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Thread: Difference equations and sampling time

  1. #1 Difference equations and sampling time 
    Forum Freshman
    Join Date
    May 2008
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    Dealing with Difference equations as discrete formulation of ODEs:

    Let's consider a generic ODE: ,
    where is continuous and derivable n times.

    We are interested in finding the solution only in a subset of the domain, that is, only in certain values of t;
    tipically, points where we want to find are equidistant among them (, where is a constant sampling time).

    If we approximate derivatives in the ODE, for example, using backward finite-difference method, we obtain a generic difference equation:

    .


    Is it possible to obtain a difference equation if points aren't equidistant, that is, sampling time is not constant?


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