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#matrix_difference_equation

Matrix difference equation

Relation of a matrix of variables between two points in time

A matrix difference equation is a difference equation in which the value of a vector of variables at one point in time is related to its own value at one or more previous points in time, using matrices. The order of the equation is the maximum time gap between any two indicated values of the variable vector. For example,

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Matrix difference equation Recurrence relation List of equations Matrix differential equation Linear recurrence with constant coefficients Finite difference method Stochastic matrix Coefficient matrix Finite difference Algebraic Riccati equation
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