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 General Equation-

 Homogeneous ⇒ if C = 0
 Non-Homogeneous ⇒ if C ≠ 0
 The given difference equation is-

 Solution of non-homogeneous difference equation- Yt=Yp+Yc


 Particular Solution- Let, 𝑌𝑡 = 𝑌
 If it fails we use 𝑌𝑡 = 𝑌t or 𝑌𝑡 = 𝑌𝑡 2 likewise.
 Complementary solution can be obtained by solving the homogeneous part the
equation.
Solution for nth order characteristic equation
 There will be n roots , 𝑏𝑖 , where i=1,2,..,n.
 When roots are real and distinct
𝑛 𝑡
 complementary function 𝑦𝑐 = 𝑖=1 𝐴𝑖 𝑏𝑖

 When roots are real and repeated


 complementary function 𝑦𝑐 = 𝐴1 𝑏1𝑡 +𝐴2 𝑡𝑏1𝑡 +𝐴3 𝑡 2 𝑏1𝑡 as 𝑏1 = 𝑏2 =𝑏3

 When pair of conjugate roots are complex then the terms can be summed as
 𝑅 𝑡 (𝐴𝑛−1 𝑐𝑜𝑠𝜃𝑡 + 𝐴𝑛 𝑠𝑖𝑛𝜃𝑡)
 Time path is convergent when roots are less than unity

That happens when the matrices below are all positive

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