Laplace Transform, LTI Systems, and Convolution
摘要
The Laplace transform is a theory extremely useful in many fields of mathematics. It can be used to determine the parameters of probability density functions, solve differential equations, or process signals and, therefore, it is common to encounter it at any point. A linear time-invariant (LTI) system is completely characterized by the knowledge of its response to a simple and basic input. Therefore, the response to any arbitrary summation of stimulus, forming a complex stimulus, is easily obtained. LTI systems are defined by the properties of linearity, superposition, time invariance, and a convolution method to combine two signals, one of which is shifted in time by a defined amount (τ). Finally, a widely used mathematical tool, convolution, is introduced, which has applications in statistics and for signal analysis.