The Student Room Group

System of Difference Equations

How would you solve the below?

bxt+yt=a+c bx_t + y_t = a + c
yt=yt1+θ(xt1yt1) y_t = y_{t-1} + \theta (x_{t-1} - y_{t-1})

My teaching of difference equations has never involved a system so I think I must be missing an easy spot that reduces it to something simple?
Reply 1
Original post by Wathen
How would you solve the below?

bxt+yt=a+c bx_t + y_t = a + c
yt=yt1+θ(xt1yt1) y_t = y_{t-1} + \theta (x_{t-1} - y_{t-1})

My teaching of difference equations has never involved a system so I think I must be missing an easy spot that reduces it to something simple?


You can separate out the difference equations into one which is entirely in x_t, and one which is entirely in y_t; how would you do such a thing if they were just ordinary simultaneous equations? Does that method adapt to difference equations?
Reply 2
Original post by Smaug123
You can separate out the difference equations into one which is entirely in x_t, and one which is entirely in y_t; how would you do such a thing if they were just ordinary simultaneous equations? Does that method adapt to difference equations?


Got it. :yes:
Reply 3
Original post by Wathen
Got it. :yes:

Good :smile:

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