How Do You Solve a First-Order Linear Difference Equation?

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SUMMARY

The discussion focuses on solving the first-order linear difference equation defined as y_n - 0.5 y_{n-1} = x_n. Participants emphasize the necessity of boundary conditions and the role of the input sequence x_n in determining the output y_n. A key solution approach involves using z-transforms, where y[n] is transformed to Y(z) and y[n-1] to Y(z)/z, allowing for the elimination of y[n-1]. The importance of understanding the region of convergence for stability and causality in the system is also highlighted.

PREREQUISITES
  • Understanding of first-order linear difference equations
  • Familiarity with z-transforms and their applications
  • Knowledge of boundary conditions in difference equations
  • Concept of region of convergence in z-transforms
NEXT STEPS
  • Study the application of z-transforms in solving difference equations
  • Research boundary conditions and their impact on difference equations
  • Explore stability and causality in systems using z-transforms
  • Learn about inverse z-transforms and their multiple solutions
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Students and professionals in mathematics, engineering, and systems analysis who are working with difference equations and seeking to enhance their understanding of z-transforms and system stability.

DivGradCurl
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Folks,

I'm a bit rusty on difference eqns. Here's the problem:

y_n -0.5 y_{n-1} = x_n

Here's what I can get out of it so far:

y_1 -0.5 y_0 = x_1
y_2 -0.5 y_1 = x_2
y_3 -0.5 y_2 = x_3

I just need some sense of direction, not a solution. It seems to me that this kind of problem requires that some boundary conditions be given, but that is not the case. That's all I have! Maybe it's something very simple I can't see right now.

Any help is highly appreciated.
 
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so you have a difference equation. what are you trying to do with it?

are you trying to figure out what y_n is? do you know what x_n is?
 
I assume the goal is to get y_n since that was not explicitly stated. The directions are simply "solve the difference equation". That doesn't help much, does it? I do not have x_n
 
It's already about as solved as it can get if you don't know the x's.
 
Yes, but the answer wouldn't be that obviuous; it sounds like there is information missing, as rbj pointed out. I'll go talk to my instructor. As soon as I find out the answer or have another question, I'll get back to you guys. Thanks for all the help!
 
Have you been learning about z-transforms?

y[n] -> Y(z)
y[n-1] -> Y(z)/z

then solve for Y(z) = f(X(z)), then transform back to y[n] = f(x[n]) and you will have eliminated the y[n-1].
 
Z-transforms really work on this kind of problem. I've found a book with a very easy-to-follow introduction. Thanks for the hint. Here is my answer:

h[n] = -2^{-n}u[n-1]
 
One thing to be careful about with z-transforms is that some functions, such as H(z) = \frac{1}{1-az^{-1}}, have multiple inverse transforms. Which to use depends on the region of convergence of H(z), which affects (or is defined by) the stability and causality of the system.
 

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