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044130

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1.3.1

Woofer

tweeter 7005000 mid-range 70700

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Version 1.1
A September 2006

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Version 1.1
C September 2006

1.3.2
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Version 1.1
September 2006

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Version 1.1
" September 2006
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Version 1.1
: September 2006
89 D

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Input Output MapIOM 2.2.1
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x- y
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Version 1.1 15 September 2006

89 D
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SISO: Single Input Single Output 2.2.5
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Version 1.1
September 2006
89 D
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6 !6 ! 6 89 !6 9 6 7 46 67 8 6 7 2 9

1 4 6 8 6 144 4 8 8 7 2

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2.2.11
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61 4 78 48 476 ! 714 245 89 44 9 61

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x(s) = 0

t x
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5 4 1 !6 t @7 48 0 t 306 75 14 6
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x =0 x

(Initially At Rest)

2.2.13
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Version 1.1
September 2006
89 D
2.2.14
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s

s

2.2.18
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Time InvariantTI
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00 5 9 61 67 5 30 9 89 35

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(LTI)
Linear Time Invariant
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s
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Version 1.1
C September 2006
8 ! D

2.2.20
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y(t) = xn (t 1)

n n
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dt

4 89 61 14 4 D 69 89 8 4 86

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85 18
Version 1.1
September 2006
8 ! D
i(t)
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671 89 2! 2

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69 34 1 0 3 7
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0
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0
( 2.3.1)
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"
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246 4
" " [x1 + x2 ](t) = (R0 + f (t))(x1 (t) + x2 (t))
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46 ! 56
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0

387 30 9 380 1 0 89
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246 4
" B [x1 + x2 ](t) = (R0 + (x1 (t) + x2 (t))2 )(x1 (t) + x2 (t))
" 6= (R0 + x21 (t))x1 (t) + (R0 + x22 (t))x2 (t) = [x1 ](t) + [x2 ](t)
Version 1.1
September 2006
D6 9 289 D
46 4 89 386
R(t) = R + R i ( ) d IV t 2
4 30 9 89 8 6 34 71 8 380 9 89 0 8

0

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Version 1.1
" September 2006
D6 9 289 D
y1
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x y
- + -

y2
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6 89 1 2:

7 47 58 6! 7 0 76 ! 89 1 67 ! 9 56 8 64

0 ! 89 1 656 14 668 68 34

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Version 1.1
: September 2006

5 56 64 61 !4 46 @ 6!4 48 20 976 01

D1 56 0!4 ! 1 0 39@@@6

671 6!9 5 56 6 45

47 561 ! 77 668 0! 45

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1 89 ! h 45 36 48 3 64 69 ! 0 89

4 9 69 38 014 67 6 45 4 68 69 4974 0 ! 89 67

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26 1 6 6 9 89 344

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1 1 t 2
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2
767 767 69 47 9 6! 69 6 456 37

47 47 48 76 38 0 1 68 8 6 6 ! 395

36 34 5 67 4 6 5 3 767 0 67 4 6 5 5

Version 1.1
B September 2006
668 45 6!4 89
144 8 1 45 1 68 69 6!4 4
3 1 69 448

1 686 0 0 5 45 g @7

"B
Z Z Z
f (t)g(t) dt = f (t)g(t) dt f (t)g(0) dt = g(0)
f ! 7 767 g 67 5 66! 47 f ! 37 37 78

g @ ! 67 6! 6 ( 3.1.6)@ 87 38

686 8 6 74 7 77 4 6 45 67 9 4 30 9747 456

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6!4 s 47 67 458 g(ts) 69 44 4 78 6 45 ! 94 37

89 ! 69 0 37 6954 5 g(t) 68 s = 0 78 g(t s) 45 9 386 3

64 ( 3.0.2) 64
"
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4 668 45 67 668 67 6 1 668 D45 4
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30 47 67 {} 45 X 67 48 1 7 46 89 !

3 f 45 67 35 8 7 66 5 668 9 5

Version 1.1
September 2006
668 45 6!4 89
14 6! f 676 [T, S]@ 347 64 4 0 7 34 f, g 45 7

2 8
1 T t S
""

0 1
(t) =

64 0 45 9
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(t)f (t) dt > (t)g(t) dt .
68 46 89 698 668 45 69 716 8 0 6686 9

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668 !7 6 8 ( 3.3.1) 6!4 ! 45 69 695 7 f 456 7
7 67 31 45 4 6 48 1 6!4 37 67 45
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Laurent Schwartz 7 69 Schwartz Test functions
465 68

6! |t| 78 89 30!4 3 4 68 0!4 36 7 45

!

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<&.*<

n, m
lim tn Dm (t) = 0.
|t|
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3 f 97 1 ! ( 3.3.1)@
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f (t)(t) dt = g(t)(t) dt

f (t) = g(t)

668 45 67 !

f (Tempered distribution) 3.3.3
<&.*<

n, m k

"" : lim sup |tn D m k (t)| = 0,

k t

limk k = 0 k f k
Version 1.1
September 2006
668 45 6!4 89
! 69 ! 45 68 31 45 69 695 69 ! f 668 45
45 347 456 ! 668 45 695 14 7 31 45 37 486

67 486 3! 6 5 0 3 668 45 7 6 87 8 94 31
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f

f 3.3.4
<&.*<

Z
f (t)(t) dt.

f f = f1 + f2 f1 , f2
Z Z Z
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f (t)(t) dt = f1 (t)(t) dt + f2 (t)(t) dt.

1
Z Z
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(1 (t)f (t)) (t) dt = f (t) (1 (t)(t)) dt.

,

. 1 s
Z Z
f (t + )(t) dt = f (s) ds.
||
6!4 78 696 47 68 0 1 45 3 f, f , f 8 6 6

47 31 45 67 6956 3 0 6!4 8 7!6 71 6 ! 3

1 2
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94 46 668 45 ! 567 38 6 1 4 0 3 386 6!46

8
Z Z Z
f (t)[1 (t) + 2 (t)] dt = f (t)1 (t) dt + f (t)2 (t) dt.
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! 6 6 669 668 45 3 658 8 6 76 7 6 !4

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d
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f (t)(t) dt = f (t)(t)| f (t) (t) dt
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d
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386 6 ! |t| @ 56 57 (t)@7 7 66!
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668 45 6!4 89

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d d
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(3.3.7) f (t)(t) dt = f (t) (t) dt.
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1

( 3.3.7)

3.3.6
<,'>
"" d d d
(f1 + f2 ) = f1 + f2 ,
"" A
dt dt dt
d d
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dt dt
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dt dt dt
387 ! 94 37 37 2< %

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Z Z
d d
= f1 (t) (t) dt f2 (t) (t) dt
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d d
= f1 (t)(t) dt + f2 (t)(t) dt.
dt dt
6 47 37 18
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d
Z Z
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dt dt
""

Z
d
= f (t) 1 (t) (t) dt
dt
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Z
d d
= f (t) [1 (t)(t)] (t) 1 (t) dt
dt dt
""

Z Z
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= f (t) [1 (t)(t)] dt + f (t) (t) 1 (t) dt
dt dt
""

Z Z
d d
= f (t) 1 (t)(t) dt + f (t) 1 (t) (t) dt
dt dt
"" A

Z
d d
= 1 (t) f (t) + f (t) 1 (t) (t) dt.
dt dt
;(;/;
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48 67 484 6! 45
Version 1.1
"C September 2006
668 45 6!4 89

668 45 67 695 16 34 4606 668 45 356 8 77 S
56 668 45 686 0 796 7 0 31 45 347 45 9 6!46 !

! 6957 8 0@ 9 6 6 45 695 8 6 74 676 8 48
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668 45 67 ! 16 34 0@ 5 7 g 45 686 5

8 9 8 6 45 67 1 157 9 74 6!4 48 68 ! 1

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26 75 668 45 6 75 796 2 9

N g

f
>-/

3.3.7

dN (t)
Z Z
f (t)(t) dt = g(t) dt.
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67 94 ! 14 7 5 69 5 668 45 69 9

668 45

0!4 !4 354 67 6 45 67 !6 98 014

<&.*<

3.3.8
Z
(t)(t) dt = (0).

668 45 0 386

5 48 6 6 38 46 695 0 38 8 6 6

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1

t > 0,
u(t) =
0

t < 0.
! 4 t = 0@ 9
3.3.9
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du(t)
(t) = .
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Version 1.1
" September 2006
668 45 6!4 89
6 8 695 ! 45 67 0!4 7 668 45 8 186 469 2< %
<
0!4 ! 56 6 31 45 68 69

"" C

du(t) d
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(t) dt = (t) u(t) dt
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d
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68 6 67
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Z t 0 t < 0

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1

t>0 .
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231 45 69 695 ! 0!4 3.3.5 ! 56 6 45 67 0!4 0
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d
Z Z
0
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0
= (0)
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0 (t)f (t) dt = f 0 (0) .
0 0@ 5 0!4 n 69 45 f

""
Z Z
f (t)(n) (t) dt = f (1) (t)(n1) (t) dt
""

= (1)n f (n) (0) .
Version 1.1
" September 2006
668 45 6!4 89
0 4 1 0 4 5 f @7 4 ! f 6! 45 6 45 67 658

"" A
Z Z Z
((t)f (t))(t) dt = (t)(f (t)(t)) dt = f (0)(0) = (f (0)(t))(t) dt
7 3 668 45 37 47 2f (t)(t) = f (0)(t) 386

f (t) (t) 714 0

"" " C
Z Z
0 0
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"" "

d
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= (t) (f (t)(t)) dt
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d d
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= (t)f (t) (t) dt (t)(t) f (t) dt
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d
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0 0 0
8 6 34

"" " n

X
(n) n k (k) (nk)
f (t) (t) = (1) f (0) (t) .
k
3 37 67 67 38
k=0
"" " B
dn
Z
(n) n

f (t) (t)(t) dt = (1) n
(f (t)(t))
dt
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t=0
n
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k
k=0
2186 4697 37 67 3 47
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n
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n (k)
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k (nk)
(1) f (0) (t) (t) dt
k
k=0
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k n
X
(k) (nk)
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k
k=0
"" : C =(1) n
n
X n (k)
f (0)(nk) (0)
k
7 4
k=0

Version 1.1
"" September 2006
39! 89 6!4 89

n3

sin(t) (t) (n) 3.3.10
<*
.

"" : sin(t)(t) = sin(0)(t) = 0
"" : sin(t)0 (t) = sin(0)0 (t) cos(0)(t)
"" : " = (t)
"" : : sin(t)(2) (t) = sin(0)(2) (t) sin(1) (0)(1) (t) + sin(2) (0)(t)
"" : = 0 cos(0)(1) (t) sin(0)(t)
"" : B = 0 (t)
"" : sin(t)(3) (t) = sin(0)(3) (t) 3 sin(1) (0)(2) (t) + 3 sin(2) (0)(1) (t) sin(3) (0)(t)
"" : = 0 3 cos(0)(2) (t) 3 sin(0)(1) (t) + cos(0)(t)
"" : A = (2) (t) + (t) .

48 6! 6 44 46 7 30 48 89 68 7 47 58
6!4 898

38 94 6 369 6

":
Z
y(t) = K(t, s)x(s) ds .
89 39! 4 7 47 47 67
8 7 45 7 K 45

6 16 347 6 6 SISO 89 94 668 45 6 68

MIMO 896

( 3.4.1)
>-/

3.4.1
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1 2

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= K(t, s)(x (t) + x (t)) dt
1 2
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Z Z
= K(t, s)x (t) dt + 1 K(t, s)x (t) dt 2
":

= [x ](t) + [x ](t)
1 2
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768 46 48 89 14 89 68
98 668 ! 07 6 8

69 K 45 !4 5 69 !
": B .
K(t, ) = [( )](t) = [ ](t) .
Version 1.1
": September 2006
39! 89 6!4 89
45 9 6!4 69 48 !4 30 695 7 6 486 t 9! 89 ! 0

3.6 5 6
":
Z
x(t) = x( )(t ) d .
{f ( )} 45 {x } 9 686 46 897 38

i i
":
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x f (t) = x [f ](t) . i i i i
64

3 6!4 804 8 67 ! 6!47 38
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Z
= x( )( ) d (t)
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Z
= x( )[( )](t) d
":

Z
= x( )K(t, ) d .
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46 48 7 658 ! D57 4 0 717 2 9

668 45 0 4! 6 47 6!46 6 5 1 5 9 86 !

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K(t, s) = k(t)(t s) 3.4.2
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t

K

3.4.3
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s>t K(t, s) = 0
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y(t) = K(t, s)x(s) ds = K(t, s)x(s) ds
0 4 4 47 6 s t 9 x(s) 89 6 386

7 [T, S]@ 34 7 64

t < T

": S
Z
K(t, s) ds = 6= 0 .
T
Version 1.1
" September 2006
64 89 6!4 89
48 14
": B

T s S

x(s) =
0
1
t 9! ! 9
": S
Z Z
y(t) = K(t, s)x(s) ds = K(t, s) ds = 2 .
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85 4 386 6!4 6 7 7
9 t 30 75 6 67 30 9 4 39! 89 8 4

30 9 39! 89 4

69 ! 64 89
"
Z
y(t) = h(t s)x(s) ds .
8 94 3.4.3 57 46 48 89 0 386 39! 89 67 5 38 0

8 6 74
57 t < 0 686 h(t) = 0@7 6 18 5 4

38 89 y = h x = x 0 38 2 h = 9 89 8 6 46

( 3.5.1) 3.5.1
>-/

! 56 4 30 9 186 7 2< %

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"
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y(t) = h(t s)x(s) ds
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= h(s)x(t s) ds
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= [ x](t)
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x

.
h(t) = K(t, 0) K 3.5.2
>-/

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Z Z
K(t, s)x(s) ds = h(t s)x(s) ds .

Version 1.1
"B September 2006
64 6!4 89
! 2< %
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"
Z

(t) = K(t, s)(s ) ds = K(t, ) .
8 94 30 9

" (t) = [] (t)

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= K(t, s)(s) ds
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= K(t, 0)
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3 14 386 09 0 74 146 14 285 64 89 68 6

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48 64 6956

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47 561 09 ! 74 218
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(f g)(t) = f ( )g(t ) d
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Z
= f (t 0 )g( 0 ) d( 0 )
"B :
Z
= f (t 0 )g( 0 ) d 0
"B

.
= (g f )(t) .
Version 1.1
" September 2006
64 6!4 89
2
64 77 ! 68

"B B (f g) h = f (g h) .
2 47 561 6! 18

"B
Z
(f g)(t) = f (t )g( ) d
"B
Z
Z
((f g) h)(t) = f (t s)g( )h(s) d ds
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Z
(g h)( 0 ) = g( 0 s)h(s) ds
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Z
Z
(f (g h))(t) = g( 0 s)h(s)f (t 0 ) d 0 ds .
d 0 = d 0 561 8 6 74 7 0 = +s 47 561 98 6

8 94 6!4 48 246 695 64
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698 t 68 9 g(t ) 69 716 34 387 668 456 ! 0 ! 6956 34 8

66 !6 34 0 t 4 5 g(t) 6 47 67 45

Z
( g)(t) = ( )g(t ) d = g(t).
g 78 ! 484 0 0 5 4 68 g 45 686 ( g)(t) = g(t) 8 8 4

4 714 6 386 668 45 3 37 67 3 37 78 668 45
69 31 45 6 6!4 4 0 6 8 g = g 8 4 6 5
6 45 48 77 s = t 78 s 47 t 47 561
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Z Z Z
( g)(t)(t) dt = ( )g(t )(t) d dt
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Z Z
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"B :

Z
= g(s)(s) ds
g = g 8 46 38

00 264 67 54 48
"B
Z
.
(f )(t) = f (t s)(s ) ds
"B B

= f (t )
6 347 97 668 45 67 30 00 ! 6 45 486
f = f 264 09 00

Version 1.1
" September 2006
64 6!4 89
2 64 09 0! !6 34

"B f 0 (t) = (f 0 )(t) .

218
"B
Z
0 .
(f )(t) = f (t )0 ( ) d
"B A

Z
d
= f (t )( ) d
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Z
d
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668 35 f (t) = Df (t) = (f )(t) ! 46
0 0
"B f (n) (t) = D n f (t) = (f (n) )(t) .
71 34 6 67 0!4 6 00 9 64 0! 30 00 67 !

>-/

3.6.2
"B "
( f ) g = (f g) = f g ,
"B : (Df ) g = D(f g) = f (Dg) .

"B D( f ) = (Df ) .
64 67 47 ! 2< %

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"B B ( f ) g = (( ) f ) g
"B = ( ) (f g)
"B = f (( ) g) .
8 94 6 9 64 69 00 67 ! 386 477 31 37 78

0! 9 64 9 561 30 00

"B A (Df ) g = ((D) f ) g
"B " C = (D) (f g)
"B " = f (D) g .
Version 1.1
"A September 2006
64 6!4 89
4 57 6 7 31 47

"B " D( f ) = (D) (( ) f ) = ( ) ((D) f ) = (Df ) .
;(;/;
5 40 6 9 96 96 71 7 64 716 8

f, g 3.6.3
>-/

"B " " f (t) = 0 for t 6 [a, b],
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714 2< %
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(f g)(t) = f (s)g(t s) ds .
6 !46 3 386 f (s) = 0 0 s < a s 67 1 68 4 t < a + c

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35 71 69 6 30 69 27 5 716 34 6 ! 64

6 ! 9 6 7 4!

48 68
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Version 1.1
:C September 2006
89 1 6!4 89
383 H(s) 8 9 9 H(s)e ! 68
st
"
Z
y(t) = x(t )h( ) d
"
Z

= es(t ) h( ) d
" "
Z

= est es h( ) d
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"

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6 0 9 48 658

30 6 47 6! 68 9 ! 8 6 49! 7
696 71 s 5
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s
H(s) = e h( ) d .
6 5 5 69 64 89 67 45 4 0 6!

239! 89 7 1 47 61 144 89 1 36 98 014

x- y z-
H1 - H2
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14 0 6 684 39! 89 7 38
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y(s) = K1 (s, u)x(u) du
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Z

z(t) = K2 (t, s)y(s) ds

386
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Z Z
z(t) = (K2 (t, s) [K1 (s, u)x(u)]) du ds
" :

Z Z
= K1 (t, s)K2 (s, u) ds x(u) du
"
Z

= K(t, u)x(u) du

Version 1.1
: September 2006
89 1 6!4 89
69 34 668 89 67 39! 78
" B
Z
K(t, u) = K1 (t, s)K2 (s, u) ds .

64 64 89 9
" z(t) = (x h1 h2 )(t)
" = (x (h1 h2 ))(t)

39! 896 7 38
" A z(t) = (h x)(t)
" C h = h1 h2 .
71 6 34 3.6.2 57@@@64 48 38

>-/

3.8.1

" [Dx] = D[x] .

39! 89 6 48 3 7 1 9 75 89 7 67 6 1
y1
- H2 -
x y
- + -

y2
- H1 -
6 89 1 2"

69
" y(t) = y1 (t) + y2 (t)
" "
Z Z
= K1 (t, s)x(s) ds + K2 (t, s)x(s) ds
" :

Z
= (K1 (t, s) + K2 (t, s)) x(s) ds

Version 1.1
: September 2006
89 1 6!4 89
386
"
Z
y(t) = K(t, s)x(s) ds
" B

K(t, s) = K1 (t, s) + K2 (t, s) .
64 64 89 9
" y(t) = (h x)(t)
" h = h1 + h2 .
146 347 89 16 7 34 39! 69 89 7 4 8
1 89 1 1 6 8 1 !
75

27
x
-
y
+ - -
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6
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9 8 7 3 77 64 89 7 8 08 89 146 34

146 6 6 1

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7 x @ 67 6 6 y 4 616 34 8 6 7 14 7
08 89 146 6 7 09 8 4
Version 1.1
:" September 2006

4 2D 45 658 4 46 1 2!6 !7 20 97 6 01

4! 35 6 486

35 9 668 68 71 69 89 6 08 74
!6 8 4 !6 6 3 1 9 48 7 08 89 4

67 6!6 1 !6 469 3

4 9 ! 7 46 1 Normed Space 4 1

ax + by

a, b

x, y 4.1.1
<&.*<

x x+0=x 0
||x||

x=0 ||x|| 0

||x + y|| ||x|| + ||y||

||x| = || ||x||
y @ x 3 1 68 ||x y|| 6!6 16 75 6 48
774 4 768 7 D 9D 78 46 1 !6 34 2 9

6 7 5 7 96 6!4 96 8 5 668

2
38 0 184 6 4 6!
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pp1

4.1.2
<&.*<

:
1
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. p
p
||x|| = |x(t)| dt , p

::
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x
: .
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t

Lp
:" Lp = {x : ||x||p < } .
09 47 8 69 676 668 456 ! ||x|| 67 ! 16 34

396 5 45
9 3 5 ||x|| ||x|| 67 67 ! 2 9
2 48 7 7 8 A 40

|x(t)| ||x|| t 6 A
68 9
Z
1{tA} dt = 0 .
6 74 40 67 D4D 96 x 67 38 0 68

!6 6!4 6!4

47 6 4 4 x 67 9 474 0 ! 56 8

1 L 1 5 4 9 46 1 L 1 p 1 686

!4 69 45 L 1 61 6!4

45 L

p
45 658 !6 34

p = 2 9 9 5
2

1
::
Z
.
hx, yi = x(t)y (t) dt
hx, xi = ||x|| 45 6586 7 4 y 67 8 y 78

2
2

1 47 6 1 487 38 96 71 48 5 89 9

BIBO: bounded input bounded output

4.2.1
<&.*<

||(x)|| < ||x|| <
! 8 6 68 847 456

BIBO 4.2.2
<*
.
: 1 (x)(t) = cos(x(t))
: 2 (x)(t) = x(t 1) x(t + 3).
Version 1.1
: September 2006
486
BIBO
:"

1

x(t) = 0
3 (x)(t) =
1

x(t) 6= 0 .
x(t)
::
Z t
4 (x)(t) = x(s) ds
:

d
5 (x)(t) = x(t).
dt

3
:B

1

t1
x(t) =
1

t > 1.
t

x(t) = sin(t2 ) 5 x(t) 1 4

2t cos(t2 )
6 7 7 64 896

BIBO

h
>-/

4.2.3
:
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|h(t)| dt < .

||[x]|| ||h||1 ||x|| L1 h
1 6 ! 8 6 469 768 1 x L @6 87 h 8 61 144 2< %
<

38 1
:
Z

|y(t)| = h( )x(t ) d
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:C

Z
|h( )| sup |x(s)| d
:
s
= ||h|| ||x|| . 1
497 31 37 38 4 ||y|| ||h|| ||x|| 386

68 4 47 144 47 38 186 8

1
:
Z
|h(t)| dt =
!4 ||(x)|| = @7 8 x 1 6 4

:"

1

h(t) 0
x(t) = sign(h(t)) =
1 h(t) < 0 .

Version 1.1
:B September 2006
5
714 1 4 y 386 y(0) = 8 4 x(t) = sign(h(t)) 1 3

::
Z
y(0) = h(t)x(t) dt
:
Z

= |h(t)| dt
:B

= .
;(;/;
8 46 67 BIBO 64 89 9 2! 01 46 796

9 B 9
: ||y|| B ||x||

3 ||x|| @7 3 3 x 8 94 38 5 B = ||h|| 69 34 B 9

4 89 67 ! 0 1
9 ( 4.2.1) 7 89 676 208 9 39 3 7 BIBO 89 7
44 3 6 ! 71 cos(0) = 1@7 38 ||[x]|| 1 0 3 x 0 89

4
6 8 4 3 6 ! 8 B 9 6 ( 4.2.2) 89 9 0 96

0 96 08 9 3 386 y(t) = = ||x|| 0 x(t) = 1 48 14 0
2 2

: sup |[x](t)| sup |x(t)| 2
4 3 6 ! 386 ||[x]|| (||x|| ) 68

t t
2

BIBO h=
()*&$

4.2.4

BIBO h = 0
39! 896 0 61 16 34
>-/

4.2.5
:A
Z
sup |K(t, s)| ds < .
t
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<

:C
Z
|y(t)| |K(t, s)| sup |x(s)| ds .
;(;/;
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8 6 6 ! 89 1 78 74 48

31 6 89 31 6 89 0 BIBO IOM 89 7
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18 4

08 7 85 89 0 96 BIBO 3 ! 6

Version 1.1
: September 2006
5

( 2.1.1)
7 D 89 8 804
:" N
X
an
dn y(t)
=
M
X
b
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4 957 2 !6 47 67 676 34 D 69 89 9
n=0 m=0

89 61
y

ZIR 4.3.1
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t
67 45 465 8 804 69 0 48 69 957 68 3 486 8 !

4! 7
:" " X
a
N
n
n
7 67 45 45 465 77

n=0

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n
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4.3.2
>-/

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tk ei t
67 8 8 y 5 4! 35 8
2.1.8 57 804 2< %
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t 78 t e 0 66 1 68 45 465 67 77 78
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4.3.3
<*
.
:" B y y = x x
Version 1.1
: September 2006
5

1

BIBO

:" y + y =
d2 d
x(t) + x(t)
dt 2 dt

(1)

BIBO
6 5 3 7 BIBO D 89 668 67 69

146 8 ! 4 0 7 656 654 78 1 5 494 BIBO

45 14 4 7 6 ! 71 66 BIBO
38 ! 45 465 77 69 4 6 469 D 67 5 6 8

8 4606 4@ ! 01 465 67 77 716 68 46 3 387 9 86

0 6 667 7 61 96 2 77 96 3 6

6 ! 9 Routh-Hurwitz @ 3 3 1 7 5 347
Version 1.1
:A September 2006

48 68
D6 30 9 46 89 67 9 D 6445

! ! 0

8 5 s 78 x(t) = e D6 896
st
67 5 35 9 0 9 6 6 H(s) 8 9 9 H(s)e ! 68 st
4 7 4 y (t) = H(s)e 5 35 7 x(t) = e 48 97 7144 D
p
st st
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X
an
dn y(t)
=
XM
b
dm x(t)
m
n=0
dtn m=0
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X
an
dn H(s)est
=
M
X
b
dm est
m
dtn dtm
n=0 m=0
" H(s)
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.
n=0 an s e
465 67 77 44 s@7 4 68 5 4 487 4 08 5 35 38 24

D 67 45
C
01 5
2 714 64 89 9

Z
y(t) = x(t )h( ) d
B
Z

= es(t ) h( ) d

Z

= est es h( ) d

Z
st
=e es h( ) d
A

st
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! ! 89 7 38 48 658 9 ! 8 6 49! 7

896 7 1 45 6 1 H(s) 45 0 64 898 ! D

67 7 656 67 7 7 69 64 45 4 H(s) 45
0 64 89 67 7 465 47 67 4 0 45 8 4 D

5 78 s = j 5

64 39! 6 ! 67 656

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0 6 ! 0 e 4 48 7 38 89 67
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( 5.1.9)@@( 5.1.8) 69 H(j) ! ! 7 9 658
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Z
.
F{x}() = X() = x(t)ejt dt.
85 5 !4 0 L @ ! X()

1

. 1

Z
1
F {X}(t) = x(t) = X()ejt d.
2
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4 5 716 6!4 8 7!6 71 96 46 71 8 x

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1
Z
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8 34 4 7 x 67 5 F[x]() 4 774 4

45 9 7 86 71 7 386 x 6= F[X]@7 38 4 0 7 8 6 74 x X
F
3 95 47 67 45 7 67 95
t 47 67

Version 1.1
September 2006
01 5

4 68 34 6 8 9 6!4 5 1 69 014 0 9
47 6 14 9 L @ ! L @ 687 144 0 9

2
6 4
1

x X X

L x 5.3.1
>-/

2

"
Z
|x(t) x(t)|2 dt = 0 .

8 1 47 4 47 94 7 6 75 0 57

01 85 4 68 !
XL 1

X() xL 5.3.2
>-/

1

x

x

" x(t) =
1
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2

38 ! 247 49 184 2< %

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" "
Z
jt
|X()| e |x(t)| dt = ||x||1 .

;(;/;

5.3.3
>-/
" : F
ax1 + bx2 aX1 + bX2 .
;(;/; 6 !4 46 94@@@6!4 ! 7 9 2< %

<
Version 1.1
September 2006
01 5
X() = X ()

x(t) = x (t)

5.3.4
>-/

X() x (t) = x(t) x

x(t) = x(t) X() = X() x(t) = x(t)

X() = X()
9 89 387 0 1 56 34 7 9 8 94 47 48

6 67 667 89 77 387 0 794 6 4 0 48 94 667 89

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"
Z
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" B

Z
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"

Z
j()t
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;(;/; 48 7 18

>-/

5.3.5
" x(t ) X()e .

F j

" A F
x(t)ej0 t X( 0 )

" C d F
x(t) jX() .
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dt
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x(t) (j)n X() .
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(x y)(t) X()Y () .

" " x(t)y(t)

F 1
(X Y )() .
2

" : x(at)

F 1
X .
|a| a
Version 1.1
" September 2006
01 5

F[f ]() = 2g()

f = F[g]

Duality

5.3.6
>-/

" F (F[h]) (u) = 2h(u) , F 4 [h] = 4 2 h .
! 2< %
<
" B
Z
.
F[f ](u) = f (s)ejus ds
"

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" A = 2g(u) .
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9@@@9 658 8 9@@@ 9 01 F 67 695 8 41 14 97
8 94 38 01 20
" C F =
F
. 1
3
4 2
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Plancherel

5.3.7
>-/
"
Z Z
1
x(t)y (t) dt = X()Y () d .
2

y L2 Z()
x(t) L2 X()
"
Z Z
1
x(t)y (t) dt = Z()Y () d
2

x
F
Z

" "
1
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2
7 2 61 46 34 57 L @ 9 5 716 14 46 37 38 29

! 776 75 8 4 7 5 38 9 6
2

71 6 !

5.4.1

Version 1.1
: September 2006
668 456 5

L
@ ! L @ 7 x, y 9 2
6 ( 5.3.23)@ ( 5.3.21) 67 < %
<
1

2

" :
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Z
1
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6 15 0 14 8 4 7 D6!D X()@7 38
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668 456 ! 484 0 2

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0 47 67 31 45 @ L @ 45 f 8 6 74 ! 6 668

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: "

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45 9 418 7 0 7 31 45 9 31 45 67 5 8 6 74

668 45 67 5 67 ! 796 77 L @ 1

t f

5.4.1
<&.*<

F(f )
: :
Z Z
.
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67 5 69 46 7 668 45 67 695 7 67 67
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31 45 69 f 668
6 469 668 45 38 668 45 67 5 7 6 8 2 9
6!4 387 46 6 38 34 6 47 4 5 46 2 47

6 7 ! 386 46 ! 67 3 386 46 5 67

Version 1.1
September 2006
668 456 5
74 5 48 68 6!4 67 48 5 4!7 38

67 7 4 ! 67 3 67 5 36 45 3 89 1 1 7 7 5

4 68 96 1 4 77 68 4
<*
.

5.4.2
:
Z Z Z
jt
F{}()() d = (t)e () d dt
: B

Z Z
jt
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:

Z
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t 1

1

: 1 .
F
1 45 67 5 714 5 38

1
<*
.

5.4.3

: A
Z Z
F{1}()() d = 1 F{}(t) dt
: C

Z
1
= 2 ej0t F{}(t) dt
2
: = 2(0)
:
Z
= 2()() d

=0

F{1}() = 2()

1
: " F ej0 t () = 2( 0 ) .

: : cos(0 t) =

1 jt
e + ejt

2

: F[cos(0 )]() = [( 0 ) + ( + 0 ] .
Version 1.1
B September 2006
668 456 5

L1

x(t) = t
<*
.
n
5.4.4

( 5.4.4)
: B
Z Z
F{x}()() d = tn F{}(t) dt
:

Z
= (j)n (jt)n F{}(t) dt.

dn
d n () (jt)n F{}(t)
:
dn
Z Z
n
F{x}()() d = (j) F (t) dt
d n
: A

Z n
n 1 j0t d
= (j) 2 e F (t) dt
2 d n
: C = 2(j)n (n) (0)
:
Z
= 2j n (n) ()() d

= 0 (n) n

F{tn } = 2j n (n)

5.4.1

5.4.5
>-/

5.3.6 5.3.5 5.3.4 5.3.3

07 38 5 6!4 716 34 6 386 L @ 44 x(t) = sign(t)
15 67 71 6 44 1 716 4
1
38 4 6 8
48 8 6 74 7
:

dx
F () = jX()
8 94
dt

: " dx
=
dy
6 47 9 x(t) y(t) = c 8 1 0!4 67 37 6= 0 686 jX() = jY () 0
dt dt
4 0!4 67 5 46 9 8 t@

: :

dx
F () = Y ()
68 9 18 0
dt

6= 0
: X() =

1
Y () + Z()
j
Version 1.1
September 2006
668 456 5
668 45 7 0 Z() 8 757 38 6= 0 686 5 Z() 78

0!4 ! 0 9577

6!4 @4 9

: B
Z
j0t
X(0) = e x(t) dt = 0
47 @4 9 ! 5 0 48 8 5 4 386 @4 9

5 6!4
: F[sign](0) = 0 .
0!4 48

:

d
F sign () = F(2) = 2 .
dt
8 94 38
: A F(sign)() =

2
j
Z() = 0 68 3 6 37 46 1 4 48 66! 78

! 457 38
: " C 1
u(t) = (sign(t) + 1)
2
8 1 67 5 67 46 94
: "

1 2 1
F(u)() = + 2() = + () .
2 j j
2 84 4 71 4 38

5.4.6
>-/

: " F(sign)() =

2
j
: " " F(u)() =

1
+ ()
j

: " : t
Z
X()
F x( ) d = 1 + X(0)() .
j {6=0}
Version 1.1
September 2006
89 5
64 48 31 184 2< %
<
: " t
Z
F x( ) d () = F (x u) ()
: " B

= X() F(u)()
: "

1
= X() + ()
j
: " =
X()
+ X(0)() .
j
;(;/;

6 4 6!4 8 804 85 5 67 ( 5.2.2) 6!4 ! 7 344
2 86
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1 X

Z
jt jkt
x(t) = X()e d X(k)e .
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k=
45 67 78 e 4 45 67 6 x 45 68
jkt
67 97 688 8 0 5 67 9@@@X(k) k 4

5 38 0 6! 8 6 8 6 34 8 6! X()

0 !4 3 x@6 0

X( ) = 0
0
e 4 6 64 89 ! 5.1 9 47 58
jt
y(t) = H()e . jt
6 89 ! 67 6! 7 7 89 67 ! 4 H @6

x 486 ! 8 4 668 35 47 4
" y(t) = (x h)(t)
: Y () = X()H()
6 ! 7 64 39! 67 5 H 78

48 3 77 38 89 67 1 146 14 68 46 44 5

!6
Y () = H()X()
8 1 ! 146 1 6

5.5.1
<*
.

Version 1.1
A September 2006
44 5
x- y z-
H1 - H2
89 1 2
B Z() = H2 ()Y ()
= H2 ()H1 ()X()

H() = H2 ()H1 () .

5.5.2
<*
.
y1
- H2 -
x y
- + -

y2
- H1 -
6 89 1 2
A Y () = Y1 () + Y2 ()
C = H1 ()X() + H2 ()X()
= (H1 () + H2 ())X()

H() = H1 () + H2 ()
957 89 2 8 48 69 89 957 756 75 0 5 67 68
01 3 H() 44 89 47 8 69 47

8 34 D 34D 896 6 9 89 69 08 68 6 ! H()

68 48 69 89 957 8@@@67 68 78 89

44 5

346 38 9 44

B

Low Pass Filter
<&.*<

5.5.3

1

|| B .
H()
6
-
B B
84 9 34 2"

B High Pass Filter
"

1

|| > B
H() =
0

|| < B .
H()
6
-
B B
! 9 34 2:

B1 , B2 Band Pass Filter
:

1 B < || < B

1 2
H() =
0 otherwise.

Version 1.1
B September 2006
44 5
H()
6
-
B2 B1 B1 B2
9 34 2

5.5.4
<*
.

9

H()
6
AA
A
A
1 A
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5.5.5
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Woofer

tweeter 7005000 mid-range 70700

subwoofer

crossover
Version 1.1
B September 2006
44 5

woofer

K

B1 < < B2
H() =
0

HL ()
B

K/HL ()

B1 < < B2
HF () =
0

K

B1 < < B2
H() = HL ()HF () =
0

5.5.6
<*
.

pre-filter

DVD

y(t) = x(t) h(t) + n(t) Y () = H()X() + N () .

N H

H1 pre-filter

H1 ()H2 ) = 1 H2 post-filter

H2 N ()

H1

H2

Version 1.1
B" September 2006
! 5
9 34 6 4 38 7 Low Stop Filter 84 1 34 ! !6 34

68 9 Band Stop Filter 1 34 6 ! 1 34 ! !

2 89 7 46 75 696 44 68 361 96

6 1 69 0 84 9 34 68 1 67 ! 7 89

84 9 34 74 9 54 386

B 39 9 84 9 34 67 6 ! 714

A h (t) = F [H 1

]
LP F LP F
C 1
Z
jt
= H ()e d LP F
2

B
1
Z
jt
= e d
2

B
1 jBt
jBt
= e e
2jt
" =
1
sin(Bt)
:
t
B sin Bt
=

Bt
B
= sinc(Bt) .

67 67 658 5 45 67 6 9 0 t = 0@ 1 7 sinc 45
t 67 667 896 ! t 67 6! 896 ! 5 47 0 8 6 74 0@ 8 96

34 6 8 ! 47 9 5 47 6 ! 9 6 89 7 38

34 76 8 6 84 9 34 76 34 6 386 30 08 34 76

6! 77 688 667 40 54 6 ! 74 27 9 34 74

34 6 4 67 9 7 3 67 7@@@ 7 8

8 76 ! ! 46 05 89

B |H(j)| = 1,
\H(j) = .

x 69 89 695 38 H(j) = e 8 7 7 97 768 9
j
Y () = X()e j
386
A y(t) = x(t + ) .
7 0 68

Version 1.1
B: September 2006
! 5

384 475 34 5 67 4 776 ! 5 4 0 9

1 34 !7 4 7 67 345 67
49

14 5 16

97 96 449 47 144

@6 9 5 0 96 16 96 7 386
0 20KHz 97
6 8 7 44 7 4!6 6! 6 8 6 4!

67 ! 97 6 6! 6 7 44 6 ! 6

B = =
c 300, 000 km/sec
= 15km .
44 1 97 1 84 6 79 44 67 9
20, 000 1/sec

76 6 !

4!6 69 x 766 386

4
01 3000M Hz = 3GHz 9 500KHz = 0.5M Hz @ 4!6 6!
! 4!6 4 96 8 7 47 58 5.5M Hz 9 9!

0 7 AMAmplitude Modulation@@@65 345 4 75 345 7

71 64@@@ 658 cos( t) 144 2 @ 347

0 0

B y(t) = x(t) cos( t) . 0
54 386 20KHz 9 97 6! 69 0 97 38 x 74 71

64 48 ( 5.4.15) 56 27 6 5 94 20KHz 9 X() 0 8

B " F (x cos( t)) () =

1
X() F(cos( t))()
0 0
B :
2
1
= X() (( ) + ( + )) 0 0
B
2
1
= (X( ) + X( + )) . 0 0
0 X( + ) = 0 X( ) =2 0@7 68 5 1 156 686

8 8 38 144 X() 67 9 4 29 7 4 67 4
0 0

B
> 74 6! || > 9 X() = 0@7

9 cos 7 7 6584 Demodulation 0176 8

0 B B

! 96 34 387 9 9 68 71 4 65 05

64 z @ 017 34
B B z(t) = y(t) cos( t)
B
0
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B September 2006
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BB September 2006
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Version 1.1
B September 2006
5 5

69 ! 30 056 8 t 30 5 1 !6
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7@7 37 L @ 6 ||x|| = 1 647 2 2

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dx(t) 2
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dt 2
Version 1.1
B September 2006
5 5
61 !4 77 71 64 1/2 9

dx 1 dx2 (t)
Z Z
tx(t) dt = t dt
dt 2 dt

1 2 1
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R 2
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2
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B1 ||(n+1) ||
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||
Version 1.1
BA September 2006
5 5
Version 1.1
C September 2006

477 8 9 46 89 67 9 D 6445 8 4 5.1 9
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t=
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September 2006
656
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" September 2006
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x + y X + Y

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656
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Version 1.1
September 2006
85 656
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B:

= et F 1 [X( + j](t)
6 9 85 78
B X( + j) = F[et x(t)]
Version 1.1
September 2006
85 656
386
BB et x(t) = F 1 [X( + j)]
B x(t) = et F 1 [X( + j)]
B
Z
1
= et X( + j)ejt d .
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48 1 7 8 16 469 78 85 6 14 46 34 31 37

85 14 64 ( 6.2.4)@@( 6.2.3) 7 0 37
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4 1 5 4 37 5 5 47 58 78

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68 64 45

BC X(s) =
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0 7 76 75 M N

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Version 1.1
A September 2006
85 656

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.
BB s2 + as + b
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c1
+
c2
+
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2
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B s2 + as + b
=
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(s 1 )2 (s 2 )

B s2 + as + b = c1 (s 2 ) + c2 (s 1 )(s 2 ) + c3 (s 1 )2 .

s = 1
BA 21 + a1 + b = c1 (1 2 )

c1
BC c1 =
21 + a1 + b
.
1 2

( 6.2.18) s = 2
B 22 + a2 + b = c3 (2 1 )2

B c3 =
22 + a2 + b
.
(2 1 )2

( 6.2.18) c2
s
( 6.2.18)

B" d 2 d
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B:
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s = 1
B 21 + a = c1 + c2 (1 2 )

BB c2 =
21 + a c1
.
1 2
Version 1.1
C September 2006
85 656

( 6.2.18)
B c3 + c2 = 1
B c3 21 c2 (1 + 2 ) + c1 = a
BA c3 21 + c2 1 2 2 c1 = b .

c1 , c2 , c3

B" C s2 + as + b
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67 48 ! 6! 4 4 ! 45 67 61 6 8 ( 6.2.11)@ 8 61
57 776 4 6 64 45 6 7 47

>-/

6.2.2
B" X(s) =
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1 0
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n=1 k=1
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Version 1.1
September 2006
89 656 656

B" B x(t) = (t) + (t T ) + (t 2T ) + . . . =

X
(t kT ) .
k=0

89 146 656 77 34 0 9
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" September 2006
89 656 656
y1
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x y
- + -

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B" Y (s) = Y1 (s) + Y2 (s)
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B" B Y (s)[1 H2 (s)H1 (s)] = H2 (s)X(s)
B" Y (s) =

H2 (s)
X(s)
1 H2 (s)H1 (s)
Version 1.1
: September 2006
89 656 656

B" H(s) =
H2 (s)
1 H2 (s)H1 (s)

B" A H(s) =

H2 (s)
.
1 + H2 (s)

B" C H1 (s) =

N1 (s)
D1 (s)
B" H2 (s) =

N2 (s)
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s Ni (s), Di (s)
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= N2 (s) N1 (s)
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D2 (s)D1 (s)
B" : H(s) =

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B" H(s) =

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1 656
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Version 1.1
B September 2006
1 656

6.4.2
>-/
B: L+
x + y X + Y

x, y
B: B L+
x y X+ (s)Y+ (s) .

B: L+
(x u) (y u) X+ (s)Y+ (s) .
;(;/; 67 6 94 48 2< %

<
00 6 67 1 656
B:
Z
L+ [(t a)](s) = est (t a) dt = esa
00 6 9 64 7 !6 34 8 804 a < 0 0 7 a 0

0

x a0 6.4.3
>-/

B: A L+
x(t a) esa X+ (s) .

x(t a)u(t a) x(t a)
;(;/; 48 94 2< %
<
48 386 X (s) 667 t 9 89 0176 34 6 1 44 x 8 6 74

+
4 9 a 0 9 5 6 68 00
8 s 686 8 94 48

0
B: C s0 t
e x(t) X (s s ) .
L+
+ 0
0 61 4 9 46 D 67 45 716 1 1 656

t x(t)e

0 6.4.4
>-/ st
B: d L+
x sX (s) x(0 ) .
+
dt
Version 1.1
September 2006
1 656
6 !4 1 6 61 4 68

2< %
<
B:
Z
d d
L+ x = x(t)est dt
dt 0 dt
61 !4
B: "
d st
Z

= x(t)est 0 x(t) e dt
dt
B: :
0
Z
= x(0) + s x(t)est dt
;(;/; 0 48 4 66!

0

64 0 14 01 77 69
B: dn L+ n
x s X+ (s) sn1 x(0 ) sn2 x(1) (0 ) . . . sx(n2) (0 ) x(n1) (0 )
dtn
B: B = sn X+ (s)

n
X
snk x(k1) (0 ) .
t 78 x(t)e 0@7 4

k=1
dk st
94 38 6 38 0 ! 67 1 dtk
>-/

6.4.5
B: t
X+ (s)
Z
L+
x( ) d .
0 s
;(;/; 6 186 0 2< %

<
s 6.4.6
>-/

B: tx(t)
L+ d
X(s) .
ds
;(;/; 6 0 2< %

<
0 6.4.7
>-/

B: A x(t)

L+ 1
X+
s
.
a
;(;/; 667 a@ 776 34 67 38 6 0 2< %
<
6! s@ 9 9 5 40 67 9 7 5 61 9 57

56
Version 1.1 September 2006
1 656

6.4.8
>-/

B: C x(0+ ) = lim [sX+ (s)] ,

s

B: x() = lim [sX+ (s)] .

s0
0
e u(0+ ) =1

a>0

x(t) = eat u(t)

6.4.9
<*
.

0
B: X+ (s) =

1
B: "
s+a
s
lim = 1 = x(0+ )
B: :
s s + a
s
lim = 0 = x() .
s0 s + a
74 z(t) = se 45 314 36 44 4 35 0 57 184 6
st
8 6
B:
Z Z
st
sX (s) = s + e x(t) dt = z(t)x(t) dt .
21 z 456 1 17

0 0
B: B
Z
st
se dt = 1 ,
456 0 68

76 3 796 7 08 45 s 9
0
0 @ 61 9 46 5 6

+
1 5 9 9
B:

dx
L (s) = sX (s) x(0 )
+ +
dt
47 0! 48
B:

dx dx
Z
st
lim L (s) = lim
+ e (t) dt
dt
s0 dt s0 0
B: A dx
Z
= (t) dt
B: " C
dt 0

= x() x(0 ) .
Version 1.1
A September 2006
1 D 656
64 41 7 7
B: " lim sX+ (s) x(0 ) = x() x(0 )
B: "
s0
lim sX+ (s)) = x() .

s0

6 ! 66 34 48 898 D6 1 4 78 8 4

! 64 85 69 7 45 71 2 656

61 4 957 668 5 14 75 1 656 6

4 D 7 344
B X d y(t)
a =
N X
b
d x(t)n M m
n n m m
dt dt
25 61 4 44 78
n=0 m=0

B (1)
y(0 ), y (0 ), y (0 ), . . . , y (2)
(0 ), y
(0 ). (N 2) (N 1)
9 ( 6.4.15) 14 46 48 09 64 7 47 69 1 94

0!4 67
B " N N
!
X d y(t) n X
d y(t)
n
L + a n (s) = a L (s) n +
dtn dtn
n=0 n=0
B : N n
!
X X
n nk (k1)
= a0 Y+ (s) + an s Y+ (s) s y (0 )
n=1 k=1
B N N n
!
X X X
n nk (k1)
= Y+ (s) an s an s y (0 ) .

n=0 n=1 k=1
B B M M
!
dm x(t) dm x(t)
X X
L+ bm (s) = bm L+ (s)
dtm dtm
m=0 m=0
B M m
!
X X
m mk (k1)
= b0 X+ (s) + bm s X+ (s) s x (0 )
m=1 k=1
B M M m
!
X X X
= X+ (s) bm sm bm smk x(k1) (0 ) .
37
m=0 m=0 k=1
B A N M
! !
X dn y(t) X dm x(t)
L+ an (s) = L+ bm (s)
dtn dtm
n=0 m=0
Version 1.1
AC September 2006
1 D 656
8 86 386 34
B C
N M N n M m
! !
X X X X X X
n m nk (k1) mk (k1)
Y+ (s) an s = X+ (s) bm s + an s y (0 ) bm s x (0 )
B
n=0 m=0 n=1 k=1 m=1 k=1
M N n M m
! !
X X X X
nk (k1) mk (k1)
X
m
bm s an s y (0 ) bm s x (0 )
m=0 n=1 k=1 m=1 k=1
Y+ (s) = N
X+ (s) + N
N
X X X
an sn an sn an sn
67 6 ! 9 64 6 ! 0 68 2H(s)X (s) 6 4 37
n=0 n=0 n=0

656 38 Y 68 5 48 ! 47
D 67 89

+
! 67 88@@@D 69 89 67 668 ! 716 68 46 44 1

ZIR
486 ! 61 46
Version 1.1
A September 2006

01 656 7 5

@64 89 46 89 67 9 e 6445 47 58
st
! 0 x(t) = e 48 1 75 ! 71 386
D
jt
096 684 0 387@@@ 6445 67 88 668 !6 4 386 H(j)e
jt
! 46 9 0 x(t) = P e 75 ! 716 46
k
jk t
C y(t) =
X
H(j )e . jk t
k
5 69 94 01 7 38 01 6 796 34 4 67 86 5
k

88 [0, T ] 64 69 ! !6 4 1 01 45 69 89

C X
a e

jk0 t
k
8 687 7 14 77 4

0 = 2/T 78
k=

201 1 687 7 T 01 9 01 45 38 696

0
C " e jk0 t

=e j(k0 t+k2)
=e =e .j(k0 t+k0 T ) jk0 (t+T )

D6!4 5 D 69 01 0 9 1
64 5 !4 6 7 7 0 t T 9 ! L [0, T ] 8 804

68 2
T
Z
2
|x(t)| dt < .
0
A
01 5
0 1 45 658
1 T
Z
hx, yi = x(t)y (t) dt
T
47 38 5 4 38 97 5 !4
0
" kxk2 = hx, xi .
0 = 2/T

T 96

: n
ejk0t
o
68 L [0, T ]@ 45 9 64

2
1 T
Z
ejk0 t ejm0 t dt = (k m)
T
1 n = 0 @6 7@@@
67 6 66 4 67 6 45 (n) 78
0

57 386 C 7
L [0, T ] x 7.1.1
>-/

2

B 1 T
Z
. jn0 t jn0 t
a = hx(t), e i= x(t)e
n dt.
T 0

MSE: Mean Square Error x

2
N

Z T X
lim x(t) an ejn0 t dt = 0.

N 0
n=N

{bn } x {an }
{b

n} {an } N, M

M
2 M
2
Z T X Z T X
jn0 t
x(t) an e dt x(t) bn ejn0 t dt.

0
n=N
0
n=N

L
2 [0, T ] y {cn }
A 1 T
1 T
Z X Z X

x(t)y (t) dt = an bn , 2
|x(t)| dt = |an |2 .
T 0
T 0
0176 34 38 0 ( 7.0.2) 5 34 01 8 6 74
( 7.1.6) {a }
09 6 75 0 4 x 5 67 8

k
4 3 ! 54
Version 1.1
A" September 2006
! 95 5

L1 [0, T ]

x

7.1.2
>-/

( 7.1.6)

[0, T ] t

C lim
M
X
an ejn0 t =
1
x(t ) + x(t+ ) .

N ,M 2
n=N
9 9 !7 67 3 44 5 8 7!6 71
38 0 75 688 3 36 4 6 1 7 96 751
69 0 3 8 4 7.1.2 57 67 ! 78 796 34
1 4 5

67 96 x 67 t 5 4 68 48 5 69 7.1.2 57 47 58
67 5 5 69 774 4 79 35 4 96 48 5 4
x(t)

5 6!47 688 4 08 5 67 !7 2 8 67

@ 34 0 4 146 8 5 67 68 776 34
67 67 5 5 69 4 48 7 8 68 4 7 144
0

5 386 6 ! |n| ! 386 6! n 75 ! 7 7@@@ ! 16

68 9 84 9 34 H ()@ 34 84 9 34 96 67

0

0 4 1404 N @6 9 9 9 34 16 396 N 668 9

N

0
0 0 34 67 6 ! h (t)@ 34

0
N

. X
x (t) = a e
N
= x(t) h (t). jn0 t
N n N
t 6= 0
9 0 = 2/T @7 38 29 471 84 9 34 67 6 !

0
n=N

1
Z
jt
h (t) = N H ()e d N
2
"

N 0
1
Z
jt
= e d
2
:
N 0
1 jN 0 t N 0 t
= e e
2jt
=
1
sin(N t) 0
B
t
2N T 1
= sin(N t) 0

T 2N t
2N sin(N t) 0
=
T N t

0
2N
= sinc(N t). 0
T
Version 1.1
A: September 2006
01 6 5 5
sinc@ 67 8 4 0 8 sinc(0) = 1 8 804 0 64 t = 0 9

3 71 0 456 1 17
A 2N
Z
sinc(N t) dt = F(h ) = H (0) = 1.

0 N N
957 7 38 6 ! N @7 688 0 ! 794 45 67 39 h 386
T =0
6 5 45 67 5 4 5 957 6 8 0 67

N
t = 0 4 68 67 5 4 u ! 45 67 5 6

38 0 2(u h )(0) = 1/2 64 64 t = 0 9 8 6 74 sinc 45 67 ! 344
6 64 67 6 9 47 668 17 9 45 sinc@7
N

71 6 1.08 0 9 8 6 75 sinc@ 67 37 5 68 t = 9
2
38 6 ! N 78 4 4 67 !7 68 N @ 668 6 4 0 9 8

N 0

6 48 5

5 4 7 34 t 68 68 57 46

!7 30 4 8% @8 67 !7 0 768 5 4 6 7

!7 @@@64@@@ 1 68 6 ! N @7 688 5 46 6

Gibbs ! 95 0 !7 6 N 6! 9 97
69 68 7 9 71 6! !7 7 47 8

7 ! 4 1 776 7 4 5

@7 38 6!4 6 68 4 T 01 9
5 7 47 01

" mT T
Z X Z X Z
|x(t)| dt = |x(t)| dt = |x(t)| dt =
458 5 6 08 6 14 386 01 94 31 456 37 78
m= t=(m1)T m= t=0

34
6 484 6 71 6 34 65 71 794 668

5 ! 01
" 1
T /2
X Z
jk0 t jk0 t
x(t) = a e , a = x(t)e k dt, n
T
67 46 774 01 9 T 87 64 68 69 796 34 6!4 78
k= T /2
64 F e () = 2( k ) 5 jk0 t

0
" " F {x} () = F X a e

( )
X n o X
jk0 t jk0 t
() = a F e k () = 2 a ( k ). k k 0
67 5 8 46 86 cos 67 471 78 4 08 6 !
k= k= k=

69 44 {a } 67 5 7 01 n

" : F {x} () = 2
X
a ( k ).

k 0
k=
Version 1.1
A September 2006
017 ! 5
67 6586 5 5 01 67 D6!D 67 5 6 !4

668 45 47
8D D 6 D 4 668 6 1 01 67 6 71 !

! 746 08 0 47 58 D 6
T
<&.*<

7.3.1
" . X
w (t) = (t kT ) .

T
k=
7
69 !64 7 5 8 74 01 07 38

" B 1 T /2
1 1 T /2
Z Z
jk0 t jk0 t
a = k x(t)e dt = (t)e dt = .
T T T
71 14 64 ( 7.3.4)@ 38
T /2 T /2
"
( )
X 2 X X
F (t kT ) () = ( k ) = ( k ) . 0 0 0
T

6 44
30 6 67 5 68
k= k= k=

x 67 5 6 ( 7.3.6) 71 2 9

T
" x (t) =
1 X
e .

jk0 t
T
T
45 0 7 67 67 87 9 384 75 48 4 3 87
k=

! 0 695 31 45 69 695 69 ! 668 45 68 8 668
26!
" A N
!

1 X
Z Z
.
jk0 t
X
jk0 t
e (t) dt = lim e (t) dt.
T N
31 45 67 7 38 2 67 5 67 89 8 07 38 48 3
k= k=N

48 8
47 31 45 9

5 9 7 65 4 68 71 8 794 9 84 61

4 67 89 ! 5 68 7 9 3 30 7 38

! 0176 347 08 !6 34 67 30
69
30 45 ! ! 67 1 356 38 1 4 8 7!6 71

! 71 5 8 9 71 65 6 71 4 35 5

9 676 4 0 74 D6!9D 9 695 386 5

Version 1.1
AB September 2006
017 ! 5

T

x

7.4.1
<&.*<
: .
xs (n) = x(nT ).
x (t) =. x(t)w (t) 34

7.3.1 ! w (t) 6 774 14 6
T T T
64
: x (t) = x(t)w (t) = x(t)

X
(t kT )

T T
k=
: " =

X
x(kT )(t kT )
k=
: : =
X
xs (k)(t kT ).
6 5 94 ! x (n) ! 67 30 ! 46
k=

64 x (t) = x(t)w (t)

s = 2/T s
T T
:
( )
1 X
F{xwT }() = XT () = X() F (t kT ) ()
2
k=
: B
" #
1 2 X
= X() ( ks ) ()
2 T
k=
: =

1 X
X( ks ).
T
0176 347 8 5 4 67 00 67
54 46
k=
768 1 5516 4! 6 007

|| B X() = 0

B

x

7.4.2
>-/

x s 2B Nyquist rate s x

7 4 ! 18 4 0 4 29
94 x ! 4 T ! B 1 84 9 34 H 2< %
<

T
64 ( 7.4.7) 0 0 34 B
: X ()H () = X() T B
;(;/; 7 48
6 46 37 38 75 017 7 6 0 ! 9 8 18
34 8 0 4 18 86 9 6 84 9 34 46 34 6 6

Version 1.1
A September 2006
79 017 5
! 017 7 75 ! 54 18 98 74 79 017 46
64 00 sinc 658 69 30 4

: A X
x (k) sinc

(t kT ) =
X s
x (k)(t kT ) sinc

(t)

s
s s
2 2
k= k=
: C =
X
x(t)(t kT ) T
1 s
sinc

s
(t)

2 2
k=
:
!
X 1 s
s

= x(t) (t kT ) T sinc (t) .
2 2
57 18 ! H 64 4 67 25 714
k=
230 658 67 67 67

7.4.2 !
s /2

:
( )
X 1 X 2
F x(t) (t kT ) = X() ( k ) s
2 T
k= k=
: " =

1 X
X( ks ).
T
;(;/; 67 017 64 6! X @7 66!
k=

84 9 34 94 sinc 6584 279 0176 69 0 0 18

7 9 34 9! 2380 1 796 75 695 ! 695

8 477 18 6 79 695 4 0 96 47 017 695 4456

279 7 ! 4 54 18 ! 6 468 37 38 7 @@@ 6

67 5 3 68 2n 686 x (n) ! 89 776 469 t 9! 9 0176 8
s
9 89 5 89
96 4 68 6! 6 77 75 017 449 4 79 35

017 4 75 017 nT @6 t 9 x (n) 89 77 t 9! 017

!4 68 9 31 9 69 7 4 0 017 ZOH: Zero Order Hold 5

s
x (t) = x (n), nT t < nT + T .

r s
271 45 !4 0 017 146 8

1

0t<T
1
.
pT (t) =
0

2 8 x 017 76 684 98

r

" xr (t) =

X
xs (n)pT (t nT ) .
n=
Version 1.1
A September 2006
79 017 5
146 8 7 1 896 5 0 T 30 5 69 9 2D!D x 017
2 8 x 09 !4 6 76 1 0
T

r

: p (t nT ) = p (t) (t nT )
T T
x (t) =
X
x (n)p (t) (t nT )
r s T
n=
B = pT (t)

X
xs (n)(t nT )

n=
= pT (t) xT (t)
386 ( 7.4.2) 7 ! x 78

T
Xr () = PT ()XT () .
017 0

84 9 34 P 8 9 4 ! 57 18

714 09 3 7 p 67 00 ! !4 0 38 714 67
T

T
2P () T
A

1

T /2 t < T /2
pT S (t) =
0
1
C

T
PT S () = T sinc

2
pT (t) = pT S (t T /2)
PT () = ejT /2 PT S ()
"

T
= ejT /2 T sinc
2
:

T
|PT ()| = T sinc .
2
469
017 386 7 8 84 9 346 4 0 7 38

7 3 P ()@7 4 68 ! 6 X() 67 00 957 295 7 36

7614 95 7 5 9 4 P () 67 897 8 !4 9

T

69 79 35 78 2/T = 2B 16 386 6

3 T ! !

T
017 34 7 76 75 017 338 3 4 6 1 767 658

0
! 7@@@31

40 ! 6 017 9 7 68 66

! 5 76 8 47 9 8 4 48 7 7 !

! 6 67 4 0177 4 317 38 6 0176 1 8 5 6!

!
Version 1.1
AA September 2006
3 7 5
654 45 !4 First Order Hold 396 46 017 146 34

1 + t/T T t 0

.

iT (t) = 1 t/T 0tT

0
1
69 017 !4
B xr (t) =

X
xs (n)iT (t nT )
n=
=
X
xs (n)iT (t) (t nT )

n=
= iT (t) xT (t)
A Xr () = IT ()XT () .
7 46 017 017 67 9 69 9 77 ZOH@ 017 9 8 6 74

1 T 67 7 66 684 79 35 68 30 1 T 9 9
30
6 i 67 714 14 6 ZOH 67 14 8
T
C 1
i (t) = p (t) p (t)
T TS TS

T
1 2
I () = P ()
T TS

T
T 2
= T sinc .
2
00 67 9577 56 7 386 P 7
6! 78 9 7 1 0

4 ! 38 4 !6 34 4
T

7 94 656 67 5 5 6!4 4 9

5 6!4 14 69 44 5 7 8 9

@6 5 69 716 34 668 67 1 157 9 !

656 !6 5 9 66 8 668 8
6!4

676 656 3 5 7 9 47 75 ! 6!

a 76 6!4 4 x(t)e @7 6 668 3 5 7 9 x(t) 4
at
Version 1.1
CC September 2006
3 7 5

78
a > 0 78 e u(t) 676 5 3 656 7 9 47 47
at
64 7 6445 0 48 1 4 s = 0 5 7

B H(j) = H(s)| .

<e s=0,Im s=
89 656 0 8 6 4 5 3 9 47 !

5 0 3 7! 656

1 445 668 4 !7 8

9 95 61 4 957 656 1

!4 67 5 66 34 5
B

T T
. x(t) 2 t

1

2
x0 (t) =
0

69 6 5 0

B "
Z T /2
. 1
ak = x(t)ejk0 t dt
T T /2
B : 1
Z
= x0 (t)ejk0 t dt
T
B

1
= X0 () .
T
! 78 45 67 1 01 67 5 67 ! 5 68
=k0

67 658 3
Version 1.1
C September 2006

67 5 348 2 676 9 61 89 14 3486 71 7!

5 6 7 7 89 348 38 16 76 497 8 89

89 !4 69 957 41 5 97 36 64 0 5

6 48 6 6

671 676 48 66 89 5

89 957 36 8 48 1 D9 89 7 4 0 ! 671
89 !4 ! 7 !6 ! 69 7! 0 5 74 0 3 47

30 8 2! 486 89 ! 8 67 9 668 35 8.2 9 !

8 89 37 9 30 4 6!

48 6! 1@6 !7 9 16

5 66 37 89@@@ 75 89 344

8.1.1
<*
.

H(s) =
1
ROCH = {<e (s) > } .
s+

() >0
h(t) = et u(t) .
C
47 89 5

t0 s(t) = (u h)(t)
" s(t) = (h u)(t) =

Z t
h( ) d
:

Z t
= e u( ) d

Z t
= e d
B
0
1 t

= e

0
1
= 1 et .

1
t 0 >0

0

1/e

e = e1 t
=
1
.

A H(s) =
s+a
=
a
+
s
s+ s+ s+

C h(t) = aet u(t) +

d t
e u(t)

dt
= aet u(t) + et u(t) + (t)

= (a )et u(t) + (t) .

a=

1 >0

7 69 89 68 156 668 89 67 6 ! 76 347 38
88
48 ! 0!4 3 47 45 4657 08 645
9 @@@!8 74 67 97

61 76 5 69 68 67

4 7 688 96 67 48

66 ! 67 89

6! 89 8

667 7 61 68 8 7 67
0 54 7
Version 1.1
C" September 2006
47 89 5

47 645 7 344
y + by + cy = x
45 465 5 7 68 78

1 p
b b 4c .

2
2
9 67 14 7 77 0 b 4c 668 35 c 0
2
37 89 76 ! 67 88

! ! 6 ! 76 34 68

77 386 314 0 4 386

7 47 1 77 9 1 68

47 1 7 47 !6 684 38 69 c > 0 0 8 77 5 8
n
!7 7
" =c 2
:
n
2 = b . n
68 b < 4c 4 349 1 2
2 2 2
4 < 4 < 1 . 2
n n
47 645 7 314 38
B y + 2 y + y = x 2 2
n n n
8 6 74
9 756 9 x 67 || < 1 7 @ 1 78

467 3497 6 4 47 46 7 686 4 0

n
25 9 69 ! 714 67 9 686 ! 7
|| < 1
2 2
(j) Y () + 2 jY () + Y () = X() 2
n n n
H(j) =
2
n
(j) + 2 j + 2 2
A
n n
2
n
=
C
(j c )(j c ) 1 2
p
c = + 1 2

1 n n
p
c = 1. 2
2 n n
76 14 ! 8 77 67 !0 58 64 69 467 4

H(j) =
1
.
2
1 2
n
+ j2 n
Version 1.1
C: September 2006
47 89 5

45 5 69
" H(s) =

2
2
n
2
s + 2 s +
9 16 6 || < 1 87 2 6 ! 66 75 61 76
n n

!6
: h(t) = p

e
p
sin
n

n t
1 t u(t) . 2
n
1 2
34 7 71 6 ! ! 71
s(t) = (h u)(t)
B
( " #)
e e jn 1 2 t jn 1 2 t
n n t
= 1+ p e u(t)
2 1 2 c2 c1

( )
e n t
h p i
= 1 p sin 1 t + u(t) . 2
n
1 2

96 9 3 4
3 3 87 9 8 6 14 = cos () 78 1
68 ! ! 4 3 4 89

|| 1 6! 87 9 0
n

95 46 48 9 69 69 ! 9 0 2t 67 89 9 667 6
n

overshoot 67
48 2! ! 9 95 7 6 4 47 89 9
897 144 8 35 0 !4 5 38 !4 4 5 96

7 5 96 57 ! ! 6! t 97 144 1 ! !7 8
!4 > 0@7 6 0 9 47 89 0
steady state y @ 34

98 ss
y @ 90% 67 96 9! !7 9 30

Rise time 69 30 @ t
ss r
! 67 68 9 6 30

peak 76 30 @ t p
01 6 y 5 96 69 !1

overshoot 696 !1 @ OS

ss
D4 ! 6 4 7 30

settling time 30 @ t
74 6 5% 2% 1% 2 01 6 1 5 9 34

s
89
! @ 48 67 9 1 !7 68 1 y @8 ! !7 @ e
ss

ss
Version 1.1
C September 2006
47 89 5
tr

( 8.1.1)

8.2.1
<*
.
A etr = 0.1
C tr =
log 0.1

OS tp

0

0.05 0.01, 0.02
ets =
ts =
log
.

ess = 0

2
>1

>0

( 8.2.6)

8.2.2
<*
.

overdamped
2
=1

< 1

underdamped

=0

2

<1 <0

64 45 69 89 68 67 D 69 89 68 8 6 74
6 34
" N N
Q Q
(1 + s/ ) (s + )n=1 n 0 n=1 n
H(s) = C Q =C Q M M
(1 + s/ ) (s + )
9 09 89 6 34 386 ( ) 89 ( ) 89 5 78
m=1 n m=1 n

89 67 5 @ 5 5@7 09 C

m

n
5 7 8 7 67 3 8 5 !0 0 7

8 !0 7 5 47 7 668 6 7

957 7 89 ! 69 5 1 68 957 8 267

Version 1.1
CB September 2006
47 89 5
Im s
6
0 0 -
<e s

0
5 5 2

45 9 47 89 7 344 0 16 8

" T0 (s) =
n2
.
s2 + 2n s + n2
71 89 64 (a) 4 5 896 4 98
" " s
T (s) = T0 (s) + T0 (s) = 2
n2
1+
s
.
a s + 2n s + n2 a
0 74

" : T (s) = 2
2
n
+
s
2 2
2
n
2
s + 2 s + a s + 2 s +
0 ! 67 0!4 5 T 67 !6 ! !6 ! 8 46 0
n n n n

89 67 !6 ! 0 s(t)@ !6 T 67 ! 34 68

9 658
0

T 0
" 1
y(t) = s(t) + s(t) .
a
39 ! 8 4
" B h
y(t) = 1 + A e +A e
i
1 t
u(t) . 2 t
1 2
@ 45 7 387 6 74 ( 8.3.5) 7 ( 8.2.17) @@( 8.2.15) 4 0 6 8

68 2 686 68 4 ! ! 48 7 3 4 9

6 30 ! 6 34 0 5 6 0!47 68

47 , 30 9 69 6 69 957 5 57 4

5 9 69 957 6 6

8 !1 4!7 47 38 !
1 2

6 75 0 8 7 67 67 4 68 89

3 t 9 69 s(t)@7

61 9 5 9 57 77 ! !6 668
!
8 7 67 67 457 5 68 a > 0 1 0!4 386
!6 !7 64 0!4 0 a < 0 0 96 40 69 T 67 !

67 5 5 3 47 7 0 3 69 8 1 56 1 6 61
8 7 67 4 5 5 36

minimum phase 89 8 7 67
Version 1.1
C September 2006
! 5
67 1 4 57 688 68 6! a@7 688 8 467 4

6! 957 76 56 56 4 957 8 8 7 67

98 48 6 7 4 7 86 ! 47 5 5 8 6 74 40 156

89 !4 47

98 !4 4 5 957 8
" T (s) =
1
.
2
n
2
s + 2 s + 1 + s/ 2
9 6 47 64 61 76 5 794 98
n n

4

1
" A
.
3
1 + s/
3 85 30 7
" A h
y(t) = B + B e +B e 1 t
+B e
i
u(t) . 2 t t
0 1 2 3
957 6 68 6 ! 48 7 39 2 89 > 0@7 144
957 6 68 @ 3 |<e | 0 69

957 6! 7 61 69 0 96 48 69

n

9
2 5 5 ! 89 9 796 34 14

6 3 t@ !4 69 5 67 957 48 7 3 4 9 68

48 69 957 4
89 67 30 9 69 957 6

9 H(s) 45 447 144 ! 67 05 ! 5 98 4
69 89 78 7 58@@@64 45 H 8 144 48 1 4 j
68 89 67 9 e 4 8 804

9 9 46 D
j0 t
08 486 !
: y(t) = H(j )e j0 t
0
: =c
P (j )
e
0 j0 t
Q(j ) 0
: " M
Q
(j + ) i=0 0 i j0 t
= cQ e
N
(j + )
48 { } 4 77 56 6588 48 465 4 465 47 78
i=0 0 i

7 ! 3 68 16 457 6!8 14 47 38
{ }
i i

Version 1.1
C September 2006
! 5
9 477 8 6 74 89 5 { }@ 89 { } 386 486 46

5 74 1 7 67 ! 7 8 465 47 646 8 c 1

i

i
74 68 5 9 ! 0 794 0 6! 56 68 65 j + 8

0 i
: : j + = |j + |e zi
:
0 i 0 i
pi
j + = |j + |e .
0 i 0 i
76 684 98 @i@ 67 05 ! 8 6 i@ 5 67 057 38
p z
i
2 8 !
0 i
: B M
Q
(j + )
i=0 0 i
H(j ) = c Q0 N
(j + ) 0 i
:
i=0
Q M
|j + |
i=0 0 i j
\c+j
PM
zi j
PN
pi
= |c| Q N
e i=1 i=1
|j + | 0 i
! 67 6! 5

i=0

: M
Q
|j + | i=0 0 i
|H(j )| = |c| Q
0 N
|j + |
: A
i=0 0 i
05
: C \H(j ) =
\c +
X

X M
. z
N
p
0 i i
j 4 36 ( ) 4 5 3 1 |j + | = |j ( )| 6! 6
i=1 i=1

0 i 0 i 0 i
Im s
: j0

6
6
i + j0

(i )
PP
PP
PP
i PPPP
PP
PP
q
P -
<e s
37 ! 67 6! 2

67 1 658 3 1 69 34 ! 67 6! 716 34 68

4 89 67 1 658 36 69 4 89 5

0

69
0 0

8 3!8 1 14 6 4 j ROC 8 7 0 71 6

! !6 ! 6 8 6 34 ( 8.4.8) 7

0
01 146 ! 5 0 96 616

Version 1.1
CA September 2006
! 7 5

Notch filter

0

8.4.1
<*
.

() = 100 + j0 0.01

() = + j0
6
Im s
0 j0
-
100 <e s
34 2 "

( 8.4.8)
: |H(j)|2 =
( 0 )2 + 2
.
( 0 )2 + 100002

0
: |H(j)|

2
1/2
= 0.01 ,
100002

0

| 0 | 100
: " |H(j)|

( 0 )2
1/2
= 1.
( 0 )2

0 1 0
67 8 61 76 56 44 89 ! 78 6 44567

7 95 36 8 ! 7 47 78 ! 6 37

47 89 !4 36 8

76 34 ! 0 6! ( 8.4.8) 56

QM
i=0
|H(j0 )| = |c| QN
|j0 + i |
i=0 |j0 + i |
\H(j0 ) =
\c +
X M
z
i
XN
pi .
46 614

i=1 i=1

Version 1.1
C September 2006
! 7 5

! 74
" c
=
c/
.
j + 1 + j/
35 4 1 056 c/ 67 386 7 c 6! 7 897

0 6! 65 7 386 1 1 0 667
658 67

: c
=p
|c/|
e ju(c)j tan1 (/)
j + 1 + /2 2
74 0 8 c 668 35 ! 45 u 78

c c
= e
j(c )

668 386 67 3 56 0 @ c 8 5 67 05 78

64 c
B c
=p
|c/|
e j(c )j tan1 (/)
.
j + 2
1 + / 2
78 61 48 957 4 3 08 89 67 4 6 49!

67 458 05 67 ! 67 89 686 0 / 67 1 4

05 9 00 6! 658 9 957 0 6 4 957 6 6!7 38

6 61 957

9 05 ! 957 4 48 3 97 668

= @6 78 97

2 4 !6 1 ! =

H(j)| =
(c/)/(1 + j) 1
(c/)/1 = 2 .
=
H(j)|
64 !

p
2
1 + / / 2
@ 46 ! 386

6!4 74 78 3 @ 05 /4@ 4 = 4 05 8 371
4 0 /2@ 4 0 8 64 @6 9
37 5 9
A c(j + ) = c(1 + j/) .
05 6 ! 9 / 46 69 = 2@ 69 ! 38 38 78

! /2 9 6! /4@ 6!

Version 1.1
September 2006
! 7 5

8 !0 7

5 38 7 89 9 47 38

6 !4 987 38 0

5 !0 !0 9 8

8 9 89 74 5 ! 6 6

C H(j) =
1
2
1 2
n
+ j2 n

2/n
j tan1 2
e 1 2 /n
=r 2 .
2 2 2
(1 2
n
+ 4 2
n
9 68 |1/2| 67 14 = 8 67 6 71

14 0 || = 1/2 ! 64 3 9 6 14 38 1 69 6!7 ||

n

38 7 !0 8 14 0 || = 1 8@1/2

! 14 ! 6 ! 05

7 !0 64 0

!0 6 47 58 14 7 68 / 37 69 674 14
2 2
!4 ! 4 68 @ 05 9 7
n

957 4 05 69 14 69 957 @ 6 66 47 67 8

6 1@@@97 67
76 54@@@75 86 64 ! 9 7 896 0 14 67 1
@6 96 14 6 71 5 96 34 7 38 54 68 654 61

9 67 ! 67 !6 6 67 6 4 47 4
05 9 46 6
6 1
db

Decibels 8.5.1
<&.*<

20 log . 10
8 4 2! 69 0 ! 98 6954 8 20db 10 5 ! 0db 1 5 ! 676 8
0 75 5 668 !
" M
Q
|j + | i=0 0 i
|H(j )| = |C| Q 0 N
i=0 |j 0 + i|
: \H(j0 ) =
\c +
XM
zi
XN
pi .
i=1 i=1
Version 1.1
September 2006
! 7 5
64 8 !0 36 7 5 3 54

Q
|H(j0 )| = |c| Q
|qi (j)|
|pk (j)|
B

j + i
75 7 5
qi (j) =
1 22 + j2i

i i

8 5 !0

j + k
75 7
pk (j) =
1 22 + j2k

k

8 !0

!6 48 64 6 ! 714 386

k

|H(j)|db = |C|db +
X
|qi (j)|db
X
|pk (j)|db
A
i k
X X
\H(j) =
\c + \(qi (j))
\(pk (j)).

6 68 ! 76 6 6 1 1 68 144 98

i k

0 7! 5 ! 6 5! 47 6 71 4 7

89 9 6! 3 9 89 77 1 68 957 4

67 !6 6 8 804 4
6 9 0 74@@@ 4 9 ! 8 4 75 9
69 34 75 67 ! !
C 20 log
1
= 20 log p
1
|1 + j/| 1 + / 2 2
10 log /
2 2
= 20 log 20 log .
!6 6 6 6 6! 7 78 (20) 67 957 9 7 0

71 20db/decade 67 1 957 5 35 34 75 7 5 8 64
67 6 34 8
5 7 8 34

0 6! 69 34 5

(40db/dec)

46
47 67 !6 6 2 75 05 9 5
7 456 1 9 9 05 37 9 05

69 7 75 5 9

/2 67 1 1 9 46
61 38 ! 3 01 35 6 !46 ! 8 !0 05

1 456 05 47
Version 1.1
" September 2006

74 84 5 656 668 1 89 146 7 487 16

34 67 348 146 !

1 1 30 9 46 89 Butterworth 44

7! 67 47 7 348 75 7 0 24 6 44 !

9 34 94 4 44 7 56 34 3484 144 44 67 0 157 !4 7

3486 347 7 ! 75 34 07 7 ! 668 44 3486 45 3 0 2 84

676 00 69 0 61 84 9 34 348 69 1 44

76

2 8 ! Butterworth 34

N

Butterworth

9.1.1
<&.*<

0 > 0 HN (j)
A .
|HN (j)|2 =
1
.
1 + (j/j0 )2N

A |H(j)|2 =
1
,
1 + (j/j0 )

0
2 48 4 ! 8 6 08 34 76 8 4 7

69 9 44 34 67 |H(j)| ! 6!

H(j) = 1 = 0 ! 67 9

=0
:
4 Butterworth
2 1/2 @6 ! 6! "
0
A"

1
H(j0 ) = .

2
20N dB /decade

! 5 14 :
!
A:

k |H(j)|2
=0 1 k 2N 1.
k

5 maximally flat 6 17 69 4 0 48 69 84 9 34

=0

48
7 6 ! 9 89 68 7 89 69 34 76 4

5
A 2
|H(j)| = H(j) H (j) = H(j) H(j).
234 67 45 69 7 74 34 67 716 8

A H(s) H(s) =

1
. 2N
1 + (s/j )
8 7 69 44 H(s)H(s) 67 68 67 6! 8 94 38
0

0
386 (s /j ) = 1 k 0
2N
A"

(2k + 1)
s = exp j
k 0 + 0 k 2N 1.
2N 2
48 34 9 67 77 68
7 6!9 69 /N 67 7 0 1 77 68

0

8 6 74 98 (j /j ) 6= 1@7 7 s = j 69 77 3 7
2N
67 3 s 8 94 4 ( 9.2.1) 14 6 4 7 7
2
1

0

8 s ! 0 3 s 8 94 7 77 (s ) ! 0
k|Hk| k

8 2 0 7 77 5 6!9 69 77 687 38 7 7
k k k

77 3 0 4@ 61 77 5 0 8 77 687 275 7 347

0

75 4@ 61 77 57 0 387 !0 N 0 7

18 386 4@ 61 4 77 5 0 2 7 77 47 77 47

!0 N
Version 1.1
September 2006
348 Butterworth
68 ( j ) ! 0 + j 8 94 34 67 !

14 34 76 8 ( + j , j ) !0 95 H(s)H(s) 67

i i

!6 H(s) 386 7 H(s) 67 6 667 7 61 7

i i

213 Butterworth 44 67 45
A: H (s) =

,
0
1
s+
A
0
2
0
H (s) = 2
(s + exp(j/4)) (s + exp(j/4))
AB
0 0
2
0
= , 2
s + 2 s + 2
A
0 0
3
0
H (s) = 3
(s + ) (s + exp(j/3)) (s + exp(j/3))
A
0 0 0
3
0
= .
s3 + 20 s2 + 202 s + 03

3486 4577 804 44 348 6 4 8 !6 469 34 3486 8

84 9 34
H 9.3.1
<&.*<
Transition
band 0 p Passband

s Stopband p s
1 H

p

A" .
p = max ||H(j)| 1|.
0p
H

s

A" .
s = max |H(j)|.
s

1 1/ 2
discrimination

factor
A" "
1/2
. (1 p )2 1

d= .
s2 1

d
Version 1.1
B September 2006
348 Butterworth

.
1 1 = p /s selectivity factor

41 ! 0 7 38 39 6 7

@ = = 0 6 34 9
! 4 6 ! p = s s p

6 ! 71 4 14 ! 3 6! 3 34 67 D!7D ! 8 6 74

05 69 H(j) 67 61 9 68
4 < , > 0, > 0 67 89 46 44 56 447 348 9

4 947 8 @ N 6 469 68 6 4 9 7 Butterworth 34 3486
p s p s

44 34 67 6!7 38 34 9 614 7
0

A" : |H (j)| = q
1
, N
1 + (j/j0 )2N
3 7 @ 4 6! 6 5
s p
A" 1 2
2N (1 p ) ,
p
1+
A" B
0
1 2
2N s .
s
1+ 0
64 38
A"
2N
p
(1 p )2 1 (1 p )2
0
A"
2N
1 (1 p )2

p
= (1 p )2 1
0 (1 p )2
A" A
2N
1 s2

s
= s2 1 .
0 s2
6! 716 44 47 2 6 ! d 41 ! 67 ! 98 804

64 41 47 614 44
A" C 2N 2

1 1 s s
= 2 2
(1 ) 1 d p
A"
p
log 1/d
N .
log 1/
616 684 98 0 37 3 67 6 8 34

0
2( 9.3.9) @@( 9.3.5) 14
A" h
(1 ) 1
i
1
2
.
1/2N
2 1/2N
p p 0 s s
39 0 34 9 4 87 58

35 7 0 < 1/2, < 1/2

2 67 8 7 97 8 34 67 348 6 86

0

s p

Version 1.1
September 2006
348 Butterworth
6 ! 41 ! 71 44

69 568 6!9 34 71
39 71 "
71 :

Version 1.1
September 2006

69 ! 67 ! 38 48 7 89 30 89

774 30 8 7!6 4 78 t@ 68 30 47 34 30

478 5 6 4 47 i, k, l, m, n 2 476 6 1

1 9 0 7 4 j

8 4 11 5 7 5 7@@@30 9 46 89 9 08 ! 34 0 5
64 898@@@30 9 3 39! 898 !6 34 46 89 30 8

! 69 8 6 89 @ 30 896 4 6 75 7
14 0 47 ! !6 7 896 9 30 89 67
676

48 6 68 89 8 76

67 668 48 4 345 4 46 75 7 ! 614

46 75 7 69 89 89

2 7 69 6 34 668 !6
CC y(t) = f (t; y(t 1), . . . , y(t N ); x(t), x(t 1), . . . , x(t M ))
48 441@@@34 x(t) 89 67 4 ! 45 f 78

46 75 7 34 0 67@@@46 084 4 ! y(t) @@@@896
D75 7D 76 4 D46D 74 0

668 46 75 7 94
N
X M
X
(10.1.1) an y(t n) = bm x(t m)
8 144 4 ! y(t)@@@@896 48 441@@@34 x(t) 78
n=0 m=0
2a = 1 8 144 4 15 1 9 8 !6 34 17 38 b 6= 0 38
aN 6= 0

0 M
119
46 7 35 75 7
616 34 0 4 17 38 a 6= 0 8 41 14 796 7 3 86

a = 1 67 7 66 a @ 68

0
0 0

tt M x(t) 10.1.1
>-/
0

{y(t0 1), y(t0 2), . . . , y(t0 N )}

{y(t) : t t0 } ( 10.1.1)
71 7 74 a
0 =1
@7 144 69 7 2< %
<
C y(t) =
N
X
an y(t n) +
M
X
bm x(t m).
n=1 m=0
;(;/; t t 9 y(t) 89 716 34 8

5 30 686 44 48 686 67 35 716 46 44 18 8 6 74

0

08 ! 14 66 8 4 7@@@35 9 ! 14 3 6 0 717 38
Z 64

x ( 10.1.1) 1

y

10.1.2
<,'>
1

{y1 (t0 1), y1 (t0 2), . . . , y1 (t0 N )},

x2 ( 10.1.1) y2
{y2 (t0 1), y2 (t0 2), . . . , y2 (t0 N )},

x1 + x2 ( 10.1.1) y1 + y2
{y1 (t0 1) + y2 (t0 1), y1 (t0 2) + y2 (t0 2), . . . , y1 (t0 N ) + y2 (t0 N )}.
57 56 61 4 38 8 77 64 ( 10.1.1) @ 4 2< %
<

;(;/; 35 0 38 8 94 386 1 35 7 76

10.1.1

48 6 0 4 68 248 67 61 4 668 48 8 6 74

t 30 61 ! 716 44 t M 30 61
! ! 61 4 9 1 x 48 9 2 3 89 !

0 0
8 4 7 ! 48 3 7 67 0 D289 67 !7 39 0 y
61 46 16
1 5 34 18 6 35 71 7 34 89 !8 347 456
4! 35 5 35 71 347 47 7 Z 3
Version 1.1
C September 2006
46 7 35 75 7

t x(t) = 0 x0

( 10.1.1) 10.1.3
<&.*<

N ( 10.1.1)

yh

x ( 10.1.1)

yp
( 10.1.1)

10.1.4
<,'>

yp

yh

yh + yp
6 7 10.1.2 49 94 2< %

<
5 48 356 5 61 4 356 61 69 35 46 47 7

y 5 61 4 35 67 38 ( 10.1.1) 67 y 5 48 35 67 2.1.5 ! 804
ZSR

ZIR
( 10.1.1)

y=y
.
+y 10.1.5
<,'>

ZIR ZSR
;(;/; 10.1.2 49 94 2< %

<
y y 0
47 61 4 0 48 9 5 y @ y 8 6 74

1 2
4! 35 4! 45 67 46 38 8 4! 35

2

1

( 10.1.1)

10.1.6
<&.*<

N
X M
X
(10.1.3) an n y(t) = bm m x(t).
n=0 m=0

N

N
X N
X
N n
(10.1.4) an = an N n .
n=0 n=0

( 10.1.4)

N

10.1.7
<*
.
C 3 1
y(n) + y(n 1) + y(n 2) = 0.
2 2
Version 1.1
September 2006
89 75 7

N =2
CB 3
2 + +
1
2 2

C 3 1
2 + + = 0.
2 2

= 1, = 1/2
7 6 34 4! 35

,... , 1 10.1.8N
>-/

N
X
(10.1.8) yh (t) = Ai fi (t)
i=1

fi (t) Ai

fi (t) = ti i

i = i+1 = = i+k k+1 i

0jk fi+j (t) = tj ti
y(t) = t
71 54 0 67 Z 69 647 16 8 184 57
( 10.1.3) 67 4! 35

N
X N
X N
X N
X
0= an n y(t) = an n t = an tn = tN an N n .
45 465 67 77 78 t 686 5 31
n=0 n=0 n=0 n=0

77 4 78 ! 7 3 356 45 8 4

@48 89 67 6

48 957 086 44 0 67 61 4 ! 48 ! 6 35 8 4
6 6 y 356 1 68 5 61 4 1 69 0 796 1

9 4797 58 8 69 !4 61 4 ! 9 30 16 64 4 231 7 0
ZSR

67 1 4 1 67 2.2.12 ! 804

(Initially At Rest) 10.2.1
<&.*<

s < tx y(s) = 0 s < tx
Version 1.1
September 2006
66 ! 75 7

2.2.1 !@@@IOM 89 48 5 898 69 896 1 4
56 SISO 89 0 2.2.5 ! 56 30 4 89 2.2.3 ! 5 69

89

N = M = 0 34 6 5 380 69 89 0 2.2.6 !
( 10.1.1) 7 76 347 7
2.2.8 !
C y(t) =
N
X
an y(t n) +
M
X
bm x(t m)
38 9 48 67 89 6 t 9! ! 67 9 68
a = 1 4147 38
n=1 m=0

9 ! 89 0
@7 7 6 69 676 0 47 46 75 7 !6 38 34
m < 0@ 617 8 ( 10.1.1) 67 3 8 67 31 6! 47 69 35616 a 6= 0

7 5 7 67 47 ! 12.5.1 9 !

0
<,'>

10.2.2
61 4 61 14 89 ! 4 4 8 8 6 74 2< %
<

;(;/; 10.1.2 49 94 46 386 5 30 9 5
2
2.2.11 ! 45 89
9 44 61 4 668 ( 10.1.1) 69 89

@ 75 0 0 61 4 78 48 476 ! 714 61 4 94

46 89 98 0@@@5 61 4 9 ( 10.1.1)
<,'>

10.2.3
34 4 x ! 0 4 x 8 6 74 s 94 2.2.18 ! 804 2< %
<
s
6 7 x 48 9 ( 10.1.1) 5 y 8 6 6 y = x@

s s

30 ! 89 67 !4 14 716 66 !

Kronecker delta function
<&.*<

10.3.1

C"

1

n=0
(n) =
0

!7 686 6! 45 4 67 6 45 30 6 456 !4

30 6 668 46 4 668 45
Version 1.1
" September 2006
66 ! 75 7

56 4697 7 66 ! 716 34 10.1.7 ! 9

C" 3 1
y(n) + y(n 1) + y(n 2) = (n).
2 2
35 774 386 n 1 9 (n) = 0 @7 38 4! 0 7 n 1 9 8 6 74

387 61 4 47 7 n 1 1 714 7 61 4 4 668 4!

38
N =2

C" " y(1) = y(2) = 0.
7 714
C" : 3 1
y(0) = y(1) y(2) + (0)
C"
2 2
= 0 + 0 + 1 = 1.
C" B 3 1
y(1) = y(0) y(1)
C"
2 2
3 3
= 10 =
C"
2 2
3 1
y(2) = y(1) y(0)
C" A
2 2
3 3 1 5
= 1= .
2 2 2 4
356 0 4 68
5 7 6 457 38 5 7 67 3 n 1 9

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27 71 6 74 668 4! 35
C" C n

n 1
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1 2
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1 4! 44 35 1 n > 0 9 7 68 31 37 8 6 74

A = 1 64 y(1) 9 7 4 A = 1 386 (1/4)A = 1/4 64 41 7 7
1 2
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n + 1 n

(1) n1
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0
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Version 1.1
: September 2006
6445 486 ! 75 7

2 74
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N
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M
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n=1 m=0
30 9 46 77 69 6 ! 71
89 67 h (t) 6 ! 61 714

0

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386 t > 0 9 4! 7 67 35 h

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4 6 4 69 N 0 356 76 668 4! 35 4

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7 ! 8 714

!

C" B y(N ), y(N 1), . . . , y(0),
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9 4717 896 668 4! 35 67 5 4 98

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40 7147 ( 10.3.15) 7 64 7 4! 7 N 747 8 69

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64 30 9 46 774 98

0

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m 0
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68 6 ! 8 ( 10.3.14) 7 89 !

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h(n) 4 4717 896 5 4 98

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Version 1.1
September 2006
6445 486 ! 75 7

69 4 5 35 7 3 8 9 75 7 67 9
t
9 75 7 5 y(t) = H() ! x(t) = 48 8 ( 10.1.1) @
t t
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686 37
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74 || = 1@7 5 45 H() 7 47 58 30 8

768 67 9 = k/m 01 48 7 x(t) = e 48 = e
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! H(e ) 45 y(t) = H(e )e 08 486 ! k, m
j j jt
Version 1.1
B September 2006

30 64 39! 89 20 976 01

2 8 ! 48 89 94 0 5

C y(n) =

X
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48 8 6 74
kernel D39! 4 89 !4 38 9 K 45
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89 ! h 45 36 48 3 64 69 ! 0 89
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30 686 8 6 74

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78 g(n k) 45 9 3 8 30 6 45 ! 94 37
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64 ( 11.0.2) 64 89 ! 69 0 37 6954 5 g(n) 68
k=0

h(n) =

X
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89 ! h 45 18 0 69 64 89 68
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( 11.0.2)

39! 89 30 39! 89

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94 89 39! 4 7 47 47 67

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98 668 ! 07 6 8

69 K 45 !4 5 69 !
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{f (k)} 45 {x } 9 686 46 897 38
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i i

" #
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Version 1.1
September 2006
64 89 30 39! 89
64 5 3 86 ! 5 487 144 386

A y(n) = [x](n)
C
" #
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= x(k)( k) (n)
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11.2.2
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K 11.2.3
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9 n 30 75 6 67 30 9 4 39! 89 8 4

30 9 39! 89 4

Version 1.1
A September 2006
64 89 30 39! 89

69 ! 64 89
" y(n) =

X
h(n k)x(k) .
46 48 89 0 386 39! 89 67 5 38 0
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( 11.3.1)
>-/

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46 48 5 39! 89 67 5 64 897 38 2< %
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264 89 18 30 9 39! 89 47
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Version 1.1
"C September 2006
64 30 39! 89
;(;/; 1 8 57 K(n, ) = K(n , 0) 8 94 7 7
3 14 386 09 0 74 146 14 285 64 89 68 6

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48 64 6956

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47 561 6! 18

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" September 2006
64 30 39! 89
00 264 67 54 48
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:
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" September 2006
89 1 30 39! 89

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Version 1.1
"" September 2006
89 1 30 39! 89
14 0 6 684 39! 89
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X
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": September 2006
89 1 30 39! 89
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x y
- + -

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6 89 1 2

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" September 2006
89 1 30 39! 89
146 6 6 1 9 8 7
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7 x @ 67 6 6 y 4 616 34 8 6 7 14 7

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Version 1.1
"B September 2006

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3 8 9 75 7 67 9 6445 8 10.4 9 4
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12.1.4
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B x(n) = an u(n 1) .
Version 1.1
"A September 2006
Z

X(z) =

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k=
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k=
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Version 1.1
:C September 2006
1 Z

z=0

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12.2.1
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Version 1.1
: September 2006
48 Z

. X
X+ (z) =

x(k)z k .
k=0

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( 12.2.1)

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7 67 48 1 4 z 38 71
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Version 1.1
: September 2006
48 Z

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(n m) z m

12.3.3
>-/

" Z
x(n m) z m X(z) .

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Version 1.1
:" September 2006
48 Z
4 18 6 668 6 k < m 9 x(k m) = 0@7 38 31 456 37 78

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;(;/;

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x(n) X(1/z) 12.3.4
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x
" " C X(z ) = X(z) , X+ (z ) = X+ (z) .
Version 1.1
:: September 2006
48 Z

2< %
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x(n)

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>-/
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Version 1.1
: September 2006
48 Z

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X(z) =
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12.3.7
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|z|

" : 1
X (z) = x(0) + f (z)
+
z
" f (z) =
X
x(k)z k+1
k=1
" B |f (z)| =

X
|x(k)| |z k+1 |
k=1
Version 1.1
:B September 2006
48 Z
31 4 4 7 4147 38 6! z 9 5 31

7 48 x(0) 64 @6 7 |z| 78 386 6 ! |z| 78 3
! 7 74 5 9 186

" (z 1)X (z) = zX (z) X (z)
"
+ + +
1 2 1 2
= z[x(0) + x(1)z + x(2)z + . . . ] [x(0) + x(1)z + x(2)z + . . . ]
" A = zx(0) + x(1) + x(2)z + . . . 1
" B C 1
x(0) x(1)z x(2)z + . . . 2
" B 1
= zx(0) + [x(1) x(0)] + [x(2) x(1)]z + [x(3) x(2)]z + . . . . 2
386
" B lim (z 1)X (z) = x(0) + [x(1) x(0)] + [x(2) x(1)] + [x(3) x(2)] + . . .
+
" B "
z1
= [x(0) x(0)] + [x(1) x(1)] + . . . + lim x(n)
" B :
n
= lim x(n) .
4 z 1 78 6! 36
5@3 8 3 616 34 8 18 7 0 39
n

6! N 16 684 > 0 34 386 x() 6! 14 56 8 804 65 18 98

@7 8 5
" B |x(n) x()| <

98 74 n > N 686
" B B (z 1)X (z) = (z 1) X x(k)z + (z 1) X x(k)z

N
k

k
+
k=0 k=N +1
" B N
" #
X X
k k
(1 1) x(k)1 + lim (z 1) x(k)z
z1
k=0 k=N +1
" B
" #
X X
= 0 + lim (z 1) x()z k + (z 1) [x(k) x()]z k .
z1
@7 38 6! 34 47

k=N +1 k=N +1
" B A
" # " #
X X
k (N +1) k
lim (z 1) x()z = lim x()(z 1)z z
z1 z1
" C
k=N +1 k=0

(N +1) 1
= lim x()(z 1)z
z1 1 z 1
"

(N +1) 1
= lim x()(z 1)z
z1 1 z 1
"

(N +1) (z 1)z
= lim x()z
" "
z1 z1
= x() .
Version 1.1
: September 2006
85 Z
08 z 9 z > 1 9 8 1 57 6!7 14 8 6 74
767
" :

X X
k k
lim (z 1) [x(k) x()]z = lim (z 1) |[x(k) x()]|z

z1 z1
k=N +1 k=N +1
" lim (z 1)
X
z k
z1
" B
k=N +1
z
= lim (z 1)z N +1
"
z1 z1
= .
;(;/; 67 18 7 35 3 @7 38

9 4797 58 61 76 5 69 85 96 75 7

! 54 69 014 6 471 8 7 77 656
12.4.1
<*
.
: X(z) =
3z z 2 5
2
2 3 1
z z+
:
2 2
5
3z 2
=z 2 3 1
z z+
: "
2 2
2z z
= + . 1
z 2
z1

|z| > 1

: :
n
1
x(n) = 2 u(n) + u(n) .
2

: X(z) = 3 +
1 1
+
1
z1
z
: B
2
n1
1
x(n) = 3(n) + u(n 1) + u(n 1)
2
:
n
1
=2 u(n) + u(n) .
2

Version 1.1
: September 2006
85 Z
D6D 75 0 z 67 01 8 !6 684 656 9 47 58
!6 89 7

:
X(z) = log 1 +
a
.
z
64 6 6 15 69 4 78
A X(z) =

X (1)k+1
az 1
k
k
k=1
C =
X

(1)k k
a u(k 1)z k
k
k=
=
X
x(k)z k
k=
38
x(n) =
(1)n n
a u(n 1) .
n
6!9 668 48 1 8 0 67 144 85 716 64 7 98 84

|z| = 1
9 74 85 716 0 34 |z| = 1

: " z=e . j
! 56

: : X e

=
X
x(k)ej
.

jk
67 0 45 67 5 2 01 9 47 01 45 0
k=

64 L [0, 2] 1 e 67 4 48 7 0

2
jk

: 1 2
Z
j jn
x(n) = X e e d .
2
48 1 z 768 4 14 48 1 4 1 6!9 98 654
0

76 34 48 1 z = r e 6!9 0 z = r e 74
0

0
j
0 0
j0

: B
X r e

=
X
j
x(k)r e .

k jk
0 0
64 47 01 45 0 9 r 9 8
k=

0

: 1 2
Z
x(n)r0n = X r0 ej ejn d
2

:
0
2
1
Z
x(n) = r0n X r0 ej ejn d .
2 0
Version 1.1
:A September 2006
75 7 35 Z

8 Residue 7 57 8 804 7 57 647 716 67 0 14 796
: A

1
I 1

p=0
z p1 dz =
j2 0 p 6= 0 .

Z
!
: C X(z)z n1 =

X
x(k)z k+n1
64 48 1 4 6!9 69 6!4 94 7 57 386
k=

:
I X I
n1
X(z)z dz = x(k) z k+n1 dz
:
k=
= j2x(n)
: " 1
I
x(n) = X(z)z n1 dz .
z = r e 47 47 69 6 347 58 ( 12.4.18) @6 67 0 14
j2
j
0

46 75 7 4! ( 10.1.1) @

N
X
an y(t n) =
M
X
bm x(t m)
n=0 m=0
00 5 804
x(t) = x(t + 1)

64 12.3.3 57 30 47 t@ 776 401 4 1 78

" Z[ m x](z) = z m X(z)

74 48 898 7 16 4 69 61 94

75 7
: X N
a y(t) =
X
n
b x(t)
M
m
n m

n=0 m=0
Q()y(t) = P ()x(t)
64 ( 12.5.3) 7
B Q(z)Y (z) = P (z)X(z)
Y (z) =
P (z)
X(z)
Q(z)
Version 1.1
C September 2006
75 7 35 Z
45
H(z) =
P (z)
Q(z)
A
PM
bm z m
= Pm=0
N
.
n
n=0 an z
9 48 1 0 89 6 8 75 7 77 4

465 77 9 16 48 465 67 77 69 ! 6!9 6!96 1
z

6!
4
64 12.3.3 57 1 776 469 61 4 371 16 8
C m
Z[ x](z) = z X (z) + m
X
z
m
x(k) . (mk)
+
64 !6 16 9 8 94
k=1
y
67 x 67 61 4 465
Y (z) = H(z)X (z) +
+ + .
Q(z)
47 5 61 4 ! y 67 1 37

48 46 5 61 4 35 8 6 74 5 48 ! y 67 1
ZSR

61 4 46 5 48 35 6 ZIR
12.5.1
<*
.

y(n + 2) =y(n + 1) + y(n)
" y(0) = 0, y(1) = 1 .

: Z+
y(n + 1) zY+ (z) zy(0)
Z+
y(n + 2) z[zY+ (z) zy(0)] zy(1)
B = z 2 Y+ (z) z 2 y(0) zy(1)
Y+ (z) =

z 2 y(0) + zy(1) zy(0)

z2 z 1
z
=
A
z2 z 1
z
=
(z z1 )(z z2 )
C

1 1+4
z1,2 =
2

1 5
=

2 2
1 z z
Y+ (z) =
z1 z2 z z1 z z2
Version 1.1
September 2006
77

Z

z1 z2 = 5
" 1
y(n) = (z1n z2n ) u(n)
:
5
= {0, 1, 1, 2, 3, 5, 8, . . . } .
6 a @7 4 89 44 75 7 67 467 7 8 6 74

86 0 48 6 4 7 3 4157 7
0 6= 0

Z

Z 12.5.2
>-/

61 4 9
75 7 67 75 35 68 4 1 8 186 469 2< %
<

35 716 34 0 384 0 5 6! z 9 Z 6 7 7 768

! 9 35 7 0 7 48 6 8 35 ! 6 Z 09
7 38 1 35 75 76 10.1.1 57 4 z 47 67 45

;(;/; 7 67
1 35 0 35 44
Z

0 7 67 45 465 10.1.6 ! 56 75 7 67 ( 12.5.1) 6 014

X
a .
N
N n
n
! 67 76 7 4657 46 75 7 69 Z 4695 78 47
n=0

y
B Q(z) =

X
a z =z
X
a z
N
. n N
N
N n
n n
@ 45 68

656 45 465 77 3 7 30 8 386
n=0 n=0

5 67 7 47 77 38 45 465 67 77

7 344 7 5 7 67 1 ! 344 4 306 6
X
a y(t) =
X N
b x(t) n
M
m
n m
44 0 76 Z 8 6 74 r(t) = r(t + 1) 00 5 78
n=0 m=0

X
a z Y (z) =
X N
b z X(z) n
M
m
n m
45 67 48 386

n=0 m=0
A X
a z
N
n
n
n=0
Version 1.1
September 2006
64 89 Z
561 96 30 6 3616 0 z 67 1 01 14 6

7! 66! 38 0 306 1 14 75 0 3
z 6 s
668 35 ( 12.5.27) 75 7 !4
15.7 9 15 5 ! 654 78
1 6 ( 12.5.27) !7 9 9 1 6 ( 12.5.1) !

a 6= 0 ( 12.5.1) ! 676 6 47 ( 12.5.1) @ 47 ( 12.5.27)

! M > N 17 30 8 64 ( 12.5.27) ! 0 96 89 0
0

4 9@@@ 67 !7 38 4 89 0 @@@47 !46

614
" C X N
a y(t n) =
X
b x(t m)
M
n m
64 L@ 30 004 L = max{N, M } 34

n=0 m=0
" N
X
a y(t + L n) =
X
b x(t + L m)
M
n m
64 k = L m@ l = L n 2 47 614 98

n=0 m=0

" X
a
L
y(t + l) =
X
b x(t + k) .
L
Ll Lk
9 l L N 9 ( 12.5.27) 6 ( 12.5.1) 96 75 386
l=LN k=LM
!4
k LM
" " a = a b = b .

l Ll k Lk
!4 47 6! M 78 N = L 0 L = max{N, M } = N 8 6 74

38
" : a = 0 , 0 l < L N , b = 0 , 0 k < L M .

l k
7 47 8 ( 12.5.32) 7 ( 12.5.34)@@( 12.5.33) ! 98 4
" X N
a y(t n) =
X
b x(t m)
M
n m
@8 67
n=0 m=0
" B X L
a y(t + l) =
X
b x(t + k) .
L
l k
l=0
5 38 96 38 75
k=0
5 61 31 ! 0 47 48 67 380 8 6 74

!6 1 4 47 89 !6 8 37 ! 0 96

" a =0 0nN 0

n
768 N > 0 9 0
Version 1.1
" September 2006
64 89 Z

2( 11.0.2) 7 64 89 4!
B y(n) =

X
h(n k)x(k) .
77 7 67 Z 0 @48 89 67 6 ! h 8 4
k=

44 48
B Y (z) = H(z)X(z)
B " H(z) =

X
h(k)z .

k
8 4 89 67 6 ! 8 94 11.3.1 57
k=

z

H(z) h 12.6.1
>-/

B : sup |H(z)| < .

|z|r0

r0
8 69 57 4 4 26!96 1 4 67 48 1 8 9 4
4 668 48 17 47
68 4 6 ! 897 2< %

<

B

X
k
|H(z)| = h(k)z

k=0
B B

X
|h(k)| z k ,

667 01 68 7 38 6! |z| 78 48 1 z 9 5 31
k=0

z 67 1 01 68 Z ! 0 4 89 47 |z| 67
;(;/; 1 6 68 4 8 0 8 71

Version 1.1
: September 2006

74 9 668 68 71 69 89 6 08 74

38 65 386 30 746 68 ! 30

@@@l 4 l 4 ! 804 BIBO 6 7 7 30 64 896
1
12.0.1 !

BIBO

h 13.1.1
>-/

"
X
|h(k)| < .
k=

||[x]|| ||h||1 ||x|| l1 h
38 1 6 ! 8 6 469 768 1 x l @6 87 h 8 61 144 2< %
<

1
"

X
|y(t)| = h(k)x(t k)

k=
""
X
|h(k)x(t k)|
k=
":
X
|h(k)| sup |x(n)|
n
"
k=
= ||h||1 ||x|| .
497 31 37 38 4 ||y|| ||h|| ||x|| 386

68 4 47 144 47 38 186 8

1
"B
X
|h(k)| =
k=

486 30
!4 ||(x)|| =
@7 8 x 1 6 4

"

1

h(t) 0
x(t) =
1 h(t) < 0 .

714 1 4 y 386 y(0) = 8 4 x(t) = sign(h(t)) 1 3

" y(0) =

X
h(k)x(k)
k=
"A =
X
|h(k)|
"C
k=
= .
;(;/;
8 46 67 BIBO 64 89 9 2! 01 46 796

9 B 9
" ||y|| B ||x||

3 ||x|| @7 3 3 x 8 94 38 5 B = ||h|| 69 34 B 9

4 89 67 ! 0 1
Z 09 0 146 34

BIBO

H 13.1.2
>-/

H

48 1 1 6!9 2< %

<

"
X
|h(k)||z k | <
h l @7 4 0 |z| = 1 78

k=
7 6!96 1 48 1 0 75 7 45

1

1 1 6!97 8 6! 69 ! 6!9 4 6 !7
;(;/; 1 6!9 68 3 7 6! 69 6 68 69 48

77 68 2 14 69 75 7 67 BIBO 96 34 0 57 56

@75 7 67 3 67 77 9 77 6 16 45 465

75 7 67 48 4 465 645 7 69 46 !4 8 6 74

67 757 9 1 18 4 1 67 0!47 7 0 69 957 4

1 1
39! 896 4 61 16 34

Version 1.1
B September 2006
5 30
>-/

13.1.3
"" sup

X
|K(n, k)| < .
n
k=
18 4 6 5 0 4

0 4 2< %
<

": |y(t)|

X
|K(t, k)| sup |x(n)| .
n
;(;/;
k=

( 10.1.1)
7 D 89 8 804
" N
X
an y(t n) =
M
X
bm x(t m) .
n=0 m=0
25 ! 804

yZIR

13.2.1
<&.*<
" yZIR (t) 0

t
ZIR ! 67 Z 9 7 67 48 8 804
"" Q(z) =
N
X
an z n
7 67 45 Q 77

n=0

": N
X
an z n = 0 .
n=0

Q

13.2.2
>-/

" |z| < 1 .
67 8 8 y 5 4! 35 10.1.8 57 56 8 804 2< %
<

;(;/; |z | < 1 t 78 t z u(t) 0 66 1 68 t z u(t)
i

ZIR
k t
i
k t
i
Version 1.1
September 2006

5 8 9 75 7 67 9 6445 8 10.4 9 4
t
75 7 5 y(t) = H(e )e ! x(n) = e 487

j jn jn
:C M jm
P
b e j m=0 m
H(e ) = P . N jn
4 48 306 !4 8 6 76 71

4 486 ! ! 46 68
a e n=0 n

01 18 4

/(2)

e
>-/

14.0.3 jn
@7 8 N 67 5 01 2< %

<

:C e =e jn
=e e ,j(n+N ) jn jN
0 68 /(2) = M/N 8 94 38 M 768 67 9 N = 2M 68 e = 1 68
jN
;(;/; 64 5

7 9 686 !

DTFT: Discrete Time Fourier Transform 30 67 5
2 67

{x(n)}

14.1.1
<&.*<
:
X
|x(k)| < .
k=

Z
: X() =

. X jk
e x(k)
k=

5 30 5
2 8 X 6 x 3 7 34
:" F
xX , X() = F[x]() .
8 64 Z 5 67 ! 7 2 9 6 4 8 6 74

:: X () = X (z)| = X (e ) . j
f z z=ej z
48 78 Z 9 ! 5 9 ! X 3 77 4 0 6

48 4 45 06 4 0 6 7

2

X() 14.1.2
>-/
387 01 e 4 45 ! 94 2< %

<
jn
: e j(+2)n
=e e jn j2n
=e jn
386 67 n@7 38
:B X( + 2) =
. X
e

x(k)j(+2)k
k=
: =
X
ejk x(k)
:
k=
= X() .
;(;/;
6 67 40 89 449 4 30 4 69 714 0 95 36 8

7 4 67 4 01 9 30 4 7 2 @ 6! 67 97
97 3 54 46 386 67 40 89 4 6 30 1

aliasing 4 6587 ! ! 4 95 67 0 956

38 5 69 !6 75

47 67 01 45 X()@7 38

7 774 0 6 x(k) 7 5 ( 14.1.2)

4 48 7 Z 67 5 30 5 7 38

12.3 9 7 66 0 18 2 46 57 8

>-/

14.1.3
:A F
x + y X + Y .

F
x y X()Y () 14.1.4
>-/
Version 1.1
A September 2006
5 30 5

F
(n m) ejm

14.1.5
>-/

:C F
x(n m) ejm X() .

x
;(;/; ! 7 94 41 49 6 2< %
<

x(n) X() 14.1.6

>-/ F

x
: X() = X() .
9 01 X() 8 804 5 0 9 5 9 7 6 8 8 94

2 67 01
;(;/; e = e @7 38 Z 48 94 2< %
<
j j
14.1.7
>-/

: j0 n
e
F
x(n) X( ) . 0
;(;/; ! 7 2< %

<

14.1.8
>-/
:" nx(n) j
F dX()
.
d
47 386 z 47 56 63 56 38 0! Z 6 !4 8 6 74 2< %
<

184 77 668 695 z @ 0! 48 66 75 184 7 38 9
27 0
:: d
X() =
d X
x(k)e

jk
d d
k=
: =

X
x(k)
d jk
e
d
k=
:B = j
X
kx(k)ejk .
;(;/;
k=
6 5 57 38 ! 306

Version 1.1
BC September 2006
75 7 35 30 5

y

x
>-/

14.1.9
:
1 2
X Z
x(k)y (k) = X()Y () d .
2 0
k=

x=y
: Z 2
. X 1
kxk22 = |x(k)|2 = |X()|2 d .
2 0
k=
5 5 48 35 0 66 684 5 X()@7 38 2< %
<

68 64! e 67 0 184 7.1.1 57

jk
:A 1 2
Z
jk jn
e e d = (n k)
2
8 94 38 4 67 6 38 78
0
:C
!
2 2
1 1
Z Z X X
X()Y () d = x(k)ejk y(n)ejn d
2 0 2 0 n=
k=
: 1 2 X
Z X
= x(k)ejk
y (n)ejn d
2 0 n=
k=
:
X 2
1
X Z
= x(k)y (n) ejk ejn d
2 0
k= n=
:" =
X

x(k)y (k)
k=
;(;/;

! 61 76 5 3!8 12.4 9 67 7 776 75 85 6

( 12.4.15) 64 14 5 8 01 8
:: 1 2
Z
jn
x(n) = X()e d .
2 0

( 10.1.1)
46 75 7 9 Z 69 57 12.5@ 8

: N
X
an y(t n) =
M
X
bm x(t m)
n=0 m=0
Version 1.1
B September 2006
64 89 30 5
64
:B Y () =
P ()
X()
:
Q()
= H()X()
:
PM
bm ejm
H() = Pm=0
N
.
n
n=0 an e
@7 14 78 75 7 69 89 67 ! 64 68

61 14 4 89

2( 11.0.2) 7 64 89 4!
:A y(n) =

X
h(n k)x(k) .
48 77 7 67 5 0 @48 89 67 6 ! h 8 4
k=

44
:" C Y () = H()X()
:" H() =
X
h(k)e .

jk
k=

34 67 5 36 ! 67 30 5 3 7

x (n) =. x(nT ) 34 T ! 1 !4 7 x
! 67 30 5 ! 56

s s s

:" X () =
X
x (n)e =
X
jn
x (n)e .

jnTs
s s s
2
! 57 w 6 8 658 67 5 98 714
n= n=

Ts
:" "
( )
X Z X
F x(t) (t nTs ) = x(nTs )(t nTs )ejt dt
n= n=
:" : =

X
xs (n)ejnTs
n=
:" =
X
xs (n)ejn .
n=
Version 1.1
B September 2006
5 30 5
47 3 7 68 X() 31 = T 3 477 78
69 4678 4 47 = T 30 47 36 5 s
s
8 017 !
:" B
( )
X 1 X
F x(t) (t nT ) = X( n ).
s s
T
7 64 47 14 9 41 47 74
n= s n=

:" X () =
1 X

X( n ) , = T
s s s
Ts n=
:"
1 X 2
= X n
Ts Ts Ts
67 5 67 00 6587 6 ! 67 30 5 68

n=

2 01 9 @ 01 7 38 !

30 8 DFT: Discrete Fourier Transform 4 6 6 30 5

N 01 9 01 67 N 87 5 30 1 69 9 5

9 69 0 !6 4 {x(t) : 0 t N 1} 38 94

751 47 ! k 3 ! 4 78

= 2/N
0

0
: x(t) =
X
a e [ ] .

jk 2
N
t
k
68 2 01 9 01 4 8 4 6

k=

ejk[ N ]t = ejk[ N ]t+j2t

2 2
= ej [k N + N N ]t
2 2
2
= ej[k+N ] t .
658 8 69 ( 14.2.1) 74 254 8 3 386

: x(t) =

X
ak ejk[ N ]t
2
k=
:" =
N
X X 1
alN +k ej(lN +k)[ N ]t
2
01 66! 6

l= k=0

:: N 1
!
ejk[ N ]t
X X 2
= alN +k
k=0 l=
: =
N
X 1
ak ejk[ N ]t
2
k=0
Version 1.1
B" September 2006
5 30 5
5 8 67 30 5 46 86 5@3 8 ! a 78

k
N 1
ak ejk[ N ]t .
X 2
x(t) =
6 N @ N 69 ! 47 89 N 69 30 67 5 68
k=0

38 ! 5 30 8 47 64! 48 8 6 74

k 14.2.1
<,'>
1

N 1 N k1 mod N = 0

ejk1 [ N ]t =
X 2
0

t=0
0 N 67 67 658 k 38 N 67 67 658 k 38 6 5 8 68

1
5 87 1 1 7 1 68
1

0 k = 0, N, 2N, . . . 7 64 67 k 686 e = 1 @7 38 2< %

<
1
2k
:B N
X 1
e N ]
jk1 [ 2 t
=
N
X 1
1=N .
5 ! 6 14 0 N 67 67 658 4 k

t=0 t=0

1
: N 1
1 ejk1 [ N ]N
2
jk1 [ 2
N ]
X
t
e =
1 ejk1 [ N ]
2
:
t=0
1 ejk1 2
=
1 ejk1 [ N ]
2
:A =0.
8 6 74 0 6 4 44 7 75 54 18 4

N 1 N
jk1 [ 2
N ] ejk1 [ N ]t ejk1 [ N ]
X X 2 2
t
e =
t=0 t=1
"N 1 #

jk1 [ 2
N ]
jk1 [ 2 ] [ ] ejk1[ N ] .
X 2 2
t N jk N 0
= e + e N e 1 N
67 k @7 38
t=0

1
2 2
ejk1 [ N ]N = ejk1 [ N ]N 0 = 1 .
8 386 46
:C N
X 1
ejk1 [ 2
N ]
t
=
N
X 1
2
ejk1 [ N ]t ejk1[ N ]
2
t=0 t=0
Version 1.1
B: September 2006
5 30 5
8 94 N 67 658 4 k @7 4147 38
1
ejk1 [ N ] 6= 1
2
38 ( 14.2.10) @ 37 386

N 1
ejk1 [ N ]t = 0 .
X 2
t=0
;(;/;
5 716 8 646 684 64! 48

14.2.2
>-/

: ak =
N 1
1 X 2
x(t)ejk N t .
N t=0
8 x 74 2< %

<

N 1 N 1 N
" 1 #
1 X 1
am ejm[ N ]t ejk N t
2 X X 2 2
x(t)ejk N t =
N N
t=0 t=0 m=0
N 1 N 1 h
!
1 jm[ 2
i
N ]
jk 2
X X
t t
= am e e N
N m=0 t=0
N 1
1 X
= am N (m k) k = 0, 1, . . . , N 1
N
m=0
= ak .
;(;/;
Version 1.1
B September 2006

5 386 668 69 89 69 016 7 20 5 6 01

68 ! ! 78 1 48 69 7 69 89

89 ! 71 0 t 9! 89 67 9 87 38 9 46 9

69 8 s t 9 48 !6 9 t s t 1 48 67 9 7 t > t 9!

0

0
645 7 344 !6 t @ 9
0

0
0
C y + 2y 4y = x .
48 9 768 t 9! y(t ), y(t ) 61 4 9 8 9 4
2 5 D 48

0 ! 38 t t 686 y 716 68 7 56 34 0 t t 9

0 0 0

0
[y, y]
!0 0
45 47 !
! 47 48 476 4 38 668 89

state variables 47 4
x(t) y(t)
- -
q(t)
89 2

q

y

x

15.0.3
<&.*<

q(t0 ) {q(t), t t0 } t0

{x(t), t t0 }

y(t) = g(q(t), x(t), t)
166
30 7 1
7 38 6 ! 1 14 668 4 !6 7 47 58

D 69 89 9 7 34 4 668 !6 9 1 75
71 1 75 7 75 ! 68 89 9 46 75 7 46
8 89 88 89 67 14 77
MIMO 48 89 6 65

75 ! 605 97 89 67 45 476 7

! 614
94 3 30 47
94 6 3 46 6 89 65 !
( 15.0.1) @6 7 30 7 67

15.0.4
<*
.
C y + 2y 4y = x .

C "

q1 (t) y(t)
q(t) = = .
q2 (t) y(t)

( 15.0.2)

C :

d q1 0 1 q1 0
= + x
dt q2 4 2 q2 1
C

h i q1
y= 1 0
q2
7 67 3 ! 0!4 77 6 ! 98 14

15.0.5
<*
.

C B z + 2z 4z = 2x + x .

y x ( 15.0.2) y 2.2.20

x ( 15.0.6) x
(

15.0.6) z(t) = 2y + y
C

d q1 0 1 q1 0
= + x
dt q2 4 2 q2 1
C z = q1 + 2q1
C A

h i q1
= 1 2 .
q2
Version 1.1
B September 2006
30 7 1

15 7 2 668 35 30 7 89

q1 (t) f1 [q(t), x(t), t]

q (t) f [q(t), x(t), t]

.
2 2
q(t) = =

qN (t) fN [q(t), x(t), t]
= f [q(t), x(t), t]
7 45 f @ q, x, y 78

" y(t) = g[q(t), x(t), t]
61 4 g 45 9

q1 (0)
:

q2 (0)

q(0) =

.

qN (0)
@5 7 N 68 37 645 7 15 7

!6 37 4 7 7! 75 ! 37 64
30 75 6 66 7 69 30 9 47 89 !6 34 8 4
15.1.1
<*
.

y = ay + t + x .

B q1 (t) = y
q2 (t) = t .

q1 (t) = aq1 (t) + q2 (t) + x(t)
A q2 (t) = 1
C y(t) = q1 (t) .
Version 1.1
B September 2006
76 D 1

d a 1 x
q(t) = q(t) +
dt 0 0 1
h i
y(t) = 1 0 q(t) .

q2 (0) = 0 ( 15.1.5)
75 35 6 34 f, g 45
48 898 30 9 89

89 9 676 218 4 0 4 8 6 74 30 47
"

2 0 1
q = q + x
t t 2 1
: h
y= 1 0 q
i
30 6 4 9 7 q @ 6 !

4 0 4 !
47 46 f, g 45 46 89

1

89 76 75 0 46 3 45 18

q, x

q(t) = A(t)q(t) + B(t)x(t)
B y(t) = C(t)q(t) + D(t)x(t)
30 6 6 68 668 35 7 3 A(t), B(t), C(t), D(t) 78

30 9 46 89 0

30 6 34 9 67 3
30 9 46 89 67 34
q(t) = Aq(t) + Bx(t)
y(t) = Cq(t) + Dx(t) .

8 4 1 4 0 ! 8 7!6 71 7 69 D 67 ! 4 15.0.4 !
89 614 08 ! 46
y +a (N )
y (N 1)
+ ... + a y + a y = x . (1)
N 1 1 0
Version 1.1
BA September 2006
76 D 1
!4
q1 = y
" q2 = q1 = y (1)
:

q3 = q2 = y (2)

B qN = qN 1 = y (N 1) .
76 684 ( 15.2.1) 7

y (N ) = aN 1 y (N 1) . . . a1 y (1) a0 y + x
= qN
A = aN 1 qN . . . a1 q2 a0 q1 + x
15 7 386
C q1 = q2

q2 = q3
" qN 1 = qN
: qN = aN 1 qN . . . a1 q2 a0 q1 + x
7
y = q1
7 67

q1 0 1 0 0 0 q1 0

B
q 0 0 1 0 0
2 q2 0

= + x

qN 1 0 0 0 0 1 qN 1 0

qN a0 a1 a2 aN 1 qN 1
h i
y = 1 0 0 0 0 q .
@7 4617 38 8 658 !4 09 0 89 67 8 7 6 75

5 4 9 N 95 77 38 !4 N @6 047 5 4 N

( 15.2.19)
89 1 695 N 97 86 0 4 6 658 N @6 156 047

Version 1.1
C September 2006
76 D 1
#
qN- R qN = qN1 R qN1 = qN2 q2 = q1 R q1 = y
P
x - - - ... - -
"!
6MB MBA
K
B BA ? ? ? ?
B BA aN1 aN2 a1 a0
B B
B B
B
0!4 66 48 9 7 2
48 0!46 ! 4 46 @48 89 46 D 8 98 804

0 89 5 2! 0!4
(dx/dt) = d(x)/dt

D 9 ! 76 75 68
2.2.20 49
A z +a (N )
z (N 1)
+ ... + a z + a z = b x (1)
+ ... + b x + b x (N 1) (1)
N 1 1 0 N 1 1 0
( 15.2.1)
67 35 09 !4
C z=b y + ... + b y + b y . (N 1) (1)

N 1 1 0
247 7 156 0 7 64 7 67

q1 0 1 0 0 0 0q1

q2 0 0 1 0 0 q2 0

= + x

q
N 1 0 0 0 0 1 qN 1 0

qN a0 a1 a2 aN 1 qN 1
h
y = b0 b1 b2 bN 2
i
bN 1 q .
7 47@@@ 89 67 15 096 684 0 89 76 8
2
67 N @ 0!4 6 4 0 x 67 N @ 0!4 ! 95 ( 15.2.19) 89
6 x 09 y 67 84 0!4 09 0 !6 75 ( 15.2.1) 7 09 6 y
46 49! 8 {q } 47 09 !6 75 y 67 84 0!4

i
15.2.1
>-/
" X d y(t)
a =
XN
b
d x(t) n M m
n m
dtn dtm
n=0 m=0
Version 1.1
September 2006
76 D 1
#
- P
- y -
3"!

bN1 bN2 b1 3

# 6 6 6 b0
P
qN- qN = qN1 R qN1 = qN2 q2 = q1 R 6
q
x - - - ... - 1
R
"!
6MB MBA
K
B BA ? ? ? ?
B BA aN1 aN2 a1 a0
B B
B B
B
7 2"

aN 6= 0 M N
: q = Aq + Bx
y = Cq + Dx

M <N ( 15.2.21) B A aN = 1

( 15.2.22) C D=0
0!4 68 6 0 47 7 4157 ! 3 0 M > N 8 6 74

68 0!4 75 4 7 9 x 48 67
@@ 7 7 ! 1 4 !7 D16 34D 146
! 8 0 48 76 7 97 34 Controllable Canonical Form ! 44 ! 4
( 15.2.22) ( 15.2.21)

66 34 8 4 61 6

96 ! 3 74 7 1 76

4 ( 15.1.18) @@( 15.1.17) ! 46 89 9 89 6 47 !
(A, B, C, D) 69 ! 897

>-/

15.2.2
B q = Aq + Bx
y = Cq + Dx

T (A, B, C, D)
(T 1 AT, T 1 B, CT, D) .
Version 1.1
September 2006
5 48 35 1

q = Tz z = T 1 q
A z = T 1 AT z + T 1 x
" C .
= Az + Bx
" y = CT z + Dx
" .
= Cz + Dx .
@7 35 69 6 486 6 68 T 5 8 29

6 7 z @7 9 2< %

< 668 35 77 57 6 15.3 9 @@

20!4 67 46 7 94
" " . d
z = T q 1

" :
dt
1
= T q
" 1
= T (Aq + Bx)
" B 1
= T (AT z + Bx)
" 1
= T AT z + T Bx . 1
" y = Cq + Dx
" A = CT z + Dx
0 386 y 64 x 48 9 8 8 94 7 46

;(;/; 89
7 67 14 6 9!6 8 7 4 77 68 46 54
08 54 09 6 9!6 34 6 96 8 7!6 71

30 9 46 76 14
" q(t) = Aq(t) + Bx(t)
" y(t) = Cq(t) + Dx(t) .

trajectory 26!4 N 1 66 6 q(t) 67 948 686 75 !4 69
Version 1.1
" September 2006
5 48 35 1

68 486 A@7 614 0 48 !4 714 0 9

1 0 0 0 0

" "
0 2 0 0 0

A=

0 0 0 0 N 1 0

0 0 0 0 0 N
8 transition matrix 9 !4 0

e1 t 0 0 0 0

e2 t 0
" :
0 0 0

(t) =

0
0 0 0 eN1 t 0

0 0 0 0 0 eN t

q(0) = q0

x0

A

15.3.1
>-/
" q(t) = (t)q0

" B y(t) = Cq(t) .
Version 1.1
: September 2006
5 48 35 1
9 7 x 0@7 38 15 7 8 186 469 2< %
<
238 4 57 348

d 1 t
dt e 0 0 0 0

d 2 t
"

0 dt e 0 0 0

d
(t)q0 = q0
dt

d N1 t

0 0 0 0 dt e 0

d N t
0 0 0 0 0 dt e

1 e1 t 0 0 0 0

2 e2 t 0
"

0 0 0

=

q0

0 0 0 0 N 1 eN1 t 0

0 0 0 0 0 N eN t

1 0 0 0 0 e1 t 0 0 0 0

2 t 0
" A
0 2 0 0 0
0 e 0 0

=

q0

0
0 0 0 N 1 0
0
0 0 0 eN1 t 0

0 0 0 0 0 N 0 0 0 0 0 eN t
" C = A(t)q0 .
;(;/; 15 7 68

35 4 8 36 38 44 38 668 4 486 67

69 445 67 ! 804 668
" e =
X
.
k
k!
k=0
Version 1.1
September 2006
5 48 35 1
486 A 9 8 6 74

tk k1 0 0 0 0

tk k2 0 0
"
0 0

k k k

(At) = t A =

0 0 0 0 t k k 0
N 1
0 0 0 0 0 k
t N k
k
t k
k! 1 0 0 0 0
tk k

" "
0 2 0 0 0
k k!
kt
X X
A =
k!
k=0 k=0

tk k

0 0 0 0
k! N 1 0

tk k
0 0 0 0 0 k! N
tk k
P
k=0 k! 1 0 0 0 0

P tk k
" :

0 k=0 k! 2 0 0 0

=

P tk k

0 0 0 0
k=0 k! N 1 0

P tk k
0 0 0 0 0 k=0 k! N

e1 t 0 0 0 0

0 e2 t 0 0
"
0

=

0 0 0 0 e N1 t 0

0 0 0 0 0 e N t
67 445 !6 8 0 774

Transition matrix 15.3.2
<&.*<

A
" B (t) = eAt
" . X tk k
=

A .
k!
k=0
486 A @7 75 467 38 48 3 9 36 44
3866 44 486 4 A 6 74
Version 1.1
B September 2006
5 48 35 1

A

T
>-/

15.3.3
" T 1 AT =

1 0 0 0 0

" A
0 2 0 0 0

=

0 0 0 0 N 1 0

0 0 0 0 0 N

T
" C T 1 eAt T = et

eAt
" eAt = T et T 1 .
46 6 6 9 N 6 7 3866 44 N A 7 804

3 54 4 486 6 A 9 54

@7 38 A 486 T 2< %
<
k
" 1 k 1
T A T = T AT T A T 1 k1
" " = T A T1 k1
" : 2
= T A T 1 k2
" = .k
;(;/; 67 445 67 ! 98 94 49

e 15.3.4
>-/ At

A0
e =I

d At

dt e = AeAt

eA1 t eA2 t = e(A1 +A2 )t A1 A2 = A2 A1

1
eAt = eAt

A

At1 At2
e e = eA(t1 +t2 )
Version 1.1
September 2006
5 48 35 1
2! 74 96 ! 94 2< %
<

" B d At
e =
d X tk k
A

dt dt k!
k=0
" =

X d k
dt t
Ak
k!
k=0
" =

X ktk1
Ak
k!
k=1
" A =A
X
tk1
Ak1
(k 1)!
k=1
" " C =A
X
tk k
A
(k)!
" "
k=0
= AeAt .
67 668 48 0 4 9! 18 0 6 ! 186 34 " 9

34 645 7
" " .
(t) = e t (A1 +A2 )
" " "

1
. A1 t A2 t
(t) = e e
2 .
45 48 77 668 56 47 1 (0) = (0) = I 0

2 645 7 1 2
" " : d
(t) = (A + A ) (t)
1 1 2 1
" "
dt
d A1 t A2 t
(t) = A (t) + e A e
2 1 2 2
46 0 0 4 A A = A A e A e = A e e 98

dt
A1 t A2 t A1 t A2 t
1 2 2 1 2 2
" " B d
(t) = (A + A ) (t) .
2 1 2 2
7 386 61 4 9 7 (t)@3 (t) 68
dt

" 9 64 9 9 561 A@7 38

2 1
" " e e At At
=e =I . (AA)t
85 7 6 387 98 9

;(;/; B 46 386 561 At @ At 7 6 6
2 1

t

(t, ) 15.3.5
<&.*<

q
" " q(t) = (t, )q( ) .

44 1
9!
658@@@!6 695 69 9 2 7
0 4 8 30 9 46 89 9 t 9! 6

(t, ) = (t ) ( 15.3.2) ( 15.3.1)

15.3.6
>-/
q(t) = (t)q q 68 9 8 186 5 30 9 897 38 7 2< %
<

0 9 ! 67 15 7 (t)q = e q @7 38 0 6
0

0
At
;(;/; (0)q = q 0 0
668 35 716 75 0 35 5 48 35 38 46

0 0

5 4 48 78 668 35 37 46 645 7 67 35 8
8 54 68 0! 6 ! 67 0!47 58 6 !4 6
1 68 69 6!4 9 6 0@@ 67 6!4 67 !
54
( 15.3.1)

15.3.7
>-/
" " A t
Z
At A(t )
q(t) = e q + e Bx( ) d .
0
0
5 61 4 35 47 5 48 35 38 3 37

2 6! 0! 1 6954 2< %

<
" : C t

d d
Z
At A(t )
q(t) = e q + e0 Bx( ) d
dt dt
" :
0
t
d d
Z
At A(t )
= e q + 0 e Bx( ) d
dt dt
" :
0
t
d
Z
At At A
= Ae q + 0e e Bx( ) d
dt
" : "
0
Z t
At At A At At
= Ae q + Ae 0 e Bx( ) d + e e Bx(t)
" : :
0
Z t
At A(t )
=A e q + e 0 Bx( ) d + Bx(t)
" :
0
= Aq(t) + Bx(t) .
8 75 4 e 67 71 668 35 8 47 38 716 1 6 4 0 147 38
At
14 656 71 8 7 4 D 67

486 6 6 75 e 67 71 0 A 3866 34 8 4
At
7 N 67 35 9 7 35 0 486 A 2 54 4

Version 1.1
A September 2006
656 1
7 35 6 658 695 N @ 1 695 N 686 6!4 N @ 7 37
6 6 54 658 695 N @ 1 695 N 686 7 9 35

1@ 6! 9 89 78 5 3866 34

7 N 89 56 8 38 !7 Controllable canonical form@ ! 67 71 3

7 94 4 4 3 0 !6 8 N @ 658 N 686 38 !4 N @

1

q t >t 1 0

q(t ) 0 t

state controllable
0 15.4.1
<&.*<

q(t1 ) = q1 {x(t), t0 t t1 }

Controllable Canonical Form

A, B

15.4.2
>-/

State controllable
State controllable 89 0 0 6 89 T 54 24

A, B, C, D

Jordan Canonical Form 15.4.3

>-/

A1 0 0 0

:
0 A2 0 0

A=

0 0 0 Ak1 0

0 0 0 0 Ak

An 0

n 1 0 0 0

0 1 0 0

n

:

An =

0 0 0 n 1 0

0 0 0 0 n 1

0 0 0 0 0 n

A k
67 957 3 78 6 5 7 486 6 7 6 74
7 8 38 ! 9 69 1
Version 1.1
C September 2006
656 1

67 0 ! 1 54 68 67
6 6 656

7 67 1 94 75 7
q(t) = Aq(t) + Bx(t)

44 1 q(0 ) 61 4 9

sQ (s) q(0 ) = AQ (s) + BX (s)
"
+ + +

sQ (s) AQ (s) = BX (s) + q(0 )
:
+ + +
1 1
Q (s) = (sI A) BX (s) + (sI A) q(0 )
+ +
47 5 61 4 ! 3 37 78 61 7 46

64 89 9 7 4 5 48 !
Y (s) = CQ (s) + DX (s)
B
+ + +
1 1
= [C(sI A) B + D]X (s) + C(sI A) q(0 )
+
38 5 48 ! 47 5 61 4 ! 37 38 !

89 67 457 4
H(s) = C(sI A) B + D . 1
! 08 96 7 48 4 77 3 1 457 477 38

1 6 45 ! H(s) 0 6 y @ x 45 66 8 38

45 H 8 94 s@ 46 7 67 5 69 6 7 38 s 67

47 ! 56 4 @48 89 7 D 76 75 386 64
! 0!4 0 5 67 7 38 656 @@@D6

! 67
A 3 D 67

D 8 4 (t) = e 716 46 44 656
At
d
(t) = A(t)
dt
3 1 656 (0) = I 78
A s(s) (0) = A(s)
C (sI A)(s) = I
(s) = (sI A) . 1
66 4 69 85 656 9 38 16 85 0 71 97

e At
Version 1.1
September 2006
7 1
@ 67 9 89 89 67 8 (sI A) 67 71
1
67 45 7 det(sI A) 7

7 9 89 96 A
6 75 BIBO 5 74 668 89 !4 7 38 89

69 6 45 465 77 A 67 9 89 2A 67 9 89

67 67 4 A 67 9 89 68 8 6 74 47 ! 69 68 BIBO

1 1 48 68 97 64 ( 15.3.39) 668 35 0 8 7

3 9 1 !1 6 89 8 ! 48 67 6 8 71 67 0 !

67

8 71 71 ! 386 34 0 61 4 1 71 7 74
144 ( 15.2.21) Controllable Canonical Form ! 89 344 08 39 96
1 15 4 96 34 366 15 9 ! 68
6 34 68 7! 46 77

67 314 0 67 16 9 74 8 6
! 7 A 6= A 69 89 67 !4

!47 86 !6
9 89 476 38 6 34 ( 15.2.21) Canonical Form
Controllable

67 a 68 !4 897 86 !6 34 68

16 ! 3 9 89 7 A@6 38 676 a 417 1 561
A n

34 796 34 n

896 488 01 9 89 89 47 97 7

!4 2 89 67 46 x 486 4 0 794
r(t) =

X
a q (t)
N 1
n n
8 647 89 !4 a 78

n=0

n
" q = Aq + B(r + x)
: N 1
!
X
= Aq + B a q + Bx n n

n=0
= Aq + Bx
B y = Cq + Dx .
a = a + a 14 98 a a 41 7 78 ( 15.2.21) A

n n n n n
3 7 386 A = A 8 64
q = Aq + x
y = Cq + Dx .
Version 1.1
September 2006
76 D 1
6 47 89 !47 46 7 09 68
448 89 !4 476 75 0 7 6956 468 7 4
! 5 897 38 7 77 36 89 47 3 66 6 76 71
6!9 7 7 97 0 671 896 48 48 89 6

47 69 794 89 !4 47 48 47 47 7 671

89 4 47 69 6 48

696 67 ! 89 67 3487 4 67 !6

68 4 7 86 0 1 67 16 ! 97 4

695 48 3 77 86 ! 46 89 27 35 69 676
348 47 67 386 89
!4 6
69 !

476 7 0 7 69 576 47 6 4
F-16

30 15 7

f [q(n), x(n), n]
1
B

f2 [q(n), x(n), n]

q(n + 1) =

fN [q(n), x(n), n]
B = f [q(n), x(n), n]
7 45 f @ q, x, y 78

B " y(n) = g[q(n), x(n), n]
61 4 g 45 9

q1 (0)
B :

q2 (0)

q(0) =
.

qN (0)
75 7 N 68 37 75 7 15 7

37
Version 1.1
" September 2006
76 D 1

2 89 14 614
N
X
an n y(t) = x(t)
4 ! 4 0 ! 8 6 74 y(t) = y(t + 1) 2 00 5 78
n=0

@@( 12.5.35) 7 5 12.5.1 9 47 58 6 75 7 3 477

7 74 0 a = 1 8 144 14 396 67 ! ( 12.5.36)

N

y(t + N ) = a y(t) a y(t + 1) a y(t + 2) . . . a y(t + N 1) + x(t)

0 1 2 N 1
!4
" q (t) = y(t)
:
1
q (t) = q (t + 1) = y(t + 1)

2 1
B

q (t) = q (t + 1) = y(t + 2)
3 2

q (t) = q (t + 1) = y(t + N 1) .

N N 1
76 684

a = 1 78 ( 15.7.1) 7

N
y(t + N ) = a y(t) a y(t + 1) . . . a y(t + N 1) + x(t)
A
0 1 N 1
q (t + 1) = a q (t) a q (t) . . . a
N 0 1 1 2 q (t) + x(t) N 1 N
7 64

0 1 ... 0 0 0

C
0 0 1 ... 0 0

q(t + 1) =

q(t) + x

0 0 ... 0 1 0

a0 a1 ... aN 2 aN 1 1
h i
y(t) = 1 0 0 . . . 0 q(t) .
7 46
q(t + 1) = Aq(t) + Bx(t)
" y(t) = Cq(t) + Dx(t)
30 76 0 7

30 35 1
#
qN (t + 1) qN (t) - qN1 (t)
- . . . q1 (t + -
1) q1 =-
y
P
x - - D D D
"!
6MB MBA
K
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Version 1.1
September 2006
Z
1

30 7 75 56 75 30 7 75 7 8
2
q(n) = Aq(n 1) + Bx(n 1)
= A[Aq(n 2) + Bx(n 2)] + Bx(n 1)
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5 61 4 ! 3 37 306 0 14 46

64 89 9 7 4 5 48 ! 47
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B
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Version 1.1
B September 2006
Z
1
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67 48 9 A 67 9 897 38 30 8

9 89 68 5 89 68 486 1 668 89

67 75 66! 18 4 6 0 BIBO ! 1 0 48 1 6!9

5

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Version 1.1
September 2006

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