3/5/2024

Chapter IV.
Causality, Time Invariance,
and Linearity

Content

1. Basic Properties of LTV/LTI Systems

2. Characterization of All Outputs to a Given Input

3. Impulse Response

4. Transfer Function

1
 3/5/2024

1. Basic Properties of LTV/LTI Systems

Causal systems:
‒ State-space system is causal in the sense that given any two input signals u and 𝑢ത such that

1. Basic Properties of LTV/LTI Systems

Time-invariant systems:
‒ The state-space system is time-invariant in the sense that given any two input signals u and 𝑢ത such that

2
 3/5/2024

1. Basic Properties of LTV/LTI Systems

Linearity:
‒ The state-space system is linear in the sense that given any two input signals u1 and u2 and

Input signal Signal transformation Output signal

LTI system

Example of a LTI system

2. Characterization of Outputs to a Given Input

All Outputs to a Given Input:

‒ Linearity allows one to use a single output yf corresponding to a given input u to construct all remaining
outputs corresponding to u.
‒ Theorem: Let yf be an output corresponding to a given input u. All outputs corresponding to u can be
obtained by

where yh is an output corresponding to the zero input.

‒ To construct all outputs corresponding to u:

Find one particular output corresponding to the input u.

Find all outputs corresponding to the zero input.
7

3
 3/5/2024

3. Impulse Response

For Linear SISO:

‒

3. Impulse Response

For Linear SISO:

‒ Consider a continuous-time linear system with k inputs and m outputs. There exists a matrix-valued
signal G(t, τ) ∈ Rm×k such that for every input u, a corresponding output is given by:

where G(t, τ) ∈ Rm×k : impulse response

‒ Properties:
• For causal systems, one can choose the impulse response to satisfy:
• For time-invariant systems, one can choose the impulse response to satisfy:

• For causal, time-invariant systems:

4
 3/5/2024

3. Impulse Response

Example 1: Prove the following property

• For causal systems, one can choose the impulse response to satisfy:

10

10

3. Impulse Response

Example 1: (answer)

11

11

5
 3/5/2024

4. Transfer Function

For Continuous-Time Linear System:

‒ The output:

Laplace

‒ Causality:

‒ Theorem:

Transfer function:

with impulse response

12

12

4. Transfer Function

For Discrete-Time Linear System:

‒ Consider a discrete-time linear system with k inputs and m outputs. There exists a matrix-valued signal
G(t, τ) ∈ Rm×k such that for every input u, a corresponding output is given by:

where G(t, τ) ∈ Rm×k : discrete-time impulse response

‒ The transfer function of a discrete-time causal linear time-invariant system is the Z transform:

‒ For every input u, the Z transform of a corresponding output y is given by:

13

13

6
 3/5/2024

4. Transfer Function

Example 2: Laplace transform of the convolution

‒ Given two continuous-time signals x(t) and y(t), t ≥ 0, determine the Laplace transform of the
convolution .

14

14

4. Transfer Function

Example 2: (Answer)

‒ Laplace transform of convolution:

‒ Exchanging the order of integration:

‒ Assume the integration variable:

15

15