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Linear systems and signals : a primer / JC Olivier.
- Format:
- Book
- Author/Creator:
- Olivier, J. C. (Jan Corné), author.
- Series:
- Artech House radar library.
- Artech House radar series
- Language:
- English
- Subjects (All):
- Signal processing--Mathematics.
- Signal processing.
- Linear time invariant systems.
- Physical Description:
- 1 online resource (304 pages)
- Edition:
- 1st ed.
- Place of Publication:
- Norwood, Massachusetts : Artech House, (c)2019.
- Summary:
- This new resource covers a wide range of content by focusing on theorems and examples to explain key concepts of signals and linear systems theory in fewer than 300 pages. Readers will learn how to compute the impulse response of an electronic circuit, design a filter in the presence of colored noise, and use the Z transform to design a digital filter. The book covers transform theory and statespace analysis and design. Stochastic systems and signals, a topic that has become important recently with the advent of renewable energy, is also presented. The Ergodic theorem is discussed in detail, with specific, real world examples of its application to renewable power and energy systems as well as signal processing systems. The book also provides a self-contained introduction to the theory of probability. Written for the practicing engineer and the student new to the subject, this comprehensive guide includes links to literature and online resources for the reader who wants additional information. In addition to numerous worked examples, this primer includes MATLABª source code to assist readers with their projects in the field. Publisher description.
- Contents:
- Intro
- Linear Systems and Signals: A Primer
- Contents
- Preface
- Part I Time Domain Analysis
- Chapter 1 Introduction to Signals and Systems
- 1.1 Signals and Their Classification
- 1.2 Discrete Time Signals
- 1.2.1 Discrete Time Simulation of Analog Systems
- 1.3 Periodic Signals
- 1.4 Power and Energy in Signals
- 1.4.1 Energy and Power Signal Examples
- References
- Chapter 2 Special Functions and a System Point of View
- 2.1 The Unit Step or Heaviside Function
- 2.2 Dirac's Delta Function d(t)
- 2.3 The Complex Exponential Function
- 2.4 Kronecker Delta Function
- 2.5 A System Point of View
- 2.5.1 Systems With Memory and Causality
- 2.5.2 Linear Systems
- 2.5.3 Time Invariant Systems
- 2.5.4 Stable Systems
- 2.6 Summary
- Chapter 3 The Continuous Time Convolution Theorem
- 3.1 Introduction
- 3.2 The System Step Response
- 3.2.1 A System at Rest
- 3.2.2 Step Response s(t)
- 3.3 The System Impulse Response h(t)
- 3.4 Continuous Time Convolution Theorem
- 3.5 Summary
- Chapter 4 Examples and Applications of the Convolution Theorem
- 4.1 A First Example
- 4.2 A Second Example: Convolving with an Impulse Train
- 4.3 A Third Example: Cascaded Systems
- 4.4 Systems and Linear Di˛erential Equations
- 4.4.1 Example: A Second Order System
- 4.5 Continuous Time LTI System Not at Rest
- 4.6 Matched Filter Theorem
- 4.6.1 Monte Carlo Computer Simulation
- 4.7 Summary
- Chapter 5 Discrete Time Convolution Theorem
- 5.1 Discrete Time IR
- 5.2 Discrete Time Convolution Theorem
- 5.3 Example: Discrete Convolution
- 5.4 Discrete Convolution Using a Matrix
- 5.5 Discrete Time Di˛erence Equations
- 5.5.1 Example: A Discrete Time Model of the RL Circuit
- 5.5.2 Example: The Step Response of a RL Circuit
- 5.5.3 Example: The Impulse Response of the RL Circuit.
- 5.5.4 Example: Application of the Convolution Theorem to Compute the Step Response
- 5.6 Generalizing the Results: Discrete TimeSystem of Order N
- 5.6.1 Constant-Coe˝cient Di˛erence Equation of Order N
- 5.6.2 Recursive Formulation of the Response y[n]
- 5.6.3 Computing the Impulse Response h[n]
- 5.7 Summary
- Chapter 6 Examples: Discrete Time Systems
- 6.1 Example: Second Order System
- 6.2 Numerical Analysis of a Discrete System
- 6.3 Summary
- Chapter 7 Discrete LTI Systems: State Space Analysis
- 7.1 Eigenanalysis of a Discrete System
- 7.2 State Space Representation and Analysis
- 7.3 Solution of the State Space Equations
- 7.3.1 Computing An
- 7.4 Example: State Space Analysis
- 7.4.1 Computing the Impulse Response h[n]
- 7.5 Analyzing a Damped Pendulum
- 7.5.1 Solution
- 7.5.2 Solving the Di˛erential Equation Numerically
- 7.5.3 Numerical Solution with Negligible Damping
- 7.6 Summary
- Part II System Analysis Based on Transformation Theory
- Chapter 8 The Fourier Transform Applied to LTI Systems
- 8.1 The Integral Transform
- 8.2 The Fourier Transform
- 8.3 Properties of the Fourier Transform
- 8.3.1 Convolution
- 8.3.2 Time Shifting Theorem
- 8.3.3 Linearity of the Fourier Transform
- 8.3.4 Di˛erentiation in the Time Domain
- 8.3.5 Integration in the Time Domain
- 8.3.6 Multiplication in the Time Domain
- 8.3.7 Convergence of the Fourier Transform
- 8.3.8 The Frequency Response of a Continuous Time LTI System
- 8.3.9 Further Theorems Based on the Fourier Transform
- 8.4 Applications and Insights Based on the Fourier Transform
- 8.4.1 Interpretation of the Fourier Transform
- 8.4.2 Fourier Transform of a Pulse (t)
- 8.4.3 Uncertainty Principle
- 8.4.4 Transfer Function of a Piece of Conducting Wire
- 8.5 Example: Fourier Transform of e tu(t).
- 8.5.1 Fourier Transform of u(t)
- 8.6 The Transfer Function of the RC Circuit
- 8.7 Fourier Transform of a Sinusoid and aCosinusoid
- 8.8 Modulation and a Filter
- 8.8.1 A Design Example
- 8.8.2 Frequency Translation and Modulation
- 8.9 Nyquist-Shannon Sampling Theorem
- 8.9.1 Examples
- 8.10 Summary
- Chapter 9 The Laplace Transform and LTI Systems
- 9.1 Introduction
- 9.2 Definition of the Laplace Transform
- 9.2.1 Convergence of the Laplace Transform
- 9.3 Examples of the Laplace Transformation
- 9.3.1 An Exponential Function
- 9.3.2 The Dirac Impulse
- 9.3.3 The Step Function
- 9.3.4 The Damped Cosinusoid
- 9.3.5 The Damped Sinusoid
- 9.3.6 Laplace Transform of e-ajt
- 9.4 Properties of the Laplace Transform
- 9.4.1 Convolution
- 9.4.2 Time Shifting Theorem
- 9.4.3 Linearity of the Laplace Transform
- 9.4.4 Di˛erentiation in the Time Domain
- 9.4.5 Integration in the Time Domain
- 9.4.6 Final Value Theorem
- 9.5 The Inverse Laplace Transformation
- 9.5.1 Proper Rational Function: M <
- N
- 9.5.2 Improper Rational Function: M N
- 9.5.3 Example: Inverse with a Multiple Pole
- 9.5.4 Example: Inverse without a Multiple Pole
- 9.5.5 Example: Inverse with Complex Poles
- 9.6 Table of Laplace Transforms
- 9.7 Systems and the Laplace Transform
- 9.8 Example: System Analysis Based on the Laplace Transform
- 9.9 Linear Di˛erential Equations and Laplace
- 9.9.1 Capacitor
- 9.9.2 Inductor
- 9.10 Example: RC Circuit at Rest
- 9.11 Example: RC Circuit Not at Rest
- 9.12 Example: Second Order Circuit Not at Rest
- 9.13 Forced Response and Transient
- 9.13.1 An Example with a Harmonic Driving Function
- 9.14 The Transfer Function H(w)
- 9.15 Transfer Function with Second Order Real Poles
- 9.16 Transfer Function for a Second Order System with Complex Poles
- 9.17 Summary
- References.
- Chapter 10 The z-Transform and Discrete LTI Systems
- 10.1 The z-Transform
- 10.1.1 Region of Convergence
- 10.2 Examples of the z-Transform
- 10.2.1 The Kronecker Delta d[n]
- 10.2.2 The Unit Step u[n]
- 10.2.3 The Sequence anu[n]
- 10.3 Table of z-Transforms
- 10.4 Properties of the z-Transform
- 10.4.1 Convolution
- 10.4.2 Time Shifting Theorem
- 10.4.3 Linearity of the z-transform
- 10.5 The Inverse z-Transform
- 10.5.1 Example: Repeated Pole
- 10.5.2 Example: Making use of Shifting Theorem
- 10.5.3 Example: Using Linearity and the Shifting Theorem
- 10.6 System Transfer Function for Discrete Time LTI systems
- 10.7 System Analysis using the z-Transform
- 10.7.1 Step Response with a Given Impulse Response
- 10.8 Example: System Not at Rest
- 10.9 Example: First Order System
- 10.9.1 Recursive Formulation
- 10.9.2 Zero Input Response
- 10.9.3 The Zero State Response
- 10.9.4 The System Transfer Function H(z)
- 10.9.5 Impulse Response h[n]
- 10.10 Second Order System Not at Rest
- 10.10.1 Numerical Example
- 10.11 Discrete Time Simulation
- 10.12 Summary
- Chapter 11 Signal Flow Graph Representation
- 11.1 Block Diagrams
- 11.2 Block Diagram Simplification
- 11.3 The Signal Flow Graph
- 11.4 Mason's Rule: The Transfer Function
- 11.5 A First Example: Third Order Low Pass Filter
- 11.5.1 Making Use of a Graph
- 11.6 A Second Example: Canonical Feedback System
- 11.7 A Third Example: Transfer Function of a Block Diagram
- 11.8 Summary
- Chapter 12 Fourier Analysis of Discrete-Time Systems and Signals
- 12.1 Introduction
- 12.2 Fourier Transform of a Discrete Signal
- 12.3 Properties of the Fourier Transform of Discrete Signals
- 12.4 LTI Systems and Di˛erence Equations
- 12.5 Example: Discrete Pulse Sequence
- 12.6 Example: A Periodic Pulse Train.
- 12.7 The Discrete Fourier Transform
- 12.8 Inverse Discrete Fourier Transform
- 12.9 Increasing Frequency Resolution
- 12.10 Example: Pulse with 1 and N Samples
- 12.11 Example: Lowpass Filter with the DFT
- 12.12 The Fast Fourier Transform
- 12.13 Summary
- Part III Stochastic Processes and Linear Systems
- Chapter 13 Introduction to Random Processes and Ergodicity
- 13.1 A Random Process
- 13.1.1 A Discrete Random Process: A Set of Dice
- 13.1.2 A Continuous Random Process: A Wind Electricity Farm
- 13.2 Random Variables and Distributions
- 13.2.1 First Order Distribution
- 13.2.2 Second Order Distribution
- 13.3 Statistical Averages
- 13.3.1 The Ensemble Mean
- 13.3.2 The Ensemble Correlation
- 13.3.3 The Ensemble Cross-Correlation
- 13.4 Properties of Random Processes
- 13.4.1 Statistical Independence
- 13.4.2 Uncorrelated
- 13.4.3 Orthogonal Processes
- 13.4.4 A Stationary Random Process
- 13.5 Time Averages and Ergodicity
- 13.5.1 Implications for a Stationary Random Process
- 13.5.2 Ergodic Random Processes
- 13.6 A First Example
- 13.6.1 Ensemble or Statistical Averages
- 13.6.2 Time Averages
- 13.6.3 Ergodic in the Mean and the Autocorrelation
- 13.7 A Second Example
- 13.7.1 Ensemble or Statistical Averages
- 13.7.2 Time Averages
- 13.8 A Third Example
- 13.9 Summary
- Chapter 14 Spectral Analysis of Random Processes
- 14.1 Correlation and Power Spectral Density
- 14.1.1 Properties of the Autocorrelation for a WSS Process
- 14.1.2 Power Spectral Density of a WSS Random Process
- 14.1.3 Cross-Power Spectral Density
- 14.2 White Noise and a Constant Signal (DC)
- 14.2.1 White Noise
- 14.2.2 A Constant Signal
- 14.3 Linear Systems with a Random Process as Input
- 14.3.1 Cross-Correlation Between Input and Response
- 14.3.2 Relationship Between PSD of Input and Response.
- 14.4 Practical Applications.
- Notes:
- Includes index.
- Description based on print version record.
- Includes bibliographical references and index.
- ISBN:
- 1-63081-615-9
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