SIGNALS AND LINEAR SYSTEMS

Third Edition

Robert A. Gabel MIT Lincoln Laboratory formerly at University of Colorado at Denver Richard A. Roberts University of Colorado at Boulder

John Wiley & Sons, Inc.

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CONTENTS
1

LINEAR SYSTEMS
1.1 1.2 1.3 1.4 1.5 Introduction

/I
/I /2

Classification of Linear Systems Linearity /4 Discrete-Time Systems /lO Continuous-Time Systems /15 Problems /18

2 DISCRETE-TIME SYSTEMS
2.1 2.2 2-3 Introduction /23

/23

Linear Difference Equations /24 The General Solution of Nonhomogeneous Difference Equations

/29
XIU

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CONTENTS

74
2.6 2.7

V Response Of Discrete-T.me Systems The Frequency Response Convc,u.ion and .mpu.se Response /46 -n,e convolution Operation /48 Finding the Impulse-Response sequence /53 Deconvolution /63 state Vanables for Dlscre.e-TneSy.en,s The solution of S.ate-Var.able Equations /^ P*

/37

-? 2.,0

2 11 Functions of a Matrix /75 2V Change of Internal System Structure /87 2.13 Frequency Response m Terms of A, B, C D 2 14 An Application of State Variables: Limit Cycles in Digital Filters /96 2.15 Concluding Remarks and Further Examples 2.16 Summary Problems /109 /HO

/V4

/104

3 3

CONTINUOUS-TIME SYSTEMS
3.1 3.2 3.3 3.4 3.5 3.6 3.7

/121
/127

Linear Differential Equations /121 The Frequency Response of Continuous-Time Systems Convolution and the Impulse Function /129 Convolution for Continuous-Time Systems Some Generalizations of Convolution for Continuous-Time Systems /134 /138

Finding the Impulse-Response Function /145 Frequency Response and the Impulse-Response Function /151 3.8 State Variables for Continuous-Time Systems /153 3.9 Solution of the 3.10 Continuous-T.me State-Variable Equations /156 Frequency Response m Terms of A, B, C D /166 J H Summary /167 Problems /167

CONTENTS

XV

4 THE Z-TRANSFORM
4.1 4.2 4.3 4.4 4.5 4.6 4.7 4.8 4.9

/177

Introduction /177 The Z-Transform /179 Convergence of the Z-Transform /181 Properties of the Z-Transform /185 Inversion of the Z-Transform /202 Evaluating a System's Frequency Response Deconvolution Revisited /219 Further Applications of the Z-Transform Summary /227 Problems /227

/214 /221

5 FOURIER ANALYSIS
5.1 5.2 5.3 5.4 5.5 5.6 5.7 5.8 5.9 5.10 5.11 5.12 5.13 5.14 5.J5 ^16 5>7 Introduction

/239
/241

/239

Generalized Fourier Series: Orihogonal Functions Examples of Orihogonal Functions /247 The Exponential Fourier Series /250 The Complex Fourier Spectrum /255 /266 The Discrete-Time Fourier Transform

Properties of the Discrete-Time Fourier Transform /27I Fourier Analysis and the Design of FIR Filters /275 The Fourier Transform /278 Properties of the Fourier Transform The Energy Spectrum /297 Fourier Transform of Power Signals Sampling of Time Signals /307 Modulation /312 /285 /298

Transmission of Signals through Linear Filters /315 Numerical Calculation of ^ - - T r a n s f o r m s - T h e Discrete Fourier Transform Properi.es of the Discrete Founer Transform /332

/324

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5.18 5.19

The Fast Fourier Transform Summary Problems /335 /336

/335

THE LAPLACE TRANSFORM

6.1 6.2 6.3 6.4 6.5 6.6 6.7 6.8 6.9 6.10 6.11 6.12 6.13 6.14

/349

Introduction /349 Convergence of the Laplace Transform /35I The One-Sided or Unilateral Laplace Transform Properties of the Laplace Transform /354 Laplace Transforms of Simple Functions /361 Inversion of the Laplace Transform /363 Applications of Laplace TransformsDifferential Equations Stability in the s Domain /378 Noncausal Systems and Inputs /382 Transient and Steady-State Response of a Linear System /386 Frequency Response of Linear Systems /389 Laplace Transform Analysis of Causal Periodic Inputs to Linear Systems /390

/353

/373

Relationship of the Z-Transform to the Fourier and Laplace Transforms /394 Summary /396 Problems /396

7 AN INTRODUCTION TO THE DESIGN OF DIGITAL FILTERS /401

7.1 '2 4 75 Introduction /401 /402 /408 Design of FIR Dtgital Filters

^:i""'"''"'^^"'-iantnRPn,e c^"'""^ T^^"^f Method /423 "iscrete-Time Systems /43|