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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1answer
91 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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1answer
73 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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3answers
337 views

Causal unstable system turn into stable anticausal?

I would appreciate it very much if someone would be able to provide some clarity, help or comment on this problem. I have been reading several papers on time series identification such as https://www....
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1answer
159 views

Higher-order moment of output of LTI system

Assume a very simple LTI system. Assume $x$ is white Gaussian i.i.d. with variance $\sigma^2$. The output variance is straightforward to obtain. For example, for a continuous-time system: $$\mbox{...
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1answer
149 views

Can all systems be described by differential/difference equations?

All LCCODEs (linear, constant-coefficient ordinary differential equation) with initial rest conditions describe causal LTI systems (is this a correct statement?) Is the converse true, i.e. can all ...
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2answers
142 views

Eigen Function of Linear Time Invariant (LTI) System

Whenever I try to find the derivation of eigen signal of a LTI system, they always start with assumption that the input signal is complex exponential. Is there any other way to prove that this is the ...
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1answer
57 views

Is the system $y[n]=x[n]+2=T\{x[n]\}$ an LTI-System?

Is the system $y[n]=x[n]+2=T\{x[n]\}$ an LTI-System? Linearity: $ \alpha \cdot T\{x_1[n] \} + \beta \cdot T\{x_2[n] \} = T\{\alpha \cdot x_1[n]\ + \beta \cdot x_2[n] \} \\\alpha \cdot (x_1[n]+2) + \...
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1answer
215 views

Causal LTI system having exponential input

I know that for an LTI system having complex exponential input, i.e, $x(t)=\exp(j w_o t)$ & $h(t) \to $ LTI System ; then, its output { $y(t) \} =M \exp(j w_o t + \phi)$ , where $M= |H(j w)|_{|w= ...
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0answers
71 views

Moving average and linearization of two piecewise linear systems

I have 2 oversampling ADC's running parallelly, each to process data in a specific range of the input as shown below: Each ADC can process only half cycle range of a sine wave. Each ADC adds its own ...
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2answers
141 views

Can $\delta(t+\infty)$ be a legitimate signal?

Mathematically speaking, when I try to use some signal to disprove a system is invertible, can I use the signal like $\delta(t+\infty)$ ($\delta$ representing the Dirac distribution)? For example, the ...
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0answers
217 views

How to obtain the steady state response of the sampled periodic signal data?

Below the green plot Vin is 5Hz sine voltage signal from a function generator output sampled at 12kHz sampling rate: The blue plot Vout is the processed/filtered data by using the following code in ...
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2answers
64 views

Cannot figure out the convolution operation in this problem

A linear system S has the relationship $y[n]=\sum_k {x[k]*g[n-2k]}$, k ranging from $-\infty$ to $\infty$, between its input $x[n]$ and output $y[n]$, $g[n]=u[n]-u[n-4]$. Determine $y[n]$ when $x[n]=...
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1answer
58 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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47 views

Co-prediction of signals

Is there any plausible method to estimate or predict one signal, on the basis of known value of another signal, provided the two signals bear a strong correlation? For instance, the audio amplitude ...
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1answer
308 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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3answers
405 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
116 views

How does an LTI system produce multiple values from a unit impulse

I understand that in a discreet system, an impulse is 1 at the origin point and 0 everywhere else. I've seen many examples showing the impulse response of an LTI system to be many points, have many ...
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1answer
151 views

Explain the formula of convolution and convolution theorem

As stated in the title, I have two questions Why convolution is defined as $(f*g)(x) = \int_{-\infty}^\infty f(t) g(x - t) dt$ instead of just $\int_{-\infty}^\infty f(t) g(x + t) dt$ ? Why we need ...
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2answers
124 views

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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1answer
92 views

Derivation of Toeplitz Matrix

I'm having a difficult time understanding why the matrix for LTI systems is a Toeplitz matrix. I can see why $h_{n,m} = h_{n' + q,m' + q}$ given that $n' = n - q$ and $m' = m - q$, and $$\sum_{m'= -\...
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1answer
125 views

Acoustic Echo Cancellation

I have the following diagram for acoustic echo cancellation I'm having a hard time figuring out what's present on the top and bottom lines in terms of reflected echos, original signal etc. Here's ...
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3answers
1k 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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0answers
862 views

Linear Predictive Coding example in MATLAB

I have some data that is highly correlated and I wanted to see if I could try and encode it using linear predictive coding (LPC). Here is how I've been understanding the process: Encoding Generate ...
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1answer
27 views

Linearity with Difference Period in Fourier Transform

I know that a system is linear if it satisfies $$\mathscr{F}\{ a\,x(t)+b\,y(t) \} = a\,X(\omega)+b\,Y(\omega)$$ for Fourier transform, $X(\omega)\triangleq\mathscr{F}\{x(t)\}$ But what if $x(t)$ ...
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1answer
98 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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0answers
102 views

Understanding linear predictive coding in MATLAB

I want to test my understanding of linear prediction by running it on some test data in MATLAB. The way I understand it is if I have some data that is correlated, I can encode the signal with linear ...
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2answers
127 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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1answer
60 views

How to find the coefficients of the following differential equation

An arbitrary signal $v(t)$ pass through the following system, $w'(t) + 5 w(t) = v'''(t) + 320v''(t) + 40 v' (t) + 40v(t)$ How to determine the coefficients of the following differential equation, ...
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1answer
427 views

Add echo as described by difference equation to audio signal (in MATLAB) [closed]

A simple linear system is echo. It can be described by equation $$ y[n] = x[n]+ k\,x[n−d], $$ where $n$ represents sample index, $k$ represents an attenuation coefficient, and $d$ represents time lag....
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0answers
44 views

Finding the component vectors for a grid of points

I have a 2d 'grid' of xy points (2000 of them). I want to find the average vector between points I have drawn the vectors on the graph, how do I find these vectors mathematically? I want to find the ...
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7answers
632 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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1answer
135 views

MIT exercise 6.003 HW2 - Concept of system initially at rest

I am following the MIT open course you can find here. My question is about one of the exercises given as homework in the latter and more specifically I think I am missing something on the concept of "...
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0answers
132 views

How to implement the RLS for matrices

I need to implement the RLS algorithm but it's for matrices instead for vectors, I have made the below code, but still something wrong is not working well, EDIT: The code should be done as below, ...
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2answers
109 views

Check whether a given equation is linear

$ a = (x, y) \in \mathbb{Z}^2 $ is given as a pixel. My equation in which $g$ is image(matrix) is defined as, $f(x, y) = 56g(x,y)+93g(x−1,y)+92g(x+1, y)−57g(x, y−1)+555g(x, y+1) $ How can we know ...
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1answer
324 views

System that has derivative of input is non causal

Consider a system $y(t) = \dot{x}(t)$ where $y$ is the output and $x$ is the input. Given an initial condition $x_0$ and two inputs $x_1$ and $x_2$ such that $$x_1(t)=x_2(t) , 0 \le t < t_0$$ the ...
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1answer
701 views

Block Diagram for a difference equation

I have this little doubt regarding how to draw a block diagram representation of a difference equation. Let us implement $ y(n) = ay(n-3) + by(n-2)+cy(n-1) + x(n)$ in block diagram where $a, b, c$ are ...
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1answer
50 views

Signals and Systems - LTI - Transforms - Impulse Response

I have $x(t)-> LTI -> y(t)$ where $LTI=h(t),H(jw)$. and $H(jw)=ab/((a+jw)(b+jw))$ where a and B are real numbers. I am wanting to find the impulse response $h(t)$ as well as the input/...
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1answer
100 views

3-tap FIR filter: simple expression for $H(e^{j\omega})$ using trigonometric identities

We have a linear time-invariant system described by the input-output relation $$y[n] = x[n] + 2x[n - 1] + x[n - 2]$$ Below is my approach to analyze this system. The impulse response of this system ...
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1answer
420 views

How to find the impulse response of this system with complex roots?

I've been working trying to analyze a causal stable system. Hopefully a numeric example such as the one I am working on, and the problems I face during it could be useful to others. I have this ...
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3answers
764 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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1answer
109 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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1answer
43 views

Why is the impulse response function of this system 0?

Suppose I have an system $ y(t) = t^{2}x(t)$. The impulse response of this system would be: $h(t) = t^{2} \delta(t)$. Since $\delta(t) = 0$ for $t \neq 0 , h(t) = 0$ for $t \neq 0$. And at $t=0, h(...
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1answer
121 views

classify the system if it's linear , non-linear , time variants or invariants [closed]

classify the system if it's linear , non-linear , time variants or invariants
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2answers
142 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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2answers
588 views

What does it mean for a function to have frequencies?

In a lecture, my professor mentioned that $\cos$ has two frequencies. I see that using the inverse Euler's formula we can express $\cos$ as a some linear combination of complex exponentials, each with ...
3
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3answers
317 views

Question on Wiener Filtering

I have read that a Wiener filter is a filter used to produce an estimate of a desired or target random process by linear time-invariant (LTI) filtering of an observed noisy process. Now, my doubt ...
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1answer
220 views

Linear combination of DT unit impulse

Came across this example in class but I'm not sure how the expression $x(n)$ was derived.
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1answer
47 views

Transfer function of open loop system

Suppose i have the system equation $Y(s) = G(s)X(s)+ 3T(s)$ Then what is the transfer function of the system? I know that the transfer function is $Y(s)/X(s)$, but i can't get that expression.
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1answer
107 views

Damped Harmonic Oscillation as an LTI

The goal is to create an LTI filter which is exactly, or approximates, damping of harmonic modes. The equation of course is: $$\frac{d^2 x}{dt^2} + 2 \xi \omega \frac{dx}{dt}+\omega^2x=0$$ This can ...
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3answers
165 views

Discrete State Space Model - Why Are We Calculating $ x \left[ k + 1 \right] $ Instead of $ \dot{\boldsymbol{x}} \left( t \right) $?

A continuous state space model is defined as follows. $$ \dot{\boldsymbol{x}}(t) = A \boldsymbol{x}(t)+ B \boldsymbol{u}(t) \\ \boldsymbol{y}(t)= C \boldsymbol{x}(t)+ D \boldsymbol{u}(t) $$ If we ...

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