solving an equation recursively

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ektor 2018-1-17

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此问题的直接链接

https://ww2.mathworks.cn/matlabcentral/answers/377646-solving-an-equation-recursively

评论： Star Strider 2018-1-17

采纳的回答： Star Strider

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Dear all,

I want to solve the following equation

m(t)=a(t)+k*m(t-1); t=2,...T

for the entire path m(t), with the initial condition

m(1)=a(1)+k*ee;

where ee=4;

In other words, If we solve the above equation, each m(t) will depend on past and current values of a's.

The vector a in the above equations is known, say a=randn(T,1) and k=0.4.

Any way of doing this?

Thank in advance

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Star Strider 2018-1-17

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此回答的直接链接

https://ww2.mathworks.cn/matlabcentral/answers/377646-solving-an-equation-recursively#answer_300565

Yes. Use a for (link) loop.

This seems to be homework, so I’ll not post the solution I coded.

Basically, each element of 'a' changes in each iteration of my code. Should I open another thread for this if the solution is different from what you proposed above. I assumed fixed 'a' to simplify the analsis.

Star Strider 2018-1-17

How does ‘a’ change in each iteration? You never mentioned that! I was using the information you provided.

You would create and update ‘a’ as ‘a(t)’ the same way you create and update ‘m(t)’, using whatever rule you want to create and define it it. Preallocate ‘a’ as well as ‘m’.

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