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2010
517(075.8)
22.176
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. : 2 . . 1 / . . , . .
. : - . . . , 2010. 100 . : .
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517(075.8)
22.176
1
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14.07.2010. 6084/16.
. . . 5,8. 300 . . 85.
. .. .
. .. .
105005, , 2- ., 5.
c . .. , 2010
1.
, ()
, .
,
,
, .
,
(D).
1.1. .
1.1.1. .
, , ,
. x[nT ].
x(t), , t = nT ,
x[nT ]. = t/T , xT () = x(T ) xT [n] = xT ()| =n .
.
t = (n + )T , 0 6 < 1.
3
. 1.1
(. 1.1)
x(t)|t=(n+)T = x[(n + )T ] = x[nT, T ].
, (. 1.2)
xT [n, ] = xT ()| =n+ .
. 1.2
T xT [n] xT [n,]
.
: x[n] = 1[n] (. 1.3); x[n] = n
(. 1.4); x[n] = e n (. 1.5).
4
. 1.3
. 1.4
. 1.5
( ).
1- , ,
x[n, ] = x[n + 1, ] x[n, ].
(1..1)
k- , k- ,
x[n, ] = 1 x[n + 1, ] 1 x[n, ].
(1..2)
5
k-
n, n+1, . . . , n + k:
k x[n, ] =
k
X
m=0
(1..3)
k!
.
m!(k m)!
(1.3), . k =1
Ckm =
k1
X
m
(1)m Ck1
x[n + 1 + k 1 m]
m=0
k1
X
m=0
m
(1)m Ck1
x[n + k 1 m],
m + 1 = m0 . T
k1
X
m=1
m
(1)m Ck1
x[n + k m] + x[n + k]+
k
X
m0 =1
k1
X
= x[n + k] +
m=1
m
m1
(1)m Ck1
+ Ck1
x[n + k m]+
+(1)k x[n] =
k
X
m=0
m 1
(1)m Ck1
x[n + k m0 ] =
(k 1)!
(k 1)!
+
=
m!(k 1 m)! (m 1)!(k m)!
(k m)(k 1)!
m(k 1)!
k!
=
+
=
= Ckm . (1..4)
m!(k m)!
m!(k m)!
m!(k m)!
(1.3) l = k1, l = k.
k.
,
x[n + k]
:
m1
m
Ck1
+ Ck1
=
x[n + k] =
k
X
Ckm m x[n].
(1..5)
m=0
. 1.6
, .
k = 1 (1.5) . ,
x[n + 1] = x[n] + x[n].
, (1.5) l = k 1,
l = k. (1.3) (. 1.6):
x[n + k] = x[n]
k
X
m=1
k1
X
= x[n]
+
r=0
k1
X
r=0
r
=
Ckm Ckm
k
X
m=1
(1)
r x[n]
km
X
r=0
kr
X
r
Ckm
r x[n] =
r
(1)m Ckm Ckm
= x[n] +
m=1
X
k!
r x[n] =
Ckr r x[n].
r!(k r)!
r=0
(k m)!
k!
k!
=
.
m!(k m)! r!(k m r)!
m!r!(k m r)!
7
kr
X
r
(1)m Ckm Ckm
=
m=1
" kr
X
#
(k r)!
(1)m 1 =
m!(k m r)!
m=0
h
i
k!
k!
(1 1)kr 1 =
.
=
r!(k r)!
r!(k r)!
k!
=
r!(k r)!
,
:
(1..6)
x[n, ] = x[n, ] x[n 1, ].
k-
k x[n, ] = k1 x[n, ] k1 x[n 1, ].
(1..7)
k-
(1..8)
k x[n, ] = k x[n k, ].
(1.8) .
k = 1 (1.8) . ,
x[n, ] = x[n, ] x[n 1, ] = x[n 1, ].
, , (1.8) l = k 1. , (1.8)
l = k.
k x[n, ] = k1 x[n, ] k1 x[n 1, ] =
, (1.8) k.
k- k x[n, ] x[n, ]:
x[n, ] =
k
k
X
m=0
(1..9)
(1.9) . k = 1
:
x[n, ] = x[n, ] x[n 1, ] = x[n, ].
, (1.9) r = k 1. r = k.
k1
X
m=0
k1
X
m=0
m
(1)m Ck1
x[n m, ] +
= x[n, ] +
k1
X
m=1
k1
X
m
(1)m Ck1
x[n m 1, ] =
m=0
k1
X
m0 =0
m 1
(1)m Ck1
x[n m0 , ] =
m1
m
(1)m [Ck1
+ Ck1
]x[n m, ] +
+ (1) x[n k, ] =
k
k
X
m=0
(1.4).
x[n k, ]
:
k
X
x[n k, ] =
(1)m Ckm m x[n, ].
(1..10)
m=0
(1.10) . k = 1
x[n 1, ] = x[n, ] x[n, ] = x[n 1, ].
, , (1.10) r = k 1,
r = k. (1.9)
k1
X
(1)m Ckm x[n m, ] =
(1)k x[n k, ] = k x[n, ]
= k x[n, ]
m=0
m
X
m m
l
(1) Ck
(1)l Cm
l x[n,
m=0
l=0
k1
X
].
, (. 1.7)
(1)k x[n k, ] = k x[n, ]
. 1.7
k1
X
l=0
(1)l l x[n, ]
k1
X
l
(1)m Ckm Cm
.
m=l
(1..11)
m0 = m l.
k1
X
l
(1)m Ckm Cm
=
m0 =0
m=l
kl
X
m0 =0
kl
X
kl1
X
l
(1)m +l Ckm +l Cm
00 +l =
l
k k l
(1)m +l Ckm +l Cm
00 +l (1) Ck Ck =
k!
k!
(1)k
=
0
l)!m !l!
(k
(k l)!l!
m0 =0
" kl
#
X
k!
(k l)!
k
km0 l
(1)
1
= (1)
=
0
0
(k m l)!m !
(k l)!l!
0
=
(1)m +l
m0
m =0
= (1)k
k!
.
(k l)!l!
(1.11),
(1)k x[n k, ] = k x[n, ] + (1)k
k
X
l=0
k1
X
l=0
k1
X
l=0
(1)l l x[n, ]
k!
,
(k l)!l!
C (1.9) (1.10)
:
10
x[n k, ] =
k
X
m=0
(1..12)
x[n]
n1
X
y[n] =
x[m].
(1..13)
m=n0
n
X
y[n] =
m=n0
x[m]
n1
X
x[m] =
m=n0
n1
X
m=n0
n1
X
x[m] = x[n],
(1..14)
m=n0
(1..15)
,
- (
).
x[n]y[n]:
{x[n]y[n]} =
:
n1
X
m=n0
n1
X
x[m + 1]y[m]+
m=n0
n1
X
{x[m]y[m]} =
m=n0
= x[m]y[m]|nn0 ,
n1
X
m=n0
y[m]x[m] =
x[m]y[m]|nn0
n1
X
x[m + 1]y[m].
m=n0
11
1.1. x[n] = n2 :
x[n] = (n + 1)2 n2 = 2n;
2 x[n] = 2(n + 1) 2n = 2;
3 x[n] = 2 2 = 0.
1.2. x[n] =
= e n :
x[n] = e (n+1) e n = e n (e 1);
n1
X
m=
m=n0
n0 = 0
(n n0 )(n 1 + n0 )
;
2
n(n 1)
= Cn2 .
2
1.4.
(k)
n = n(n 1) . . . (n k + 1).
:
y[n] =
n1
X
m(k) =
m=n0
e :
n(k+1)
;
k+1
y[n] = nk .
.
12
1.1.2.
, x[n]
k:
(n, x[n],x[n], . . . , k x[n]) = 0,
(1..16)
.
i x[n] (1.3), (1.16)
1 (n, x[n], . . . , x[n + k]) = 0.
(1..17)
(1..18)
(1.18)
k x1 [n], x2 [n], . . .
. . . , xk [n] :
(1..19)
(1.19a)
f1 (n, x[n])
x1 [n]
..
x[n] = ... ; f (n, x[n]) =
.
.
xk [n]
fk (n, x[n])
(1.19a)
n, . .
x[n + 1] = f (x[n]),
(1..20)
13
(1.20) ().
(1.18) (1.20).
x1 [n + 1] = x2 [n];
xk1 [n + 1] = xk [n];
k x1 = 1 [n], x2 =
= 2 [n], . . . , xk = k [n], (1.19) ,
(1.19).
.
: x = [n]
(1.19),
[n0 ] = x0 .
(1..21)
(1.21) , n0 ,
x0 .
(1.19) , , (1.19),
(1.21). .
xi = i [n, c1 , . . . , ck ], i = 1, 2, . . . , k, k
c1 , . . . , ck , ,
,
.
14
1.1.3. .
xi [n + 1] =
k
X
(i = 1, 2, . . . , k),
(1..22)
j=1
x[n + 1] = A[n]x[n] + f [n].
(1.22a)
e (1.22)
x[n + 1] = A[n]x[n].
(1..23)
n1
Q
X 1 [n] = A[n 1]X 1 [n 1] =
A[m]X 1 [n0 ].
m=n0
n1
Y
(1..24)
m=n0
(1.24)
. (1.24) , W [n] 6= 0,
det A[m] 6= 0 m = n0 , . . . , n 1 W [n0 ] 6= 0.
15
k
X
ci i [n].
(1..25)
i=1
ci . W [n0 ] 6= 0,
1 , . . . , k , (1.23)
k
P
[n] =
ci i [n], x
i=1
.
(1.22):
x[n] =
k
X
ci i [n] + [n],
(1..26)
i=1
k
X
x[n] =
ci [n]i [n]
(1..27)
i=1
(1.22a).
k
X
i=1
16
ci [n + 1]i [n + 1] = A[n]
k
X
i=1
k
X
ci [n]i [n + 1] = f [n].
i=1
ci [n] (i = 1, 2, . . . , k)
W [n + 1] = det (1 [n + 1], 2 [n + 1], . . . , k [n + 1]) 6= 0.
:
ci [n] =
Wi [n + 1]
(i = 1, 2, . . . , k),
W [n + 1]
Wi [n + 1] = det 1 [n + 1], . . . , i1 [n + 1], f [n], i+1 [n + 1], . . . ,
k [n + 1] .
(1.15)
ci [n] = ci +
n1
X
m=n0
Wi [m + 1]
(i = 1, 2, . . . , k),
W [m + 1]
ci = ci [n0 ] .
ci [n] (1.27),
x[n] =
k
X
i=1
k
P
i=1
i [n]
n1
P
m=n0
ci i [n] +
k
X
i=1
i [n]
n1
X
m=n0
Wi [m + 1]
.
W [m + 1]
Wi [m + 1]
= [n] W [m + 1]
.
.
X 1 [n] = [1 [n], 2 [n], . . . , k [n]] ,
(1.23).
X[n, n0 ] = X 1 [n]X 1
(1..28)
1 [n0 ].
X[n, n0 ] (1.23). X[n, n0 ]
(1.23).
17
X[n, n0 ].
1.
X[n0 , n0 ] = X 1 [n0 ]X 1
1 [n0 ] = E.
2.
X[n + 1, n0 ] = A[n]X[n, n0 ].
,
X[n + 1, n0 ] = X 1 [n + 1]X 1
1 [n0 ] =
= A[n]X 1 [n]X 1
i1 [n0 ] = A[n]X[n, n0 ].
3. :
1
X[n1 , n2 ]X[n2 , n3 ] = X 1 [n1 ]X 1
1 [n2 ]X 1 [n2 ]X 1 [n3 ] = X[n1 , n3 ].
4. :
X 1 [n1 ,n2 ] = X 1 [n1 ]X 1
1 [n2 ]
1
= X 1 [n2 ]X 1
1 [n1 ] = X[n2 ,n1 ].
X[n, n0 ],
(1.23)
(1..29)
x[n] = X[n, n0 ]x0 .
. 1:
x[n0 ] = X[n0 , n0 ]x0 = x0 .
x[n] (1.23) 2
.
(1.22a). :
x[n] = X[n, n0 ]y[n].
(1..30)
X[n + 1, n0 ]y[n] = f [n],
(. (1.15)),
n1
X
y[n] =
X[n0 , m + 1]f [m] + y[n0 ].
m=n0
1, y[n0 ] = x0 .
x[n] = X[n, n0 ]x0 +
n1
X
m=n0
n1
X
(1..31)
m=n0
(1.31) .
1.1.4. k-
k-
a0 [n]x[n + k] + + ak [n]x[n] = f [n],
(1..32)
a0 [n] 6= 0; ak [n] 6= 0.
a0 [n]x[n + k] + + ak [n]x[n] = 0.
(1..33)
x[n0 ] = x1 , x[n0 + 1] = x2 , . . . , x[n0 + k 1] = xk .
(1..34)
(1.32)
x1 [n + 1] = x2 [n];
x2 [n + 1] = x3 [n];
(1..35)
xk1 [n + 1] = xk [n];
1
a [n]
a [n]
xk [n + 1] = k x1 [n] 1 xk [n] +
f [n].
a0 [n]
a0 [n]
a0 [n]
(1.35)
(1.22a),
0
1
0
0
0
1
A[n] =
ak [n]
ak1 [n]
ak2 [n]
a0 [n]
a0 [n]
a0 [n]
0
0
.
.
f [n] =
.
.
f [n]
0
0
a1 [n]
a0 [n]
a0 [n]
(1.34)
(1..36)
k+1
W [n] =
n1
Y
m=n0
ak [n]
a0 [n]
(1)
= (1)
ak [m]
a0 [m]
ak [n]
a0 [n]
W [n0 ].
(1..37)
(1.37) k- .
20
(1.33):
x[n] =
k
X
ci i [n],
(1..38)
i=1
i [n] .
(1.32):
x[n] =
k
X
ci i [n] + [n],
(1..39)
i=1
[n] .
(1.39)
. .
(1.32)
x[n] =
k
X
ci [n]i [n].
i=1
x[n + 1] =
k
X
k
X
i=1
k
X
ci [n + 1]i [n + 1] =
i=1
ci [n]i [n + 1] +
i=1
i=1
k
X
ci [n + 1]i [n + 1]
ci [n]i [n + 1] =
i=1
ci [n]i [n + 1] +
i=1
k
P
k
X
k
X
ci [n]i [n + 1] =
i=1
k
X
ci [n]i [n + 1],
i=1
i [n]i [n + 1] = 0.
x[n + 2] =
k
X
i=1
k
X
i=1
i [n + 1]i [n + 2] =
i [n]i [n + 2] +
k
X
i=1
k
X
i [n + 1]i [n + 2]
i [n]i [n + 2] =
i=1
21
k
X
i [n]i [n + 2] +
i=1
k
P
i=1
k
X
i [n]i [n + 2] =
i=1
k
X
i [n]i [n + 2],
i=1
i [n]i [n + 2] = 0.
,
x[n + k 1] =
=
k
X
ci [n]i [n
i=1
k
X
i=1
k
P
i=1
i=1
ci [n + 1]i [n + k 1] =
ci [n + 1]i [n + k 1]
i=1
k
X
k
X
+ k 1] =
k
X
i=1
k
X
ci [n]i [n + k 1] +
i=1
k
X
ci [n]i [n + k 1] =
ci [n]i [n + k 1] +
i=1
ci [n]i [n + k 1],
i [n]i [n + k 1] = 0
x[n + k] =
k
X
i [n + 1]i [n + k] =
i=1
k
X
i=1
k
X
i [n + 1]i [n + k]
i [n]i [n + k] =
i=1
k
X
k
X
i [n]i [n + k]+
i=1
i [n]i [n + k] +
i=1
k
X
i [n]i [n + k].
i=1
22
i=1
+a1 [n]
k
X
i=1
+ ak [n]
ci [n]i [n + k 1]
k
X
ci [n]i [n]
i=1
= f [n].
, i [n] (i = 1, 2, . . . , k)
(1.33),
................................................
0
. . . + ak [n]ck [n]k [n] = 0.
k
X
i=1
ci [n]i [n + k] =
f [n]
.
a0 [n]
ci
k
P
ci [n]i [n + 1] = 0;
i=1
ci [n]i [n + 2] = 0;
i=1
(1..40)
k
P
ci [n]i [n + k 1] = 0;
i=1
f [n]
P
ci [n]i [n + k] =
.
a0 [n]
i=1
(1.40)
1 [n + 1] k [n + 1]
[n + 2] [n + 2]
k
= W [n + 1] 6= 0.
1
[n + k] [n + k]
1
k
23
(1.40) ,
ci [n] =
1 [n + 1] i1 [n + 1] 0 i+1 [n + 1] k [n + 1]
1 [n + 2] i1 [n + 2] 0 i+1 [n + 2] k [n + 2]
[n + k] [n + k] f [n] [n + k] [n + k]
i1
i+1
k
1
a0 [n]
=
=
W [n + 1]
=
(1)i+k Wi [n + 1] f [n]
W [n + 1]
a0 [n]
(i = 1, 2, . . . , k),
Wi [n + 1] =
1 [n+1] i1 [n+1]
i+1 [n+1] k [n+1]
[n+2] [n+2]
i+1 [n+2] k [n+2]
i1
= 1
[n+k1] [n+k1] [n+k1] [n+k1]
1
i1
i+1
k
k 1.
,
ci [n] = ci + (1)
i+k
n1
X
m=n0
Wi [m + 1] f [m]
W [m + 1] a0 [m]
(i = 1, 2, . . . , k).
ci = ci [n0 ] .
x[n] =
k
X
ci i [n] +
i=1
(1)i+k i [n]
k
X
i=1
ci i [n] +
n1
X
m=n0
i=1
=
24
k
X
n1
X
m=n0
Wi [m + 1] f [m]
=
W [m + 1] a0 [m]
G[n, m + 1] f [m]
,
W [m + 1] a0 [m]
(1..41)
G[n, m + 1] =
k
X
(1)i+k i [n]Wi [m + 1] =
i=1
1 [m + 1]
=
1 [m + k 1]
[n]
1
w[n, m + 1] =
w[n, m + 1] =
0,
1,
w[m + i, m + 1] =
k [m + 1]
k [m + k 1]
k [n]
G[n, m + 1]
.
W [m + 1]
n = m + 1, . . . , m + k 1;
n = m + k,
0,
1,
i = 1, . . . , k 1;
i = k.
(1..42)
f [m]
w[n, m + 1].
a0 [m]
(1..43)
(1.32):
x[n] =
k
X
i=1
n1
X
m=n0
ci i [n] +
n1
X
m=n0
f [m]
w[n, m + 1] = [n] a0 [m]
(1.32).
ci , (1.34):
k
P
x[n
]
=
ci i [n0 ] = x1 ;
0
i=1
x[n0 + 1] =
ci i [n0 + 1] = x2 ;
i=1
ci i [n0 + k 1] = xk .
x[n0 + k 1] =
i=1
25
ci
i (i = 1, 2, . . . , k) .
W [n0 ] 6= 0. ci = a
k
X
a
i i [n] (1.33),
x[n] =
i=1
n1
X
m=n0
f [m]
w[n, m + 1],
a0 [m]
(1..44)
1.1.5.
:
xi [n + 1] =
k
X
(i = 1, 2, . . . , k),
(1..45)
j=1
:
x[n + 1] = Ax[n] + f [n],
(1.45a)
a11 a1k
A = (k k)-;
ak1 akk
x1 [n]
f1 [n]
x[n + 1] = Ax[n].
26
(1..46)
(1.46).
x = T y,
(1.46)
y[n + 1] = J y[n],
(1..47)
J = T 1 AT
A;
K1
0
..
..
J =
;
.
..
.
0
Ks
i 1
0 ... 0
0 i 1 . . . 0
K i =
. . . . . . . . . . . . . . . 0
0
0 . . . i
ri , i .
(1.47) :
y [n + 1] = 1 y1 [n] + y2 [n];
y2 [n + 1] = 1 y2 [n] + y3 [n];
.................................
y
r1 +1 [n + 1] = 2 yr1 +1 [n] + yr1 +2 [n];
....................................
yk [n + 1] = s yk [n].
K i ri .
, .
27
(1.47), K 1 :
y1 [n + 1] = 1 y1 [n] + y2 [n];
y2 [n + 1] = 1 y2 [n] + y3 [n];
.................................
(1..48)
(1..49)
(1.48)
z1 [n] =
z2 [n];
zr1 1 [n] =
zr [n];
1 1
zr1 [n] = 0.
cr
c2
cr1
n + . . . + r1 1
Cnr1 1 .
z1 [n] = c1 +
1
1
(1.49),
n
c
c
2
r
1
r
1
1
n1 ;
= c1 + 1 + . . . + r1 1 Cn
1
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
. . . . . . . . . .
. . . . . . . . . . . . . .
....
n
c
r1 .
J .
28
xi [n],
(1.46):
xi [n] =
s
X
(1..50)
j=1
Pij [n] 6 rj 1,
(1.50) (1.46)
jn n.
(1.50) .
(1.45)
.
fi [n] = i n n ( ; > 0 ),
. :
a) 6= j .
+l
Pi [n] Pi [n]
(1.45) n n.
1.5.
(
x1 [n + 1] = x2 [n];
x2 [n + 1] = 2x1 [n] 3x2 [n] + n2 .
. :
1
= 2 + 3 + 2 = 0,
det (A E) =
2 3
: 1 = 2, 2 = 1.
29
x
1 [n] = a1 (2)n + b1 (1)n ;
x
2 [n] = a2 (2)n + b2 (1)n .
ai bi (i = 1, 2)
1
1
2
2
(2)
n+1 a + (1)n+1 b =
(2)
2
2
x
1 [n] = A0 + A1 n + A2 n2 ;
x
2 [n] = B0 + B1 n + B2 n2 .
x
1 [n] x
2 [n] n.
A0 + A1 + A2 = B0 ;
A1 + 2A2 = B1 ;
A =B ;
2
B0 + B1 + B2 = 2A0 3B0 ;
B2 = 2A2 3B2 + 1.
1
5
1
1
; A0 =
;
: A2 = B2 = ; A1 = ; B1 =
6
18
18
27
2
B0 = .
27
30
:
1
(2 15n + 9n2 );
54
1
x2 [n] = 2c1 (2)n c2 (1)n + (4 + 3n + 9n2 ).
54
X[n, n0 ]
X[n n0 ] = Ann0 ,
(1.31)
x[n] = X[n n0 ]x0 +
n1
X
m=n0
(1..51)
X[n] = An .
D() = det (E A) = k + a1 k1 + + ak
A.
D(A) = 0.
N () n > k. N () N () = D()Q() + R(),
R() 6 k 1. j
D() = 0, N (j ) = R(j ). , N (A) = R(A).
k R() :
j ,
N (j ) = R(j ) (j = 1, 2, . . . , k);
(1..52)
j rj ,
dm
dm
N
()
=
(m = 0, 1, . . . , rj 1)
=j
m
m R() =j
d
d
(j = 1, 2, . . . , s).
(1..53)
r1 + + rS = k k
R().
31
1.6.
(
x1 [n + 1] = x2 [n];
x2 [n + 1] = 2x1 [n] 3x2 [n].
0
1
.
A=
2 3
D() = 2 + 3 + 2 = 0;
: 1 = 2, 2 = 1.
X[n] = An = N (A), N () = n .
R() = a0 + a1 .
R(),
(1.52),
(
(2)n = 2a0 + a1 ;
(1)n = a0 + a1 ,
a0 = (1)n (2)n ;
a1 = 2(1)n (2)n .
0
1
+
A = N (A) = R(A) = a0 A + a1 E = a0
2 3
(1)n (2)n
1 0
2(1)n (2)n
.
+ a1
=
2(1)n + 2(2)n (1)n + 2(2)n
0 1
n
1.1.6. k -
k-
a0 x[n + k] + + ak x[n] = f [n],
a0 6= 0; ak 6= 0.
32
(1..54)
(1.54) k-
(1..55)
a0 x[n + k] + + ak x[n] = 0.
k-
(1.34)
x[n0 ] = x1 ; x[n0 + 1] = x2 , . . . , x[n0 + k 1] = xk .
x1 [n + 1] = x2 [n];
x2 [n + 1] = x3 [n];
(1..56)
xk1 [n + 1] = xk [n];
1
a
a
(1.56)
(1.45),
0
0
A =
a
k
a0
1
0
ak1
a0
0
1
ak2
a0
0
a1
a0
:
1
0
D() = det (E A) =
a
k ak1
a0
a0
a1 k1
ak
k
= +
+ +
= 0.
a0
a0
0
1
ak2
a0
f [n] =
0
0
..
.
f [n]
a0
0
0
a1
+
a0
1 , . . . , s ;
r1 , . . . , rs .
33
(1.55)
x[n] =
s
X
Pj [n]nj ,
(1..57)
j=1
Pj [n] 6 rj 1.
.
f [n] = n n ( ; > 0 ),
. .
1. 6= j ,
[n] = [n]n .
(1..58)
2. = j ,
[n] = [n]nrj n .
(1..59)
[n] .
(1.54), (1.34),
x[n] = x[n] +
n1
X
m=n0
f [m]
w[n m 1],
a0
(1..60)
1.7.
3 42 + 5 2 = 0;
: 1,2 = 1, 3 = 2.
:
x[n] = c1 + c2 n + c3 2n .
. (1.54),
x
[n] = (a0 + a1 n)n2 .
x
[n] ,
[a0 + a1 (n + 3)](n + 3)2 4[a0 + a1 (n + 2)](n + 2)2 +
1
a1 = , a0 = 0.
6
,
n3
.
6
, .
c1 + c3 = 0;
1
c1 + c2 + 2c3 = ;
6
c1 + 2c2 + 4c3 = 4 ,
3
5
c1 = 1; c2 = ; c3 = 1.
6
, :
x[n] = c1 + c2 2n + c3 2n
5
n3
x[n] = 1 n + 2n .
6
6
35
(1.54),
a0 x[n + k] + + ak x[n] = b0 u[n + r] + + br u[n].
(1..62)
u[n] , ,
(1.62), ,
.
, (1.62), (1.34),
x[n] = x[n] +
n1
X
m=n0
w[n m 1]u[m].
(1..63)
w[n] (1.55),
w[0] = 0 , . . . , w[k 1] = k1 ,
(1..64)
0 , . . . , k1
a0 0 = brk+1 ;
a1 0 + a0 1 = brk+2 ;
(1..65)
ak1 0 + + a0 k1 = br ,
bj = 0, j < 0.
(1.63) x[n]
(1.55),
x
[n0 + i] = xi+1
i1
X
j=0
j u[n0 + i j 1] (i = 0, 1, 2, . . . , k 1).
(1..66)
, x[n], (1.63),
(1.62),
(1.34).
,
(1.66):
x[n0 ] = x
[n0 ] = x1 ;
36
n0X
+i1
x[n0 + i] = x
[n0 + i] +
m=n0
= xi+1
= xi+1
i1
X
j=0
i1
X
j=0
w[n0 + i m 1]u[m] =
j u[n0 + i j 1] +
j u[n0 + i j 1] +
i1
X
k=0
i1
X
j=0
w[i k 1]u[n0 + k] =
w[j]u[n0 + i j 1] =
(i = 1, . . . , k 1).
= xi+1
, . ,
x[n] (1.62). x[n]
(1.62). , x[n] w[n] (1.55),
(1.66),
!
n+k1
X
a0 x[n + k] +
w[n + k m 1]u[m] +
m=n0
+ a1
x[n + k 1] +
. . . + ak
n+k2
X
m=n0
x[n] +
n1
X
w[n + k m 2]u[m]
m=n0
= a0
n+k1
X
m=n0
+ a1
n+k2
X
m=n0
. . . + ak
w[n m 1]u[m]
!
+ ...
w[n + k m 1]u[m] +
w[n + k m 2]u[m]
n1
X
m=n0
w[n m 1]u[m]
+ ...
n1
X
. . . + ak1 0 + . . . . + a0 k1 u[n] +
(a0 w[n + k m 1] +
m=n0
1.2.
(D-)
1.2.1. -.
-.
x[n] -,
:
1) x[n] = 0 n < 0;
2) x[n] ,
. . M > 0 0 > 0, |x[n]| 6 M e 0 n .
0 , .
x[n] , X (q) q = + j
X (q) =
enq x[n].
(1..67)
n=0
:
X (q) = D{x[n]},
X (q) x[n].
0
x[n, ]:
X (q, ) =
x[n, ]enq .
(1..68)
n=0
X (q)
.
. X (q) Req >
> 0 .
38
. (1.67):
X
X
X
M e
enq x[n] 6
en M e 0 n =
M e(0 )n =
.
e e 0
n=0
n=0
n=0
, (1.67) ( )
Req > 0 .
(1.67). ,
:
!0
X
X
X
enq x[n] 6
nen |x[n]| 6
M ne(0 )n 6
n=0
n=0
M e(0 )n =
n=0
e e 0
0
= 0 + ( ). ,
dX (q)
,
.
dq
1.8.
:
00
n=0
M e
n=0
x[n] = e n ; X (q) =
n=0
x[n] = e
n2
enq =
eq
;
eq 1
enq e n =
eq
;
eq e
( -
).
x[n], , . , X1 (q) = D{x[n]}
X2 (q) = D{x[n]}.
X1 (q)
. .
X1 (q)
X2 (q).
X2 (q)
n=0
39
X (q) eq , X (q)
T = 2j.
Z-,
X
Xz (z) =
z n x[n],
n=0
X (q) eq = z.
,
-.
(1.67) emq
; <
6 , > 0 (. 1.8).
L : q = + j
+j
Z
X (q)emq dq =
n=0
x[n]
+j
Z
+j
Z
e(nm)q dq =
=
40
. 1.8
e(nm)q x[n]dq =
j n=0
+j
Z X
e(nm)( +j ) e(nm)( j )
=
nm
e(nm) j (nm)
e
ej (nm) =
nm
0, n 6= m;
2j, n = m.
1
x[n] =
2 j
+j
Z
X (q)enq dq.
(1..69)
1
x[n] =
2 j
+j
Z
1
X (q)e dq =
2 j
nq
Res[Xz (z)z n1 ]
Xz (z)z n1 dz =
z=z
(1..70)
z ,
, .
1.9.
X (q) =
eq
.
(eq e )2
-:
X
zn
d
x[n] =
Res
lim z n = ne (n1) .
2 = ze
dz
(z e )
1.2.2.
.
1. .
, . .
D{1 x1 [n] + 2 x2 [n]} = 1 X1 (q) + 2 X2 (q).
41
.
D{1 x1 [n] + 2 x2 [n]} =
n=0
enq 1 x1 [n] +
n=0
n=0
ej 0 n ej 0 n
.
sin 0 n =
2j
j 0 n
e
ej 0 n
X (q) = D
=
2j
eq
1
eq
eq sin 0
=
=
.
2j eq ej 0
eq ej 0
e2q 2eq cos 0 + 1
2. . k > 0
D{x[n k]} = ekq X (q).
, k
ekq .
.
D{x[n k]} =
=
enq x[n k] =
n=0
X
(k+m)q
e(k+m)q x[m] =
m=k
m=0
, x[n] = 0 n < 0.
x[n + k] k > 0:
D{x[n + k]} =
enq x[n + k] =
n=0
= ekq
m=0
42
emq x[m]
e(mk)q x[m] =
m=k
k1
X
m=0
emq x[m]
=e
kq
X (q)
k1
X
mq
x[m] .
m=0
x[0] = . . . = x[k 1] = 0,
3. .
en .
. ,
o X
n
en(q) x[n] = X (q ).
D en x[n] =
n=0
1.11.
n
o
D en sin 0 n =
eq+ sin 0
.
e2(q+ ) 2e(q+ ) cos 0 + 1
4. .
D {x[n]} = (eq 1)X (q) eq x[0]
k-
n
o
D k x[n] = (eq 1)k X (q)
eq
k1
X
m=0
(1..71)
(1.71) .
(1.71) m = k 1. ,
m = k.
n
o
n
o
D k x[n] = D k1 x[n + 1] k1 x[n] =
43
=e
k1
(e 1)
X (q) e
k2
X
m=0
(e 1)
k2m
x[0]
m
k2
X
m=0
(e 1)
eq
k2m
k1
X
m=0
X (q),
k1
n
o
eq X m x[0]
1
k
+
D
x[n]
.
X (q) = q
m
e 1
(eq 1)
(eq 1)k
m=0
(1..72)
1.12. x[n] = n.
x[n] = n + 1 n = 1; 2 x[n] = 0.
eq
X (q) =
.
(eq 1)2
n(n 1)
n(2)
.
=
x[n] = Cn2 =
2
2!
(n + 1)n n(n 1)
x[n] =
= n;
2
2
2 x[n] = 1;
3 x[n] = 0.
C (1.72),
X (q) =
D {Cnm } =
44
eq
.
(eq 1)3
eq
.
(eq 1)m+1
n(m)
n!
=
.
(n m)!m!
m!
5. .
(eq 1)
( n1
)
X
X (q)
D
x[m] = q
.
(1..73)
e 1
m=n
Cnm =
. y[n] =
n1
P
x[m].
m=n0
X (q)
.
eq 1
1.13. -,
eq
X (q) = q
.
(e 1) (eq e )
C ,
Y (q) =
D{e n } =
x[n] =
n1
X
m=0
eq
,
eq e
e m =
e n 1
.
e 1
4 5 , eq 1
s
.
6. - nk
k- q.
. X (q)-
Req > 0 .
45
(1.67),
dX (q) X
(n)enq x[n] = D {nx[n]}
=
dq
n=0
. .,
n
o
dk X (q) X
k
k nq
=
(n)
e
x[n]
=
D
(n)
x[n]
.
dq k
(1..74)
n=0
1.14. x[n] = n2 .
eq
.
D{n} =
(eq 1)2
d
eq
2
D{n } =
=
dq (eq 1)2
eq (eq + 1)
eq (eq 1)2 2e2q (eq 1)
=
.
=
(eq 1)4
(eq 1)3
7. - n.
X (q)dq ,
x[n]
, . .
n
D
x[n]
n
X (q)dq.
(1..75)
.
(1.67), x[0] = 0.
!
Z
Z X
X (q)dq =
enq x[n] dq.
q
46
n=0
, ,
,
Z
Z
X
X
x[n]
x[n] nq
nq
X (q)dq =
x[n] e dq =
=D
.
e
n
n
n=0
n=0
1.15.
1[n 1]
, x[0] = 0.
n
2,
1
D {1[n 1]} = q
.
(e 1)
x[n] =
Z
z
1[n 1]
n
Z
q
dq
=
1)
(eq
dz
z
eq
= ln
= ln q
.
z (z 1)
z1
e 1
8. . X1 (q)
,
( n
)
X
X1 (q)X2 (q) = D
x1 [m]x2 [n m] .
(1..76)
X2 (q)
m=0
n
P
m=0
x1 [n]
x1 [m]x2 [n m] -
x2 [n]. ,
.
. ,
x1 [n] x2 [n] -.
( n
)
n
X
X
X
nq
D
x1 [m]x2 [n m] =
e
x1 [m]x2 [n m].
m=0
n=0
m=0
47
m=0
x1 [m]
n=m
enq x2 [n m] =
=
x1 [m]
m=0
X1 (q)X2 (q).
eq(m+r) x2 [r] =
r=0
1.16. - x[n],
eq
X (q) = q
.
(e e 1 ) (eq e 2 )
eq
1
;
X
(q)
=
.
X1 (q) = q
2
eq e 2
e e 1
n
n
X
X
e 1 (m1) e 2 (nm) = e 2 (n1)
e(1 2 )(m1) =
x[n] =
m=0
2 n
1 n
m=0
e
.
e 2 e 1
9. ( ).
x1 [n] x2 [n]
1 2 , x1 [n]x2 [n]
-,
=
1
D {x1 [n]x2 [n]} =
2 j
a+j
Z
aj
X1 ()X2 (q )d,
(1..77)
X
D {x1 [n]x2 [n]} =
enq x1 [n]x2 [n].
n=0
48
x1 [n] (1.69)
:
a+j
Z
Z
1 a+j
X
1
nq
n
e
X1 ()e d x2 [n] =
X1 ()
2
2
j
j
n=0
aj
x2 [n]e
aj
n(q)
n=0
1
d =
2 j
a+j
Z
aj
X1 ()X2 (q )d,
X (q) =
nq
x[n]e
= x[0] +
n=0
x[n]enq .
n=1
q ,
x[n]enq = x[0].
n=1
q0
. :
S1 =
n
X
x[r]erq S2 =
r=0
n
X
r=1
x[r 1]erq = eq
n1
X
x[m]emq .
m=0
:
" n
#
n1
X
X
x[r]erq eq
x[m]emq = x[n].
lim
q0
r=0
m=0
49
n :
" n
#
n1
X
X
rq
q
mq
lim x[n] = lim lim
x[r]e
e
x[m]e
.
n
n q0
r=0
m=0
(1.67)
.
lim x[n] = lim (1 eq )X (q).
q0
12. .
X (q) =
R (q)
Q (q)
- eq ,
, -
o
1
drk 1 n
q
qk rk q(n1)
X
(q)
(e
e
)
e
,
lim
(rk 1)! qqk (deq )rk 1
k=1
(1..80)
qk (k = 1, 2, . . . , l) X (q); rk , X (q).
. (1.69),
(1.70),
h
i
X
X
x[n] =
Res Xz (z)z n1 =
Res X (q)eq(n1) .
x[n] =
l
X
qk rk
h
i
Res X (q)eq(n1)
=
50
q=qk
o
1
q
qk rk q(n1)
X
(q)
(e
e
)
e
,
lim
(rk 1)! qqk (deq )rk 1
.
.
1. qk X (q) ,
X R (qk )
n
x[n] =
eqk ,
eqk Q (qk )
=
drk 1
dQ (q)
.
Q (qk ) =
deq q=qk
2.
R (q) eq
,
Q (q) eq 1
R (q) Q (q)
Q (q) , ,
X (q) =
x[n] =
R (0) X
R (qk )
+
eqk n .
qk 1)Q
(qk )
Q (0)
(e
k=1
1.2.3.
k-
a0 x[n + k] + . . . + ak x[n] = f [n].
(1..81)
(1.81),
x[0] = x0 , . . . , x[k 1] = xk1 .
, a0 6= 0, ak 6= 0 f [n] -.
(1.81) . ,
a0 ekq + a1 e(k1)q + . . . + ak X (q) =
= F (q) + a0 ekq + . . . + ak1 eq x0 +
+ a0 e(k1)q + . . . + ak2 eq x1 + . . . + a0 eq xk1 ,
(1..82)
51
(1.82) . ,
X (q) =
F (q) + H (q)
.
Q (q)
X (q)
- x[n].
.
xi [n + 1] =
k
X
(1..83)
j=1
,
xi [0] = xi0 (i = 1, 2, . . . , k).
(1..84)
(1.82) .
ai1 X1 (q) ai2 X2 (q) . . . (aii eq ) Xi (q) . . . aik Xk (q) =
= Fi (q) + eq xi0 (i = 1, 2, . . . , k).
(1..85)
X1 (q)
F1 (q)
x10
0 ..
..
..
X (q) =
; F (q) =
; x = . .
.
.
xk0
Xk (q)
Fk (q)
(1.86),
52
(1..86)
X (q) = (eq E A)1 F (q) + eq x0 .
X (q) - x[n].
1.17.
x[n + 3] 4x[n + 2] + 5x[n + 1] 2x[n] = n,
X (q) =
eq
eq
.
=
(eq 1)2 (eq 2) (eq 1)2
(eq 1)4 (eq 2)
eq = z,
Xz (z) =
(1.70)
z
4
(z 1) (z 2)
n
z
Res Xz (z)z
+
= Res
x[n] =
4
(z 1) (z 2)
k
z=1
zn
+ Res
=
(z 1)4 (z 2) z=2
n
n3 5n 6
z
1
d3
zn
=
+ lim
=
lim 3
+ 2n =
z2 (z 1)4
3! z1 dz z 2
6
X
n1
5
n3
= 2n 1 n .
6
6
1.18.
x[n] = n,
x[0] = x0 .
53
.
(eq 1) X (q) eq x[0] =
eq
,
(eq 1)2
eq
eq
+
x[0].
(eq 1)3 (eq 1)
,
X (q) =
n(n 1)
+ x0 .
2
1.19.
(
x1 [n + 1] = x2 [n];
x[n] =
x1 [0] = 0, x2 [0] = 0.
A=
0
1
2 3
eq E
; F1 (q) = 0; F2 (q) =
A=
:
q
(e E A)
eq
1
.
2 eq + 3
1
= 2q
e + 3eq + 2
1
X (q) = 2q
e + 3eq + 2
X1 (q) =
54
eq
+3 1
2
eq
eq (eq + 1)
.
(eq 1)3
eq + 3 1
2
eq
eq (eq + 1) .
(eq 1)3
eq
e2q
;
X
.
(q)
=
2
(eq 1)3 (eq + 2)
(eq 1)3 (eq + 2)
1
9
15
(2)n + n2 n + 1 ;
27
2
2
1
9 2 3
n+1
x2 [n] =
+ n + n2 .
(2)
27
2
2
x1 [n] =
1.3.
-)
(D
-
1.3.1. D
xT (t) . t = T x() = xT (T ).
, , x()
Z
X(q) = L{x()} = x()eq d.
0
x[n, ], x(),
x[n, ] = x()| =n+ , 0 6 < 1.
x[n, ]:
X (q, ) =
x[n, ]enq .
(1..87)
n=0
c+j
Z
X()e d.
cj
55
n+ x[n, ]
(1.87).
c+j
Z
X
1
nq
e
X()e(n+) d =
X (q, ) =
2 j
n=0
1
=
2 j
cj
c+j
Z
X()e
e(q)n d =
n=0
cj
1
=
2 j
c+j
Z
eq
e d.
e
(1..88)
eq
X()d.
eq e
(1..89)
X()
eq
cj
= 0
1
X (q) =
2 j
c+j
Z
cj
L1
c+j
Z
cj
56
X()
eq
eq
e d =
e
eq
X() q
e d +
e e
X()
eq
e d.
eq e
. 1.9
Z
X()
R
1
eq
e d 0
eq e
1
X (q, ) =
2 j
l
X
c+j
Z
cj
Res
k=1
eq
X()d =
eq 1
eq e
X(),
eq e
(1..90)
X().
L2 , 2 ,
R Re = c,
I
L21
X()
eq
e d =
eq e
L2
X()
eq
e(1) d =
eqn 1
57
c+j
Z
X()
cj
eq
e(1) d +
eqn 1
Z
X()
R
c2
X()
eq
e(1) d.
eqn 1
eq
e(1) d 0.
eq 1
1
X (q, ) =
2 j
c+j
Z
X()
cj
ResX()
r=
eq
e(1) d =
eq 1
eq
e(1) | =q+2jr =
eq 1
(1..91)
r=
= 0 (1.91)
X
1
X(q + 2jr),
X (q) = x[0] +
2
r=
x[0] = x(+0).
X(q) X (q, ) .
X(q) =
x()eq d =
Z1
0
Z
X
n=0
n=0 0
Z1
x[n, ]enq d =
x[n, ]eq(n+) d =
eq X (q, )d.
1.20.
X(q) =
58
1
.
q+
(1..92)
.
(1.90)
eq e
1
eq e
=
.
X (q, ) = Res
+ eq e = eq e
1.21. X(q) x()
1
.
q(q + )
x[n, ]:
X
1
eq e
X (q, ) =
=
Res
( + ) eq e
k
eq e
+
= Res
( + ) (eq e ) =0
eq
eq e
eq e
.
+ Res
=
( + ) (eq e ) =
(eq 1)
(eq e )
X(q) =
1.22.
eq [eq (e 1) (e e )]
.
(eq e ) (eq 1)
X(q). (1.92)
X (q, ) =
X(q) =
Z1
eq X (q, )d =
eq
(eq e ) (eq 1)
Z1
0
[eq (e 1) (e e )] eq d =
eq
(eq e ) (eq 1)
q
1 e q e eq e eq 1
e
=
+
.
q
q
q
q
q (q )
=
59
D-.
-
1.3.2. D
1. .
X(q) = 1 X1 (q) + 2 X2 (q).
r=
= 1
e (q+2jr) X1 (q + 2jr)+
r=
+2
r=
1.23. X (q, ),
X(q) =
k
.
(q + 1 ) (q + 2 )
X(q) =
X1 (q) =
=
60
k
.
1 2
k1
k2
+
= k1 X1 (q) + k2 X2 (q),
(q + 1 ) (q + 2 )
1
1
k
; X2 (q) =
; k1 =
; k2 =
q + 1
q + 2
2 1
q 1
q 2
{X1 (q)} = e e
{X2 (q)} = e e
D
;
D
eq e 1
eq e 2
k1 eq e 1
k2 eq e 2
+
.
eq e 1
eq e 2
o
n
X
ekq X(q) =
e (q+2jr) ek(q+2jr) X (q + 2jr) =
D
X (q,
r=
r=
3. X(q) eq 0 < 6 1
0 6 6 X (q, ) eq 1 + ,
< 6 1 .
.
X
eq X(q) =
D
e (q+2jr) e(q+2jr) X (q + 2jr) =
r=
r=
r=
= eq X (q, 1
+ ); 6 .
e q
q+
e q
.
q+
eq e( )
, < ;
eq e
=
(1+
)
q
, > .
e e
61
4. X(q) X1 (q, )
) X1 (q, ).
.
X (q,
{X(q)X (q, )} =
D
e (q+2jr) X(q + 2jr)X1 (q + 2jr, ) =
r=
= X1 (q, )
r=
r=
r=
6. X(q) q
) .
. ,
X (q,
X (q+2jr)
X (q, )
=
e
X(q + 2jr) =
r=
r=
{qX(q)}.
e (q+2jr) (q + 2jr)X(q + 2jr) = D
7. X(q) q X (q, )
.
.
X
X (q + 2 jr)
X(q)
=
D
e (q+2jr)
,
q + 2 jr
q
r=
62
e (q+2jr) d =
e (q+2 jr) 1
,
q + 2 jr
Z1
e (q+2jr) d =
eq 1
.
q + 2 jr
X(q)
q
1
X (q, )d + q
e 1
Z1
X (q, )d.
dX(q)
dq
=
e (q+2jr)
r=
e (q+2jr)
r=
dX (q + 2 jr)
=
d(q + 2 jr)
dX (q + 2 jr)
,
dq
X (q+2jr)
e
X (q + 2jr) =
X (q, ) =
q
q r=
(q+2jr) dX
r=
X
(q + 2 jr)
e (q+2jr) X (q + 2jr).
+
dq
r=
dX(q)
dq
X (q, ) X (q, ).
q
63
1.3.3.
.
. x(t)
|X(j )| 0
|| > 2f. x(t) x[kT ] T ,
1
( c 0 > 4f ).
T 6
2f
. X(j ) 4f , :
X(j ) =
ck e
2f ,
(1..93)
k=
1
ck =
4 f
Z2f
X(j )e 2f d.
j
(1..94)
2f
, ,
Z
X(j ) =
x(t)ej t dt
(1..95)
1
x(t) =
2
Z2f
X(j )ej t d.
2f
(1.94) (1.96) ,
ck =
1
k
x[ ].
2f 2f
1
x(t) =
2
64
Z2f X
2f k=
ck e
2f ej t d =
(1..96)
1 X
ck
2
k=
Z2f
2f
k
t 2f
d =
k
sin 2 f t
X
k
2f
.
=
x
k
2f
k=
2 f t
2f
(1..97)
(1.97) . ,
x(t) =
sin 2 f t
2 f t
1 , || 6 2f ;
X(j ) =
2f
0, || > 2f
-. , (t)
F {(t)} =
(t)ej t dt = 1.
1
x(t) =
2
1
2
Z2f
2f
X(j )ej t d =
sin2f t
1 j t
1 ej2 f t ej2 f t
=
.
e d =
2f t
2jf t
2f
2
. ,
.
65
2.
.
.
(), . x0 , x1 , . . . , xn , . . . ,
.
,
.
, ,
, .
(. 2.1, ;
; g(t) ; y(t)
; x(t) ).
. 2.1
: .
- - .
-
g(t)
g(t), g(t) , t = nT , n = 0, 1, 2, . . . (. 2.2).
(
g[nT ]s1 (t nT ), t [nT, (n + )T ];
y(t) =
0, t [(n + )T, (n + 1)T ].
s1 (t) ,
[t/T ]
(t) =
m=0
66
. 2.2
- g(t)
, g[nT ]
(. 2.3).
. 2.3
[t/T ]
y(t) = A
m=0
. ,
y(t) yk , y = ka (k =
= 0, 1, 2, . . . , N ).
y(t) = ka, k
|g(t) kh| 6 h/2.
. 2.4.
67
. 2.4
, .
, -
.
2.1.
2.1.1.
-
.
( , . . 2.1). g(t) ,
68
;
[t/T ]
X
y(t) =
g[mT ]s1 (t mT ).
(2..1)
m=n0
s1 (t)
T
t0
.
(0 < 6 1); n0 =
T
:
A(p)x(t) = B(p)y(t),
(2..2)
A(p) = a0 pk + a1 pk1 + . . . + ak ;
B(p) = b0 pr + b1 pr1 + . . . + br ;
d
p ; r < k.
dt
[5, . 1, . 261] x(t) (2.2),
x(t0 ) = x0 , . . . , x(k1) (t0 ) = xk1 ,
(2..3)
x(t) = (t) +
Zt
t0
w(t )y()d.
(2..4)
w(t)
A(p)x(t) = 0,
(2..5)
w(0) = 0 , . . . , w (k1) (0) = k1 ,
0 , . . . , k1
a0 0 = brk+1 ;
a1 0 + a0 1 = brk+2 ;
ak1 0 + . . . + a0 k1 = br ,
(2..6)
69
bj = 0, j < 0, (t)
(2.5),
(i) (t0 ) = xi
i1
X
j=0
(2..7)
Zt
t0
= (t) +
w(t )
n
X
m=n0
g[mT ]
n
X
m=n0
Zt
t0
g[mT ]s1 ( mT )d =
. 2.5
, s1 (t nT ) = 0 t < nT t > (n + )T ,
t < (n + )T (. 2.5):
Zt
t0
w(t )s1 ( nT )d =
Zt
nT
nT = , t nT = ,
Zt
nT
70
w(t )s1 ( nT )d =
Z
0
t > (n + )T
Zt
t0
w(t )s1 ( mT )d =
(m+)T
Z
mT
: = mT , = t mT .
(m+)T
Z
mT
ZT
0
w(t )s1 ( mT )d =
x(t)
n1
X
m=n0
t [nT, (n + )T ];
x(t) = (t)+
n
X
g[mT ]k2 (t mT ),
m=n
0
(2..8)
x[(n + )T ] = [(n + )T ] +
n1
X
m=n0
+
< ;
(2..9)
t = (n + )T , n = n0 , n0 + 1, . . ., 0 6 < 1,
m=n0
t
,
T
x(tT ) = xT (t); (tT ) = T (t); g(tT ) = gT (t);
t =
71
xT (t) = T (t) +
n1
P
m=n0
t [n, n + ];
n
P
gT [m]k2T (t m), t [n + , n + 1].
(2..10)
m=n0
t = n + , n = n0 , n0 + 1, . . ., 0 6 < 1,
xT [n + ] = T [n + ]+
n1
X
m=n
0
< ;
n
X
gT [m]k2T [n + m], > .
(2..11)
m=n0
(2.11):
n
X
gT [m]k2T [n +
= 0. xT [n + ] = T [n + ] +
+ m];
= 1. xT [n + ] = T [n + ] +
m=n0
n1
X
gT [m]k2T [n +
m=n0
+ m] + gT [n]k1T ().
2.1.
, s1 (t) = 1(t) 1(t T ). dx
= ky.
dt
dx
= 0
dt
x(t) = c1 = const.
a0 = 1, a1 = 0, b0 = k.
0 = k w(t) = k. x(t0 ) = x0 ,
72
(t0 ) = x0 (t) = x0 .
k1 () =
kd = k ; k2 () =
ZT
kd = kT.
xT [n + ] = x0 +
n1
X
gT [m]kT + gT [n]k T.
(2..12)
m=n0
, , (2.12) n = n + 1, :
xT [n + 1 + ] = x0 +
n1
X
m=n0
= xT [n + ] + k T gT [n + 1] + kT (1 )gT [n].
(2..13)
2.1.2.
.
dx
= Ax + Bu;
(2..14)
dt
y = Cx,
x k-, ;
A (k k)- ;
B (k r)- ;
u r- ;
y m- ;
C (m k)- .
. 2.6.
u(t) - T . ,
73
. 2.6
u(t) =
g[nT ],
0,
nT 6 t < (n + )T ;
(n + )T 6 t < (n + 1)T,
(2..15)
[t/T ]
u(t) =
m=n0
(2..16)
(2.14)(2.16)
t = t/T . x(tT ) = xT (t); u(tT ) = uT (t); g(tT ) = g T (t),
uT (t) =
n
X
m=n0
dxT (t)
= AxT (t) + BuT (t), A = T A, B = T B.
dt
(2..17)
(2..18)
A(tt0 )
xT (t0 ) +
Zt
(2..19)
t0
, < (. 2.7).
(2.19), t = n + , t0 = n + ,
n+
Z
eA(n+) Bg T [n]d =
xT [n + ] = eA() xT [n + ] +
n+
74
. 2.7
Z
= eA() xT [n + ] +
eA() Bg T [n]d.
0
Bg T [n]}.
t = n + 1, t0 = n + .
xT [n + 1] = eA(1) xT [n + ] =
= eA(1) xT [n + ] + (eA(1) eA(1) )A
Bg T [n].
t = n + 1 + , t0 = n + 1.
xT [n + 1 + ] =
=e
xT [n + 1] +
n+1+
Z
eA(n+1+) Bg T [n + 1]d =
n+1
=e
xT [n + 1] +
eA() Bg T [n + 1]d,
xT [n + 1 + ] = eA xT [n + ] + eA (E eA() )A
1
+ (e A E)A
Bg T [n + 1].
Bg T [n] +
(2..20)
75
(2.20)
xT [n + 1 + ] = A1 xT [n + ] + B 1 g T [n] + B 2 g T [n + 1], (2..21)
A 1 = eA ; B 1 =
1
= eA (E eA() )A
B; B 2 = (e A E)A
B.
(2..22)
, > (. 2.8).
. 2.8
t = n + 1, t0 = n + ,
xT [n + 1] = eA(1) xT [n + ].
t = n + 1 + , t0 = n + 1.
xT [n + 1 + ] = eA xT [n + 1] +
n+1+
Z
eA(n+1+) Bg T [n + 1]d =
n+1
= eA(1+) xT [n + ] +
eA() Bg T [n + 1]d,
Bg T [n + 1].
(2.19), t = n + 1 + ,
t0 = n + 1 + .
xT [n + 1 + ] = eA() xT [n + 1 + ] =
1
= eA xT [n + ] + eA (E eA )A
Bg T [n + 1].
(2..23)
C (2.23)
xT [n + 1 + ] = A1 xT [n + ] + B 3 g T [n + 1],
(2..24)
(2..25)
B 3 = eA (E eA )A B.
,
- T (2.21) (2.24)
:
A1 xT [n + ] +
xT [n + 1 + ] =
B 1 g T [n] + B 2 g T [n + 1], 6 ;
B 3 g T [n + 1], > .
(2..26)
= 1 ( ), (2.26)
= 0
1
Bg T [n].
(2..27)
X(t) = eAt .
dX
= AX
(2..28)
dt
X(0) = E.
(2.28) .
sX(s)
E = AX(s).
X(s)
= L{X(t)}.
(sE A) X(s)
= E X(s)
= (sE A)1 .
(2..29)
77
2.2.
2.2.1.
,
.
.
, ,
(2.11)
xT [n + ] = T [n + ] +
n1
P
m=n0
n
P
m=n0
xT [n + ] = T [n + ] +
n
X
m=n0
gT [m]kT [n + m],
(2..30)
k2T [i + ] (i = 0, 1, 2, . . . , n n0 ), > .
(2.30) , n0 = 0.
(2..31)
X (q, ) = G (q)W (q, ).
(2..32)
, (2.31) , 78
X (q, )
.
G (q)
(2..33)
(. 2.9)
(), () ().
,
. W (s) = L{s1 (t)}
, W (s) .
W (s) = W (s)W (s).
. 2.9
,
xT [n, ] kT [n, ] x(t) k(t). , k(t)
k(t) = k(tT ) = k (t) k [n + ] = k (t)
.
(2..34)
T
t=n+
79
W (q, ) D-:
{W (q)} .
W (q, ) = D
(2.32),
W (q, ) =
kT [n, ]enq .
(2..36)
n=0
(1.88) (1.91)
1
W (q, ) =
2 j
W (q, ) =
c+j
Z
cj
W ( )eq e
d
eq e
e (q+2jr) W (q + 2jr).
(2..37)
(2..38)
r=
2.2.
, 2.1. (2.13)
xT [n + 1 + ] xT [n + ] = k T gT [n + 1] + kT (1 )gT [n].
,
X (q, )eq X (q, ) = kT [eq + (1 )]G (q).
W (q, ) =
X (q, )
kT [ eq + (1 )]
=
.
G (q)
eq 1
(2..39)
W (q, ) (2.37).
W (s) =
W (s) =
80
k
1 eT s
; W (s) =
.
s
s
k(1 eT s )
kT (1 eq )
;
W
(q)
=
.
s2
q2
:
kT (1 eq )
=
W (q, ) = D
q2
eq e
kT [ (eq 1) + 1]
= kT (1 eq )Res 2 q
=
.
|
=0
(e e )
eq 1
2.2.2.
. (2.26) D- .
(B2 eq + B1 )G (q), < ;
q
e X (q, ) = A1 X (q, ) +
eq B3 G (q), 6 .
X (q, ) =
:
q
(e E A1 )1 (B2 eq + B1 ), < ;
W (q, ) =
(2..40)
eq (eq E A1 )1 B3 , 6 .
2.2.3.
.
1. - eq = z (
):
W (q, ) =
P (q, )
.
Q (q)
P (q, ) Q (q) eq ,
r k,
P (q, ) = b0 ()erq + b1 ()e(r1)q + . . . + br1 ()eq + br ();
81
kT [n, ]; W (j , ) =
n=0
kT [n, ](1)n .
n=0
W (q, ) (.
1) eq = z,
Wz (z, ) =
Pz (z, )
,
Qz (z)
W (q, ), ,
Wz (z, ), , , ,
.
. 2.10
. 2.11
.
(. 2.11,
; )
n
x [n + ] = P
eT [m]kT [n + m];
T
(2..41)
m=0
(2.41) D-,
:
e (q) =
E (q)
1
=
.
G (q)
1 + W (q, 0)
(2..42)
(q, ) =
X (q, )
W (q, )
=
.
G (q)
1 + W (q, 0)
(2..43)
2.3. (. . 2.11)
k
,
W (s) =
T1 s + 1
.
.
W (s) = 1. ,
:
k
.
W (s) = W (s) =
T1 s + 1
1
1
k
1 k
=
,
=
W (q) = W (s)
T
T T1
T1 q +
s=q/T
q+1
T
T
=
.
T1
D-:
eq
{W (q)} = k
W (q, ) = D
e .
T1 eq e
2.4.
(. . 2.11),
, 2.3.
- T ( 6 1).
84
1 e T s
.
s
W (s) =
k
1 e T s
.
T1 s + 1
s
W (q) =
1 e q k
1
,
W (s)W (s) s=q/T =
q
q+
T
T
.
T1
:
1 e q k
=
W (q, ) = D {W (q)} = D
q
q+
k
k
D
eq ;
=D
q (q + )
q (q + )
k
k
k
D
D
=
=D
q
q+
q (q + )
keq
keq
e ;
q
= q
1
e
keq
keq
q
e() , > ;
e k
q 1
q e
e
e
D
=
k
k
q (q + )
e(1+) , 6 .
q
q
e 1 e e
keq
e 1 , > ;
eq e e
!
W (q, ) =
q e (1 )
e
k 1
e , 6 .
eq e
,
, . . = 1,
eq 1
W (q, ) = k 1 q
e
.
e e
85
2.2.4.
W (q, ) G (q),
x[n, ] = D1 {G (q)W (q, )} = Z 1 {Gz (z)Wz (z, )} .
(1.89)
X
Res Gz (z)Wz (z, )z n1 |z=z ,
x[n, ] =
z , .
:
1, n = 0;
g[n] =
0, n 6= 0.
Gz (z) = 1.
I
1
Wz (z, )z n1 dz =
kT [n, ] = D1 {W (q, )} =
2 j
X
=
Res Wz (z, )z n1 |z=z .
(2..44)
kT [n, ]
.
: g[n] = 1[n]. ,
D {1[n]} =
hT [n, ] = D
eq
W (q, ) q
e 1
eq
,
eq 1
=Z
Wz (z,
(1.70)
X
zn
hT [n, ] =
Res Wz (z, )
|z=z .
z1
86
z
)
z1
(2..45)
z0 = 1 z = z ( =
= 1, 2, . . . , s) Wz (z, ). hT [n, ]
.
, Wz (z, )
z = 1. z0 = 1:
zn
|z=1 = lim Wz (z, )z n = Wz (1, ).
ResWz (z, )
z1
z1
Wz (z, ).
zn
z n (z z )
|z=z .
|z=z = lim Wz (z, )
zz
z1
z1
, Wz (z, ) -
z,
ResWz (z, )
Wz (z, ) =
Pz (z, )
,
Qz (q)
Pz (z, ), Qz (z) z,
zn
z n (z z )
|z=z = lim Wz (z, )
|z=z =
zz
z1
z1
P (z , )
P (z, ) z n (z z )
= lim z
z n ,
|z=z = . z
zz Qz (z)
z1
Q (z )(z 1)
ResWz (z, )
d
Q (z). z r , Q z (z) =
dz z
zn
|z=z =
z1
z n (z z )r
1
dr 1
(z,
)
W
.
lim
=
z
z1
(r 1)! zz dz r 1
ResWz (z, )
,
hT [n, ] =
Wz (1,
) +
s
X
=1
Res Wz (z, )
zn
|z=z ,
z1
(2..46)
z Wz (z, ).
87
,
.
2.5. ,
k
W (s) =
.
T1 s + 1
2.3:
k
eq
k ze
e
,
W
(z,
)
=
.
z
T1 eq e
T1 z e
I
k ze
1
k e n
kT [n, ] = Z 1
=
z dz =
T1 z e
2 j
T 1 z e
k n
k (n+)
e e
=
e
; n > 0.
=
T1
T1
:
k ze
z
1
hT [n, ] = Z
=
T1 z e z 1
I
1
k
e
z n+1 dz =
=
2 j
T1 (z e )(z 1)
k
e
=
[1 e(n+1) ].
T1 (1 e )
W (q, ) =
88
. 2.12
hT [n, ] . 2.12.
hT [n, ] = Wz (1, ) =
k e
.
T1 1 e
x[n, ]
eq
1
j
W (q, )a0 e q
=
x[n, ] = D
e ej 0
z
= Z 1 Wz (z, )a0 ej
,
z ej 0
s
X
zn
Res Wz (z, )a0 ej
|z=z .
x[n, ] =
z ej 0
(2..48)
=0
z0 = ej 0 z = z ( =
= 1, 2, . . . , s) Wz (z, ). ,
Wz (z, )
, z r ( = 1, 2, . . . , s).
89
x[n, ] = a0 e
+
s
X
=1
Wz (ej 0 , )ej 0 n +
1
dr 1
z n (z z )r
Wz (z, )
.
lim
(r 1)! zz dz r 1
z ej 0
(2..49)
(2.49) x[n, ] ,
Wz (z, ) (2.47),
(2.49) .
:
x [n, ] = lim x[n, ] = 0 ej( 0 n+) Wz (ej 0 , ).
n
(2..50)
Wz (ej 0 , ) = Wz (ej 0 , ) ej ( 0 ,) .
(2..51)
,
(2.47)
0 , ) + .
0 , 0 Wz (ej 0 , ) (
0 n + ),
g[n] = a0 sin(
0 n + + (
0 , )) +
x[n, ] = a0 Wz (ej 0 , ) sin(
+ Im
s
X
=1
1
dr 1
z n (z z )r
lim
Wz (z, )
.
z ej 0
(r 1)! zz dz r 1
,
0 n + + (
0 , )).
(2..52)
x [n, ] = a0 Wz (ej 0 , ) sin(
90
2.6.
W (q, ) =
k
eq
e ,
T1 eq e
0 n + ).
g[n] = a0 sin(
g1 [n] =
= a0 ej( 0 n+) .
a0 z
G1 (z) =
,
z ej 0
(z, ) =
X1z
k
a0 z 2 e
ej .
T1 (z e )(z ej 0 )
x1 [n, ] =
k ej 0 e
k e(n+1) e
0 n+)
j(
a
e
+
a0 ej .
0
T1 ej 0 e
T1 e ej 0
k ej 0 e
a0 ej( 0 n+) =
T1 ej 0 e
0 , )| a0 ej( 0 n+( 0 ,)+) ,
= |W (j
x1 [n, ] =
0 , ) arg W (j
0 , ).
(
n + ) g[n] = a0 sin(
0 , )| a0 sin(
0 n + (
0 , ) + ).
x [n, ] = |W (j
2.3.
2.3.1. .
- , )
W (j
; <
6 .
W (q, ) q j
91
, ) = |W (j
, )| ej arg W
W (j
,)
j (
, )e
= A (
(j
,)
=
(2..53)
, )| = A (
, ) |W (j
, ) = (
, )
, arg W (j
.
-
, ) = U (
, ) + jV (
, ),
(2..54)
W (j
, ) U (
, ) .
, V (
:
p
, ) = U 2 (
, ) + V 2 (
, );
A (
, )
U (
, ) = p
cos (
;
2
, ) + V 2 (
, )
U (
, )
V (
, ) = p
sin (
;
2
, ) + V 2 (
, )
U (
, ) = A (
, ) cos (
, );
U (
V ( , ) = A ( , ) sin ( , ).
,
: ;
. (c. (2.51) (2.52)).
-
,
(2.36) (2.38):
92
, ) =
W (j
, ) =
W (j
ej n kT [n, ];
n=0
+ 2r)).
ej( +2r) W (j(
(2..55)
(2..56)
r=
kT [n, ] = kT (t)|t=n+
) , W (j
= T. (2.56)
(2.35)
.
.
1. , ), - W (j
(0 6 < 1).
: = 0.
2. 2. (. . 2.23, 2)
W (q, ) :
, ) = W (j(
+ 2r), ) , r = 1, 2 . . . ,
W (j
, ) W (j
2.
, , 6 .
<
3. - , )
,
W (j
, (2.55)
, ) =
W (j
ej n kT [n, ] =
n=0
93
n=0
n j
kT [n, ] cos
n.
kT [n, ] sin
n=0
, ) = U (
, ) =
ReW (j
n;
kT [n, ] cos
n=0
, ) = V (
, ) =
ImW (j
n;
kT [n, ] sin
n=0
, ) = U (
, ), V (
, ) = V (
, ).
U (
, )
W (j
0 6 < .
= - =0
4.
:
X
X
W (0, ) =
kT [n, ]; W (j , ) =
(1)n kT [n, ].
n=0
n=0
2.7. -
k
eq
e .
W (q, ) =
T1 eq e
k
ej
, ) =
W (j
e =
T1 ej e
+ j sin
cos
ke
=
=
e + j sin
T1
cos
ke
e sin
1 e cos
=
j
.
+ e2
+ e2
T1
1 2e cos
1 2e cos
:
1 e cos
ke
,
+ e2
T1 1 2e cos
:
, ) =
U (
, ) =
V (
94
e sin
ke
.
+ e2
T1 1 2e cos
,
-
:
(U a)2 + V 2 = R2 .
,
.
a=
1
ke
,
T1 1 e2
ke e
.
T1 1 e2
< . 0 6
-
. 2.13.
R=
. 2.13
2.3.2. w-.
. .
z = eq
6 ,
= Imq, q
<
6 , < 0 z, <
|z| < 1,
6 , > 0 .
<
95
. 2.14
6 , = 0
<
|z| = 1 (. 2.14).
-
w=
2 z1
T z+1
(2..57)
z
w. |z| < 1 w, . -
w-.
-
z, z = 1.
2 e +j 1
, z = eq , o w = u + jv =
q = + j
.
T e +j + 1
6
L1 : = 0 , <
=
0 , < < (. . 2.14).
L2 :
z L1 L01 (|z| = e 0 ),
0 ). w
L2 L02 (0 6 |z| < , arg z =
00
L1 L1 : (u a)2 + v 2 = R2 ,
2
2
, L2 a = cth 0 ; R =
T
T |sh 0 |
2
2
0; R =
L002 : u2 + (v a1 )2 = R12 , a1 = ctg
.
0|
T
T |sin
, L2
(2/T, 0) (2/T, 0) L002
0.
< |z| < , arg z =
96
2.8. ,
W (q, ) =
k
eq
e .
T1 eq e
= 0.
W (q, 0) =
k
eq
k
z
, Wz (z, 0) =
.
q
T1 e e
T1 z e
(2.6)
T
w
2 .
z=
T
1 w
2
1+
z Wz (z, 0),
T
k1 1 + w
2
Ww (w, 0) =
,
1 + T10 w
k
0 = T 1+e
;
T
.
2 1 e
T1 (1 e ) 1
k1 =
Lm = 20 lg k1 + 20 lg
T2
(v)2 20 lg
1+
4
1 + (T10 )2 (v)2 ;
(v) = arctg
T
v arctg T10 v.
2
. 2.15.
97
. 2.15
T
=
1, e 1 .
T1
k
k
T 2
= ; T10
= T1 .
k1
T1
T
2
1. .. / .. . .: , 1967.
2. .. : . 1 / .. ,
.. . .: - . .. , 1990.
3. .. : . / .. , .. , .. . .: -
. .. , 1993.
4. .. : . / .. , .. . .: . 1983.
5. :
. : 3 . / .. , .. , .. , .. ; . .. . .: -
. .. . . 1. 2006; . 2. 2008.
6. .. : . / .. . .: . 1989.
98
1. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
1.1. . . . . . . . . . . . . . . . .
1.1.1. . . . .
1.1.2. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
1.1.3. .
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
1.1.4. k- . . . . . . .
1.1.5. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
1.1.6. k- . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
1.2. (D-) . . .
1.2.1. -. . . . . . . . . . . .
1.2.2. . . . . . . .
1.2.3.
. . . . . . . . . . . . . . . . . . . . . . .
1.3. . (D-) . . . . . . . . . . . . . .
1.3.1. D- . . . . . . . . . . . . . . .
1.3.2. D- . . . . . . . . . . . . . . . . . . . . . . . . .
1.3.3. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
2. . . . . . . . . . . . . . . . . . . . .
2.1.
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
2.1.1.
. . . . . . . . . . . . . . . . . . . .
3
3
3
12
14
19
26
32
37
37
41
50
54
54
59
63
65
67
67
99
2.1.2.
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
2.2.
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
2.2.1. . . . . . . . . . . . .
2.2.2.
. . . . . . . . . . . . . . . . . . . . . . .
2.2.3. . . . . . . . . . . . . . . . . . . . .
2.2.4.
. . . . . . . . . . . . . . . . . . . . .
2.3.
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
2.3.1. . . . . . . . . . . . . . .
2.3.2. w-.
. . . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
72
77
77
80
80
85
90
90
94
98