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Final Exam 2010
Final Exam 2010
Solutions
Number of Problems: 10
Problem 1 5 points
A linear, time invariant system with input x[n] and output y[n] has the
transfer function
Y (z) 10 − 2z −1
H(z) = =
X(z) a2 + 2az −1 + z −2
a) For what real values of a is the system causal and stable? (3 points)
b) Write down a causal difference equation of the above system (2 points)
of the following form:
M N
!
1 X X
y[n] = bk x[n − k] − ak y[n − k]
a0
k=0 k=1
Solution 1
For the system to be causal and stable, the poles must lie within the unit
circle. It follows that |a| > 1 must hold.
b)
Y (z) 10 − 2z −1
=
X(z) a2 + 2az −1 + z −2
Y (z)(a2 + 2az −1 + z −2 ) = X(z)(10 − 2z −1 )
a2 y[n] + 2ay[n − 1] + y[n − 2] = 10x[n] − 2x[n − 1]
1
y[n] = 2 (10x[n] − 2x[n − 1] − 2ay[n − 1] − y[n − 2])
a
Final Exam – Signals & Systems
Problem 2 5 points
Please circle either ‘Yes’ or ‘No’. If you change your mind, please
cross out both ‘Yes’ and ‘No’ and write either ‘Yes’ or ‘No’ along-
side, or leave it blank. It is not necessary to justify choices.
You can get a maximum of 5 points and a minimum of 0 points
for this problem. For each subproblem you get: +1 for a correct
answer, -1 for an incorrect answer and 0 for no answer.
Solution 2
a) No
b) No
c) Yes
d) No
e) Yes
Final Exam – Signals & Systems
Problem 3 5 points
Solution 3
Because the system is given to be causal, h[n] = 0 for all n < 0. One can
see from the input output behavior that the system has a finite impulse
response (the output goes to zero a finite number of steps after the input
goes to zero). The input is zero for n > 2, and the output is zero for n > 5;
therefore the impulse response must be zero for n > 3.
n = 0:
y[0] = h[0]x[0]
y[0]
h[0] =
x[0]
=3
n = 1:
n = 2:
n = 3:
Problem 4 5 points
Solution 4
Since the filter needs to be stable, causal, and has a pole at z = −a1 , the
only possible solution is √
a1 = −2 + 3,
from which follows √
b0 = −1 + 3.
Final Exam – Signals & Systems
Problem 5 5 points
Associate the following impulse responses ((a) to (e)) and frequency re-
sponses ((1) to (5)) with the corresponding difference equation by filling
out the following table. It is not necessary to justify choices.
Difference equation Impulse Response Frequency Response
(a) to (e) (1) to (5)
y[n] = 31 (x[n] + x[n − 1] + x[n − 2])
y[n] = 21 (x[n] − x[n − 1])
y[n] = 0.8x[n] + 0.2y[n − 1]
y[n] = 31 (x[n + 1] + x[n] + x[n − 1])
y[n] = 0.2x[n] + 0.8y[n − 1]
Impulse response h[n]
0.5 0.5
0 0
−0.5 −0.5
−2 0 2 4 6 −2 0 2 4 6
Time index n Time index n
(a) (b)
Impulse response h[n]
0.5 0.5
0 0
−0.5 −0.5
−2 0 2 4 6 −2 0 2 4 6
Time index n Time index n
(c) (d)
Impulse response h[n]
0.5
0
−0.5
−2 0 2 4 6
Time index n
(e)
Final Exam – Signals & Systems
1 1
Amplitude
Amplitude
0.5 0.5
0 0
0 1 2 3 0 1 2 3
Phase (◦ )
Phase (◦ )
90 90
0 0
−90 −90
0 1 2 3 0 1 2 3
Frequency Ω Frequency Ω
(1) (2)
1 1
Amplitude
Amplitude
0.5 0.5
0 0
0 1 2 3 0 1 2 3
Phase (◦ )
Phase (◦ )
90 90
0 0
−90 −90
0 1 2 3 0 1 2 3
Frequency Ω Frequency Ω
(3) (4)
1
Amplitude
0.5
0
0 1 2 3
Phase (◦ )
90
0
−90
0 1 2 3
Frequency Ω
(5)
Final Exam – Signals & Systems
Solution 5
Problem 6 5 points
Solution 6
Problem 7 5 points
N0 −1
j2πk
1 X −
N
n
ck = x[n]e 0 , k = 0, 1, ..., N0 − 1.
N0 n=0
Solution 7
For a detailed solution, please refer to the solution of problem 4 of the 2009
final exam or the recitation notes posted on Nov. 5 on the class website.
Final Exam – Signals & Systems
Problem 8 5 points
A continuous time, linear, time invariant system with input x(t) and output
y(t) is given by the state space description
q̇(t) = Aq(t) + Bx(t)
y(t) = Cq(t) + Dx(t),
where the state vector has two elements q(t) = {q1 (t), q2 (t)}T and the
matrices are
0 1 0
A = B =
0 0 1
C = 1 0 D = [0.5]
Assume the input x(t) is piece-wise constant
x(t) = x[k] kTs ≤ t < (k + 1)Ts
with sampling time Ts . Compute Ad , Bd , Cd , Dd of a discrete time state
space description of the system
q[k + 1] = Ad q[k] + Bd x[k]
y[k] = Cd q[k] + Dd x[k],
when the output y[k] is defined as
y[k] := y(t = kTs ).
Solution 8
We solve this problem using the matrix exponential (see lecture notes for
derivation). We define:
0 1 0
A B
M := = 0 0 1 .
0 0
0 0 0
The discrete time matrices Ad , Bd are then obtained by calculating
Ad Bd
= e M Ts .
0 1
Final Exam – Signals & Systems
Problem 9 5 points
Solution 9
n = 1:
2 − 14 2 2
q[2] = + 1
25 −3 −1 −1
25
= 4
52
2
y[1] = −1 1 + 4 1
−1
=1
n = 2:
25
y[2] = −1 1 4 + 4 1
52
199
=
4
d) No. An easy way to see this isthe first value of the step response:
0
The state of both systems is q[0] = . The output of the first system is
0
therefore y[0] = 4, while the output of the second system is y[0] = 3.
Final Exam – Signals & Systems
Problem 10 5 points
Assume that you are identifying a linear time invariant system T with
input x[n] and output y[n]:
y[n] = T{x[n]}
You applied the input x[n] and measured the output y[n] for 101 samples,
i.e. 0 ≤ n ≤ 100, as shown below:
1
Input signal x[n]
0.5
0
−0.5
−1
0 10 20 30 40 50 60 70 80 90 100
1
Output signal y[n]
0.5
0
−0.5
−1
0 10 20 30 40 50 60 70 80 90 100
Time Index n
b b0 + b1 z −1 + b2 z −2 + · · · + bM z −M
H(z) =
1 + a1 z −1 + a2 z −2 + · · · + aN z −N
in the frequency domain.
a) Let Y (Ω) be the Discrete Fourier Transform of the mea- (1 point)
sured output y[n]. How many frequency points will the
Transform have in the range 0 ≤ Ω ≤ π?
Now assume that you have calculated the system transfer function
Y (Ωk )
H(Ωk ) =
X(Ωk )
at each frequency point Ωk .
b) When fitting a model to the system transfer function, what (2 points)
are the highest possible model orders N and M that you
can identify using only the given measurement data?
Final Exam – Signals & Systems
3
Amplitude
0
0 0.5 1 1.5 2 2.5 3
90
Phase (◦ )
0
−90
Solution 10