Chapter 2

33
2 Linear TimeInvariant Systems

Classical subject of signals and systems theory
Amenable to analysis, well-developed theory, rich set of tools
Model/approximate many physical processes
Allow for relatively easy synthesis
Outline
2.1 DiscreteTime LTI Systems: The Convolution Sum
2.2 ContinuousTime LTI Systems: The Convolution Integral
2.3 Properties of Linear TimeInvariant Systems
2.4 Dierential and Dierence Equation Representation
Lampe, Schober: Signals and Communications
34
2.1 DiscreteTime LTI Systems: The Convolution Sum
Use linearity and time invariance to obtain compact characterization
of discrete-time LTI system,
i.e., to compactly express transformation x[n] y[n]
Observe: any signal can be composed as superposition of time
shifted unit impulses Sampling or sifting property of unit impulse
x[n] =
k=
x[k][n k]
Example:
2 0 1 n 3 2 1
x[0][n]
x[n]
x[1][n + 1]
2 0 1 n 3 2 1
2 0 1 n 3 2 1
2 0 1 n 3 2 1
x[1][n 1]
Obviously: x[n] = x[1][n + 1] + x[0][n] + x[1][n 1]
35
Example:
Unit step function
u[n] =
n
k=
[k] =
k=0
[n k]
LTI system characterization
Dene
[n k] h
k
[n]
Linearity
x[n] =
k=
x[k][n k] y[n] =
k=
x[k]h
k
[n]
Time invariance
[n k] h
k
[n] = h
0
[n k]
Impulse response
h[n] h
0
[n]
Convolution sum
y[n] =
k=
x[k]h[n k]
Symbolical representation of convolution
y[n] = x[n] h[n]
LTI systems are fully described by their impulse response.
36
Example:
Input: x[n] = [n] + 2[n 1] + 3[n 2]
Impulse response: h[n] = 2[n] + [n 1]
Output: y[n] = ?
Convolution sum
y[n] =
k=
x[k]h[n k]
Simplify (x[k] = 0 for k < 0 and k > 2)
y[n] =
2
k=0
x[k]h[n k]
Causal system (h[n] = 0 for n < 0)
y[n] = 0 for n < 0
n 0:
y[0] =
2
k=0
x[k]h[k] = x[0]h[0] = 2
y[1] =
2
k=0
x[k]h[1 k] = x[0]h[1] + x[1]h[0] = 5
y[2] =
2
k=0
x[k]h[2 k] = x[0]h[2] + x[1]h[1] + x[2]h[0] = 8
y[3] =
2
k=0
x[k]h[3 k] = x[2]h[1] = 3
n > 3: h[n k] = 0 y[n] = 0
37
Graphical interpretation
Time-reverse h[k] h[k]
Shift h[k] by n h[n k]
Sum products of overlapping components
For previous example:
3 2 1 1 2 0 k 3 2 1 1 2 0 k
x[k] h[k]
h[k]
h[1 k]
h[2 k]
h[3 k]
y[0] :
y[1] :
y[2] :
y[3] :
3 2 1 1 2 0 k
k
3 2 1 1 2 0 k
3 2 1 1 2 0
3 2 1 1 2 0 k
38
2.2 ContinuousTime LTI Systems: The Convolution Integral
Similar to the discretetime case:
system characterization x(t) y(t) with impulse response h(t)
Observation: any continuous-time signal can be expressed as su-
perposition of innitesimally timeshifted continuous-time unit im-
pulses Sampling or sifting property of unit impulse
x(t) =
x()(t ) d
Example:
Unit step function
u(t) =
t
_
() d =
_
0
(t ) d
39
LTI system characterization
Dene
(t ) h
(t)
Linearity
x()(t ) d = x(t) y(t) =
x()h
(t) d
Time invariance
(t ) h
(t) = h
0
(t )
Impulse response
h(t) h
0
(t)
Convolution integral
y(t) =
x()h(t ) d
Symbolically representation of convolution
y(t) = x(t) h(t)
40
Example:
Input: x(t) = e
at
u(t) , Re{a} > 0
Impulse response: h(t) = u(t)
Output: y(t) = ?
Convolution integral
y(t) =
x()h(t ) d
Simplify (x(t) = 0 for t < 0 )
y(t) =
_
0
x()h(t ) d
Causal system (h(t ) = 0 for t < 0)
y(t) =
t
_
0
x()h(t ) d
t 0 :
y(t) =
t
_
0
e
a
d =
1
a
e
a
t
0
=
1
a
(1 e
at
)
For all t
y(t) =
1
a
(1 e
at
)u(t)
41
Graphical interpretation
Time-reverse h() h()
Shift h() by t h(t )
Integrate products of overlapping components
Example:
Input: x(t) =
_
1, 0 t 2T
0, otherwise
Impulse response: h(t) =
_
_
_
2, 0 t < T
3, T t 2T
0 otherwise
t < 0
t 2T 2T T t
h(t )
x()
No overlap: y(t) = 0
0 t < T
t T 2T
y(t) =
t
_
0
1 2 dt = 2t
42
T t < 2T
t T 2T
y(t) =
tT
_
0
3 dt +
t
_
tT
2 dt = 3(t T) + 2T
2T t < 3T
t T 2T
y(t) =
2T
_
tT
2 dt +
tT
_
t2T
3 dt = 2(3T t) + 3T
3T t < 4T
t T 2T
y(t) =
2T
_
t2T
3 dt = 3(4T t)
43
t 4T
t T 2T
No overlap: y(t) = 0
In summary
y(t) =
_
_
0, t < 0
2t, 0 t < T
2T + 3(t T), T t < 2T
2(3T t) + 3T, 2T t < 3T
3(4T t), 3T t < 4T
0, t 4T
5
4
3
2
1
y(t)/T
3 4 2 1
t/T
44
2.3 Properties of Linear TimeInvariant Systems
Linearity and time invariance complete characterization by im-
pulse response
y[k] =
k=
x[k]h[n k] = x[k] h[k]
y(t) =
x()h(t ) d = x(t) h(t)

Further properties based on and in terms of impulse response repre-
sentation
2.3.1 Commutative, Distributive, and Associative Property
of Convolution Interconnections of LTI Systems
Commutative property: order of the signals to be convolved can be
changed
Continuoustime case
x(t) h(t) = h(t) x(t) =
h()x(t ) d
Discretetime case
x[n] h[n] = h[n] x[n] =
k=
h[k]x[n k]
45
Implications:
output of system with impulse response h(t) to input x(t)
identical to output of system with impulse response x(t) to
input h(t)
Irrelevant whether h(t) or x(t) is reected and shifted for
convolution
Distributive property
Continuoustime case
x(t) (h
1
(t) + h
2
(t)) = x(t) h
1
(t) + x(t) h
2
(t)
Discretetime case
x[n] (h
1
[n] + h
2
[n]) = x[n] h
1
[n] + x[n] h
2
[n]
Implication
Parallel connection of two LTI systems represented by single
equivalent LTI system
h
2
(t)
h
1
(t)
h
1
(t) + h
2
(t)
y(t) x(t)
x(t) y(t)
46
Associative Property
Continuoustime case
x(t) (h
1
(t) h
2
(t)) = (x(t) h
1
(t)) h
2
(t)
Discretetime case
x[n] (h
1
[n] h
2
[n]) = (x[n] h
1
[n]) h
2
[n]
Consequently
y[n] = x[n] h
1
[n] h
2
[n]
Implications
Chose convenient order of convolution
Cascade connection of two LTI system represented by single
LTI system
h
1
(t) h
2
(t)
h
1
(t) h
2
(t) y(t) x(t)
x(t) y(t)
Associative + commutative property order in a cascade of LTI
systems irrelevant
y(t) = (x(t) h
1
(t)) h
2
(t) = (x(t) h
2
(t)) h
1
(t)
h
2
(t)
h
2
(t)
h
1
(t)
h
1
(t)
y(t) x(t)
x(t) y(t)
47
Proofs:
(for continuoustime case only)
Commutative property
x(t) h(t) =
x()h(t ) d

=t
=
x(t
)h(
) d
x(t
)h(
) d
= h(t) x(t)
Distributive property
x(t) (h
1
(t) + h
2
(t)) =
x()(h
1
(t ) + h
2
(t )) d
=
x()h
1
(t ) d +
x()h
2
(t ) d
= x(t) h
1
(t) + x(t) h
2
(t)

48
Associative property
x(t) (h
1
(t) h
2
(t)) = x(t) (h
2
(t) h
1
(t))
= x(t)
h
2
()h
1
(t ) d
=
x(
h
2
()h
1
(t
) d d
x(
)h
1
(t
) d
h
2
() d
=
x(
)h
1
(t
) d
h
2
(t)
= (x(t) h
1
(t)) h
2
(t)

49
2.3.2 Relation between LTI System Properties and the Im-
pulse Response
LTI systems with and without memory
Recall: memoryless system if output signal depends only on
present value of input signal
Discrete-time LTI system
y[n] =
k=
x[k]h[n k]
!
= Kx[n] (K constant)
h[n] = K[n] = h[0][n]
Continuoustime LTI system
y(t) =
_

x()h(t ) d
!
= Kx(t)
h(t) = K(t) = h(0)(t)
Identity system: K = 1
x[n] = x[n] [n]
and
x(t) = x(t) (t)
Invertibility of LTI systems
Invertible LTI system has LTI inverse
Discretetime LTI system
h[n] h
inv
[n] = [n]
50
Continuous-time LTI system
h(t) h
inv
(t) = (t)
Example:
Accumulator: h[n] = u[n]
y[n] =
k=
x[k]u[n k] =
n
k=
x[k]
Note that u[n] u[n 1] = h[n] h[n 1] = [n]
h
inv
[n] = [n] [n 1]
= Dierentiator (see Example in 1.4.4)
Causality of LTI systems
Recall: causal system if output at any time depends only on
past and present values of the input
y[n] =
k=
x[k]h[nk] =
k=
h[k]x[nk]
!
=
k=0
h[k]x[nk]
h[n] = 0, for n < 0
h(t) = 0, for t < 0
51
Stability of LTI systems
Recall: stable system if bounded output for any bounded input
Bounded input |x[n]| B
x
n
Output:
|y[n]| =
k=
h[k]x[n k]
k=
|h[k]||x[n k]|
B
x
k=
|h[k]|
!
B
y
Sucient condition for BIBO stability
n=
|h[n]| <
h[n] is absolutely summable
Condition also necessary
x[n] = h
[n]/|h[n]|
y[0] =
k=
h[k]x[k] =
k=
h[k]h
[k]/|h[k]|
=
k=
|h[k]|
52
Sucient and necessary condition for BIBO stability
|h()| d <
h(t) is absolutely integrable
Example:
Integrator: h(t) = u(t)
|u()| d =
_
0
1 d =
This system is not stable (see Example in 1.4.6).
Summary
Property Discrete-time LTI system Continuous-time LTI system
Memoryless h[n] = [n] h(t) = (t)
Invertibility h[n] h
inv
[n] = [n] h(t) h
inv
(t) = (t)
Causal h[n] = 0, for n < 0 h(t) = 0, for t < 0
Stability
n=
|h[n]| <
|h()| d <
53
2.3.3 The Unit Step Response of an LTI System
Alternative to impulse response:
Unit step response s(t) or s[n]
= system response to input u(t) or u[n]
= unique representation for LTI system
Relationship:
s(t) = u(t) h(t) = h(t) u(t) =
t
_
h() d
s[n] = u[n] h[n] = h[n] u[n] =
n
k=
h[k]
and
h(t) = s(t)
h[n] = s[n] s[n 1]
Example:
RC circuit
Impulse response: h(t) =
1
RC
e
t/(RC)
u(t)
Step response: s(t) =
1
RC
t
_
0
e
/(RC)
d
=
1
RC
(RC)e
/(RC)
t
0
= (1 e
t/(RC)
) u(t)
54
2.4 Dierential and Dierence Equation Representation
Another powerful tool:
Continuous-time system: description by
linear constantcoecient dierential equations
Discrete-time system: description by
linear constantcoecient dierence equations
In general: provides for initial conditions (initial system energy)
Here: condition of initial rest causal LTI systems
2.4.1 Linear ConstantCoecient Dierential Equations
General Nth order linear constantcoecient dierential equation
N
k=0
a
k
d
k
y(t)
dt
k
=
M
k=0
b
k
d
k
x(t)
dt
k
Solution:
y(t) = y
h
(t) + y
p
(t)
Homogeneous solution
N
k=0
a
k
d
k
y
h
(t)
dt
k
= 0
Particular solution
any solution y
p
(t) for given x(t)
55
Condition of initial rest and x(t) = 0 for t < t
0
y(t)
0
=
dy(t)
dt
0
= . . . =
d
N1
y(t)
dt
N1
0
= 0
(corresponds to causal LTI system)
Dierential equation + initial condition specify system output com-
pletely
Example:
Firstorder dierential equation
dy(t)
dt
+ 2y(t) = x(t)
with input
x(t) = Ke
3t
for t > 0 , K IR
Solution
Particular solution:
Hypothesis: y
p
(t) = Y e
3t
for t > 0
3Y e
3t
+ 2Y e
3t
= Ke
3t
Y =
K
5
y
p
(t) =
K
5
e
3t
for t > 0
dy(t)
dt
+ 2y(t) = 0
Hypothesis: y
h
(t) = Ae
st
Ase
st
+ 2Ae
st
= 0
s = 2
y
h
(t) = Ae
2t
for t > 0
56
Combination
y(t) = Ae
2t
+
K
5
e
3t
for t > 0
Condition of initial rest
y(t) = 0 for t < 0 since x(t) = 0 for t < 0
No impulse introduced at t = 0 y(0) = 0
A +
K
5
= 0
Complete solution
y(t) = y
h
(t) + y
p
(t)
=
K
5
(e
3t
e
2t
) for t > 0
2.4.2 Linear ConstantCoecient Dierence Equations
General Nth order linear constantcoecient dierence equation
N
k=0
a
k
y[n k] =
M
k=0
b
k
x[n k]
Solution
y[n] = y
h
[n] + y
p
[n]
N
k=0
a
k
y[n k] = 0
57
Particular solution
any solution y
p
[n] for given x[n]
Condition of initial rest and x[n] = 0 for n < n
0
y[n] = 0 for n < n
0
(corresponds to causal LTI system)
Alternatively: rewrite dierence equation
y[n] =
1
a
0
_
M
k=0
b
k
x[n k]
N
k=1
a
k
y[n k]
_
and solve for successive values of n > n
0
Example:
1. Assume nonrecursive dierence equation
y[n] = x[n] x[n 1]
Impulse response of underlying LTI system obtained for
x[n] = [n]
y[n] = h[n] = [n] [n 1]
Since h[n] = 0 for n > 2 the underlying system is referred to as
nite impulse response (FIR) system.
2. Consider recursive dierence equation
y[n]
1
2
y[n 1] = x[n]
58
or
y[n] = x[n] +
1
2
y[n 1]
Impulse response of underlying LTI system
(Condition of initial rest: y[n] = 0 for n < 0)
y[0] = x[0] +
1
2
y[1] = 1
y[1] = x[1] +
1
2
y[0] =
1
2
y[2] = x[2] +
1
2
y[1] =
1
4

y[n] = x[n] +
1
2
y[n 1] =
_
1
2
_
n
impulse response h[n] = (1/2)
n
u[n]
Since h[n] has an innite duration, the underlying system is
referred to as innite impulse response (IIR) system.
59
2.4.3 Block Diagrams
Block diagram: Illustration of systems useful for analysis, design,
and implementation
Systems described by dierence equations
Basic modules
D
x
2
[n]
x
1
[n] + x
2
[n] x
1
[n]
x[n 1] x[n]
a
ax[n] x[n]
First order dierence equation
y[n] + ay[n 1] = bx[n]
or
y[n] = ay[n 1] + bx[n]
Illustration:
D
x[n] y[n]
a y[n 1]
b
60
Nth order dierence equation
Direct Form I
D
D
D
D
D
D
b
M1
b
M
.
.
.
.
.
.
.
.
.
.
.
.
a
N1
1/a
0
a
1
a
2
a
N
x[n] y[n]
b
0
b
2
b
1
2N delay elements necessary ?
61
Interchange order of cascaded LTI subsystems
D
D
D D
D
D
b
M1
.
.
.
.
.
.
.
.
.
.
.
.
a
N1
1/a
0
a
1
a
2
a
N
x[n] y[n]
b
M
b
0
b
2
b
1
62
Direct Form II
D
D
D
.
.
.
a
N1
1/a
0
a
1
a
2
a
N
x[n]
.
.
.
.
.
.
.
.
.
y[n]
b
0
b
M1
b
M
b
2
b
1
63
Systems described by dierential equations
Basic modules
_
x
2
(t)
x
1
(t) + x
2
(t) x
1
(t)
t
_
x() d x(t)
a
ax(t) x(t)
First order dierential equation
dy(t)
dt
+ ay(t) = bx(t)
or
y(t) = y(t
0
) +
t
_
t
0
(bx() ay()) d
Illustration:
_
x(t) y(t)
a
b
Convenient: implementation based on integrators (operational
ampliers) instead of dierentiators, which are dicult to im-
plement and extremely sensitive to errors and noise
64
Nth order dierential equation
Direct Form II
a
0
b
0
b
1
a
1
b
M2
a
N2
b
M1
a
N1
1/a
N
b
M
.
.
.
x(t)
.
.
.
.
.
.
.
.
.
y(t)
_
_
_

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33

2 Linear TimeInvariant Systems

x()(t ) d = x(t) y(t) =

x()h(t ) d = x(t) h(t)

Lampe, Schober: Signals and Communications

Lampe, Schober: Signals and Communications

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