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Stable Feedback Matrices

The matrix

$\displaystyle \mathbf{A}= {\bm \Gamma}\mathbf{Q}
$

always gives a stable FDN when $ \mathbf{Q}$ is an orthogonal matrix, and $ {\bm \Gamma}$ is a diagonal gain matrix having entries less than 1 in magnitude:

$\displaystyle {\bm \Gamma}= \left[ \begin{array}{cccc}
g_1 & 0 & \dots & 0\\
0...
...\\
0 & 0 & \dots & g_N
\end{array}\right], \quad \left\vert g_i\right\vert<1.
$

It is also possible to express FDNs as special cases of digital waveguide networks, in which case stability depends on the network being passive. This analysis reveals that the FDN is lossless if and only if the feedback matrix $ \mathbf{A}$ has unit-modulus eigenvalues and linearly independent eigenvectors (see the text for details).


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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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