Jul 13, 2010

State Space Realization of IIR

cited from [https://ccrma.stanford.edu/~jos/fp/State_Space_Realization.html]

IIR filters have an extensively used matrix representation called state space form (or ``state space realizations''). They are especially convenient for representing filters with multiple inputs andmultiple outputs (MIMO filters). An order $ N$ digital filter with $ p$ inputs and $ q$ outputs can be written in state-space form as follows:

$\displaystyle {\underline{x}}(n+1)$$\displaystyle =$$\displaystyle A {\underline{x}}(n) + B \underline{u}(n)$
$\displaystyle \underline{y}(n)$$\displaystyle =$$\displaystyle C {\underline{x}}(n) + D\underline{u}(n) \protect$(F.4)

where $ {\underline{x}}(n)$ is the length $ N$ state vector at discrete time $ n$, $ \underline{u}(n)$ is a $ p\times 1$ vector of inputs, and $ \underline{y}(n)$ the $ q\times 1$ output vector. $ A$ is the $ N\times N$ state transition matrix, and it determines thedynamics of the system (its poles, or resonant modes).

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