Chapter II, Part II

Discret-Time Linear Time-Invariant

Systems
Abdelhamid DAAMOUCHE
University M’hamed Bougara,
Boumerdes

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 Constant coefficients difference
equations
• So far, we have seen LTI systems that are
described by the convolution sum.

• The output of an LTI system is found by

convolving the input with the system’s
impulse response, h[n].

• h[n] can have finite or infinite duration.

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 Constant coefficients difference
equations
• If h[n] is a finite-duration sequence, the
implementation of the system requires
multiplications, additions, and a finite number
of memory locations. That is
N
y[ n ] k 0
h[ k ] x[ n k]
y[ n 0 ] h[ 0 ] x[ n 0 ] h[1] x[ n 0 1] h[ N ] x[ n 0 N]

• This type of h[n] is called FIR filters.

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 Constant coefficients difference
equations
• If h[n] is an infinite-duration sequence, the
realization of the system requires an infinite
number of memery locations, additions, and
multiplications.
• Therefore, it is impossible to realize the
system by means of the convolution sum.
• This type is called IIR filters (Infinite Impulse
Response).

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 Constant coefficients difference
equations
• The realization of systems having Infinite
Impulse Response is accomplished by
difference equations.
• -The general form of a constant-coefficients
diffrence equation is
N M
k 0
a k y[ n k] k 0
b k x[ n k]

• N is the order of the difference equation.

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 Constant coefficients difference
equations
• Rearranging terms, we get
N M
a 0 y[ n ] k 1
a k y[n k] k 0
bk x[ n k]
1 M N
y[ n ] a0 k 0
b k x[ n k] k 1
a k y[ n k]

• For instance, if we want to find y[n0], we

should know the previous values of the output
y[ n 0 1], y[ n 0 2 ], , y[ n 0 N]

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 Constant coefficients difference
equations
• Example: Given a causal LTI discrete-time
system described by the defference equation
y[ n ] 2 y[ n 1] x[ n ] x[ n 1]
• Find the output when the input is [n].
• Answer: rearranging terms, we get
y[n] 2 y[n 1] x[n] x[n 1]
• Since the system is causal, h[n]=0, for n<0.

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 Constant coefficients difference
equations
• Therefore, we start recursion from n=0
h[0 ] 2 h[ 1] [0 ] [ 1] 1
h [1 ] 2 h[0 ] [1 ] [0 ] 1
h[2 ] 2 h [1 ] [2] [1 ] 2
h[3 ] 2 h[2 ] [3 ] [2] 4
h[4 ] 2 h[3] [4] [3 ] 8

h[n ] 2 h[n 1] 0 0 ( 1) n 2 n 1

h[n ] [n ] ( 1) n 2 n 1
u[n 1]
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 Constant coefficients difference
equations
• Recursive computation of difference eqs.:
• Let y[ n ] ay [ n 1] x[ n ]
• if x[n] K [n], K is an arbitrary number,
• If the auxialiary condition y[-1]=c,
• Determine y[n] for all values of n.
• -For n>-1, we can compute recursively:

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 Constant coefficients difference
equations
• Then
y[0] ac K
y[1] ay[0] x[1] a ( ac K) a 2 c aK
y[ 2] ay[1] x[ 2] a ( a 2 c aK ) a 3c a 2 K
y[3] ay[ 2] x[3] a (a 3c a 2 K ) a 4c a 3 K

y[ n ] a n 1c a n K , n 0.

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 Constant coefficients difference
equations
• To determine the output for n<0, we
rearrange
1
y[n 1] a ( y[n] x[n])
• y[n] a ( y[n 1] x[n 1]) non-causal
1

• By recursion,1 we get 1
y[ 2] a ( y[ 1] x[ 1]) a c
y[ 3] a 1( y[ 2] x[ 2]) a 2c
1 3
y[ 4] a ( y[ 3] x[ 3]) a c
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 Constant coefficients difference
equations
• Thus, n 1
y[ n ] a c, n 1
• Therefore
•
y[n] a n 1c Ka n u[ n], for all n
• 1)The system is non-causal,
• 2)For K=0, then x[n]=0, y [ n ] a n 1
c whereas
linearity requires that when (x[n]=0, all n), the
output should be (y[n]=0, all n), thus, the system
is not linear.

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 Constant coefficients difference
equations
• 3) x1 [ n ] K [n n 0 ],
n n0
y1[ n ] a n 1c Ka u[n n0 ]
y[n n0 ]

• The system is not time-invariant.

• Therefore, for a constant coefficient difference
equation to represent a causal LTI sytem, it
should meet the constraint that will be stated
next.
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 Constant coefficients difference
equations
• If a system is characterized by linear constant-
coefficient difference equation and is further
specified to be linear, time-invariant, and causal,
the solution is unique.
• For a system of difference equation to be linear,
time-invariant, and causal, the auxilliary
conditions are stated as intial-rest conditions. This
can be stated as: if the input x[n] is zero for n less
than some time n0, then the output y[n] is
constrained to be zero for n less than n0.

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 References
• A. V. Oppenheim et al. Signals and Systems,
Second edition 2014

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