Difference Equation and System Stability

Dr. Clinton L. Edwards

Dr. M. Lee Edwards

Digital Signal Processing (525.427)

Discrete Linear Systems

y(n) = L x ( n )

x1 ( n )

L[]

y1 ( n )

L a1 x1 ( n ) + a2 x2 ( n ) = a1L x1 ( n ) + a2 L x2 ( n )

Stability and Impulse Response

1

h(t), impulse response

0.9
0.8

0.08

0.7

0.07

0.6

0.06
0.05

0.5
0.04

0.4

0.03

0.3

0.02

0.2

0.01

0.1

0.5

1.5
t, (s)

2.5

10

15

20

25

30

Impulse Responses
Finite Impulse Response (FIR)
h ( n ) = 0, for n < 0 and n M

Innite Impulse Response (IIR)

http://www.youtube.com/watch?v=P0Fi1VcbpAI

Convolu2on for FIR and IIR Systems

FIR Convolu2on:
M 1

M 1

k =0

k =0

y ( n ) = x ( k )h ( n k ) = h ( k )x ( n k )

IIR Convolu2on:

k =0

k =0

y ( n ) = x ( k )h ( n k ) = h ( k )x ( n k )

http://www.youtube.com/watch?v=P0Fi1VcbpAI

 Dierence equa2ons are the dual to

dieren2al equa2ons for con2nuous 2me
systems.
A dierence is the equivalent of a deriva2ve
for discrete 2me systems.

y ( n ) = F y ( n 1) , y ( n 2) ,... y ( n N ) , x ( n ) , x ( n 1) , x ( n 2) ,...x (n M )
General Difference
Equation Form:
FIR Difference
Equation Form:

y ( n ) = ak y ( n k ) + bk x ( n k )
k =1

k =0

y ( n ) = bk x ( n k )
k =0

Why Feedback For A System?

1 n
y (n) =
x ( k ), n = 0,1, 2,...

n + 1 k =0

Running Average: Lots of

memory required for this
implementation

This can be implemented another way with by updating the previous

average, y(n), with the latest x(n),
n 1

( n + 1) y ( n ) = x ( k ) + x ( n ) ,

n = 0,1, 2,...

k =0

( n + 1) y ( n ) = n y ( n 1) + x ( n )
n
1
y (n) =
y ( n 1) +
x (n)
n +1
n +1
7