Lossless Digital Filter Overflow Oscillations; Approximation of Invariant Fractals

Abstract

We investigate second order lossless digital filters with two's complement overflow. We numerically approximate the fractal set D of points that iterate arbitrarily close to the discontinuity. For the case of eigenvalues of the associated linear map of the form eiθ with θ/π ∉ Q we present evidence that D has positive two dimensional Lebesgue measure. For θ/π ∈ Q we confirm that D has Lebesgue measure zero. As a by-product we get estimates of the exterior dimension of D. These results imply that if such filters are realized using finite-precision arithmetic then they will have a sizeable fraction of orbits that are periodic with high period overflows.

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