1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
|
+++
title = "System Cascade Connection"
rss = "Properties of cascade connected systems analyzed via anonymous functions"
date = Date(2020, 4, 15)
tags = ["fun", "math"]
+++
Given two discrete-time systems $A$ and $B$ connected in cascade to form
a new system $C = x \mapsto B(A(x))$, we examine the following properties:
\toc
## Linearity
If $A$ and $B$ are linear, i.e. for all signals $x_i$ and scalars $a_i$,
\[\begin{aligned}
A\left(n \mapsto \sum_i a_i x_i[n]\right) = n \mapsto \sum_i a_i A(x_i)[n]\\
B\left(n \mapsto \sum_i a_i x_i[n]\right) = n \mapsto \sum_i a_i B(x_i)[n]
\end{aligned}\]
then $C$ is also linear
\[\begin{aligned}
C\left(n \mapsto \sum_i a_i x_i[n]\right)
&= B\left(A\left(n \mapsto \sum_i a_i x_i[n]\right)\right)\\
&= B\left(n \mapsto \sum_i a_i A(x_i)[n]\right)\\
&= n \mapsto \sum_i a_i B(A(x_i))[n]\\
&= n \mapsto \sum_i a_i C(x_i)[n]
\end{aligned}\]
## Time Invariance
If $A$ and $B$ are time invariant,
i.e. for all signals $x$ and integers $k$,
\[\begin{aligned}
A(n \mapsto x[n - k]) &= n \mapsto A(x)[n - k]\\
B(n \mapsto x[n - k]) &= n \mapsto B(x)[n - k]
\end{aligned}\]
then $C$ is also time invariant
\[\begin{aligned}
C(n \mapsto x[n - k])
&= B(A(n \mapsto x[n - k]))\\
&= B(n \mapsto A(x)[n - k])\\
&= n \mapsto B(A(x))[n - k]\\
&= n \mapsto C(x)[n - k]
\end{aligned}\]
## LTI Ordering
If $A$ and $B$ are linear and time-invariant, there exists
signals $g$ and $h$ such that for all signals $x$,
$A = x \mapsto x * g$ and $B = x \mapsto x * h$, thus
\[B(A(x)) = B(x * g) = x * g * h = x * h * g = A(x * h) = A(B(x))\]
or interchanging $A$ and $B$ order does not change $C$.
## Causality
If $A$ and $B$ are causal,
i.e. for all signals $x$, $y$ and any choise of integer $k$,
\[\begin{aligned}
\forall n < k, x[n] = y[n]\quad
\Longrightarrow &\;\begin{cases}
\forall n < k, A(x)[n] = A(y)[n]\\
\forall n < k, B(x)[n] = B(y)[n]
\end{cases}\\
\Longrightarrow &\;\forall n < k, B(A(x))[n] = B(A(y))[n]\\
\Longleftrightarrow &\;\forall n < k, C(x)[n] = C(y)[n]
\end{aligned}\]
then $C$ is also causal.
## BIBO Stability
If $A$ and $B$ are stable, i.e. there exists a signal $x$
and scalars $a$ and $b$ that for all integers $n$,
\[\begin{aligned}
|x[n]| < a &\Longrightarrow |A(x)[n]| < b\\
|x[n]| < a &\Longrightarrow |B(x)[n]| < b
\end{aligned}\]
then $C$ is also stable, i.e. there exists a signal $x$
and scalars $a$, $b$ and $c$ that for all integers $n$,
\[\begin{aligned}
|x[n]| < a\quad
\Longrightarrow &\;|A(x)[n]| < b\\
\Longrightarrow &\;|B(A(x))[n]| < c\\
\Longleftrightarrow &\;|C(x)[n]| < c
\end{aligned}\]
|
