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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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4
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1answer
6k views

find impulse response from step response

if we have LTI system and we know unit step response of this system(we haven't original signal) how we can calculate impulse response?
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1answer
491 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
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How to determine if the system is linear or nonlinear

Given a signal $$y(n)=x(n)\cos(wn)$$ How to determine if the given signal is linear or non linear? I am getting so confused reading the theory. If someone could help step by step to determine this....
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1answer
316 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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3answers
1k 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 ...
4
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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: $$ ...
4
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2answers
135 views

Running Integral of sine and cosine functions

In typical signal processing course we were taught that the integral of signal $x(t)$ is given by $$y(t) = \int_{-\infty}^{t}x(\tau) d\tau$$ How can we use this definition to evaluate the integrals of ...
4
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3answers
348 views

Deconvolution (Linear Convolution) with an Under Determined System of Equations?

If I have a measured signal $\mathbf{y}$ which is the result of the true signal $\mathbf{x}$ convolved with another function (linear and not circular convolution), I always seem to get an ...
4
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3answers
890 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 ...
4
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1answer
321 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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1answer
206 views

ARMA (Auto Regressive Mean Average) Process Representation as AR (Auto Regressive)

Let's say we have an ARMA (Auto Regressive Moving Average Model) process where the transfer function is a minimum phase system (Namely Invertible). By Wold's Decomposition it is guaranteed to have MA ...
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2answers
891 views

Are discrete systems defined by LCCDE always LTI?

Suppose a discrete-time system is defined by linear constant-coefficient difference equation $$\sum_{k=0}^{N} a_k y[n-k] = \sum_{k=0}^{M} b_k x[n-k]$$ where at least two different coefficients $a_i,...
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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
514 views

Can someone let me know linearity, time-invariance, causality, memory characteristic of the system?

The input/output system is $$ \frac{dy(t)}{dt}+2y(t)=2x^2(t) $$ I want to know this is linear? causal? time-invariant? memoryless? According to solution, the answer is 'Linear if zero initial ...
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2answers
305 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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6answers
426 views

Design a LTI system which returns DC value of the input signal

Suppose that $h(t)$ is the impulse response of LTI system. The input signal $x(t)$ is periodic with period $T$. Determine $h(t)$ so that the output signal $y(t)$ only be the DC component of $x(t)$. Is ...
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3answers
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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
510 views

The spectrum of the sum of two periodic signals

Considering the continue, periodic signals $s_1(t)$ and $s_2(t)$, with the period $P_1$ and $P_2$ respectively. Consider now a new signal $s$ the sum of the two pervious signals. I come to know ...
3
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2answers
657 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 ...
3
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3answers
163 views

Estimating the Signal by Deconvolution with a Prior on the Filter Coefficients and the Signal Samples

Assume I have signal $y[n]$ which is a result of convolution between channel $h[n]$ and signal $x[n]$. which means: $$y[n] = h[n] \ast x[n]$$ where $\ast$ is the convolution operation The signal $...
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3answers
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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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1answer
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Causal systems - Paradox? Confusion of definition?

For a system such that $y[n]=\cos(x[n])$, I'd like to determine whether the system is causal or not. Definition 1: A system is causal if and only if the output $y[n]$ is a function of a linear ...
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3answers
435 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 ...
3
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2answers
267 views

Can I construct a linear system so that it results in a moving average?

I've just learned about linear systems and impulse response functions. I know that in a linear system consisting of $h_1[k]$ and $h_2[k]$, the impulse response of the system is $h_1[k] \ast h_2[k]$. ...
3
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3answers
294 views

I somehow “proved” that given any LTI system, its transfer function has to be constant. What am I missing?

A transfer function is defined as the Laplace transform of the ratio of output to input. Also, every LTI system has an eigenfunction. Given such eigenfunction as an input, the ratio of the output to ...
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3answers
5k views

Proof of linearity

I have this system: $$y[n] − 4y[n − 1] + 4y[n − 2] = 20x[n] + 10x[n − 1]$$ I have no idea how to prove if the system is linear because it depends on future outputs.
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1answer
2k views

causality of the system $y[n] = x(2n)$

Can somebody please tell me why the system $y[n] = x(2n)$ is non-causal ? I know that causal systems depend on the past and present values of input and this system satisfies the condition. So why is ...
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2answers
734 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., ...
3
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2answers
201 views

Frequency response of system with feedback and feedforward co-efficients?

For seismological application, I am playing with an elliptical filter, and once I have both sets of feedback and feedforward co-efficients, how do I make it so that I can plot the frequency response ...
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2answers
151 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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3answers
157 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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4answers
438 views

LTI system and initial conditions

I suspect this is rather obvious once explained; I must be misunderstanding something. From reading various answers here (such as this one), I understand that an LTI system must have zero output for ...
3
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1answer
207 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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2answers
142 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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1answer
697 views

For a system to be causal, number of finite zeros <= number of finite poles. Why?

I read in this pdf that for a system to be causal, the number of finite zeros must be no greater than number of finite poles. Why? I know that for a system to be causal, $h[n]=0$ for all $n<0$. ...
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2answers
101 views

whether the system is linear or not for the given problem

Given the system: $$y(t)=x(t+1)+x(t−1)$$ is the system linear? For a system to be a linear first it should satisfy zero input and zero output. How can we calculate output at 0 input if the system ...
3
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1answer
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 $z(t)=\operatorname{sinc(t)}$, ...
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2answers
185 views

Impulse Response with non-delayed feedback

I've been trying to solve a Discrete LTI System problem where the overall impulse response of the following System, whose input and output sequences are, respectively, $x(n)$ and $y(n)$, has to be ...
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3answers
2k views

What's the Difference between Convolution Kernel and Point Spread Function in the Context of Image Convolution?

When you use the deconvolution method to make the blurry image sharper, you will have to estimate the Point Spread Function. Is there a difference between this PSF and an image kernel? Second ...
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1answer
83 views

Proving linearity and time-invariance

This question was asked in one of our quiz. Question is Determine if the system with the input-output relationship given by $$y(t) = \int_{t-10}^{t} \cos(\tau)x(\tau)d\tau$$ is linear and time ...
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2answers
1k 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
14k views

How to identify causality, stability and ROC from the pole-zero plot?

To preface, this is not a homework related question but purely for self-study purposes. If I am given the following Pole-Zero Plot: (Source: Berkeley Exam1) How would I go about trying to ...
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1answer
32 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
122 views

LTI, causal, discrete time system output

Consider a discrete time LTI causal system $S: y = S(u)$, with its impulse response $h:{Z} \rightarrow R:h(n)=3^{n+1}{H(n)}$ with $H$ the Heaviside function. We know the values of input: $$u(0) = 2$$...
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2answers
217 views

Contradiction while using the convolution sum for a non-LTI system

In a recent quiz, we were given the following problem: The cascaded LTI systems $\mathcal{T}_1$ and $\mathcal{T}_2$ respectively have impulse responses $h_1[n]=\delta[n+3]$ and $h_2[n]=\delta[5−n]$....
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1answer
163 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 ...
3
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3answers
349 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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2answers
82 views

Proving conditions for controllability

Let's say I have the following LTI system: $$\dot{x}(t) = \mathbf{A} x(t) + \mathbf{B} u(t)$$ I need to somehow show the following is true or false (proof): This system is controllable if and only ...
3
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1answer
342 views

How do I compute the impulse response of a robot?

I am trying to model a robot (my question in robotics.SE), so that I may train it using some reinforcement learning techniques. I was wondering if I can compute an impulse response of a four wheel ...
3
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2answers
119 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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