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EECE340 Lecture 12 - Unitsample
EECE340 Lecture 12 - Unitsample
Fadi Karameh
March 2020
Applications of the impulse response
• A unit sample response h[n] be used to
produce response of DT LTI system to general
inputs
𝑦 𝑛 = 𝑛 ∗ 𝑥[𝑛]
−𝑛 𝑁𝑢𝑚(𝑧)
𝐻 𝑧 = 𝑛𝑧 =
𝐷𝑒𝑛(𝑧)
𝑀
𝐾 𝑧 − 𝑎1 𝑧 − 𝑎2 . . 𝛼𝑖
𝐻 𝑧 = =
𝑧 − 𝑝1 𝑧 − 𝑝2 . . (𝑧 − 𝑝𝑀 ) 1 − 𝑝𝑖 𝑧 −1
𝑖=1
• For absolute stability of a DT causal system
abs 𝑝𝑖 < 1 ∀𝑖 ⟺ 𝑎𝑙𝑙 𝑝𝑜𝑙𝑒𝑠 𝑙𝑖𝑒 𝑖𝑛𝑠𝑖𝑑𝑒 𝑡𝑒 𝑜𝑝𝑒𝑛 𝑢𝑛𝑖𝑡 𝑑𝑖𝑠𝑐
What about h[n]?
• h[n] is used to check for the Bounded-input,
Bounded Output Stability of the system
[𝑘] < ∞
𝑘=−∞
A DT system is BIBO stable if and only if its unit sample
response is absolutely summable: ∞
[𝑘] < ∞
𝑘=−∞
• Proof of sufficiency:
∞
𝑦 𝑛 = 𝑛 ∗𝑥 𝑛
∞
𝑦[𝑛] = 𝑛 ∗ 𝑥 𝑛 = 𝑘 𝑥[𝑛 − 𝑘]
𝑘=−∞
∞ ∞
𝑘 𝑥[𝑛 − 𝑘] ≤ 𝑘 𝑥[𝑛 − 𝑘]
𝑘=−∞ 𝑘=−∞
∞ ∞
𝑘 𝑥[𝑛 − 𝑘] ≤ 𝑘 𝑥[𝑛 − 𝑘]
𝑘=−∞ 𝑘=−∞
∞ ∞
𝑘 𝑥[𝑛 − 𝑘] ≤ 𝑘 𝑥[𝑛 − 𝑘]
𝑘=−∞ 𝑘=−∞
∞ ∞
∞ ∞
𝑦[𝑛] = 𝑛 ∗ 𝑥 𝑛 = 𝑘 𝑥[𝑛 − 𝑘]
𝑘=−∞
Choose
𝑥 𝑛 𝑡𝑎𝑡 𝑖𝑠 𝑏𝑜𝑢𝑛𝑑𝑒𝑑 𝑏𝑢𝑡 𝑙𝑒𝑎𝑑𝑠 𝑡𝑜 𝑢𝑛𝑏𝑜𝑢𝑛𝑑𝑒𝑑 𝑟𝑒𝑠𝑝𝑜𝑛𝑠𝑒
𝑦[𝑛] = 𝑛 ∗ 𝑥 𝑛 = 𝑘 𝑥[𝑛 − 𝑘]
𝑘=−∞
𝑥 𝑛 − 𝑘 = +1 𝑖𝑓 𝑘 ≥ 0,
𝑥 𝑛 − 𝑘 = −1 if 𝑘 < 0,
∞ ∞ 𝑀
𝑀
𝑛
[𝑛] = 𝛼𝑖 𝑝𝑖 𝑛
≤⋯≤ 𝛼𝑖 𝑝𝑖
𝑛=0 𝑛=0 𝑖=1
𝑖=1 𝑛
[𝑛] < ∞
𝑛=0
∞ 𝑀
= 𝛼𝑖 𝑝𝑖 𝑛 <∞ ∀𝛼𝑖
𝑛=0 𝑖=1
∞ 𝑀
⇒ 𝛼𝑖 𝑝𝑖 𝑛 <∞
𝑛=0 𝑖=1
𝑀 ∞
= 𝛼𝑖 𝑝𝑖 𝑛 < ∞ ⟹ 𝑝𝑖 < 1 𝑖 = 1. . 𝑀
𝑖=0 𝑛=0
⟹ 𝑎𝑏𝑠𝑜𝑙𝑢𝑡𝑒𝑙𝑦 𝑠𝑡𝑎𝑏𝑙𝑒 𝐷𝑇 𝑠𝑦𝑠𝑡𝑒𝑚
Applications of the impulse response
• Help us identify an unknown system.
• given an experiment with input/output data,
try to find the underlying DT LTI system
𝑥[𝑛] y[𝑛]
𝑛 ?
𝑥[𝑛] y[𝑛]
𝑛 ?
…
n
0 1 M-1
𝑎𝑠𝑠𝑢𝑚𝑒 𝑎𝑛 𝑎𝑝𝑝𝑙𝑖𝑒𝑑 𝑖𝑛𝑝𝑢𝑡 𝑥𝑜 𝑛 𝑛 = 0,1,2, . .
𝑝𝑟𝑜𝑑𝑢𝑐𝑒𝑠 𝑎𝑛 𝑜𝑢𝑡𝑝𝑢𝑡 𝑦𝑜 𝑛 𝑡𝑎𝑡 𝑖𝑠 𝑐𝑜𝑙𝑙𝑒𝑐𝑡𝑒𝑑
𝑀−1
𝑦𝑜 𝑛 = 𝑘 𝑥𝑜 [𝑛 − 𝑘]
𝑘=0
𝑦𝑜 0 = 𝑥0 0 [0]
𝑦𝑜 1 = 𝑥0 0 1 + 𝑥0 1 0
𝑦𝑜 2 = 𝑥0 0 2 + 𝑥0 1 1 + 𝑥0 2 0
𝑦𝑜 𝑀 − 1 = 𝑥0 0 𝑀 − 1 + ⋯ + 𝑥0 𝑀 − 1 0
in matrix form
b= 𝐑 𝐱 𝐡
⇒ 𝐡 = 𝐑 𝐱 −𝟏 𝐛 (assuming 𝐑 𝐱 is invertible)