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Third Edition
Robert A. Gabel MIT Lincoln Laboratory formerly at University of Colorado at Denver Richard A. Roberts University of Colorado at Boulder
A - PO/ 0 5 B i
CONTENTS
1
LINEAR SYSTEMS
1.1 1.2 1.3 1.4 1.5 Introduction
/I
/I /2
Classification of Linear Systems Linearity /4 Discrete-Time Systems /lO Continuous-Time Systems /15 Problems /18
2 DISCRETE-TIME SYSTEMS
2.1 2.2 2-3 Introduction /23
/23
Linear Difference Equations /24 The General Solution of Nonhomogeneous Difference Equations
/29
XIU
Xiv
CONTENTS
74
2.6 2.7
V Response Of Discrete-T.me Systems The Frequency Response Convc,u.ion and .mpu.se Response /46 -n,e convolution Operation /48 Finding the Impulse-Response sequence /53 Deconvolution /63 state Vanables for Dlscre.e-TneSy.en,s The solution of S.ate-Var.able Equations /^ P*
/37
-? 2.,0
2 11 Functions of a Matrix /75 2V Change of Internal System Structure /87 2.13 Frequency Response m Terms of A, B, C D 2 14 An Application of State Variables: Limit Cycles in Digital Filters /96 2.15 Concluding Remarks and Further Examples 2.16 Summary Problems /109 /HO
/V4
/104
3 3
CONTINUOUS-TIME SYSTEMS
3.1 3.2 3.3 3.4 3.5 3.6 3.7
/121
/127
Linear Differential Equations /121 The Frequency Response of Continuous-Time Systems Convolution and the Impulse Function /129 Convolution for Continuous-Time Systems Some Generalizations of Convolution for Continuous-Time Systems /134 /138
Finding the Impulse-Response Function /145 Frequency Response and the Impulse-Response Function /151 3.8 State Variables for Continuous-Time Systems /153 3.9 Solution of the 3.10 Continuous-T.me State-Variable Equations /156 Frequency Response m Terms of A, B, C D /166 J H Summary /167 Problems /167
CONTENTS
XV
4 THE Z-TRANSFORM
4.1 4.2 4.3 4.4 4.5 4.6 4.7 4.8 4.9
/177
Introduction /177 The Z-Transform /179 Convergence of the Z-Transform /181 Properties of the Z-Transform /185 Inversion of the Z-Transform /202 Evaluating a System's Frequency Response Deconvolution Revisited /219 Further Applications of the Z-Transform Summary /227 Problems /227
/214 /221
5 FOURIER ANALYSIS
5.1 5.2 5.3 5.4 5.5 5.6 5.7 5.8 5.9 5.10 5.11 5.12 5.13 5.14 5.J5 ^16 5>7 Introduction
/239
/241
/239
Generalized Fourier Series: Orihogonal Functions Examples of Orihogonal Functions /247 The Exponential Fourier Series /250 The Complex Fourier Spectrum /255 /266 The Discrete-Time Fourier Transform
Properties of the Discrete-Time Fourier Transform /27I Fourier Analysis and the Design of FIR Filters /275 The Fourier Transform /278 Properties of the Fourier Transform The Energy Spectrum /297 Fourier Transform of Power Signals Sampling of Time Signals /307 Modulation /312 /285 /298
Transmission of Signals through Linear Filters /315 Numerical Calculation of ^ - - T r a n s f o r m s - T h e Discrete Fourier Transform Properi.es of the Discrete Founer Transform /332
/324
XVi
CONTENTS
5.18 5.19
/335
/349
Introduction /349 Convergence of the Laplace Transform /35I The One-Sided or Unilateral Laplace Transform Properties of the Laplace Transform /354 Laplace Transforms of Simple Functions /361 Inversion of the Laplace Transform /363 Applications of Laplace TransformsDifferential Equations Stability in the s Domain /378 Noncausal Systems and Inputs /382 Transient and Steady-State Response of a Linear System /386 Frequency Response of Linear Systems /389 Laplace Transform Analysis of Causal Periodic Inputs to Linear Systems /390
/353
/373
Relationship of the Z-Transform to the Fourier and Laplace Transforms /394 Summary /396 Problems /396