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Absolutely summable
A discrete-time signal x is said to be absolutely summable if
x ( n ) exists and is finite. The absolutely summable refers to the use of absolute values in the
summation.
BIBO stability
A system is said to be bounded input-bounded output stable (BIBO stable or just stable) if the output
signal is bounded for all input signals that are bounded.
Consider a discrete-time system with input x and output y. The input is said to be bounded if there is a real
number M < such that x ( k ) M for all k.
An output is bounded if there is a real number N < such that y ( k ) N for n.
The system is stable if for any input bounded by M, there is some bound N on the output.
Theorem:
A discrete time LTI system is stable if and only if its impulse response is absolutely summable.
Proof of if:
Consider a discrete-time LTI system with impulse response h. The output y corresponding to the input x is
given by the convolution sum,
h( m) x ( n m)
n Integers, y ( n )
(1)
Suppose that the input is bounded with bound M. Then, applying the triangle inequality, we see that
y (n )
h(m)
x(n m) M
h( m)
Thus, if the impulse response is absolutely summable, then the output is bounded with bound
N=M
h(m)
n Integers ,
h( n )
x(n )
, h( n ) 0
h( n )
0, h ( n ) 0
The input is clearly bounded, with bound M=1. Plugging this input to the convolution sum (1) and evaluating
at n=0, we get
y ( 0)
h(m) x( m)
( h ( m )) 2
h(m)
m
h (m)
But since by assumption that the impulse response in not absolutely summable, y(0) does not exist or is not
finite, so the system is not stable.
Z-transform
Consider a discrete-time signal x that is not absolutely summable. The scaled signal xr is given by
n Integers , x r ( n ) x ( n ) r n ,
for some real number r0. Often, this signal is absolutely summable when r is chosen appropriately
x(m) z
Complex is defined by
RoC(x) = {z=re Complex | x(n)r
-n
is absolutely summable }
Example:
h(n)=0, n 0 [Bank Account]
= an-1, n > 0
a > 1 is not absolutely summable.
Z-transform of Impulse Response is
H ( z)
a n 1
a n 1 z 1 ( z 1a ) ( n 1) z 1 ( z 1a ) m
z 1
1 ( z 1a )
Complex | r > a }
1
1 z 1
A discrete time sequence x(n) is causal if x(n) = 0 for all n <0. The RoC is the set of complex numbers z=rej
where the following series converges
x(m)r
x(m)r
x(m)r
m 0
If this series converges for some given r, then it must also converge for any r>r [because m 0, r-m<r-m].
Thus, if z
RoC, the RoC must include all points in the complex palne on the circle passing through z and
every point outside that circle.
A discrete time sequence is anti-causal if x(n) = 0 for all n > 0. By a similar argument, if z
RoC, the RoC
must include all points in the complex plane on the circle passing through z and every point inside that
circle.
Fig [c] shows the RoC of a signal which is neither causal nor anti-causal.
A discrete-time LTI system with impulse response h is stable if and only if the transfer
function H, which is the Z-transform of h, has a region of convergence that includes the unit
h(m) H (1) .
For any system well consider its Z-transform will be a rational polynomial in z.
H ( z)
A( z )
B( z )
Causal LTI is stable if and only if the poles lie within the unit circle [unless cancelled by zeros
Pole zero cancellation might be difficult when we take into account finite word length effects]
Linearity of Z-transform:
Suppose x and y have Z-transforms X(z) and Y(z), a and b are two complex constants, and
w=ax+by
Then the Z transform of w is
RoC(x) RoC(y)
Linearity is extremely useful because it makes it easy to find the Z transform of complicated signals that can
be expressed as a linear combination of signals with known Z transforms.
e.g. if x(n)=(n)+0.9 (n-4)+0.8(n-5)
X(z) =1+0.9z-4+0.8z-5
RoC z > 0
Delay
For any integer N (positive or negative) and signal x, let y=DN(x) be the signal given by
n Integers, y(n)=x(n-N)
Suppose x has a Z-transform X(z) with domain RoC(x). Then RoC(y) = RoC(x) and
z RoC(y),
Y(z) = y ( m ) z
x(m N ) z
z N X ( z)
z RoC(y), Y(z)=X(z)H(z)
n Integers, y(n) =
Y ( z)
y (n ) z
x ( m ) z m h ( n m ) z ( n m )
n m
x (m) z
h ( l ) z l X ( z ) H ( z )
l m
The Z-transform of y converges absolutely at least at the values of z where both X and H converge absolutely.
Thus, RoC(y)
RoC(x)
RoC(h)
y (n)
N 1
M 1
a y (n i ) b x(n i )
i
i 0
Y ( z)
j 0
N 1
a z
i 0
b z
i 1
N 1
1 a i z i
i 1
M 1
b z
i 1
M 1
Y ( z)
Y ( z)
X ( z)