Linear Time Invariant (LTI)

Systems
Dr. Ramesh Kumar

21st October 2024

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 Linear Time Invariant (LTI) Systems

• A system takes a signal as an input and transforms it into another

signal
x(t) Transform(CT) y(t)

x[n] Transform(DT) y[n]

• Transform is an operator that maps an input sequence into output

• Linear systems play a crucial role in most areas of science
– Closed form solutions often exist
– Theoretical analysis is considerably simplified
• Applications of LTI Systems:
– Electrical circuit analysis and design, signal processing and filter design,
image processing etc.
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 Linear Time Invariant (LTI) Systems

• A system that produces an output signal from any input signal

subject to the constraints of linearity and time-invariance.

• Linearity Principle

x(t) Linear y(t)

αx(t) Linear αy(t)

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 Linear Time Invariant (LTI) Systems

• Additive Principle

x1(t) Linear y1(t)

x2(t) Linear y2(t)

x1(t) + x2(t) Linear y1(t) + y2(t)

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 Linear Time Invariant (LTI) Systems

• Superposition Principle (scaling factor)

α x1(t) Linear α y1(t)

α x2(t) Linear α y2(t)

α x1(t) + α x2(t) Linear α y1(t) + α y2(t)

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 Linear Time Invariant (LTI) Systems

• Time Invariant

x(t) TI y(t)

x(t-t0) TI y (t-t0)

• Linear Time Invariant (LTI)

x(t) LTI y(t)

α x(t-t0) LTI α y (t-t0)

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 Linear Time Invariant (LTI) Systems

• Superposition Principle

x1(t) LTI y1(t)

x2(t) LTI y2(t)

α x1(t-t0) + β x2(t-t0) LTI α y1(t-t0) + β y2(t-t0)

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 Linear Time Invariant (LTI) Systems

LTI Systems in Series

• Two or more LTI systems are in series with each other, their order
can be interchanged without affecting the overall system output

x(t) LTI1 LTI2 y(t)

x(t) LTI1*LTI2 y(t)

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 Linear Time Invariant (LTI) Systems

LTI Systems in Parallel

• Two or more LTI systems are in series with each other, their order
can be interchanged without affecting the overall system output

LTI1

x(t) + y(t)

LTI2

x(t) LTI1 + LTI2 y(t)

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 Time-Domain Representations of LTI Systems

• We begin by characterizing an LTI system in terms of its impulse response,

defined as the output of an LTI system due to a unit impulse signal input
applied at time t = 0 or n = 0.

• The impulse response of a discrete-time system is usually easily obtained

by setting the input equal to the impulse δ[n].

• In the continuous-time case, a true impulse signal having zero width and
infinite amplitude cannot physically be generated and is usually
approximated by a pulse of large amplitude and brief duration.

• Given the impulse response, we determine the output due to an arbitrary

input signal by expressing the input as a weighted superposition of time-
shifted impulses.

• By linearity and time invariance, the output signal must be a weighted

superposition of time-shifted impulse responses. This weighted
superposition is termed the convolution sum for discrete-time systems
and the convolution integral for continuous-time systems. 10
 Discrete LTI Systems

x ( n) discrete-time y ( n)
system
input signal H . output
signal
excitation
y ( n)  H  x ( n)  response

x(n) 
H
 y ( n)
y (n  k )  H  x(n  k )  x(n  k ) 
H
 y (n  k ) 11
Discrete LTI Systems

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 CHAPTER
Time-Domain Representations of LTI Systems

2.1 Introduction
Objectives:
1. Impulse responses of LTI systems
2. Linear constant-coefficients differential or difference equations of LTI
diagram representations of LTI systems
3. State-variable descriptions for LTI systems

2.2 Convolution Sum

1. An arbitrary signal is expressed as a weighted superposition of shifted
impulses.
Discrete-time signal x[n]: Fig. 2.1
x n n  x 0 n x[n] = entire signal; x[k] =
specific value of the signal x[n]
x n n  k   x k  n  k  at time k.

x n   x  2  n  2  x  1  n  1  x 0  n 

 x 1  n  1  x  2  n  2 
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 CHAPTER
Time-Domain Representations of LTI Systems
Figure 2.1 (p. 99)
Graphical example illustrating the representation of a
signal x[n] as a weighted sum of time-shifted impulses.

x n   x k  n  k 
k 
(2.1)

2. Impulse response of LTI system H:

Input x[n] Output y[n]
LTI system
H
Output:
  
y  n   H x  n   H   x  k   n  k 
 k  

y n   H x k  n  k 
k 
Linearity


Linearity
y[n]   x[k]H{ [n  k]}
k 
(2.2)

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 CHAPTER
Time-Domain Representations of LTI Systems
 The system output is a weighted sum of the response of the system to time-
shifted impulses.
For time-invariant system: h[n] = H{ [n]}  impulse response
H{ [n  k]}  h[n  k] (2.3) of the LTI system H

y[n]   x[k]h[n  k]
k 
(2.4) Convolution process:
Fig. 2.2.
3. Convolution sum:

x n  h n   x k  h n  k 
k 

Figure 2.2a (p. 100) Illustration of the

convolution sum. (a) LTI system with
impulse response h[n] and input x[n].
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 CHAPTER
Time-Domain Representations of LTI Systems

Figure 2.2b
(p. 101)
(b) The d
decomposition of
the input x[n] into
a weighted sum of
time-shifted
impulses results
in an output y[n]
given by a
weighted sum of
time-shifted
impulse
responses.

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 CHAPTER
Time-Domain Representations of LTI Systems
 The output associated with the kth input is expressed as:
Hx[k] [n  k]  x[k]h[n  k]

y n   x k  h n  k 
k 

Example 2.1 Multipath Communication Channel: Direct Evaluation of the

Convolution Sum
Consider the discrete-time LTI system model representing a two-path
propagation channel described in Section 1.10. If the strength of the indirect
path is a = ½ , then 1
y  n   x  n   x  n  1
2
Letting x[n] =  [n], we find that the impulse response is

 1, n0
 1
h n   , n 1
2
 0, otherwise
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 CHAPTER
Time-Domain Representations of LTI Systems
Determine the output of this system in response to the input
 2, n0
 4, n 1

x n  
 2, n2
 0, otherwise Input = 0 for n < 0 and n > 0

<Sol.>
1. Input: x n  2 n  4 n  1  2 n  2
2. Since time-shifted impulse input time-shifted impulse response output
  [n  k]  h [n  k]
3. Output:  0, n0
 2,
y n  2h n  4h n  1  2h n  2 
n0
 5, n 1
y n  
(convolution of x[n] and h[n])
 0, n2
 1, n3

 0, n4
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 CHAPTER
Time-Domain Representations of LTI Systems

2.3 Convolution Sum Evaluation Procedure

1. Convolution sum:
 k = independent variable
y n  
k 
x k  h n  k 

2. Define the intermediate signal: n [k]  x[k]h[n  k] (2.5)

n is treated as a constant by writing n as a subscript on w.
h [n  k] = h [ (k  n)] is a reflected (because of  k) and time-shifted
(by  n) version of h [k].
3. Since  The time shift n determines the
y[n]    [k]
k 
n (2.6) time at which we evaluate the
output of the system.
Example 2.2 Convolution Sum Evaluation by using Intermediate Signal
n
 3
Consider a system with impulse response h  n     u  n 
4
Use Eq. (2.6) to determine the output of the system at time n =  5, n = 5, and n =
10 when the input is x [n] = u [n].
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Time-Domain Representations of LTI Systems
<Sol.> Fig. 2.3 depicts x[k] superimposed on the reflected and time-shifted
impulse response h[n  k]. 5 k
5
 3
y 5    
n-k
1. h [n  k]=(3/4) u[n-k] Eq. (2.6)
k 0 4
 3  nk

 k n
h  n  k    4 
, 6
4
5 5 k 5 1  
 0,  3  4  3
y 5           3
 3.288
 otherwise
 4  k 0  3   4  1   4
2. Intermediate signal wn[k]:  
 3
 3  n  k For n = 10:
 , 0k n
wn  k    4   3 10 k
 0,  , 0  k  10
 otherwise w10  k    4 
w5  k   0  0,
For n =  5:  otherwise
Eq. (2.6) Eq. (2.6)
y[ 5] = 0
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For n = 5: 4
10  k 10 10 k 10 1   
 3 
5 k
10
 3  3  4  3  3
y 10            
 , 0k 5  4  k 0  3   4  1   4 
w5  k    4  k 0  4 
 
 0,  3
 otherwise  3.831
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 CHAPTER
Time-Domain Representations of LTI Systems

Figure 2.3 (p. 103) Evaluation of Eq. (2.6) in Example 2.2. (a) The input signal x[k]
above the reflected and time-shifted impulse response h[n – k], depicted as a function
of k. (b) The product signal w5[k] used to evaluate y [–5]. (c) The product signal w5[k]
used to evaluate y[5]. (d) The product signal w10[k] used to evaluate y[10].
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Time-Domain Representations of LTI Systems

Procedure 2.1: Reflect and Shift Convolution Sum Evaluation

1. Graph both x[k] and h[n  k] as a function of the independent variable k. To
determine h[n  k] , first reflect h[k] about k = 0 to obtain h[ k]. Then shift by
 n.
2. Begin with n large and negative. That is, shift h[  k] to the far left on the time
axis.
3. Write the mathematical representation for the intermediate signal wn[k].
4. Increase the shift n (i.e., move h[n  k] toward the right) until the mathematical
representation for wn[k] changes. The value of n at which the change occurs
defines the end of the current interval and the beginning of a new interval.
5. Let n be in the new interval. Repeat step 3 and 4 until all intervals of times
shifts and the corresponding mathematical representations for wn[k] are
identified. This usually implies increasing n to a very large positive number.
6. For each interval of time shifts, sum all the values of the corresponding wn[k]
to obtain y[n] on that interval.

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Time-Domain Representations of LTI Systems

2.4 The Convolution Integral

1. A continuous-time signal can be expressed as a weighted superposition of
time-shifted impulses.

The sifting property of the impulse !

x(t)  x( ) (t -  )d (2.10)
-

2. Impulse response of LTI system H: Input x(t) Output y(t)

LTI system
Output: H
y  t   H x  t   H 


x     t    d  Linearity property

y(t)   x( )H{ (t -  )}d (2.10)
-
3. h(t) = H{ (t)}  impulse response of the LTI system H
If the system is also time invariant, then
A time-shifted impulse
H{ (t -  )}  h(t -  ) (2.11) generates a time-shifted
 impulse response output
y(t)   x( )h(t   )d (2.12)
-
Fig. 2.9.
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 CHAPTER
Time-Domain Representations of LTI Systems
 Convolution integral:

x  t   h  t    x   h  t    d


2.5 Convolution Integral Evaluation Procedure

1. Convolution integral:

y(t)   x( )h(t   )d (2.13)
-
2. Define the intermediate signal:  = independent
wt    x   h  t    variable, t = constant

h (t  ) = h ( (  t)) is a reflected and shifted (by  t) version of h().

3. Output:
 The time shift t determines the
y(t)   w t ( )d (2.14) time at which we evaluate the
-
output of the system.

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 CHAPTER
Time-Domain Representations of LTI Systems
Procedure 2.2: Reflect and Shift Convolution Integral Evaluation
1. Graph both x() and h(t  ) as a function of the independent variable  . To
obtain h(t  ), reflect h() about  = 0 to obtain h(   ) and then h(   ) shift by
 t.
2. Begin with the shift t large and negative. That is, shift h(   ) to the far left on
the time axis.
3. Write the mathematical representation for the intermediate signal wt ().
4. Increase the shift t (i.e., move h(t  ) toward the right) until the mathematical
representation for wt () changes. The value of t at which the change occurs
defines the end of the current set and the beginning of a new set.
5. Let t be in the new set. Repeat step 3 and 4 until all sets of shifts t and the
corresponding mathematical representations for wt () are identified. This
usually implies increasing t to a very large positive number.
6. For each sets of shifts t, integrate wt () from  =   to  =  to obtain y(t).
Example 2.6 Reflect-and-shift Convolution Evaluation
Given x  t   u  t  1  u  t  3 and h  t   u  t   u  t  2  as depicted in Fig. 2-10,
Evaluate the convolution integral y(t) = x(t)  h(t).
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 CHAPTER
Time-Domain Representations of LTI Systems

Figure 2.10 (p. 117)

Input signal and LTI system impulse response for Example 2.6.
<Sol.>
1. Graph of x() and h(t  ): Fig. 2.11 (a).
2. Intervals of time shifts: Four intervals
1’st interval: t < 1
2’nd interval: 1 ≤ t < 3
3’rd interval: 3 ≤ t < 5
4th interval: 5 ≤ t
3. First interval of time shifts: t < 1 wt() = 0
4. Second interval of time shifts: 1 ≤ t < 3
1, 1    t
wt     Fig. 2.11 (b).
 0, otherwise
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 CHAPTER
Time-Domain Representations of LTI Systems

Figure 2.11 t

(p. 118)
Evaluation of the
convolution integral
for Example 2.6. (a)
The input x()
depicted above the
reflected and time-
shifted impulse
response. (b) The
product signal wt()
for 1  t < 3. (c)
The product signal
wt() for 3  t < 5.
(d) The system
output y(t).

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 CHAPTER
Time-Domain Representations of LTI Systems
5. Third interval: 3 ≤ t < 5
1, t  2    3
wt     Fig. 2.11 (c).
 0, otherwise
6. Fourth interval: 5 ≤ t wt() = 0
7. Convolution integral:
1) For t < 1 and t  5: y(t) = 0
2) For second interval 1 ≤ t < 3, y(t) = t  1
3) For third interval 3 ≤ t < 5, y(t) = 3  (t  2)
 0, t 1
 t  1, 1  t  3

y t   
5  t , 3  t  5
 0, t 5

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