DISCRETE LINEAR SYSTEMS
In some scientific contexts it is natural to regard time as discrete. This is the case in digital electronics, in parts of economics and finance theory, also in impulsively driven mechanical systems. Evidently, discrete variables should be used in modelling animal populations where successive generations do not overlap.
Let us consider discrete time systems. In a general case the system has the form
If the function is linear with respect to
then one has a linear system. Thus in the one dimensional case the linear discrete system can be written as
and
being given constants.
The graph of the linear function is a straight line. If the line does not go through the origin of coordinates then the function is called affine.
Let us work out the first few values:
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For one has
provided and
when If
then
and
regardless of the value of
If
then
and
In the two or more dimensional case the discrete linear dynamical system can be written as
where and
are vectors and
stands for a
matrix.
Similarily to the previous case one can compute the iterations etc. to obtain
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In the general case we have
which can be simplified to
provided is invertible.
If the absolute values of the eigenvalues of are less than 1 (hence
is invertible), then
tends to zero matrix. Hence
Alternatively, if some eigenvalues have absolute value bigger than 1, then blows up, and for most
we have
There are, ofcourse, exceptional values of For example, if 1 is not an eigenvalue of
and
then
for all
Finally, if some eigenvalues have absolute value equal to 1 and the other eigenvalues have absolute value less than 1, we see a range of behaviour. The system might stay near or it might blow up.
Consider now the case
First, if then
(in the one dimensional case). So, if
then
Otherwise
is stuck at
regardless of the value of
Second, if then we observe that
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Thus we see that oscillates between two values,
and
But if
i.e.
then
is stuck at the fixed point