solving an equation recursively
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Dear all,
I want to solve the following equation
m(t)=a(t)+k*m(t-1); t=2,...T
for the entire path m(t), with the initial condition
m(1)=a(1)+k*ee;
where ee=4;
In other words, If we solve the above equation, each m(t) will depend on past and current values of a's.
The vector a in the above equations is known, say a=randn(T,1) and k=0.4.
Any way of doing this?
Thank in advance
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Star Strider
le 17 Jan 2018
This seems to be homework, so I’ll not post the solution I coded.
6 commentaires
Star Strider
le 17 Jan 2018
How does ‘a’ change in each iteration? You never mentioned that! I was using the information you provided.
You would create and update ‘a’ as ‘a(t)’ the same way you create and update ‘m(t)’, using whatever rule you want to create and define it it. Preallocate ‘a’ as well as ‘m’.
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