Beruflich Dokumente
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Flavio Lorenzelli
UCLA
Electrical Engineering Department
Winter 2015
Flavio Lorenzelli
Definitions
Signals: Functions that describe evolution of physical quantity in
time (e.g., voltage, position, sound, stock market, population,
etc.)
I Continuous-time
I Discrete-time
I Digital
Systems: Component that establishes relationship between inputs
(stimuli, excitations) and outputs (responses)
y (t) = T [x(t)],
x(t) 2 X
Static
Dynamic (ODEs)
Models: Descriptions of systems
I Verbal
I Graphical
I Mathematical
I
Flavio Lorenzelli
R i(t)
+
x(t)
I
I
y (t) = x(t)
Ri(t),
i(t) = C
d
y (t),
dt
y (t)
= 1/RC
dy
+ y = x
dt
Goal: derive an input-output expression:
y (t) = T [x(t)]
Flavio Lorenzelli
Example Solution
(separation of variables)
K = eK 1
Flavio Lorenzelli
t
t
t
K
| e{z }
(chain rule)
y (t)
K (t)
K (t0 ) =
e x( ) d, t > t0
t
0
Z t
) y (t) = K (t0 ) +
e x( ) d e
t0
Flavio Lorenzelli
dy
t
e
+ y = et x
dt
d t
e y = et x
dt
Z
et y (t)
(chain rule)
et0 y (t0 ) =
e x( ) d
t
0
Z t
t0
) y (t) = y (t0 )e +
e x( ) d e
t0
Flavio Lorenzelli
Properties of Systems
I
Time invariance
z(t) = x(t
) T [z(t)] = y (t
I
), 8t, , 8x(t) 2 X
Causality
y (t) = T [x(t)], y (t0 ) is a function of x(t) for t t0 , 8t0
Flavio Lorenzelli
Flavio Lorenzelli
Examples Linearity
y (t) =
I
t x( ) d
y (t) = a + x(t)
I
y (t) = 5 + x 2 (t)
Flavio Lorenzelli
y (t) =
y (t
) =
T [z(t)] =
=
=
1
1
1
1
1
1
1
1
1
= y (t
h(t
h(t
) x( ) d
) x( ) d
h(t
) z( ) d
h(t
) x(
h(t
) d
u)x(u) du
(change of variables)
Flavio Lorenzelli
y (t) = t
x( ) d
Z 1
)
x( ) d
y (t
) = (t
Z 1 0
T [z(t)] = t
z( ) d
0
Z 1
=t
x(
) d
0
6= y (t
y (t) = t x(t)
Find a counterexample (e.g., x(t) = u(t), = 1)
Flavio Lorenzelli
Examples Causality
I
y (t) =
I
y (t) =
I
x( ) d
1
(t
x( ) d
y (t) = x(t) + 4
I
y (t) =
h(t
)x( ) d , t
Flavio Lorenzelli
Diracs Delta
I
Define
1
1
pw (t) dt = 1, 8w
Consider
Z
I
t
1
pw (t) = rect
,
w
w
1
1
f (t)pw (t) dt =
w
1
w /2
w /2
f (t) dt f (0)
Sifting property
Z
f (t)d(t
) dt = f ( )
) = f ( )d(t
1
d(t) dt = 1
d( t) = d(t)
I
d( ) d = u(t)
1
Flavio Lorenzelli
n 1
X
kw )w !
x(kw )pw (t
k= n
x( ) d(t
) d
Flavio Lorenzelli
x(kT )w pw (t
kw )
x(t)
nw
Flavio Lorenzelli
kw
nw
uw (t) =
pw ( ) d
1
0,
1,
t<0
t>0
Note that
Z
a
Z b
f (t) dt =
f (t) dt =
1
1
1
f (t) u(t
a) dt
f (t) u(b
t) dt
Flavio Lorenzelli
d
u(t) = d(t)
dt
u( ) d = t u(t)
1
u( t) = 1
u(t)
u(t
I
a)
u(t
a
u t+
2
b) = u(t
u t
Flavio Lorenzelli
a)u(b
t)
t
a
=: rect
2
a
Examples
Solve
y (t) =
d(t
)e
When t <
=t
=1
Therefore: y (t) = e
2t u(t
+ 1)
Flavio Lorenzelli
)d = e
}
Examples (Cont.)
1
2t
u(t + 1)
Flavio Lorenzelli
2t
Examples (Cont.)
Solve
y (t) =
=
Z
Z
f ( ) d(
a
t) d
f ( ) d(
= f (t) [u(t
t) [u(
a)
u(t
a)
u(
b)] d
b)]
Flavio Lorenzelli
Examples (Cont.)
Solve
Z
y (t) =
Z 1
Z
1
1
=e
d(t
d(t
e
=e
t
t
) y (t) = 2e
(t
)e
)
(t
u(t
2t
u( ) d = e
i
) e
u(t)
Z t
)u( ) d =
e
u(t
d =e
2t
e
e
= e
e
e
2t
u(t)
u(t)
Flavio Lorenzelli
u( ) d
(t
) 2
d ,
t>0
Examples (Cont.)
Compute
y (t) =
u(t
8Z1
t
>
<
) d
t>
>
:0,
= (t
d ,
) u(
) u(t
Flavio Lorenzelli
t<
)
Impulse Response
I
; 0) =: h(t
Flavio Lorenzelli
Examples
I
LTIC system:
Z
y (t) =
h(t; ) =
x( ) d
1
t
d(
) d = u(t
) h(t) = u(t)
I
LTVC system:
y (t) =
h(t; ) =
Z
Z
1
1
1
t u(t
) x( ) d
t u(t
) d(
= t u(t
Flavio Lorenzelli
) d
Examples (Cont.)
I
LTINC system:
y (t) = x(t)
h(t; ) = d(t
= d(t
= d(t
) h(t) = d(t)
1
t
2 e ( t) x( ) d
Z 1
2 e ( t) d(
Zt 1
2 e ( t) d(
2e
1
t
u( (t
) d
) u(
))
2 et u( t)
Flavio Lorenzelli
is y (t) = 0(!)
t) d
Examples (Cont.)
t0 = 0 , x(t) = x(t)u(t)
= e
u(t)
Flavio Lorenzelli
Examples (Cont.)
LTVC system:
y (t) =
h(t; ) =
=
Z
Z
Z
t
1
t
1
1
( + 1)2 x( ) d
( + 1)2 d(
( + 1)2 u(t
= ( + 1)2 u(t
Flavio Lorenzelli
) d
) d(
) d
Examples (Cont.)
I
LTIC system:
d
d
y (t) + y (t) =
x(t), x(t) = x(t) u(t), x(0) = 0, y (0) = 0
dt
dt
d t
d
e y (t) = et x(t)
dt
dt
h
it Z t
(t
)
y (t) = e
x( )
e (t ) x( ) d
0
Z 0t
= x(t) e t x(0)
e (t ) x( ) d
| {z }
0
=0
h(t; ) = d(t
Flavio Lorenzelli
(t )
u(t
t > 0, > 0
Superposition Integral
Let S be a linear system and remember that
x(t)
n 1
X
x(kw )pw (t
kw )w ,
a<t<a
k= n
n 1
X
x(kw )T [pw (t
k= n
As w ! 0 and n ! 1 with nw = a
Z a
x(t) =
x( )d(t
) d
and
y (t) =
x( )h(t; ) d
a
Flavio Lorenzelli
kw )]w
x( )h(t; ) d
) d =: (x h) (t)
x( )h(t
Flavio Lorenzelli
Examples
Compute the output of an LTIC system with impulse response
h(t) = e t u(t) when x(t) = e |t| is its input
Z t
y (t) =
e (t ) e | | d
1
If t < 0:
y (t) =
=e
=e
(t )
e
1
t
Flavio Lorenzelli
e d
e2 d
1
t
2
e
et
=
2
Examples (Cont.)
If t > 0:
y (t) = e
e
1
d + e
e2
+ e tt
2
1
1
=e t
+t
2
=e
d
0
In conclusion
1
y (t) = et u( t) + e
2
Flavio Lorenzelli
1
+ t u(t)
2
Examples (Cont.)
Compute the impulse response of the linear system described by the
following input-output relationship
Z t
y (t) =
e (t ) x( ) d
4
Therefore
h(t; ) = e
(t )
u(t
Flavio Lorenzelli
h(t) = u(t)
u(t
x(t) = t [u(t)
)x( ) d = (h x) (t)
h(t
1)
u(t
1)]
(t
2) [u(t
1)
u(t
2)]
0<t<1
t2
y (t) =
2
h(t
x( )
Flavio Lorenzelli
h(t) =
(t
x(t) = u(t)
2<t<3
(t
y (t) =
)x( ) d = (h x) (t)
h(t
1) [u(t)
u(t
u(t
1)]
2)
3)2
2
x( )
t
Flavio Lorenzelli
h(t
2 t
Associative: (f g ) h = f (g h)
Commutative: f g = g f
Distributive: f (g + h) = f g + f h
Unity: f d = f
Flavio Lorenzelli
h1 (t)
y (t)
h2 (t)
z(t)
associativity
commutativity
Examples
S1 :y (t) =
S2 :z(t) =
(t
)x( ) d , t > 0
0
t
y( ) d , t > 0
0
h1 (t) = t u(t)
h2 (t) = u(t)
Z 1
h1,2 (t) =
u(t
h2,1 (t) =
1
1
) u( ) d =
(t
) u(t
d =
0
) u( ) d =
Flavio Lorenzelli
t2
u(t)
2
(t
)d =
t2
u(t)
2
Examples (Cont.)
S1 :y (t) =
S2 :z(t) =
h1 (t; ) = u(t
x( ) d
0
t
y( ) d
0
h2 (t; ) = u(t )
Z 1
h1,2 (t; ) =
u(t
h2,1 (t; ) =
1
1
u(t
) u(
)u(
Flavio Lorenzelli
) d =
) d =
d = (t
)u(t
d =
t2
2
2
u(t
Step Response
g (t) = T [u(t)]
= (h u) (t)
Z 1
=
u(t
)h( ) d
1
Z t
=
h( ) d
1
d
g (t) = h(t)
dt
Flavio Lorenzelli
Example
Let
e
(t+1)
d t
e u(t)
dt
e t u(t) + e t d(t)
h(t) = T [d(t)] =
=
=
e t u(t) + |{z}
e0 d(t)
=1
e u(t) + d(t)
Flavio Lorenzelli