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This document discusses representations of discrete-time (DT) linear time-invariant (LTI) systems in the time domain. DT LTI systems can be characterized by linear, constant-coefficient difference equations. The output of a DT LTI system can be found iteratively or in closed form using the system's impulse response and convolution. The impulse response fully characterizes the system and can be used to find the output for any input via convolution.

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0% found this document useful (0 votes)
12 views

SS04 2023 New

This document discusses representations of discrete-time (DT) linear time-invariant (LTI) systems in the time domain. DT LTI systems can be characterized by linear, constant-coefficient difference equations. The output of a DT LTI system can be found iteratively or in closed form using the system's impulse response and convolution. The impulse response fully characterizes the system and can be used to find the output for any input via convolution.

Uploaded by

hm.quy.9223
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We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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ELT2035 Signals & Systems

Lesson 4: Representations of DT LTI


systems in time domain

Hoang Gia Hung


Faculty of Electronics and Telecommunications
University of Engineering and Technology, VNU Hanoi
Last lesson review
❑ Modelling of CT LTI systems
➢ Applying natural laws to the internal structure of the system → LCCODE.
➢ Measure the response of the system to the unit impulse response.
➢ Block diagram & state-variable representations: not unique.

❑ System analysis: given the system & input, what’s the output?
➢ Solving LCCODE: total response = natural response + forced response =
zero-input response + zero-state response.

➢ Convolution of the input and impulse response: 𝑦 𝑡 = ‫׬‬−∞ 𝑓 𝜏 ℎ 𝑡 − 𝜏 𝑑𝜏.

❑ System’s properties can be inferred from its impulse response


➢ Memoryless if ℎ(𝑡)=𝑐𝛿(𝑡), where 𝑐 is an arbitrary constant.
➢ Causal if ℎ 𝑡 = 0 for all 𝑡 < 0.

➢ Stable if ‫׬‬−∞ ℎ 𝜏 𝑑𝜏 < ∞.

❑ Today’s lecture: Modelling of DT LTI systems in time domain


Introduction
Input signal Output signal
(excitation) (response)
DT LTI system
𝑥[𝑛] H[.] 𝑦[𝑛]

❑ Inputs and outputs are discrete-time signals.


➢ Used in situations which are inherently discrete-time, e.g. stock market
➢ Also used to process continuous-time signals via sampling. Why?
Modelling: the first example
❑ A person makes a deposit to a bank regularly at an interval of
𝑇 = 1 month. The bank pays certain interest on the account
during the period 𝑇, find the equation relating the account
balance to the deposit?
❑ Solution: denotes by
➢ 𝑥[𝑘]: the deposit made at the 𝑘𝑡ℎ discrete instant
𝑦[𝑘]: the account balance computed at the 𝑘𝑡ℎ instant after 𝑥[𝑘] is received
𝑟 : interest rate during the period 𝑇
➢ The balance 𝑦[𝑘] is the sum of (i) the previous balance 𝑦[𝑘 − 1], (ii) the
interest on 𝑦[𝑘 − 1], and (iii) the deposit 𝑥[𝑘]. Hence:
𝑦 𝑘 = 𝑦 𝑘 − 1 + 𝑟𝑦 𝑘 − 1 + 𝑥 𝑘 = 1 + 𝑟 𝑦 𝑘 − 1 + 𝑥[𝑘]
➢ Let 𝑎 = 1 + 𝑟, 𝑦 𝑘 is rewritten as 𝑦 𝑘 − 𝑎𝑦 𝑘 − 1 = 𝑥[𝑘] (1)
➢ Since the choice of 𝑘 is arbitrary, we can substitute 𝑘 + 1 for 𝑘 to obtain
𝑦 𝑘 + 1 − 𝑎𝑦 𝑘 = 𝑥[𝑘 + 1] (2)

❑ Eqs. (1), (2) are examples of first-order difference equations.


Representation of DT LTI systems by
difference equations
𝑥[𝑛] 𝑦[𝑛]

H[.] = ?
-1 0 1 2 3 𝑛 -1 0 1 2 3 4 𝑛

❑ In general, DT LTI systems are characterized by linear,


constant-coefficient difference equations of either:
➢ Advance operator form
𝑦 𝑘 + 𝑛 + 𝑎𝑛−1 𝑦 𝑘 + 𝑛 − 1 + ⋯ + 𝑎1 𝑦 𝑘 + 1 + 𝑎0 𝑦 𝑘 = 𝑏𝑚 𝑥 𝑘 + 𝑚 +
𝑏𝑚−1 𝑥 𝑘 + 𝑚 − 1 + ⋯ 𝑏1 𝑥 𝑘 + 1 + 𝑏0 𝑥 𝑘 (3)
➢ Delay operator form
𝑦 𝑘 + 𝑎𝑛−1 𝑦 𝑘 − 1 + ⋯ + 𝑎1 𝑦 𝑘 − 𝑛 + 1 + 𝑎0 𝑦 𝑘 − 𝑛 = 𝑏𝑚 𝑥 𝑘 +
𝑏𝑚−1 𝑥 𝑘 − 1 + ⋯ 𝑏1 𝑥 𝑘 − 𝑚 + 1 + 𝑏0 𝑥 𝑘 − 𝑚 . (4)
❖ Causality condition: 𝑚 ≤ 𝑛.
Iterative solution of difference equation
❑ Eq. (4) can be rewritten as:
𝑦 𝑘 = −𝑎𝑛−1 𝑦 𝑘 − 1 − ⋯ − 𝑎1 𝑦 𝑘 − 𝑛 + 1 − 𝑎0 𝑦 𝑘 − 𝑛 +
𝑏𝑚 𝑥 𝑘 + 𝑏𝑚−1 𝑥 𝑘 − 1 + ⋯ 𝑏1 𝑥 𝑘 − 𝑚 + 1 + 𝑏0 𝑥 𝑘 − 𝑚
➢ If the system is causal, the output at the 𝑘𝑡ℎ instant, 𝑦 𝑘 , is computed from
the past 𝑛 values of the output and 𝑛 + 1 values of the input.
➢ Starting with 𝑦 0 , if the input is causal 𝑦 0 is computed from 𝑥 0 and 𝑛
initial conditions:
▪ 𝑦 0 = 𝑏0 𝑥 0 − 𝑎𝑛−1 𝑦 −1 − ⋯ − 𝑎1 𝑦 −𝑛 + 1 − 𝑎0 𝑦 −𝑛 .
➢ Repeat the procedure iteratively → all future outputs can be computed.
▪ 𝑦 1 = 𝑏1 𝑥 1 + 𝑏0 𝑥 0 − 𝑎𝑛−1 𝑦 0 − ⋯ − 𝑎0 𝑦 −𝑛 + 1
▪ …
❖ Iterative solution is NOT closed-form.
Iterative solution example
𝑥𝑘

System
𝑘
𝑦[𝑘] = 𝑥[𝑘] + 𝑥[𝑘 − 1] + 𝑥[𝑘 − 2]

𝑦 −1 = 𝑥 −1 + 𝑥 −2 + 𝑥 −3

𝑦 1 = 𝑥 1 + 𝑥 0 + 𝑥 −1

𝑦 3 =𝑥 3 +𝑥 2 +𝑥 1
Closed-form zero-input response
❑ Rewrite Eq. (3) using 1-unit time-advance operator 𝐸:
➢ 𝐸 𝑛 + 𝑎𝑛−1 𝐸 𝑛−1 + ⋯ + 𝑎0 𝑦[𝑘] = 𝑏𝑚 𝐸 𝑚 + 𝑏𝑚−1 𝐸 𝑚−1 + ⋯ + 𝑏0 𝑥[𝑘], or in
short form, 𝑄 𝐸 𝑦[𝑘] = 𝑃 𝐸 𝑥[𝑘].

❑ The zero-input response 𝑦0 𝑘 :


➢ Solution to 𝐸 𝑛 + 𝑎𝑛−1 𝐸 𝑛−1 + ⋯ + 𝑎0 𝑦 𝑘 = 0 → 𝑦0 [𝑘] must have the form
𝑐𝛾 𝑘 → 𝛾 𝑛 + 𝑎𝑛−1 𝛾 𝑛−1 + ⋯ + 𝑎0 = 0 or 𝑄 𝛾 = 0.
➢ Since 𝑄 𝛾 = 0 has 𝑛 solutions 𝛾1, … , 𝛾𝑛 → 𝑦0 𝑘 = 𝑐1 𝛾1𝑘 + ⋯ + 𝑐𝑛 𝛾𝑛𝑘 where
𝑐1 ,…, 𝑐𝑛 are arbitrary constants defined by 𝑛 initial conditions.
➢ 𝑄 𝛾 is referred to as the characteristic polynomial of the system while
𝑄 𝛾 = 0 is called the characteristic equation.
➢ 𝛾1, … , 𝛾𝑛 are called characteristic roots (a.k.a. eigenvalues, natural
frequencies).
➢ 𝛾𝑖𝑘 are called characteristic/natural modes of the system → 𝑦0 𝑘 is a
linear combination of characteristic modes of the system
Relation with classical solution of
difference equations
❑ Engineering approach (two initial value problem):
Total response = Zero − input response + Zero − state response
𝑚𝑜𝑑𝑒𝑠 𝑚𝑜𝑑𝑒𝑠+𝑛𝑜𝑛𝑚𝑜𝑑𝑒𝑠

Classical approach (one initial value problem):


Total response = Natural response + Forced response
𝑚𝑜𝑑𝑒𝑠 𝑛𝑜𝑛𝑚𝑜𝑑𝑒𝑠

❑ Natural vs. zero−input responses:


➢ Same form; only differ in arbitrary constants: Natural response = zero-input
response + all characteristic mode terms from the zero-state response.
➢ Different initial conditions

❑ Forced vs. zero−state responses:


➢ Forced response = zero-state response - characteristic mode terms.
➢ Different initial conditions

❑ Both approaches yield the same general solution, but


➢ Classical solution cannot be separated into components arising from
physically meaningful conditions → useless in system theory.
Zero-state response of DT LTI systems
to unit impulse input
𝛿𝑘
System ℎ𝑘

𝑘
H[.]
𝑘

❑ 𝑦 𝑘 =? when 𝑥 𝑘 = 𝛿 𝑘 & zero initial conditions


➢ Solution of the equation 𝑄 𝐸 𝑦 𝑘 = 𝑃 𝐸 𝛿 𝑘 with zero initial conditions.
➢ Unlike the continuous time case, the DT solution can be computed
iteratively → not a closed form solution.

❑ Closed form solution:


ℎ[𝑘] = 𝐴0 𝛿[𝑘] + 𝑦𝑛 𝑘 𝑢[𝑘].
➢ 𝑦𝑛 [𝑘] is a linear combination of the characteristic modes of the system,
𝑢[𝑘] is the (DT) unit step signal.
𝑏0
➢ 𝐴0 = & 𝑛 unknown coefficients in 𝑦𝑛 𝑘 are determined from 𝑛 initial
𝑎0
values of ℎ[𝑘], which, in turn, are obtained iteratively.
➢ ℎ[𝑘] is called the impulse response of the DT system.
Example
Find the unit impulse response (iteratively and closed form) of a DT
system described by 𝑦 𝑘 − 0.6𝑦 𝑘 − 1 − 0.16𝑦 𝑘 − 2 = 5𝑥[𝑘].
Solution
➢ Iterative method:
➢ ℎ 0 − 0.6ℎ −1 − 0.16ℎ −2 = 5𝛿 0 ⟹ ℎ 0 = 5,
➢ ℎ 1 − 0.6ℎ 0 − 0.16ℎ −1 = 5𝛿 1 ⟹ ℎ 1 = 3,
➢ ℎ 2 − 0.6ℎ 1 − 0.16ℎ 0 = 5𝛿 2 ⟹ ℎ 2 = 2.6,
➢ and so on

➢ Closed form: 𝑄 𝛾 = 𝛾 2 − 0.6𝛾 − 0.16 = 0 ⟹ 𝛾1 = −0.2, 𝛾2 = 0.8.


➢ 𝑦𝑛 𝑘 = 𝑐1 (−0.2)𝑘 +𝑐2 (0.8)𝑘
0 𝑘 𝑘
➢ 𝐴0 = ⟹ ℎ 𝑘 = 𝑐1 −0.2 + 𝑐2 0.8 𝑢[𝑘].
−0.16
𝑐1 + 𝑐2 = 5
➢ Since ℎ 0 = 5 and ℎ 1 = 3, we have ቊ ⟹ 𝑐1 = 1, 𝑐2 = 4.
−0.2𝑐1 + 0.8𝑐2 = 3
𝑘 𝑘
➢ ℎ𝑘 = −0.2 + 4 0.8 𝑢[𝑘]
Zero-state response of DT LTI systems
to general inputs

𝑥 −1 ℎ 𝑘 + 1
𝑥[−1]𝛿 𝑘 + 1
Linear, time-invariant

𝑥[0]𝛿 𝑘 𝑥0ℎ𝑘

Linear, time-invariant

𝑥[1]𝛿 𝑘 − 1 𝑥 1 ℎ 𝑘−1

Linear, time-invariant

𝑥[2]𝛿 𝑘 − 2 𝑥 2 ℎ 𝑘−2

Linear, time-invariant

❑ The operator that performs the superposition of the scaled,


shifted impulse responses to obtain 𝑦[𝑘] is called convolution.
Convolution sum derivation
𝑥𝑘 y𝑘

𝑥 𝑘 ∗ℎ 𝑘 =𝑦 𝑘

❑ Weighted & time shifted impulses


𝛿[𝑘] → ℎ[𝑘]
𝛿[𝑘 − 𝑚] → ℎ[𝑘 − 𝑚]
𝑥[𝑚]𝛿[𝑘 − 𝑚] → 𝑥[𝑚]ℎ[𝑘 − 𝑚]
𝑖𝑛𝑝𝑢𝑡 𝑠𝑎𝑚𝑝𝑙𝑒 #𝑚 𝑟𝑒𝑠𝑝𝑜𝑛𝑠𝑒 𝑡𝑜 𝑖𝑛𝑝𝑢𝑡 #𝑚

❑ Superposition:
∞ ∞

෍ 𝑥[𝑚]𝛿[𝑘 − 𝑚] → ෍ 𝑥 𝑚 ℎ[𝑘 − 𝑚]
𝑚=−∞ 𝑚=−∞
𝑥[𝑘] 𝑦[𝑘]

❑ Convolution: 𝑦[𝑘] = σ∞
𝑚=−∞ 𝑥 𝑚 ℎ[𝑘 − 𝑚].
❖ Note: do not be fooled by confusing but conventional notation
▪ 𝑦 𝑘 = 𝑥[𝑘] ∗ ℎ 𝑘 looks like an operation of samples; but it is not!
▪ Convolution operates on signals not samples → should be 𝑦 𝑘 = (𝑥 ∗
ℎ)[𝑘], i.e. convolving signal 𝑥 with signal ℎ generates a new signal 𝑥 ∗ ℎ.
Convolution sum evaluation
➢ Step 1

➢ Step 2 – 4 for 𝑘 < 0


❑ Steps in convolution operation 𝑘<0

1. Fold/Reflect 𝑔[𝑘] → 𝑔[−𝑚].


2. Shift/Slide 𝑔[−𝑚] by 𝒌 (a constant
inside the sum) time units.
➢ Step 2 – 4 for 𝑘 ≥ 0
3. Find 𝑝𝑘 [𝑚] = 𝑓[𝑚]𝑔[𝑘 − 𝑚].
𝑘≥0
4. Sum 𝑝𝑘 [𝑚] over 𝒎.
5. Repeat 2 → 4 for all values of 𝑘.

❑ Results:
➢ Step 5
➢ No overlap for 𝑘 < 0 → 𝑐 𝑘 = 0.
➢ 𝑘 ≥ 0: 𝑐 𝑘 = σ𝑘𝑚=0 0.8 𝑚
0.3 𝑘−𝑚

𝑘+1 𝑘+1
➢ 𝑐 𝑘 = 2 0.8 − 0.3 𝑢[𝑘]
Impulse response - a descriptor of DT
LTI systems
❑ Given a system’s impulse response, we can determine the
system’s output for any input by performing the convolution.
❑ Both impulse response and difference equation are used to
describe the input-output relationship of CT LTI systems, but:
➢ The impulse response description applies only to systems that are initially
at rest → can determine the system’s zero−state response only.
➢ Difference equation representation is more flexible: can apply to a broader
class of systems, which are either at rest or with non-zero initial conditions.

❑ Relationship between the responses from each description:


𝑛

Total response = ෍ 𝑐𝑗 𝛾𝑗𝑘 + ℎ[𝑘] ∗ 𝑥[𝑘]


𝑗=1 zero−state response
zero−input response

❑ Both descriptions are declarative (tell rules that the system


obeys) & do NOT provide insight into the system’s internal
mechanism to produce the output from the input.
Properties of the convolution sum
(proofs: homework)
❑ Commutative:
𝑓1 [𝑘] ∗ 𝑓2 [𝑘] = 𝑓2 [𝑘] ∗ 𝑓1 [𝑘]
❑ Distributive:
𝑓1 𝑘 ∗ {𝑓2 [𝑘] + 𝑓3 [𝑘]} = 𝑓1 [𝑘] ∗ 𝑓2 [𝑘] + 𝑓1 [𝑘] ∗ 𝑓3 [𝑘]
❑ Associative:
𝑓1 𝑘 ∗ 𝑓2 𝑘 ∗ 𝑓3 𝑘 = {𝑓1 [𝑘] ∗ 𝑓2 [𝑘]} ∗ 𝑓3 [𝑘]
❑ The shift property: if 𝑓1 [𝑘] ∗ 𝑓2 [𝑘] = 𝑐[𝑘] then
𝑓1 [𝑘] ∗ 𝑓2 [𝑘 − 𝑚] = 𝑐[𝑘 − 𝑚], and
𝑓1 [𝑘 − 𝑚] ∗ 𝑓2 [𝑘] = 𝑐[𝑘 − 𝑚], and
𝑓1 [𝑘 − 𝑚] ∗ 𝑓2 [𝑘 − 𝑛] = 𝑐[𝑘 − 𝑚 − 𝑛].

❑ Convolution with an impulse


𝑓[𝑘] ∗ 𝛿[𝑘] = 𝑓[𝑘]
Impulse response as an indicator of
system’s properties
❑ The output of a DT LTI system: 𝑦[𝑘] = σ∞
𝑚=−∞ 𝑓 𝑚 ℎ[𝑘 − 𝑚]
➢ Memoryless:
ℎ[𝑘] = 𝑐𝛿[𝑘], for c an arbitrary constant
➢ Causal:
ℎ[𝑘] = 0 for all 𝑘 < 0.
➢ Stable: ℎ[𝑘]is absolutely summable, i.e.
σ∞
𝑘=−∞ ℎ[𝑘] < ∞.

❑ Invertibility and deconvolution


➢ A system is invertible if the input can be recovered from the output except
for a constant scale factor.
➢ An inverve system (of an invertible system) recovers 𝑥 𝑡 from ℎ(𝑡) ∗ 𝑥(𝑡)
→ an inverse system performs deconvolution: ℎ[𝑘] ∗ ℎinv [𝑘] = 𝛿[𝑘].

❑ Homework: prove all of the above properties.


Block diagram representation
❑ The block diagram provides a more detailed representation of
a system.
➢ It describes how the system’s internal computations are ordered via
interconnections of elementary operations that act on the input signal.

➢ The block diagram description of a system is not unique.

❑ Example: find a block diagram representation for the system


described by the following differential equation
1 1
𝑦 𝑛 + 𝑦 𝑛 − 1 + 𝑦 𝑛 − 2 = 𝑥 𝑛 + 𝑥[𝑛 − 1]
4 8
Example solution
1 1
❑ Direct form I: 𝑦 𝑛 = 𝑥 𝑛 + 𝑥 𝑛 − 1 + − 𝑦 𝑛 − 1 − 𝑦 𝑛 − 2
4 8

𝑆1 : 𝑤 𝑛 = 𝑣 𝑛 + 𝑣[𝑛 − 1]

1 1
𝑆2 : 𝑝 𝑛 = − 𝑝 𝑛 − 1 − 𝑝 𝑛 − 2 + 𝑞[𝑛]
4 8
❑ Direct form II: commutative of form I, i.e. 𝑆2 precedes 𝑆1 → save 1 shifter.
State variable description of DT LTI
systems (1)

❑ The state of a system is a minimal set of signals that represents the


system’s entire memory of the past.
➢ Each signal in the selected set is called a state variables.
➢ The selection of the state of a system is not unique (simple choice: the
outputs of the shifters).

❑ The state variable description is obtained by writing down 1st-order


difference equations corresponding to the operations in the diagram.
➢ The state equations describe the dynamics of the state.
➢ The output equation relates the output to the state and the input.

❑ Example: find the state variable description for the above system
State variable description of DT LTI
systems (2)

4. State variable description is often


1. Select state variables: 𝑞1 [𝑛], 𝑞2 [𝑛] written in matrix form as follows
➢ The inputs to the shifters are 𝑞1 [𝑛 + 𝒒[𝑛 + 1] = 𝑨𝒒[𝑛] + 𝒃𝑥[𝑛]
1], 𝑞2 [𝑛 + 2] 𝑦[𝑛] = 𝒄𝒒[𝑛] + 𝐷𝑥[𝑛]
2. Write down the state equations 5. The state equation in matrix form
1 1
𝑞1 𝑛 + 1 = − 𝑞1 [𝑛] + 𝑥[𝑛] 𝑞1 𝑛 + 1 − 0 𝑞 [𝑛]
2 2 1 1
1 = + 𝑥[𝑛]
𝑞2 𝑛 + 1 1 𝑞2 [𝑛] 3
𝑞2 𝑛 + 1 = 𝑞1 𝑛 + 𝑞2 [𝑛] + 3𝑥[𝑛] 1
3 3
3. Write down the output equation 6. The output equation in matrix form
𝑦[𝑛] = 𝑞2 [𝑛] + 2𝑥[𝑛] 𝑞1 𝑡
𝑦 𝑡 = 0 1 + [2]𝑥[𝑛]
𝑞2 𝑡
Transformation of the state
❑ The state-space description of a system is not unique: there
exists different representations for the same system
➢ The transformation of basis in the state space, specified by a matrix T, is
called similarity transformation.
➢ The similarity transformation T changes
𝒒[𝑛], 𝑨, 𝒃, 𝒄, 𝐷 into 𝒒′[𝑛], 𝑨′, 𝒃′, 𝒄′, 𝐷′
but does not change the input-output
characteristics of the system.
➢ With 𝒒′ [𝑛] = 𝑻𝒒[𝑛], it is straightforward to
show that
𝑨′ = 𝑻𝑨𝑻−1 , 𝒃′ = 𝑻𝒃,
𝒄′ = 𝒄𝑻−1 𝐷′ = 𝐷,
then the new description of the system is
𝒒′[𝑛 + 1] = 𝑨′ 𝒒′ [𝑛] + 𝒃′𝑥[𝑛]
𝑦[𝑛] = 𝒄′ 𝒒′ [𝑛] + 𝐷′ 𝑥[𝑛].
Example solution
❑ Example: a DT LTI system has the following state space
description:
1 −1 4 2
𝑨= , 𝒃= ,
10 4 −1 4
1
𝒄= 1 1, 𝐷 = 2.
2
Find the state space description 𝑨′, 𝒃′, 𝒄′, 𝐷′ corresponding to the new states
1 1 1 1
𝑞1′ 𝑛 = − 𝑞1 [𝑛] + 𝑞2 [𝑛], and 𝑞2′ 𝑛 = 𝑞1 𝑛 + 𝑞2 [𝑛].
2 2 2 2

❑ Solution:
𝑞1′ [𝑛] 1 −1 1 𝑞1 [𝑛] 1 −1 1
➢ Since ′ = →𝑻= .
𝑞2 𝑛 2 1 1 𝑞2 [𝑛] 2 1 1
−0.5 0
➢ 𝑨′ = 𝑻𝑨𝑻−1 =
0 0.3
1
➢ 𝒃′ = 𝑻𝒃 =
3
➢ 𝒄′ = 𝒄𝑻−1 = 0 1
➢ 𝐷′ = 𝐷 = 2
Exploring concepts with Octave
❑ Simulating difference equations
➢ E.g. 𝑦 𝑘 − 0.6𝑦 𝑘 − 1 − 0.16𝑦 𝑘 − 2 = 5𝑥[𝑘]
a=[1 -0.6 -0.16]; b= 5;
x=[1 zeros(1,19)];
y=filter(a,b,x)
Exploring concepts with Octave
❑ State-variable descriptions
a=[-0.1 0.4;0.4 -0.1]; b=[2;4];
c=[0.5 0.5]; d=2;
sys=ss(a,b,c,d);
T=0.5*[-1 1;1 1];
sysT=ss2ss(sys,T);
Exploring concepts with Octave
➢ Comparing the two systems’ input-output relationship
h=impulse(sys,10); hT=impulse(sysT,10);
Summary
❑ Modelling of DT LTI systems
➢ By linear, constant-coefficient difference equations.
➢ Impulse response.
➢ Other models: block diagram & state-variable representations – both are
not unique.

❑ System analysis: given the system & input, what’s the output?
➢ Iterative method: does not yield closed-form solution.
➢ Convolution: 𝑦[𝑘] = σ∞
𝑚=−∞ 𝑥 𝑚 ℎ[𝑘 − 𝑚].

❑ System’s properties can be inferred from its impulse response


➢ Memoryless if ℎ[𝑘] = 𝑐𝛿[𝑘], where 𝑐 is an arbitrary constant.
➢ Causal if ℎ[𝑘] = 0 for all 𝑘 < 0.
➢ Stable if σ∞
𝑘=−∞ ℎ[𝑘] < ∞.

❑ Next lecture: system exercises.

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