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Lecture week 3 LTI systems_annotated

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Lecture week 3 LTI systems_annotated

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KIE2006 Week3

LINEAR TIME-INVARIANT SYSTEMS


Previously …

• We have developed the important representations


of discrete-time LTI systems in terms of their unit
impulse responses
• In discrete-time – convolution sum
• Now we focus on continuous-time LTI system –
convolution integral
The response at time n of a linear
system is simply the superpositon
of responses due to the input
value at each point in time
Actual output
Actual input
Continuous-Time LTI Systems:
The Convolution Integral
• The goal is we want to obtain complete
characterization of a continuous-time LTI system in
terms of its unit impulse response
• We can develop a representation for arbitrary
continuous-time signals in terms of rectangular
pulse with vanishingly small duration
• Following that, we will proceed to develop
convolution integral representation for continuous-
time LTI systems
Continuous-Time LTI
systems
Continuous-Time LTI
Systems
• Time Invariance
• The representation of continuous-time signals in
terms of impulse
• We begin by considering a pulse or “staircase”
approximation, to a continuous-time signal,
• This approximation can be expressed as a linear
combination of delayed pulses

• Then, since has unit amplitude, we have the


expression
+

(2.25)
As we let approach 0, the approximation becomes better and better, and
in the limit equals . Therefore

(2.26)
As 0, the summation approaches an integral and is the unit impulse
function

(2.27)
The product of
The continuous-time unit impulse response and the
convolution integral representation of LTI systems
• The approximate representation in eq. (2.25) represents
the signal as a sum of scaled and shifted versions of the
basic pulse signal
• Consequently, the response of a linear system to this
signal will be the superposition of the responses to the
scaled and shifted versions of
Responses of the system to weighted The output corresponding to is the
pulses in the expression for superposition of all of these responses
Summary
Summary
Convolution Sum

Convolution Integral
Example 1

• Let be the input to an LTI system with unit impulse


response where
−𝑎𝑡
𝑥 ( 𝑡 )=𝑒 𝑢 ( 𝑡 ) , 𝑎 >0
• and

h ( 𝑡 )=𝑢( 𝑡 )
𝑓𝑜𝑟 𝑡 >0 ,
Example 2

• Consider the convolution of the following two


signals:

𝑥 ( 𝑡 )={ 1 ,0 <𝑡 < 𝑇


0 , 𝑜𝑡h𝑒𝑟𝑤𝑖𝑠𝑒

h ( 𝑡 )={ 𝑡 , 0 <𝑡 <2 𝑇


0 , 𝑜𝑡h𝑒𝑟𝑤𝑖𝑠𝑒
Example 3

• Let denote the convolution of the following two


signals:

2𝑡
𝑥 ( 𝑡 )=𝑒 𝑢(− 𝑡 )
h ( 𝑡 )=𝑢( 𝑡 −3)
𝑓𝑜𝑟 𝑡 − 3 ≤ 0 ,

𝑓𝑜𝑟 𝑡 − 3 ≥ 0
Properties of LTI Systems

• The commutative property


• The distributive property
• The associative property
• LTI systems with and without memory
• Invertibility of LTI systems
• Causality for LTI systems
• Stability for LTI systems
• The unit step response of an LTI system
LTI systems with and without
memory
• a system is memoryless if its output at any time depends
only on the value of the input at that same time
• Example:
 present
 past
 future
• Test your understanding: are these system with or without
memory?
LTI systems with and without
memory
• the only way that this can be true for a discrete-
time LTI system is if for

• In this case, the impulse response has the form


• where is a constant, and the convolution sum
reduces to the relation
• If a discrete-time LTI system has an impulse
response that is not identically zero for , then the
system has memory.
LTI systems with and without memory

System memoryless  output depends only on the


value of the input at that same time
For LTI system when h[n] = 0 for n0
h[t] = 0 for 0

System has memory  Has impulse response


h[n] for n0
h[t] for 0
Causality for LTI systems
Causal system  depends only on present and past values of the
input to the system
Causality in terms of impulse
response of the system
• The output of a causal system depends only on the present
and past values of the input to the system.

• By using the convolution sum and integral, we can relate


this property to a corresponding property of the impulse
response of an LTI system
• impulse response of a causal discrete-time LTI system
satisfy the condition
• Impulse response of a causal continuous-time LTI system
satisfy the condition
Stability for LTI systems
System stable  if every bounded input produces a
bounded output.

Example of a stable system : a time shift system in discrete time ,


=1

Example of unstable system : accumulator


Because when we apply a constant input to an accumulator, the
output grows without bound

= =
Stability for LTI systems in
terms of its impulse
response
we can conclude that if the impulse response is absolutely
summable, that is, if

Then y[n] is bounded in magnitude, hence system is stable

Similarly, for CT the system is stable if the impulse response is


absolutely integrable

Thus, the above equations can be used to test for stability


• Invertibility of LTI systems
A system is invertible only if an
inverse system exists that when
connected in series with the
original system, produces an
output equal to the input to the
first system

h ( 𝑡 ) ∗ h1 (𝑡 )=𝛿(𝑡 )

h [ 𝑛 ] ∗ h1 [ 𝑛 ] =𝛿[𝑛]
Example 2.11
Example 2.12
Exercise
The following are the impulse responses of discrete-time LTI
systems. Determine whether each system is causal and/or
stable. Justify your answers.

a) h[n] = u[n]

b) h[n] = u[n+2]

c) h[n] = u[-n]

d) h[n] = u[3-n]

e) h[n] = u[n] + u[n+1]

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