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Lecture notes on the topic of linear time-invariant (lti) systems, covering basic system properties, convolution, and impulse response. The notes explain the concepts of linearity, time-invariance, causality, memoryless systems, and bibo stability. They also discuss the sifting property of impulses, the relationship between impulse response and system functions, and various properties of convolution.
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What: Input x(t) → |SYSTEM| → y(t) output. Why: Design the system to filter input x(t). DEF: A system is LINEAR if the following two properties hold:
−∞ |h(τ^ )|dτ^ ≤^ L^ for some^ L^ (absolutely integrable) where: Impulse δ(t) → |SYS| → h(t)=impulse response of the system.
EX: A discrete time-invariant system has these two responses: { 0 , 0 , 3 } → |SYS| → { 0 , 1 , 0 , 2 } and { 0 , 0 , 0 , 1 } → |SYS| → { 1 , 2 , 1 }. Prove: The system is nonlinear. Proof: By contradiction. Suppose the system is linear. But then: { 0 , 0 , 0 , 1 } → |SYS| → { 1 , 2 , 1 } implies { 0 , 0 , 3 } → |SYS| → { 3 , 6 , 3 } since we know it is time-invariant. Then { 0 , 0 , 3 } produces two outputs!
Note: x(t) =
−∞ x(τ^ )δ(t^ −^ τ^ )dτ^ =^ x(t)^ ∗^ δ(t) (sifting property of impulse). Delay: x(t − τ ) is x(t) shifted right (later) if τ > 0; left (earlier) if τ < 0. Fold: x(−t) is x(t) flipped/folded/reversed around t = 0. Both: x(τ − t) is x(−t) shifted right if τ > 0 (since x(0) is now at t = τ ). FOR LINEAR TIME-INVARIANT (LTI) SYSTEMS:
x(τ )δ(t − τ )dτ → |LT I| →
x(τ )h(t − τ )dτ Linear: superposition.
x(τ )h(t − τ )dτ = h(t) ∗ x(t) Convolution. Input x(t) into LTI system→output y(t) = h(t) ∗ x(t) if initial=0. PROPERTIES OF CONVOLUTION
h(τ )x(t − τ )dτ =
h(t − τ )x(τ )dτ.
∫ (^) t 0 h(τ^ )x(t^ −^ τ^ )dτ^ =^
∫ (^) t 0 h(t^ −^ τ^ )x(τ^ )dτ^ is also causal.
−∞ y(t)dt^ = [
−∞ h(t)dt]^ ·^ [
−∞ x(t)dt] (good check of computation) since
y(t)dt =
h(τ )
x(t − τ )dt dτ = [
h(τ )dτ ][
x(t)dt] (∆order)
∫ (^) t −∞ x(τ^ )dτ^ :^ h(t) =^ u(t) is an ideal integrator of input.
|h(t)|dt = L; |x(t)| ≤ M → |y(t)| = |
h(τ )x(t − τ )| ≤
|h(τ )| · |x(t − τ )| ≤ M
|h(τ )| = M L So |x(t)| ≤ M → |y(t)| ≤ M L: Bounded Input→Bounded Output
→ y(t) (parallel connection) Equivalent to: x(t) → |g(t) + h(t)| → y(t) (distributive property of *)
→ |h(t)| → • → y(t) equivalent to (^) XY^ ((ss)) = (^1) −GH(s(s)H)(s). ↖ |g(t)| ↙ (feedback connection)