leo lam © 2010-2011 signals and systems ee235 lecture 20

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Leo Lam © 2010-2011

Signals and SystemsEE235

Lecture 20

Leo Lam © 2010-2011

Today’s menu

• Exponential response of LTI system

Leo Lam © 2010-2011

Exponential response of LTI system

3

• What is y(t) if ? )(*)( thety st

Given a specific s, H(s) is a constant

S

Output is just a constant times the input

Leo Lam © 2010-2011

Exponential response of LTI system

4

LTI

• Varying s, then H(s) is a function of s• H(s) becomes a Transfer Function of the

input• If s is “frequency”…• Working toward the frequency domain

Leo Lam © 2010-2011

Eigenfunctions

5

• Definition: An eigenfunction of a system S is any non-zero x(t) such that

• Where is called an eigenvalue.• Example:

• What is the y(t) for x(t)=eat for

• eat is an eigenfunction; a is the eigenvalue

)()( txtxS

( ) ( )d

y t x tdt

Ra)()( taxaety at

S{x(t)}

Leo Lam © 2010-2011

Eigenfunctions

6

• Definition: An eigenfunction of a system S is any non-zero x(t) such that

• Where is called an eigenvalue.• Example:

• What is the y(t) for x(t)=eat for

• eat is an eigenfunction; 0 is the eigenvalue

)()( txtxS

( ) ( )d

y t x tdt

0a)(00)( txty

S{x(t)}

Leo Lam © 2010-2011

Eigenfunctions

7

• Definition: An eigenfunction of a system S is any non-zero x(t) such that

• Where is called an eigenvalue.• Example:

• What is the y(t) for x(t)=u(t)

• u(t) is not an eigenfunction for S

)()( txtxS

( ) ( )d

y t x tdt

)()()( tautty

Leo Lam © 2010-2011

Recall Linear Algebra

8

• Given nxn matrix A, vector x, scalar l• x is an eigenvector of A, corresponding to

eigenvalue l ifAx=lx

• Physically: Scale, but no direction change• Up to n eigenvalue-eigenvector pairs (xi,li)

Leo Lam © 2010-2011

Exponential response of LTI system

9

• Complex exponentials are eigenfunctions of LTI systems

• For any fixed s (complex valued), the output is just a constant H(s), times the input

• Preview: if we know H(s) and input is est, no convolution needed!

S

Leo Lam © 2010-2011

LTI system transfer function

10

LTIest H(s)est

( ) ( ) sH s h e d

• s is complex• H(s): two-sided Laplace Transform of h(t)

Leo Lam © 2010-2011

LTI system transfer function

11

• Let s=jw

• LTI systems preserve frequency• Complex exponential output has same

frequency as the complex exponential input

LTIest H(s)est

( ) j tx t Ae LTI ( ) ( ) j ty t AH j e

Leo Lam © 2010-2011

LTI system transfer function

12

• Example:

• For real systems (h(t) is real):

• where and• LTI systems preserve frequency

( ) j tx t Ae LTI ( ) ( ) j ty t AH j e

tjtj eettx 2

1)cos()( tjtj ejHejHty )()(

2

1)(

)()( jHjH

)cos()( tAty

)( jHA )( jH

Leo Lam © 2010-2011

Importance of exponentials

13

• Makes life easier• Convolving with est is the same as

multiplication• Because est are eigenfunctions of LTI systems• cos(wt) and sin(wt) are real• Linked to est

Leo Lam © 2010-2011

Quick note

14

LTIest H(s)est

( )st ste e u t

LTIestu(t) H(s)estu(t)

Leo Lam © 2010-2011

Which systems are not LTI?

15

2 2

2 2

2

5

5

cos(3 ) cos(3 )

cos(3 ) sin(3 )

cos(3 ) 0

cos(3 ) cos(3 )

t t

t jt t

t

e T e

e T e e

t T t

t T t

t T

t T e t

NOT LTI

NOT LTI

NOT LTI

Leo Lam © 2010-2011

Summary

• Eigenfunctions/values of LTI System

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