1.

Impulse Response Models for LTI Systems

Definition of impulse response model g(n):

{δ(n)} Time Invariant {g(n)}
System

For an arbitrary input {u(n)}, output {y(n)} of

LTI system with zero initial state is given by:
∞
X
y(n) = u(k)g(n − k)
k=−∞
All possible combinations such that the sum of argu-
ments is equal to n
Digital Control 1 Kannan M. Moudgalya, Autumn 2007
2. Importance of Impulse Response Models

• Impulse response has all information about LTI sys-

tem
• Given impulse response, can determine output due
to any arbitrary input

Digital Control 2 Kannan M. Moudgalya, Autumn 2007

3. Step Response, Relation with Impulse Response

The unit step response of an LTI system at zero ini-

tial state {s(n)} is the output when {u(n)} =
{1(n)}:
X∞
s(n) = 1(k)g(n − k)
k=−∞
Apply the meaning of 1(k):
X∞
= g(n − k)
k=0
• This shows that the step response is the sum of
impulse response.
Digital Control 3 Kannan M. Moudgalya, Autumn 2007
4. Relation between Step and Impulse Responses

• We can also get impulse response from step re-

sponse.

δ(n) = 1(n) − 1(n − 1)

Using linearity and time invariance properties,
g(n) = s(n) − s(n − 1)

Digital Control 4 Kannan M. Moudgalya, Autumn 2007

5. Causality of LTI Systems

• If output depends only on past inputs, called causal

• If output depends on future inputs, not causal
• For LTI causal systems, g(n) = 0 for n < 0
– Initial state is zero
– No input until n = 0 - impulse input
– So, impulse response can begin only from n = 0
• Signal {u(n)} is causal if u(k) = 0 for k < 0

Digital Control 5 Kannan M. Moudgalya, Autumn 2007

6. Output of Causal Systems to Causal Signals

• Impulse response g(n), input u(n) are causal:

∞
X
y(n) = u(k)g(n − k)
k=−∞
X∞
= u(k)g(n − k) (u(k) = 0 ∀k < 0)
k=0
Xn
= u(k)g(n − k) (g(k) = 0 ∀k < 0)
k=0

Digital Control 6 Kannan M. Moudgalya, Autumn 2007

7. Convolution Theorems

Convolution is Commutative:
u(n) ∗ g(n) = g(n) ∗ u(n)
Convolution is Associative:
u(n) ∗ (g1(n) ∗ g2(n)) = (u(n) ∗ g1(n)) ∗ g2(n)

Convolution Distributes over Addition:

u(n) ∗ (g1(n) + g2(n)) = u(n) ∗ g1(n) + u(n)

g1 (n)
u(n) y2 (n)
+
u(n) y1(n)
g1 (n) + g2 (n) g2 (n)

Digital Control 7 Kannan M. Moudgalya, Autumn 2007

8. External (BIBO) Stability of LTI Systems

If every Bounded Input produces Bounded Output,

• system is externally stable
• equivalently, system is BIBO stable
X∞
|g(n)| < ∞ ⇔ BIBO Stability
n=−∞
• Don’t care about what unbounded input does...

Digital Control 8 Kannan M. Moudgalya, Autumn 2007

9. Recall convolution example
∞
X
{y(n)} = u(k){g(n − k)}
k=−∞
{g(n)} = {1, 2, 3}, {u(n)} = {4, 5, 6}
g, u start at n = 0. They are zero for n < 0.
y(0) = u(0)g(0) = 4
y(1) = u(0)g(1) + u(1)g(0) = 13
y(2) = u(0)g(2) + u(1)g(1) + u(2)g(0) = 28
y(3) = u(1)g(2) + u(2)g(1) = 27
y(4) = u(2)g(2) = 18
All other terms that don’t appear above are zero.
Digital Control 9 Kannan M. Moudgalya, Autumn 2007
10. Polynomial Calculation ≡ Convolution

Also carryout multiplication:

(u(0)+u(1)z −1+u(2)z −2)×(g(0)+g(1)z −1+g(2)z −2) =

u(0)g(0)+
(u(0)g(1) + u(1)g(0))z −1+
(u(0)g(2) + u(1)g(1) + u(2)g(0))z −2+
(u(1)g(2) + u(2)g(1))z −3+
• z a position marker - coeff. of z −i at ith instant
• u(0)+u(1)z −1 +u(2)z −2 - a way of represent-
ing a sequence with three terms: {u(0), u(1), u(2)}
• Even if large no. of terms, can get compact form
Digital Control 10 Kannan M. Moudgalya, Autumn 2007
11. Definition of Z-transform

Z-transform of a sequence {u(n)}, denoted by U (z),

is defined as:
∞
u(n)z −n
X
U (z) =
n=−∞
where z is such that there is absolute convergence.
That is, z should be chosen so as to satisfy
∞
|u(n)z −n| < ∞
X

n=−∞

Digital Control 11 Kannan M. Moudgalya, Autumn 2007

12. Important properties of transfer functions

Given a causal, BIBO stable system with impulse re-

sponse g(n)
• Z-transform of g(n), namely G(z), will have poles
inside unit circle
g(n) is a causal sequence
N (z)
• G(z) = D(z) with
– N (z) is a polynomial of degree n
– D(Z) is a polynomial of degree m
•n ≤ m
Digital Control 12 Kannan M. Moudgalya, Autumn 2007
13. Z-transform Theorems - Linearity

Given the following Z-transform pairs,

u1(n) ↔ U1(z), u2(n) ↔ U2(z),
the following relation, with arbitrary α, β, holds:
Z [α{u1(n)} + β{u2(n)}] = αU1(z) + βU2(z)

Digital Control 13 Kannan M. Moudgalya, Autumn 2007

14. Example 1 - Linearity
Find the Z-transform of
u1(n) = δ(n) − 3δ(n − 2):
∞ ∞
δ(n)z −n − 3 δ(n − 2)z −n
X X
U1(z) =
n=−∞ n=−∞
= 1 − 3z −2 ∀z −1 finite

Digital Control 14 Kannan M. Moudgalya, Autumn 2007

15. Z-transform - Shifting
∞
u(n + d)z −n
X
Z [u(n + d)] =
n=−∞
∞
= zd u(n + d)z −(n+d)
X

n=−∞
= z dU (z)

Digital Control 15 Kannan M. Moudgalya, Autumn 2007

16. Z-transform - Shifting

Example:

If
{u(n)} ↔ U (z),
then
{u(n + 3)} ↔ z 3U (z)
{u(n − 2)} ↔ z −2U (z)

Digital Control 16 Kannan M. Moudgalya, Autumn 2007

17. Initial value, theorem for causal signals

lim U (z) = u(0)

z→∞

Digital Control 17 Kannan M. Moudgalya, Autumn 2007

18. Final value theorem for causal signals
• Under the conditions
– U (z) converges for all |z| > 1,
– if all poles of U (z)(1 − z −1) are inside unit
circle,
lim u(k) = lim (1 − z −1)U (z)
k→∞ z→1

Digital Control 18 Kannan M. Moudgalya, Autumn 2007

19. Examples for Final Value Theorem

Using the final value theorem, find the steady state

value of (0.5n − 0.5)1(n) and verify.
n z 0.5z
(0.5 − 0.5)1(n) ↔ − |z| > 1
z − 0.5 z−1
lim LHS = −0.5
n→∞
0.5z
lim (z − 1)RHS = − lim (z − 1)
z→1 z→1 z − 1
= −0.5

Digital Control 19 Kannan M. Moudgalya, Autumn 2007

20. Examples for Final Value Theorem

Is it possible to use the final value theorem on 2n1(n)?

n z
2 1(n) ↔ |z| > 2
z−2
• Since RHS is valid only for |z| > 2, the theorem
cannot even be applied.
• In the LHS also, there is a pole outside the unit cir-
cle thereby violating the conditions of the theorem.

Digital Control 20 Kannan M. Moudgalya, Autumn 2007

21. Z-transform of Convolution

If
u(n) ↔ U (z)
g(n) ↔ G(z)
then,
g(n) ∗ u(n) ↔ G(z)U (z)
Recall the motivation slide for Z-transform.

Digital Control 21 Kannan M. Moudgalya, Autumn 2007

22. Z-transform of Discrete State Space Systems

x(n + 1) = Ax(n) + Bu(n) x(0) = x0

Invalid for n = −1:
x(0) = Ax(−1) + Bu(−1) = 0 6= x0
The fact that it is not valid for n < 0 is not explicitly
stated. But if we write it as
x(n + 1) = Ax(n) + Bu(n) + δ(n + 1)x0
and assume initial rest,
all variables are zero until n = 0, problem is solved.

Digital Control 22 Kannan M. Moudgalya, Autumn 2007

23. Z-transform of Discrete State Space Systems
Z-transform of x(n + 1) = Ax(n) + Bu(n) + δ(n + 1)x0
gives
zX(z) = AX(z) + BU (z) + x0z
(zI − A)X(z) = BU (z) + x0z
X(z) = (zI − A)−1BU (z) + z(zI − A)−1x0
Z-transform of y(n) = Cx(n) + Du(n) is
Y (z) = CX(z) + DU (z)
= C(zI − A)−1BU (z) + DU (z) + C(zI − A)−1zx(0)
= [C(zI − A)−1B + D]U (z) + C(zI − A)−1zx(0)

Digital Control 23 Kannan M. Moudgalya, Autumn 2007

 24. Finding Transfer Function - an Example
Find the transfer function of
1 0 0.02
   
A= , B=
0.19801 0.9802 0.001987
C = 0 1 , D = 0,
 

G = c(zI − A)−1B
−1 
z−1 0 0.02
 
= 0 1
 
−0.19801 z − 0.9802 0.001987
0 1
 
z − 0.9802 0 0.02
  
=
(z − 1)(z − 0.9802) 0.19801 z − 1 0.001987

Digital Control 24 Kannan M. Moudgalya, Autumn 2007

25. Finding Transfer Function - an Example

0 1
 
z − 0.9802 0 0.02
  
G=
(z− 1)(z − 0.9802) 0.19801 z − 1 0.001987
0.19801 z − 1
 
0.02

=
(z − 1)(z − 0.9802) 0.001987
0.001987z + 0.0019732
=
(z − 1)(z − 0.9802)
z + 0.9931
= 0.001987
(z − 1)(z − 0.9802)

Digital Control 25 Kannan M. Moudgalya, Autumn 2007

 26. Finding Transfer Function - an Example

1 / / U p d a t e d ( 1 8 − 7 − 0 7 )

2 / / 4 . 4

4 F = [ 0 0 ; 1 −0.1]; G = [ 0 . 1 ; 0 ] ;
5 C = [0 1 ] ; dt = 0 . 2 ;
6 sys = syslin ( ’ c ’ ,F ,G,C ) ;
7 s y s d = dscr ( s y s , d t ) ;
8 H = ss2tf ( sysd ) ;

Digital Control 26 Kannan M. Moudgalya, Autumn 2007