Stability of a Discrete-Time System
A system is considered stable if a bounded input corresponds to a bounded output.
Let h(n) be the impulse response of a discrete system, its transfer function is given by
\(H\left(Z\right)=\sum_{n=-\infty}^{+\infty}{h(n)Z^{-n}}\) .
The system is considered stable if\( \sum_{n=-\infty}^{+\infty}{\left|h(n)Z^{-n}\right|<\infty}\)
Consider a stable system :
\(\left|H(Z)\right|=\left|\sum_{n=-\infty}^{+\infty}{h(n)Z^{-n}}\right|\le\sum_{n=-\infty}^{+\infty}\left|h(n)\right|\left|Z^{-n}\right|\) (31)
When we evaluate this inequality on the unit circle :
\(\left|Z\right|<1\) ,\(H\left(Z\right)\le\sum_{n=-\infty}^{+\infty}{\left|h(n)\right|<\infty}\)
From this result, we deduce that if a system is stable, its ROC necessarily contains the unit circle.
For a causal system, ⇒ ROC : \(\left|Z\right|>R\) (outside of a disc)
For a stable system, ⇒ ROC : \(R<1\)
For a causal system to be stable, it is necessary : \(Z>R<1\)
Noted :
A stable system does not necessarily mean that it is causal.
For a system to be both stable and causal, the poles must be inside the unit circle.
Example : Example
Consider the transfer function of a system :
\(H\left(Z\right)=\frac{3-4Z^{-1}}{1-3.5Z^{-1}+1.5Z^{-2}}\)
Find the poles of this system.
Determine the ROC and the impulse response so that :
The system is stable.
The system is causal.
The system is purely anti-causal.