03-Time-Domain Analysis of LTI Systems

Addis Ababa Science and Technology University
College of Electrical and Mechanical Engineering

Department of Electromechanical Engineering
Signals and Systems Analysis ( EEEg=2121)
Chapter Two
Time-Domain Analysis of LTI Systems
Time-Domain Analysis of LTI Systems
Outline
 Introduction
 The Impulse response of LTI Systems
 The Convolution Integral
 Properties of LTI Systems
 Step Response of LTI Systems
 Solving Differential Equations
Semester-I, 2018/19 2
Introduction
 An important subset of continuous-time & discrete-time systems are

systems that satisfy the linearity and time-invariance properties.
 Such systems are referred to as linear, time-invariant (LTI) systems.
 In the time domain, continuous-time LTI systems can be analyzed

using the convolution integral or a linear constant-coefficient
differential equation
 Where as, discrete-time LTI systems can analyzed using the

convolution sum or a linear constant-coefficient difference equation.
Impulse Response of LTI Systems
 The impulse response of an LTI system is the response of the

system to an impulse input signal.
 The impulse response of a continuous-time LTI system, denoted

by h(t), is defined as:
 (t )  h(t )  h(t )  T [ (t )]
 If the system is time-invariant, then we have:
h(t )  T [ (t )]  h(t   )  T [ (t   )
The Convolution Integral
 The output y(t) of a continuous-time LTI system with impulse

response h(t) and input x(t) can be obtained using the
convolution integral.
 The convolution integral is defined as:

y (t )  x(t ) * h(t )   x( )h(t   )d

The Convolution Integral……
 Given input x(t) and impulse response h(t) of a continuous-time

LTI system, the convolution integral can be evaluated
graphically by following steps.
1. Sketch the waveform for input x(τ) by changing the independent

variable from t to τ and keep the waveform for x(τ) fixed during
convolution.
2. Sketch the waveform for the impulse response h(τ) by changing

the independent variable from t to τ.
3. Reflect h(τ) about the vertical axis to obtain the time-reflected

impulse response h(-τ).
4. Shift the time-reflected impulse function h(-τ) by a selected
value of t. The resulting function represents h(t-τ).
5. Multiply function x(τ) by h(t-τ) and plot the product function
x(τ)h(t-τ).
6. Calculate the total area under the product function x(τ)h(t-τ) by
integrating it over τ = [-∞, ∞].
7. Repeat steps 4 to 6 for different values of t to obtain y(t) for all
time, -∞ ≤ t ≤ ∞.
 The convolution integral has the following properties.

i. Commutative property
x(t ) * h(t )  h(t ) * x(t )
ii. Associative property
[ x(t ) * h1 (t )] * h2 (t )  x(t ) * [h1 (t ) * h2 (t )]
iii.Distributive property
x(t ) * [h1 (t )  h2 (t )]  x(t ) * h1 (t )  x(t ) * h2 (t )
Exercise:
Determine the output y(t) of the continuous-time LTI systems

with the following pairs of input signals and impulse responses.
1 , 2t  2 1 , 2t  2
 
a. x(t )   and h(t )  
0 , otherwise 0 , otherwise
t , 0t2 1 , 0t4
 
b. x(t )   and h(t )  
0 , otherwise 0 , otherwise
c. x(t )  u (t  1) and h(t )  e 3t u (t )

Properties of LTI Systems
i. Memoryless LTI Systems

 The output of a memoryless system depends only on the
present input.
 Applying the commutative property of convolution, the output
of a continuous-time LTI system may be expressed as:
y (t )  h(t ) * x(t )

  h( ) x(t   )d

 For this system to be memoryless, y(t) must depend only on

x(t) and cannot depend on x(t-τ) for τ ≠ 0.
Properties of LTI Systems……
 This condition implies that h(τ)=0 for τ ≠ 0.
 Thus, a continuous-time LTI system is memoryless if and only if:

h(t )  A (t )
where :
A is an arbitrary constant
 All memoryless continuous-time LTI systems perform scalar

multiplication on the input.
ii. Causal LTI Systems

 The output of a causal LTI system depends only on past or
present values of the input.
 Again, write the convolution integral as:
y (t )  h(t ) * x(t )

  h( ) x(t   )d

 Past and present values of the input, x(t), x(t-1), x(t-2),…., are
associated with indices τ ≥ 0 in the convolution integral.
 Future values of the input are associated with indices τ < 0.
 In order for y(t) to depend only on past or present values of the

input, we require h(τ)=0 for τ < 0.
 Thus, a continuous-time LTI system is causal if and only if:
h(t )  0 for t  0
 For a causal continuous-time LTI system, the convolution
integral can be expressed as:

y (t )   h( ) x(t   )d
0
iii. Stable LTI Systems

 A system is bounded input-bounded output (BIBO) stable if
the output is guaranteed to be bounded for every bounded
input.
 Consider the convolution integral of a continuous-time LTI
system: 
y (t )  h(t ) * x(t )   h( ) x(t   )d


 Taking
y (t ) the
 hmagnitude 
(t ) * x(t ) of bothh(sides,

 ) x(t we
  get:
)d
 Using the Schwartz inequality, the above equation reduces to:


y (t )   h( ) x(t   ) d

 Assume that the input is bounded, i.e.,

x(t )  B x  
 Thus, the above inequality reduces to:


y (t )  B x  h( ) d

 This implies that the output is bounded, y (t )   , provided that

the impulse response is absolutely integrable.
 Thus, a continuous-time LTI system is BIBO stable if and only


if:

h( ) d  
Exercise:
Determine whether the LTI systems with the following impulse

responses
a. h(are
t ) memoryless,
e 4t u (t  2) causal, stable
c. hor(tnot.
)  e 2t u (t  10)
b. h(t )  e 2t u (3  t )
Step Response of LTI Systems
 The step response of LTI systems can be easily expressed in

terms of the impulse response as follows.
 Consider a continuous-time LTI system with impulse response
h(t) and step response denoted by s(t).
s (t )  h(t ) * u (t )

  h( )u (t   )d

 But, we know that

 u (t   )  0 for   t

 u (t   )  1 for   t
Step Response of LTI Systems……
 Thus, the step response can be expressed as:

t
s (t )   h( )d

 That is, the step response of a continuous-time LTI system is

expressed as the running integral of the impulse response.
 We can also express the impulse response of a continuous-time
LTI system in terms of the step response as follows:
d
h(t )  s (t )
dt
Step Response of LTI Systems……
Exercise:
Determine the unit step response of the systems with the

following impulse responses.
t
a. h(t )  e c. h(t )  u (t  1)
b. h(t )  u (t )  u (t  4) d . h(t )  e 2t u (t  1)
Solving Differential Equations
 The general form of an Nth order linear constant-coefficient
differential equation is given by:
N
dk M
dk

k 0
a k k y (t )   bk k x(t )
dt k 0 dt
N
dk M
dk
 y (t )   a k k y (t )   bk k x(t ) , a0  1
k 1 dt k 0 dt
dk
N M
dk
 y (t )   a k k y (t )   bk k x(t )
k 1 dt k 0 dt
where :
a k ' s and bk ' s are constant coefficients

Solving Differential Equations……
 The total solution of the above linear constant-coefficient

differential equation can be expressed as a sum of two parts.
y (t )  y h (t )  y p (t )
Homogeneous Particular
Solution Solution
Homogeneous Solution:
 The homogeneous solution yh(t) is the solution of the differential

equation with zero input.
 The homogeneous differential equation with zero-input is given by:

N
dk

k 0
a k k y (t )  0
dt
 The solution to the above zero-input homogeneous equation is

characterized by exponential responses of the form :
y h (t )  Ae rt
where :
A is an arbitrary constant
 Plugging in yh(t) into the zero-input equation, we get:
dk
  0
N

k 0
a k
dt k
Ae rt
 Ae rt a 0  a1 r  ......  a N 1 r N 1  a N r N   0
 a N r N  a N 1 r N 1  ......a1 r  a 0  0
 This equation is known as the characteristic equation of the

linear constant coefficient differential equation.
 Because the characteristic equation is of degree N, it will have

N roots which may be either real or complex.
 The N roots can also be distinct or repeated.
Case I: Distinct roots
 If the N roots ri are distinct, ri # rk for k # i , the general solution

to the homogeneous differential equation is:
N
y h (t )   Ai e rit  A1e r1t  A2 e r2t  A3 e r3t  ......  AN e rN t
i 1
where the constants Ai are chosen to satisfy the initial conditions

Case II: Repeated roots

 For repeated roots, the solution must be modified as follows.
 If r1 is a repeated root of multiplicity m with the remaining N-m

roots distinct, the homogeneous solution becomes:
N
y h (t )  ( A1  A2 t  ......  Am t m 1
)e 
r1t
 i
A e ri t
i  m 1
where the constants Ai are chosen to satisfy the initial conditions
Particular Solution:
 The particular solution is the response of the system to the input
x(t) assuming zero initial conditions.
 Thus, the particular solution yp(t) depends on the form of the

input x(t).
 Because the input x(t) can take different forms, there is no
single specific form for a particular solution.
 The following table gives some forms of the input signal x(t)
and corresponding forms the particular solution yp(t).
Steps to solve linear constant-coefficient differential equations:
i. Find the homogeneous solution, yh(t), by solving the roots of the

characteristic equation.
ii. Find the particular solution, yp(t), by assuming that it is of the

same form as the input signal x(t).
iii. Find the total solution by adding yh(t) and yp(t), i.e.,
y (t )  y h (t )  y p (t )
iv. Determine the constant-coefficients in the homogeneous solution

by plugging initial conditions in the total solution.
Exercise:
Determine the output of the systems described by the

following differential equations with input and initial
conditions as specified.
d
a. y (t )  4 y (t )  2 x(t ) and x(t )  u (t ) , y (0)  1
dt
d2 d
b. 2
y (t )  6 y (t )  8 y (t )  2 x(t )
dt dt
and x(t )  e t u (t ) , y (0)  1 , y ' (0)  1
Exercise
1. Consider a continuous-time LTI with impulse response h(t) given by:
h(t )  e 3t u (2  t )
Determine the output y(t) of the system using the convolution
integral if the input x(t) is:
t
a. x(t )  u (t  2)  u (t  6) c. x(t )  e
b. x(t )  u (t  3) d . x(t )  u (t  4)
Exercise……
2. Determine whether the LTI systems with the following impulse responses are
memoryless/memory, causal/non-causal and BIBO stable/unstable.
t
a. h(t )  e 2t u (t ) c. h(t )  e
3. Determine the unit step response of a continuous-time LTI system with impulse
response given by:
b. h(t )  u (t  2)  u (t  2) d . h(t )  e 2t u (3  t )
h(t )  t 2 [u (t )  u (t  10)]
Exercise……
4. Consider a continuous-time system described by the linear constant-coefficient
differential equation:
d2 d d
2
y (t )  5 y (t )  4 y (t )  x(t )
Determine dt
the homogeneousdtsolution yh(t), the particular
dt solution yp(t) and the total
solution y(t) of the given equation for the following inputs and initial conditions.
a. x(t )  sin(t )u (t ) and y (0)  0 , y ' (0)  1
b. x(t )  e  2t u (t ) and y (0)  1 , y ' (0)  1


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Addis Ababa Science and Technology University

College of Electrical and Mechanical Engineering

Signals and Systems Analysis ( EEEg=2121)

 The Impulse response of LTI Systems

 The Convolution Integral

 Properties of LTI Systems

 Step Response of LTI Systems

 Solving Differential Equations

 An important subset of continuous-time & discrete-time systems are

 Such systems are referred to as linear, time-invariant (LTI) systems.

 In the time domain, continuous-time LTI systems can be analyzed

 Where as, discrete-time LTI systems can analyzed using the

 The impulse response of an LTI system is the response of the

 The impulse response of a continuous-time LTI system, denoted

 The output y(t) of a continuous-time LTI system with impulse

 Given input x(t) and impulse response h(t) of a continuous-time

1. Sketch the waveform for input x(τ) by changing the independent

2. Sketch the waveform for the impulse response h(τ) by changing

3. Reflect h(τ) about the vertical axis to obtain the time-reflected

 The convolution integral has the following properties.

x(t ) * h(t )  h(t ) * x(t )

ii. Associative property

[ x(t ) * h1 (t )] * h2 (t )  x(t ) * [h1 (t ) * h2 (t )]

x(t ) * [h1 (t )  h2 (t )]  x(t ) * h1 (t )  x(t ) * h2 (t )

Determine the output y(t) of the continuous-time LTI systems

c. x(t )  u (t  1) and h(t )  e 3t u (t )

i. Memoryless LTI Systems

 For this system to be memoryless, y(t) must depend only on

 This condition implies that h(τ)=0 for τ ≠ 0.

 Thus, a continuous-time LTI system is memoryless if and only if:

 All memoryless continuous-time LTI systems perform scalar

ii. Causal LTI Systems

 Future values of the input are associated with indices τ < 0.

 In order for y(t) to depend only on past or present values of the

iii. Stable LTI Systems

 Using the Schwartz inequality, the above equation reduces to:

 Assume that the input is bounded, i.e.,

 Thus, the above inequality reduces to:

 This implies that the output is bounded, y (t )   , provided that

 Thus, a continuous-time LTI system is BIBO stable if and only

Determine whether the LTI systems with the following impulse

 The step response of LTI systems can be easily expressed in

 But, we know that

 Thus, the step response can be expressed as:

 That is, the step response of a continuous-time LTI system is

Determine the unit step response of the systems with the

b. h(t )  u (t )  u (t  4) d . h(t )  e 2t u (t  1)

a k ' s and bk ' s are constant coefficients

 The total solution of the above linear constant-coefficient

 The homogeneous solution yh(t) is the solution of the differential

 The homogeneous differential equation with zero-input is given by:

 The solution to the above zero-input homogeneous equation is

 Plugging in yh(t) into the zero-input equation, we get:

 This equation is known as the characteristic equation of the

 Because the characteristic equation is of degree N, it will have

Case I: Distinct roots

 If the N roots ri are distinct, ri # rk for k # i , the general solution

where the constants Ai are chosen to satisfy the initial conditions

Case II: Repeated roots

 If r1 is a repeated root of multiplicity m with the remaining N-m

where the constants Ai are chosen to satisfy the initial conditions

 Thus, the particular solution yp(t) depends on the form of the

Steps to solve linear constant-coefficient differential equations:

i. Find the homogeneous solution, yh(t), by solving the roots of the