Ch 2: Linear Time-Invariant System

A system is said to be Linear Time-Invariant (LTI) if it possesses the basic

system properties of linearity and time-invariance.

Consider a system with an output signal 𝑦(𝑡) corresponding

to an input signal 𝑥 𝑡 . The system will be called a time-
invariant system, if for an arbitrary time shift 𝑇0 in the input
signal, i.e., 𝑥(𝑡 + 𝑇0 ), the output signal is time-shifted by the
same amount 𝑇0 , i.e., 𝑦(𝑡 + 𝑇0 ).

If 𝑥𝑘 [𝑛], 𝑘 = 1, 2, 3, … , are a set of inputs to a discrete-time linear

system with corresponding outputs 𝑦𝑘 [𝑛], 𝑘 = 1, 2, 3, … , then we
get

INPUT: 𝑥 𝑛 = ෍ 𝑎𝑘 𝑥𝑘 [𝑛] = 𝑎1 𝑥1 𝑛 + 𝑎2 𝑥2 𝑛 + 𝑎3 𝑥3 𝑛 + ⋯
𝑘

OUTPUT: 𝑦 𝑛 = ෍ 𝑎𝑘 𝑦𝑘 [𝑛] = 𝑎1 𝑦1 𝑛 + 𝑎2 𝑦2 𝑛 + 𝑎3 𝑦3 𝑛 + ⋯
𝑘 CEN340: Signals and Systems - Dr. Ghulam Muhammad 1
 2. Discrete-Time LTI Systems: the
Convolution Sum
Any discrete-time signal x[n] can be represented as a function of shifted unit
impulses [n-k], where the weights in this linear combination are x[k].


x[n]   x[k ] [n  k ]
k 
Original Signal

+ +

+ + + ….

CEN340: Signals and Systems - Dr. Ghulam Muhammad 2

 The Convolution Sum

x[n]   x[k ] [n  k ]
k 
Scaled impulses

For a particular case of unit step function:

1 for n  0
u [n ]  
0 for n  0

We can write: u [n ]   u [k ] [n  k ] Shifting property of the
k 0
discrete-time unit impulse

CEN340: Signals and Systems - Dr. Ghulam Muhammad 3

 The Convolution Sum – contd.
[n] Linear Time-Invariant System, h[n]
Impulse response (?)
Impulse input with Impulse Response
zero initial conditions

x[n] Linear Time-Invariant System, y[n]

Impulse response, h[n]
Input Output

y[n] = x[n]h[n]

Convolution
y [n ]   x [k ]h [n  k ]
k 

CEN340: Signals and Systems - Dr. Ghulam Muhammad 4

 Example: Convolution – (1)
Impulse response There are only two non-zero values for
of an LTI system the input.
y[n] = x[0]h[n-0] + x[1]h[n-1]
= 0.5h[n] + 2h[n-1]

Input

Find output.

Output

CEN340: Signals and Systems - Dr. Ghulam Muhammad 5

 Example: Convolution – (2)

Length = 3 Length = 3
Solution:

Convolution length = 3 +3 – 1 = 5
CEN340: Signals and Systems - Dr. Ghulam Muhammad 6
 Example: Convolution – (3)

Length = 3 Length = 2
Solution:

Convolution length = 3 + 2 – 1 = 4

CEN340: Signals and Systems - Dr. Ghulam Muhammad 7

 Example: Convolution – (4)
Find the output of an LTI system having unit impulse response, h[n], for the input, x[n],
as given below.
x [n ]   u [n ], 0    1
n

h [n ]  u [n ]

CEN340: Signals and Systems - Dr. Ghulam Muhammad 8

Example: Convolution – (4) – contd.

 k , 0  k  n
x [k ]h [n  k ]  
 0, otherwise

Thus, for n  0,
n
1   n 1
y [n ]     k
, for n  0
k 0 1  

Thus, for all n,

 1   n 1 
y [n ]    u [n ].
 1   

CEN340: Signals and Systems - Dr. Ghulam Muhammad 9

 Representation of Continuous-Time
Signals in Terms of Impulses
A continuous-time signal, x(t), is approximated
in terms of pulses or a ‘staircase’.

Defining:
1/ , 0  t  
  (t )  
 0, otherwise
1, 0  t  
   (t )  
0, otherwise
(t)
Pulse or ‘staircase’ approximation of x(t) at t = 0:
1/
x (0), 0  t  
xˆ (0)  x (0)  (t )  
 0, otherwise
0  t
CEN340: Signals and Systems - Dr. Ghulam Muhammad 10
 Continuous-Time Signals in Terms
of Impulses – contd.
Going one step further, shifted  can be written as: (t - )

1/ ,   t  2 1/
  (t  )  
 0, otherwise
0  2 t
Pulse or ‘staircase’ approximation of x(t) at t = :

x (),   t  2
xˆ ()  x ()  (t  )  
 0, otherwise

CEN340: Signals and Systems - Dr. Ghulam Muhammad 11

 Continuous-Time Signals in Terms
of Impulses – contd.
In general, for an arbitrary k, we write

1/ , k   t  (k  1)
  (t  k )  
 0, otherwise

Pulse or ‘staircase’ approximation of x(t) at t = k:

x (k ), k   t  (k  1)
xˆ (k )  x (k )  (t  k  )  
 0, otherwise

Combining all individual approximations, we get the

complete pulse/staircase approximation of x(t) as:
 
xˆ (t )  ...  xˆ ()  xˆ (0)  xˆ ()  ...   xˆ (k )   x (k )
k  k 
 (t  k )

CEN340: Signals and Systems - Dr. Ghulam Muhammad 12

 Continuous-Time Signals in Terms
of Impulses – contd.
If we keep on reducing the value of , the approximation becomes closer and
closer to the original value.

x (t )  lim xˆ (t )  lim
 0  0
 x (k )
k 
 (t  k ) 

In the limiting case:   0;   (t )   (t ) Consequently,


 

 ...   ...d  x (t )   x ( ) (t   )d 

k   
CEN340: Signals and Systems - Dr. Ghulam Muhammad 13
 The Convolution Integral

y (t )   x ( )h (t   )d   x (t ) * h (t )


Let, the input x(t) to an LTI system with unit impulse response h(t) be given as
x(t) = e-at u(t) for a > 0 and h(t) = u(t).

Find the output y(t) of the system.

CEN340: Signals and Systems - Dr. Ghulam Muhammad 14

 The Convolution Integral – contd.
 
y (t ) 

 x ( )h (t   )d    e a h (t   )d  , for t  0
0

1 t 1
t
= e  a
d  e  a
. |0  1  e at 
0
a a
Thus, for all t, we can write

y (t ) 
1
a
1  e at u (t )

CEN340: Signals and Systems - Dr. Ghulam Muhammad 15

 Example: The Convolution Integral
x (t )  e 2t u (t )
Find y(t) = x(t)*h(t), where
h (t )  u (t  3)

We observe that there is nonzero overlap.


t-3  0: t 3
1 2(t 3)

2
For      t  3, y (t )  e d   e
2
t-3 > 0: 0
1
 d 
2
For      0, y (t )  e

2


CEN340: Signals and Systems - Dr. Ghulam Muhammad 16

Example: The Convolution Integral


y (t )   x ( )h (t   )d   x (t ) * h (t )


CEN340: Signals and Systems - Dr. Ghulam Muhammad 17

Example: The Convolution Integral – contd.
x()

x()

t<2
CEN340: Signals and Systems - Dr. Ghulam Muhammad 18
Example: The Convolution Integral – contd.
x()

x()

CEN340: Signals and Systems - Dr. Ghulam Muhammad 19

 Properties of LTI Systems
 The characteristics of an LTI system are completely determined by its impulse
response. This property holds in general for LTI systems only.

 The unit impulse response of a nonlinear system does not completely

characterize the behavior of the system.

1, n  0,1
Consider a discrete-time system with unit impulse response: h [n ]  
0, otherwise
If the system is LTI, we get (by convolution): y [n ]  x [n ]  x [n  1]

There is only one such LTI system for the given h[n].

However, there are many nonlinear systems with the same response, h[n].

y [n ]   x [n ]  x [n  1]
2

y [n ]  max  x [n ], x [n  1]
CEN340: Signals and Systems - Dr. Ghulam Muhammad 20
 Commutative Property
x (t ) * h (t )  h (t ) * x (t )
x [n ]* h [n ]  h [n ]* x [n ]
Proof: (discrete domain)


x [n ]* h [n ]   x [k ]h [n  k ]
k 

Put r = n – k  k = n - r
 
x [n ]* h [n ]   x [n  r ]h [r ]   h [r ]x [n  r ]  h [n ]* x [n ]
r  r 

Similarly, we can prove it for continuous domain.

CEN340: Signals and Systems - Dr. Ghulam Muhammad 21

 Distributive Property
x[n] * (h1 [n]  h2 [n])  x[n] * h1 [n]  x[n] * h2 [n]

CEN340: Signals and Systems - Dr. Ghulam Muhammad 22

 Example: Distributive Property
n
1
x [n ]    u [n ]  2n u [n ]
y[n] = x[n] * h[n] 2
h [n ]  u [n ]

x[n] in nonzero for entire n, so direct convolution is difficult. Therefore, we

will use commutative property.

y [n ]  x [n ]* h [n ]   x 1[n ]  x 2 [n ] * h [n ]   x 1[n ]* h [n ]  x 2 [n ]* h [n ]   y 1[n ]  y 2[n ]

  k
1
y 1[n ]  x 1[n ]* h [n ]   x 1[k ]h [n  k ]     u [k ]u [n  k ]
k  k   2 

 1  (1/ 2) n 1 
 u [n ]  2 1  (1/ 2)  u [ n ]
n 1

 1  (1/ 2) 

y 2 [n ]  x 2 [n ]* h [n ]  
k 
2 k u [ k ]u [n  k ]  2 n 1

y [n ]  y 1[n ]  y 2 [n ]  2 1  (1/ 2) n 1 u [n ]  2 n 1
CEN340: Signals and Systems - Dr. Ghulam Muhammad 23
 Associative Property
x (t ) *  h1 (t ) * h2 (t )    x (t ) * h1 (t )  * h2 (t )
x [n ]*  h1[n ]* h2 [n ]   x [n ]* h1[n ] * h 2 [n ]

x[n] w[n] y[n]

(A) h1[n] h1[n]

x[n] y[n]
(B) h[n] = h1[n]*h2[n]

Proof: From (A), y [n ]  w [n ]* h2 [n ]   x [n ]* h1[n ] * h 2 [n ]

From (B), y [n ]  x [n ]* h [n ]  x [n ]*(h1[n ]* h2 [n ])

CEN340: Signals and Systems - Dr. Ghulam Muhammad 24

 LTI Systems With and Without Memory
A discrete-time LTI system can be memoryless if only: h [ n ]  0, for n  0

Thus, the impulse response have the form: h [n ]  K  [n ], K is a constant

y [n ]  Kx [n ] Similarly for
continuous LTI
If K = 1, then the system is called identity system. systems.

Invertibility of LTI Systems: The system with impulse

response h1[n] is inverse
of the system with
impulse response h(t), if

h (t ) * h1 (t )   (t )

CEN340: Signals and Systems - Dr. Ghulam Muhammad 25

 Example: LTI Systems Properties
Consider, the following LTI system with pure time-shift.

y (t )  x (t  t 0 )

 Such a system is a ‘delay’ if t0 > 0, and an ‘advance’ if t0 < 0.

 If t0 = 0, the system is an identity system and is memoryless.
 For t0  0, the system has memory.
 The impulse response of the system is h(t) = (t – t0), therefore,
x (t  t 0 )  x (t ) *  (t  t 0 )
The convolution of a signal with a shifted impulse simply shifts the signal.

To recover the input (i.e. to invert the system), we simply need to shift the output back.

The impulse response of the inverted system: h1 (t )   (t  t 0 )

h (t ) * h1 (t )   (t  t 0 ) *  (t  t 0 )   (t )
CEN340: Signals and Systems - Dr. Ghulam Muhammad 26
 Example: LTI Systems Properties
Consider, an LTI system with impulse response: h [n ]  u [n ]
 n
y [n ]   x [k ]u [n  k ]   x [k ]
k  k 

 The system is a summer or accumulator.

 The system is invertible and its inverse is given by: y[n] = x[n] – x[n-1],
which is a first difference equation.

By putting, x[n] = [n], we find the impulse response of the inverse system:
hr[n] = [n] – [n-1]
To check that h[n] and hr[n] are impulse responses of the systems
that are inverse of each other, we do the following calculation:
h [n ]* h1[n ]  u [n ]*  [n ]   [n  1]
 u [n ]*  [n ]  u [n ]*  [ n  1]  u [ n ]  u [ n  1]   [ n ]
Therefore, the two systems are inverses of each other.
CEN340: Signals and Systems - Dr. Ghulam Muhammad 27
 Causality of LTI Systems

y [n ]   x [k ]h [n  k ]
k 

y[n] must not depend on x[k] for k > n, to be causal.

Therefore, for a discrete-time LTI system to be causal: h[n] = 0, for n < 0.

n 
y [n ]   x [k ]h [n  k ]   h [k ]x [n  k ]
k  k 0

Similarly, for a continuous-time LTI system to be causal:


y (t )   h ( )x (t   )d  Both the accumulator ( h[n] = u[n])
0 and its inverse (h[n] = [n] - [n-1])
are causal.

CEN340: Signals and Systems - Dr. Ghulam Muhammad 28

 Stability of LTI Systems
Consider, an input x[n] to an LTI system that is bounded in magnitude:

| x [n ] | B , for all n
Suppose that we apply this to the LTI system with impulse response h[n].

| y [n ] ||  h [k ]x [n  k ] |
k 

  | h [k ] || x [n  k ] |
k 

|x[n – k]| < B, for all n and k B  | h [k ] |
k 
for all n
Similar case in
 continuous-time
Therefore, if  | h[k ] | ,
k 
then | y [ n ] |  LTI system.

If the impulse response is absolutely summable, then y[n] is bounded in

magnitude, and hence the system is stable.

CEN340: Signals and Systems - Dr. Ghulam Muhammad 29

 Example: Stability of LTI Systems

 An LTI system with pure time shift is stable.

 

 | h [n ] |  |  [n  n ] |1
n  n 
0

 An accumulator (DT domain) system is unstable.

  

 | h [n ] |  | u [n ] | | u [n ] |
n  n  n 0


 Similarly, an integrator (CT domain) system is unstable.

CEN340: Signals and Systems - Dr. Ghulam Muhammad 30

 Unit Step Response of An LTI System

s [n ]  u [n ]* h [n ]  h [n ]*u [n ]
n
Discrete-
time domain
 s [n ]   h [k ]
k 
Running Sum

 h [n ]  s [n ]  s [n  1] First Difference

Continuous-
s (t )   h ( )d 

Running Integral
time domain
ds (t ) First Derivative
h (t )   s (t )
ds

CEN340: Signals and Systems - Dr. Ghulam Muhammad 31

Linear Constant-Coefficient Differential Equation
Consider an LTI system described by the following differential equation:
dy (t )
 2 y (t )  x (t )
dt Solve for y(t).
where the input to the system is: x (t )  Ke 3t u (t )

Particular solution
y (t )  y p (t )  y h (t )
Determine Homogeneous solution
y p (t ) Y e 3t y h (t )  Ae st
Ase st  2Ae st  0  A (s  2)e st  0  s  2
From differential equation:
K y h (t )  Ae 2t
3Y e 3t  2Y e 3t  Ke 3t  3Y  2Y  K Y 
5 K 3t
Complete
K y (t )  e  Ae 2t
y p (t )  e 3t , for t  0 solution: 5
5
CEN340: Signals and Systems - Dr. Ghulam Muhammad 32
 Solution – contd.

 Still, the value of A is unknown. We can find it by using the auxiliary

condition. Different auxiliary conditions lead to different solutions of y(t).

 Suppose that the auxiliary condition is y(0) = 0, i.e., at t = 0, y(t) = 0.

Using this condition into the complete solution, we get:

K
K K y (t )  e 3t  e 2t  , t  0
0 A A  5
5 5
K
= e 3t  e 2t  u (t )
5

A general N-th order linear constant-coefficient differential equation is given by:

N
d k y (t ) M d k x (t )
 ak
dt k
  bk
dt k
k 0 k 0 1 M
d k x (t )
y (t ) 
a0
 bk
dt k
A particular case when N = 0: k 0

CEN340: Signals and Systems - Dr. Ghulam Muhammad 33

 Workout (1)
Convolution x()
Integral:
1
x (t )  e u (t )
at

h (t )  e at u (t )
 
y (t )  x (t ) * h (t )   x ( )h (t   )d 


h() h(-) t<0 h(t - )

Shift
1 Reflect 1 1

  t 
h(t - )

1 t>0

34 t
CEN340: Signals and Systems - Dr. Ghulam Muhammad

 Workout (1) – contd.

For t < 0, the overlap between x() and h(t - ) is between the range  = - and  = t.

e 2a t
t t
e at
e e
a  a (t  ) 2a
y (t )  e d  e  at
d  e  at
 
 
2a  2a

For t > 0, the overlap between x() and h(t - ) is between the range  = - and  = 0.

e 2a 0 e at
0 t

e e
a  a (t  ) 2a
y (t )  e d  e  at
d  e  at
 
 
2a  2a
y(t)
By combining,
1/2a
1 a|t |
y (t )  e
2a
t
CEN340: Signals and Systems - Dr. Ghulam Muhammad 35
 Acknowledgement

The slides are prepared based on the following textbook:

• Alan V. Oppenheim, Alan S. Willsky, with S. Hamid Nawab, Signals &

Systems, 2nd Edition, Prentice-Hall, Inc., 1997.

Special thanks to

• Prof. Anwar M. Mirza, former faculty member, College of Computer and

Information Sciences, King Saud University
• Dr. Abdul Wadood Abdul Waheed, faculty member, College of Computer
and Information Sciences, King Saud University

CEN340: Signals and Systems - Dr. Ghulam Muhammad 36