Na, Udo hat das doch alles schön gelöst.
Perhaps everything gets clearer when you substitue the K[ i ] by other variables:
DSolve[a x[t] + g x'[t] + x''[t] == F[t], x[t], t] /. K[1] -> \[Xi] /. K[2] -> \[Eta]
But then remains the question what do you mean by xi[ t ]? They seem to be discrete values, which are to be represented by a function F[ t ].
I understand it like this: to each t ( the specific t valid for xi ) you go to calculate
A[t] = Sum[ x[i, t], {i, 2, n}]
and you will get a set of A - values (for the given t's) representing the value of F for that t. And now you construct an Interpolation - Function (see Interpolation in the help-menu) which you could pass to the solution of your DGL.
But I am afraid the Integration in this case will only work numerically.
Regards
Hans