Chapter 2 PDF

Chapter 2
Linear Time-Invariant Systems
Prepared by Dr Nidal Kamel
Introduction
Linearity and time invariance, play a fundamental role in

signal and systems analysis for two reasons:
Many physical processes can be modeled as linear time-invariant

(LTI) systems.
LTI systems can be analyzed intensively providing both insight into

their properties and a set of powerful tools form the core of signal
and system analysis.
Introduction
LTI systems are amenable to analysis because it possess the

superposition property.
This fact will allow us to develop complete characterization

of any LTI system in term of its response to unit impulse.
Such representation is referred to as convolution sum in

DT systems and convolution integral in CT systems.
DT Systems: The Convolution Sum

Representation of DT Signals in term of impulses
x[1],
x[1] [n 1]
0,
x[0],
x[0] [n]
0,
x[1],
x[1] [n 1]
0,
n -1
n -1
n0
n0
n 1
n 1
x[n] ... x[3] [n 3] x[2] [n 2] x[1] [n 1]

x[0] [n] x[1] [n 1] x[2] [n 2] x[3] [n 3] ...
xk n - k
k -

Unit Impulse Response and Convolution Sum of LTI
x[n]
x k n-k
k -
... x[3] [n 3] x[2] [n 2] x[1] [n 1]

x[0] [n] x[1] [n 1] x[2] [n 2] x[3] [n 3] ...
If h[n] is the output of the system to [n] and hk [n] is the output
to [n-k], then the output of linear system to x[n] is:
y[n] ... x[3]h3[n] x[ 2]h2[n] x[ 1]h1[n]

x[0]h[n] x[1]h1[n] x[2]h2[n] x[3]h3[n] ..
x k h n
k -

x[n] x[1] [n 1] x[0] [n] x[1] [n 1]

y[n] x[1]h1[n] x[0]h[n] x[1]h1[n]

The input-output relationship of a linear systems is given as:
x[n]
xk n - k
y[n]
xk h n
k -
k -
If the linear system is also time-invariant, then,
hk [n] h[n k ]
Thus the output of LTI system is given
y[n]
x[k ]h[n k ] x n h n

Consider an LTI system with h[n] and x[n]

as shown in the figure. Find the system
output, y[n].
y[n]
x[k ]h[n k ]
x[0]h[n 0] x[1]h[n 1]
0.5h[n] 2h[n 1]


y[n]
x[k ]h[n k ]
10

1, 0 n 4
x[n]
0, otherwise
n ,
h[n]
0,
0n6
otherwise
11

k 0
k 0
y[n] h[ n k ] nk
k 0
k 0
y[n] h[ n k ] nk
1, 0 k 4
x[k ]
0, otherwise
k ,
h[k ]
0,
y[n]
k n 6
k n 6
h[n k ]
0k 6
otherwise
12
nk
CT Systems: The Convolution Integral

Representation of CT Signals in Terms of Impulses
If we define
1
,
(t )
0,
0t
otherwise
Since (t) has unit amplitude, we have
x (t )
x(k ) t k
13

Convolution Integral Representation of LTI systems
The approximate representation of

x(t), is given as
x (t )
x(k)
t k
Consequently, the response

linear system is given as
y (t )
of
xk hk (t )
14

If the system is linear -time invariant (LTI), then
y (t )
x k h (t k )
As 0 the summation becomes integral
y (t ) x( )h(t )d
x (t ) h (t )
15

Let x(t) be the input to LTI system with unit impulse response
h(t), where
x(t ) e atu(t ),
a0
h (t ) u(t )
y(t ) x( )h(t )d
t
0 e a d
1
1 e at u(t )
a
16

Consider the convolution of the

following two signals:
1,
x (t )
0,
t ,
h (t )
0,
0t T
otherwise
0 t 2T
otherwise
17

There are three intervals:
y (t ) x( )h(t )d
0,
1
t2,
2
1
y (t ) Tt T 2 ,
2
3 2
1 2
Tt
T ,
2
2
0,
t0
0tT
T t 2T
2T t 3T
3T t
18
Properties of Linear-Time Invariant System
The LTI systems are represented in terms of their unit impulse

responses.
y[n]
x[k ]h[n k ] x[n] h[n]
y (t ) x h t d x t h t
19

Commutative Property
Convolution is a commutative operation.
x n h n h n x n
h k x n k
x t h t h t x t h x t d
20

Distributive Property
Convolution is distributive over addition:

x n h1 n h2 n x n h1 n x n h2 n
x t h1 t h2 t x t h1 t x t h2 t
Parallel interconnected LTI systems

y(t ) y1 (t ) y2 (t )
x(t ) h1 (t ) x(t ) h2 (t )
x(t ) h1 (t ) h2 (t )
21

Find the convolution of the following two sequences:

n
1
x[n] u n 2n u n
2
h[n] u[n]
We may use the distributive property
y n x1[n] x2 [n] h[n]

x1[n] h[n] x2 [n] h[n]
= y1 n y2 n
22

n
k 0
k 0
y1[n] x[k ]
y2 [ n ]
x[k ]
k
0
x[k ]
1 k
2
k
2
for n 0
k
0
k
2
= 2 for n 0
y[n] y1[n] y2[n]

23

Associative Property
Convolution is associative:
x n h1 n h2 n x n h1 n h2 n
x t h1 t h2 t x t h1 t h2 t
24

Systems with and without Memory
System is memoryless if
y[n] bx[n]
This is true if
y t bx t
h[n] b [n]
h t b t
The convolution sum reduces to
y[n] x[n] b [n] bx[n]

y t x t b t bx t
25

Invertibility of LTI Systems
The h(t) system is invertible if an

inverse system h1(t) exists.
The overall impulse response is
h(t ) h1 (t ) (t )
The same applies to DT system
h[n] h1[n] [n]
26

Consider an LTI with impulse response h[n] = u[n], find the

output of the system.
y[ n ]
x[k ]u[n k ]
x[k ]
This system is invertible and its inverse has impulse response

h1[n] [n] [n 1]
27

The impulse response of inverse system is

h1[n] [n] [n 1]
We can verify this result by direct calculation:

h[n] h1[n] u[n] [n] [n 1
u[ n]* [ n] - u[ n]* [ n -1]
u[ n] - u[ n -1]
[ n]
28

Causality of LTI Systems
LTI system is causal if

h(t ) 0
for t < 0
h[n] 0
for n 0.
For causal LTI system, the convolution become

y[ n ]
x[k ]h[n k ]
k
t
y ( t ) x ( ) h ( t )
29

Causality of LTI Systems
Both the accumulator and its inverse are causal.
h[n] u[n]
h[n] [n] [n 1]
Causality for linear system is equivalent to the condition of

initial rest.
Initial rest: if the input to causal system is zero up to some point
in time, then the output must also be zero up to the same time.
Initial rest = no input no output

30

Stability of LTI Systems
A system is stable if BIBO

Consider input to LTI that is bounded in magnitude:
x[n] B for all n.
The magnitude of the output is:
h k x n k
y[n]
y[n]
h k x n k
B h[k ]
for all n
31

Thus, DT-LTI system is stable if
h[k ]
CT-LTI, the system is stable if
h( ) d
32

Find whether pure time shift system is stable or not.
h[n]
n n 1
0
h( ) d ( t0 d 1
thus the system is stable.
Find whether accumulator system, h[n] = u[n] is stable or not.
u[n] u[n]
n0
u ( ) d d
0
thus system is unstable. Prepared by Dr Nidal Kamel
33

Unit step Response of an LTI
step response is obtained when u[n] is applied at the input

of the system
s[n ] u[n ] h[n ] h[n ] u[n ]
h[k ]u[n k ] h[k ]
Thus h[n] can be recovered from s[n] using the relation

[n] u[n] u[n 1] h[n] s[n] s[n 1]
34

Unit step Response of an LTI
For the CT system, the unit step response is given as:

s (t ) u(t ) h(t ) h(t ) u(t )
h( )u(t )d h( )d
In analogy to the DT part,

(t )
du(t )
ds(t )
h (t )
dt
dt
35
Causal LTI Systems Described by Differential

and Difference Equations
Important class of CT systems has input-output relationships in

form of linear constant-coefficient differential equations.
A general Nth-order equation is given by
d k y(t ) M
d k x(t )
ak
bk
k
k
dt
dt
k 0
k 0
N
In case of N = 0, we have
1
y (t )
a0
d k x(t )
bk
k
dt
k 0
M
36

auxiliary conditions are required for determination of inputoutput relationship.
Different auxiliary conditions result in different input-output

relationships.
In practical systems we use auxiliary condition of initial rest.

dy(t0 )
d N 1 y(t0 )
y(t0 )
...
0
N 1
dt
dt
Under condition of initial rest, the system is causal and LTI.

37

DT systems have input-output relationships in form of linear

constant-coefficients difference equations:
N
a
k 0
y[n k ] bk x[n k ]
k 0
N
1 M
y[n] bk x[n k ] ak y[n k ]

a0 k 0
k 1
This form is called the recursive form.
38

When N = 0, we have the following form for input-output:
bk
y[n]
k 0 a0
M
x[n k ]
y[n] h[k ]x[n k ]

k 0
This often called nonrecursive equation.
By direct computation, this system has a finite impulse

response (FIR) of the form:
bn
,
h[n] a0
0,
0nM
otherwise
39

Consider the difference equation with x[n] = b[n]. Find y[n].

Suppose we impose condition of initial rest .
1
y[n] y[n 1] x[n]
2
1
y[n] x[n] y[n 1]
2
Condition of initial rest implies x[n] = 0 for n < 0, and y[n] =

0 for n < 0.
40

Starting with this initial condition, we may solve for

successive values of y[n] for n 0 as follows:
1
y[1] b,
2
1
1
y[1] x[1] y[0] b,
2
2
y[0] x[0]
1
1
y[2] x[2] y[1] b
2
2
n
1
1
y[n] x[n] y[n 1] b
2
2
System impulse response is
1
h[n] u[n]
2
41
Summary
In this chapter we developed important representations

for LTI systems.
In discrete time we derived the representation of signals
as weighted sums of shifted impulse.
Next, we used this representation to derive the
convolution sum representation for LTI discrete systems.
In continuous time we derived representation of signals as
weighted integral of shifted unit impulse.
Later, this representation is used to derive the convolution
integral for LTI continuous systems.
42
Summary
Moreover, the convolution sum and integral provided us

with a means of analyzing the properties of LTI systems,
including causality and stability.
Important class of continuous time systems described by
linear constant-coefficients differential equations, is
discussed.
Discrete time systems represented by linear constantcoefficients difference equations, are also discussed.
43

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Chapter 2

Linear Time-Invariant Systems

Prepared by Dr Nidal Kamel

Linearity and time invariance, play a fundamental role in

Many physical processes can be modeled as linear time-invariant

LTI systems can be analyzed intensively providing both insight into

Prepared by Dr Nidal Kamel

LTI systems are amenable to analysis because it possess the

This fact will allow us to develop complete characterization

Such representation is referred to as convolution sum in

Prepared by Dr Nidal Kamel

DT Systems: The Convolution Sum

x[n] ... x[3] [n 3] x[2] [n 2] x[1] [n 1]

Prepared by Dr Nidal Kamel

DT Systems: The Convolution Sum

... x[3] [n 3] x[2] [n 2] x[1] [n 1]

y[n] ... x[3]h3[n] x[ 2]h2[n] x[ 1]h1[n]

Prepared by Dr Nidal Kamel

DT Systems: The Convolution Sum

x[n] x[1] [n 1] x[0] [n] x[1] [n 1]

DT Systems: The Convolution Sum

The input-output relationship of a linear systems is given as:

If the linear system is also time-invariant, then,

Thus the output of LTI system is given

Prepared by Dr Nidal Kamel

DT Systems: The Convolution Sum

Consider an LTI system with h[n] and x[n]

DT Systems: The Convolution Sum

Prepared by Dr Nidal Kamel

DT Systems: The Convolution Sum

DT Systems: The Convolution Sum

Prepared by Dr Nidal Kamel

DT Systems: The Convolution Sum

CT Systems: The Convolution Integral

Since (t) has unit amplitude, we have

Prepared by Dr Nidal Kamel

CT Systems: The Convolution Integral

The approximate representation of

Consequently, the response

CT Systems: The Convolution Integral

If the system is linear -time invariant (LTI), then

As 0 the summation becomes integral

Prepared by Dr Nidal Kamel

CT Systems: The Convolution Integral

CT Systems: The Convolution Integral

Consider the convolution of the

CT Systems: The Convolution Integral

There are three intervals:

Properties of Linear-Time Invariant System

The LTI systems are represented in terms of their unit impulse

x[k ]h[n k ] x[n] h[n]

Prepared by Dr Nidal Kamel

Properties of Linear-Time Invariant System

Convolution is a commutative operation.

Prepared by Dr Nidal Kamel

Properties of Linear-Time Invariant System

Convolution is distributive over addition:

Parallel interconnected LTI systems

Prepared by Dr Nidal Kamel

Properties of Linear-Time Invariant System

Find the convolution of the following two sequences:

We may use the distributive property

y n x1[n] x2 [n] h[n]