Documenti di Didattica
Documenti di Professioni
Documenti di Cultura
∞
Linearity
y[n] = ∑ x[k]H{δ [n − k]}
k =−∞
(2.2)
Signals and Systems, 2/E by Simon Haykin and Barry Van Veen
⎧ 1, n=0
⎪⎪ 1
h [n] = ⎨ , n =1
⎪2
⎪⎩ 0, otherwise
Signals and Systems, 2/E by Simon Haykin and Barry Van Veen
<Sol.>
1. Input: x [ n ] = 2δ [ n ] + 4δ [ n − 1] − 2δ [ n − 2]
2. Since time-shifted impulse input time-shifted impulse response output
γ δ [n − k] γ h [n − k]
3. Output: ⎧ 0, n<0
⎪ 2, n=0
y [ n ] = 2h [ n ] + 4h [ n − 1] − 2h [ n − 2] ⎪
⎪ 5, n =1
y [n] = ⎨
⎪ 0, n=2
⎪ −1, n=3
⎪
⎩ 0, n≥4
Signals and Systems, 2/E by Simon Haykin and Barry Van Veen
Figure 2.3 (p. 103) Evaluation of Eq. (2.6) in Example 2.2. (a) The input signal x[k]
above the reflected and time-shifted impulse response h[n – k], depicted as a function
of k. (b) The product signal w5[k] used to evaluate y [–5]. (c) The product signal w5[k]
used to evaluate y[5]. (d) The product signal w10[k] used to evaluate y[10].
Signals and Systems, 2/E by Simon Haykin and Barry Van Veen
k = −∞
Signals and Systems, 2/E by Simon Haykin and Barry Van Veen
It is worthy to note that the term h[n-k] in convolution sum also can be
represented as h[-(k-n)]. Therefore, ∞ ∞
y[n ] = ∑ x[k] ⋅ h[n − k] = ∑ x[k ] ⋅ h[−(k − n)]
k = −∞ −∞
h[k]
h[-k] = h[0-k]
h[n-k] = h[-(k-n)]
Signals and Systems, 2/E by Simon Haykin and Barry Van Veen
∞
y[n ] = ∑ x[k ] ⋅ h[−(k − n )]
−∞
Signals and Systems, 2/E by Simon Haykin and Barry Van Veen
Ans:
Signals and Systems, 2/E by Simon Haykin and Barry Van Veen
h [ n ] = ( u [ n ] − u [ n − 4 ])
1
Fig. 2.4 (a).
4
Determine the output of the system when the input is the rectangular pulse
defined as
1’st interval: n < 0
x [ n ] = u [ n ] − u [ n − 10] Fig. 2.4 (b). 2’nd interval: 0 ≤ n ≤ 3
<Sol.> 1. Refer to Fig. 2.4. 2.4 Five intervals ! 3’rd interval: 3 < n ≤ 9
2. 1’st interval: wn[k] = 0 4th interval: 9 < n ≤ 12
5th interval: n > 12
3. 2’nd interval: ⎧1/ 4, k = 0
w0 [ k ] = ⎨
For n = 0: ⎩ 0, otherwise Fig. 2.4 (c).
Signals and Systems, 2/E by Simon Haykin and Barry Van Veen
∑ 1/ 4 = 4 ( n − ( n − 3) + 1) = 1
1
5. 4th interval: 9 < n ≤ 12 y [n] =
k = n −3
⎧1/ 4, n − 3 ≤ k ≤ 9
wn [ k ] = ⎨ 4) For 9 < n ≤ 12:
⎩ 0, otherwise 9
13 − n
Fig. 2.4 (f).
y [n] = ∑ 1/ 4 =
1
4
( 9 − ( n − 3 ) + 1) 4
=
k = n−3
Signals and Systems, 2/E by Simon Haykin and Barry Van Veen
We use convolution to find the output of this system, assuming that b ≠ ρ and
that the system is causal.
<Sol.> h[1]=ρ h[0]=1
1. Impulse response: h [ n ] = ρ h [ n − 1] + δ [ n ] (2.7)
Since the system is causal, we have h[n] = 0 for n < 0. For n = 0, 1, 2, …, we
find that h[0] = 1, h[1] = ρ, h[2] = ρ 2, …, or
h [ n ] = ρ nu [ n ]
2. Graph of x[k] and h[n − k]: Fig. 2.5 (a).
⎧bk , −4 ≤ k ⎧ ρ n−k , k≤n
x [k ] = ⎨ and h[n − k ] = ⎨
⎩ 0, otherwise ⎩ 0, otherwise
3. Intervals of time shifts: 1’st interval: n < − 4; 2’nd interval: n ≥ − 4
Signals and Systems, 2/E by Simon Haykin and Barry Van Veen
Figure 2.5a&b (p. 109) Evaluation of the convolution sum for Example 2.4. (a) The
input signal x[k] depicted above the reflected and time-shifted impulse response
h[n – k]. (b) The product signal wn[k] for –4 ≤ n.
Signals and Systems, 2/E by Simon Haykin and Barry Van Veen
k =0 k =0
Apply the
k n −10 m
⎛ 1 ⎞
9
⎛ 1 ⎞ formula for
= 1000(1.08) ∑ ⎜ ⎟ − 1500(1.08) ∑ ⎜
n −10
⎟
n
k =0 k =10
1.08 − 1 1.08 − 1
= 3,340.17 (1.08 ) , 17 ≤ n
n
Figure 2.11
t≡τ
(p. 118)
Evaluation of the
convolution integral
for Example 2.6. (a)
The input x(τ)
depicted above the
reflected and time-
shifted impulse
response. (b) The
product signal wt(τ)
for 1 ≤ t < 3. (c)
The product signal
wt(τ) for 3 ≤ t < 5.
(d) The system
output y(t).
Signals and Systems, 2/E by Simon Haykin and Barry Van Veen
t≡τ
Signals and Systems, 2/E by Simon Haykin and Barry Van Veen
0
− ( t −τ )
dτ = e −t
(e ) = 1 − e
τ t
0
−t
0 ( ) 2
0
= ( e2 − 1) e− t
⎧ 0, t<0
⎪⎪
y ( t ) = ⎨ 1 − e− t , 0≤t <2 Fig. 2.13 (d).
⎪ 2
⎪⎩( e − 1) e ,
−t
t≥2
t≡τ
Signals and Systems, 2/E by Simon Haykin and Barry Van Veen
1 t −2
r ( t ) = ∫ x (τ ) aδ (τ − ( t − β ) ) dτ = ax ( t − β )
∞
−∞
2. Output: y (t ) = y (t ) + y (t )
1 2
= x(t ) ∗ h1 (t ) + x(t ) ∗ h2 (t )
∞ ∞
y (t ) = ∫ x(τ )h1 (t − τ )dτ + ∫ x(τ )h2 (t − τ )dτ
−∞ −∞
∞
y (t ) = ∫ x(τ ){h1 (t − τ ) + h2 (t − τ )} dτ where h(t) = h1(t) + h2(t)
−∞
∞
= ∫ x(τ )h(t − τ )dτ = x(t ) ∗ h(t ) Fig. 2.18(b)
−∞
Signals and Systems, 2/E by Simon Haykin and Barry Van Veen
-∞ ⎢⎣ −∞ ⎥⎦ (2.20)
Interchanging the order of the LTI systems in the cascade without affecting
the result:
x(t ) ∗ {h1 (t ) ∗ h2 (t )} = x(t ) ∗ {h2 (t ) ∗ h1 (t )} ,
Commutative property for continuous-time case:
h1(t) ∗ h2 (t) = h2 (t) ∗ h1(t) (2.24)
5. Associative property for discrete-time case:
{x[n] ∗ h1[n]} ∗ h2 [n] = x[n] ∗ {h1[n] ∗ h2 [n]} (2.25)
Commutative property for discrete-time case:
h1[n] ∗ h2 [n] = h2 [n] ∗ h1[n] (2.26)
Signals and Systems, 2/E by Simon Haykin and Barry Van Veen
Figure 2.20
(p. 131)
Interconnection of
systems for Example
2.11.
<Sol.>
1. Parallel combination of h1[n] and h2[n]:
h12[n] = h1[n] + h2[n] Fig. 2.21 (a).
Signals and Systems, 2/E by Simon Haykin and Barry Van Veen
Figure 2.21
(p. 131)
(a) Reduction of
parallel combination of
LTI systems in upper
branch of Fig. 2.20. (b)
Reduction of cascade
of systems in upper
branch of Fig. 2.21(a).
(c) Reduction of
parallel combination of
systems in Fig. 2.21(b)
to obtain an
equivalent system
for Fig. 2.20.
Signals and Systems, 2/E by Simon Haykin and Barry Van Veen
{ }
h[n] = 1 − α n u[n].
♣ Table 2.1 summarizes the interconnection properties presented in this section.
Signals and Systems, 2/E by Simon Haykin and Barry Van Veen
♣ Continuous-time system:
1. Convolution integral: 3. Convolution integral in new form:
∞ ∞
y (t ) = ∫ h(τ ) x(t − τ )dτ . y(t) = ∫ h(τ ) x(t −τ )dτ .
−∞ 0
∞
a+b ≤ a + b
y[n] ≤ ∑
k =−∞
h[k ]x[n − k ]
∞
ab = a b
y[n] ≤ ∑
k =−∞
h[k ] x[n − k ]
Hence, the output is bounded, or |y[n]| ≤ ∞ for all n, provided that the impulse
response of the system is absolutely summable.
3. Condition for impulse response of a stable discrete-time LTI system:
Signals and Systems, 2/E by Simon Haykin and Barry Van Veen
∑
k =−∞
h[k ] < ∞.
♣ Continuous-time case:
Condition for impulse response of a stable continuous-time LTI system:
∞
∫0
h(τ ) dτ < ∞.
∑ h[k ] = ∑ ρ = ∑ ρ < ∞
k k
if and only if |ρ| < 1
k =−∞ k =0 k =0
◆ Special case:
A system can be unstable even though the impulse response has a finite value.
1. Ideal integrator:
t
y(t) = ∫ x(τ )dτ (2.29)
−∞
∑ h [k ] = ∑
inv k
a is finite.
k =−∞ k =−∞
The step response s(t) is the running integral of the impulse response h(t).
◆ Express the impulse response in terms of the step response as
d
h[n] = s[n] − s[n − 1] and h(t ) = s (t )
dt
Example 2.14 RC Circuit: Step Response
The impulse response of the RC circuit depicted in Fig. 2.12 is Figure 2.12
(p. 119)
RC circuit system with the voltage
⎧ 0, t<0
⎪
s (t ) = ⎨ 1 t − τ
⎪ ∫
⎩ RC −∞
e RC u (τ )dτ t≥0
⎧ 0, t<0
⎪
s (t ) = ⎨ 1 t − τ
⎪
⎩ RC 0 ∫ e RC dτ t ≥ 0
⎧⎪ 0, t<0
=⎨ −
t
⎪⎩1 − e RC , t ≥ 0 Figure 2.25 (p. 140)
RC circuit step response for RC = 1 s.
Fig. 2.25
Signals and Systems, 2/E by Simon Haykin and Barry Van Veen
♣ The order of the differential or difference equation is (N, M), representing the
number of energy storage devices in the system.
Ex. RLC circuit depicted in Fig. 2.26.
2.26 Often, N ≥ M, and the
1. Input = voltage source x(t), output = loop current order is described
2. KVL Eq.: using only N.
d 1 t
Ry ( t ) + L y ( t ) + ∫ y (τ ) dτ = x ( t )
dt C −∞
Signals and Systems, 2/E by Simon Haykin and Barry Van Veen
1 d d2 d
y (t ) + R y (t ) + L 2 y (t ) = x (t ) N=2
C dt dt dt
Ex. Accelerator modeled in Section 1.10:
ωn d d2
ω y (t ) +
2
n y (t ) + 2 y (t ) = x (t ) N=2
Q dt dt
where y(t) = the position of the proof mass, x(t) = external acceleration.
Signals and Systems, 2/E by Simon Haykin and Barry Van Veen
Ex. Consider computing y[n] for n ≥ 0 from x[n] for the second-order difference
equation (2.37).
<Sol.>
1. Eq. (2.37) can be rewritten as
1
y[n] = x[n] + 2x[n − 1] − y[n − 1] − y[n − 2] (2.38)
4
2. Computing y[n] for n ≥ 0:
Signals and Systems, 2/E by Simon Haykin and Barry Van Veen
<Sol.>
1. Recursive formula for y[n]:
y [ n ] = 1.143 y [ n − 1] − 0.4128 y [ n − 2] + 0.0675 x [ n ] + 0.1349 x [ n − 1] + 0.675 x [ n − 2]
2. Step response: Fig. 2.28 (a).
3. Zero input response: Fig. 2.28 (b).
4. The outputs due to the sinusoidal inputs x1[n], x2[n], and x3[n]: Fig. 2.28 (c),
(d), and (e).
5. Fig. 2.28(f) shows the system output for the Intel stock price unit.
A comparison of peaks in Figs. 2.27 and 2.28 (f) Slightly delay!
Signals and Systems, 2/E by Simon Haykin and Barry Van Veen
2. Homogeneous solution:
N
Coefficients ci is
y [n] = ∑ c irin
(h)
(2.43)
i=1
determined by I.C.
N
3. Characteristic eq.: ∑a r
k =0
k
N−k
=0 (2.44)
Signals and Systems, 2/E by Simon Haykin and Barry Van Veen
c p (1 − 2 ρ ) = 1 (2.45)
3. Particular solution:
n
1 ⎛1⎞
y( ) [ n] =
Figure 2.30 (p. 148)
p
⎜ ⎟
RC circuit.
1 − 2ρ ⎝ 2 ⎠
Example 2.20 RC Circuit (continued): Particular Solution
Consider the RC circuit of Example 2.17 and depicted in Fig. 2.30.
2.30 Find a
particular solution for this system with an input x(t) = cos(ω0t).
<Sol.>
d
1. Differential equation: y ( t ) + RC y (t ) = x (t )
dt
2. Particular solution form:
y ( p ) (t ) = c1 cos(ω t ) + c2 sin(ω t )
3. Substituting y(p)(t) and x(t) = cos(ω0t) into the given differential Eq.:
Signals and Systems, 2/E by Simon Haykin and Barry Van Veen
c1 + RCω 0c2 = 1
− RCω0c1 + c2 = 0
4. Coefficients c1 and c2:
1 RCω 0
c1 = and c2 =
1 + ( RCω 0 ) 1 + ( RCω 0 )
2 2
5. Particular solution:
1 RCω0
y( p) ( t ) = cos (ω 0t ) + sin (ω 0t ) V
1 + ( RCω 0 ) 1 + ( RCω 0 )
2 2
4
Signals and Systems, 2/E by Simon Haykin and Barry Van Veen
3. Complete solution:
R = 1 Ω, C = 1 F
1 1
y ( t ) = ce− t + cos t + sin t V
2 2
4. Coefficient c1 determined by I.C.: y(0−) = y(0+)
+ 1 1 1
2 = ce −0 + cos 0+ + sin 0+ = c + c = 3/2
2 2 2
5. Final solution:
3 1 1
y ( t ) = e − t + cos t + sin t V
2 2 2
Signals and Systems, 2/E by Simon Haykin and Barry Van Veen
4. Particular solution:
Signals and Systems, 2/E by Simon Haykin and Barry Van Veen
ch = 22,000 + 11b
Fig. 2.31.
y [ n ] = ( 22, 000 + 11b )(1.1) − 10b
n
b= = −3, 254.91
0 = ( 22, 000 + 11b )(1.1) − 10b
9
11(1.1) − 10
9
Signals and Systems, 2/E by Simon Haykin and Barry Van Veen
2 2
2. I.C.:
y(0−) = y(0+) = 0 c = − 1/2
3. Forced response:
1 −t 1 1
y(
f)
(t ) = − e + cos t + sin t V
2 2 2
Signals and Systems, 2/E by Simon Haykin and Barry Van Veen
2. Continuous-time case: e i
rt
bounded ℜe{ri } < 0
ri = 1 and ℜe{ri } = 0 ⇒ The system is said to be on the verge of instability.
∫
t
y (t ) = ∫ x (τ )dτ
−∞
(a)
(c)
Figure 2.33
(p. 162)
Block diagram representation of a
discrete-time LTI system described
by a second-order difference
equation.
Signals and Systems, 2/E by Simon Haykin and Barry Van Veen
∫ ∫
Figure 2.37 (p. 166)
Block diagram representations of a continuous-time LTI
system described by a second-order integral equation. (a)
Direct form I. (b) Direct form II.
∫ ∫
(a)
(b)
Signals and Systems, 2/E by Simon Haykin and Barry Van Veen
1. State equation:
q1 [ n + 1] = α q1 [ n ] + δ1 x [ n ]
q2 [ n + 1] = γ q1 [ n ] + β q2 [ n ] + δ 2 x [ n ]
Signals and Systems, 2/E by Simon Haykin and Barry Van Veen
∫ ∫
<Sol.>
Signals and Systems, 2/E by Simon Haykin and Barry Van Veen
h [ n] = ( ρ ) u [ n]
n
>> h = (-0.9).^[0:49];
>> u = ones(1, 50);
>> s = conv(u, h);
>> stem([0:49], s(1:50))
2. Step response: Fig. 2.47.
Amplitude
the original and
transformed systems
1
have the (numerically)
identical impulse
response by computing 0
0 2 4 6 8 10
the error, err = h – hT. Time
Transformed System Impulse Response
3
2
Amplitude
Figure 2.48
(p. 181)
Impulse responses associated with the original 1
and transformed state-variable descriptions
computer using MATLAB.
0
0 2 4 6 8 10
Time
Signals and Systems, 2/E by Simon Haykin and Barry Van Veen
-1
Amplitude err
-2
-3
-4
-5
-6
0 2 4 6 8 10
Time
Plot for err = h − hT
Signals and Systems, 2/E by Simon Haykin and Barry Van Veen
:
:
Signals and Systems, 2/E by Simon Haykin and Barry Van Veen
x[n ] → x[k ]
h[n ] → h[k ] → h[−k ] → h[n − k ]
Signals and Systems, 2/E by Simon Haykin and Barry Van Veen
Laplacian Operator
Laplacian operator is an
isotropic filter (rotation
invariant)
Signals and Systems, 2/E by Simon Haykin and Barry Van Veen
g(x,y)
Signals and Systems, 2/E by Simon Haykin and Barry Van Veen