Change of Coordinates for Discrete-Time Affine Dynamical System $x_{k+1} = A\,x_{k} + b$.

coordinate systemsdynamical systems

According to Wikipedia, the discrete-time dynamical system
$$x_{k+1} = A\,x_{k} + b$$
with $A$ a matrix and $b$ a vector may be changed to one without the $b$ term via a change of coordinates
$$x \to x + (1 – A)^{-1}\,b.$$

(I henceforth assume that the $1$ is supposed to be an identity matrix $I$.) How exactly does one perform this change of coordinates? My initial thought was to introduce a coordinate $y$ and set
$$x = y + (I – A)^{-1}\,b$$
and substitute it into the above iteration equation. That gives
$$x_{n+1} = A\,y_{n} + A\,(I – A)^{-1}\,b + b$$
which doesn't make a lot of sense to me.

Best Answer

Just figured it out!

Wherever you see an $x$, replace it with $x + (I - A)^{-1}\,b$. In particular, for the evolution equation you obtain \begin{align*} x_{k+1} + (I - A)^{-1}\,b &= A\,(x_{k} + (I - A)^{-1}\,b) + b \\ x_{k+1} &= A\,x_{k} + (A - I)(I - A)^{-1}\,b + b \\ &= A\,x_k - b + b \\ &= A\,x_k. \end{align*}

You're welcome, past me.