# 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.

426 questions
Filter by
Sorted by
Tagged with
204 views

### should this be viewed as an impulse response or step response

I'm trying to teach myself the relation between simple discrete ODE's and the impulse response-step response concept. Getting back to the question: I don't expect anyone to read the whole thing but I'...
666 views

### Exponential decaying step response in LTI System

I'm attempting to better understand the relationship between step responses, impulse responses, and convolutions. Say that I have a system where if I apply a constant input, my output decays from a ...
165 views

### Response of Linear System to Stochastic Process

Somehow I am getting the variance{u(n)} equal to '0' !! This is the case when I take the coefficient 'a' as real. As it is not mentioned in the question I need to find the solution to this question ...
4k 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 ...
52 views

### Unsure if my unit step function is correct in relation to a diagram [closed]

Here is my function: $$3(t)(u(t)-1)) + (u(t-1)+3) - (u(t-3)+3) - 2(t)(u(t-3)+3) + u(t-4) -2(t)(u(t-6))$$ Is my function correct? If not, could you please tell me where I am wrong. Thank you in ...
52 views

### Is my answer incomplete? Checking the stability of a system

Yesterday, during my exam, I had the following exercise: Given $$H(s) = \frac{1}{s^2+2s+4}$$ check if it's stable. which was supposed to be the hardest (since it was the last one). From my ...
332 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 ...
770 views

### BIBO stability of $y(t)=\int_{-\infty}^{t}{x(\tau)d\tau}$

How can I prove that the LTI system with (output $y(t)$, input $x(t)$) $$y(t)=\int_{-\infty}^{t}{x(\tau)d\tau}$$ is BIBO (bounded-input/bounded output) stable?
1k views

### LTI system $y(t)=x(t-T)$ with or without memory

How can I verify if the LTI system ($T$ is a real number, $y(t)$ output, $x(t)$ input): $$y(t)=x(t-T)$$ is with or without memory? I know that, if $y(t)$ depends only on $x(t)$, the LTI system will ...
91 views

### Why prediction by AR model causes time lag

Why does prediction by AR model cause a time lag? Please tell me why theoretically.
124 views

### Analyzing a particular discrete-time LTI system for input signal $x[n]=(1/3)^n$ for *all* $n$

I'm considering the following problem from some course notes. Suppose the following is known about a discrete-time LTI system: Given the input $x[n]=(1/3)^n$ for all $n$, the system ...
2k views

### Why cosine is not an eigen signal?

According to this website: If the output of a system has the same type as its input signal, then the input signal is referred to as the eigen function of the system. but in this question it is ...
58 views

### Time Delay Margin

I have a question regarding the time delay margin. I know the definition of time delay margin now I want to know that for the stability of the system is it good to have large time delay margin or ...
1k views

### What is $H_2$ and $H_{\infty}$ control? [closed]

I can create a Linear Quadratic Gaussian Integral(LQGI) controller very easy by using GNU Octave. LQGI is in the area of Optimal Control Theory. But there is something called Robust Control Theory. ...
119 views

### Check if I has right: Is this the Extended Kalman Filter

I have learn the Kalman-Buncy filter for the LQG controllers. I know that this is a signal processing forum and not robotics not math forum. But Extended Kalman Filters are daily discussed here. ...
70 views

### Extended Kalman Filter in mechanics, electronics and hydraulics?

Extended Kalman Filter is most used in GPS and navigation systems. But how much do I gain to switch to Extended Kalman Filter to the linjear Kalman Filter if I do LQGI controller for the industry? ...
210 views

### What is the spectrogram of an impulse response used for?

I saw that in acoustics an estimated impulse response of a room can be transformed using STFT/wavelets to a spectrogram as an analysis tool. However, I did not understand how the spectrogram is ...
420 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 $X_1$, $X_2$, $X_3$ ...
243 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 ...
599 views

### Help in understanding the formula of Signal-to-Noise-Ratio (SNR) - Part 1

Question 1: Consider an Autoregressive model : \begin{align} y[n] &= y[n-1] + x[n]\\ z[n] &= y[n] + w[n] \end{align} where $y$ is the output observation, $x$ is a random input and $w$ is ...
578 views

394 views

64 views

### Is applying a linear operation to the input and output of a continuous linear operator OK?

The scientist and engineers guide to digital signal processing, Steven W. Smith, p. 134-135 states: [...] imagine a linear system receiving an input signal, $x[n]$. and generating an output signal, ...
321 views

### Is ideal LPF a LTI system? And is it time invariant?

Ideal filter time-domain impulse response is $$h(t) = 2B \operatorname{sinc}(2Bt)$$ It is not causal nor BIBO stable. Is it time invariant? And how can i prove it?
997 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{...
1k views

### Determining if the given system is LTI

Problem Given the compound system below, with the input $x(t)=\operatorname{sinc(t)}$, the output of A is $y(t)=\operatorname{sinc(2t)}$ and the output of B is $z(t)=\operatorname{sinc(t)}$, ...
718 views

### Is a filter/control transfer function with positive phase “causal”?

In control we often use transfer functions with positive phase, i.e., a "lead filter" has transfer function $$G_c(s) = \frac{\alpha \tau s+1}{\tau s+1}$$ (with $\alpha>1$). Since the zero occurs ...
180 views

### Create distortion from basic linear (and non-linear if neccessary) DSP elements

I'm studying mechatronics and I'm intrested in DSP basics. My lecturer said that there are four basic linear DSP elements: Adder (and other mathematical operations) Amplification (shown on diagrams ...
507 views

### In the context of transfer functions, what is the relationship between the terms “proper”, “causal”, and “realizable”?

I am thinking about these terms in the context of linear control. A transfer function is proper if the degree of the numerator is not greater than the degree of the denominator. I've read often that ...
654 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., ...
101 views

### Why is it necessary to average signals with filters?

As someone who is new in working with filters, why do signals need to be averaged? What are the advantages, by performing filters on signals? As I know, there are different types of filters for ...