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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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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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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
6k views

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 ...
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4answers
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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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3answers
819 views

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
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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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2answers
3k views

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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5answers
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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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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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4answers
360 views

Does instability make an otherwise LTI system nonlinear (or time-variant)?

I am spinning this question off from the question from johnny. Matt L. and I have had directly opposite conclusions to johnny's question. I want to decouple the question from issues of causality and ...
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1answer
593 views

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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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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7answers
423 views

Intuition behind commutativity of convolution in LTI systems

Why is convolution commutative, as it seems to treat two signals in a different way in an LTI system? If you imagine $y[n] = x[n] \star h[n]$ with $x[n]$ being an input signal and $h[n]$ being the ...
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2answers
4k views

What is the difference between natural response and zero input response?

I am new to DSP and was going through different responses of a system subjected to an input. My understanding of zero input response is: it is the response/output of the system when the input signal ...
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2answers
1k views

Initial conditions for systems described in state space - LTI or not?

Suppose we have some system given by $$\begin{aligned} \dot{x}(t) &= Ax(t) +Bu(t) \\ y(t) &= Cx(t)+Du(t) \end{aligned}$$ where $x(t)$ are the state variables, $y(t)$ is the output and $u(t)$ ...
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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 ...
6
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1answer
203 views

For a discrete LTI system, does “bounded memory” imply “rational transfer function?”

Every LTI system with a $\mathcal Z$-domain transfer function that is a rational function - aka a quotient of two polynomials in $z$ - can be implemented using a bounded amount of memory. Is the ...
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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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2answers
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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, ...
5
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2answers
665 views

Why does reversing the order of these two transfer functions give me different outputs?

Consider these two systems: \begin{align} &u\ {\longrightarrow}\boxed{s}{\longrightarrow}{\boxed{\frac 1s}}{\longrightarrow}\ y\\ &u\ {\longrightarrow}\boxed{\frac 1s}{\longrightarrow}{\boxed{...
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1answer
3k views

Relationship between Discrete Deconvolution and Toeplitz Matrices

I have 2 vectors, $a$ & $c$, both of length M. I know they are related by $a*b=c$. My goal is to recover $b$. Obviously $b=$deconv$(c,a)$. I am only interested in the first M elements of the ...
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1answer
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Does “improper” imply that a system cannot be stable and causal?

This answer and the comments in it made me wonder whether the following statement is true: If a transfer function is improper, then that system cannot be causal and stable at the same time. I had ...
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1answer
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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
291 views

Causal system and Physical Systems

According to the Paley-Wiener criterion, a system is causal if satisfies: $$\int\limits_{-\infty }^{+\infty }{\frac{\ln (|H(f)|)}{1+{{f}^{2}}}}df<\infty$$ So I want to know This equation is ...
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1answer
182 views

Difference between convolving before/after discretizing LTI systems

Suppose I have transfer functions for two continuous causal linear-time invariant (LTI) systems: $F_1(s)$ and $F_2(s)$. Let $D\left\{\cdot\right\}$ denote the function that maps a transfer function ...
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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 ...
5
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1answer
123 views

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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1answer
1k views

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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4answers
715 views

Check if the system is linear

The system: $$ T(x[n]) = ax[n] + bx[n-3] $$ For me it seems that the system is linear: $$ \begin{align} T(\alpha_1x_1[n]+\alpha_2x_2[n]) & = a(\alpha_1x_1[n]+\alpha_2x_2[n]) + b(\alpha_1x_1[n-...
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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
162 views

Can I assume system is LTI when given by DTFT of impulse response

I'm having hard time to grasp it probably because i don't fully understand it. I understand that when a system is given by $h(t)$ (in general $h(t-\tau)$) i can assume that it is a LTI system. So i ...
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2answers
422 views

Control design: under what conditions can closed-loop poles be placed arbitrarily?

Say we have a single-input linear system $\dot{\mathbf{x}} = A\mathbf{x}+Bu$. With full-state feedback ($u=-G\mathbf{x}$), it is straightforward to arbitrarily place the $n$ closed-loop poles (i.e., ...
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1answer
14k views

How to determine if the system is invertible

Is there any systematic way to determine if the system is invertible? My general approach is first trying to find the inverse system by using mathematical method; that is, solving for the output in ...
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3answers
986 views

Does scaling property imply superposition?

For a system to be linear,it follow the principles of scaling and superposition.Does scaling imply superposition?If so why are two different conditions given for linearity?If not can u specify an ...
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1answer
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Do Causal Discrete-time systems have proper transfer functions?

In the case of continuous-time systems, if the system is causal, its Laplace transfer function is strictly proper (the degree of the numerator is less than the degree of the denominator). Is this ...
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1answer
2k views

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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2answers
2k views

Given the input and the output, how to determine the impulse response?

I would like to find the impulse response, $h[n]$, of an LTI system given the input $$x[n] = [1,-3,2]$$ and the output $$y[n] = [1,-1,-4,4]$$ I know that $y[t]=x[t]*h[t]$, but I am having hard ...
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6answers
320 views

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 $X_1$, $X_2$, $X_3$ ...
4
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1answer
188 views

LTI system without constant coefficient differential equation

I have encountered a system where the output $y(t)$ and input $x(t)$ are related in the laplace domain as: $$Y(s) = H(s)X(s) \tag1$$ which is typical. However, $H(s)$ is not a rational function of ...
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3answers
143 views

How to find the difference equation directly from Direct Form II signal flow graph

I am trying to solve for the difference equation of the following signal flow graph: I am aware that Direct Form II can be converted to Direct Form I, which finding the difference equation directly ...
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2answers
542 views

Is this system time invariant?

I've been working at this problem for a while now, and can't seem to come to a solid conclusion - is this system time invariant? $y(t) = \int_{-\infty}^{t} e^{-9(t-\tau)} x(\tau)d\tau $ My reasoning ...
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1answer
798 views

Causality, Linearity, and Time Invariance for Systems Described by Linear Constant Coefficient Differential Equations

I am currently using Signals and Systems by Alan Oppenheim as a reference to learn about LTI systems. Before introducing systems represented by linear constant coefficient differential equations, ...
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3answers
951 views

Impulse Response to LTI

I am new to DSP, and I am self-studying using mostly Proakis. I have a question. There are some examples in the text where you will be given the impulse response of an LTI system, and then asked to ...
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1answer
266 views

Solving a second order difference equation

I need to solve the following 2nd order difference equation $$3y[n]-y[n-1]+y[n-2]={\bigg(\frac{1}{2}\bigg)}^{n} u[n]$$ where $u[n]$ is Heaviside's step function. I started by trying to find the ...
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2answers
86 views

How to show that the signal $x_n = A\cos(\omega n)$ can be fully predicted by a system with two weights $w_1,w_2$

I am trying to solve the following exercise: Show that the signal $x_n = A\cos(\omega n)$ can be fully predicted by a system with two weights $w_1,w_2$ (i.e. $x_n = w_1 x_{n-1} + w_2 x_{n-2}$). ...
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2answers
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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3answers
3k views

What is the relationship between poles and system stability?

I see two notions that describe the relationship between poles and system stability. But they are not the same from my understanding The system is BIBO stable if and only if all the poles are in the ...
3
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2answers
401 views

A system that perfoms Fourier Transform operation - is it an LTI system?

If a system takes input as the time domain signal and outputs the frequency domain signal, is such a system an LTI system? For if the input time domain signal can be represented as a linear ...
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3answers
219 views

Why does decimation make a system time variant?

On Wikipedia I read this : "The Discrete Wavelet Transform, often used in modern signal processing, is time variant because it makes use of the decimation operation." Why does decimation makes system ...
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2answers
153 views

Why do we assume zero mean noise in sensor data?

I am reading a paper on measuring respiratory patterns from video data. In defining the model, the authors formulate the problem mathematically as: $x_i(t)=h_i(t) \ast g(t) + n_i(t) $ Where $n_i(t)...