Signals and Systems

03 - Linear Time Invariant Systems

Representation of Discrete-Time Signals in
Terms of Impulses

𝑥 𝑛 = ෍ 𝑥 𝑘 𝛿 𝑛−𝑘
𝑘=−∞
Discrete-Time Unit Impulse Response and
Convolution Sum
• 𝑥 𝑛 is represented as a superposition of a scaled and shifted versions of unit impulses
• The response of a linear system to 𝑥 𝑛 will be the superposition of the scaled responses
to each of the shifted impulses

• Denote the impulse response ℎ 𝑛

∞

𝑦 𝑛 = ෍ 𝑥 𝑘 ℎ 𝑛−𝑘
𝑘=−∞
• This is called convolution sum, it is denoted as

𝑦 𝑛 =𝑥 𝑛 ∗ℎ 𝑛
• Example:

𝑦 𝑛 =𝑥 0 ℎ 𝑛−0 +𝑥 1 ℎ 𝑛−1
= 0.5ℎ 𝑛 − 0 + 2ℎ 𝑛 − 1
• Example:

𝑦 0 = ෍ 𝑥 𝑘 ℎ 0 − 𝑘 = 0.5
𝑘=−∞
∞

𝑦 1 = ෍ 𝑥 𝑘 ℎ 1 − 𝑘 = 2.5
𝑘=−∞
∞

𝑦 2 = ෍ 𝑥 𝑘 ℎ 2 − 𝑘 = 2.5
𝑘=−∞
∞

𝑦 3 = ෍ 𝑥 𝑘 ℎ 3 − 𝑘 = 2.0
𝑘=−∞
• Example: 𝑥 𝑛 = 𝛼 𝑛 𝑢 𝑛 , ℎ 𝑛 =𝑢 𝑛 , 0<𝛼<1
𝑦 𝑛 = 0, 𝑛<0

𝛼𝑘, 0≤𝑘≤𝑛
𝑥 𝑘 ℎ 𝑛−𝑘 =ቊ
0, 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒

𝑛 𝑛+1
1 − 𝛼
𝑦 𝑛 = ෍ 𝛼𝑘 = , 𝑛≥0
1−𝛼
𝑘=0

1 − 𝛼 𝑛+1
𝑦𝑛 = 𝑢𝑛
1−𝛼
𝑦[𝑛]
• Example:

1, 0≤𝑛≤4
𝑥 𝑛 =ቊ
0, 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒

𝛼𝑛, 0≤𝑛≤6
ℎ 𝑛 =ቊ , 𝛼>1
0, 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
𝑛<0 𝑦 𝑛 =0

0≤𝑛≤4

𝑛
1 − 𝛼 𝑛+1
𝑦 𝑛 = ෍ 𝛼 𝑛−𝑘 =
1−𝛼
𝑘=0
4<𝑛≤6

4 −1 5 𝑛−4 𝑛+1
1 − 𝛼 𝛼 − 𝛼
𝑦 𝑛 = ෍ 𝛼 𝑛−𝑘 = 𝛼𝑛 =
1 − 𝛼 −1 1−𝛼
𝑘=0

6 < 𝑛 ≤ 10

4
𝛼 𝑛−4 − 𝛼 7
𝑦𝑛 = ෍ 𝛼 𝑛−𝑘 =
1−𝛼
𝑘=𝑛−6

𝑛 > 10

𝑦 𝑛 =0
 0, 𝑛<0
1 − 𝛼 𝑛+1
, 0≤𝑛≤4
1−𝛼
𝛼 𝑛−4 − 𝛼 𝑛+1
𝑦𝑛 = , 4<𝑛≤6
1−𝛼
𝛼 𝑛−4 − 𝛼 7
, 6 < 𝑛 ≤ 10
1−𝛼
0, 𝑛 > 10
Representation of Continuous-Time Signals in Terms of
Impulses

1
𝛿Δ 𝑡 = ቐΔ , 0≤𝑡≤Δ
0, 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
∞

𝑥ො 𝑡 = ෍ 𝑥 𝑘Δ 𝛿Δ 𝑡 − 𝑘Δ Δ
𝑘=−∞
∞

𝑥 𝑡 = lim ෍ 𝑥 𝑘Δ 𝛿Δ 𝑡 − 𝑘Δ Δ
Δ→0
𝑘=−∞
∞

𝑥 𝑡 = න 𝑥 𝜏 𝛿 𝑡 − 𝜏 𝑑𝜏
−∞
Continuous-Time Unit Impulse Response and
Convolution Integral
• Let ℎ(𝑡) be the system’s response to a unit impulse 𝛿(𝑡)
• Similar to the discrete-time case, the output can be written as
∞

𝑦 𝑡 = න 𝑥 𝜏 ℎ 𝑡 − 𝜏 𝑑𝜏
−∞

This is called the convolution integral

𝑦 𝑡 = 𝑥 𝑡 ∗ ℎ(𝑡)
• Example: 𝑥 𝑡 = 𝑒 −𝑎𝑡 𝑢 𝑡 , 𝑎 > 0
ℎ 𝑡 =𝑢 𝑡

𝑡>0

𝑡 𝑡
1 −𝑎𝜏 1
y t = න 𝑒 −𝑎𝜏 d𝜏 = − 𝑒 ቤ = 1 − 𝑒 −𝑎𝑡
𝑎 0
𝑎
0
• Example: 𝑥 𝑡 = 𝑒 2𝑡 𝑢 −𝑡 , ℎ 𝑡 = 𝑢(𝑡 − 3)

𝑡−3≤0
𝑡−3
1 2(𝑡−3)
2𝜏
𝑦 𝑡 = න 𝑒 𝑑𝜏 = 𝑒
2
−∞
𝑡−3≥0
0
2𝜏
1
𝑦 𝑡 = න 𝑒 𝑑𝜏 =
2
−∞
Properties of LTI Systems
• The Commutative Property ∞

𝑥 𝑛 ∗ℎ 𝑛 =ℎ 𝑛 ∗𝑥 𝑛 = ෍ ℎ 𝑘 𝑥 𝑛−𝑘
𝑘=−∞
∞

𝑥(𝑡) ∗ ℎ(𝑡) = ℎ(𝑡) ∗ 𝑥(𝑡) = න ℎ 𝜏 𝑥 𝑡 − 𝜏 𝑑𝜏

𝑘=−∞
• The Distributive Property
𝑥 𝑛 ∗ ℎ1 𝑛 + ℎ2 𝑛 = 𝑥 𝑛 ∗ ℎ1 𝑛 + 𝑥 𝑛 ∗ ℎ2 𝑛

𝑥(𝑡) ∗ ℎ1 (𝑡) + ℎ2 (𝑡) = 𝑥(𝑡) ∗ ℎ1 (𝑡) + 𝑥(𝑡) ∗ ℎ2 (𝑡)

 1 𝑛
• Example: 𝑥 𝑛 = 𝑢 𝑛 + 2𝑛 𝑢 −𝑛 , ℎ 𝑛 = 𝑢[𝑛]
2

Using the distributive property

𝑦 𝑛 = 𝑥 𝑛 ∗ ℎ 𝑛 = 𝑥1 𝑛 + 𝑥2 𝑛 ∗ℎ 𝑛
Properties of LTI Systems
• The Associative Property

𝑥 𝑛 ∗ ℎ1 𝑛 ∗ ℎ2 𝑛 = (𝑥 𝑛 ∗ ℎ1 𝑛 ) ∗ ℎ2 𝑛

𝑥 𝑡 ∗ [ℎ1 𝑡 ∗ ℎ2 𝑡 ] = 𝑥 𝑡 ∗ ℎ1 𝑡 ∗ ℎ2 (𝑡)
Properties of LTI Systems
• LTI Systems with and without Memory
∞

𝑦 𝑛 =𝑥 𝑛 ∗ℎ 𝑛 = ෍ 𝑥 𝑘 ℎ 𝑛−𝑘
𝑘=−∞

• This system does not have memory only if

ℎ 𝑛 = 𝐾𝛿[𝑛]
Properties of LTI Systems
• Invertibility of LTI Systems

ℎ 𝑡 ∗ ℎ𝐼 𝑡 = 𝛿 𝑡

ℎ[𝑛] ∗ ℎ𝐼 [𝑛] = 𝛿[𝑛]

• Example: 𝑦 𝑡 = 𝑥 𝑡 − 𝑡0

• Impulse response?
• Memoyless?
• Inverse system?

• Example: ℎ 𝑛 = 𝑢[𝑛]

• Output for an input 𝑥[𝑛]?

• Inverse system?
Properties of LTI Systems
• Causality

For the system to be causal 𝑦 𝑛 must not depend on 𝑥[𝑘] for 𝑘 > 𝑛
This leads to the condition ℎ 𝑛 = 0, 𝑛 < 0
Therefore,
∞ ∞

𝑦 𝑛 = ෍ 𝑥 𝑘 ℎ 𝑛−𝑘 = ෍ℎ 𝑘 𝑥 𝑛−𝑘
𝑘=−∞ 𝑘=0
Properties of LTI Systems
• Stability of LTI Systems

Assume the input to the system bounded in magnitude 𝑥 𝑛 < 𝐵

Is the output bounded?
∞ ∞

𝑦𝑛 = ෍ ℎ 𝑘 𝑥 𝑛−𝑘 ≤ ෍ ℎ 𝑘 𝑥 𝑛−𝑘
𝑘=−∞ 𝑘=−∞

𝑦𝑛 ≤𝐵 ෍ ℎ 𝑘
𝑘=−∞

For the system to be stable σ∞

𝑘=−∞ ℎ 𝑘 < ∞
• Example: Study the stability of the following systems

• ℎ 𝑛 = 𝛿 𝑛 − 𝑛0
• ℎ 𝑛 = 𝑢[𝑛]
Causal LTI Systems Described as
Differential and Difference
Equations
• Example:

𝑣𝑠 𝑡 − 𝑣𝑐 (𝑡)
𝑖 𝑡 =
𝑅

𝑑𝑣𝑐 (𝑡)
𝑖 𝑡 =𝐶
𝑑𝑡

𝑑𝑣𝑐 (𝑡) 1 1
+ 𝑣𝑐 (𝑡) = 𝑣𝑠 (𝑡)
𝑑𝑡 𝑅𝐶 𝑅𝐶
Linear Constant Coefficients Differential
Equations
• Example: The system is described by the equation

𝑑𝑦 𝑡
+ 2𝑦 𝑡 = 𝑥 𝑡
𝑑𝑡

The input to the system is

𝑥 𝑡 = 𝐾𝑒 3𝑡 𝑢(𝑡)

𝐾 is a real number
• The solution consists of the sum of a particular solution (forced response) and a
homogeneous solution (natural response)

𝑦 𝑡 = 𝑦𝑝 𝑡 + 𝑦ℎ 𝑡

• Let 𝑦𝑝 𝑡 = 𝑌𝑒 3𝑡

• Substitute in the differential equation, for 𝑡 > 0

3𝑌𝑒 3𝑡 + 2𝑌𝑒 3𝑡 = 𝐾𝑒 3𝑡
Yields
𝐾
𝑌=
5
𝐾 3𝑡
𝑦𝑝 𝑡 = 𝑒 , 𝑡>0
5
• Let 𝑦ℎ 𝑡 = 𝐴𝑒 𝑠𝑡

𝑑𝑦 𝑡
• Substitute in + 2𝑦 𝑡 = 0
𝑑𝑡

𝐴𝑠𝑒 𝑠𝑡 + 2𝐴𝑒 𝑠𝑡 = A𝑒 𝑠𝑡 𝑠 + 2 = 0
Yields
𝑠 = −2

𝑦ℎ 𝑡 = 𝐴𝑒 −2𝑡 , for any choice of 𝐴

−2𝑡
𝐾 3𝑡
𝑦 𝑡 = 𝐴𝑒 + 𝑒 , 𝑡>0
5
• In the example, 𝑥 𝑡 = 0, 𝑡 < 0

• The condition of initial rest implies 𝑦 𝑡 = 0, 𝑡 < 0

𝐾
𝑦 0 =𝐴+ =0
5

𝐾
𝐴=−
5

𝐾 3𝑡
𝑦 𝑡 = 𝑒 − 𝑒 −2𝑡 𝑢(𝑡)
5
• A general 𝑁th order linear constant coefficients differential equation
𝑁 𝑀
𝑘
𝑑 𝑦(𝑡) 𝑑𝑘 𝑥 𝑡
෍ 𝑎𝑘 𝑘
= ෍ 𝑏𝑘
𝑑𝑡 𝑑𝑡𝑘
𝑘=0 𝑘=0

• The solution consists of a particular solution (forced response) and a

homogeneous solution (natural response)

• Initial rest conditions, if 𝑥 𝑡 = 0, 𝑡 ≤ 𝑡0

𝑑𝑦 𝑡0 𝑑𝑁−1 𝑦 𝑡0
𝑦 𝑡0 = =⋯= 𝑁−1
=0
𝑑𝑡 𝑑𝑡
The natural response is of the form
𝑁

𝑦ℎ 𝑡 = ෍ 𝑐𝑘 𝑒 𝑟𝑘𝑡
𝑘=1

where 𝑟𝑖 are the 𝑁 roots of the characteristic equation

𝑁

෍ 𝑎𝑘 𝑟 𝑘 = 0
𝑘=0

and the values of 𝑐𝑘 are obtained from the initial conditions

If a root 𝑟𝑘 is repeated 𝑝 times, we introduce 𝑝 distinct terms

𝑒 𝑟𝑘 𝑡 , 𝑡𝑒 𝑟𝑘𝑡 , … , 𝑡 𝑝−1 𝑒 𝑟𝑘𝑡

• The particular response is obtained by assuming that the output has
the same form as the input
Linear Constant Coefficients Difference
Equations
• The 𝑁th order linear constant coefficients difference equation

𝑁 𝑀

෍ 𝑎𝑘 𝑦 𝑛 − 𝑘 = ෍ 𝑏𝑘 𝑥 𝑛 − 𝑘
𝑘=0 𝑘=0

• Solution

𝑦 𝑛 = 𝑦ℎ 𝑛 + 𝑦𝑝 𝑛
• The difference equation can be rearranged as

𝑀 𝑁
1
𝑦𝑛 = ෍ 𝑏𝑘 𝑥 𝑛 − 𝑘 − ෍ 𝑎𝑘 𝑦 𝑛 − 𝑘
𝑎0
𝑘=0 𝑘=1

• This is called a recursive equation

• If 𝑁 = 0,
𝑀
𝑏𝑘
𝑦 𝑛 = ෍ 𝑥 𝑛−𝑘
𝑎0
𝑘=0

• This is a non-recursive equation

𝑏𝑛
, 0≤𝑛≤𝑀
ℎ 𝑛 = ൞𝑎0
0, 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒

• The impulse response ℎ[𝑛] has a finite duration

• Such a system is called a Finite Impulse Response (FIR) system

The natural response is of the form
𝑁

𝑦ℎ 𝑛 = ෍ 𝑐𝑘 𝑟𝑘𝑛
𝑘=1

where 𝑟𝑖 are the 𝑁 roots of the characteristic equation

𝑁

෍ 𝑎𝑘 𝑟 𝑁−𝑘 = 0
𝑘=0

and the values of 𝑐𝑘 are obtained from the initial conditions

If a root 𝑟𝑘 is repeated 𝑝 times, we introduce 𝑝 distinct terms

𝑟𝑘𝑛 , 𝑛𝑟𝑘𝑛 , … , 𝑛𝑝−1 𝑟𝑘𝑛

• The particular response is obtained by assuming that the output has
the same form as the input
• Example:
1
𝑦 𝑛 − 𝑦 𝑛 − 1 = 𝑥[𝑛]
2
Can also be written as
1
𝑦 𝑛 =𝑥 𝑛 + 𝑦 𝑛−1
2

Consider the input

𝑥 𝑛 = 𝐾𝛿[𝑛]
• Since
𝑥 𝑛 = 0, 𝑛 ≤ −1

• Then, condition of initial rest

𝑦 𝑛 = 0, 𝑛 ≤ −1

• So, the initial condition is

𝑦 −1 = 0
• We can solve for successive values of 𝑦 𝑛 , 𝑛 ≥ 0

1
𝑦 0 = 𝑥 0 + 𝑦 −1 = 𝐾
2
1 1
𝑦1 =𝑥 1 + 𝑦0 = 𝐾
2 2
2
1 1
𝑦 2 =𝑥 2 + 𝑦 1 = 𝐾
2 2
3
1 1
𝑦 3 =𝑥 3 + 𝑦 2 = 𝐾
2 2
𝑛
1 1
𝑦 𝑛 =𝑥 𝑛 + 𝑦 𝑛−1 = 𝐾
2 2
• Impulse response

𝑛
1
ℎ𝑛 = 𝑢[𝑛]
2

• This impulse response has an infinite duration

• Such a system is called Infinite Impulse Response (IIR) system

Block Diagram Representation
• Consider the discrete system

𝑦 𝑛 + 𝑎𝑦 𝑛 − 1 = 𝑏𝑥 𝑛
Or
𝑦 𝑛 = 𝑏𝑥 𝑛 − 𝑎𝑦 𝑛 − 1