Trying to understand difference equation

In summary, the conversation is about understanding difference equations and how to apply them in designing digital filters. The given difference equation is h(n) = b1 . h(n - 1) + δ(n), and the table shows the results for different values of n, where h(n) is the response and δ(n) is the impulse function. The conversation also mentions using an initial condition to start the recursion process and finding a closed-form formula for h(n) in terms of the initial condition and b_1.
  • #1
OnceMore
23
1
Hello,

I hope someone can help me with a problem I am having. It is neither homework or coursework, but for my own understanding.

I should say from the start, I am one of those people who tend not to be able to see the forset because all the trees are in the way, so I probably will be missing something very obvious to others.

At the minute, I am trying to get better at dealing with difference equations when it comes to designing digital filters. The book I have been reading through gives the following difference equation

h(n) = b1 . h(n - 1) + δ(n)

With the following table for the results

n δ(n) h(n - 1) h(n)
----------------------------------------------
0 1
1 0
2 0
3 0
4 0

Here, h(n) is the response, and δ(n) is the impulse function.

I hope someone can help me see how the rest of the table is formed. When I understand the process I will be able to apply it better to other problems.

Thanks.
Seán
 
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  • #2
OnceMore said:
Hello,

I hope someone can help me with a problem I am having. It is neither homework or coursework, but for my own understanding.

I should say from the start, I am one of those people who tend not to be able to see the forset because all the trees are in the way, so I probably will be missing something very obvious to others.

At the minute, I am trying to get better at dealing with difference equations when it comes to designing digital filters. The book I have been reading through gives the following difference equation

h(n) = b1 . h(n - 1) + δ(n)

With the following table for the results

n δ(n) h(n - 1) h(n)
----------------------------------------------
0 1
1 0
2 0
3 0
4 0

Here, h(n) is the response, and δ(n) is the impulse function.

I hope someone can help me see how the rest of the table is formed. When I understand the process I will be able to apply it better to other problems.

Thanks.
Seán

Your recursion only makes sense for n = 0 if you have access to h(-1) to start things off; that is, you need an "initial condition" such as h(-1)=c; then, for all n >= 0, the recursion determines all the other h(n) values. Just plug things into the recursion: h(0) = b_1 *c + δ(0), h(1) = b_1*h(0) + δ(1), etc. That's all there is to it!



A more difficult (and more interesting) question would be: find a closed-form formula for h(n) in terms of the initial condition h(-1) = c, the constant b_1 and the given form of {δ(k), k >=0}.
 
  • #3
δ(n) is a function such that
δ(0)=1
δ(n)=0 when n is not 0

thus
δ(n)=δ(n) h(n - 1) h(n)
since h(- 1) h(0)=1
 

Related to Trying to understand difference equation

1. What is a difference equation?

A difference equation is a mathematical statement that describes the relationship between the current value of a variable and its past values. It is typically used to model dynamic systems over discrete time intervals.

2. How is a difference equation different from a differential equation?

While both types of equations involve the relationship between variables, a difference equation deals with discrete time intervals while a differential equation deals with continuous time intervals. This means that difference equations are more suitable for modeling systems that change in a step-wise manner, while differential equations are better for continuous changes.

3. What are some common applications of difference equations?

Difference equations are commonly used in fields such as economics, biology, and engineering to model systems that involve discrete changes over time. They can be used to analyze population growth, economic trends, and control systems, among other things.

4. How do you solve a difference equation?

Solving a difference equation involves finding a sequence of values for the variable that satisfies the equation. This can be done analytically or numerically using various methods such as substitution, iteration, or graphing. In some cases, it may also be necessary to use computer software or simulations to solve more complex difference equations.

5. What are some challenges in understanding and working with difference equations?

One of the main challenges in working with difference equations is identifying and defining the appropriate variables and parameters for the specific system being modeled. Additionally, the nonlinear nature of difference equations can make it difficult to find exact solutions, and numerical methods may be necessary. It is also important to consider the assumptions and limitations of the model when interpreting the results.

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