SS04 2023 New
SS04 2023 New
❑ System analysis: given the system & input, what’s the output?
➢ Solving LCCODE: total response = natural response + forced response =
zero-input response + zero-state response.
∞
➢ Convolution of the input and impulse response: 𝑦 𝑡 = −∞ 𝑓 𝜏 ℎ 𝑡 − 𝜏 𝑑𝜏.
H[.] = ?
-1 0 1 2 3 𝑛 -1 0 1 2 3 4 𝑛
System
𝑘
𝑦[𝑘] = 𝑥[𝑘] + 𝑥[𝑘 − 1] + 𝑥[𝑘 − 2]
𝑦 −1 = 𝑥 −1 + 𝑥 −2 + 𝑥 −3
𝑦 1 = 𝑥 1 + 𝑥 0 + 𝑥 −1
𝑦 3 =𝑥 3 +𝑥 2 +𝑥 1
Closed-form zero-input response
❑ Rewrite Eq. (3) using 1-unit time-advance operator 𝐸:
➢ 𝐸 𝑛 + 𝑎𝑛−1 𝐸 𝑛−1 + ⋯ + 𝑎0 𝑦[𝑘] = 𝑏𝑚 𝐸 𝑚 + 𝑏𝑚−1 𝐸 𝑚−1 + ⋯ + 𝑏0 𝑥[𝑘], or in
short form, 𝑄 𝐸 𝑦[𝑘] = 𝑃 𝐸 𝑥[𝑘].
𝑘
H[.]
𝑘
𝑥 −1 ℎ 𝑘 + 1
𝑥[−1]𝛿 𝑘 + 1
Linear, time-invariant
𝑥[0]𝛿 𝑘 𝑥0ℎ𝑘
Linear, time-invariant
𝑥[1]𝛿 𝑘 − 1 𝑥 1 ℎ 𝑘−1
Linear, time-invariant
𝑥[2]𝛿 𝑘 − 2 𝑥 2 ℎ 𝑘−2
Linear, time-invariant
𝑥 𝑘 ∗ℎ 𝑘 =𝑦 𝑘
❑ Superposition:
∞ ∞
𝑥[𝑚]𝛿[𝑘 − 𝑚] → 𝑥 𝑚 ℎ[𝑘 − 𝑚]
𝑚=−∞ 𝑚=−∞
𝑥[𝑘] 𝑦[𝑘]
❑ Convolution: 𝑦[𝑘] = σ∞
𝑚=−∞ 𝑥 𝑚 ℎ[𝑘 − 𝑚].
❖ Note: do not be fooled by confusing but conventional notation
▪ 𝑦 𝑘 = 𝑥[𝑘] ∗ ℎ 𝑘 looks like an operation of samples; but it is not!
▪ Convolution operates on signals not samples → should be 𝑦 𝑘 = (𝑥 ∗
ℎ)[𝑘], i.e. convolving signal 𝑥 with signal ℎ generates a new signal 𝑥 ∗ ℎ.
Convolution sum evaluation
➢ Step 1
❑ Results:
➢ Step 5
➢ No overlap for 𝑘 < 0 → 𝑐 𝑘 = 0.
➢ 𝑘 ≥ 0: 𝑐 𝑘 = σ𝑘𝑚=0 0.8 𝑚
0.3 𝑘−𝑚
𝑘+1 𝑘+1
➢ 𝑐 𝑘 = 2 0.8 − 0.3 𝑢[𝑘]
Impulse response - a descriptor of DT
LTI systems
❑ Given a system’s impulse response, we can determine the
system’s output for any input by performing the convolution.
❑ Both impulse response and difference equation are used to
describe the input-output relationship of CT LTI systems, but:
➢ The impulse response description applies only to systems that are initially
at rest → can determine the system’s zero−state response only.
➢ Difference equation representation is more flexible: can apply to a broader
class of systems, which are either at rest or with non-zero initial conditions.
𝑆1 : 𝑤 𝑛 = 𝑣 𝑛 + 𝑣[𝑛 − 1]
1 1
𝑆2 : 𝑝 𝑛 = − 𝑝 𝑛 − 1 − 𝑝 𝑛 − 2 + 𝑞[𝑛]
4 8
❑ Direct form II: commutative of form I, i.e. 𝑆2 precedes 𝑆1 → save 1 shifter.
State variable description of DT LTI
systems (1)
❑ Example: find the state variable description for the above system
State variable description of DT LTI
systems (2)
❑ Solution:
𝑞1′ [𝑛] 1 −1 1 𝑞1 [𝑛] 1 −1 1
➢ Since ′ = →𝑻= .
𝑞2 𝑛 2 1 1 𝑞2 [𝑛] 2 1 1
−0.5 0
➢ 𝑨′ = 𝑻𝑨𝑻−1 =
0 0.3
1
➢ 𝒃′ = 𝑻𝒃 =
3
➢ 𝒄′ = 𝒄𝑻−1 = 0 1
➢ 𝐷′ = 𝐷 = 2
Exploring concepts with Octave
❑ Simulating difference equations
➢ E.g. 𝑦 𝑘 − 0.6𝑦 𝑘 − 1 − 0.16𝑦 𝑘 − 2 = 5𝑥[𝑘]
a=[1 -0.6 -0.16]; b= 5;
x=[1 zeros(1,19)];
y=filter(a,b,x)
Exploring concepts with Octave
❑ State-variable descriptions
a=[-0.1 0.4;0.4 -0.1]; b=[2;4];
c=[0.5 0.5]; d=2;
sys=ss(a,b,c,d);
T=0.5*[-1 1;1 1];
sysT=ss2ss(sys,T);
Exploring concepts with Octave
➢ Comparing the two systems’ input-output relationship
h=impulse(sys,10); hT=impulse(sysT,10);
Summary
❑ Modelling of DT LTI systems
➢ By linear, constant-coefficient difference equations.
➢ Impulse response.
➢ Other models: block diagram & state-variable representations – both are
not unique.
❑ System analysis: given the system & input, what’s the output?
➢ Iterative method: does not yield closed-form solution.
➢ Convolution: 𝑦[𝑘] = σ∞
𝑚=−∞ 𝑥 𝑚 ℎ[𝑘 − 𝑚].