When poles are repeated, an interesting new phenomenon emerges. To see what's going on, let's consider two identical poles arranged in parallel and in series. In the parallel case, we have
Dealing with Repeated Poles Analytically
and the three residues associated with the pole are 1, 2, and 4.
Let denote the th residue associated with the pole , . Successively differentiating times with respect to and setting isolates the residue :
For the example of Eq.(6.12), we obtain
Impulse Response of Repeated Poles
In the time domain, repeated poles give rise to polynomial amplitude envelopes on the decaying exponentials corresponding to the (stable) poles. For example, in the case of a single pole repeated twice, we have
Proof: First note that
Note that is a first-order polynomial in . Similarly, a pole repeated three times corresponds to an impulse-response component that is an exponential decay multiplied by a quadratic polynomial in , and so on. As long as , the impulse response will eventually decay to zero, because exponential decay always overtakes polynomial growth in the limit as goes to infinity.
In the previous section, we found that repeated poles give rise to polynomial amplitude-envelopes multiplying the exponential decay due to the pole. On the other hand, two different poles can only yield a convolution (or sum) of two different exponential decays, with no polynomial envelope allowed. This is true no matter how closely the poles come together; the polynomial envelope can occur only when the poles merge exactly. This might violate one's intuitive expectation of a continuous change when passing from two closely spaced poles to a repeated pole.
To study this phenomenon further, consider the convolution of two one-pole impulse-responses and :
The finite limits on the summation result from the fact that both and are causal. Recall the closed-form sum of a truncated geometric series:
Going back to Eq.(6.14), we have
which is the first-order polynomial amplitude-envelope case for a repeated pole. We can see that the transition from ``two convolved exponentials'' to ``single exponential with a polynomial amplitude envelope'' is perfectly continuous, as we would expect.
We also see that the polynomial amplitude-envelopes fundamentally arise from iterated convolutions. This corresponds to the repeated poles being arranged in series, rather than in parallel. The simplest case is when the repeated pole is at , in which case its impulse response is a constant:
Alternate Stability Criterion
Alternate PFE Methods