Talk:Matrix difference equation
Latest comment: 12 years ago by Duoduoduo in topic Higher-order can be written as first-order
 | This article is rated Start-class on Wikipedia's content assessment scale. It is of interest to the following WikiProjects: | ||||||||||
| |||||||||||
Higher-order can be written as first-order
editI'm afraid I don't know how to write it in Wikipedia's mark-up language, so if someone else could, that'd be great:
It should be noted that x_t = A*x_t-1 + B*x_t-2 can be written as
X_t = [ x_t ; x_t-1 ] (i.e. x_t stacked on top of x_t-1)
X_t = C*X_t-1
where C = [ A , B ; I , 0 ] (i.e. the top "row" is A:B and the bottom "row" is I:0)
Generalisation to any higher order should be obvious.
- It's already in there, in the section "Solution and stability of higher-order cases". Duoduoduo (talk) 16:13, 11 April 2012 (UTC)