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Department of Electronics &

Communication Engineering

LTI Systems
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What is System?
A system is defined as a physical device that generates a response or
an output signal, for a given input signal.

Input SYSTEM Output


Signal signal
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Discrete Time System

A discrete time system is a device or algorithm that operates on a


discrete-time signal called the input or excitation (e.g. 𝑥(𝑛)),
according to some rule (e.g. 𝑇[. ]) to produce another discrete- time
signal called the output or response (e.g. 𝑦(𝑛)).

𝑥(𝑛) 𝑦(𝑛) = 𝑇[𝑥(𝑛)]


T[ ]
input signal or output signal or
excitation response
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Classification of discrete time systems


The discrete time systems are classified into following category:

1. Static and Dynamic systems


2. Causal and Non-causal systems
3. Linear and Non Linear systems
4. Time Variant and Time-invariant systems
5. Stable and Unstable systems
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Static and Dynamic Systems

 A discrete-time system is called static or memoryless if its output at


any time instant n depends on the input sample at the same time, but
not on the past or future samples of the input

 In the other case, the system is said to be dynamic or to have


memory. If the output of a system at time n is completely
determined by the input samples in the interval from n-N to n (𝑁 ≥
0), the system is said to have memory of duration N.
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Example 1.
Find whether the following system is static or dynamic:
y(n) = x(n)x(n – 1)

Solutions:
Given, y(n) = x(n)x(n – 1)

The output y(n) depends on the past input. Therefore, the system is
dynamic.
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Example 2.
Find whether the following system is static or dynamic:
y(n)  x 2 (n)  x(n)
Solutions:
Given, y(n)  x 2
(n)  x(n)

The output y(n) depends on the present input. Therefore, the system is
static.
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Problems.
Find whether the following system is static or dynamic:

1. y(n) = x(2n)

2. y(n) = ax(n)
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Causal and Non-causal systems
A system is said to be causal if the output of the system at any
time n (i.e., y(n)) depends only on present and past inputs (i.e.,
x(n), x(n-1), x(n-2), … ) but doesn’t depend on future inputs.

In mathematical terms, the output of a causal system satisfies an


equation of the form

y (n)  F  x(n), x(n  1), x(n  2).......


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Contd.
If the output of a system depends on future inputs, the sysrtem is
said to be non-causal

Example

y(n) = x(n) + x(n – 1) Causal system

y(n) = x(2n) Non-causal system


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Example.
Determine if the system described by the following equation is causal or
non-causal system:
1
y(n)  x(n) 
x(n  1)
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Contd.

For n = -1, 1
y(1)  x(1) 
x(2)
For n = 0, 1
y(0)  x(0) 
x(1)

For n = 1, 1
y(1)  x(1) 
x(0)
For all the values of n, the output depends on the present and past
inputs. Therefore, the system is causal.
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Problems.
Determine if the systems described by the following equations are causal
or non-causal system:

1. y(n) = ax(n) + bx(n-1)

2. y(n) = Ax(n) + B

3. y(n)  x  
n 2
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Linear and Non-linear systems

A discrete-time system is called linear if only if it satisfies the


superposition principle. In the other case, the system is called non-
linear.

𝑥(𝑛) T[] 𝑦(𝑛) = 𝑇[𝑥(𝑛)]


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Contd.
A system is linear if and only if,

T  a1x1 (n )  a 2 x 2 (n )   a1T  x1 (n )   a 2T  x 2 (n )

 y3 (n)  a1y1 (n)  a 2 y 2 (n)


Where, T  a1x1 (n )  a 2 x 2 (n )   y3 (n)
T  x1 (n)   y1 (n)
T  x 2 (n)   y 2 (n )
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Example 1.
Determine if the system described by the following input output
equation is linear or non linear:
y (n)  nx(n)
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Solution
y1 (n)  T  x1 (n)   nx1 (n)
y2 (n)  T  x2 (n)  nx2 (n)

The weighted sum of the outputs is

a1 y1 (n)  a2 y2 (n)
 a1 T  x1 (n)   a 2 T  x2 (n) 
 a1nx1 (n)  a2 nx2 (n)
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Contd.
The output due to weighted sum of inputs is

y3 (n)  T  a1 x1 (n)  a2 x2 (n)   na1 x1 (n)  n a2 x2 (n)

 T  a1x1 (n )  a 2 x 2 (n )   a1T  x1 (n )   a 2T  x 2 (n ) 

Here superposition principle is satisfied. Hence the system is linear.


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Example 2.
Determine if the system described by the following input output
equation is linear or non linear:

1
y(n)  x(n) 
x(n  1)
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Solution
For two input sequence x1(n) and x2(n) the corresponding output are

1
y1 (n)  T  x1 (n)   x1 (n) 
x1 (n  1)
1
y 2 (n)  T  x 2 (n)   x 2 (n) 
x 2 (n  1)
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Contd.
The weighted sum of the output is

a1y1 (n)  a 2 y 2 (n )
 a1 T  x1 (n)   a 2 T  x 2 (n) 

1 1
 a1x1 (n)  a1  a 2 x 2 (n)  a 2
x1 (n  1) x 2 (n  1)
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Contd.
The output due to weighted sum of input is

y3 (n)  T  a1x1 (n)  a 2 x 2 (n) 


1
 a1x1 (n)  a 2 x 2 (n) 
a1x1 (n  1)  a 2 x 2 (n  1)

 T  a1x1 (n )  a 2 x 2 (n )   a1T  x1 (n )   a 2T  x 2 (n ) 

Here superposition principle is not satisfied. Hence the system is non-


linear.
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Problems.
Determine if the systems described by the following input output
equations are linear or non linear:

1. y(n)  x 2
(n)

2. y(n)  Ax(n)  B
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Time variant and Time-invariant systems


A discrete-time system is called time-invariant if its input- output
characteristics do not change with time. In the other case, the
system is called time-variant system.

𝑥(𝑛) 𝑦(𝑛) = 𝑇[𝑥(𝑛)]


T[]
𝑥(𝑛 − 𝑛𝑜) 𝑦(𝑛 − 𝑛𝑜) = 𝑇[𝑥(𝑛 − 𝑛𝑜)]
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Example 1.

Determine if the following system is time-invariant or time variant:


y(n) = x(n) + x(n - 1)
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Solution

Given, y(n) = T[x(n )] = x(n) + x(n - 1)

If the input is delayed by k units in time, we have

T[x(n - k)] = x (n - k) + x(n – k - 1)

If we delay the output by k units in time then

y(n-k) = x(n - k) + x (n - k - 1)
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Contd.

Therefore,

y(n - k) = T[x(n - k)]

Therefore , the system is time invariant .


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Example 2.

Determine if the following system is time-invariant or time variant:


y(n) = x(-n)
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Solution
Given, y(n) = T[x(n )] = x(-n)

If the input is delayed by k units in time, we have

T[x(n - k)] = x (-n - k)

If we delay the output by k units in time then

y(n-k) = x(-(n – k)) = x(- n + k)


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Contd.

Therefore,

y(n - k) ≠ T[x(n - k)]

Therefore , the system is time variant .


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Problems.
Determine if the following systems are time-invariant or time variant:

1. y(n)  nx 2 (n)

n
2. y(n)  x  
2
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Stable and Unstable systems

 An LTI system is stable if it produces a bounded output sequence


for every bounded input sequence.

 If for some bounded input sequence x(n), the output is unbounded,


the system is classified as unstable
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Condition for Stability of LTI System
The condition for stability of a LTI system is


 h( n)  
n 

Therefore, a LTI system is stable if the system is absolutely


summable.
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Example.
Test the stability of the system whose impulse response
n
1
h( n)    u ( n)
2
  n
Solution: 1

n 
h( n)     u ( n)
n   2 

 n
1 1
   2
n 0  2 
1
1
2
Hence the system is stable.
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Linear Convolution
The output of any LTI System is a convolution of the input signal
with the unit-impulse response.


y ( n)  x ( n)  h( n)   x(m)h(n  m)
m
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Properties of convolution
Commutative property

x n * h n   h n  * x n 

Associative property

(x  n  * h1  n   * h 2  n    x  n  * h 2  n   * h1  n 
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Contd.
Distributive property

x  n  *  h1  n   h 2  n     x  n  * h1  n     x  n  * h 2  n  
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Example
Determine the response of an LTI system whose input x(n) and
impulse response h(n) are given by


  

x(n)  1,2,0.5,1 , h(n)  1,2,1, 1
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Solution
The response of the system y(n) is given by

y ( n)  x ( n)  h( n)   x(m)h(n  m)
m

The input sequence x(n) starts at n=0 and the impulse response starts
at n=-1. Therefore output response start at n=-1

The input and impulse response consists of 4 samples so the output


response consist of 4+4-1=7 samples
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Graphical method
Input sequence

m
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Contd.
Impulse response

m
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Contd.
Folded impulse response

m
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Contd.

When n= -1, y (1)   x(m)h(1  m)
m 

x(m)h(-1-m)

m m m

y(-1) = 1
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Contd.

When n= 0, y (0)   x(m)h(0  m)
m 

x(m)h(0-m)

m m m
y(0) = 2+2=4
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Contd.

When n= 1, y (1)   x(m)h(1  m)
m 
x(m)h(1-m)

m m m

y(1) = 1+4+0.5=5.5
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Contd.

When n= 2, y (2)   x(m)h(2  m)
m 

x(m)h(2-m)

m m m

y(2) = -1+2+1+1=3
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Contd.

When n= 3, y (3)   x(m)h(3  m)
m 

x(m)h(3-m)

m m m

y(3) = -2+0.5+2=0.5
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Contd.

When n= 4, y (4)   x(m)h(4  m)
m 

x(m)h(4-m)

m m m
y(4) =-0.5+1=0.5
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Contd.

When n= 5, y (5)   x(m)h(5  m)
m 

x(m)h(5-m)

m m m
y(5) =-1
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Contd.
The output sequence is

 
y (n)  1,4,5.5,3,0.5,0.5, 1

n
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Tabular method Communication Engineering

m -3 -2 -1 0 1 2 3 4 5 6
x(m) 1 2 0.5 1
h(m) 1 2 1 -1
h(-m) -1 1 2 1
h(-1-m) -1 1 2 1
h(0-m) -1 1 2 1
h(1-m) -1 1 2 1
h(2-m) -1 1 2 1
h(3-m) -1 1 2 1
h(4-m) -1 1 2 1
h(5-m) -1 1 2 1
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Contd.
y(-1) = 1
y(0) = 2+2=4
The output sequence is
y(1) = 1+4+0.5=5.5

y(2) = -1+2+1+1=3 
y (n)  1,4,5.5,3,0.5,0.5, 1


y(3) = -2+0.5+2=0.5
y(4) =-0.5+1=0.5

y(5) =-1
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Matrix method


The output sequence is y (n)  1,4,5.5,3,0.5,0.5, 1


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Problem
Determine the response of an LTI system whose input x(n) and
impulse response h(n) are given by

 
  

x(n)  1,2,1, 1 , h(n)  1,2,3,1
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Circular convolution
The output of the circular convolution of the two sequence is

N 1 N 1
x3 (n)   x1 (m) x2 (n  m) N  Vn (m)
m 0 m 0
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Example
Perform the circular convolution of the two sequence

x1 (n)  2,1,2, 1, x2 (n)  1,2,3,4


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Solution
The circular convolution of this two sequence is
N 1 N 1
x3 (n)   x1 (m) x2 (n  m) N  Vn (m)
m 0 m 0

3 3
 x3 (n)   x1 (m) x2 (n  m)   vn (m)
m 0 m 0
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Contd.

x1(1) = 1

x1(2) = 2 x1(0) = 2
x1(m)

x1(3) = -1
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Contd.

x2(1) = 2 x2(3) = 4

x2(2) = 3 x2(0) = 1 x2(2) = 3 x2(0) = 1


x2(m) x2(-m)

x2(3) = 4 x2(1) = 2
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3 3
When n=0 x3 (0)   x1 (m) x2 (0  m)  V0 (m)
m 0 m 0

1 4 4

2 x1(m) 2 3 x2(0-m) 1 6 V0(m) 2


×
-1 2 -2

x3(0) = 2+4+6-2 = 10
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3 3
When n=1 x3 (1)   x1 (m) x2 (1  m)  V1 (m)
m 0 m 0

1 1 1

2 x1(m) 2
× 4 x2(1-m) 2  8 V1(m) 4

-1 3 -3
x3(1) = 4+1+8-3 = 10
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3 3
When n=2 x3 (2)   x1 (m) x2 (2  m)  V2 (m)
m 0 m 0

1 2 2

2 x1(m) 2
× 1 x2(2-m) 3  2 V2(m) 6

-1 4 -4
x3(2) = 6+2+2-4 = 6
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3 3
When n=3 x3 (3)   x1 (m) x2 (3  m)  V3 (m)
m 0 m 0

1 3 3

2 x1(m) 2 2 x2(3-m) 4 4 V3(m) 8


×
-1 1 -1
x3(3) = 8+3+4-1 = 14
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Contd.
The output sequence is

x 3 (n)  10,10,6,14
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Tabular method

m -3 -2 -1 0 1 2 3
x1(m) 2 1 2 -1
x2(m) 1 2 3 4
x2(0-m) 4 3 2 1 4 3 2
x2(1-m) 4 3 2 1 4 3
x2(2-m) 4 3 2 1 4
x2(3-m) 4 3 2 1
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x3(0) = 2+4+6-2 = 10 The output sequence is

x3(1) = 4+1+8-3 = 10 x 3 (n)  10,10,6,14


x3(2) = 6+2+2-4 = 6

x3(3) = 8+3+4-1 = 14
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Matrix method

 x2 (0) x2 (3) x2 (2) x2 (1)   x1 (0)   x3 (0) 


 x (1) x (0) x (3) x (2)   x (1)   x (1) 
 2 2 2 2  1    3 
 x2 (2) x2 (1) x2 (0) x2 (3)   x1 (2)   x3 (2) 
    
 x2 (3) x2 (2) x2 (1) x2 (0)   x1 (3)   x3 (3) 
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1 4 3 2  2  10
2 1 4 
3 1   10 
     
3 2 1 4  2   6 
    
4 3 2 1   1 14
The output sequence is

x 3 (n)  10,10,6,14
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Problem
Perform the circular convolution of the two sequence

 
  

x1 (n)  1,1,2, 2 , x2 (n)  0.5,1, 1,2,0.75
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Deconvolution
The process of recovering the input from the response of a system is
called deconvolution

1  n1

x(n)   y(n)   x(k )h(n  k ) 
h(0)  k 0 
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Example
When a discrete time system is excited by an input x(n), the response
is y(n)={2,5,11,17,13,12}. If the impulse response of the system is
h(n)={2,1,3}. Then find input sequence.
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Solution
The output sequence have 6 samples whereas the impulse response
have 3 samples. Therefore the input sequence have 4 samples .

We know,

1  n 1

x ( n)   y ( n)   x ( k ) h( n  k ) 
h(0)  k 0 
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Contd.

y (0) 2
When n=0 x(0)   1
h(0) 2

1  0
 4
When n=1, x(1)   y (1)   x(k)h(1  k )    2
h(0)  k 0  2

1  1
 6
When n=2, x(2)   y (2)   x(k)h(2  k )    3
h(0)  k 0  2
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Contd.

When n=3,

1  2
 8
x(3)   y (3)   x(k)h(3  k )    4
h(0)  k 0  2

The input sequence is x(n)= {1,2,3,4}


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