EE313 Linear Systems and Signals Fall 2010

Initial conversion of content to PowerPoint

by Dr. Wade C. Schwartzkopf
Prof. Brian L. Evans
Dept. of Electrical and Computer Engineering
The University of Texas at Austin
Difference Equations and Stability
10 - 2
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Input
Response
Impulse
n x n h n y
s
- =
Example: Second-Order Equation
y[n+2] - 0.6 y[n+1] - 0.16 y[n] = 5 x[n+2] with
y[-1] = 0 and y[-2] = 6.25 and x[n] = 4
-n
u[n]
Zero-input response
Characteristic polynomial
2
- 0.6 - 0.16 = ( + 0.2) ( - 0.8)
Characteristic equation ( + 0.2) ( - 0.8) = 0
Characteristic roots
1
= -0.2 and
2
= 0.8
Solution y
0
[n] = C
1
(-0.2)
n
+ C
2
(0.8)
n
Zero-state response
10 - 3
Example: Impulse Response
h[n+2] - 0.6 h[n+1] - 0.16 h[n] = 5 o[n+2]
with h[-1] = h[-2] = 0 because of causality
General form of impulse response
h[n] = (b
N
/a
N
) o[n] + y
0
[n] u[n]
Since a
N
= -0.16 and b
N
= 0,
h[n] = y
0
[n] u[n] = [C
1
(-0.2)
n
+ C
2
(0.8)
n
] u[n]
Discrete-time version of slides 5-9 and 5-10
] [ ] [ ] [ n u n m n y =
( )
] [ ] 1 [ ] [ ] 1 [
] [ ] [ ] 1 [
] 1 [ ] 1 [ ] 1 [
n n m n u n m
n n u n m
n u n m n y
o
o
=
=
=
balances impulsive
events at origin
10 - 4
Example: Impulse Response
Need two values of h[n] to solve for C
1
and C
2
h[0] - 0.6 h[-1] - 0.16 h[-2] = 5 o[0] h[0] = 5
h[1] - 0.6 h[0] - 0.16 h[-1] = 5 o[1] h[1] = 3
Solving for C
1
and C
2
h[0] = C
1
+ C
2
= 5
h[1] = -0.2 C
1
+ 0.8 C
2
= 3 C
1
= 1, C
2
= 4
h[n] = [(-0.2)
n
+ 4 (0.8)
n
] u[n]
Useful
result:

if ] [ ) 1 (
if ] [
] [ * ] [
1 1

= +
=

=
+ +
b a n u b n
b a n u
a b
a b
n u b n u a
n
n n
n n
10 - 5
Example: Solution
Zero-state response solution
y
s
[n] = h[n] * x[n] = {[(-0.2)
n
+ 4(0.8)
n
] u[n]} * (4
-n
u[n])
y
s
[n] = [-1.26 (4)
-n
+ 0.444 (-0.2)
n
+ 5.81 (0.8)
n
] u[n]
Total response: y[n] = y
0
[n] + y
s
[n]
y[n] = [C
1
(-0.2)
n
+ C
2
(0.8)
n
] +
[-1.26 (4)
-n
+ 0.444 (-0.2)
n
+ 5.81 (0.8)
n
] u[n]
With y[-1] = 0 and y[-2] = 6.25
y[-1] = C
1
(-5) + C
2
(1.25) = 0
y[-2] = C
1
(25) + C
2
(25/16) = 6.25
Solution: C
1
= 0.2, C
2
= 0.8
10 - 6
Repeated Roots
For r repeated roots of Q() = 0
y
0
[n] = (C
1
+ C
2
n + + C
r
n
r-1
)
n

Similar to continuous-time case
Continuous
Time
Discrete
Time

Case
non-repeated
roots
repeated
roots
] [n u
n

] [n u n
n m

) (t u e t
t m
) (t u e
t
10 - 7
Stability of Zero-Input Response
Asymptotically stable if and
only if all characteristic roots
are inside unit circle.
Unstable if and only if one or
both of these conditions exist:
At least one root outside unit circle
Repeated roots on unit circle
Marginally stable if and only if no roots are
outside unit circle and no repeated roots are on
unit circle
1 -1
|

,,
Unstable
Asymptotically
Stable
Marginally Stable
Re
Im
Discrete-Time Systems
10 - 8
Stability of Zero-Input Response
Discrete-Time Systems
Marginally stable: non-repeated characteristic roots on the unit
circle (discrete-time systems) or imaginary axis (continuous-
time systems)
1 -1
Unstable
Asymptotically
Stable
Marginally
Stable
Re
Im
Unstable Asymptotically
Stable
Marginally
Stable
Re
Im
Continuous-Time Systems