ode_discrete - ordinary differential equation solver, discrete time simulation

Calling Sequence

y=ode("discrete",y0,k0,kvect,f)

Parameters

• y0 : real vector or matrix (initial conditions).
• t0 : real scalar (initial time).
• f : external i.e. function or character string or list.
• k0 : integer (initial time).
• kvect : integer vector.

Description

With this syntax (first argument equal to "discrete") ode computes recursively y(k+1)=f(k,y(k)) from an initial state y(k0) and returns y(k) for k in kvect. kvect(1) must be greater than or equal to k0.

Other arguments and other options are the same as for ode, see the ode help.

Examples

y1=[1;2;3]; deff("yp=a_function(k,y)","yp=A*y+B*u(k)")
A=diag([0.2,0.5,0.9]); B=[1;1;1];u=1:10;n=5;
y=ode("discrete",y1,1,1:n,a_function);
y(:,2)-(A*y1+B*u(1))
// Now y evaluates  at [y3,y5,y7,y9]
y=ode("discrete",y1,1,3:2:9,a_function)
 

See Also

ode