I am trying few problems on the introductory part of DSP. One of the problem asks to calculate the steady state response of a system with impulse response $h[n] = (\frac{j}{2})^{n} u[n] $ to an input signal $x[n]=\cos(\pi n) u[n]$. However, I have no idea how to handle this complex $j$ in the convolution. I want someone to confirm if my solution is correct or not. If it is incorrect please tell me where I am getting wrong.
I start with calculating the Z transform of $h[n]$. $$\begin{align} H(z) &= \sum_{n=0}^{\infty}h[n] \, z^{-n} \\ &= \sum_{n=0}^{\infty}\left(\frac{j}{2}\right)^{n} \, z^{-n} \\ &= \frac{1}{1-\frac{j}{2}z^{-1}} \\ \end{align}$$ such that $|z| > \frac{1}{2}$.
Now the z transform of $x[n]$ is , $$\begin{align} X(z) &= \sum_{n=0}^{\infty}\cos(\pi n)z^{-n} \\ &= \sum_{n=0}^{\infty}\Big[\frac{e^{j\pi n}+e^{-j\pi n}}{2}\Big]z^{-n} \\ &= \frac{1}{2} \left(\frac{1}{1-e^{j\pi}z^{-1}}+\frac{1}{1-e^{-j\pi}z^{-1}}\right) \\ &=\frac{1}{1+z^{-1}} \\ \end{align}$$
The convolution output in the z domain is $Y(z)$. $$Y(z) = H(z)X(z) = \frac{2}{(2-jz^{-1})(1+z^{-1})}$$ Applying the final value theorem, I get, steady state output $y_{ss}$ as $$y_{ss} = \lim_{z \to 0} \, zY(z) = 0$$.
I definitely think that I am doing something wrong over here. Please help. I don't know how to handle this $j$ in the convolution operation like this, please help me in that too.