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Chapter 2 Linear Time-Invariant Systems - Audio#3

The document discusses linear time-invariant systems. It defines impulse response and convolution, and explains that the output of an LTI system is the convolution of the input with the impulse response. It also discusses properties of convolution, step response, causality and stability of LTI systems.

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0% found this document useful (0 votes)
24 views

Chapter 2 Linear Time-Invariant Systems - Audio#3

The document discusses linear time-invariant systems. It defines impulse response and convolution, and explains that the output of an LTI system is the convolution of the input with the impulse response. It also discusses properties of convolution, step response, causality and stability of LTI systems.

Uploaded by

yonalsderantau
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© © All Rights Reserved
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Signals and Systems

Yonal Supit, S.Kom., M.Eng.


Chapter 2: Linear Time-Invariant Systems
2.1 Introduction
Two most important attributes of systems are linearity and time-invariance. In
this chapter we 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.
Specifying the input-output relationships for LTI systems by differential and
difference equations will also be discussed.
2.2 Response of a Continuous-Time LTI System and the Convolution Integral.
A. Impulse Response:
The impulse response h(t) of a continuous-time LTI system (represented by T)
is defined to be the response of the system when the input is o(t), that is,
B. Response to an Arbitrary Input:
From Eq. (1.27) the input x(t) can be expressed as

Since the system is linear, the response y(t) of the system to an arbitrary input
x(t) can be expressed as
Since the system is time-invariant, we have

Substituting Eq. (2.4) into Eq. (2.3), we obtain


Equation (2.5) indicates that a continuous-time LTI system is completely
characterized by its impulse response h(t).
C. Convolution Integral:
Equation (2.5) defines the convolution of two continuous-time signals x(t) and
h(t) denoted by
Equation (2.6) is commonly called the convolution integral. Thus, we have the
fundamental result that the output of any continuous-time LTI system is the
convolution of the input x(t) with the impulse response h(t) of the system. Fig.
2-1 illustrates the definition of the impulse response h(t) and the relationship
of Eq. (2.6).
D. Properties of the Convolution Integral:
The convolution integral has the following properties.
E. Convolution Integral Operation:
Applying the commutative property (2.7) of convolution to Eq. (2.6), we obtain

which may at times be easier to evaluate than Eq. (2.6). From Eq. (2.6) we
observe that the convolution integral operation involves the following four
steps:
1. The impulse response h(r) is time-reversed (that is, reflected about the origin)
to obtain h(-τ) and then shifted by tto form h(t-τ) = h[ -(τ-t)], which is a
function of τ with parameter t.
2. The signal x(r) and h(t-τ) are multiplied together for all values of τ with t
fixed at some value.
3. The product x(r) h(t-τ) is integrated over all rto produce a single output value
y(t).
4. Steps 1 to 3 are repeated as t varies over -∞ to ∞ to produce the entire
output y(t).
Examples of the above convolution integral operation are given in Probs. 2.4 to
2.6.
F. Step Response:
The step response s(t) of a continuous-time LTI system (represented by T) is
defined to be the response of the system when the input is u(t); that is,

In many applications, the step response s(t) is also a useful characterization of


the system. The step response s(t) can be easily determined by Eq. (2.10); that
is,
Thus, the step response s(t) can be obtained by integrating the impulse
response h(t). Differentiating Eq. (2.12) with respect to t, we get

Thus, the impulse response h(t) can be determined by differentiating the step
response s(t).
2.3 Properties of Continuous-Time LTI Systems
A. Systems with or without Memory:
Since the output y(t) of a memoryless system depends on only the present
input x(t), then, if the system is also linear and time-invariant, this relationship
can only be of the form
where K is a (gain) constant. Thus, the corresponding impulse response h(t) is
simply
Therefore, if h(t0 ) ≠ 0 for t0 ≠ 0, then continuous-time LTI system has
memory.
B. Causality:
As discussed in Sec. l.5D, a causal system does not respond to an input event
until that event actually occurs. Therefore, for a causal continuous-time LTI
system, we have
Applying the causality condition (2.16) to Eq. (2.10), the output of a causal
continuous-time LTI system is expressed as
Alternatively, applying the causality condition (2.16) to Eq. (2.6), we have

Equation (2.18) shows that the only values of the input x(t) used to evaluate the
output y(t) are those for τ ≤ 5 t. Based on the causality condition (2.16), any
signal x(t) is called causal if
and is called anticausal if
Then, from Eqs. (2.17), (2.18), and (2.19a), when the input x(t) is causal, the
outputy(t) of a causal continuoustime LTI system is given by
C. Stability:
The BIBO (bounded-input/bounded-output) stability of an LTI system (Sec. l
.5H) is readily ascertained from its impulse response. It can be shown (Prob.
2.13) that a continuous-time LTI system is BIBO stable ifits impulse response
is absolutely integrable; that is,
2.4 Eigen functions of Continuous-Time LTI Systems
In Chap. 1(Prob.1.44) we saw that the eigenfunctions ofcontinuous-time LTI
systems represented by Tare the complex exponentials est, withs a complex
variable. That is,
where). is the eigenvalue of T associated with est •Setting x(t) = est in Eq. (2.10),
we have
where
Thus, the eigenvalue of a continuous-time LTI system associated with the eigen
function est is given by H(s), which is a complex constant whose value is
determined by the value of s via Eq. (2.24). Note from Eq. (2.23) that y(O) =
H(s) (see Prob. 1.44).
The above results underlie the definitions of the Laplace transform and Fourier
transform, which will be discussed in Chaps. 3 and 5.
2.5 Systems Described by Differential Equations
A. Linear Constant-Coefficient Differential Equations:
A general Nth-order linear constant-coefficient differential equation is given by
where coefficients ak and bk are real constants. The order N refers to the
highest derivative of y(t) in Eq. (2.25). Such differential equations play a central
role in describing the input-output relationships of a wide variety of electrical,
mechanical, chemical, and biological systems. For instance, in the RC circuit
considered in Prob. 1.32, the input x(t) = vs(t) and the output y(t) = vc) are
related by a first-order constant coefficient differential equation [Eq. (1.105)]
The general solution of Eq. (2.25) for a particular input x(t) is given by

where yp(t) is a particular solution satisfying Eq. (2.25) and yh(t) is a


homogeneous solution (or complementary solution) satisfying the
homogeneous differential equation
The exact form of yh(t) is determined by N auxiliary conditions. Note that Eq.
(2.25) does not completely specify the output y(t) in terms of the input x(t)
unless auxiliary conditions are specified. In general, a set of auxiliary conditions
are the values of at some point in time.
SOLVED PROBLEMS
SEKIAN DULU MATERI PADA HARI INI

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