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S&S - Week 6

The document discusses characterization of continuous-time linear time-invariant (C-T LTI) systems using their impulse response. It defines the C-T unit impulse and shows how it can be used to represent signals using convolution integrals. Properties of LTI systems like commutativity, distributivity, associativity and causality are also described.

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24 views

S&S - Week 6

The document discusses characterization of continuous-time linear time-invariant (C-T LTI) systems using their impulse response. It defines the C-T unit impulse and shows how it can be used to represent signals using convolution integrals. Properties of LTI systems like commutativity, distributivity, associativity and causality are also described.

Uploaded by

machasong98
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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2.

2 C-T LTI Systems: The Convolution Integral

• In analogy with the results in D-T systems, here we will obtain a complete
characterization of C-T LTI system in terms of its unit impulse response.

• C-T unit impulse: regarded as idealization of a very short pulse

à Enables a representation of arbitrary C-T signals in terms of impulses


à Develop the convolution integral representation of C-T LTI systems.

LTI
The C-T Unit Impulse

lim 𝛿∆ (𝑡)
∆→#
lim 𝑢∆ (𝑡)
∆→#

1 indicates its area is 1,


not a value at t=0
Some more on the C-T Unit Impulse

• Strictly speaking, lim 𝛿∆ 𝑡 cannot be de.ined because 𝛿∆ 𝑡 → ∞


∆→#
%
with ∆→ 0, and neither for ∫$% 𝛿 𝑡 𝑑𝑡

%
• Nevertheless, lim ∫$% 𝛿∆ 𝑡 𝑑𝑡 can be defined, which is 1. Thus, for
∆→#
%
convenience, we write ∫$% 𝛿 𝑡 𝑑𝑡 = 1
Sampling Property of C-T Unit Impulse

% %
) 𝑥(𝑡)𝛿∆ 𝑡 𝑑𝑡 ≈ ) 𝑥 0 𝛿∆ 𝑡 𝑑𝑡 = 𝑥(0)
$% $%

lim lim
∆→# ∆→#

%
) 𝑥 𝑡 𝛿 𝑡 𝑑𝑡 = 𝑥(0)
$%

%
) 𝑥 𝑡 𝛿 𝑡 − 𝑡# 𝑑𝑡 = 𝑥(𝑡# )
$%
2.2.1 The Representation of C-T Signals in
Terms of Impulses
• Derivation 1: Piecewise linear (staircase) approximation of x(t)

=1/∆ for k∆ <t<(k+1)∆

%
𝑥 𝑡 = ) 𝑥 𝜏 𝛿 𝑡 − 𝜏 𝑑𝜏
$%
• In the case x(t) = u(t),

• Derivation 2.
% % %
) 𝑥 𝜏 𝛿 𝑡 − 𝜏 𝑑𝜏 = ) 𝑥 𝑡 𝛿 𝑡 − 𝜏 𝑑𝜏 = 𝑥(𝑡) ) 𝛿 𝑡 − 𝜏 𝑑𝜏 = 𝑥(𝑡)
$% $% $%

Using the sampling property:


%
) 𝑥 𝑡 𝛿 𝑡 − 𝑡# 𝑑𝑡 = 𝑥(𝑡# )
$%
2.2.2 The C-T Unit Impulse Response and the
Convolution Integral Representation of LTI Systems

δ∆(t-k∆) h, k∆(t) Let ℎ! 𝑘 ∆(𝑡) denote the response


of the LTI system to the shifted
x(k∆)∆δ∆(t-k∆) x(k∆)∆h, k∆(t)
unit impulse
∑kx(k∆)∆δ∆(t-k∆) Linear ∑kx(k∆)∆h, k∆(t)
system
lim∑kx(k∆)∆δ∆(t-k∆) lim∑kx(k∆)∆h, k∆(t)
%
%
𝑥 𝑡 = ) 𝑥 𝜏 𝛿 𝑡 − 𝜏 𝑑𝜏 𝑦 𝑡 = ) 𝑥 𝜏 ℎ( (𝑡)𝑑𝜏
$%
$% % %
= ) 𝑥 𝜏 ℎ# 𝑡 − 𝜏 𝑑𝜏 = ) 𝑥 𝜏 ℎ 𝑡 − 𝜏 𝑑𝜏
$% $%

If the system is TI
% %
𝑥 𝑡 = ) 𝑥 𝜏 𝛿 𝑡 − 𝜏 𝑑𝜏 𝑦 𝑡 = ) 𝑥 𝜏 ℎ 𝑡 − 𝜏 𝑑𝜏
$% LTI system $%

= 𝑥 𝑡 ∗ 𝛿(𝑡) = 𝑥 𝑡 ∗ ℎ(𝑡)

x(t) is a weighted sum of shifted impulses y(t) is a weighted sum of shifted impulse responses

• The procedure for evaluating the convolution integral:


• consider x(τ) and h(τ) and reflect h(τ) to h(-τ)
• Shift h(-τ) by an amount of t (shift right if t>0, shift left if t<0)
• multiply h(t-τ) with x(τ)

• Integrating x(τ)h(t-τ) w.r.t τ from negative infinity to positive infinity


Example 2.6
y(t)=0
Example 2.7
2.3 Properties of LTI Systems

• The characteristics of an LTI system are completely determined by its


impulse response.

• Now, LTI system’s properties ≡ properties of it impulse response h


2.3.1 The Commutative Property

• The role of x and h are interchanged.


• In calculating convolution, using either x(τ)h(t-τ) or h(τ)x(t- τ) is fine.
2.3.2 The Distributive Property

A parallelly connected LTI system ≡


the sum of the individual unit impulse response
Example 2.10

𝑦 𝑛 = 𝑥 𝑛 ∗ ℎ 𝑛 = (𝑥! 𝑛 + 𝑥" 𝑛 ) ∗ ℎ 𝑛 = 𝑥! 𝑛 ∗ ℎ 𝑛 + 𝑥" 𝑛 ∗ ℎ 𝑛 = 𝑦! 𝑛 + 𝑦" 𝑛

𝑦) 𝑛 𝑦* 𝑛

Ex. 2.3 (α=1/2) Ex. 2.5


2.3.3 The Associative Property

convolution order doesn’t matter


associative property

commutative property

𝑦[𝑛] = 𝑥[𝑛] ∗ (ℎ* 𝑛 ∗ ℎ) 𝑛 )

associative property

𝑦[𝑛] = (𝑥[𝑛] ∗ ℎ* 𝑛 ) ∗ ℎ) 𝑛 )

• In the series connection of LTI systems, switching the order of cascade does not change the overall response.
: A characteristic particular to LTI systems, not applied to linear systems (Ex. Problem 2.51)
Problem 2.51
2.3.4 LTI Systems with and without Memory

• memory (dynamic): ∃ 𝑡 ≠ 0 𝑛 ≠ 0 𝑠. 𝑡. ℎ(𝑡) ≠ 0 (ℎ[𝑛] ≠ 0 )

• memoryless (static): ℎ(𝑡) = 0 (ℎ[𝑛] = 0 ) ∀ 𝑡 ≠ 0 ∀ 𝑛 ≠ 0


i.e., ℎ(𝑡) = 𝑘𝛿(𝑡) (ℎ[𝑛] = 𝑘𝛿[𝑛]) 𝑘: 𝑐𝑜𝑛𝑠𝑡𝑎𝑛𝑡

y = x ∗ ℎ = ℎ ∗ x = J ℎ 𝑘 𝑥[𝑛 − 𝑘]
:;$%
2.3.5 Invertibility of LTI Systems

• An LTI system with h is invertible: ∃ ℎ< 𝑠. 𝑡. ℎ ∗ ℎ< = 𝛿

• Example 2.11

The inverse of h(t) is given by

as
Example 2.12
Find the inverse of

Its inverse system is given by:

Check:
2.3.6 Causality for LTI Systems

• An LTI system with h is causal: ℎ(𝑡) = 0 (ℎ[𝑛] = 0 ) ∀ 𝑡 < 0 ∀ 𝑛 < 0

% =
•𝑦 𝑡 = ∫$% 𝑥 𝜏 ℎ 𝑡 − 𝜏 𝑑𝜏 = ∫$% 𝑥 𝜏 ℎ 𝑡 − 𝜏 𝑑𝜏

% %
• = ∫$% ℎ 𝜏 𝑥 𝑡 − 𝜏 𝑑𝜏 = ∫# ℎ 𝜏 𝑥 𝑡 − 𝜏 𝑑𝜏
In casual systems

• A signal x(t) (x[n]) is causal: 𝑥(𝑡) = 0 (𝑥[𝑛] = 0 ) ∀ 𝑡 < 0 𝑛 < 0

à A Causal LTI system ⇔ its impulse response h being a causal signal


2.3.7 Stability for LTI System

• An LTI system with h is stable (BIBO: 𝑥 𝑡 <𝐵 ⟶ 𝑦 𝑡 <𝐶)


⇔

absolutely summable absolutely integrable

• Proof of the sufficient condition (absolutely summable => stable)


Suppose 𝑥[𝑛] < 𝐵 < ∞ ∀ 𝑛
𝑦 𝑛 = ∑:
789: ℎ 𝑘 𝑥[𝑛 − 𝑘] ≤ ∑ :
789: |ℎ 𝑘 | 5 |𝑥 𝑛 − 𝑘 | ≤ B∑ :
789: ℎ 𝑘 < ∞
• Proof of the necessary condition (absolutely summable <= stable):
Problem 2.49: proof for “not absolutely summable => not stable”

• Suppose ∑:
789: ℎ 𝑘 = ∞, and choose one input x[n] that is not bounded

0, 𝑖𝑓 ℎ 𝑛 = 0
such as 𝑥 𝑛 = 6 ;[<] and 𝑥 𝑛 ≤ 𝐵 = 1
, 𝑖𝑓 ℎ[𝑛] ≠ 0
|; < |

𝑦 𝑛 = ∑:
789: ℎ 𝑘 𝑥 𝑛 − 𝑘 = ∑ :
789: ℎ 𝑘 = ∞ : unstable
2.3.8 The Unit Step Response of an LTI System

𝛿[n] h[n] (impulse response)


LTI system
u[n] s[n] (step response)

• Relationship between impulse response and step response:


& & '
𝑠 𝑛 = ? 𝑢 𝑘 ℎ 𝑛−𝑘 = ? ℎ 𝑘 𝑢 𝑛−𝑘 = ? ℎ 𝑘
#$%& #$%& #$%&

ℎ 𝑛 = 𝑠 𝑛 − 𝑠[𝑛 − 1]

• The unit step response also characterizes an LTI system.

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