Civil Engineering Reference
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(6.25)
Translation
, a property of the
z
-transform, can be exploited at this point.
The translation theorem implies that
(6.27)
This means that multiplying a
z
-transform by the expression
z
−n
results in a
backward displacement of
n
time steps.
Equation (6.26)
can be written as
(6.28)
Finally, applying the inverse
z
-transform (i.e., returning to the sequence in
the time domain), one obtains
(6.29)
The current value of the output,
y
(
t
), can then be expressed in terms of the
current and previous values of the input and previous values of the output.
Using
Eq. (6.30)
, it is quite easy to model the output
y
(
t
) having data for
the expected values of the input
u
(
t
) at regular intervals. When more than
one input comes into play, the effect of each of the inputs can be considered
separately; the superposition principle can then be applied in a similar way
to that shown in
Figure 6.10
.
6.4.3.3 Time Series Models
The difference equation shown in
Eq. (6.30)
describes a set of rules for
a sequence of values over time. Essentially, this is a time series model.
Time series analysis is a branch of mathematics concerned with the study
of patterns in ordered trails of measurements or observations collected
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