Discrete vs Continuous Models

Overview


When modeling a system, one of the choices that needs to be made is whether the inputs to the system are modeled as discrete variables or continuous. A common example is the modeling of time. A system that takes time to be an integer, i.e., {% \{1,2,3,4 ...\} %} is a discrete model, whereas time can also be viewed as a contiuous variable taken from the set of real numbers.

Discrete


A discrete model is a model that takes values on a discrete set (typically time). That is, the model is a function from a discrete (countable) domain to the set of model states.

The evolution of the model is typically governed by an equation that can stated in the following form.
{% X_{t+1} = f(X_t) %}

Continuous


A continuous is a model that takes values on a continuum. That is, the model is a function over a coninuous (uncountable) domain to the set of model states.

Continuous models are often stated in terms of a differential equation. As an example:

{% \frac{d^2f(x)}{dx} + m \frac{df(x)}{dx} = 0 %}

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