This problem came up in a project I'm doing for work, and I don't have a very extensive math background so I don't know how to solve it. I would appreciate any help you guys could give me. X1 is a constant Y1 is a constant Xn = aXn-1 + bYn-1 Yn = cXn-1 + dYn-1 For all n, for some constants a,b,c,d (for my purposes, all between -1 and 0). What is the sum X1 + X2 + ... to infinity? I've tried summing it like an infinite series: (1/(1-a))(x+b((1/(1-d)y + cx)) That gives me a (poor) approximation, but not the exact answer :-(. Thank you so much for your help in advance!