Chapter Three

ANALYSIS OF LINEAR TIME-INVARIANT SYSTEMS

3.1. Introduction
In this chapter, we will focus on understanding the behaviour of linear time-invariant (LTI)
systems. As we have established in chapter 2, linearity and time-invariance properties provide
a nice way to understand the input-output relationship of system. Detail description of these
systems (both discrete time and continuous time) is done in this chapter. We will begin by
describing discrete-time LTI system and then finally conclude with continuous-time LTI
systems.

3.2. Discrete-Time LTI Systems

Consider a discrete-time system with input x[n] and output y[n]. First, define the impulse
response of the system to be the output when x[n] = δ[n] (i.e., the input is an impulse function).
We denote this impulse response by the signal h[n].

Considering an arbitrary signal x[n]. Recall from the shifting property of the impulse function
that.
∞

𝑥[𝑛] = ∑ 𝑥[𝑘]δ[𝑛 − 𝑘]
𝑘=−∞

i.e., x[n] can be written as a superposition of scaled and shifted impulse functions. Since the
system is time-invariant, the response of the system to the input δ[𝑛 − 𝑘] is h[𝑛 − 𝑘] . yy
linearity (and specifically the scaling property), the response to 𝑥[𝑘]δ[𝑛 − 𝑘] is 𝑥[𝑘]δ[𝑛 − 𝑘].
yy the additivity property, the response to:

∑ 𝑥[𝑘]δ[𝑛 − 𝑘]
𝑘=−∞

Is then,
∞

𝑦[𝑛] = ∑ 𝑥[𝑘]h[𝑛 − 𝑘]
𝑘=−∞

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The above is called the convolution sum: the convolution of the signals x[n] and h[n] is
denoted by:
∞

𝑥[𝑛] ∗ ℎ[𝑛] = ∑ 𝑥[𝑘]h[𝑛 − 𝑘]

𝑘=−∞

Thus, we have the following very important property of discrete-time LTI systems:

If x[n] is the input signal to an LTI system, and h[n] is the impulse response of the system, then
the output of the system is given as:

y[n] = x[n] * h[n]

Example:
Consider an LTI system with impulse response:
1 𝑖𝑓 0 ≤ 𝑛 ≤ 3
ℎ [𝑛 ] = {
0 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
Suppose the input signal is:
1 𝑖𝑓 0 ≤ 𝑛 ≤ 3
𝑥 [𝑛 ] = {
0 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
Then we have:
∞

𝑦[𝑛] = 𝑥[𝑛] ∗ ℎ[𝑛] = ∑ 𝑥 [𝑘]h[𝑛 − 𝑘]

𝑘=−∞

Since both x[k] = 0 for k < 0 and h[n – k] = 0 for k > n,

n

𝑦[𝑛] = ∑ 𝑥[𝑘]h[𝑛 − 𝑘]
𝑘=0

Thus y[n] = 0 for n<0.

When n=0, we have:
0

𝑦[0] = ∑ 𝑥[𝑘]h[−𝑘] = 𝑥 [0]ℎ[0] = 1

𝑘=0

When n = 1, we have:

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 1

𝑦[1] = ∑ 𝑥[𝑘]h[1 − 𝑘] = 𝑥[0]ℎ[1] + 𝑥[1]ℎ[0] = 2

𝑘=0

Similarly:
y[2] = 3; y[3] = 4; y[4] = 3; y[5] = 2; y[6] = 1; and y[n] = 0 for n ≥ 7

Example:
Consider an LTI system with unique response h[n] = u[n]. Suppose the input signal is x[n] =
αnu[n] with 0 < α < 1. Then we have:
∞

𝑦[𝑛] = 𝑥[𝑛] ∗ ℎ[𝑛] = ∑ 𝑥[𝑘]h[𝑛 − 𝑘]

𝑘=−∞

Since both x[k] = 0 for k < 0 and h[n – k]n= 0 for k > n, we have:

n n
1 − α𝑛+1
𝑦[𝑛] = ∑ 𝑥[𝑘]h[𝑛 − 𝑘] = ∑ α𝑘 =
1−α
𝑘=0 𝑘=0

For n ≥ 0, and y[n] = 0 for n < 0.

3.3. Continuous – Time LTI Systems

The analysis we developed for discrete-time LTI systems will be applied for continuous-time
LTI systems. Recall that for any signal x(t), we can write:

ꝏ
𝑦(𝑡) = ∫ 𝑥(𝜏)𝛿(𝑡 − 𝜏)𝑑𝜏
−ꝏ

The expression on the right-hand side is a superposition of scaled and shifted impulse functions. Thus,
when this signal is applied to an LTI system, the output will be a superposition of scaled and shifted
impulse responses. More specifically, if h(t) is the output of the system when the input is x(t) = 𝛿 (t),
then the output for a general input x(t) is given by:

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 ꝏ
𝑦(𝑡) = ∫ 𝑥(𝜏)ℎ(𝑡 − 𝜏)𝑑𝜏
−ꝏ

This is the convolution integral and is denoted as:

y(t) = x(t) * h(t)

Example 1
Suppose 𝑥(𝑡) = 𝑒 −αt u(t) with α ∈ R >0 and ℎ(𝑡) = 𝑢(𝑡) hhnn thn uutuut u thn Th
systnm with imuulsn rnsuunsn h(t) is givnn as:
ꝏ
𝑦(𝑡) = 𝑥 (𝑡) ∗ ℎ(𝑡) = ∫ 𝑥 (𝜏)ℎ(𝑡 − 𝜏)𝑑𝜏
−ꝏ
ꝏ
= ∫ 𝑒−α𝜏 u(𝜏)ℎ(𝑡 − 𝜏)𝑑𝜏
−ꝏ
𝑡
= ∫ 𝑒−α𝜏 𝑑𝜏
0

t > 0 and y(t) = 0 uthnrwisn Evaluating thn abuvn nxurnssiun, wn havn:

1
(1 − 𝑒 −α𝑡 ) 𝑖𝑓 𝑡 ≥ 0
𝑦(𝑡) = { α
0 𝑖𝑓 𝑡 < 0
Example 2
Cunsidnr thn signals:
1 𝑖𝑓 0 < 𝑡 < 𝑇 𝑡 𝑖𝑓 0 < 𝑡 < 2𝑇
𝑥(𝑡) = { , ℎ(𝑡) = {
0 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒 0 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒

Where T > 0 is some constant. The convolution of these signals is easiest to do graphically
and by considering different regions of the variable t. The results are:

0 𝑡<0
1 2
𝑡 0<𝑡<𝑇
𝑦(𝑡) = 2
1
𝑇𝑡 − 𝑇 2 𝑇 < 𝑡 < 2𝑇
{ 2

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 1 3
− 𝑡 2 + 𝑇𝑡 + 2 𝑇 2 2𝑇 < 𝑡 < 3𝑇
𝑦(𝑡) = { 2
0 𝑡 > 3𝑇

3.4. Properties of Linear Time-Invariant Systems

3.4.1. The Commutative Property
The first useful property of convolution is that it is commutative:
𝑥[𝑛] ∗ ℎ[𝑛] = ℎ[𝑛] ∗ 𝑥[𝑛]

𝑥 (𝑡) ∗ ℎ(𝑡) = ℎ(𝑡) ∗ 𝑥 (𝑡)

In order to proof this, we start with the definition of convolution and perform a change of variable by
setting:

𝑟 = 𝑛−𝑘
This gives:
∞ ∞

𝑥[𝑛] ∗ ℎ[𝑛] = ∑ 𝑥[𝑘]ℎ[𝑛 − 𝑘] = ∑ 𝑥[𝑛 − 𝑟]ℎ[𝑟] = ℎ[𝑛] ∗ 𝑥[𝑛]

𝑘=−∞ 𝑟=−∞

The same holds for continuous-time convolution. Thus, it does not matter which of the
signals we choose to flip and shift in the convolution operation.

3.4.2. The Distributive Property

The second useful property of convolution is that it is distributive:
𝑥[𝑛] ∗ (ℎ1 [𝑛] + ℎ2 [𝑛]) = 𝑥[𝑛] ∗ ℎ1 [𝑛] + 𝑥[𝑛] ∗ ℎ2 [𝑛]

𝑥(𝑡) ∗ (ℎ1 (𝑡) + ℎ2 (𝑡)) = 𝑥(𝑡) ∗ ℎ1 (𝑡) + 𝑥 (𝑡) ∗ ℎ2 (𝑡)

This property is easy to verify:

∞
𝑥[𝑛] ∗ (ℎ1 [𝑛] + ℎ2 [𝑛]) = ∑ 𝑥[𝑘](ℎ1 [𝑛 − 𝑘] + ℎ2 [𝑛 − 𝑘])
𝑘=−∞
∞ ∞
= ∑ 𝑥[𝑘]ℎ1 [𝑛 − 𝑘]+= ∑ 𝑥[𝑘] ℎ2 [𝑛 − 𝑘])
𝑘=−∞ 𝑘=−∞

= 𝑥[𝑛] ∗ ℎ1 [𝑛] + 𝑥[𝑛] ∗ ℎ2 [𝑛]

The distributive property has implications for LTI systems connected in parallel:

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 Figure 3.1(a). Parallel Connection (distributive property)

Let h1[n] be the impulse response of system 1, and let h2[n] be the impulse response of system 2.
Then we have:

𝑦1 [𝑛] = 𝑥[𝑛] ∗ ℎ1 [𝑛]

𝑦2 [𝑛] = 𝑥[𝑛] ∗ ℎ2 [𝑛]
Thus:
𝑦[𝑛] = 𝑦1 [𝑛] + 𝑦2 [𝑛] = 𝑥[𝑛] ∗ ℎ1 [𝑛] + 𝑥[𝑛] ∗ ℎ2 [𝑛] = 𝑥[𝑛] ∗ (ℎ1 [𝑛] + ℎ2 [𝑛])

The above expression indicates that the parallel interconnection can equivalently be viewed as x[n]
passing through a single system whose impulse response is ℎ1 [𝑛] + ℎ2 [𝑛]

Figure 3.1(b). Parallel Connection (distributive property)

3.4.3. The Associative Property

It is useful property of convolution and it is mathematical expression is given as:
𝑥[𝑛] ∗ (ℎ1 [𝑛] ∗ ℎ2 [𝑛]) = (𝑥[𝑛] ∗ ℎ1 [𝑛]) ∗ ℎ2 [𝑛]

𝑥(𝑡) ∗ (ℎ1 (𝑡) ∗ ℎ2 (𝑡)) = (𝑥(𝑡) ∗ ℎ1 (𝑡)) ∗ ℎ2 (𝑡)

In other words, it does not matter which order we do the convolutions. The above relationships can be
proved by manipulating the summations (or integrals).

Figure 3.2(a). Series Connection (Associative property)

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Just as the distributive property had implications for parallel interconnections of systems, the associative
property has implications for serios interconnections of systems. Specifically, consider the series
interconnection in figure 3.2, we have:

𝑦[𝑛] = 𝑦1 [𝑛] ∗ ℎ2 [𝑛] = (𝑥[𝑛] ∗ ℎ1 [𝑛]) ∗ ℎ2 [𝑛] = 𝑥[𝑛] ∗ (ℎ1 [𝑛] ∗ ℎ2 [𝑛])

Thus, the series interconnection is equivalent to a single system with impulse response ℎ1 [𝑛] ∗ ℎ2 [𝑛],
as shown in figure 3.2(b)

Figure 3.3.(b) Equivalent representation of series interconnection (associative property)

In addition, note that since ℎ1 [𝑛] ∗ ℎ2 [𝑛] = ℎ2 [𝑛] ∗ ℎ1 [𝑛] , we can also interchange the order of the
systems in the series interconnection as shown in figure 3.3.(c), without changing the overall input-
output relationship between x[n] and y[n].

Figure 3.4.(c) Equivalent representation of series interconnection (associative property)

3.4.4. Memoryless Property

Let h[n] (or h(t)) be the impulse response of a given LTI system. Since we have:
∞ ∞

𝑦[𝑛] = ∑ 𝑥 [𝑘]ℎ[𝑛 − 𝑘] = ∑ 𝑥[𝑛 − 𝑘]ℎ[𝑘]

𝑘=−∞ 𝑘=−∞

We see that y[n] will depend on a value of the input signal other than at time-step n unless h[k] = 0 for
k ≠ 0. In order words, for an LTI system to be memoryless, we require h[n] = K δ[n] for some constant
K. Similarly, a continuous-time LTI system is memoryless if and only if h(t) = K δ(t)

For some constant K.

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3.4.5. Invertibility Property
Consider an LTI system with impulse response h[n] (or h(t)). Recall (in chapter 2), a system is said to
be invertible if the output of the system uniquely specifies the input. If a system is invertible, there is
another system (known as the inverse system) that takes the output of the original system and outputs
the input to the original system as shown in figure 3.4.

Figure 3.4. A system in series with its inverse

Suppose the second system is LTI and has impulse response hI[n]. Then, by the associative property, we
see that the series interconnection of the system with its invers is equivalent to a single system with
impulse response ℎ[𝑛] ∗ ℎ𝐼 [𝑛]. In particular, we require:

𝑥[𝑛] = 𝑥[𝑛] ∗ (ℎ[𝑛] ∗ ℎ𝐼 [𝑛])

For all input signals x[n], from which we have:

ℎ[𝑛] ∗ ℎ𝐼 [𝑛] = δ[n]

In other words, if we have an LTI system with impulse response h[n], and another LTI system with impulse
response hI[n] such that ℎ[𝑛] ∗ ℎ𝐼 [𝑛] = δ[n], then those systems are inverse of each other. This analogous
statement holds in continuous-time as well.

Example

Consider the LTI system with impulse response ℎ[𝑛] = αn u[n]. nne can verify that this impulse
response corresponds to the system:

𝑦[𝑛] = ∑ 𝑥[𝑘]αn−k = α𝑦[𝑛 − 1] + 𝑥[𝑛]

𝑘=−∞

Now consider the system:

𝑦1 [𝑛] = 𝑥1 [𝑛] − α𝑥1 [𝑛 − 1] with an inuut signal x1[n] and uutuut signal y1[n] hhn imuulsn
rnsuunsn u this systnm is:

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 ℎ𝐼 [𝑛] = δ[n] − αδ[n − 1]
We have:
ℎ[𝑛] ∗ ℎ𝐼 [𝑛] = αn u[n] ∗ (δ[n] − αδ[n − 1])

= αn u[n] ∗ δ[n] − (αn u[n]) ∗ (αδ[n − 1])

= αn u[n] − α(αn−1 u[n − 1])

= αn (u[n] − u[n − 1])

= αn δ[n]

= δ[n]

Thus, the system with impulse response hI[n] is the inverse of the system with impulse response h[n]

3.4.6. Causality Property

Recall that a system is casual if its output at time t depends only on the inputs at time ≤ t. To see what
this means for LTI systems, consider the convolution sum:
∞ ∞

𝑦[𝑛] = ∑ 𝑥 [𝑘]ℎ[𝑛 − 𝑘] = ∑ 𝑥[𝑛 − 𝑘]ℎ[𝑘]

𝑘=−∞ 𝑘=−∞

Where the second expression follows from the commutative property of the convolution. In order for
y[n] to not depend on x[n +1], x[n + 2],….., we see that h[k] must be zero for k < 0. The same theory
applies for continuous-time systems; hence we can consider a continuous-time LTI systems to be
casual if and only if its impulse response h(t) is zero for all t < 0. A discrete-time LTI system is causal
if and only if its impulse response h[n] is zero for all n < 0.

3.3.7. Stability of LTI Systems

In order to determine the stability of LTI systems, let consider again the convolution sum:
∞

𝑦[𝑛] = ∑ 𝑥[𝑘]ℎ[𝑛 − 𝑘]
𝑘=−∞

Note that:
∞ ∞

|𝑦[𝑛]| = | ∑ 𝑥[𝑘]ℎ[𝑛 − 𝑘]| ≤ ∑ |𝑥[𝑛 − 𝑘]ℎ[𝑘]|

𝑘=−∞ 𝑘=−∞
∞

= ∑ |𝑥[𝑘]||ℎ[𝑛 − 𝑘]|
𝑘=−∞

Now suppose that x[n] is bounded, i.e., there exists some B ∈ R ≥0 such that |𝑥[𝑛]| ≤ 𝐵 for all n ∈
Z . Then the above expression becomes:

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 ∞

𝑦[𝑛] ≤ 𝐵 ∑ |ℎ[𝑛 − 𝑘]|

𝑘=−∞

Thus if ∑∞
𝑘=−∞ |ℎ[𝑛 − 𝑘 ]| < ∞ (which means that h[n] is absolutely summable), then |y[n]| will

also be bounded for all n. it turns out that this is necessary condition as well: if ∑∞
𝑘=−∞ |ℎ[𝑛 − 𝑘]| = ∞

Then there is a bounded input that causes the output to be bounded. This same condition applies for
continuous-time signals as well. Thus, in summary we can:
ꝏ
A continuous-tie LTI system is stable if and only if ∫−ꝏ |𝒉(𝝉)|𝒅𝝉 < ∞

A discrete-time LTI system is stable if and only if ∑∞

𝒌=−∞ |𝐡[𝒌]| < ∞

Example

Consider the system with impulse response ℎ[𝑛] = αn u[n] where α ∈ R. We have
1
𝑖𝑓 |α| < 1
∑∞ ∞ k
𝑘=−∞ |ℎ[𝑘 ]| = ∑𝑘=0 |α| = {
1−|α|
∞ 𝑖𝑓 |α| ≥ 1
Thus, the system is stable if and only if |α| < 1

Similarly, consider the continuous-time LTI system with impulse response ℎ(𝑡) = 𝑒αt u(t) where α ∈
R. We have
1
ꝏ ꝏ −α 𝑖𝑓 α < 0
∫−ꝏ |ℎ(𝜏)|𝑑𝜏 = ∫−ꝏ 𝑒α𝜏 |𝑑𝜏 = {
∞ 𝑖𝑓 α ≥ 0
Thus, the system is stable if and only if α < 0

3.3.8. Step Response of LTI Systems

Just as we define the impulse response of a system to be the output of the system when the input is an
impulse function, we define the step response of a system as the output when the input is a step function
u[n] (or u(t) for continuous time systems). s[n] and s(t) denotes discrete-time and continuous-time
systems respectively. In order to illustrate how the step response of a system is related to the impulse
response, note that:

∞ ∞ n

𝑠[𝑛] = ∑ 𝑢[𝑘]ℎ[𝑛 − 𝑘] = ∑ 𝑢[𝑛 − 𝑘]ℎ[𝑘] = ∑ ℎ[𝑘]

𝑘=−∞ 𝑘=−∞ 𝑘=−∞

This is equivalent to 𝑠 [𝑛] = 𝑠[𝑛 − 1] + ℎ[𝑛]. Thus, the step response of a discrete-time LTI
system is the running sum of the impulse response.

For continuous-time systems, we have the same idea:

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 ꝏ ꝏ 𝑡
𝑠 (𝑡) = ∫ 𝑢 (𝜏)ℎ(𝑡 − 𝜏)𝑑𝜏 = ∫ 𝑢 (𝑡 − 𝜏)ℎ(𝜏)𝑑𝜏 = ∫ ℎ(𝜏)𝑑𝜏
−ꝏ −ꝏ −ꝏ

Differentiating both sides, we have:

𝑑𝑠
= ℎ(𝑡)
𝑑𝑡
Hence, the impulse response is the derivative of the step response.

3.4. Differential and Difference Equation Models for Casual LTI Systems
As earlier established above, many systems can be described using differential equation (for continuous-
time systems) or difference-equation (in discrete-time) models, capturing the relationship between the
input and the output. For example, for a vehicle with velocity v(t) and input acceleration a(t), we have:

𝑑𝑣
= 𝑎(𝑡)
𝑑𝑡
If we include wind resistance or friction (which produces a force that is proportional to the velocity in
the opposite direction of travel), we will have:

𝑑𝑣
= −αv(t) + 𝑎(𝑡)
𝑑𝑡
Where α > 0 is the coefficient of friction. Similarly, given an RC circuit, if we define the voltage across
the capacitor as the output, and the source voltage as the input, then the input and output are again
related via a differential equation of the above form.

In discrete-time, consider a bank-account where earnings are deposited at the end of each month. Let
the amount in the account at the end of the month n be denoted by s[n]. Then we will have:

𝑠 [𝑛] = (1 + 𝑟)𝑠[𝑛 − 1] + 𝑥[𝑛]

Where r is the interest rate and x[n] is the new amount deposited into the account at the end of the month
n.

Since such differential and difference equations play a fundamental role in analysis of LTI systems, it
is vital we review some methods that can be used to solve such equations.

3.4.1. Linear Constant-Coefficient Differential Equations

To illustrate the solution of linear differential equations, lets consider the following example:
Example 1
Consider the differential equation:
𝑑𝑦
+ 2𝑦(𝑡) = 𝑥 (𝑡)
𝑑𝑡
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Where 𝑥(𝑡) = 𝑘𝑒 3𝑡 𝑢(𝑡) (k is some constant). The solution to such differential equation is given by:
𝑦(𝑡) = 𝑦ℎ (𝑡) + 𝑦𝑝 (𝑡)

Where: 𝑦𝑝 (𝑡) is a particular solution to the above equation, and 𝑦ℎ (𝑡) is a homogeneous solution
satisfying the differential equation:

𝑑𝑦ℎ
+ 2𝑦ℎ (𝑡) = 0
𝑑𝑡
The above differential equation is called the homogeneous as it has no driving function x(t).
Let us first solve the homogeneous equation. For equations of this form (where a sum of derivatives of
𝑦ℎ (𝑡) have to sum to zero), a reasonable guess would be that takes 𝑦ℎ (𝑡) the form:

𝑦ℎ (𝑡) = 𝐴𝑒 𝑚𝑡

For some 𝒎 ∈ C. Substituting this into the homogeneous equations gives:

𝑦ℎ (𝑡) = 𝑚𝐴𝑒 𝑚𝑡 + 2𝐴𝑒 𝑚𝑡 = 0

𝑡ℎ𝑖𝑠 𝑖𝑚𝑝𝑙𝑖𝑒𝑠: 𝑚 + 2 = 0, 𝑚 = −2

Thus, the homogeneous solution is 𝑦ℎ (𝑡) = 𝐴𝑒 −2𝑡 , for any constant A.

Next, we search for a particular solution to the equation:
𝑑𝑦𝑝
+ 2𝑦𝑝 (𝑡) = 𝐾𝑒 3𝑡 𝑢(𝑡)
𝑑𝑡
It seems reasonable to try 𝑦𝑝 (𝑡) = 𝐵𝑒 3𝑡 , for some constant y. Substituting and evaluating for t > 0,
we have:

3𝐵𝑒 3𝑡 + 2𝐵𝑒 3𝑡 = 𝐾𝑒 3𝑡 𝑢(𝑡)

𝐾
𝐵=
5
Thus, the particular solution is given by:
𝐾
𝑦𝑝 (𝑡) = 5 𝑒 3𝑡 for t > 0
𝐾
Together, we have 𝑦(𝑡) = 𝑦ℎ (𝑡) + 𝑦𝑝 (𝑡) = 𝐴𝑒 −2𝑡 + 5
𝑒 3𝑡 for t > 0. Note that the coefficient A has

not been determined yet, hence in order to do so, we need more information about the solutions to
differential equation, typically in the form of initial conditions. For example, if we know that the system
is at rest until an input is applied, we will have: y(t) = 0 for t < 0. Suppose we are given the initial
condition y(0) = 0. Then:

𝐾
𝑦(0) = 𝐴 + =0
5
𝐾
𝐴=−5

Thus, with the given initial condition, we have

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 𝐾
𝑦(𝑡) = 5 (𝑒 3𝑡 − 𝑒 −2𝑡 ) 𝑢(𝑡)

The above example illustrates the general approach to solving linear differential equations of the
form:
𝑁 𝑀
𝑑𝑘 𝑦 𝑑𝑘 𝑥
∑ 𝑎𝑘 𝑘 = ∑ 𝑏𝑘 𝑘
𝑑𝑡 𝑑𝑡
𝑘=0 𝑘=0

First we find the homogeneous solution to the equation:

𝑁
𝑑𝑘 𝑦ℎ
∑ 𝑎𝑘 =0
𝑑𝑡𝑘
𝑘=0

yy hypothesizing that 𝑦ℎ (𝑡) = 𝐴𝑒 𝑚𝑡 for some 𝒎 ∈ C. If there are N different values of m, denoted as
m1, m2, ……., mN for which the proposed form holds, then we take the homogeneous solution to be:

𝑦ℎ (𝑡) = 𝐴1 𝑒 𝑚1𝑡 + 𝐴2 𝑒 𝑚2𝑡 + ⋯ … … +𝑁𝑒 𝑚𝑁𝑡

Where the coefficients A1,………, AN are to be determine from initial conditions. If there are not N
different values of m, then further work is required.

Example
Consider the differential equation:
𝑦ℎ′′ (𝑡) + 𝑦ℎ′ (𝑡) − 6𝑦ℎ (𝑡) = 𝑥 ′ (𝑡) + 𝑥(𝑡)

Where:
𝑥 (𝑡) = 𝑒 4𝑡 𝑢(𝑡)

We first search for a homogeneous solution 𝑦ℎ (𝑡) = 𝐴𝑒 𝑚𝑡 satisfying:

𝑦ℎ′′ (𝑡) + 𝑦ℎ′ (𝑡) − 6𝑦ℎ (𝑡) = 0

𝑚 2 𝐴𝑒 𝑚𝑡 + 𝑚𝐴𝑒 𝑚𝑡 − 6𝐴𝑒 𝑚𝑡 = 0

𝑚2 + 𝑚 − 6 = 0
This yields m= -3 or m=2. Thus, the homogeneous solution is of the form:
𝑦ℎ (𝑡) = 𝐴1 𝑒 −3𝑡 + 𝐴2 𝑒 2𝑡

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