Digital Signal Processing Reference
In-Depth Information
fraction are present only in (2.135) for determination of the c n 's from c 0 to
c K−1 . Starting from c K , any coe cient c m is always expressed by means
of the K preceding coe cients c m−1 ,c m−2 ,c m−3 ,...,c m−K , each of which is
individually multiplied by the respective coe cients b K−1 ,b K−2 ,b K−3 ,...,b 0
of the denominator polynomial of the generating fraction. Finally, the sum
of the latter products is divided by b K . In particular, we shall single out the
last equation from the string (2.136) as
b 0 c n + b 1 c n+1 + b 2 c n+2 ++ b K c n+K = 0.
(2.137)
Since here the constant coe cients{b r
}(0≤r≤K) are known, we can rec
ognize (2.137) as a difference equation whose solution is given by the complete
integral as the geometric sequence
K
d k u k .
c n =
(2.138)
k=1
The u k 's are the roots of the characteristic polynomial L K (u) due to (2.138)
L K (u) = b 0 + b 1 u + b 2 u 2 ++ b K u K .
(2.139)
Here, the d k 's are some arbitrary integration constants which can be deter
mined by imposing the K boundary conditions to (2.137). These K initial
conditions can always be reduced to the request of passing the continuous
curve c(t) through a fixed number K of given points t n = nt≡nτ. In this
way, the values of t 0 ,t 1 ,t 2 ,...,t K will be associated with c 0 ,c 1 ,c 2 ,...,c K ,
respectively. This procedure gives K linear equations
c 0 = d 1 + d 2 + d 3 ++ d K
c 1 = d 1 u 1 + d 2 u 2 + d 3 u 3 ++ d K u K
c 3 = d 1 u 1 + d 2 u 2 + d 3 u 3 ++ d K u 2 K
.
c K = d 1 u 1 + d 2 u 2 + d 3 u 3 ++ d K u K
=
; .
(2.140)
From here, we can extract the values of the d k 's that will acquire their forms
d 1 = c 0
(2.141)
9
=
−u 2 c 0 + c 1
u 1
d 1 =
−u 2
K = 2
(2.142)
−u 2 c 0 + c 1
u 2
;
d 2 =
−u 1
9
=
d 1 = u 2 u 3 c 0
−(u 2 + u 3 )c 1 + c 2
(u 1 −u 2 )(u 1 −u 3 )
d 2 = u 1 u 3 c 0 −(u 1 + u 3 )c 1 + c 2
(u 2 −u 1 )(u 2 −u 3 )
d 3 = u 1 u 2 c 0 −(u 1 + u 2 )c 1 + c 2
(u 3
K = 3
(2.143)
;
−u 1 )(u 3
−u 2 )
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