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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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Criteria to distinguish FIR and IIR filters from difference equation?

What criteria should be used to safely decide if it is an IIR filter or FIR filter from a difference equation? FIR filter are always stable, meaning all poles are inside the unit circle AND have pole-...
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Why do we always characterize a LTI system by its impulse response?

Why do we always characterize a LTI system by its impulse response and not by another response, like the step response? What does the impulse response have that is so special?
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Can I construct a linear system so that it results in a moving average?

I've just learned about linear systems and impulse response functions. I know that in a linear system consisting of $h_1[k]$ and $h_2[k]$, the impulse response of the system is $h_1[k] \ast h_2[k]$. ...
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What's the Difference between Convolution Kernel and Point Spread Function in the Context of Image Convolution?

When you use the deconvolution method to make the blurry image sharper, you will have to estimate the Point Spread Function. Is there a difference between this PSF and an image kernel? Second ...
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1answer
310 views

The impulse response, $h(t)$, of a system

I have this differential equation $$ y''(t) + y'(t) + y(t) = x(t) - 3x'(t) $$ I found the system response of the system: $$ H(f) = \frac{1 - 6\pi fj}{(2\pi fj)^2 +2\pi fj+1} $...
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Deconvolution with an underdetermined 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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265 views

Solving linear system and find impulse response

I have this linear system that is defined by the differential equation $$ y''(t) + 4y'(t) + 5y(t) = 2x(t) + 3x'(t) $$ with x(t) the input and y(t) the output. I'm asked to find two things:...
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Convolution of a signal by itself properties [closed]

I'm studying for a test and I can't really explain this question very well. If we convolve a signal by itself, will it have the same properties (time-invariant, linear, stable, casual)? I know how ...
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Are complex exponentials the only eigenfunctions of LTI systems?

Is there an example of an eigenfunction of a linear time invariant (LTI) system that is not a complex exponential? Justin Romberg's Eigenfunctions of LTI Systems says such eigenfuctions do exist, but ...
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Is there a way to obtain the impulse response of a discrete system by just knowing it's response to the discrete unit step function?

In continuous time it was possible; $$ u(t){\longrightarrow} \boxed{\quad\textrm{system}\quad} {\longrightarrow} y(t)\implies \delta(t)=\frac{du(t)}{dt}{\longrightarrow}\boxed{\quad\textrm{system}\...
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1answer
92 views

What filter is better with -1/3 2/3 -1/3 or with -1/4 1/2 -1/4 coefficients?

Professor asked me what filter is better -1/3 2/3 -1/3 or -1/4 1/2 -1/4, the answer was second. But what those coefficients means? It was during discussion of linear filter but i'm not sure was it ...
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Causal systems - Paradox? Confusion of definition?

For a system such that $y[n]=\cos(x[n])$, I'd like to determine whether the system is causal or not. Definition 1: A system is causal if and only if the output $y[n]$ is a function of a linear ...
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1answer
261 views

Determining linearity, causality, memory, and time invariability from a picture of the signal

So, this is a picture of saccadic eye movement reflected by an EOG. How can I determine if the eye movement system is linear, causal, memoryless, and time invariant from this displayed waveform? ...
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3answers
991 views

Sum of Sine and Cosine with Random Phase as LTI System

I have the following system: Where $ {H}_{1} \left( f \right) = {H}_{2} \left( f \right) $ and $ \theta \sim U[0, 2\pi]$ independent of any other factor in the system. Given the input is identical, ...
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1answer
89 views

Choosing inverse Z-transform equation, given that $|a|<1$

Given that $|a|<1$, then which of those inverse-Z-transform equations are we to use? I am leaning towards the first because (as I understand it), $z$ is merely a complex number that is evaluated ...
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1answer
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Ideas on Matrix Factorization / Transformations for $ {L}_{1} $ Minimization

I am starting with a typical $\ell_1$ basis pursuit problem: $$ \min_{\mathbf{x}} \Vert \mathbf{x} \Vert_1 \quad \mathrm{s.t.} \quad \Vert \mathbf{ERx} - \mathbf{y} \Vert_2 \leq \epsilon, $$ where $\...
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2answers
259 views

Situations where complexity is too big to exceed linearity and gaussianity

I'm studing about Kalman Filter and Particle Filter in multiple target tracking in computer vision (tracking pedestrians). Reading sientific papers I'm colliding with a lot of sentences like: The ...
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3answers
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Why unit impulse function is used to find impulse response of an LTI system?

Hello i am working in digital image restoration field, recently i have studied concept of convolution, i studied that to find the impulse response/point-spread function of an LTI system, an unit ...
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0answers
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Panorama global registration

I'm trying to do global registration algorithm for panorama like described here. But I don't understand how they deal with false pairs. Also if expand the system u1*I*P1=u1*I => P1=I u2*I*P2=u2*...
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2answers
184 views

Frequency response of system with feedback and feedforward co-efficients?

For seismological application, I am playing with an elliptical filter, and once I have both sets of feedback and feedforward co-efficients, how do I make it so that I can plot the frequency response ...
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What is the difference between Lumped and Distributed systems?

What are the salient differences between Lumped and Distributed systems? In what contexts are distributed systems the appropriate model and in what are lumped systems the appropriate model? Also, ...
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232 views

State space representation in s-domain

I was supposed to find state space representation and its matrices of this system: and I have no idea, how to do this. We were told not to transfer the system to time domain, but I can only do state ...
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1answer
436 views

Impulse Response Question

For the differential equation $$\frac{d^2y(t)}{dt^2}+\frac{3dy(t)}{dt} + 2y = x(t),$$ I was able to find the frequency response as $$H(j\omega)= \frac{1}{-\omega^2+3j\omega+2}.$$ However, I am not ...
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1answer
264 views

How can frequency dispersion in a vibrating string be modelled using an LTI filter?

According to JOS on stiff-string synthesis, stiff strings (like on a piano) introduce inharmonicity (i.e. the harmonics of the tone are not all in tune) due to different frequency components of the ...
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1answer
301 views

How to perform model fitting for system identification

I am having a really hard time in understanding how to formulate a model say linear AR model to represent a communication channel or maybe any motion. I have the experimental data representing the ...
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1answer
2k views

Problem with the definition of Linearity

From the high school maths we know that y=mx+c is a linear equation. However, in DSP the linear system must satisfy Additivity properties which y=mx+c does not hold because of +c. So, is the ...
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1answer
104 views

Calculating a delayed response of a system

Suppose I have a system: $$y[n] = x[n] + x[n-1] + x[0]$$ To see if this system is time-variant, we can compare $H\{x[n-1]\}$ to $y[n-1]$ and check that they are different. I think the delayed (by ...
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1answer
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Group Delay of a system

Say I have an LTI system whose impulse response h[n] is: $$ h[n] = \delta[n] + \delta[n-4] $$ I want to find the group delay of this system. I know the group delay ($grd$) is defined as: $$ ...
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1answer
336 views

Why is the state space representation, $dx/dt = A x(t) + B u(t)$ linear?

One thing puzzles me about the state space representation and that is why is it claimed that such systems are linear and time-invariant but particularly why are they claimed to be linear? The right-...
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How to Deduce a Linear System's Impulse Response from a Set of Input and Output Signals?

I want to know how to solve those types of problems.. is it by inspection ? Consider the linear system below. When the inputs to the system $x_1[n]$, $x_2[n]$ and $x_3[n]$, the responses of the ...
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1answer
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Concept of finding forced response from difference equation?

I know how the process works, first from difference equation make a homogeneous equation and then find natural response , then find a particular response (in the form of input) substitute it back in ...
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1answer
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ARMA (Auto Regressive Mean Average) Process Representation as AR (Auto Regressive)

Let's say we have an ARMA (Auto Regressive Moving Average Model) process where the transfer function is a minimum phase system (Namely Invertible). By Wold's Decomposition it is guaranteed to have MA ...
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1answer
407 views

Inverse Discrete Time Fourier Transform of a given Function using the definition

I would like to compute the Inverse Fourier Transform of a given function using the DTFT definition $$H(e^{jω})=\frac{1}{(2−e^{jω})(2−e^{−jω})}$$ But I have to use the definition of the DTFT $$H(e^{...
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1answer
297 views

How do I compute the impulse response of a robot?

I am trying to model a robot (my question in robotics.SE), so that I may train it using some reinforcement learning techniques. I was wondering if I can compute an impulse response of a four wheel ...
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1answer
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Calculating the system output using frequency response

Given an input signal $$x(n)=\cos(6\pi n +\frac{\pi}{6})$$ and system $$y(n)=0.5x(n)-0.1x(n-1)$$. In this case, the coefficients of the difference equation are $a_0=1$, $b_0=0.5$, and $b_1=$. The ...
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1answer
462 views

Verifying Linear Time Invariance

I have a system of the form: $$T(x(n))=x(n)+3x(n-2)-5x(n-3)x(2n)$$ I claim that $$T(x(n-k))=x(n-k)+3x(n-k-2)-5x(n-k-3)x(2n-2k),$$ $$y(x(n-k)= x(n-k)+3x(n-k-2)-5x(n-k-3)x(2n-2k)$$ and $$T(...
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2answers
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Linear model of the modified error function

We can write the error function ($E(w)=1/2\sum_{n=1}^{N}\{y(x_n,w)-t_n\}^2$) as a linear model using its partial derivatives. Is it possible to do the same thing about the modified error function? ...
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Why do linear systems show sinusoidal fidelity?

I am looking for a proof for sinusoidal fidelity. In DSP we study a lot about linear systems. Linear systems are homogenous and additive. One more condition it satisifies is that if a signal is a sine ...
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1answer
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Theory behind Linear Predictive Coding (LPC)

What is the theory behind LPC? Why are(were) certain implementations of LPC said to be more tolerant of transmission or encoding errors quantization than other compressed voice encoding schemes? ...
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1answer
271 views

Fitting new images from a SVD/PCA calculation

I'm trying to replicate the ideas from the Eigenface page on wikipedia. From a hundred sample images represented by a data matrix $\bf X$ (where each image flattened to a vector of length $n$, thus $\...
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1answer
1k views

Finding the Wiener filter transfer function

I am trying to understand the mechanism of finding the transfer function for a Wiener function. ...
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1answer
530 views

How to combine a rotation matrix and a stretch matrix into a single matrix for easy Fourier Transform

For full disclosure, this is related to homework. I have to find the Fourier Transform of a function that I've boiled down to the following. I have a function $f(x,y)$ that I can think of as another ...
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3answers
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Is Ideal LPF BIBO unstable?

In one of other discussions : How to find frequency response, stability, and causality of a linear system? I found a comment which was quite strong and definitely caught my attention. An ideal ...
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1answer
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How to find frequency response, stability, and causality of a linear system?

I have the following transfer function: $$H(s)=\frac{s}{(s+1)(s+2)}$$ How can I find the gain and phase response of the above system? I know the first step has something to do with substituting $s = ...
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What is meant by a system's “impulse response” and “frequency response?”

Can anyone state the difference between frequency response and impulse response in simple English?
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How do I find a system's impulse response from its state-space repersentation using the state transition matrix?

Suppose we have a linear represented in the standard state space notation: $$ \dot{x}(t)=Ax(t)+Bu(t)$$ $$y(t) = Cx(t) + Du(t)$$ In order to get its impulse response, it is possible to take its ...