The N-TH Order Backward Difference/sum of The Discrete-Variable Function

September 4, 2015 11:36 BC: 9833 - Discrete Fractional Calculus ws-book975x65 page 43
Chapter 2
The n-th order backward difference/sum

of the discrete-variable function
by UNIVERSITY OF CALIFORNIA @ SAN DIEGO on 03/09/16. For personal use only.
Discrete Fractional Calculus Downloaded from www.worldscientific.com
2.1 The n-th order backward difference of the discrete-variable

function
Every continuous-time dynamical process is described by different types of difference

equations [Bayin (2006)]. The left-hand side n-th order derivative of a continuous-
variable real function has its discrete counterpart. It is commonly called the integer
(n-th) order backward-difference (IOBD) of the discrete-variable function [Bose
(2004)], [Butt (2009)], [Ralston (1965)], [Dahlquist (1974)], [Linz and Wang
(2003)], [Ostalczyk (2001)]. This chapter recalls some basic properties of the
IOBD as it is a very important mathematical tool in various areas of the technical
sciences. Here one should mention discrete signal processing where the sampled
signals are described by the discrete-time functions [Bose (2004)], [Ifeachor and
Jervis (1993)], [Proakis (2007)], [Smith (2003)], [Weeks (2011)]. An important
area of technical application of the IOBD is the control of closed-loop discrete-time
systems [Kaczorek (1992)], [Kailath (1980)], [O’Flynn and Moriarty (1987)], [Ogata
(1987)] and modeling of discrete systems [Fulford et al. (1997)], [Ljung (1999)].
Definition 2.1 (IOBD recursive form). The IOBD of a discrete-variable real

function f (k) for k ∈ Z+ is defined by the following recursive formula

f (k) for n = 0
∆(n) f (k) = (2.1)
∆(n−1) f (k) − ∆(n−1) f (k − 1) for n = 1, 2, . . .
where:
n ∈ Z+ – integer-order of the BD
f (k) – discrete-variable function.
One should note that following the notation used in the calculus where the differen-
tiation order n is labeled in parenthesis f (n) (t), t ∈ R+ in the IOBD case there will
be applied a similar notation. Below a few IOBDs of the discrete-variable function
43
44 Discrete Fractional Calculus
f (k) are evaluated
∆(1) f (k) = ∆f (k) = f (k) − f (k − 1),

∆(2) f (k) = f (k) − 2f (k − 1) + f (k − 2),
(2.2)
∆(3) f (k) = f (k) − 3f (k − 1) + 3f (k − 2) − f (k − 3),
∆(4) f (k) = f (k) − 4f (k − 1) + 6f (k − 2) − 4f (k − 3) + f (k − 4).
One can easily verify that the formulas given above may be also expressed in a more
compact form known as the Grünwald-Letnikov form of the (n-th order, n ∈ Z+ )
BD.
Definition 2.2 (Grünwald-Letnikov form of the IOBD). The IOBD of order

n-th of a discrete-variable real function f (k) for k ∈ Z+ is defined as
k
X
(n)
∆ f (k) = a(n) (i)f (k − i) (2.3)
i=0
where the function a(n) (k) was discussed in the previous chapter. The formula given
above may be equivalently expressed in a vector form
 
f (k)
 .. 
 . 
 
(n)
(n) (n) (n) (n)

 f (n)  
∆ f (k) = a (0) · · · a (n) a (n + 1) · · · a (k)  
f (n − 1)
 
 .. 
 . 
f (0)
 
f (k)

..
.


= a(n) (0) a(n) (1) · · · a(n) (n)  
f (k − n + 1)
f (k − n)
 
f (k − n − 1)


..
.


+ a(n) (n + 1) a(n) (n + 2) · · · a(n) (k)  
 f (1) 
f (0)
 
f (k)




..
.
= a(n) (n + 1) a(n) (n + 2) · · · a(n) (k)  . (2.4)
f (k − n + 1)
f (k − n)
The n-th order backward difference/sum of the discrete-variable function 45
The above transformations could be done noting that for n ∈ Z+ a(n) (k) = 0 for
k > n (see formula (1.51)). Hence, the IOBD sum (2.3) simplifies to
n
X
∆(n) f (k) = a(n) (i)f (k − i). (2.5)
i=0
Simple manipulations with summation ranges lead to another equivalent form of

the IOBD sum
k
X
∆(n) f (k) = a(n) (i − k + n)f (2k − i − n). (2.6)
i=k−n
The three forms of the IOBD ((2.3),(2.5) and (2.6)) suggest that it would be worth-
while to introduce in the IOBD a unified notation containing subscripts indicating
a discrete differentiation range [k0 , k] and superscripts pointing to the Grünwald-
Letnikov form (GL) and the IO (n)
k
X
GL (n)
k0 ∆k f (k) = a(n) (i − k0 )f (k + k0 − i). (2.7)
i=k0
Here one should also unambiguously determine the effect of summation in the IOBD
defined by formula (2.7) with respect to (2.6)
( Pk
GL (n) i=k0 a(n) (i − k0 )f (k + k0 − i) for k0 6 k 6 n
k0 ∆k f (k) = . (2.8)
∆(n) f (k) for n < k
The last form can be simplified by noting the function f (k) = 0 for k < 0:
GL (n)
k0 ∆k [f (k − k0 )1(k − k)] = ∆n [f (k − k0 )1(k − k0 )] . (2.9)
Now one assumes that k0 = 0 and defines a new form of the IOBD.
Definition 2.3. The IOBD of order n of a discrete-variable function f (k) over an

interval [0, k] is defined as a discrete convolution
GL (n)
0 ∆k f (k) = a(n) (k) ∗ f (k). (2.10)
The equivalence between forms (2.10) and (2.7) is immediate, but it would be worth
applying a discrete convolution commutative law (see formula (1.88)) to show that
 
f (k)
 
f (k − 1)
a(n) (k) ∗ f (k) = a(n) (0) a(n) (1) · · · a(n) (k)  .. 
 . 
f (0)
  T
f (k)
  
 f (k − 1)
=  a(n) (0) a(n) (1) · · · a(n) (k)  .. 
  
.
f (0)
 (n) 
a (0)
a(n) (1)


= f (k) f (k − 1) · · · f (0)  . 
 .. 
a(n) (k)
 (n) 
a (0)
a(n) (1)
 
= f (k) f (k − 1) · · · f (0) Nk Nk  . 
 .. 
a(n) (k)
 
a(n) (k)
 (n)
a (k − 1)

= f (0) f (1) · · · f (k)  .. 
 . 
(n)
a (0)
k
X
= f (k) ∗ a(n) (k) = f (i)a(n) (k − i) (2.11)
i=0
where an anti-diagonal unit matrix Nk is defined in Appendix A.

Formula (2.7) can be also expressed in a vector form
 
f (k)
GL (n)
(n) 
f (k − 1)

k0 ∆k f (k) = a (0) a(n) (1) · · · a(n) (k − k0 )  .. . (2.12)
 . 
f (k0 )
It is also valid for consecutive time instants k − 1, k − 2, . . . , k0 . This means that
 
f (k − 1)
GL (n)
(n) (n) (n)

f (k − 2)

k0 ∆ k−1 f (k − 1) = a (0) a (1) · · · a (k − k 0 − 1)  . . (2.13)
 .. 
f (k0 )
Formulas (2.13) and (2.14) are similarly defined for k − 2, k − 3, . . . , k0 an may be

written compactly as one vector-matrix equality
GL (n) (n)
k0 ∆k f (k) = Ak−k0 f (k) (2.14)
where
 
  GL (n)
∆ f (k)
f (k)  k0 k 
f (k − 1) GL ∆(n) f (k − 1)
  GL (n)
k0 k−1 
f (k) =  .. , k0 ∆k f (k) =
 ..

 (2.15)
 
.  . 
 
f (k0 ) GL (n)
k0 ∆k0 f (k0 )
 (n) 
a (0) a(n) (1) · · · a(n) (k − 1 − k0 ) a(n) (k − k0 )
 0 a(n) (0) · · · a(n) (k − 2 − k0 ) a(n) (k − 1 − k0 )
 
 
(n)  .. .
.. .
.. .
.. 
Ak−k0 = . . (2.16)
 
 
 0 0 ··· a(n) (0) a(n) (1) 
0 0 ··· 0 a(n) (0)
Matrix (2.16) is a so-called Toeplitz matrix (A.20). One should note that this
(k − k0 + 1) × (k − k0 + 1) matrix is not only an upper triangular matrix but also
a band one. Recalling properties of function a(n) (k) (see Table 1.2) it is always
non-singular. It can be simplified to the form
 (n) 
1 a (1) · · · a(n) (n) 0 0 0 ···0 0
 
0 1 · · · a(n) (n − 1) a(n) (n) 0 0 ···0 0 
 
0 0 · · · a(n) (n − 2) a(n) (n − 1) a(n) (n) 0 · · · 0 0 
(n)  
Ak−k0 =  .. .. .. .. .. ..
 . (2.17)

. . . . . . ··· ··· 
 
 
0 0 ··· 0 0 0 0 · · · 1 a(n) (1)
0 0 ··· 0 0 0 0 ···0 1
Now one assumes that n1 , n2 ∈ Z+ . Formula (2.15) allows to write two equalities
GL (n1 ) 1 (n )
k 0 ∆k f (k) = Ak−k 0
f (k) (2.18)
GL (n2 ) 2 (n )
k0 ∆k f (k) = Ak−k 0
f (k). (2.19)
2 (n )
Pre-multiplication of equality (2.18) by a matrix Ak−k 0
yields:
2(n ) GL (n1 ) 2(n ) 1 (n )

Ak−k 0k
∆k f (k) = Ak−k 0
Ak−k 0
f (k). (2.20)
0
Taking the left-hand side of (2.20) one obtains

 h i 
GL (n2 ) GL (n1 )
∆ ∆ f (k)
 k0 k h k0 k i
GL (n2 ) GL (n1 ) 
k0 ∆k−1 k0 ∆k−1 f (k − 1) 
 
(n2 ) GL (n1 )  .. 
Ak−k0 k ∆k f (k) =   . . (2.21)

0
 h i 
 GL ∆(n2 ) GL ∆(n1 ) f (1) 
 k0 1 
 hk0 1 i 
GL (n 2 ) GL (n 1 )
k 0 ∆0 k0 ∆0 f (0)
Elementary calculations reveal

1(n +n2 ) 2(n ) 1 (n )1 (n )

2 (n )
Ak−k 0
= Ak−k 0
Ak−k 0
= Ak−k 0
Ak−k 0
(2.22)
and
h i h i
GL (n2 ) GL (n1 ) (n1 ) GL (n2 ) (n1 +n2 )
k0 ∆k k0 ∆k f (k) = GL
k0 ∆k k 0 ∆k f (k) =GL
k0 ∆k f (k). (2.23)
Now, the IOBD of discrete fundamental functions is evaluated. First, one con-
siders the IOBD of a discrete Dirac function. By definition (2.7), for k0 = 0:
k
X n
X
GL (n)
0 ∆k δ(k) = a(n) (i)δ(k − i) = a(n) (i)δ(k − i). (2.24)
i=0 i=0
Taking into account the properties of the discrete Dirac pulse one can write:
GL (n)
0 ∆k δ(k) = a(n) (k) ∗ δ(k) = a(n) (k). (2.25)
For n = 1 one immediately gets:

1
X
GL (1)
0 ∆k δ(k) = a(1) (i)δ(k − i) = a(1) (0)δ(k) + a(1) (1)δ(k − 1)
i=0
= δ(k) − δ(k − 1) = a(1) (k). (2.26)
This result is consistent with that obtained by formula (2.2). The first order BD of
the unit step function
k
X
GL (1)
0 ∆k 1(k) = a(1) (i)1(k − i) = 1(k) − 1(k − 1) = δ(k). (2.27)
i=0
The results stated by equality (2.28) are similar to that obtained for the Dirac
function first order derivative ([O’Flynn and Moriarty (1987)]). A similar result may
be obtained using the one-sided Z -transform [Jury (1964)], [Ostalczyk (2002)] of
the function a(n) (k)

n o X+∞
n
Z a(n) (k) = a(n) (i)z −i = 1 − z −1 . (2.28)
i=0
Note that the result given above coincides with formula (1.17). Hence,
n o n o n o
(n)
Z GL
0 ∆k δ(k) = Z a
(n)
(k) ∗ δ(k) = Z a(n) (k) Z {δ(k)}
n o n
= Z a(n) (k) · 1 = 1 − z −1 . (2.29)
This result can be immediately generalized to any transformable discrete-variable

function f (k)
n o n o n o
(n)
Z GL0 ∆k f (k) = Z a
(n)
(k) ∗ f (k) = Z a(n) (k) Z {f (k)}
n o n
= Z a(n) (k) · F (z) = 1 − z −1 F (z). (2.30)
where F (z) = Z {f (k)}.

Further analysis will focus on the so-called discrete power function f (k) = k m
where m ∈ Z+ . In order to avoid ambiguity, actually the function f (k) = k m 1(k)
will be considered. By definition of the IOBD
k
X
GL (n) GL (n) m
0 ∆k f (k) = 0 ∆k k 1(k) = a(n) (i)[(k − i)n 1(k − i)]m
i=0
k
X n
X
= a(n) (i)(k − i)m 1(k − i) = a(n) (i)(k − i)m 1(k − i). (2.31)
i=0 i=0
The function (k − i)m is a polynomial in a variable k. It can be expressed as a sum

as follows
Xm
(k − i)m = a(m) (j)k m−j ij . (2.32)
j=0
Substituting this form to (2.32) one obtains

 
Xn Xm
(n)
GL
0 ∆k f (k) = a(n) (i)  a(m) (j)k m−j ij 1(k − i) . (2.33)
i=0 j=0
Straightforward calculations lead to an equivalent vector-matrix form:

GL (n)
0 ∆k f (k)
  (m) 
k m 00 1(k) k m−1 01 1(k) · · · k 0 0m 1(k) a (0)
 k m 10 1(k) k m−1 11 1(k) · · · k 0 1m 1(k) 
  (m) 
 a (1) 
= a(n) (0) a(n) (0) · · · a(n) (n)  .. .. ..  .. .
 . . .  . 
m 0 m−1 1 0 m (m)
k n 1(k) k n 1(k) · · · k n 1(k) a (m)
(2.34)
Formulas (2.33) and (2.34) contain terms equal to zero. For n = 1 and m ∈ Z+ the
formula (2.34) simplifies to
GL (1)
0 ∆k f (k)
 (m) 
a (0)
m 0  a(m) (1) 
k 0 1(k) k m−1 1 0 m
0 1(k) · · · k 0 1(k)  
= 1 −1 m 0 m−1 1  .. 
k 1 1(k) k 1 1(k) · · · k 0 1m 1(k)  . 
a(m) (m)
 (m) 
a (0)
 a(m) (1) 
k m 1(k) 0 ··· 0  
= 1 −1  .. 
k m 10 1(k) k m−1 11 1(k) · · · k 0 1m 1(k)  . 
a(m) (m)
 
a(m) (0)
 (m)
 a (1) 

= k m 10 1(k) − k m 1(k − 1) −k m−1 11 1(k − 1) · · · −k 0 1m 1(k − 1)  .. .
 . 
(m)
a (m)
(2.35)
Noting that
k m [1(k) − 1(k − 1)] = 0 for k = 0, 1, 2, . . . (2.36)
formula (2.35) further simplifies to

a(m) (1)
GL (1)
m−1  (m)
 a (2) 

0 ∆k f (k) = − k 1(k − 1) k m−2 1(k − 1) · · · k 0 1(k − 1)  .. 
 . 
a(m) (m)
 
a(m) (2)
 a(m) (3) 


= mk m−1 1(k − 1) − k m−2 k m−3 · · · k0  ..  1(k − 1). (2.37)
 . 
a(m) (m)
The correctness of the result given above will be confirmed in a numerical example.
Example 2.1. Evaluate first-order BD of the power function f (k) = k 3 1(k).

Solution. In this example, m = 3. Hence, by (2.37)

GL (1) (1) 3
= GL
0 ∆k f (k) 0 ∆k k 1(k)

3−1
3−2 3−3 a(3) (2)
= 3k 1(k − 1) − k k 1(k − 1)
a(3) (3)

a(3) (2)
= 3k 2 1(k − 1) − k 1 1(k − 1)
a(3) (3)

= 3k 2 − 3k + 1 1(k − 1). (2.38)
An analogous result is obtained by direct calculations of the first-order BD

k
X
GL (1)
3
0 ∆k k 3 1(k) = a(1) (k)(k − i) 1(k − i)
i=0
3
= k 3 1(k) − (k − 1) 1(k − 1)

= k 3 1(k) − k 3 − 3k 2 + 3k − 1 1(k − 1)
= k 3 [1(k) − 1(k − 1)] + 3k 2 1(k − 1) − (3k − 1)1(k − 1)
= k 3 δ(k) + 3k 2 1(k − 1) − (3k − 1)1(k − 1)
3k 2 1(k − 1) − (3k − 1)1(k − 1). (2.39)
Here it is very important to note that contrary to differentiation of continuous-

variable power functions, in the case of discrete-variable functions, there are addi-
tional terms that are represented by the vector product in formula (2.37). Hence,
GL (1) GL (1)
3
df (t)
2 2 0 ∆k f (k) 0 ∆k k 1(k)
= 3t t=kh = 3(kh) 1(k) 6= = (2.40)
dt t=kh h h
which means that results obtained for the continuous function cannot be simply
discretized to the discrete-variable case. However, the nature of the solution (2.39)
reveals that the relative error tends to zero
 
d(t3 )

dt t=kh
lim 1 −  = 0. (2.41)
k→+∞ GL ∆(1) (kh)3 1(kh)
0 k
In the next numerical example disparity between the first-order BD of a function

f (k) = k 3 1(k) evaluated by formulas (2.38) and (2.40) with h = 1 are presented.
Example 2.2. Evaluate error between first-order BDs calculated according to for-
mulas (2.40) and (2.38). Assume h = 1.
Solution. For h = 1,
(1) (1) 3
f1 (k) =GL
0 ∆k f (k) =GL
0 ∆k k 1(k) (2.42)

df (t) 2
f2 (k) = = 3t2 t=kh = 3(kh) 1(k) (2.43)
dt t=kh
and
f1 (k) − f2 (k) −3k + 1
e(k) = = 2 1(k). (2.44)
f1 (k) 3k − 3k + 1
Plots of functions f1 (k) and f2 (k) are given in Fig. 2.1, whereas the error function
is presented in Fig. 2.2.
16000 2.5
14000 2
12000 1.5
f1 (k)(.), f2 (k)(−−)
10000 1
8000 0.5
e(k)
6000 0
4000 −0.5
2000 −1
0 −1.5
−2000 −2
0 5 10 15 20 25 0 5 10 15 20 25
k k
Fig. 2.1 Plot of functions (2.43) and (2.44). Fig. 2.2 Plot of the error function e(k)
(2.45).
The plots reveal that the error function rapidly decreases to zero. In Fig. 2.1, the
difference between plots of f1 (k) and f2 (k) is mostly negligible. Though the absolute
error |f1 (k) − f2 (k)| grows linearly, the relative error tends to zero.
2.2 The n-fold order backward sum of the discrete-variable

function
As in the IOBD case, the definite n-fold integral of a continuous-variable real func-
tion also has its discrete counterpart. It is called the n-fold backward sum of the
discrete-variable function. For reasons that will be explained later, it will be further
called the n-th (integer) order backward sum (IOBS). First, a recursive definition
of the IOBS is given.
Definition 2.4 (Grünwald-Letnikov form of the IOBS). The n-th order BS

of a discrete-variable real and bounded function f (k) defined over interval [k0 , k],
with k0 , k ∈ Z+ is defined by a following recursive formula:
(
X(n) f (k) for n = 0
GL
k0 f (k) = Pk GL
P(n−1) (2.45)
k
i=k0 k0 i f (i) for n = 1, 2, . . .
P(n)
where GL
k0 k f (k) is a symbol of the IOBS. Here, similarly to the IOBD notation,
left and right superscripts denote Grünwald-Letniokv (GL) and a summation order
(n), respectively. Subscripts k0 and k denote a summation range. The recursive
formula (2.46) gives the following IOBSs
X(1) k
X
GL
k0 f (k) = f (i) (2.46)
k
i=k0
X(2) k
X X(1) k
X j1
X
GL GL
k0 f (k) = k0 f (j1 ) = f (j2 ) (2.47)

k j1
j1 =k0 j1 =k0 j2 =k0
X(3) k
X X(2) k
X j1
X j2
X
GL GL
k0 f (k) = k0 f (j1 ) = f (j3 ). (2.48)
k j1
j1 =k0 j1 =k0 j2 =k0 j3 =k0
The above forms lead to an equivalent definition of the IOBS.
Definition 2.5 (The n-fold BS). The n-fold BS of a discrete-variable real and
bounded function f (k) defined over interval [k0 , k] with k0 , k ∈ Z+ is defined by the
following recursive formula:
(
X(n) f (k) for n=0
GL
k0 f (k) = Pk Pj1 Pjn−1 . (2.49)
k
j1 =k0 j2 =k0 · · · jn =k0 f (jn ) for n = 1, 2, . . .
The IOBS may be also equivalently expressed as a sum.

Definition 2.6 (The Grünwald-Letnikow form of the IOBS). The
n-fold BS of a discrete-variable real and bounded function f (k) defined over in-
terval [k0 , k] with k0 , k ∈ Z+ is defined by the IOBD evaluated for negative order
−n (n ∈ Z+ )
X(n) k
X
GL (−n)
k0 f (k) =GL
k0 ∆k f (k) = a(−n) (i − k0 )f (k − i + k0 ). (2.50)
k
i=k0
Remark 2.1. The function a(−n) (k) is the same as defined by formula (1.51) but
for negative parameter −n where n ∈ Z+ . Such a notation is introduced to indicate
that one considers the IOBS not IOBD.
Now one examines the correctness and equivalence of formulas (2.49) and (2.50).
For n = 1 one obtains:
X(1) k
X
GL
k0 f (k) = a(−1) (i − k0 )f (k − i + k0 )
k
i=k0
k
X k
X k
X
= 1 · f (k − i + k0 ) = f (k − i + k0 ) = f (i). (2.51)
i=k0 i=k0 i=k0
For n = 2, one obtains
X(2) k
X
GL
k0 f (k) = a(−2) (i − k0 )f (k − i + k0 )
k
i=k0
k
X
= (i − k0 + 1)f (k − i + k0 )
i=k0
= f (k) + 2f (k − 1) + · · · + (k − k0 )f (k0 + 1) + (k − k0 + 1)f (k0 )

k
X j1
X
= f (j2 ) (2.52)
j1 =k0 j2 =k0
X(3) k
X
GL
k0 f (k) = a(−3) (i − k0 )f (k − i + k0 )
k
i=k0
(k − k0 + 1)(k − k0 + 2)
= f (k) + 3f (k − 1) + 6f (k − 2) · · · + f (k0 )
2
k
X j1
X j2
X
= f (j3 ). (2.53)
j1 =k0 j2 =k0 j3 =k0
For k0 = 0, the BS can be expressed as a convolution sum. This form is defined as

follows.
Definition 2.7 (Convolution form of the n-fold BS). The n-fold BS of a

discrete-variable real and bounded function f (k) defined over interval [k0 , k] with
k0 , k ∈ Z+ is defined as a discrete convolution
X(n)
GL
k0 f (k) = a(−n) (k) ∗ f (k). (2.54)
k
As mentioned earlier, the function a(−n) (k) is defined by formula (1.51) which for
negative parameter −n may be transformed to the form
(
1 for k = 0
a(−n) (k) = n(n+1)···(n+k−1) . (2.55)
k! for k = 1, 2, . . .
Analogous to the IOBD, the IOBS can be also expressed in a vector form
 
f (k)
GL (n) GL (−n)  
f (k − 1)
k0 Σk f (k) =k0 ∆k f (k) = a(−n) (0) a(−n) (1) · · · a(−n) (k − k0 )  .. 
 . 
f (k0 )
(2.56)
which can be also evaluated for k − 1, k − 2, . . . , k0 . All such formulas collected in

one matrix form yield
GL (n) (−n)
k0 Σk f (k) = Ak−k0 f (k) (2.57)
where
   
GL (n)
f (k) k Σk f (k)
f (k − 1) GL 0 (n) 
  GL (n)
k0 Σk−1 f (k − 1)
f (k) =  , k0 Σk f (k) = 

..
 .. , (2.58)
.  . 
f (k0 ) GL (n)
k0 Σk0 f (k0 )
 (−n) 
a (0) a(−n) (1) · · · a(−n) (k − 1 − k0 ) a(−n) (k − k0 )
 0 a(−n) (0) · · · a(−n) (k − 2 − k0 ) a(−n) (k − 1 − k0 )
 
(−n)  .
.. .. .. .. 
Ak−k0 = . . . . (2.59)
 
 0 0 ··· a (−n)
(0) a (−n)
(1) 
(−n)
0 0 ··· 0 a (0)
Contrary to matrices (2.17) and (2.18) all elements a(−n) (i) 6= 0 for i = 0, 1, . . . .k −
k0 . The matrix is in the upper triangular form with all elements on a main diagonal
equal to 1 because by (2.56) a(−n) (0) = 1. Hence, the matrix is always non-singular.
Now one assumes that n1 , n2 ∈ Z+ . Equality (2.57) is valid for orders n1 , n2 . Thus,
GL (nj ) (−n )
k0 Σk f (k) = Ak−kj0 f (k), for j = 1, 2. (2.60)
(−n )
Pre-multiplication of equation (2.57) evaluated for i = 1 by a matrix Ak−k20 yields
(−n ) GL (n1 ) (−n ) (−n )

Ak−k20 k0
Σk f (k) = Ak−k20 Ak−k10 f (k). (2.61)
The left-hand side of the above equality means

 h i 
  GL (n2 ) GL (n1 )
Σ Σ f (k)
GL (n1 )
k Σk f (k)  k0 k h k0 k i
GL 0 (n1 )  GL (n2 ) GL (n1 ) 
(−n ) GL (n1 ) (−n2 ) k0 Σk−1 f (k − 1) k0 Σk−1 k0 Σk−1 f (k − 1) 
Ak−k20 Σk f (k) = Ak−k0   ..  = .
k0   .. 
 .   
GL (n1 )
 h . i 
k0 Σk0 f (k0 )
GL (n2 ) GL (n1 )
k0 Σk0 k0 Σk0 f (k0 )
(2.62)
Simple matrix multiplication reveals that
(−n ) (−n ) (−n −n1 )
Ak−k20 Ak−k10 = Ak−k20 . (2.63)
Hence, the right-hand side of (2.61) may be expressed as

 
GL (n1 +n2 )
k0 Σk f (k)
GL (n1 +n2 ) 
k Σk−1 f (k − 1)
(−n2 −n1 )  0 
Ak−k0 f (k) =  .. . (2.64)
 . 
 
GL (n1 +n2 )
k0 Σk0 f (k0 )
Comparison of (2.62) with (2.64) leads to a conclusion that

h i
GL (n2 ) GL (n1 ) (n1 +n2 )

k0 Σk k 0 Σk f (k) =GL
k0 Σk f (k). (2.65)
Finally, some n-folds BSs of chosen functions are calculated. One begins with
the IOBS of the Kronecker discrete delta function
k
X
GL (n) n(n + 1) · · · (k + n1 )
0 Σk δ(k) = a(−n) (i)δ(k − i) = a(−n) (k) = . (2.66)
i=0
k!
It can be further transformed to an elegant equivalent form
GL (n) n(n + 1) · · · (k − 1)k(k + 1) · · · (k + n − 1)

0 Σk δ(k) =
1 · 2 · 3 · · · · · (n − 1)n(n + 1) · · · (k − 1)k
1n(n + 1) · · · (k − 1)k (k + 1) · · · (k + n − 1)
= ·
n(n + 1) · · · (k − 1)k 1 · 2 · 3 · · · · · (n − 1)
n−1
Y k
k+1 k+2 k+n−1 Γ(k + n)
= · ··· = +1 = . (2.67)
1 2 n−1 i=1
i Γ(k + 1)Γ(n)
From the above form one can derive the well-known relation between the discrete
Kronecker delta function and the discrete Heaviside one. From (2.68), for n = 1
one immediately obtains

GL (1) Γ(k + n) Γ(k + 1)
Σ δ(k) = = = 1(k). (2.68)
0 k
Γ(k + 1)Γ(n) n=1 Γ(k + 1)Γ(1)
By formula (2.65) and the last result one can easily get the IOBS of the first-order
of the discrete unit step function.
h i 1
Y
GL (1) (1) GL (1) k
k0 Σk 1(k) = GL
k0 Σk k0 Σk δ(k) = +1 = (1 + k)1(k). (2.69)
i=1
i
Continuing with such a substitution, one obtains a set of formulas being n-degree
polynomials in a variable k. Collecting them in one matrix vector form, one obtains
GL m
k0 ∆k 1(k) = Cm km (2.70)
where
 GL (0)
    
k0 ∆k 1(k) k0 0
 
GL (1)    
k1
 k0 ∆k 1(k)
     1
 .     
.. ..
GL m
∆ 1(k) =  .  , k =   1(k), m =   (2.71)
k0 k  .  m
   . .
GL (m−1)    
k ∆k 1(k) k m−1
m − 1
0
GL (m)
∆ 1(k) km m
k0 k
 
1 0 ··· 0 0
 c 1
···  0 0
 1,2 1! 
 . ..  .. ..
= 
Cm .. . . . (2.72)
 
 1 
c1,m−1 c2,m−1 · · · (m−1)! 0 
1
c1,m c2,m · · · cm−1,m m!
and elements ci,j for j = 1, 2, . . . , m, i < j are coefficients resulting from products
in (2.69). For example, for m = 8 matrix (2.72) takes the form
 
1 0 0 0 0 0 0 0 0
1 1 0 0 0 0 0 0 0 
 
1 1 1 0 0 0 0 0 0 
 3 2 
1 11 1 1 0 0 0 0 0 
 6 
 25 35 65 1 
C8 = 1 12 24 12 24 0 0 0 0 . (2.73)
 137 15 17 1 1 
1 60 8 24 8 120 0 0 0 
 49 203 49 35 7 1 
1 0 0 
 36520 90 48 144 240 720 
1 469 967 7 23 1 1
0 
140 180 720 18 360 180 5040
761 958 267 1069 9 13 1 1
1 280 327 160 1920 80 960 1120 40320 .
Interesting is also an inverse relation

GL
km = Cm −1 k0
∆m
k 1(k) (2.74)
stating that one can express a power function as a linear combination of the IOBSs
of consecutive orders. Below is an inverse matrix
 
1 0 0 0 0 0 0 0 0
−1 1 0 0 0 0 0 0 0 
 
 1 −3 2 0 0 0 0 0 0 
 
−1 7 −12 6 0 0 0 0 0 
 
 
C8 =  1 −15 50 −60 24 0 0 0 0 .
 
−1 31 −180 390 −360 120 0 0 0 
 
 1 −63 602 −2100 3360 −2520 720 0 0 
 
−1 127 −1932 10206 −25200 31920 −20160 5040 0 
1 −255 6050 −46620 166824 −317520 332640 −181440 40320
(2.75)
Note that both equations (2.70) and (2.74) are rather difficult in numerical cal-
culations due to their sensitivity to elements’ changes. Firstly, in matrix (2.73),
coefficients rapidly decrease in accordance to the growth of m, whereas in the sec-
ond matrix elements increase in accordance to the factorial function growth.
2.3 The n-th order differ-sum of the discrete-variable function
In this section one formally summarizes the properties of the IOBD and IODS.
Comparing formulas (2.7) and (2.50) leads to the conclusion that both notions are
defined by the same formula with different parameters. Positive orders are assigned
to the IOBD, while negative orders are assigned to the IOBS. Hence, one can write
GL (±n) (∓n)
k 0 ∆k f (k) =GL
k 0 Σk f (k) =GL k
k0 Σi=k0 a
(±n)
(i)f (k − i) (2.76)
or
GL (±n) (∓n)
0 ∆k f (k) =GL
0 Σk f (k) = a(±n) (k) ∗ f (k). (2.77)
In this book the symbol ∆ will be preferred even when a summation operation
P
is considered. The IOBD/S satisfy the linearity property. This formulates a
theorem.
Theorem 2.1. Consider two discrete-variable functions f (k) and g(k) which are
defined over the same interval [k0 , +∞) and two real numbers a, b ∈ R. Assuming
(±n) (±n)
that GL
0 ∆k f (k) and GL
0 ∆k g(k) exist, one can state that
h i h i
GL (±n) GL (±n) (±n)
a 0 ∆k f (k) +b 0 ∆k g(k) =GL
0 ∆k [af (k) + bg(k)] . (2.78)
The additivity property follows immediately from the IOBD/S definition sum.
Now, the IOBD/S concatenation property is analyzed. Formulas (2.24) and
(2.65) already show the action of this operation. Under similar assumptions, re-
garding orders n1 , n2 ∈ Z+ one analyses the following
h i h i
GL (n1 ) GL (n2 ) GL (−n1 ) GL (n2 )
k 0 Σk k0 ∆k f (k) = k0 ∆k k 0 ∆k f (k)
k
X h i
= a(−n1 ) (i − k0 ) Σk−i
j=k0 a(n2 )
(j − k 0 )f (k − i − j + k0 ) (2.79)
i=k0
h i h i
GL (n1 ) GL (n2 ) (−n1 ) GL (n2 )
k 0 Σk k0 ∆k f (k) =GL
k 0 ∆k k0 ∆k f (k) . (2.80)
Recalling formulas (2.19) and (2.60) one can write

h i h i
GL (n1 ) GL (n2 ) (n1 ) (n2 )
k0 Σk k0 ∆k f (k) = GLk0 Σk Ak−k 0
f (k))
h i
(−n1 ) (n2 ) (−n1 ) (n2 ) (n2 −n1 )
= Ak−k0 Ak−k0 f (k)) = Ak−k0 Ak−k0 f (k) = Ak−k0 f (k). (2.81)
The result means that


GL (n1 −n2 )
h i  k0 Σk f (k) for n1 > n2
GL (n1 ) GL (n2 )
k0 Σk k 0 ∆k f (k) = f (k) for n1 = n2 . (2.82)

 GL ∆(n2 −n1 ) f (k)
k0 k for n1 < n2
The result obtained above was achieved under the assumption that both summation
operations are performed by definite sums with the same lower limits i, j = k0 in
(2.80). Now, one slightly changes the assumptions concerning the concatenation
of summation and discrete-differentiation operations. This time one considers the
following
GL (n1 )
[∆n2 f (k)]
k0 Σk
h i
(n1 ) GL (n2 )
= GL
k 0 Σk k−n2 ∆k f (k)
h i
(−n1 ) GL (n2 )
= GL
k0 ∆k k−n2 ∆k f (k)
k
X h i
= a(−n1 ) (i − k0 ) Σk−i
j=k−n2 a(n2 )
(j − k + n2 )f (k − i − j + k − n 2 ) . (2.83)
i=k0
This relation may be expressed in a vector form

GL (n1 )

k0 Σk [∆n2 f (k)] = a(−n1 ) (0) a(−n1 ) (0) · · · a(−n1 ) (k − k0 − 1) a(−n1 ) (k − k0 )
 GL (n2 ) 
k−n2 ∆k f (k)
 GL (n2 ) 
 k−1−n2 ∆k−1 f (k − 1) 
 
× 
GL (n2 ) 
k +1−n ∆k +1 f (k0 + 1)
0 2 0
GL (n2 )
k0 −n2 ∆k0 f (k0 )

= a(−n1 ) (0) a(−n1 ) (0) · · · a(−n1 ) (k − k0 − 1) a(−n1 ) (k − k0 )
 
f (k)
 .. 
 . 
 
h i  f (k ) 
(n2 ) (n2 )  0 
× Ak−k0 Ak−k0 ,n2 −1  .
 f (k0 − 1) 
 
 .. 
 . 
f (k0 − n2 )
(2.84)
2 (n )
where matrix Ak−k 0 +1
has been already defined by formula (2.59) and matrix
2 (n )
Ak−k 0 ,n2
is of the form
 
0 0 ··· 0 0
 .. .. .. .. 
 . . . . 
 
 0 0 ··· 0 0 
 
 (n2 ) 
(n2 )  a (n2 ) 0 ··· 0 0 
Ak−k 0 ,n2 −1
=  (n2 ) 
a (n2 − 1) a(n2 ) (n2 ) ··· 0 0 
 
 .. .. .. .. 
 . . . . 
 
 a(n2 ) (2) a(n2 ) (3) · · · a(n2 ) (n2 ) 0 
a(n2 ) (1) a(n2 ) (2) · · · a(n2 ) (n2 − 1) a(n2 ) (n2 )

" #
0k−k0 −n2 +1,n2 −1
= (n ) (2.85)
Ān22−1
 
a(n2 ) (n2 ) 0 ··· 0 0
a(n2 ) (n2 − 1) a(n2 ) (n2 ) · · · 0 0 
 
(n )  .. .. .. .. 
Ān22−1 = . . . . . (2.86)
 
 a(n2 ) (2) a(n2 ) (3) · · · a(n2 ) (n2 ) 0 
(n2 ) (n2 ) (n2 ) (n2 )
a (1) a (2) · · · a (n2 − 1) a (n2 )
Equality (2.85) is further transformed to the form
GL (n1 )
k0 Σk [∆n2 f (k)]
 
f (k)
 f (k − 1) 
(−n ) (−n1 ) (−n1 )
(n2 ) 
 ..


= a 1
(0) a (1) · · · a (k − k0 ) Ak−k0  . 
 
f (k0 + 1)
f (k0 )
 
f (k0 − 1)
 
f (k0 − 2)
(−n1 ) (−n1 )
(n2 ) 

 ..
+ a (k − k0 − n2 + 1) · · · a (k − k0 ) Ān2 −1  . .
 
f (k0 − n2 + 1)
f (k0 − n2 )
(2.87)
The first term on the right-hand side of (2.87) equates to

 
f (k)
 f (k − 1) 
(−n )  
(n2 )  .. 
a 1 (0) a(−n1 ) (1) · · · a(−n1 ) (k − k0 ) Ak−k 
0  . 

f (k0 + 1)
f (k0 )
 
f (k)
 f (k − 1) 
 
(n −n )  .. 
= a 2 1 (0) a(n2 −n1 ) (1) · · · a(n2 −n1 ) (k − k0 )  . 
 
f (k0 + 1)
f (k0 )
GL (n2 −n1 )
= k0 ∆k f (k). (2.88)
To emphasize that the function f (k) is defined over [k0 , k], and its values f (k0 −
1), f (k0 − 2), . . . , f (k0 − n2 ) are treated as initial conditions, appropriate values
will be further denoted as fk0 −1 , kk0 −2 , . . . , fk0 −n2 . Now, the second term on the
right-hand side of (2.87) is denoted as a function of initial conditions
g(n2 −n1 ) (fk0 −1 , fk0 −2 , . . . , fk0 −n2 )
 
f (k0 − 1)
 f (k0 − 2) 
(−n ) (−n )
(n2 )   ..


= a 1 (k − k0 − n2 + 1) · · · a 1 (k − k0 ) Ān2 −1  . . (2.89)
 
f (k0 − n2 + 1)
f (k0 − n2 )
Substituting results (2.88) and (2.89) into (2.87), one obtains
GL (n1 ) (n2 −n1 )
k0 Σk [∆n2 f (k)] =GL
k 0 ∆k f (k) + gn2 −n1 (fk0 −1 , fk0 −2 , . . . , fk0 −n2 ). (2.90)
Hence,
GL (n1 )
k0 Σk [∆n2 f (k)]

 GL (n2 −n1 )
 k0 ∆k f (k) + gn2 −n1 (fk0 −1 , fk0 −2 , . . . , fk0 −n2 ) for n2 > n1
= f (k) + gn2 −n1 (fk0 −1 , fk0 −2 , . . . , fk0 −n2 ) for n1 = n2 . (2.91)

 GL Σ(n1 −n2 ) f (k) + g
k0 k n2 −n1 (fk0 −1 , fk0 −2 , . . . , fk0 −n2 ) for n1 > n2
Analysis of formulas (2.80) and (2.91) show that for fk0 −1 = f k0 − 2 = · · · =
fk0 −n2 = 0 both formulas are equal. Analysis concerning the IOBS of the IOBD is
illustrated by a numerical example.
Example 2.3. For a discrete-variable function f (k) and k0 = 0 evaluate: a) the

BS of its second-order BD, b) the BS of its first-order BD, c) the two-fold BS of its
first-order BD.
Solution. For part one a), n1 = 2, n2 = 1. One should first calculate the second
order BD
∆2 f (k) = f (k) − 2f (k − 1) + f (k − 2). (2.92)
Next,
GL (1)
2 GL (1)
0 Σk ∆ f (k) = k0 Σk [f (k) − 2f (k − 1) + f (k − 2)]
k
X k
X k
X
= f (i) − 2 f (i − 1) + f (i − 2)
i=0 i=0 i=0

= f (k) − f (k − 1) − f−1 + f−2 = ∆1 f (k) − f−1 + f−2 . (2.93)
The result obtained above will be confirmed by checking equality (2.91) with
GL (n2 −n1 ) (1)
0 ∆k f (k) =GL
k0 ∆k f (k)
and
g(n2 −n1 ) (fk0 −1 , fk0 −2 , . . . , fk0 −n2 ) = g(−1) (fk0 −1 , fk0 −2 )

(2) f−1
= a(−1) (k − 1) a(−1) (k) Ā1 (2.94)
f−2
where
(−1)
a (k − 1) a(−1) (k) = 1 1 (2.95)
(2)
(2) a (2) 0 1 0
Ā1 = (2) = . (2.96)
a (1) a(2) (2) −2 1
After a substitution of (2.95) and (2.96) into (2.94), one obtains

1 0 f−1
g(−1) (fk0 −1 , fk0 −2 = 11 = −f−1 + f−2 . (2.97)
−2 1 f−2
For b), n1 = 1, n1 = 1 and
∆1 f (k) = f (k) − f (k − 1). (2.98)
Then
h i
GL (1) GL (1)
0 Σk ∆(1) f (k) = 0 Σk [f (k) − f (k − 1)]
k
X k
X
= f (i) − f (i − 1) = f (k) − f−1 . (2.99)
i=0 i=0
In this example, equality (2.91) reduces to the form

GL (n2 −n1 ) (0)
0 ∆k f (k) =GL
k0 ∆k f (k) = f (k),
and
g(n2 −n1 ) (fk0 −1 , fk0 −2 , . . . , fk0 −n2 ) = g(0) (fk0 −1 )

(1)
= a(−1) (k) Ā0 f−1 = [1][1][[f−1 ] . (2.100)
Hence, one gets the same form as (2.99). Realise that (2.99) has its counterpart in
a continuous-variable function case

Z t
Z t
df (x) t
dx = df (x) = f (x)0 = f (t) − f (0). (2.101)
0 dx 0
Lastly, for part c), n1 = 2, n2 = 1 direct calculations show
k
GL (2)
1 X
0 Σk ∆ f (k) = a(−2) (i)∆f (k − i) (2.102)
i=0
where by definition

n(n + 1) · · · (n + i − 1) 2 · 3 · · · (i + 1)
a(−2) (i) = = = i + 1. (2.103)
i! n=2 1 · 2 · · · (i − 1)i
Taking into account (2.104) equality (2.103) takes the form
k
GL (2)
1 X
0 Σk ∆ f (k) = (i + 1) [f (k − i) − f (k − 1 − i)]
i=0
k
X (1)
= f (k − i) − (k + 1)f−1 =GL
0 Σk f (k) − (k + 1)f−1 . (2.104)
i=0
An analogous result will be obtained by manipulating equality

j1
k X
GL (2)
1 X
0 Σk ∆ f (k) = [f (j2 ) − f (j2 − 1)] . (2.105)
j1 =0 j2 =0
The result is also confirmed by an application of formula (2.91). The first right-hand
(1)
term is obviously GL0 Σk f (k), whereas the second one equals
g(n2 −n1 ) (fk0 −1 , fk0 −2 , . . . , fk0 −n2 ) = g(1) (fk0 −1 )

(1)
= a(−2) (k − 0 − 1 + 1) Ā0 f−1 = [k + 1][1][[f−1 ] = (k + 1)f−1 . (2.106)
Finally
GL (2)
1 (1)
0 Σk ∆ f (k) =GL
0 Σk f (k) − (k + 1)f−1 . (2.107)
The last result is similar to the continuous-variable function case where
Z t Z τ1 Z t
df (τ2 ) dτ1 = f (τ1 )dτ1 − tf (0). (2.108)
0 0 0
An inversed concatenation: the IOBD of the IOBS is more simple due to the absence
of initial conditions. This is due to the fact that both operations always are bounded
by the same lower limit k0 .
Finally,
h i
GL (n1 ) GL (n2 )
∆ Σ f (k)
k0 k k0 k
h i
GL (n1 ) GL (−n2 )
= k0 ∆k k 0 ∆k f (k)
 
GL (n2 )
k0 Σk f (k)
 
 GL (n 2 )
 k0 Σk−1 f (k − 1)

(n )  
= a 1
(0) · · · a(n1 )
(k − k0 − 1) a (n1 )
(k − k0 )  .
.. 

 
GL Σ(n2 ) f (k0 + 1)
k0 k0 +1 
GL (n2 )
k0 Σk0 f (k0 )
(−n )
= a(n1 ) (0) · · · a(n1 ) (n1 ) 0 · · · 0 Ak−k20 f (k)

= a(n1 −n2 ) (0) a(n1 −n2 ) (1) · · · a(n1 −n2 ) (k − k0 ) f (k)
 GL (n2 −n1 )
 k0 Σk
 f (k) for n2 > n1
= f (k) for n1 = n2 . (2.109)

 GL (n1 −n2 )
k 0 ∆k f (k) for n1 > n2

GL (n2 ) GL (n2 )
Here it is worth recalling that notation k0 Σk0 f (k0 ) means k0 Σk f (k) and
k=k0
GL (n2 ) (n2 )
k0 Σk 6 GL
f (k)= k 0 Σk f (k − 1). In the next example the IOBD of the IOBS will
be calculated.
Example 2.4. For a discrete-variable function f (k) evaluate a) first-order BD of

its two-fold sum, b) first-order BD of its BS and c) second-order BD of its BS. All
operators evaluate over an interval [0, k].
Solution. For part a), one should first calculate a two-forl sum of a discrete-variable
function f (k)
k
X k
X
GL (2)
0 Σk f (k) = a(−2) (i)f (k − i) = (i + 1)f (k − i) (2.110)
i=0 i=0
k−1
X k−1
X
GL (2)
0 Σk−1 f (k − 1) = a(−2) (i)f (k − 1 − i) = (i + 1)f (k − 1 − i). (2.111)
i=0 i=0
Then,
h i
GL (1) GL (2) (2) (2)
0 ∆k 0 Σk f (k) =GL
0 Σk f (k) −GL
0 Σk−1 f (k − 1)
k
X k−1
X
(i + 1)f (k − i) − (i + 1)f (k − 1 − i)
i=0 i=0
k
X k
X (1)
f (k − i) = f (i) =GL
0 Σk f (k). (2.112)
i=0 i=0
Part b) is more simple because

h i
GL (1) GL (1) (1) (1)
0 ∆k 0 Σk f (k) =GL
0 Σk f (k) −GL
0 Σk−1 f (k − 1)
k
X k−1
X
f (k − i) − f (k − 1 − i) = f (k). (2.113)
i=0 i=0
Lastly, for part c), one evaluates the second-order BD of the BS

h i
GL (2) GL (1)
0 ∆k 0 Σk f (k)
(1) (1) (1)
=GL
0 Σk f (k) − 2GL GL
0 Σk−1 f (k − 1) +0 Σk−2 f (k − 2)
k
X k−1
X k−2
X
f (k − i) − 2 f (k − 1 − i) + f (k − 2 − i)
i=0 i=0 i=0
(1)
= f (k) − f (k − 1) =GL
0 ∆k f (k). (2.114)
Now one considers the IOBDs of consecutive orders n = 0, 1, 2, . . . and collects

them in one matrix-vector form
   
∆0 f (k) f (k)
∆1 f (k) f (k − 1)
   
 2   
∆ f (k) f (k − 2)
 3  = Bk   (2.115)
∆ f (k) f (k − 3)
 4   
∆ f (k) f (k − 4)
   
.. ..
. .
where
 (0) 
a (0) 0 0 0 0 0 ···
a(1) (0) a(1) (1) 0 0 0 0 · · ·
 
a(2) (0) a(2) (1) (2)
a (2) 0 0 0 · · ·
 
 (3) 
Bk = a (0) a(3) (1) a(3) (2) a(3) (3) 0 0 · · ·
 (4) 
a (0) a(4) (1) a(4) (2) a(4) (3) a(4) (4) 0 · · ·
 (5) 
a (0) a(5) (1) a(5) (2) a(5) (3) a(5) (4) a(5) (5) · · ·
 
.. .. .. .. .. ..
. . . . . .
 
1 0 0 0 0 0 ···
1 −1 0 0 0 0 · · ·
 
1 −2 1 0 0 0 · · ·
 
 
= 1 −3 3 −1 0 0 · · · . (2.116)

1 −4 6 −4 1 0 · · ·
 
1 −5 10 −10 5 −1 · · ·
 
.. .. .. .. .. ..
. . . . . .
Formula (2.115) is valid for k = k0 . This means that
       
∆0 f (k) ∆0 f (k0 ) f (k)
f (k0 )
∆1 f (k) ∆1 f (k ) f (k − 1) f (k − 1)
   0     0 
 2   2     
∆ f (k) ∆ f (k0 ) f (k − 2) f (k0 − 2)
 3  =  3  = Bk   = 
∆ f (k) ∆ f (k0 ) 0 f (k − 3) f (k0 − 3) . (2.117)
 4   4     
∆ f (k) ∆ f (k0 ) f (k − 4) f (k0 − 4)
       
.. .. .. ..
. . . .
k=k0 k=k0

The N-TH Order Backward Difference/sum of The Discrete-Variable Function

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September 4, 2015 11:36 BC: 9833 - Discrete Fractional Calculus ws-book975x65 page 43

The n-th order backward difference/sum

2.1 The n-th order backward difference of the discrete-variable

Every continuous-time dynamical process is described by different types of difference

Definition 2.1 (IOBD recursive form). The IOBD of a discrete-variable real

44 Discrete Fractional Calculus

f (k) are evaluated

∆(1) f (k) = ∆f (k) = f (k) − f (k − 1),

Definition 2.2 (Grünwald-Letnikov form of the IOBD). The IOBD of order

The n-th order backward difference/sum of the discrete-variable function 45

Simple manipulations with summation ranges lead to another equivalent form of

Definition 2.3. The IOBD of order n of a discrete-variable function f (k) over an

46 Discrete Fractional Calculus

where an anti-diagonal unit matrix Nk is defined in Appendix A.

The n-th order backward difference/sum of the discrete-variable function 47

Formulas (2.13) and (2.14) are similarly defined for k − 2, k − 3, . . . , k0 an may be

2(n ) GL (n1 ) 2(n ) 1 (n )

48 Discrete Fractional Calculus

Taking the left-hand side of (2.20) one obtains

Elementary calculations reveal

1(n +n2 ) 2(n ) 1 (n )1 (n )

For n = 1 one immediately gets:

= δ(k) − δ(k − 1) = a(1) (k). (2.26)

The n-th order backward difference/sum of the discrete-variable function 49

the function a(n) (k)

This result can be immediately generalized to any transformable discrete-variable

where F (z) = Z {f (k)}.

The function (k − i)m is a polynomial in a variable k. It can be expressed as a sum

Substituting this form to (2.32) one obtains

Straightforward calculations lead to an equivalent vector-matrix form:

50 Discrete Fractional Calculus

k m [1(k) − 1(k − 1)] = 0 for k = 0, 1, 2, . . . (2.36)

formula (2.35) further simplifies to

Example 2.1. Evaluate first-order BD of the power function f (k) = k 3 1(k).

The n-th order backward difference/sum of the discrete-variable function 51

Solution. In this example, m = 3. Hence, by (2.37)

An analogous result is obtained by direct calculations of the first-order BD

Here it is very important to note that contrary to differentiation of continuous-

In the next numerical example disparity between the first-order BD of a function

52 Discrete Fractional Calculus

2.2 The n-fold order backward sum of the discrete-variable

Definition 2.4 (Grünwald-Letnikov form of the IOBS). The n-th order BS

The n-th order backward difference/sum of the discrete-variable function 53

k0 f (k) = k0 f (j1 ) = f (j2 ) (2.47)

The above forms lead to an equivalent definition of the IOBS.

The IOBS may be also equivalently expressed as a sum.

54 Discrete Fractional Calculus

For n = 2, one obtains

= f (k) + 2f (k − 1) + · · · + (k − k0 )f (k0 + 1) + (k − k0 + 1)f (k0 )

For k0 = 0, the BS can be expressed as a convolution sum. This form is defined as

Definition 2.7 (Convolution form of the n-fold BS). The n-fold BS of a

The n-th order backward difference/sum of the discrete-variable function 55

which can be also evaluated for k − 1, k − 2, . . . , k0 . All such formulas collected in

(−n ) GL (n1 ) (−n ) (−n )

The left-hand side of the above equality means

56 Discrete Fractional Calculus

Hence, the right-hand side of (2.61) may be expressed as

Comparison of (2.62) with (2.64) leads to a conclusion that

GL (n2 ) GL (n1 ) (n1 +n2 )

It can be further transformed to an elegant equivalent form

GL (n) n(n + 1) · · · (k − 1)k(k + 1) · · · (k + n − 1)

The n-th order backward difference/sum of the discrete-variable function 57

Interesting is also an inverse relation