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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2answers
36 views

Clarification on eigenfunction property from Oppenheim's Discrete-time signal processing, 3rd ed

Could anybody explain what is meant by the following statement on page 50 of Oppenheim and Schafer's book Discrete-Time Signal Processing (third edition)? The eigenfunction property of complex ...
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83 views

Laplace Transform: zeros and corresponding impulse response $h(t)$

Poles and the impulse response If our impulse response is in the form : $$h(t) = e^{-\sigma_0 t}\cos(\omega_0 t) \, u(t)$$ (where $u(t)$ is the unit step function) And its Laplace transform is : $$H(s)...
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Why can't this system be adequately represented using a z-domain transfer function?

According to this question and answer the following system cannot be adequately captured by a z-transform transfer function. $$y[n] = y[n-1] + F_{\psi}(y[n-1)) + F_{\phi}(x[n-1])$$ where $F_{\alpha}(z)...
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33 views

RoC and Stability of a Rectangular Signal

If we have a system with an impulse defined as: $$h(t)=u(t)-u(t-2)$$ Then the Laplace Transform of h(t) would be the transfer function: $$H(s)=\frac{1}{s}-\frac{e^{-2s}}{s}, \quad Re(s)>0$$ We also ...
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How to find parameters of Kalman filter using matrix information?

I'm trying to understand concepts on Kalman Filters. Consider the overdetermined system $Ax=y$; $$\begin{bmatrix}1 \\ 1 \\ 1 \\1 \end{bmatrix} x = \begin{bmatrix} 3 \\ 5 \\ 4 \\ 8 \end{bmatrix}$$ Let $...
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3answers
174 views

Are all exponential functions eigensignals of LTI systems?

I know that complex exponential functions are eigensignals to LTI systems. Do these include real exponential functions? E.g. $2^t, e^t, ...$ Thanks for the help!
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223 views

How can initial conditions be taken into account to calculate a system's terminal value using the final value theorem or some other technique

I wish to calculate the Final Value of the following system given initial conditions not at rest, and assuming the X will not change from its initial condition value. The transfer function is $$H(z) = ...
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1answer
106 views

Finding impulse response $h(t)$ by impulse matching; problem understanding Example 2.3 in “Linear systems and signals”, Lathi 3rd edition

Before the example it has been stated that in a system described by $$ Q(D)y(t) = P(D)x(t), \quad (1.) \iff \\ (D^N + a_1D^{N-1} + ... + a_{N-1}D + a_N)y(t) = (b_{N-M}D^M + b_{N-M+1}D^{M-1} + ...+b_{N-...
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77 views

Why this system is linear?

Hi guys i'm studying signals and systems, and my professor told us that $$y(t) = \int\limits_{ t+T }^{t-T/2} {x(a+T/2)}\mathrm{d} a$$ is a linear system. But a primitive of $x$ isn't $ x^2$ ? How it'...
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132 views

Stability of a system in time-domain

Consider a system for which the input $x(t)$ and output $y(t)$ are related by the differential equation $$\frac{d^2y(t)}{dt^2} + \frac{3}{2}\frac{dy(t)}{dt} - y(t) = x(t) \tag{1}$$Determine $h(t)$ for ...
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55 views

Discrete time Final Value Theorem applied to feedback system

I wish to calculate the Final Value of systems in which a high pass filter of the output feeds back into the input. A simple example would be: where is a 1st order high pass filter with transfer ...
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3answers
92 views

Linear approximation of a system described by a logarithm - how?

The system described by a logarithm of any base, let's call it $y(t) = \ln(t)$, is non-linear. Is it possible, by any means (transforms, operators etc.), and for small values of $t$ (for example, $t&...
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1answer
36 views

Disjoint ROCs of input and system function

I am trying to understand how the output behaves when the input and the system function do not have a common region of convergence (ROC) for an LSI system. Consider an LSI system with $x[n]$, $h[n]$, $...
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30 views

Does fading memory mean impulse response with finite support?

Given a continuous-time impulse response $h(t)$, bandlimited to $B$. The discrete-time $h[n]=h(n/(2B))$ is then a unique and perfect representation of $h(t)$ and a discrete-time system $h[n]$ is then ...
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Richardson-Lucy iterative deconvolution is producing erroneous deconvoluted images

I am working on producing deconvoluted image from degraded image where the process of degradation is known to be linear and space invariant. I have used Richardson-Lucy iterative deconvolution method ...
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2answers
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Moving from deterministic signals to stochastic signals in s-domain (Power Spectral Density)

Assume we have the following system (coming from control systems theory, hence in s-domain) $ Y(s) = H_A (s) \cdot A(s) - H_B (s) \cdot B(s) $ I now wish to consider $a(t)$ and $b(t)$ as white noise ...
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Output of a stable LTI system

Let $\mathcal{L}$ be a stable LTI system. Is it true that if input has finite energy then output also has finite energy? I'm not sure about that. We know that $$\int_{-\infty}^{+\infty}|h(t)|dt\lt\...
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127 views

Find the length of the impulse response for the given output and input

Homework Question: Consider a signal $x[n]=\alpha e^{j \omega_{0} n}+\beta e^{j \omega_{1} n}+\gamma e^{j \omega_{2} n} .$ What is the length of impulse response $h[n]$ of a system (non-trivial) such ...
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28 views

Discrete Time Systems with cosine()

I am trying to see if y[n] = [cos(πn)]x[n] is casual, stable, linear and shift-invariant. I came up with the solution that it is not stable since it is not "...
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28 views

Testing for Linearity and Shift-Invariance

I started school a week and a half ago and we have gotten already a big chunk of material and I wanted to check if what I am currently doing is correct. Here below are the problems to work out that ...
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1answer
61 views

Why isn't option C correct answer for the given question?

W Please answer this question I am getting option c as my answer by putting input frequency of 3 radians in frequency response of system.
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1answer
74 views

Fourier transform of time division

I know that Fourier transform of $t^n f(t)= i^n \frac{d}{d\omega^n} F(\omega)$. But does this work when $n<0$? Is there any direct relation to compute the Fourier transform of $\frac{f(t)}{t}$?
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1answer
120 views

Confusion in initial condition of differential equation using Laplace transform transform

I'm confused in solving linear constant coefficients differential equations (LCCDEs) by Laplace transform if initial conditions are given at time just before $t=0$ just after $t=0$ exactly at $t=0$ ...
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2answers
67 views

Stability of passive LTI system

Is a passive LTI system will always be a stable(bibo and lyapunov) system? Or in other words Passivity of a LTI system implies stability? If above statements are true then there must be some ...
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272 views

Derivation of the LMMSE (Linear Minimum Mean Squared Error) Estimate and the MMSE Under Gaussian Prior

I am learning estimation theory through Steven M. Kay - Fundamentals of Statistical Signal Processing, Volume 1: Estimation Theory. In the ...
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2answers
85 views

Output of marginally stable systems

In' b.p lathi's book of systems and signal it is written that "marginally stable systems have one important application in the oscillator, which is a system that generates a signal on its own ...
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1answer
151 views

Determining a system's causality using its impulse response

I have the following input-output relation for a system: $$y(t) = Odd Part Of [x(t)]$$ My question is: Is the system causal? What my approach has been: I expressed $y(t)$ alternatively as: $$y(t) = \...
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1answer
42 views

Transients in marginally stable system

I know that if a system is asymptotically stable then after infinite time its output contains only characteristic of input signal and it is also known as steady state and there are no transient ...
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1answer
320 views

Time invariance of a summation sequence

The following sequence is given which is supposed to be time-variant: $$y[n] = \sum_{k=n_0}^n x[k]$$ I'm having difficulties proving the time-variance or finding a counterexample for it being time-...
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149 views

How to compute transfer function $G(s) = \exp \left( - \sqrt{s} \right)$ in Matlab / Simulink?

How to compute transfer function $$G(s) = \exp \left( - \sqrt{s} \right)$$ in Matlab / Simulink? I am trying to calculate a PID controller for this function. This function describes heat transfer via ...
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0answers
145 views

Time-Invariant (non)autonomous Systems

Regarding potential distinctions between autonomous, non-autonomous, time-invariant and time-varying systems, I have found out opinions supporting that: autonomous systems are time-invariant and non-...
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1answer
40 views

Compute output given input, transfer function and initial conditions

The problem statement is Consider a causal LTI system whose transfer function $H(s)$ is given as $$H(s)=\frac{s+2}{(s+3)(s+4)}$$ Compute the output $y(t)$ for an input $x(t)=e^{-2t}u(t)$ when $y(0)=1$...
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1answer
48 views

Behaviour of integrator at steady state

I wanted to calculate response of integrator of sinusoidal input at steady state via these two methods as mention in image but these two methods give two different answers at steady state, so where ...
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5answers
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Are there any real world applications for complex-valued signals or impulse responses?

I was just curious... $$x[n] {\longrightarrow} \boxed{h[n]} {\longrightarrow} y[n]$$ I've never seen a real world filter where the coefficient of $h[n]$ were complex, or where $x[n]$ was a complex ...
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1answer
33 views

Names of system functions in frequency domain

I was just trying to refresh my systems theory known from long ago, and I realized that I had forgetten the name of the basic functions. Specifically, what are the names of these functions ...
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1answer
72 views

Determine causality and stability from given filter structure

I have the diagram above. I found the transfer function below from it; The question asks me to find out if the system is causal and stable, but didn't it have to indicate whether it was left-sided or ...
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2answers
183 views

Behaviour of System by Impulse Response

In a book by Alan Oppenheim, it is given that for a LTI system, its characteristics are completely determined by its impulse response. But if impulse response of a system is basically an input output ...
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1answer
139 views

Time invariance from convolution integral

I wanted to prove, time invariance property of system by convolution integral(i.e equal time shift in input result in equal shift in output) but as calculation shown in figure, I got unexpected result,...
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1answer
58 views

Determining if the system is linear and time invariant

The Fourier transforms of input $x[n]$ and output $y[n]$ of a discrete-time system are related by the following equation: $$Y(e^{j\omega}) + (e^{-j\omega})Y(e^{j\omega})= X(e^{j\omega}) - X^{'}(e^{j\...
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Existence of finite output of a system [closed]

1.If frequently response of a LTI system exist and finite then can we say that, for a periodic or non periodic input signal, output is also finite? 2.if responses(output) of LTI system for ...
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88 views

Find a LTI system such that $\mathcal{T}\{\frac{\sin t}{t}\} = \frac{\sin 2t}{t}$

Let $$x(t) = \frac{\sin t}{t} \qquad\text{and}\qquad y(t) = \frac{\sin 2t}{t}$$ Is it possible to find a LTI system such that $\mathcal{T}\{x(t)\} = y(t)$? If not, what's the reason for ...
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1answer
124 views

Trouble showing Time Invariance of recursive system

The system is described with the following recursive differences equation: $$y[n]-4y[n-1]+4y[n-2]=20x[n]+10x[n-1]$$ now lets say the input is delayed by k, then: $$y[n]-4y[n-1]+4y[n-2]=20x[n-k]+10x[...
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50 views

maximum output of a LTI system within linear limits

In book , 'fundamental of signal and system'by M.J ROBERT it is written that Since no practical system can ever produce an unbounded response, strictly speaking, all practical systems are stable. ...
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1answer
84 views

Finding the system output by convolution

pretty new to this concept, so do bear with me. A linear dynamic system is described by the following differential equation: Transfer function H(s) is calculated to be = I've already found the ...
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1answer
133 views

Is Differentiation as a system, is an invertible system?

is the following system invertible? as I understand it, invertible means finding an inverse function which should return back the original input from an output of the given system. if so I ...
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1answer
37 views

Simplfiying a system output equation

I have a problem getting the final (simplified) version of the system's (in the figure below) output equation y[n]: For this system, I know that $$w[n] = x[n] + aw[n − 1]$$ and $$y[n] = w[n] + bw[n − ...
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1answer
21 views

Implementing an L-System conversion from R2 to R1 for symmetric, square matrices

I have been reading for some time about L-Systems, and specifically the Hilbert Space filling curve. I am interested in writing a function to convert upper-triangular matrix coordinates into an ...
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2answers
150 views

Determining time-invariance of a system

I have a question about determining time-invariance of a linear system. We are given this system and we need to determine if it is time-invariant or not: $$y(t)=\int_{-t}^{\infty}x(-3\tau)d\tau$$ ...
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1answer
28 views

Linear response function for a system with derivative: $U=L \frac{d I}{dt}$, expressing $U=f(I)$

I have a super basic questions. I am a not really into signal processing (more about physics), but I would like to understand an aspect of linear response function (I think the question fits for this ...
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3answers
470 views

Determining output of a LTI system

Consider following LTI system $$y[n] - 2y[n-1] = x[n]$$ where $x[n]$ is the input to the system and $y[n]$ is the output. Let $x[n] = \cos[n\frac{\pi}{3}] + 2\cos[n\frac{\pi}{2} + \frac{\pi}{4}]$, ...

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