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Lecture 3

ELE 301: Signals and Systems


Prof. Paul Cuff
Slides courtesy of John Pauly (Stanford)
Princeton University

Fall 2011-12

Cuff (Lecture 3)

ELE 301: Signals and Systems

Fall 2011-12

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Time Domain Analysis of Continuous Time Systems

Todays topics
Impulse response
Extended linearity
Response of a linear time-invariant (LTI) system
Convolution
Zero-input and zero-state responses of a system

Cuff (Lecture 3)

ELE 301: Signals and Systems

Fall 2011-12

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Impulse Response
The impulse response of a linear system h (t) is the output of the system
at time t to an impulse at time . This can be written as
h = H( )
Care is required in interpreting this expression!

(t)
0

h(t, 0)
t

(t )
0

Cuff (Lecture 3)

H
h(t, )

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Fall 2011-12

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Note: Be aware of potential confusion here:


When you write
h (t) = H( (t))
the variable t serves different roles on each side of the equation.
t on the left is a specific value for time, the time at which the output
is being sampled.
t on the right is varying over all real numbers, it is not the same t as
on the left.
The output at time specific time t on the left in general depends on
the input at all times t on the right (the entire input waveform).

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Fall 2011-12

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Assume the input impulse is at = 0,


h = h0 = H(0 ).
We want to know the impulse response at time t = 2. It doesnt
make any sense to set t = 2, and write
No!

h(2) = H((2))

First, (2) is something like zero, so H(0) would be zero. Second, the
value of h(2) depends on the entire input waveform, not just the
value at t = 2.
H

(t)
0

(2)
2

Cuff (Lecture 3)

h(t, 0)

h(2, 0)

ELE 301: Signals and Systems

Fall 2011-12

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Time-invariance
If H is time invariant, delaying the input and output both by a time
should produce the same response
h (t) = h(t ).
In this case, we dont need to worry about h because it is just h shifted in
time.

(t)
0

h(t)
t

(t )
0
Cuff (Lecture 3)

H
h(t )

0
ELE 301: Signals and Systems

t
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Linearity and Extended Linearity


Linearity: A system S is linear if it satisfies both
Homogeneity: If y = Sx, and a is a constant then
ay = S(ax).
Superposition: If y1 = Sx1 and y2 = Sx2 , then
y1 + y2 = S(x1 + x2 ).
Combined Homogeneity and Superposition:
If y1 = Sx1 and y2 = Sx2 , and a and b are constants,
ay1 + by2 = S(ax1 + bx2 )

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ELE 301: Signals and Systems

Fall 2011-12

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Extended Linearity
Summation: If yn = Sxn for all n, an integer from ( < n < ),
and an are constants
!
X
X
an yn = S
an x n
n

Summation and the system operator commute, and can be


interchanged.
Integration (Simple Example) : If y = Sx,
Z

Z
a( )y (t ) d = S
a( )x(t )d

Integration and the system operator commute, and can be


interchanged.

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Fall 2011-12

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Output of an LTI System


We would like to determine an expression for the output y (t) of an linear
time invariant system, given an input x(t)
y

x
H

We can write a signal x(t) as a sample of itself


Z
x(t) =
x( ) (t) d

This means that x(t) can be written as a weighted integral of functions.

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Fall 2011-12

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Applying the system H to the input x(t),


y (t) = H (x(t))
Z

= H
x( ) (t)d

If the system obeys extended linearity we can interchange the order of the
system operator and the integration
Z
y (t) =
x( )H ( (t)) d.

The impulse response is


h (t) = H( (t)).

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Fall 2011-12

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Substituting for the impulse response gives


Z
y (t) =
x( )h (t)d.

This is a superposition integral. The values of x( )h(t, )d are


superimposed (added up) for each input time .
If H is time invariant, this written more simply as
Z
y (t) =
x( )h (t)d.

This is in the form of a convolution integral, which will be the subject of


the next class.

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ELE 301: Signals and Systems

Fall 2011-12

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Graphically, this can be represented as:


Input

Output
h(t)

(t)
0

(t )
0
x(t)

h(t )

t
(x()d)(t )

t
(x()d)h(t )
t

0
y(t)

x(t)
0
x(t) =

Cuff (Lecture 3)

t
x()(t )d

0
y(t) =

ELE 301: Signals and Systems

x()h(t )d
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System Equation
The System Equation relates the outputs of a system to its inputs.
Example from last time: the system described by the block diagram

+
-

has a system equation


y 0 + ay = x.
In addition, the initial conditions must be given to uniquely specify a
solution.
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ELE 301: Signals and Systems

Fall 2011-12

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Solutions for the System Equation

Solving the system equation tells us the output for a given input.
The output consists of two components:
The zero-input response, which is what the system does with no input
at all. This is due to initial conditions, such as energy stored in
capacitors and inductors.

x(t) = 0
0

Cuff (Lecture 3)

y(t)
0

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The zero-state response, which is the output of the system with all
initial conditions zero.

x(t)
0

y(t)
0

If H is a linear system, its zero-input response is zero. Homogeneity


states if y = F (ax), then y = aF (x). If a = 0 then a zero input
requires a zero output.

x(t) = 0
0

Cuff (Lecture 3)

y(t) = 0

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Example: Solve for the voltage across the capacitor y (t) for an arbitrary
input voltage x(t), given an initial value y (0) = Y0 .
i(t) R

x(t) +

Cuff (Lecture 3)

ELE 301: Signals and Systems

y(t)

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From Kirchhoffs voltage law


x(t) = Ri(t) + y (t)
Using i(t) =

Cy 0 (t)
RCy 0 (t) + y (t) = x(t).

This is a first order LCCODE, which is linear with zero initial conditions.
First we solve for the homogeneous solution by setting the right side (the
input) to zero
RCy 0 (t) + y (t) = 0.
The solution to this is
y (t) = Ae t/RC
which can be verified by direct substitution.

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To solve for the total response, we let the undetermined coefficient be a


function of time
y (t) = A(t)e t/RC .
Substituting this into the differential equation


1
RC A0 (t)e t/RC
A(t)e t/RC + A(t)e t/RC = x(t)
RC
Simplifying
A0 (t) = x(t)

1 t/RC
e
RC

which can be integrated from t = 0 to get




Z t
1 /RC
x( )
e
d + A(0)
A(t) =
RC
0

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Then
y (t) = A(t)e t/RC


Z t
1 /RC
= e t/RC
x( )
e
d + A(0)e t/RC
RC
0


Z t
1 (t )/RC
e
d + A(0)e t/RC
=
x( )
RC
0
At t = 0, y (0) = Y0 , so this gives A(0) = Y0


Z t
1 (t )/RC
y (t) =
x( )
e
d +
Y e t/RC
.
| 0 {z }
RC
|0
{z
} zeroinput response
zerostate response

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Fall 2011-12

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RC Circuit example
The impulse response of the RC circuit example is
h(t) =

1 t/RC
e
RC

The response of this system to an input x(t) is then


Z t
y (t) =
x( )h (t)d


Z0 t
1 (t )/RC
=
x( )
e
d
RC
0
which is the zero state solution we found earlier.

Cuff (Lecture 3)

ELE 301: Signals and Systems

Example:
High energy photon detectors can be modeled as having a simple
exponential decay impulse response.
Doshi et al.: LSO PET detector

LE

1540

I. Summary results from the various lightguide configuration experi-

ts.

Coupler

ect LSOa
ghtguidea
V lens
era
er taper

Photomultiplier

Scintillating
Crystal

Average
Number of
Light
Energy
peak-tocrystals clearly
resolution
collection
resolved
!FWHN %# efficiency !%# valley ratio
13.0
19.9
27.2
35.0
19.5

Light 100.0
40.6
28.0
12.6
27.0

10.0
2.5
2.5
6.0
7.5

Light Fibers

9
7
7
6
9

Crystal

ergy resolution and light collection efficiency were measured with single
htguide elements.

Photon

ding the PMT socket containing the dynode resistor chain


s network, is 3 cm long, 3 cm wide, and 9.75 cm long.

From: Doshi et al, Med Phys. 27(7), p1535 July 2000


FIG. 5. A picture of the assembled detector module consisting of a 9!9
array of 3!3!20 mm3 LSO crystals coupled through a tapered optical fiber
bundle to a Hamamatsu R5900-C8 PS-PMT.

These are used in Positiron Emmision


Tomography (PET) systems.
were defined. The detectors were then configured in coinci-

METHODSDETECTOR CHARACTERIZATION

dence, 15 cm apart, and list-mode data was acquired by step-

Input is a sequence of impulses


ping (photons).
a 1 mm diameter 22Na point source !same as used in

Flood source histogram

A detector module was uniformly irradiated with a 68Ge


nt source !2.6 " Ci#. The signals from the PS-PMT were
ated and digitized as described above in Sec. II D. The
Cuff
3)
wer energy threshold was
set (Lecture
to approximately
$100 keV
h the aid of the threshold on the constant fraction disminator and no upper energy threshold was applied.

Sec. III C# between the detectors in 0.254 mm steps. The


point source was scanned across the fifth row of the detector.
For each opposing crystal pair, the counts were recorded as a
function
the point
source position. A lower energyFall
winELE
301: of
Signals
and Systems
2011-12
dow of $100 keV was applied. The FWHM of the resulting
distribution for each crystal pair was determined to give the
intrinsic spatial resolution of the detectors.

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Output is superposition of impulse responses (light).

Energy spectra

Boundaries were drawn on the 2D position map to define


ook-up table !LUT# which relates position in the 2D hisram to the appropriate element in the LSO array. The raw
mode data were then resorted and a histogram of total
se amplitudes !sum of the four position outputs# generd for each crystal in the array. These energy spectra were
alyzed to determine the FWHM and the location of the
1 keV photopeak of each crystal. These two parameters
asure the energy resolution and light collection efficiency,
pectively.

Input: Photons

Timing resolution

Two detectors were aligned facing each other, 15 cm


art, and connected in coincidence. A 22Na point source
8 " Ci# encapsulated in a 25.4 mm diameter, 3 mm thick
ar plastic disc with the activity in the central 1 mm was
ced in the center of the two detectors. For each detected
ncidence event, the sum of the four position signals for
h detector was sent to a constant fraction discriminator
ich generated timing pulses. The lower energy threshold
the CFD was set to approximately 100 keV. These two
ing pulses !one for each module# were in turn fed into a
ibrated time-to-amplitude converter !TAC# module. The
put from the TAC was then digitized to produce the timspectrum.

Coincidence point spread function

Flood source histograms of both detectors were obtained


Cuff (Lecture 3)

E. Detector efficiency

A measure of the absolute detector efficiency was obtained. A 18F point source with known activity !68 " Ci# was
placed 15 cm away from the face of the detector module. The
actual gamma-ray flux impinging on the detector face was
calculated from the solid angle subtended by the detector
module at the source. The constant fraction discriminator
was set to eliminate electronic noise ($100 keV# and the full
energy spectrum was obtained for each crystal over a fixed
time. A background measurement without the 18F point
source was also obtained to subtract the LSO background
from the measurement. A lower energy window of 350 keV
was applied to all of the crystals and the number of counts
falling under the photopeak was calculated. The number of
counts detected was then divided by the total number of
gamma rays impinging on the detector module to obtain the
detector efficiency.

Output: Light

IV. RESULTSDETECTOR CHARACTERIZATION


A. Flood source histogram results

An image of the flood histogram from one detector module is shown in Fig. 6. All 81 crystals from the 9!9 LSO
array are clearly visible. An average peak-to-valley ratio of
3.5 was obtained over the central row of nine crystals. Not
all crystals are uniformly spaced in the flood histogram after
applying Anger logic. This may be a result of the nonuniform tapering of the optical fiber taper, the nonuniform packing of the reflectance powder between the crystals, or most

ELE 301: Signals and Systems

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Summary

For an input x(t), the output of an linear system is given by the


superposition integral
Z
y (t) =
x( )h (t) d

If the system is also time invariant, the result is a convolution integral


Z
y (t) =
x( )h(t ) d

The response of an LTI system is completely characterized by its


impulse response h(t).

Cuff (Lecture 3)

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Fall 2011-12

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Another expression for the superposition integral can be found by


substituting for = t 1 . Then d = d1 and 1 = t ,
Z
y (t) =
x( )h(t )d

=
=

x(t 1 )h(t (t 1 ))d(1 )


x(t 1 )h(1 )d1 .

The block diagrams for a system using the impulse response:


x(t)

Cuff (Lecture 3)

h(t)

y(t)

x(t)

ELE 301: Signals and Systems

h(t)

y(t)

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Superposition Integral for Causal Systems

For a causal system h(t) = 0 for t < 0, and


Z
x( )h (t) d.
y (t) =

Since h (t) = 0 for t < , we can replace the upper limit of the integral
by t
Z t
y (t) =
x( )h (t) d.

Only past and present values of x( ) contribute to y (t).

Cuff (Lecture 3)

ELE 301: Signals and Systems

Fall 2011-12

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LTI System Response to a Sinusoidal Input


A LTI system has a real impulse response h(t). A sinusoidal input
x(t) = A cos(2f1 t + )
produces an output
y (t) =

h( ) [A cos(2f1 (t ) + )] d.

Using the identity cos(a b) = cos a cos b + sin a sin b,


Z
y (t) = A cos(2f1 t + )
h( ) cos(2f1 )d

Z
h( ) sin(2f1 )d.
+A sin(2f1 t + )

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Since h(t) is real,


y (t) = Hc (f1 )A cos(2f1 t + ) + Hs (f1 )A sin(2f1 t + ).
where
Hc (f1 ) =
Hs (f1 ) =

h( ) cos(2f1 )d
h( ) sin(2f1 )d

are real constants.

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We can then write the output as


y (t) = |H(f1 )|A cos (2f1 t + + H(f1 ))
(using the same trigonometric identity in reverse), where
q
Hc2 (f1 ) + Hs2 (f1 )
|H(f )| =
H(f1 ) = tan1 (Hs (f1 )/Hc (f1 ))

Note that the response to a sinusoidal input is determined by a single


complex number H(f1 ), which determines the magnitude of the output,
and the phase shift.
A sinusoidal input is scaled and delayed by an LTI system, but is otherwise
unchanged.

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Summary

The response of an LTI system is completely characterized by its


impulse response h(t).
For an input x(t), the output of an linear system is given by the
superposition integral
Z
y (t) =
x( )h (t) d

If the system is also time invariant, the result is a convolution integral


Z
y (t) =
x( )h(t ) d

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For a sinusoidal input at frequency f ,the output is


I
I
I

a sinusoid at the same frequency,


scaled in amplitude, and
phase shifted.

This can be represented by a single complex number H(f ).

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Convolution Evaluation and Properties

Review: response of an LTI system


Representation of convolution
Graphical interpretation
Examples
Properties of convolution

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Convolution Integral
The convolution of an input signal x(t) with and impulse response h(t) is
Z
y (t) =
x( )h(t ) d

= (x h)(t)

or
y = x h.
This is also often written as
y (t) = x(t) h(t)
which is potentially confusing, since the ts have different interpretations
on the left and right sides of the equation (your book does this).

Cuff (Lecture 3)

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Convolution Integral for Causal Systems

For a causal system h(t) = 0 for t < 0, and


Z
y (t) =
x( )h(t ) d.

Since h(t ) = 0 for t < , the upper limit of the integral is t


Z t
y (t) =
x( )h(t )d.

Only past and present values of x( ) contribute to y (t).

Cuff (Lecture 3)

ELE 301: Signals and Systems

Fall 2011-12

>t

<t

Does not
contribute to y(t)

y(t)

x(t)
0
x(t) =

y(t) =

x()(t )d

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x( )h(t )d

If x(t) is also causal, x(t) = 0 for t < 0, and the integral further simplifies
Z t
y (t) =
x( )h(t ) d.
0

Does not
contribute to y(t)

>t

<t

x(t)
0
x(t) =

y(t)
t

Cuff (Lecture 3)

x( )(t )d

y(t) =

Does not
contribute to y(t)

t
t

x( )h(t )d

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Graphical Interpretation
An increment in input x( ) (t)d produces an impulse response
x( )h (t)d . The output is the integral of all of these responses
Z
x( )h (t) d
y (t) =

Another perspective is just to look at the integral.


h (t) = h(t ) is the impulse response delayed to time

If we consider h(t ) to be a function of , then h(t ) is delayed


to time t, and reversed.

h(t )

Cuff (Lecture 3)

h(t )
t

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This is multiplied point by point with the input,

x( )

h(t )

x( )h(t )

Then integrate over to find y (t) for this t.


Graphically, to find y (t):
flip impulse response h( ) backwards in time (yields h( ))
drag to the right over t (yields h(( t)))

multiply pointwise by x (yields x( )h(t ))


Z
integrate over to get y (t) =
x( )h(t ) d

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Simple Example
2

x()

1
0

-1

h()

1
0

-1

h()

2
1
0

-1

-1

Cuff (Lecture 3)

-1

-1

x()

t <0

1
0

h(t )

1
0

Cuff (Lecture 3)

x()

-1

1<t <2

h(t )

h(t )

Fall 2011-12

1
-1

0<t <1
1

x()
2<t <3

h(t )
1

y(t) = (x h)(t)

t >3

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x()
1

x()

-1

h(t )

ELE 301: Signals and Systems

h(t )

1
-1

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Communication channel, e.g., twisted pair cable


x(t)

y(t)

h(t)

Impulse response:
1.5

h(t)

0.5

0
0

tt

10

This is a delay 1, plus smoothing.


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Simple signaling at 0.5 bit/sec; Boolean signal 0, 1, 0, 1, 1, . . .

x(t)

0.5
0
0

tt

10

y(t)

0.5
0
0

tt

10

Output is delayed, smoothed version of input.


1s & 0s easily distinguished in y
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Simple signalling at 4 bit/sec; same Boolean signal

x(t)

1
u

0.5
0
0

y(t)

1
y

10

0.5
0
0

tt

10

Smoothing makes 1s & 0s very hard to distinguish in y .


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Examples: Try these:


x(t)
1
0

1
0

1
0

1
1

2
(t 1)

Cuff (Lecture 3)

1
0

0
1

1
0

(x h)(t)

h(t)

1
0

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Properties of Convolution
For any two functions f and g the convolution is
Z
(f g )(t) =
f ( )g (t ) d

If we make the substitution 1 = t , then = t 1 , and d = d1 .


Z
(f g )(t) =
f (t 1 )g (1 ) (d1 )
Z
=
g ( )f (t 1 ) d1

= (g f )(t)

This means that convolution is commutative.


Practically, If we have two signals to convolve, we can choose either to be
the signal we hold constant and the other to flip and drag.
Cuff (Lecture 3)

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Simple Example (x*h)


2

x()

1
0

-1

xh

h(t )
-1

h()

hx

x()

1
0

-1

x(t )

-1

h()
1

y(t) = (x h)(t)

2
1
-1

Cuff (Lecture 3)

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Convolution is associative

If we convolve three functions f , g , and h


(f (g h))(t) = ((f g ) h)(t)
which means that convolution is associative.
Combining the commutative and associate properties,
f g h = f h g = = h g f
We can perform the convolutions in any order.

Cuff (Lecture 3)

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Linearity
Convolution is also distributive,
f (g + h) = f g + f h
which is easily shown by writing out the convolution integral,
Z
f ( ) [g (t ) + h(t )] d
(f (g + h))(t) =
Z
Z

f ( )g (t ) d +
f ( )h(t ) d
=

= (f g )(t) + (f h)(t)

Together, the commutative, associative, and distributive properties mean


that there is an algebra of signals where
addition is like arithmetic or ordinary algebra, and
multiplication is replaced by convolution.
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Time-invariant

Convolution with a delayed signal gives a delayed output.


(f g )(t) = (f g )(t) = (f g )(t )

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Properties of Convolution Systems


The properties of the convolution integral have important consequences
for systems described by convolution:
Convolution systems are linear: for all signals x1 , x2 and all , <,
h (x1 + x2 ) = (h x1 ) + (h x2 )
Convolution systems are time-invariant: if we shift the input signal x
by T , i.e., apply the input
x1 (t) = x(t T )
to the system, the output is
y1 (t) = y (t T ).
In other words: convolution systems commute with delay.
Cuff (Lecture 3)

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Composition of convolution systems corresponds to convolution of


impulse responses.
The cascade connection of two convolution systems y = (x f ) g
Composition

is the same as a single system with an impulse response h = f g

Cuff (Lecture 3)

y
( f g)

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Since convolution is commutative, the convolution systems are also


commutative. These two cascade connections have the same response

f
g

g
f

Many operations can be written as convolutions, and these all commute


(integration, differentiation, delay, ...)

Cuff (Lecture 3)

ELE 301: Signals and Systems

Fall 2011-12

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Example: Measuring the impulse response of an LTI system.


We would like to measure the impulse response of an LTI system,
described by the impulse response h(t)
(t)

h(t)
t

This can be practically difficult because input amplitude is often limited. A


very short pulse then has very little energy.
A common alternative is to measure the step response s(t), the response
to a unit step input u(t)
s(t)
u(t)
0

Cuff (Lecture 3)

ELE 301: Signals and Systems

Fall 2011-12

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The impulse response is determined by differentiating the step response,


s(t)

h(t)

u(t)

d
dt

To show this, commute the convolution system and the differentiator to


produce a system with the same overall impulse response
(t)

u(t)
0

d
dt

Cuff (Lecture 3)

h(t)
t

ELE 301: Signals and Systems

Fall 2011-12

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Convolution Systems with Complex Exponential Inputs


If we have a convolution system with an impulse response h(t), and
and input e st where s = + j
Z
y (t) =
h( )e s(t ) d

Z
= e st
h( )e s d

We get the complex exponential back, with a complex constant


multiplier
Z
H(s) =
h( )e s d

y (t) = e st H(s)

provided the integral converges.


Cuff (Lecture 3)

ELE 301: Signals and Systems

Fall 2011-12

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Fall 2011-12

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H(s) is the transfer function of the system.


If the input is a complex sinusoid e jt ,
Z
H(j) =
h( )e j d

y (t) = e jt H(j)

Cuff (Lecture 3)

ELE 301: Signals and Systems

Summary

LTI systems can be represented as a the convolution of the input with


an impulse response.
Convolution has many useful properties (associative, commutative,
etc).
These carry over to LTI systems
I
I

Composition of system blocks


Order of system blocks

Useful both practically, and for understanding.


While convolution is conceptually simple, it can be practically difficult.
It can be tedious to convolve your way through a complex system.
There has to be a better way ...

Cuff (Lecture 3)

ELE 301: Signals and Systems

Fall 2011-12

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