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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75
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4answers
201k views

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?
16
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1answer
307 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 $\...
15
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1answer
9k 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 ...
12
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5answers
1k views

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 ...
12
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4answers
3k views

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 ...
12
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5answers
114k views

What Are Linear and Circular Convolution?

I have some basic understanding of signals and convolution. As far as I know it shows the similarities of two signals. Could I get some explanation in plain English of: what are the linear and ...
11
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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 ...
10
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5answers
6k views

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 ...
10
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3answers
1k 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}\...
9
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1answer
1k views

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? ...
9
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3answers
8k 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 ...
9
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3answers
3k views

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 ...
9
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2answers
3k 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 $u(t)$ ...
7
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4answers
2k views

Are all LTI systems invertible? If not, what is a good counterexample?

I have been trying to figure this out for a while now. Everywhere I have looked I could easily find examples of invertible LTI systems, but I could not find any counterexamples. Can anybody shed some ...
7
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2answers
92k views

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, ...
7
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2answers
19k views

How to obtain impulse response from the differential equation of a system?

This year I'm having trouble with my Signals and Systems class. My major subject is Software Engineering and Electric and Electrical Engineering is my Minor. This question was my previous exam ...
7
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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 ...
7
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2answers
218 views

Why can adaptive IIR filters result in unstable solutions?

For adaptive filtering, both finite and infinite impulse response (FIR/IIR) filters can be utilized. As an advantage of FIR filters in this context, guaranteed stability is often mentioned, while IIR ...
7
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7answers
713 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 ...
7
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1answer
23k 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 ...
7
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4answers
455 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 ...
7
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2answers
2k 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. ...
7
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1answer
430 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 ...
7
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1answer
141 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 $\...
6
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4answers
2k views

Is the first derivative operation on a signal a causal system?

Please help me sort this issue out. Consider a system whose output $y(t)$ is the first derivative of the input signal $x(t)$. We can write the first derivative of an input signal as follows: $$y(t)...
6
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1answer
3k views

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 ...
6
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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 ...
6
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3answers
313 views

Oscillations in a first-order discrete-time linear systems

According to my understanding, continuous first order systems do not exhibit oscillatory behavior because a first order system has only one energy storage element and thus oscillation is not possible. ...
6
votes
6answers
450 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 $X_1$, $X_2$, $X_3$ ...
6
votes
1answer
614 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
2k 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, ...
6
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1answer
243 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 ...
6
votes
1answer
9k views

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 = ...
5
votes
4answers
846 views

Can every type of linear filter be modelled by a convolution?

I have an input time series going through a filter that creates another time series as output. If I assume in first approximation that my filter is linear, does it necessarily mean that I can model ...
5
votes
2answers
223 views

Negative group delay and envelope advance

I am having a doubt reading about delays in signal processing. Let there be an input to a LTI system with frequency response $H(f)$, given signal $x(t) = a(t)\cos(2\pi f_ot)$, where $a(t)$ is a ...
5
votes
5answers
5k views

What Is the Transfer Function of a Moving Average (FIR Filter)?

To make post-processing easier, I export scope measurements as CSV files, which are then post-processed (mostly in Microsoft Excel, which is not the best tool for the job, but it is all I have at my ...
5
votes
1answer
4k views

Initial conditions for the LTI systems described as a difference equations

Why do we need the initial conditions to be zero for the LTI systems described as a difference equations? First question is why do we need it for linearity? I can't think of any example of the non ...
5
votes
2answers
6k 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 ...
5
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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. ...
5
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2answers
164 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 ...
5
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1answer
2k views

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 ...
5
votes
1answer
280 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 ...
5
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1answer
336 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
2k 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 ...
5
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1answer
1k views

Differential equations and LTI systems [duplicate]

I've seen in many textbooks on Signals and Systems that an LTI (Linear Time-Invatiant) system can be described as a constant-coefficient linear differential equation, such as $$\sum_{k=1}^N a_k \frac{...
4
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5answers
2k views

Why Does the Kalman Filter Remove Only Gaussian Noise?

What and where in the derivation of the Kalman filter is the assumption of Gaussian noise? Why and how does this assumption help?
4
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3answers
2k 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-...
4
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2answers
1k 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{...
4
votes
3answers
454 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 ...
4
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1answer
375 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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