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05 - LTI Systems

This document discusses discrete time signals and linear time-invariant (LTI) systems. It covers key topics such as: 1. Convolution is the fundamental concept in signal processing that is used to determine the output of an LTI system for any input signal, given the system's impulse response. 2. An LTI system is one that is both linear and time-invariant. LTI systems can be completely characterized by their impulse response. 3. The output of an LTI system is the convolution of the input signal with the system's impulse response. Convolution involves summing the multiplication of one signal shifted in time with the other. 4. Properties such as commutativity, distributivity

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258 views23 pages

05 - LTI Systems

This document discusses discrete time signals and linear time-invariant (LTI) systems. It covers key topics such as: 1. Convolution is the fundamental concept in signal processing that is used to determine the output of an LTI system for any input signal, given the system's impulse response. 2. An LTI system is one that is both linear and time-invariant. LTI systems can be completely characterized by their impulse response. 3. The output of an LTI system is the convolution of the input signal with the system's impulse response. Convolution involves summing the multiplication of one signal shifted in time with the other. 4. Properties such as commutativity, distributivity

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demonones
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We take content rights seriously. If you suspect this is your content, claim it here.
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EMT488/3

DIGITAL SIGNAL PROCESSING

WEEK 2

Discrete Time Signals &


Systems
LINEAR TIME-INVARIANT
(LTI) SYSTEM
Intro

Convolution
Convolution is the most important and fundamental
concept in signal processing and analysis. By using
convolution, we can construct the output of system
for any arbitrary input signal, if we know the impulse
response of system.

How is it possible that knowing only impulse response


of system can determine the output for any given
input signal? We will find out the meaning of
convolution.
Intro

Linear Time-Invariant (LTI) Systems


A system satisfying both the linearity and the time-
invariance properties.
LTI systems are mathematically easy to analyze and
characterize, and consequently, easy to design.
They possess superposition theorem.
Linear System:

a1
x1 (n)
+ T y (n) T a1 x1[n] a2 x2 [n]
a2
x2 (n)

a1
x1 (n) T

+ y(n) a1T x1[n] a2T x2 [n]


a2
x2 (n) T

System, T is linear if and only if y(n) y(n)


i.e., T satisfies the superposition principle.
5
Time-Invariant System:
A system T is time invariant if and only if
x(n) T y (n)
implies that
x( n k ) T y(n, k ) y(n k )

Example: (a) y (n) x(n) x(n 1)


y (n, k ) x(n k ) x(n k 1)
y (n k ) x(n k ) x(n k 1)
Since y(n, k ) y(n k ), the system is time-invariant.
(b) y (n) nx[n]
y (n, k ) nx[n k ]
y (n k ) (n k ) x[n k ]
Since y(n, k ) y(n k ), the system is time-variant.
6 More example
Any input signal x(n) can be represented as follows:
1, for n 0
[ n]
x ( n) x(k ) (n k )
k
0, for n 0
1

Consider an LTI system T.

Now, the response of T to the unit impulse


is -2 -1 0 1 2 n

(n) T h(n)
Graphical representation of unit impulse.

(n k ) T h(n, k )

Applying linearity properties, we have



x(n) T y (n) T x[n] x(k )h(n, k )
k
7
Applying the time-invariant property, we have

x(n) T
(LTI)
y ( n) x(k )h(n, k ) x(k )h(n k )
k k

LTI system can be completely characterized by its impulse


response.
Knowing the impulse response one can compute the
output of the system for any arbitrary input.
Output of an LTI system in time domain is convolution of
impulse response and input signal, i.e.,

y ( n) x(k )h(n k ) x(k ) h(k )
k

8
Properties of LTI Systems
Convolution is commutative (commutative property)

xk hk xk hn k hk xn k hk xk
k k

x[n] h[n] y[n] h[n] x[n] y[n]

Convolution is distributive (distributive property)

xk h1 k h2 k xk h1 k xk h2 k

h1[n]
x[n] + y[n] x[n] h1[n]+ h2[n] y[n]
h2[n]
9
Properties of LTI Systems

Cascade connection (associative property)

x[n] h1[n] h2[n] y[n]

x[n] h2[n] h1[n] y[n]

x[n] h1[n]h2[n] y[n]

10
Convolution Sum.

yn xn* hn xk hn k
k

Steps for Convolution Computation.


Step 1: Plot x and h versus k since the convolution sum is on k.

Step 2: Flip h[k] around the vertical axis to obtain h [- k].

Step 3: Shift h [-k] by n to obtain h [n- k].

Step 4: Multiply to obtain x[k] h[n- k].

Step 5: Sum on k to compute xk hn k


m
Step 6: Index n and repeat Step 3-6.
11
Convolution Sum Evaluation Procedure.
An alternative approach to evaluating the convolution sum.
Recall, the Convolution Sum is expressed as;

yn xk hn k
k
define an intermediate signal as;
wn k xk hn k
so,

yn w k n
k
Time shift n determines the time at which we evaluated the output
of the system.
The above formula is the simplified version of Convolution Sum,
where we need to determine one signal wn[k] each12 time.
Convolution Sum Methods
Method 1: Graphical Method
Method 2: Cross Method / Table

Refer Example
In Summary

Convolution is a mathematical way of combining two


signals to form a third signal.

It involves mathematical operation such as addition,


subtraction, multiplication and etc.
Interconnection of LTI System
The objective of this section is to develop the relationship
between the impulse response of an interconnection of LTI
systems and impulse response of the constituent systems.
2.5.1 Parallel Connection of LTI System.
2.5.2 Cascade Connection of LTI System.

15
Parallel Connection of LTI Systems
Two LTI systems with impulse response h1[n] and h2[n]
connected in parallel, as in Figure 2.5 below.

Interconnection of two LTI systems.


(a) Parallel connection of two systems. (b) Equivalent system.

Distributive property of convolution (Discrete Time),

xn* h1n xn* h2 n xn* h1n h2 n

16
Cascade Connection of Systems
The impulse response an equivalent system representing two LTI systems
connected in cascade is the convolution of their individual impulse
responses.

Interconnection of two LTI systems. (a) Cascade connection of two systems. (b)
Equivalent system. (c) Equivalent system: Interchange system order.
Discrete Time
Associative properties

xn* h1n* h2 xn*h1n* h2 n


Commutative properties.

h1n* h2 n h2 n* h1n 17
Equivalent System of Four Interconnected System

The interconnected of four LTI system is shown in figure below.


Given the impulse response of the system,
h1[n]=u[n]
h2[n]=u[n+2]- u[n]
h3[n]=[n-2] and h4[n]=anu[n]
Find the impulse response of the overall system.

18
Block Diagram Representation

Block diagram is an interconnection of elementary operations that


act on the input signal.
A more detailed representation of the system than the impulse
response or differential (difference) equation description since it
describes how the systems internal computations or operations are
ordered.
Block diagram representations consists of an interconnection of
three elementary operations on signals;
1. Scalar Multiplication: y[n] = cx[n] ; c is a scalar
2. Addition: y[n] =x[n] + w[n]
3. A time shift for discrete-time LTI systems:
y[n] = x[n-1]
19
Block Diagram Representation

Symbols for elementary operations in block diagram descriptions of systems.


(a) Scalar multiplication. (b) Addition. (c) Integration for continuous-time
systems and time shifting for discrete-time systems.

20
Example of Difference Equation:
Discrete-Time System: Second Order Difference Equation.

Block Diagram Representation of Discrete Time LTI system Described by second


21
order Differential Equation.
Discrete-Time System: Second Order Difference Equation

Direct form II representation of an LTI system described


22 by a second-order
difference equation.
Thank you

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