1 appendix 02 linear systems - time-invariant systems linear system linear system f(t) g(t)

31
1 Appendix 02 Appendix 02 Linear Systems - Time-invariant Linear Systems - Time-invariant systems systems Linear System f(t) g(t)

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Page 1: 1 Appendix 02 Linear Systems - Time-invariant systems Linear System Linear System f(t) g(t)

11

Appendix 02Appendix 02Linear Systems - Time-invariant systemsLinear Systems - Time-invariant systemsAppendix 02Appendix 02Linear Systems - Time-invariant systemsLinear Systems - Time-invariant systems

LinearSystem

LinearSystemf(t)f(t) g(t)g(t)

Page 2: 1 Appendix 02 Linear Systems - Time-invariant systems Linear System Linear System f(t) g(t)

22

Linear SystemLinear SystemLinear SystemLinear System )()( tfLtg

A linear system is a system that has the following two properties:

Homogeneity:

Scaling:

)()()()()()( 212121 tgtgtfLtfLtftfL

)()()( tgtfLtfL

The two properties together are referred to as superposition.

)()()()( 2121 tfLtfLtftfL

Page 3: 1 Appendix 02 Linear Systems - Time-invariant systems Linear System Linear System f(t) g(t)

33

A time-invariant system is a system that has the propertythat the the shape of the response (output) of this systemdoes not depend on the time at which the input was applied.

)()( TtgTtfL

If the input f is delayed by some interval T,the output g will be delayed by the same amount.

Time-invariant SystemTime-invariant SystemTime-invariant SystemTime-invariant System )()( tfLtg

Page 4: 1 Appendix 02 Linear Systems - Time-invariant systems Linear System Linear System f(t) g(t)

44

Linear time-invariant systems have a very interesting (and useful) response when the input is a harmonic.If the input to a linear time-invariant system is a harmonicof a certain frequency , then the output is also a harmonicof the same frequency that has been scaled and delayed:

)( Ttjtj eeL

Harmonic Input FunctionHarmonic Input FunctionHarmonic Input FunctionHarmonic Input Function )()()()(

)(

tfHtfLtg

etf tj

Page 5: 1 Appendix 02 Linear Systems - Time-invariant systems Linear System Linear System f(t) g(t)

55

The response of a shift-invariant linear system to a harmonic inputis simply that input multiplied by a frequency-dependent complex number (the transferfunction H()).A harmonic input always produces a harmonic output at the same frequency in a shift-invariant linear system.

Transfer Function H(Transfer Function H())Transfer Function H(Transfer Function H())

)(),(),(

),(),(

)()()()(

),()(

)()()(

),()()(

)()(

)(

)(

1122

1

)(122

11

)(12

1

HHTtHtH

eTtHeeTtH

TtgTtfLtfLtg

etHetgeeLeeeL

eLTtfLtfLtg

etHeLtfLtg

eTtftf

etf

tjjTTtj

tjTjTjtjTjtjTj

Ttj

tjtj

Ttj

tj

)()()()(

)(

tfHtfLtg

etf tj

)()()()(

)(

tfHtfLtg

etf tj

Page 6: 1 Appendix 02 Linear Systems - Time-invariant systems Linear System Linear System f(t) g(t)

66

Transfer FunctionTransfer FunctionConvolutionConvolutionTransfer FunctionTransfer FunctionConvolutionConvolution

)()()()(

)(

tfHtfLtg

etf tj

)()()(

)()(

j

Tj

eHH

eHH

nConvolutio )()(*)(

ansformFourier tr )()()(

)()()()(

)(

dfthfhtg

FHG

tfHtfLtg

etf tj

)()(

)()()()()()(

)(

tLth

dfthtfHtfLtg

etf tj

h(t)h(t)f(t)f(t) g(t)g(t)

H()H()F()F() G()G()

Page 7: 1 Appendix 02 Linear Systems - Time-invariant systems Linear System Linear System f(t) g(t)

77

ConvolutionConvolutionConvolutionConvolution

dfthtg

thth

TTthth

dfTTthdTfTthtg

dTfthTtg

dfthtg

TtTt

)()()(

)(),(

),(),(

)(),()(),()(

invarianceshift )(),()(

)(),()(

dfthfhtg )()(*)(

h(t)h(t)f(t)f(t) g(t)g(t)

)()(

)()()()(

tLth

dfthtfLtg

Page 8: 1 Appendix 02 Linear Systems - Time-invariant systems Linear System Linear System f(t) g(t)

88

Impulse Response [1/4]Impulse Response [1/4]Impulse Response [1/4]Impulse Response [1/4]

otherwise

Tt

T

trect

t

tntrecttnftfS

02

1 )()(

)()( lim)(0

tLthtttnt

recttnt

t

dfthdthfdtLf

ttttnt

rectLtnft

tttnt

recttnfL

t

tntrecttnfLtfLtg

otherwise

Tt

T

trect

t

tntrecttnftftf

tttS

t

tS

t

)()()()()()(

)(lim)(lim)(lim)(lim)(

02

1 )(lim)(lim)(

0000

00

)()(

)()()()(

tLth

dfthtfLtg

Page 9: 1 Appendix 02 Linear Systems - Time-invariant systems Linear System Linear System f(t) g(t)

99

Impulse Response [2/4]Impulse Response [2/4]Impulse Response [2/4]Impulse Response [2/4]

dfth

tfLtg

)()(

)()(

)()( tLth

h(t)h(t)f(t)f(t) g(t)g(t)

H()H()F()F() G()G())()()( FHG

)]([)(

)()(

)()()(

)()()()(

thFH

tLth

FHG

dfthtfLtg

Page 10: 1 Appendix 02 Linear Systems - Time-invariant systems Linear System Linear System f(t) g(t)

1010

Impulse Response [3/4]Impulse Response [3/4]ConvolutionConvolutionImpulse Response [3/4]Impulse Response [3/4]ConvolutionConvolution

dfthfhtg )()(*)( t

g(t)

)]([)(

)()(

)()()(

)()()()(

thFH

tLth

FHG

dfthtfLtg

Page 11: 1 Appendix 02 Linear Systems - Time-invariant systems Linear System Linear System f(t) g(t)

1111

Impulse Response [4/4]Impulse Response [4/4]ConvolutionConvolutionImpulse Response [4/4]Impulse Response [4/4]ConvolutionConvolution

dfthfhtg )()(*)(

)]([)(

)()(

)()()(

)()()()(

thFH

tLth

FHG

dfthtfLtg

= *

Page 12: 1 Appendix 02 Linear Systems - Time-invariant systems Linear System Linear System f(t) g(t)

1212

ConvolutionConvolutionRulesRulesConvolutionConvolutionRulesRules

'*'**

*)*()*(*

**)(*

*)()()()(*

gfgfgfdt

d

hgfhgf

hfgfhgf

fgdgtfdtgfgf

Page 13: 1 Appendix 02 Linear Systems - Time-invariant systems Linear System Linear System f(t) g(t)

1313

Some Useful FunctionsSome Useful FunctionsSome Useful FunctionsSome Useful Functions

A

a/2

B

b

a

t

at

a

1lim)(

0

Page 14: 1 Appendix 02 Linear Systems - Time-invariant systems Linear System Linear System f(t) g(t)

1414

The Impulse Function [1/2]The Impulse Function [1/2]The Impulse Function [1/2]The Impulse Function [1/2]

)()()()()( tfdtfdtf

)(1

)( ta

at

a

t

at

a

1lim)(

0

a

t

at

a

1lim)(

0

)()()()(*)( tfdtftft

The impulse is the identity function under convolution

Page 15: 1 Appendix 02 Linear Systems - Time-invariant systems Linear System Linear System f(t) g(t)

1515

The Impulse Function [2/2]The Impulse Function [2/2]The Impulse Function [2/2]The Impulse Function [2/2]

)(1

)( ta

at

)(1

)(

)(1

)(1

)0(1

)(1

0 )(1

0 )(1

0 1

)(

0 1

)(

)()(

ta

at

dttfta

dttfta

fa

dta

tft

a

adta

tft

a

adta

tft

a

adtaa

tft

adtaa

tft

dttfat

a

t

at

a

1lim)(

0

Page 16: 1 Appendix 02 Linear Systems - Time-invariant systems Linear System Linear System f(t) g(t)

1616

Step Function [1/3]Step Function [1/3]Step Function [1/3]Step Function [1/3]b

b

Page 17: 1 Appendix 02 Linear Systems - Time-invariant systems Linear System Linear System f(t) g(t)

1717

Step Function [2/3]Step Function [2/3]Step Function [2/3]Step Function [2/3]b

b

dttfdttftu )()()(

t

tdsstu

t

0

1)()(

)()(

)(' tdt

tdutu

Page 18: 1 Appendix 02 Linear Systems - Time-invariant systems Linear System Linear System f(t) g(t)

1818

Step Function [3/3]Step Function [3/3]Step Function [3/3]Step Function [3/3]b

)()(

)(' tdt

tdutu

)()('

)()()0()0()()(')(')(

)(')()()()()()()('

0)(lim

0

ttu

dttftfffdttfdttftu

dttftutftutftudttftu

tft

Page 19: 1 Appendix 02 Linear Systems - Time-invariant systems Linear System Linear System f(t) g(t)

1919

Smoothing a function by convolutionSmoothing a function by convolutionSmoothing a function by convolutionSmoothing a function by convolutionb

Page 20: 1 Appendix 02 Linear Systems - Time-invariant systems Linear System Linear System f(t) g(t)

2020

bEdge enhancement by convolutionEdge enhancement by convolutionEdge enhancement by convolutionEdge enhancement by convolution

dfetf

tfetftfhtg

etth

t

t

t

)()(2

)(*)(*)(2*)(

)(2)(

22

22

22

2/)(

2/

2/

Page 21: 1 Appendix 02 Linear Systems - Time-invariant systems Linear System Linear System f(t) g(t)

2121

Discrete 1-Dim Convolution [1/5]Discrete 1-Dim Convolution [1/5]MatrixMatrixDiscrete 1-Dim Convolution [1/5]Discrete 1-Dim Convolution [1/5]MatrixMatrix

dfthdtfhtfthtg )()()()()(*)()(

NNN

N

N

jjji

jjijiii

jj

f

f

f

hhh

hhh

hhh

g

g

g

fHg

fhfhfhg

jfjihjifjhifihig

...

...

............

...

...

...

*

)()()()()(*)()(

2

1

11

312

21

2

1

)()(

)()()()(

tLth

dfthtfLtg

Page 22: 1 Appendix 02 Linear Systems - Time-invariant systems Linear System Linear System f(t) g(t)

2222

Discrete 1-Dim Convolution [2/5]Discrete 1-Dim Convolution [2/5]ExampleExampleDiscrete 1-Dim Convolution [2/5]Discrete 1-Dim Convolution [2/5]ExampleExample

)()(

)()()()(

tLth

dfthtfLtg

Page 23: 1 Appendix 02 Linear Systems - Time-invariant systems Linear System Linear System f(t) g(t)

2323

Discrete 1-Dim Convolution [3/5]Discrete 1-Dim Convolution [3/5]Discrete operationDiscrete operationDiscrete 1-Dim Convolution [3/5]Discrete 1-Dim Convolution [3/5]Discrete operationDiscrete operation

)()(

)()()()(

tLth

dfthtfLtg

Page 24: 1 Appendix 02 Linear Systems - Time-invariant systems Linear System Linear System f(t) g(t)

2424

Discrete 1-Dim Convolution [4/5]Discrete 1-Dim Convolution [4/5]Graph - Continuous / DiscreteGraph - Continuous / DiscreteDiscrete 1-Dim Convolution [4/5]Discrete 1-Dim Convolution [4/5]Graph - Continuous / DiscreteGraph - Continuous / Discrete

)()(

)()()()(

tLth

dfthtfLtg

Page 25: 1 Appendix 02 Linear Systems - Time-invariant systems Linear System Linear System f(t) g(t)

2525

Discrete 1-Dim Convolution [5/5]Discrete 1-Dim Convolution [5/5]Wrapping h index arrayWrapping h index arrayDiscrete 1-Dim Convolution [5/5]Discrete 1-Dim Convolution [5/5]Wrapping h index arrayWrapping h index array

)()(

)()()()(

tLth

dfthtfLtg

Page 26: 1 Appendix 02 Linear Systems - Time-invariant systems Linear System Linear System f(t) g(t)

2626

Two-Dimensional ConvolutionTwo-Dimensional ConvolutionTwo-Dimensional ConvolutionTwo-Dimensional Convolution

dvduvufvyuxhdvduvyuxfvuhfhyxg ),(),(),(),(*),(

Page 27: 1 Appendix 02 Linear Systems - Time-invariant systems Linear System Linear System f(t) g(t)

2727

Discrete Two-Dimensional Convolution [1/3]Discrete Two-Dimensional Convolution [1/3]Discrete Two-Dimensional Convolution [1/3]Discrete Two-Dimensional Convolution [1/3]

][

...

][

][

][...][][

............

][...][][

][...][][

[

...

[

][

*

),(),(),(*),(),(

2

1

11

312

21

2

1

,,,,,

NNN

N

N

m nnmnjmijijiji

m n

f

f

f

hhh

hhh

hhh

g

g

g

FHG

fhfhg

nmfnjmihjifjihjig

dvduvufvyuxhdvduvyuxfvuhfhyxg ),(),(),(),(*),(

Page 28: 1 Appendix 02 Linear Systems - Time-invariant systems Linear System Linear System f(t) g(t)

2828

Discrete Two-Dimensional Convolution [2/3]Discrete Two-Dimensional Convolution [2/3]Discrete Two-Dimensional Convolution [2/3]Discrete Two-Dimensional Convolution [2/3]

000

043

021

43

21F

000

022

011

22

11H

8

2

6

8

3

5

2

1

1

0

0

0

0

4

3

0

2

1

110220000

011022000

101202000

000110220

000011022

000101202

220000110

022000011

202000101

fHg

826

835

211

*FHG

Page 29: 1 Appendix 02 Linear Systems - Time-invariant systems Linear System Linear System f(t) g(t)

2929

Discrete Two-Dimensional Convolution [3/3]Discrete Two-Dimensional Convolution [3/3]Discrete Two-Dimensional Convolution [3/3]Discrete Two-Dimensional Convolution [3/3]

x Cx C

Summer Scaling factor

Kernel matrix

Input image Output image

Arrayof products

Output pixel

Page 30: 1 Appendix 02 Linear Systems - Time-invariant systems Linear System Linear System f(t) g(t)

3030

Linear System - Fourier TransformLinear System - Fourier TransformLinear System - Fourier TransformLinear System - Fourier Transform

h(t)

H()

h(t)

H()

f(t)f(t) g(t)g(t)

F()F() G()G()

)()()( FHG

)]([)(

)()(

)()()(

)()()()(

thFH

tLth

FHG

dfthtfLtg

Input function

Spectrum of input function

Output function

Spectrum of output function

Impulse respons

Transfer function

)(

)()(

)(

)(

)(

)()(

1

tfF

tgFFth

tfF

tgF

F

GH

Page 31: 1 Appendix 02 Linear Systems - Time-invariant systems Linear System Linear System f(t) g(t)

3131

EndEnd