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Chapter 2 Discrete-Time Signals and

Systems

Lecture 5

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3 Linear Time-Invariant (LTI)

Systems
Impulse response

 n T{‧} h n

 n  n0  h n  n0 
T{‧}

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LTI Systems: Convolution

Representation of general sequence as a
linear combination of delayed impulse

xn   xk  n  k   n h n
k  
principle of superposition  n  k  h n  k 
   
y  n   T   x  k   n  k    x  k  T   n  k 
 k   k 

  x  k  h  n  k   x  n  h  n
k 
An Illustration Example(interpretation 1)
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
y  n   x  k  h n  k 
k 

x  n   x  k   n  k 
k 

x k  n  k  x  k  h n  k 

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Computation of the Convolution

（interpretation 2）

yn   xk hn  k 
k 

hn  k   h k  n 
hk  h k 
reflecting h[k] about the origin to obtain h[-k]
Shifting the origin of the reflected sequence to
k=n

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Convolution can be realized by

–Reflecting(reversing) h[k] about the origin to obtain h[-k].
–Shifting the origin of the reflected sequences to k=n.
–Computing the weighted moving average of x[k] by using
the weights given by h[n-k].


y  n   x k  h n  k 
k 
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Ex. 11 Analytical Evaluation of

the Convolution
For system with impulse response
1 0  n  N  1
hn  un  un  N   
0 otherwise
input xn  a nun h(k)
a 1
0


Find the output at index n y  n   xk h n  k

k 
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1 0  n  N  1
hn   xn  a nun
0 otherwise

h(-k) h(k)

0 0
h(n-k) x(k)

0

n  0，y  n   xk h n  k  0，
k 
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h(-k) h(k)

0 0
x(k)
h(n-k)

n  0, n   N  1  0  0  n  N  1
n
1  a n 1
n
yn   xk h k  n    a  k

k 0 k 0 1 a
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h(-k) h(k)

0 0

n   N  1  0  n  N  1
n n
yn  xkhk n  ak
k n N 1 k n N 1

a a n1 a nN 11a N 

n N 1

1a  1a 
 
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
 0, n0

1  a n 1
yn   , 0  n  N 1
 1  a
 a n  N 1  1  a 
N

 1 a , N 1  n

  

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4 Properties of LTI Systems

Convolution is commutative

xn hn  hn xn

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

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

Convolution is distributed over addition

xn h1 n  h2 n  xn h1 n  xn  h2 n

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Parallel connection of systems

x  n   h1  n  h2  n  x  n  h1  n  x  n  h2  n

h  n   h1  n   h2  n 

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Cascade connection of systems

associative property
 x  n   h  n    h  n   x  n    h  n   h  n 
1 2 1 2

  x  n   h  n   h  n 
2 1
commutative

x [n] h1[n] h2[n] y [n]

x [n] h2[n] h1[n] y [n]

x [n] h1[n] ]h2[n] y [n]

h  n   h1  n   h2  n 
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Stability of LTI Systems

LTI system is stable if the impulse response
is absolutely summable . 
S   hk   
k 
 
y n    hk xn  k    hk  xn  k 
k   k  

xn  Bx y  n   Bx  h k   
k 

Causality of LTI systems hn  0, n  0

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Impulse response of LTI systems

Impulse response of Ideal Delay systems

h  n     n  nd  , nd a positive fixed integer

Impulse response of Accumulator

n
1, n  0
hn    k     un
k   0, n  0

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Impulse response of Moving

Average systems
M2
1
h  n    n  k 
M 1  M 2  1 k  M1
 1
 ,  M1  n  M 2
  M1  M 2  1
 0 , otherwise

1

 M 1  M 2  1
 u  n  M 1   u  n  M 2  1

M1 M2
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Impulse response of Moving

Average systems
1
h n   u  n  M1   u  n  M 2  1
 M 1  M 2  1

M1 M2
u  n  M 2  1

M2 1
u  n  M1 

M1
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Impulse response of Forward Difference

hn   n  1   n

Impulse response of Backward Difference

hn   n   n  1

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Finite-duration impulse
response (FIR) systems
The impulse response of the system has
only a finite number of nonzero samples.
M2
1
such as: h  n    n  k 
M1  M 2  1 k  M1
 1
 ,  M1  n  M 2
  M1  M 2  1
 0 , otherwise

The FIR systems always are stable.

S  h  n  
n 
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Infinite-duration impulse
response (IIR)
The impulse response of the system is
infinite in duration
n
1, n  0
hn    k     un
k   0, n  0

S  u  n  
n 
Unstable system

Stable IIR System: hn  a nun


a 1 S  h  n  
n 
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Useful ideal delay system

Output of the ideal delay system
y  n   x  n     n  nd   x  n  nd 
The convolution of a shifted impulse sequence
with any signal x[n] is easily evaluated by
simply shifting x[n] by the displacement of the
impulse shifted.
Any noncausal FIR system can be made causal
by cascading it with a sufficiently long delay.

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Equivalent systems

h  n     n  1    n     n  1
   n  1    n  1    n     n     n  1
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Inverse system
hn hi n  hi n hn   n
h[n] y[n]= x[n]*]= x[n]
x[n] hi[n]
δ[n]

hn  un  n   n  1

 un  u n  1   n 
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5 Linear Constant-Coefficient
Difference Equations
An important subclass of LTI systems
consist of those system for which the
input x[n] and output y[n] satisfy an
Nth-order linear constant-coefficient
difference equation.
N M

 a yn  k    b xn  m
k 0
k
m 0
m

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Ex. 12 Difference Equation

Representation of the Accumulator
n n 1
y  n   x k  , y  n  1   x k 
k  k 
n 1
yn  xn   xk   xn  yn  1
k  

yn  yn  1  xn

N M

 a yn  k    b xn  m
k 0
k
m 0
m

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Block diagram of a recursive

difference equation representing an
accumulator

y  n   y  n  1  x  n
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Ex. 13 Difference Equation

Representation of the Moving-
Average System with M 1  0
M2
1
yn   xn  k 
M 2  1 k 0 representation 1
1 M2
h  n     n  k   1  u  n  u  n  M 2  1
M 2  1 k 0  M 2  1
1
hn   n   n  M 2  1  un
M 2  1
another representation 1
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1
hn   n   n  M 2  1  un
M 2  1

y n  y  n 1  x1  n

1
x1  n  
 M 2  1
 x  n  x  n  M 2  1
N M

 a yn  k    b xn  m
k 0
k
m0
m

1
y  n   y  n  1 
 M 2  1
 x  n  x  n  M 2  1
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Difference Equation
Representation of the System

We will see that many (unlimited

number of ) distinct difference
equations can be used to represent a
given linear time-invariant (LTI) input-
output relation.

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Solving the difference equation

Without additional constraints or

information, a linear constant-coefficient
difference equation for discrete-time
systems does not provide a unique
specification of the output for a given
input.
N M

 a yn  k    b xn  m
k 0
k
m 0
m

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Solving the difference equation

N M Output form :
 ak y  n  k  bm x  n  m，
k 0 m0
y  n   y p  n   yh  n 
y p  n : Particular solution, one output sequence
for the given input x p  n .
 yh  n  Homogenous solution: solution for the
homogenous equation( x  n   0 ): N
yh n   Am z mn
N

 ak yh n  k   0
k 0 N
m 1

where z m is the distinct roots of a z

k 0
k
k
0
Am can be chosen for a set of auxiliary value of y  n .
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Solving the difference equation recursively

If the input xn and a set of auxiliary value
y  1 , y  2  , L , y   N  are specified for
N M

a yn  k  b xn  m
k 0
k
m0
m

y(n) can be written in a recurrence formula:

N M
ak b
y  n    y  n  k    k x  n  k , n  0,1, 2,3, L
k 1 a0 k  0 a0
y  0 , y 1 , y  2 ,L
N 1 M
ak b
y  n  N    y  n  k    k x  n  k ,
k  0 aN k  0 aN

n  1, 2, 3,L n  N  ( N +1), ( N +2), ( N +3), L

y  ( N  1) , y  ( N  2)  , y  ( N  3)  , L
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Example 16 Recursive Computation of

Difference Equation
y  n   ay  n  1  x  n  , x  n   K   n  , y  1  c

y0  ac  K
y1  ay0  0  aac  K   a 2c  aK
 
y2  ay1  0  a a 2c  aK  a 3c  a 2 K

y3  ay2  0  a a 3c  a 2 K  a 4c  a 3 K 
y  n   a n 1c  a n K， for n  0
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Example 16 Recursive Computation of

Difference Equation
y  n   ay  n  1  x  n  , x  n   K   n  , y  1  c
for n  1， y  n  1  a 1  y  n  x  n
y 2  a 1  y 1  x 1  a 1c
y 3  a 1  y 2  x 2  a 1a 1c  a 2 c
y 4  a 1  y 3  x 3  a 1a 2c  a 3c
y  n   a n 1c， for n  1
y  n   a n 1c  a n K， for n  0
y  n   a n 1c  Ka nu  n ， for all n
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Example 16 Recursive Computation of

Difference Equation
y  n   ay  n  1  x  n  , x  n   K   n  , y  1  c
y  n   a n 1c  Ka n u  n ， for all n
The system is noncausal.
The system is not linear.
when K  0, x  n   K  n   0, should y  n  0
is not time invariant.
When x1  n  x  n  n0   K  n  n0 
y1  n  an1c  Kann0 u  n  n0 ，for all n
 y  n  n0 
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Summary
N M

 a yn  k    b xn  m
k 0
k
m 0
m

The system for which the input and

output satisfy a linear constant-
coefficient difference equation:
The output for a given input is not
uniquely specified. Auxiliary conditions
are required.
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Summary
If auxiliary conditions are given as N sequential
values of the output, y  1 , y  2 , L , y   N ，for
N M

 a yn  k    b xn  m
k 0
k
m 0
m

later value can be obtained by rearranging

the difference equation as a recursive relation
running forward in n,
N M
ak b
y  n    y  n  k    k x  n  k , n  0,1, 2, 3, L
k 1 a0 k  0 a0
y  0 , y 1 , y  2 ,L
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Summary
Given y  1 , y  2 , L , y   N  for
N M

 a yn  k    b xn  m
k 0
k
m0
m

prior values can be obtained by rearranging

the difference equation as a recursive relation
running backward in n.
N 1 M
ak b
y  n  N    y  n  k    k x  n  k ,
k  0 aN k  0 aN

n  N  ( N +1), ( N +2), ( N +3), L

y  ( N  1) , y  ( N  2) , y  ( N  3) , L
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initial-rest conditions

If a system is characterized by a linear

constant-coefficient difference equation and
is further specified to be LTI (Linear, Time
Invariant), and causal, the solution is unique.
In this case, the auxiliary conditions are
stated as initial-rest conditions:
i.e.: The auxiliary information is that if the
input x  n is zero for n  n0 , then the output
y  n is constrained to be zero for n  n0 .
( if xn  0, for n  n0 , then yn  0, for n  n0 . )
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Summary

LTI (Linearity, Time Invariance), and

causality of the system will depend on
the auxiliary conditions.
If an additional condition is that the
system is initially at rest, then the
system will be linear, time invariant,
and causal.

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Review Finite-duration impulse

response (FIR) systems
The impulse response of the system has
only a finite number of nonzero samples.
M2
1
such as: h  n    n  k 
M1  M 2  1 k  M1
Moving  1
Average  ,  M1  n  M 2
  M1  M 2  1
systems
 0 , otherwise

The FIR systems always are stable.

S  h  n  
n 
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Review Infinite-duration impulse

response (IIR)
The impulse response of the system is infinite
in duration
Accumulator
n
1, n  0
hn   k   
  un
system: 0, n  0
k   

S  u  n  
n 
Unstable system

Stable IIR System: hn  a nun



a 1 S  h  n  
n 
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Ex. 16 with initial-rest conditions

y  n   ay  n  1  x  n  , x  n   K   n  , y  1  0

since x  n  0, n  0, y  n   0, n  0 by recursing
backward

y  n   Ka nu  n ， causal， linear
If the input is K n  n0  , again with initial-rest
conditions, then recursive solution is carried
out using the initial condition yn  0 , n  n0

y  n   Ka n n0 u  n  n0 . time invariant

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Discussion
If input is K n  n0  , with initial-rest conditions:
if x  n   0, n  n0 , then yn  0, n  n0
y  n   Ka n  n0 u  n  n0 
Note that for n0  0 , initial rest implies that
y 1  0
Initial rest does not always means
y  1  L  y   N   0
It does mean that y  n0  1  L  y  n0  N   0
if xn  0 , n  n0 .
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