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By expanding out the behaviour of the operator
, and reintroducing the time index
, one loses compactness of representation, but has a clearer picture of how to program such a scheme on a computer. One has
 |
(3.19) |
which involves values of the time series at three levels
,
, and
. Rewriting (3.19) so that
is isolated gives
 |
(3.20) |
which is a two-step recursion in the time series
. This difference equation is identical in form to a two-pole digital filter under zero-input conditions.
Stefan Bilbao
2006-11-15