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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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 ...
130 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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Convolution of Signal with a Gaussian Filter / Kernel

Following up on Analytical Solution for the Convolution of Signal with a Box Filter, I am now trying to convolve a Gaussian filter with the sine signal by hand. My method is to use the definition of ...
691 views

Solving a second order difference equation

I need to solve the following 2nd order difference equation $$3y[n]-y[n-1]+y[n-2]={\bigg(\frac{1}{2}\bigg)}^{n} u[n]$$ where $u[n]$ is Heaviside's step function. I started by trying to find the ...
224 views

Overshoot computations not matching

Take the following transfer function of a 3rd order system: $$H(s)=\dfrac{2.302~s+0.3548}{s^3+0.739~s^2+3.223~s+0.3548}$$ with poles: ...
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Situations where complexity is too big to exceed linearity and gaussianity

I'm studing about Kalman Filter and Particle Filter in multiple target tracking in computer vision (tracking pedestrians). Reading sientific papers I'm colliding with a lot of sentences like: The ...
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Why unit impulse function is used to find impulse response of an LTI system?

Hello i am working in digital image restoration field, recently i have studied concept of convolution, i studied that to find the impulse response/point-spread function of an LTI system, an unit ...
499 views

Is this system linear?

I have this system: $$y[n] = -\frac{1}{2} x[n+2] - y[n+1]$$ I have no idea how to prove if the system is linear or not, because, it depends on future outputs... Thanks for the help
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Solving for impulse response h[n] given input-output pairs

This is a homework problem that I've worked on and I want to confirm some of my reasoning. I'm given two sets of input-output pairs of a particular system, $S$, that we know is linear time-invariant ...
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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 ...
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Show That a 2D Linear Transform $T \left( \cdot \right)$ Is Homogeneous

By my understanding, a transform T is homogeneous if T[0] = 0. Then to prove that a linear transformation is homogeneous we say that: T[ax(n1, n2) + bx(n1, n2)] = aT[x(n1, n2)] + bT[x(n1, n2)] What ...
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How to detect algebraic loop in a system

I came across a system (screen below) that looks like it should result in a algebraic loop, but when writing the equations using the Z-transform, it obviously does not (calculation below too). But I ...
214 views

Frequency response of marginally stable LTI systems

The frequency response of a system is defined as: $$\int_0^\infty{h(t)e^{-j\omega t}dt}$$ where $h(t)$ is the impulse response. But in marginally stable systems, $h(t)$ does not decay so the integral ...
819 views

Covariance matrix, Q, for a Kalman filter given the stochastic differential equation for the state of the system?

Given that I have a stochastic differential equation describing the motion of my system like so: $$\ddot{x}(t) + \Omega_0^2x(t) - C\dfrac{dW(t)}{dt} = 0$$ Where $\Omega_0$ and $C$ are constants. I ...
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Is this system invertible or not?

Prove that the following system is invertible. $$y(t) = \mathcal{T}\{x(t)\} = \int_{-\infty}^{3t} x(\tau) \,\mathrm d \tau$$ Answer: yes, the system is invertible. I need some hint here, not the full ...
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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 ...
A Linear Time-Invariant system with impulse response $h_1[n]$ is an ideal lowpass filter with cutoff frequency $\omega_c =\pi/2$. The frequency response of the system is $H_1\left(e^{j\omega}\right)$. ...