LTI System

P3
y(n) = k=0 h(n − k)x(k): Convolution
h(n) = {2, 1.8, 1.5}
P3
x(n) = {1, 1.5, 1.8} y(n) =? y(0) = k=0 h(0 − k)x(0) = 2 × 1 = 2
P3
x(n) = N h(n) = M y(n) = N + M − 1 y(1) = k=0 h(1−k)x(0) = 1.5×2+1×1.8 = 4.
P3
x[n]
y(2) = k=0 h(2 − k)x(0) =
2
1.5 × 1 + 1.8 × 1.5 + 2 × 1.8 = 7.8

P3
1.5
y(3) = k=0 h(3 − k)x(0) =?
P3
y(4) = k=0 h(4 − k)x(0) = 2.7
1
P3
y(5) = k=0 h(5 − k)x(0) = 0
3n
−1 2.2
h[n]
1 2
Total length = 5 = (N + M − 1)

2
y(n) = h(n) + 1.5h(n − 1) + 1.8h(n − 2)
Elementary signals property
1.8

1.6

1.4
−1 1 2 3n

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LTI System

1 Total solution y(n) = yh (n) + yp (n), yh (n)[yzi(n) ]:homogeneous solution,

yp (n):particular solution
2 Example:y(n) − 3y(n − 1) − 4y(n − 2) = 0
3 Homogeneous solution: yh (n) = λn
n n−1 n−2
λ − 3λ − 4λ = 0 → λn−2 (λ2 − 3λ − 4) = 0, λ = 4, −1
4 yh (n) = C1 (−1)n + C2 (4)n
5 zero-input response of the system can be obtained from the homogenous solution by
evaluating the constants
6 y(0) = 3y(−1) + 4y(−2)
y(1) = 3y(0) + 4y(−1) = 9y(−1) + 12y(−2) + 4y(−1) = 13y(−1) + 12y(−2)
7 From solution y(0) = C1 + C2 and y(1) = −C1 + 4C2
−1 4 16 16
8 Compare C1 = 5 y(−1) + 5 y(−2) and C2 = 5 y(−1) + 5 y(−2)
 −1
yp (n) = 5 y(−1) + 5 y(−2) (−1) + 5 y(−1) + 5 y(−2) 4n , n
4 n
 16 16
9 ≥0

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LTI System

P∞
Crosscorrelation: rxy (l) = n=−∞ x(n)y(n − l), l = 0, ±1, ±2, ...
P∞
ryx (l) = n=−∞ y(n)x(n − l): rxy (l) = ryx (−l)
P ∞ P∞
rP
yx (−l) = n=−∞ y(n)x(n + l) → n1 =−∞ y(n1 − l)x(n1 ) →
∞
n1 =−∞ x(n 1 )y(n1 − l) = r xy (l)
P∞
Autocorrelation: rxx (l) = n=−∞ x(n)x(n − l), l = 0, ±1, ±2, ...
P∞ 2
Autocorrelation: rxx (0) = n=−∞ x (n): energy of signal
Properties of Crosscorrelation and Autocorrelation

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LTI System

Transmitted signal x(t) = 5 cos(10πt), t ∈ [0, 10]ms

Received signal y(t) = 2. cos(10π(t − t0 )) + n(t), t0 :constant say 1ms
n(t): noise of zero mean and 0.1 variance: randn
Calculate z(t) = x(t) ∗ y(t): use z = conv(x, y)
Plot z(t)
Plot z1 (t) = x(−t) ∗ y(t)
Draw your observations

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Example: Determine the range of a and
b for which LTI system is stable
(
an , if n ≥ 0
h(n) =
bn , n < 0

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Example: Determine the range of a and
b for which LTI system is stable
(
an , if n ≥ 0
h(n) =
bn , n < 0

Sol.

∞
X
|h(n)|
n=−∞

−1 ∞ −1
X X 1 X
|b|n + |a|n = + |b|n |a| < 1
n=−∞ n=0
1 − |a| n=−∞
−1 ∞ 1
X X 1 1 1 1 |b| 1
|b|n = = (1 + + + ...) = 1 =
n=−∞ n=1
|b| n |b| |b| |b| 2
1 − |b|
|b| −1
1
with |b| < 1 so |b| > 1
So system is stable if |a| <1 and |b| > 1

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Example: Square root of a positive number

1 A √
s(n) = [s(n − 1) + ], n = 0, 1, ..., s(n − 1) : initial guess of A
2 s(n − 1)

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Example: Square root of a positive number

1 A √
s(n) = [s(n − 1) + ], n = 0, 1, ..., s(n − 1) : initial guess of A
2 s(n − 1)
Recursive system :
1 x(n)
y(n) = [y(n − 1) + ]
2 y(n − 1)

clc ;
clear all ;
xn =2;
y _ i n t =3;
for i =1:10
y ( i ) = 0 . 5 * ( y _ i n t+xn / y _ i n t )
y _ i n t=y ( i ) ;
end
1.8333 1.4621 1.4150 1.4142 1.4142 1.4142 1.414
1.4142 1.4142 1.4142

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Example: Determine the zero-input response of the system

y(n) − 3y(n − 1) − 4y(n − 2) = x(n)

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Example: Determine the zero-input response of the system

y(n) − 3y(n − 1) − 4y(n − 2) = x(n)

Sol. of homogeneous equation :

y(n) − 3y(n − 1) − 4y(n − 2) = 0, yh (n) = λn

λn − 3λn−1 − 4λn−2 = 0, λn−2 [λ2 − 3λ1 − 4] = 0
λ = −1, 4, so
yh (n) = C1 (−1)n + C2 (4)n
Consider initial conditions y(−1) and y(−2)
y(0) − 3y(−1) − 4y(−2) = 0, y(0) = 3y(−1) + 4y(−2)
y(1) − 3y(0) − 4y(−1) = 0, y(1) = 13y(−1) + 12y(−2)
from the derived solution

yh (0) = C1 (−1)n + C2 (4)n = C1 + C2 = 3y(−1) + 4y(−2)

yh (1) = C1 (−1)n + C2 (4)n = −C1 + 4C2 = 13y(−1) + 12y(−2)
Let y(−1) = 2 and y(−2) = 0
−2 32 n
C1 = −2/5, C2 = 32/5, Hence, yh (n) = (−1)n + (4) , n ≥ 0
5 5
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Example: Find the particular Sol.

5 1
y(n) = y(n − 1) − y(n − 2) + x(n), x(n) = 2n u(n)
6 6

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Example: Find the particular Sol.

5 1
y(n) = y(n − 1) − y(n − 2) + x(n), x(n) = 2n u(n)
6 6
Particular solution
yp (n) = K2n u(n)
K2n u(n) = 5/6K2n−1 u(n − 1) − 1/6K2n−2 u(n − 2) + 2n u(n)
Determine the K for n ≥ 2, Let n=2
8
4K = 5/62Ku(1) − 1/6K22−2 u(2 − 2) + 22 u(2), K=
5
So,
8 n
yp (n) = 2 u(n)
5
Total Solution
y(n) = yh (n) + yp (n)

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EC-313 IIT (BHU) Varanasi SS 13
Example: Find the output of the system given as

y(n) − 3y(n − 1) − 4y(n − 2) = x(n) + 2x(n − 1), x(n) = 4n u(n)

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Example: Find the output of the system given as

y(n) − 3y(n − 1) − 4y(n − 2) = x(n) + 2x(n − 1), x(n) = 4n u(n)

Homogeneous solution by substituting x(n) = 0,

yh (n) = C1 (−1)n + C2 (4)n

Particular solution
yp (n) = K4n u(n)
But it is already present in the homogeneous solution so consider

yp (n) = nK4n u(n)

nK4n u(n)−3(n−1)K4n−1 u(n−1)−4(n−2)K4n−2 u(n−2) = 4n u(n)+2.4n−1 u(n−1)

Determine the K for n ≥ 2, Let n=2
6
32K − 12K − 0 = 16 + 8, K=
5
So,
6 n
yp (n) = n4 u(n)
5
Total Solution
y(n) = yh (n) + yp (n)
EC-313 IIT (BHU) Varanasi SS 15
Contd..

6 n
y(n) = C1 (−1)n + C2 (4)n + n4 , n ≥ 0
5
6
y(0) = C1 + C2 + 0, y(1) = −C1 + 4C2 + 4
5
From system eq.

y(0)−3y(−1)−4y(−2) = x(0)+2x(−1), y(1)−3y(0)−4y(−1) = x(1)+2x(0) x() = 4n u(n

Let y(−1) = y(−2) = 0 and x(−1) = 0, x(0) = 1, x(1) = 4 so

y(0) = 1, y(1) − 3.1 − 4.0 = 4 + 2.1, y(1) = 9

Compare eqs.
7
C1 + C2 = 1, −C1 + 4C2 =
8
Hence, C1 = −1/25, C2 = 26/25
−1 26 n 6 n
y(n) = (−1)n + (4) + n4 , n ≥ 0
25 25 5

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