Signal and system Analysis

Chapter Two

Time-Domain Representations of Linear Time-Invariant Systems

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Content

❑ Impulse Response Representation for LTI systems

✓ describing the relationship between the input and output signals of linear time-
invariant (LTI) systems.

✓ analyzing and predicting the behavior of LTI systems

❑ Properties of Impulse Response Representation for LTI systems

❑ characterizing the input-output behavior of LTI systems with the linear constant-
coefficient differential or difference equation.

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Objective
• Describe and represent linear time invariant systems.
• Solve difference and differential equations of LTI systems

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 The Convolution Sum
• By linearity and time invariance, the output signal must be a weighted
superposition of time-shifted impulse responses. This weighted superposition is
called Convolution sum for DT signals and Convolution integral for CT signals.
• Let a signal x[n] be multiplied by the impulse sequence δ[n]; that is,

• This relationship may be generalized to the product of x[n] and a time-shifted

impulse sequence, to obtain

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Cont’d...
• where n represents the time index; hence, x[n] denotes the entire signal, while
x[ k ] represents a specific value of the signal x[n] at time k.

• This allows us to express x[n] as the following weighted sum of time-shifted

impulses:

• We may rewrite this representation for x[n] in the concise form

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Cont’d…
• Let the operator H denote the system to which the input x[n] is applied. to
represent the input x[n] to the system results in the output

• Using linearity properties

• If we further assume that the system is time invariant,

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Cont’d…

• where h[n] = H{δ[n]} is the impulse response of the LTI system H.

• Thus, we may rewrite the output as

• This is called Convolution sum and is denoted by the symbol *; that is,

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 The three formula’s that are very useful to find convolution sum.

∞ 𝑛 1
1. σ𝑛=0 𝑎 = , a<1
1−𝑎

𝑁 𝑛 1−𝑎𝑁+1
σ
2. 𝑛=0 𝑎 = ,a>1
1−𝑎
𝑁
3. σ−𝑁 𝐴 = A[N-(-N)+1]

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 Procedure : Reflect and Shift Convolution Sum Evaluation
1. Graph both x[k] and h[n-k] as a function of the independent variable k. To
determine h[n-k] first reflect h[k] about k = 0 to obtain h[-k]. Then shift by -n.
2. Begin with n large and negative. That is, shift h[-k] to the far left on the time
axis.
3. Write the mathematical representation for the intermediate signal 𝑤𝑛 [k].
4. Increase the shift n (i.e., move h[n - k] toward the right) until the mathematical
representation for 𝑤𝑛 [k] changes. The value of n at which the change occurs
defines the end of the current interval and the beginning of a new interval.
5. Let n be in the new interval. Repeat steps 3 and 4 until all intervals of time
shifts and the corresponding mathematical representations for 𝑤𝑛 [k] are
identified. This usually implies increasing n to a very large positive number.
6. For each interval of time shifts, sum all the values of the corresponding 𝑤𝑛 [k]
to obtain y[n] on that interval.
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examples
1. The output y[n] of the four-point moving-average system is related to the input
x[n] according to the formula

The impulse response h[n] of this system is obtained by letting x[n] = δ[n],
which yields

2. Consider a system with impulse response

determine the output of the system at times n = —5, n = 5, and n = 10 when the
input is x[n] = u[n].

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 The Convolution Integral
• The output of a continuous-time LTI system may also be determined solely from
knowledge of the input and the system’s impulse response, by the approach and result
that are analogous to those in the discrete-time case.
• a continuous-time signal as the weighted superposition of time-shifted impulses is
given by:

• Let the operator H denote the system to which the input x(t) is applied. We consider
the system output in response to a general input expressed as the weighted
superposition

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 Cont’d …

• Using the linearity property' of the system,

• Next, we define the impulse response h(t) = H{δ(t)} as the output of the system in
response to a unit impulse input. If the system is also time invariant, then

• which yields by substituting into the above equation

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 Cont’d. ..

• The output y(t) is given as a weighted superposition of impulse responses time shifted by t.
Thus, the above equation is termed as the convolution integral and is also denoted by the
symbol *; that is,

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 Convolution Integral Evaluation Procedure
1. Graph x(τ) and h(t-τ) as a function of the independent variable t. To obtain
h(t- τ), reflect h(τ) about τ = 0 to obtain h(- τ), and then shift h(- τ), by -t.
2. Begin with the shift t large and negative, that is, shift h(- τ) to the far left on the
time axis.
3. Write the mathematical representation of 𝑤𝑖 (τ)
4. Increase the shift t by moving h(t - τ) towards the right until the mathematical
representation of 𝑤𝑖 (τ) changes. The value t at which the change occurs defines
the end of the current set of shifts and the beginning of a new set.
5. Let t be in the new set. Repeat steps 3 and 4 until all sets of shifts t and the
corresponding representations of 𝑤𝑖 (τ) are identified. This usually implies
increasing t to a large positive value.
6. For each set of shifts t, integrate 𝑤𝑖 (τ) from τ = -ꚙ to τ = ꚙ to obtain y(t).

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examples
1. Evaluate the convolution integral for a system with input x(t) and impulse
response h(t), respectively, given by
x(t) = u(t - 1) - u(t - 3) and h(t)= u(t) - u(t - 2), as depicted in Fig. below

2. Consider the RC circuit depicted in Fig. below, and assume that the circuit’s time
constant is RC = 1 s. The impulse response of this circuit is h(t) = 𝒆−𝒕 u(t) Use
convolution to determine the voltage across the capacitor, y(t), resulting from an
input voltage x(t) = u(t) — n(t — 2).

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 Interconnections of LTl Systems
❖ Parallel Connection of LTI Systems

Figure 2. 1 8 Interconnection of two LTI systems, (a) Parallel connection of two systems, (b)
Equivalent system.
➢ convolution possesses the distributive property:

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Cont’d…
❖ Cascade Connection of Systems (proof is on Simon Haykin page 129)
• Let z(t) be the output of the first system and therefore the input to the second
system in the cascade. The output is expressed in terms of z(t) as
y(t) = z(t)*ℎ2 (t)

FIGURE 2. 1 9 Interconnection of two LTI systems, (a) Cascade connection of two systems,
(b) Equivalent system, (c) Equivalent system: Interchange system order.

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Cont’d…
• convolution also possesses the associative and commutative property; that is.

Example Consider the interconnection of four LTI systems, as depicted in Fig.

below. The impulse responses of the systems are

Find the impulse response h[n] of the overall system.

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Properties of Impulse Response Representation for LTI systems
• (Actually the following properties are the same with what is on chapter 1 but
we have to elaborate them by using examples for LTI systems)
i. Memoryless LTI Systems
• the output of a memoryless LTI system depends only on the current input.
• All memoryless LTI systems simply perform scalar multiplication on the input.
ii. Causal LTI Systems
• The output of a causal LTI system depends only on past or present values of the
input. Again, we write the convolution sum as
iii. Stable LTI Systems
• a system is bounded input-bounded output (BIBO) stable if the output is
guaranteed to be bounded for every bounded input. Formally, if the input to a
stable discrete-time system satisfies

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 Properties of the impulse response representation for LTI systems

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Step Response
• The step response is defined as the output due to a unit step input signal.

• Let h[n] be the impulse response of a discrete-time LTI system, and denote the
step response as s[n]. We thus write

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▪ Similarly, the step response s{t) of a continuous-time system is expressed as the running
integral of the impulse response:

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 Differential and Difference Equation Representations of LTl
Systems
• Difference equations are used to represent discrete-time systems, while differential equations
represent continuous-time systems.

• The general form of a linear constant-coefficient differential equation is

• where the ak and the bk are constant coefficients of the system, x{t) is the input applied to the
system, and y(t) is the resulting output.
• Similarly, a linear constant-coefficient difference equation has a form,

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• The order of the differential or difference equation is (N, M), representing the number of
energy storage devices or the number of memory in the system. Often, N≥M, and the
order is described using only N.

• By rearranging the difference equation the current output can be obtained from the input
signal and past outputs as,

• Example the second-order difference equation can be given as

In this example the number of memory in the system is 2.

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Cont’d…
• Beginning with n = 0, we may determine the output by evaluating the sequence
of equations

• In order to begin this process at time n = 0, we must know the two most recent
past values of the output, namely, y[- 1] and y[- 2]. These values are known as
initial conditions.
• In general, the number of initial conditions required to determine the output is
equal to the maximum memory of the system.

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 Solving Differential and Difference Equations
• The output of a system described by a differential or difference equation may be
expressed as the sum of homogeneous solution denoted by 𝑦 (ℎ) and particular
solution denote by 𝑦 (𝑝) .

y = 𝑦 (ℎ) + 𝑦 (𝑝)

❖The Homogeneous Solution : - The homogeneous form of a differential or

difference equation is obtained by setting all terms involving the input to zero.
• for a continuous-time system, the solution of the homogeneous equation 𝑦 (ℎ) (𝑡)

• The homogeneous solution for a continuous-time system is of the form

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 Cont’d…

• where the r, are the N roots of the system’s characteristic equation

• Substitution of Eq. (2.41) into the homogeneous equation establishes the fact that
𝑦 (ℎ) (𝑡) is a solution for any set of constants ci
• In discrete time, the solution of the homogeneous equation is

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Cont’d…
• where the ri are the N roots of the discrete-time system’s characteristic equation

• Again, substitution of Eq. (2.43) into the homogeneous equation establishes the
fact that yh(n)[n] is a solution for any set of constants 𝑐𝑖 . In both cases, the 𝑐𝑖 are
determined later, in order that the complete solution satisfy the initial conditions.

• If a root 𝑟𝑖 is repeated p times, then there are p distinct terms in the solution of
Eqs. (2.41) and (2.43) associated with 𝑟𝑖 . These terms respectively involve the p
functions

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Examples
1. The RC circuit depicted in Fig. 2.30 is described by the differential equation

Determine the homogeneous solution of this equation.

2. Find the homogeneous solution for the first-order recursive system described
by the difference equation

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The Particular Solution
• A particular solution is usually obtained by assuming an output of the same
general form as the input.

• For example, if the input to a DT system is x[n] = αn, then we assume that the
output is of the form y(p)[n] = c αn and find the constant c so that y(p)[n] is a
solution of the system’s difference equation. If the input is x[n] = A cos(Ωn+ φ),
then we assume a general sinusoidal response of the form
y(p)[n] = c1 cos(Ωn) + c2 sin(Ωn), where c1 and c2 are determined so that y(p)[n]
satisfies the system’s difference equation.

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The forms of the particular solutions associated with common
input signals are given in Table 2.3.

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 The Complete Solution
✓The complete solution of the differential or difference equation is obtained by
the procedure summarized as follows:
1. Find the form of the homogeneous solution 𝑦 (ℎ) from the roots of the
characteristic equation.
2. Find a particular solution 𝑦 (𝑝) by assuming that it is of the same form as the
input, yet is independent of all terms in the homogeneous solution.
3. Determine the coefficients in the homogeneous solution so that the complete
solution y = 𝑦 (ℎ) + 𝑦 (𝑝) satisfies the initial conditions.
Example Find the solution for the first-order recursive system described by the
𝟏
difference equation y[n] - y[n-1] = x[n]
𝟒
if the input is x[n] = (1/2)nu[n] and the initial condition is y[-1] = 8.

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Characteristics of Systems Described by Differential and Difference
Equations
• The Natural Response :- is the system output for zero input and thus
describes the manner in which the system dissipates any stored energy or
memory of the past represented by non-zero initial conditions.

• it is obtained from the homogeneous solution by choosing the coefficients ci so

that the initial conditions are satisfied.

• Since the natural response assumes zero input, it is obtained from the
homogeneous solution
• The natural response assumes zero input and thus does not involve a particular
solution.
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Example
1. Find the natural response of the RC circuit described by the differential
equation

assuming that y(0) = 2V,R = 1Ώ, and C = 1 F.

❖ The Forced Response :-
✓is the system output due to the input signal assuming zero initial conditions.
✓Its the same form as the complete solution of the differential or difference
equation.
✓ it describes the system behavior that is “forced” by the input when the system is
at rest.

• The forced response depends on the particular solution, which is valid only for
times t > 0 or n ≥ 0.
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cont’d...
1. Find the forced response of this the system in described by the first-order
difference equation

if the input is x[n] = (1/2)nu[n].

2. Find the Forced Response of the RC Circuit described by the differential equation

assuming that x(t) = cos(t)u(t) V, R = 1Ώ, and C = 1 F.

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