How to solve this equation

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bin
bin on 26 Mar 2012
Hi,everyone,there is a equation as followed:
f(x)=h0*f(x)+h1*f(x-1)+h2*f(x-2)+h3*f(x-3);
The values of the h0~h3 are given,then how to solve this equation?
thank you!
  1 Comment
Geoff
Geoff on 26 Mar 2012
This equation looks intractably recursive. Are those f(x) terms on the right-hand side in fact supposed to be some other function/dataset, such as g(x)?

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Accepted Answer

Walter Roberson
Walter Roberson on 26 Mar 2012
You need three values of f(x) in order to completely solve the equation.
Or it can be expressed in terms of the known constants together with the unknown f(0), f(1), f(2)
sum(-((h0 - 1 + R .* h1 + h2 * R.^2) .* f(0) + R .* ((h0 - 1 + R .* h1) .* f(1) + R .* f(2) .* (h0 - 1))) .* (1./R)^x ./ (3 * h3 .* R.^3 + 2 * h2 .* R.^2 + R * h1)
where
R = roots([h3, h2, h1, h0-1]);
Note: all three roots of R must be included, even if imaginary!

More Answers (1)

Stefan Wehmeier
Stefan Wehmeier on 26 Mar 2012
This is a recurrence equation and thus has to declared as such using rec(...).
eq = evalin(symengine, 'rec(f(x)=h0*f(x)+h1*f(x-1)+h2*f(x-2)+h3*f(x-3), f(x))');
solve(eq)

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