4 Convolution. Recommended Problems. x2[n] 1 2[n]

Similar documents
The Transport Equation

Differential Equations. Solving for Impulse Response. Linear systems are often described using differential equations.

Analogue and Digital Signal Processing. First Term Third Year CS Engineering By Dr Mukhtiar Ali Unar

Chapter 7. Response of First-Order RL and RC Circuits

cooking trajectory boiling water B (t) microwave time t (mins)

Signal Processing and Linear Systems I

Appendix A: Area. 1 Find the radius of a circle that has circumference 12 inches.

Cointegration: The Engle and Granger approach

9. Capacitor and Resistor Circuits

CHARGE AND DISCHARGE OF A CAPACITOR

Equation for a line. Synthetic Impulse Response Time (sec) x(t) m

17 Laplace transform. Solving linear ODE with piecewise continuous right hand sides

Differential Equations and Linear Superposition

Fourier Series & The Fourier Transform

11/6/2013. Chapter 14: Dynamic AD-AS. Introduction. Introduction. Keeping track of time. The model s elements

Name: Algebra II Review for Quiz #13 Exponential and Logarithmic Functions including Modeling

Signal Rectification

4 Convolution. Solutions to Recommended Problems

SOLID MECHANICS TUTORIAL GEAR SYSTEMS. This work covers elements of the syllabus for the Edexcel module 21722P HNC/D Mechanical Principles OUTCOME 3.

Mathematics in Pharmacokinetics What and Why (A second attempt to make it clearer)

Acceleration Lab Teacher s Guide

MTH6121 Introduction to Mathematical Finance Lesson 5

Module 4. Single-phase AC circuits. Version 2 EE IIT, Kharagpur

Permutations and Combinations

AP Calculus AB 2007 Scoring Guidelines

3 Signals and Systems: Part II

On the degrees of irreducible factors of higher order Bernoulli polynomials

Inductance and Transient Circuits

Capacitors and inductors

Answer, Key Homework 2 David McIntyre Mar 25,

Duration and Convexity ( ) 20 = Bond B has a maturity of 5 years and also has a required rate of return of 10%. Its price is $613.

4. International Parity Conditions

AP Calculus BC 2010 Scoring Guidelines

Chapter 4: Exponential and Logarithmic Functions

RC (Resistor-Capacitor) Circuits. AP Physics C

Vector Autoregressions (VARs): Operational Perspectives

Newton s Laws of Motion

Lecture 2: Telegrapher Equations For Transmission Lines. Power Flow.

Foreign Exchange and Quantos

1. y 5y + 6y = 2e t Solution: Characteristic equation is r 2 5r +6 = 0, therefore r 1 = 2, r 2 = 3, and y 1 (t) = e 2t,

Chapter 2 Kinematics in One Dimension

AP Calculus AB 2013 Scoring Guidelines

Economics Honors Exam 2008 Solutions Question 5

The naive method discussed in Lecture 1 uses the most recent observations to forecast future values. That is, Y ˆ t + 1

Second Order Linear Differential Equations

Making Use of Gate Charge Information in MOSFET and IGBT Data Sheets

PROFIT TEST MODELLING IN LIFE ASSURANCE USING SPREADSHEETS PART ONE

A Curriculum Module for AP Calculus BC Curriculum Module

Module 3. R-L & R-C Transients. Version 2 EE IIT, Kharagpur

Steps for D.C Analysis of MOSFET Circuits

Transient Analysis of First Order RC and RL circuits

Random Walk in 1-D. 3 possible paths x vs n. -5 For our random walk, we assume the probabilities p,q do not depend on time (n) - stationary

Lectures # 5 and 6: The Prime Number Theorem.

2.5 Life tables, force of mortality and standard life insurance products

Pulse-Width Modulation Inverters

Technical Appendix to Risk, Return, and Dividends

Double Entry System of Accounting

Improper Integrals. Dr. Philippe B. laval Kennesaw State University. September 19, f (x) dx over a finite interval [a, b].

Voltage level shifting

Forecasting and Information Sharing in Supply Chains Under Quasi-ARMA Demand

Switching Regulator IC series Capacitor Calculation for Buck converter IC

Stochastic Optimal Control Problem for Life Insurance

Mechanical Fasteners Tensile and Shear Stress Areas

Part II Converter Dynamics and Control

Chapter 1.6 Financial Management

The Torsion of Thin, Open Sections

Full-wave rectification, bulk capacitor calculations Chris Basso January 2009

B-Splines and NURBS Week 5, Lecture 9

Term Structure of Prices of Asian Options

Kinematics in 1-D From Problems and Solutions in Introductory Mechanics (Draft version, August 2014) David Morin,

A Note on Using the Svensson procedure to estimate the risk free rate in corporate valuation

ANALYSIS AND COMPARISONS OF SOME SOLUTION CONCEPTS FOR STOCHASTIC PROGRAMMING PROBLEMS

DYNAMIC MODELS FOR VALUATION OF WRONGFUL DEATH PAYMENTS

Morningstar Investor Return

USE OF EDUCATION TECHNOLOGY IN ENGLISH CLASSES

AP Calculus AB 2010 Scoring Guidelines

Journal Of Business & Economics Research September 2005 Volume 3, Number 9

Product Operation and Setup Instructions

CLASSICAL TIME SERIES DECOMPOSITION

A Probability Density Function for Google s stocks

Statistical Analysis with Little s Law. Supplementary Material: More on the Call Center Data. by Song-Hee Kim and Ward Whitt

TEMPORAL PATTERN IDENTIFICATION OF TIME SERIES DATA USING PATTERN WAVELETS AND GENETIC ALGORITHMS

Present Value Methodology

CAPACITANCE AND INDUCTANCE

Chapter 8: Regression with Lagged Explanatory Variables

1 A B C D E F G H I J K L M N O P Q R S { U V W X Y Z 1 A B C D E F G H I J K L M N O P Q R S { U V W X Y Z

Risk Modelling of Collateralised Lending

Premium Income of Indian Life Insurance Industry

Description of the CBOE S&P 500 BuyWrite Index (BXM SM )

Analysis of tax effects on consolidated household/government debts of a nation in a monetary union under classical dichotomy

HFCC Math Lab Intermediate Algebra - 13 SOLVING RATE-TIME-DISTANCE PROBLEMS

E0 370 Statistical Learning Theory Lecture 20 (Nov 17, 2011)

Principal components of stock market dynamics. Methodology and applications in brief (to be updated ) Andrei Bouzaev, bouzaev@ya.

= r t dt + σ S,t db S t (19.1) with interest rates given by a mean reverting Ornstein-Uhlenbeck or Vasicek process,

The Derivative of a Constant is Zero

Fourier Series and Fourier Transform

Table of contents Chapter 1 Interest rates and factors Chapter 2 Level annuities Chapter 3 Varying annuities

Optimal Consumption and Insurance: A Continuous-Time Markov Chain Approach

Transcription:

4 Convoluion Recommended Problems P4.1 This problem is a simple example of he use of superposiion. Suppose ha a discree-ime linear sysem has oupus y[n] for he given inpus x[n] as shown in Figure P4.1-1. Inpu x[n] Oupuy [n] III xn] yi[n] 0 0 n 0 n -1 0 1 2-2 -1 0 1 2 x2[n] 1 2[n] 0 0 n 0 0 n -1 0 1 2 3-1 0 1 2 3 2 1 1 X 3 [n] y3[n].-. n -n -1 0 1 2 3-1 0 1 2 Figure P4.1-1 Deermine he response y 4 [n] when he inpu is as shown in Figure P4.1-2. I x4[n] -1 0 2 3 012-1 Figure P4.1-2 (a) Express x 4 [n] as a linear combinaion of x 1 [n], x 2 [n], and x 3 [n]. (b) Using he fac ha he sysem is linear, deermine y 4 [n], he response o x 4 [n]. (c) From he inpu-oupu pairs in Figure P4.1-1, deermine wheher he sysem is ime-invarian. P4-1

Signals and Sysems P4-2 P4.2 Deermine he discree-ime convoluion of x[n] and h[n] for he following wo cases. (a) x[n] h[n] 2 0.11 111 Fiur 11J P42-00 -1 0 1 2 3 4-1 0 1 2 3 4 (b) Figure P4.2-1 2 3 h[ni x [n ] X17 0 1 2 3 4-1 0 1 2 3 4 5 Figure P4.2-2 P4.3 Deermine he coninuous-ime convoluion of x() and h() for he following hree cases: (a) x() h () 0 4 0 4 Figure P4.3-1

Convoluion / Problems P4-3 (b) x() h () 1-- -(- 1) u ( - 1) u(+1 0 1-1 0 Figure P4.3-2 (c) x() h () F6(-2) -l 0 1 3 0 2 Figure P4.3-3 P4.4 Consider a discree-ime, linear, shif-invarian sysem ha has uni sample response h[n] and inpu x[n]. (a) Skech he response of his sysem if x[n] = b[n - h[n] = (i)"u[n]. no], for some no > 0, and (b) Evaluae and skech he oupu of he sysem if h[n] = (I)"u[n] and x[n] = u[n]. (c) Consider reversing he role of he inpu and sysem response in par (b). Tha is, h[n] = u[n], x[n] = (I)"u[n] Evaluae he sysem oupu y[n] and skech. P4.5 (a) Using convoluion, deermine and skech he responses of a linear, ime-invarian sysem wih impulse response h() = e- 2 u() o each of he wo inpus x 1 (), x 2 () shown in Figures P4.5-1 and P4.5-2. Use yi() o denoe he response o x 1 () and use y 2 () o denoe he response o x 2 ().

Signals and Sysems P4-4 (i) X 1 () = u() 0 Figure P4.5-1 (ii) x 2 () 2 0 3 Figure P4.5-2 (b) x 2 () can be expressed in erms of x,() as x 2 () = 2[x() - xi( - 3)] By aking advanage of he lineariy and ime-invariance properies, deermine how y 2 () can be expressed in erms of yi(). Verify your expression by evaluaing i wih yl() obained in par (a) and comparing i wih y 2 () obained in par (a). Opional Problems P4.6 Graphically deermine he coninuous-ime convoluion of h() and x() for he cases shown in Figures P4.6-1 and P4.6-2.

Convoluion / Problems P4-5 (a) h() x() 2 0 1 0 1 Figure P4.6-1 (b) h () x() 0 1 2 0 1 2 Figure P4.6-2 P4.7 Compue he convoluion y[n] = x[n] * h[n] when Assume ha a and # are no equal. x[n] =au[n], O < a< 1, h[n] =#"u[n], 0 < #< 1 P4.8 Suppose ha h() is as shown in Figure P4.8 and x() is an impulse rain, i.e., x() = ( of-kt) k= -o0

Signals and Sysems P4-6 (a) Skech x(). (b) Assuming T = 2, deermine and skech y() = x() * h(). P4.9 Deermine if each of he following saemens is rue in general. Provide proofs for hose ha you hink are rue and counerexamples for hose ha you hink are false. (a) x[n] *{h[ng[n]} = {x[n] *h[n]}g[n] (b) If y() = x() * h(), hen y(2) = 2x(2) * h(2). (c) If x() and h() are odd signals, hen y() = x() * h() is an even signal. (d) If y() = x() * h(), hen Ev{y()} = x() * Ev{h()} + Ev{x()} * h(). P4.10 Le 1 1 () and 2 2 () be wo periodic signals wih a common period To. I is no oo difficul o check ha he convoluion of 1 1 () and 2 () does no converge. However, i is someimes useful o consider a form of convoluion for such signals ha is referred o as periodicconvoluion.specifically, we define he periodic convoluion of 1 () and X 2 () as TO g() = T 1 (r)- 2 ( - r) dr = 1 ()* 2 () (P4.10-1) Noe ha we are inegraing over exacly one period. (a) Show ha q() is periodic wih period To. (b) Consider he signal a + T 0 Pa() 1(rF)2( - r) dr, = fa where a is an arbirary real number. Show ha 9() = Ya() Hin: Wrie a = kto - b, where 0 b < To. (c) Compue he periodic convoluion of he signals depiced in Figure P4.10-1, where To = 1.

Convoluion / Problems P4-7 e -1 0 1 2 3 R2 () -1-22 1 1 22 3 2 5 3 Figure P4.10-1 (d) Consider he signals x1[n] and x 2 [n] depiced in Figure P4.10-2. These signals are periodic wih period 6. Compue and skech heir periodic convoluion using No = 6. IT I '1 x, [n] I II... I-61 0II 16 12 T II.. 2 1? 11 X2 [n] -6 0 6 12 Figure P4.10-2 (e) Since hese signals are periodic wih period 6, hey are also periodic wih period 12. Compue he periodic convoluion of xi[n] and x2[n] using No = 12. P4.11 One imporan use of he concep of inverse sysems is o remove disorions of some ype. A good example is he problem of removing echoes from acousic signals. For example, if an audiorium has a percepible echo, hen an iniial acousic impulse is

Signals and Sysems P4-8 followed by aenuaed versions of he sound a regularly spaced inervals. Consequenly, a common model for his phenomenon is a linear, ime-invarian sysem wih an impulse response consising of a rain of impulses: h() = [ hkb(-kt) (P4.11-1) k=o Here he echoes occur T s apar, and hk represens he gain facor on he kh echo resuling from an iniial acousic impulse. (a) Suppose ha x() represens he original acousic signal (he music produced by an orchesra, for example) and ha y() = x() * h() is he acual signal ha is heard if no processing is done o remove he echoes. To remove he disorion inroduced by he echoes, assume ha a microphone is used o sense y() and ha he resuling signal is ransduced ino an elecrical signal. We will also use y() o denoe his signal, as i represens he elecrical equivalen of he acousic signal, and we can go from one o he oher via acousic-elecrical conversion sysems. The imporan poin o noe is ha he sysem wih impulse response given in eq. (P4.11-1) is inverible. Therefore, we can find an LTI sysem wih impulse response g() such ha y() *g() = x() and hus, by processing he elecrical signal y() in his fashion and hen convering back o an acousic signal, we can remove he roublesome echoes. The required impulse response g() is also an impulse rain: g() = ( k=o gkao-kt) Deermine he algebraic equaions ha he successive gk mus saisfy and solve for gi, g 2, and g 3 in erms of he hk. [Hin: You may find par (a) of Problem 3.16 of he ex (page 136) useful.] (b) Suppose ha ho = 1, hi = i, and hi = 0 for all i > 2. Wha is g() in his case? (c) A good model for he generaion of echoes is illusraed in Figure P4.11. Each successive echo represens a fedback version of y(), delayed by T s and scaled by a. Typically 0 < a < 1 because successive echoes are aenuaed. x() ± y() Delay T (i) Figure P4.11 Wha is he impulse response of his sysem? (Assume iniial res, i.e., y() = 0 for < 0 if x() = 0 for < 0.) (ii) Show ha he sysem is sable if 0 < a < 1 and unsable if a > 1. (iii) Wha is g() in his case? Consruc a realizaion of his inverse sysem using adders, coefficien mulipliers, and T-s delay elemens.

Convoluion / Problems P4-9 Alhough we have phrased his discussion in erms of coninuous-ime sysems because of he applicaion we are considering, he same general ideas hold in discree ime. Tha is, he LTI sysem wih impulse response h[n] = ( hks[n-kn] k=o is inverible and has as is inverse an LTI sysem wih impulse response g[n] = (g [nkn] k=o I is no difficul o check ha he gi saisfy he same algebraic equaions as in par (a). (d) Consider he discree-ime LTI sysem wih impulse response h[n] = ( S[n-kN] k=-m This sysem is no inverible. Find wo inpus ha produce he same oupu. P4.12 Our developmen of he convoluion sum represenaion for discree-ime LTI sysems was based on using he uni sample funcion as a building block for he represenaion of arbirary inpu signals. This represenaion, ogeher wih knowledge of he response o 5[n] and he propery of superposiion, allowed us o represen he sysem response o an arbirary inpu in erms of a convoluion. In his problem we consider he use of oher signals as building blocks for he consrucion of arbirary inpu signals. Consider he following se of signals: $[n] = (i)"u[n], #[n ] = [n - k], k = 0, 1, ±2 3,... (a) Show ha an arbirary signal can be represened in he form + 00 x[n] = ( ak4[n - k] k= by deermining an explici expression for he coefficien ak in erms of he values of he signal x[n]. [Hin:Wha is he represenaion for 6[n]?] (b) Le r[n] be he response of an LTI sysem o he inpu x[n] = #[n]. Find an expression for he response y[n] o an arbirary inpu x[n] in erms of r[n] and x[n]. (c) Show ha y[n] can be wrien as y[n] = 0[n] * x[n] * r[n] by finding he signal 0[n]. (d) Use he resul of par (c) o express he impulse response of he sysem in erms of r[n]. Also, show ha 0[n] *#[n] = b[n]

MIT OpenCourseWare hp://ocw.mi.edu Resource: Signals and Sysems Professor Alan V. Oppenheim The following may no correspond o a paricular course on MIT OpenCourseWare, bu has been provided by he auhor as an individual learning resource. For informaion abou ciing hese maerials or our Terms of Use, visi: hp://ocw.mi.edu/erms.