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2. Linear Time-Invariant Systems
2.1 Discrete-time LTI system: The convolution sum 2.1.1 The Representation of Discrete-time Signals in Terms of Impulses If x[n]=u[n], then
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2 Linear Time-Invariant Systems
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LTI 2.1.2 The Discrete-time Unit Impulse Response
2 Linear Time-Invariant Systems 2.1.2 The Discrete-time Unit Impulse Response and the Convolution Sum Representation of LTI Systems (1) Unit Impulse(Sample) Response LTI x[n]=[n] y[n]=h[n] Unit Impulse Response: h[n]
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x[k][n-k] x[k] h[n-k]
2 Linear Time-Invariant Systems (2) Convolution Sum of LTI System Question: LTI x[n] y[n]=? Solution: [n] h[n] [n-k] h[n-k] x[k][n-k] x[k] h[n-k]
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2 Linear Time-Invariant Systems
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2 Linear Time-Invariant Systems
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(3) Calculation of Convolution Sum
2 Linear Time-Invariant Systems ( Convolution Sum ) So or y[n] = x[n] * h[n] (3) Calculation of Convolution Sum Time Inversal: h[k] h[-k] Time Shift: h[-k] h[n-k] Multiplication: x[k]h[n-k] Summing: Example
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2.2 Continuous-time LTI system: The convolution integral
2 Linear Time-Invariant Systems 2.2 Continuous-time LTI system: The convolution integral 2.2.1 The Representation of Continuous-time Signals in Terms of Impulses Define We have the expression: Therefore:
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2 Linear Time-Invariant Systems
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2 Linear Time-Invariant Systems
or
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LTI LTI 2.2.2 The Continuous-time Unit impulse Response
2 Linear Time-Invariant Systems 2.2.2 The Continuous-time Unit impulse Response and the convolution Integral Representation of LTI Systems (1) Unit Impulse Response LTI x(t)=(t) y(t)=h(t) (2) The Convolution of LTI System LTI x(t) y(t)=?
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LTI (t) h(t) x(t) y(t)=? A. Because of So,we can get
2 Linear Time-Invariant Systems LTI (t) h(t) x(t) y(t)=? A. Because of So,we can get ( Convolution Integral ) or y(t) = x(t) * h(t)
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LTI (t) h(t) (t) h(t) B. or y(t) = x(t) * h(t)
2 Linear Time-Invariant Systems LTI (t) h(t) (t) h(t) B. or y(t) = x(t) * h(t) ( Convolution Integral )
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2 Linear Time-Invariant Systems
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(3) Computation of Convolution Integral
2 Linear Time-Invariant Systems (3) Computation of Convolution Integral Time Inversal: h() h(- ) Time Shift: h(-) h(t- ) Multiplication: x()h(t- ) Integrating: Example
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2.3 Properties of Linear Time Invariant System
2 Linear Time-Invariant Systems 2.3 Properties of Linear Time Invariant System Convolution formula: h(t) x(t) y(t)=x(t)*h(t) h[n] x[n] y[n]=x[n]*h[n]
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2.3.1 The Commutative Property
2 Linear Time-Invariant Systems 2.3.1 The Commutative Property Discrete time: x[n]*h[n]=h[n]*x[n] Continuous time: x(t)*h(t)=h(t)*x(t) h(t) x(t) y(t)=x(t)*h(t) y(t)=h(t)*x(t)
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2.3.2 The Distributive Property Discrete time:
2 Linear Time-Invariant Systems 2.3.2 The Distributive Property Discrete time: x[n]*{h1[n]+h2[n]}=x[n]*h1[n]+x[n]*h2[n] Continuous time: x(t)*{h1(t)+h2(t)}=x(t)*h1(t)+x(t)*h2(t) h1(t)+h2(t) x(t) y(t)=x(t)*{h1(t)+h2(t)} h1(t) x(t) y(t)=x(t)*h1(t)+x(t)*h2(t) h2(t) Example 2.10
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y(t)=x(t)*{h1(t)*h2(t)}
2 Linear Time-Invariant Systems 2.3.3 The Associative Property Discrete time: x[n]*{h1[n]*h2[n]}={x[n]*h1[n]}*h2[n] Continuous time: x(t)*{h1(t)*h2(t)}={x(t)*h1(t)}*h2(t) h1(t)*h2(t) x(t) y(t)=x(t)*{h1(t)*h2(t)} h1(t) x(t) y(t)=x(t)*h1(t)*h2(t) h2(t)
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2.3.4 LTI system with and without Memory
2 Linear Time-Invariant Systems 2.3.4 LTI system with and without Memory Memoryless system: Discrete time: y[n]=kx[n], h[n]=k[n] Continuous time: y(t)=kx(t), h(t)=k (t) k (t) x(t) y(t)=kx(t)=x(t)*k(t) k [n] x[n] y[n]=kx[n]=x[n]*k[n] Imply that: x(t)* (t)=x(t) and x[n]* [n]=x[n]
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2.3.5 Invertibility of LTI system
2 Linear Time-Invariant Systems 2.3.5 Invertibility of LTI system Original system: h(t) Reverse system: h1(t) h(t) x(t) h1(t) (t) x(t) x(t)*(t)=x(t) So, for the invertible system: h(t)*h1(t)=(t) or h[n]*h1[n]=[n] Example
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2.3.6 Causality for LTI system
2 Linear Time-Invariant Systems 2.3.6 Causality for LTI system Discrete time system satisfy the condition: h[n]=0 for n<0 Continuous time system satisfy the condition: h(t)=0 for t<0
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2.3.7 Stability for LTI system
2 Linear Time-Invariant Systems 2.3.7 Stability for LTI system Definition of stability: Every bounded input produces a bounded output. Discrete time system: If |x[n]|<B, the condition for |y[n]|<A is
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Continuous time system:
2 Linear Time-Invariant Systems Continuous time system: If |x(t)|<B, the condition for |y(t)|<A is Example 2.13
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2.3.8 The Unit Step Response of LTI system
2 Linear Time-Invariant Systems 2.3.8 The Unit Step Response of LTI system Discrete time system: h[n] [n] u[n] s[n]=u[n]*h[n] Continuous time system: h(t) (t) u(t) s(t)=u(t)*h(t)
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2.4 Causal LTI Systems Described by
2 Linear Time-Invariant Systems 2.4 Causal LTI Systems Described by Differential and Difference Equation Discrete time system: Differential Equation Continuous time system: Difference Equation
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2.4.1 Linear Constant-Coefficient Differential Equation
2 Linear Time-Invariant Systems 2.4.1 Linear Constant-Coefficient Differential Equation A general Nth-order linear constant-coefficient differential equation: or and initial condition: y(t0), y’(t0), …… , y(N-1)(t0) ( N values )
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2.4.2 Linear Constant-Coefficient Difference Equation
2 Linear Time-Invariant Systems 2.4.2 Linear Constant-Coefficient Difference Equation A general Nth-order linear constant-coefficient difference equation: or and initial condition: y[0], y[-1], …… , y[-(N-1)] ( N values ) Example 2.15
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2.4.3 Block Diagram Representations of First-order
2 Linear Time-Invariant Systems 2.4.3 Block Diagram Representations of First-order Systems Described by Differential and Difference Equation (1) Dicrete time system Basic elements: A. An adder B. Multiplication by a coefficient C. An unit delay
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Basic elements:
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Example: y[n]+ay[n-1]=bx[n]
2 Linear Time-Invariant Systems Example: y[n]+ay[n-1]=bx[n]
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(2) Continuous time system Basic elements: A. An adder
2 Linear Time-Invariant Systems (2) Continuous time system Basic elements: A. An adder B. Multiplication by a coefficient C. An (differentiator) integrator
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Basic elements:
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Example: y’(t)+ay(t)=bx(t)
2 Linear Time-Invariant Systems Example: y’(t)+ay(t)=bx(t)
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2.5 Singularity Functions
2 Linear Time-Invariant Systems 2.5 Singularity Functions The unit impulse as idealized short pulse (1) (2)
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Several important formula:
2 Linear Time-Invariant Systems Several important formula: Problems:
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