Talk:Matrix difference equation

Higher-order can be written as first-order
I'm afraid I don't know how to write it in Wikipedia's mark-up language, so if someone else could, that'd be great:

It should be noted that x_t = A*x_t-1 + B*x_t-2 can be written as

X_t = [ x_t ; x_t-1 ] (i.e. x_t stacked on top of x_t-1)

X_t = C*X_t-1

where C = [ A, B ; I , 0 ] (i.e. the top "row" is A:B and the bottom "row" is I:0)

Generalisation to any higher order should be obvious.


 * It's already in there, in the section "Solution and stability of higher-order cases". Duoduoduo (talk) 16:13, 11 April 2012 (UTC)