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Pole Locations and System Stability Schur-Cohn Stability Criterion

Given a system function of the form The stability of a DT system is determined by the
C position of the poles.
H (z)
( z p) The poles are the roots of the denominator of the
The impulse response is system function.
b b1 z 1 ... bM z M
Z 1 H ( z ) h ( n ) C ( p ) n u ( n ) H (z) 0
1 a1 z 1 ... a N z N
If p < 1: If p > 1: For a causal system, the roots of the denominator
lim h ( n )
function
lim h ( n ) 0
n n A( z ) 1 a1 z 1 a 2 z 2 ... a N z N
h(n) k summable h (n ) not summable
must lie within the unit circle.
STABLE! UNSTABLE!

75 ECE 411 - Signals, Spectra, and Signal Processing: The Z-Transform 76 ECE 411 - Signals, Spectra, and Signal Processing: The Z-Transform

m
Am ( z ) ak ( k ) z k polynomial A of degree m If we set AN(z) = A(z) and KN = aN(N), the lower degree
Let:
k 0 polynomials can be computed recursively using
Bm ( z ) z m Am ( z 1 ) reverse polynomial of Am Am ( z ) K m Bm ( z )
m Am 1 ( z ) 2
am ( m k ) z k 1 Km
k 0 where: Km = am(m)
This essentially means that Bm(z) has the same = reflection coefficients for
coefficients as those of Am(z), but in reverse order. m = N, N1, N2, , 1

The Schur-Cohn stability test states that the polynomial


In the Schur-Cohn stability test, to determine if the
A(z) has all its roots inside the unit circle if and only if
polynomial A(z) has all its roots inside the unit circle, we
the reflection coefficients Km satisfy the condition |Km| <
compute for a set of coefficients, called reflection
1, for all m = 1, 2, , N.
coefficients.
77 ECE 411 - Signals, Spectra, and Signal Processing: The Z-Transform 78 ECE 411 - Signals, Spectra, and Signal Processing: The Z-Transform

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Example Stability Analysis of Second-Order Systems

Determine if the system having the system function below Consider a causal two-pole system described by the LCCDE
is stable. y (n) a1 y (n 1) a2 y (n 2) b0 x(n)
with its system function as
1
H ( z) H ( z)
Y ( z)

b0
1 74 z 1 12 z 2 X ( z ) 1 a1 z a2 z 2
1

The system has two zeros at the origin and poles located
at NOTE: for the system to be BIBO stable,
2
a1 a 4 a2 the poles must lie within the unit circle,
p1 , p2 1 that is, |p1| < 1 and |p2| < 1.
2 4 Also, the roots satisfy the conditions:
a1 ( p1 p2 ) a2 p1 p2

79 ECE 411 - Signals, Spectra, and Signal Processing: The Z-Transform 80 ECE 411 - Signals, Spectra, and Signal Processing: The Z-Transform

We can easily obtain the conditions that a1 and a2 must The system is stable if and only if |K1| < 1 and |K2| < 1.
satisfy for stability. 1 a2 1
| a2 || p1 p2 || p1 || p2 | 1
or equivalently |a2| < 1, which is also
The condition for a1 can be expressed as a
1 1 1
1 a2
| a1 | 1 a2
or equivalently
Using the Schur-Cohn stability test, we can also get the
same conditions. a1 1 a2 a1 1 a2
a1
K1 K 2 a2 From the aforementioned conditions, we can draw a plot
1 a2 of values that make the system stable.
81 ECE 411 - Signals, Spectra, and Signal Processing: The Z-Transform 82 ECE 411 - Signals, Spectra, and Signal Processing: The Z-Transform

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Stability Triangle
Note that:
a2
The parabola represents D = 0 thus, a2 = a12/4 .
The line leaning to the right has the equation
1 a2 = a1 1 (from K1).
2 a2 = 1 The line leaning to the left has the equation
a2
a1 Complex Poles
4 a2 = a1 1 (from K1).
a1
The horizontal line and the intersection of the diagonal
2 1 Real and 1 2 lines has the equation a2 = 1 and a2 = 1 respectively
Distinct Real and Repeated Poles
Poles (on the parabola) The values of a1, a2 must lie inside the triangle for the
a2 = a1 1 a2 = a1 1
second-order system to be stable.
1

83 ECE 411 - Signals, Spectra, and Signal Processing: The Z-Transform 84 ECE 411 - Signals, Spectra, and Signal Processing: The Z-Transform

System Function of Second-Order Systems Case 1: Real and Distinct Poles, (D > 0)
Recall that the denominator function defines the The system function can be solved by:
response of a system from an unit impulse signal b0 b0 A1 A2
H ( z) b0
(impulse response h(n)). 1
1 a1 z a2 z 2
1

1 p1 z 1 p2 z 1
1 1
(1 p1 z ) (1 p2 z )
Recall also that the Z-transform of the impulse
response is the system function H(z). Solving for the coefficients A1 and A2 we get
p1 p2
Therefore, the nature of the roots of the denominator A1 A2
p1 p2 p1 p2
function will define the form of the system function and
vice-versa. The impulse response is therefore

h( n )
b0
p1 p2
n 1 n 1
p1 p2 u (n)

85 ECE 411 - Signals, Spectra, and Signal Processing: The Z-Transform 86 ECE 411 - Signals, Spectra, and Signal Processing: The Z-Transform

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Case 2: Real and Repeated poles, (D = 0)
The system function can be solved by:
b0 b0 A1 A2
H ( z) b0 1 2
1
1 a1 z a2 z 2

1 pz 1 2 1
(1 pz ) (1 pz )
Impulse response with Impulse response with
poles inside circle poles inside circle
Solving for the coefficients A1 and A2 we get
A1 1 A2 p
Impulse response with Impulse response with
poles outside circle poles outside circle
The impulse response is therefore
h(n) b0 n 1 p nu (n)

88 ECE 411 - Signals, Spectra, and Signal Processing: The Z-Transform

Case 3: Complex-Conjugate poles, (D < 0)


The system function is expressed as:
A A* where:
H ( z ) b0 1
1
(1 pz ) (1 p * z ) p re j0
Impulse response with Impulse response with
poles inside circle poles inside circle
Treating it as distinct roots and solving for the
2 2 2 2
coefficient A we get
Impulse response with Impulse response with p re j0 e j 0 e j 0
poles outside circle poles outside circle A j 0 j 0
A*
p p * r (e e ) j 2 sin 0 j 2 sin 0

The impulse response is therefore


e j 0 e j 0
h(n) b0 (re j0 ) n b0 (re j0 ) n
j 2 sin 0 j 2 sin 0

90 ECE 411 - Signals, Spectra, and Signal Processing: The Z-Transform

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Combining the two terms to get a more compact form

r n e j0 ( n 1) r n e j0 ( n 1) b r n (e j0 ( n 1) e j0 ( n 1) )
h(n) b0 b0 0
j 2 sin 0 j 2 sin 0 sin 0 2j Impulse response with Impulse response with
poles inside circle poles inside circle
We get
r n sin0 n 1 u (n)
b0
h( n) Impulse response with Impulse response with
sin 0 poles outside circle poles outside circle

91 ECE 411 - Signals, Spectra, and Signal Processing: The Z-Transform

1. Identify whether the following systems are stable or


not:
1
a. H ( z )
1 7 / 4 z 1 / 2z 2
1
ECE 411
1
Signals, Spectra, and b. H ( z )
2 4 z 0. 5 z 2 z 3
1

Signal Processing
1
c. H ( z ) 1 2
1 4.7 z 8.43 z 7.137 z 3 2.7972 z 4 0.3888 z 5
Problem Set (Stability Analysis of
Systems using the Z-Transform) 1 2
d. H ( z ) 1 1.3 z 1 0.12 z 2
1 1.5 z 0.36 z

94 ECE 411 - Signals, Spectra, and Signal Processing: The Z-Transform

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2. A second-order DT system is defined by the LCCDE
ASSIGNMENT 5:
y ( n) my ( n 1) 0.25 y ( n 2) 2 x ( n)
Answer the following problems at the end of Chapter 3
a. Determine the range of m that will make the system stable. on the textbook (Digital Signal Processing,
b. Determine the impulse response for m = 1.
Proakis/Manolakis, 3e).
Problems 3.39 3.50, 3.55.
Use an A4-sized paper
Handwritten (including the problem)
Submission is on our next meeting

95 ECE 411 - Signals, Spectra, and Signal Processing: The Z-Transform 96 ECE 411 - Signals, Spectra, and Signal Processing: The Z-Transform

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