Module-5 Part-1 - Merged
Module-5 Part-1 - Merged
Module-5 Part-1 - Merged
We can say that the output y(t) is the transformation of the input
x(t).
4 Dr. R.K.Mugelan, Associate Professor, SENSE, VIT
Linear system Fundamentals
The relation between the input and corresponding output y(t) of a
system has the form
𝑦 𝑡 = 𝑜𝑝𝑒𝑟𝑎𝑡𝑖𝑜𝑛 𝑜𝑛 𝑥(𝑡)
Mathematically,
𝑦 𝑡 = 𝑇 𝑥(𝑡)
Examples
Examples
Let us assume that the input signal and output signal of system are
𝒙(𝒕) 𝑎𝑛𝑑 𝒚(𝒕) respectively.
Delay the input sequence by k samples and find the output sequence,
denote it as
𝑦 𝑛, 𝑘 = 𝑇 𝑥(𝑛 − 𝑘)
𝒚 𝒕 =𝒙 𝒕 ∗𝒉 𝒕 = 𝒙 𝝉 𝒉 𝒕 − 𝝉 𝒅𝝉
−∞
2. Distributive Property: 𝒙 𝒕 ∗ 𝒉𝟏 𝒕 + 𝒉𝟐 𝒕 = 𝒙 𝒕 ∗ 𝒉𝟏 𝒕 +
𝒙 𝒕 ∗ 𝒉𝟐 𝒕
3. Associative property: 𝒙 𝒕 ∗ 𝒉𝟏 𝒕 ∗ 𝒉𝟐 𝒕 = 𝒙 𝒕 ∗ 𝒉𝟏 𝒕 ∗
𝒉𝟐 𝒕
If the input to the system is x(t) then output y(t) of the system can
be obtained using convolution integral.That is,
𝒀 𝝎 = 𝑯 𝝎 𝑿(𝝎)
SOLUTION
The output
𝑦 𝑡 = 𝑥 𝜏 ℎ 𝑡 − 𝜏 𝑑𝜏 = ℎ 𝜏 𝑥 𝑡 − 𝜏 𝑑𝜏
If X(t) is a WSS random process then the output of the system can
be expressed as
𝑌 𝑡 =𝑋 𝑡 ∗ℎ 𝑡
By definition,
𝑌 𝑡 = 𝑋 𝜏 ℎ 𝑡 − 𝜏 𝑑𝜏
𝐸 𝑥 𝑡1 𝑦 ∗ 𝑡2 = 𝐸[𝑥 𝑡1 𝑥 ∗ 𝑡2 − 𝛼 ℎ∗ 𝛼 𝑑𝛼]
−∞
∞
= 𝐸[𝑥 𝑡1 𝑥 ∗ 𝑡2 − 𝛼 ]ℎ∗ 𝛼 𝑑𝛼
−∞
∞
= 𝑅𝑋𝑋 (𝜏 + 𝛼)ℎ∗ 𝛼 𝑑𝛼
−∞
𝑥 𝜏 ℎ 𝑡 + 𝜏 𝑑𝜏 = 𝑥 𝑡 ∗ ℎ −𝑡
𝐸 𝑦 𝑡1 𝑦 ∗ 𝑡2 = 𝐸[ 𝑥 𝑡1 − 𝛽 ℎ 𝛽 𝑑𝛽 . 𝑦 ∗ 𝑡2 ]
−∞
∞ ∞
= 𝑹𝑿𝑿 𝒕𝟏 , 𝒕𝟐 ∗ 𝒉∗ 𝒕𝟐 ∗ ℎ 𝑡1
𝑅𝑌𝑌 𝑡1 , 𝑡2 = 𝑹𝑿𝒀 𝒕𝟏 , 𝒕𝟐 ∗ 𝒉 𝒕𝟏
∞ ∞
Note:
If the input an LTI system is a WSS random process, the output obtained is
also a WSS.
SOLUTION
SOLUTION
Let Y(t) be the voltage across the capacitor. Find E[Y(t)] and PSD of
Y(t).
We have
−∞ −∞
The process is input to the system with the power transfer function