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LTI Systems

LTI systems are linear and time-invariant systems that are widely used in areas like signal processing and control theory. LTI systems can have inputs and outputs that vary over both time and spatial dimensions. The behavior of an LTI system is described by the convolution of the system's impulse response with the input signal. Convolution captures how an LTI system's output is the weighted sum of past input values, with more recent inputs weighted more heavily. This relationship follows from the system's properties of linearity, which means inputs and outputs are related by a linear transformation, and time-invariance, meaning the system responds the same regardless of when an input is applied.

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Muhammad Atiq Ur Rehman 22-FET/PHDEE/S19
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47 views3 pages

LTI Systems

LTI systems are linear and time-invariant systems that are widely used in areas like signal processing and control theory. LTI systems can have inputs and outputs that vary over both time and spatial dimensions. The behavior of an LTI system is described by the convolution of the system's impulse response with the input signal. Convolution captures how an LTI system's output is the weighted sum of past input values, with more recent inputs weighted more heavily. This relationship follows from the system's properties of linearity, which means inputs and outputs are related by a linear transformation, and time-invariance, meaning the system responds the same regardless of when an input is applied.

Uploaded by

Muhammad Atiq Ur Rehman 22-FET/PHDEE/S19
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as DOC, PDF, TXT or read online on Scribd
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LTI systems

Linear time-invariant theory, commonly known as LTI system theory, comes from applied
mathematics and has direct applications in NMR spectroscopy, seismology, circuits,signal
processing, control theory, and other technical areas. It investigates the response of
a linear and time-invariant system to an arbitrary input signal. Trajectories of these systems are
commonly measured and tracked as they move through time (e.g., an acoustic waveform), but in
applications like image processing and field theory, the LTI systems also have trajectories in spatial
dimensions. Thus, these systems are also called linear translation-invariant to give the theory the
most general reach. In the case of genericdiscrete-time (i.e., sampled) systems, linear shift-
invariant is the corresponding term. A good example of LTI systems are electrical circuits that can be
made up of resistors, capacitors, and inductors.

The defining properties of any LTI system are linearity and time invariance.

 Linearity means that the relationship between the input and the output of the system is
a linear map: If input produces response and input produces
response then the scaled and summed input produces the scaled
and summed response where and are real scalars. It follows that
this can be extended to an arbitrary number of terms, and so for real numbers ,

Input produces output


In particular,

Input (E
produces output q.1
)

where and are scalars and inputs that vary over a continuum indexed by . Thus if
an input function can be represented by a continuum of input functions, combined "linearly",
as shown, then the corresponding output function can be represented by the corresponding
continuum of output functions, scaled and summed in the same way.

 Time invariance means that whether we apply an input to the system now
or T seconds from now, the output will be identical except for a time delay of
the T seconds. That is, if the output due to input is , then the output
due to input is . Hence, the system is time invariant
because the output does not depend on the particular time the input is applied.

Continuous-time systems
Impulse response and convolution
The behavior of a linear, continuous-time, time-invariant system with input signal x(t) and output
signal y(t) is described by the convolution integral

(using commutativity)

 where is the system's response to an impulse: is therefore proportional


to a weighted average of the input function The weighting function is simply
shifted by amount As changes, the weighting function emphasizes different parts of the
input function. When is zero for all negative depends only on values of prior to
time and the system is said to be causal.

 To understand why the convolution produces the output of an LTI system, let the
notation represent the function with variable and constant And let
the shorter notation represent Then a continuous-time system transforms an
input function, into an output function, And in general, every value of the output can
depend on every value of the input. This concept is represented by:

 where is the transformation operator for time In a typical system, depends most
heavily on the values of that occurred near time Unless the transform itself changes
with the output function is just constant, and the system is uninteresting.

 For a linear system, must satisfy Eq.1':'

(E
q.2
)

 And the time-invariance requirement is:

(E
q.3
)

 In this notation, we can write the impulse response as

 Similarly:

(using Eq.3)
 Substituting this result into the convolution integral:

 which has the form of the right side of Eq.2 for the case and
Eq.2 then allows this continuation:

 In summary, the input function, can be represented by a continuum of time-shifted


impulse functions, combined "linearly", as shown at Eq.1. The system's linearity property
allows the system's response to be represented by the corresponding continuum of
impulse responses, combined in the same way. And the time-invariance property allows that
combination to be represented by the convolution integral.

 The mathematical operations above have a simple graphical simulation

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