Vector-valued LCCDE Systems
An N-dimensional LCCDE system is of the form: "
n ³
0,
s(n + 1) = As(n) + Bx(n),
y(n) = Cs (n) + Dx(n)
where at reaction n,
- s(n) Î RealsN
is the state,
- x(n) Î RealsM
is the input, and
- y(n)Î RealsK is
the output.
The coefficients in the equations are:
- A is a constant N ´ N
matrix,
- B is a constant N ´ M
matrix,
- C is a constant K ´ N
matrix, and
- D is a constant K ´ M
matrix.
If s(0) = 0, then this describes an LTI system.