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 ![]()