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Chapter - 02 (LTI Systems)

signals and system sildes

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

Chapter - 02 (LTI Systems)

signals and system sildes

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abdullahad398356
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Signals and Systems

[Ch – 02]
Linear Time-Invariant
Systems

Instructor: Engr. Furqan Haider

DEE, NUST College of E & ME Signals and Systems


Why LTI ?
n They are Predictable Systems
n Helpful in Transformations

n LTI Systems are always BIBO Stable

n Many systems that are not truly linear can often be modeled as
piecewise linear.
n What ever the frequencies are present in the input the same
frequencies are repeated in the output as well. That is there would be
no harmonics of the original frequencies and any extra adding of
frequencies. Also the output will be some form of scaled version of the
input.
• Even though the nature is Non-linear and Time-Varying, we
try to approximate the nature by linear models. Our
mathematics have better and simple tools for LTI system
analysis.
• Nonlinear systems are exceedingly complex. If you don't understand
linear systems, you don't have a chance of understanding non linear
ones.
DEE, NUST College of E & ME Signals and Systems
Representation of DT Signals in
term of Impulses
n Any DT signal can be represented as a Sum of
Weighted, Shifted Impulses.

n Why this is Important?


n Answer: Because by doing so, we can find response of
any linear system with respect to any arbitrary input


x[n]   x[k ] [n  k ]
k  
shift
weight
summation

DEE, NUST College of E & ME Signals and Systems


Impulse Response of a System

n Definition: The impulse response of a system is the


output of the system when the input is an impulse, δ(t),
and all initial conditions are zero.
x[n] = [n] System y[n] = h[n]

x[n] System: h[n] y[n]

n Convolution is an operator that relates an input signal to


an output signal, based on knowledge about the system’s
impulse response h[n].

DEE, NUST College of E & ME Signals and Systems


Impulse Response of a System
n The basic idea behind convolution is to use the system’s
response to a simple input signal to calculate the response to
more complex signals
n This is possible for LTI systems because they possess the
superposition property:

x[n]  k ak xk [n]  a1 x1[n]  a2 x2 [n]  a3 x3[n]  

y[n]  k ak yk [n]  a1 y1[n]  a2 y2 [n]  a3 y3[n]  

DEE, NUST College of E & ME Signals and Systems


Impulse Response of a System
n A very important way to analyse a system is to study
the output signal when a unit impulse signal is used
as an input
[n] System h[n]

n Loosely speaking, this corresponds to giving the


system a kick at n=0, and then seeing what happens
n This is so common, a specific notation, h[n], is used
to denote the output signal, rather than the more
general y[n].
n The output signal can be used to infer properties
about the system’s structure and its parameters.

DEE, NUST College of E & ME Signals and Systems


Types of Impulse Response
Causal, stable, finite impulse response
y[n] = x[n] + 0.5x[n-1] + 0.25x[n-2]
n Looking at unit impulse
responses, allows you
to determine certain
system properties
Causal, stable, infinite impulse response
y[n] = x[n] + 0.7y[n-1]

Causal, unstable, infinite impulse response


y[n] = x[n] + 1.3y[n-1]
DEE, NUST College of E & ME Signals and Systems
Impulse Response of LTI Systems
n When system is linear, time invariant, the impulse
responses are all time-shifted versions of each other:
hk [n]  h0 n  k 
n It is usual to drop the 0 subscript and simply define the
unit impulse response h[n] as:
h[n]  h0 n
n In this case, the convolution sum for LTI systems is:

y[n]   x[k ]h[n  k ]
k  
n It is called the convolution sum (or superposition sum)
because it involves the convolution of two signals x[n]
and h[n], and is sometimes written as:
y[n]  x[n] * h[n]

DEE, NUST College of E & ME Signals and Systems


System Identification and
Prediction
n Note that the system’s response to an arbitrary input signal
is completely determined by its response to the unit
impulse.
n Therefore, if we need to identify a particular LTI system,
we can apply a unit impulse signal and measure the
system’s response.
n That data can then be used to predict the system’s
response to any input signal

x[n] y[n]  x[n] * h[n]


System: h[n]

DEE, NUST College of E & ME Signals and Systems


Discrete Impulses & Time Shifts
n Basic idea: use a (infinite) set of discrete time impulses
to represent any signal.
n Consider any discrete input signal x[n]. This can be
written as the linear sum of a set of unit impulse signals:
x[1] n  1
x[1] [n  1]  
 0 n  1 x[1]  [n  1]
x[0] n  0
x[0] [n]  
 0 n0
x[1] n  1
x[1] [n  1]   actual value Impulse, time
 0 n 1 shifted signal
n Therefore, the signal can be expressed as:
x[n]    x[2] [n  2]  x[1] [n  1]  x[0] [n]  x[1] [n  1]  
n In general, any discrete signal can be represented as:

x[ n ]   x[k ] [n  k ]
k  
The sifting property

DEE, NUST College of E & ME Signals and Systems


Example
n The discrete signal x[n]

n Is decomposed into the


following additive components
n x[-4][n+4] +
x[-3][n+3] + x[-2][n+2] + x[-1][n+1] + …

DEE, NUST College of E & ME Signals and Systems


Convolution Sum

n Convolution means overlapping two


functions
n Convolution helps us to stay in Time
Domain
n Convolution in Time Domain is
multiplication in Frequency Domain
x[n] System: h[n] y[n]=x[n] * h[n]

DEE, NUST College of E & ME Signals and Systems


Convolution Sum (Methods)

n Reflect and Shift Method


n Sum by Column Method
n Sum by Diagonal Method

CT Convolution

DT Convolution

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Discrete Time Convolution Sum

n Steps for Reflect and Shift Method


n Plot the two functions you want to convolve
n Reflect and Shift the system response
n Find Regions of Integration
n Find analytical expression for results
n Plot Convolution Result
y[n]  x[n]* h[n]

y[n]   x[k ]h[n  k ]
k 
DEE, NUST College of E & ME Signals and Systems
Example 1: LTI Convolution
n Consider a LTI system with the
following unit impulse response:
n h[n] = [0 0 1 1 1 0 0]

n For the input sequence:


n x[n] = [0 0 0.5 2 0 0 0]

n The result is:


y[n] = … + x[0]h[n] + x[1]h[n-1] + …
n =0+
0.5*[0 0 1 1 1 0 0] +
2.0*[0 0 0 1 1 1 0] +
0
= [0 0 0.5 2.5 2.5 2 0]

DEE, NUST College of E & ME Signals and Systems


Example 1: LTI Convolution
n Consider the problem
described for example 1
n Sketch x[k] and h[n-k] for
any particular value of n,
then multiply the two
signals and sum over all
values of k.
n For n<0, we see that
x[k]h[n-k] = 0 for all k,
since the non-zero values of
the two signals do not
overlap.
n y[0] = Skx[k]h[0-k] = 0.5
n y[1] = Skx[k]h[1-k] = 0.5+2
n y[2] = Skx[k]h[2-k] = 0.5+2
n y[3] = Skx[k]h[3-k] = 2
n As found in previous slide
DEE, NUST College of E & ME Signals and Systems
Example 2: LTI Convolution
n Consider a LTI system that has a
step response h[n] = u[n] to the
unit impulse input signal
n What is the response when an input
signal of the form
x[n] = anu[n]
where 0<a<1, is applied ?
n For n 0: n
y[n]   a k
k 0

1  a n 1

1a
n Therefore,
 1  a n 1 
y[n]   u[n]
 1a 

DEE, NUST College of E & ME Signals and Systems


Continuous Time Convolution Sum

n Steps for Reflect and Shift Method


n Plot the two functions you want to convolve
n Reflect and Shift the system response
n Find Regions of Integration
n Use Convolution Integral
n Plot Convolution Result

y t   x t  * h t 

y t    x  h  t    d

DEE, NUST College of E & ME Signals and Systems
Plot the Two Input Functions

n x(t)

n h(t)

DEE, NUST College of E & ME Signals and Systems


Reflect and Shift

n Reflect (Wrap Around Origin)

n Shift (So that the point that was at the


origin becomes “t”)

DEE, NUST College of E & ME Signals and Systems


Find Regions of Integration

n Find limits by sliding h(t−τ) over x(τ)

0≤t ≤ 1

1≤t ≤ 2

DEE, NUST College of E & ME Signals and Systems


Use Convolution Integral

n y(t) =∫0t1dτ
=t

• y(t) =∫t−111dτ
=1−(t−1)
=2−t

DEE, NUST College of E & ME Signals and Systems


Plot the Result

n y(t)=x(t)*h(t)

DEE, NUST College of E & ME Signals and Systems


Linear Time-Invariant Systems

CT Signals and
Convolution

DEE, NUST College of E & ME Signals and Systems


Representation of CT signal in
terms of Impulses
n In this lecture, we’re going to
understand how the convolution
theory can be applied to continuous
systems. This is probably most
easily introduced by considering the
relationship between discrete and
continuous systems.
n The convolution sum for discrete
systems was based on the sifting
principle, the input signal can be
represented as a superposition
(linear combination) of scaled and
shifted impulse functions.
n This can be generalised to
continuous signals, by thinking of it
as the limiting case of arbitrarily
thin pulses
DEE, NUST College of E & ME Signals and Systems
Representation of CT signal in
terms of Impulses
n As previously shown, any continuous signal can be
approximated by a linear combination of thin, delayed pulses:
 D1 0  t  D 1/D D(t)
 D (t )  
 0 otherwise D
n Note that this pulse (rectangle) has a unit integral. Then we
have: ^ 
x(t )   x(kD ) D (t  kD )D
k  
n Only one pulse is non-zero for any value of t. Then as D0

x(t )  lim
D 0
 x(kD)
k  
D (t  kD )D

n When D0, the summation approaches an integral



x(t )   x( ) (t   )d


n This is known as the sifting property of the continuous-time


impulse and there are an infinite number of such impulses (t-
)
DEE, NUST College of E & ME Signals and Systems
Continuous Time Convolution
n Given that the input signal can be approximated by a sum of
scaled, shifted version of the pulse signal, D(t-kD)
^ 
x(t )   x(kD)
k  
D (t  kD )D

n
^ y is the superposition of
The linear system’s output signal
^ h (t), which is the system response to  (t-
the responses, kD D
kD).
n From the discrete-time convolution:
^  ^
y (t )   x(kD) h
k  
kD (t )D

n What remains is to consider as D0. In this case:


 ^
y (t )  lim
D 0
 x(kD) h
k  
kD (t )D

  x( )h (t )d

DEE, NUST College of E & ME Signals and Systems
Continuous Time Convolution
n The CT input signal (red)
x(t) is approximated (blue)
by: ^ 
x(t )   x(kD)
k  
D (t  kD)D

n Each pulse signal


 D (t  kD )
n generates a response
^
h kD (t )
n Therefore the DT
convolution

response is
^ ^
y (t )   x(kD) h
k  
kD (t )D

n Which approximates the


CT convolution response

y (t )   x( )h (t )d


DEE, NUST College of E & ME Signals and Systems


Continuous Time Convolution
n For a linear, time invariant system, all the impulse
responses are simply time shifted versions:
h (t )  h(t   )
n Therefore, convolution for an LTI system is defined by:

y (t )   x( )h(t   )d


n This is known as the convolution integral or the


superposition integral
n Algebraically, it can be written as:
y (t )  x(t ) * h(t )
n To evaluate the integral for a specific value of t, obtain the
signal h(t-) and multiply it with x() and the value y(t) is
obtained by integrating over  from – to .
n Demonstrated in the following examples

DEE, NUST College of E & ME Signals and Systems


Convolution
n Example
xt   u t   u t  1

y t    x  ht    d


5 4 3 2 1
t
0 1 2 3 4 5

ht   u t  1  u t  2 

5 4 3 2 1
t
0 1 2 3 4 5

DEE, NUST College of E & ME Signals and Systems


Convolution
n Example

y t    x  ht    d ht    x  


5 4 3 2 1 0 1 2 3 4 5

y t 

4 3 2 1 0 1 2 3 4 5 6 t

DEE, NUST College of E & ME Signals and Systems


Convolution
n Example

y t    x  ht    d ht    x  


5 4 3 2 1 0 1 2 3 4 5

y t 
t 1
t 2

4 3 2 1 0 1 2 3 4 5 6 t

DEE, NUST College of E & ME Signals and Systems


Convolution
n Example
x ht   

5 4 3 2 1 0 1 2 3 4 5

y t 
t 1
t 2

4 3 2 1 0 1 2 3 4 5 6 t

DEE, NUST College of E & ME Signals and Systems


Convolution
n Example
x ht   

5 4 3 2 1 0 1 2 3 4 5

y t 
t 1

4 3 2 1 0 1 2 3 4 5 6 t

DEE, NUST College of E & ME Signals and Systems


Convolution
n Example
x ht   

5 4 3 2 1 0 1 2 3 4 5

y t 
t 1

4 3 2 1 0 1 2 3 4 5 6 t

DEE, NUST College of E & ME Signals and Systems


Convolution
n Example
x ht   

5 4 3 2 1 0 1 2 3 4 5

y t 
t 1

4 3 2 1 0 1 2 3 4 5 6 t

DEE, NUST College of E & ME Signals and Systems


Convolution
n Example
x ht   

5 4 3 2 1 0 1 2 3 4 5

y t 
t 1

4 3 2 1 0 1 2 3 4 5 6 t

DEE, NUST College of E & ME Signals and Systems


Convolution
n Example
x ht   

5 4 3 2 1 0 1 2 3 4 5

y t 
t2

4 3 2 1 0 1 2 3 4 5 6 t

DEE, NUST College of E & ME Signals and Systems


Convolution
n Example
x ht   

5 4 3 2 1 0 1 2 3 4 5

y t 
t2

4 3 2 1 0 1 2 3 4 5 6 t

DEE, NUST College of E & ME Signals and Systems


Convolution
n Example
x ht   

5 4 3 2 1 0 1 2 3 4 5

y t 

4 3 2 1 0 1 2 3 4 5 6 t

DEE, NUST College of E & ME Signals and Systems


Example 1: CT Convolution
n Let x(t) be the input to a LTI
system with unit impulse response
h(t): x(t )  e  at u (t ) a0
h(t )  u (t )

n For t>0:
e  a 0   t
x( )h(t   )  
 0 otherwise
n We can compute y(t) for t>0:
t t
y (t )   e  a d   1a e  a
0 0

 1
a
1  e 
 at In this example
a=1
n So for all t:
y (t )  1a 1  e  at u (t )
DEE, NUST College of E & ME Signals and Systems
Example 2: CT Convolution
n Calculate the convolution of
the following signals
x(t )  e 2t u (t )
h(t )  u (t  3)

n The convolution integral


becomes:
t 3
y (t )   e 2 d  12 e 2 ( t 3)


n For t-30, the product x()h(t-


) is non-zero for -<<0, so
the convolution integral
becomes:
0
y (t )   e 2 d  1
2


DEE, NUST College of E & ME Signals and Systems


Convolution: Summary
n Any continuous/discrete-time LTI system is completely described by its
impulse response through the convolution:

y[n]   x[k ]h[n  k ]  x[n] * h[n]
k  

y (t )   x( )h(t   )d  x(t ) * h(t )

n This only holds for LTI systems as follows:
n Example: The discrete-time impulse response
1 n  0,1
h[n]  
0 otherwise
n Is completely described by the following LTI
y[n]  x[n]  x[n  1]
n However, the following systems also have the same impulse response
y[n]   x[n]  x[n  1]
2

n Therefore, if the system is non-linear, it is not completely characterised


by the impulse response

DEE, NUST College of E & ME Signals and Systems


Interconnection of Systems
• Series

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Interconnection of Systems
• Parallel

y(t)
x(t)
h1(t)+h2(t)

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Interconnection of Systems

x1(t) h1(t) h2(t)

x2(t) h1(t) h3(t) + y(t)

x3(t) h1(t) h4(t)

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Interconnection of Systems

h2(t) h5(t)

x(t) y(t)
h1(t) h3(t) h6(t) + h8(t)

h4(t) h7(t)

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Properties of LTI Systems:
Commutative Property
n Convolution is a commutative operator (in both discrete
and continuous time), i.e.:

x[n] * h[n]  h[n] * x[n]   h[k ]x[n  k ]
k  

x(t ) * h(t )  h(t ) * x(t )   h( ) x(t   )d

n For example, in discrete-time:
 
x[n] * h[n]   x[k ]h[n  k ]   x[n  r ]h[r ]  h[n] * x[n]
k   r  
n and similar for continuous time.
n Therefore, when calculating the response of a system to
an input signal x[n], we can imagine the signal being
convolved with the unit impulse response h[n], or vice
versa, whichever appears the most straightforward.

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Distributive Property (Parallel Systems)
n Another property of convolution is the distributive property
x[n] * (h1[n]  h2 [n])  x[n] * h1[n]  x[n] * h2 [n]  y1[n]  y2 [n]
x(t ) * (h1 (t )  h2 (t ))  x(t ) * h1 (t )  x(t ) * h2 (t )  y1 (t )  y2 (t )
n This can be easily verified
n Therefore, the two systems:
y1(t)
h1(t)
x(t) y(t) x(t) y(t)
+ h1(t)+h2(t)
h2(t)
y2(t)

are equivalent. The convolved sum of two impulse responses is


equivalent to considering the two equivalent parallel system
(equivalent for discrete-time systems)

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Example: Distributive Property
n Let y[n] denote the convolution of the following two sequences:
x[n]  0.5n u[n]  2 n u[n]
h[n]  u[n]
n x[n] is non-zero for all n. We will use the distributive property
to express y[n] as the sum of two simpler convolution problems.
Let x1[n] = 0.5nu[n], x2[n] = 2nu[-n], it follows that
y[n]  ( x1 [n]  x2 [n]) * h[n]
n and y[n] = y1[n]+y2[n], where y1[n] = x1[n]*h[n], y2[n] =
x2[n]*h[n].
n y1[n] computed from Example 2.3, and y2[n] from Example 2.5
 1  0.5n 1 
y1[n]   u[n]
 1  0.5 

2 n 1 n0
y2 [ n]  
 2 n 1

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Associative Property (Serial Systems)
Another property of (LTI) convolution is that it is associative
x[n] * (h1[n] * h2 [n])  ( x[n] * h1[n]) * h2 [n]
x(t ) * (h1 (t ) * h2 (t ))  ( x(t ) * h1 (t )) * h2 (t )
Again this can be easily verified by manipulating the
summation/integral indices
Therefore, the following four systems are all equivalent and y[n]
= x[n]*h1[n]*h2[n] is unambiguously defined.

x(t) w(t) y(t) x(t) y(t)


h1(t) h2(t) h1(t)*h2(t)

x(t) v(t) y(t) x(t) y(t)


h2(t) h1(t) h2(t)*h1(t)

This is not true for non-linear systems (y1[n] = 2x[n], y2[n] =


x2[n])
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LTI System Memory
n An LTI system is memoryless if its output depends only
on the input value at the same time, i.e.
y[n]  kx[n]
y (t )  kx(t )
n For an impulse response, this can only be true if
h[n]  k [n]
h(t )  k (t )
n Such systems are extremely simple, whereas, the output
of dynamic engineering, physical systems depend on:
• Preceding values of x[n-1], x[n-2], …

• Past values of y[n-1], y[n-2], …

for discrete-time systems, or derivative terms for


continuous-time systems

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System Invertibility
n Does there exist a system with impulse response h1(t) such that
y(t)=x(t)? x(t) w(t) y(t)=x(t)
h(t) h1(t)

n Widely used concept for:


• control of physical systems, where the aim is to calculate a
control signal such that the system behaves as specified
• filtering out noise from communication systems, where the
aim is to recover the original signal x(t)
n The aim is to calculate “inverse systems” such that
h[ n]* h1[ n]   [ n]
h(t ) * h1 (t )   (t )
n The resulting serial system is therefore memoryless

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Example: Accumulator System
n Consider a DT LTI system with an impulse response
n h [n ] = u [n ]
n Using convolution,

the response to an arbitrary input x[n]:
y[n]   x[k ]h[n  k ]
n k  
n As u[n-nk] = 0 for n-k<0 and 1 for n-k0, this becomes
y[n]   x[k ]
k  

n i.e. it acts as a running sum or accumulator. Therefore an


inverse system can be expressed as:
y[n]  x[n]  x[n  1]
n A first difference (differential) operator, which has an
impulse response
h1[n]   [n]   [n  1]

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Causality for LTI Systems
n Remember, a causal system only depends on present and
past values of the input signal. We do not use knowledge
about future information.
n For a discrete LTI system, system should be initially at
rest
n h[n] = 0 for n<0
n as y[n] must not depend on x[k] for k>n, as the impulse
response must ben
zero before the pulse!
x[n] * h[n]   x[k ]h[n  k ]
k  
t
x(t ) * h(t )   x( )h(t   )d


n Both the integrator and its inverse in the previous


example are causal
n This is strongly related to inverse systems as we generally
require our inverse system to be causal. If it is not
causal, it is difficult to manufacture!
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LTI System Stability
n Remember: A system is stable if every bounded input produces a
bounded output
n Therefore, consider a bounded input signal
n |x[n]| < B for all n
n Applying convolution and taking the absolute value:

y[n]   h[k ]x[n  k ]
k  

n Using the triangle inequality (magnitude of a sum of a set of numbers


is no larger than the sum of the magnitude of the numbers):

y[n]   h[k ] x[n  k ]
k  

 B  h[k ]
k  

n Therefore a DT LTI system is stable if and only if its impulse


response is absolutely summable, i.e
 Continuous-time
 h[k ]  
k   system  h( ) d  

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Example: System Stability
n Are the DT and CT pure time shift systems stable?
h[n]   [n  n0 ]
h(t )   (t  t0 )
 

 h[k ]    [k  n ]  1   0
Therefore, both the CT and
k   k   DT systems are stable: all
  finite input signals produce a
 
h( ) d    (  t0 ) d  1  
 finite output signal
n Are the discrete and continuous-time integrator systems stable?
h[n]  u[n  n0 ]
h(t )  u (t  t0 )
  

 h[k ]   u[k  n ]   u[k ]  


k   k  
0
k  n0
Therefore, both the CT and
  
DT systems are unstable:

h( ) d   u (  t0 ) d   u ( ) d  
 t0
at least one finite input
causes an infinite output
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Linear Time-Invariant Systems

LCCDE

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Differential and Difference Equations
n Two extremely important classes of causal LTI systems:
n 1) CT systems whose input-output response is described by
linear, constant-coefficient, ordinary differential
equations with a forced response
dy (t ) RC circuit with: y(t) = vc(t),
 ay (t )  bx (t )
dt x(t) = vs(t), a = b = 1/RC.

n 2) DT systems whose input-output response is described by


linear, constant-coefficient, difference equations
n Simple bank account with:
y[n]  ay[n  1]  bx[n]
a = -1.01, b = 1.
n Note that to “solve” these equations for y(t) or y[n], we need to
know the initial conditions
n Examine such systems and relate them to the system properties
just described

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Continuous-Time Differential Equations
n A general Nth-order LTI differential equation is
N
d k y (t ) M d k x(t )

k 0
ak
dt k
  bk
k 0 dt k
n If the equation involves derivative operators on y(t) (N>0) or
x(t), it has memory.

n The system stability depends on the coefficients ak. For


example, a 1st order LTI differential equation with a0=1:
dy (t )
 a1 y (t )  0 y (t )  Ae a1t
dt
n If a1>0, the system is unstable as its impulse response
represents a growing exponential function of time
n If a1<0 the system is stable as its impulse response corresponds
to a decaying exponential function of time
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Discrete-Time Difference Equations
n A general Nth-order LTI difference equation is
N M

a
k 0
k y[n  k ]   bk x[n  k ]
k 0

n If the equation involves difference operators on y[n] (N>0) or


x[n], it has memory.
n The system stability depends on the coefficients ak. For
example, a 1st order LTI difference equation with a0=1:

y[n]  a1 y[n  1]  0 y[n]  Aa1n

n If a1>1, the system is unstable as its impulse response


represents a growing power function of time
n If a1 <1 the system is stable as its impulse response
corresponds to a decaying power function of time

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Linear Constant Coefficient Difference
Equation

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LCCDE Continued…….

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First Order Example

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LCCDE Continued….

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LTI Summary

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