系统的时域分析
基本概念和公式等
零输入响应
零状态响应
一阶前向差分:
Δ
f
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k
)
=
f
(
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1
)
−
f
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\Delta f(\mathbf{k})=f(\mathbf{k}+\mathbf{1})-f(\mathbf{k})
Δf(k)=f(k+1)−f(k)
二阶差分:
∇
2
f
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=
f
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−
2
f
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−
1
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+
f
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−
2
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\nabla^{2} f(\mathbf{k})=f(\mathbf{k})-2 f(\mathbf{k}-1)+f(\mathbf{k}-2)
∇2f(k)=f(k)−2f(k−1)+f(k−2)
卷积积分
f
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=
∫
−
∞
+
∞
f
1
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τ
)
f
2
(
t
−
τ
)
d
τ
f(t)=\int_{-\infty}^{+\infty} f_{1}(\tau) f_{2}(t-\tau) \mathrm{d} \tau
f(t)=∫−∞+∞f1(τ)f2(t−τ)dτ
卷积积分的性质
代数,微积分,移位
d
n
d
t
n
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f
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d
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∗
d
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f
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d
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\frac{d^{n}}{d t^{n}}\left[f_{1}(t) * f_{2}(t)\right]=\frac{d^{n} f_{1}(t)}{d t^{n}} * f_{2}(t)=f_{2}(t) * \frac{d^{n} f_{2}(t)}{d t^{n}}
dtndn[f1(t)∗f2(t)]=dtndnf1(t)∗f2(t)=f2(t)∗dtndnf2(t)
∫
−
∞
t
[
f
1
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∗
f
2
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d
τ
=
[
∫
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∞
t
f
1
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d
τ
]
∗
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=
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1
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∗
[
∫
−
∞
t
f
2
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d
τ
]
\int_{-\infty}^{t}\left[f_{1}(\tau) * f_{2}(\tau)\right] d \tau=\left[\int_{-\infty}^{t} f_{1}(\tau) d \tau\right] * f_{2}(t)=f_{1}(t) *\left[\int_{-\infty}^{t} f_{2}(\tau) d \tau\right]
∫−∞t[f1(τ)∗f2(τ)]dτ=[∫−∞tf1(τ)dτ]∗f2(t)=f1(t)∗[∫−∞tf2(τ)dτ]
f
1
(
−
∞
)
=
f
2
(
−
∞
)
=
0
f_{1}(-\infty)=f_{2}(-\infty)=0
f1(−∞)=f2(−∞)=0 的前提下,
f
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∗
f
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=
f
1
′
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∗
f
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−
1
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f_{1}(t) * f_{2}(t)=f_{1}^{\prime}(t) * f_{2}^{(-1)}(t)
f1(t)∗f2(t)=f1′(t)∗f2(−1)(t)
上面的前提是必要的,反例是符号函数和冲激函数做卷积。
f
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−
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∗
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t
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f_{1}\left(t-t_{1}\right) * f_{2}\left(t-t_{2}\right)=f\left(t-t_{1}-t_{2}\right)
f1(t−t1)∗f2(t−t2)=f(t−t1−t2)
与冲激函数或阶跃函数的卷积
f
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∗
δ
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=
δ
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∗
f
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f
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f(t) * \delta(t)=\delta(t) * f(t)=f(t)
f(t)∗δ(t)=δ(t)∗f(t)=f(t)(把δ的t换成t-t0,则结果也换)
f
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δ
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=
f
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0
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δ
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(
取
样
性
质
)
推
理
f(t) \delta(t)=f(0) \delta(t)(取样性质)推理
f(t)δ(t)=f(0)δ(t)(取样性质)推理
f
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∗
δ
′
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=
f
′
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f(t) * \delta^{\prime}(t)=f^{\prime}(t)
f(t)∗δ′(t)=f′(t)(推广到n阶导也行)
f
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f
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−
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推
理
f(t) \delta^{\prime}(t)=f(0) \delta^{\prime}(t)-f^{\prime}(0) \delta(t)推理
f(t)δ′(t)=f(0)δ′(t)−f′(0)δ(t)推理
f
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∗
ε
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∫
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∞
∞
ε
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f
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d
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∫
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∞
t
f
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d
τ
f(t) * \varepsilon(t)=\int_{-\infty}^{\infty} \varepsilon(\tau) f(t-\tau) d \tau=\int_{-\infty}^{t} f(\tau) d \tau
f(t)∗ε(t)=∫−∞∞ε(τ)f(t−τ)dτ=∫−∞tf(τ)dτ
ε
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t
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∗
ε
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t
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=
t
ε
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\varepsilon(t) * \varepsilon(t)=t \varepsilon(t)
ε(t)∗ε(t)=tε(t)
实能量有限函数
f
1
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t
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f_{1}(t)
f1(t) 和
f
2
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t
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f_{2}(t)
f2(t) 的互相关函数
R
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∞
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∞
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t
R
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∞
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∞
∞
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d
t
R
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=
R
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−
τ
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0
\begin{array}{l} R_{12}(t)=\int_{-\infty}^{\infty} f_{1}(t) f_{2}(t-\tau) d t=\int_{-\infty}^{\infty} f_{1}(t+\tau) f_{2}(t) d t \\ R_{21}(\tau)=\int_{-\infty}^{\infty} f_{1}(t-\tau) f_{2}(t) \mathrm{d} t=\int_{-\infty}^{\infty} f_{1}(t) f_{2}(t+\tau) \mathrm{d} t \\ \boldsymbol{R}_{12}(\tau)=\boldsymbol{R}_{21}(-\tau)_{0} \end{array}
R12(t)=∫−∞∞f1(t)f2(t−τ)dt=∫−∞∞f1(t+τ)f2(t)dtR21(τ)=∫−∞∞f1(t−τ)f2(t)dt=∫−∞∞f1(t)f2(t+τ)dtR12(τ)=R21(−τ)0
自相关函数:
R
(
τ
)
=
lim
T
→
∞
[
1
T
∫
−
T
2
T
2
f
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t
)
f
(
t
−
τ
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d
t
]
R(\tau)=\lim _{T \rightarrow \infty}\left[\frac{1}{T} \int_{-\frac{T}{2}}^{\frac{T}{2}} f(t) f(t-\tau) \mathrm{d} t\right]
R(τ)=T→∞lim[T1∫−2T2Tf(t)f(t−τ)dt]
相关与卷积的关系:
R
12
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t
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=
∫
−
∞
∞
f
1
(
x
)
f
2
(
x
−
t
)
d
x
R_{12}(t)=\int_{-\infty}^{\infty} f_{1}(x) f_{2}(x-t) \mathrm{d} x
R12(t)=∫−∞∞f1(x)f2(x−t)dx
f 1 ( t ) ∗ f 2 ( t ) = ∫ − ∞ ∞ f 1 ( x ) f 2 ( t − x ) d x f_{1}(t)^{*} f_{2}(t)=\int_{-\infty}^{\infty} f_{1}(x) f_{2}(t-x) \mathrm{d} x f1(t)∗f2(t)=∫−∞∞f1(x)f2(t−x)dx
R 12 ( t ) = f 1 ( t ) ∗ f 2 ( − t ) ; R 21 ( t ) = f 1 ( − t ) ∗ f 2 ( t ) R_{12}(t)=f_{1}(t)^{*} f_{2}(-t) ; R_{21}(t)=f_{1}(-t)^{*} f_{2}(t) R12(t)=f1(t)∗f2(−t);R21(t)=f1(−t)∗f2(t)
可见, 若 f 1 ( t ) f_{1}(t) f1(t) 和 f 2 ( t ) f_{2}(t) f2(t) 均为实偶函数, 则卷积与相关完全相同。
题型总结
零输入响应、零状态响应、全解
y
′
′
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t
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+
3
y
′
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+
2
y
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=
2
f
′
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+
6
f
(
t
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,
已知
y
(
0
−
)
=
2
,
y
′
(
0
−
)
=
0
y^{\prime \prime}(t)+3 y^{\prime}(t)+2 y(t)=2 f^{\prime}(t)+6 f(t), \text { 已知 } y\left(0_{-}\right)=2, y^{\prime}\left(0_{-}\right)=0
y′′(t)+3y′(t)+2y(t)=2f′(t)+6f(t), 已知 y(0−)=2,y′(0−)=0
f
(
t
)
=
ε
(
t
)
,
f(t)=\varepsilon(t),
f(t)=ε(t), 求该系统的零输入响应和零状态响应及全解。
(1) 零输入响应
y
z
i
(
t
)
y_{z i}(t)
yzi(t) 激励为
0
,
0,
0, 故
y
z
i
(
t
)
y_{z i}(t)
yzi(t) 满足
y
z
i
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+
3
y
z
i
′
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+
2
y
z
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=
0
y_{z i}^{\prime \prime}(t)+3 y_{z i}^{\prime}(t)+2 y_{z i}(t)=0
yzi′′(t)+3yzi′(t)+2yzi(t)=0
该齐次方程的特征根为
−
1
,
−
2
,
-1,-2,
−1,−2, 故
y
z
i
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t
)
=
C
z
i
1
e
−
t
+
C
z
i
2
e
−
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t
y
z
i
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−
)
=
y
z
i
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+
)
=
y
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−
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=
2
y
z
i
′
(
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−
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=
y
z
i
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+
)
=
y
′
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−
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0
\begin{array}{l} y_{z i}(t)=C_{z i 1} e^{-t}+C_{z i 2} e^{-2 t} \\ y_{z i}\left(0_{-}\right)=y_{z i}\left(0_{+}\right)=y\left(0_{-}\right)=2 \\ y_{z i}^{\prime}\left(0_{-}\right)=y_{z i}^{\prime}\left(0_{+}\right)=y^{\prime}\left(0_{-}\right)=0 \end{array}
yzi(t)=Czi1e−t+Czi2e−2tyzi(0−)=yzi(0+)=y(0−)=2yzi′(0−)=yzi′(0+)=y′(0−)=0
解得系数为
C
z
i
1
=
4
,
C
z
i
2
=
−
2
,
C_{z i 1}=4, C_{z i 2}=-2,
Czi1=4,Czi2=−2, 代入得
y
z
i
(
t
)
=
4
e
−
t
−
2
e
−
2
t
,
t
≥
0
y_{z i}(t)=4 e^{-t}-2 e^{-2 t}, \quad t \geq 0
yzi(t)=4e−t−2e−2t,t≥0
(2) 零状态响应
y
z
s
(
t
)
y_{z s}(t)
yzs(t) 满足
y
z
S
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+
3
y
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s
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+
2
y
z
s
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=
2
δ
(
t
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+
6
ε
ˉ
(
t
)
y_{z S}^{\prime \prime}(t)+3 y_{z s}^{\prime}(t)+2 y_{z s}(t)=2 \delta(t)+6 \bar{\varepsilon}(t)
yzS′′(t)+3yzs′(t)+2yzs(t)=2δ(t)+6εˉ(t)(0-到0+,t>0时)
y
z
s
(
0
−
)
=
y
z
s
′
(
0
−
)
=
0
y_{z s}\left(0_{-}\right)=y_{z s}^{\prime}\left(0_{-}\right)=0
yzs(0−)=yzs′(0−)=0
由于上式等号右端含有
δ
(
t
)
,
\delta(t),
δ(t), 故
y
z
S
′
′
(
t
)
y_{z S}^{\prime \prime}(t)
yzS′′(t) 含有
δ
(
t
)
,
\delta(t),
δ(t), 从而
y
z
s
′
(
t
)
y_{z s}^{\prime}(t)
yzs′(t) 跃变, 即
y
z
s
′
(
0
+
)
≠
y
z
s
′
(
0
−
)
,
而
y
z
s
(
t
)
在
t
=
0
连续, 即
y
z
s
(
0
+
)
=
y
z
s
(
0
−
)
=
0
y_{z s}^{\prime}\left(0_{+}\right) \neq y_{z s}^{\prime}\left(0_{-}\right), \text {而 } y_{z s}(t) \text { 在 } t=0 \text { 连续, 即 } y_{z s}\left(0_{+}\right)=y_{z s}\left(0_{-}\right)=0
yzs′(0+)=yzs′(0−),而 yzs(t) 在 t=0 连续, 即 yzs(0+)=yzs(0−)=0
积分得
y
z
s
′
(
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+
)
=
y
z
s
′
(
0
−
)
+
2
=
2
y_{z s}^{\prime}\left(0_{+}\right)=y_{z s}^{\prime}\left(0_{-}\right)+2=2
yzs′(0+)=yzs′(0−)+2=2
t
>
0
t>0
t>0 时,
y
z
S
′
′
(
t
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+
3
y
z
s
′
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t
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+
2
y
z
s
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t
)
=
6
ε
(
t
)
\quad y_{z S}^{\prime \prime}(t)+3 y_{z s}^{\prime}(t)+2 y_{z s}(t)=6 \varepsilon(t)
yzS′′(t)+3yzs′(t)+2yzs(t)=6ε(t)
不难求得其齐次解为
C
z
s
1
e
−
t
+
C
z
s
2
e
′
−
2
t
C_{z s 1} e^{-t}+C_{z s 2} e_{\prime}^{-2 t}
Czs1e−t+Czs2e′−2t 其特解为常数3,
于是有
y
z
S
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t
)
=
C
z
S
1
e
−
t
+
C
z
s
2
e
−
2
t
+
3
t
>
0
y_{z S}(t)=C_{z S 1} e^{-t}+C_{z s 2} e^{-2 t}+3 \quad t>0
yzS(t)=CzS1e−t+Czs2e−2t+3t>0
代入初始值求得
y
z
s
(
t
)
=
−
4
e
−
t
+
e
−
2
t
+
3
,
t
≥
0
,
y
z
S
′
(
0
+
)
=
2
y
(
t
)
=
y
z
i
(
t
)
+
y
z
s
(
t
)
=
4
e
−
t
−
2
e
−
2
t
+
(
−
4
e
−
t
+
e
−
2
t
+
3
)
=
−
e
−
2
t
+
3
,
t
≥
0
\begin{array}{c} \text { 代入初始值求得 } \quad y_{z s}(t)=-4 e^{-t}+e^{-2 t}+3, t \geq 0, \\ y_{z S}^{\prime}\left(0_{+}\right)=2 \\ y(t)=y_{z i}(t)+y_{z s}(t)=4 e^{-t}-2 e^{-2 t}+\left(-4 e^{-t}+e^{-2 t}+3\right) \\ =-e^{-2 t}+3, t \geq 0 \end{array}
代入初始值求得 yzs(t)=−4e−t+e−2t+3,t≥0,yzS′(0+)=2y(t)=yzi(t)+yzs(t)=4e−t−2e−2t+(−4e−t+e−2t+3)=−e−2t+3,t≥0
查漏补缺
线性时不变系统描述
连续离散对比
LTI ( Linear Time Invariant ) 系统的时域分析,归结为:建立并求解线性微(差)分方程。这种方法是在时域内进行的,比较直观,物理概念清楚,是学习各种变换域分析法的基础。
LTI连续系统 | LTI离散系统 | |
---|---|---|
变量 | t | k |
函数 | 输入f(t);输出y(t) | 输入f(k);输出y(k) |
基本信号 | δ(t) ε(t) | δ(k) ε(k) |
求导 | 微分 | 差分 |
系统描述 | 微分方程 | 差分方程 |
连续的例子(一定要注意定义域连续即可)
离散的例子
基本信号
δ
(
t
)
→
ε
(
t
)
ε
(
t
)
=
∫
−
∞
t
δ
(
τ
)
d
τ
\delta(t)→\varepsilon(t) \\ \varepsilon(t)=\int_{-\infty}^{t} \delta(\tau) d \tau
δ(t)→ε(t)ε(t)=∫−∞tδ(τ)dτ
δ
(
k
)
→
ε
(
k
)
ε
(
k
)
=
∑
i
=
−
∞
k
δ
(
i
)
\delta(k)→\varepsilon(k)\\ \varepsilon(k)=\sum_{i=-\infty}^{k} \delta(i)
δ(k)→ε(k)ε(k)=∑i=−∞kδ(i)
微分和差分
f ′ ( t ) = lim Δ t → 0 f ( t ) − f ( t − Δ t ) t − ( t − Δ t ) f^{\prime}(t)=\lim _{\Delta t \rightarrow 0} \frac{f(t)-f(t-\Delta t)}{t-(t-\Delta t)} f′(t)=limΔt→0t−(t−Δt)f(t)−f(t−Δt)
t → k , Δ t → Δ k , Δ k = 1 ( Δ k → 0 是 要 找 到 最 小 区 间 , 而 在 序 列 中 就 是 1 ) t \rightarrow k, \Delta t \rightarrow \Delta k,\Delta k=1(\Delta k→0是要找到最小区间,而在序列中就是1) t→k,Δt→Δk,Δk=1(Δk→0是要找到最小区间,而在序列中就是1)
∇
f
(
k
)
=
f
(
k
)
−
f
(
k
−
1
)
k
−
(
k
−
1
)
=
f
(
k
)
−
f
(
k
−
1
)
\nabla f(k)=\frac{f(k)-f(k-1)}{k-(k-1)}=f(k)-f(k-1)
∇f(k)=k−(k−1)f(k)−f(k−1)=f(k)−f(k−1)
一阶前向差分:
Δ
f
(
k
)
=
f
(
k
+
1
)
−
f
(
k
)
\Delta f(\mathbf{k})=f(\mathbf{k}+\mathbf{1})-f(\mathbf{k})
Δf(k)=f(k+1)−f(k)
Δ
\Delta
Δ 和
∇
\nabla
∇称为差分算子,无原则区别。
本课程主要用后向差分。
差分的性质
差分的线性性质:
∇
[
a
f
1
(
k
)
+
b
f
2
(
k
)
]
=
a
∇
f
1
(
k
)
+
b
∇
f
2
(
k
)
\nabla\left[a f_{1}(k)+b f_{2}(k)\right]=a \nabla f_{1}(k)+b \nabla f_{2}(k)
∇[af1(k)+bf2(k)]=a∇f1(k)+b∇f2(k)
二阶差分定义:
∇
2
f
(
k
)
=
∇
[
∇
f
(
k
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]
=
∇
[
f
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k
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−
f
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k
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1
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]
=
∇
f
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k
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−
∇
f
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k
−
1
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=
f
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k
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−
f
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−
[
f
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−
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=
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+
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)
\nabla^{2} f(k)=\nabla[\nabla f(k)]=\nabla[f(k)-f(k-1)]\\ =\nabla f(k)-\nabla f(k-1)\\ =f(k)-f(k-1)-[f(k-1)-f(k-2)]\\ =f(k)-2 f(k-1)+f(k-2)
∇2f(k)=∇[∇f(k)]=∇[f(k)−f(k−1)]=∇f(k)−∇f(k−1)=f(k)−f(k−1)−[f(k−1)−f(k−2)]=f(k)−2f(k−1)+f(k−2)
m阶差分:
∇
m
f
(
k
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=
f
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k
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+
b
1
f
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k
−
1
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+
⋯
+
f
m
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−
m
)
\nabla^{m} f(k)=f(k)+b_{1} f(k-1)+\cdots+f_{m}(k-m)
∇mf(k)=f(k)+b1f(k−1)+⋯+fm(k−m)
减去的最后一项的被减数就是阶数
常系数线性微分方程与差分方程
y
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y^{(n)}(t)+a_{n-1} y^{(n-1)}(t)+\cdots+a_{1} y^{(1)}(t)+a_{0} y(t)\\ =b_{m} f^{(m)}(t)+b_{m-1} f^{(m-1)}(t)+\cdots+b_{1} f^{(1)}(t)+b_{0} f(t)
y(n)(t)+an−1y(n−1)(t)+⋯+a1y(1)(t)+a0y(t)=bmf(m)(t)+bm−1f(m−1)(t)+⋯+b1f(1)(t)+b0f(t)
y
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y(k)+a_{n-1} y(k-1)+\cdots+a_{1} y(k-n+1)+a_{0} y(k-n)\\ =b_{m} f(k)+b_{m-1} f(k-1)+\cdots+b_{1} f(k-m+1)+b_{0} f(k-m)
y(k)+an−1y(k−1)+⋯+a1y(k−n+1)+a0y(k−n)=bmf(k)+bm−1f(k−1)+⋯+b1f(k−m+1)+b0f(k−m)
n阶差分方程
u
C
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+
R
L
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+
1
L
C
u
C
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=
1
L
C
u
S
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t
)
u_{C}^{\prime \prime}(t)+\frac{R}{L} u_{C}^{\prime}(t)+\frac{1}{L C} u_{C}(t)=\frac{1}{L C} u_{S}(t)
uC′′(t)+LRuC′(t)+LC1uC(t)=LC1uS(t)
u
C
(
t
)
→
y
(
t
)
u
S
(
t
)
→
f
(
t
)
u_{C}(t)→y(t) \quad u_{S}(t)→f(t)
uC(t)→y(t)uS(t)→f(t)
∇
2
y
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)
=
y
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−
2
y
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+
y
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−
2
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=
f
(
k
)
\nabla^{2} y(k)=y(k)-2 y(k-1)+y(k-2)=f(k)
∇2y(k)=y(k)−2y(k−1)+y(k−2)=f(k)
时域分析第一个要建立微分或差分方程,实际系统,譬如控制系统要学控制理论,机械系统要学机械工程。
差分可以用做图像美化
线性时不变系统的特性
LTI连续系统 | LTI离散系统 | |
---|---|---|
经典解 | y h ( t ) + y p ( t ) y_{h}(t)+y_{p}(t) yh(t)+yp(t) | y h ( k ) + y p ( k ) y_{h}(k)+y_{p}(k) yh(k)+yp(k) |
零输入和零状态 | y z i ( t ) + y z s ( t ) y_{z i}(t)+y_{z s}(t) yzi(t)+yzs(t) | y z i ( k ) + y z s ( k ) y_{z i}(k)+y_{z s}(k) yzi(k)+yzs(k) |
卷积 | 卷积积分 | 卷积和 |
经典解没有对输出做分解不满足线性性质,需要根据输入研究输出的形式。
微分方程经典解
一个线性系统, 其激励信号
f
(
t
)
f(t)
f(t) 与响应信号
y
(
t
)
y(t)
y(t) 之间的关系, 可以用下列形式的微分方程式来描述
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\begin{array}{r} y^{(n)}(t)+a_{n-1} y^{(n-1)}(t)+\cdots+a_{1} y^{(1)}(t)+a_{0} y(t) \\ =b_{m} f^{(m)}(t)+b_{m-1} f^{(m-1)}(t)+\cdots+b_{1} f^{(1)}(t)+b_{0} f(t) \end{array}
y(n)(t)+an−1y(n−1)(t)+⋯+a1y(1)(t)+a0y(t)=bmf(m)(t)+bm−1f(m−1)(t)+⋯+b1f(1)(t)+b0f(t)
若系统为时不变的, 则
a
,
a,
a, b均为常数, 此方程为常系数的
n
n
n 阶 线性常微分方程。
方程的阶次由独立的动态元件的个数决定。
1.特征方程,特征根
2.齐次解(单根一个待定系数,重根两个)
齐次解
由特征方程 → \rightarrow → 求特征根 → \rightarrow → 写出齐次解形式
y h ( t ) = ∑ i = 1 n C i e λ i t y_{h}(t)=\sum_{i=1}^{n} C_{i} e^{\lambda_{i} t} yh(t)=i=1∑nCieλit
注意重根情况处理方法。
特解
激励f(t) | 响应 y ( t ) y(t) y(t) 的特解 y p ( t ) y_{p}(t) yp(t) |
---|---|
F(常数) | P(常数) |
t m t^m tm | P m t m + P m − 1 t m − 1 + ⋯ + P 1 t + P 0 ( 特征根均不为0 ) t r ( P m t m + P m − 1 t m − 1 + ⋯ + P 1 t + P 0 ) (有r重0特征根) \begin{array}{ll}P_{m} t^{m}+P_{m-1} t^{m-1}+\cdots+P_{1} t+P_{0} & (\text { 特征根均不为0 }) \\ t^{r}\left(P_{m} t^{m}+P_{m-1} t^{m-1}+\cdots+P_{1} t+P_{0}\right) & \text { (有r重0特征根) }\end{array} Pmtm+Pm−1tm−1+⋯+P1t+P0tr(Pmtm+Pm−1tm−1+⋯+P1t+P0)( 特征根均不为0 ) (有r重0特征根) |
e α t e^{\alpha t} eαt | P e α t ( α 不 等 于 特 征 根 ) ( P 1 t + P 0 ) e α t ( 等 于 特 征 单 根 ) ( P r t r + P r − 1 t r − 1 + ⋯ + P 1 t + P 0 ) e α t ( 等 于 特 征 重 根 ) Pe^{\alpha t}\quad(\alpha 不等于特征根)\newline (P_{1} t+P_{0}) e^{\alpha t}\quad(等于特征单根)\newline (P_{r} t^{r}+P_{r-1} t^{r-1}+\cdots+P_{1} t+P_{0}) e^{\alpha t}\quad(等于特征重根) Peαt(α不等于特征根)(P1t+P0)eαt(等于特征单根)(Prtr+Pr−1tr−1+⋯+P1t+P0)eαt(等于特征重根) |
cos ( β t ) sin ( β t ) \cos (\beta t) \sin (\beta t) cos(βt)sin(βt) | P 1 cos ( β t ) + P 2 sin ( β t ) P_{1} \cos (\beta t)+P_{2} \sin (\beta t) P1cos(βt)+P2sin(βt) |
齐次解对应自由响应(形式与输入无关,系数有关),特解对应强迫响应
例题
例:描述某系统的微分方程为
y
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+
5
y
′
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+
6
y
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=
f
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t
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y^{\prime \prime}(t)+5 y^{\prime}(t)+6 y(t)=f(t)
y′′(t)+5y′(t)+6y(t)=f(t)
求: 当
f
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t
)
=
e
−
2
t
,
t
≥
0
;
y
(
0
)
=
1
,
y
′
(
0
)
=
0
f(t)=e^{-2 t}, \quad t \geq 0 ; \quad y(0)=1, \quad y^{\prime}(0)=0
f(t)=e−2t,t≥0;y(0)=1,y′(0)=0 时的全解。
解:特征方程为
λ
2
+
5
λ
+
6
=
0
\quad \lambda^{2}+5 \lambda+6=0
λ2+5λ+6=0
特征根
λ
1
=
−
2
,
λ
2
=
−
3
\lambda_{1}=-2, \quad \lambda_{2}=-3
λ1=−2,λ2=−3
齐次解为
y
h
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t
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=
C
1
e
−
2
t
+
C
2
e
−
3
t
y_{h}(t)=C_{1} e^{-2 t}+C_{2} e^{-3 t}
yh(t)=C1e−2t+C2e−3t
当激励
f
(
t
)
=
e
−
2
t
f(t)=e^{-2 t}
f(t)=e−2t 时,其指数与特征根之一相重。故其特解为
y
p
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t
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=
(
P
1
t
+
P
0
)
e
−
2
t
y_{p}(t)=\left(P_{1} t+P_{0}\right) e^{-2 t}
yp(t)=(P1t+P0)e−2t
代入微分方程可得
P
1
e
−
2
t
=
e
−
2
t
P_{1} e^{-2 t}=e^{-2 t}
P1e−2t=e−2t
P
0
P_{0}
P0 无法求出。特解为:
y
p
(
t
)
=
(
t
+
P
0
)
e
−
2
t
y_{p}(t)=\left(t+P_{0}\right) e^{-2 t}
yp(t)=(t+P0)e−2t
全解为:
y
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t
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=
C
1
e
−
2
t
+
C
2
e
−
3
t
+
(
t
+
P
0
)
e
−
2
t
y(t)=C_{1} e^{-2 t}+C_{2} e^{-3 t}+\left(t+P_{0}\right) e^{-2 t}
y(t)=C1e−2t+C2e−3t+(t+P0)e−2t
将初始条件
y
(
0
)
=
1
,
y
′
(
0
)
=
0
y(0)=1, y^{\prime}(0)=0
y(0)=1,y′(0)=0代入,得
y
(
0
)
=
(
C
1
+
P
0
)
+
C
2
=
1
y
′
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0
)
=
−
2
(
C
1
+
P
0
)
−
3
C
2
+
1
=
0
\begin{array}{l} y(0)=\left(C_{1}+P_{0}\right)+C_{2}=1 \\ y^{\prime}(0)=-2\left(C_{1}+P_{0}\right)-3 C_{2}+1=0 \end{array}
y(0)=(C1+P0)+C2=1y′(0)=−2(C1+P0)−3C2+1=0
解得:
C
1
+
P
0
=
2
C_{1}+P_{0}=2
C1+P0=2
C 2 = − 1 C_{2}=-1 C2=−1
最后得微分方程的全解为:
y
(
t
)
=
(
2
+
t
)
e
−
2
t
−
e
−
3
t
t
≥
0
y(t)=(2+t) e^{-2 t}-e^{-3 t} \quad t \geq 0
y(t)=(2+t)e−2t−e−3tt≥0
此外,
f
(
t
)
=
cos
t
f(t)=\cos t
f(t)=cost,
f
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t
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=
ε
(
t
)
f(t)=\varepsilon(t)
f(t)=ε(t)也需要计算
响应的划分
自由响应
+
+
+ 强迫响应
(
(
( Natural
+
+
+ forced
)
)
)
暂态响应+稳态响应 (Transient+Steady-state)
零输入响应
+
+
+ 零状态响应(Zero-input+Zero-state)
0-和0+
起始点的跳变
激励输入前后的影响
0
−
0_{-}
0− 状态(起始状态)
y
(
0
−
)
,
y
(
1
)
(
0
−
)
,
…
,
y
(
n
−
1
)
(
0
−
)
y\left(0_{-}\right), y^{(1)}\left(0_{-}\right), \ldots, y^{(n-1)}\left(0_{-}\right)
y(0−),y(1)(0−),…,y(n−1)(0−)
在
t
=
0
−
t=0_{-}
t=0− 时,激励尚未接入,该时刻的值
y
(
j
)
(
0
−
)
y^{(j)}\left(0_{-}\right)
y(j)(0−) 反映了系统的历史情况而与激励无关。
0
+
0_{+}
0+ 状态
y
(
0
+
)
,
y
(
1
)
(
0
+
)
,
…
,
y
(
n
−
1
)
(
0
+
)
y\left(0_{+}\right), y^{(1)}\left(0_{+}\right), \ldots, y^{(n-1)}\left(0_{+}\right)
y(0+),y(1)(0+),…,y(n−1)(0+)
y ( j ) ( 0 + ) y^{(j)}\left(0_{+}\right) y(j)(0+) 包含了输入信号的作用,不便
冲激函数匹配法
配平的原理:
t
=
0
t=0
t=0 时刻微分方程左右两端的
δ
(
t
)
\delta(t)
δ(t) 及各阶导数应该平衡(其它 项也应该平衡,我们讨论初始条件,可以不管其它项 )
例 1 : 描述某系统的微分方程为
y
′
′
(
t
)
+
3
y
′
(
t
)
+
2
y
(
t
)
=
2
f
′
(
t
)
+
f
(
t
)
已知
y
(
0
−
)
=
2
,
y
′
(
0
−
)
=
0
,
f
(
t
)
=
δ
′
(
t
)
,
求
y
(
0
+
)
和
y
′
(
0
+
)
\begin{array}{c} y^{\prime \prime}(t)+3 y^{\prime}(t)+2 y(t)=2 f^{\prime}(t)+f(t) \\ \text { 已知 } y\left(0_{-}\right)=2, y^{\prime}\left(0_{-}\right)=0, f(t)=\delta^{\prime}(t), \text { 求 } y\left(0_{+}\right) \text {和 } y^{\prime}\left(0_{+}\right) \end{array}
y′′(t)+3y′(t)+2y(t)=2f′(t)+f(t) 已知 y(0−)=2,y′(0−)=0,f(t)=δ′(t), 求 y(0+)和 y′(0+)
分析:方程右边包含的
δ
(
t
)
\delta(t)
δ(t) 的最高次项是
2
δ
′
′
(
t
)
]
y
′
′
(
t
)
\left.2 \delta^{\prime \prime}(t)\right] y^{\prime \prime}(t)
2δ′′(t)]y′′(t) 且仅有
y
′
′
(
t
)
y^{\prime \prime}(t)
y′′(t) 包含
2
δ
′
′
(
t
)
2 \delta^{\prime \prime}(t)
2δ′′(t)
方程左边 也应该包含
2
δ
′
′
(
t
)
2 \delta^{\prime \prime}(t)
2δ′′(t)
y
′
(
t
)
包含
δ
′
(
t
)
y^{\prime}(t) \text { 包含 } \delta^{\prime}(t)
y′(t) 包含 δ′(t)
零输入响应和零状态响应
这种划分线性特征两部分都有,此前的自由和强迫响应不能提现。
y
(
t
)
=
y
z
i
(
t
)
+
y
z
s
(
t
)
y(t)=y_{z i}(t)+y_{z s}(t)
y(t)=yzi(t)+yzs(t)
零输入响应
y
z
i
(
t
)
:
y_{z i}(t):
yzi(t): 没有外加激厉信号的作用,只由起始状态 ( 起始时刻系统储能 ) 所产生的响应。(0-到0+没有跳变,因为根本没有激励)
零状态响应
y
z
s
(
t
)
:
y_{z s}(t):
yzs(t): 不考虑原始时刻系统储能的作用 ( 起始状态等于零 ),由系统的外加激励信号产生的响应。
零状态响应, 在t=0-时刻激励尚未接入, 故应有
y
z
s
(
0
−
)
=
0
y_{z s}\left(0_{-}\right)=0
yzs(0−)=0
y
(
0
−
)
=
y
z
i
(
0
−
)
+
y
z
S
(
0
−
)
=
y
z
i
(
0
−
)
=
y
z
i
(
0
+
)
y\left(0_{-}\right)\\ =y_{z i}\left(0_{-}\right)+y_{z S}\left(0_{-}\right)\\ =y_{z i}\left(0_{-}\right)\\ =y_{z i}\left(0_{+}\right)
y(0−)=yzi(0−)+yzS(0−)=yzi(0−)=yzi(0+)
y
(
0
+
)
=
y
z
i
(
0
+
)
+
y
z
s
(
0
+
)
=
y
z
i
(
0
−
)
+
y
z
s
(
0
+
)
y\left(0_{+}\right)\\ =y_{z i}\left(0_{+}\right)+y_{z s}\left(0_{+}\right)\\ =y_{z i}\left(0_{-}\right)+y_{z s}\left(0_{+}\right)
y(0+)=yzi(0+)+yzs(0+)=yzi(0−)+yzs(0+)\
=y\left(0_{-}\right)+y_{z s}\left(0_{+}\right)$
y
z
S
(
0
+
)
=
y
(
0
+
)
−
y
(
0
−
)
y_{z S}\left(0_{+}\right)=y\left(0_{+}\right)-y\left(0_{-}\right)
yzS(0+)=y(0+)−y(0−)
对于零输入响应,由于激励为零,故有 y z i ( j ) ( 0 + ) = y z i ( j ) ( 0 − ) = y ( j ) ( 0 − ) \quad y_{z i}^{(j)}\left(0_{+}\right)=y_{z i}^{(j)}\left(0_{-}\right)=y^{(j)}\left(0_{-}\right) yzi(j)(0+)=yzi(j)(0−)=y(j)(0−)
例题
y
′
′
(
t
)
+
3
y
′
(
t
)
+
2
y
(
t
)
=
2
f
′
(
t
)
+
6
f
(
t
)
,
已知
y
(
0
−
)
=
2
,
y
′
(
0
−
)
=
0
y^{\prime \prime}(t)+3 y^{\prime}(t)+2 y(t)=2 f^{\prime}(t)+6 f(t), \text { 已知 } y\left(0_{-}\right)=2, y^{\prime}\left(0_{-}\right)=0
y′′(t)+3y′(t)+2y(t)=2f′(t)+6f(t), 已知 y(0−)=2,y′(0−)=0
f
(
t
)
=
ε
(
t
)
,
f(t)=\varepsilon(t),
f(t)=ε(t), 求该系统的零输入响应和零状态响应及全解。
(1) 零输入响应
y
z
i
(
t
)
y_{z i}(t)
yzi(t) 激励为
0
,
0,
0, 故
y
z
i
(
t
)
y_{z i}(t)
yzi(t) 满足
y
z
i
′
′
(
t
)
+
3
y
z
i
′
(
t
)
+
2
y
z
i
(
t
)
=
0
y_{z i}^{\prime \prime}(t)+3 y_{z i}^{\prime}(t)+2 y_{z i}(t)=0
yzi′′(t)+3yzi′(t)+2yzi(t)=0
该齐次方程的特征根为
−
1
,
−
2
,
-1,-2,
−1,−2, 故
y
z
i
(
t
)
=
C
z
i
1
e
−
t
+
C
z
i
2
e
−
2
t
y
z
i
(
0
−
)
=
y
z
i
(
0
+
)
=
y
(
0
−
)
=
2
y
z
i
′
(
0
−
)
=
y
z
i
′
(
0
+
)
=
y
′
(
0
−
)
=
0
\begin{array}{l} y_{z i}(t)=C_{z i 1} e^{-t}+C_{z i 2} e^{-2 t} \\ y_{z i}\left(0_{-}\right)=y_{z i}\left(0_{+}\right)=y\left(0_{-}\right)=2 \\ y_{z i}^{\prime}\left(0_{-}\right)=y_{z i}^{\prime}\left(0_{+}\right)=y^{\prime}\left(0_{-}\right)=0 \end{array}
yzi(t)=Czi1e−t+Czi2e−2tyzi(0−)=yzi(0+)=y(0−)=2yzi′(0−)=yzi′(0+)=y′(0−)=0
解得系数为
C
z
i
1
=
4
,
C
z
i
2
=
−
2
,
C_{z i 1}=4, C_{z i 2}=-2,
Czi1=4,Czi2=−2, 代入得
y
z
i
(
t
)
=
4
e
−
t
−
2
e
−
2
t
,
t
≥
0
y_{z i}(t)=4 e^{-t}-2 e^{-2 t}, \quad t \geq 0
yzi(t)=4e−t−2e−2t,t≥0
(2) 零状态响应
y
z
s
(
t
)
y_{z s}(t)
yzs(t) 满足
y
z
s
′
′
(
t
)
+
3
y
z
s
′
(
t
)
+
2
y
z
s
(
t
)
=
2
δ
(
t
)
+
6
ε
(
t
)
y_{z s}^{\prime \prime}(t)+3 y_{z s}^{\prime}(t)+2 y_{z s}(t)=2 \delta(t)+6 {\varepsilon}(t)
yzs′′(t)+3yzs′(t)+2yzs(t)=2δ(t)+6ε(t)(0-到0+,t>0时)
y z s ( 0 − ) = y z s ′ ( 0 − ) = 0 y_{z s}\left(0_{-}\right)=y_{z s}^{\prime}\left(0_{-}\right)=0 yzs(0−)=yzs′(0−)=0
由于上式等号右端含有
δ
(
t
)
,
\delta(t),
δ(t), 故
y
z
S
′
′
(
t
)
y_{z S}^{\prime \prime}(t)
yzS′′(t) 含有
δ
(
t
)
,
\delta(t),
δ(t), 从而
y
z
s
′
(
t
)
y_{z s}^{\prime}(t)
yzs′(t) 跃变(阶跃函数), 即
y
z
s
′
(
0
+
)
≠
y
z
s
′
(
0
−
)
,
而
y
z
s
(
t
)
在
t
=
0
连续, 即
y
z
s
(
0
+
)
=
y
z
s
(
0
−
)
=
0
y_{z s}^{\prime}\left(0_{+}\right) \neq y_{z s}^{\prime}\left(0_{-}\right), \text {而 } y_{z s}(t) \text { 在 } t=0 \text { 连续, 即 } y_{z s}\left(0_{+}\right)=y_{z s}\left(0_{-}\right)=0
yzs′(0+)=yzs′(0−),而 yzs(t) 在 t=0 连续, 即 yzs(0+)=yzs(0−)=0
积分得
y
z
s
′
(
0
+
)
=
y
z
s
′
(
0
−
)
+
2
=
2
y_{z s}^{\prime}\left(0_{+}\right)=y_{z s}^{\prime}\left(0_{-}\right)+2=2
yzs′(0+)=yzs′(0−)+2=2
t
>
0
t>0
t>0 时,
y
z
S
′
′
(
t
)
+
3
y
z
s
′
(
t
)
+
2
y
z
s
(
t
)
=
6
ε
(
t
)
(
此
时
t
>
0
,
超
过
了
阶
跃
函
数
的
定
义
范
围
,
因
此
省
去
)
\quad y_{z S}^{\prime \prime}(t)+3 y_{z s}^{\prime}(t)+2 y_{z s}(t)=6 \varepsilon(t)(此时t>0,超过了阶跃函数的定义范围,因此省去)
yzS′′(t)+3yzs′(t)+2yzs(t)=6ε(t)(此时t>0,超过了阶跃函数的定义范围,因此省去)
不难求得其齐次解为
C
z
s
1
e
−
t
+
C
z
s
2
e
′
−
2
t
C_{z s 1} e^{-t}+C_{z s 2} e_{\prime}^{-2 t}
Czs1e−t+Czs2e′−2t 其特解为常数3,
于是有
y
z
S
(
t
)
=
C
z
S
1
e
−
t
+
C
z
s
2
e
−
2
t
+
3
t
>
0
y_{z S}(t)=C_{z S 1} e^{-t}+C_{z s 2} e^{-2 t}+3 \quad t>0
yzS(t)=CzS1e−t+Czs2e−2t+3t>0
代入初始值求得
y
z
s
(
t
)
=
−
4
e
−
t
+
e
−
2
t
+
3
,
t
≥
0
,
y
z
S
′
(
0
+
)
=
2
y
(
t
)
=
y
z
i
(
t
)
+
y
z
s
(
t
)
=
4
e
−
t
−
2
e
−
2
t
+
(
−
4
e
−
t
+
e
−
2
t
+
3
)
=
−
e
−
2
t
+
3
,
t
≥
0
\begin{array}{c} \text { 代入初始值求得 } \quad y_{z s}(t)=-4 e^{-t}+e^{-2 t}+3, t \geq 0, \\ y_{z S}^{\prime}\left(0_{+}\right)=2 \\ y(t)=y_{z i}(t)+y_{z s}(t)=4 e^{-t}-2 e^{-2 t}+\left(-4 e^{-t}+e^{-2 t}+3\right) \\ =-e^{-2 t}+3, t \geq 0 \end{array}
代入初始值求得 yzs(t)=−4e−t+e−2t+3,t≥0,yzS′(0+)=2y(t)=yzi(t)+yzs(t)=4e−t−2e−2t+(−4e−t+e−2t+3)=−e−2t+3,t≥0
进一步理解
y
′
′
(
t
)
+
3
y
′
(
t
)
+
2
y
(
t
)
=
r
(
t
)
=
{
2
f
′
(
t
)
+
6
f
(
t
)
f
(
t
)
=
ε
(
t
)
2
f
′
(
t
)
6
f
(
t
)
y^{\prime \prime}(t)+3 y^{\prime}(t)+2 y(t)=r(t)=\left\{\begin{array}{cc}2 f^{\prime}(t)+6 f(t) & f(t)=\varepsilon(t) \\ 2 f^{\prime}(t) \\ 6 f(t)\end{array}\right.
y′′(t)+3y′(t)+2y(t)=r(t)=⎩⎨⎧2f′(t)+6f(t)2f′(t)6f(t)f(t)=ε(t)
全解=齐次解+特解 (由方程右边的形式决定)
y
z
i
′
′
(
t
)
+
3
y
z
i
′
(
t
)
+
2
y
z
i
(
t
)
=
0
y_{z i}^{\prime \prime}(t)+3 y_{z i}^{\prime}(t)+2 y_{z i}(t)=0
yzi′′(t)+3yzi′(t)+2yzi(t)=0
y
z
S
′
′
(
t
)
+
3
y
z
s
′
(
t
)
+
2
y
z
s
(
t
)
=
2
f
′
(
t
)
+
6
f
(
t
)
y_{z S}^{\prime \prime}(t)+3 y_{z s}^{\prime}(t)+2 y_{z s}(t)=2 f^{\prime}(t)+6 f(t)
yzS′′(t)+3yzs′(t)+2yzs(t)=2f′(t)+6f(t)
从零状态或零输入求解的过程依然是经典解的求解方法
冲激响应和阶跃响应
冲击响应是输入δ的零状态响应
阶跃响应是ε下的零状态响应
卷积积分
信号的时域分解与卷积积分
p(t)是一个参照矩形,因为高为
1
Δ
\frac{1}{\Delta}
Δ1宽为
Δ
\Delta
Δ
“0”号脉冲高度
f
(
0
)
f(0)
f(0), 宽度为
Δ
,
f
(
0
)
△
p
(
t
)
\Delta, f(0) \triangle p(t)
Δ,f(0)△p(t)
“1”号脉冲高度
f
(
Δ
)
f(\Delta)
f(Δ),宽度为
Δ
,
f
(
Δ
)
Δ
p
(
t
−
Δ
)
\Delta, f(\Delta) \Delta p(t-\Delta)
Δ,f(Δ)Δp(t−Δ)
“
−
1
“-1
“−1 ”号脉冲高度
f
(
−
Δ
)
、
f(-\Delta) 、
f(−Δ)、 宽度为
Δ
,
f
(
−
Δ
)
Δ
p
(
t
+
Δ
)
\Delta, f(-\Delta) \Delta p(t+\Delta)
Δ,f(−Δ)Δp(t+Δ)
f
(
t
)
^
=
∑
n
=
−
∞
+
∞
f
(
n
Δ
)
Δ
p
(
t
−
n
Δ
)
\widehat{f(t)}=\sum\limits_{n=-\infty}^{+\infty} f(n \Delta) \Delta p(t-n \Delta)
f(t)
=n=−∞∑+∞f(nΔ)Δp(t−nΔ)
用小矩形去逼近函数值,近似逼近的表达式,累加
lim
Δ
→
0
f
(
t
)
^
=
f
(
t
)
=
∫
−
∞
+
∞
f
(
τ
)
δ
(
t
−
τ
)
d
τ
\lim _{\Delta \rightarrow 0} \widehat{f(t)}=f(t)=\int\limits_{-\infty}^{+\infty} f(\tau) \delta(t-\tau) \mathrm{d} \tau
limΔ→0f(t)
=f(t)=−∞∫+∞f(τ)δ(t−τ)dτ
当
Δ
\Delta
Δ趋近于零的时候,累加变成积分,
Δ
p
\Delta p
Δp变成了无穷小,因此变成里
τ
\tau
τ
同时上面的参考矩形宽度无限减小高度无限增加,成为冲激函数。
任意信号作用下的零状态响应
根据
h
h
h (t)的定义:
δ
(
t
)
⟶
h
(
t
)
\delta(t) \quad \longrightarrow \quad h(t)
δ(t)⟶h(t)
由时不变性: δ ( t − τ ) ⟶ h ( t − τ ) \quad \delta(t-\tau) \quad \longrightarrow \quad h(t-\tau) δ(t−τ)⟶h(t−τ)
由齐次性: f ( τ ) δ ( t − τ ) ⟶ f ( τ ) h ( t − τ ) \quad f(\tau) \delta(t-\tau) \quad \longrightarrow f(\tau) h(t-\tau) f(τ)δ(t−τ)⟶f(τ)h(t−τ)
由叠加性: ∫ − ∞ + ∞ f ( τ ) δ ( t − τ ) d τ ⟶ ∫ − ∞ + ∞ f ( τ ) h ( t − τ ) d τ \quad \int_{-\infty}^{+\infty} f(\tau) \delta(t-\tau) \mathrm{d} \tau \longrightarrow \int_{-\infty}^{+\infty} f(\tau) h(t-\tau) \mathrm{d} \tau ∫−∞+∞f(τ)δ(t−τ)dτ⟶∫−∞+∞f(τ)h(t−τ)dτ
y z s ( t ) = ∫ − ∞ + ∞ f ( τ ) h ( t − τ ) d τ y_{z s}(t)=\int_{-\infty}^{+\infty} f(\tau) h(t-\tau) \mathrm{d} \tau yzs(t)=∫−∞+∞f(τ)h(t−τ)dτ
卷积积分的定义
已知定义在区间
(
−
∞
,
∞
)
(-\infty, \infty)
(−∞,∞) 上的两个函数
f
1
(
t
)
f_{1}(\mathrm{t})
f1(t) 和
f
2
(
t
)
,
f_{2}(\mathrm{t}),
f2(t), 则定义积分
f
(
t
)
=
∫
−
∞
+
∞
f
1
(
τ
)
f
2
(
t
−
τ
)
d
τ
f(t)=\int_{-\infty}^{+\infty} f_{1}(\tau) f_{2}(t-\tau) \mathrm{d} \tau
f(t)=∫−∞+∞f1(τ)f2(t−τ)dτ
为 f 1 ( t ) f_{1}(t) f1(t) 与 f 2 ( t ) f_{2}(\mathrm{t}) f2(t) 的卷积积分 ,简称卷积 ;记为 f ( t ) = f 1 ( t ) ∗ f 2 ( t ) f(\mathrm{t})=f_{1}(\mathrm{t}) * f_{2}(\mathrm{t}) f(t)=f1(t)∗f2(t)
f ( t ) = ∫ − ∞ + ∞ f ( τ ) δ ( t − τ ) d τ = f ( t ) ∗ δ ( t ) y z s ( t ) = f ( t ) ∗ h ( t ) f(t)=\int_{-\infty}^{+\infty} f(\tau) \delta(t-\tau) \mathrm{d} \tau=f(t) * \delta(t) \quad y_{z s}(t)=f(t) * h(t) f(t)=∫−∞+∞f(τ)δ(t−τ)dτ=f(t)∗δ(t)yzs(t)=f(t)∗h(t)
任意信号时域分解实际上就是和 Δ \Delta Δ做卷积。
任意输入信号对应的零状态响应等于 f ( t ) f(\mathrm{t}) f(t) 和h(t)的卷积。
卷积积分的计算
由于系统的因果性或激励信号存在时间的局限性,卷积的积分限会有所变化。卷积积分中积分限的确定是非常关键的。
已知
u
(
t
)
=
e
−
t
2
[
ε
(
t
)
−
ε
(
t
−
2
)
]
,
u(t)=e^{-\frac{t}{2}}[\varepsilon(t)-\varepsilon(t-2)],
u(t)=e−2t[ε(t)−ε(t−2)], 求
i
(
t
)
i(t)
i(t) 的零状态响应
输入信号中包含阶跃信号之差值,只在一段时间起作用。
1、列写KVL方程:
L
d
i
(
t
)
d
t
+
R
i
(
t
)
=
u
(
t
)
\quad L \frac{d i(t)}{d t}+R i(t)=u(t)
Ldtdi(t)+Ri(t)=u(t)
2、冲击响应为:
h
(
t
)
=
e
−
t
ε
(
t
)
\quad h(t)=e^{-t} \varepsilon(t)
h(t)=e−tε(t)
3、
i
(
t
)
=
∫
−
∞
+
∞
u
(
τ
)
h
(
t
−
τ
)
d
τ
=
∫
−
∞
+
∞
e
−
τ
2
[
ε
(
τ
)
−
ε
(
τ
−
2
)
]
⋅
e
−
(
t
−
τ
)
ε
(
t
−
τ
)
d
τ
=
e
−
t
∫
−
∞
+
∞
e
τ
2
[
ε
(
τ
)
⋅
ε
(
t
−
τ
)
]
d
τ
−
e
−
t
∫
−
∞
+
∞
e
τ
2
[
ε
(
τ
−
2
)
⋅
ε
(
t
−
τ
)
]
d
τ
i(t)=\int_{-\infty}^{+\infty} u(\tau) h(t-\tau) d \tau\\ =\int_{-\infty}^{+\infty} e^{-\frac{\tau} {2}}[\varepsilon(\tau)-\varepsilon(\tau-2)] \cdot e^{-(t-\tau)} \varepsilon(t-\tau) d \tau\\ =e^{-t} \int_{-\infty}^{+\infty} e^{\frac{\tau} {2}}[\varepsilon(\tau) \cdot \varepsilon(t-\tau)] d \tau-e^{-t} \int_{-\infty}^{+\infty} e^{\frac{\tau} {2}}[\varepsilon(\tau-2) \cdot \varepsilon(t-\tau)] d \tau
i(t)=∫−∞+∞u(τ)h(t−τ)dτ=∫−∞+∞e−2τ[ε(τ)−ε(τ−2)]⋅e−(t−τ)ε(t−τ)dτ=e−t∫−∞+∞e2τ[ε(τ)⋅ε(t−τ)]dτ−e−t∫−∞+∞e2τ[ε(τ−2)⋅ε(t−τ)]dτ
4、定积分限:
对于
ε
(
τ
)
⋅
ε
(
t
−
τ
)
\varepsilon(\tau) \cdot \varepsilon(t-\tau)
ε(τ)⋅ε(t−τ)
{
τ
>
0
t
−
τ
>
0
⇒
{
0
<
τ
<
t
t
>
0
\left\{\begin{array}{c}\tau>0 \\ t-\tau>0\end{array} \Rightarrow\left\{\begin{array}{c}0<\tau<t \\ t>0\end{array}\right.\right.
{τ>0t−τ>0⇒{0<τ<tt>0
对于
ε
(
τ
−
2
)
⋅
ε
(
t
−
τ
)
\varepsilon(\tau-2) \cdot \varepsilon(t-\tau)
ε(τ−2)⋅ε(t−τ)
{
τ
−
2
>
0
t
−
τ
>
0
⇒
{
2
<
τ
<
t
t
>
τ
\left\{\begin{array}{l}\tau-2>0 \\ t-\tau>0\end{array} \Rightarrow\left\{\begin{array}{l}2<\tau<t \\ t>\tau\end{array}\right.\right.
{τ−2>0t−τ>0⇒{2<τ<tt>τ
i
(
t
)
=
[
e
−
t
∫
0
t
e
τ
2
d
τ
]
⋅
ε
(
t
)
−
[
e
−
t
∫
2
t
e
τ
2
d
τ
]
⋅
ε
(
t
−
2
)
i(t)=\left[e^{-t} \int_{0}^{t} e^{\frac{\tau}{2}} d \tau\right] \cdot \varepsilon(t)-\left[e^{-t} \int_{2}^{t} e^{\frac{\tau}{2}} d \tau\right] \cdot \varepsilon(t-2)
i(t)=[e−t∫0te2τdτ]⋅ε(t)−[e−t∫2te2τdτ]⋅ε(t−2)
=
2
(
e
t
2
−
e
−
t
)
ε
(
t
)
−
2
(
e
−
t
2
−
e
−
(
t
−
1
)
)
ε
(
t
−
2
)
=2\left(e^{\frac{t}{2}}-e^{-t}\right) \varepsilon(t)-2\left(e^{-\frac{t}{2}}-e^{-(t-1)}\right) \varepsilon(t-2)
=2(e2t−e−t)ε(t)−2(e−2t−e−(t−1))ε(t−2)
输入电压如图
i
(
t
)
=
{
2
(
e
−
t
2
−
e
−
t
)
,
0
<
t
≤
2
2
(
e
−
(
t
−
1
)
−
e
−
t
)
,
t
>
2
i(t)=\left\{\begin{array}{lr}2\left(e^{-\frac{t}{2}}-e^{-t}\right), & 0<t \leq 2 \\ 2\left(e^{-(t-1)}-e^{-t}\right), & t>2\end{array}\right.
i(t)={2(e−2t−e−t),2(e−(t−1)−e−t),0<t≤2t>2
卷积积分的图解法
用图解法直观,尤其是函数式复杂时,用图形分段求出积分限尤为方便准确, 用解析式法作容易出错,最好将两种方法结合起来。
f
1
(
t
)
∗
f
2
(
t
)
=
∫
−
∞
+
∞
f
1
(
τ
)
f
2
(
t
−
τ
)
d
τ
f_{1}(t) * f_{2}(t)=\int_{-\infty}^{+\infty} f_{1}(\tau) f_{2}(t-\tau) \mathrm{d} \tau
f1(t)∗f2(t)=∫−∞+∞f1(τ)f2(t−τ)dτ
卷积过程可分解为四步:
(1) 换元: t换为
τ
→
\tau \rightarrow
τ→ 得
f
1
(
τ
)
,
f
2
(
τ
)
f_{1}(\tau), \quad f_{2}(\tau)
f1(τ),f2(τ)
(2) 反转平移:由
f
2
(
τ
)
f_{2}(\tau)
f2(τ) 反转一
f
2
(
−
τ
)
f_{2}(-\tau)
f2(−τ) 右移
t
→
f
2
(
t
−
τ
)
\mathrm{t} \rightarrow f_{2}(\mathrm{t}-\tau)
t→f2(t−τ)
(3) 乘积:
f
1
(
τ
)
f
2
(
t
−
τ
)
\begin{array}{ll}\text { (3) 乘积: } & f_{1}(\tau) f_{2}(\mathrm{t}-\tau)\end{array}
(3) 乘积: f1(τ)f2(t−τ)
注意:t为参变量。
已知
f
1
(
t
)
=
{
1
,
∣
t
∣
<
1
0
,
∣
t
∣
>
1
,
f
2
(
t
)
=
t
2
,
(
0
≤
t
≤
3
)
,
f_{1}(t)=\left\{\begin{array}{ll}1, & |t|<1 \\ 0, & |t|>1\end{array}, f_{2}(t)=\frac{t}{2}, \quad(0 \leq t \leq 3) \quad,\right.
f1(t)={1,0,∣t∣<1∣t∣>1,f2(t)=2t,(0≤t≤3), 求卷积
g
(
t
)
g(t)
g(t)
t
:
t:
t: 移动的距离
t
=
0
f
2
(
t
−
τ
)
t=0 \quad f_{2}(t-\tau)
t=0f2(t−τ) 未移动
t
>
0
f
2
(
t
−
τ
)
t>0 \quad f_{2}(t-\tau)
t>0f2(t−τ) 右移
t
<
0
f
2
(
t
−
τ
)
t<0 \quad f_{2}(t-\tau)
t<0f2(t−τ) 左移
t
t
t 从
−
∞
-\infty
−∞ 到
+
∞
,
+\infty,
+∞, 对应
f
2
(
t
−
τ
)
f_{2}(t-\tau)
f2(t−τ) 从左往右移动
t≤-1时
两波形没有公共处,二者乘积为
0
,
0,
0, 即积分为 0
f
1
(
τ
)
⋅
f
2
(
t
−
τ
)
=
0
g
(
t
)
=
f
1
(
t
)
∗
f
2
(
t
)
=
0
\begin{array}{l} f_{1}(\tau) \cdot f_{2}(t-\tau)=0 \\ g(t)=f_{1}(t) * f_{2}(t)=0 \end{array}
f1(τ)⋅f2(t−τ)=0g(t)=f1(t)∗f2(t)=0
−
1
≤
t
≤
1
-1 \leq t \leq 1
−1≤t≤1 时
两波形有公共部分,积分开始不为0,积分下限-1,上限
t
,
t
t, t
t,t 为移动时间;
g
(
t
)
=
∫
−
1
t
f
1
(
τ
)
⋅
f
2
(
t
−
τ
)
d
τ
=
∫
−
1
t
1
⋅
1
2
⋅
(
t
−
τ
)
d
τ
=
t
2
4
+
t
2
+
1
4
g(t)=\int_{-1}^{t} f_{1}(\tau) \cdot f_{2}(t-\tau) d \tau=\int_{-1}^{t} 1 \cdot \frac{1}{2} \cdot(t-\tau) d \tau=\frac{t^{2}}{4}+\frac{t}{2}+\frac{1}{4}
g(t)=∫−1tf1(τ)⋅f2(t−τ)dτ=∫−1t1⋅21⋅(t−τ)dτ=4t2+2t+41
1
≤
t
≤
2
1 \leq t \leq 2
1≤t≤2 时
{
t
−
3
≤
−
1
t
≥
1
\left\{\begin{aligned} t-3 & \leq-1 \\ t & \geq 1 \end{aligned}\right.
{t−3t≤−1≥1
g
(
t
)
=
∫
−
1
1
1
⋅
1
2
⋅
(
t
−
τ
)
d
τ
=
t
g(t)=\int_{-1}^{1} 1 \cdot \frac{1}{2} \cdot(t-\tau) d \tau=t
g(t)=∫−111⋅21⋅(t−τ)dτ=tv
2
≤
t
≤
4
2 \leq t \leq 4
2≤t≤4 时
{
t
−
3
≥
−
1
t
−
3
≤
1
\left\{\begin{array}{l}t-3 \geq-1 \\ t-3 \leq 1\end{array}\right.
{t−3≥−1t−3≤1
g
(
t
)
=
∫
t
−
3
1
1
⋅
1
2
⋅
(
t
−
τ
)
d
τ
=
−
t
2
4
+
t
2
+
2
g(t)=\int_{t-3}^{1} 1 \cdot \frac{1}{2} \cdot(t-\tau) d \tau=-\frac{t^{2}}{4}+\frac{t}{2}+2
g(t)=∫t−311⋅21⋅(t−τ)dτ=−4t2+2t+2
4
≤
t
4 \leq t
4≤t 时, 即
t
−
3
≥
1
t-3 \geq 1
t−3≥1
g
(
t
)
=
0
g(t)=0
g(t)=0
g
(
t
)
=
{
t
2
4
+
t
2
+
1
4
−
1
≤
t
≤
1
t
1
≤
t
≤
2
−
t
2
4
+
t
2
+
2
2
≤
t
≤
4
0
其它
t
g(t)=\left\{\begin{array}{cc}\frac{t^{2}}{4}+\frac{t}{2}+\frac{1}{4} & -1 \leq t \leq 1 \\ t & {1 \leq t \leq 2} \\ -\frac{t^{2}}{4}+\frac{t}{2}+2 & 2 \leq t \leq 4 \\ 0 & \text { 其它 } t\end{array}\right.
g(t)=⎩⎪⎪⎨⎪⎪⎧4t2+2t+41t−4t2+2t+20−1≤t≤11≤t≤22≤t≤4 其它 t
注意卷积前后的定义域,是原来两个定义域左右相加。
卷积积分性质
代数性质
交换律
f
1
(
t
)
∗
f
2
(
t
)
=
f
2
(
t
)
∗
f
1
(
t
)
f_{1}(t) * f_{2}(t)=f_{2}(t) * f_{1}(t)
f1(t)∗f2(t)=f2(t)∗f1(t)
f
1
(
t
)
∗
f
2
(
t
)
=
∫
−
∞
+
∞
f
1
(
τ
)
f
2
(
t
−
τ
)
d
τ
f_{1}(t) * f_{2}(t)=\int_{-\infty}^{+\infty} f_{1}(\tau) f_{2}(t-\tau) \mathrm{d} \tau
f1(t)∗f2(t)=∫−∞+∞f1(τ)f2(t−τ)dτ
令
t
−
τ
=
λ
τ
:
∫
−
∞
+
∞
⟶
λ
:
∫
+
∞
−
∞
d
τ
=
−
d
λ
t-\tau=\lambda \quad \tau: \quad \int_{-\infty}^{+\infty} \longrightarrow \lambda: \int_{+\infty}^{-\infty} \quad \mathrm{d} \tau=-\mathrm{d} \lambda
t−τ=λτ:∫−∞+∞⟶λ:∫+∞−∞dτ=−dλ
得:
f
1
(
t
)
∗
f
2
(
t
)
=
∫
−
∞
+
∞
f
2
(
λ
)
f
1
(
t
−
λ
)
d
λ
=
f
2
(
t
)
∗
f
1
(
t
)
\quad f_{1}(t) * f_{2}(t)=\int_{-\infty}^{+\infty} f_{2}(\lambda) f_{1}(t-\lambda) \mathrm{d} \lambda=f_{2}(t) * f_{1}(t)
f1(t)∗f2(t)=∫−∞+∞f2(λ)f1(t−λ)dλ=f2(t)∗f1(t)
卷积结果与交换两函数的次序无关。因为倒置
f
1
(
t
)
f_{1}(t)
f1(t) 与倒置
f
2
(
t
)
,
f_{2}(t),
f2(t), 积分面积 与t无关。
一般选简单函数为移动函数。如矩形脉冲或
δ
(
t
)
\delta(t)
δ(t)
分配律:
f
1
(
t
)
∗
[
f
2
(
t
)
+
f
3
(
t
)
]
=
f
1
(
t
)
∗
f
2
(
t
)
+
f
1
(
t
)
∗
f
3
(
t
)
f_{1}(t) *\left[f_{2}(t)+f_{3}(t)\right]=f_{1}(t) * f_{2}(t)+f_{1}(t) * f_{3}(t)
f1(t)∗[f2(t)+f3(t)]=f1(t)∗f2(t)+f1(t)∗f3(t)
结合律:
f
1
(
t
)
∗
f
2
(
t
)
∗
f
3
(
t
)
=
f
1
(
t
)
∗
[
f
2
(
t
)
∗
f
3
(
t
)
]
f_{1}(t) * f_{2}(t) * f_{3}(t)=f_{1}(t) *\left[f_{2}(t) * f_{3}(t)\right]
f1(t)∗f2(t)∗f3(t)=f1(t)∗[f2(t)∗f3(t)]
系统并联(分配律)
f
(
t
)
∗
h
1
(
t
)
+
f
(
t
)
∗
h
2
(
t
)
=
f
(
t
)
∗
[
h
1
(
t
)
+
h
2
(
t
)
]
f(t) * h_{1}(t)+f(t) * h_{2}(t)=f(t) *\left[h_{1}(t)+h_{2}(t)\right]
f(t)∗h1(t)+f(t)∗h2(t)=f(t)∗[h1(t)+h2(t)]
h
(
t
)
=
h
1
(
t
)
+
h
2
(
t
)
h(t)=h_{1}(t)+h_{2}(t)
h(t)=h1(t)+h2(t)
结论:子系统并联时, 总系统的冲激响应等于各子系统冲激响应之和。
系统级联(结合律)
h
(
t
)
=
h
1
(
t
)
∗
h
2
(
t
)
h(t)=h_{1}(t) * h_{2}(t)
h(t)=h1(t)∗h2(t)
结论:时域中,子系统级联时, 总的冲激响应等于子系统冲激响应的卷积。
与冲激函数或阶跃函数的卷积
1.
f
(
t
)
∗
δ
(
t
)
=
δ
(
t
)
∗
f
(
t
)
=
f
(
t
)
f(t) * \delta(t)=\delta(t) * f(t)=f(t)
f(t)∗δ(t)=δ(t)∗f(t)=f(t)
证:
δ
(
t
)
∗
f
(
t
)
=
∫
−
∞
∞
δ
(
τ
)
f
(
t
−
τ
)
d
τ
=
∫
−
∞
∞
δ
(
τ
)
f
(
t
)
d
τ
=
f
(
t
)
\delta(t) * f(t)=\int_{-\infty}^{\infty} \delta(\tau) f(t-\tau) d \tau=\int_{-\infty}^{\infty} \delta(\tau) f(t) d \tau=f(t)
δ(t)∗f(t)=∫−∞∞δ(τ)f(t−τ)dτ=∫−∞∞δ(τ)f(t)dτ=f(t)
f
(
t
)
δ
(
t
)
=
f
(
0
)
δ
(
t
)
(
取
样
性
质
)
f(t) \delta(t)=f(0) \delta(t)(取样性质)
f(t)δ(t)=f(0)δ(t)(取样性质)
f
(
t
)
∗
δ
(
t
−
t
0
)
=
f
(
t
−
t
0
)
f(t) * \delta\left(t-t_{0}\right)=f\left(t-t_{0}\right)
f(t)∗δ(t−t0)=f(t−t0)
2.
f
(
t
)
∗
δ
′
(
t
)
=
f
′
(
t
)
f(t) * \delta^{\prime}(t)=f^{\prime}(t)
f(t)∗δ′(t)=f′(t)
证:
δ
′
(
t
)
∗
f
(
t
)
=
∫
−
∞
∞
δ
′
(
τ
)
f
(
t
−
τ
)
d
τ
=
f
′
(
t
)
\quad \delta^{\prime}(t) * f(t)=\int_{-\infty}^{\infty} \delta^{\prime}(\tau) f(t-\tau) d \tau=f^{\prime}(t)
δ′(t)∗f(t)=∫−∞∞δ′(τ)f(t−τ)dτ=f′(t)
f
(
t
)
δ
′
(
t
)
=
f
(
0
)
δ
′
(
t
)
−
f
′
(
0
)
δ
(
t
)
f(t) \delta^{\prime}(t)=f(0) \delta^{\prime}(t)-f^{\prime}(0) \delta(t)
f(t)δ′(t)=f(0)δ′(t)−f′(0)δ(t)
f
(
t
)
∗
δ
(
n
)
(
t
)
=
f
(
n
)
(
t
)
f(t) * \delta^{(n)}(t)=f^{(n)}(t)
f(t)∗δ(n)(t)=f(n)(t)
3.
f
(
t
)
∗
ε
(
t
)
=
∫
−
∞
∞
ε
(
τ
)
f
(
t
−
τ
)
d
τ
=
∫
−
∞
t
f
(
τ
)
d
τ
f(t) * \varepsilon(t)=\int_{-\infty}^{\infty} \varepsilon(\tau) f(t-\tau) d \tau=\int_{-\infty}^{t} f(\tau) d \tau
f(t)∗ε(t)=∫−∞∞ε(τ)f(t−τ)dτ=∫−∞tf(τ)dτ
ε
(
t
)
∗
ε
(
t
)
=
t
ε
(
t
)
\varepsilon(t) * \varepsilon(t)=t \varepsilon(t)
ε(t)∗ε(t)=tε(t)
微积分性质
-
d
n
d
t
n
[
f
1
(
t
)
∗
f
2
(
t
)
]
=
d
n
f
1
(
t
)
d
t
n
∗
f
2
(
t
)
=
f
2
(
t
)
∗
d
n
f
2
(
t
)
d
t
n
\frac{d^{n}}{d t^{n}}\left[f_{1}(t) * f_{2}(t)\right]=\frac{d^{n} f_{1}(t)}{d t^{n}} * f_{2}(t)=f_{2}(t) * \frac{d^{n} f_{2}(t)}{d t^{n}}
dtndn[f1(t)∗f2(t)]=dtndnf1(t)∗f2(t)=f2(t)∗dtndnf2(t)
证:上式
= δ ( n ) ( t ) ∗ [ f 1 ( t ) ∗ f 2 ( t ) ] = [ δ ( n ) ( t ) ∗ f 1 ( t ) ] ∗ f 2 ( t ) = f 1 ( n ) ( t ) ∗ f 2 ( t ) =\delta^{(n)}(t) *\left[f_{1}(t) * f_{2}(t)\right] \\ =\left[\delta^{(n)}(t) * f_{1}(t)\right] * f_{2}(t)\\ =f_{1}^{(n)}(t) * f_{2}(t) =δ(n)(t)∗[f1(t)∗f2(t)]=[δ(n)(t)∗f1(t)]∗f2(t)=f1(n)(t)∗f2(t) -
∫
−
∞
t
[
f
1
(
τ
)
∗
f
2
(
τ
)
]
d
τ
=
[
∫
−
∞
t
f
1
(
τ
)
d
τ
]
∗
f
2
(
t
)
=
f
1
(
t
)
∗
[
∫
−
∞
t
f
2
(
τ
)
d
τ
]
\int_{-\infty}^{t}\left[f_{1}(\tau) * f_{2}(\tau)\right] d \tau=\left[\int_{-\infty}^{t} f_{1}(\tau) d \tau\right] * f_{2}(t)=f_{1}(t) *\left[\int_{-\infty}^{t} f_{2}(\tau) d \tau\right]
∫−∞t[f1(τ)∗f2(τ)]dτ=[∫−∞tf1(τ)dτ]∗f2(t)=f1(t)∗[∫−∞tf2(τ)dτ]
证:上式 = ε ( t ) ∗ [ f 1 ( t ) ∗ f 2 ( t ) ] =\varepsilon(t) *\left[f_{1}(t) * f_{2}(t)\right] =ε(t)∗[f1(t)∗f2(t)]
= [ ε ( t ) ∗ [ f 1 ( t ) ] ∗ f 2 ( t ) = f 1 ( − 1 ) ( t ) ∗ f 2 ( t ) =\left[\varepsilon(t) *\left[f_{1}(t)\right] * f_{2}(t)=f_{1}^{(-1)}(t) * f_{2}(t)\right. =[ε(t)∗[f1(t)]∗f2(t)=f1(−1)(t)∗f2(t) - 在
f
1
(
−
∞
)
=
f
2
(
−
∞
)
=
0
f_{1}(-\infty)=f_{2}(-\infty)=0
f1(−∞)=f2(−∞)=0 的前提下,
f 1 ( t ) ∗ f 2 ( t ) = f 1 ′ ( t ) ∗ f 2 ( − 1 ) ( t ) f_{1}(t) * f_{2}(t)=f_{1}^{\prime}(t) * f_{2}^{(-1)}(t) f1(t)∗f2(t)=f1′(t)∗f2(−1)(t)
上面的前提是必要的,反例是符号函数和冲激函数做卷积。
移位性质
若
f
(
t
)
=
f
1
(
t
)
∗
f
2
(
t
)
则
f
1
(
t
−
t
1
)
∗
f
2
(
t
−
t
2
)
=
f
1
(
t
−
t
1
−
t
2
)
∗
f
2
(
t
)
=
f
1
(
t
)
∗
f
2
(
t
−
t
1
−
t
2
)
=
f
(
t
−
t
1
−
t
2
)
若f(t)=f_{1}(t) * f_{2}(t) \\ 则 f_{1}\left(t-t_{1}\right) * f_{2}\left(t-t_{2}\right) \\ =f_{1}\left(t-t_{1}-t_{2}\right) * f_{2}(t) \\ =f_{1}(t) * f_{2}\left(t-t_{1}-t_{2}\right) \\ =f\left(t-t_{1}-t_{2}\right)
若f(t)=f1(t)∗f2(t)则f1(t−t1)∗f2(t−t2)=f1(t−t1−t2)∗f2(t)=f1(t)∗f2(t−t1−t2)=f(t−t1−t2)
求解卷积的方法可归纳为:
(1) 利用定义式, 直接进行积分。对于容易求积分函数比较有效。如指 数函数,多项式函数等。
(2) 图解法。特别适用于求某时刻点上的卷积值。
(3) 利用性质。 三者常常结合起来使用。
例题
f
1
(
t
)
,
f
2
(
t
)
f_{1}(t), f_{2}(t)
f1(t),f2(t) 如图, 求
f
1
(
t
)
∗
f
2
(
t
)
f_{1}(t) * f_{2}(t)
f1(t)∗f2(t)
解:
f
1
(
t
)
=
2
ε
(
t
)
−
2
ε
(
t
−
1
)
f_{1}(t)=2 \varepsilon(t)-2 \varepsilon(t-1)
f1(t)=2ε(t)−2ε(t−1)
f
2
(
t
)
=
ε
(
t
+
1
)
−
ε
(
t
−
1
)
f
1
(
t
)
∗
f
2
(
t
)
=
2
ε
(
t
)
∗
ε
(
t
+
1
)
−
2
ε
(
t
)
∗
ε
(
t
−
1
)
−
2
ε
(
t
−
1
)
∗
ε
(
t
+
1
)
+
2
ε
(
t
−
1
)
∗
ε
(
t
−
1
)
f_{2}(t)=\varepsilon(t+1)-\varepsilon(t-1) \\ f_{1}(t) * f_{2}(t) \\ =2 \varepsilon(t) * \varepsilon(t+1)-2 \varepsilon(t) * \varepsilon(t-1) \\ -2 \varepsilon(t-1) * \varepsilon(t+1)+2 \varepsilon(t-1) * \varepsilon(t-1)
f2(t)=ε(t+1)−ε(t−1)f1(t)∗f2(t)=2ε(t)∗ε(t+1)−2ε(t)∗ε(t−1)−2ε(t−1)∗ε(t+1)+2ε(t−1)∗ε(t−1)
由于
ε
(
t
)
∗
ε
(
t
)
=
t
ε
(
t
)
\varepsilon(t) * \varepsilon(t)=t \varepsilon(t)
ε(t)∗ε(t)=tε(t)
依据时移特性, 有
f
1
(
t
)
∗
f
2
(
t
)
=
2
(
t
+
1
)
ε
(
t
+
1
)
−
2
(
t
−
1
)
ε
(
t
−
1
)
−
2
t
ε
(
t
)
+
2
(
t
−
2
)
ε
(
t
−
2
)
f_{1}(t) * f_{2}(t) \\ =2(t+1) \varepsilon(t+1)-2(t-1) \varepsilon(t-1) \\ -2 t \varepsilon(t)+2(t-2) \varepsilon(t-2)
f1(t)∗f2(t)=2(t+1)ε(t+1)−2(t−1)ε(t−1)−2tε(t)+2(t−2)ε(t−2)
相关函数
相关函数是鉴别信号的有力工具, 被广泛应用于雷达回波的识别, 通信同步信号的识别等领域。
相关是一种与卷积类似的运算。与卷积不同的是没有一个函数的反转。
把任意一个信号表示成冲激信号的各种线性组合,得到一种方便地求解复杂输入信号的响应的方法。
定义
实能量有限函数
f
1
(
t
)
f_{1}(t)
f1(t) 和
f
2
(
t
)
f_{2}(t)
f2(t) 的互相关函数
R
12
(
t
)
=
∫
−
∞
∞
f
1
(
t
)
f
2
(
t
−
τ
)
d
t
=
∫
−
∞
∞
f
1
(
t
+
τ
)
f
2
(
t
)
d
t
R
21
(
τ
)
=
∫
−
∞
∞
f
1
(
t
−
τ
)
f
2
(
t
)
d
t
=
∫
−
∞
∞
f
1
(
t
)
f
2
(
t
+
τ
)
d
t
R
12
(
τ
)
=
R
21
(
−
τ
)
0
\begin{array}{l} R_{12}(t)=\int_{-\infty}^{\infty} f_{1}(t) f_{2}(t-\tau) d t=\int_{-\infty}^{\infty} f_{1}(t+\tau) f_{2}(t) d t \\ R_{21}(\tau)=\int_{-\infty}^{\infty} f_{1}(t-\tau) f_{2}(t) \mathrm{d} t=\int_{-\infty}^{\infty} f_{1}(t) f_{2}(t+\tau) \mathrm{d} t \\ \boldsymbol{R}_{12}(\tau)=\boldsymbol{R}_{21}(-\tau)_{0} \end{array}
R12(t)=∫−∞∞f1(t)f2(t−τ)dt=∫−∞∞f1(t+τ)f2(t)dtR21(τ)=∫−∞∞f1(t−τ)f2(t)dt=∫−∞∞f1(t)f2(t+τ)dtR12(τ)=R21(−τ)0
若
f
1
(
t
)
=
f
2
(
t
)
=
f
(
t
)
,
f_{1}(t)=f_{2}(t)=f(t),
f1(t)=f2(t)=f(t), 则得自相关函数
R
(
τ
)
=
∫
−
∞
∞
f
(
t
)
f
(
t
−
τ
)
d
t
=
∫
−
∞
∞
f
(
t
+
τ
)
f
(
t
)
d
t
R(\tau)=\int_{-\infty}^{\infty} f(t) f(t-\tau) \mathrm{d} t=\int_{-\infty}^{\infty} f(t+\tau) f(t) \mathrm{d} t \quad
R(τ)=∫−∞∞f(t)f(t−τ)dt=∫−∞∞f(t+τ)f(t)dt 显然,
R
(
−
τ
)
=
R
(
τ
)
R(-\tau)=R(\tau)
R(−τ)=R(τ) 偶函数。
能量信号:能量有界,功率一定为0,离散变求和
功率信号:功率有界,E=∞,离散变求和
实功率有限信号相关函数的定义
f
1
(
t
)
\quad f_{1}(t)
f1(t) 与
f
2
(
t
)
f_{2}(t)
f2(t) 是功率有限信号
R
12
(
τ
)
=
lim
T
→
∞
[
1
T
∫
−
T
2
T
2
f
1
(
t
)
f
2
(
t
−
τ
)
d
t
]
R
21
(
τ
)
=
lim
T
→
∞
[
1
T
∫
−
T
2
T
2
f
2
(
t
)
f
1
(
t
−
τ
)
d
t
]
\begin{array}{l} R_{12}(\tau)=\lim _{T \rightarrow \infty}\left[\frac{1}{T} \int_{-\frac{T}{2}}^{\frac{T}{2}} f_{1}(t) f_{2}(t-\tau) \mathrm{d} t\right] \\ R_{21}(\tau)=\lim _{T \rightarrow \infty}\left[\frac{1}{T} \int_{-\frac{T}{2}}^{\frac{T}{2}} f_{2}(t) f_{1}(t-\tau) \mathrm{d} t\right] \end{array}
R12(τ)=limT→∞[T1∫−2T2Tf1(t)f2(t−τ)dt]R21(τ)=limT→∞[T1∫−2T2Tf2(t)f1(t−τ)dt]
自相关函数:
R
(
τ
)
=
lim
T
→
∞
[
1
T
∫
−
T
2
T
2
f
(
t
)
f
(
t
−
τ
)
d
t
]
R(\tau)=\lim _{T \rightarrow \infty}\left[\frac{1}{T} \int_{-\frac{T}{2}}^{\frac{T}{2}} f(t) f(t-\tau) \mathrm{d} t\right]
R(τ)=T→∞lim[T1∫−2T2Tf(t)f(t−τ)dt]
例:求周期余弦信号
f
(
t
)
=
E
cos
(
ω
1
t
)
f(t)=E \cos \left(\omega_{1} t\right)
f(t)=Ecos(ω1t) 的自相关函数。
解:对此功率有限信号,由自相关函数的定义, 有
R
(
τ
)
=
lim
T
→
∞
[
1
T
∫
−
T
2
T
2
f
(
t
)
f
(
t
−
τ
)
d
t
]
=
lim
T
→
∞
E
2
T
∫
−
T
2
T
2
cos
(
ω
1
t
)
cos
[
ω
1
(
t
−
τ
)
]
d
t
=
lim
T
→
∞
E
2
T
∫
−
T
2
T
2
cos
(
ω
1
t
)
[
cos
(
ω
1
t
)
cos
(
ω
1
τ
)
+
sin
(
ω
1
t
)
sin
(
ω
1
τ
)
]
d
t
=
lim
T
→
∞
E
2
T
cos
(
ω
1
τ
)
∫
−
T
2
T
2
cos
2
(
ω
1
t
)
d
t
=
E
2
2
cos
(
ω
1
τ
)
\begin{aligned} R(\tau) &=\lim _{T \rightarrow \infty}\left[\frac{1}{T} \int_{-\frac{T}{2}}^{\frac{T}{2}} f(t) f(t-\tau) \mathrm{d} t\right] \\ &=\lim _{T \rightarrow \infty} \frac{E^{2}}{T} \int_{-\frac{T}{2}}^{\frac{T}{2}} \cos \left(\omega_{1} t\right) \cos \left[\omega_{1}(t-\tau)\right] \mathrm{d} t \\ &=\lim _{T \rightarrow \infty} \frac{E^{2}}{T} \int_{-\frac{T}{2}}^{\frac{T}{2}} \cos \left(\omega_{1} t\right)\left[\cos \left(\omega_{1} t\right) \cos \left(\omega_{1} \tau\right)+\sin \left(\omega_{1} t\right) \sin \left(\omega_{1} \tau\right)\right] \mathrm{d} t \\ &=\lim _{T \rightarrow \infty} \frac{E^{2}}{T} \cos \left(\omega_{1} \tau\right) \int_{-\frac{T}{2}}^{\frac{T}{2}} \cos ^{2}\left(\omega_{1} t\right) \mathrm{d} t \\ &=\frac{E^{2}}{2} \cos \left(\omega_{1} \tau\right) \end{aligned}
R(τ)=T→∞lim[T1∫−2T2Tf(t)f(t−τ)dt]=T→∞limTE2∫−2T2Tcos(ω1t)cos[ω1(t−τ)]dt=T→∞limTE2∫−2T2Tcos(ω1t)[cos(ω1t)cos(ω1τ)+sin(ω1t)sin(ω1τ)]dt=T→∞limTE2cos(ω1τ)∫−2T2Tcos2(ω1t)dt=2E2cos(ω1τ)
结论:
周期信号自相关函数仍为周期信号,且周期相同。
自相关函数是一偶函数, R(0)为最大值。
余弦函数自相关函数仍为余弦; 同理可证, 任意相位的正弦、余弦之自相关函数仍为余弦。
相关与卷积的关系
相关与卷积的关系
R 12 ( t ) = ∫ − ∞ ∞ f 1 ( x ) f 2 ( x − t ) d x R_{12}(t)=\int_{-\infty}^{\infty} f_{1}(x) f_{2}(x-t) \mathrm{d} x R12(t)=∫−∞∞f1(x)f2(x−t)dx
f 1 ( t ) ∗ f 2 ( t ) = ∫ − ∞ ∞ f 1 ( x ) f 2 ( t − x ) d x f_{1}(t)^{*} f_{2}(t)=\int_{-\infty}^{\infty} f_{1}(x) f_{2}(t-x) \mathrm{d} x f1(t)∗f2(t)=∫−∞∞f1(x)f2(t−x)dx
R 12 ( t ) = f 1 ( t ) ∗ f 2 ( − t ) ; R 21 ( t ) = f 1 ( − t ) ∗ f 2 ( t ) R_{12}(t)=f_{1}(t)^{*} f_{2}(-t) ; R_{21}(t)=f_{1}(-t)^{*} f_{2}(t) R12(t)=f1(t)∗f2(−t);R21(t)=f1(−t)∗f2(t)
可见, 若
f
1
(
t
)
f_{1}(t)
f1(t) 和
f
2
(
t
)
f_{2}(t)
f2(t) 均为实偶函数, 则卷积与相关完全相同。
上式只有负号的差别。
LTI离散系统求解
经典解法
y ( k ) + a n − 1 y ( k − 1 ) + ⋯ + a 0 y ( k − n ) = b m f ( k ) + b m − 1 f ( k − 1 ) + ⋯ + b 0 f ( k − m ) y(k)+a_{n-1} y(k-1)+\cdots +a_{0} y(k-n) \\ =b_{m} f(k)+b_{m-1} f(k-1)+\cdots+b_{0} f(k-m) y(k)+an−1y(k−1)+⋯+a0y(k−n)=bmf(k)+bm−1f(k−1)+⋯+b0f(k−m)
与微分方程经典解类似,
y
(
k
)
=
y
h
(
k
)
+
y
p
(
k
)
y(k)=y_{h}(k)+y_{p}(k)
y(k)=yh(k)+yp(k)
齐次解: 齐次方程
y
(
k
)
+
a
n
−
1
y
(
k
−
1
)
+
⋯
+
a
0
y
(
k
−
n
)
=
0
y(k)+a_{n-1} y(k-1)+\cdots+a_{0} y(k-n)=0
y(k)+an−1y(k−1)+⋯+a0y(k−n)=0
特征方程
1
+
a
n
−
1
λ
−
1
+
⋯
+
a
0
λ
−
n
=
0
λ
n
+
a
n
−
1
λ
n
−
1
+
⋯
+
a
0
=
0
\begin{array}{l} 1+a_{n-1} \lambda^{-1}+\cdots+a_{0} \lambda^{-n}=0 \\ \quad \lambda^{n}+a_{n-1} \lambda^{n-1}+\cdots+a_{0}=0 \end{array}
1+an−1λ−1+⋯+a0λ−n=0λn+an−1λn−1+⋯+a0=0
其根 λ i ( i = 1 , 2 , … , n ) \lambda_{i}(i=1,2, \ldots, n) λi(i=1,2,…,n) 称为差分方程的特征根
根据特征根,齐次解的两种情况
1.无重根
λ
1
≠
λ
2
≠
⋯
≠
λ
n
\lambda_{1} \neq \lambda_{2} \neq \cdots \neq \lambda_{n}
λ1=λ2=⋯=λn
y
h
(
k
)
=
C
1
λ
1
k
+
C
2
λ
2
k
+
⋯
+
C
n
λ
n
k
y_{h}(k)=C_{1} \lambda_{1}^{k}+C_{2} \lambda_{2}^{k}+\cdots+C_{n} \lambda_{n}^{k}
yh(k)=C1λ1k+C2λ2k+⋯+Cnλnk
2.有重根特征根
λ
为
r
\lambda为 r
λ为r 重根时
n
个待定系数
y
h
(
k
)
=
⋯
+
(
C
r
−
1
k
r
−
1
+
C
r
−
2
k
r
−
2
+
⋯
+
C
1
k
+
C
0
)
λ
k
+
⋯
\begin{array}{c} n \text { 个待定系数 } \\ y_{h}(k)=\cdots+\left(C_{r-1} k^{r-1}+C_{r-2} k^{r-2}+\cdots+C_{1} k+C_{0}\right) \lambda^{k}+\cdots \end{array}
n 个待定系数 yh(k)=⋯+(Cr−1kr−1+Cr−2kr−2+⋯+C1k+C0)λk+⋯
特解
对应强迫响应
特解的形式与差分方程右边的形式(激励) 类似
激励f(t) | 响应 y ( t ) y(t) y(t) 的特解 y p ( t ) y_{p}(t) yp(t) |
---|---|
F(常数) | P(常数) |
k m km km | P m k m + P m − 1 k m − 1 + ⋯ + P 1 k + P 0 ( 特 征 根 均 不 为 0 ) k r ( P m k m + P m − 1 k m − 1 + ⋯ + P 1 k + P 0 ) ( 有 r 重 0 特 征 根 ) P_{m} k^{m}+P_{m-1} k^{m-1}+\cdots+P_{1} k+P_{0} \quad( 特征根均不为0 )\\k^{r}\left(P_{m} k^{m}+P_{m-1} k^{m-1}+\cdots+P_{1} k+P_{0}\right) \quad( 有 r 重0特征根 ) Pmkm+Pm−1km−1+⋯+P1k+P0(特征根均不为0)kr(Pmkm+Pm−1km−1+⋯+P1k+P0)(有r重0特征根) |
a k a^{k} ak | P a k ( a 不 等 于 特 征 根 ) ( P 1 k + P 0 ) a k ( α 是 特 征 单 根 ) ( P r k r + P r − 1 k r − 1 + ⋯ + P 1 k + P 0 ) a k ( a 是 r 重 特 征 根 ) P a^{k} \quad(a不等于特征根 )\\\left(P_{1} k+P_{0}\right) a^{k} \quad(\alpha 是特征单根 )\\\left(P_{r} k^{r}+P_{r-1} k^{r-1}+\cdots+P_{1} k+P_{0}\right) a^{k} \quad\left(a是r重特征根)\right. Pak(a不等于特征根)(P1k+P0)ak(α是特征单根)(Prkr+Pr−1kr−1+⋯+P1k+P0)ak(a是r重特征根) |
cos ( β t ) sin ( β t ) \cos (\beta t) \sin (\beta t) cos(βt)sin(βt) | P 1 cos ( β t ) + P 2 sin ( β t ) ( 特 征 根 不 等 于 e ± j β ) P_{1} \cos (\beta t)+P_{2} \sin (\beta t)(特征根不等于 \left.e^{\pm j \beta}\right) P1cos(βt)+P2sin(βt)(特征根不等于e±jβ) |
δ(k)找不到差分
例 : 系统方程
y
(
k
)
+
4
y
(
k
−
1
)
+
4
y
(
k
−
2
)
=
f
(
k
)
,
y(k)+4 y(k-1)+4 y(k-2)=f(k),
y(k)+4y(k−1)+4y(k−2)=f(k), 已知初始条件
y
(
0
)
=
0
,
y
(
1
)
=
−
1
;
y(0)=0, y(1)=-1 ;
y(0)=0,y(1)=−1; 激励
f
(
k
)
=
2
k
,
k
≥
0.
f(k)=2^{k}, k \geq 0 .
f(k)=2k,k≥0. 求方程的全解。
解: 特征方程为
λ
2
+
4
λ
+
4
=
0
\lambda^{2}+4 \lambda+4=0
λ2+4λ+4=0
特征根
λ
1
=
λ
2
=
−
2
\lambda_{1}=\lambda_{2}=-2 \quad
λ1=λ2=−2 齐次解
y
h
(
k
)
=
(
C
1
k
+
C
2
)
(
−
2
)
k
\quad y_{h}(k)=\left(C_{1} k+C_{2}\right)(-2)^{k}
yh(k)=(C1k+C2)(−2)k
特解为
y
p
(
k
)
=
P
(
2
)
k
k
≥
0
y_{p}(k)=P(2)^{k} \quad k \geq 0
yp(k)=P(2)kk≥0
代入差分方程得
P
(
2
)
k
+
4
P
(
2
)
k
−
1
+
4
P
(
2
)
k
−
2
=
2
k
P(2)^{k}+4 P(2)^{k-1}+4 P(2)^{k-2}=2^{k}
P(2)k+4P(2)k−1+4P(2)k−2=2k
解得
P
=
1
4
;
P=\frac{1} {4} ; \quad
P=41; 特解:
y
p
(
k
)
=
2
k
−
2
k
≥
0
\quad y_{p}(k)=2^{k-2} \quad k \geq 0
yp(k)=2k−2k≥0
全解:
y
(
k
)
=
y
h
(
k
)
+
y
p
(
k
)
=
(
C
1
k
+
C
2
)
(
−
2
)
k
+
2
k
−
2
k
≥
0
\quad y(k)=y_{h}(k)+y_{p}(k)=\left(C_{1} k+C_{2}\right)(-2)^{k}+2^{k-2} \quad k \geq 0
y(k)=yh(k)+yp(k)=(C1k+C2)(−2)k+2k−2k≥0
代入初始条件解得:
C
1
=
1
,
C
2
=
−
1
4
\quad C_{1}=1, \quad C_{2}=-\frac{1} {4}
C1=1,C2=−41
y
(
k
)
=
[
(
k
−
1
4
)
(
−
2
)
k
+
2
k
−
2
]
ε
(
k
)
y(k)=\left[\left(k-\frac{1}{4}\right)(-2)^{k}+2^{k-2}\right] \varepsilon(k)
y(k)=[(k−41)(−2)k+2k−2]ε(k)
零输入和零状态
y ( k ) = y z i ( k ) + y z s ( k ) y(k)=y_{\mathrm{zi}}(k)+y_{\mathrm{zs}}(k) y(k)=yzi(k)+yzs(k)
零输入响应:输入为零,差分方程为齐次方程 齐次解形式:
C
λ
k
C \lambda^{k}
Cλk
C
C
C 由初始状态定 (相当于0-的条件)
零状态响应:初始状态为0,即
y
z
s
(
−
1
)
=
0
,
y
z
s
(
−
2
)
=
0
,
…
y_{\mathrm{zs}}(-1)=0, \quad y_{\mathrm{zs}}(-2)=0, \ldots
yzs(−1)=0,yzs(−2)=0,…
求解方法 { 经典法:齐次解+特解 卷积法(不再是卷积积分,而是卷积和) \text { 求解方法 }\left\{\begin{array}{l} \text { 经典法:齐次解+特解 } \\ \text { 卷积法(不再是卷积积分,而是卷积和) } \end{array}\right. 求解方法 { 经典法:齐次解+特解 卷积法(不再是卷积积分,而是卷积和)
y
(
0
−
)
y
(
0
+
)
y
(
−
1
)
y\left(0_{-}\right) \quad y\left(0_{+}\right) \quad y(-1)
y(0−)y(0+)y(−1)
y
′
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)
y
′
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+
)
∇
y
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=
y
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1
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−
y
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−
2
)
∇
y
(
1
)
=
y
(
1
)
−
y
(
0
)
y^{\prime}\left(0_{-}\right) \quad y^{\prime}\left(0_{+}\right) \quad \nabla y(-1)=y(-1)-y(-2) \quad \nabla y(1)=y(1)-y(0)
y′(0−)y′(0+)∇y(−1)=y(−1)−y(−2)∇y(1)=y(1)−y(0)
y
′
′
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0
−
)
y
′
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(
0
+
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∇
2
y
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1
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=
y
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−
2
y
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+
y
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3
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∇
2
y
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2
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=
y
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2
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−
2
y
(
1
)
+
y
(
0
)
y^{\prime \prime}\left(0_{-}\right) \quad y^{\prime \prime}\left(0_{+}\right) \quad \nabla^{2} y(-1)=y(-1)-2 y(-2)+y(-3) \nabla^{2} y(2)=y(2)-2 y(1)+y(0)
y′′(0−)y′′(0+)∇2y(−1)=y(−1)−2y(−2)+y(−3)∇2y(2)=y(2)−2y(1)+y(0)
y
n
−
1
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0
−
)
y
n
−
1
(
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+
)
∇
n
−
1
y
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−
1
)
∇
n
−
1
y
(
n
−
1
)
y^{n-1}\left(0_{-}\right) \quad y^{n-1}\left(0_{+}\right) \quad \nabla^{n-1} y(-1)\quad \nabla^{n-1} y(n-1)
yn−1(0−)yn−1(0+)∇n−1y(−1)∇n−1y(n−1)
初始条件给定y(-1)y(-2)y(-3)依次类推
前面是输入加入之前,输入加入以后是0+之后。
例2:系统方程为
y
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k
)
+
3
y
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k
−
1
)
+
2
y
(
k
−
2
)
=
f
(
k
)
y(k)+3 y(k-1)+2 y(k-2)=f(k)
y(k)+3y(k−1)+2y(k−2)=f(k) 已知激励
f
(
k
)
=
2
k
,
k
≥
0
,
f(k)=2^{k}, \quad k \geq 0,
f(k)=2k,k≥0, 初始状态
y
(
−
1
)
=
0
,
y
(
−
2
)
=
0.5
,
y(-1)=0, y(-2)=0.5,
y(−1)=0,y(−2)=0.5, 求系统的零输入响应、零状态响应。
解:
(1) 零输入响应
y
z
i
(
k
)
y_{\mathrm{zi}}(k)
yzi(k) 满足方程
y
z
i
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k
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+
3
y
z
i
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k
−
1
)
+
2
y
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i
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=
0
y
z
i
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1
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=
y
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1
)
=
0
,
y
z
i
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−
2
)
=
y
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−
2
)
=
0.5
\begin{array}{l} y_{\mathrm{zi}}(k)+3 y_{\mathrm{zi}}(k-1)+2 y_{\mathrm{zi}}(k-2)=0 \\ y_{\mathrm{zi}}(-1)=y(-1)=0, y_{\mathrm{zi}}(-2)=y(-2)=0.5 \end{array}
yzi(k)+3yzi(k−1)+2yzi(k−2)=0yzi(−1)=y(−1)=0,yzi(−2)=y(−2)=0.5
递推求出初始值
y
z
i
(
0
)
,
y
z
i
(
1
)
y_{\mathrm{zi}}(0), y_{\mathrm{zi}}(1)
yzi(0),yzi(1)
y
z
i
(
0
)
=
−
3
y
z
i
(
−
1
)
−
2
y
z
i
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−
2
)
=
−
1
y_{\mathrm{zi}}(0)=-3 y_{\mathrm{zi}}(-1)-2 y_{\mathrm{zi}}(-2)=-1
yzi(0)=−3yzi(−1)−2yzi(−2)=−1
y z i ( 1 ) = − 3 y z i ( 0 ) − 2 y z i ( − 1 ) = 3 y_{\mathrm{zi}}(1)=-3 y_{\mathrm{zi}}(0)-2 y_{\mathrm{zi}}(-1)=3 yzi(1)=−3yzi(0)−2yzi(−1)=3
特征方程为
λ
2
+
3
λ
+
2
=
0
\lambda^{2}+3 \lambda+2=0
λ2+3λ+2=0
特征根:
λ
1
=
−
1
,
λ
2
=
−
2
\lambda_{1}=-1, \quad \lambda_{2}=-2
λ1=−1,λ2=−2
y z i ( k ) = C z i 1 ( − 1 ) k + C z i 2 ( − 2 ) k y_{\mathrm{zi}}(k)=C_{\mathrm{zi} 1}(-1)^{k}+C_{\mathrm{zi} 2}(-2)^{k} yzi(k)=Czi1(−1)k+Czi2(−2)k
将初始值
y
z
i
(
0
)
=
−
1
,
y
z
i
(
1
)
=
3
y_{\mathrm{zi}}(0)=-1, y_{\mathrm{zi}}(1)=3
yzi(0)=−1,yzi(1)=3 代入并解得
y
z
i
(
k
)
=
(
−
1
)
k
−
2
(
−
2
)
k
,
k
≥
0
y_{\mathrm{zi}}(k)=(-1)^{k}-2(-2)^{k}, \quad k \geq 0
yzi(k)=(−1)k−2(−2)k,k≥0
(2) 零状态响应
y
z
S
(
k
)
y_{\mathrm{zS}}(k)
yzS(k) 满足
y
z
S
(
k
)
+
3
y
z
S
(
k
−
1
)
+
2
y
z
S
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k
−
2
)
=
f
(
k
)
y
z
S
(
−
1
)
=
y
z
S
(
−
2
)
=
0
\begin{array}{l} y_{\mathrm{zS}}(k)+3 y_{\mathrm{zS}}(k-1)+2 y_{\mathrm{zS}}(k-2)=f(k) \\ y_{\mathrm{z} S}(-1)=y_{\mathrm{z} S}(-2)=0 \end{array}
yzS(k)+3yzS(k−1)+2yzS(k−2)=f(k)yzS(−1)=yzS(−2)=0
递推求初始值
y
z
S
(
0
)
,
y
z
S
(
1
)
y_{\mathrm{zS}}(0), y_{\mathrm{zS}}(1)
yzS(0),yzS(1)
y
z
S
(
0
)
=
−
3
y
z
S
(
−
1
)
−
2
y
z
i
(
−
2
)
+
2
0
=
1
y_{\mathrm{zS}}(0)=-3 y_{\mathrm{z} S}(-1)-2 y_{\mathrm{zi}}(-2)+2^{0}=1
yzS(0)=−3yzS(−1)−2yzi(−2)+20=1
y z S ( 1 ) = − 3 y z S ( 0 ) − 2 y z i ( − 1 ) + 2 1 = − 1 y_{\mathrm{zS}}(1)=-3 y_{\mathrm{zS}}(0)-2 y_{\mathrm{zi}}(-1)+2^{1}=-1 yzS(1)=−3yzS(0)−2yzi(−1)+21=−1
分别求出齐次解和特解,得
y
z
S
(
0
)
=
1
,
y
z
s
(
−
1
)
=
−
1
y_{\mathrm{zS}}(0)=1, y_{\mathrm{zs}}(-1)=-1
yzS(0)=1,yzs(−1)=−1
y z S ( k ) = C z 1 ( − 1 ) k + C z 2 ( − 2 ) k + y p ( k ) = C z S 1 ( − 1 ) k + C z s 2 ( − 2 ) k + 1 3 ( 2 ) k \begin{aligned} y_{\mathrm{z} S}(k)=& C_{\mathrm{z} 1}(-1)^{k}+C_{\mathrm{z} 2}(-2)^{k}+y_{p}(k) \\ &=C_{\mathrm{z} S 1}(-1)^{k}+C_{\mathrm{zs} 2}(-2)^{k}+\frac{1}{3}(2)^{k} \end{aligned} yzS(k)=Cz1(−1)k+Cz2(−2)k+yp(k)=CzS1(−1)k+Czs2(−2)k+31(2)k
代入初始值递推得
y
z
S
(
0
)
=
1
,
y
z
S
(
1
)
=
−
1
\quad y_{\mathrm{z} S}(0)=1, y_{\mathrm{zS}}(1)=-1
yzS(0)=1,yzS(1)=−1
C
z
1
=
1
3
,
C
z
S
2
=
1
y
z
S
(
k
)
=
−
1
3
(
−
1
)
k
+
(
−
2
)
k
+
1
3
(
2
)
k
,
k
≥
0
y
(
k
)
=
y
z
i
(
k
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+
y
z
S
(
k
)
=
(
−
1
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k
−
2
(
−
2
)
k
−
1
3
(
−
1
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k
+
(
−
2
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k
+
1
3
(
2
)
k
k
≥
0
=
[
2
3
(
−
1
)
k
−
(
−
2
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k
+
1
3
(
2
)
k
]
ε
(
k
)
\begin{array}{c} C_{\mathrm{z} 1}=\frac{1}{3}, \quad C_{\mathrm{z} S 2}=1 \\ y_{\mathrm{z} S}(k)=-\frac{1}{3}(-1)^{k}+(-2)^{k}+\frac{1}{3}(2)^{k}, \quad k \geq 0 \\ y(k)=y_{\mathrm{z} i}(k)+y_{\mathrm{z} S}(k)=(-1)^{k}-2(-2)^{k}-\frac{1}{3}(-1)^{k}+(-2)^{k}+\frac{1}{3}(2)^{k} \quad k \geq 0 \\ =\left[\frac{2}{3}(-1)^{k}-(-2)^{k}+\frac{1}{3}(2)^{k}\right] \varepsilon(k) \end{array}
Cz1=31,CzS2=1yzS(k)=−31(−1)k+(−2)k+31(2)k,k≥0y(k)=yzi(k)+yzS(k)=(−1)k−2(−2)k−31(−1)k+(−2)k+31(2)kk≥0=[32(−1)k−(−2)k+31(2)k]ε(k)
单位序列响应δ(k)→h(k)和阶跃响应ε(k)→g(k)
单位序列响应:单位序列
δ
(
k
)
\delta(k)
δ(k) 所引起的零状态响应, 记为
h
(
k
)
h(k)
h(k) 。
h
(
−
i
)
=
0
,
i
=
1
,
2
,
3
,
…
,
n
h(-i)=0, \quad i=1,2,3, \ldots, n
h(−i)=0,i=1,2,3,…,n
例
\quad
系统方程为
y
(
k
)
−
y
(
k
−
1
)
−
2
y
(
k
−
2
)
=
f
(
k
)
−
f
(
k
−
2
)
y(k)-y(k-1)-2 y(k-2)=f(k)-f(k-2)
y(k)−y(k−1)−2y(k−2)=f(k)−f(k−2)
求单位序列响应
h
(
k
)
h(k)
h(k) 。
解:
h
(
k
)
h(k)
h(k) 满足
h
(
k
)
−
h
(
k
−
1
)
−
2
h
(
k
−
2
)
=
δ
(
k
)
−
δ
(
k
−
2
)
h(k)-h(k-1)-2 h(k-2)=\delta(k)-\delta(k-2)
h(k)−h(k−1)−2h(k−2)=δ(k)−δ(k−2)
令方程右边只有
δ
(
k
)
\delta(k)
δ(k) 作用时, 系统的单位序列响应
h
1
(
k
)
h_{1}(k)
h1(k), 它满足:
h
1
(
k
)
−
h
1
(
k
−
1
)
−
2
h
1
(
k
−
2
)
=
δ
(
k
)
h_{1}(k)-h_{1}(k-1)-2 h_{1}(k-2)=\delta(k)
h1(k)−h1(k−1)−2h1(k−2)=δ(k)
根据线性时不变性
h
(
k
)
=
h
1
(
k
)
−
h
1
(
k
−
2
)
=
[
1
3
(
−
1
)
k
+
2
3
(
2
)
k
]
ε
(
k
)
−
[
1
3
(
−
1
)
k
−
2
+
2
3
(
2
)
k
−
2
]
ε
(
k
−
2
)
\begin{array}{l} h(k)=h_{1}(k)-h_{1}(k-2) \\ =\left[\frac{1}{3}(-1)^{k}+\frac{2}{3}(2)^{k}\right] \varepsilon(k)-\left[\frac{1}{3}(-1)^{k-2}+\frac{2}{3}(2)^{k-2}\right] \varepsilon(k-2) \end{array}
h(k)=h1(k)−h1(k−2)=[31(−1)k+32(2)k]ε(k)−[31(−1)k−2+32(2)k−2]ε(k−2)
单位阶跃响应
单位序列
ε
(
k
)
\varepsilon(k)
ε(k) 所引起的零状态响应,记为
g
(
k
)
g(k)
g(k) 。
g
(
−
i
)
=
0
,
i
=
1
,
2
,
3
,
…
,
n
g(-i)=0, \quad i=1,2,3, \ldots, n
g(−i)=0,i=1,2,3,…,n
单位阶跃响应求解
- 经典解 经典解=齐次解+特解
- 线性性质求解
h ( k ) ⟷ ( k ) = ε ( k ) − ε ( k − 1 ) h ( k − 1 ) δ ( k − 1 ) = ε ( k − 1 ) − ε ( k − 2 ) h ( k − 2 ) δ ( k − 2 ) = ε ( k − 2 ) − ε ( k − 3 ) ⋯ δ ( − ∞ ) = \begin{array}{lr}h(k) \longleftrightarrow(k)=\varepsilon(k)-\varepsilon(k-1) \\ h(k-1) & \delta(k-1)=\varepsilon(k-1)-\varepsilon(k-2) \\ h(k-2) & \delta(k-2)=\varepsilon(k-2)-\varepsilon(k-3) \\ \cdots & \quad \delta(-\infty)=\end{array} h(k)⟷(k)=ε(k)−ε(k−1)h(k−1)h(k−2)⋯δ(k−1)=ε(k−1)−ε(k−2)δ(k−2)=ε(k−2)−ε(k−3)δ(−∞)=
{
两个常用的
求和公式:
{
∑
j
=
k
1
k
2
a
j
=
{
a
k
1
−
a
k
2
+
1
1
−
a
a
≠
1
k
2
−
k
1
+
1
a
=
1
∑
j
=
k
1
k
2
j
=
(
k
2
+
k
1
)
(
k
2
−
k
1
+
1
)
2
\left\{\begin{array}{l}\text { 两个常用的 } \\ \text { 求和公式: }\end{array} \quad\left\{\begin{array}{ll}\sum\limits_{j=k_{1}}^{k_{2}} a^{j}=\left\{\begin{array}{ll}\frac{a^{k_{1}}-a^{k_{2}+1}}{1-a} & a \neq 1 \\ k_{2}-k_{1}+1 & a=1 \end{array}\right.\\ \sum\limits_{j=k_{1}}^{k_{2}} j=\frac{\left(k_{2}+k_{1}\right)\left(k_{2}-k_{1}+1\right)}{2}\end{array}\right.\right.
⎩⎪⎪⎪⎨⎪⎪⎪⎧ 两个常用的 求和公式: ⎩⎪⎪⎪⎨⎪⎪⎪⎧j=k1∑k2aj={1−aak1−ak2+1k2−k1+1a=1a=1j=k1∑k2j=2(k2+k1)(k2−k1+1)
k2≥k1
例2: 系统方程为
y
(
k
)
−
y
(
k
−
1
)
−
2
y
(
k
−
2
)
=
f
(
k
)
−
f
(
k
−
2
)
y(k)-y(k-1)-2 y(k-2)=f(k)-f(k-2)
y(k)−y(k−1)−2y(k−2)=f(k)−f(k−2)求单位序列响应
g
(
k
)
g(k)
g(k) 。
解: 例1中求得
h
(
k
)
h(k)
h(k)
g
(
k
)
=
∑
j
=
−
∞
k
h
(
j
)
g(k)=\sum\limits_{j=-\infty}^{k} h(j)
g(k)=j=−∞∑kh(j)
h
(
k
)
=
h
1
(
k
)
−
h
1
(
k
−
2
)
=
[
1
3
(
−
1
)
k
+
2
3
(
2
)
k
]
ε
(
k
)
−
[
1
3
(
−
1
)
k
−
2
+
2
3
(
2
)
k
−
2
]
ε
(
k
−
2
)
\begin{array}{l} h(k)=h_{1}(k)-h_{1}(k-2) \\ =\left[\frac{1}{3}(-1)^{k}+\frac{2}{3}(2)^{k}\right] \varepsilon(k)-\left[\frac{1}{3}(-1)^{k-2}+\frac{2}{3}(2)^{k-2}\right] \varepsilon(k-2) \end{array}
h(k)=h1(k)−h1(k−2)=[31(−1)k+32(2)k]ε(k)−[31(−1)k−2+32(2)k−2]ε(k−2)
根据上面提到的求和公式
由
g
(
k
)
=
∑
j
=
−
∞
k
h
(
j
)
g(k)=\sum_{j=-\infty}^{k} h(j)
g(k)=∑j=−∞kh(j)
g
1
(
k
)
=
∑
j
=
−
∞
k
[
1
3
(
−
1
)
j
+
2
3
(
2
)
j
]
ε
(
j
)
=
{
∑
j
=
0
k
[
1
3
(
−
1
)
j
+
2
3
(
2
)
j
]
}
ε
(
k
)
g_{1}(k)=\sum_{j=-\infty}^{k}\left[\frac{1}{3}(-1)^{j}+\frac{2}{3}(2)^{j}\right] \varepsilon(j)=\left\{\sum_{j=0}^{k}\left[\frac{1}{3}(-1)^{j}+\frac{2}{3}(2)^{j}\right]\right\} \varepsilon(k)
g1(k)=∑j=−∞k[31(−1)j+32(2)j]ε(j)={∑j=0k[31(−1)j+32(2)j]}ε(k)
=
[
1
3
⋅
1
−
(
−
1
)
k
+
1
2
+
2
3
⋅
1
−
2
k
+
1
−
1
]
ε
(
k
)
=
[
1
6
(
−
1
)
k
+
2
(
2
)
k
−
1
2
]
ε
(
k
)
=\left[\frac{1}{3} \cdot \frac{1-(-1)^{k+1}}{2}+\frac{2}{3} \cdot \frac{1-2^{k+1}}{-1}\right] \varepsilon(k)=\left[\frac{1}{6}(-1)^{k}+2(2)^{k}-\frac{1}{2}\right] \varepsilon(k)
=[31⋅21−(−1)k+1+32⋅−11−2k+1]ε(k)=[61(−1)k+2(2)k−21]ε(k)
g
(
k
)
=
g
1
(
k
)
−
g
1
(
k
−
2
)
g(k)=g_{1}(k)-g_{1}(k-2)
g(k)=g1(k)−g1(k−2)
=
[
1
6
(
−
1
)
k
+
2
(
2
)
k
−
1
2
]
ε
(
k
)
−
[
1
6
(
−
1
)
k
−
2
+
2
(
2
)
k
−
2
−
1
2
]
ε
(
k
−
2
)
\quad=\left[\frac{1}{6}(-1)^{k}+2(2)^{k}-\frac{1}{2}\right] \varepsilon(k)-\left[\frac{1}{6}(-1)^{k-2}+2(2)^{k-2}-\frac{1}{2}\right] \varepsilon(k-2)
=[61(−1)k+2(2)k−21]ε(k)−[61(−1)k−2+2(2)k−2−21]ε(k−2)
卷积和的定义与计算
序列的时域分解
任意序列
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f(k)
f(k) 可表示为:
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\begin{aligned} f(k)=& \cdots+f(-1) \delta(k+1)+f(0) \delta(k)+f(1) \delta(k-1) +\cdots+f(i) \delta(k-i) & \\ =& \sum_{i=-\infty}^{+\infty} f(i) \delta(k-i) \end{aligned}
f(k)==⋯+f(−1)δ(k+1)+f(0)δ(k)+f(1)δ(k−1)+⋯+f(i)δ(k−i)i=−∞∑+∞f(i)δ(k−i)
任意序列作用下的零状态响应
卷积和的定义(解决换一个信号就要重新求解的问题)
已知定义在区间
(
−
∞
,
+
∞
)
(-\infty,+\infty)
(−∞,+∞) 上的两个函数
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f_{1}(k)
f1(k) 和
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,
f_{2}(k),
f2(k), 则定义和
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f(k)=\sum_{i=-\infty}^{+\infty} f_{1}(k) f_{2}(k-i)
f(k)=i=−∞∑+∞f1(k)f2(k−i)
为
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1
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k
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f_{1}(k)
f1(k) 与
f
2
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k
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f_{2}(k)
f2(k) 的卷积和, 简称卷积; 记为
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=
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∗
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f(k)=f_{1}(k) * f_{2}(k)
f(k)=f1(k)∗f2(k)
注意:求和是在虚设的变量 i 下进行的, i 为求和变量, k 为参变量。结果仍为 k 的函数。
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f(k)=\sum\limits_{i=-\infty}^{+\infty} f(i) \delta(k-i)=f(k) * \delta(k)
f(k)=i=−∞∑+∞f(i)δ(k−i)=f(k)∗δ(k)
y
z
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∗
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y_{z s}(k)=\sum\limits_{i=-\infty}^{+\infty} f(i) h(k-i)=f(k) * h(k)
yzs(k)=i=−∞∑+∞f(i)h(k−i)=f(k)∗h(k)
卷积和的计算(yzs(k)的求解)
由于系统的因果性或激励信号存在时间的局限性, 卷积和的累加限会有所变化。卷积和中累加限的确定是非常关键的。
例:
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求
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f(k)=a^{k} \varepsilon(k), \quad h(k)=b^{k} \varepsilon(k), 求 y_{z s}(k)
f(k)=akε(k),h(k)=bkε(k),求yzs(k)
y
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\Large y_{z S}(k) =f(k) * h(k)\\ =\sum\limits_{i=-\infty}^{+\infty} f(i) h(k-i)\\ =\sum\limits_{i=-\infty}^{+\infty} a^{i} \varepsilon(i) b^{k-i} \varepsilon(k-i) \\ =\left[\sum\limits_{i=0}^{k} a^{i} b^{k-i}\right] \varepsilon(k)\\ =b^{k}\left[\sum\limits_{i=0}^{k}\left(\frac{a}{b}\right)^{i}\right] \varepsilon(k) \\ =\left\{\begin{array}{ll}{\left[b^{k} \frac{1-(a / b)^{k+1}}{1-a / b}\right]} \varepsilon(k), a \neq b \\ b^{k}(k+1) \varepsilon(k), a=b\end{array}\right.
yzS(k)=f(k)∗h(k)=i=−∞∑+∞f(i)h(k−i)=i=−∞∑+∞aiε(i)bk−iε(k−i)=⎣⎡i=0∑kaibk−i⎦⎤ε(k)=bk⎣⎡i=0∑k(ba)i⎦⎤ε(k)=⎩⎪⎨⎪⎧[bk1−a/b1−(a/b)k+1]ε(k),a=bbk(k+1)ε(k),a=b
例:系统差分方程
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0.5
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y(k)-0.5 y(k-1)=-f(k)+f(k-1)
y(k)−0.5y(k−1)=−f(k)+f(k−1),初始条件
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y(-1)=0
y(−1)=0,
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f(k)=k \varepsilon(k)+\delta(k)+a^{k} \varepsilon(k),
f(k)=kε(k)+δ(k)+akε(k), 求系统的输出
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k
)
,
k
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0
y(k), k \geq 0
y(k),k≥0 。
解法1,任意输入都要去寻找对应的特解, 需要根据特解表去转换, 但又没有线性性质
解法2,需要去寻找特解,但是利用线性性质, 可以扩展一下
解法3,不再去寻找特解,将所有的计算转化为求和的过程, 计算机来辅助计算。
卷积和的计算与性质
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f(k)=\sum\limits_{i=-\infty}^{+\infty} f_{1}(i) f_{2}(k-i)
f(k)=i=−∞∑+∞f1(i)f2(k−i)
卷积过程可分解为四步:
(1) 换元:k换为
i
→
i \rightarrow
i→ 得
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f_{1}(i), \quad f_{2}(i)
f1(i),f2(i)
(2) 反转平移:由
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f_{2}(i)
f2(i) 反转一
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f_{2}(-i)
f2(−i) 右移
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k \rightarrow f_{2}(k-i)
k→f2(k−i)
(3)
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f
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f_{1}(i) f_{2}(k-i)
f1(i)f2(k−i)
(4) 求和: i 从 - ∞到∞对乘积项求和。 注意: k 为参变量。
不进位乘法求卷积:
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\begin{aligned} f(k) &=\sum_{i=-\infty}^{+\infty} f_{1}(i) f_{2}(k-i) \\ &=\cdots f_{1}(-1) f_{2}(k+1)+f_{1}(0) f_{2}(k)+f_{1}(1) f_{2}(k-1)+\\ & \cdots+f_{1}(i) f_{2}(k-i)+\cdots \end{aligned}
f(k)=i=−∞∑+∞f1(i)f2(k−i)=⋯f1(−1)f2(k+1)+f1(0)f2(k)+f1(1)f2(k−1)+⋯+f1(i)f2(k−i)+⋯
f
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k
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f(k)
f(k) =所有两序列序号之和为
k
k
k 的那些样本乘积之和。 如
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k=2
k=2 时
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f(k)=\cdots+f_{1}(-1) f_{2}(3)+f_{1}(0) f_{2}(2)+f_{1}(1) f_{2}(1)+f_{1}(2) f_{2}(0)+\cdots
f(k)=⋯+f1(−1)f2(3)+f1(0)f2(2)+f1(1)f2(1)+f1(2)f2(0)+⋯
例2:
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f_{1}(k)=\left\{\cdots, 0, f_{1}(1), f_{1}(2), f_{1}(3), 0, \cdots\right\}
f1(k)={⋯,0,f1(1),f1(2),f1(3),0,⋯}
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\quad f_{2}(k)=\left\{\cdots, 0, f_{2}(0), f_{2}(1), 0, \cdots\right\}
f2(k)={⋯,0,f2(0),f2(1),0,⋯}
卷积边界的确定
y
z
S
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k
)
y_{\mathrm{z} S}(k)
yzS(k) 的元素个数?(滑动相乘求和)
若:
f
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k
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f(k)
f(k) 序列
n
1
≤
k
≤
n
2
n_{1} \leq k \leq n_{2}
n1≤k≤n2
h
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序列
n
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≤
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≤
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4
y
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序列
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≤
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≤
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\begin{array}{ll} h(k) \text { 序列 } & n_{3} \leq k \leq n_{4} \\ y_{\mathrm{z} S}(k) \text { 序列 } & \left(n_{1}+n_{3}\right) \leq k \leq\left(n_{2}+n_{4}\right) \end{array}
h(k) 序列 yzS(k) 序列 n3≤k≤n4(n1+n3)≤k≤(n2+n4)
例如:
f
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k
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:
0
≤
k
≤
3
f(k): \quad 0 \leq k \leq 3 \quad
f(k):0≤k≤3 4个元素
h
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:
0
≤
k
≤
4
h(k): \quad 0 \leq k \leq 4 \quad
h(k):0≤k≤4 5个元素
y
z
S
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k
)
0
≤
k
≤
7
y_{\mathrm{z} S}(k) \quad 0 \leq k \leq 7 \quad
yzS(k)0≤k≤7 8个元素
卷积和的性质
- 满足乘法的三律:
(1) 交换律,
(2) 分配律,(3) 结合律. - f ( k ) ∗ δ ( k ) = f ( k ) , f ( k ) ∗ δ ( k − k 0 ) = f ( k − k 0 ) f(k) * \delta(k)=f(k), \quad f(k) * \delta\left(k-k_{0}\right)=f\left(k-k_{0}\right) f(k)∗δ(k)=f(k),f(k)∗δ(k−k0)=f(k−k0)
- f ( k ) ∗ ε ( k ) = ∑ i = − ∞ k f ( i ) f(k) * \varepsilon(k)=\sum\limits_{i=-\infty}^{k} f(i) f(k)∗ε(k)=i=−∞∑kf(i)
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f_{1}\left(k-k_{1}\right) * f_{2}\left(k-k_{2}\right)\\ =f_{1}\left(k-k_{1}-k_{2}\right) * f_{2}(k)
f1(k−k1)∗f2(k−k2)=f1(k−k1−k2)∗f2(k)
= δ ( k − k 1 − k 2 ) ∗ f 1 ( k ) ∗ f 2 ( k ) =\delta\left(k-k_{1}-k_{2}\right) * f_{1}(k) * f_{2}(k) =δ(k−k1−k2)∗f1(k)∗f2(k) -
∇
[
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\nabla\left[f_{1}(k) * f_{2}(k)\right]=\nabla f_{1}(k) * f_{2}(k)=f_{1}(k) * \nabla f_{2}(k)
∇[f1(k)∗f2(k)]=∇f1(k)∗f2(k)=f1(k)∗∇f2(k)
解: 根据 h ( k ) h(\mathrm{k}) h(k) 的定义,有
h ( k ) = [ δ ( k ) ∗ h 1 ( k ) − δ ( k ) ∗ h 2 ( k ) ] ∗ h 1 ( k ) = h 1 ( k ) ∗ h 1 ( k ) − h 2 ( k ) ∗ h 1 ( k ) = ε ( k ) ∗ ε ( k ) − ε ( k − 5 ) ∗ ε ( k ) = ( k + 1 ) ε ( k ) − ( k + 1 − 5 ) ∗ ε ( k ) = ( k + 1 ) ε ( k ) − ( k − 4 ) ∗ ε ( k ) \begin{aligned} h(k) &=\left[\delta(k) * h_{1}(k)-\delta(k) * h_{2}(k)\right] * h_{1}(k) \\ &=h_{1}(k) * h_{1}(k)-h_{2}(k) * h_{1}(k) \\ &=\varepsilon(k) * \varepsilon(k)-\varepsilon(k-5) * \varepsilon(k) \\ &=(k+1) \varepsilon(k)-(k+1-5) * \varepsilon(k) \\ &=(k+1) \varepsilon(k)-(k-4) * \varepsilon(k) \end{aligned} h(k)=[δ(k)∗h1(k)−δ(k)∗h2(k)]∗h1(k)=h1(k)∗h1(k)−h2(k)∗h1(k)=ε(k)∗ε(k)−ε(k−5)∗ε(k)=(k+1)ε(k)−(k+1−5)∗ε(k)=(k+1)ε(k)−(k−4)∗ε(k)
参考
中国大学MOOC湖南大学信号与系统慕课