Questions tagged [linear-systems]

A linear system operates on inputs with only linear operators so the response to a complex input can be analysed as the sum of the response to a set of simpler inputs. This mathematical property makes the analysis of linear systems much simpler than non-linear systems where this summation or superposition does not hold. Linear systems are generally further classified as time invariant, meaning that there characteristics do not change over time.

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External/Internal Description of a System

When an LTI system is NOT completely controllable/observable, does the linear differential equation governing the system give the internal or the external description of a system?
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53 views

What does this notation $g(x) = S\{\delta(t) \}(x)$ mean?

What does this notation mean $g(x) = S\{\delta(t) \}(x)$ mean, where $S$ is a "system", $\delta(t)$ is the impulse function and $g(x)$ the output function of the system? I am really not familiar with ...
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108 views

Conversion from stationarity to non-stationarity

Is there any way to convert a non-stationary signal to a stationary one, perform operations on it meant for a stationary signal and then convert it back to the non-stationary one?
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Determining LTI system response to a scale change

We know that for an LTI system, if $y(t)$ is the output for $x(t)$ then the response for $x(t-2)$ will be $y(t-2)$ and so on. But my question is what will be the system response for the input $x(-2t)$...
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12 views

Unit Impulse : Bounded or Unbounded?

As the title suggests, I have a confusion here. In a Systems text I am going through, it mentions of the Unit Impulse as an unbounded signal. Yes, the unit impulse "height" is unbounded, but the "...
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65 views

How do you determine the properties of a differential equation?

If I was given a differential equation of the form $$y'(t) + a(t)y(t) = x(t)$$ how would I be able to decide its linearity, time-invariance, and causality?
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81 views

Figuring magnitude and phase response

I've got a linear time-invariant system $$y[n]=\frac{8}{9}y[n-1]+x[n]$$ which I transformed into a transfer function $$Y(z)=\frac{8}{9}Y(z)*z^{-1}+X(z) =>\frac{Y(z)}{X(z)}=\frac{1}{1-\frac{8}{9}*z^{...
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What is the difference between a controller and a compensator?

I recently revisited some texts on control theory. In some textbooks the term compensator is used, seemingly interchangeably with controller (see e.g. The Control Handbook by Levine, chapter 14 on ...
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What is the difference between zero state and zero input response in a recursive system?

From Proakis' Digital Signal processing: What does relaxed signify here? What is the meaning of zero state? Why is zero input response called "free response"? Why is zero state called forced response?...
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66 views

LTI system and initial conditions

I suspect this is rather obvious once explained; I must be misunderstanding something. From reading various answers here (such as this one), I understand that an LTI system must have zero output for ...
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Does phase margin exists only for linear systems?

If possible, how to determine the phase margin for nonlinear systems?
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Why the following discrete type system,variable accumulator, is time invariant?

$y[n]=T{x[n]}=\displaystyle\sum_{k=n-n_{0}}^{n+n_{0}} x[k]$ it is some sort of moving summer which computes $n^{\text{th}}$ output sample by adding all samples lying within length $n_{0}$ around some ...
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Using Kalman filter vs Extended Kalman filter for differential drive robot with IMU

I have an IMU that provides me with a heading that is pretty accurate and accurate encoders on the wheels of my differential drive robot which provides me with pretty accurate velocity but has ...
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Inversion problem for big dataset

Suppose my goal is to solve for $x$ in $Ax = b$ using CG method and $A$ is Toeplitz. The problem is that $b$ is extremely large in size and I can't just read in the whole vector $b$ and then solve for ...
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System identification with limited bandwidth

Given a FIR filter $h[n]$. Its action can described as: $$ \mathbf{y} = \mathbf{H} \mathbf{x} \\ \mathbf{y} = \mathbf{X} \mathbf{h} $$ where $\mathbf{H}$ and $\mathbf{X}$ is a Toeplitz matrix. If $h$...
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The Least Norm Solution of Under Determined Linear System

Suppose I have a matrix $$A= \begin{pmatrix} 1 & 0 & 1 & 0\\ 0 & 1 & 1& 0\\ \end{pmatrix} $$ where the variables are channel information like assume $X_1$, $X_2$, $X_3$ ...
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241 views

Deconvolution (Linear Convolution)with an Under Determined System of Equations?

If I have a measured signal $\mathbf{y}$ which is the result of the true signal $\mathbf{x}$ convolved with another function (linear and not circular convolution), I always seem to get an ...
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125 views

ROC of inverse system function

If the region of convergence (ROC) for system function $H(z)$ is $R_h$, what is the ROC of the inverse function $G(z)=\frac{1}{H(z)}$? $$$$
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Physical Meaning of Negative Group Delay for causal LTI systems

I have implemented in Matlab (with minor variations) the example 5.1.2 "Illustration of Effects of Group Delay and Attenuation" I found in Alan Oppenheim's Discrete-Time Signal Processing 3rd edition. ...
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What is the difference between y[n] and y(k) (using square brackets)?

Can I modify y[n] = αy[n-1] + x[n] the same way I would do it with y(k) --> Y(z)? I need H(z), but I don't know what is the difference between using (k), and (n). I often encountered [k] notation, ...
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50 views

A question about Fourier transformation

Hello, this is my first time actually asking in stackexchange. I am a computer engineering student and currently i am doing a linear system course (i don't really know how this is equivalent in ...
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46 views

Linear Difference Equation and Method of Least Squares

I'm reading the book "Fault-Diagnosis Systems" by Isermann in the par. 9.2.1a. The author explains how to estimate the parameter of a linear difference equation using Least Squares. We start with a ...
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276 views

Estimate a Transfer Function from ARX Models vs. ARIMAX?

There is diffrent models which can be used to create a dynamical model by using least squares. Those models are following: ARX ARMAX ARIMAX OE BJ But if my goal with creating a dynamical model is to ...
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290 views

How to Prove a System Is Invertible?

what i know is that for a system to be invertibel it should be one-one , but I am confused that if i am given a transfer function of a LTI system how can I prove or verify if it is invertible. ...
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Reconstructed output mismatch for LTI system

I have a system with measured input (u) and output (y). I assume that this is an linear time-invariant (LTI) system and I want ...
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53 views

Computing response of LTI system in terms of its step response

I have solved a problem, Kindly help me in determing if I solved it correctly. I will post the question and my own working below. Problem My working
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75 views

Confusion in linearity?

I am studying linear systems from the book "Signals and Systems Laboratory with MATLAB". I have performed an example on MATLAB myself in this regard. Code is as follow: ...
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202 views

Time-invariant and Time-varying Systems

Determine whether the following system is time-invariant or not: $y(t)=x(t)\sin 10\pi t$ Solution: Given: $y(t)=x(t)\sin 10\pi t$ $y(t)=T[x(t)]=x(t)\sin 10\pi t$ The output due to input delayed ...
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601 views

Is the first derivative operation on a signal a causal system?

Please help me sort this issue out. Consider a system whose output $y(t)$ is the first derivative of the input signal $x(t)$. We can write the first derivative of an input signal as follows: $$y(t)...
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What is the difference between a lag filter and “PI” control?

A lag filter/compensator has the form $$G_c(s) = \frac{s+z}{s+p}$$ with $-z < -p < 0$. In practice, the effect of lag compensation in feedback control is to increase the DC gain of the open-...
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54 views

How does one describe the “frequency response” of a mixer?

Suppose one uses a vector network analyzer to measure the $S_{21}$ parameter of an RF mixer over a frequency range. Would it be appropriate to call this the “frequency response” of the mixer? I find ...
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46 views

How to detect algebraic loop in a system

I came across a system (screen below) that looks like it should result in a algebraic loop, but when writing the equations using the Z-transform, it obviously does not (calculation below too). But I ...
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expected value of two LTI output signals multiplied (cross correlation)

I have an input signal x (assumed to be iid Gaussian with $\mu=0$, $\sigma^2$) which is fed into two linear systems: $y_1 = h_1 * x$ $y_2 = h_2 * x$ Now I would like to calculate $\mathbb{E}[y_1 y_2]...
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Proof of linearity

I have this system: $$y[n] − 4y[n − 1] + 4y[n − 2] = 20x[n] + 10x[n − 1]$$ I have no idea how to prove if the system is linear because it depends on future outputs.
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21 views

Why does the Y component in YCbCr represent luma/intensity?

As far as I know, the RGB to YCbCr conversion is just a linear transformation, yet the Y channel successfully captures the intensity value of each pixel. How? In other words, where do the following ...
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232 views

Issues in generating AR model with a constraint

I am new to the topic of system identification and looking for a large Autoregressive (AR) model. Can anybody point out a large stable AR model which has more than 2 coefficients AND there should be a ...
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4answers
827 views

Linear time invariance RLC

Why is a combination of R, L, C linear time-invariant system? But not diode, or transistor? I looked over V-I equation for R, L, C, but still don't know how to prove it.
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confused in difference between calculations of convolution and multiplication?

How are two signals multiplied? And how is it different from convolving two signals?? I have read the above question on dsp stack exchange and i also tried it in my matlab , code is as follow: ...
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25 views

Is it possible to use k-means algorithm with just one vector

Suppose I have a vector $X = (x_1, x_2 , . . . ,x_n)$, $x_i$ is the maximum of $X$ and $x_k$ is the minimum. Is it possible to use k-means algorithm to cluster the values in vector $X$ into two ...
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72 views

Output of an LTI system given its transfer function and input

Given the transfer function $$T(s) = \frac{100}{1 + \frac{s}{10^{6}}}$$ and the input $$v_i(t) = 0.1 \sin(100t)$$ find the output, $v_o(t)$. My approach was to use $v_o(t) = \mathcal{L^{-1}}\left\{T(...
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93 views

Linearity of the given system

I am given the following system and I am checking the additive property: $$y(t)=x(e^t)$$ where $y(t)$ is the output and $x(t)$ is the input given to the system. Now this is what I did so far: \...
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51 views

time invariance concept?

First of all ,please let me know?Is cosine time invariant or time variant? If latter is the case then if a time varying input like cos is given to a time invariant system,how will it behave? I have a ...
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68 views

Cost function for LTI system identification

I am currently reading and trying to understand a paper (Kulkarni and Colburn, 2004) that utilizes system identification methods to approximate head-related transfer functions. The general approach ...
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22 views

Region of convergence of transfer function

I posted this question Mathematics SE and got no answer so I have posted it here. I learned in my signal processing class that an LTI system can be defined using a linear constant coefficient ...
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18 views

Comparison Between Mahoney Filter and Kalman Filter in Euler Angles (Yaw, Pitch, Roll) Estimation

What are the advantages of Mahoney Filter over Kalman Filter for Euler Angle (Yaw, Pitch, Roll) estimation? Could anyone compare them for Angular State Estimation? Resources Mahoney Filter ...
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35 views

Why is the ROC of Laplace transform independent of imaginary part of s?

An integral is defined as converging if it yields a finite value upon application of limits of integration. It is divergent otherwise. Now sticking to the mathematical notation of Laplace transform, ...
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21 views

Equivalence of difference equation with system of difference equations

I have this system and tried to write down its difference equation as follows $$ y[n] = b_0v[n] + b_1v[n-1]\\ v[n] = x[n] - a_1v[n-1] $$ I was asked to prove that the system can be ...
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37 views

Consider the integrator and check for time invariance

I'm trying to check the following system for for time-invariance. $$ y(t) = \int_0^t x(\lambda) d\lambda$$ Please explain me why it is time-invariant.
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27 views

confusion in time invariance?

I am trying to learn shift invariance(time invariance) and i came across a function/system $$y(t)=3x(t)+2\cos(\pi t/3)$$ I am confused.If it was alone 3x,it should be definitely time invariant(i ...
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47 views

Contradiction while using the convolution sum for a non-LTI system

In a recent quiz, we were given the following problem: The cascaded LTI systems $\mathcal{T}_1$ and $\mathcal{T}_2$ respectively have impulse responses $h_1[n]=\delta[n+3]$ and $h_2[n]=\delta[5−n]$....