CHAPTER

Time Domain
of
2Representation
Linear Time
Invariant (LTI)
Systems.

2.0 Time Domain

Representation of Linear
Time
Invariant (LTI)
2.1
Introduction.
System.
2.2
LTI System Properties.
2.3 Convolution Sum.
2.4 Convolution Integral.
2.5 Interconnection of LTI System.
2.6 LTI System Properties and Impulse
Response.
2.7 The Step Response.
2.8 Solving Differential & Difference
Equation.
2.9
Characteristics of system natural
and forced

2.1 Introduction.
Learning Outcome:
Examine several methods for describing the
relationship between the input and the output signals
of LTI system.
(1) Impulse Response.
(2) Linear Constant-Coefficient Differential.
(3) Block Diagram.

2.2 LTI System

If we know the response of the LTI system to some
Properties.
inputs, we actually know the response to many
input.
(1) Commutative Property.

y t x t * h t h t * x t
4

Contd
(2) Distributive Property.

y t x t * h1 t h2 t

y t x t * h1 t x t * h2 t
5

Contd
(3) Associative Property.

y t x t * h1 t * h2 t
y t x t * h1 t * h2 t
6

2.3 Convolution Sum.

x[n] is a signal as a weighted sum of basis function;

time-shift version of the unit impulse signal. x[k]

represents a specific value of the signal x[n] at time

k.

x n

x k n k

The output of the LTI system y[n] is given by a

y n

k
x k h n of
sum

weighted
time-shifted impulse response.
h[n] is the impulse response of LTI system H.
k

The convolution of two

* h n x k hsignals
x ndiscrete-time
n k y[n ]

and h[n] is denoted as

Contd

Figure 2.1: Graphical example illustrating the

representation of a signal x[n] as a weighted sum of
time-shifted impulses.

Contd

y n x n * h n

x k h n k

Steps for Convolution Computation.

Step 1:
Plot x and h versus k since the
1
convolution sum is on k.
Step 2:
around the vertical axis to obtain
2 Flipx k h[k]
h

h [- k].
m

Step 3:
3 Shift h [-k] by n to obtain h [n- k].
Step 4:
4 Multiply to obtain x[k] h[n- k].
Step 5:
5 Sum on k to compute
9

Example 2.1: Convolution Sum.

For the figure below, compute the convolution, y[n].

Figure 2.2a: Illustration of the convolution sum. (a) LTI

system with impulse response h[n] and input x[n],
producing y[n] and yet to be determined.

10

Solution:

.
Figure 2.2b: The decomposition of the input x[n] into a
weighted sum of time-shifted impulses results in an
output y[n] given by a weighted sum of time-shifted

11

Example 2.2: Convolution.

The LTI h[n] having an impulse response of

2, n 0
3, n 1

x n

2, n 2
0, Otherwise

1, n 1

h n

and the input

2, n 0
0, Otherwise

Solution:

Details: Explained in class.

.

12

Example 2.3: Convolution.

The LTI h[n] having an impulse response of

n

3
h n u n
4

x n u n u n 6

and the input

Find the convolution of, y[n]=x[n]*h[n].

Solution:

13

In Class Exercise.

x n u n u n 6

14

2.3.1 Convolution Sum

Evaluation
Procedure.
An alternative approach
to evaluating the

convolution sum.
Recall, the Convolution Sum is expressed as;
wn k x k h n k

y n

x k h n k

define an intermediate signal as;

so,

y n

w k

Time shift n determines the time at which we

evaluated the output of the system.

The above formula is the simplified version of

15

Example 2.4: Convolution Sum Evaluating

by using an Intermediate Signal.
n

h
n

u n
response
4

Consider a system with impulse

Use the equation below to determine the output of the
system at times n=-5, n =5, and n =10 when the input
is x[n]=u[n].

Solution:
In Figure 2.3 below x[k] is superimposed on the
3time-shifted

reflectedh nand
impulse response h[n-k].
,k n

k
nk

, otherwise

3
For n=-5, we have w-5[k]=0.
,0This
k 5 result in y[-5]=0.

w5 k 4
, otherwise

For n=5, we have

0

5k

The result is in Figure 2.3(c).

16

Contd

4

3
y 5 3
4 k 0
5 5

For n=10, we have

5 1
3
3

3.288
4 1 4

3
3 10 k
,0 k 10

w10 k 4
, otherwise

3
The result is in Figure 2.3(d).
y10
4

4

3

10 10

k 0

10 1
3
3

4 1 4

3

11

3.831

Note: for n<0, wk[n]=0, because no overlap occur.

17

Contd

Figure 2.3: (a) The input signal x[k] above the reflected
and time-shifted impulse response h[n k], depicted as a
function of k.
(b) The product signal w5[k] used to evaluate y [5].
(c) The product signal w5[k] used to evaluate y[5]. (d) The
18
product signal w10[k] used to evaluate y[10].

2.4 Convolution Integral.

Derivation of

Convolution Integral.
(a) The operator xH
t x t d
denotes the system in

y t H x t H x t d

which the x(t) is applied.

x H t d

(b) Use the linearity x h t d

property.

(c) Define impulse

response as unit impulse
input.
19

Contd
The time invariance implies that a time-shifted

impulse input result in a time shift impulse

response output as in Figure 2.4 below.
y t

x h t d

x t * h t

x h t d .

where h t H t

Figure 2.4: (a) Impulse response of an LTI system H. (b) The

output of an LTI system to a time-shifted and amplitudescaled impulse is a time-shifted and amplitude-scaled
20
impulse response.

Contd
To compute the superposition integral
y n x n * h n

x h t

Step for Convolution Integral Computation.

Step 1:
Plot x and h versus since the convolution
1
sum is on .
Step 2:
2 Flip h( around the vertical axis to obtain h(-.

x h t

Step 3:
3 Shift h() by t to obtain h(t-).
Step 4:
4 Multiply to obtain x() h(t-).
Step 5:
5 Integrate on to compute
Step 6:
6 Increase and repeat Step 3-6.
21

Example 2.5: Convolution Integral.

Given a RC circuit below (RC=1s). Use convolution

to determine the voltage across the capacitor y(t).
Input voltage x(t)=u(t)-u(t-2).

Solution:
y(t)=x(t)*h(t)
- capacitor start
charging at t=0
and discharging
at t=2.

t
b

22

Contd

23

Contd

24

2.5 Interconnection of LTI

The objective of this section is to develop the
System.
relationship between the impulse response of
an interconnection of LTI systems and impulse
response of the constituent systems.
2.5.1 Parallel Connection of LTI System.
2.5.2 Cascade Connection of LTI System.

25

2.5.1 Parallel Connection

of
LTI
Systems.
Two
LTI systems
with impulse response h (t) and
1

h2(t) connected in parallel, as in Figure 2.5

below.

Figure 2.5: Interconnection of two LTI systems.

(a) Parallel connection of two systems. (b) Equivalent system.

Derivation;

y t y1 t y2 t

x t * h1 t x t * h2 t
26

Contd

y t

x h t d x h t d
1

y t

x h t h t
1

x h t

Where h(t) = h1(t)+h2(t). x t * h t

The impulse response of the overall system

x t * h t x t * h t x t * h t h t
represented
by the two LTI systems connected in
parallel is the sum of their individual impulse
response.
response
Distributive property of convolution (CT and DT),
1

x t * h1 t x t * h2 t x t * h1 t h2 t
27

2.5.2 Cascade Connection

ofTheSystems.

impulse response an equivalent system

representing two LTI systems connected in cascade
is the convolution of their individual impulse
responses.
responses

Figure 2.6: Interconnection of two LTI systems. (a) Cascade

connection of two systems. (b) Equivalent system. (c)
Equivalent system: Interchange system order.
28

Contd

Derivation;

29

Contd

30

Contd

31

Contd
Continuous Time
Associative properties

x t * h1 t * h2 x t * h1 t * h2 t
Commutative properties. It is often used to

h t * h t h t *h t
simplify the evaluation or interpretation
of the
convolution integral.
1

Discrete Time
Associative properties
x t * h1 t * h2 x t * h1 t * h2 t
h1 t * h2 t h2 t * h1 t

Commutative properties.
32

Example 2.6: Equivalent System to Four

Interconnected System.
The interconnected of four LTI system is shown in
figure below. Given the impulse response of the
system,
h1[n]=u[n]
h2[n]=u[n+2]- u[n]
h3[n]=[n-2] and h4[n]=anu[n]
h1[n]=u[n]
Find the impulse response of the overall system.

Solution:
h[n]=(h1[n]+h2[n])*h3[n]-h4 [n],
Substitute the specific form of h1[n] and h2[n] to
obtain.
h12[n]=u[n]+u[n+2]-u[n]

33

Contd
Convolving h12[n] with h3[n].
h123 [n]= u[n]+u[n+2]*[n]
= u[n]
Finally, we sum h123[n] and -h4[n] to obtain the
overall impulse response:
h[n]= {1- n}u[n].

Figure 2.7 : Interconnection of systems.

34

2.6 Relations between LTI

System
Properties
and
The impulse response characterized the input
Impulse
output behaviorResponse.
of an LTI system. Below are the

properties of the system that relates to the impulse

response.
2.6.1 Memoryless LTI Systems.
2.6.2 Causal LTI Systems.
2.6.3 Stable LTI Systems.
2.6.2 Invertible LTI Systems.

35

2.6.1 Memoryless LTI

The output of a memoryless system depends only
Systems.
on the present input.
Continuous Time;

Discrete Time;

36

2.6.2 Causal LTI Systems.

The output of a causal system depends only on the

past input.
Continuous Time;

Discrete Time;

37

2.6.3 Stable LTI Systems.

Bounded Input Bounded Output (BIBO) stable

system.
Discrete Time: absolute summability of the

impulse response.

Continuous Time;

38

2.6.4 Invertible System

and
Deconvolution.
Deconvolution
is the process of recovering x(t)
from h(t)*x(t).

An exact inverse system may be difficult to find

or implement. Determination of an approximate

solution is often sufficient.

39

Figure 2.8: Cascade of LTI system with impulse response h(t)

2.7 Step Response.

Step response is defined as output due to a unit

step input signal.

s n

h k

Step response s[t] of the discrete time is the

t

running sum of the impulse

s t response.
h d

Step response s(t) of the continuous time system

is the running integral of the impulse response.

Step response can be inverted to express in term of
h n s n s n 1
impulse response.
h t

d
s t
dt

40

Example 2.7: RC Circuit of Step

Response.
The impulse response of1the tRC circuit is,
h t
e RC u t
RC
Find the step response of the circuit.

Solution:
The step represented a switch that turns on a
constant voltage source at time t=0. We expect the
capacitor voltage to increase toward the value of the
t

source in an exponential
manner.

s t

RC

RC

u d

41

Contd

We simplify the integral to get

0,

s t

t0

1
e RC u d ,

RC

0, t 0

1 e

RC

, t0

Figure 2.9: RC circuit step response for RC = 1 s.

.
42

2.8 Solving Differential and

Difference
Equation.
The output of Differential and Difference Equation
can be described as the sum of two components;
(1) Homogeneous Solution y(h).
(2) Particular Solution y(p).
The complete solution is y = y(h) + y(p)
**Note: ( ) and [ ] are omit when referring to continuous and discrete time.

43

2.8.1 Homogeneous
Homogeneous form of difference and differential
Solution.
equation is obtained by setting all the terms
involving the input to zero.
Continuous-time System
N
Solution of homogeneous
d k equation
(h)

a
k 0

a r
k 0

dt

t 0

t ci e r t
i

i 1

Equation (1)

Where the r1 are the N roots of the systems

characteristic equation
44

Contd

Discrete-time System
Solution of homogeneous equation
d k (h)
ak k y n k 0

dt
k 0
N

a r
k 0

N k

n ci ri n

Equation (2)

i 1

Where the r1 are the N roots of the systems

characteristic equation

Substitution of equation (2) into the homogeneous

equation results in y(h)[t] is a solution for any set of 45
constant c . Note the CT and DT characteristic

2.9 Characteristics of systems :

natural and forced response.
2.9.1 Natural Response
Is the system output for zero input thus describes
the manner in
which the system dissipates any stored energy or
memory of the
past represented by non-zero initial conditions.
The natural response assumes zero input, it is
obtained from the
homogenous solution in Equation (1) and (2).
Does not involve a particular solution.

46

2.9.1 Forced Response

Is the system output due to the input signal
assuming zero initial conditions.
The forced response is the same form as complete
solution of the differential or difference equation.
A system with zero initial conditions is said to be at
rest, since there is no stored energy or memory in
the system.
The forced response describes the system behavior
that is forced by the input when the system is at
rest.
The forced response depends on particular solution,
which is valid only for times t>0 or n>0.
47

Example 2.9: Forced Response.

The system is describe by the first order recursive
system,
1
y n y n 1 x n
4

Find the force response of the system if the input

x[n]=(1/2)nu[n].

Solution:
n
n
The difference between the previous
example
is the
1
1
y n 2 c1 , n 0
initial condition. Recall the complete
solution
is of the
2
4
form

y 0 x 0

1
y 1
4

To obtain c1, we translate the at-rest condition y[-1]=0

to time n=0 by noting that
n

y[0]=1+(1/4)x0, now we
for c1.

1
1
(f)
2 and
y ny[0]=1
0
, nuse
know
2
4

to solve
48

Example 2.10: Complete Response.

49


BlockDiagram
diagram is Representation.
an interconnection of elementary
Block

operations that act on the input signal.

A more detailed representation of the system than
the impulse response or differential (difference)
equation description since it describes how the
systems internal computations or operations are
ordered.
Block diagram representations consists of an
interconnection of three elementary operations on
signals;
(1) Scalar Multiplication: y(t) = cx(t) or y[n] =
cx[n] ;
c is a scalar
(2) Addition: y(t) = x(t) + w(t) or y[n] =x[n] +
w[n]
50
(3) Integration for continuous-time LTI

Contd
Block Diagram Representation.

Figure 2.10: Symbols for elementary operations in block

diagram descriptions of systems. (a) Scalar multiplication.
(b) Addition. (c) Integration for continuous-time systems
and time shifting for discrete-time systems.

51

Example of Difference Equation:

Discrete-Time System: Second Order
Difference Equation.

Figure 2.11: Block Diagram Representation of Discrete Time 52

Contd

Discrete-Time System: Second Order

Difference Equation.

Figure 2.12: Direct form II representation of an LTI system

53

2.10 State variable descriptions

of LTI systems
Consist of a series of coupled first order
differential or difference equations that describe
how the state of the system evolves and an
equation that relates the output of the system to
the current state variables and input.
These equation are written in matrix form.

54