DISCRETE-TIME LTI (DTLTI) SYSTEMS

A continuous-time (CT) system takes CT signal x(t) as input (i/p) and

gives another CT signal y(t) as output (o/p) according to some
prescribed rule governing the behavior of the system.
A discrete-time (DT) system takes DT signal xn as i/p and generates
another DT signal yn as o/p according to some prescribed rule governing
the behavior of the DT system. The input DT signal is often obtained by
sampling a CT signal.

1. CT Differentiator

dy (t )
y (t )   slope of x (t ) at t  t 
dt t t 

2. DT Differentiator

x(t) x(n) Discrete-time y(n)

 Differentiator
 dx  t 
y  n  
dt t  n
n=0,1,2,…………..

y  n  =slope of x(t) at t  n ; n = 0,1,2,………

slope approx. is done by backward difference relation.

dx(t ) x(n ) - x(n -  )

y ( n )  
dt t  n 
Smaller  gives better approx.

1 1
y  n   x  n   x  n   
 

or, yn  ao xn  a1xn1
 1 1
ao  , & a1  
where
 
The above eqn. is known as Difference Equation (analogous to the differential
equation for CT system) for DT differentiator.
DT differentiator also can be pictorially represented as

xn ao
+ yn

Unit
delay 
xn-1
a1

Taking Z-transforms of both sides , Transfer Function of DT differentiator is

Y  z
G  z    ao  a1 z 1
X  z


1

1  z  1

3. CT Integrator
For a causal CT Integrator,
t
y  t    x  t   dt 
o

Value of y(t) = area under x(t) over 0  t  t.

x(t) y(t)
Integrator
 4. DT Integrator

x(t) x(n) Discrete-time y(n)

 Integrator

Then,
n
y  n    x  t   dt 
o

n  n

or,
y  n    x  t   dt    x  t   dt 
o n 

n
y  n   y  n      x  t   dt 
or n 
(1)

The second term of R.H.S. = area under x(t) over  n     t   n .

The area is approx. equal to the shaded rectangle shown below.

Smaller  gives better approx.

 n

Now,   x(t )
n 
dt    x(nτ)

This gives rise to the 1st order difference eqn. for the DT integrator using
rectangular integration in the following way.
y(nτ) can be written as

y  n   y  n      x  n 

or, yn  yn1   xn

or, yn  ao xn  yn1
where, ao  
The rectangular DT integrator can also be represented pictorially as follows:
xn ao
+ yn

 unit delay

yn-1

Taking Z-transforms of both sides,

Y ( z )  ao X ( z )  z 1Y ( z )
 Z-transfer-function of D.T. integrator is
Y ( z) ao   z
GRI ( z ) = =  
X ( z ) 1  z 1 1  z 1 z -1
In an alternative approach, considering (as shown in the Fig, below)
n

  x(t )
n 
dt    x(nτ   )

we get,

y  n   y  n      x  n   

This results in the following first order difference eqn.

 yn  yn1   xn1

or, yn  ao xn1  yn1

where, ao  
This alternative form of rectangular D.T. integrator can be pictorially
represented as:

Taking Z-transforms of both sides,

Y ( z )  ao z 1 X ( z )  z 1Y ( z )
 Z-transfer-function of D.T. integrator is

Y ( z) ao z 1  z 1 
GRI ( z ) = =  
X ( z ) 1  z 1 1  z 1 z -1

n

For more accurate integration,  x  t  dt  can be approx. by area of the

n 

shaded trapezium shown in the Fig. below.

Hence,
n

 x(t )dt    x(n )  x(n   )  (2)
 
n 
2
From eqn (1) & (2), the following 1st order difference eqn. for trapezoidal
integrator is obtained


y  n   y  n      x  n   x  n    
2
 
or,
yn  xn  xn 1  yn 1
2 2

or, yn  ao xn  a1 xn1  yn1

where, ao   , a1  
2 2
The above difference eqn. can be pictorially represented as
 xn ao yn
+ +

 
a1xn-1 yn-1

Taking Z-transforms of both sides of the above difference eqn.

Y ( z )  a0 X ( z )  a1 z 1 X ( z )  z 1Y ( z )
 Z-transfer function is

Y  z  ao  a1 z 1  1  z 1 
GTI  z     
X  z 1 z 1
2 1  z 1 
  z  1
 
2  z  1 

X(Z)   z  1 Y(Z)
2  z  1 

j jv

S-plane Z-plane

u

-1 1

Comparing with the transfer function of CT integrator in s-domain

 1   z  1

s 2  z  1 
2  z  1  2 1  z 1 
  Bilinear or Tustin Transformation relation
  z  1   1  z 1 
s

The Tustin transform provides an alternative

Observations:

dx  t 
y  n  
If dt t  n

yn  ao1 xn  a11 xn 1
1 1
ao1  , a11  
 
d 2 x t 
y  n  
If dt 2 t n
dx  t  dx  t 

dt t  n dt t  n 
y  n  

 x  n   x  n      x  n     x  n  2  

  

  yn  ao 2 xn  a12 xn 1  a22 xn  2
1 2
ao 2  a22 , a12  
 2
2
d 3 x t 
y  n  
Similarly, if dt 3 t n

yn  ao3 xn  a13 xn1  a23 xn2  a33 xn3

d i x t 
y  n  
Hence, if dt i t n

yn  aoi xn  a1i xn1  a2i xn2  ........  aii xni

i
= ∑aki xn-k ……………. (3)
k= 0

Representing a DTLTI System by a Constant-Coefficient

Difference Equation:

x(t) Continuous-time y(t)

LTI System

Most basic mathematical model of a stable & causal CTLTI system is the
differential eqn. representation, wherein the i/p x(t) and the o/p y(t) are related by
linear constant coefficient differential eqn.
 N d i y t  M d i x t 
 ai   bi ; M N For BIBO stability
i 0 dt i i 0 dt i
{ ai } & {bi} are constants.
N = order of the system.

Similarly, i/p and o/p of a causal DTLTI system can be related by constant
coefficient linear difference eqn. as shown below.

x(t) xn yn
Discrete-time
 Causal LTI System
Signal

N d i y t  M d i x t 
 ai i
  bi
i 0 dt t n i 0 dt i t n
Taking the help of eqn. (3), the above relation can be expressed as follows
N M
  i yn i   i xn i (4)
i 0 i 0
On re-arranging , we have the following general form of difference eqn. of
DTLTI system
M  N  
yn    i x n  i    i yn  i 
 i 0 o i 1 
o 
Taking Z-transform of both sides of eq. (4) ,

 N
 i z Y  z    i z i  X  z 
i   M

 i 0   i 0 
Z-Transfer Function of the system is

M M
  i
Y  z  i i z i
 i z
G z   N0  i 0  N o 
X  z    z i 
1   i z i
o
i
i 0 i 1

Representation by Convolution Formula:

O/p yn of a DTLTI system is excited by i/p xn, can be expressed as convolution
of xn & gn, where gn is impulse response of the system.

 yn   xm g nm  xn  g n  g n  xn (see the associative
m 
property below)
Thus, gn is also the weighting sequence of the system.

Properties of Discrete-Time Convolution & Interconnection

of LTI systems :
1. Commutative Property:-

xn  gn  gn  xn
  
i.e.  xm g nm   g m xnm
m  m 

In z-domain,

2. Associative Property:

xn  g1n  g2n  x n  g1n  g 2n  (5)

xn  g1n  y1n
&
y1n  g 2 n   xn  g1n   g 2 n  yn  xn   g1n  g 2 n 

As generalization of associative law, if L no. of non-interacting DTLTI systems

are in cascade, with impulse response sequences g1n , g2n ,….., gln, then the
equivalent system will have an impulse-response
 gn  g1n  g2n  ..........  g Ln

xn yn xn yn
g1n g2n gLn g n  g1n  g 2 n ,......., g Ln

In Z –domain :

Y(Z)
X(Z) X(Z) G(Z) = G1(Z) G2(Z) Y(Z)
G1(Z) G2(Z) G3(Z) GL(Z)
GL(Z)

3. Distributive Property:

xn   g1n  g2n   xn  g1n  xn  g2n

If two LTI systems with impulse responses g1n & g2n are excited by same i/p xn
then the sum of the two responses is identical to the response of an overall system

with impulse response gn  g1n  g2n .

As Generalization, interconnection of L no. of non-interacting LTI systems in
parallel , with impulse responses g1n, g2n, …….., gLn and excited by same i/p
xn is equivalent to one system with impulse response
L
g n   g jn
j 1
 g1n

g2n
yn

xn xn gn = g1n + g2n yn
+ ...... + gLn
g3n

gLn

In Z-domain:

G1(Z)

G2(Z)
Y(Z)

X(Z) X(Z) G(Z) = G1(Z) + G2(Z) Y(Z)
+ + GL(Z)

GL(Z)