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Stability of Discrete-Time Systems

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Stability of Discrete-Time Systems

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reginald tannor
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© © All Rights Reserved
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Stability of Discrete-Time Systems

A Historical Journey of Ensuring Stability in


Discrete-Time Systems
A Historical Journey of Ensuring Stability in Discrete-Time
Systems
• The concept of stability in discrete-time systems has a rich
history, intertwined with the development of control theory
and signal processing.
Early 20th Century:
• Foundations of Difference Equations: The groundwork for
analyzing discrete-time systems was laid with the
development of difference equations. These mathematical
equations describe the relationship between the current and
past outputs and inputs of a system.
• Pioneering Work: Early mathematicians like Andrei Lyapunov
explored the concept of stability in continuous-time systems,
laying the foundation for similar analysis in discrete-time.
A Historical Journey of Ensuring Stability in Discrete-
Time Systems

• Mid-20th Century:
• Rise of Control Theory: The field of control theory gained
momentum as advancements in automation and feedback
systems emerged
• Z-Transform and Stability Analysis: The invention of the z-
transform, a mathematical tool for analyzing linear discrete-
time systems in the frequency domain, provided a powerful
tool for studying stability
• Late 20th Century and Beyond:
• Advanced Stability Analysis Techniques: As control theory
matured, more sophisticated techniques for stability analysis
were developed.
A Historical Journey of Ensuring Stability in Discrete-
Time Systems

• Stability in Diverse Applications: Became a


cornerstone in various fields:
• Signal processing: Ensuring filter stability to
avoid signal distortion.
• Robotics: Maintaining control of robots and
preventing unintended movements.
• Communication systems: Guaranteeing reliable
data transmission and avoiding signal
divergence.
General Overview

Introduction to Discrete-Time Systems


Introduction to Discrete-Time Systems

• A discrete-time system is a system that deals with


signals and processes occurring at distinct points in
time. Unlike continuous-time systems where values
can exist at any moment, a discrete-time system
captures the signal at specific intervals.
• In discrete-time systems, signals are represented by
sequences of numbers. These numbers correspond
to the value of the signal at specific moments in
time, often denoted by n (n = 0, 1, 2, ...).
Introduction to Discrete-Time Systems
• Analogy of discrete time system:
Think of a movie versus a slideshow. A movie is a
continuous representation of movement, where frames
change smoothly to create the illusion of continuous
motion. A slideshow, on the other hand, displays
individual still images at distinct moments. Discrete-
time systems function like a slideshow, capturing the
signal at specific points in time.
EXAMPLE OF DISCRETE TIME SYSTEM AND ITS
APPLICATION
• Digital Control Systems:
• Control systems where control actions are
applied at discrete intervals.
• Application: Automation, robotics.
• Sampled-Data Systems:
Convert continuous signals to discrete form for
digital manipulation.
• Application: Telecommunications, digital audio.
EXAMPLE OF DISCRETE TIME SYSTEM AND
ITS APPLICATION
• Digital Communication Systems:
Encode and decode digital signals for transmission.
• Application: Internet communication, cellular
networks.
Discrete Event Systems:
• Systems where changes occur at discrete points in
time based on events.
• Application: Manufacturing processes, network
traffic management.
Introduction to Discrete-Time Systems
• Image showing Continuous and Discrete time
signal
Why is Stability Important

• Stability is a critical property for discrete-time


systems. It ensures that the system's output
remains bounded and predictable over time. An
unstable system's output can grow infinitely large
or oscillate uncontrollably.
• For instance, in a control system for a robot, an
unstable system might cause the robot to move
erratically or even crash. In a signal processing
application, an unstable system could distort the
signal or introduce unwanted noise.
key properties of this discrete-time system:

• Linearity:
• A system is linear if it satisfies the principles of
superposition and homogeneity.
• Superposition: If x1[n] produces y1[n] and x2​
[n] produces y2​[n], then ax1[n] + ax2[n]
produces ay1[n] + ay2[n].
• This property has two components: additivity
and homogeneity.
key properties of this discrete-time system:

• 1. Additivity
• Definition: If a system T responds to input x1[n] with
output y1[n] and to input x2[n] with output y2[n] ,
then the system’s response to the input x1[n] + x2[n]
= y1[n] + y2[n].
• T {x1[n] + x2[n] } = T {x1[n]} + T {x2[n] }
• Example:Consider a linear system where T {x[n]}=x[n]
+ 1.
• If x1[n] = 2 and x2[n] = 3 , then y1[n]=3 and y2[n]=4
key properties of this discrete-time system:

• 2. Homogeneity:
• If a system T responds to an input x[n] with
output y[n], then the response to a scaled
input a ⋅x [n] is a scaled output a⋅ y[n], where
a is any scalar.
• T {a ⋅x [n]} = a⋅T {x[n]}
• Example:Consider a linear system where
T{x[n]}=2x[n]
key properties of this discrete-time system:

• Homogeneity:
• If x[n] = 1 , then T {x[n]} = 2

• Memory:
• Definition: A system has memory if the output
depends on past or future input values.
– With Memory: y[n]=x[n] + x[n−1]
– Memoryless: y[n]=x[n]^2
key properties of this discrete-time system:

• Invertibility :
• A system is invertible if distinct inputs produce
distinct outputs, and there exists an inverse
system that can recover the input from the
output. T{x[n]}=y[n] ⟹ T^-1{y[n]}=x[n].
• Example: An ideal communication channel is
invertible, allowing recovery of the
transmitted signal.
key properties of this discrete-time system:

• Stability:
• A system is stable if bounded input results in
bounded output (BIBO stability). If ∣x[n]∣ ≤
Mx for all n, then ∣y[n]∣ ≤ My​
• where Mx​and My​are finite bounds.
• Example: Filters and controllers need stability
to ensure reliable performance without
unbounded responses.
Advantages of Discrete Time Control Systems

• 1. Efficiency and Cost:


• Discrete-time systems can be implemented efficiently using
digital circuits like microprocessors and FPGAs. These digital
components are readily available, well-understood, and
relatively inexpensive compared to their analog
counterparts.
• 2.Flexibility and Control:
• Discrete-time systems can be easily programmed for
specific functionalities. You can modify the system's
behavior by changing the software or algorithm, offering
greater flexibility compared to fixed-function analog circuits .
Advantages of Discrete Time Control Systems

• 3. Reliability and Noise Immunity:


• Digital signals are less susceptible to noise
compared to analog signals. The discrete nature of
the data reduces the impact of noise that can
introduce errors in analog systems.
• Digital systems can often incorporate error
correction techniques to detect and rectify errors
that might occur during transmission or
processing. This enhances the reliability of the
system.
Advantages of Discrete Time Control Systems

• 4. Standardization:
• Digital communication standards allow for easy
interoperability between different devices and
systems, which is crucial for modern
communication networks.
• 5. Integration:
• Discrete-time systems integrate well with other
digital technologies like computers and networks,
enabling the creation of complex and
interconnected systems.
Disadvantages of Discrete Time Control Systems

• 1. Information Loss:
• The conversion of continuous signals into discrete-
time representations involves a process called
sampling. During sampling, only specific points in
time are captured. This can lead to information loss
if the sampling rate is not high enough to
accurately represent the original continuous signal.
High-frequency components of the signal might be
lost or misrepresented, impacting the fidelity of the
information.
Disadvantages of Discrete Time Control Systems

• 2. Computational Complexity:
• Complex algorithms and signal processing tasks in discrete-
time systems can require significant computational power. This
might necessitate the use of powerful processors or specialized
hardware, increasing the cost and complexity of the system.
• 3. Limited Bandwidth:
• Discrete-time systems have an inherent limitation in
bandwidth. They cannot perfectly capture and process signals
with frequencies exceeding half the sampling rate (Nyquist-
Shannon sampling theorem). This can restrict their use in
applications dealing with very high-frequency signals.
Classification of Discrete-time systems

• 1. Static (Memoryless):
• These systems produce an output that depends
solely on the present input value. They don't
"remember" past inputs and have no internal
memory.
• Memoryless can be represented as : y[n]=x[n]^2
• Examples include gain amplifiers, signal samplers,
and limiters.
Classification of Discrete-time systems

• 2. Dynamic (Memorable): The output of these


systems depends on both the present input and past
input values (or in some cases, past outputs).
• The output of a system depends on past or future
samples of the input signal. For example, three-
sample averager system
• y(n) = 1/3 [s(n - 1) + s(n) + s(n + 1)]
is a dynamic system
Classification of Discrete-time systems
• They have some form of internal memory that stores
past information to influence the current output.
Examples include FIR filters, moving average filters.
• 3. Causal:
• The output of these systems depends only on the
present and past inputs. They cannot anticipate
future inputs. This is crucial for real-time systems
where decisions need to be made based on available
information. All physically realizable systems are
causal.
Classification of Discrete-time systems
• 4. Non-Causal:
• These systems, while theoretical, can somehow use
future inputs to influence the current output. They
are not feasible in real-world applications because
future information is not available.
• 5. Time-Invariant:
• The behavior of these systems remains the same
regardless of when the input signal is applied.
Classification of Discrete-time systems
• Shifting the input signal in time will only result in a
corresponding shift in the output signal, but the overall
system response won't change. Most practical discrete-
time systems are designed to be time - invariant.
• 6. Time-Varying:
• The behavior of these systems changes depending on
when the input signal is applied. This can be due to
internal parameters of the system changing over time.
Time-varying systems are less common in practical
applications.
Difference between Continuous Time and
Discrete Time Systems

Continuous-Time Discrete-Time
Feature System System
Sequence of distinct points
Time Representation Continuous variable (t)
(n)
Function of continuous
Signal Representation Sequence of numbers
time (t)
Differential equations, Difference equations,
Analysis/Processing
calculus linear algebra
Digital signal processing,
Analog circuits, mechanics,
Common Applications communication, modern
classical control
control
How does the Nyquist-Shannon sampling
theorem apply to discrete-time systems
• The Nyquist-Shannon sampling theorem plays a
critical role in bridging the gap between continuous-
time signals and discrete-time systems. It establishes
a fundamental principle for accurately representing a
continuous-time signal using a discrete-time
sequence of samples. Continuous-time signals exist
and can change continuously at any moment in time.
Imagine a sound wave - its pressure variations
constantly change over
How does the Nyquist-Shannon sampling
theorem apply to discrete-time systems
Discrete-time signals are represented by
sequences of numbers, capturing the value of
the signal only at specific points in time. Think of
a digital music file - it stores the sound wave's
amplitude at specific intervals.
Benefits of the Theorem in Discrete-Time
Systems:
• The Nyquist-Shannon sampling theorem allows us
to efficiently convert continuous-time information
into a discrete-time format suitable for processing
and transmission in digital systems.
• By following the guidelines of the theorem, we can
avoid aliasing and ensure accurate signal
reconstruction in discrete-time systems. This is
crucial for various applications like digital signal
processing, communication systems, and data
acquisition systems.
How does the Nyquist-Shannon sampling
theorem apply to discrete-time systems
• Why is this important
• If the sampling rate is less than the Nyquist rate, a
phenomenon called aliasing can occur. High-frequency
components of the original signal can be misinterpreted
as lower frequencies in the sampled version. This
distorts the information encoded in the signal.
• By adhering to the Nyquist-Shannon sampling theorem,
we ensure that enough samples are captured to
accurately represent the original continuous-time signal
within the bandwidth limitations.
SUMMARY
Topic Question Summary
Answer

What is a discrete-time A system that processes


Basic Definitions system? signals sampled at discrete
intervals.

A tool for analyzing


discrete-time systems in
Mathematical Concepts What is the Z-transform? the complex frequency
domain.
Linearity means
Explain the principle of adherence to
System Properties linearity. superposition and
homogeneity.

How is a digital filter used To remove noise, enhance


Practical Examples in audio processing? frequencies, or perform
equalization.

Explain the concept of Mapping continuous


Advanced Topics quantization. values to a finite range of
discrete values.

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