Chapter 4. Causality, Time Invariance, and Linearity
Chapter 4. Causality, Time Invariance, and Linearity
Chapter IV.
Causality, Time Invariance,
and Linearity
Content
3. Impulse Response
4. Transfer Function
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Causal systems:
‒ State-space system is causal in the sense that given any two input signals u and 𝑢ത such that
Time-invariant systems:
‒ The state-space system is time-invariant in the sense that given any two input signals u and 𝑢ത such that
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Linearity:
‒ The state-space system is linear in the sense that given any two input signals u1 and u2 and
LTI system
‒ Linearity allows one to use a single output yf corresponding to a given input u to construct all remaining
outputs corresponding to u.
‒ Theorem: Let yf be an output corresponding to a given input u. All outputs corresponding to u can be
obtained by
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3. Impulse Response
3. Impulse Response
‒ Properties:
• For causal systems, one can choose the impulse response to satisfy:
• For time-invariant systems, one can choose the impulse response to satisfy:
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3. Impulse Response
• For causal systems, one can choose the impulse response to satisfy:
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3. Impulse Response
Example 1: (answer)
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4. Transfer Function
‒ The output:
Laplace
‒ Causality:
‒ Theorem:
Transfer function:
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4. Transfer Function
‒ Consider a discrete-time linear system with k inputs and m outputs. There exists a matrix-valued signal
G(t, τ) ∈ Rm×k such that for every input u, a corresponding output is given by:
‒ The transfer function of a discrete-time causal linear time-invariant system is the Z transform:
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4. Transfer Function
‒ Given two continuous-time signals x(t) and y(t), t ≥ 0, determine the Laplace transform of the
convolution .
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4. Transfer Function
Example 2: (Answer)
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