16.

362 Signal and System I

• The representation of discrete-time signals in terms of impulse
x[0] [n]  x[0]

x[1] [n  1]  x[1]
x[ k ] [n  k ]  x[k ]

x[ n]   x[k ] [n  k ]
k  

Example

u[n]   u[k ] [n  k ]
k  

   [n  k ]
k 0
 16.362 Signal and System I
• The representation of discrete-time signals in terms of impulse

x[n]   x[k ] [n  k ]
k  

 [n] h[n] y[n]  h[n]



 x[k ]h[n  k ]

y[n] 
x[n]   x[k ] [n  k ] k  
k  
 Convolution
  h[k ]x[n  k ]
k  

y[n]  h[ n]  x[n]

y[n]  x[ n]  h[n]
 16.362 Signal and System I
• The representation of continuous-time signals in terms of impulse

x(t )   x(t ' ) (t  t ' )dt '



y (t )   x(t ' ) h(t  t ' )dt ' y (t )  h(t )  x(t )


• Properties of LIT systems

Commutative property
y (t )  h(t )  x(t )
y (t )  x(t )  h(t )

Distributive property
y (t )   h1 (t )  h2 (t )  x(t )
 h1 (t )  x(t )  h2 (t )  x(t )
 16.362 Signal and System I
• Properties of LIT systems
Associative property
y (t )  h1 (t )  h2 (t )  x(t )
  h1 (t )  h2 (t )  x(t )
 h1 (t )   h2 (t )  x(t )

Causality
h(t )  0, for t<0.
h[n]  0, for n<0.
Stability


h(t ) dt  

 h[n]  
n  
 16.362 Signal and System I
• The unit step response of an LTI system

y[ n]    [k ]h[n  k ]
k  
 [n] h[n] y[n]

y[n]   h[k ] [n  k ]
k  

 h[n]



u[n] h[n] s[n] s[ n]   h[k ]u[n  k ]

k  
n
  h[k ]
k  
 16.362 Signal and System I
• The unit step response of an LTI system
n

u[n] h[n] s1[n] s1[n]   h[k ]

k  



u[n  1] h[n] s2 [ n] s2 [ n]   h[k ]u[n  1  k ]

k  
n 1
  h[k ]
k  
n 1
s2 [ n ]   h[k ]  s [n  1]
k  
1

s1[n]  s1[n  1]  h[n]

 16.362 Signal and System I
• The unit step response of an LTI system

 [n] h[n] h[n]

u[n] h[n] s[n] s[n]  s[ n  1]  h[n]

 16.362 Signal and System I
• Linear constant-coefficient difference equations
x[n] + y[n]
1
y[ n]  y[ n  1]  x[ n]
delay 2
1
2
h[n] y[n]  ? h[ n]  ?

y[ndepends
] on x[n].
We don’t know y[n] unless x[n] is given.

But h[n] doesn’t depend on x[n]. We should be able to obtain h[n] without x

• LTI system response properties, this chapter.

How? • Discrete Fourier transform, --- Ch. 5.
 16.362 Signal and System I
• Linear constant-coefficient difference equations

 [n] + h[n] 1
y[ n]  y[ n  1]  x[ n]
2
delay 1
1
h[n]  h[n  1]   [n]
2
2
h[n]
1
h[n]  h[n  1]   [n]
2 n
1 h[n] 1 1
h[n]  h[n  1]  h[ n]  A 
When n 1, 2 h[ n  1] 2 2

n
1
h[n]  A  u[n] Causality
2
 16.362 Signal and System I
• Linear constant-coefficient difference equations
1
 [n] + h[n] y[ n]  y[ n  1]  x[ n]
2
1
delay h[n]  h[n  1]   [n]
2
1
n
2 1
h[n] h[n]  A  u[n]
2

1
Determine A by initial condition:h[n]  h[n  1]   [n]
2

When n = 0, h[0]   [0]  1

0
1
h[0]  A  u[0]
2 A=1
 16.362 Signal and System I
• Linear constant-coefficient difference equations
1
 [n  1] + h[n] y[ n]  y[ n  1]  x[ n]
2

delay 1
h[n]  h[n  1]   [n]
1
2
2 n
h[n] 1
h[n]    u[n]
2
y[ n]  ?

Two ways:
(1) Repeat the procedure
y[n]  x[ n]  h[ n] y[n]   [n  1]  h[n]
(2)
 h[n  1]
n 1
1
  u[ n  1]
2
 16.362 Signal and System I
• The unit step response of an LTI system, continuous time

y (t )    ( )h(n   )d


 (t ) h(t ) y (t )  h(t )

u (t ) h(t ) s (t ) 
s (t )   h( )u (t   )d

t
  h( ) d


ds (t )
 h(t )
dt
 16.362 Signal and System I
• Linear constant-coefficient difference equations

1
x(t )
2 + y (t )
y (t )  
1 dy 1
 x(t )
2 dt 2
d
dt dy
1  2 y (t )  x(t )
h(t )  dt
2

y (t )  ? h(t )  ?

y (tdepends
) on x(t).We don’t know y(t) unless x(t) is given.

But h(t) doesn’t depend on x(t). We should be able to obtain h(t) without x(

• LTI system response properties, this chapter.

How? • Continuous time Fourier transform.
 16.362 Signal and System I
• Linear constant-coefficient difference equations
1
 (t ) + y (t ) 1 dy 1
2
y (t )    x(t )
d 2 dt 2
dt
1
h(t ) 
2

1 dy 1
y (t )     (t )
2 dt 2
1 dy
When t>0, y (t )   y (t )  Ae 2t h(t )  Ae 2t u (t )
2 dt
Causality
Determine A by initial condition:
1 dy 1
y (t )     (t )
2 dt 2
 16.362 Signal and System I
• Linear constant-coefficient difference equations
1
 (t ) + y (t ) 1 dy 1
2 y (t )    x(t )
2 dt 2
d
dt
1
h(t ) 
2

Determine A by initial condition:

1 dy 1
y (t )     (t ) h(t )  Ae 2t u (t )
2 dt 2

1 1 1
Ae  2t u (t )   (2) Ae  2t u (t )  ( ) Ae  2t (t )   (t )
2 2 2

A=1 h(t )  e 2t u (t )

 16.362 Signal and System I
• Linear constant-coefficient difference equations

x(t )  Ke 3t u (t ) 1
+ y (t ) 1 dy 1
2 y (t )    x(t )
2 dt 2
d
dt
h(t ) 
1 h(t )  e 2t u (t )
2

y (t )  x(t )  h(t )

  x( )h(t   )d


  Ke 3 u ( )[e  2( t  )u (t   )]d

K 3t
t
  Ke [e 3  2 ( t  )
]d y (t )  [e  e  2t ]u (t )
o 5
t
e
5
 Ke  2t
d
o

K 3t
 [e  e  2 t ]
5
 16.362 Signal and System I
• Singularity functions
t
u 1 (t )    ( )d  u (t )
Define: u0 (t )   (t ) 

u  2 (t )  u 1 (t )  u 1 (t )
d (t )
u1 (t )  
dt   u ( )u (t   )d


d n (t ) t
  u ( )d
u n (t )  
dt n
u n (t )  u (t )  u (t )    u (t )
t
  u( n 1) ( )d

 16.362 Signal and System I
• Singularity functions
x(t )  u0 (t )  x(t )
x(t )  u0 (t )  x(t )   (t )  x(t )
dx(t )
 x(t )  u1 (t ) 
x(t )  u1 (t )   u1 ( ) x(t   )d dt


  x(t   )du0 ( ) d n x(t )

x(t )  u n (t ) 

dt n
 x(t   )u0 ( ) | 
   u0 ( ) dx(t   )

 dx(t   )
  u0 ( ) d
 d (t   )
dx
  u0 (t )
dt
dx

dt
 16.362 Signal and System I
• Singularity functions
du1 (t )
x(t )  u0 (t )  x(t ) u1 (t )  u1 (t )   u2 (t )
dt
dx(t )
x(t )  u1 (t )  u1 (t )  u1 (t )      u1 (t )  uk (t )
dt
d n x(t )
x(t )  un (t )  k terms
dt n
 16.362 Signal and System I
• Singularity functions
x(t )  u0 (t )  x(t )
x(t )  u 1 (t )  x(t )  u (t )

  x( )u (t   )d t
 x(t )  u1 (t )   x( )d

t
  x( )d

d n x(t )
x(t )  u n (t ) 
dt n

u 2 (t )  u (t )  u (t )

x(t )  u  2 (t )  x(t )  u (t )  u (t )

   x( )d   u (t )
t

  
t 
  x( ' )d 'd
 
 16.362 Signal and System I
• Singularity functions --- discrete time

Define:
u1[n]   [n]   [n  1]

uk [n]  uk 1[n]  u k 1[n  1]

x[n]  u1[n]  x[n]   [n]  x[n]   [n  1]

 x[n]  x[n  1]
x[n]  u1[n]  x[n]  x[n  1]

u1[n]  u1[n]  u1[n]  u1[n  1]

 16.362 Signal and System I
• Singularity functions --- discrete time

Define:
u 1[ n]  u[n]

u 2 [n]  u1[n]  u 1[ n]

 n
  u[k ]u[n  k ]   u[k ]  n  1
k   k  

x[n]  u 1[n]  x[n]  u[n]


  x[k ]u[n  k ]

n
  x[k ]

Ch 6.5: Impulse Functions
In some applications, it is necessary to deal with phenomena
of an impulsive nature.
For example, an electrical circuit or mechanical system subject
to a sudden voltage or force g(t) of large magnitude that acts
over a short time interval about t0. The differential equation
will then have the form
ay  by  cy  g (t ),
where
big, t0    t  t0  
g (t )  
0, otherwise
and   0 is small.
Measuring Impulse
In a mechanical system, where g(t) is a force, the total
impulse of this force is measured by the integral
 t 0 
I ( )   g (t )dt   g (t )dt
 t 0 

Note that if g(t) has the form

c, t0    t  t0  
g (t )  
0, otherwise
then
 t 0 
I ( )   g (t )dt   g (t )dt  2 c,   0
 t 0 

In particular, if c = 1/(2), then I() = 1 (independent of  ).

Unit Impulse Function
Suppose the forcing function d(t) has the form
1 2 ,    t  
d (t )  
0, otherwise

Then as we have seen, I() = 1.

We are interested d(t) acting over

shorter and shorter time intervals
(i.e.,   0). See graph on right.

Note that d(t) gets taller and narrower

as lim  0, and
 d0.(t )Thus for tlim I (we
 0, ) have
1
 0  0
Dirac Delta Function
Thus for t  0, we have lim d (t )  0, and lim I ( )  1
 0  0

The unit impulse function  is defined to have the properties

 (t )  0 for t  0, and   (t )dt  1


The unit impulse function is an example of a generalized

function and is usually called the Dirac delta function.

In general,
 (t  t0 )for
 0a for
unitt impulse  an (arbitrary
t0 , and at

t  t0 )dt point
1 t0,
Laplace Transform of  (1 of 2)

The Laplace Transform of  is defined by

L (t  t0 )  lim L d (t  t0 ) , t0  0
 0
and thus
 1 t 0 
L (t  t0 )  lim  e d (t  t0 )dt  lim
 st
 e  st dt
 0 0  0 2 t 0 

 st t 0 
 lim
e
  0 2 s
 lim
1
  0 2 s

 e  s  t0    e  s  t0   
t 0 

e  st0  e s  e  s   st 0  sinh(s ) 
 lim    e lim 
  0 s 2 s 
    0

 st 0  s cosh(s )   st 0
 e lim   e
  0 s 
Laplace Transform of  (2 of 2)

Thus the Laplace Transform of  is

L (t  t0 )  e  st0 , t0  0

For Laplace Transform of  at t0= 0, take limit as follows:

L (t )  lim L d (t  t0 )  lim e  st0  1
t0 0  0 0

For example, when t0= 10, we have L{(t -10)} = e-10s.