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Lecture – 06
Linear Systems – Additivity/ Homogeneity Properties, Time Invariant Systems,
Linear Time Invariant (LTI) Systems, BIBO Stability
Hello, welcome to this module in this massive open online course. So we are looking at
the classification of systems and their properties. So let us continue our discussion on the
various kinds of systems. So another important class of systems is what is known as
linear systems.
Now the system T(.) is linear if it satisfies the following properties. The first property is
known as additivity.
(Refer Slide Time: 01:36)
Additivity is very simple, consider two input signals x1(t), x2(t) such that
T ( x1 (t )) y1 (t ) that is input x1(t) produces y1(t), T ( x2 (t )) y2 (t ) that is input x2(t)
produces output y2(t). Now the system satisfies additivity if this implies
T ( x1 (t ) x2 (t )) y1 (t ) y2 (t ) , that is if x1(t) + x2(t) produces the output y1(t) + y2(t) and
this is true for all possible inputs x1(t) and x2(t).
So if this is satisfied this implies the system is additive or the system satisfies additivity
property. Now similarly, the next property is what is known as homogeneity.
(Refer Slide Time: 04:45)
Homogeneity simply implies that if any input x(t) produces the output y(t), this implies
T ( x(t )) y(t ) , where is any scalar quantity, any basic number either it can be real
number for real signals or can be a complex number for complex signals. So if the input
is scaled by a scalar quantity then the output is also scaled by the same scalar
quantity . If the system satisfies this property, it basically satisfies the homogeneity
property.
Now a linear system is simply one which satisfies both additivity and homogeneity.
Otherwise it is known as a non-linear system. That is if you add two input signals the
resulting output signal should correspond to the sum of the output signals of these two
input signals and if you scale an input signal the resulting output signal should be
correspondingly a scaled version of the output signal and a system that satisfies both
these is known as a linear system.
Now if you take another example, y(t ) 2 x 2 (t ) , this is a non-linear system. You can
check that it will not satisfy the properties that are related to linearity. Another important
class of systems is what is known as the time invariant systems.
signal y(t), then this implies T ( x(t t0 )) y(t t0 ) and this holds for all shifts t0 and for
all input signals x(t). That is, for any shift t0 to input, what we get is basically a delayed
version of the output. If t0 is positive it is a delay, if t0 is negative then it is an advanced
signal.
So if it satisfies this property such a system is said to be time invariant system otherwise
it is a time variant or a time varying system.
invariant system, for instance if you delay the input by t0 that is x( t0 ) let us call the
output y (t ) and let us see what the impact on the output signal is.
t t 0
see that this is nothing but y(t t0 ) . If I shift the input by t0 the output is correspondingly
shifted by t0 and hence this is a time invariant system.
(Refer Slide Time: 15:37)
On the other hand, for instance, y(t ) T ( x(t )) t.x(t ) you can show that this is a time
variant or a time varying system.
And that brings us to the most important class of systems which is that of an LTI system
or a linear time invariant system which is probably the most important class of systems
that we most frequently encounter in practice and which we are going to be most
frequently interested in. As the name implies these are systems that are both linear as
well as time invariant. So these satisfy linearity as well as time invariant property.
(Refer Slide Time: 18:55)
Another class of systems that are also important is the stable system. Naturally, we are
interested in systems that are stable and not in systems that are unstable or a system that
exhibit unstable behavior from a practical. So we have the definition of stability which is
the following thing that is known as BIBO or Bounded Input Bounded Output criterion.
Such systems that satisfy this criterion are known as BIBO stable systems.
(Refer Slide Time: 22:19)
And the definition is, if a system is such that x(t ) C where C is some constant or for a
discrete time system, if x(n) C , such bounded inputs produce bounded outputs
So if for every bounded input, the output y(t) is bounded then such a system is known as
a BIBO stable system, that is every bounded input produces an output y(t) which is
bounded.
(Refer Slide Time: 25:52)
t
Again let us take an example here. So y (t ) x( )d now, if I give a bounded input that
t
is x( ) C , let us look at y (t ) which is equal to x( )d
, but the magnitude of an
integral is less than or equal to the magnitude of the function that is being integrated or
the signal that is being integrated.
t
Let us make this integral from t-T, rather than from . So y (t )
t T
x( ) d which is
t
Cd CT
t T
and now you can set this as your quantity K. So
x( ) C implies y(t ) K , where K= CT. This implies the system is bounded input
.
The final classification of systems which are also important are known as the feedback
systems. Here we have a system T and an input x(t). So what I am going to do is I take
the output y(t) either directly or after suitably modifying it, I feed it back to the input. So
this is basically your feedback loop. So I have an input, I have an output and this is a
feedback. So output is being fed back to the input.