Is the first derivative operation on a signal a causal system?Can someone let me know linearity, time-invariance, causality, memory characteristic of the system?May a causal system depend on future values of its own outputIs the following system stable and causal?Differential equations and LTI systemsDefinition of minimum-phase systemwhether the system is linear or not for the given problemHow to conclude LTI, causality and BIBO stability of a system represented by a differential equation?Causal unstable system turn into stable anticausal?Contradiction while using the convolution sum for a non-LTI systemRegion of convergence of transfer function
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Is the first derivative operation on a signal a causal system?
Can someone let me know linearity, time-invariance, causality, memory characteristic of the system?May a causal system depend on future values of its own outputIs the following system stable and causal?Differential equations and LTI systemsDefinition of minimum-phase systemwhether the system is linear or not for the given problemHow to conclude LTI, causality and BIBO stability of a system represented by a differential equation?Causal unstable system turn into stable anticausal?Contradiction while using the convolution sum for a non-LTI systemRegion of convergence of transfer function
$begingroup$
Please help me sort this issue out.
Consider a system whose output $y(t)$ is the first derivative of the input signal $x(t)$.
We can write the first derivative of an input signal as follows:
$$y(t)=fracdx(t)dt=lim_Delta tto 0fracx(t+Delta t)-x(t)Delta t$$
Thus, we can see that the system's output must remember an infinitesimal change in future input in order to calculate the derivative, thus system possesses memory. Perfectly fine till here.
The problem comes in checking if it's causal. By the definition of the derivative above, the system has to subtract an infinitesimal future value with the current value, to calculate the derivative. Thus by definition, this has to be a non-causal system, right?
However, most of the textbooks and websites mention the first derivative as a causal system.
Please let me know if I am making any mistakes. Thank you.
linear-systems causality
$endgroup$
add a comment |
$begingroup$
Please help me sort this issue out.
Consider a system whose output $y(t)$ is the first derivative of the input signal $x(t)$.
We can write the first derivative of an input signal as follows:
$$y(t)=fracdx(t)dt=lim_Delta tto 0fracx(t+Delta t)-x(t)Delta t$$
Thus, we can see that the system's output must remember an infinitesimal change in future input in order to calculate the derivative, thus system possesses memory. Perfectly fine till here.
The problem comes in checking if it's causal. By the definition of the derivative above, the system has to subtract an infinitesimal future value with the current value, to calculate the derivative. Thus by definition, this has to be a non-causal system, right?
However, most of the textbooks and websites mention the first derivative as a causal system.
Please let me know if I am making any mistakes. Thank you.
linear-systems causality
$endgroup$
add a comment |
$begingroup$
Please help me sort this issue out.
Consider a system whose output $y(t)$ is the first derivative of the input signal $x(t)$.
We can write the first derivative of an input signal as follows:
$$y(t)=fracdx(t)dt=lim_Delta tto 0fracx(t+Delta t)-x(t)Delta t$$
Thus, we can see that the system's output must remember an infinitesimal change in future input in order to calculate the derivative, thus system possesses memory. Perfectly fine till here.
The problem comes in checking if it's causal. By the definition of the derivative above, the system has to subtract an infinitesimal future value with the current value, to calculate the derivative. Thus by definition, this has to be a non-causal system, right?
However, most of the textbooks and websites mention the first derivative as a causal system.
Please let me know if I am making any mistakes. Thank you.
linear-systems causality
$endgroup$
Please help me sort this issue out.
Consider a system whose output $y(t)$ is the first derivative of the input signal $x(t)$.
We can write the first derivative of an input signal as follows:
$$y(t)=fracdx(t)dt=lim_Delta tto 0fracx(t+Delta t)-x(t)Delta t$$
Thus, we can see that the system's output must remember an infinitesimal change in future input in order to calculate the derivative, thus system possesses memory. Perfectly fine till here.
The problem comes in checking if it's causal. By the definition of the derivative above, the system has to subtract an infinitesimal future value with the current value, to calculate the derivative. Thus by definition, this has to be a non-causal system, right?
However, most of the textbooks and websites mention the first derivative as a causal system.
Please let me know if I am making any mistakes. Thank you.
linear-systems causality
linear-systems causality
edited May 26 at 18:09
Matt L.
51.9k23997
51.9k23997
asked May 26 at 13:19
Nishanth A RaoNishanth A Rao
212
212
add a comment |
add a comment |
4 Answers
4
active
oldest
votes
$begingroup$
If the derivative exists at the given point, then it doesn't matter if you look (infinitesimally) into the future or into the past, you can do both, because both will give the same result:
$$x'(t)=lim_hto 0fracx(t+h)-x(t)h=lim_hto 0fracx(t)-x(t-h)htag1$$
So a differentiator can be (theoretically) implemented by a causal system.
Clearly, the system is not stable, because a bounded input can cause an unbounded output. E.g., a step at the input causes an unbounded output signal. So if by realizable we understand causal and stable, the ideal differentiator is not realizable. However, good approximations in a certain frequency range can be realized with small errors, in the continuous domain as well as in the discrete domain.
$endgroup$
$begingroup$
I am sorry for the confusion, but I have edited the post. The mistake was mine, I shouldn't have included the limit definition. The differentiator can be (theoretically) implemented by a non causal system also right?( Could you please read the edited post? Thank you)
$endgroup$
– Nishanth A Rao
May 26 at 14:55
$begingroup$
@NishanthARao: I've edited my answer accordingly.
$endgroup$
– Matt L.
May 26 at 17:38
$begingroup$
Thank you so much sir.
$endgroup$
– Nishanth A Rao
May 27 at 3:14
add a comment |
$begingroup$
Also consider the somewhat simpler "identity system", given a continuous signal $x(t)$:
$$beginaligny(t) &= x(t)tag1\
&= lim_Delta tto0^-x(t + Delta t)tag2\
&= lim_Delta tto0^+x(t + Delta t)tag3\
&= lim_Delta tto0fracx(t - Delta t) + x(t+Delta t)2.tag4endalign$$
This might be interpreted as the identity system being 1) causal and anti-causal, 2) causal but not anti-causal, 3) anti-causal but not causal, and 4) neither causal or anti-causal. That's quite a set of contradictions so it must be a wrong interpretation.
Similarly, to say that the derivative of $x(t)$ exists at all points means for the derivation system that:
$$beginaligny(t) &= x'(t)tag5\
&= lim_Delta tto0^-fracx(t) - x(t + Delta t)Delta ttag6\
&= lim_Delta tto0^+fracx(t + Delta t) - x(t)Delta ttag7\
&= lim_Delta tto0fracx(t + Delta t) - x(t - Delta t)2,Delta ttag8\
&= ldotsendalign$$
and many other limit expressions.
The impulse response of derivation as a linear time-invariant (LTI) system is not a real-valued function of a real variable, so it is difficult to assess causality based on the impulse response. I will argue that derivation is both causal and anti-causal if the derivative of $x(t)$ exists everywhere. An applicable alternative definition of causality of an LTI system is that if input:
$$x(t) = 0quadtextfor all t le t_0,tag9$$
then output:
$$y(t) = 0quadtextfor all t le t_0.tag10$$
The derivative $y(t)=x'(t)$ is zero-valued for the constant-valued portion $t < t_0$ of $x(t)$, and because the derivative exists at $t = t_0$, then $x'(t_0) = 0$ by Eq. 6 and the natural extension of $x(t)$ in Eq. 9 to negative $t$ infinitesimally close to zero. An equivalent proof can be given for anti-causality.
This definition of causality is not useful for band-limited signals, because they will collapse to zero everywhere if they are zero-valued over an interval of any non-zero length.
Juan Antonio Fernández Madrigal also tries to answer your question in his blog, with the post title "Differentiation (derivative) is causal, but not exactly realizable". Quote:
Summary: differentiation is causal for physical signals;
differentiation does not predict (actually) the future;
differentiation is not (exactly and in all circumstances) realizable;
differentiation can be implemented for given, carefully guaranteed
cases, and only approximately if written in computer code.
$endgroup$
1
$begingroup$
Good point to demonstrate that one shall not look what's inside the limit operator, but its result only. So the identity is identity.
$endgroup$
– Fat32
May 26 at 18:39
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@Fat32 or perhaps those are different systems that have equal output $y$ due to constraints on continuity of $x$.
$endgroup$
– Olli Niemitalo
May 27 at 6:35
$begingroup$
Right. I get why the limit expressions can lead to conflicts. However, without the limit expressions, how does one go on proving that the differentiator has memory mathematically?
$endgroup$
– Nishanth A Rao
May 29 at 2:44
add a comment |
$begingroup$
Just because there is an equivalence between left and right hand limit, doesn’t mean you must look both into the future and past to determine the derivative. You need one of the two to do so. Thus, the system is both causal and anti-causal. Which of course means that the system has no memory... “Infinitesimal” means so small you cannot measure it.
$endgroup$
$begingroup$
So the system is both causal and anti-causal? However many texts say that the derivative operator has memory. This makes sense as the system must subtract a value that differs from the current value by its precision (as it is the smallest time interval it can measure, though theoretically the time interval tends to zero) to calculate the derivative.
$endgroup$
– Nishanth A Rao
May 26 at 14:50
1
$begingroup$
@NishanthARao: The derivative is the instantaneous change in value of the function. A theoretical derivative doesn’t need memory. In theory. In practice, yes, the time step is not infinitesimal, the system needs memory. In this case it is either causal or anti-causal.
$endgroup$
– Cris Luengo
May 26 at 14:53
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Oh. Thank you so much for the response.
$endgroup$
– Nishanth A Rao
May 26 at 14:59
add a comment |
$begingroup$
[Could you provide us with more references to the assertion "most of the textbooks and websites mention the first derivative as a causal system"]
Consider a system whose output $y(t)$ is the first derivative of the input signal $x(t)$.
[Continuous] In maths, there are many possible definitions for derivatives (Gâteaux, subgradient, etc.). And when chosen, not all signals are differentiable.
The assertion on the possible existence of such a system is rather strong to me. Almost a though experience. And philosophically, I believe that such a system does not exist, physically (in the most general context). So (assuming that the non-existence is granted), logically, false implies true, so the non-existing system is whatever you want: causal and non-causal, etc.
Should such a system check beforehand that any signal can be differentiated? Then, it "cannot be" not causal: it should check derivability everywhere. It cannot check causality whether a signal is right-differentiable. Even with a symbolic form: a symbolic equation should have its terms checked to see if difference rules apply.
Now, suppose you can filter inputs to continuously differentiable $mathcalC^1$ signals only. Then a perfect derivative operation would be "instantaneous" (hence both causal and anti-causal).
[Discrete] But all that requires perfect continuous operations. If we now turn to approximations, for regularly sampled signals. All sampled signals can be derivable. Different discrete derivation schemes exist. Derivatives require at least two samples. With backward derivatives (like $fracx_n-x_n-11$), you have a causal system. With backward derivatives (like $fracx_n+1-x_n1$), no. With two-sided ones (like $fracx_n+1-x_n-12$, the average of the two previous ones), neither.
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add a comment |
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4 Answers
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4 Answers
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$begingroup$
If the derivative exists at the given point, then it doesn't matter if you look (infinitesimally) into the future or into the past, you can do both, because both will give the same result:
$$x'(t)=lim_hto 0fracx(t+h)-x(t)h=lim_hto 0fracx(t)-x(t-h)htag1$$
So a differentiator can be (theoretically) implemented by a causal system.
Clearly, the system is not stable, because a bounded input can cause an unbounded output. E.g., a step at the input causes an unbounded output signal. So if by realizable we understand causal and stable, the ideal differentiator is not realizable. However, good approximations in a certain frequency range can be realized with small errors, in the continuous domain as well as in the discrete domain.
$endgroup$
$begingroup$
I am sorry for the confusion, but I have edited the post. The mistake was mine, I shouldn't have included the limit definition. The differentiator can be (theoretically) implemented by a non causal system also right?( Could you please read the edited post? Thank you)
$endgroup$
– Nishanth A Rao
May 26 at 14:55
$begingroup$
@NishanthARao: I've edited my answer accordingly.
$endgroup$
– Matt L.
May 26 at 17:38
$begingroup$
Thank you so much sir.
$endgroup$
– Nishanth A Rao
May 27 at 3:14
add a comment |
$begingroup$
If the derivative exists at the given point, then it doesn't matter if you look (infinitesimally) into the future or into the past, you can do both, because both will give the same result:
$$x'(t)=lim_hto 0fracx(t+h)-x(t)h=lim_hto 0fracx(t)-x(t-h)htag1$$
So a differentiator can be (theoretically) implemented by a causal system.
Clearly, the system is not stable, because a bounded input can cause an unbounded output. E.g., a step at the input causes an unbounded output signal. So if by realizable we understand causal and stable, the ideal differentiator is not realizable. However, good approximations in a certain frequency range can be realized with small errors, in the continuous domain as well as in the discrete domain.
$endgroup$
$begingroup$
I am sorry for the confusion, but I have edited the post. The mistake was mine, I shouldn't have included the limit definition. The differentiator can be (theoretically) implemented by a non causal system also right?( Could you please read the edited post? Thank you)
$endgroup$
– Nishanth A Rao
May 26 at 14:55
$begingroup$
@NishanthARao: I've edited my answer accordingly.
$endgroup$
– Matt L.
May 26 at 17:38
$begingroup$
Thank you so much sir.
$endgroup$
– Nishanth A Rao
May 27 at 3:14
add a comment |
$begingroup$
If the derivative exists at the given point, then it doesn't matter if you look (infinitesimally) into the future or into the past, you can do both, because both will give the same result:
$$x'(t)=lim_hto 0fracx(t+h)-x(t)h=lim_hto 0fracx(t)-x(t-h)htag1$$
So a differentiator can be (theoretically) implemented by a causal system.
Clearly, the system is not stable, because a bounded input can cause an unbounded output. E.g., a step at the input causes an unbounded output signal. So if by realizable we understand causal and stable, the ideal differentiator is not realizable. However, good approximations in a certain frequency range can be realized with small errors, in the continuous domain as well as in the discrete domain.
$endgroup$
If the derivative exists at the given point, then it doesn't matter if you look (infinitesimally) into the future or into the past, you can do both, because both will give the same result:
$$x'(t)=lim_hto 0fracx(t+h)-x(t)h=lim_hto 0fracx(t)-x(t-h)htag1$$
So a differentiator can be (theoretically) implemented by a causal system.
Clearly, the system is not stable, because a bounded input can cause an unbounded output. E.g., a step at the input causes an unbounded output signal. So if by realizable we understand causal and stable, the ideal differentiator is not realizable. However, good approximations in a certain frequency range can be realized with small errors, in the continuous domain as well as in the discrete domain.
edited May 27 at 10:39
answered May 26 at 14:09
Matt L.Matt L.
51.9k23997
51.9k23997
$begingroup$
I am sorry for the confusion, but I have edited the post. The mistake was mine, I shouldn't have included the limit definition. The differentiator can be (theoretically) implemented by a non causal system also right?( Could you please read the edited post? Thank you)
$endgroup$
– Nishanth A Rao
May 26 at 14:55
$begingroup$
@NishanthARao: I've edited my answer accordingly.
$endgroup$
– Matt L.
May 26 at 17:38
$begingroup$
Thank you so much sir.
$endgroup$
– Nishanth A Rao
May 27 at 3:14
add a comment |
$begingroup$
I am sorry for the confusion, but I have edited the post. The mistake was mine, I shouldn't have included the limit definition. The differentiator can be (theoretically) implemented by a non causal system also right?( Could you please read the edited post? Thank you)
$endgroup$
– Nishanth A Rao
May 26 at 14:55
$begingroup$
@NishanthARao: I've edited my answer accordingly.
$endgroup$
– Matt L.
May 26 at 17:38
$begingroup$
Thank you so much sir.
$endgroup$
– Nishanth A Rao
May 27 at 3:14
$begingroup$
I am sorry for the confusion, but I have edited the post. The mistake was mine, I shouldn't have included the limit definition. The differentiator can be (theoretically) implemented by a non causal system also right?( Could you please read the edited post? Thank you)
$endgroup$
– Nishanth A Rao
May 26 at 14:55
$begingroup$
I am sorry for the confusion, but I have edited the post. The mistake was mine, I shouldn't have included the limit definition. The differentiator can be (theoretically) implemented by a non causal system also right?( Could you please read the edited post? Thank you)
$endgroup$
– Nishanth A Rao
May 26 at 14:55
$begingroup$
@NishanthARao: I've edited my answer accordingly.
$endgroup$
– Matt L.
May 26 at 17:38
$begingroup$
@NishanthARao: I've edited my answer accordingly.
$endgroup$
– Matt L.
May 26 at 17:38
$begingroup$
Thank you so much sir.
$endgroup$
– Nishanth A Rao
May 27 at 3:14
$begingroup$
Thank you so much sir.
$endgroup$
– Nishanth A Rao
May 27 at 3:14
add a comment |
$begingroup$
Also consider the somewhat simpler "identity system", given a continuous signal $x(t)$:
$$beginaligny(t) &= x(t)tag1\
&= lim_Delta tto0^-x(t + Delta t)tag2\
&= lim_Delta tto0^+x(t + Delta t)tag3\
&= lim_Delta tto0fracx(t - Delta t) + x(t+Delta t)2.tag4endalign$$
This might be interpreted as the identity system being 1) causal and anti-causal, 2) causal but not anti-causal, 3) anti-causal but not causal, and 4) neither causal or anti-causal. That's quite a set of contradictions so it must be a wrong interpretation.
Similarly, to say that the derivative of $x(t)$ exists at all points means for the derivation system that:
$$beginaligny(t) &= x'(t)tag5\
&= lim_Delta tto0^-fracx(t) - x(t + Delta t)Delta ttag6\
&= lim_Delta tto0^+fracx(t + Delta t) - x(t)Delta ttag7\
&= lim_Delta tto0fracx(t + Delta t) - x(t - Delta t)2,Delta ttag8\
&= ldotsendalign$$
and many other limit expressions.
The impulse response of derivation as a linear time-invariant (LTI) system is not a real-valued function of a real variable, so it is difficult to assess causality based on the impulse response. I will argue that derivation is both causal and anti-causal if the derivative of $x(t)$ exists everywhere. An applicable alternative definition of causality of an LTI system is that if input:
$$x(t) = 0quadtextfor all t le t_0,tag9$$
then output:
$$y(t) = 0quadtextfor all t le t_0.tag10$$
The derivative $y(t)=x'(t)$ is zero-valued for the constant-valued portion $t < t_0$ of $x(t)$, and because the derivative exists at $t = t_0$, then $x'(t_0) = 0$ by Eq. 6 and the natural extension of $x(t)$ in Eq. 9 to negative $t$ infinitesimally close to zero. An equivalent proof can be given for anti-causality.
This definition of causality is not useful for band-limited signals, because they will collapse to zero everywhere if they are zero-valued over an interval of any non-zero length.
Juan Antonio Fernández Madrigal also tries to answer your question in his blog, with the post title "Differentiation (derivative) is causal, but not exactly realizable". Quote:
Summary: differentiation is causal for physical signals;
differentiation does not predict (actually) the future;
differentiation is not (exactly and in all circumstances) realizable;
differentiation can be implemented for given, carefully guaranteed
cases, and only approximately if written in computer code.
$endgroup$
1
$begingroup$
Good point to demonstrate that one shall not look what's inside the limit operator, but its result only. So the identity is identity.
$endgroup$
– Fat32
May 26 at 18:39
$begingroup$
@Fat32 or perhaps those are different systems that have equal output $y$ due to constraints on continuity of $x$.
$endgroup$
– Olli Niemitalo
May 27 at 6:35
$begingroup$
Right. I get why the limit expressions can lead to conflicts. However, without the limit expressions, how does one go on proving that the differentiator has memory mathematically?
$endgroup$
– Nishanth A Rao
May 29 at 2:44
add a comment |
$begingroup$
Also consider the somewhat simpler "identity system", given a continuous signal $x(t)$:
$$beginaligny(t) &= x(t)tag1\
&= lim_Delta tto0^-x(t + Delta t)tag2\
&= lim_Delta tto0^+x(t + Delta t)tag3\
&= lim_Delta tto0fracx(t - Delta t) + x(t+Delta t)2.tag4endalign$$
This might be interpreted as the identity system being 1) causal and anti-causal, 2) causal but not anti-causal, 3) anti-causal but not causal, and 4) neither causal or anti-causal. That's quite a set of contradictions so it must be a wrong interpretation.
Similarly, to say that the derivative of $x(t)$ exists at all points means for the derivation system that:
$$beginaligny(t) &= x'(t)tag5\
&= lim_Delta tto0^-fracx(t) - x(t + Delta t)Delta ttag6\
&= lim_Delta tto0^+fracx(t + Delta t) - x(t)Delta ttag7\
&= lim_Delta tto0fracx(t + Delta t) - x(t - Delta t)2,Delta ttag8\
&= ldotsendalign$$
and many other limit expressions.
The impulse response of derivation as a linear time-invariant (LTI) system is not a real-valued function of a real variable, so it is difficult to assess causality based on the impulse response. I will argue that derivation is both causal and anti-causal if the derivative of $x(t)$ exists everywhere. An applicable alternative definition of causality of an LTI system is that if input:
$$x(t) = 0quadtextfor all t le t_0,tag9$$
then output:
$$y(t) = 0quadtextfor all t le t_0.tag10$$
The derivative $y(t)=x'(t)$ is zero-valued for the constant-valued portion $t < t_0$ of $x(t)$, and because the derivative exists at $t = t_0$, then $x'(t_0) = 0$ by Eq. 6 and the natural extension of $x(t)$ in Eq. 9 to negative $t$ infinitesimally close to zero. An equivalent proof can be given for anti-causality.
This definition of causality is not useful for band-limited signals, because they will collapse to zero everywhere if they are zero-valued over an interval of any non-zero length.
Juan Antonio Fernández Madrigal also tries to answer your question in his blog, with the post title "Differentiation (derivative) is causal, but not exactly realizable". Quote:
Summary: differentiation is causal for physical signals;
differentiation does not predict (actually) the future;
differentiation is not (exactly and in all circumstances) realizable;
differentiation can be implemented for given, carefully guaranteed
cases, and only approximately if written in computer code.
$endgroup$
1
$begingroup$
Good point to demonstrate that one shall not look what's inside the limit operator, but its result only. So the identity is identity.
$endgroup$
– Fat32
May 26 at 18:39
$begingroup$
@Fat32 or perhaps those are different systems that have equal output $y$ due to constraints on continuity of $x$.
$endgroup$
– Olli Niemitalo
May 27 at 6:35
$begingroup$
Right. I get why the limit expressions can lead to conflicts. However, without the limit expressions, how does one go on proving that the differentiator has memory mathematically?
$endgroup$
– Nishanth A Rao
May 29 at 2:44
add a comment |
$begingroup$
Also consider the somewhat simpler "identity system", given a continuous signal $x(t)$:
$$beginaligny(t) &= x(t)tag1\
&= lim_Delta tto0^-x(t + Delta t)tag2\
&= lim_Delta tto0^+x(t + Delta t)tag3\
&= lim_Delta tto0fracx(t - Delta t) + x(t+Delta t)2.tag4endalign$$
This might be interpreted as the identity system being 1) causal and anti-causal, 2) causal but not anti-causal, 3) anti-causal but not causal, and 4) neither causal or anti-causal. That's quite a set of contradictions so it must be a wrong interpretation.
Similarly, to say that the derivative of $x(t)$ exists at all points means for the derivation system that:
$$beginaligny(t) &= x'(t)tag5\
&= lim_Delta tto0^-fracx(t) - x(t + Delta t)Delta ttag6\
&= lim_Delta tto0^+fracx(t + Delta t) - x(t)Delta ttag7\
&= lim_Delta tto0fracx(t + Delta t) - x(t - Delta t)2,Delta ttag8\
&= ldotsendalign$$
and many other limit expressions.
The impulse response of derivation as a linear time-invariant (LTI) system is not a real-valued function of a real variable, so it is difficult to assess causality based on the impulse response. I will argue that derivation is both causal and anti-causal if the derivative of $x(t)$ exists everywhere. An applicable alternative definition of causality of an LTI system is that if input:
$$x(t) = 0quadtextfor all t le t_0,tag9$$
then output:
$$y(t) = 0quadtextfor all t le t_0.tag10$$
The derivative $y(t)=x'(t)$ is zero-valued for the constant-valued portion $t < t_0$ of $x(t)$, and because the derivative exists at $t = t_0$, then $x'(t_0) = 0$ by Eq. 6 and the natural extension of $x(t)$ in Eq. 9 to negative $t$ infinitesimally close to zero. An equivalent proof can be given for anti-causality.
This definition of causality is not useful for band-limited signals, because they will collapse to zero everywhere if they are zero-valued over an interval of any non-zero length.
Juan Antonio Fernández Madrigal also tries to answer your question in his blog, with the post title "Differentiation (derivative) is causal, but not exactly realizable". Quote:
Summary: differentiation is causal for physical signals;
differentiation does not predict (actually) the future;
differentiation is not (exactly and in all circumstances) realizable;
differentiation can be implemented for given, carefully guaranteed
cases, and only approximately if written in computer code.
$endgroup$
Also consider the somewhat simpler "identity system", given a continuous signal $x(t)$:
$$beginaligny(t) &= x(t)tag1\
&= lim_Delta tto0^-x(t + Delta t)tag2\
&= lim_Delta tto0^+x(t + Delta t)tag3\
&= lim_Delta tto0fracx(t - Delta t) + x(t+Delta t)2.tag4endalign$$
This might be interpreted as the identity system being 1) causal and anti-causal, 2) causal but not anti-causal, 3) anti-causal but not causal, and 4) neither causal or anti-causal. That's quite a set of contradictions so it must be a wrong interpretation.
Similarly, to say that the derivative of $x(t)$ exists at all points means for the derivation system that:
$$beginaligny(t) &= x'(t)tag5\
&= lim_Delta tto0^-fracx(t) - x(t + Delta t)Delta ttag6\
&= lim_Delta tto0^+fracx(t + Delta t) - x(t)Delta ttag7\
&= lim_Delta tto0fracx(t + Delta t) - x(t - Delta t)2,Delta ttag8\
&= ldotsendalign$$
and many other limit expressions.
The impulse response of derivation as a linear time-invariant (LTI) system is not a real-valued function of a real variable, so it is difficult to assess causality based on the impulse response. I will argue that derivation is both causal and anti-causal if the derivative of $x(t)$ exists everywhere. An applicable alternative definition of causality of an LTI system is that if input:
$$x(t) = 0quadtextfor all t le t_0,tag9$$
then output:
$$y(t) = 0quadtextfor all t le t_0.tag10$$
The derivative $y(t)=x'(t)$ is zero-valued for the constant-valued portion $t < t_0$ of $x(t)$, and because the derivative exists at $t = t_0$, then $x'(t_0) = 0$ by Eq. 6 and the natural extension of $x(t)$ in Eq. 9 to negative $t$ infinitesimally close to zero. An equivalent proof can be given for anti-causality.
This definition of causality is not useful for band-limited signals, because they will collapse to zero everywhere if they are zero-valued over an interval of any non-zero length.
Juan Antonio Fernández Madrigal also tries to answer your question in his blog, with the post title "Differentiation (derivative) is causal, but not exactly realizable". Quote:
Summary: differentiation is causal for physical signals;
differentiation does not predict (actually) the future;
differentiation is not (exactly and in all circumstances) realizable;
differentiation can be implemented for given, carefully guaranteed
cases, and only approximately if written in computer code.
edited May 28 at 6:00
answered May 26 at 16:09
Olli NiemitaloOlli Niemitalo
9,0561642
9,0561642
1
$begingroup$
Good point to demonstrate that one shall not look what's inside the limit operator, but its result only. So the identity is identity.
$endgroup$
– Fat32
May 26 at 18:39
$begingroup$
@Fat32 or perhaps those are different systems that have equal output $y$ due to constraints on continuity of $x$.
$endgroup$
– Olli Niemitalo
May 27 at 6:35
$begingroup$
Right. I get why the limit expressions can lead to conflicts. However, without the limit expressions, how does one go on proving that the differentiator has memory mathematically?
$endgroup$
– Nishanth A Rao
May 29 at 2:44
add a comment |
1
$begingroup$
Good point to demonstrate that one shall not look what's inside the limit operator, but its result only. So the identity is identity.
$endgroup$
– Fat32
May 26 at 18:39
$begingroup$
@Fat32 or perhaps those are different systems that have equal output $y$ due to constraints on continuity of $x$.
$endgroup$
– Olli Niemitalo
May 27 at 6:35
$begingroup$
Right. I get why the limit expressions can lead to conflicts. However, without the limit expressions, how does one go on proving that the differentiator has memory mathematically?
$endgroup$
– Nishanth A Rao
May 29 at 2:44
1
1
$begingroup$
Good point to demonstrate that one shall not look what's inside the limit operator, but its result only. So the identity is identity.
$endgroup$
– Fat32
May 26 at 18:39
$begingroup$
Good point to demonstrate that one shall not look what's inside the limit operator, but its result only. So the identity is identity.
$endgroup$
– Fat32
May 26 at 18:39
$begingroup$
@Fat32 or perhaps those are different systems that have equal output $y$ due to constraints on continuity of $x$.
$endgroup$
– Olli Niemitalo
May 27 at 6:35
$begingroup$
@Fat32 or perhaps those are different systems that have equal output $y$ due to constraints on continuity of $x$.
$endgroup$
– Olli Niemitalo
May 27 at 6:35
$begingroup$
Right. I get why the limit expressions can lead to conflicts. However, without the limit expressions, how does one go on proving that the differentiator has memory mathematically?
$endgroup$
– Nishanth A Rao
May 29 at 2:44
$begingroup$
Right. I get why the limit expressions can lead to conflicts. However, without the limit expressions, how does one go on proving that the differentiator has memory mathematically?
$endgroup$
– Nishanth A Rao
May 29 at 2:44
add a comment |
$begingroup$
Just because there is an equivalence between left and right hand limit, doesn’t mean you must look both into the future and past to determine the derivative. You need one of the two to do so. Thus, the system is both causal and anti-causal. Which of course means that the system has no memory... “Infinitesimal” means so small you cannot measure it.
$endgroup$
$begingroup$
So the system is both causal and anti-causal? However many texts say that the derivative operator has memory. This makes sense as the system must subtract a value that differs from the current value by its precision (as it is the smallest time interval it can measure, though theoretically the time interval tends to zero) to calculate the derivative.
$endgroup$
– Nishanth A Rao
May 26 at 14:50
1
$begingroup$
@NishanthARao: The derivative is the instantaneous change in value of the function. A theoretical derivative doesn’t need memory. In theory. In practice, yes, the time step is not infinitesimal, the system needs memory. In this case it is either causal or anti-causal.
$endgroup$
– Cris Luengo
May 26 at 14:53
$begingroup$
Oh. Thank you so much for the response.
$endgroup$
– Nishanth A Rao
May 26 at 14:59
add a comment |
$begingroup$
Just because there is an equivalence between left and right hand limit, doesn’t mean you must look both into the future and past to determine the derivative. You need one of the two to do so. Thus, the system is both causal and anti-causal. Which of course means that the system has no memory... “Infinitesimal” means so small you cannot measure it.
$endgroup$
$begingroup$
So the system is both causal and anti-causal? However many texts say that the derivative operator has memory. This makes sense as the system must subtract a value that differs from the current value by its precision (as it is the smallest time interval it can measure, though theoretically the time interval tends to zero) to calculate the derivative.
$endgroup$
– Nishanth A Rao
May 26 at 14:50
1
$begingroup$
@NishanthARao: The derivative is the instantaneous change in value of the function. A theoretical derivative doesn’t need memory. In theory. In practice, yes, the time step is not infinitesimal, the system needs memory. In this case it is either causal or anti-causal.
$endgroup$
– Cris Luengo
May 26 at 14:53
$begingroup$
Oh. Thank you so much for the response.
$endgroup$
– Nishanth A Rao
May 26 at 14:59
add a comment |
$begingroup$
Just because there is an equivalence between left and right hand limit, doesn’t mean you must look both into the future and past to determine the derivative. You need one of the two to do so. Thus, the system is both causal and anti-causal. Which of course means that the system has no memory... “Infinitesimal” means so small you cannot measure it.
$endgroup$
Just because there is an equivalence between left and right hand limit, doesn’t mean you must look both into the future and past to determine the derivative. You need one of the two to do so. Thus, the system is both causal and anti-causal. Which of course means that the system has no memory... “Infinitesimal” means so small you cannot measure it.
answered May 26 at 14:08
Cris LuengoCris Luengo
437210
437210
$begingroup$
So the system is both causal and anti-causal? However many texts say that the derivative operator has memory. This makes sense as the system must subtract a value that differs from the current value by its precision (as it is the smallest time interval it can measure, though theoretically the time interval tends to zero) to calculate the derivative.
$endgroup$
– Nishanth A Rao
May 26 at 14:50
1
$begingroup$
@NishanthARao: The derivative is the instantaneous change in value of the function. A theoretical derivative doesn’t need memory. In theory. In practice, yes, the time step is not infinitesimal, the system needs memory. In this case it is either causal or anti-causal.
$endgroup$
– Cris Luengo
May 26 at 14:53
$begingroup$
Oh. Thank you so much for the response.
$endgroup$
– Nishanth A Rao
May 26 at 14:59
add a comment |
$begingroup$
So the system is both causal and anti-causal? However many texts say that the derivative operator has memory. This makes sense as the system must subtract a value that differs from the current value by its precision (as it is the smallest time interval it can measure, though theoretically the time interval tends to zero) to calculate the derivative.
$endgroup$
– Nishanth A Rao
May 26 at 14:50
1
$begingroup$
@NishanthARao: The derivative is the instantaneous change in value of the function. A theoretical derivative doesn’t need memory. In theory. In practice, yes, the time step is not infinitesimal, the system needs memory. In this case it is either causal or anti-causal.
$endgroup$
– Cris Luengo
May 26 at 14:53
$begingroup$
Oh. Thank you so much for the response.
$endgroup$
– Nishanth A Rao
May 26 at 14:59
$begingroup$
So the system is both causal and anti-causal? However many texts say that the derivative operator has memory. This makes sense as the system must subtract a value that differs from the current value by its precision (as it is the smallest time interval it can measure, though theoretically the time interval tends to zero) to calculate the derivative.
$endgroup$
– Nishanth A Rao
May 26 at 14:50
$begingroup$
So the system is both causal and anti-causal? However many texts say that the derivative operator has memory. This makes sense as the system must subtract a value that differs from the current value by its precision (as it is the smallest time interval it can measure, though theoretically the time interval tends to zero) to calculate the derivative.
$endgroup$
– Nishanth A Rao
May 26 at 14:50
1
1
$begingroup$
@NishanthARao: The derivative is the instantaneous change in value of the function. A theoretical derivative doesn’t need memory. In theory. In practice, yes, the time step is not infinitesimal, the system needs memory. In this case it is either causal or anti-causal.
$endgroup$
– Cris Luengo
May 26 at 14:53
$begingroup$
@NishanthARao: The derivative is the instantaneous change in value of the function. A theoretical derivative doesn’t need memory. In theory. In practice, yes, the time step is not infinitesimal, the system needs memory. In this case it is either causal or anti-causal.
$endgroup$
– Cris Luengo
May 26 at 14:53
$begingroup$
Oh. Thank you so much for the response.
$endgroup$
– Nishanth A Rao
May 26 at 14:59
$begingroup$
Oh. Thank you so much for the response.
$endgroup$
– Nishanth A Rao
May 26 at 14:59
add a comment |
$begingroup$
[Could you provide us with more references to the assertion "most of the textbooks and websites mention the first derivative as a causal system"]
Consider a system whose output $y(t)$ is the first derivative of the input signal $x(t)$.
[Continuous] In maths, there are many possible definitions for derivatives (Gâteaux, subgradient, etc.). And when chosen, not all signals are differentiable.
The assertion on the possible existence of such a system is rather strong to me. Almost a though experience. And philosophically, I believe that such a system does not exist, physically (in the most general context). So (assuming that the non-existence is granted), logically, false implies true, so the non-existing system is whatever you want: causal and non-causal, etc.
Should such a system check beforehand that any signal can be differentiated? Then, it "cannot be" not causal: it should check derivability everywhere. It cannot check causality whether a signal is right-differentiable. Even with a symbolic form: a symbolic equation should have its terms checked to see if difference rules apply.
Now, suppose you can filter inputs to continuously differentiable $mathcalC^1$ signals only. Then a perfect derivative operation would be "instantaneous" (hence both causal and anti-causal).
[Discrete] But all that requires perfect continuous operations. If we now turn to approximations, for regularly sampled signals. All sampled signals can be derivable. Different discrete derivation schemes exist. Derivatives require at least two samples. With backward derivatives (like $fracx_n-x_n-11$), you have a causal system. With backward derivatives (like $fracx_n+1-x_n1$), no. With two-sided ones (like $fracx_n+1-x_n-12$, the average of the two previous ones), neither.
$endgroup$
add a comment |
$begingroup$
[Could you provide us with more references to the assertion "most of the textbooks and websites mention the first derivative as a causal system"]
Consider a system whose output $y(t)$ is the first derivative of the input signal $x(t)$.
[Continuous] In maths, there are many possible definitions for derivatives (Gâteaux, subgradient, etc.). And when chosen, not all signals are differentiable.
The assertion on the possible existence of such a system is rather strong to me. Almost a though experience. And philosophically, I believe that such a system does not exist, physically (in the most general context). So (assuming that the non-existence is granted), logically, false implies true, so the non-existing system is whatever you want: causal and non-causal, etc.
Should such a system check beforehand that any signal can be differentiated? Then, it "cannot be" not causal: it should check derivability everywhere. It cannot check causality whether a signal is right-differentiable. Even with a symbolic form: a symbolic equation should have its terms checked to see if difference rules apply.
Now, suppose you can filter inputs to continuously differentiable $mathcalC^1$ signals only. Then a perfect derivative operation would be "instantaneous" (hence both causal and anti-causal).
[Discrete] But all that requires perfect continuous operations. If we now turn to approximations, for regularly sampled signals. All sampled signals can be derivable. Different discrete derivation schemes exist. Derivatives require at least two samples. With backward derivatives (like $fracx_n-x_n-11$), you have a causal system. With backward derivatives (like $fracx_n+1-x_n1$), no. With two-sided ones (like $fracx_n+1-x_n-12$, the average of the two previous ones), neither.
$endgroup$
add a comment |
$begingroup$
[Could you provide us with more references to the assertion "most of the textbooks and websites mention the first derivative as a causal system"]
Consider a system whose output $y(t)$ is the first derivative of the input signal $x(t)$.
[Continuous] In maths, there are many possible definitions for derivatives (Gâteaux, subgradient, etc.). And when chosen, not all signals are differentiable.
The assertion on the possible existence of such a system is rather strong to me. Almost a though experience. And philosophically, I believe that such a system does not exist, physically (in the most general context). So (assuming that the non-existence is granted), logically, false implies true, so the non-existing system is whatever you want: causal and non-causal, etc.
Should such a system check beforehand that any signal can be differentiated? Then, it "cannot be" not causal: it should check derivability everywhere. It cannot check causality whether a signal is right-differentiable. Even with a symbolic form: a symbolic equation should have its terms checked to see if difference rules apply.
Now, suppose you can filter inputs to continuously differentiable $mathcalC^1$ signals only. Then a perfect derivative operation would be "instantaneous" (hence both causal and anti-causal).
[Discrete] But all that requires perfect continuous operations. If we now turn to approximations, for regularly sampled signals. All sampled signals can be derivable. Different discrete derivation schemes exist. Derivatives require at least two samples. With backward derivatives (like $fracx_n-x_n-11$), you have a causal system. With backward derivatives (like $fracx_n+1-x_n1$), no. With two-sided ones (like $fracx_n+1-x_n-12$, the average of the two previous ones), neither.
$endgroup$
[Could you provide us with more references to the assertion "most of the textbooks and websites mention the first derivative as a causal system"]
Consider a system whose output $y(t)$ is the first derivative of the input signal $x(t)$.
[Continuous] In maths, there are many possible definitions for derivatives (Gâteaux, subgradient, etc.). And when chosen, not all signals are differentiable.
The assertion on the possible existence of such a system is rather strong to me. Almost a though experience. And philosophically, I believe that such a system does not exist, physically (in the most general context). So (assuming that the non-existence is granted), logically, false implies true, so the non-existing system is whatever you want: causal and non-causal, etc.
Should such a system check beforehand that any signal can be differentiated? Then, it "cannot be" not causal: it should check derivability everywhere. It cannot check causality whether a signal is right-differentiable. Even with a symbolic form: a symbolic equation should have its terms checked to see if difference rules apply.
Now, suppose you can filter inputs to continuously differentiable $mathcalC^1$ signals only. Then a perfect derivative operation would be "instantaneous" (hence both causal and anti-causal).
[Discrete] But all that requires perfect continuous operations. If we now turn to approximations, for regularly sampled signals. All sampled signals can be derivable. Different discrete derivation schemes exist. Derivatives require at least two samples. With backward derivatives (like $fracx_n-x_n-11$), you have a causal system. With backward derivatives (like $fracx_n+1-x_n1$), no. With two-sided ones (like $fracx_n+1-x_n-12$, the average of the two previous ones), neither.
answered May 31 at 15:24
Laurent DuvalLaurent Duval
17.1k32163
17.1k32163
add a comment |
add a comment |
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