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Does a causal system have to be nonrecursive? 
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#1
Mar1314, 10:48 AM

P: 783

I have been trying to search for a clear definition of "discrete causal systems". The thing I want to know, which I've not been able to find, is whether nonrecursiveness of the difference equation is part of the requirement for a causal discrete system?
Thanks! BiP 


#2
Mar1314, 01:57 PM

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P: 7,157

A causal system is just one where the output at time ##T## only depends on the input at times ##t \le T##. In other words, the filter doesn't know anything about the future. That is a requirement for any filter that operates in real time (unless you want to change the laws of physics!) . If you are filtering data that has been acquired in the past, the filter doesn't have to be causal.
Recursiveness is irrelevant. That just says the output at time ##T## also depends on the output at times ##t \le T##, but those outputs ultimately depend on the inputs. Recursiveness is useful in practice because you can design a filter that does a finite number of "operations" (either analog or digital) but the output depends on all the input from times ##\infty < t \le T##. A simple example would be an digital "exponential smoothing" filter where the output at time ##T## is a weighted average of the input at time ##T##, and the output at the previous time ##T\delta t##. 


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