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Transform Analysis of LTI Systems
Dr. Sujit Kumar Sahoo

Assistant Professor,SES
IIT Goa
School of Electrical Sciences

IIT Goa
August 18, 2023
Dr. Sujit Kumar Sahoo (IIT GOA) Transform Analysis of LTI Systems August 18, 2023 1 / 37
Transform analysis of LTI system
LTI System:
∞
X
y [n] = x[k]h[n − k]
n=−∞
The z-transform of the output of an LTI system is related to the z-transform of

the input and the z-transform of the system impulse response by
Y (z) = H(z)X (z)
Systems Characterized by Linear Constant-Coefficient
Difference Eqations
Discrete-time filters are most typically realized through the implementation of a

linear constant-coefficient difference equation of the form
N
X M
X
ak y [n − k] = bk x[n − k]
k=0 k=0
Applying z-transforms on both sides

PM
Y (z) bk z −k
H(z) = = Pk=0
N
X (z) k=0 ak z
−k
It can be rearranged in the form of poles & zeros

QM
− ck z −1 )

b0 k=1 (1
H(z) = QN
a0 k=1 (1 − dk z −1 )
Examples
Example 1: 2nd order system
(1 + z −1 )2
H(z) =
(1 − 12 z −1 )(1 + 43 z −1 )
Find the difference equation that is satisfied by the input-output of this system.
Sol:
Y (z) (1 + z −1 )2 1 + 2z −1 + z −2
H(z) = = 1 3 =
X (z) −1
(1 − 2 z )(1 + 4 z ) −1 1 + 14 z −1 − 38 z −2

1 3
Y (z) 1 + z −1 − z −2 = X (z) 1 + 2z −1 + z −2

4 8
1 3
y [n] + y [n − 1] − y [n − 2] = x[n] + 2x[n − 1] + x[n − 2]
4 8
Examples
Example 2: Determine all the possible ROC
5
y [n] − y [n − 1] + y [n − 2] = x[n]
2
Sol: Apply z-Transforms on both sides, then
Y (z) 1 1 − 31 4
3
H(z) = = = = +
1 − 52 z −1 + z −2 1 − 12 z −1 (1 − 2z −1 ) 1 − 12 z −1 1 − 2z −1

X (z)
1) Causal and Unstable: |z| > 2 |z| > 2&|z| > 12

n
1 1 4
h[n] = − u[n] + 2n u[n]
3 2 3
2) Anti-causal and Unstable:|z| < 2 |z| < 2&|z| < 12
1

n
1 1 4
h[n] = u[−n − 1] − 2n u[−n − 1]
3 2 3
3) Non-causal and stable: |z| < 2&|z| > 21
n
1 1 4
h[n] = − u[n] − 2n u[−n − 1]
3 2 3
Inverse systems
Inverse systems:
G (z) = H(z)Hi (z) = 1 (In time domain h[n] ∗ hi [n] = δ[n])
1
Hi (z) =
H(z)
If the system
QM
− ck z −1 )

b0 k=1 (1
H(z) = QN ,
a0 k=1 (1 − dk z −1 )
then QN
− dk z −1 )

a0 k=1 (1
Hi (z) = QM
b0 k=1 (1 − ck z −1 )
Note: In order to have an inverse system, the inverse system must have an
overlapping ROC.
Inverse systems: Example
Example: Inverse system for a 1st order system

Let
1 − 0.5z −1
H(z) = ,
1 − 0.9z −1
with ROC |z| > 0.9. Then find Hi (z) and impulse response of the inverse
system.
Sol:
We know that Hi (z) = 1/H(z)
1 − 0.9z −1 1 0.9z −1
Hi (z) = −1
= −1
−
1 − 0.5z 1 − 0.5z 1 − 0.5z −1
Case1: ROC: |z| > 0.5
hi [n] = (0.5)n u[n] − 0.9(0.5)n−1 u[n − 1]
Case2: ROC: |z| < 0.5 ; hi [n] is not possible
Inverse systems: Example
Example: Inverse for system with a Zero in the ROC

Suppose that H(z) is
z −1 − 0.5
H(z) = , |z| > 0.9
1 − 0.9z −1
What is the impulse response of the inverse system?
Sol:
1 − 0.9z −1 1.8z −1 2
Hi (z) = −1
= −1
−
z − 0.5 1 − 2z 1 − 2z −1
Case1: ROC: |z| < 2
hi [n] = −(1.8)2n−1 u[−n] + 2n+1 u[−n − 1]
Case2: ROC: |z| > 2 ; hi [n] is unstable.
Frequency response of LTI Systems
Y (e jω ) = H(e jω )X (e jω )
Amplitude
|Y (e jω )| = |H(e jω )||X (e jω )|
Phase
∠Y (e jω ) = ∠H(e jω ) + ∠X (e jω )
Note: H(e jω ) can be expressed in polar form as

jω
H(e jω ) = |H(e jω )|e j∠H(e )
Wrapped phase: −π < ARG [H(e jω )] ≤ π
Unwrapping phase: arg [H(e jω )] = ∠H(e jω ) = ARG [H(e jω )] + 2πr (ω)
Group delay
d
τ (ω) = grd[H(e jω )] = − arg [H(e jω )]
dω
Example: Ideal delay system
hid [n] = δ[n − nd ]
Sol:
H(e jω ) = e −jωnd
|H(e jω )| = 1; ∠H(e jω ) = −ωnd

grd[H(e jω )] = nd
Example:
Figure: (a) Magnitude of Frequency Response.
Figure: (b) Principle value of Phase Response
Figure: (a) Unwrapped Phase Response.
Figure: (b) Group delay of H(z)
x1 [n] = w [n]cos(0.2πn)
x2 [n] = w [n]cos(0.4πn − π/2)
x3 [n] = w [n]cos(0.8πn + π/5)
(
0.56 − 0.46 cos( 2π
M n), for 0 ≤ n ≤ M , for M = 60.
where w [n] =
0, otherwise
Superposition of the shifted signals
x[n] = x3 [n] + x1 [n − M − 1] + x2 [n − 2M − 2]
Figure: (b) Magnitude of DTFT of x[n]
Figure: Input x[n]
Figure: Output y [n]
Frequency Response for the Rational System Functions
PM
bk e −jωk
H(e jω ) = PN
k=0
k=o ak e −jωk
QM −jω
b0 k=1 (1 − ck e )
H(e jω ) = QN
a0 k=1 (1 − d k e −jω )
Amplitude:
QM
jω b0 |1 − ck e −jω |
|H(e )| = | | QNk=1
a0 k=1 |1 − dk e
−jω |
Gain in dB = 20log10 |H(e jω )|

M N
b0 X X
= 20log10 | |+ 20log10 |1 − ck e −jω | − 20log10 |1 − dk e −jω |
a0
k=1 k=1
Frequency Response for the Rational System Functions
Phase:
XM N
b0 X
arg [H(e jω )] = arg + arg [1 − ck e −jω ] − arg [1 − dk e −jω ]
a0
k=1 k=1
d
grad[H(e jω )] = arg [H(e jω )]
−
dw
M N
X d X d
= − (arg [1 − ck e −jω ]) + (arg [1 − dk e −jω ])
dw dw
k=1 k=1
Example: Frequency Response of 1st Order System
A single factor of the form (1 − re jθ e −jω )
Sol:
Gain in dB
(+/−)20log10 |1 − re jθ e −jω | = (+/−)10log10 1 + r 2 − 2rcos(ω − θ)

Wrapped phase in radian

rsin(ω − θ)
(+/−)ARG 1 − re jθ e −jθ = (+/−)arctan

1 − rcos(ω − θ)
Group delay in number of samples
r 2 − rcos(ω − θ)
(+/−)grd 1 − re jθ e −jθ =

(+/−)
1 + r 2 − 2rcos(ω − θ)
r 2 − rcos(ω − θ)
= (+/−)
|1 − re jθ e −jω |2
Gain in dB
Gain in dB
Example 2
2nd-Order IIR System

1
H(z) =
(1 − re jθ z −1 )(1 − re −jθ z −1 )
Sol:
1 A B
H(z) = = +
(1 − re jθ z −1 )(1 − re −jθ z −1 ) (1 − re jθ z −1 ) (1 − re −jθ z −1 )
A = (1 − re jθ z −1 )H(z) and B = (1 − re −jθ z −1 )H(z)

z=re jθ z=re −jθ

1 1
1−e −j2θ 1−e j2θ
H(z) = +
1 − re jθ z −1 1 − re −jθ z −1

Gain in dB = −10log10 (1 + r 2 − 2rcos(θ − ω))(1 + r 2 − 2rcos(θ + ω))
Gain in dB; r = 0.9, θ = π/4
Example: 2nd- Order FIR System
2nd-Order FIR System
h[n] = δ[n] − 2rcosθδ[n − 1] + r 2 δ[n − 2]

Sol:
y [n] = x[n] − 2rcosθx[n − 1] + r 2 x[n − 2]
Y (e jω )
= H(e jω ) = 1 − 2rcosθe −jω + r 2 e −j2ω

jω
X (e )
All-Pass Systems
Definition
It is a system whose magnitude response is constant for all frequencies.To satisfy
the above definition, each Hap (z) pole should be paired with a conjugate
reciprocal zero.
The causal and stable LTI system
z −1 − a∗
Hap (z) =
1 − az −1
let, a = re jθ
e −jω − re −jθ 1 − re −jθ e jω

Hap (e ) = jω
= e −jω
1 − re jθ e −jω 1 − re jθ e −jω
−jθ jω
Magnitude response, |Hap (e jω )| = | 1−re e
1−re jθ e −jω
|=1

rsin(ω−θ)
Phase response, ∠Hap (e jω ) = −ω − 2tan−1 1−rcos(ω−θ)
Example: 1st Order All-Pass System
z −1 −0.9 z −1 +0.9
Figure: H1 (z) = 1−0.9z −1
solid line and H2 (z) = 1+0.9z −1
dashed line
Minimum-Phase Systems
Definition
1
It is a system where both the system H(z) and its inverse H(z) are stable. To have
a Minimum-Phase system, all poles and zeros of H(z) must be inside the unit
circle (for causal system).
Minimum phase and All - pass decomposition

H(z) = Hmin (z)Hap (z)
Let’s say H(z) has one zero outside the unit circle
H(z) = H1 (z)(z −1 − c ∗ )
So
(1 − cz −1 )
H(z) = H1 (z)(z −1 − c ∗ )
(1 − cz −1 )
(z −1 − c ∗ )
= H1 (z)(1 − cz −1 ) = H̃1 (z)Hap (z)
(1 − cz −1 )
It continues till H(z) = Hmin (z)Hap (z)
Example
Example:
1 + 3z −1
H(z) =
1 + 12 z −1
Sol:
1 + 3z −1
H(z) =
1 + 12 z −1
1 3 + z −1
= 1 −1 (1 + 3z −1 )
1+ 2z
3 + z −1
!
3 + z −1 1 + 3z −1

= = Hmin (z)Hap (z)
1 + 12 z −1 3 + z −1
LTI Systems with Generalized Linear phase
Definition
A system has linear phase if its phase response ∠H(e jω ) = −ωnd for all ω and any
constant nd .
In general, a linear phase system has frequency response

H(e jω ) = |H(e jω )|e −jωnd
and delays all the frequencies by the same amount of time.
(
jω e −jωnd |ω| < ωc
Let, H(e ) =
0 otherwise
then
Z π Z ωc ωc
1 e jω(n−nd )

1 jω jωn 1 jω(n−nd )
h[n] = H(e )e dω = e dω =
2π −π 2π −ωc 2π j(n − nd ) −ωc
sin(ωc (n − nd ))
= ;
π[n − nd ]
LTI Systems with Generalized Linear phase
The causal and stable LTI system
Hlin (z) = (z −1 − a∗ )(1 − az −1 )
let, a = re jθ
Hlin (e jω ) = (e −jω − re −jθ )(1 − re jθ e −jω )

= e −jω (1 − re −jθ e jω )(1 − re jθ e −jω )
= e −jω (1 − re −j(θ−ω) )(1 − re j(θ−ω) ) = e −jω [2 − 2r cos(θ − ω)]
Magnitude response, |Hlin (e jω )| = 2 |1 − r cos(θ − ω)|

Phase response, ∠Hlin (e jω ) = −ω
The Non-causal and stable LTI system
1
Hlin (z) =
(z −1 − a∗ )(1 − az −1 )
1
Magnitude response, |Hlin (e jω )| = 2|1−r cos(θ−ω)|
Phase response, ∠Hlin (e jω ) = ω

FIR Linear Phase Systems
Type I Causal FIR Generalized Linear-Phase Systems:
M is even (Odd number of coefficients)
Symmetric; h[n] = h[M − n]; 0 ≤ n ≤ M
M
M −1
2 M
M
X X X
−jωn
jω
H(e ) = h[n]e = h[n]e −jωn + h [M/2] e −jω 2 + h[n]e −jωn
n=0 n=0 n= M2 +1
M
−1
2
−jω M2 −jω M2 M
X
= e h [M/2] + e h[n]e −jω(n− 2 )
n=0
M
M M
X
+e −jω 2 h[n]e −jω(n− 2 )
n= M2 +1
| {z }
putting n=M−m
 M M

−1
2 −1
2
−jω(n− M2 −jω( M2
X X
= e −jωM/2 h [M/2] + h[n]e )
+ h[M − m]e −m) 
n=0 m=0
 M

−1
2 h i
−jω M2 M M
X
H(e jω ) = e h [M/2] + h[m] e −jω(m− 2 ) + e jω(m− 2 ) 
m=0
 M

−1
2
−jω M2
X
= e h [M/2] + h[m]2 cos ω (m − M/2)
m=0
 M

−1
2
−jω M2
X
= e h [M/2] + 2h[m] cos ω (M/2 − m)
m=0
substituting k = M/2 − m
 M

2
M
X
= e −jω 2 h [M/2] + 2h [M/2 − k] cos ωk 
k=1
M
Frequency response, jω −jω M2
2
X
H(e ) = e a[k] cos ωk,
k=0
where a[0] = h[M/2], and a[k] = 2h[M/2 − k].

Type II Causal FIR Generalized Linear-Phase Systems:
M is odd (even number of coefficients)
Symmetric; h[n] = h[M − n]; 0 ≤ n ≤ M
M−1
M
X 2
X M
X
−jωn
H(e ) jω
= h[n]e = h[n]e −jωn + h[n]e −jωn
n=0 n=0 n= M+1
2
M−1
2 M
−jω M2 M M M
X X
= e h[n]e −jω(n− 2 ) + e −jω 2 h[n]e −jω(n− 2 )
n=0 n= M+1
2
| {z }
putting n=M−m
 M−1 M−1

2 2
M M M
X X
= e −jω 2  h[n]e −jω(n− 2 ) + h[M − m]e −jω( 2 −m) 
n=0 m=0
M 
2 −1 h i
M M M
X
= e −jω 2  h[m] e −jω(m− 2 ) + e jω(m− 2 ) 
m=0
 M−1 
2
−jω M2
X M
H(e jω ) = e  h[m]2 cos ω m − 
m=0
2
 M−1 
2
M
X M
= e −jω 2  2h[m] cos ω −m 
m=0
2
substituting k = (M + 1)/2 − m
 M 
2
M
X M + 1 1
= e −jω 2  2h − k cos ω k − 
2 2
k=1
Frequency response,
 
(M+1)/2
M
X 1 
H(e jω ) = e −jω 2  b[k] cos ω k −
2
k=1
where, b[k] = 2h[(M + 1)/2 − k]

Type III Causal FIR Generalized Linear-Phase Systems:

M is even (odd number of coefficients)
Anti-Symmetric; h[n] = −h[M − n]; 0≤n≤M
Frequency response,
 M 
2
−jω M2
X
H(e jω ) = je  c[k] sin ωk 
k=1
where, c[k] = 2h[( M2 ) − k]
Type IV Causal FIR Generalized Linear-Phase Systems:

M is odd (even number of coefficients)
Anti-Symmetric; h[n] = −h[M − n]; 0≤n≤M
Frequency response,
 
(M+1)/2
M
X 1 
H(e jω ) = je −jω 2  d[k] sin ω k −
2
k=1
where, d[k] = 2h[(M + 1)/2 − k]
FIR Linear Phase Systems: Summary
Type Impulse response symmetry Length
I Symmetry Even M (Odd length)
II Symmetry Odd M (Even length)
III Anti-symmetry Even M (Odd length)
IV Anti-symmetry Odd M (Even length)
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Transform Analysis of LTI Systems

Dr. Sujit Kumar Sahoo

School of Electrical Sciences

August 18, 2023

The z-transform of the output of an LTI system is related to the z-transform of

Y (z) = H(z)X (z)

Discrete-time filters are most typically realized through the implementation of a

Applying z-transforms on both sides

It can be rearranged in the form of poles & zeros

Example 1: 2nd order system

Example: Inverse system for a 1st order system

hi [n] = (0.5)n u[n] − 0.9(0.5)n−1 u[n − 1]

Case2: ROC: |z| < 0.5 ; hi [n] is not possible

Example: Inverse for system with a Zero in the ROC

hi [n] = −(1.8)2n−1 u[−n] + 2n+1 u[−n − 1]

Case2: ROC: |z| > 2 ; hi [n] is unstable.

Note: H(e jω ) can be expressed in polar form as

Wrapped phase: −π < ARG [H(e jω )] ≤ π

Unwrapping phase: arg [H(e jω )] = ∠H(e jω ) = ARG [H(e jω )] + 2πr (ω)

Example: Ideal delay system

hid [n] = δ[n − nd ]

|H(e jω )| = 1; ∠H(e jω ) = −ωnd

Figure: (a) Magnitude of Frequency Response.

Figure: (b) Principle value of Phase Response

Figure: (a) Unwrapped Phase Response.

Figure: (b) Group delay of H(z)

Figure: (b) Magnitude of DTFT of x[n]

Figure: Input x[n]

Figure: Output y [n]

Gain in dB = 20log10 |H(e jω )|

(+/−)20log10 |1 − re jθ e −jω | = (+/−)10log10 1 + r 2 − 2rcos(ω − θ)

Wrapped phase in radian

Group delay in number of samples

Wrapped phase in radian

Wrapped phase in radian

2nd-Order IIR System

A = (1 − re jθ z −1 )H(z) and B = (1 − re −jθ z −1 )H(z)

Wrapped phase in radian

2nd-Order FIR System

h[n] = δ[n] − 2rcosθδ[n − 1] + r 2 δ[n − 2]

The causal and stable LTI system

e −jω − re −jθ 1 − re −jθ e jω

Minimum phase and All - pass decomposition

In general, a linear phase system has frequency response

Hlin (z) = (z −1 − a∗ )(1 − az −1 )

Hlin (e jω ) = (e −jω − re −jθ )(1 − re jθ e −jω )

Magnitude response, |Hlin (e jω )| = 2 |1 − r cos(θ − ω)|

Phase response, ∠Hlin (e jω ) = ω

where a[0] = h[M/2], and a[k] = 2h[M/2 − k].

where, b[k] = 2h[(M + 1)/2 − k]

Type III Causal FIR Generalized Linear-Phase Systems:

where, c[k] = 2h[( M2 ) − k]

Type IV Causal FIR Generalized Linear-Phase Systems:

where, d[k] = 2h[(M + 1)/2 − k]

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