…,ck−1c_0, \ldots, c_{k-1} be complex numbers. Consider the linear recurrence with constant coefficients a0yn+k+a1yn+k−1+⋯+akyn=fn(n≥0),yj=cj (0≤j<k).a_0 y_{n+k} + a_1 y_{n+k-1} + \cdots + a_k y_n = f_n \quad (n \ge 0), \qquad y_j = c_j \ (0 \le j < k). The Z-transform method solves it in three steps.

  1. Apply the unilateral Z-transform and the shift property, 𝒵{(yn+m)n≥0}=zm(Y(z)−∑j<myjz−j)\mathcal{Z}\{(y_{n+m})_{n \ge 0}\} = z^m \left( Y(z) - \sum_{j<m} y_j z^{-j} \right), to get P(z)Y(z)=F(z)+Q(z)P(z) Y(z) = F(z) + Q(z), where P(z)=∑m=0kak−mzmP(z) = \sum_{m=0}^{k} a_{k-m} z^m and QQ is a polynomial built from c0,…,ck−1c_0, \ldots, c_{k-1}.
  2. Solve: Y(z)=(F(z)+Q(z))/P(z)Y(z) = (F(z) + Q(z)) / P(z).
  3. Recover (yn)(y_n) from YY by the inverse Z-transform, in practice by a partial fraction decomposition and known transform pairs.

Remarks

Example: the Fibonacci recurrence yn+2=yn+1+yny_{n+2} = y_{n+1} + y_n with y0=0y_0 = 0, y1=1y_1 = 1. Step 1 gives z2(Y−z−1)=zY+Yz^2 (Y - z^{-1}) = z Y + Y, so Y(z)=z/(z2−z−1)Y(z) = z/(z^2 - z - 1). With φ=(1+5)/2\varphi = (1 + \sqrt 5)/2 and ψ=(1−5)/2\psi = (1 - \sqrt 5)/2, one has Y(z)=15(zz−φ−zz−ψ)Y(z) = \frac{1}{\sqrt 5}\left( \frac{z}{z - \varphi} - \frac{z}{z - \psi} \right), and the pair an↔z/(z−a)a^n \leftrightarrow z/(z - a) gives yn=(φn−ψn)/5y_n = (\varphi^n - \psi^n)/\sqrt 5. Non-example: the recurrence yn+1=yn2y_{n+1} = y_n^2 is not linear; the transform of (yn2)(y_n^2) is not a function of Y(z)Y(z) alone, so step 1 gives no algebraic equation for YY. The polynomial PP is the characteristic polynomial of the recurrence, so the poles of YY that do not come from FF 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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Each page uses the pages above it. The colour of the bar on a box shows how strong the evidence is, and the box also gives it as text. The list has the same pages.
  • no evidence level
  1. Bilateral Z-transform concept
  2. Contour integral concept
  3. Laurent series concept
  4. Linear recurrence with constant coefficients concept
  5. Partial fraction decomposition concept
  6. Region of convergence concept
  7. Unilateral Z-transform concept
  8. Inverse Z-transform statement
  9. Shift property of the Z-transform statement
  10. Solving linear difference equations by the Z-transform definition

Further reading

  1. Web https://en.wikipedia.org/wiki/Z-transform, Linear constant-coefficient difference equation
About this page
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MSC39A06, 44A55
DefinesSolving linear difference equations by the Z-transform
UsesLinear recurrence with constant coefficients, Unilateral Z-transform, Shift property of the Z-transform, Inverse Z-transform, Partial fraction decomposition

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