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LTI Systems

1. Linear Time Invariant (LTI) systems are composed of linear systems that are also time invariant. 2. LTI systems can be completely characterized by their impulse response, as the output of an LTI system is the convolution of the input and impulse response. 3. The impulse response relates the output of an LTI system to a Dirac impulse input, and can be used along with the transfer function to define any LTI system.

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0% found this document useful (0 votes)
163 views14 pages

LTI Systems

1. Linear Time Invariant (LTI) systems are composed of linear systems that are also time invariant. 2. LTI systems can be completely characterized by their impulse response, as the output of an LTI system is the convolution of the input and impulse response. 3. The impulse response relates the output of an LTI system to a Dirac impulse input, and can be used along with the transfer function to define any LTI system.

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Sultana Ayesha
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LTI Systems

IT 3105: Signals & Systems


Linear Time Invariant System
• Composed
  of two types of systems:
• Linear system
• Time invariant system
• Both the system’s properties are true for LTI systems.
• Follow the superposition principles.
• Any delay in I/P signals will reflected in the O/P signal
• ; where all the initial conditions are zero.

ẟ(t)
x(t) y(t) h(t)
Impulse LTI System
I/P O/P Impulse
signal
response

FT LT
Transfer Function H(ɷ) h(t) H(S) Transfer Function
Inv. FT
Inv. LT
Basics of LTI
• Impulse response is the important property that defines the LTI system.
• To calculate the impulse response we need to convert x(t), y(t), ẟ(t) and h(t) into
frequency domain, as time domain calculation is complex.
• Using LT, we can go to frequency domain.
• Both impulse response, h(t) and transfer function H(s) can be used to define any LTI
system.
• For any non LTI systems h(t) or H(s) cannot be defined. So if for any system if these
functions cannot be defined then we can say that particular system is not a LTI
system.
• Transfer of LTI system can be defined as the ration of Laplace transform of I/P signal
to the Laplace transform of O/P signal, where the initial conditions are assumed to
be zero.
LTI Systems and Impulse Response
• Any continuous/discrete-time LTI system is completely described by its impulse response through the

convolution:
y[n]   x[k ]h[n  k ]  x[n] * h[n]
k  

y (t )   x( )h(t   )d  x(t ) * h(t )


1 n  0,1
• This only holds for LTI systems as follows: h[n]  
0 otherwise
• Example: The discrete-time impulse response
• Is completely described by the following LTI
y[n]  x[n]  x[n  1]

• However, the following systems also have the same impulse response
y[n]   x[n]  x[n  1]
2

y[n]  max  x[n], x[n  1]

• Therefore, if the system is non-linear, it is not completely characterised by the impulse response
Commutative Property
• Convolution is a commutative operator (in both discrete and continuous time), i.e.:

x[n] * h[n]  h[n] * x[n]   h[k ]x[n  k ]
k  

x(t ) * h(t )  h(t ) * x(t )   h( ) x(t   )d


• For example, in discrete-time:


 
x[n] * h[ n]   x[k ]h[n  k ]   x[n  r ]h[r ]  h[n] * x[n]
k   r  

• Similar expression can be written for continuous time.


• Therefore, when calculating the response of a system to an input signal x[n], we
can imagine the signal being convolved with the unit impulse response h[n], or vice
versa.
Distributive Property (Parallel Systems)
• Another property of convolution is the distributive property, which can be easily verified.

x[n] * (h1[n]  h2 [n])  x[n] * h1[n]  x[n] * h2 [n]  y1[n]  y2 [n]


x(t ) * (h1 (t )  h2 (t ))  x(t ) * h1 (t )  x(t ) * h2 (t )  y1 (t )  y2 (t )
• Consider the two systems shown below are equivalent:

y1(t)
h1(t)
x(t) y(t) x(t) y(t)
+ h1(t)+h2(t)
h2(t)
y2(t)

• The convolved sum of two impulse responses is equivalent to considering the two
equivalent parallel system (equivalent for discrete-time systems)
Associative Property (Serial Systems)
• Another property of (LTI) convolution is that it is associative

x[n] * (h1[n] * h2 [ n])  ( x[n] * h1[n]) * h2 [ n]


x(t ) * (h1 (t ) * h2 (t ))  ( x(t ) * h1 (t )) * h2 (t )

• Again this can be easily verified by manipulating the summation/integral indices


• Therefore, the following four systems are all equivalent and y[n] = x[n]*h1[n]*h2[n] is
unambiguously defined.
x(t) w(t) y(t) x(t) y(t)
h1(t) h2(t) h1(t)*h2(t)

x(t) v(t) y(t) x(t) y(t)


h2(t) h1(t) h2(t)*h1(t)

• This is not true for non-linear systems (y1[n] = 2x[n], y2[n] = x2[n])
LTI System Memory
• An LTI system is memoryless if its output depends only on the input value at the
same time, i.e. y[n]  kx[n]
y (t )  kx(t )

• For an impulse response, this can only be true if


h[n]  k [n]
h(t )  k (t )

• Such systems are extremely simple and the output of dynamic engineering, physical
systems depend on:
• Preceding values of x[n-1], x[n-2], …
• Past values of y[n-1], y[n-2], …
• for discrete-time systems, or derivative terms for continuous-time systems
System Invertibility
• Does there exist a system with impulse response h1(t) such that y(t)=x(t)?
x(t) w(t) y(t)
h(t) h1(t)

• Widely used concept for:


• Control of physical systems, where the aim is to calculate a control signal such that the
system behaves as specified
• filtering out noise from communication systems, where the aim is to recover the original
signal x(t)
• The aim is to calculate “inverse systems” such that
h[n]h1[n]   [n]
h(t ) h1 (t )   (t )
• The resulting serial system is therefore memoryless
Causality for LTI Systems
• Remember, a causal system only depends on present and past values of the input
signal. We do not use knowledge about future information.
• For a discrete LTI system, convolution tells us that; h[n] = 0 for n<0. Where y[n]
must not depend on x[k] for k>n, as the impulse response must be zero before the
pulse! n
x[n] * h[n]   x[k ]h[n  k ]
k  
t
x(t ) * h(t )   x( ) h(t   )d


• This is strongly related to inverse systems as we generally require our inverse


system to be causal. If it is not causal, it is difficult to manufacture!
LTI System Stability
• Remember: A system is stable if every bounded input produces a bounded output
• Therefore, consider a bounded input signal; |x[n]| < B for all n
• Applying convolution and taking the absolute value:

y[n]   h[k ]x[n  k ]
k  
• Using the triangle inequality (magnitude of a sum of a set of numbers is no larger than the sum of
the magnitude of the numbers):

y[ n]   h[k ] x[n  k ]
k  

 B  h[ k ]
• Therefore a DT LTI ksystem
 
is stable if and only if its impulse response is absolutely summable, ie

 h[k ]  

k  


h( ) d  
Differential and Difference Equations
• Two extremely important classes of causal LTI systems:
1. CT systems whose input-output response is described by linear, constant-coefficient, ordinary
differential equations with a forced response

dy (t ) RC circuit with: y(t) = vc(t), x(t) = vs(t), a = b =


 ay (t )  bx(t ) 1/RC.
dt
2. DT systems whose input-output response is described by linear, constant-coefficient,
difference equations
Simple bank account with: a = -1.01, b = 1.
y[n]  ay[n  1]  bx[n]
• Note that to “solve” these equations for y(t) or y[n], we need to know the initial
conditions
• Examine such systems and relate them to the system properties just described
Discrete-Time Difference Equations
• A general Nth-order LTI difference equation is
N M

a
k 0
k y[n  k ]   bk x[n  k ]
k 0

• If the equation involves difference operators on y[n] (N>0) or x[n], it has memory.
• The system stability depends on the coefficients ak. For example, a 1st order LTI
difference equation with a0=1:
y[n]  a1 y[n  1]  0 y[ n]  Aa1n

• If a1>1, the system is unstable as its impulse response represents a growing power
function of time
• If a1 <1 the system is stable as its impulse response corresponds to a decaying power
function of time
Reference
• Chapter 2: “Linear Time-Invariant Systems”; Wei P. Hsu , “SCHAUM'S
OUTLINES OF Theory and Problems of Signals and Systems”.

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