Dealing with Repeated Poles Analytically Next  |  Prev  |  Up  |  Top  |  Index  |  JOS Index  |  JOS Pubs  |  JOS Home  |  Search


Dealing with Repeated Poles Analytically

A pole of multiplicity $ m_i$ has $ m_i$ residues associated with it. For example,

$\displaystyle H(z)$ $\displaystyle \isdef$ $\displaystyle \frac{7 - 5z^{-1}+ z^{-2}}{\left(1-\frac{1}{2}z^{-1}\right)^3}$  
  $\displaystyle =$ $\displaystyle \frac{1}{\left(1-\frac{1}{2}z^{-1}\right)^3} +
\frac{2}{\left(1-\frac{1}{2}z^{-1}\right)^2} +
\frac{4}{\left(1-\frac{1}{2}z^{-1}\right)}
\protect$ (7.12)

and the three residues associated with the pole $ z=1/2$ are 1, 2, and 4.

Let $ r_{ij}$ denote the $ j$th residue associated with the pole $ p_i$, $ i=1,\ldots,m_i$. Successively differentiating $ (1-p_iz^{-1})^{m_i}H(z)$ $ j$ times with respect to $ z^{-1}$ and setting $ z=p_i$ isolates the residue $ r_{ik}$:

\begin{eqnarray*}
r_{i1} &=& \left.(1-p_iz^{-1})^{m_i}H(z)\right\vert _{z=p_i}\\...
...ac{d^3}{d(z^{-1})^3} (1-p_iz^{-1})^{m_i}H(z)\right\vert _{z=p_i}
\end{eqnarray*}

or

$\displaystyle \zbox {r_{ik} = \left.\frac{1}{(k-1)!(-p_i)^{k-1}}\frac{d^{k-1}}{d(z^{-1})^{k-1}} (1-p_iz^{-1})^{m_i}H(z)\right\vert _{z=p_i}}
$


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``Introduction to Digital Filters with Audio Applications'', by Julius O. Smith III, (August 2006 Edition).
Copyright © 2007-02-02 by Julius O. Smith III
Center for Computer Research in Music and Acoustics (CCRMA),   Stanford University
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