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Stability of FDNs

Stability is assured when some norm of the state vector $ \mathbf{x}(n)$ does not increase over time for a zero input signal.

Sufficient condition for stability:

$\displaystyle \left\Vert\,\mathbf{x}(n+1)\,\right\Vert < \left\Vert\,\mathbf{x}(n)\,\right\Vert,
\protect$

for all $ n\geq 0$, where

$\displaystyle \mathbf{x}(n+1) = \mathbf{A}\left[\begin{array}{c} x_1(n-M_1) \\ [2pt] x_2(n-M_2) \\ [2pt] x_3(n-M_3)\end{array}\right].
$

Inequality holds under the $ L2$ norm whenever the feedback matrix $ \mathbf{A}$ satisfies

$\displaystyle \left\Vert\,\mathbf{A}\mathbf{x}\,\right\Vert _2 < \left\Vert\,\mathbf{x}\,\right\Vert _2
$

where

$\displaystyle \left\Vert\,\mathbf{x}\,\right\Vert _2 \mathrel{\stackrel{\mathrm{\Delta}}{=}}\sqrt{x_1^2+x_2^2+\dots+x_N^2}.
$

(the ``$ L2$ norm'') $ \Leftrightarrow$ $ \zbox{\left\Vert\,\mathbf{A}\,\right\Vert _2<1}$


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``Computational Acoustic Modeling with Digital Delay'', by Julius O. Smith III, (From Lecture Overheads, Music 420).
Copyright © 2008-01-22 by Julius O. Smith III
Center for Computer Research in Music and Acoustics (CCRMA),   Stanford University
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