Linear ConstantCoefficient Difference E Equations i Some physical systems can be modelled using linear difference equations with constant

t coefficients (LCCDE) These systems are LTI systems

LCCDE
LCCDEs LCCDE s can be generally represented by the following expressions:

k =0

ak y[n k ] = m=0 bm x[n m]

M
N M

y[n] = k =1 ak y[n k ] + m=0 bm x[n m]

Example of a LCCDE
y[n] = k = x[k ] = x[n] + k = x[k ]
n n 1

y[n 1] = k = x[k ]
n 1

y[n] = x[n] + y[n 1] y[n] y[n 1] = x[n]

Realisation of and LCCDE

y[n] = x[n] + y[n 1]
x[n]

+
One sample delay y[n-1]

y[n]

S l i LCCDE Solving LCCDEs

Solution is given by:

y[n] = yh [n] + y p [n]

yh[n] [ ] is i homogeneous h (or ( complementary) l t ) solution for input x[n]=0, represents natural modes of unforced oscillation yp[n] is particular solution due to input x[n], represents forced response

Solving
LCCDEs are solved in two parts. First solve the complementary equation, set to zero. Then solve the particular solution.

The Homogenous Solution

Assume:

y[ n ] = n
nk a k =0 k = 0 N

n N

(1 a + a + ... + a + a ) = 0 444442444443
N N 1 0 1 N 1 N
Characteristic polynomial of the system

The Homogenous Solution

Factorizing characteristic polynomial we get:

i , such that: ( - 1 )( 2 )...( N ) = 0

So the homogeneous g solution is:

yh [n] = c + c + ... + c
n 1 1 n 2 2

n N N

Where ci are free to match initial conditions (IC)

Example Homogenous Solution

y[n] 0.6 y[n 1] = x[n] the characteristic equation is :

a +a
0

= 0.6 = 0

= 0 .6 thus, yh[n] = c(0.6)

Repeated Roots
Repeated roots in characteristic polynomial:

( 1 ) ( 2 ).....
L

yh[n] = c0 + c1n + c2n + ... + cL1n

2

L1

) +
n 1

+ c + c + ...
n L 2 n L+1 3

P i l solution Particular l i
Represents the forced response of the system Solution depends on the form of the input We W choose h f form of f yp[n] [ ] according di th the f form of f x[n] [ ] Substitute yp[n] into nonhomogeneous non homogeneous DE and compare coefficients on both sides of the equation

LCCDE example l
Consider following LCCDE:

y[n] 0.5 y[n 1] + 0.06 y[n 2] = 2x[n] where input is : x[n] = (0.1) and initial conditions are : y[1] = 1 y[2] = 0
n

LCCDE example contd cont d

Characteristic polynomial:

0.5 + 0.06 = 0 ( 0.3)( 0.2) = 0 1 = 0.3, 2 = 0.2

2

yh [n] = c1 (0.3) + c2 (0.2 )

n

LCCDE example contd cont d

Particular solution is in the form:

y p [n] = B(0.1) , substitute to nonhomog. g eq. q

n

y p [n] 0.5 y p [n 1] + 0.06 y p [n 2] = 2(0.1) B(0.1) 0.5 B(0.1)

n n 1

+ 0.06 B(0.1)

n2

= 2(0.1)

1 2 ( ) ( ) B 0.5 B 0.1 + 0.06 B 0.1 = 2

2 B = 2, B = 1 y p [n] = (0.1)
n

LCCDE example contd

Total solution:
y[n] = yh [n] + y p [n] = c1 (0.3) + c2 (0.2 ) + (0.1)
n n 0 0 0 n

n = 0 : c1 (0.3) + c2 (0.2 ) + (0.1) 0.5 y[1] + 0.06 y[2] = 2(0.1) n = 1 : c1 (0.3) + c2 (0.2 ) + (0.1) 0.5 y[0] + 0.06 y[1] = 2(0.1)
1 1 1 1

c1 = 9.9, c2 = 8.4

y[n] = 9.9(0.3) 8.4(0.2 ) + (0.1) u[n]

n n n

LCCDE example contd cont d

2.5

1.5

0.5

0.5

1.5

2.5

3.5

LCCDE solution

Impulse response of LCCDE

If input p is impulse, p , and IC are initial rest conditions output p is impulse response:

x[n] = [n] y[n] = h[n]

Impulse response example

Consider the same LCCDE:

y[n] 0.5 y[n 1] + 0.06y[n 2] = 2x[n] x[n] = [n] and initial conditions are: y[n] = 0, n < 0 yh[n] = c1 (0.3) + c2 (0.2)
n n

When input is impulse, and RHS has form like above, particular solution has [n]=0 ] form yp[ Just solve homogeneous solution and find ci

Impulse response example

Find unknown ci

y[n] 0.5 y[n 1] + 0.06 y[n 2] = 2 x[n] x[n] = [n], y[n] = 0, n < 0 yh [n] = c1 (0.3) + c2 (0.2 )
n n

n = 0 : yh [0] 0.5 y[1] + 0.06 y[2] = 2 x[0] c1 (0.3) + c2 (0.2 ) = 2

0 0

n = 1 : yh [1] 0.5 yh [0] + 0.06 y[1] = 2 x[1]

1 1 ( ) ( ) c1 0.3 + c2 0.2 0.5 yh [0] + 0.06 y[1] = 2 x[1]

Impulse response example

Finally, solving system of 2 equations for two unknowns we get:

c1 = 6, c2 = 4

h[n] = 6(0.3) 4(0.2) u[n]

n n