CONTINUOUS-TIME LINEAR

TIME-INVARIANT SYSTEMS

In this chapter, only Linear (i.e. a1 x1 (t ) + a2 x2 (t ) → a1 y1 (t ) + a2 y2 (t ))

and Time-Invariant (i.e. x[t − t0 ] → y[t − t0 ]) (LTI) systems will be considered.

Information for LTI systems is widely available, and many physical systems can be
modeled accurately as LTI systems. The study of LTI systems allows for the initiation of
the analysis and design processes of non-LTI systems.

Impulse Representation of Continuous-Time Signals

Given a general signal x(t), it is envisaged to develop an expression for x(t) in

terms of an impulse function.

We first recall the definition of an impulse function, and some of its properties:

δ (t − t0 ) = 0 for t ≠ t0 x(t )δ (t − τ ) = x(τ )(t − δ ) (a)

+∞ +∞

∫ δ (t − t )dt = 1
−∞
0 ∫ x(t )δ (t − τ )dt = x(τ )
−∞
(b)

Continuous Time Signals 120

The following operation in x(t) and h(t) is called convolution.

+∞
y (t ) = ∫ x(τ )h(t − τ )dτ ≡ x(t ) ∗ h(t )
−∞

Continuous Time Signals 121

Example 3.1 - P. 92

-t
δ(t) LTI h(t) = e u(t)
System

δ (t ) h(t)
1 1

0.5 0.5

0 0
0 2 4 6 8 0 2 4 6 8
t t

Continuous Time Signals 122

 δ (t -1) h ( t - 1)
1 1

0.5 0.5

0 0
0 1 2 4 6 8 0 1 2 4 6 8
t t

x(t) y(t)
1

…
0.1
…
0 0
0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 t 0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 t
∞ ∞
x(t ) = ∑ 0.1δ (t − 0.1k ) ⇒ y (t ) = ∑ 0.1h(t − 0.1k )
k =0 k =0
∞
= 0.1∑ e − (t − 0.1k )u (t − 0.1k )
k =0
Continuous Time Signals 123
Convolution for Continuous-Time LTI Systems

Assuming that we have a LTI system where an input x(t) produces an output y(t),
we first designate by “h(t)” the impulse response of the system which is the
output of the system in response to an input consisting of a unit impulse function.

+∞ +∞
y (t ) = x(t ) ∗ h(t ) ≡ ∫ x(τ )h(t − τ )dτ = ∫ h(τ )x(t − τ )dτ
−∞ −∞

Continuous Time Signals 128

Problem 3.7 - P. 143

x(t) y(t)
h(t)

Given:

x( t ) = e -t u ( t ) h(t ) = u ( t - 1 ) - u ( t - 3 )
1 1

0 0
0 t 0 1 2 3 4 5 6 7 8 9 t

To find y(t) using the semi-graphical method, we use the convolution expression:
+∞
y (t ) ≡ x (t ) ∗ h(t ) = ∫ x (τ )h(t − τ )dτ
−∞

Continuous Time Signals 129

 h (τ ) = u ( τ - 1 ) - u ( τ - 3 ) x ( τ ) = e - τ u (τ )
1 1

0 0
0 1 2 3 4 5 6 7 8 9 τ 0
τ

h (-τ ) h ( t -τ )
1 1

0 0
-6 -5 -4 -3 -2 -1 0 1 2 3 4 τ -5 -4 -3 -2 -1 t - 3 t - 1 τ

Continuous Time Signals 130

Case 1: t – 1 ≤ 0 ⇒ t ≤ 1: h(t -τ)
+∞ 1
y (t ) = ∫ x(τ )h(t − τ )dτ x(τ )
−∞

0h(t − τ )dτ
0
= ∫
−∞
∞
+ ∫ x (τ )0dτ = 0 0
0

t-3 t-1 0 τ

Case 2: 0 ≤ t – 1 ≤ 2 h(t -τ)

1
⇒ 1≤ t ≤ 3:
x(τ )
t −1
y (t ) = ∫ e −τ ⋅ 1dτ = − e −τ t −1
0 0

= 1 − e −t +1 = 1 − 2.718 e −t

t-3 t-1 τ

Continuous Time Signals 131

Case 3: t – 1 ≥ 2
⇒ t ≥ 3: 1

t −1
x(τ )
y (t ) = ∫ e −τ ⋅1dτ = − e −τ t −1
h(t -τ)
t −3 t −3

= e −t +3 − e −t +1 = 17.37e −t
t-3 t-1 τ

Therefore:  0 for t ≤ 1

y (t ) = 1 − 2.718 e − t for 1 ≤ t ≤ 3
 17.37e − t for t ≥ 3


y( t )
1
0.865
−t 17.37 e − t
1 − 2.718e

1 3 t

Continuous Time Signals 132

Insight into the Convolution Integral

Input: x(τ) Impulse Output: y(t)

Response:
h(τ)

τ = +∞
y (t ) = ∫ x(τ )h(t −τ )dτ
τ = −∞

τ : Integration time variable (i.e. Input time and Impulse Response time)
t: Output time variable

h(t-τ) x(τ)

1
τ τ
t-1 t

Continuous Time Signals 133

 y(t)

y(t3) = yMAX
y(t2)
y(t4)
y(t1) t
t1 t2 t3 t4

τ = +∞
x(τ)
y(t1) = ∫τ = −∞
x(τ ) h(t1 −τ ) dτ
τ = t1
=∫ x(τ )h(t1 −τ )dτ
τ =0 h(t1 -τ)
= Shaded area
τ
t1 -1 t1

Continuous Time Signals 134

 τ = +∞
y(t2) = ∫ x(τ ) h(t2 −τ ) dτ x(τ)
τ = −∞
τ =t 2
=∫ x(τ )h(t2 −τ )dτ
τ =0
h(t2 -τ)
= Shaded area
τ
t2 -1 t2

τ = +∞
x(τ)
y(t3) = ∫τ = −∞
x(τ ) h(t3 −τ ) dτ
τ =t3
=∫ x(τ )h(t3 −τ )dτ
τ =0
h(t3 -τ)
= Shaded area
= yMAX τ
t3 -1 t3

Continuous Time Signals 135

 τ = +∞
y(t4) = ∫ x(τ ) h(t4 −τ ) dτ x(τ)
τ = −∞
τ =t 4
=∫ x(τ )h(t4 −τ )dτ
τ =0
h(t4 -τ)
= Shaded area
τ
t4 -1 t4

Continuous Time Signals 136

 DISCRETE-TIME LINEAR TIME-INVARIANT SYSTEMS
One one hand, discrete-time systems are simpler to analyze and design, since the solutions
of difference equations are typically simpler to find than the solutions of differential
equations. On the other hand, conditions on periodicity of discrete-time signals and the
concept of frequency periodicity introduce new dimensions of complexity.
In this chapter, only Linear (i.e. a1 x1[ n] + a2 x2 [ n] → a1 y1[ n] + a2 y2 [ n])
and Time-Invariant (i.e. x[n − n0 ] → y[n − n0 ]) (LTI) systems will be considered.
Many physical systems can be modeled accurately as LTI systems. For example, most
digital filters are designed to be Linear and Time-Invariant.

Impulse Representation of Discrete-Time Signals

Recall the discrete unit impulse (sample) function:

δ [n ]  1, n − n0
δ [n − n0 ] = 
3 0, n ≠ n0
2
1 with the property:
… …
0 x[ n]δ [n − n0 ] = x[ n0 ]δ [n − n0 ]
-3 -2 -1 1 2 3 n
Continuous Time Signals 110
An arbitrary function x[n] could be expressed as:

x [n ] x-1[n]
3 3
2 = 2
1 1
… … … …
-3 -2 -1 0 1 2 3 n -3 -2 -1 0 1 2 3 n

x 0 [n ] x 1 [n ]
3 3
+
+ 2 2
1 1
… … … …
-3 -2 -1 0 1 2 3 n -3 -2 -1 0 1 2 3 n
Continuous Time Signals 111
 x[n] = x−1 [n] + x0 [n] + x1 [n]

= x[n]δ [n + 1] + x[n]δ [n] + x[n]δ [n − 1]

= x[− 1]δ [n + 1] + x 0δ [n] + x[1]δ [n − 1] +1
= ∑ x[k ]δ [n − k ]
k = −1

In general: +∞
x[n] = ∑ x[k ]δ [n − k ]
k = −∞

This is the impulse representation of discrete-time signals.

Convolution for Discrete-Time Signal

δ[n] h[n]
System

h[n]: Unit impulse response of the system

δ [n − k ] → h[n − k ]
Continuous Time Signals 112
 +∞ +∞
x[n] = ∑ x[k ]δ [n − k ] → y[n] = ∑ x[k ]h[n − k ]
k = −∞ k = −∞

= x[n]∗ h[n]
Developing:

y[ n] = ... + x[− 2]h[n + 2] + x[− 1]h[n + 1] + x[0]h[n] + x[1]h[n − 1]

+ ... + x[n − 1]h[1] + x[n]h[0] + x[n + 1]h[− 1] + x[n + 2]h[− 2] + 

Example - Finite Impulse Response

x[n] y[n]
2 +
x[n-1]
D

x[n-2]
D 1/3

y[n] = 2 x[n] + x[n − 1] + x[n − 2]

1
3
Continuous Time Signals 113
When x[n] = δ [n ] ⇒ y[n ] = h[n ] (Impulse response)

h[n] = 2δ [n] + δ [n − 1] + δ [n − 2]
We conclude: 1
3

Since δ [0] = 1 and δ [n] = 0 for n ≠ 0

We calculate:

h[0] = 2δ [0] + δ [− 1] + δ [− 2] = 2
1
3

h[1] = 2δ [1] + δ [0] + δ [− 1] = 1

1
3

h[2] = 2δ [2] + δ [1] + δ [0] =

1 1
3 3

In addition:
h[n ] = 0 for n ≤ −1 and n ≥ 3

Continuous Time Signals 114

 δ [n ] h[n]
3 3
2 2
1 1
… … … …
-3 -2 -1 0 1 2 3 n -3 -2 -1 0 1 2 3 n
Example - System Response by Convolution – Graphical & Numerical Methods

Given the following discrete system:

x[n] y[n]
h[n]

Where the impulse response and the input signal are defined by the following:

Continuous Time Signals 115

 h[n] x[n]
3

1 1
… … … …
-1 0 1 2 3 -1 0 1 2 3 4 n
n
-1

Let’s find the output(response) signal, y[n].

Using the expression of the convolution sum:

+∞
y[n ] = ∑ x[n − k ]h[k ]
(Note that k is the
summation variable)
k = −∞

Continuous Time Signals 116

A – Numerical Method:

Starting from the expression of the convolution sum:

+∞
y[n] = ∑ x[n − k ]h[k ]
k = −∞

Noting that h[k] is nonzero only for k = 0,1,2, and 3, we expand the convolution
sum as follows:
y[ n] = h[0] x[ n] + h[1] x[ n − 1] + h[ 2] x[ n − 2] + h[3] x[ n − 3]
= x[ n] − x[ n − 1] + x[ n − 2] − x[ n − 3]

Then, we calculate y[n] for different values of n:

y[n ] = 0 for n ≤ −1
y[0] = x[0] − x[ −1] + x[ −2] − x[ −3] = 3
y[1] = x[1] − x[0] + x[−1] − x[−2] = 0
y[ 2] = x[ 2] − x[1] + x[0] − x[ −1] = 1
y[3] = x[3] − x[ 2] + x[1] − x[0] = 1
Continuous Time Signals 117
In a similar fashion, we calculate:
y[4] = x[ 4] − x[3] + x[ 2] − x[1] = −2
y[5] = x[5] − x[ 4] + x[3] − x[ 2] = −1
y[6] = x[6] − x[5] + x[ 4] − x[3] = 0
y[7] = x[7] − x[6] + x[5] − x[ 4] = −1
y[n ] = 0 for n ≥ 8

B – Graphical Method:

We start by sketching h[k] and x[n-k] (the time-inverse of the input signal shifted
by n units:
h[k] x[-k]
3

1 1
… … … …

-1 0 1 2 3 k -5 -4 -3 -2 -1 0 1 k
-1

Continuous Time Signals 118

 x [n -k ]

1
… …
n-5 n-4 n-3 n-2 n-1 n k

Sliding x[n-k] from left to right for all possible values of n, and multiplying it with
h[k], term-by-term, we can calculate the different values of y[n]:

y[n] = 0 for n ≤ −1 In a similar fashion, we

y[0] = 3 × 1 = 3 calculate:
y[1] = 3 × 1 + 3 × ( −1) = 0 y[ 4] = −2; y[5] = −1
y[ 2] = 3 × 1 + 3 × ( −1) + 1× 1 = 1 y[6] = 0; y[7] = −1
y[3] = 3 × ( −1) + 3 × 1 + 1× ( −1) + 1× 1 = 0 and y[ n] = 0 for n ≥ 8
Continuous Time Signals 119
 CONTINUOUS-TIME LINEAR
TIME-INVARIANT SYSTEMS

In this chapter, only Linear (i.e. a1 x1 (t ) + a2 x2 (t ) → a1 y1 (t ) + a2 y2 (t ))

and Time-Invariant (i.e. x[t − t0 ] → y[t − t0 ]) (LTI) systems will be considered.

Information for LTI systems is widely available, and many physical systems can be
modeled accurately as LTI systems. The study of LTI systems allows for the initiation of
the analysis and design processes of non-LTI systems.

Impulse Representation of Continuous-Time Signals

Given a general signal x(t), it is envisaged to develop an expression for x(t) in

terms of an impulse function.

We first recall the definition of an impulse function, and some of its properties:

δ (t − t0 ) = 0 for t ≠ t0 x(t )δ (t − τ ) = x(τ )(t − δ ) (a)

+∞ +∞

∫ δ (t − t )dt = 1
−∞
0 ∫ x(t )δ (t − τ )dt = x(τ )
−∞
(b)

Continuous Time Signals 120

The following operation in x(t) and h(t) is called convolution.

+∞
y (t ) = ∫ x(τ )h(t − τ )dτ ≡ x(t ) ∗ y (t )
−∞

Continuous Time Signals 121

Example 3.1 - P. 92

-t
δ(t) LTI h(t) = e u(t)
System

δ (t ) h(t)
1 1

0.5 0.5

0 0
0 2 4 6 8 0 2 4 6 8
t t

Continuous Time Signals 122

 δ (t -1) h ( t - 1)
1 1

0.5 0.5

0 0
0 1 2 4 6 8 0 1 2 4 6 8
t t

x(t) y(t)
1

…
0.1
…
0 0
0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 t 0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 t
∞ ∞
x(t ) = ∑ 0.1δ (t − 0.1k ) ⇒ y (t ) = ∑ 0.1h(t − 0.1k )
k =0 k =0
∞
= 0.1∑ e − (t − 0.1k )u (t − 0.1k )
k =0
Continuous Time Signals 123
Problem 3.7 - P. 143

x(t) y(t)
h(t)

Given:

x( t ) = e -t u ( t ) h(t ) = u ( t - 1 ) - u ( t - 3 )
1 1

0 0
0 t 0 1 2 3 4 5 6 7 8 9 t

To find y(t) using the semi-graphical method, we use the convolution expression:
+∞
y (t ) ≡ x (t ) ∗ y (t ) = ∫ x (τ )h(t − τ )dτ
−∞

Continuous Time Signals 128

 h (τ ) = u ( τ - 1 ) - u ( τ - 3 ) x ( τ ) = e - τ u (τ )
1 1

0 0
0 1 2 3 4 5 6 7 8 9 τ 0
τ

h (-τ ) h ( t -τ )
1 1

0 0
-6 -5 -4 -3 -2 -1 0 1 2 3 4 τ -5 -4 -3 -2 -1 t - 3 t - 1 τ

Continuous Time Signals 129

Case 1: t – 1 ≤ 0 ⇒ t ≤ 1: h(t -τ)
+∞ 1
y (t ) = ∫ x(τ )h(t − τ )dτ x(τ )
−∞

0h(t − τ )dτ
0
= ∫
−∞
∞
+ ∫ x (τ )0dτ = 0 0
0

t-3 t-1 0 τ

Case 2: 0 ≤ t – 1 ≤ 2 h(t -τ)

1
⇒ 1≤ t ≤ 3:
x(τ )
t −1
y (t ) = ∫ e −τ ⋅ 1dτ = − e −τ t −1
0 0

= 1 − e −t +1 = 1 − 2.718 e −t

t-3 t-1 τ

Continuous Time Signals 130

Case 3: t – 1 ≥ 2
⇒ t ≥ 3: 1

t −1
x(τ )
y (t ) = ∫ e −τ ⋅1dτ = − e −τ t −1
h(t -τ)
t −3 t −3

= e −t +3 − e −t +1 = 17.37e −t
t-3 t-1 τ

Therefore:  0 for t ≤ 1

y (t ) = 1 − 2.718 e − t for 1 ≤ t ≤ 3
 17.37e − t for t ≥ 3


y( t )
1
0.865
−t 17.37 e − t
1 − 2.718e

1 3 t

Continuous Time Signals 131

Example 3.3 - P. 97 (Continuation of Example 3.1)
x(t) −t y(t)
h(t ) = e u (t )

Consider the above system under the effect x(t)

of successive impulse signals spaced by a
time interval: ∆ = 0.1 s
∞ ∞ 0.1
x(t ) = ∑ 0.1δ (t − 0.1k ) = ∑ ∆δ (t − k∆ ) 0
…
k =0 k =0 0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 t

This signal could be written as:

∞
0 for k < 0
x(t ) = ∑ u (k∆)δ (t − k∆)(∆) since: u ( k∆ ) = 
k = −∞  1 for k ≥ 1
∞ ∞
If we let ∆→0: ∆ 
→ dτ → τ
k∆  ∑ → ∫
−∞
−∞
(recall the impulse
∞
representation of
∞
⇒ x(t ) = ∑ u (k∆)δ (t − k∆)(∆) → ∫ u (τ )δ (t − τ )dτ = u (t ) signals).
−∞
k = −∞

Continuous Time Signals 132

Using the convolution integral, and noting that:

∞
0 for t < 0
u (t ) =  y (t ) = u (t ) ∗ h(t ) = ∫ u (τ )h(t − τ )dτ
−∞
1 for t > 0 ∞
⇒ = ∫ u (τ )e − ( t −τ )u (t − τ )dτ
−∞
0 for τ > t
u (t − τ ) =  t t
1 for τ < t =∫ e − ( t −τ )
dτ = e −t
∫ e dτ = (1 − e
τ −t
)u (t )
0 0

y ( t ) = ( 1 − e − t ) u (t ) y(t)
1 1

0 0
0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 t 0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 t

(Compare with the result of Example 3.1)

Continuous Time Signals 133
Insight into the Convolution Integral

Input: x(τ) Impulse Output: y(t)

Response:
h(τ)

τ = +∞
y (t ) = ∫ x(τ )h(t −τ )dτ
τ = −∞

τ : Integration time variable (i.e. Input time and Impulse Response time)
t: Output time variable

h(t-τ) x(τ)

1
τ τ
t-1 t

Continuous Time Signals 134

 y(t)

y(t3) = yMAX
y(t2)
y(t4)
y(t1) t
t1 t2 t3 t4

τ = +∞
x(τ)
y(t1) = ∫τ = −∞
x(τ ) h(t1 −τ ) dτ
τ = t1
=∫ x(τ )h(t1 −τ )dτ
τ =0 h(t1 -τ)
= Shaded area
τ
t1 -1 t1

Continuous Time Signals 135

 τ = +∞
y(t2) = ∫ x(τ ) h(t2 −τ ) dτ x(τ)
τ = −∞
τ =t 2
=∫ x(τ )h(t2 −τ )dτ
τ =0
h(t2 -τ)
= Shaded area
τ
t2 -1 t2

τ = +∞
x(τ)
y(t3) = ∫τ = −∞
x(τ ) h(t3 −τ ) dτ
τ =t3
=∫ x(τ )h(t3 −τ )dτ
τ =0
h(t3 -τ)
= Shaded area
= yMAX τ
t3 -1 t3

Continuous Time Signals 136

 τ = +∞
y(t4) = ∫ x(τ ) h(t4 −τ ) dτ x(τ)
τ = −∞
τ =t 4
=∫ x(τ )h(t4 −τ )dτ
τ =0
h(t4 -τ)
= Shaded area
τ
t4 -1 t4

Continuous Time Signals 137