Analysis of LTI Systems

N L
Ak Bk
Y ( z) = H ( z) X ( z) = ∑ −1
+∑ −1
k =1 1 − p k z k =1 1 − q k z
system poles poles of excitation

N L
y[n] = ∑ Ak ( pk ) u[n] + ∑ Bk (qk ) n u[n]
n

k =1 k =1

N L
y nr [n] = ∑ Ak ( pk ) u[n]
n
y fr [n] = ∑ Bk (qk ) n u[n]
k =1 k =1

Response due to system poles Response due to poles of excitation

NATURAL RESPONSE FORCED RESPONSE
 transient
decays
SLOWER

•If pk<1, ynr[n]→0; yTR[n] x x

•If qk<1, yfr is also transient transient …

decays n
FASTER

•If i/p is sinusoid, poles lie on u.c.,

o/p is sustained sinusoid, yssr[n] Steady state
response

x
 Example: y[n]=0.5y[n-1]+x[n]; system is relaxed;
x[n]=10cos(πn/4)u[n]; determine y[n]

1 10(1 − 1
z −1 )
H ( z) = X ( z) = 2

1 − 0.5 z −1 1 − 2 z + z −2−1

System Nature Input Force

− j 28.7o j 28.7o on
6.3 6.78e 6.78e
Y(z) = H(z)X(z) = −1
+ jπ / 4 −1
+ − jπ / 4 −1 factorization
1−0.5z 1−e z 1−e z
NR
FR

ynr [n] = 6.3(0.5) n u[n]

jπn
− j 28.7 o − jπ4n
y fr [ n] = {6.78e (e ) + 6.78e
4 j 28.7 o
(e )}u[ n]
= 13.56 cos( 4 n − 28.7 )u[ n]
π o
„ Z-tr helps determine CAUSALITY & STABILITY
„ H(z) is causal if ROC>r, r<∞
„ H(z) is stable if ROC includes u.c.
„ Causal & Stable H(z) must satisfy both the
conditions
„ H(z) must converge for |z|>r<1
„ A causal LTI system is BIBO stable if and only if all
the H(z) poles are inside the u.c.
 Example: For the system function given, find h[n] if
a) system is causal
b) system is stable

3 − 4 z −1
H ( z) =
1 − 3.5 z −1 + 1.5 z − 2

3 − 4 z −1 1 2
H ( z) = −1 −2
= 1 −1
+
1 − 3.5 z + 1.5 z 1− 2 z 1 − 3 z −1

Zeros : z=0, 4/3

Poles : z=1/2, 3
 Contd.

Stable region: Anti

causal
Causal

y[n]=(½)nu[n]-2(3)nu[-n-1] u.c.
|z|>3

o x o x
1/2 3

Causal region: stable

y[n]=(½)nu[n]+2(3)nu[n]

Anti causal region:

y[n]=-(½)nu[-n-1]-2(3)nu[-n-1]; unstable
 ∞
X + ( z ) = ∑ x[n]z − n
One sided z-transform 0
z+
x[n] = ←⎯→ X + ( z )
x[n]=anu[n]; x[n-2]=?
1. X[n]={1,2,5↑,7,0,1} X + ( z) =
1
⇒X[z]=5+7z-1+z-3 1 − az −1
thus

2. δ[n]⇒1 Z + [ x[n − 2]] = z −2 { X + ( z ) + x(−1) z 1 + x(−2) z 2 }

3. δ[n-k]⇒z-k x(−1) = a −1 ; x ( − 2) = a − 2

z −2
4. δ[n+k]⇒0 +
Z [ x[ n − 2 ]] = −1
+ a −1 1
z + a −2 2
z
1 − az
X[-2]

X[-1]

x[n − 2]

0
 Properties

⎧ k
n⎫
1. Delay ⎯→ z ⎨ X ( z ) + ∑ x[ − n ] z ⎬
x[ n − k ] ←z −k +

⎩ n =1 ⎭
Sets initial
condition

⎧ + k −1
−n ⎫
⎯→ z ⎨ X ( z ) − ∑ x[n]z ⎬
2. Advance x[n + k ] ← z k

⎩ n =0 ⎭

3. Final value lim x[n] = lim( z − 1) X + ( z )

n →∞ n →1
 PROBLEM at y[-1]=y[-2]=1 find Unit step
response of y[n]=0.9y[n-1]-0.81y[n-2]+x[n]

1
Basic z-transform is H ( z) =
1 − 0.9 z −1 + 0.81z − 2
Let zero state system is relaxed, has no energy stored, no state exists
Yzs ( z ) = H ( z ) X ( z )
Due to step
1 input
=
(1 − 0.9e j z −1 )(1 − 0.9e − j z −1 )(1 − z −1 )
π π
3 3

0.0496 − j 0.542 0.0496 + j 0.542 1.099

= + +
1 − 0.9e z −1 −j −1
1 − z −1
π

1 − 0.9e z
π
j 3 3

y zs [n] = [1.099 + 1.088(0.9) n cos( π3 n − 5.2o )]u[n]

 Let zero input;
o/p is only due to the states of the system, or the
energy stored in terms of it’s states

Response is modified due to

presence of states:

N states
Yzi ( z ) = −1 −2
1 − 0.9 z + 0.81z

N states = 0.9[ y (−1)] − 0.81[ y (−2) + y (−1) z −1 ]

= 0.9 − 0.81[1 + z −1 ]
= 0.09 − 0.81z −1
 0.09 − .81z −1
Yzi ( z ) =
1 − 0.9 z −1 + 0.81z − 2
0.045 + j 0.4936 0.045 − j 0.4936
= j π3 −1
+ − j π3 −1
1 − 0.9e z 1 − 0.9e z
y zi [n] = 0.99(0.9) cos( 3 n + 87 )]u[n]
n π o

Total Response is due both to the STATES and the INPUT

y[n] = y zs [n] + y zi [n]

= {1.099 + 1.44(0.9) n cos( π n + 38o )}u[n]

3