Abstract

A linear autonomous system of difference equations x k +1 = Ax k can be transformed to its Jordan normal form, i.e. , the transformed system is in block diagonal form and the blocks correspond to different eigenvalues. We generalize this result to arbitrary nonautonomous linear systems x k +1 = A k x k with invertible matrices A k ] Â N 2 N , k ] { … , m 1, 0,1, … }.

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