Lecture-2

Linear Time-Invariant Systems

The input-output relationship for LTI systems is described in terms of a convolution operation. The importance of the convolution operation in LTI systems stems from the fact that knowledge of the response of an LTI system to the unit impulse input allows us to find its output to any input signals.

Impulse Response

Response to an Arbitrary Input

PROPERTIES OF CONTINUOUS-TIME LTI SYSTEMS

Systems with or without Memory Causality Stability

Systems with or without Memory

Causality

Stability

EIGENFUNCTIONS OF CONTINUOUSTIME LTI SYSTEMS

SYSTEMS DESCRIBED BY DIFFERENTIAL EQUATIONS

Linear Constant-Coefficient Differential Equations

Linearity

Causality

Time-Invariance
For a linear causal system, initial rest also implies time-invariance.

Impulse Response

RESPONSE OF A DISCRETE-TIME LTI SYSTEM AND CONVOLUTION SUM

Impulse Response Response to an Arbitrary Input Convolution Sum Properties of the Convolution Sum Convolution Sum Operation Step Response

Impulse Response

Response to an Arbitrary Input

Convolution Sum

Properties of the Convolution Sum

Convolution Sum Operation

Step Response
Unit Step Reponse : s (n) when input : x (n) s ( n) u ( n) h( n) h( n) u ( n) or s (n)
k

u(k ).h(n k )

or s (n) h(n k )
k 0

Let n k m s ( n) h( m) h ( m)
mn m n

or s (n) h(n) s (n 1) or h(n) s (n) s (n 1)

PROPERTIES OF DISCRETE-TIME LTI SYSTEMS

Systems with or without Memory Causality Stability

Systems with or without Memory

Causality

Stability

EIGENFUNCTIONS OF DISCRETE-TIME LTI SYSTEMS

SYSTEMS DESCRIBED BY DIFFERENCE EQUATIONS

Linear Constant-Coefficient Difference Equations Recursive Formulation Impulse Response

Linear Constant-Coefficient Difference Equations

Recursive Formulation

Impulse Response

THANKS