Tuesday, March 20, 2018

Output of discrete-time LTI system guaranteed to be same form as input?


I know that in the continuous-time context, if I supply a complex exponential input to a Linear Time Invariant system, the output will be of the same form as the input - for example, if the input is x(t)=Aejω0t+ϕ, the output will be of the form y(t)=|H(j\omega_o)|\centerdot A \centerdot e^{j(H(s)\omega_0 t+\phi +\theta_H)} where H(s)|_{s=j\omega_0} = |H(j\omega_0)|e^{j\theta_H} is the transfer function of the system evaluated at the frequency j\omega_0. My point is that the system does not modify the input frequency.


Does the same hold true in the discrete-time context? If I supply an input x[n]=a^n to an LTI system, will the output also contain a^n? Or is it possible to supply a^n and get the output b^n +c^n where a\ne b\ne c (for example, x[n]=(1/6)^n, y[n]=B(1/2)^n + C(1/3)^n)?


Edit: I've posted a related question that contains the issue that actually prompted this question...



Answer



Despite the two other answers, I'll add one more, because I have the feeling that your final paragraph has not yet been answered satisfactorily.


A discrete-time LTI system with impulse response h[n] has a transfer function


H(z)=\sum_{n=-\infty}^{\infty}h[n]z^{-n}\tag{1}


Its output y[n] for a given input sequence x[n] is given by the convolution sum



y[n]=\sum_{k=-\infty}^{\infty}h[k]x[n-k]\tag{2}


For x[n]=a^n we get from (2)


y[n]=\sum_{k=-\infty}^{\infty}h[k]a^na^{-k}=a^n\sum_{k=-\infty}^{\infty}h[k]a^{-k}=a^nH(a)\tag{3}


where Eq. (1) was used in the last equality. Eq. (3) shows that for x[n]=a^n, the output of a discrete-time LTI system is just a weighted version of the input signal. Hence, the sequence a^n is an eigenfunction of a discrete-time LTI system.


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