First order difference equation Consider the simple model |y(t)+ay(t-1)=bu(t-1) ÔN Σy²(t-1) -Σy(t-Du(t-1)] -Σy(t-1)u(t-1) Σu²(t-1) HIE -Σy(t)y(t-1)] Σy(t)u(t-1) Exercise: Suppose for t=1 to 6 the value of u and y are: u=[2 3 2 5 3 7 y=[-23 48 -93 188 -371 745 Derive N

Elementary Linear Algebra (MindTap Course List)
8th Edition
ISBN:9781305658004
Author:Ron Larson
Publisher:Ron Larson
Chapter4: Vector Spaces
Section4.8: Applications Of Vector Spaces
Problem 82E
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First order difference equation
Consider the simple model
y(t)+ay(t-1)=bu(t-1)
0
Σy²(t-1)
-Σy(t-1)u(t-1) Σu'(1-1)
-Ey(t-Du(t-1)-Ey(t)y(t-1)
Σy(t)u(t-1)
-TE
Exercise: Suppose for t=1 to 6 the value of u and y are:
u=[2 3 2 5 3 7 y=[-23 48 -93 188 -371 745]
Derive Ov
Transcribed Image Text:First order difference equation Consider the simple model y(t)+ay(t-1)=bu(t-1) 0 Σy²(t-1) -Σy(t-1)u(t-1) Σu'(1-1) -Ey(t-Du(t-1)-Ey(t)y(t-1) Σy(t)u(t-1) -TE Exercise: Suppose for t=1 to 6 the value of u and y are: u=[2 3 2 5 3 7 y=[-23 48 -93 188 -371 745] Derive Ov
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