Signals & Systems
MT - 252
Lecture # 11: Continuous-Time LTI System
Impulse Response & Convolution Integral
Dr. Hafiz Zia Ur Rehman
hafizzia@[Link]
Department of Mechatronics Engineering
Air University, Islamabad
Representation CT signals in terms of Impulses
◼ Discrete time vs Continuous time Convolution
◼ In analogy with the results derived and discussed in the preceding lecture,
the goal of this lecture is to obtain a complete characterization of a
continuous-time LTI system in terms of its unit impulse response.
◼ In discrete time, the key to developing the convolution sum was the sifting
property of DT unit impulse i.e.,
◼ The mathematical representation of a signal as the superposition of scaled and
shifted unit impulse functions.
◼ The discrete-time system as responding to a sequence of individual impulses.
◼ In continuous time
◼ A unit impulse is the idealization of a pulse which is so short that its duration is
inconsequential for any real, physical system.
◼ We can develop a representation for arbitrary continuous-time signals in terms of
these idealized pulses with vanishingly small duration, or equivalently,
impulses.
2
Representation CT signals in Terms of Impulses
◼ Representation of Continuous-Time Signals in terms of Impulses
◼ To develop the continuous-time counterpart of the discrete-time sifting
property, we begin by considering a pulse or "staircase" approximation, 𝒙(𝒕),
to a continuous-time signal 𝒙(𝒕).
3
Digital Image Processing, 3rd ed.
Gonzalez & Woods
[Link].c
om
Chapter 10
Image Segmentation
xˆ ( t ) = x ( k ) (t − k )
k =−
© 1992–2008 R. C. Gonzalez & R. E. Woods
Representation CT signals in Terms of Impulses
◼ Representation of Continuous-Time Signals in terms of Impulses
◼ In a manner similar to that employed in the discrete-time case,
this approximation can be expressed as a linear combination of
delayed pulses.
xˆ ( t ) = x ( k ) (t − k )
k =−
x ( t ) = lim
→ 0
x ( k ) (t − k )
k =−
◼ Representing the signal 𝒙(𝒕) as a "sum" (more precisely, an
integral) of weighted, shifted impulses.
x (t ) = x ( ) ( t − ) d
− 5
Digital Image Processing, 3rd ed.
Gonzalez & Woods
[Link].c
◼ Example-01: Unit Step Signal in terms
om of Impulses
Chapter 10
Image Segmentation
u (t ) = u ( ) ( t − ) d
−
u ( t ) = (1) ( t − ) d
0
u ( ) = 0 for 0 and
u ( t ) = ( t − ) d
0
u ( ) = 1 for 0
◼ Sifting property:
x ( t ) ( t ) dt = x ( 0 )
−
x ( t ) ( t − t ) dt = x ( t )
−
0 0
© 1992–2008 R. C. Gonzalez & R. E. Woods
Digital Image Processing, 3rd ed.
Gonzalez & Woods
Properties ofomUnit Impulse
[Link].c
➢ Time Scaling Property: Chapter 10
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1
( t ) = (t ) n = n
n = n
( t ) =
1
(t )
➢ Product property:
x (t ) (t ) = x ( 0) (t ) Point to Ponder!
x ( t ) ( t − t0 ) = x ( t0 ) ( t − t0 ) 100
x ( t ) ( t − 1) dt = 0
2
➢ Sifting property:
x ( t ) ( t ) dt = x ( 0 )
−
x ( t ) ( t − t ) dt = x ( t )
−
0 0
© 1992–2008 R. C. Gonzalez & R. E. Woods
Digital Image Processing, 3rd ed.
Gonzalez & Woods
Sifting property:
[Link].c
y (t ) = x ( ) ( − t ) d , om
−
Chapter 10
y (t ) =
x ( t ) ( − t ) d ,
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x ( t ) ( t − t ) dt = x ( t )
−
0 0
−
y ( t ) = x ( t ) ( − t ) d , ( − t ) d = 1
− −
y (t ) = x (t ) i.e., a constant value
© 1992–2008 R. C. Gonzalez & R. E. Woods
Unit Impulse Response
◼ Response of CT-LTI system
◼ The impulse response, as it is named, is the response of the system to a unit impulse
input.
x (t ) = (t ) System y (t ) = h (t )
Unit Impulse Response to a Unit Impulse
◼ In another way, the “impulse response” of a system, i.e., 𝒉 𝒕 , is the output that it
produces in response to an impulse input.
Definition: if and only if 𝒙 𝒕 = 𝜹 𝒕 then 𝒚 𝒕 = 𝒉 𝒕
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Digital Image Processing, 3rd ed.
Gonzalez & Woods
[Link].c
Just remove this to make
om it more simple
Chapter 10
Image Segmentation
© 1992–2008 R. C. Gonzalez & R. E. Woods
Digital Image Processing, 3rd ed.
Gonzalez & Woods
▪ Response of CT-LTI system [Link].c
om
Chapter 10
Image Segmentation
x ( 0 ) hˆ0 ( t ) → x ( 0 ) hˆ ( t − 0 )
x ( k ) hˆk ( t ) → x ( k ) hˆ ( t − k )
© 1992–2008 R. C. Gonzalez & R. E. Woods
Digital Image Processing, 3rd ed.
Gonzalez & Woods
[Link].c
Linear Time Invariance (LTI) om
Chapter 10
Image
LTISegmentation
𝛿 𝑡 ℎ 𝑡
– Time invariance property:
𝛿 𝑡 − 𝑡0 LTI ℎ 𝑡 − 𝑡0
– Scaling Property:
𝑎𝛿 𝑡−1 LTI 𝑎ℎ 𝑡−1
– Time invariance and Scaling Property:
𝑥 1 𝛿 𝑡−1 LTI 𝑥 1 ℎ𝑥 𝑡 − 1
– Time invariance, Scaling, and Additive Property or LTI property:
𝑥 1 𝛿 𝑡−1 +𝑥 2 𝛿 𝑡−2 LTI 𝑥 1 ℎ𝑥 𝑡 − 1 + 𝑥 2 ℎ𝑥 𝑡 − 2
+∞ +∞
𝑦 𝑡
𝑥 𝑡
න 𝑥 𝜏 𝛿 𝑡 − 𝜏 𝑑𝜏 LTI න 𝑥 𝜏 ℎ 𝑡 − 𝜏 𝑑𝜏
−∞ −∞
© 1992–2008 R. C. Gonzalez & R. E. Woods
Digital Image Processing, 3rd ed.
Gonzalez & Woods
▪ Response of CT-LTI system [Link].c
om
Chapter 10
Image Segmentation
© 1992–2008 R. C. Gonzalez & R. E. Woods
Digital Image Processing, 3rd ed.
Gonzalez & Woods
◼ Convolution-Integral [Link].c
om
Chapter 10
𝒌∆ (𝒕) denote the response of an CT-LTI system to the input 𝛿∆ (𝑡 − 𝑘∆).
◼ Let 𝒉
Image Segmentation
Then, from the superposition property for continuous-time linear systems:
yˆ ( t ) = x ( k ) hˆ ( t − k ) yˆ ( t ) = x ( k ) hˆ ( t − k )
k =−
k =−
y ( t ) = lim
→
x ( k ) hˆk ( t ) yˆ ( t ) = lim
→
x ( k ) hˆ ( t − k )
k =−
k =−
y (t ) = x ( ) h ( t ) d y (t ) = x ( ) h ( t − ) d
− −
© 1992–2008 R. C. Gonzalez & R. E. Woods
Convolution-Integral Representation (CT-LTI)
◼ Convolution-Integral (summary)
◼ The expression (given below) referred to as the convolution integral or the
superposition integral, is the CT counterpart of the convolution sum of DT
and corresponds to the representation of a CT LTI system in terms of its
response to a unit impulse.
y (t ) = x ( ) h ( t − ) d
−
◼ The convolution of two signals 𝒙(𝒕) and 𝒉(𝒕) will be represented
symbolically as
y (t ) = x (t ) h (t )
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Digital Image Processing, 3rd ed.
Gonzalez & Woods
[Link].c
Example-02: Let 𝒙(𝒕) be the inputomto an LTI system with unit impulse
Chapter 10
response 𝒉(𝒕), where
Image Segmentation
x ( t ) = e − at u ( t )
x ( t ) = e − at u ( t ) , a0
h (t ) = u (t )
x ( ) = e − a u ( )
Solution:
y (t ) = x (t ) h (t ) h (t ) = u (t )
y (t ) = x ( ) h ( t − ) d h (t − ) = u (t − )
−
y (t ) = u ( ) u ( t − ) d
e − a
−
y (t ) = u ( ) u ( − + t ) d
e − a
−
© 1992–2008 R. C. Gonzalez & R. E. Woods
Digital Image Processing, 3rd ed.
Gonzalez & Woods
[Link].c
Example-02: Let 𝒙(𝒕) be the inputomto an LTI system with unit impulse
Chapter 10
response 𝒉(𝒕), where
Image Segmentation
x ( t ) = e − at u ( t ) , a0
h (t ) = u (t )
Solution:
y (t ) = x (t ) h (t )
y (t ) = x ( ) h ( t − ) d
−
© 1992–2008 R. C. Gonzalez & R. E. Woods
Digital Image Processing, 3rd ed.
Gonzalez & Woods
Solution: [Link].c
om
Chapter 10
Image Segmentation
y (t ) = x ( ) h ( t − ) d
−
© 1992–2008 R. C. Gonzalez & R. E. Woods
Digital Image Processing, 3rd ed.
Gonzalez & Woods
Solution: [Link].c
om
Chapter 10
Image Segmentation
Zero
0, otherwise
x ( ) h ( t − ) − a
e , 0 t
x ( ) h ( t − ) e − a u ( )u ( t − )
© 1992–2008 R. C. Gonzalez & R. E. Woods
Digital Image Processing, 3rd ed.
Gonzalez & Woods
Solution: [Link].c
om
Chapter 10
y (t ) = x ( ) h ( t − Image
) d Segmentation
−
y (t ) = u ( ) u ( t − ) d
e − a
−
t
y ( t ) = e − a (1) (1) d
0
t
1 − a
y (t ) = − e
a 0
y (t ) =
1
a
(1 − e − at ) u ( t )
© 1992–2008 R. C. Gonzalez & R. E. Woods
Digital Image Processing, 3rd ed.
Gonzalez & Woods
◼ Convolution Comparison [Link].c
om
Chapter 10
Image Segmentation
Convolution sum Convolution integral
(for DT-LTI systems) (for CT-LTI systems)
+
x n = x k n − k x (t ) = x ( ) ( t − ) d
k =− −
y n = x k h n − k y (t ) = x ( ) h ( t − ) d
k =− −
y n = x n h n y (t ) = x (t ) h (t )
© 1992–2008 R. C. Gonzalez & R. E. Woods
Convolution-sum Representation (DT-LTI)
◼ Example 2.8: Let 𝒙(𝒕) be the input to an LTI system with unit impulse
response 𝒉(𝒕), where
x ( t ) = e 2t u ( −t ) ,
h ( t ) = u ( t − 3) .
Solution: ~Try yourself~ 22
Digital Image Processing, 3rd ed.
Gonzalez & Woods
[Link].c
Solution: om
Chapter 10
Image Segmentation
t −3 2 0 2
y ( t ) = e d , − t − 3 y ( t ) = e d , − 0
− −
© 1992–2008 R. C. Gonzalez & R. E. Woods
Digital Image Processing, 3rd ed.
Gonzalez & Woods
Solution: [Link].c
om
Chapter 10
Image Segmentation
t −3 2
e d , − t − 3
−
y (t ) = 0 ,
e 2 d ,
− 0
−
1 2( t − 3)
2 e , − t − 3
y (t ) =
1, − 0
2
© 1992–2008 R. C. Gonzalez & R. E. Woods
Acknowledgement
◼ The slides are prepared based on the following textbook:
◼ Chapter # 2, Discrete-Time Signal Processing
by Alan V. Oppenheim, Ronald W. Schafer & John R. Buck. 2nd Edition,
Pearson Education - Prentice Hall, 1999
◼ Reading Assignment :2.1.1,2.1.2,
◼ Special thanks to
◼ Prof. Dr. Muhammad Shehzad Hanif