03-Time-Domain Analysis of LTI Systems
03-Time-Domain Analysis of LTI Systems
Chapter Two
Time-Domain Analysis of LTI Systems
Time-Domain Analysis of LTI Systems
Outline
Introduction
01/23/25 2
Introduction
01/23/25 3
Impulse Response of LTI Systems
(t ) h(t ) h(t ) T [ (t )]
If the system is time-invariant, then we have:
h(t ) T [ (t )] h(t ) T [ (t )]
01/23/25 4
The Convolution Integral
01/23/25 5
The Convolution Integral……
01/23/25 6
The Convolution Integral……
iii.Distributive property
01/23/25 8
The Convolution Integral……
Exercise:
t , 0 t 2 1 , 0 t 4
b. x(t ) and h(t )
0 , otherwise 0 , otherwise
response h[n]
01/23/25 10
Properties of LTI Systems
h(t ) A (t )
where :
A is an arbitrary constant
01/23/25 12
Properties of LTI Systems……
Past and present values of the input, x(t), x(t-1), x(t-2),…., are
associated with indices τ ≥ 0 in the convolution integral.
01/23/25 13
Properties of LTI Systems……
h(t ) 0 for t 0
For a causal continuous-time LTI system, the convolution
integral can be expressed as:
y (t ) h( ) x(t )d
0
01/23/25 14
Properties of LTI Systems……
Taking
y (t ) the
hmagnitude of both
h(sides,
) x(t we
get:
(t ) * x(t )
)d
01/23/25 15
Properties of LTI Systems……
Exercise:
b. h(t ) e 2t u (3 t )
01/23/25 17
Step Response of LTI Systems
01/23/25 19
Step Response of LTI Systems……
Exercise:
b. h(t ) u (t ) u (t 4) d . h(t ) e 2t u ( t 1)
01/23/25 20
Solving Differential Equations
The general form of an Nth order linear constant-coefficient
differential equation is given by:
N
dk M
dk
k 0
a k k y (t ) bk k x(t )
dt k 0 dt
N
dk M
dk
y (t ) a k k y (t ) bk k x(t ) , a 0 1
k 1 dt k 0 dt
N
dk M
dk
y (t ) a k k y (t ) bk k x(t )
k 1 dt k 0 dt
where :
y (t ) y h (t ) y p (t )
Homogeneous Particular
Solution Solution
Homogeneous Solution:
N
dk
k 0
a k k y (t ) 0
dt
where :
A is an arbitrary constant
01/23/25 23
Solving Differential Equations……
N
dk
a k k
Ae rt
0
k 0 dt
Ae rt a 0 a1 r ...... a N 1 r N 1 a N r N 0
a N r N a N 1 r N 1 ......a1 r a 0 0
01/23/25 26
Solving Differential Equations……
Particular Solution:
The particular solution is the response of the system to the input
x(t) assuming zero initial conditions.
input x(t).
Because the input x(t) can take different forms, there is no
single specific form for a particular solution.
01/23/25 27
Solving Differential Equations……
The following table gives some forms of the input signal x(t)
01/23/25 28
Solving Differential Equations……
iii. Find the total solution by adding yh(t) and yp(t), i.e.,
y (t ) y h (t ) y p (t )
Exercise:
01/23/25 30
Systems Described By Difference Equations
• The role of differential equations in describing continuous-time
systems is played by difference equations for discrete-time
systems.
• The discrete-time counterpart of the general differential
equation is the Nth order linear constant-coefficient difference
equation given by
01/23/25 31
Exercise
h(t ) e 3t u (2 t )
Determine the output y(t) of the system using the convolution
integral if the input x(t) is:
t
a. x(t ) u (t 2) u (t 6) c. x(t ) e
b. x(t ) u (t 3) d . x(t ) u ( t 4)
01/23/25 32
Exercise……
2. Determine whether the LTI systems with the following impulse responses are
memoryless/memory, causal/non-causal and BIBO stable/unstable.
t
a. h(t ) e 2t u (t ) c. h(t ) e
3. Determine the unit step response of a continuous-time LTI system with impulse
response given by:
b. h(t ) u (t 2) u (t 2) d . h(t ) e 2t u (3 t )
h(t ) t 2 [u (t ) u (t 10)]
01/23/25 33
Exercise……
4. Consider a continuous-time system described by the linear constant-coefficient
differential equation:
d2 d d
2
y (t ) 5 y (t ) 4 y (t ) x(t )
Determine dt
the homogeneousdtsolution yh(t), the particular
dt solution yp(t) and the total
solution y(t) of the given equation for the following inputs and initial conditions.