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Solution to Difference Equation

Jeremy Lorenzo Virata

1. Introduction

Difference equations and differential equations are very much alike. We can say that the difference equations relates
to differential equations like discrete mathematics relates to continuous mathematics (King, 2003). Basically, difference
equation is used to describe discrete-time systems while differential equations is used to describe cotinuous-time
systems.

Linear Time Invariant discrete-time systems are describe by a type of difference equation called the linear constant
coefficient difference equation. The approach of solving linear constant coefficient difference equations is to find the
general form of all possible solutions to the equation and then apply a number of conditions to find the appropriate
solution (Baraniuk, n.d.).

The general form of linear constant coefficient differential equation is:

[ ] = []
=0

2. Methods in Obtaining the Solution to Difference Equation

The objective on determining the solution to difference equation is to get an explicit expression for the output y[n] and
this can be done with using the direct method (Proakis, Manolakis, & Scientist, 2007). Another method that can be used
as an alternative to solve linear constant coefficient difference equation is through the z-tranform method or indirect
method.

2.1 The Direct Method

The direct method can be done by obtaining the total solution in which we are setting initial conditions and specific input.
The total solution is the sum of two parts, which are the homogeneous and the particular solution.

2.1.1 The Homogeneous Solution

The homogeneous or also called the complementary solution is denoted as []. In order to find the homogeneous
solution of a linear constant coefficient difference equation, we consider the said difference equation with zero input.

Solution to Difference Equation ECE221

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[ ] = 0
=0

The method for solving linear constant coefficient difference equation is similar to the procedure for solving linear
constant coefficient differential equation (Aliyazicioglu, n.d.). The assumed homogeneous solution to the difference
equation as:

[] =

Where the subscript h describes that the the solution is homogeneous, and c denotes the undetermined coefficient
of the homogeneous solution. If the assumed homogeneous solution is substituted to the difference equation, we obtain
this equation:

= 0
=0

Or can be represented by this:

0 + 1 1 + 2 2 + + = 0

We can refer this as the characteristic polynomial. N denotes the number of roots of the the order of the difference
equation. denotes to the coefficient value that corresponds to each roots, which is is denoted by .

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For N number of roots, we will be having the same number of terms for the assumed homogenous solution as shown
in the equation (Aliyazicioglu, n.d.):

[] = 1 1 + 2 2 + +

2.1.2 The Particular Solution

The particular solution is denoted as [] and this solution is required to satisfy the difference equation for specific
input signal [](Baraniuk, n.d.). Particular solution follows the form of the input signal and must satisfy:

[ ] = [ ]
=0 =0

Below is the General Form of the Particular Solution for Several Types of Input Signals:

Input Signal [] Particular Solution []

()

0 + 11 + +
(0 + 1 1 + + )

1 + 2

2.1.3 The Total Solution

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The total solution corresponds to the sum of the homogeneous solution and particular solution(Proakis et al., 2007).

[] = [] + []

Once the total solution is obtained, it is important to note that the value of constant/s depends on the initial condition
and excitation or input function. We consider the influence of zero-input response and the zero state response in solving
the value of the constant/s.

2.2 The Indirect or z-Transform Method

Using z-transforms, in particular the shift theorem, provides a useful method of solving linear constant coefficient
difference equations (HELM, 2008).

To solve a linear constant coefficient difference equation, three steps are involved:

a. Replace each term in the difference equation by its z-transform and insert the initial condition(s).
b. Solve the resulting algebraic equation. (Thus gives the z-transform Y (z) of the solution
sequence.)

c. Find the inverse z-transform of Y (z).

3. Applications of Difference Equations

There has been a great deal of applications of Difference equations in the solution of many problems that arise in
science, statistics and engineering. The development of high-speed digital computing machinery has motivated the use

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of difference equation as approximations to ordinary and partial differential equations. Problems involving time-
dependent fluid flows, neutron diffusion and transport, rediation flow, thermo-nuclear reactions, and problems including
solution of several simultaneous partial differential equations are being solved by the use of difference equations
throughout the country.

Besides, the use of difference equations as approximation to ordinary and partial differential equations, they afford a
powerful method for the analysis of electrical, mechanical, thermal, and other systems in which there is a recurrence
(Pipes, 1959).

References

Aliyazicioglu, Z. (n.d.). Solution of Linear Constant-Coefficient Difference Equations. Retrieved from

http://www.cpp.edu/~zaliyazici/ece308/ece308-8.pdf

Baraniuk, S. K. (n.d.). Solving Linear Constant Coefficient Difference Equations. Retrieved from
https://cnx.org/contents/njHe-mRv@6/Solving-Linear-Constant-Coeffi

HELM. (2008). z-Transforms and Difference Equations. Retrieved from

https://nile.northampton.ac.uk/bbcswebdav/courses/CFAP02R/Guest access
files/HELM_new/pages/workbooks_1_50_jan2008/Workbook21/21_3_z_trnsfm_n_difrnce_eqn.pdf

King, F. (2003). Difference Equations. Retrieved from https://www.cl.cam.ac.uk/teaching/2003/Probability/prob07.pdf

Pipes, L. A. (1959). Difference Equations and Their Applications. Mathematics Magazine, 32(5), 231246. Retrieved
from https://www.jstor.org/stable/3029224?seq=2#page_scan_tab_contents

Proakis, J. G., Manolakis, D. G., & Scientist, T. (2007). Digital Signal Processing (4th Editio). Pearson.

Solution to Difference Equation ECE221