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Linear Time-Invariant System (LTI)

This document provides an overview of linear time-invariant (LTI) systems. It defines LTI systems as those that are both linear and time-invariant. It describes how LTI systems can be characterized by their impulse response and discusses the properties of superposition and convolution that apply to LTI systems. Convolution relates the input and output of an LTI system and can be represented by a convolution integral in continuous time or a convolution sum in discrete time. The document also discusses how differential and difference equations can be used to describe LTI systems.

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235 views

Linear Time-Invariant System (LTI)

This document provides an overview of linear time-invariant (LTI) systems. It defines LTI systems as those that are both linear and time-invariant. It describes how LTI systems can be characterized by their impulse response and discusses the properties of superposition and convolution that apply to LTI systems. Convolution relates the input and output of an LTI system and can be represented by a convolution integral in continuous time or a convolution sum in discrete time. The document also discusses how differential and difference equations can be used to describe LTI systems.

Uploaded by

Abcd
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Linear Time-Invariant

System (LTI)
Outlines

 Linear Time Invariant Systems


 Introduction
 Response of a Continuous time LTI systems
 Continuous time LTI systems: Convolution Integral
 Properties of Continuous time LTI systems
 Differential and difference equations
Linear Time Invariant Systems
 A system satisfying both the linearity and the time-
invariance property.
Why LTI system?
 LTI systems are mathematically easy to analyze and

characterize, and consequently, easy to design.


 Many physical processes posses these properties can

be modeled as LTI systems.


 Highly useful signal processing algorithms have been

developed utilizing this class of systems.


 They possess superposition theorem.
How superposition is applicable

 If we represent the input to an LTI system in


terms of linear combination of a set of basic
signals, we can then use superposition to
compute the output of the system in terms of
responses to these basic signals.
Representation of LTI systems
 Any linear time-invariant system (LTI) system,
continuous-time or discrete-time, can be uniquely
characterized by its
 Impulse response: response of system to an impulse
 Frequency response: response of system to a complex
exponential e j 2 f for all possible frequencies f.
 Transfer function: Laplace transform of impulse response
 Given one of the three, we can find other two
provided that they exist
Significance of unit impulse

 Every signal whether large or small can be


represented in terms of linear combination of
delayed impulses.
 Here two properties apply:
 Linearity
 Time Invariance
Basic building Blocks

 For DT or CT case; there are two natural


choices for these two basic building blocks
 For DT: Shifted unit samples
 For CT: Shifted unit impulses.
Impulse Response
 The response of a continuous-time system to a unit
impulse {t} is called the unit impulse response
or simply, the impulse response, and is denoted by
{h(t)}.
 The response of a continuous-time system to a unit
step {t} is called the unit step response or
simply, the step response, and is denoted by {s(t)}.
 Knowing the impulse response one can compute the
output of the system for any arbitrary input
 The impulse response of a continuous time system is
defined as the output of the system when its input is an
unit impulse, δ (t)
h(t) = T {δ(t)}
 Usually the impulse response is denoted by h(t).
Response to an Arbitrary Input:
 For 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

 Indicates that a continuous-time LTI system


is completely characterized by its impulse
response h(t).
Convolution
 Convolution is one of the major concepts of linear time-
invariant system theory.
 Convolution relates an LTIs system's input to its output
thus it is a mathematical operation of fundamental
importance in the theory of signals and systems.
 Convolution yields the output of a relaxed (zero initial
conditions) LTI system, given the input x[n] and the
system's impulse response h[n].
 A system’s impulse response is a unique property of the
system that completely characterizes its dynamic behavior
(under the assumption of linearity).
Cont.…

 This fact together with the property of


superposition and time invariance, will allow
us to develop a complete characterization of
any LTI system in terms of responses to a
unit impulse.
 This representation is called
 Convolution sum in discrete time case
 Convolution integral in continuous time case.
Convolution Integral
 The convolution of two continuous-time signals x(t) and h(t)
denoted by,

 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.
Summary
Convolution Integral Operation:
Properties of the Convolution Integral:

1. Commutative: x[n] ⋆ ν[n] = ν[n] ⋆ x[n]


2. Associative: x[n] ⋆ (ν[n] ⋆ µ[n]) = (x[n] ⋆ ν[n]) ⋆
µ[n]
3. Distributive: x[n] ⋆ (ν[n] + µ[n]) = x[n] ⋆ ν[n] +
x[n] ⋆ µ[n]
4. Homogeneous: x[n] ⋆ (aν[n]) = a(x[n] ⋆ ν[n]),
where a is any constant
Properties of LTI systems

 Commutative
 Distributive
 Associative
 With and without memory
 Invertibility
 Causality
 Stability
 The unit step response of an LTI system
LTI System’s Properties by the
Impulse Response
Summary
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).
 The impulse response h(t) of the continuous-time
LTI system described by satisfies the differential
equation.
Discrete LTI system

29
Unit Sample Response and LTI


y[n]  T ( x[n])  T (  x[k ] [n  k ])
k  
 
y[n]   x[k ]T ( [n  k ])   x[k ]h[n  k ]
k   k  

30
The Convolution Sum and
The Impulse Response

31
Convolution Sum

32
Technique to Find Discrete-Time
Convolution Sum

33
34
Liner Constant-Coefficient Difference
Equations
 The discrete-time counterpart of the general
differential equation is the Nth-order linear
constant-coefficient difference equation given
by:

35
The end

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