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Simple question - non-linear filters
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Andor  
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 More options Jul 15, 8:33 am
Newsgroups: comp.dsp, sci.nonlinear
From: Andor <andor.bari...@gmail.com>
Date: Tue, 15 Jul 2008 05:33:06 -0700 (PDT)
Local: Tues, Jul 15 2008 8:33 am
Subject: Re: Simple question - non-linear filters

> One interesting non-linear recursion that I once came up with is this:

> y[n] = y[n-1] (2 - x[n] y[n-1]).

> DSP riddle: what is the output y[n] in relation to the input x[n]?
> Assume that the sequence x[n] lies in between 0 and 1. Hint: the
> "filter" only works well for slowly varying input sequences x[n].

You are all linear sissies :-)! I'm crossposting this to
sci.nonlinear, perhaps they have an idea.

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dbell  
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 More options Jul 15, 3:53 pm
Newsgroups: comp.dsp, sci.nonlinear
From: dbell <bellda2...@cox.net>
Date: Tue, 15 Jul 2008 12:53:08 -0700 (PDT)
Local: Tues, Jul 15 2008 3:53 pm
Subject: Re: Simple question - non-linear filters
On Jul 15, 8:33 am, Andor <andor.bari...@gmail.com> wrote:

> > One interesting non-linear recursion that I once came up with is this:

> > y[n] = y[n-1] (2 - x[n] y[n-1]).

> > DSP riddle: what is the output y[n] in relation to the input x[n]?
> > Assume that the sequence x[n] lies in between 0 and 1. Hint: the
> > "filter" only works well for slowly varying input sequences x[n].

> You are all linear sissies :-)! I'm crossposting this to
> sci.nonlinear, perhaps they have an idea.

Andor,

Your answer is that this implements the reciprocal function.

y[n] may approach/converge to the reciprocal of x[n] for sufficiently
slowly varying signals and suitable initial conditions on y[n].
Definitely don't want ever want y[n] =0 (for any n) for it to work.

It can also work for some values of x[n] >1.

This is not a complete analysis, but I think it answers the question.

Dirk


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Andor  
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 More options Jul 15, 4:39 pm
Newsgroups: comp.dsp, sci.nonlinear
From: Andor <andor.bari...@gmail.com>
Date: Tue, 15 Jul 2008 13:39:31 -0700 (PDT)
Local: Tues, Jul 15 2008 4:39 pm
Subject: Re: Simple question - non-linear filters

Aha, Dirk is a man with DSP in his heart! The answer is correct,
although not the first one. About one hour ago I recieved the first
correct entry off the list.

> y[n] may approach/converge to the reciprocal of x[n] for sufficiently
> slowly varying signals and suitable initial conditions on y[n].
> Definitely don't want ever want y[n] =0 (for any n) for it to work.

> It can also work for some values of x[n] >1.

Yes, indeed. However, when I tested this recursion I found that for
some sequences it would blow skyhigh. As you say, it works if x[n]
"varies slowly".

> This is not a complete analysis, but I think it answers the question.

The question of its stability is interesting. This seems to depend on
the frequency content of the input sequence x[n]. I never did a
thorough analysis myself because I never got to the point where the
filter would have been useful to me (modern DSPs have a reciprocal
instruction for seeding a Newton iteration algorithm that works more
accurate, stable and faster).

Regards,
Andor


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