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Notes - Discrete Systems

Rick Hutcheson January 21, 2013

Contents
1 Basic Definitions and Examples 1.1 Discrete Dynamic Systems . . . . . . . . . . . . . . . . . . 1.2 Snapshots and Sequences . . . . . . . . . . . . . . . . . . . 1.3 Systems as Recurrences . . . . . . . . . . . . . . . . . . . . Classifying Systems 2.1 System Orders . 2.2 Homogeneity . 2.3 Linearity . . . . 2.4 Autonomy . . . Equilibrium Values Solving Systems 2 2 2 3 5 5 6 6 6 7 8

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1 Basic Definitions and Examples Discrete Dynamic Systems We will define a discrete dynamic system in stages. so that each measurement takes place 1 “unit of time” after the next. a system is a collection of objects or elements that are each in some state (of being). we call S discrete if we (somehow) measure its status at each passing of some discrete amount of time. the sun and a thermometer.1 1. we will say that the state of the system is some value (usually a numeric value) that represents the important properties of the system. a reasonable definition for the system’s state would be the reading of the thermometer. One of the only terms that we have not yet defined is state. Informally. such as 1 second. then a(0) is the system’s initial value. A dynamic system is one whose status may change over time. Example 1. We Informally. 1 year. whose state will be the same for all time. and each measurement afterwards is labelled by 2 . etc. If a represents our system. we will usually normalize the units. A discrete dynamic system is a dynamic system whose status we measure at discrete time intervals. 1.1 (A Simple System) A situation that lends itself simple system definition is one containing two objects. For example. The combined state of all of these objects is the state of the system.2 Snapshots and Sequences Given that our discrete systems have their state measured at regular and intervals. This is in direct contrast to a static system. S. given some system. Here.

. Rosie has a lollipop. in many situations. easily modelled a(0) = 1 Behavior: We are trying to make a general statement about how the system will change at time n + 1. Initial Condition: by: Initially. she manages to wrangle another lollipop from one of her (infinite) classmates every minute.a(1). . Since Rosie is a bully. since it allows us to ignore the number of lollipops Rosie has at the moment. 3 . given that it is in some state at time n. a(n) . a(3). We shall let a(n) denote the state of the system after n minutes have passed. this gives a complete description of the system. The simplest solution to this problem is to use recursion. Rosie has a single lollipop. .2 (Recursive Definition) Initially. they lend themselves naturally to recursive definition. 1. Our goal when working with discrete systems will be to find a pattern in this sequence. . it will be most natural to describe the behavior of the system in terms of how it has changed since the last measurement. That is. Combined with some initial conditions. a(2). and instead concentrate on how the number of lollipops will change. We will define the state of the system to be the number of lollipops Rosie has acquired. Example 1.3 Systems as Recurrences Since discrete systems describe the change in some situation as time passes.

However. 4 . there are also situations in which we have no real-world analogue to the system. and so we can call that situation the system. That is: a(n + 1) = a(n) + 1. we will define a(n + 1) in terms of a(n). only a recurrence relation. systems occur when studying real-world situations. do not be surprised when encountering a sentence such as: “Consider the system a(n) = ka(n − 1) + b”. And so. That is. we say that the equation itself “is the system”.Since we know that Rosie acquires another lollipop each minute. the entire system is modelled by the system of relations: a(0) = 1 a(n + 1) = a(n) + 1 Note: In many cases. In these situations.

1 (System Orders) Given the 3 systems: a(n) = a(n − 1) + 2a(n − 2) + 3a(n − 5) b(n) = 2b(n − 4) c(n) = 4 We have: 1.1 System Orders Sometimes. Example 2. fi (a(n − i )).t. 5 . System b is order 4 (A fourth-order system). the order of the system is the maximum i s. There are many properties of these relations that can give us clues as to their solutions. Informally. can be 0.2 Classifying Systems In general. a(n − i ) appears in the system. System c is order 0. 2. the number of values that our recurrence has to “remember” is called the order of the system. a discrete system takes the form: a(n) = f1 (a(n − 1)) + f2 (a(n − 2)) + · · · fn (a(0)) + g(n) + h(a(n). Formally. 3. n) (1) where any or all of the terms. 2. System a is order 5 (A fifth-order system). systems will depend on more than just the previous value.

. fn . If the system contains terms with both a(n) and n. It is nonlinear otherwise. f2 . g is linear. . the system is called homogeneous if a system contains only terms containing a(n). In (1).2 Homogeneity As equation (1) shows. and nonlinear if any of f1 . We’ve shown that there can be terms with both a(n − i ) and n. . Formally. this is the function h(a(n).3 Linearity We classify the linearity of a system by the linearity of the functions of a(n−i ) and n. if the system does not contains terms like these. However. fn . Informally. 2.2. . fn . . 2. .4 Autonomy There is one more generalization we can make to our general system. . a system is linear if all of the functions f1 . . . . Informally. f2 . . as well as constants. and g are greater than or equal to 2. and if it does then it is called nonautomous. n). . a system is linear if the degree of f1 . Formally. (Designated by equations fi (a(n)) and g(n). g are all less than 2. the system is nonautonomous if the function h is nonconstant. Informally. f2 . we have not discussed terms that have both a(n − i ) and n. Formally. we call it autonomous. a system can contain functions of both a(n) and n itself. then it is called nonhomogeneous. the system is nonhomogeneous if g(n) is nonconstant. 6 .

3 Equilibrium Values 7 .

4 Solving Systems 8 .