1.5 Linear Time-Invariant Systems
1.5 Linear Time-Invariant Systems
�� �� = ��=−∞
⇒ 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
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
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
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(��)
⇒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.
• 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
�� �� = �� �� ∗ 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