103-2 ss02 LTI

Spring 2015
信號與系統
Signals and Systems
Chapter SS-2
Linear Time-Invariant Systems
Feng-Li Lian
NTU-EE
Feb15 – Jun15
Figures and images used in these lecture notes are adopted from
“Signals & Systems” by Alan V. Oppenheim and Alan S. Willsky, 1997
Feng-LiLian
Feng-Li Lian ©© 2015
2015
Outline NTUEE-SS2-LTI-2
 Discrete-Time Linear Time-Invariant Systems

• The convolution sum
 Continuous-Time Linear Time-Invariant Systems
• The convolution integral
 Properties of Linear Time-Invariant Systems
 Causal Linear Time-Invariant Systems
Described by Differential & Difference Equations
 Singularity Functions
h[n] h(t)
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Chapter 1 and Chapter 2 NTUEE-SS2-LTI-3
h[n] h(t)
Signals Systems






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In Section 1.5, We Introduced Unit Impulse Functions NTUEE-SS2-LTI-4
 Sample by Unit Impulse

 For x[n]  More generally,
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DT LTI Systems: Convolution Sum NTUEE-SS2-LTI-5
 Representation of
DT Signals by Impulses:
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 Representation of DT Signals by Impulses:

 More generally,
• The sifting property of the DT unit impulse

• x[n] = a superposition of scaled versions of
shifted unit impulses δ[n-k]
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 DT Unit Impulse Response & Convolution Sum:

Linear System
Linear System
Linear System
Linear System
Linear System
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 DT Unit Impulse Response & Convolution Sum:

Linear System
Linear System
Linear System
Linear System
…
Linear System
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Linear System
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 If the linear system (L) is also time-invariant (TI)
Linear System
Linear System
L & TI
L & TI
 Then,
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 Hence, for an LTI system,
• Known as the convolution of x[n] & h[n]

• Referred as the convolution sum or superposition sum
 Symbolically,
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LTI LTI
 Example 2.1m:
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 Example 2.2m: LTI

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 Example 2.2m:
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 Example 2.1o: LTI

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 Example 2.2o: LTI
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 Example 2.2o:
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 Example 2.2o:
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 Example 2.3:
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 Example 2.3:
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 Example 2.3:
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 Example 2.4:
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LTI
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 Example 2.5: LTI

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DT LTI Systems: Matrix Representation of Convolution Sum NTUEE-SS2-LTI-27
 For an LTI system,
 The convolution of finite-duration discrete-time signals

may be expressed as the product of a matrix and a vector.
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DT LTI Systems: Matrix Representation of Convolution Sum NTUEE-SS2-LTI-28
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CT LTI Systems: Convolution Integral NTUEE-SS2-LTI-30
 Representation of CT Signals by Impulses:

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 Representation of CT Signals by Impulses:
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 Graphical interpretation:
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 CT Impulse Response & Convolution Integral:

Linear System
Linear System
Linear System
Linear System
…
Linear System
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 CT Impulse Response & Convolution Integral:

Linear System
Linear System
Linear System
Linear System
…
Linear System
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Linear
System
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 CT Unit Impulse Response & Convolution Integral:
Linear System
Linear System
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 If the linear system (L) is also time-invariant (TI)

• Then, LTI
 Hence, for an LTI system,
• Known as the convolution of x(t) & h(t)

• Referred as the convolution integral
or the superposition integral
 Symbolically,
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 Example 2.6:
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 Example 2.7:
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 Example 2.8:
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Convolution Sum and Integral NTUEE-SS2-LTI-41
 Signal and System:
LTI: h(t)
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Properties of LTI Systems NTUEE-SS2-LTI-43
 Convolution Sum & Integral of LTI Systems:
h[n]
h(t)
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 Properties of LTI Systems
1. Commutative property
2. Distributive property
3. Associative property
4. With or without memory h[n]
5. Invertibility h(t)
6. Causality
7. Stability
8. Unit step response

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 Commutative Property:
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 Distributive Property:
h1[n]
h1[n]+h2[n] +
h2[n]
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 Distributive Property:
h[n]
+ h[n] +
h[n]
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 Example 2.10
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 Associative Property:
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In Section 1.6.1: Basic System Properties NTUEE-SS2-LTI-51
 Systems with or without memory

 Memoryless systems
• Output depends only on the input at that same time
(resistor)
 Systems with memory
(accumulator)
(delay)
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 Memoryless:
• A DT LTI system is memoryless if
• The impulse response:
• From the convolution sum:
• Similarly, for CT LTI system:

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 Invertibility & Inverse Systems

 Invertible systems
• Distinct inputs lead to distinct outputs
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 Invertibility:
h1(t) h2(t)
Identity System δ(t)

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 Example 2.11: Pure time shift
h1(t) h2(t)
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 Example 2.12
h1[n] h2[n]
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 Causality:
• The output of a causal system
depends only on
the present and past values of the input to the system
• Specifically, y[n] must not depend on x[k], for k > n
• It implies that the system is initially rest
• A CT LTI system is causal if
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 Convolution Sum & Integral

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 Stability
 Stable systems
• Small inputs lead to responses that do not diverge
• Every bounded input excites a bounded output
– Bounded-input bounded-output stable (BIBO stable)
– For all |x(t)| < a, then |y(t)| < b, for all t
• Balance in a bank account?
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 Stability:
• A system is stable
if every bounded input produces a bounded output
Stable LTI
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 Stability:
• For CT LTI stable system:
Stable LTI
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 Example 2.13: Pure time shift

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 Example 2.13: Accumulator
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 Unit Impulse and Step Responses:

• For an LTI system, its unit impulse response is:
DT LTI CT LTI
• Its unit step response is:
DT LTI CT LTI
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4. With or without memory
5. Invertibility
6. Causality
7. Stability
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Singularity Functions NTUEE-SS2-LTI-66
• CT unit impulse function is one of singularity functions
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 Example 2.16
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 Example 2.16
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 Defining the Unit Impulse through Convolution:

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 Unit Doublets of Derivative Operation:
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 Unit Doublets of Derivative Operation:

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 Unit Doublets of Integration Operation:
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 In Summary
…
…
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5. Invertibility
6. Causality
7. Stability
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Causal LTI Systems by Difference & Differential Equations NTUEE-SS2-LTI-80
 Linear Constant-Coefficient Differential Equations

• e.x., RC circuit
RC Circuit
• Provide an implicit specification of the system

• You have learned how to solve the equation in Diff Eqn
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 Linear Constant-Coefficient Differential Equations

• For a general CT LTI system, with N-th order,
CT LTI
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 Linear Constant-Coefficient Difference Equations

• For a general DT LTI system, with N-th order,
DT LTI
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 Recursive Equation:
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 For example, Example 2.15 LTI

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 Nonrecursive Equation:
• When N = 0,
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 Block Diagram Representations:

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 Example 9.30 (pp.711)  Example 10.30 (pp.786)
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Chapter 2: Linear Time-Invariant Systems NTUEE-SS2-LTI-90


5. Invertibility
6. Causality
7. Stability

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Flowchart NTUEE-SS2-LTI-91
Signals & Systems (Chap 1) LTI & Convolution (Chap 2)
Bounded/Convergent
Periodic Aperiodic
CT CT (Chap 4)
FS DT FT
(Chap 3) DT (Chap 5)
Unbounded/Non-convergent
LT CT (Chap 9)
zT DT (Chap 10)
Time-Frequency (Chap 6) Communication (Chap 8)
CT-DT (Chap 7) Control (Chap 11)

103-2 ss02 LTI

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Spring 2015

 Discrete-Time Linear Time-Invariant Systems

 Sample by Unit Impulse

 Representation of DT Signals by Impulses:

• The sifting property of the DT unit impulse

 DT Unit Impulse Response & Convolution Sum:

 DT Unit Impulse Response & Convolution Sum:

 If the linear system (L) is also time-invariant (TI)

 Hence, for an LTI system,

• Known as the convolution of x[n] & h[n]

 Example 2.2m: LTI

 Example 2.1o: LTI

 Example 2.2o: LTI

 Example 2.5: LTI

 For an LTI system,

 The convolution of finite-duration discrete-time signals

 Discrete-Time Linear Time-Invariant Systems

 Continuous-Time Linear Time-Invariant Systems

 Representation of CT Signals by Impulses:

 Representation of CT Signals by Impulses:

 CT Impulse Response & Convolution Integral:

 CT Impulse Response & Convolution Integral:

 CT Unit Impulse Response & Convolution Integral:

 If the linear system (L) is also time-invariant (TI)

 Hence, for an LTI system,

• Known as the convolution of x(t) & h(t)

 Signal and System:

 Discrete-Time Linear Time-Invariant Systems

 Properties of Linear Time-Invariant Systems

 Convolution Sum & Integral of LTI Systems:

 Properties of LTI Systems

4. With or without memory h[n]

8. Unit step response

 Systems with or without memory

 Systems with memory

• The impulse response:

• From the convolution sum:

• Similarly, for CT LTI system:

 Invertibility & Inverse Systems

Identity System δ(t)

 Example 2.11: Pure time shift

• Specifically, y[n] must not depend on x[k], for k > n

• It implies that the system is initially rest

• A CT LTI system is causal if

 Convolution Sum & Integral

• Balance in a bank account?

 Example 2.13: Pure time shift

 Example 2.13: Accumulator

 Unit Impulse and Step Responses:

• Its unit step response is:

 Discrete-Time Linear Time-Invariant Systems

 Defining the Unit Impulse through Convolution:

 Defining the Unit Impulse through Convolution:

 Defining the Unit Impulse through Convolution:

 Unit Doublets of Derivative Operation:

 Unit Doublets of Derivative Operation:

 Unit Doublets of Integration Operation:

 Unit Doublets of Integration Operation:

 Unit Doublets of Integration Operation:

 Discrete-Time Linear Time-Invariant Systems

 Linear Constant-Coefficient Differential Equations

• Provide an implicit specification of the system

 Linear Constant-Coefficient Differential Equations