CHAPTER 2

LINEAR TIME-INVARIANT SYSTEMS

2.0 Continuous-Time LTI System : The Convolution Integral

 The response of a continuous-time LTI system can be computed by convolution of the impulse
response of the system with the input signal, using a convolution integral.

Impulse Response
Input x(t) Output/ Response y(t)
h(t)

Y(t) = x(t) * h(t)

=h(t) * x(t)
∞

∫ x ( τ ) . h ( t−τ ) dτ
−∞

2.1 Calculation of Convolution Integral

 The output y(t) is a weighted integral of the input, where the weight on x ( τ ) is h ( t−τ ). To
evaluate this integral for a specific value of t.
 First, obtain the signal h ( t−τ ) (regarded as a function of τ with t fixed) from h ( τ ) by a
reflection about the origin and a shift to the right by t if t>0 or a shift to the left by |t| is
t<0.
 Then multiply together the signals x ( τ ) and h ( t −τ )
 y(t) is obtained by integrating the resulting product from τ =−∞ to τ =+∞

WHICH SIGNAL TO BE FLIPPED?

ISSUES???

HOW MUCH THE LIMIT?

Example 2.1(A)

Considerthe continuous signal

Compute y(t) = x(t) * h(t)

Solution Example 2.1(A)

Sketch x ( τ )

x(τ)

(τ )

Sketch h ( τ )

h (τ )
 (τ )

Sketch h (−τ ) flipping

h (τ )

(τ )

h (−τ )

(τ )

Sketch h ( t−τ ) (flipping and shifting)

h ( t−τ )

(τ )
Case 1

(τ )

t-1 < 0

t<1  no overlap

∞
y(t) = ∫ x ( τ ) . h ( t−τ ) dτ
−∞

=0

Case 2
∞
Overlap y(t) = ∫ x ( τ ) . h ( t−τ ) dτ
−∞

t −1
= ∫ 1.1 dτ
0

t −1
= ∫ 1 dτ
0

t−1
= τ|
0

t-1 ≥ 0 t-3¿ 0 = (t-1)-0

t≥ 1 t¿ 3 = t-1
 1≤ t<3

Case 3
∞
Overlap y(t) = ∫ x ( τ ) . h ( t−τ ) dτ
−∞

t −1
= ∫ 1.1dτ
t −3

t −1
= ∫ 1dτ
t −3

t−1
= τ|
t−3

t-3 ≥ 0 = (t-1)-(t-3)

t≥ 3 =2

Therefore, the output of y(t) for all t is

{
0 t<1
y(t) = t−11 ≤ t ≤3
2t ≥3
Example 2.1(B)

Convolve these two signals

 Solution 2.1(B)

y(t) = x(t) * h(t)

∞
y(t) = ∫ x ( τ ) . h ( t−τ ) dτ
−∞

x(τ)

(τ )

h (τ )

(τ )

h (τ )
(τ )

h ( t−τ )

(τ )

Case 1

∞
y(t) = ∫ x ( τ ) . h ( t −τ ) dτ
−∞

y(t) = 0

(τ )

t < 0  no overlap

y( t) = 0
Case 2

∞
y(t) = ∫ x ( τ ) . h ( t−τ ) dτ
−∞

t
= ∫ 2.3 dτ
0

t
= ∫ 6 dτ
0

t
= 6 τ|
0
= 6(t) – 6(0)
= 6t

(τ )

t ≥0 t-1¿ 0
t≥ 0 t¿ 1

0≤ t<1

Case 3

∞
y(t) = ∫ x ( τ ) . h ( t−τ ) dτ
−∞

t
Overlap = ∫ 2.3 dτ
t −1

t
= ∫ 6 dτ
t −1
 t
= 6 τ|
t−1
= 6(t)-6(t-1)
= 6t-6t+6
=6

(τ )

t-1 ≥ 0 t¿ 2

t≥ 1

1≤ t<2

Case 4

∞
Overlap y(t) = ∫ x ( τ ) . h ( t−τ ) dτ
−∞

2
= ∫ 2.3 dτ
t −1
 2
= ∫ 6 dτ
t −1

2
= 6 τ|
t−1
= 6(2)-6(t-1)
= 12-6t+6
(τ ) = -6t+18

t-1 ≥ 2 t−1<2

t¿ 3

2≤ t<3

Case 5
∞
y(t) = ∫ x ( τ ) . h ( t−τ ) dτ
−∞

y(t) = 0

t-1 ≥ 2
t ≥ 3  no overlap
Therefore, the output of y(t) for all t is
 {
0 t< 0
6 t 0 ≤t <1
y(t) = 6 1 ≤t <2
−6 t+18 2 ≤ t<3
0t ≥3
Example 2.1(C)

Let x(t) be the input to an LTI system with unit impulse response , h(t) where

x(t) = e−at u ( t ) , a> 0 and h(t) = u(t)

Solution 2.1(C)

y(t) = x(t)*h(t)
∞
= ∫ x ( τ ) . h ( t−τ ) dτ
−∞

x( τ ) h(τ )

(τ )
 h(−τ )

(τ )

h( t−τ )

(τ )

Case 1

∞
y(t) = ∫ x ( τ ) . h ( t−τ ) dτ
−∞

y(t) = 0

(τ )

t < 0  no overlap
 Case 2

∞
y(t) = ∫ x ( τ ) . h ( t−τ ) dτ
−∞

t
= ∫ 1. e−aτ dτ
0

1 e−aτ| t
=-
a 0

1 −at −a (0 )
=-
a
[ e −e ]
1 −at
=-
a
[ e −1 ]

1
(τ ) =
a
[ 1−e−at ]

t ≥0

So, the output of y(t) for all t is

{
1
y(t) = a
[ 1−e ] t ≥0
−at

0 t <0
Example 2.1(D)

Determine and sketch the convolution integral for a system with input,x(t) and impulse response,h(t)

x(t) = u(t-1) – u(t-3)

h(t) = u(t) – u(t-2)

Solution 2.1(D)

x(t) = u(t-1) – u(t-3) h(t) = u(t) – u(t-2)

h (τ )

x(τ)
 h (−τ )

(τ )

h ( t−τ )

(τ )

Case 1
∞
y(t) = ∫ x ( τ ) . h ( t−τ ) dτ
−∞

y(t) = 0

(τ )

t <1  no overlap

Case 2
 ∞
y(t) = ∫ x ( τ ) . h ( t −τ ) dτ
−∞

t
= ∫ 1.1 dτ
1−∞

t
= τ|
1
= t-1
(τ )

t ≥1 t−2<1
t <3

1≤ t <3

Case 3

∞
y(t) = ∫ x ( τ ) . h ( t −τ ) dτ
−∞

3
= ∫ 1.1 dτ
t −2

3
= τ|
t−2
= 3-(t-2)
= 3-t+2
= 5-t
(τ )
 t ≥3 t−2<3
t <5

1≤ t <3

Case 4
∞
y(t) = ∫ x ( τ ) . h ( t−τ ) dτ
−∞

y(t) = 0

t−2 ≥3

t ≥ 5  no overlap

Therefore the output of y(t) for all t is

{
0 t <1
t−11 ≤ t <3
y(t)=
5−t 1 ≤ t <3
0 t ≥5
Exercise 2.1

1. Compute y(t) = u(t) * u(t)

2. Convolvve these two signals.

3. Determine and sketch the convolution integral for a system with input x(t) and impulse response, h(t)

x(t)=u(t+3)-u(t-1)

h(t) = u(t+1) – u(t-1)

Discrete Time LTI Systems : The Convolution Sum

Impulse Response
Input x[n] Output y[n]
h[n]
 y[n] = x[n]*h[n]
∞
y[n]= ∫ x [ k ] . h[n−k ]
k=−∞

Example 2.2(A)

Consider the LTI system with impulse response h[n] and input x[n] , as illistrates below. Compute the
y[n]

x[n]={2,-1,3} h[n] = {1,2,2,3}

Solution Example 2.2(A)

Refer to x[n]
k= 0,1 ,2
y[n] = x[n] *h[n]
∞
y[n]= ∫ x [ k ] . h[n−k ]
k=−∞

2
y[n]= ∫ x [ k ] . h [n−k ]
k=0

y[n]= x [ 0 ] . h [ n ] + x [ 1 ] . h [ n−1 ] + x [ 2 ] . h [ n−2 ]

*
 *

Therefore , y[n] = {2,3,5,10,3,9}

y[n]= 2δ [ n ] +3 δ [ n−1 ] +5 δ [ n−2 ] +10 δ [ n−3 ] +3 δ [ n−4 ] + 9 δ [ n−5 ]

Example 2.2(B)
x[n]={2,-1,3}

h[n] = {1,2,2,3}

Find y[n] = x[n]*h[n]

Solution Example 2.2(B)

Therefore ,

y[n] = {2,3,5,10,3,9}

y[n]= 2δ [ n ] +3 δ [ n−1 ] +5 δ [ n−2 ] +10 δ [ n−3 ] +3 δ [ n−4 ] + 9 δ [ n−5 ]

Example 2.2(C)

Calculate the convolutionsum of y[n] = x[n] *h[n]

x[n]={4,1,2,5}

h[n] = {1,2,-1}

Therefore ,

y[n] = {4,9,0,8,8,-5}

y[n]=4δ [ n+ 1 ] + 9 δ [ n ] + 8 δ [ n−2 ] +8 δ [ n−3 ] −5 δ [ n−4 ]

Exercise 2.2
1. An LTI system has the impulse response h[n]={1,2,0,-3}, the underlines locate the n=0 value. For each
input sequence below, find the output sequence y[n] = x[n]*h[n],expressed both as a list (underlined the
n=0 value) and as a stem plot (graph)

a) x1[n] =δ [ n ]

b) x2[n] =δ [ n+ 1 ] + δ [ n−2 ]

c) x3[n] ={1,1,1}

d) x4[n] ={2,1,-1,-2,-3}

2. Consider an LTI system with an impulse response , h[n] and the input signal, x[n] as follows:

x[n] = δ ¿

h[n] = δ ¿

i) Interpret the input x[n] and impulse response,h[n] in graphical term.

ii) Calculate the output of the system, y[n] using convolution sum.

iii)Draw the output of the system, y[n] as in answer(ii)

Impulse Response of LTI System in Cascade and Parallel

Series Interconnection

X h1 h2 Y

Y(t) = X*(h1*h2)= (x* h1)* h2

for both discrete-time and continuous time system.

Parallel Interconnection

h1

h2

X h1 +h2 Y

Y(t) = X*( h1+h2) = X* h1+ X* h2

For both discrete-time and continuous time signal.

Example 2.3
1) Find the expression for the impulse response relating the input x(t) to the output y(t) for the system

h1[n]

h3[n]

h2[n]

h4[n]

Solution

h[n] = (h1[n] + h2[n]) * h3[n] – h4[n]

y[n] = x[n]*h[n]

h1[t]

h2[t] h5[t]

h3[t]

h[t] = [h1[t] * h4[t]) – h2[t] – h3[t]]* h5[t]

y[t] = x[t]*h[t]
Exercise 2.3
Find the expresssion for the impulse response relating the input x[n] or x[t] for the output y[n] or y[t] in
terms of the impulse response of each subsystem for LTI system.

1)

h2[n]

h1[n]

h3[n]

h2[t] h4[t]

h1[t] h6[t]

h3[t] h5[t]