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Signal and Systems Chapter 2: LTI Systems

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1 Signal and Systems Chapter 2: LTI Systems
Representation of DT signals in terms of shifted unit samples System properties and examples Convolution sum representation of DT LTI systems Examples The unit sample response and properties of DT LTI systems Representation of CT Signals in terms of shifted unit impulses Convolution integral representation of CT LTI systems Properties and Examples The unit impulse as an idealized pulse that is β€œshort enough”: The operational definition of Ξ΄(t)

2 Exploiting Superposition and Time-Invariance
Book Chapter#: Section# Exploiting Superposition and Time-Invariance π‘₯[𝑛]= π‘˜ π‘Ž π‘˜ π‘₯ π‘˜ [𝑛] πΏπ‘–π‘›π‘’π‘Žπ‘Ÿπ‘†π‘¦π‘ π‘‘π‘’π‘š 𝑦[𝑛]= π‘˜ π‘Ž π‘˜ 𝑦 π‘˜ [𝑛 Question: Are there sets of β€œbasic” signals so that: We can represent rich classes of signals as linear combinations of these building block signals. The response of LTI Systems to these basic signals are both simple and insightful. Fact: For LTI Systems (CT or DT) there are two natural choices for these building blocks Focus for now: DT Shifted unit samples CT Shifted unit impulses Computer Engineering Department, Signal and Systems

3 Representation of DT Signals Using Unit Samples
Book Chapter#: Section# Representation of DT Signals Using Unit Samples Computer Engineering Department, Signal and Systems

4 The Shifting Property of the Unit Sample
Book Chapter#: Section# That is … π‘₯[𝑛]=...+π‘₯[βˆ’2]𝛿[𝑛+2]+π‘₯[βˆ’1]𝛿[𝑛+1]+π‘₯[0]𝛿[𝑛]+π‘₯[1]𝛿[π‘›βˆ’1]+... =>π‘₯[𝑛]= π‘˜=βˆ’βˆž ∞ π‘₯[π‘˜]𝛿[π‘›βˆ’π‘˜ The Shifting Property of the Unit Sample Coefficients Basic Signals Computer Engineering Department, Signal and Systems

5 π‘₯[𝑛]= π‘˜β†’βˆ’βˆž ∞ π‘₯[π‘˜]𝛿[π‘›βˆ’π‘˜]→𝑦[𝑛]= π‘˜β†’βˆ’βˆž ∞ π‘₯[π‘˜] β„Ž π‘˜ [𝑛
Book Chapter#: Section# Suppose the system is linear, and define β„Ž π‘˜ [𝑛 as the response to 𝛿[π‘›βˆ’π‘˜ : 𝛿[π‘›βˆ’π‘˜]β†’ β„Ž π‘˜ [𝑛 From superposition: π‘₯[𝑛]= π‘˜β†’βˆ’βˆž ∞ π‘₯[π‘˜]𝛿[π‘›βˆ’π‘˜]→𝑦[𝑛]= π‘˜β†’βˆ’βˆž ∞ π‘₯[π‘˜] β„Ž π‘˜ [𝑛 Computer Engineering Department, Signal and Systems

6 π‘₯[𝑛]= π‘˜β†’βˆ’βˆž ∞ π‘₯[π‘˜]𝛿[π‘›βˆ’π‘˜]→𝑦[𝑛]= π‘˜β†’βˆ’βˆž ∞ π‘₯[π‘˜]β„Ž[π‘›βˆ’π‘˜
Book Chapter#: Section# Now suppose the system is LTI, and define the unit sample response β„Ž[𝑛 : 𝛿[𝑛]β†’β„Ž[𝑛 From TI: 𝛿[π‘›βˆ’π‘˜]β†’β„Ž[π‘›βˆ’π‘˜ From LTI: π‘₯[𝑛]= π‘˜β†’βˆ’βˆž ∞ π‘₯[π‘˜]𝛿[π‘›βˆ’π‘˜]→𝑦[𝑛]= π‘˜β†’βˆ’βˆž ∞ π‘₯[π‘˜]β„Ž[π‘›βˆ’π‘˜ convolution sum Computer Engineering Department, Signal and Systems

7 Convolution Sum Representation of Response of LTI Systems
Book Chapter#: Section# Convolution Sum Representation of Response of LTI Systems 𝑦[𝑛]=π‘₯[𝑛]βˆ—β„Ž[𝑛]= π‘˜β†’βˆ’βˆž ∞ π‘₯[π‘˜]β„Ž[π‘›βˆ’π‘˜ Interpretation: Computer Engineering Department, Signal and Systems

8 Visualizing the calculation of 𝑦[𝑛]=π‘₯[𝑛]βˆ—β„Ž[𝑛
Book Chapter#: Section# Visualizing the calculation of 𝑦[𝑛]=π‘₯[𝑛]βˆ—β„Ž[𝑛 Choose value of n and consider it fixed 𝑦[𝑛]= π‘˜β†’βˆ’βˆž ∞ π‘₯[π‘˜]β„Ž[π‘›βˆ’π‘˜ View as functions of k with n fixed prod of overlap for prod of overlap for Computer Engineering Department, Signal and Systems

9 Calculating Successive Values: Shift, Multiply, Sum
Book Chapter#: Section# Calculating Successive Values: Shift, Multiply, Sum 𝑦[𝑛]=0 𝑛<βˆ’1 𝑦[βˆ’1]=1Γ—1=1 𝑦[0]=0Γ—1+1Γ—2=2 𝑦[1]=(βˆ’1)Γ—1+0Γ—2+1Γ—(βˆ’1)=βˆ’2 𝑦[2]=(βˆ’1)Γ—2+0Γ—(βˆ’1)+1Γ—(βˆ’1)=βˆ’3 𝑦[3]=(βˆ’1)Γ—(βˆ’1)+0Γ—(βˆ’1)=1 𝑦[4]=(βˆ’1)Γ—(βˆ’1)=1 𝑦[𝑛]=0 𝑛>4 Computer Engineering Department, Signal and Systems

10 Properties of Convolution and DT LTI Systems
Book Chapter#: Section# Properties of Convolution and DT LTI Systems A DT LTI System is completely characterized by its unit sample response Ex. 1:β„Ž[𝑛]=𝛿[π‘›βˆ’ 𝑛 0 There are many systems with this response to 𝛿[𝑛 There is only one LTI System with this response to 𝛿[𝑛 𝑦[𝑛]=π‘₯[π‘›βˆ’ 𝑛 0 ]β‡’π‘₯[𝑛]βˆ—π›Ώ[π‘›βˆ’ 𝑛 0 ]=π‘₯[π‘›βˆ’ 𝑛 0 Computer Engineering Department, Signal and Systems

11 𝑦 𝑛 = π‘˜=βˆ’βˆž 𝑛 π‘₯[π‘˜] Example 2: - An Accumulator Unit Sample response
Book Chapter#: Section# Example 2: 𝑦 𝑛 = π‘˜=βˆ’βˆž 𝑛 π‘₯[π‘˜] - An Accumulator Unit Sample response Computer Engineering Department, Signal and Systems

12 The Commutativity Property
Book Chapter#: Section# The Commutativity Property 𝑦[𝑛]=π‘₯[𝑛]βˆ—β„Ž[𝑛]=β„Ž[𝑛]βˆ—π‘₯[𝑛 Ex: Step response 𝑠[𝑛 of an LTI system 𝑠[𝑛]=𝑒[𝑛]βˆ—β„Ž[𝑛]=β„Ž[𝑛]βˆ—π‘’[𝑛 ⇒𝑠[𝑛]= π‘˜β†’βˆ’βˆž 𝑛 β„Ž[π‘˜ Computer Engineering Department, Signal and Systems

13 The Distributivity Property
Book Chapter#: Section# The Distributivity Property π‘₯[𝑛]βˆ—( β„Ž 1 [𝑛]+ β„Ž 2 [𝑛])=π‘₯[𝑛]βˆ— β„Ž 1 [𝑛]+π‘₯[𝑛]βˆ— β„Ž 2 [𝑛 Interpretation: Computer Engineering Department, Signal and Systems

14 The Associativity Property
Book Chapter#: Section# The Associativity Property π‘₯[𝑛]βˆ—( β„Ž 1 [𝑛]βˆ— β„Ž 2 [𝑛])=(π‘₯[𝑛]βˆ— β„Ž 1 [𝑛])βˆ— β„Ž 2 [𝑛 ⇕Commutativity π‘₯[𝑛]βˆ—( β„Ž 2 [𝑛]βˆ— β„Ž 1 [𝑛])=(π‘₯[𝑛]βˆ— β„Ž 2 [𝑛])βˆ— β„Ž 1 [𝑛 Implication (Very special to LTI Systems): Computer Engineering Department, Signal and Systems

15 Properties of LTI Systems
a) Sufficient condition: Causalityβ‡’β„Ž 𝑛 =0, 𝑛<0 b) Necessity: Proof If h[n]=0 for n<0, 𝑦 𝑛 = π‘˜=βˆ’βˆž ∞ π‘₯ π‘˜ β„Ž[π‘›βˆ’π‘˜] Which is equivalent to: Meaning that the output at n depends only on previous inputs

16 Properties of LTI Systems
Book Chapter#: Section# Properties of LTI Systems sufficiency: If π‘₯ 𝑛 <𝐡 π‘“π‘œπ‘Ÿ π‘Žπ‘™π‘™ 𝑛 𝑦 𝑛 =| π‘˜=βˆ’βˆž +∞ β„Ž π‘˜ π‘₯ π‘›βˆ’π‘˜ | 𝑦 𝑛 ≀ π‘˜=βˆ’βˆž +∞ β„Ž π‘˜ |π‘₯ π‘›βˆ’π‘˜ | 𝑦 𝑛 ≀𝐡 π‘˜=βˆ’βˆž +∞ β„Ž π‘˜ π‘“π‘œπ‘Ÿ π‘Žπ‘™π‘™ 𝑛 So we can conclude that if the impulse response is absolutely summable, that is, if: π‘˜=βˆ’βˆž +∞ β„Ž π‘˜ <∞ Then, y[n] is bounded and hence, the system is stable. Computer Engineering Department, Signal and Systems

17 Properties of LTI Systems
Book Chapter#: Section# Properties of LTI Systems b) necessity: Assume we have a stable system. Suppose the input to the system is: π‘₯ 𝑛 = 0, 𝑖𝑓 β„Ž βˆ’π‘› =0 β„Ž[βˆ’π‘›] |β„Ž βˆ’π‘› | 𝑖𝑓 β„Ž[βˆ’π‘›]β‰ 0 This is a bounded input, π‘₯ 𝑛 <1 π‘“π‘œπ‘Ÿ π‘Žπ‘™π‘™ 𝑛 The output at n=0 is: 𝑦 0 = π‘˜=βˆ’βˆž ∞ π‘₯ π‘˜ β„Ž[βˆ’π‘˜] 𝑦 0 = π‘˜=βˆ’βˆž ∞ β„Ž 2 [βˆ’π‘˜] |β„Ž βˆ’π‘˜ | = π‘˜=βˆ’βˆž ∞ β„Ž 2 [π‘˜] |β„Ž π‘˜ | = π‘˜=βˆ’βˆž ∞ |β„Ž π‘˜ | < ∞ since the system is assumed to be stable. Computer Engineering Department, Signal and Systems

18 Representation of CT Signals
Book Chapter#2: Section# Representation of CT Signals Approximate any input x(t) as a sum of shifted, scaled pulses Computer Engineering Department, Signal and Systems

19 has unit area Book Chapter#: Section#
Computer Engineering Department, Signal and Systems

20 The Shifting Property of the Unit Impulse
Book Chapter#: Section# limit as The Shifting Property of the Unit Impulse Computer Engineering Department, Signal and Systems

21 Response of CT LTI system
Book Chapter#: Section# Response of CT LTI system Impulse response : Taking limits Convolution Integral Computer Engineering Department, Signal and Systems

22 Operation of CT Convolution
Book Chapter#: Section# Operation of CT Convolution Flip Slide Multiply Integrate Computer Engineering Department, Signal and Systems

23 PROPERTIES AND EXAMPLES
Book Chapter#: Section# PROPERTIES AND EXAMPLES Commutativity Shifting property Example: An integrator Step response: So if input output Computer Engineering Department, Signal and Systems

24 DISTRIBUTIVITY Book Chapter#: Section#
Computer Engineering Department, Signal and Systems

25 ASSOCIATIVITY Book Chapter#: Section#
Computer Engineering Department, Signal and Systems

26 Causality and Stability
Book Chapter#: Section# Causality and Stability Computer Engineering Department, Signal and Systems

27 The impulse as an idealized β€œshort” pulse
Book Chapter#: Section# The impulse as an idealized β€œshort” pulse Consider response from initial rest to pulses of different shapes and durations, but with unit area. As the duration decreases, the responses become similar for different pulse shapes. Computer Engineering Department, Signal and Systems

28 The Operational Definition of the Unit Impulse Ξ΄(t)
Book Chapter#: Section# The Operational Definition of the Unit Impulse Ξ΄(t) Ξ΄(t) β€”idealization of a unit-area pulse that is so short that, for any physical systems of interest to us, the system responds only to the area of the pulse and is insensitive to its duration Operationally: The unit impulse is the signal which when applied to any LTI system results in an output equal to the impulse response of the system. That is, for all h(t) Ξ΄(t) is defined by what it does under convolution. Computer Engineering Department, Signal and Systems

29 The Unit Doublet β€”Differentiator
Book Chapter#: Section# The Unit Doublet β€”Differentiator Impulse response = unit doublet The operational definition of the unit doublet: Computer Engineering Department, Signal and Systems

30 Triplets and beyond! Operational definitions n times n is number of
Book Chapter#: Section# Triplets and beyond! n times n is number of differentiations Operational definitions Computer Engineering Department, Signal and Systems

31 Impulse response: β€œ-1 derivatives" = integral β‡’I.R.= unit step
Book Chapter#: Section# Impulse response: β€œ-1 derivatives" = integral β‡’I.R.= unit step Operational definition: Cascade of n integrators : Computer Engineering Department, Signal and Systems

32 Integrators (continued)
Book Chapter#: Section# Integrators (continued) the unit ramp More generally, for n>0 Computer Engineering Department, Signal and Systems

33 n and m can be positive or negative
Book Chapter#: Section# Define Then n and m can be positive or negative E.g. Computer Engineering Department, Signal and Systems

34 Sometimes Useful Tricks
Book Chapter#: Section# Sometimes Useful Tricks Differentiate first, then convolve, then integrate Computer Engineering Department, Signal and Systems

35 Example Book Chapter#: Section#
Computer Engineering Department, Signal and Systems

36 Example (continued) Book Chapter#: Section#
Computer Engineering Department, Signal and Systems


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