MIT(麻省理工)信号与系统讲义-lecture2.pptVIP

Signals and SystemsFall 2003Lecture #29 September 2003 1) Some examples of systems 2) System properties and examples a) Causality b) Linearity c) Time invariance SYSTEM EXAMPLES Ex. #1 RLC circuit Ex. #2 Mechanical system Force Balance: Ex. #3 Thermal system Cooling Fin in Steady State Ex. #3 (Continued) Observations Independent variable can be something other than time, such as space. Such systems may, more naturally, have boundary conditions, rather than “initial” conditions. Ex. #4 Financial system Fluctuations in the price of zero-coupon bonds t = 0 Time of purchase at price y0 t = T Time of maturity at value yt y(t) = Values of bond at time t x(t)= Influence of external factors on fluctuations in bond price Observation: Even if the independent variable is time, there are interesting and important systems which have boundary conditions. Ex. #5 A rudimentary “edge” detector This system detects changes in signal slope Observations 1)A very rich class of systems (but by no means all systems of interest to us) are described by differential and difference equations. 2)Such an equation, by itself, does not completely describe the input-output behavior of a system: we need auxiliary conditions (initial conditions, boundary conditions). 3)In some cases the system of interest has time as the natural independent variable and is causal. However, that is not always the case. 4)Very different physical systems may have very similar mathematical descriptions. SYSTEMPROPERTIES(Causality, Linearity, Time-invariance, etc.) WHY? Important practical/physical implications They provide us with insight and structure that we can exploit both to analyze and understand systems more deeply. CAUSALITY A system is causal if the output does not anticipate future values of the input, i.e., if the output at any time depends only on values of the input up to that time. All real-time physical systems are causal, because time