EC2601:SIGNALS AND SYSTEMS

Chapter 2-Part 3
LTI Systems

By
Prof. AJIT KUMAR SAHOO
Associate Prof (ECE)
NIT, Rourkela

TEXT BOOK:
SIGNALS & SYSTEMS
By
ALAN V.OPPENHEIM
ALAN S.WILLSKY
WITH S. HAMID NAWAB
 The Unit Step Response of an LTI System
 The unit step response, 𝑠[𝑛] or 𝑠(𝑡), corresponding to the output
when 𝑥[𝑛] = 𝑢[𝑛] or 𝑥(𝑡) = 𝑢(𝑡)

 From the convolution–sum representation, the step response of a

discrete-time LTI system is the convolution of the unit step with
the impulse response; that is,

𝑠[𝑛] = 𝑢[𝑛] ∗ ℎ[𝑛].

 𝑠[𝑛] can be viewed as the response to the input ℎ[𝑛] of a

discrete-time LTI system with unit impulse response 𝑢[𝑛].
𝑛

𝑠[𝑛] = ෍ ℎ[𝑘].
𝑘=−∞

2
 ℎ[𝑛] = 𝑠[𝑛] − 𝑠[𝑛 − 1].
 The step response of a discrete-time LTI system is the running sum of its
impulse response . Conversely, the impulse response of a discrete-time
LTI system is the first difference of its step response

 Similarly, in continuous time, the step response of an LTI system with

impulse response ℎ(𝑡) is given by 𝑠(𝑡) = 𝑢(𝑡) ∗ ℎ(𝑡), which also
equals the response of an integrator [with impulse response 𝑢(𝑡)] to the
input ℎ(𝑡).
 The unit step response of a continuous-time LTI system is the running
integral of its impulse response, or
𝑡
𝑠(𝑡) = න ℎ(𝜏)𝑑𝜏
−∞
 The unit impulse response is the first derivative of the unit step response

𝑑𝑠(𝑡)
ℎ(𝑡) = = 𝑠 ′ (𝑡)
𝑑𝑡
3
Causal LTI Systems Described By Differential
Equations
An extremely important class of continuous-time systems is that for
which the input and output are related through a linear constant-
coefficient differential equation
A first-order differential equation is represented as
𝑑𝑦(𝑡 )
+ 2𝑦(𝑡) = 𝑥(𝑡)
𝑑𝑡
where 𝑦(𝑡) denotes the output of the system and 𝑥(𝑡) is the input.
A general Nth-order linear constant-coefficient differential equation
is given by 𝑁 𝑘 𝑀
𝑑 𝑦(𝑡൯ 𝑑 𝑘 𝑥(𝑡൯
෍ 𝑎𝑘 = ෍ 𝑏𝑘
𝑑𝑡𝑘 𝑑𝑡𝑘 ------(7)
𝑘=0 𝑘=0

The order refers to the highest derivative of the output 𝑦(𝑡)

appearing in the equation
4
when N = 0, eq. (7) reduces to
𝑀
1 𝑑 𝑘 𝑥(𝑡൯
𝑦(𝑡) = ෍ 𝑏𝑘
𝑎0 𝑑𝑡𝑘
𝑘=0

In this case, 𝑦(𝑡) is an explicit function of the input 𝑥(𝑡)

and its derivatives
Causal LTI Systems Described By Difference Equations

The discrete-time counterpart of eq. (7) is the Nth-order linear

constant –coefficient difference equation
𝑁 𝑀

෍ 𝑎𝑘 𝑦[𝑛 − 𝑘] = ෍ 𝑏𝑘 𝑥[𝑛 − 𝑘]
𝑘=0 𝑘=0
5
Block Diagram Representations of First-Order Systems
Described by Difference Equations: Discrete-time case
The causal system described by the first-order difference
equation
𝑦[𝑛] + 𝑎𝑦[𝑛 − 1] = 𝑏𝑥[𝑛] ------(8)
To develop a block diagram representation of this system, note
that the evaluation of eq. (8) requires three basic operations:
addition, multiplication by a coefficient, and delay

Multiplication by a
coefficient

An adder

A unit delay 6
𝑦[𝑛] = −𝑎𝑦[𝑛 − 1] + 𝑏𝑥[𝑛]

7
𝑁 𝑀

෍ 𝑎𝑘 𝑦[𝑛 − 𝑘] = ෍ 𝑏𝑘 𝑥[𝑛 − 𝑘]
𝑘=0 𝑘=0

direct form I
implementation.(M=N)

8
 𝑦[𝑛]
𝑥[𝑛]

Direct form II implementation.

9
 Block Diagram Representations of First-Order Systems
Described by Differential Equations: Continuous-time case
Consider the causal continuous-time system described by a first-
order differential equation:
𝑑𝑦(𝑡)
+ 𝑎𝑦(𝑡) = 𝑏𝑥(𝑡) ------(9)
𝑑𝑡
The equation involves three basic operations: addition, multiplica-
tion by a coefficient, and differentiation

Multiplication by a
An adder coefficient

10
differentiator
 1 𝑑𝑦(𝑡) 𝑏
𝑦(𝑡) = − + 𝑥(𝑡)
𝑎 𝑑𝑡 𝑎

It is not the representation that is most frequently used or the

representation that leads directly to practical implementations,
since differentiators are both difficult to implement and
extremely sensitive to errors and noise
An alternative implementation that is much more widely used
can be obtained by first rewriting eq. (9) as
11
 𝑑𝑦(𝑡)
= 𝑏𝑥(𝑡) − 𝑎𝑦(𝑡)
𝑑𝑡
𝑡
𝑦(𝑡) = න 𝑏𝑥(𝜏) − 𝑎𝑦(𝜏) 𝑑𝜏 ------(10)
−∞

Pictorial representation of an integrator

Block diagram representation for the system in eqs. (9) and (10 ),
using adders, multiplications by coefficients, and integrators.
12
 𝑁 𝑀
𝑑 𝑘 𝑦(𝑡൯ 𝑑 𝑘 𝑥(𝑡൯
෍ 𝑎𝑘 = ෍ 𝑏𝑘
𝑑𝑡𝑘 𝑑𝑡𝑘
𝑘=0 𝑘=0
𝑦(𝑡)
𝑥(𝑡)

direct form I
implementation.(M=N)

13
𝑥(𝑡) 𝑦(𝑡)

Direct form II implementation.

14
 SUMMARY
 In this chapter, an important representations for LTI systems, both
in discrete time and in continuous time has been presented
 In discrete time a signal is represented as weighted sums of shifted
unit impulses, and then used these impulses to derive the
convolution sum representation for the response of a discrete-time
LTI system.
 In continuous time we derived an analogous representation of
continuous-time signals as weighted integrals of shifted unit
impulses, and we used this to derive the convolution integral
representation for continuous-time LTI systems.
 An important class of continuous-time systems consists of those
described by linear constant-coefficient differential equations.
Similarly, in discrete time, linear constant coefficient difference
equations play an equally important role.

15
THANK YOU

16