recurrence equation

2010-10-05 9:30 pm
Thanks for answering my question

The sequences y{t} and x{t} are linked by the following equations, which hold for all t>=1

y{t}-y{t-1}=6x{t-1}
x{t}=y{t-1}+2

Obtain a second-order recurrence equation for y{t}. Find explicit expressions for y{t} and x{t} given that y{0}=1 and x{0}=1/6.
更新1:

Ans: y{t}=-2+2(3^t)+(-2)^t x{t}=2(3^(t-1))+(-2)^(t-1)

回答 (2)

2010-10-06 12:41 am
✔ 最佳答案
y{t} - y{t-1} = 6x{t-1)
x{t} = y{t-1} + 2

So, y{t} - y{t-1} = 6 [ y{t-2} + 2 ]
y{t} = y{t-1} + 6 y{t-2} + 12
which is not homogeneous.
Subtracting it by y{t-1} = y{t-2} + 6 y{t-3} + 12
we have,
y{t} = 2 y{t-1} + 5 y{t-2} - 6 y{t-3} which is homogeneous
The characteristic equation is,
r^3 - 2r^2 - 5r + 6 = 0.
Note that since r = 1 is one of the solution.
Divide it by (r-1), we have,
(r-1)(r^2 - r - 6) = 0
(r-1)(r+2)(r-3) = 0
r = 1, -2, 3
Therefore, the general solution is,
y{t} = A + B(-2)^t + C 3^t

Given, y{0} = 1 , x{0} = 1/6, we have y{1} = 2, y{2} = 20

As a result,
y{0} = 1 = A + B + C
y{1} = 2 = A - 2B + 3C
y{2} = 20 = A + 4B + 9C

which we have 3 equations with 3 unknowns.
Upon solving, we have A = -2, B = 1, C = 2.

Therefore, the solution is,
y{t} = -2 + (-2)^t + 2 (3^t)

Since x{t} = y{t-1} + 2
x{t} = -2 + (-2)^(t-1) + 2 [ 3^(t-1) ] + 2
= (-2)^(t-1) + 2 [ 3^(t-1) ]

2010-10-05 16:58:03 補充:
Solving
y{0} = 1 = A + B + C
y{1} = 2 = A - 2B + 3C
y{2} = 20 = A + 4B + 9C

( 1 1 1 | 1 ) ( 1 0 0 | -2 )
( 1 -2 3 | 2 ) ~ ( 0 1 0 | 1 )
( 1 4 9 | 20) ( 0 0 1 | 2 )

Which gives A = -2, B = 1, C = 2
2010-10-06 5:04 am
y{t} = y{t-1} + 6 y{t-2} + 12
Then sub b=y
b=b+6b+12=>b=-2
Then define y{t}=-2+z{t} to transform to homogenous equation
z{t} = z{t-1} +6 z{t-2}
characteristic equation becomes r^2-r-6=0=>r=3 or -2....


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