Something interesting from class - HW2

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Max Woesner

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Homework #2 - Something interesting from class


The Linear Time Invariant System Game can be used to help us understand the impulse response of a linear time invariant system.

Input−−−−−⟶ Linear Time Invariant System ⟶Output Reason
δ(t) −−−−−−−⟶ h(t) Given
δ(t−t0) −−−−−−−⟶ h(t−t0) Time Invariance
x(t0)δ(t−t0) −−−−−−−⟶ x(t0)h(t−t0) Proportionality
∫−∞∞x(t0)δ(t−t0)dt0 −−−−−−−⟶ ∫−∞∞x(t0)h(t−t0)dt0 Superposition


where ∫−∞∞x(t0)δ(t−t0)dt0=x(t) for any x(t) and ∫−∞∞x(t0)h(t−t0)dt0 is the convolution integral.
We can expand the game further.

Input−−−−−⟶ Linear Time Invariant System ⟶Output Reason
δ(t) −−−−−−−⟶ h(t) Given
δ(t−t0) −−−−−−−⟶ h(t−t0) Time Invariance
x(t0)δ(t−t0) −−−−−−−⟶ x(t0)h(t−t0) Proportionality
x(t) −−−−−−−⟶ ∫−∞∞x(t0)h(t−t0)dt0 Superposition
ej2πft −−−−−−−⟶ ∫−∞∞ej2πft0h(t−t0)dt0 Superposition


Let λ=t−t0, so t0=t−λ and dt0=−dλ
Therefore ∫−∞∞ej2πft0h(t−t0)dt0=∫+∞−∞h(λ)ej2πf(t−λ)(−dλ)=ej2πft∫−∞∞h(λ)e−j2πfλdλ
This tells us that ej2πft is the eigenfunction and ∫−∞∞h(λ)e−j2πfλdλ is the eigenvalue of all linear time invariant systems.
This amazing conclusion makes solving linear time invariant systems (the only systems we are really able to solve) so much simpler that we usually approximate real-world nonlinear problems as linear systems so we can solve them.