LTI Systems
LTI Systems
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
• 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
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
• 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 )
• 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)
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
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”.