Chapter 02
Linear Time-Invariant Systems
Textbook: Signals and Systems by Alan V. Oppenheim, Alan S. Willsky
with S. Hamid Nawab (2nd Edition)
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Introduction
➢ Linear Time-Invariant(LTI) Systems are
▪ Linear: Possesses superposition property (homogeneity,
additivity). a δ[n] DT LTI a h[n] Impulse response
0 0
▪ Time-invariant: Characteristics are independent of time.
a0 δ[n − k] DT LTI a0 h[n − k]
▪ Adding both inputs
a0 δ n + a0 δ[n − k] DT LTI a0 h n + a0 h[n − k]
➢ Fundamental role of LTI systems in signal and system analysis.
▪ Many physical processes can be modeled as LTI systems.
▪ LTI systems can be analyzed in considerable detail, providing both insight into
their properties and a set of powerful tools.
➢ A basic fact: If we know the response of an LTI system to some
inputs, we can find the response to many inputs.
➢ LTI systems can be characterized in terms of its response to a unit
impulse (CT) or unit sample (DT).
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The Convolution Sum of DT LTI Systems
➢ Sifting Property: Representation of DT Signal:
signals in terms of unit impulses
x n = ⋯ + x −1 δ[n + 1]+x 0 δ n + x 1 δ n − 1 + ⋯
+∞
x n = x k δ[n − k] Building blocks:
k=−∞
➢ DT unit impulse response
y n = δ n h[n]
δ[n] h[n] y[n]
➢ Convolution: In case of scaled and shifted
impulses at input
x[−1]δ[n + 1]
x[0]δ[n] + h[n] y[n]
x[1]δ[n − 1]
+∞
y n = x k h[n − k]
k=−∞
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The Convolution Sum of DT LTI Systems ..
➢ Above result is referred to as the convolution sum or
superposition sum.
➢ Operation on the right-hand side is known as the
convolution of the sequences x[n] and h[n], represented as
+∞
Sum of
y n = x n ∗ h n = x k h[n − k] echoes
of h[n].
k=−∞
▪ Response of an LTI system to an arbitrary input in terms of the
system's response to the unit impulse.
▪ Alternatively, an LTI system is completely characterized by its
response to a single signal, the unit impulse.
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Practice Problem 1
+∞
y n = x n ∗ h n = x k h[n − k]
k=−∞
+ =
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Convolution: Alternate View
➢ A very useful view is to consider the effect of
superposition sum on each individual output sample.
➢ View convolution as a function of k
+∞
y n = x k h[−k + n]
k=−∞
▪ h[-k] is time reversed version of h[k].
▪ h[-k+n] is time reversed and shifted version of h[k].
▪ Multiply each x[k]=x[n] with h[-k+n] and then sum them to get
convolution sum
g k = x k h[−k + n]
+∞
yn = gk
k=−∞
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Practice Problem 2
x[k]
h[k]
k=∞
y 0 = x k h −k = 0.5
k=−∞
k=∞
y 1 = x k h 1 − k = 2.5
k=−∞
k=∞
y 2 = x k h 2 − k = 2.5
k=−∞
k=∞
y 2 = x k h 3 − k = 2.0
k=−∞
y −1 =? y 3 =?
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Practice Problem 3
+∞
y n = x k h[−k + n]
k=−∞
∞
1
𝑎𝑘 =
1−𝑘
𝑘=0
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Practice Problem 4
𝑛 𝑛+1
1 − 𝑎
𝑎𝑘 =
1−𝑎
𝑘=0
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The Convolution Integral of CT LTI Systems
➢ Short time () approximations
▪ δ(t): Short time approximation of unit
impulse δ(t)
▪ 𝑥(𝑡):
ො Pulse or staircase approximation of
x(t)
➢ Represention of CT signals in terms of
unit impulses δ(t)
xො t
= ⋯ + x −∆ δ∆ t + ∆ ∆ + x 0 δ∆ t ∆
+ x ∆ δ∆ t − ∆ ∆ + ⋯
+∞
xො (t) = x(k∆)δ∆ (t − k∆)∆
k=−∞
▪ As →0, xො →x(t)
+∞
x(t) = lim x(k∆)δ∆ (t − k∆)∆
∆→0
k=−∞ Sum→integral, δ(t)→δ(t)
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The Convolution Integral of CT LTI Systems..
➢ Sifting property of CT unit
∞
impulse is
x(t) = න x τ δ t − τ dτ
−∞
➢ Accordingly, the output of CT LTI system with impulse
response h(t) will become
x(t) h(t) y(t)
𝑦 𝑡 = න x τ h t − τ dτ
−∞
▪ CT LTI system is completely characterized by its impulse response
which is response to a single elementary signal, the unit impulse δ(t).
➢ Notation: y t = x t ∗ h(t)
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Practice Problem 5
h(t-τ) y(t)
T 2T 3T
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Practice Problem 6
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