TEL252E 

Signals and Systems
Chapter 2

Prof.Dr. Muhittin Gökmen
Dept. Of Computer Eng. 

Course Outline (Tentative)
• Fundamental Concepts of Signals and Systems
– Signals
– Systems
• Linear Time‐Invariant (LTI) Systems
y
– Convolution integral and sum
– Properties of LTI Systems …
• Fourier Series
– Response to complex exponentials
– Harmonically related complex exponentials …
• Fourier Integral
– Fourier Transform & Properties …
– Modulation (An application example)
• Discrete‐Time Frequency Domain Methods
q y
– DT Fourier Series
– DT Fourier Transform
– Sampling Theorem
• Laplace Transform
• Z Transform

1
 Chapter II
Linear Time‐Invariant (LTI) Systems

Linear Time‐Invariant Systems

• Important class of systems as many physical phenomena can be 
modeled as such
• Representation of DT Signals in Terms of Pulses

• DT unit impulse can be used to construct any DT signal
• Think of a DT signal as a sequence of individual impulses
• Consider  x[n]

-4 -1 2 3 ...
... -3 -2 0 1 4 n

2
 Linear Time‐Invariant Systems
x[n] is actually a sequence of time‐shifted and scaled impulses

x[-2]δ[n+2] x[-1]δ[n+1] x[0]δ[n]

-1
-2 0

x[1]δ[n-1]
0 1 2
0 1
x[2]δ[n-2]

Linear Time‐Invariant Systems
• It is possible to re‐generate an arbitrary signal by sampling it 
with shifted unit impulse:

x[n] = - - - + x[-4] δ[n+4] + x[-3] δ[n+3] + x[-2] δ[n+2] +

+ x[-1] δ[n+1] + x[0] δ[n] + x[1] δ[n-1] + - - -

• This is called as sifting property:


x[n]   x[k ] [n  k ]
k 
shifted impulse
weights
Sifting property of DT impulse

3
 DT Unit Impulse Response

• x[n] is superposition of scaled & shifted impulses

• The output of a linear
The output of a linear system to x[n] = 
system to x[n] =
– superposition of the scaled responses of the system to each of these shifted 
impulses

• Let hk[n] be the response of a linear system to δ[n‐k]. 

• From superposition property of linear systems, the response y[n] is the sum of 
p
individual responses, i.e.,

 
x[n]   x[k ] [n  k ]
k 
 y[n]   x[k ]h [n]
k 
k

DT Unit Impulse Response
• In general, if the system is also time‐invariant, then hk[n], 
response to δ[n‐k], is a time‐shifted version of h0[n], which is 
the response of the system to δ[n];
the response of the system to δ[n];

hk [n]  h0 [n  k ]
• So, for k=0, i.e., input is δ[n], then the response of the system 
is
h[n]  h0 [n] Unit Impulse Response

h[n] is the output (response) of the LTI system

when δ[n] (impulse) is the input

4
 Convolution Sum Representation of LTI 
Systems
Recall that for an LTI system (due to superposition property):
 
x[n]  
k 
x[k ] [n  k ]  y[n]   x[k ]h [n]
k 
k

Hence, for an LTI system, the output y[n] for the input x[n] is


Convolution Sum
y[n]   x[k ]h[n  k ]
k  Superposition Sum

convolution of the sequences (signals) x[n] and h[n],

and represented by:

y[n]  x[n]  h[n]

Convolution Sum
Example

Example: Consider an LTI system with impulse response h[n] and input x[n] is applied to 

the system. Find the output y[n].

2 h[n]
1
x[n]
0.5 n
0 1 0 1 2


y[n]   x[k ]h[n  k ]  x[0]h[n  0]  x[1]h[n  1]  0.5h[n]  2h[n  1]
k 

2.5 2.5
0.5 0.5 h[n] 2 h[n-1] 2 y[n]
0.5

+
0 1 2 1 2 3 0 1 2 3

5
 Convolution Sum
Example

• Example: Consider LTI system with h[n]

2 h[n]
x[n] 1
0.5
n
0 1 0 1 2

y[n]=  x[k] h[n-k]
k  

Consider h[n-k] as a time-reversed and shifted version of h[k]

If we plot h[-k] then we can obtain h[n-k] simply by shifting to
right (by n) if n>0, or to left if n<0

Convolution Sum
Example

2 • Flip h[k] 
x[k] • By shifting h[k] for all possible values of n, 
0.5
k pass it through x[n].
0 1

1
for n  0, y[n]   x[k ]h[n  k ]  0
k h[n-k] , n<0 k
n-2 n-1 n 0
for n  0, y[0]   x[k ]h[0  k ]  0.5
k
k
h[0-k] for n  1, y[1]   x[ k ]h[1  k ]  0.5  2  2.5
-2 -1 0
for n  2, y[2]   x[k ]h[2  k ]  0.5  2  2.5
k

k
k for n  3, y[3]   x[k ]h[3  k ]  2
-1 0 1
h[1-k] k

for n  3, y[n]   x[k ]h[n  k ]  0

k
k h[2-k]
2.5 2.5
0 1 2
2 y[n]
0.5
k h[3-k] y[3]=2
0 1 2 3
0 1 2 3
k h[n-k] , n>3 y[n]=0
0 n-2 n-1 n

6
 Convolution Sum
Example

n 
Ex: Consider x[n]=      u[n]  for 0<   <1 and h[n]=u[n]. Find y[n].

y[n]=  x[k] h[n-k]

k

x[k]=  k u[k] h[-k]

---
k k
0
0 1 2

Convolution Sum
Example

for n<0 x[k]h[n-k]=0 for  k

for n≥0
for n≥0

x[k]=  k u[k] h[n-k]

--
k - k
0 1 n
0 1 2

for n≥0 x[k]h[n-k]≠0 for 0≤k≤n

7
 Convolution Sum
Example

 k , 0  k  n
x[k]h[n-k] = 
0 , o/w

n
1   n 1
y[n]    k = for n  0
k 0 1

 1   n 1 
y[n]    u[n]
 1 

Convolution Sum
Example

Ex: Consider an LTI system with input x[n]=2n u[‐n] and h[n]=u[n]. Find y[n].

1
1
2
1 x[k]=2k u[-k]
1
4 h[n-k]
1 8 ---
16
--- k k
-4 -3 -2 -1 0 0 n

for n≥0, x[k]h[n-k] has nonzero samples for k≤0

0 0  k
1
y[n] =  x[k]h[n-k] = 2k =  
1
= =2
k 0  2 
1
k   k   1
2

8
 Convolution Sum
Example

for n<0, x[k]h[n-k] has nonzero samples for k≤n

 l
n n
1
y[n] =  x[k]h[n-k] =  2k =   
k   k   l   n 2 

 l n  l
1 1
    2     2n 1
n

l 0  2  l 0  2 
2

1
1
y[n]
2 , n0 1
2

y[n]   n 1 1
4
---
2 , n0 ---
1
16
8

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

Representation of CT Signals in terms of Impulses

xˆ (t )
Consider a pulse or “staircase” approximation,        , to a CT signal x(t) 

x(t)

Similar to DT case, xˆ (t ) can be

expressed as a linear combination
of delayed pulses
---
t
-∆ ∆ 2∆ k∆

0
δ∆(t)
1
 , 0t 
Define   (t )   
1


0, o/w t
0 ∆

9
 Representation of CT Signals in Terms of 
Impulses

  (t ) xˆ (t )
Since              has unit amplitude, we can represent          in terms of shifted and scaled rectangular pulses…


xˆ (t )   x(k)
k  
 (t  k)

As ∆ 0, xˆ (t ) approaches to x(t)


x(t )  lim
 0
 x(k) (t  k)
k  




x(t )   x( ) (t   )d (sifting property)


Representation of CT Signals in Terms of 
Impulses

Other derivations for this ??

Recall: x(t ) (t   )  x( ) (t   )

 

Integrate both sides over   x (t ) (t   ) d 


 x ( ) (t   ) d

 
x ( t )   (t   ) d    x ( ) (t   ) d
 


x(t)   x( ) (t  )d


10
 CT Unit Impulse Response & Convolution Integral

hˆk (t )
Let us define              as the response of a linear system to   (t  k)

yˆ (t )   x(k)hˆ
k  
k (t )

As   0 ŷ(t) approaches to y(t)


y(t) = lim
 0
 x(k)hˆ k (t ) (note as   0   (t  k)   (t   )
hˆk (t )  h (t )
k  
hence )


Hence, y (t )   x( )h (t )d


CT Unit Impulse Response & Convolution Integral

By time-invariance h (t )  h0 (t   ) and therefore,

h(t )  h0 (t ) i
impulse
l response!!


Convolution
y (t ) 

 x( )h(t   )d integral

y (t )  x(t )  h(t )
An LTI system is completely characterized by its impulse response
(i.e., h[n] in DT, h(t) in CT)

11
 Convolution Integral
Example

x(t )  e  at u (t )
Let                                      , a>0 be the input to an LTI system with 
h(t) = u(t). Find y(t)!

1 x( ) 1
h( )

 
0 0


y (t )   x( )h(t   )d


Convolution Integral
Example

h( ) h(t   ) for t<0

 
0 t 0

h(t   ) for t>0


0 t

For t<0, x( )h(t   )  0 y(t)=0

e  a , 0    t
t>0 x( )h(t   )  
 0 , o/w

12
 Convolution Integral
Example

t
1 1
y (t )   e  a d   e  a  (1  e  at )
t
for t>0 
0
0
a a

1
y (t )  (1  e  at )u (t )
a

1
y (t )
a

Properties of Convolution and LTI Systems

1)  Commutative Property:
Convolution is a commutative operation in both DT and CT.


x[n]  h[n]  h[n]  x[n]   h[k ]  x[n  k ] Easily shown


by substituting
variables
x(t )  h(t )  h(t )  x(t )   h( )x(t   )d


Practical use ??
(take h[k], time-reverse and shift x[k] whenever it’s easier)

13
 Properties of Convolution and LTI Systems

2)  Distributive Property:
Convolution distributes over addition.

x[n]  (h1[n]  h2 [n])  x[ n]  h1[n]  x[n]  h2 [n]

x(t )  (h1 (t )  h2 (t ))  x(t )  h1 (t )  x(t )  h2 (t )

Practical interpretation ?? (parallel interconnection of systems)

h1
x y x y
+ h1+h2
h2

Properties of Convolution and LTI Systems

( x1[n]  x2 [n])  h[n]  x1[n]  h[n]  x2 [n]  h[n]

( x1 (t )  x2 (t ))  h(t )  x1 (t )  h(t )  x2 (t )  h(t )

Practical ??

- (response to sum of two inputs = sum of responses to inputs individually)

-Break a complicated convolution into several simpler ones (useful !!)
(Ex. 2.10 p.106)

14
 Properties of Convolution and LTI Systems

3)  Associative Property:
x[n]  (h1[n]  h2 [n])  ( x[n]  h1[n])  h2 [n]
x(t )  (h1 (t )  h2 (t ))  ( x(t )  h1 (t ))  h2 (t )

x[n] h1[n] h2[n] y[n] : (x[n]* h1[n])* h2[n]

by associativity

x[n] h1[n]*h2[n] y[n] Result 1

x[n] h2[n]*h1[n] y[n] by commutativity

x[n] h2[n] h1[n] y[n] Result 2

Properties of Convolution and LTI Systems

Results:
• Impulse response of cascade LTI systems is the convolution of their individual 
impulse responses
• Overall system response is independent of the order of the systems in cascade !

4)  LTI Systems with & w/o Memory:

h[n]  0 for n  0
If  then the LTI system is memoryless !
(t )  0 for
h(t f t0

(look at the convolution sum y[n]   h[k ]x[n  k ] )

k

Hence,  h[n]  K [n]   y[n]  Kx[n]  memoryless

    
 h(t )  K (t )   y (t )  Kx (t ) 

15
 Properties of Convolution and LTI Systems

5) Invertibility of LTI Systems

y(t)
x(t)
(t) h(t) h1(t) w(t)=x(t)
(t) (t)

Identity System
x(t) x(t)
δ(t)

if the system is invertible then h(t )  h1 (t )   (t )

h[n]  h1[n]   [n]
 h1 (t ) 
 
and                     is the impulse response of the LTI inverse system.
 h1[n] 

Properties of Convolution and LTI Systems
Example (Ex.2.11)

Consider LTI system of time-shift: y(t)=x(t-t0)

Impulse response of the system is h(t)=δ(t-t0)

y (t )  x(t )  h(t ) Convolution of a signal with a

x(t  t0 )  x(t )   (t  t0 ) shifted impulse shifts the signal

Inverse: shift the output back!

h1 (t )   (t  t0 ) h(t )  h1 (t )   (t  t0 )   (t  t0 )   (t )

16
 Properties of Convolution and LTI Systems
Example (Ex.2.12)

Consider an LTI system with h[n]=u[n]

y[n]   x[k ]u[n  k ]
k  
; as u[n-k] = 0 for n-k<0

n
y[n]   x[k ]
k  
accumulator

LTI inverse: y[n]=x[n]-x[n-1] (1st difference)

h1[n] = δ[n] δ[n 1]
δ[n]-δ[n-1]

Check if really inverse: h[n]*h1[n] = u[n]*(δ[n]-δ[n-1])

= u[n]*δ[n]-u[n]*δ[n-1]
= u[n]-u[n-1] = δ[n]

Properties of Convolution and LTI Systems

6)  Causality for LTI Systems:

y[n]   x[k ]h[n  k ]
k  
; the output y[n] must not depend on x[k] for k>n

h[n-k] should be zero for k>n h[n]=0 for n<0

h(t)=0 for t<0

Practical intuition ??
(impulse response must be zero before the impulse occurs:
initial rest)
For causal LTI systems, convolution sum becomes:
n 
y[n]   x[k ]h[n  k ]   h[k ]x[n  k ]
k   k 0

17
 Properties of Convolution and LTI Systems

• In CT:    h(t)=0    for  t<0           causal; convolution integral becomes:

t 
y (t )   x( )h(t   )d   h( ) x(t   )d
 0

REMARK: Causal Signal ! (zero for n<0, t<0)

Properties of Convolution and LTI Systems

7)  Stability for LTI Systems:
Consider x[n]  B, n

y[n]   h[k ]x[n  k ]
k  

  h[k ] x[n  k ]
k  
<B

 B  h[k ] n
k  

if the impulse response is absolutely summable



 h[k ]  
k  
then the system is stable!

18
 Properties of Convolution and LTI Systems

• In CT: if the impulse response is absolutely integrable


 h( ) d  


then the system is stable!

Example: Shift h(t)=δ(t-t0)

 

 h( ) d    (  t ) d  1
 
0 stable!

Accumulator: h[n]=u[n]
 

 u[n]   u[n]  
k   k 0
unstable!

Unit Step Response
Another signal used quite often to describe the behaviour of LTI systems 
corresponds to the output when x[n]=u[n] or x(t)=u(t)

s[n]  u[n]  h[n]

n
  h[k ]u[n  k ]   h[k ]
k k  
h[n]  s[n]  s[n  1]
: the step response of a DT
LTI system is the running sum
of its impulse response

In continuous-time:

s (t )  u (t )  h(t )

  h( )u (t   )d


19
 Unit Step Response
t
s (t )   h( )d : the step response of a CT LTI system is the
 running integral of its impulse response

The impulse response is the first derivative of the unit step response

ds (t )
h(t )   s ' (t )
dt

Causal LTI Systems Described by Differential and 
Difference Equations

• CT systems for which the input and output are related 
through a linear constant‐coefficient differential 
equation, 
– e.g., RC circuit

• DT systems for which the input and output are related 

through a linear constant‐coefficient difference 
equation, 
– e.g., bank account

20
 Linear Constant‐Coefficient Differential 
Equations

Consider dy (t )
 2 y (t )  x(t )
dt

Implicit representation of input-output relationship

Complete solution has two parts:

- particular solution, yp(t)
y (t )  y p (t )  yh (t )
- homogeneous
g solution, yh((t))

• yh(t) is the solution to x(t)=0, i.e., dy (t )

 2 y (t )  0
dt
• yp(t) depends on x(t)

Linear Constant‐Coefficient Differential 
Equations

For x(t)=Ke3tu(t)  yp(t)=Ye3t for t>0

K K
Substitute yp(t) and try  Y 
3t
 yp(t) = 5 e , t>0
5

yh(t)=Aest  Asest+2Aest=0  s=-2  yh(t)=Ae-2t

K
3t 2t
 y(t)= e  Ae , t>0
5

21
 Linear Constant‐Coefficient Differential 
Equations

K 3t
 y(t)  e  Ae  2t , t  0
5
We need initial conditions.

 For causal LTI systems, we assume initial rest, y(0)=0

K
A
 substitute:                         
5

 y(t) 
K 3t
5

e  e  2t u(t) 

Linear Constant‐Coefficient Differential 
Equations

In general, Nth order linear constant-coefficient differential

equation is
N
d k y(t) M d k x(t)
 ak
k 0 dt k
 
k 0
bk
dt k
 has particular solution + homogeneous solution
d k y(t) N

k 0 dt k
0 a k

 initial (auxiliary)
( y) conditions are necessary. y
 for causal LTI systems, initial rest:
dy( 0 ) d N 1 y( 0 )
y( 0 )      0
dt dt N 1

22
 Linear Constant‐Coefficient Differential 
Equations

Assume an LTI system described by Nth order linear constant-

coefficient differential equation as follows
N
d k y(t)

k  0 dt
k
 x(t )

 In this case, we find that h(t) (impulse response) satisfies

d k h(t) N


k  0 dt
k
0

 with the initial ((auxiliary)

y) conditions (recall
( that for
causal LTI systems, initial rest):

dh( 0 ) d N  2 h( 0 ) d N 1h( 0 )
h( 0 )       0, 1 for t  0 and h(t )  0 for t  0
dt dt N  2 dt N 1

Check Auxiliary text 2 (Yuksel) for proof.

Linear Constant‐Coefficient Differential 
Equations
Example: Consider the LTI system described by
y ''(t )  7 y '(t )  12 y (t )  et u (t )
Let us find the impulse response first. h(t) satisfies
h ''(t )  7 h '(t )  12h(t )  0 with h(0)  0, h '(0)  1

The characteristic equation is: s 2  7 s  12  0  Satisfied for s=-3,

and s=-4
c e  c2 e 3t
, for t  0 4 t
h(t )   1
 0 ,t0
When the initial conditions are used, the coefficients are determined as
h(0)  0  c1  c2 
 c1  1, c2  1 h ( t )  ( e 3 t  e 4 t )u (t )
h '(0)  1  3c1  4c2 
You can then obtain the output by using convolution

23
 Linear Constant‐Coefficient Difference Equations
N M
In DT:  ak y[n  k]  bk x[n  k]
k 0 k 0

1 M N

Rearrange it, then: y[n]   k b x[n  k]   ak y[n - k] 
a0  k  0 k 1 

• R
Recursive operation as the output at time n is a 
i ti th t t t ti i
function of previous values of input and output.
• We need initial conditions: y[‐1], ..., y[‐N]

Linear Constant‐Coefficient Difference Equations
As a special case, N=0, then
M 
b 
y[n]    k  x[n  k] (non-recursive (LTI system),

k  0  a0 
No need for initial conditions)

 Its impulse response:

 bn 
 , 0nM 
h[n]   a0 
0 , 
 otherwise
h 

 This is a finite duration impulse response. Such systems

are called finite impulse response (FIR) systems.

24
 Linear Constant‐Coefficient Difference Equations
1
Example: Consider the difference equation y[n]  y[n  1]  x[n]
2
1
y[n]  x[n]  y[n  1]  recursive; initial conditions are needed
2
Assume x[n]  Kδ[n] and initial rest, i.e., x[n]=0, y[n]=0 for n≤-1:

1
y[0]  x[0]  y[1]  K
2 For N≥1:
1 1
y[1]  x[1]  y[0]  K Infinite
2 2
2
1 1 Impulse
y[2]  x[2]  y[1]    K
2 2
 Response

 n
1
n
1  1 (IIR)
y[n]  x[n]  y[n - 1]    K  for K=1, h[n]    u[n]
2 2 2

Block Diagram Representations

• Used to help in understanding and implementation of systems
• DT Case:
– First‐order difference equation
q

y[n]+ay[n-1]=bx[n] (addition, multiplication, delay)

x2[n]
x1[n] x1[n]+ x2[n] x[n] a ax[n] x[n] x[n-1]
+ D

x[n] b y[n]
y[n]=-ay[n-1]+bx[n]: +
D
y[n-1]
-a

25
 Block Diagram Representations

CT Case: First-order differential equation

dy(t)
d () 1 dy(t)
d () b
 ay(t)  bx(t)  y(t)    x(t)
dt a dt a

x(t) b/a y(t)

+
D

-1/a

Block Diagram Representations

In real implementations, differentiators are difficult to implement and

extremely sensitive to error & noise.
t
dy(t)
 bx(t) - ay(t)  y(t)   (bx( ) - ay( ))d
dt -

(For initial rest, take integral from -∞ to t)

t
x(t) x(t) b y(t)
∫  x( ) d
-
+ ∫

-a
OP-AMP !

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