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517(075.8)
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1
..

..
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)m Ckm x[n + k m, ],

(1..3)

k!
.
m!(k m)!
(1.3), . k =1

Ckm =

x[n, ] = x[n + 1, ] x[n, ],


. . (1.3) .
(1.3) l = k 1, , l = k:
x[n] = 1 x[n + 1] 1 x[n] =
=

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 ] =

(1)m Ckm x[n + k m].


(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)

(1)m Ckm x[n + k m] = x[n]


Ckm

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)!

x[n, ] = x[n + 1, ] x[n, ],

,
:
(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, ] =

= k1 x[n k + 1, ] k1 x[n k, ] = k x[n k, ].

, (1.8) k.
k- k x[n, ] x[n, ]:
x[n, ] =
k

k
X

m=0

(1)m Ckm x[n m, ].

(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

k x[n, ] = k1 x[n, ] k1 x[n 1, ] =


m
(1)m Ck1
x[n m, ]

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)m Ckm x[n m, ].

(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

x[n k, ] = (1) x[n, ] +


k

k
X
l=0

k1
X
l=0

k1
X
l=0

(1)l l x[n, ]

k!
,
(k l)!l!

(1)l l x[n, ]Ckl =

(1)l Ckl l x[n, ].

C (1.9) (1.10)
:
10

x[n k, ] =

k
X

m=0

(1)m Ckm m x[n m, ].

(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

[x[m + 1] x[m]] = x[n] x[n0 ].

(1..15)

,
- (
).
x[n]y[n]:
{x[n]y[n]} =

= x[n + 1]y[n + 1] x[n + 1]y[n] + x[n + 1]y[n] x[n]y[n] =


= x[n + 1]y[n] + x[n]y[n] = y[n + 1]x[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

y[m]x[m] = x[n]y[n] x[n0 ]y[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);

2 x[n] = (e 1)(e (n+1) e n ) = e n (e 1)2


. .
1.3. x[n] = n:
y[n] =

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] =

n(k)= (n +1)n(n 1) . . . (n k + 2) n(n 1) . . . (n k + 1) =


= n(n 1) . . . (n k + 2)(n + 1 n + k 1) = kn(k1) .
:
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)

(1.17) x[n] x[n + k], k


(1.17), (1.16).
(1.17) x[n + k],
x[n + k] = f (n, x[n], . . . , x[n + k 1]).

(1..18)

(1.18)
k x1 [n], x2 [n], . . .
. . . , xk [n] :

x1 [n + 1] = f1 (n, x1 [n], x2 [n], . . . , xk [n]),

(1..19)

xk [n + 1] = fk (n, x1 [n], x2 [n], . . . , xk [n])

x[n + 1] = f (n, x[n]),

(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).

x[n] = x1 [n], x[n + 1] = x2 [n], . . . , x[n + k 1] = xk [n].


(1.18)

x1 [n + 1] = x2 [n];

xk1 [n + 1] = xk [n];

xk [n + 1] = f (n, x1 [n], x2 [n], . . . , 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

aij [n]xj [n] + fi [n]

(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)

1 [n], 2 [n], . . . , k [n] (1.23). W [n] = det (1 [n]2 [n] . . . k [n])


.
W [n] 6= 0, 1 [n], 2 [n], . . . , k [n] .
, X 1 [n] = [1 [n], 2 [n], . . . , k [n]]
:
X 1 [n + 1] = A[n]X 1 [n].

X 1 [n0 + 1] = A[n0 ]X 1 [n0 ];


X 1 [n0 + 2] = A[n0 + 1]X 1 [n0 + 1] = A[n0 + 1]A[n0 ]X 1 [n0 ];

n1
Q
X 1 [n] = A[n 1]X 1 [n 1] =
A[m]X 1 [n0 ].
m=n0

det X 1 [n] = W [n] =

n1
Y

det A[m]W [n0 ].

(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

1 [n], 2 [n], . . . , k [n]


(1.23),
x[n] =

k
X

ci i [n].

(1..25)

i=1

, , x[n] (1.23). x[n0 ] = x0 . (1.25)


k
P
x[n0 ] = x0 =
ci i [n0 ]. 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

i [n] (i = 1, 2, . . . , n) (1.23), [n]


(1.22a).
c (1.22a)
.
. (1.22a)

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

ci [n]i [n] + f [n],

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

x[n + 1] = X[n + 1, n0 ]x0 A[n]X[n, n0 ]x0 A[n]x[n],

.

(1.22a). :
x[n] = X[n, n0 ]y[n].

(1..30)

x[n] (1.30) (1.22a).


2, 3, 4 ,
X[n + 1, n0 ]y[n + 1] = A[n]X[n, n0 ]y[n] + f [n],
18


X[n + 1, n0 ]y[n] = f [n],

y[n] = X[n0 , n + 1]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

X[n, n0 ]X[n0 , m + 1]f [m],

m=n0

x[n] = X[n, n0 ]x0 +

n1
X

X[n, m + 1]f [m].

(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)

x[n] = x1 [n], x[n + 1] = x2 [n], . . . , x[n + k 1] = xk [n],


19

(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)

x1 [n0 ] = x1 , x2 [n0 ] = x2 , . . . , xk [n0 ] = xk .


,
det A[n] = (1)

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

x[n], x[n + 1], . . . , x[n + k]


(1.32),
!
k
k
X
X
ci [n]i [n + k] +
ci [n]i [n + k] +
a0 [n]
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),

a0 [n]c1 [n]1 [n + k] + a1 [n]c1 [n]1 [n + k 1] + . . .

. . . + ak [n]c1 [n]1 [n] = 0;

a0 [n]c2 [n]2 [n + k] + a1 [n]c2 [n]2 [n + k 1] + . . .


. . . + ak [n]c2 [n]2 [n] = 0;

................................................

a [n]ck [n]k [n + k] + a1 [n]ck [n]k [n + k 1] + . . .

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

(1.34). (1.32), (1.34),


x[n] = x[n] +

n1
X

m=n0

f [m]
w[n, m + 1],
a0 [m]

(1..44)

w[n, m + 1] (1.33), (1.42). (1.44) k-


.

1.1.5.

:
xi [n + 1] =

k
X

aij xj [n] + fi [n]

(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] = ... , f [n] = ... .


xk [n]
fk [n]
(1.45)

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];

.................................

yr1 1 [n + 1] = 1 yr1 1 [n] + yr1 [n];


yr1 [n + 1] = 1 yr1 [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)

yr1 1 [n + 1] = 1 yr1 1 [n] + yr1 [n];

yr1 [n + 1] = 1 yr1 [n].


(1.48) :
y1 [n] = n1 z1 [n], . . . , yr1 [n] = n1 zr1 [n].

(1..49)

(1.48)

z1 [n] =
z2 [n];

zr1 1 [n] =
zr [n];

1 1

zr1 [n] = 0.

zr1 [n] = cr1 ;

cr

zri 1 [n] = cr1 1 + 1 n, . . . ;


1
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.................

c2
cr1

n + . . . + r1 1
Cnr1 1 .
z1 [n] = c1 +
1
1

(1.49),

y1 [n] = c1 n1 + c2 n1n1 + . . . + cr1 Cnr1 1 1nr1 +1 =

n
c
c
2
r

1
r
1
1

n1 ;

= c1 + 1 + . . . + r1 1 Cn
1
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
. . . . . . . . . .
. . . . . . . . . . . . . .
....

n
c

yr1 1 [n] = cr1 1 n1 + cri n1n1 = cr1 1 + i


n1 ;

yr1 [n] = cr1 n1 .

r1 .

J .
28

xi [n],
(1.46):
xi [n] =

s
X

Pij [n]nj (i = 1, 2, . . . , k).

(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 .

i [n] = i [n]n (i = 1, 2, . . . , k) , i [n] ;


) = j . i [n] =
+l
= i [n]n (i = 1, 2, . . . , k), l A E,
+l
j ; i [n] + l.

+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)

n+1 a + (1)n+1 b = (2)n a + (1)n b ,

1
1
2
2
(2)
n+1 a + (1)n+1 b =
(2)
2
2

= (2)n+1 a 2(1)n b 3(2)n a 3(1)n b .


1
1
2
2

(2)n (1)n , : 2a1 = a2 ,


b1 = b2 .
:
(
x
1 [n] = c1 (2)n + c2 (1)n ;
x
2 [n] = 2c1 (2)n c2 (1)n .


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 ;

B0 + 2B2 = 2A1 3B1 ;

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

x1 [n] = c1 (2)n + c2 (1)n +

X[n, n0 ]
X[n n0 ] = Ann0 ,
(1.31)
x[n] = X[n n0 ]x0 +

n1
X

m=n0

X[n m 1]f [m].

(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 .

x[n] = x1 [n]; x[n+1] = x2 [n], . . . , x[n+k1] = xk [n],


(1.54) :

x1 [n + 1] = x2 [n];

x2 [n + 1] = x3 [n];

(1..56)

xk1 [n + 1] = xk [n];

1
a
a

xk [n + 1] = k x1 [n] 1 xk [n] + f [n].


a0
a0
a0

(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)

x[n] (1.55), (1.34); w[n]


(1.55),
(
0, i = 0, . . . , k 2;
w[i] =
(1..61)
1, i = k 1.

1.7.

x[n + 3] 4x[n + 2] + 5x[n + 1] 2x[n] = n,

x[0] = x[1] = x[2] = 0.


O :
x[n + 3] 4x[n + 2] + 5x[n + 1] 2x[n] = 0.
34


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 +

+5[a0 + a1 (n + 1)](n + 1)2 2(a0 + a1 (n)n2 = n,

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]

+ ...

= a0 0 u[n + k 1] + (a1 0 + a0 1 ) u[n + k 2] + . . .


37

n1
X

. . . + ak1 0 + . . . . + a0 k1 u[n] +
(a0 w[n + k m 1] +
m=n0

+ a1 w[n + k m 2] + . . . + ak w[n m 1])u[m] =


= b0 u[n + r] + b1 u[n + r 1] + . . . + br u[n].

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

x[n] = 1[n]; X (q) =

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

enq (x[n] x[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

e(nm)q dq = x[m] 2j.

. 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)

(1.69) . eq = z Req 6 , < Imq 6


|z| 6 e (. . 1.8).
X (q)|eq =z = Xz (z),

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]} =

enq (1 x1 [n] + 2 x2 [n]) =

n=0

enq 1 x1 [n] +

n=0

enq 2 x2 [n] = 1 X1 (q) + 2 X2 (q).

n=0

1.10. x[n] = sin 0 n.

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

x[m] = ekq X (q).

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,

D{x[n + k]} = ekq X (q).

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

(eq 1)k1m m x[0].

(1..71)

x[n] = x[n + 1] x[n].

D {x[n]} = eq {X (q) x[0]} X (q) = (eq 1) X (q) eq x[0].

(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

eq k1 x[0] (eq 1)k1 X (q)


q

k2
X

m=0

(e 1)
eq

k2m

k1
X

m=0

x[0] = (eq 1)k X (q)


m

(eq 1)k1m m x[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

y[n] = x[n], y[0] = 0. 4,

D {y[n]} = (eq 1)Y (q),


D {y[n]} = D {x[n]} = X (q).

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 )

X (q) = X1 (q)X2 (q),

eq
1

;
X
(q)
=
.
X1 (q) = q
2
eq e 2
e e 1

x1 [n] = e 1 (n1) ; x2 [n] = e 2 n

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)

a > 1 ; Req > 2 + a.


. ,
x1 [n]x2 [n] -. .

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,

Re(q ) > 2 , Req > a + 2 .


10. . q ,
Req .
(1..78)
lim X (q) = x[0].
q

X (q) =

nq

x[n]e

= x[0] +

n=0

x[n]enq .

n=1

q ,

lim X (q) = x[0] + lim

x[n]enq = x[0].

n=1

11. . x[n] lim x[n],


n

lim 1 eq X (q) = lim x[n].
(1..79)
n

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] -.

D{x[n]} = X (q); D {f [n]} = F (q).

(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 ,

Q (q)X (q) = F (q) + H (q),


Q (q) H (q) eq .

(1..82)
51

(1.82) . ,
X (q) =

F (q) + H (q)
.
Q (q)

X (q)
- x[n].
.
xi [n + 1] =

k
X

aij xj [n] + fi [n] (i = 1, 2, . . . , k).

(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)

Fi (q) = D {fi [n]} .


(1.85) :

(eq E A) X (q) = F (q) + eq x0 ,

eq a11 a12 a1k


eq E A = . . . . . . . . . . . . . . . . . . . . . . . . . . . ;
ak1
ak2 eq akk

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[0] = x[1] = x[2] = 0.


:

eq
e3q 4e2q + 5eq 2 X (q) =
.
(eq 1)2

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] =

x2 [n + 1] = 2x1 [n] 3x2 [n] + n2 ,

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

L{xT (t)} = XT (s) xT (t),


[5, . 2]
q
1
X(q) = XT
.
T
T

x[n, ], x(),
x[n, ] = x()| =n+ , 0 6 < 1.
x[n, ]:
X (q, ) =

x[n, ]enq .

(1..87)

n=0

[5, . 2, . 176, 15.3]


1
x() =
2 j

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

, (1.86) (1.89) Req > c; = k , X(), r = q + 2jr (r = 0, +


eq
+1, . . .), q
. e e
. 1.9. k X() Re = c,
r = q + 2jr (r = 0, +1, . . .) .
, L1 ,
c1 R Re = c.

I

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

e (q+2jr) X(q + 2jr).

(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

(1.88) (1.91), X (q, ) X(q),


(1.92), X(q) X (q, ), ,

{X(q)}
. X (q, ) = D
1

X(q) = D {X (qi , )}.

D-.
-
1.3.2. D
1. .
X(q) = 1 X1 (q) + 2 X2 (q).

X (q, ) = 1 X1 (q, ) + 2 X2 (q, ).


. (1.91):
{X(q)} =
D
=

e (q+2jr) [1 X1 (q + 2jr) + 2 X2 (q + 2jr)] =

r=

= 1

e (q+2jr) X1 (q + 2jr)+

r=

+2

e (q+2jr) X2 (q + 2jr) = 1 X1 (q, ) + 2 X2 (q, ).

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

X (q, ) = k1 X1 (q, ) + k2 X2 (q, ) =

k1 eq e 1
k2 eq e 2
+
.
eq e 1
eq e 2

2. X(q) ekq (k-)


) ekq .
.

o
n
X
ekq X(q) =
e (q+2jr) ek(q+2jr) X (q + 2jr) =
D

X (q,

r=

e (q+2jr) ekq X (q + 2jr) = ekq X (q, ).

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=

e()(q+2jr) X (q + 2jr) = X (q, ); > ;


e(q+2jr) e(1+)(q+2jr) X (q + 2jr) =

r=
= eq X (q, 1

+ ); 6 .

1.24. X (q, ), X(q) =

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, )

e (q+2jr) X (q + 2jr) = X1 (q, )X (q, ).

r=

5. q X(q) q X (q, ) X (q, )


e .
. ,
{X(q )} =
D
= e

r=

r=

e (q+2jr) X(q + 2jr) =

e (q+2jr) X(q + 2jr) = e X (q , ).

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.

8. X(q) q X (q, ) q X (q, ).


.

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

g[mT ][1(t mT ) 1(t (m + )T )].

. 2.2

- g(t)
, g[nT ]
(. 2.3).

. 2.3



[t/T ]

y(t) = A

m=0

[1(t mT ) 1(t mT g[mT ])]signg[mT ].

. ,
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 y (ij1) (t0 )(i = 0, 1, . . . , k 1).

j=0

(2..7)

(2.4) (2.1) y(t),


x(t) = (t) +

Zt

t0

= (t) +

w(t )

n
X

m=n0

g[mT ]

n
X

m=n0

Zt

t0

g[mT ]s1 ( mT )d =

w(t )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

w(t )s1 ( nT )d.

nT = , t nT = ,
Zt

nT

70

w(t )s1 ( nT )d =

Z
0

w( )s1 ()d = k1 ().

t > (n + )T
Zt

t0

w(t )s1 ( mT )d =

(m+)T
Z
mT

w(t )s1 ( mT )d.

: = mT , = t mT .
(m+)T
Z
mT

ZT
0

w(t )s1 ( mT )d =

w( )s1 ()d = k2 ()(m = n0 , . . . , n 1).

x(t)
n1
X

g[mT ]k2 (t mT ) + g[nT ]k1 (t nT ),

m=n0

t [nT, (n + )T ];
x(t) = (t)+
n
X

g[mT ]k2 (t mT ),

m=n
0

t [(n + )T, (n + 1)T ].

(2..8)

x[(n + )T ] = [(n + )T ] +
n1
X

g[mT ]k2 [(n + m)T ] + g[nT ]k1 (T ),

m=n0
+
< ;

g[mT ]k2 [(n + m)T ], > .

(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

k2 (tT ) = k2T (t); k1 (tT ) = k1T (t),


xT (t) = T (t) +
n1
P

m=n0

gT [m]k2T (t m) + gT [n]k1T (t n),

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

gT [m]k2T [n + m] + gT [n]k1T (),

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

gT [m]kT + gT [n]kT + gT [n + 1]k T =

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

g[mT ][1(t mT ) 1(t mT T )].

(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

g T [m][1(t m) 1(t m )];

dxT (t)
= AxT (t) + BuT (t), A = T A, B = T B.
dt

(2..17)
(2..18)

[5, . 1, . 254] (2.18)


xT (t) = e

A(tt0 )

xT (t0 ) +

Zt

eA(t) BuT ()d.

(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

xT [n + ] = eA() {xT [n + ] + (E eA() )A

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,

xT [n + 1 + ] = eA(1+) xT [n + ] + (eA E)A


76

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

xT [n + 1] = A1 xT [n] + (A1 E)A

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 .

X(t) = eAt = L1 { (sE A)1 }.

(2..29)
77

2.2.

2.2.1.


,
.
.
, ,
(2.11)

xT [n + ] = T [n + ] +
n1
P

gT [m]k2T [n + m] + gT [n]k1T (), < ;

m=n0

n
P

gT [m]k2T [n + m], > ,

m=n0

xT [n + ] = T [n + ] +

n
X

m=n0

gT [m]kT [n + m],

(2..30)

k2T [i + ] (i = 1, 2, . . . , n n0 ); k1T (), (i = 0),


< ;
kT [i + ] =

k2T [i + ] (i = 0, 1, 2, . . . , n n0 ), > .

(2.30) , n0 = 0.

(2..31)
X (q, ) = G (q)W (q, ).

X (q, ) = D{xT [n, ]}; G (q) = D{gT [n]};


W (q, ) = D{kT [n, ]}.

(2..32)

, (2.31) , 78

G (q) X (q, ). X (q, )


G (q)
.
W (q, ) =

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+

k(t) = L1 {W (s)}, kT (t) = L1 {W (q)},


, [5, . 2],

1
W (q) = W (s) s=q/T .
(2..35)
T

79

(2.32) (2.34) , W (q)

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, ) =

(eq E A1 )1 (B2 eq + B1 )G (q), < ;


eq (eq E A1 )1 B3 G (q), 6 .

:
 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

Q (q) = a0 ekq + a1 e(k1)q + . . . + ak1 eq + ak .


k > r.
2. D- q 2j,
. .
W (q + 2jm, ) = W (q, ),
m . 2;
< Imq 6 , < Req < .
. W (q, )
, .
3. W (q) 2jm; m = 1, 2, . . . .
(2.38).
4. q = 0 q = j . (2.36)
W (0, ) =

kT [n, ]; W (j , ) =

n=0

kT [n, ](1)n .

n=0

W (q, ) (.
1) eq = z,
Wz (z, ) =

Pz (z, )
,
Qz (z)

Pz (z, ) = b0 ()z m + b1 ()z m1 + . . . + bm ();


Qz (z) = a0 z k + a1 z k1 + . . . + ak .
- z. z = eq q z = ej
6 ); z ( <
Req > 0
, Req < 0
(. 2.10). ,
82

W (q, ), ,
Wz (z, ), , , ,
.

. 2.10

. 2.11


.
(. 2.11,
; )

n
x [n + ] = P
eT [m]kT [n + m];
T
(2..41)
m=0

eT [n] = gT [n] xT [n + 0].

(2.41) D-,

X (q, ) = E (q)W (q, ); E (q) = G (q) X (q, 0).


E (q) = G (q) E (q)W (q, 0)
83

:
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) =

W (s) = W (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

Wz (1, ) (2.46) , . (2.46) ,


Wz (z, )
:
(2..47)
|z | < 1 ( = 1, 2, . . . , s),
(2.46)
.
hT [n, ] = lim hT [n, ] = Wz (1, ).
n

,
.
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

W (q, ) g[n] = a0 ej( 0 n+) .



n
o
eq
G (q) = D a0 ej( 0 n+) = a0 ej q
.
e ej 0

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 ,) .

x [n, ] = 0 ej(+ 0 n) Wz (ej 0 , ) =




= 0 Wz (ej 0 , ) ej[ 0 n++( 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

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