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Linear Time-Invariant
Systems
Min Sun
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Sifting property:
x[n] = + x[ 3] [n + 3] + x[ 2] [n + 2] + x[ 1] [n + 1] +
x[0] [n] + x[1] [n 1] + x[2] [n 2] + x[3] [n 3] + (2.1)
+
x[n] = x[k ] [n - k ].
(2.2)
k =
x[n][n-
k]
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hk [n] = h0 [n k ] (2.4)
hk[n][n]n-k
hk [n] = h0 [n k ]
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+ 078
2.1.2 The Discrete-Time Unit
Impulse Response and the y[n] = x[k]h [n](2.3)
k
k=
Convolution-Sum
Representation of LTI Systems
hk [n] = h0 [n k] =h[n-k](2.4)
Convolution
+
y[n] = x[k]h[n - k]. (2.6)
k =
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080
Example 2.1
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092
1
,
0 t
<
(t ) =
(2.24)
0,
otherwise
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Sifting property:
+
+
x(t) =
x( ) (t- ) d . (2.27)
x(t)
+
x[n] = x[k ] [n - k ].
(2.2)
k =
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2.2.2 The Continuous-Time Unit Impulse Response 094
and the Convolution Integral Representation of LTI Systems
Lets define hk (t) as the response of a linear system
to the input (t k). Then from eq.(2.25) and the
superposition property, for continuous-time linear
systems, we see that
x (t ) = x(k ) (t k ).
(2.25)
k =
+
y (t ) = x ( k ) (t ).
h (2.29)
k =
k
x(t ) = lim x(k ) (t k ).
(2.25)
0
k =
+
y (t ) = lim x (k )h (t ). (2.30)
0
k =
k
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h (t ) = h0 (t )
Assuming time invariant and
h(t ) = h0 (t ) (2.32)
+
y(t) = x( )h(t - )d . (2.33)
-
Example 2.6
and
h(t ) = u(t ).
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098
at
x(t ) = e u(t ),
h(t ) = u(t ).
Example 2.6
+
y(t) = x( )h(t - )d . (2.33)
-
x( )h(t- )=0;t<0
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Example 2.6
+
y(t) = x( )h(t - )d . (2.33)
-
For t > 0
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Example 2.6
For t > 0
t
+ a 1 a t 1
y(t) = x( )h(t- )d = e = e 0 = (1 eat )
-
=0 a a
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Example 29
+
y[n] = x[k]h[n-k] = x[n]+ x[n 1]. (2.42)
k=
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Example 29
h[n] = {
1,
n = 0,1
0,
otherwise .
(2.41)
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Similarly,
+
x(t) h(t) = h(t) x(t) =
h( )x(t- )d . (2.44)
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in discrete time
x[n] (h1[n] + h 2[n]) = x[n] h1[n] + x[n] h 2[n], (2.46)
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Example 2.10
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in discrete time
x[n] (h1[n] h 2 [n]) = (x[n] h1[n]) h 2 [n], (2.58)
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and
are unambiguous.
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h(t ) = K (t ) (2.65)
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Example 2.11
h(t ) = (t t0 ). (2.69)
Example 2.11
The convolution of a signal with a shifted impulse
simply shifts the signal.
x ( t t 0 ) = x ( t ) ( t t 0 ). (2.70)
x (t ) (t t0 ) =
x( ) (t t0 ) d = x(t t0 )
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Example 2.11
If we take h1 (t ) = (t + t0 )
then h(t ) h1 (t ) = (t t0 ) (t + t0 ) = (t )
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y[n] = h[k]x[n k] = h[k]x[n k]. (2.79)
k= k=0
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LTI
t < 0, h(t)=0
and the convolution integral is given by
t
y(t ) =
x( )h(t )d =
h( )x(t )d .
(2.81)
0
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113
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113
+
y[n] B h[k] for all n (2.85)
k=
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h[k ]
<
k =
(2.86)
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Example 2.13
h[n] = [n n ] = 1
(2.88)
n =
0
+ +
h( ) d = ( t0 ) d = 1.
(2.89)
Example 2.13
An unstable system can also be seen from the fact
that its impulse response u[n] is not absolutely
summable:
consider the acumulator
n n
y[n] = x[n]; x[n] = [n]; h[n] = [n] = u[n]
u[n] = u[n] = .
n = n =0
Example 2.13
t
h(t ) = ( )d = u (t )
and
+ +
u( ) d = d =
0
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Relation to h[n]
y[n] = x[n] h[n]; s[n] = u[n] h[n]
Commutative properties: s[n] = h[n] u[n]
n
Example 2.13: s[n] = h[k ]
(2.91)
k =
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ds(t )
h(t ) = = s(t ).
(2.94)
dt
Conclusions:
dy(t )
+ 2 y(t ) = x(t )
(2.95)
dt
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Example 2.14
dy(t )
+ 2 y(t ) = x(t )
(2.95)
dt
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Example 2.14
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Example 2.14
K
Y=
(2.102)
5
K 3t
y p (t ) = e ,
t
>
0
(2.103)
5
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dy(t )
Example 2.14
dt
+ 2 y(t ) = 0
(2.98)
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Example 2.14
K K K 3t 2t
y(t) = (e e )u(t) (2.108)
0 = A+ A= 5
5 5
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a y[n k ] = 0
(2.114)
k =0
k
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Example 2.15
Example 2.15
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Example 2.15
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A feedback system
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rewrite it as
1 dy(t ) b
y(t ) = + x(t )
(2.129)
a dt a
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1 dy(t) b
y(t) = + x(t)
a dt a
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1 dy(t) b
y(t) = + x(t)
a dt a
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2.6 Summary
Impulse representation for both discrete and
continuous signals
Unit impulse/step response for LTI system
Use convolution sum/integral for output of LTI
system
Properties of convolution
Properties of LTI: memory, causality, etc.
Linear Constant-Coefficient Differential/
Difference Equations: particular/homogenous
solution, auxiliary condition, block diagram, etc.
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