Chapter 2: Discrete-time LTI systems

2.1 Introduction
Two most important attributes of systems are linearity and time-invariance. In this chapter
we will develop the fundamental input-output relationship for systems having these
attributes. It will be shown that the input-output relationship for LTI systems is described in
terms of a convolution operation. The importance of the convolution operation in LTI
systems stems from the fact that knowledge of the response of an LTI system to the unit
impulse input allows us to find its output to any input signals. Also the input-output
relationships for LTI systems by difference equations will be discussed.

2.2 Linearity and Time Invariance

As you now know, a discrete-time system operates on a discrete-time signal input and
produces a discrete-time signal output. There are numerous examples of useful
discrete-time systems in digital signal processing, such as digital filters for images or sound.
The class of discrete-time systems that are both linear and time-invariant, known as
discrete-time LTI systems, is of particular interest because the properties of linearity and
time invariance together allow the use of some of the most important and powerful tools in
signal processing.
A. Linearity: A system H is said to be linear if it satisfies two important conditions. The
first, additivity, states that for every pair of signals x and y, H(x+y) = H(x) + H(y).
The second condition, homogeneity of degree one, states that for every signal x and
scalar a, we have H(ax) = aH(x). These conditions can be combined into a single
condition for linearity: a system is said to be linear if, for any signals x and y and
scalars a and b, we have
H1(ax+by) = aH(x) + bH(y)
● degree one: refers to the exponent of the scaling factor when applied to the input.
B. Time Invariance: A system H is said to be time-invariant if a time shift in the input
produces a corresponding shift in the output. More precisely, the system H commutes
with the time shift operator ST​for every T ∈ Z. That is,
STH = HST
Why Time Invariance is Useful:

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H- represents a System

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 ● Simplifies Computation: Since the system’s response doesn’t depend on
when the input happens, we don’t need to redo calculations each time the
input shifts. Once we know the system’s response to an input, we can just shift
that response as needed.
● Intuitive: In the real world, we expect that a physical system (like an
amplifier or a filter) will respond consistently to the same input. If you play
the same music track through an audio system at two different times, you
expect it to sound the same. This reliability makes the system predictable and
easier to work with.
2.3 Discrete Time Impulse Response
The impulse response h[n] of a discrete-time LTI system (represented by H) is defined as the
response of the system when the input is δ[n]; that is, h[n] = H{δ[n]}.

By the sifting property of impulses, any signal can be decomposed in terms of an infinite
sum of shifted, scaled impulses.

● *sifting property* states that an impulse located at a specific time "picks out" the
value of a signal at that exact time.
● Example: Imagine a signal x[n] = {1, 3, 5, 2} over four time points (say n = 0 to n =
3). Using the shifting property, we can express this as:

x[n] = 1⋅δ[n] + 3⋅δ[n−1] + 5⋅δ[n−2] + 2⋅δ[n−3]

Since the system is linear, the response y[n] of the system to an arbitrary input x[n] can be
expressed as2

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T - represents a system

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Since the system is time-invariant, we have

Finally

The above equation indicates that a discrete-time LTI system is completely characterized by
its impulse response h[n].
All we need to do to find the response of the system to any signal is
1. Decompose the signal into impulses,
2. Calculate the system's output for each impulse, and
3. Add the outputs back together.
This process is known as convolution. Since we are in discrete time, this is specifically the
discrete-time convolution sum. We will assume that h[n] is given for now. The goal is now
to compute the output y[n] given the impulse response h[n] and the input x[n].

2.4 Discrete Time Convolution

Convolution, one of the most important concepts in electrical engineering, can be used to
determine the output a system produces for a given input signal. It can be shown that a linear
time invariant system is completely characterized by its impulse response. The sifting
property of the discrete time impulse function tells us that the input signal to a system can be
represented as a sum of scaled and shifted unit impulses. Thus, by linearity, it would seem
reasonable to compute the output signal as the sum of scaled and shifted unit impulse
responses. That is exactly what the operation of convolution accomplishes. Hence,
convolution can be used to determine a linear time invariant system's output from knowledge
of the input and the impulse response.
Discrete time convolution is an operation on two discrete time signals defined by the sum

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2.5. Eigenfunctions of Discrete Time LTI Systems
A linear time invariant system is a linear operator defined on a function space that
commutes with every time shift operator on that function space. Thus, we can also consider
the eigenvector functions, or eigenfunctions, of a system. It is particularly easy to calculate
the output of a system when an eigenfunction is the input as the output is simply the
eigenfunction scaled by the associated eigenvalue. As will be shown, discrete time complex
exponentials serve as eigenfunctions of linear time invariant systems operating on discrete
time signals.
2.5.1 Eigenvalues and Eigenvectors
Eigenvalues and eigenvectors are fundamental tools in understanding how matrices
transform vectors. They reveal special directions and scaling factors, making them useful
across physics, engineering, and computer science.
What Are Eigenvalues and Eigenvectors?
● Eigenvectors are special vectors that don’t change direction when transformed by a
matrix; they only stretch or shrink.
● Eigenvalues tell us how much these eigenvectors are scaled (stretched or shrunk) by
the matrix.
Visualizing a Transformation
Imagine you have a matrix that represents a 2D transformation—like stretching or rotating a
shape on a flat surface.
● Most vectors in the shape will change both size and direction.
● But some special vectors will only change in size (without rotating). These are our
eigenvectors.
● The amount by which each eigenvector is stretched or shrunk is given by its
eigenvalue.
The Core Equation
The relationship between a matrix A, an eigenvector v, and an eigenvalue λ is given by:
Av = λv
Example: Finding Eigenvalues and Eigenvectors of a 2x2 Matrix

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Step 1: Set Up the Eigenvalue Equation

Step 2: Rewrite as a Matrix Equation

Step 3: Set Up the Characteristic Equation

Step 4: Solve for Eigenvalues

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Step 5: Find the Eigenvectors for Each Eigenvalue

2.5.2 Discrete-Time Complex Exponential Signals

Discrete-time complex exponential signals are a fundamental type of signal in signal
processing, especially when studying LTI systems.
What Are Complex Exponential Signals?
A complex exponential signal in discrete time is of the form: x[n] = ejωn

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where:
● j is the imaginary unit (j = √(−1​)),
● ω is the angular frequency,
● n is the discrete time index (integer values).
❖ These signals are called "complex" because they involve both real and imaginary parts.
Why Are Complex Exponentials Important?
In discrete-time LTI systems, complex exponentials are eigenfunctions. This means:
● When you input a complex exponential signal into an LTI system, the output is just a
scaled version of the input (same frequency, only the amplitude and/or phase may
change).
2.5.3 Eigenfunctions of Discrete Time LTI Systems
An eigenfunction of a system is a signal that, when passed through the system, produces an
output that is a scaled version of the input signal. In a discrete-time LTI system, if we input a
complex exponential signal x[n] = ejωn, the output will also be a complex exponential of the
same form, just scaled by a complex number.

Consider a linear time invariant system H with impulse response h operating on an infinite
length discrete time signal. Recall that the output H(x[n]) of the system for a given input
x[n] is given by the discrete time convolution of the impulse response with the input:

Now consider the input x[n] = esn where s = jw. Computing the output for this input,

is the eigenvalue corresponding to the eigenvector esn.

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As has been shown, discrete time complex exponentials are eigenfunctions of linear time
invariant systems operating on discrete time signals. Thus, it is particularly simple to
calculate the output of a linear time invariant system for a complex exponential input as the
result is a complex exponential output scaled by the associated eigenvalue. Consequently,
representations of discrete time signals in terms of discrete time complex exponentials
provide an advantage when studying signals. As will be explained later, this is what is
accomplished by the discrete time Fourier transform and discrete time Fourier series,
which apply to aperiodic and periodic signals respectively.

2.6 BIBO Stability of Discrete Time Systems

BIBO stability stands for bounded input, bounded output stability. BIBO stability is the
system property that any bounded input yields a bounded output. This is to say that as long as
we input a signal with absolute value less than some constant, we are guaranteed to have an
output with absolute value less than some other constant.

In order to understand this concept, we must first look more closely into exactly what we
mean by bounded. A bounded signal is any signal such that there exists a value such that
the absolute value of the signal is never greater than some value. Since this value is
arbitrary, what we mean is that at no point can the signal tend to infinity, including the end
behavior.

Time Domain Conditions

Now that we have identified what it means for a signal to be bounded, we must turn our
attention to the condition a system must possess in order to guarantee that if any bounded
signal is passed through the system, a bounded signal will arise on the output. It turns out that
a Discrete-time LTI system with impulse response h[n] is BIBO stable if and only if it is
absolutely summable.

Discrete-Time Condition for BIBO Stability

2.7 Systems Described by Difference Equations

In our study of signals and systems, it will often be useful to describe systems using
equations involving the rate of change in some quantity. In discrete time, this is modeled
through difference equations.

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What Is a Difference Equation?
A difference equation is like a discrete-time version of a differential equation. Instead of
describing how a system changes continuously (as with differential equations), a difference
equation describes the relationship between discrete values of an input and output at
different time steps. It’s commonly used to analyze and implement discrete-time systems in
digital signal processing.
Structure of a Linear Constant-Coefficient Difference Equation (LCCDE)
A Linear Constant-Coefficient Difference Equation has the following characteristics:
● Linear: Each term involving the input x[n] or output y[n] is linear, meaning there are
no powers or nonlinear operations (e.g., y2[n] or x[n]y[n]).
● Constant-Coefficient: The coefficients (the numbers that multiply each term) are
constant—they don’t change with n, the time index.
A general form of an LCCDE is:

y[n] + a1​y[n−1] + a2​y[n−2] + ⋯ + aN​y[n−N] = b0​x[n] + b1​x[n−1] + ⋯ + bM​x[n−M]

Where:
● y[n]: The output at time n.
● x[n]: The input at time n.
● a1, a2, … , aN​: Constant coefficients for the output terms.
● b0, b1, … ,bM​: Constant coefficients for the input terms.
● N and M: The "order" of the equation, which indicates how far back in time we’re
looking at previous inputs or outputs.
This can be rearranged to find y[n] as

The impulse response h[n] of a discrete-time LTI system can be determined easily as

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References
● Eigenvectors and eigenvalues | Chapter 14, Essence of linear algebra
● Signals and Systems (Baraniuk et al.) - Engineering LibreTexts

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