Linear Algebra - Linear Constant Coefficient Difference Equations

In summary, the problem is to find the value of x[n] given the equation x[n] = -x[n-1] + x[n-2] + x[n-3] and initial values of x[0]= 0, x[-1]= 0, x[-2]= -1. The solution involves finding the roots of the equation and using them to create a linear combination for x[n]. The resulting linear system of equations can then be solved for the values of A, B, and C, which are found to be A=-1/4, B=1/4, C=-1/2.
  • #1
symsane
13
0

Homework Statement



x[n] = -x[n-1] + x[n-2] + x[n-3] and x[0]= 0, x[-1]= 0, x[-2]= -1

We want to find "x[n]". When I started to solve this problem I acquired that lambda1= 1 and lambda2,3= -1. I couldn't do anything after lambda's are found. So, can anyone solve the remaining part?
 
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  • #2
So I assume you used the ansatz
[tex]
x[n]=\lambda^n
[/tex]
?

well, just build up a linear combination from your three lambdas
[tex]
x[n]=A+B(-1)^n+C n (-1)^n
[/tex]
Because there is this double root at -1 you need to multiply one of the terms by n. Do you know this type of thing from ODE's?

Then plug in your initial values and solve for A,B,C.

This is a linear system of equations with three unknowns and solution A=-1/4, B=1/4, C=-1/2.
 
  • #3
symsane said:

Homework Statement



x[n] = -x[n-1] + x[n-2] + x[n-3] and x[0]= 0, x[-1]= 0, x[-2]= -1

We want to find "x[n]". When I started to solve this problem I acquired that lambda1= 1 and lambda2,3= -1. I couldn't do anything after lambda's are found. So, can anyone solve the remaining part?

Pere Callahan said:
So I assume you used the ansatz
[tex]
x[n]=\lambda^n
[/tex]
?

well, just build up a linear combination from your three lambdas
[tex]
x[n]=A+B(-1)^n+C n (-1)^n
[/tex]
Because there is this double root at -1 you need to multiply one of the terms by n. Do you know this type of thing from ODE's?

Then plug in your initial values and solve for A,B,C.

This is a linear system of equations with three unknowns and solution A=-1/4, B=1/4, C=-1/2.
But it is 0 that is a double root so it is not (-1)n that you need to multiply by n! You should have [itex]x_n= A+ Bn+ C (-1)^n[/itex].
 
  • #4
I think 0 is not even a single root. Plugging in x[n]=lambdan gives
[tex]
\lambda^{n}=-\lambda^{n-1}+\lambda^{n-2}+\lambda^{n-3}
[/tex]
or
[tex]
\lambda^{3}=-\lambda^{2}+\lambda^{1}+1
[/tex]
I think the OP's calculation of the roots was correct.
 

1. What is a linear constant coefficient difference equation?

A linear constant coefficient difference equation is a type of mathematical equation that describes the relationship between a sequence of numbers. It is defined by a constant coefficient, which is a number that remains the same throughout the equation, and it is linear because the dependent variable is raised to the first power.

2. How is linear constant coefficient difference equation different from other types of difference equations?

A linear constant coefficient difference equation is different from other types of difference equations because it only includes one dependent variable, and its coefficients are constant values that do not change with the independent variable. This makes it easier to solve and analyze compared to non-linear or variable coefficient difference equations.

3. What is the importance of linear constant coefficient difference equations in science and engineering?

Linear constant coefficient difference equations have many real-world applications in science and engineering, such as in modeling population growth, chemical reactions, and electrical circuits. They also play a crucial role in signal processing and control systems, making them essential for understanding and solving problems in these fields.

4. How do you solve a linear constant coefficient difference equation?

To solve a linear constant coefficient difference equation, you need to find a closed-form solution, which is a formula that represents the relationship between the sequence of numbers. This can be done by using methods such as the characteristic equation, the method of undetermined coefficients, or the method of generating functions.

5. Can linear constant coefficient difference equations be solved using computer programs?

Yes, linear constant coefficient difference equations can be solved using computer programs, such as MATLAB or Mathematica. These programs use numerical methods to approximate the solution to the equation, making it easier and faster to solve complex equations. However, it is still important to understand the underlying concepts and methods used to solve these equations manually.

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