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1.5 Linear Time-Invariant Systems

The document discusses representation and properties of discrete-time (DT) and continuous-time (CT) linear time-invariant (LTI) systems. It states that an arbitrary DT sequence can be represented as a linear combination of shifted unit impulses, known as the sifting property. The response of an LTI system to any input is the convolution of the input with the system's impulse response. Properties of convolution like commutativity, associativity and time-shifting are described. Memory, invertibility, causality and stability of LTI systems can be determined from their impulse responses.

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MOHD ABU UBAIDA
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0% found this document useful (0 votes)
38 views28 pages

1.5 Linear Time-Invariant Systems

The document discusses representation and properties of discrete-time (DT) and continuous-time (CT) linear time-invariant (LTI) systems. It states that an arbitrary DT sequence can be represented as a linear combination of shifted unit impulses, known as the sifting property. The response of an LTI system to any input is the convolution of the input with the system's impulse response. Properties of convolution like commutativity, associativity and time-shifting are described. Memory, invertibility, causality and stability of LTI systems can be determined from their impulse responses.

Uploaded by

MOHD ABU UBAIDA
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 PDF, TXT or read online on Scribd
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Representation of DT Signals with Sums of Unit Impulses

Representation of DT Signals …….


• Written analytically
�� �� = ⋯ + �� −2 �� �� + 2 + �� −1 �� �� + 1 + �� 0 �� �� + �� 1 ��

�� − 1 + �� 2 �� n − 2 + ⋯ �� �� ��[�� − ��]

�� �� = ��=−∞
⇒ An arbitrary sequence ��[��]can be represented as a linear combination of
shifted unit impulses �� �� − �� , where the weights in this linear combination
are ��[��]. ⇒ The above equation is called the sifting property of the DT unit
impulse.
Superposition Sum for DT LTI System
Graphic View
Derivation of Superposition Sum
Impulse Response

⇒If response of an LTI system to an impulse is known, then the response to an


arbitrary input can be reconstructed.
Convolution Sum
• The conclusion of the derivation is that for an arbitrary input ��[��],
the output is
�� �� = �� �� �� ℎ[�� − ��] (1)
The above equation is referred to as the convolution sum or superposition sum. •
The operation on the right-hand side is known as the convolution of the
sequences �� �� and ℎ �� and symbolically represented as
�� �� = ��[��] ∗ ℎ[��]
Convolution Sum (contd.)
• Problem 2.1 [1]
�� �� = �� �� + 2�� �� − 1 − ��[�� − 3] and
ℎ �� = 2�� �� + 1 + 2��[�� − 1], Determine ��[��].
�� �� = ℎ �� + 2ℎ �� − 1 − ℎ �� − 3
= 2�� �� + 1 + 2�� �� − 1 + 2 2�� �� − 1 + 1 +
2��[�� − 1 − 1] − 2�� �� − 3 + 1 + 2��[�� − 3 −
1]
= 2�� �� + 1 + 4�� �� + 2�� �� − 1 + 2�� �� − 2 − 2�� ��
−4
Convolution Computation: Graphical Method
1. Plot �� and ℎ vs �� since the convolution sum is
on ��. 2. Flip ℎ �� around the vertical axis to obtain
ℎ −�� . 3. Shift ℎ −�� by �� to obtain ℎ −�� +
�� .
4. Multiply to obtain �� �� ℎ �� − �� .
5. Sum on �� to compute �� �� �� ℎ[�� − ��].
6. Index �� and repeat steps 3-6.
• Examples 2.1-2.5 [1]
Example 1: Tabular Method
k -4 -3 -2 -1 0 1 2 3 4 5 n y[n]
x[k] 1 2 0 -1

h[k] 2 0 2

h[-k] 2 0 2 0 y[0]= 4

h[-k-1] 2 0 2 -1 y[-1]= 2

h[-k-2] 2 0 2 -2 y[-2]= 0

h[-k+1] 2 0 2 1 y[1]= 2

h[-k+2] 2 0 2 2 y[2]= 2

h[-k+3] 2 0 2 3 y[3]= 0
h[-k+4] 2 0 2 4 y[4]= -2

h[-k+5] 2 0 2 5 y[5]= 0

Example 2: Tabular Method: �� �� = �� �� �� ℎ[�� − ��]


k -4 -3 -2 -1 0 1 2 3 4 5 n y[n]
x[k] -1 1 2

h[k] 3 1 -2 3 -2

h[-k] -2 3 -2 1 3 0 y[0]= 9

h[-k-1] -2 3 -2 1 3 -1 y[-1]= 2

h[-k-2] -2 3 -2 1 3 -2 y[-2]= -3

h[-k-3] -2 3 -2 1 3 -3 y[-3]= 0

h[-k+1] -2 3 -2 1 3 1 y[1]= -3

h[-k+2] -2 3 -2 1 3 2 y[2]= 1

h[-k+3] -2 3 -2 1 3 3 y[3]= 4
h[-k+4] -2 3 -2 1 3 4 y[4]= -4

h[-k+5] -2 3 -2 1 3 5 y[5]= 0

Example 2: Tabular Method: �� �� = �� ℎ �� ��[�� − ��]


k -4 -3 -2 -1 0 1 2 3 4 5 n y[n]
h[k] 3 1 -2 3 -2

x[k] -1 1 2

x[-k] 2 1 -1 0 y[0]= 9

x[-k-1] 2 1 -1 -1 y[-1]= 2

x[-k-2] 2 1 -1 -2 y[-2]= -3

x[-k-3] 2 1 -1 -3 y[-3]= 0

x[-k+1] 2 1 -1 1 y[1]= -3

h[-k+2] 2 1 -1 2 y[2]= 1

h[-k+3] 2 1 -1 3 y[3]= 4
h[-k+4] 2 1 -1 4 y[4]= -4

h[-k+5] 2 1 -1 5 y[5]= 0

Example 3
• Given ℎ �� = 0.5����[n] and �� �� = 0.8����[n]. Determine ��
�� = ��[��] ∗ ℎ[��]. ∞ �� �� ℎ[�� − ��]
�� �� = ��=−∞

0.8����[��] × 0.5��−����[n − k]
= ��=−∞

0.8��0.5��−����[��]��[�� − k]
= ��=−∞
�� �� = 1, �� ≥ 0 and �� �� − �� = 1, �� − �� ≥ 0 or �� ≤ ��.
∴ 0 ≤ �� ≤ �� and �� ≥ 0.
For �� < 0, �� �� = 0.
For �� ≥ 0,
��
0.8��0.5��−��
��[��] = ��=0

��
0.8 ��=
�� 0
= 0.5
0.5�

CT LTI SYSTEMS
• DT signal

�� �� ��[�� − ��] using sifting property of unit impulse
�� �� = ��=−∞
• CT signal

�� �� �� �� − �� ����
�� �� = −∞
• CT LTI system
If ��(��) → ℎ(��) impulse response, then

�� �� �� �� − �� ���� → −∞
−∞
�� ����

�� �� ℎ �� −
• For input �� �� and IR ℎ(��),

output is �� �� ℎ �� − ��
����
y(t)= −∞
Convolution Properties
• Commutative Property

• For CT system
�� �� ∗ ℎ �� = ℎ(��) ∗ ��(��)
Convolution Properties (contd.)
• Associative Property
• For CT system
�� �� ∗ ℎ1(��) ∗ ℎ2(��) = �� �� ∗ ℎ1(��) ∗ ℎ2(��)

• Used for simplification


Convolution Properties (contd.)
• Distributive Property
• For CT system
�� �� ∗ ℎ1 �� + ℎ2 �� = �� �� ∗ ℎ1 �� + �� �� ∗ ℎ2 ��
Convolution Properties (contd.)
• Combined Commutative and Distributive Properties
• DT System
��1[��] + ��2[��] ∗ ℎ[��] = ��1[��] ∗ ℎ[��] +
��2[��] ∗ ℎ[��]
• CT System
��1 �� + ��2 �� ∗ ℎ �� = ��1 �� ∗ ℎ �� + ��2 �� ∗ ℎ
��

⇒The response of an LTI system to the sum of input signals is equal to the
sum of the responses of the system to these signals individually.

Convolution Properties (contd.)


• Time Shifting Property
• DT System
If �� �� ∗ ℎ �� = ��[��]
then �� �� ∗ ℎ �� − ���� = �� �� − ���� ∗ ℎ
�� = ��[�� − ����] and �� �� − ��1 ∗ ℎ �� −
��2 = ��[�� − ��1 − ��2] • CT System
If ��(��) ∗ ℎ(��) = ��(��)
then �� �� ∗ ℎ �� − ���� = �� �� − ���� ∗
ℎ �� = �� �� − ���� and ℎ �� − ��1 ∗ ℎ ��
− ��2 = ℎ �� − ��1 − ��2
Convolution Properties (contd.)
• Convolution with an Impulse
• DT Signal
�� �� ∗ �� �� = ��[��] [From sifting property]

• CT Signal
��(��) ∗ ��(��) = ��(��) [From sifting property]
LTI System Characterization using IR
• Since an LTI system is completely specified by its impulse response (IR),
therefore, system properties can also be determined from its IR.
• System Properties
• Memory
• Invertibility
• Causality
• Stability
Memory
• A system is memoryless if output at any instant of time depends on the value of input at that
time.
• Consider a DT LTI system with input ��[��] and IR ℎ[��], then the output

�� �� ℎ[�� − ��]
�� �� = ��=−∞
�� �� = ⋯ + �� −1 ℎ �� + 1 + �� 0 ℎ �� + �� 1 ℎ �� − 1 + ⋯
�� −1 = ⋯ + �� −1 ℎ 0 + �� 0 ℎ −1 + �� 1 ℎ −2 + ⋯
�� 0 = ⋯ + �� −1 ℎ 1 + �� 0 ℎ 0 + �� 1 ℎ −1 + ⋯
�� 1 = ⋯ + �� −1 ℎ 2 + �� 0 ℎ 1 + �� 1 ℎ 0 + ⋯
• By definition, for memoryless system
�� −1 = �� −1 ℎ 0
�� 0 = �� 0 ℎ 0
�� 1 = �� 1 ℎ 0

Memory (contd.)
∴ for memoryless system
ℎ �� = 0 for �� ≠ 0
or ℎ �� = ����[��], where �� = ℎ[0] is
a constant and �� �� = ����[��]
• For memoryless CT system
ℎ(��) = 0 for �� ≠ 0
or ℎ(��) = ����(��), where �� = ℎ(0) is
a constant and ��(��) = ����(��),
Memory (contd.)
• Example
For each of the following IRs, determine whether the
corresponding system is memoryless.
(a). ℎ �� = �� �� + 1 − ��(�� − 1)

����
(b). ℎ �� = �� ��(��)

(c). ℎ �� = �� �� − ��[�� − 1]
Invertibility
• DT System

�� �� = ��[��] ∗ ℎ[��] and

�� �� = �� �� ∗ ℎ1 �� = �� �� ∗ ℎ �� ∗ ℎ1
�� = ��[��], if ℎ �� ∗ ℎ1 �� = ��[��]
• For CT system
ℎ(��) ∗ ℎ1(��) = ��(��)
Causality
• The output of a causal system depends on the present and past values of
the input to the system.

�� �� ℎ[�� − ��]
�� �� = ��=−∞
�� �� = ⋯ + �� −1 ℎ �� + 1 + �� 0 ℎ �� + �� 1 ℎ
�� − 1 + ⋯ Example:
�� 0 = ⋯ + �� −1 ℎ 1 + �� 0 ℎ 0 + �� 1 ℎ −1 + ⋯
�� 0 must not depend on �� 1 , �� 2 , �� 3 , ………….For this
to happen, ℎ �� − �� = 0 for �� − �� < 0, or
ℎ �� = 0 for �� < 0
ℎ(��) = 0 for �� < 0
Causality (contd.)
• Examples:
(a). ℎ �� = ��[��]

(b). ℎ �� = �� �� −

��[�� − 1] (c). ℎ �� =
��(�� − ����)

Stability
• System is BIBO stable, if a bounded input produces a bounded output.
Consider a DT LTI system with IR ℎ �� and a bounded input
��[��]. Let ��[��] < �� for all ��

�� �� ℎ �� − ��
�� �� = ��=−∞

ℎ �� �� �� − ��
= ��=−∞
Magnitude of �� ��

ℎ �� �� �� − ��
�� �� = ��=−∞

ℎ �� �� �� − ��
≤ −∞ for all �� and k ∞ ℎ �� ≤ ∞,

ℎ �� �� �� − �� if −∞
≤ −∞ �� + �� ≤ �� + �� ���� ≤ �� ��
Since ��[�� − ��] < ��

ℎ �� ≤ ∞.
∴ ��[��] ≤ �� −∞
Stability (contd.)
• For DT LTI system to be BIBO
stable ∞ ℎ[��] < ∞
��=−∞
i.e., IR is absolutely
summable. • For CT LTI system

ℎ(��) dt < ∞
−∞
i.e., IR is absolutely integrable.
System Properties: Summary

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