Chapter2 LTI Systems

Chapter2 LTI Systems

Linear Time-Invariant (LTI) Systems

Definition

  • An LTI system is both linear and time-invariant.

Key Properties

  1. Input-Output Relationship:
  • For a Continuous-Time (CT) LTI system:

    โˆ‘k=1Kakxk(tโˆ’tk)โ†’โˆ‘k=1Kakyk(tโˆ’tk)\sum_{k=1}^{K} a_k x_k(t - t_k) \rightarrow \sum_{k=1}^{K} a_k y_k(t - t_k)

    • This holds for any input xk(t)x_k(t), delay tkt_k, weight aka_k, and positive integer KK.
  • For a Discrete-Time (DT) LTI system:

    โˆ‘k=1Kakxk[nโˆ’nk]โ†’โˆ‘k=1Kakyk[nโˆ’nk]\sum_{k=1}^{K} a_k x_k[n - n_k] \rightarrow \sum_{k=1}^{K} a_k y_k[n - n_k]

    • This holds for any input xk[n]x_k[n], delay nkn_k, weight aka_k, and positive integer KK.
  1. Impulse Response and Convolution:
    • The output of an LTI system can be predicted using convolution.
    • The key idea is to represent any input signal as a linear combination of time-shifted impulses.
    • The systemโ€™s response to an impulse (impulse response) fully characterizes the system.

Implications

  • The response of an LTI system to a linear combination of time-shifted inputs is the same linear combination of the identically shifted original outputs.
  • This property simplifies the analysis and prediction of system behavior, making convolution a fundamental tool for studying LTI systems.

Convolution representation of LTI systems

Unit Impulse Representation of Discrete-Time (DT) Signals

Key Concepts

  1. Unit Impulse Representation:

    • The discrete-time signal $$x[n]$$ can be represented as a sum of weighted, shifted unit impulses:

      x[n]=โˆ‘k=โˆ’โˆžโˆžx[k]ฮด[nโˆ’k]x[n] = \sum_{k=-\infty}^{\infty} x[k] \delta[n - k]

    • Here, $$\delta[n - k]$$ is the unit impulse function.

  2. Unit Impulse Response:

    • Let $$h[n]$$ represent the unit impulse response:

      ฮด[n]โ†’h[n]\delta[n] \rightarrow h[n]

  3. Linearity and Time-Invariance (LTI) Property:

    • For an LTI system, the response to a linear combination of shifted impulses is the same linear combination of the corresponding shifted impulse responses:

      โˆ‘k=โˆ’โˆžโˆžฮฑkฮด[nโˆ’nk]โ†’โˆ‘k=โˆ’โˆžโˆžฮฑkh[nโˆ’nk]\sum_{k=-\infty}^{\infty} \alpha_k \delta[n - n_k] \rightarrow \sum_{k=-\infty}^{\infty} \alpha_k h[n - n_k]

  4. Convolution Sum:

    • Applying the LTI property to the representation of $$x[n]$$, we get:

      x[n]=โˆ‘k=โˆ’โˆžโˆžx[k]ฮด[nโˆ’k]โ†’โˆ‘k=โˆ’โˆžโˆžx[k]h[nโˆ’k]x[n] = \sum_{k=-\infty}^{\infty} x[k] \delta[n - k] \rightarrow \sum_{k=-\infty}^{\infty} x[k] h[n - k]

    • This is known as the convolution sum between $$x[n]$$ and $$h[n]$$, which is a linear combination of shifted impulse responses.

Conclusion

  • The convolution sum describes how the output of an LTI system is the weighted sum of the systemโ€™s responses to individual shifted impulses.

Convolution Representation of DT LTI Systems

  1. Convolution Sum Representation
    The output $$y[n]$$ of a Discrete-Time Linear Time-Invariant (DT LTI) system can be expressed as:

    y[n]=โˆ‘k=โˆ’โˆžโˆžx[k]h[nโˆ’k]=x[n]โˆ—h[n]y[n] = \sum_{k=-\infty}^{\infty} x[k]h[n - k] = x[n] * h[n]

    • Here, $$x[n]$$ is the input signal.
    • h[n]$$ is the system's unit impulse response.

  2. Interpretation of Convolution

    • The response of a DT LTI system to any input $$x[n]$$ is equal to the convolution of the input with the systemโ€™s unit impulse response $$h[n]$$.
    • This means the systemโ€™s behavior is fully characterized by its impulse response.
  3. Intrinsic Nature of Convolution

    • The convolution sum is essentially a sum of weighted, shifted impulse responses ($$x[k]h[n - k]$$).
    • Each term corresponds to a weighted, shifted impulse ($$x[k]\delta[n - k]$$).
    • Despite this, the convolution expression does not explicitly involve unit-impulse decomposition.

Unit Impulse Representation of Continuous-Time (CT) Signals

Concept Overview

  • A continuous-time (CT) signal can be approximated by a sequence of rectangular functions ฮดฮ”(t) \delta_\Delta(t) .
  • As ฮ”โ†’0 \Delta \to 0 , these rectangular approximations approach the Dirac delta function ฮด(t) \delta(t) .

Approximation of CT Signal

A CT signal x(t) x(t) can be approximated as:

x(t)โ‰ˆโˆ‘k=โˆ’โˆžโˆžx(kฮ”)ฮดฮ”(tโˆ’kฮ”)ฮ”x(t) \approx \sum_{k=-\infty}^{\infty} x(k\Delta) \delta_\Delta(t - k\Delta)\Delta

Impulse Response and LTI Systems

Impulse Response Definition
  • Let hฮ”(t) h_\Delta(t) be the systemโ€™s response to ฮดฮ”(t) \delta_\Delta(t) .
  • The impulse response h(t) h(t) of the system is defined as:

    h(t)โ‰œlimโกฮ”โ†’0hฮ”(t)h(t) \triangleq \lim_{\Delta \to 0} h_\Delta(t)

  • Thus, h(t) h(t) is the systemโ€™s response to the ideal delta function ฮด(t) \delta(t) .

Representation Using Convolution (For LTI Systems)

Step 1: Use Approximate Delta

โˆ‘k=โˆ’โˆžโˆžx(kฮ”)ฮดฮ”(tโˆ’kฮ”)ฮ”โ†’โˆ‘k=โˆ’โˆžโˆžx(kฮ”)hฮ”(tโˆ’kฮ”)ฮ”\sum_{k=-\infty}^{\infty} x(k\Delta) \delta_\Delta(t - k\Delta) \Delta \rightarrow \sum_{k=-\infty}^{\infty} x(k\Delta) h_\Delta(t - k\Delta) \Delta

Step 2: Take the Limit as ฮ”โ†’0 \Delta \to 0

limโกฮ”โ†’0โˆ‘k=โˆ’โˆžโˆžx(kฮ”)hฮ”(tโˆ’kฮ”)ฮ”โ†’โˆซโˆ’โˆž+โˆžx(ฯ„)h(tโˆ’ฯ„)dฯ„\lim_{\Delta \to 0} \sum_{k=-\infty}^{\infty} x(k\Delta) h_\Delta(t - k\Delta) \Delta \rightarrow \int_{-\infty}^{+\infty} x(\tau) h(t - \tau) d\tau

Final Convolution Integral Representation

  • The signal x(t) x(t) can be expressed as:

    x(t)=โˆซโˆ’โˆž+โˆžx(ฯ„)ฮด(tโˆ’ฯ„)dฯ„โ†’โˆซโˆ’โˆž+โˆžx(ฯ„)h(tโˆ’ฯ„)dฯ„x(t) = \int_{-\infty}^{+\infty} x(\tau) \delta(t - \tau) d\tau \rightarrow \int_{-\infty}^{+\infty} x(\tau) h(t - \tau) d\tau

  • This is the convolution integral between x(t) x(t) and h(t) h(t) .

Convolution Representation of CT LTI Systems

  • The convolution integral:

    โˆซโˆ’โˆž+โˆžx(ฯ„)h(tโˆ’ฯ„)dฯ„\int_{-\infty}^{+\infty} x(\tau) h(t - \tau) d\tau

    is used to compute the output of a CT LTI system.

Key Insight

The response of a CT LTI system to any input is equal to the convolution integral of the input with the systemโ€™s unit impulse response.

  • While the convolution expression does not explicitly show the unit impulse decomposition, it implicitly relies on it.

Interpretation

  • The convolution integral is essentially a sum of weighted, shifted impulse responses:
    • [x(ฯ„)dฯ„]h(tโˆ’ฯ„) [x(\tau) d\tau] h(t - \tau) : weighted response to shifted impulse.
    • [x(ฯ„)dฯ„]ฮด(tโˆ’ฯ„) [x(\tau) d\tau] \delta(t - \tau) : representation of x(t) x(t) as an impulse-weighted sum.

Definition of Convolution

Convolution is a fundamental operation in signal processing and linear systems, used to express the output of a system in terms of its input and its impulse response.

๐Ÿ”น Discrete-Time Convolution (Convolution Sum)

For discrete-time signals x[n]x[n] and h[n]h[n], the output y[n]y[n] is given by:

y[n]=โˆ‘k=โˆ’โˆž+โˆžx[k]โ‹…h[nโˆ’k]=x[n]โˆ—h[n]y[n] = \sum_{k=-\infty}^{+\infty} x[k] \cdot h[n - k] = x[n] * h[n]

This is called the convolution sum.

๐Ÿ”น Continuous-Time Convolution (Convolution Integral)

For continuous-time signals x(t)x(t) and h(t)h(t), the output y(t)y(t) is given by:

y(t)=โˆซโˆ’โˆž+โˆžx(ฯ„)โ‹…h(tโˆ’ฯ„)โ€‰dฯ„=x(t)โˆ—h(t)y(t) = \int_{-\infty}^{+\infty} x(\tau) \cdot h(t - \tau) \, d\tau = x(t) * h(t)

This is called the convolution integral.

Convolution with Unit Impulse

  • x(t)โˆ—ฮด(t)=โˆซโˆ’โˆžโˆžx(ฯ„)ฮด(tโˆ’ฯ„)โ€‰dฯ„ x(t) * \delta(t) = \int_{-\infty}^{\infty} x(\tau) \delta(t - \tau) \, d\tau

    • Since $$ \delta(t - \tau) = 0 $$ except at $$ \tau = t $$, it follows:
    • โˆซโˆ’โˆžโˆžx(t)ฮด(tโˆ’ฯ„)โ€‰dฯ„=x(t)โˆซโˆ’โˆžโˆžฮด(tโˆ’ฯ„)โ€‰dฯ„=x(t)\int_{-\infty}^{\infty} x(t) \delta(t - \tau) \, d\tau = x(t) \int_{-\infty}^{\infty} \delta(t - \tau) \, d\tau = x(t)

  • Thus:

    x(t)โˆ—ฮด(t)=x(t)(unitย impulseย convolvingย withย anyย signalย returnsย theย signalย itself)x(t) * \delta(t) = x(t) \quad \text{(unit impulse convolving with any signal returns the signal itself)}

  • A generalized form of this property is called the convolution property of unit impulse:

    x(t)โˆ—ฮด(tโˆ’t0)=x(tโˆ’t0)x(t) * \delta(t - t_0) = x(t - t_0)

  • The identity:

    x(ฯ„)ฮด(tโˆ’ฯ„)=x(t)ฮด(tโˆ’ฯ„)x(\tau) \delta(t - \tau) = x(t) \delta(t - \tau)

    is called the sifting property (็ญ›้€‰ๆ€ง่ดจ) of the unit impulse.

Implementation of convolutional calculations

  • The implementation of convolution sum follows a โ€œreversal-shifting-multiplication-sumโ€ RSMS procedure.

RSMS Procedure for DT convolution sum

Goal: Compute convolution:

y[n]=โˆ‘k=โˆ’โˆžโˆžx[k]h[nโˆ’k]y[n] = \sum_{k=-\infty}^{\infty} x[k] h[n - k]

Key Steps (for fixed n=n0n = n_0)

  1. Reverse: h[k]โ†’h[โˆ’k]h[k] \rightarrow h[-k]
  2. Shift: h[โˆ’k]โ†’h[n0โˆ’k]h[-k] \rightarrow h[n_0 - k]
  3. Multiply: x[k]โ‹…h[n0โˆ’k]x[k] \cdot h[n_0 - k]
  4. Sum: Over all kk, to get y[n0]y[n_0]

Repeat by increasing n0n_0.

For Finite Support Signals

  • y[n]=0y[n] = 0 when x[k]x[k] and h[nโˆ’k]h[n-k] donโ€™t overlap

  • As nn increases, overlap grows, peaks, then diminishes

  • Total nonzero y[n]y[n]:

length(x[k])+length(h[k])โˆ’1\text{length}(x[k]) + \text{length}(h[k]) - 1

ๆ›ดๅฎž้™…็š„่งฃ้ข˜ๆ–นๆณ•

ๅฎž้™…ๆƒ…ๅ†ตไธ‹๏ผŒๅท็งฏไธ€่ˆฌ็”จๆฅๅค„็†ๆœ‰้™้•ฟๅบฆ๏ผˆๅชๅœจๆœ‰้™้•ฟๅบฆๅŒบๅŸŸๅ†…้ž้›ถ๏ผ‰็š„็ฆปๆ•ฃๆ—ถ้—ดไฟกๅทใ€‚ๅˆฉ็”จ่ฟ™ไธ€็‚น๏ผŒไฝฟ็”จไปฅไธ‹็š„ๆญฅ้ชค่งฃ้ข˜ไผšๆฏ”่พƒๅฅฝ๏ผš

  1. ๆŒ‰็…งๅท็งฏ็š„ๅฎšไน‰ๅผๅญ๏ผŒๆŠŠ้ข˜็›ฎๆ‰€็ป™็š„ไฟกๅทๅ’Œๅ†ฒๆฟ€ๅ“ๅบ”ไปฃๅ…ฅ
    • ๆœ‰ๆ—ถๅ€™็ฎ—ๅท็งฏ็š„้ข˜็›ฎๅฐฑๅช็ป™ไธคไธชๅ‡ฝๆ•ฐ๏ผŒ่ฆไธไผš่ฏดๅ“ชไธชๆ˜ฏไฟกๅทๅ“ชไธชๆ˜ฏๅ†ฒๆฟ€ๅ“ๅบ”๏ผŒ้‚ฃไนˆ้€‰ๆ‹ฉๆฏ”่พƒ็ฎ€ๅ•็š„ๅ‡ฝๆ•ฐๆˆ–่€…็œ‹่ตทๆฅๆฏ”่พƒๅƒๆ˜ฏ็ณป็ปŸๅ†ฒๆฟ€ๅ“ๅบ”็š„้‚ฃไธชๅ‡ฝๆ•ฐไฝœไธบh[nโˆ’k]h[n-k]้‚ฃไธ€่พน๏ผŒๅ› ไธบๅŽ็ปญ่ฆ่ฟ›่กŒๅ˜ๆข๏ผŒ่ฟ™ๆญฅ็š„้€‰ๆ‹ฉไผšๅฝฑๅ“ๅŽ็ปญ็š„่ฎก็ฎ—้‡
  2. ๅ› ไธบๅŸบๆœฌไธŠ็ป™ไฝ ็š„ๅ‡ฝๆ•ฐๆ˜ฏๆœ‰้™้•ฟๅบฆ็š„๏ผŒ้‚ฃไนˆๅฏไปฅๅ…ˆๅˆคๅฎšไฝฟๅพ—x[k]x[k]ๅ’Œh[nโˆ’k]h[n-k]้ž้›ถ็š„ kk ็š„่Œƒๅ›ดใ€‚่‹ฅh[k]h[k]ๆ˜ฏๅˆ†ๆฎตๅ‡ฝๆ•ฐ๏ผŒ่ฟ˜้œ€่€ƒ่™‘h[nโˆ’k]h[n-k]็š„ๅ„ๅˆ†ๆฎตๅฏนๅบ”็š„ kk ็š„่Œƒๅ›ดใ€‚
    • ๆณจๆ„๏ผšๅท็งฏๅ’Œ็š„่‡ชๅ˜้‡ๆ˜ฏ kk ๏ผŒๆ‰€ไปฅ่ฟ™้‡Œ็ฎ—็š„ๆ˜ฏ kk ็š„่Œƒๅ›ด๏ผŒ่€Œ่ฟ™ไธช่Œƒๅ›ด็š„ไธŠไธ‹้™ๅฏ่ƒฝๆ˜ฏๅซๆœ‰ nn ็š„่กจ่พพๅผ
    • ๅฆ‚ๆžœ h[nโˆ’k]h[n-k] ๆ˜ฏๆฏ”่พƒๅคๆ‚๏ผŒๅœจ่ฟ™ไธ€ๆญฅ่€ƒ่™‘ๅ†™ๅ‡บๅ…ถๅ˜ๆขๅŽ็š„ๅˆ†ๆฎต่กจ่พพๅผ
  3. ๅชๆœ‰x[k]x[k]ๅ’Œh[nโˆ’k]h[n-k]้ƒฝ้ž้›ถๆ—ถ๏ผŒๅท็งฏ็š„ๅ€ผ้ž้›ถ๏ผŒๅ…ถไป–ๆƒ…ๅ†ตๅท็งฏ้ƒฝๆ˜ฏ้›ถใ€‚ๅˆฉ็”จ่ฟ™ไธ€็‰นๆ€ง๏ผŒๅช้œ€่ฎก็ฎ—ไธค่€…้ƒฝ้ž้›ถๅŒบ้—ดๅ†…็š„ๅท็งฏๅ’Œๅณๅฏ
    • ่ฟ™ไธ€ๆญฅ้œ€่ฆๅฏนไบŽ nn ็š„ๅ€ผๅœจไธๅŒๅŒบๅŸŸๅ†…ๆ—ถ๏ผŒไธค็ง้ž้›ถ่Œƒๅ›ด็š„ไธๅŒ้‡ๅ ๆƒ…ๅ†ต๏ผŒ่ฟ›่กŒๅˆ†็ฑป่ฎจ่ฎบ
    • ๅฏนไบŽๅˆ†ๆฎตๅ‡ฝๆ•ฐ๏ผŒ่ฟ˜้œ€่ฆ่€ƒ่™‘ๆฏไธชๅˆ†ๆฎต็š„้‡ๅ ๆƒ…ๅ†ต๏ผŒ่ฟ›่กŒๆ›ด็ป†่‡ด็š„ๅˆ†็ฑป่ฎจ่ฎบใ€‚ๅฆ‚ๆžœๅคชๅคๆ‚๏ผŒ่€ƒ่™‘็”ปๅ‡บ h[nโˆ’k]h[n-k] ็š„ๅ›พๅƒๆฅ่พ…ๅŠฉๅˆคๆ–ญ
    • ไฝฟ x[k]x[k]ๅ’Œh[nโˆ’k]h[n-k]้ž้›ถ็š„ kk ็š„่Œƒๅ›ดไธญๅซๆœ‰ nn๏ผŒๆ‰€ไปฅ้‡ๅ ๆƒ…ๅ†ตๆ˜ฏ็”ฑ nn ็š„ๅ–ๅ€ผๅ†ณๅฎš็š„๏ผŒ่ฟ™้‡Œๅˆ†็ฑป่ฎจ่ฎบ็š„ๆ˜ฏ nn ๏ผ
  4. ็ปผๅˆๅ„็งๆƒ…ๅ†ต๏ผŒๅพ—ๅˆฐ็ป“ๆžœ

ๅฆๅค–๏ผŒ

  • ๅฆ‚ๆžœ็›ดๆŽฅ็ฎ—ๆžไธๆธ…ๆฅš็š„๏ผŒๅฏไปฅ็”ปๅ›พ่พ…ๅŠฉ

RSMI Procedure for CT convolution integral

Goal:
Compute continuous-time convolution:

y(t)=โˆซโˆ’โˆž+โˆžx(ฯ„)h(tโˆ’ฯ„)โ€‰dฯ„y(t) = \int_{-\infty}^{+\infty} x(\tau) h(t - \tau) \, d\tau

Key Steps:

  1. Reverse h(ฯ„)โ†’h(โˆ’ฯ„) h(\tau) \rightarrow h(-\tau)
  2. Shift to h(tโˆ’ฯ„) h(t - \tau)
  3. Multiply with x(ฯ„) x(\tau)
  4. Integrate over all ฯ„โˆˆ(โˆ’โˆž,โˆž) \tau \in (-\infty, \infty)

For Signals with Compact Support:

  • The RSMI procedure simplifies similarly to RSMS.
  • The support length of y(t) y(t) is:

    Lengthย ofย supportย ofย x(t)+Lengthย ofย supportย ofย h(t)\text{Length of support of } x(t) + \text{Length of support of } h(t)

ๆ›ดๅฎž้™…็š„่งฃ้ข˜ๆ–นๆณ•

ๅฎž้™…ๆƒ…ๅ†ตไธ‹๏ผŒๅท็งฏไธ€่ˆฌ็”จๆฅๅค„็†ๆœ‰้™้•ฟๅบฆ๏ผˆๅชๅœจๆœ‰้™้•ฟๅบฆๅŒบๅŸŸๅ†…้ž้›ถ๏ผ‰็š„่ฟž็ปญๆ—ถ้—ดไฟกๅทใ€‚ๅˆฉ็”จ่ฟ™ไธ€็‚น๏ผŒไฝฟ็”จไปฅไธ‹็š„ๆญฅ้ชค่งฃ้ข˜ไผšๆฏ”่พƒๅฅฝ๏ผš

  1. ๆŒ‰็…งๅท็งฏ็š„ๅฎšไน‰ๅผๅญ๏ผŒๆŠŠ้ข˜็›ฎๆ‰€็ป™็š„ไฟกๅทๅ’Œๅ†ฒๆฟ€ๅ“ๅบ”ไปฃๅ…ฅ
    • ๆœ‰ๆ—ถๅ€™็ฎ—ๅท็งฏ็š„้ข˜็›ฎๅฐฑๅช็ป™ไธคไธชๅ‡ฝๆ•ฐ๏ผŒ่ฆไธไผš่ฏดๅ“ชไธชๆ˜ฏไฟกๅทๅ“ชไธชๆ˜ฏๅ†ฒๆฟ€ๅ“ๅบ”๏ผŒ้‚ฃไนˆ้€‰ๆ‹ฉๆฏ”่พƒ็ฎ€ๅ•็š„ๅ‡ฝๆ•ฐๆˆ–่€…็œ‹่ตทๆฅๆฏ”่พƒๅƒๆ˜ฏ็ณป็ปŸๅ†ฒๆฟ€ๅ“ๅบ”็š„้‚ฃไธชๅ‡ฝๆ•ฐไฝœไธบh(tโˆ’ฯ„)h(t-\tau)้‚ฃไธ€่พน๏ผŒๅ› ไธบๅŽ็ปญ่ฆ่ฟ›่กŒๅ˜ๆข๏ผŒ่ฟ™ๆญฅ็š„้€‰ๆ‹ฉไผšๅฝฑๅ“ๅŽ็ปญ็š„่ฎก็ฎ—้‡
  2. ๅ› ไธบๅŸบๆœฌไธŠ็ป™ไฝ ็š„ๅ‡ฝๆ•ฐๆ˜ฏๆœ‰้™้•ฟๅบฆ็š„๏ผŒ้‚ฃไนˆๅฏไปฅๅ…ˆๅˆคๅฎšไฝฟๅพ—x(ฯ„)x(\tau)ๅ’Œh(tโˆ’ฯ„)h(t-\tau)้ž้›ถ็š„ kk ็š„่Œƒๅ›ด
    • ๆณจๆ„๏ผšๅท็งฏๅ’Œ็š„่‡ชๅ˜้‡ๆ˜ฏ ฯ„\tau ๏ผŒๆ‰€ไปฅ่ฟ™้‡Œ็ฎ—็š„ๆ˜ฏ ฯ„\tau ็š„่Œƒๅ›ด๏ผŒ่€Œ่ฟ™ไธช่Œƒๅ›ด็š„ไธŠไธ‹้™ๅฏ่ƒฝๆ˜ฏๅซๆœ‰ tt ็š„่กจ่พพๅผ
    • ๅฆ‚ๆžœ h(tโˆ’ฯ„)h(t-\tau) ๆ˜ฏๆฏ”่พƒๅคๆ‚๏ผŒๅœจ่ฟ™ไธ€ๆญฅ่€ƒ่™‘ๅ†™ๅ‡บๅ…ถๅ˜ๆขๅŽ็š„ๅˆ†ๆฎต่กจ่พพๅผ
  3. ๅชๆœ‰x(t)x(t)ๅ’Œh(tโˆ’ฯ„)h(t-\tau)้ƒฝ้ž้›ถๆ—ถ๏ผŒๅท็งฏ็š„ๅ€ผ้ž้›ถ๏ผŒๅ…ถไป–ๆƒ…ๅ†ตๅท็งฏ้ƒฝๆ˜ฏ้›ถใ€‚ๅˆฉ็”จ่ฟ™ไธ€็‰นๆ€ง๏ผŒๅช้œ€่ฎก็ฎ—ไธค่€…้ƒฝ้ž้›ถๅŒบ้—ดๅ†…็š„ๅท็งฏๅ’Œๅณๅฏ
    • ่ฟ™ไธ€ๆญฅ้œ€่ฆๅฏนไบŽ tt ็š„ๅ€ผๅœจไธๅŒๅŒบๅŸŸๅ†…ๆ—ถ๏ผŒไธค็ง้ž้›ถ่Œƒๅ›ด็š„ไธๅŒ้‡ๅ ๆƒ…ๅ†ต๏ผŒ่ฟ›่กŒๅˆ†็ฑป่ฎจ่ฎบ
    • ๅฏนไบŽๅˆ†ๆฎตๅ‡ฝๆ•ฐ๏ผŒ่ฟ˜้œ€่ฆ่€ƒ่™‘ๆฏไธชๅˆ†ๆฎต็š„้‡ๅ ๆƒ…ๅ†ต๏ผŒ่ฟ›่กŒๆ›ด็ป†่‡ด็š„ๅˆ†็ฑป่ฎจ่ฎบใ€‚ๅฆ‚ๆžœๅคชๅคๆ‚๏ผŒๅฐฑ็”ปๅ›พๆฅ็œ‹ใ€‚
    • ไฝฟ x(t)x(t)ๅ’Œh(tโˆ’ฯ„)h(t-\tau)้ž้›ถ็š„ ฯ„\tau ็š„่Œƒๅ›ดไธญๅซๆœ‰ tt๏ผŒๆ‰€ไปฅ้‡ๅ ๆƒ…ๅ†ตๆ˜ฏ็”ฑ tt ็š„ๅ–ๅ€ผๅ†ณๅฎš็š„๏ผŒ่ฟ™้‡Œๅˆ†็ฑป่ฎจ่ฎบ็š„ๆ˜ฏ tt ๏ผ
  4. ็ปผๅˆๅ„็งๆƒ…ๅ†ต๏ผŒๅพ—ๅˆฐ็ป“ๆžœ

ๅฆๅค–๏ผŒ

  • ๅฆ‚ๆžœ็›ดๆŽฅ็ฎ—ๆžไธๆธ…ๆฅš็š„๏ผŒๅฏไปฅ็”ปๅ›พ่พ…ๅŠฉ

Mathematical properties of convolution

๐Ÿ“Œ 1. Commutative Property๏ผˆไบคๆขๅพ‹๏ผ‰

  • Discrete-time:

    x[n]โˆ—h[n]=h[n]โˆ—x[n]x[n] * h[n] = h[n] * x[n]

  • Continuous-time:

    x(t)โˆ—h(t)=h(t)โˆ—x(t)x(t) * h(t) = h(t) * x(t)

  • โœ… Meaning: Order of convolution does not affect the result.

๐Ÿ“Œ 2. Distributive Property๏ผˆๅˆ†้…ๅพ‹๏ผ‰

  • Expression:

    xโˆ—(h1+h2)=xโˆ—h1+xโˆ—h2x * (h_1 + h_2) = x * h_1 + x * h_2

  • โœ… Meaning: Convolution distributes over addition.

๐Ÿ“Œ 3. Associative Property๏ผˆ็ป“ๅˆๅพ‹๏ผ‰

  • Expression:

    xโˆ—(h1โˆ—h2)=(xโˆ—h1)โˆ—h2x * (h_1 * h_2) = (x * h_1) * h_2

  • โœ… Meaning: Grouping of convolution operations doesnโ€™t matter.

๐Ÿ“Œ 4. Cascading Order of LTI Systems

  • By combining commutative and associative properties, we get:

    (xโˆ—h1)โˆ—h2=xโˆ—(h1โˆ—h2)=xโˆ—(h2โˆ—h1)=(xโˆ—h2)โˆ—h1(x * h_1) * h_2 = x * (h_1 * h_2) = x * (h_2 * h_1) = (x * h_2) * h_1

  • โœ… Implication: In LTI systems, the order of cascade does not matter.

    • Cascading multiple LTI systems yields the same result regardless of the order of convolution.
    • The whole system remains the same when the order of cascade is changed.

๐Ÿ“Œ 5. Differentiation Property of Convolution

If:

y(t)=x(t)โˆ—h(t)y(t) = x(t) * h(t)

then:

dy(t)dt=(dx(t)dt)โˆ—h(t)\frac{dy(t)}{dt} = \left( \frac{dx(t)}{dt} \right) * h(t)

This extends to:

  • Higher-order derivative:

    d2y(t)dt2=(d2x(t)dt2)โˆ—h(t)\frac{d^2 y(t)}{dt^2} = \left( \frac{d^2 x(t)}{dt^2} \right) * h(t)

  • Running integral:

    (โˆซโˆ’โˆžtx(ฯ„)โ€‰dฯ„)โˆ—h(t)=โˆซโˆ’โˆžty(ฯ„)โ€‰dฯ„\left( \int_{-\infty}^t x(\tau)\,d\tau \right) * h(t) = \int_{-\infty}^t y(\tau)\,d\tau

โœ… Meaning: Differentiation (or integration) of the output equals the convolution of the derivative (or integral) of the input.

  • A more fundamental understanding: In a Linear Time-Invariant (LTI) system, the derivative (or integral) of the input produces the derivative (or integral) of the output.

๐Ÿ“Œ 6. Indications of Differentiation

Example:

  • Input: Unit step function
  • Output: Sigmoid (smooth step-like function)
  • Impulse response: Derivative of sigmoid (bell-shaped curve)

    h(t)=ddtsigmoid(t)h(t) = \frac{d}{dt} \text{sigmoid}(t)

โœ… The impulse response of a system that turns a unit step into a sigmoid is the derivative of the sigmoid.

image-20250411125827777

System properties for LTI systems

๐Ÿง  Memory of an LTI System

  • An LTI system is memoryless if:

    y(t0)=โˆซโˆ’โˆžโˆžx(ฯ„)h(t0โˆ’ฯ„)dฯ„y(t_0) = \int_{-\infty}^{\infty} x(\tau) h(t_0 - \tau) d\tau

    depends only on x(t0) x(t_0) .

  • This implies:

    h(t0โˆ’ฯ„)โ‰ 0ย onlyย ifย ฯ„=t0โ‡’h(t)โ‰ 0ย onlyย ifย t=0h(t_0 - \tau) \neq 0 \text{ only if } \tau = t_0 \Rightarrow h(t) \neq 0 \text{ only if } t = 0

  • Therefore, the impulse response must be:

    h(t)=kฮด(t),forย someย kโ‰ 0h(t) = k\delta(t), \quad \text{for some } k \ne 0

  • Since convolution with kฮด(t) k\delta(t) gives:

    x(t)โˆ—kฮด(t)=kx(t)x(t) * k\delta(t) = kx(t)

    โœ… The only memoryless LTI system is a rescaling system (e.g., amplifier).

โณ Causality of an LTI System

  • General definition: A system is causal if the output y(t0) y(t_0) depends only on values of the input x(t) x(t) for tโ‰คt0 t \leq t_0 .

  • For an LTI system, the output is given by:

    y(t0)=โˆซโˆ’โˆžโˆžx(ฯ„)h(t0โˆ’ฯ„)dฯ„y(t_0) = \int_{-\infty}^{\infty} x(\tau) h(t_0 - \tau) d\tau

    This must depend only on x(t) x(t) for tโ‰คt0 t \leq t_0 .

  • So we must have:

    h(t0โˆ’ฯ„)=0forฯ„>t0โ‡’h(t)=0fort<0h(t_0 - \tau) = 0 \quad \text{for} \quad \tau > t_0 \Rightarrow h(t) = 0 \quad \text{for} \quad t < 0

  • โœ… Conclusion: An LTI system is causal iff

    h(t)=0forย t<0h(t) = 0 \quad \text{for } t < 0

  • This is much easier to check than the general causality definition!

๐Ÿ’ค Initial Rest Property

  • Definition:
    A system has the initial rest property if the output is zero before the input becomes nonzero.
    In other words:

    The system generates nonzero output only after the input becomes nonzero.

  • โš ๏ธ Note:
    Not all causal or memoryless systems have this property.
    Example: y(t)=x(t)+1 y(t) = x(t) + 1 is memoryless and causal, but not initially at rest.

๐Ÿ“Œ Key Result for LTI Systems:

An LTI system has the initial rest property if and only if it is causal.


โœ๏ธ Brief Proof:

(1) LTI + Initial Rest โ‡’ Causality

  • Given: System is LTI and has initial rest โ‡’
    For any x(t) x(t) , if x(t)=0 x(t) = 0 for t<t0 t < t_0 , then y(t)=0 y(t) = 0 for t<t0 t < t_0 .
  • Consider the systemโ€™s impulse response h(t) h(t) :
    For the system to output zero before input is nonzero, we must have:

    h(t)=0forย t<0h(t) = 0 \quad \text{for } t < 0

    โ‡’ By definition, the system is causal.

(2) LTI + Causality โ‡’ Initial Rest

  • Given: h(t)=0 h(t) = 0 for t<0 t < 0 (causality), and system is LTI.
  • Let x(ฯ„)=0 x(\tau) = 0 for all ฯ„<t0 \tau < t_0 . Then for t<t0 t < t_0 :

    y(t)=โˆซโˆ’โˆžโˆžx(ฯ„)h(tโˆ’ฯ„)dฯ„=โˆซt0โˆžx(ฯ„)h(tโˆ’ฯ„)dฯ„y(t) = \int_{-\infty}^{\infty} x(\tau) h(t - \tau) d\tau = \int_{t_0}^{\infty} x(\tau) h(t - \tau) d\tau

    Since ฯ„>t0>t \tau > t_0 > t , tโˆ’ฯ„<0 t - \tau < 0 , and thus h(tโˆ’ฯ„)=0 h(t - \tau) = 0 (by causality),

    โ‡’y(t)=0\Rightarrow y(t) = 0

    โ‡’ Therefore, the system is initially at rest.

LCCDE Systems

Definition of LCCDE (Linear Constant-Coefficient Differential Equation)

  • General form:

    โˆ‘k=0Nakdky(t)dtk=โˆ‘k=0Mbkdkx(t)dtk\sum_{k=0}^{N} a_k \frac{d^k y(t)}{dt^k} = \sum_{k=0}^{M} b_k \frac{d^k x(t)}{dt^k}

    • y(t) y(t) : output
    • x(t) x(t) : input
  • Order of LCCDE: determined by the highest derivative of y(t) y(t) , i.e., N N

  • Examples:

    • 0th order: a0y(t)=โˆ‘k=0Mbkdkx(t)dtk a_0 y(t) = \sum_{k=0}^M b_k \frac{d^k x(t)}{dt^k}
    • 1st order: a1dy(t)dt+a0y(t)=โˆ‘k=0Mbkdkx(t)dtk a_1 \frac{dy(t)}{dt} + a_0 y(t) = \sum_{k=0}^M b_k \frac{d^k x(t)}{dt^k}
    • 2nd order: a2d2y(t)dt2+a1dy(t)dt+a0y(t)=โˆ‘k=0Mbkdkx(t)dtk a_2 \frac{d^2 y(t)}{dt^2} + a_1 \frac{dy(t)}{dt} + a_0 y(t) = \sum_{k=0}^M b_k \frac{d^k x(t)}{dt^k}
  • โ€œConstant coefficientโ€: ak a_k , bk b_k are constants (not functions of x,y,t x, y, t )

  • โ€œLinearโ€: the equation is a linear combination of derivatives of y(t) y(t)

โš ๏ธ Note: A system described by an LCCDE is not necessarily a linear system, despite the equation being linear.

Physical Systems Described by LCCDE

Two typical 1st-order LCCDE systems:


  1. RC Circuit (Example 1.8):
    • Equation:

      dvc(t)dt+1RCvc(t)=1RCvs(t)\frac{dv_c(t)}{dt} + \frac{1}{RC}v_c(t) = \frac{1}{RC}v_s(t)

    • Input: vs(t) v_s(t) (voltage source)
    • Output: vc(t) v_c(t) (capacitor voltage)
    • Goal: Determine vc(t) v_c(t) 's response to a unit step input.

  1. Car Motion (Example 1.9):

    • Equation:

      dv(t)dt+ฯmv(t)=1mf(t)\frac{dv(t)}{dt} + \frac{\rho}{m}v(t) = \frac{1}{m}f(t)

    • Input: f(t) f(t) (applied force)
    • Output: v(t) v(t) (car speed)
    • Goal: Determine how speed changes when force is applied suddenly.

Both are modeled by first-order LCCDEs and describe dynamic responses to step inputs.

Summary: Solution Space of LCCDE

  • To solve an LCCDE:

    โˆ‘k=0Nakdky(t)dtk=โˆ‘k=0Mbkdkx(t)dtk\sum_{k=0}^{N} a_k \frac{d^k y(t)}{dt^k} = \sum_{k=0}^{M} b_k \frac{d^k x(t)}{dt^k}

    we must find all functions y(t) y(t) satisfying the equation.

  • Solution = Particular Solution ็‰น่งฃ + Homogeneous Solution ้€š่งฃ

    • Particular Solution yp(t) y_p(t) : A specific solution that satisfies the entire non-homogeneous equation.
    • Homogeneous Solution yh(t) y_h(t) : Solution to the homogeneous equation (right-hand side = 0).
      • For example, yh(t)=Aeโˆ’2t y_h(t) = Ae^{-2t} for any constant A A .
  • Complete solution space:

    y(t)=yp(t)+yh(t)=15(e3tโˆ’eโˆ’2t)u(t)+Aeโˆ’2ty(t) = y_p(t) + y_h(t) = \frac{1}{5}(e^{3t} - e^{-2t})u(t) + Ae^{-2t}

  • Key fact:
    Every LCCDE has infinitely many solutions, all expressible as:

    Generalย solution=Particularย solution+Homogeneousย solution\text{General solution} = \text{Particular solution} + \text{Homogeneous solution}

Initial State

๐Ÿ”น LCCDE System โ‰  LCCDE Equation

  • A system built on an LCCDE needs initial state info to produce a unique output.
  • Example: A carโ€™s speead response depends not just on the gas pedal (input), but also on its initial speed.

๐Ÿ”น LCCDE System = LCCDE + Initial State

  • Assume input turns on at t=0 t = 0 ; x(t)=0 x(t) = 0 for t<0 t < 0 .
  • Initial state: y(0โˆ’) y(0^-) (e.g., initial voltage or velocity).
  • Unique solution obtained by matching:

    y(0โˆ’)=yp(0โˆ’)+yh(A,0โˆ’)y(0^-) = y_p(0^-) + y_h(A,0^-)

Zero-state and Zero-input responses

๐Ÿ“Œ Definition and Components

  • The total output ( y(t) ) of an LCCDE system is:

    y(t)=(1โˆ’eโˆ’t)u(t)โŸZero-stateย response+y(0โˆ’)eโˆ’tโŸZero-inputย responsey(t) = \underbrace{(1 - e^{-t})u(t)}_{\text{Zero-state response}} + \underbrace{y(0^-) e^{-t}}_{\text{Zero-input response}}

  • Zero-state response:

    • Caused by input signal when initial conditions are zero.
    • Also called the particular solution.
  • Zero-input response:

    • Caused by initial conditions when input is zero.
    • Also called the homogeneous solution.

๐Ÿ”— Independence

  • The two responses are mutually independent:
    • Changing one does not affect the other.
  • Denote:
    • yzi(t)=yh(A,t) y_{zi}(t) = y_h(A, t) , from initial state only.
    • yzs(t)=yp(t) y_{zs}(t) = y_p(t) , from input only.
  • Therefore:

    y(t)=yzi(t)+yzs(t)y(t) = y_{zi}(t) + y_{zs}(t)

    is the overall response.

LCCDE is an Incrementally LTI System

  • LCCDE output = Zero-state response (LTI) + Zero-input response

    y(t)=L{x(t)}+yzi(t)y(t) = \mathcal{L}\{x(t)\} + y_{zi}(t)

  • where

    • L{x(t)}=yzs(t) \mathcal{L}\{x(t)\} = y_{zs}(t): Response from LTI subsystem, which is also the zero-state reponse

      • This means the zero-state reponse is response from a LTI system
    • yzi(t) y_{zi}(t) : Response from initial state, which is also the zero-input response

Key Insight

  • A LCCDE is a LTI system if and only if yzi(t)=0y_{zi}(t) = 0 , or more specifically, if and only if the initial state is 0, or the system fits initial rest property.
image-20250425114730761

The โ€œclassical approachโ€ to Output prediction for general LCCDE systems

๐Ÿ”ธ Motivation

  • Predicting output using zero-state and zero-input response can be hard due to the unit-step u(t) u(t) in realistic input signals (e.g., eatu(t),cosโก(ฯ‰t)u(t) e^{at}u(t), \cos(\omega t)u(t) ).

๐Ÿ”ธ Classical Approach Strategy

  • Remove u(t) u(t) and restrict to t>0 t > 0 .

  • Solve the modified equation without u(t) u(t)

    • Let y(t)=yp(t)+yh(A,t)y(t) = y_p(t) + y_h(A,t)
    • Guess particular solution yp(t)y_p(t), Substitute into the equation to determine the coefficients
  • adjust using continuity at t=0 t = 0 .


๐Ÿ”ธ Key Example

  1. Problem Setup
  • Realistic inputs include unit-step: x(t)=e3tu(t) x(t) = e^{3t}u(t)
  • Equation:

    dy(t)dt+2y(t)=e3tu(t),y(0โˆ’)=ฮณ\frac{dy(t)}{dt} + 2y(t) = e^{3t}u(t), \quad y(0^-) = \gamma


  1. Classical Method Strategy
  • Drop u(t) u(t) and solve for t>0 t > 0 :

    dy(t)dt+2y(t)=e3t,t>0\frac{dy(t)}{dt} + 2y(t) = e^{3t}, \quad t > 0


  1. Solving the Modified Equation

Particular Solution yp(t) y_p(t) :

Guess: yp(t)=Ke3t y_p(t) = Ke^{3t}
Plug into the equation:

3Ke3t+2Ke3t=e3tโ‡’5K=1โ‡’K=153Ke^{3t} + 2Ke^{3t} = e^{3t} \Rightarrow 5K = 1 \Rightarrow K = \frac{1}{5}

So,

yp(t)=15e3ty_p(t) = \frac{1}{5}e^{3t}

Homogeneous Solution yh(t)y_h(t) :

Solve dyhdt+2yh=0โ‡’yh(t)=Aeโˆ’2t \frac{dy_h}{dt} + 2y_h = 0 \Rightarrow y_h(t) = Ae^{-2t}


  1. Apply Continuity at t=0 t = 0

y(0+)=y(0โˆ’)=ฮณy(0^+) = y(0^-) = \gamma

y(0+)=15+A=ฮณโ‡’A=ฮณโˆ’15y(0^+) = \frac{1}{5} + A = \gamma \Rightarrow A = \gamma - \frac{1}{5}


  1. Final Total Solution (for t>0 t > 0 )

y(t)=15e3t+(ฮณโˆ’15)eโˆ’2ty(t) = \frac{1}{5}e^{3t} + (\gamma - \frac{1}{5})e^{-2t}


  1. Compare with Original Equationโ€™s Solution

The solution of original equation is

y(t)=15(e3tโˆ’eโˆ’2t)u(t)+ฮณeโˆ’2tu(t)y(t) = \frac{1}{5}(e^{3t} - e^{-2t})u(t) + \gamma e^{-2t}u(t)

  • ๆœ‰ๆ—ถ๏ผŒ้ข˜็›ฎไผš็ป™ไฝ initial restๆกไปถ๏ผŒ็„ถๅŽ่ฎฉไฝ ไปŽไฟฎๆ”นๅŽ็š„ๆ–น็จ‹็š„่งฃ๏ผˆ5็š„ๅฝขๅผ๏ผ‰ๆŽจๅ›žๅŽŸๆ–น็จ‹ๅฎŒๆ•ด็š„่งฃ๏ผˆ6็š„ๅฝขๅผ๏ผ‰๏ผŒๅ…ถๅฎžไธ€่ˆฌๅฐฑๆ˜ฏไน˜ไธŠไธ€ไธช u(t)u(t) ๅฐฑๅฅฝไบ†

๐Ÿ”ธ Interpretation

  • Classical and original methods yield the same total output, but decompose it differently:

    • Classical: into forced (particular) and natural (homogeneous) responses
    • Original: into zero-state (particular) and zero-input responses
  • However:

    • Particular โ‰  zero-state, Homogeneous โ‰  zero-input
  • To extract components:

    • Zero-Input response: Identify terms โˆ\propto (that are directly proportional to) initial state (e.g., ฮณeโˆ’2tโˆฮณ \gamma e^{-2t} \propto \gamma) โ†’ yzi(t) y_{zi}(t)
      • It may be a little tricky to extract yzi(t)y_{zi}(t) when the initial state ฮณ\gamma is a specific number.
      • To tackle this problem, remember that the proportion to initial state is the basic term(s) of the homogenous solution yh(t)y_h(t) ! (e.g. eโˆ’2te^{-2t})
      • Or in another way, the Zero-Input response is also directly proportional to the basic term of homogenous solution yh(t)y_h(t) (e.g. ฮณeโˆ’2tโˆeโˆ’2t \gamma e^{-2t} \propto e^{-2t})
    • Zero-State response: Remaining terms โ†’ yzs(t) y_{zs}(t)

๐Ÿ”ธ Summary Table (Common Particular Solution for input)

Input x(t) x(t) Modified Input Particular Solution
Eu(t) E u(t) E E (Constant) K K
tpu(t) t^p u(t) tp t^p โˆ‘i=0pKiti \sum_{i=0}^{p} K_i t^{i}
eatu(t) e^{at} u(t) eat e^{at} Keat K e^{at}
cosโก(ฯ‰t)u(t) \cos(\omega t) u(t) cosโก(ฯ‰t) \cos(\omega t) K1cosโก(ฯ‰t)+K2sinโก(ฯ‰t) K_1\cos(\omega t) + K_2\sin(\omega t)

๐Ÿ”ธ Notes

  • Classical approach gives correct output but lacks clear separation of zero-state/zero-input.
  • Better tools (e.g., Laplace Transform) will be introduced for direct prediction.

Block diagram representations of LCCDE systems

There are 3 common modules: differentiator, multiplication, and addition. They are represented by:

image-20250411145542933

And the intergrator is represented by

image-20250411145554981

Multiple forms

There can be multiple block diagrams to represent the same system, based on different reformulation of the LCCDE.

  • For example, you can use a differentiator instead of an integrator
  • Although the two forms are theoretically equivalent, implementation using integrator is better that that using differentiator due to improved robustness of integrator against noise.
image-20250411145948395
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