Signal - System - Ch2 (LTIV)
Signal - System - Ch2 (LTIV)
(Chapter 2)
Jaehak Chung
([email protected])
continuous discrete
a1 x1 (t ) + a2 x2 (t ) → a1 y1 (t ) + a2 y2 (t )
Impulse response
δ(t) H h(t)
Cymbal
Tom
Snare
Perc
Kick
δ (t )
ex) Impulse function
1
δ (t ) = lim R∆t (t ),
∆t →0 2∆t 1/(2∆t )
S =1
1, if t < ∆t
where R∆t (t ) = −∆t ∆t
0, else impulse
Signal decomposition
Input x[n] representation of discrete
signal with impulse functions
x[n]δ [n −=
k ] x[k ]δ [n − k ]
x[n] = + x[−2]δ [n + 2] +
x[−1]δ [n + 1] + x[0]δ [n] +
x[1]δ [n − 1] + x[2]δ [n − 2] +
∞
=x[n] ∑ x[k ]δ [n − k ]
k = −∞
Output of x [n ]
y[n] = H {x[n]}
∞
H ∑ x[k ]δ [n − k ]
k = −∞
∞
∑ H { x[k ]δ [n − k ]}
k = −∞
( linear)
∞
n : time index
∑ x[k ]H {δ [n − k ]}
k = −∞ k : constant to system H
∞
= ∑ x[k ]h [n]
k = −∞
k hk [n] H {δ [n − k ]}
where =
output y[n]
∑ x[k ]h[n − k ] :
k = −∞
3. summation over k
2, n = 0 1, n = −1
3, n = 1 2, n = 0
x[n] =
h[n] =
−2, n = 2
3, n = 1
0, otherwise 0, otherwise
x[n] h[n]
sol) 3 3
2
2 1
n n
0 1 2 -1 0 1
-2
y[-2]=0 y[-1]=2
y[0]=7
k k k
n=-2 n=-1 n=0
k k k
n=1 n=2 n=3
y[4]=0, y[5]=0,….
INHA UNIVERSITY 11 Comm & Signal Proc. Lab.
2. Convolution sum
sol) 3 n − k 3 5− k
,k ≤ n
h[n − k ] 4=
= wn [k ] , k ≤ 5
w5 [k ] = 4
0, otherwise 0, otherwise
5− k
5
3
5
y[5] ∑
= = wn [k ] ∑
= k 0= k 0 4
5 k 5
6
3 5 4 3 1 − (4 / 3)
= = ∑
k =0 3 4 1 − (4 / 3)
4
output y[n]
The output of a continuous time LTI system also is determined from the input
and the system’s impulse response.
Impulse response of
δ(t) H h(t) an continuous signal
Convolution Integral
∞
=x(t ) ∫ −∞
x(τ )δ (t − τ )dτ
y (t ) H=
= {x(t )} H {∫ −∞
∞
x(τ )δ (t − τ )dτ }
∞
= ∫ −∞
x(τ ) H {δ (t − τ )}dτ
∞
= ∫ −∞
x(τ )h(t − τ )dτ
LTIV
system
t1 − τ 1
) A1h(t − τ 1 ) + A2 h(t − τ 2 ) + + AN h(t − τ N )
i (t=
N ∞
= ∑ v(τ j )h(t=
j =1
−τ j ) ∫ v (τ ) h ( t − τ )dτ
−∞
• For continuous,
x(t) h(t)
y (t )
= ∫ x(τ )h(t − τ )dτ
considering h(t − τ ) t
t
h(−(τ − t )) : 1.TR, 2.shifting by t on τ axis
1≤ t < 3
1,1 < τ < t
wt (τ ) =
0, otherwise
3≤t <5
1, t − 2 < τ < 3
wt (τ ) =
0, otherwise
ex)
x(t ) = u (t ) − u (t − 2)
−t
h (t ) = e u (t )
y (t ) = ?
x(t) h(t)
t t
0 2 0
y (t )
= ∫ x(τ )h(t − τ )dτ
INHA UNIVERSITY 21 Comm & Signal Proc. Lab.
3. Convolution integral
Sol) 𝑦𝑦(𝑡𝑡) = �𝑥𝑥(𝜏𝜏)ℎ(𝑡𝑡 − 𝜏𝜏)𝑑𝑑𝑑𝑑
h(t-τ) x(τ)
τ
t 0 2
t < 0, y (t ) =
0
τ t
0 ≤ t < 2, y (t ) =∫ e −( t −τ ) dτ =1 − e − t
0 t 2 0
2
∫
− ( t −τ )
τ t ≥ 2, y (t ) = e dτ (
= e 2
− 1) e −t
0
0 t 2
x(t) y(t)
h(t) Delay: β
analysis)
sin( 𝜔𝜔𝑐𝑐 𝑡𝑡), 0 ≤ 𝑡𝑡 ≤ 𝑇𝑇0
transmitting RF pulse: 𝑥𝑥(𝑡𝑡) = �
0, 𝑜𝑜𝑜𝑜𝑜𝑜𝑜𝑜𝑜𝑜𝑜𝑜𝑜𝑜𝑜𝑜𝑜
impulse response between radar and target: ℎ(𝑡𝑡) = 𝑎𝑎𝑎𝑎(𝑡𝑡 − 𝛽𝛽)
∞
𝛽𝛽 𝛽𝛽 + 𝑇𝑇0
r(t)
x(t) h hm y(t)
receiver
− sin(ωc t ), −T0 ≤ t ≤ 0
hm (t ) =
0, otherwise
𝑦𝑦(𝑡𝑡) = 𝑟𝑟(𝑡𝑡) ∗ ℎ𝑚𝑚 (𝑡𝑡) = 𝑎𝑎𝑎𝑎(𝑡𝑡 − 𝛽𝛽) ∗ 𝑥𝑥(𝑇𝑇0 − 𝑡𝑡) = 𝑎𝑎 �𝑥𝑥(𝜏𝜏 − 𝛽𝛽)𝑥𝑥(𝑇𝑇0 − 𝑡𝑡 − 𝜏𝜏)𝑑𝑑𝑑𝑑
hm(t-τ)
τ
𝛽𝛽 + 𝑇𝑇0
t 𝛽𝛽
T0
t
Matched filter output
𝛽𝛽b 𝛽𝛽 +2T
y (t ) = y1 (t ) + y2 (t ) = x(t ) * h1 (t ) + x(t ) * h2 (t )
∞ ∞
= ∫ x(τ )h (t − τ )dτ + ∫ x(τ )h (t − τ )dτ
−∞
1
∞
2
∞
= ∫ x(τ ) ( h (t − τ ) + h (t − τ ) ) dτ
−∞
1 2
∞
= ∫ x(τ )h(t − τ )=
−∞
dτ x(t ) * h(t )
∞
y (t ) (t ) * h2 (t )
z= ∫ z (τ )h (t − τ )dτ
−∞
2 (Let η =
τ − v, then dη =
dτ τ =
η + v)
∞ ∞
∞ ∞
= ∫ ∫ x(v)h1 (τ − v)=
dv h2 (t − τ )dτ ∫−∞ x(v) −∞∫ h1 (η )h2 (t − v −η )dη dv
−∞ −∞
∞ ∞ ∞
h(t ) = h1 (t ) * h2 (t )
∞
= ∫ h (τ )h (t − τ )dτ
−∞
1 2
(Let v = t − τ )
∞
= ∫ h (t − v)h (v)dv
−∞
1 2
= h2 (t ) * h1 (t )
INHA UNIVERSITY 30 Comm & Signal Proc. Lab.
6. Interconnections of LTI Systems
Cascade Connection of System 3
h1(n) +
x(t) +
+ h3(n) + y(t)
+
h2(n) -
h4(n)
h[n] =+
(h1[n] h2 [n]) * h3 [n] − h4 [n]
h12 [n] = u[n] + u[n + 2] − u[n] = u[n + 2]
h123 [n] = u[n + 2]* δ [n − 2] = u[n]
u[n] α nu[n] =
h1234 [n] =− (1 − α n )u[n]
Memoryless Systems
Causal Systems
Stable Systems
Invertible Systems and Deconvolution
Step Response
→ h[k= ] cδ [k ]
] 0 for k ≠ 0 → h[k=
• LTI continuous-time
∞
system
=y (t ) ∫ h(τ ) x(t − τ )dτ
−∞
→ h(t= ) cδ (t )
) 0 for t ≠ 0 → h(t=
ex) h(t ) =
K δ (t − d ), d ≠ 0, Is h(t ) memoryless? No
h(t ) = u (t ) − u (t − 1), Is h(t ) memoryless? No
ex)
(t ) 0 for t < 0 → =
→ h= y (t ) ∫ h(τ ) x(t − τ )dτ
0
Causal? h(t ) =
u (t + 1)? no, h(t ) =
u (t − 1)? yes
• Continuous-time systems :
∞
similarly, ∫
−∞
h(τ ) dτ < ∞
ex)
n
a system: =h[ n ] a u[n + 2]
- stability? stable if |a|<1
∞ ∞ ∞
∑ h[n] =
−∞
∑
k = −2
n
a = a −2
+a −1
+ ∑ an
k =0
- causality? noncausal
- memoryless? Memory
ex) ∞
= h(t ) e u (t ). If a > 0, stable? ⇒ yes, ∫ h (τ ) dτ < ∞.
− at
−∞
∞
=h(t ) e u (t ). If a < 0, stable? ⇒ no, ∫ h (τ ) dτ → ∞.
− at
−∞
ax[n-1]
Mobile Station
Base Station
1, 𝑘𝑘 = 0
Sol) ℎ[𝑘𝑘] = �𝑎𝑎, 𝑘𝑘 = 1 , ℎ[𝑛𝑛] = 𝛿𝛿[𝑛𝑛] + 𝑎𝑎𝑎𝑎[𝑛𝑛 − 1]
0, 𝑜𝑜𝑜𝑜𝑜𝑜𝑜𝑜𝑜𝑜𝑜𝑜𝑜𝑜𝑜𝑜𝑜
Since ℎ[𝑛𝑛] ∗ ℎ−1 [𝑛𝑛] = 𝛿𝛿[𝑛𝑛], satisfy ℎ−1 [𝑛𝑛] + 𝑎𝑎ℎ−1 [𝑛𝑛 − 1] = 𝛿𝛿[𝑛𝑛]
For 𝑛𝑛 = 0 ℎ−1 [0] + 𝑎𝑎ℎ−1 [−1] = 1
→ ℎ−1 [0] = 1 ∵ ℎ−1 [𝑛𝑛]: causal system
For 𝑛𝑛 > 0 ℎ−1 [𝑛𝑛] + 𝑎𝑎ℎ−1 [𝑛𝑛 − 1] = 0ℎ−1 𝑛𝑛 = −𝑎𝑎ℎ−1 [𝑛𝑛 − 1]
𝑛𝑛 = 1, ℎ−1 [1] = −𝑎𝑎ℎ−1 [0] = −𝑎𝑎
𝑛𝑛 = 2, ℎ−1 [2] = −𝑎𝑎ℎ−1 [1] = 𝑎𝑎2
𝑛𝑛 = 3, ℎ−1 [3] = −𝑎𝑎ℎ−1 [2] = −𝑎𝑎3
∴ ℎ−1 [𝑛𝑛] = (−𝑎𝑎)𝑛𝑛 𝑢𝑢[𝑛𝑛]
𝑖𝑖f 𝑎𝑎 < 1, 𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠 𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠
An exact inverse system may be
difficult to find or implement.
Determination of an approximate
solution is often sufficient.
Step Response
• The response of a LTI system to a step characterizes
how the system responds to sudden changes in input
• Step Response
- Discrete time system
∞
=s[n] h=
[n]* u[n] ∑ h[k ]u[n − k ]
k = −∞
n
= ∑ h[k ]
k = −∞
- Continuous time system
t
s (t ) = ∫ h(τ )dτ
−∞
d
h(t ) = s (t )
dt
ex)
R
x(t) _
+ C y(t)
RC = 1
1 −𝑡𝑡
ℎ(𝑡𝑡) = 𝑒𝑒 𝑅𝑅𝑅𝑅 𝑢𝑢(𝑡𝑡)
𝑅𝑅𝑅𝑅
𝑡𝑡
1 −𝜏𝜏
𝑠𝑠(𝑡𝑡) = � 𝑒𝑒 𝑅𝑅𝑅𝑅 𝑢𝑢(𝜏𝜏)𝑑𝑑𝑑𝑑
𝑅𝑅𝑅𝑅
−∞
𝑡𝑡
1 −𝜏𝜏
=� 𝑒𝑒 𝑅𝑅𝑅𝑅 𝑑𝑑𝑑𝑑
𝑅𝑅𝑅𝑅
0
0, 𝑡𝑡 < 0
𝑠𝑠(𝑡𝑡) = � −𝑡𝑡
1− 𝑒𝑒 𝑅𝑅𝑅𝑅 , 𝑡𝑡 ≥0
INHA UNIVERSITY 42 Comm & Signal Proc. Lab.