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Continuous-time filters described by differential equations

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Continuous-time filters described by differential equations. Recall in Ch. 2. +. Two different ways:. LTI system response properties, Ch. 2. Continuous time Fourier transform. +. Frequency domain. Time domain. +. Valid for any k. A simpler way. Time domain. Frequency domain. - PowerPoint PPT Presentation
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16.362 Signal and System I inuous-time filters described by differential equations + Recall in Ch. 2 Continuous time Fourier transform. LTI system response properties, Ch. 2 Two different ways: ) ( t x ) ( 2 1 2 1 ) ( t x dt dy t y ) ( ) ( 2 t x t y dt dy ) ( t h ) ( t y 2 1 dt d 2 1
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Page 1: Continuous-time filters described by differential equations

16.362 Signal and System I • Continuous-time filters described by differential equations

)(tx)(

2

1

2

1)( tx

dt

dyty

)()(2 txtydt

dy)(th

)(ty

2

1

+

dt

d

2

1

Recall in Ch. 2

• Continuous time Fourier transform.

• LTI system response properties, Ch. 2

Two different ways:

Page 2: Continuous-time filters described by differential equations

16.362 Signal and System I

)(ty)(tx )(th

)(tx )(2

1

2

1)( tx

dt

dyty

)()(2 txtydt

dy

)(th

)(ty

2

1

+

dt

d

2

1

)()(2 txtydt

dy

Time domain Frequency domain

Page 3: Continuous-time filters described by differential equations

16.362 Signal and System I

)(ty)(tx )(th

)(tx )(2

1

2

1)( tx

dt

dyty

)()(2 txtydt

dy

)(th

)(ty

2

1

+

dt

d

2

1

)()(2 txtydt

dy

tjk

kkeatx 0)(

tjk

kk ejkHaty 0)()( 0

dehjkH jk 0)()( 0

Page 4: Continuous-time filters described by differential equations

16.362 Signal and System I

)(ty)(tx )(th

)()(2 txtydt

dy

tjk

kkeatx 0)(

tjk

kk ejkHaty 0)()( 0

tjk

kk ejkHjka

dt

tdy0)(

)(00

)()(2 txtydt

dy tjk

kk

tjk

kk

tjk

kk eaejkHaejkHjka 000 )(2)( 000

Valid for any k

1)(2)( 000 jkHjkHjk0

0 2

1)(

jkjkH

Page 5: Continuous-time filters described by differential equations

16.362 Signal and System I

)(ty)(tx )(th

)()(2 txtydt

dy

00 2

1)(

jkjkH

jjH

2

1)(

)()( 2 tueth t

)2(

1

)()(

0

)2(

0

2

2

j

de

dee

detuejH

j

j

j

Page 6: Continuous-time filters described by differential equations

16.362 Signal and System I

)(ty)(tx )(th

)()(2 txtydt

dy

A simpler way

Time domain Frequency domain

)()()(2)()( jXjXjHjXjHj

)2(

1)(

jjH

)(tx )( jX

)(ty )()()( jXjHjY

dt

dy )( jYj

Page 7: Continuous-time filters described by differential equations

16.362 Signal and System I

)(ty)(tx )(th

)()(2 txtydt

dy

A simpler way

)2(

1)(

jjH

jejH

2/12 )4(

1)(

2tan 1

Low-pass

Page 8: Continuous-time filters described by differential equations

16.362 Signal and System I A simple RC low pass filter

+-)(tvs

R

C )(tvc)(ti

)(

)(

tv

tQC

c

c )()( tCvtQ cc

dt

tdvC

dt

tdQti cC )()()(

)(tvR

dt

tdvRCtRitv c

R

)()()(

)()()(

tvtvdt

tdvRC sc

c

Page 9: Continuous-time filters described by differential equations

16.362 Signal and System I

)(tvc)(tvs )(th

A simple RC low pass filter

+-)(tvs

R

C )(tvc)(ti

)(tvR)()(

)(tvtv

dt

tdvRC sc

c

)()()(

tvtvdt

tdvRC sc

c )()()()()( jVjVjHjVjHRCj sss

RCjjH

1

1)(

2121

1)(

RC

jH

RC 1tan

)(1

)( tueRC

th RC

t

Page 10: Continuous-time filters described by differential equations

16.362 Signal and System I

)(tvc)(tvs )(th

+-)(tvs

R

C )(tvc)(ti

)(tvR)()(

)(tvtv

dt

tdvRC sc

c

2121

1)(

RC

jH

RC 1tan

)(1

)( tueRC

th RC

t

sRC 1.0

sRC 1

)( jH

Page 11: Continuous-time filters described by differential equations

16.362 Signal and System I A simple RC high pass filter

+-)(tvs

R

C

)(tvc

)(ti

)(

)(

tv

tQC

c

c )()( tCvtQ cc

dt

tdvC

dt

tdQti cC )()()(

)(tvR

)()()( tvtvtv CsR

dt

tdv

dt

tdv

dt

tdv CsR )()()(

dt

tdv

dt

tdv

dt

tdv RsC )()()(

dt

tdvRC

dt

tdvRCtv Rs

R

)()()( RtitvR )()(

Page 12: Continuous-time filters described by differential equations

16.362 Signal and System I

+-)(tvs

R

C

)(tvc

)(ti

)(tvR

dt

tdvRCtv

dt

tdvRC s

RR )(

)()(

Time domain Frequency domain

)()()( jVRCjjVjVRCj sRR

dt

tdvRCtv

dt

tdvRC s

RR )(

)()(

)()()()()( jVRCjjVjHjVjHRCj sss

RCj

RCjjH

1

)(

2

1

2

2

1)(

RC

RCjH

sRC 1.0

sRC 1

)( jH

Page 13: Continuous-time filters described by differential equations

16.362 Signal and System I • discrete-time filters described by difference equations

Recall in Ch. 2

• discrete-time Fourier transform.

• LTI system response properties, Ch. 2

Two different ways:

][nx

][]1[2

1][ nxnyny

?][ ny ?][ nh][nh

][ny

2

1

+

delay

Page 14: Continuous-time filters described by differential equations

16.362 Signal and System I

][nx

][]1[2

1][ nxnyny

][nh

][ny

2

1

+

delay

][ny][nx ][nh

Time domain Frequency domain

][]1[2

1][ nxnyny

Page 15: Continuous-time filters described by differential equations

16.362 Signal and System I

][ny][nx ][nh

Time domain Frequency domain

][]1[2

1][ nxnyny

][nx )( 0jkX

][ny )( 0jkY

)()()( 000 jkXjkHjkY

]1[ nx )( 00 jkXe jk

][]1[2

1][ nxnyny )()(

2

1)( 000

0 jkXjkYejkY jk

)()()(2

1)()( 00000

0 jkXjkXjkHejkXjkH jk

Page 16: Continuous-time filters described by differential equations

16.362 Signal and System I

][ny][nx ][nh ][]1[2

1][ nxnyny

][2

1][ nunh

n

0

21

1

1)( 0

jkejkH

0

0

0

21

1

1

2

1

][)(

0

0

jk

n

njk

n

njk

e

e

enhjkH

Page 17: Continuous-time filters described by differential equations

16.362 Signal and System I

][ny][nx ][nh

M

Nmm mnxbny ][][

M

Nm

mjkkebjkH 0)( 0

Nonrecursive discrete-time filter

FIR filter Finite Impulse Response filter

Example

]1[][]1[3

1][ nxnxnxny 00 1

3

1)( 0

jkjk eejkH

jj eejH 13

1)(

Moving average filter


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