Lecture02 LTI Time-Domain Representations

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Time-Domain Representations of LTI Systems CHAPTER
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Time-Domain Representations of LTI Systems
2.1 Introduction Figure 2.1 (p. 99)
Objectives: Graphical example illustrating the representation of a
1. Impulse responses of LTI systems signal x[n] as a weighted sum of time-shifted impulses.
f
2. Linear constant-coefficients differential or difference equations of LTI
systems x >n@ ¦ x > k @G > n k @
k f
(2.1)
3. Block diagram representations of LTI systems
4. State-variable descriptions for LTI systems 2. Impulse response of LTI system H:
Input x[n] Output y[n]
2.2 Convolution Sum LTI system
1. An arbitrary signal is expressed as a weighted superposition of shifted H
impulses. Output:
f ½
y > n @ H ^x > n @` H ® ¦ x > k @G > n k @¾
Discrete-time signal x[n]: Fig. 2.1
x > n @G > n @ x >0@G > n @ x[n] = entire signal; x[k] = ¯ k f ¿
specific value of the signal x[n] f
x > n @G > n k @ x > k @G > n k @
at time k. y >n@ ¦ H ^x > k @G > n k @`
k f
Linearity
Linearity
x > n @ x > 2@G > n 2@ x > 1@G > n 1@ x >0@G > n @ f
x >1@G > n 1@ x > 2@G > n 2@

y[n] ¦
k f
x[k]H{G [n k]} (2.2)
Signals and Systems_Simon 1 Signals and Systems_Simon 2

Haykin & Barry Van Veen Haykin & Barry Van Veen
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h The system output is a weighted sum of the response of the system to time-
shifted impulses. Figure 2.2b
(p. 101)
For time-invariant system: h[n] = H{G [n]} { impulse response (b) The
H{G [n k]} h[n k] (2.3) d{G
of the LTI system H decomposition of
f the input x[n] into
y[n] ¦ x[k]h[n k]
k f
(2.4) Convolution process:
a weighted sum of
time-shifted
Fig. 2.2.
2.2
3. Convolution sum: impulses results
f in an output y[n]
x >n@ h >n@ ¦ x >k @ h >n k @ given by a
k f weighted sum of
time-shifted
impulse
responses.
Figure 2.2a (p. 100) Illustration of the

convolution sum. (a) LTI system with
impulse response h[n] and input x[n].
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h The output associated with the kth input is expressed as: Determine the output of this system in response to the input
H^x[k]G [n k]` x[k]h[n k] 2, n 0
° 4,
° n 1
f x >n@ ®
y >n@ ¦ x >k @ h >n k @ ° 2, n 2
k f °̄ 0, otherwise Input = 0 for n < 0 and n > 0
Example 2.1 Multipath Communication Channel: Direct Evaluation of the
<Sol.>
Convolution Sum
1. Input: x > n @ 2G > n @ 4G > n 1@ 2G > n 2@
Consider the discrete-time LTI system model representing a two-path
propagation channel described in Section 1.10. If the strength of the indirect 2. Since time-shifted impulse input time-shifted impulse response output
path is a = ½, then 1 J G [n k] J h [n k]
y >n@ x >n@ x > n 1@
2 n0
3. Output: 0,
Letting x[n] = G [n], we find that the impulse response is ° 2,
y > n @ 2h > n @ 4h > n 1@ 2h > n 2@ °
n 0
1, n 0 ° 5, n 1
°° 1 y >n@ ®
h >n@ ® , n 1 ° 0, n 2
°2 ° 1, n 3
°̄ 0, otherwise °
¯ 0, nt4
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2.3 Convolution Sum Evaluation Procedure <Sol.> Fig. 2.3 depicts x[k] superimposed on the reflected and time-shifted
impulse response h[n k].
1. Convolution sum: 6
1. h [n k]: §4·
f
k = independent variable 5 5 k 5 1 ¨ ¸
y >n@ ¦ x >k @ h >n k @ § 3 · n k
°¨ ¸ , kdn
§ 3· § 4· § 3·
y >5@ ¨ ¸ ¦ ¨ ¸ ¨ ¸ © 3 ¹ 3.288
© 4 ¹ k 0© 3¹ © 4¹ §4·
h > n k @ ®© 4 ¹
k f
1 ¨ ¸
2. Define the intermediate signal: Zn [k] x[k]h[n k] (2.5) ° © 3¹
n is treated as a constant by writing n as a subscript on w.
¯ 0, otherwise
For n = 10:
2. Intermediate signal wn[k]:
h [n k] = h [ (k n)] is a reflected (because of k) and time-shifted § 3 ·10 k
(by n) version of h [k]. For n = 5: w5 > k @ 0 °¨ ¸ , 0 d k d 10
w10 > k @ ®© 4 ¹
3. Since f The time shift n determines the Eq. (2.6) y[ 5] = 0 ° 0,
¯ otherwise
y[n] ¦ Z [k] n (2.6) time at which we evaluate the For n = 5:
Eq. (2.6)
k f output of the system. § 3 ·5 k
°¨ ¸ , 0 d k d 5 11
Example 2.2 Convolution Sum Evaluation by using Intermediate Signal w5 > k @ ®© 4 ¹ 10 k 10 10 k 10
§4·
1 ¨ ¸
° 0,
10
§ 3· § 3· §4· § 3· © 3¹
y >10@ ¦ ©¨ 4 ¸¹ ¦ ¨© 3 ¸¹
n
§ 3· ¯ otherwise ¨ ¸ ¨ ¸
Consider a system with impulse response h >n@ ¨ ¸ u >n@ k 0 ©4¹ k 0 © ¹ 1 § 4 ·
4
©4¹ 5 k ¨ ¸
5
§ 3· © 3¹
Use Eq. (2.6) to determine the output of the system at time n = 5, n = 5, and n = Eq. (2.6) y >5@ ¦ ¨ ¸
k 0© 4¹
3.831
10 when the input is x [n] = u [n].
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§ 3 · n k
°¨ ¸ , 0 d k d n
wn > k @ ®© 4 ¹
° 0,
¯ otherwise
Procedure 2.1: Reflect and Shift Convolution Sum Evaluation
1. Graph both x[k] and h[n k] as a function of the independent variable k. To
determine h[n k] , first reflect h[k] about k = 0 to obtain h[ k]. Then shift by
n.
2. Begin with n large and negative. That is, shift h[ k] to the far left on the time
axis.
3. Write the mathematical representation for the intermediate signal wn[k].
4. Increase the shift n (i.e., move h[n k] toward the right) until the mathematical
representation for wn[k] changes. The value of n at which the change occurs
defines the end of the current interval and the beginning of a new interval.
5. Let n be in the new interval. Repeat step 3 and 4 until all intervals of times
Figure 2.3 (p. 103) Evaluation of Eq. (2.6) in Example 2.2. (a) The input signal x[k] shifts and the corresponding mathematical representations for wn[k] are
above the reflected and time-shifted impulse response h[n – k], depicted as a function identified. This usually implies increasing n to a very large positive number.
of k. (b) The product signal w5[k] used to evaluate y [–5]. (c) The product signal w5[k] 6. For each interval of time shifts, sum all the values of the corresponding wn[k]
used to evaluate y[5]. (d) The product signal w10[k] used to evaluate y[10]. to obtain y[n] on that interval.
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Example 2.3 Moving-Average System: Reflect-and-shift Convolution Sum
Evaluation Figure 2.4 (p. 106)
Evaluation of the convolution
The output y[n] of the four-point moving-average system is related to the input
sum for Example 2.3.
x[n] according to the formula
(a) The system impulse
1 3 response h[n].
y >n@ ¦ x >n k @
4k 0 (b) The input signal x[n].
The impulse response h[n] of this system is obtained by letting x[n] = G[n], which (c) The input above the
yields reflected and time-shifted
1 impulse response h[n – k],
h>n@
4
u > n @ u > n 4 @ Fig. 2.4 (a). depicted as a function of k.
(d) The product signal wn[k] for
Determine the output of the system when the input is the rectangular pulse the interval of shifts 0 d n d 3.
defined as (e) The product signal wn[k] for
1’st interval: n < 0
x > n @ u > n @ u > n 10@ Fig. 2.4 (b). 2’nd interval: 0 n 3 the interval of shifts 3 < n d 9.
<Sol.> 1. Refer to Fig. 2.4. 2.4 Five intervals ! 3’rd interval: 3 < n 9 (f) The product signal wn[k] for
4th interval: 9 < n 12 the interval of shifts 9 < n d 12.
2. 1’st interval: wn[k] = 0
5th interval: n > 12 (g) The output y[n].
3. 2’nd interval: 1/ 4, k 0
w0 > k @ ®
For n = 0: ¯ 0, otherwise Fig. 2.4 (c).
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For n = 1: 6. 5th interval: n > 12 wn[k] = 0 Example 2.4 First-order Recursive System: Reflect-and-shift Convolution Sum
7. Output: Evaluation
1/ 4, k 0,1
w1 > k @ ® The output of the system on each interval n is The input-output relationship for the first-order recursive system is given by
¯ 0, otherwise obtained by summing the values of the
y > n @ U y > n 1@ x > n @
For general case: n t 0: corresponding wn[k] according to Eq. (2.6).
Let the input be given by x > n @ b u > n 4@
n
1/ 4, 0 d k d n N
wn > k @ ® ¦c c N M 1 We use convolution to find the output of this system, assuming that b z U and
¯ 0, otherwise k M
that the system is causal.
Fig. 2.4 (d). 1) For n < 0 and n > 12: y[n] = 0. <Sol.>
4. 3’rd interval: 3 < n 9 2) For 0 n 3: 1. Impulse response: h > n @ U h > n 1@ G > n @ (2.7)
n
n 1
1/ 4, n 3 d k d n
wn > k @ ®
y >n@ ¦1/ 4
k 0 4
Since the system is causal, we have h[n] = 0 for n < 0. For n = 0, 1, 2, …, we
find that h[0] = 1, h[1] = U, h[2] = U 2, …, or
¯ 0, otherwise Fig. 2.4 (g)
3) For 3 < n 9: h > n @ U nu > n @
Fig. 2.4 (e). n
1
5. 4th interval: 9 < n 12 y >n@ ¦ 1/ 4 4
n n 3 1 1 2. Graph of x[k] and h[n k]: Fig. 2.5 (a).
k n 3
1/ 4, n 3 d k d 9 bk , 4 d k U nk , kdn
wn > k @ ® 4) For 9 < n 12: x >k @ ® and h>n k @ ®
¯ 0, otherwise ¯ 0, otherwise ¯ 0, otherwise
9 n 3 1 134 n
9
1
Fig. 2.4 (f).
y >n@ ¦ 1/ 4
k n3 4 3. Intervals of time shifts: 1’st interval: n < 4; 2’nd interval: n t 4
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4. For n < 4: wn[k] = 0. Next, we apply the formula for summing a
5. For n t 4: geometric series of n + 5 terms to obtain
n 5
bk U n k , 4 d k d n §b·
wn > k @ ® 4 1 ¨ ¸
¯ 0, otherwise
y >n@ n§ U ·
U ¨ ¸ ©U¹ § U n 5 b n 5 ·
b4 ¨ ¸
Fig. 2.5 (b). ©b¹ 1
b © U b ¹
U
6. Output:
1) For n < 4: y[n] = 0. Combining the solutions for each interval of
2) For n t 4: time shifts gives the system output:
n
0, n 4
y >n@ ¦b U
k 4
k nk
°
y > n @ ® 4 § U n 5 b n 5 ·
° b ¨ U b ¸ , 4 d n
¯ © ¹
k
n
§b·
y >n@ U n ¦ ¨ ¸
k 4 © U ¹ Fig. 2.5 (c).
Let m = k + 4, then
m 4 m
§U·
4 n4
Figure 2.5a&b (p. 109) Evaluation of the convolution sum for Example 2.4. (a) The n4
§b· §b· Assuming that U =
input signal x[k] depicted above the reflected and time-shifted impulse response h[n – y >n@ U n ¦ ¨ ¸ Un ¨ ¸ ¦ ¨ ¸
m 0© U ¹ ©b¹ m 0© U ¹ 0.9 and b = 0.8.
k]. (b) The product signal wn[k] for –4 d n.
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Example 2.5 Investment Computation
The first-order recursive system is used to describe the value of an investment
earning compound interest at a fixed rate of r % per period if we set U = 1 +
(r/100). Let y[n] be the value of the investment at the start of period n. If there
are no deposits or withdrawals, then the value at time n is expressed in terms of
the value at the previous time as y[n] = U y[n 1]. Now, suppose x[n] is the
amount deposited (x[n] > 0) or withdrawn (x[n] < 0) at the start of period n. In
this case, the value of the amount is expressed by the first-order recursive
equation
y > n @ U y > n 1@ x > n @
We use convolution to find the value of an investment earning 8 % per year if
$1000 is deposited at the start of each year for 10 years and then $1500 is
withdrawn at the start each year for 7 years.
<Sol.>
1. Prediction: Account balance to grow for the first 10 year, and to decrease
during next 7 years, and afterwards to continue growing.
2. By using the reflect-and-shift convolution sum evaluation procedure, we can
Figure 2.5c (p. 110) evaluate y[n] = x[n] h[n], where x[n] is depicted in Fig. 2.6 and h[n] = U n u[n]
(c) The output y[n] assuming that p = 0.9 and b = 0.8. is as shown in Example 2.4 with U = 1.08.
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Figure 2.7a-d (p. 111)Evaluation of
the convolution sum for Example 2.5. (a)
The input signal x[k] depicted above the
reflected and time-shifted impulse response
h(n – k). (b The product signal wn[k] for 0 d
n d 9. (c) The product signal wn[k] for 10 d n
d 16. (d) The product signal wn[k] for 17 d n.
Figure 2.6 (p. 111)

Cash flow into an investment. Deposits of $1000 are made at the start of
each of the first 10 years, while withdrawals of $1500 are made at the start
of each of the second 10 years.
3. Graphs of x[k] and h[n k]: Fig. 2.7(a).
4. Intervals of time shifts: 1’st interval: n < 0
2’nd interval: 0 n 9
3’rd interval: 10 n 16
4th interval: 17 n
5. Mathematical representations for wn[k] and y[n]:
1) For n < 0: wn[k] = 0 and y[n] = 0
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2) For 0 n 9: 9 n m = k 10
y >n@ ¦1000 1.08 ¦1500 1.08
nk nk
°1000 1.08 , 0 d k d n
nk
wn > k @ ® k 0 k 0
Apply the
°̄ 0, otherwise k
n 10 m
§ 1 · 9
§ 1 · formula for
10001.08 ¦ ¨ ¸ 15001.08 ¦ ¨
n n 10
¸ summing a
Fig. 2.7 (b). k 0 © 1.08 ¹ m 0 © 1.08 ¹
k
Apply the formula for geometric
n
§ 1 · n
summing a geometric § § 1 ·10 · § § 1 · n 9 ·
y >n@ ¦1000 1.08 1000 1.08 ¦ ¨
nk n
¸ ¨1 ¨ ¸ ¨1 ¨ ¸ series
k 0 © 1.08 ¹ series ¸ ¸
n¨ ¸ n 10 ¨ ¸
10001.08 ¨ ©
k 0
1.08 ¹ © 1.08 ¹
n 1 y>n@ ¸ 15001.08 ¨ ¸
§ 1 · ¨ 1
1
¸ ¨ 1
1
¸
1 ¨ ¸ ¨ ¸ ¨ ¸
y > n @ 1000 1.08
n © 1.08 ¹

12,500 1.08
n 1

1 © 1.08 ¹ © 1 .08 ¹

1
1 7246.89 1.08 18,750 1.08
n n 9
1 , 10 d n d 16
1.08
3) For 10 n 16: 4) For 17 n :
1000 1.08 n k , 0 d k d 9 1000 1.08 n k ,
°° 0dk d9
°°
wn > k @ ® 1500 1.08 , 10 d k d n
nk
wn > k @ ® 1500 1.08 , 10 d k d 16
nk
Fig. 2.7 (c). Fig. 2.7 (d).
° 0, otherwise °
°̄ 0, otherwise
°̄

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9 16
y >n@ ¦1000 1.08
nk
¦ 1500 1.08
nk 2.4 The Convolution Integral
k 0 k 10 1. A continuous-
continuous-time signal can be expressed as a weighted superposition of
1.08 n 16 1.08 1
10 7
1 time-
time-shifted impulses.
y > n @ 1000 1.08 1500 1.08
n 9 The sifting property of the impulse !
f
1.08 1 1.08 1 x(t) ³
x(W )G (t - W )dW (2.10)
-f
3,340.17 1.08 , 17 d n
n
2. Impulse response of LTI system H: Input x(t) Output y(t)

LTI system
6. Fig. 2,7(e) depicts y[n], the value of Output: H
the investment at the start of each
period, by combining the results for
y t H ^x t ` H ^³ f
f
x W G t W dW ` Linearity property
each of the four intervals. f
y(t) ³ -f
x(W )H{G (t - W )}dW (2.10)
3. h(t) = H{G (t)} { impulse response of the LTI system H
Figure 2.7e (p. 113) If the system is also time invariant, then
(e) The output y[n] representing the A time-shifted impulse
H{G (t - W )} h(t - W ) (2.11) generates a time-shifted
value of the investment immediately
after the deposit or withdrawal at the f impulse response output
start of year n.
y(t) ³
-f
x(W )h(t W )dW (2.12)
Fig. 2.9.
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h Convolution integral: Procedure 2.2: Reflect and Shift Convolution Integral Evaluation
f 1. Graph both x(W) and h(t W) as a function of the independent variable W . To
x t h t ³ x W h t W dW
f obtain h(t W), reflect h(W) about W = 0 to obtain h( W ) and then h( W ) shift by
2.5 Convolution Integral Evaluation Procedure t.
1. Convolution integral: 2. Begin with the shift t large and negative. That is, shift h( W ) to the far left on
f the time axis.
y(t) ³ -f
x(W )h(t W )dW (2.13)
3. Write the mathematical representation for the intermediate signal wt (W).
2. Define the intermediate signal:
W = independent 4. Increase the shift t (i.e., move h(t W) toward the right) until the mathematical
wt W x W h t W variable, t = constant representation for wt (W) changes. The value of t at which the change occurs
defines the end of the current set and the beginning of a new set.
h (t W) = h ( (W t)) is a reflected and shifted (by t) version of h(W). 5. Let t be in the new set. Repeat step 3 and 4 until all sets of shifts t and the
3. Output: corresponding mathematical representations for wt (W) are identified. This
f The time shift t determines the usually implies increasing t to a very large positive number.
y(t) ³-f
w t (W )dW (2.14) time at which we evaluate the 6. For each sets of shifts t, integrate wt (W) from W = f to W = f to obtain y(t).
output of the system.
Example 2.6 Reflect-and-shift Convolution Evaluation
Given x t u t 1 u t 3 and h t u t u t 2 as depicted in Fig. 2-
2-10,
10
Evaluate the convolution integral y(t) = x(t) h(t).
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Figure 2.11
t{W
(p. 118)
Evaluation of the
convolution integral
for Example 2.6. (a)
Figure 2.10 (p. 117) The input x(W)
Input signal and LTI system impulse response for Example 2.6. depicted above the
<Sol.> reflected and time-
1. Graph of x(W) and h(t W): Fig. 2.11 (a). shifted impulse
2. Intervals of time shifts: Four intervals response. (b) The
1’st interval: t < 1 product signal wt(W)
2’nd interval: 1 t < 3 for 1 d t < 3. (c)
3’rd interval: 3 t < 5 The product signal
4th interval: 5 t wt(W) for 3 d t < 5.
(d) The system
3. First interval of time shifts: t < 1 wt(W) = 0
output y(t).
4. Second interval of time shifts: 1 t < 3
1, 1 W t
wt W ® Fig. 2.11 (b).
¯0, otherwise
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5. Third interval: 3 t < 5 <Sol.> RC circuit is LTI system, so y(t) = x(t) h(t).
1, t 2 W 3 1. Graph of x(W) and h(t W): Fig. 2.13 (a).
wt W ® Fig. 2.11 (c).
¯0, otherwise 1, 0 W 2 t W ° e t W , W t
x W ® and h t W e u t W ®
6. Fourth interval: 5 t wt(W) = 0 ¯0, otherwise °̄ 0, otherwise
7. Convolution integral: 2. Intervals of time shifts: Three intervals
1) For t < 1 and t t 5: y(t) = 0
1’st interval: t < 0
2) For second interval 1 t < 3, y(t) = t 1
2’nd interval: 0 t < 2
3) For third interval 3 t < 5, y(t) = 3 (t 2) 3’rd interval: 2 t
0, t 1 3. First interval of time shifts: t < 0 wt(W) = 0
° t 1, 1 d t 3 Figure 2.12 (p. 119)
° 4. Second interval of time shifts: 0 t < 2
y t ® RC circuit system with the
°5 t , 3 d t 5 voltage source x(t) as input and ° e
t W
, 0 W t
wt W ®
¯° 0, t t5 the voltage measured across the For t > 0, Fig. 2.13 (b).
°̄ 0, otherwise
capacitor y(t), as output.
Example 2.7 RC Circuit Output
5. Third interval: 2 t
For the RC circuit in Fig. 2.12,
2.12 assume that the circuit’s time constant is RC = 1
sec. Ex. 1.21 shows that the impulse response of this circuit is h(t) = e t u(t). ° e t W , 0 W 2
wt W ® Fig. 2.13 (c).
Use convolution to determine the capacitor voltage, y(t), resulting from an input °̄ 0, otherwise
voltage x(t) = u(t) u(t 2).
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Figure 2.13 (p. 120)
Evaluation of the convolution integral for Example 2.7. (a) 6. Convolution integral:
The input x(W) superimposed over the reflected and time- 1) For t < 0: y(t) = 0
shifted impulse response h(t – W), depicted as a function of W. 2) For second interval 0 t < 2:
(b) The product signal wt(W) for 0d t < 2. (c) The product
signal wt(W) for t t 2. (d) The system output y(t).
y t ³e
0
t t W
dW
e t eW
t
0
1 e t
3) For third interval 2 t:

t{W
y t ³0
2
e t W dW
e t eW
2
0
e 2
1 e t
0, t 0
°°
y t ® 1 e ,
t
0dt 2 Fig. 2.13 (d).
° 2
°̄ e 1 e ,
t
tt2
Example 2.8 Another Reflect-and-Shift Convolution Evaluation

Suppose that the input x(t) and impulse response h(t) of an LTI system are,
respectively, given by
x t t 1 ª¬u t 1 u t 3º¼ and h t u t 1 2u t 2
Find the output of the system.
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Figure 2.14 (p. 121) Evaluation of the convolution integral for
<Sol.> Example 2.8. (a) The input x(W) superimposed on the reflected and
1. Graph of x(W) and h(t W): Fig. 2.14 (a). time-shifted impulse response h(t – W), depicted as a function of W. (b)
2. Intervals of time shifts: Five intervals The product signal wt(W) for 0 d t < 2. (c) The product signal wt(W) for 2
d t < 3. (d) The product signal wt(W) for 3 d t < 5. (e) The product signal
1’st interval: t < 0 wt(W) for t t 5. The system output y(t).
2’nd interval: 0 t < 2
t{W
3’rd interval: 2 t < 3
4th interval: 3 t < 5
5th interval: t t 5
3. First interval of time shifts: t < 0 wt(W) = 0
4. Second interval of time shifts: 0 t < 2
W 1, 1 W t 1
wt W ® Fig. 2.14 (b).
¯ 0, otherwise
5. Third interval of time shifts: 2 t < 3
W 1, 1 W 3
wt W ® Fig. 2.14 (c).
¯ 0, otherwise
6. Fourth interval of time shifts: 3 t < 5
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W 1 , 1 W t 2 0, t0
° °
wt W ®W 1, t 2 W 3 Fig. 2.14 (d). ° t 2
, 0dt 2
° 0, ° 2
¯ otherwise ? y t ® Fig. 2.14 (f).
° 2, 2dt 3
7. Fifth interval of time shifts: t t 5
° t 2 6t 7, 3 d t 5
W 1 , 1 W 3 °
wt W ® Fig. 2.14 (e). ¯ 2, t t5
¯ 0, otherwise
Example 2.9 Radar range Measurement: Propagation Model
8. Convolution integral:
We identify an LTI system describing the propagation of the pulse. Let the
1) For t < 0: y(t) = 0
transmitted RF pulse be given by
2) For second interval 0 t < 2:
sin Z c t , 0 d t d T0
t 1 §W 2 t 1 · t2 x t ®
y t ³ W 1 dW
¨ W 1 ¸ ¯ 0, otherwise
1
© 2 ¹ 2
as shown in Fig. 2.16 (a).
3) For third interval 2 t < 3: y(t) = 2
Suppose we transmit an impulse from the radar to determine the impulse
4) For third interval 3 t < 5: response of the round-trip propagation to the target. The impulse is delay in
t 2
y t ³ W 1 dW ³t 2 W 1 dW
3
t 2 6t 7 time and attenuated in amplitude, which results in the impulse response h(t) =
1
a G (t E ), where a represents the attenuation factor and E the round-trip time
5) For third interval t t 5: y(t) = 2 delay. Use the convolution of x(t) with h(t) to verify this result.
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<Sol.> Example 2.10 Radar range Measurement (continued): The Matched Filter
1. Find h(t W): In Ex. 2.9, the received signal is contaminated with noise (e.g., the thermal noise,
Reflecting h(t) = a G (t E ) about W = 0 gives h( W) = a G (W + E ), since the discussed in section 1.9) and may weak. For these reasons, the time delay is
impulse has even symmetry. determined by passing the received signal through an LTI system commonly
2. Shift the independent variable W by t to obtain h(t W ) = a G (W (t E )). referred to as a matched filter. An important property of this system is that it
3. Substitute this equation for h(t W ) into the convolution integral of Eq. (2.12), optimally discriminates against certain types of noise in the received waveform.
and use the shifting property of the impulse to obtain the received signal as The impulse response of the matched filter is a reflected, or time-reversed,
f version of the transmitted signal x(t). That is, hm(t) = x( t), so
r t ³ x W aG W t E dW
f
ax t E
sin Z c t , T0 d t d 0
hm t ®
¯ 0, otherwise
As shown in Fig. 2.17 (a). The terminology “matched filter” refers to the fact
that the impulse response of the radar receiver is “matched” to the transmitted
signal.
To estimate the time delay from the matched filter output, we evaluate the
convolution y t r t hm t
Figure 2.16 (p. 124) <Sol.>
Radar range measurement. (a) Transmitted RF pulse. (b) The received echo 1. Intermediate signal: wt W r W hm t W
is an attenuated and delayed version of the transmitted pulse.
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2. The received signal r(W) and the reflected, time-shifted impulse response
hm(t W) are shown in Fig. 2.17(b).
h hm(W) = reflected version of x(t) hm(t W) = x(t W)
3. Intervals of time shifts: Three intervals
Figure 2.17a (p. 125) 1’st interval: t < E T0

(a) Impulse response of 2’nd interval: E T0 < t E
the matched filter for 3’rd interval: E < t E + T0
processing the received 4th interval: t t E + T0
signal. t{W
4. First interval of time shifts: t < E T0 wt(W) = 0 and y(t) = 0
5. Second interval of time shifts: E T0 < t E
Figure 2.17b (p. 126)
(b) The received signal r(W) ° a sin wc W E sin wc W t , E W t T0
wt W ®
superimposed on the reflected °̄ 0, otherwise
and time-shifted matched filter t T0
impulse response hm(t – W),
depicted as functions of W. (c)
y t ³E ª¬ a / 2 cos w t E a / 2 cos w 2W E t º¼ dW
c c
Matched filter output x(t). a / 2 cos wc E >t T0 E @ a / 4Z c sin wc 2W E t tET 0

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? y (t ) a / 2 cos wc t E ¬ªt E T0 ¼º a / 4Z c ¬ªsin wc t 2T0 E sin wc E t ¼º 2.6 Interconnection of LTI Systems

2.6.1 Parallel Connection of LTI Systems
6. 3’rd interval of time shifts: E < t E + T0 Figure 2.18 (p. 128)
1. Two LTI systems: Fig. 2.18(a). Interconnection of two LTI systems.
a sin Z c (W E ) sin Z c (W t ) , t W E 70
wt (W ) ® (a) Parallel connection of two
¯ 0, otherwise systems. (b) Equivalent system.
E 70
y (t ) ³ [( a / 2)cos Z c (t E ) ( a / 2)cos Z c (2W E t ) ]dW
t
(a / 2) cos Zc (t E ) > E 70 t @ (a / 4Zc ) sin Zc (2W E t ) E 70

t
(a / 2) cos Zc (t E ) > E t 70 @ (a / 4Zc ) ª¬sin Zc ( E 2W t ) sin Zc (t E ) º¼

7. 4th interval of time shifts: t t E + T0 wt(W) = 0 and y(t) = 0
2. Output: y (t ) y1 (t ) y2 (t )
8. The output of matched filter:
x(t ) h1 (t ) x(t ) h2 (t )
( a / 2) > t ( E 70 )@ cos Z c (t E ) , E 70 t d E
° f f
y (t ) ® ( a / 2) > E t 70 ) @ cos Z c (t E ) , E t E 70 y (t ) ³ f
x(W )h1 (t W )dW ³ x(W )h2 (t W )dW
f
° 0, otherwise f
¯ x(W )^h1 (t W ) h2 (t W )` dW
y (t ) ³ f where h(t) = h1(t) + h2(t)
f
³ f
x(W )h(t W )dW x ( t ) h( t ) Fig. 2.18(b)
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h Distributive property for Continuous-time case: 2. The output is expressed in terms of z(t) as
x(t) h1(t) x(t) h2 (t) x(t) {h1(t) h2 (t)} (2.15) y(t) z(t) h2 (t) (2.17)
f
h Distributive property for Discrete-time case: y(t) ³-f
z(W )h2 (t W )dW (2.18)
x[n] h1[n] x[n] h2 [n] x[n] {h1[n] h2 [n]} (2.16) Since z(t) is the output of the first system, so it can be expressed as
2.6.2 Cascade Connection of LTI Systems f
1. Two LTI systems: Fig. 2.19(a).

z(W ) x(W ) h1(W ) ³-f
x(Q )h1(W Q )dQ (2.19)
Substituting Eq. (2.19) for z(t) into Eq. (2.18) gives
f f
y (t ) ³ ³
f f
x( v )h1 (W v )h2 (t W )dvdW Change of variable
K=WQ
x(Q ) ª ³ h1(K )h2 (t Q K )dK ºdQ
f f
y(t) ³
«¬ f-f »¼ (2.20)
Define h(t) = h1(t) h2(t), then

f
h(t v) ³f 1
h (K )h2 (t v K )dK
Figure 2.19 (p. 128) f
Interconnection of two LTI systems. (a) Cascade connection of two systems. y(t) ³ -f
x(Q )h(t Q )dQ x(t) h(t) (2.21) Fig. 2.19(b).
(b) Equivalent system. (c) Equivalent system: Interchange system order.
3. Associative property for continuous-time case:
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{x(t) h1(t)} h2 (t) x(t) {h1(t) h2 (t)} (2.22) Example 2.11 Equivalent System to Four Interconnected Systems
Consider the interconnection of four LTI systems, as depicted in Fig. 2.20.2.20 The
4. Commutative property:
impulse responses of the systems are
Write h(t) = h1(t) h2(t) as the integral h1[n] u[n], h2 [n] u[n 2] u[n], h3 [n] G [n 2], and h4 [n] D nu[n].
f Change of variable
h(t ) ³f 1
h (W )h2 (t W )dW Q=tW Find the impulse response h[n] of the overall system.
f
h(t) ³-f
h1(t Q )h2 (Q )dQ h2 (t) h1(t) (2.23) Fig. 2.19(c).
Interchanging the order of the LTI systems in the cascade without affecting
the result:
x(t ) ^h1 (t ) h2 (t )` x(t ) ^h2 (t ) h1 (t )` ,
Figure 2.20
Commutative property for continuous-time case: (p. 131)
h1(t) h2 (t) h2 (t) h1(t) (2.24) Interconnection of
systems for
5. Associative property for discrete-time case: Example 2.11.
{x[n] h1[n]} h2 [n] x[n] {h1[n] h2 [n]} (2.25) <Sol.>
Commutative property for discrete-time case: 1. Parallel combination of h1[n] and h2[n]:
h1[n] h2 [n] h2 [n] h1[n] (2.26) h12[n] = h1[n] + h2[n] Fig. 2.21 (a).
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2. h12[n] is in series with h3[n]:
Figure 2.21
h123[n] = h12[n] h3[n]
(p. 131)
(a) Reduction of h123[n] = (h1[n] + h2[n]) h3[n] Fig. 2.21 (b).
parallel combination 3. h123[n] is in parallel with h4[n]:
of LTI systems in
h[n] = h123[n] h4[n]
upper branch of Fig.
2.20. (b) Reduction h[n] (h1[n] h2 [n]) h3 [n] h4 [n], Fig. 2.21 (c).
of cascade of
Thus, substitute the specified forms of h1[n] and h2[n] to obtain
systems in upper
branch of Fig. h12 [n] u[n] u[n 2] u[n]
2.21(a). u[n 2]
(c) Reduction of
parallel combination Convolving h12[n] with h3[n] gives
of systems in Fig. h123[n] u[n 2] G [n 2]
2.21(b) to obtain an
u[n]
equivalent
system for Fig. 2.20. h[n] ^1 D ` u[n].
n
h Table 2.1 summarizes the interconnection properties presented in this section.

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2. To be memoryless, y[n] must depend only on x[n] and therefore cannot
depend on x[n k] for k z 0.
A discrete-time LTI system is memoryless if and only if
h[k ] cG [k ] c is an arbitrary constant
h Continuous-time system:
1. Output:
f
y (t ) ³
f
h(W )x(t W )dW ,
2. A continuous-time LTI system is memoryless if and only if
2.7 Relation Between LTI System Properties and the
Impulse Response h(W ) cG (W ) c is an arbitrary constant
2.7.1 Memoryless LTI Systems 2.7.2 Causal LTI Systems
1. The output of a discrete-time LTI system: The output of a causal LTI system depends only on past or present values
f of the input.
y[n] h[n] x[n] ¦ h[k ]x[n k ]
k f
h Discrete-time system:
1. Convolution sum: y[n ] h[2]x[n 2] h[1]x[n 1] h[0]x[n ]
y[n] h[ 2]x[n 2] h[ 1]x[n 1] h[0]x[n] h[1]x[n 1] h[2]x[n 2]
h[1]x[n 1] h[2]x[n 2] .
(2.27)
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2. For a discrete-time causal LTI system, 1. The magnitude of output:
f
h[k ] 0 for k 0
y[n] h[n] x[n] ¦ h[k ]x[n k ]
k f
3. Convolution sum in new form:
f f
ab d a b
y[n] ¦ h[k ]x[n k ]. y[n] d ¦
k f
h[k ]x[n k ]
k 0
h Continuous-time system: f
ab a b
1. Convolution integral: 3. Convolution integral in new form:
y[n] d ¦ h[k ] x[n k ]
k f
f f
y (t ) ³f
h(W ) x(t W )dW . y(t) ³
0
h(W ) x(t W )dW . 2. Assume that the input is bounded, i.e.,
2. For a continuous-time causal LTI system, x[n] d M x d f x[n k ] d M x
h(W ) 0 for W 0 and it follows that

f
2.7.3 Stable LTI Systems y[n] d Mx ¦ h[k] (2.28)

k f
A system is BIBO stable if the output is guaranteed to be bounded for every
Hence, the output is bounded, or _y[n]_ f for all n, provided that the impulse
bounded input.
response of the system is absolutely summable.
h Discrete-time case: Input x[ n] d M x d f Output: y[n] d M y d f
3. Condition for impulse response of a stable discrete-time LTI system:
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f f f f
¦ ¦ ¦U ¦U
k
h[k ] f. h[k ] k
f if and only if _U_ < 1
k f k f k 0 k 0
h Continuous-time case: Ϭ Special case:

Condition for impulse response of a stable continuous-time LTI system: A system can be unstable even though the impulse response has a finite value.
1. Ideal integrator:
f
³0
h (W ) dW f. y(t) ³f
t
x(W )dW (2.29)
Example 2.12 Properties of the First-Order Recursive System Input: x(W) = G (W), then the output is y(t) = h(t) = u(t).
The first-order system is described by the difference equation h(t) is not absolutely integrable
y[n] U y[n 1] x[n] Ideal integrator is not stable!
and has the impulse response 2. Ideal accumulator:
h[n] U nu[n] n
Is this system causal, memoryless, and BIBO stable?

y[n] ¦ x[k ]
k f
<Sol.>
1. The system is causal, since h[n] = 0 for n < 0. Impulse response: h[n] = u[n]
2. The system is not memoryless, since h[n] z 0 for n > 0. h[n] is not absolutely summable
3. Stability: Checking whether the impulse response is absolutely summable? Ideal accumulator is not stable!
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2.7.4 Invertible Systems and Deconvolution Example 2.13 Multipath Communication Channels: Compensation by means of
A system is invertible if the input to the system can be recovered from the an Inverse System
output except for a constant scale factor. Consider designing a discrete-time inverse system to eliminate the distortion
associated with multipath propagation in a data transmission problem. Assume
1. h(t) = impulse response of LTI system, Fig. 2.24. that a discrete-time model for a two-path communication channel is
2. hinv(t) = impulse response of LTI inverse system
y[n] x[n] ax[n 1].
Find a causal inverse system that recovers x[n] from y[n]. Check whether this
inverse system is stable.
Figure 2.24 (p. 137) <Sol.>
Cascade of LTI system with impulse response h(t) and inverse system with 1. Impulse response:
impulse response h-1(t). 1, n 0
°
3. The process of recovering x(t) from h(t) x(t) is termed deconvolution. h[n] ®a, n 1
4. An inverse system performs deconvolution. ° 0, otherwise
¯
x(t ) (h(t ) hin v (t )) x(t ). Continuous-time 2. The inverse system hinv[n] must satisfy h[n] hinv[n] = G[n].
h(t ) h inv (t ) G (t ) (2.30)
case hinv [n] ahinv [n 1] G [n]. (2.32)
1) For n < 0, we must have hinv[n] = 0 in order to obtain a causal inverse
5. Discrete-time case: h[n] hinv [n] G [n] (2.31) system
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2) For n = 0, G[n] = 1, and eq. (2.32) implies that
hinv [n] ahinv [n 1] 0,
hinv [n] ahinv [n 1] (2.33)
3. Since hinv[0] = 1, Eq. (2.33) implies that hinv[1] = a, hinv[2] = a2, hinv[3] = a3,
and so on.
The inverse system has the impulse response
hinv [n] ( a ) n u[n]
4. To check for stability, we determine whether hinv[n] is absolutely summable,
which will be the case if 2.8 Step Response
f f
¦ ¦
inv k 1. The step response is defined as the output due to a unit step input signal.
h [k ] a is finite.
k f k f 2. Discrete-time LTI system:
h For _a_ < 1, the system is stable. Let h[n] = impulse response and s[n] = step response.
Ϫ Table 2.2 summarizes the relation between LTI system properties and f
impulse response characteristics. s[n] h[n]* u[n] ¦ h[k ]u[n k ].

k f
3. Since u[n k] = 0 for k > n and u[n k] = 1 for k n, we have

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n 1. Step response:
s[n] ¦ h[k ]. t
W
1 RC
k f s (t ) ³f RC
e u (W )dW .
The step response is the running sum of the impulse response.
h Continuous-time LTI system: 0, t0
° W
t s (t ) ® 1 t RC
s(t) ³f
h(W )dW (2.34)
¯ RC ³f
° e u (W )dW tt0
The step response s(t) is the running integral of the impulse response h(t).
Ϭ Express the impulse response in terms of the step response as 0, t0
° W
d s (t ) ® 1 t RC
¯ RC ³0
h[n] s[n] s[n 1] and h(t ) s (t ) Figure 2.12 ° e dW t t 0
dt (p. 119)
Example 2.14 RC Circuit: Step Response RC circuit ° 0, t0
system with the
The impulse response of the RC circuit depicted in Fig. 2.12 is ®
t
voltage source
¯°1 e , t t 0
RC
1 RCt Figure 2.25 (p. 140)
x(t) as input and
h(t ) e u (t ) the voltage RC circuit step response for RC = 1 s.
RC Fig. 2.25
measured across
Find the step response of the circuit. the capacitor y(t),
<Sol.> as output.
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2.9 Differential and Difference Equation Representations of

LTI Systems
1. Linear constant-coefficient differential equation:
N
dk M
dk Input = x(t), output = y(t)
¦a
k 0
k
dt k
y(t) ¦
k 0
b k
dt k
x(t) (2.35)
2. Linear constant-coefficient difference equation:

N M
Input = x[n], output = y[n] Figure 2.26 (p. 141)
¦ a y[n k] ¦ b x[n k]
k 0
k
k 0
k (2.36) Example of an RLC circuit described by a differential equation.
h The order of the differential or difference equation is (N, M), representing the 1 d d2 d
number of energy storage devices in the system. y t R y t L 2 y t x t N=2
C dt dt dt
Ex. RLC circuit depicted in Fig. 2.26.
2.26 Often, N t M, and the Ex. Accelerator modeled in Section 1.10:
1. Input = voltage source x(t), output = loop current order is described
Zn d d2
2. KVL Eq.: using only N. Z n2 y t y t y t x t N=2
Q dt dt 2
d 1 t
Ry t L y t ³ y W dW x t where y(t) = the position of the proof mass, x(t) = external acceleration.
dt C f
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Ex. Second-order difference equation: 1
y[0] x[0] 2x[ 1] y[ 1] y[2] (2.39)
1 4
y[n] y[n 1] y[n 2] x[n] 2x[n 1] (2.37) N=2
4 1
y[1] x[1] 2x[0] y[0] y[ 1] (2.40)
h Difference equations are easily rearranged to obtain recursive formulas for 4
computing the current output of the system from the input signal and the 1
past outputs. y > 2@ x > 2@ 2 x >1@ y >1@ y > 0@
4
Ex. Eq. (2.36) can be rewritten as
1
1 M
1 N y >3@ x >3@ 2 x > 2@ y > 2@ y >1@
y > n@ ¦ b x >n k @ a ¦ a y >n k @
k k
4
a0 k 0 0 k 1 h Initial conditions: y[ 1] and y[ 2].
Ex. Consider computing y[n] for n t 0 from x[n] for the second-order difference Ϭ The initial conditions for Nth-order difference equation are the N values
y > N @ , y > N 1@ ,..., y > 1@ ,
equation (2.37).
<Sol.>
1. Eq. (2.37) can be rewritten as Ϭ The initial conditions for Nth-order differential equation are the N values
1 d d2 d N 1
y[n] x[n] 2x[n 1] y[n 1] y[n 2] (2.38) y t t 0, y t , y t , ..., y t
4 dt t 0 dt 2 t 0 dt N 1 t 0
2. Computing y[n] for n t 0:
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Example 2.15 Recursive Evaluation of a Difference Equation of the system, the system output when the input is zero and the initial
Find the first two output values y[0] and y[1] for the system described by Eq. conditions are y[ 1] = 1 and y[ 2] = 2, and the output in response to the
(2.38), assuming that the input is x[n] = (1/2)nu[n] and the initial conditions are sinusoidal inputs x1[n] = cos(Sn/10), x2[n] = cos(Sn/5), and x3[n] = cos(7Sn/10),
y[ 1] = 1 and y[ 2] = 2. assuming zero initial conditions. Last, find the output of the system if the input
<Sol.> is the weekly closing price of Intel stock depicted in Fig. 2.27,
2.27 assuming zero
1. Substitute the appropriate values into Eq. (2.39) to obtain initial conditions.
1 1 <Sol.>
y > 0 @ 1 2 u 0 1 u 2 1. Recursive formula for y[n]:
4 2
2. Substitute for y[0] in Eq. (2.40) to find y > n @ 1.143 y > n 1@ 0.4128 y > n 2@ 0.0675 x > n @ 0.1349 x > n 1@ 0.675 x > n 2@
1 1 1 3 2. Step response: Fig. 2.28 (a).
y >1@ 2 u1 u 1 1 3. Zero input response: Fig. 2.28 (b).
2 2 4 4
4. The outputs due to the sinusoidal inputs x1[n], x2[n], and x3[n]: Fig. 2.28 (c),
Example 2.16 Evaluation of a Difference Equation by means of a Computer
(d), and (e).
A system is described y the difference equation
5. Fig. 2.28(f) shows the system output for the Intel stock price unit.
y > n @ 1.143 y > n 1@ 0.4128 y > n 2@ 0.0675 x > n @ 0.1349 x > n 1@ 0.675 x > n 2@ A comparison of peaks in Figs. 2.27 and 2.28 (f) Slightly delay!
Write a recursive formula that computes the present output from the past
outputs and the current inputs. Use a computer to determine the step response
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Figure 2.27
(p. 144)
Weekly
closing price
of Intel stock.
Fig. 2.28 (a).

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Fig. 2.28 (c).
Fig. 2.28 (b).
Fig. 2.28 (d).

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Figure 2.28f
(p. 146)
Output
associated
with the
weekly
closing price
of Intel stock.
Fig. 2.28 (e).
Figure 2.28a (p. 145)

Illustration of the solution to Example 2.16.
(a) Step response of system.
(b) Output due to nonzero initial conditions with zero input.
(c) Output due to x1[n] = cos (1/10Sn).
(d) Output due to x2[n] = cos (1/5Sn).
(e) Output due to x3[n] = cos(7/10Sn).

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2.10 Solving Differential and Difference Equations h If a root rj is repeated p times in characteristic eqs., the corresponding
Complete solution: y = y (h) + y (p) solutions are
Continuous-time case: e j t , te j t , ..., t p 1e j t
r r r
y (h) = homogeneous solution, y (p) = particular solution
2.10.1 The Homogeneous Solution Discrete-time case: rjn , nrjn , ..., n p 1rjn
h Continuous-time case: N
dk
1. Homogeneous differential equation:
k 0
ak k y h t 0
dt
¦ Example 2.17 RC Circuit: Homogeneous Solution
The RC circuit depicted in Fig. 2.30 is described by the differential equation
2. Homogeneous solution:
d
y t RC y t x t
N
Coefficients ci is
y(h) (t) ¦c e
i 0
i
rit
(2.41) determined by I.C. dt
N
3. Characteristic eq.: ¦a rk 0
k
k
0 (2.42) Determine the homogeneous solution of this equation.
<Sol.>
d
h Discrete-time case: N 1. Homogeneous Eq.: y t RC y t 0
1. Homogeneous differential equation: ¦ a y >n k @
k
h
0 dt
Figure 2.30 (p. 148)
2. Homogeneous solution: k 0 2. Homo. Sol.: y h t c1e r1t
V RC circuit.
N
Coefficients ci is 3. Characteristic eq.: 1 RCr1
y(h) [n] ¦c r
i 1
i i
n
(2.43) determined by I.C.
0 r1 = 1/RC
N t
4. Homogeneous solution:
3. Characteristic eq.: ¦a rk 0
k
Nk
0 (2.44) y h t c1e RC V
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Example 2.18 First-Order Recursive System: Homogeneous Solution
Find the homogeneous solution for the first-order recursive system described
by the difference equation
y > n @ U y > n 1@ x > n@
<Sol.>
1. Homogeneous Eq.: y > n @ U y > n 1@ 0
2. Homo. Sol.:
y h > n @ c1r1n
Example 2.19 First-Order Recursive System (Continued): Particular Solution
3. Characteristic eq.: r1 U 0 r1 = U
Find a particular solution for the first-order recursive system described by the
4. Homogeneous solution: difference equation
y
h
> n@ c1 U n y > n @ U y > n 1@ x > n@
2.10.2 The Particular Solution if the input is x[n] = (1/2)n.
<Sol.>

A particular solution is usually obtained by assuming an output of the same n
general form as the input. 1. Particular solution form: y p [n] cp 1
2
Table 2.3 2. Substituting y(p)[n] and x[n] into the given difference Eq.:
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Both sides of above eq. are
c1 cos(Z t ) c2 sin(Z t ) RCZ0c1 sin(Z0t ) RCZ0c2 cos(Z0t ) cos(Z0t )

n n 1 n
cp 1
2
Ucp 1
2
1
2
multiplied by (1/2) n
c1 RCZ 0c2 1
c p (1 2 U ) 1 (2.45)
3. Particular solution:
RCZ0c1 c2 0
n Figure 2.30 4. Coefficients c1 and c2:
1 §1·
y p > n@ ¨ ¸
(p. 148)
1 RCZ 0
1 2U © 2 ¹ RC circuit. c1 and c2
1 RCZ 0 1 RCZ 0
2 2
Example 2.20 RC Circuit (continued): Particular Solution

Consider the RC circuit of Example 2.17 and depicted in Fig. 2.30. 5. Particular solution:
2.30 Find a
particular solution for this system with an input x(t) = cos(Z0t). 1 RCZ0
y
p
t cos Z 0t sin Z 0t V
1 RCZ 0 1 RCZ 0
2 2
<Sol.>
d
1. Differential equation: y t RC y t x t
dt 2.10.3 The Complete Solution
2. Particular solution form: Complete solution: y = y (h) + y (p)
y ( p ) (t ) c1 cos(Z t ) c2 sin(Z t ) y (h) = homogeneous solution, y (p) = particular solution
The procedure for finding complete solution of differential or difference
3. Substituting y(p)(t) and x(t) = cos(Z0t) into the given differential Eq.: equations is summarized as follows:
CHAPTER
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Procedure 2.3: Solving a Differential or Difference equation 2. Particular solution: 3. Complete solution:
1. Find the form of the homogeneous solution y(h) from the roots of the n 1 1
§1· 2( )n c1( )n
characteristic equation. y p > n@ 2 ¨ ¸ y[n]
2 4
(2.47)
2. Find a particular solution y(p) by assuming that it is of the same form as the ©2¹
input, yet is independent of all terms in the homogeneous solution. 4. Coefficient c1 determined by I.C.:
3. Determine the coefficients in the homogeneous solution so that the complete I.C.: y > 0@ x > 0@ 1 4 y > 1@ y >0@ x >0@ (1 4) u 8 3
solution y = y(h) + y(p) satisfies the initial conditions.
We substitute y[0] = 3 into Eq. (2.47), yielding
Ϫ Note that the initial translation is needed in some cases. 0 0
§1· §1·
Example 2.21 First-Order Recursive System (Continued): Complete Solution 3 2 ¨ ¸ c1 ¨ ¸ c1 = 1
Find the complete solution for the first-order recursive system described by ©2¹ ©4¹
the difference equation 5. Final solution: n n
§1· §1·
1 y > n@ 2 ¨ ¸ ¨ ¸ for n t 0
y[n] y[n 1] x[n] (2.46) ©2¹ ©4¹
4
if the input is x[n] = (1/2)n u[n] and the initial condition is y[ 1] = 8. Example 2.22 RC Circuit (continued): Complete Response
<Sol.> Find the complete response of the RC circuit depicted in Fig. 2.30 to an input

n
1. Homogeneous sol.: y h > n@ c1 1 x(t) = cos(t)u(t) V, assuming normalized values R = 1 : and C = 1 F and
4
assuming that the initial voltage across the capacitor is y(0) = 2 V.
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<Sol.> t
Example 2.23 Financial Computations: Loan Repayment

1. Homogeneous sol.: y h t ce RC
V Z0 = 1
The following difference equation describes the balance of a loan if x[n] < 0
2. Particular solution: represents the principal and interest payment made at the beginning of each
1 RC period and y[n] is the balance after the principal and interest payment is
y
p
t cos t sin t V credited. As before, if r % is the interest rate per period, then U = 1 + r/100.
1 RC 1 RC
2 2
y > n @ U y > n 1@ x > n @

3. Complete solution:
R = 1 :, C = 1 F Use the complete response of the first-order difference equation to find the
1 1 payment required to pay off a $20,000 loan in 10 periods. Assume equal
y t t
ce cos t sin t V
2 2 payments and a 10% interest rate.
<Sol.>
4. Coefficient c1 determined by I.C.: y(0) = y(0+)
1. We have U = 1.1 and y[ 1] = 20,000, and we assume that x[n] = b is the
1 1 1 payment each period.
2 ce 0 cos 0 sin 0 c c = 3/2
2 2 2 2. The first payment is made when n = 0. The loan balance is to be zero after 10
5. Final solution: payments, thus we seek the payment b for which y[9] = 0.
3. Homogeneous sol.:
3 t 1 1
y t e cos t sin t V
y h > n @ ch 1.1
n
2 2 2
4. Particular solution:
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y p > n@ c p
Substituting y(p)[n] = cp and x[n] = b into the difference equation y[n] 1.1y[n 1]
= x[n], we obtain
cp 10b
3. Complete solution:
y[n] ch (1.1)n 10b, n t 0 (2.48)
4. Coefficient ch determined by I.C.:
I.C.: y > 0@ 1.1 y > 1@ x > 0@ 22, 000 b
22,000 b ch 1.1 10b

0
ch 22,000 11b
Fig. 2.31.
y > n@ 22, 000 11b 1.1
n
10b
22, 000 1.1

5. Payment b: By setting y[9] = 0, we have 9 Figure 2.31 (p. 155)
b 3, 254.91 Balance on a $20,000 loan for Example 2.23. Assuming 10% interest per
22, 000 11b 1.1
9
0 10b 111.1 10
9
period, the loan is paid off with 10 payments of $3,254.91.
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2.11 Characteristics of Systems Described by Differential Example 2.25 First-Order Recursive System (Continued): Natural Response
and Difference Equations The system in Example 2.21 is described by the difference equation
Complete solution: y = y (n) + y (f) 1
y >n@ y > n 1@ x > n @
y (n) = natural response, y (f) = forced response 4
2.11.1 The Natural Response Find the natural response of this system.
Example 2.24 RC Circuit (continued): Natural Response <Sol.> n
§1·
1. Homogeneous sol.: y h > n @ c1 ¨ ¸
The system In Example 2.17 is described by the differential equation ©4¹
2. I.C.: y[ 1] = 8
d
y t RC y t x t 1
dt §1·
8 c1 ¨ ¸ c1 = 2
Find the natural response of the this system, assuming that y(0) = 2 V, R = 1 : ©4¹
and C = 1 F. 3. Natural Response:
<Sol.> n
The forced response is valid only
y t c1e t V §1·
y
n
>n@
h
1. Homogeneous sol.: 2 ¨ ¸ , n t 1 for t t 0 or n t 0
2. I.C.: y(0) = 2 V ©4¹
y (n) (0) = 2 V c1 = 2 2.11.2 The Forced Response
n The forced response is the system output due to the input signal assuming
3. Natural Response: y t 2e t
V zero initial conditions.
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h The at-rest conditions for a discrete-time system, y[ N] = 0, …, y[ 1] = 0, 4. Forced response:
must be translated forward to times n = 0, 1, …, N 1 before solving for the n n
§1· §1·
undetermined coefficients, such as when one is determining the complete y f >n@ 2 ¨ ¸ ¨ ¸ , n t 0
solution. ©2¹ ©4¹
Example 2.26 First-Order Recursive System (Continued): Forced Response Example 2.27 RC Circuit (continued): Forced Response
The system in Example 2.21 is described by the difference equation
The system In Example 2.17 is described by the differential equation
1
y >n@ y > n 1@ x > n @ d
4 y t RC y t x t
Find the forced response of this system if the input is x[n] = (1/2)n u[n]. dt
<Sol.> n n Find the forced response of the this system, assuming that x(t) = cos(t)u(t) V, R
§1· §1·
1. Complete solution: y > n @ 2 ¨ ¸ c1 ¨ ¸ , n t 0 = 1 : and C = 1 F.
From Example 2.22
©2¹ ©4¹ <Sol.> 1 1
1. Complete solution: y t ce cos t sin t V
t
2. I.C.: Translate the at-rest condition y[ 1] to time n = 0 2 2
2. I.C.:
1
y >0@ x >0@ y > 1@ y[0] = 1 + (1/4) u 0 =1 y(0) = y(0+) = 0 c = 1/2
4
3. Forced response:
3. Finding c1: 0 0
§1· §1· 1 1 1
y
f
1 2 ¨ ¸ c1 ¨ ¸ c1 = 1 t e t cos t sin t V
© ¹
2 ©4¹ 2 2 2
CHAPTER
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2.11.3 The Impulse Response h Roots of characteristic equation
h Relation between step response and impulse response Forced response, natural response, stability, and response time.
1. Continuous-time case: 2. Discrete-time case: Ϫ BIBO Stable:
d h > n @ s[n] s[n 1] 1. Discrete-time case: ri n bounded ri 1, for all i
h( t ) s( t )
dt
2. Continuous-time case: e i
rt
bounded e^ri ` 0
2.11.4 Linearity and Time Invariance
h Forced response Linearity h Natural response Linearity ri 1 and e^ri ` 0 The system is said to be on the verge of instability.
Input Forced response Initial Cond. Natural response
2.12 Block Diagram Representations
x1 y1(f) I1 y1(n) h A block diagram is an interconnection of the elementary operations that act
x2 y2(f) I2 y2(n) on the input signal.
D x1 + E x2 Dy1(f) + E y2 (f) D I1 + E I2 Dy1(n) + E y2 (n) h Three elementary operations for block diagram:
1. Scalar multiplication: y(t) = cx(t) or y[n] = cx[n], where c is a scalar.
h The complete response of an LTI system is not time invariant. 2. Addition: y(t) = x(t) + w(t) or y[n] = x[n] + w[n].
Response due to initial condition will not shift with a time shift of the 3. Integration for continuous-time LTI system: t
input. ; and a time shift for discrete-time LTI

y (t )
f
x (W )dW ³
2.11.5 Roots of the Characteristic Equation system: y[n] = x[n 1].
Fig. 2.32.
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y[n] w[n] a1y[n 1] a2 y[n 2] (2.50)
³
t
y (t ) ³ f
x (W )dW
3. System output y[n] in terms of input x[n]: Cascade Form
(a) y[n] a1y[n 1] a2 y[n 2] b0 x[n] b1x[n 1] b2 x[n 2] (Direct Form I)
y[n] a1y[n 1] a2 y[n 2] b0 x[n] b1x[n 1] b2 x[n 2] (2.51)
(c)
Figure 2.32 (p. 162) Figure 2.33

Symbols for elementary operations in block diagram
(p. 162)
(b) descriptions of systems. (a) Scalar multiplication. (b)
Block diagram
Addition. (c) Integration for continuous-time systems and
representation of
time shifting for discrete-time systems.
a discrete-time
Ex. A discrete-time LTI system: Fig. 2.33. LTI system
h Direct Form I: described by a
1. In dashed box: second-order
w[n] b0 x[n] b1x[n 1] b2 x[n 2] (2.49) difference
2. y[n] in terms of w[n]: equation.
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h Direct Form II: h Block diagram representation for continuous-time LTI system:
1. Interchange the order of Direct Form I. 1. Differential Eq.:
2. Denote the output of the new first system as f[n]. N
dk M
dk
f[n] a1f[n 1] a2 f[n 2] x[n] (2.52) Input: x[n] ¦a
k 0
k
dt k
y(t) ¦ bk k x(t) (2.54)
k 0 dt
3. The signal is also the input to the second system. The output of the second 2. Let v(0)(t) = v(t) be an arbitrary signal, and set
system is
Q n t Q n 1 W dW , n 1, 2, 3, ...
t
y[n] b0 f[n] b1f[n 1] b2 f[n 2] (2.53) ³ f
Fig. 2.35. v(n)(t) is the n-fold integral of v(t) with respect to time
3. Integrator with initial condition:
Q n t n 1
W dW Q n 0 ,
t
³Q 0
n 1, 2, 3, ...
d n
Q t Q n 1 t , t ! 0 and n 1, 2, 3, ...
dt Block diagram:
Figure 2.35 (p. 164) N M Fig. 2.37
¦a y ¦b x
(N k )
(Nk )
Direct form II representation of an LTI k (t) k (t) (2.55)
system described by a second-order k 0 k 0 (2.56)
difference equation. Ex. Second-order system: y(t) a1y (t) a0 y (t) b2 x(t) b1x (t) b0 x(2) (t)
(1) (2) (1)

CHAPTER
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2.13 State-
State-Variable Description of LTI Systems
Figure 2.37 (p. 166) h The state of a system may be defined as a minimal set of signals that
³ ³ Block diagram representations represent the system’s entire memory of the past.
of a continuous-time LTI Given initial point ni (or ti) and the input for time n t ni (or t t ti), we can
system described by a second- determine the output for all times n t ni (or t t ti).
order integral equation. (a)
³ ³ Direct form I. (b) Direct form II. 2.13.1 The State-
State-Variable Description
1. Direct form II of a second-order LTI system: Fig. 2.39.
2. Choose state variables: q1[n] and q2[n].
(a) 3. State equation:
q1[n 1] a1q1[n] a2q2 [n] x[n] (2.57)
³ q2 [n 1] q1[n]
(2.58)
4. Output equation:
y[n] x[n] a1q1[n] a2q2 [n] b1q1[n] b2q2 [n],
³ y[n] (b1 a1 )q1[n] (b2 a2 )q2 [n] x[n] (2.59)

5. Matrix Form of state equation: ª q [n 1] º ª a1 a2 º ª q1[n] º ª 1º
1
«q [n 1]» x[n]
« 1 0 »¼ «¬q2 [n]»¼ «¬0 »¼
(2.60)
¬ 2 ¼ ¬
Signals and Systems_Simon (b) 95 Signals and Systems_Simon 96
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6. Matrix form of output equation:
ª q [n] º
y[n] [b1 a1 b2 a2 ] « 1 » [1]x[n] (2.61)
¬q2 [n]¼
Define state vector as the column vector
ª q [n] º
q[n] « 1 »
¬q2 [n]¼
We can rewrite Eqs. (2.60) and (2.61) as
q[n 1] Aq[n] bx[n]
(2.62)
y[n] cq[n] Dx[n] (2.63)
where matrix A, vectors b and c, and scalar D are given by
§ a1 a2 · ª1 º
A b c >b1 a1 b2 a2 @
¨ 1 0 ¹¸ «0 » D 1
© ¬ ¼
Example 2.28 State-Variable Description of a Second-Order System
Figure 2.39 (p. 167)
Find the state-variable description corresponding to the system depicted in
Direct form II representation of a second-order discrete-time LTI system
Fig. 2.40 by choosing the state variable to be the outputs of the unit delays.
depicting state variables q1[n] and q2[n].
<Sol.>
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2. Output equation:
y > n @ K1q1 > n @ K2 q2 > n @
3. Define state vector as
ª q >n@º
q>n@ « 1 »
¬ q2 > n @¼
In standard form of dynamic equation:
q[n 1] Aq[n] bx[n] (2.62)
y[n] cq[n] Dx[n] (2.63)
ªD 0º ªG1 º
A «J b c >K1 K2 @ D > 2@
¬ E »¼ «G »
¬ 2¼
Figure 2.40 (p. 169) h State-variable description for continuous-time systems:
Block diagram of LTI system for Example 2.28. d
1. State equation: q(t) Aq(t) bx(t) (2.64)
dt
q1 > n 1@ D q1 > n @ G1 x > n @
y(t) cq(t) Dx(t) (2.65)
q2 > n 1@ J q1 > n @ E q2 > n @ G 2 x > n @
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Example 2.29 State-Variable Description of an Electrical Circuit 1 1
i2 (t) q1(t) q2 (t) (2.67)
Consider the electrical circuit depicted in Fig. 2.42.
2.42 Derive a state-variable R2 R2 Use Eq. (2.67) to eliminate i2(t)
description of this system if the input is the applied voltage x(t) and the output 4. The current i2(t) through R2:
is the current y(t) through the resistor.
d d 1 1
<Sol.> i2 t C2 q2 (t ) q2 t q1 (t ) q2 (t ) (2.68)
Figure 2.42 (p. 171) dt dt C2 R2 C2 R2
Circuit diagram of LTI 5. KCL Eq. between R1 and R2:
system for Example 2.29. y t i1 t i2 t Current through C1 = i1(t)
1. State variables: The voltage across where d

each capacitor.
i1 t C1 q1 t
dt
2. KVL Eq. for the loop involving x(t), R1, and C1:
d § 1 1 · 1 1
x t y t R1 q1 t Output equation q1 t ¨ ¸ q1 (t ) q2 (t ) x (t ) (2.69)
dt © 1 1
C R C R
2 2 ¹ C R
1 2 C1R1
1 1
y(t) q1(t) x(t) (2.66) Ϭ Eqs. (2.66), (2.68), and (2.69) = State-Variable Description.
R1 R1
d
3. KVL Eq. for the loop involving C1, R2, and C2: q(t) Aq(t) bx(t) (2.64)
dt
q1 t R2i2 (t ) q2 (t ) y(t) cq(t) Dx(t) (2.65)
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ª § 1 1 · 1 º 1. State equation: 3. State-variable description:
« ¨ ¸ » ª 1 º d ª 2 1º ª1 º
« © 1 1
C R C R
1 2 ¹ C1R2 » «C R » ª 1 º 1 q1 t 2q1 t q2 t x t A b
A , b c « R 0 » , and D dt «1 0 » , «0 » ,
« 1 1 » « 1 1» ¬ 1 ¼ R1 ¬ ¼ ¬ ¼
« » ¬« 0 ¼» d
¬ C2 R2 C2 R2 ¼ q2 t q1 t c >3 1@, D >0@
dt
Example 2.30 State-Variable Description from a Block Diagram 2. Output equation:
Determine the state-variable description corresponding to the block diagram in
Fig. 2.44.
2.44 The choice of the state variables is indicated on the diagram. y t 3q1 t q2 t
2.13.2 Transformations of The State
The transformation is accomplished by defining a new set of state variables
that are a weighted sum of the original ones.
³ ³ The input-output characteristic of the system is not changed.
1. Original state-variable description:
q Aq bx (2.70)
y cq Dx T = state-transformation matrix
(2.71)
Figure 2.44 (p. 172)
Block diagram of LTI system for Example 2.30. 2. Transformation: q’ = Tq q = T1 q’
<Sol.>
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3. New state-variable description: 3. State-variable description:
q c Tq d
q2 (t ) q1 (t )
d
q1c(t ) q2c (t )
c
1) State equation: q TAq Tbx. dt dt ª 0 1º ª0 º

Ac « bc « » ,
»,
q c TAT1qc Tbx. ¬ 1 2 ¼ ¬1 ¼
Old description New description
q= T1 q’
2. Output equation:
2) Output equation: cc >1 3@ , Dc > 0 @ .
y 3q1 (t ) q2 (t ) y 3q2c (t ) q1c( t )
y cT1q Dx.

Old description New description
3) If we set
Example 2.31 Transforming The State
Ac TAT1 , bc Tb, cc cT1 , and Dc D A discrete-time system has the state-variable description
then
1 ª 1 4 º ª2º 1
q c A cq bcx ccq Dcx A , b «4» , c >1 1@,
10 «¬ 4 1»¼
and y and D 2.
¬ ¼ 2
Ex. Consider Example 2.30 again. Let us define new states
Find the state-variable description Ac, bc, cc, Dc corresponding to the new states
q2c (t ) q1 (t ) and q1c(t ) q2 (t )
q1c[n] 12 q1[n] 12 q2 [n] and q2c [n] 1
2
q1[ n] 12 q2 [n]
Find the state-variable description.
<Sol.> <Sol.>
d d
1. State equation: q1 (t ) 2q1 (t ) q2 (t ) x (t ) q2c (t ) 2q2c (t ) q1c(t ) x( t ) 1. Transformation: qc = Tq, where
dt

dt

1 ª 1 1º
T .
old description New description
2 «¬ 1 1»¼
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ª 1 1º 2.14.1 Convolution
T1 « 1 1» . x and h are signal vectors.
¬ ¼ 1. MATLAB command: y = conv(x, h)
2. New state-variable description: 2. The number of elements in y is given by the sum of the number of elements in
x and h, minus one.
ª 1 0º ª1 º
Ac « 2 3
», bc « » , cc >0 1@, and Dc 2.
<pf.>
«¬ 0 10 »
¼ ¬3¼ 1) Elements in vector x: from time n = kx to n = lx
2) Elements in vector h: from time n = kh to n = lh
h This choice for T results in Ac being a diagonal matrix and thus separates
the state update into the two decoupled first-order difference equations 3) Elements in vector y: from time n = ky = kx + kh to n = ly = lx + ly
1 3 4) The length of x[n] and h[n] are Lx = lx kx + 1 and Lh = lh kh +1
q1 > n 1@ q1 > n @ x > n @ and q2 > n 1@ q2 > n @ 3 x > n @ 5) The length of y[n] is Ly = Lx + Lh 1
2 10
Ex. Repeat Example 2.1
2.14 Exploring Concepts with MATLAB Impulse and Input : From time n = kh = kx = 0 to n = lh = 1 and n = lx =2
h Two limitations:
Convolution sum: From time n = ky = kx + kh = 0 to n = ly = lx + lh = 3
1. MATLAB is not easily used in the continuous-time case.
The length of convolution sum: Ly = ly – ky + 1 = 4
2. Finite memory or storage capacity and nonzero computation times.
MATLAB Program: >> h = [1, 0.5];
h Both the MATLAB Signal Processing Toolbox and Control System Toolbox y=
are use in this section. >> x = [2, 4, -2];
>> y = conv(x,h) 2 5 0 -1
CHAPTER
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Repeat Example 2.3 Impulse response Input
Given h > n@ 1 4 u > n@ u > n 4@ and x > n @ u > n @ u > n 10@ .

Find the convolution sum x[n] h[n].
<Sol.>
1. In this case, kh = 0, lh = 3, kx = 0 and lx = 9
2. y starts at time n = ky = 0, ends at time n = ly =12, and has length Ly = 13.
3. Generation for vector h with MATLAB:
>> h = 0.25*ones(1, 4);
>> x = ones(1, 10);
4. Output and its plot:
>> n = 0:12;
>> y = conv(x, h);
>> stem(n, y); xlabel('n'); ylabel('y[n]')
Fig. 2.45.
Figure 2.45 (p. 177)
Convolution sum computed using MATLAB.
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2.14.2 The Step Response
>> h = (-0.9).^[0:49];
1. Step response = the output of a system in response to a step input >> u = ones(1, 50);
2. In general, step response is infinite in duration. >> s = conv(u, h);
3. We can evaluate the first p values of the step response using the conv >> stem([0:49], s(1:50))
function if h[n] = 0 for n < kh by convolving the first p values of h[n] with a 2. Step response: Fig. 2.47.
finite-duration step of length p.
1) Vector h = the first p nonzero values of the impulse response.
2) Define step: u = ones(1, p).
3) convolution: s = conv(u, h).
Ex. Repeat Problem 2.12
Determine the first 50 values of the step response of the system with impulse
Figure 2.47 (p. 178)
response given by
Step response
h > n@ U u > n@
n
computed using
MATLAB.
with U = 0.9, by using MATLAB program.
2.14.3 Simulating Difference equations
<Sol.>
N M
1. Difference equation:
1. MATLAB Commands: ¦ a y[n k] ¦ b x[n k]
k 0
k
k 0
k (2.36) Command:
filter
CHAPTER
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2. Procedure: 1. MATLAB Program:
1) Define vectors a = [a0, a1, …, aN] and b =[b0, b1, …, bM] representing the >> a = [1, -1.143, 0.4128]; b = [0.0675, 0.1349, 0.675];
coefficients of Eq. (2.36). >> x = zeros(1, 50); 0.5
2) Input vector: x >> zi = filtic(b, a, [1, 2]);
3) y = filter(b, a, x) results in a vector y representing the output of the system >> y = filter(b, a, x, zi); 0.4
for zero initial conditions. >> stem(y)
4) y = filter(b, a, x, zi) results in a vector y representing the output of the 0.3
2. Output: Fig. 2.28(b).
system for nonzero initial conditions zi.
3. System response to an
h The initial conditions used by filter are not the past values of the output. input consisting of the
0.2
h Command zi = filtic(b, a, yi), where yi is a vector containing the initial Intel stock price data
0.1
conditions in the order [y[1], y[2], …, y[N]], generates the initial Intc:
conditions obtained from the knowledge of the past outputs.
>> load Intc; 0
Ex. Repeat Example 2.16
>> filtintc = filter(b, a, Intc);
The system of interest is described by the difference equation -0.1
h We have assume that the
y> n@ 1.143y > n 1@ 0.4128 y > n 2@ 0.0675x> n@ 0.1349x> n 1@ 0.675x> n 2@ Intel stock price data are
-0.2
Determine the output in response to zero input and initial condition (2.73) in the file Intc.mat. 0 10 20 30 40 50
y[1] = 1 and y[2] = 2. h The command [h, t] = impz(b, a, n) evaluates n values of the impulse response
<Sol.> of a system described by a different equation.
CHAPTER
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2.14.4 State-
State-Variable Descriptions Ex. Repeat Example 2.31.
h MATLAB command: ss Representing the matices A,b,c, and D. 1. Original state-variable description:
1. Input MATLAB arrays: a, b, c, d
1 ª 1 4 º ª2º 1
A , b «4» , c >1 1@, D 2,
10 «¬ 4 1»¼
2. Command: sys = ss(a, b, c, d, -1) produces an LTI object sys that represents and
the discrete-time system in state-variable form. ¬ ¼ 2
Ϫ Continuous-time case: sys = ss(a, b, c, d) 2. State-transformation matrix:
No 1
h System manipulation: 1 ª 1 1º
T .
1. sys = sys1 + sys2 Parallel combination of sys1 and sys2. 2 «¬ 1 1»¼
2. sys = sys1 sys2 Cascade combination of sys1 and sys2. 3. MATLAB Program:
h MATLAB command: lsim >> a = [-0.1, 0.4; 0.4, -0.1]; b = [2; 4];
1. Command form: y = lsim(sys, x) >> c = [0.5, 0.5]; d = 2;
2. Output = y, input = x. >> sys = ss(a, b, c, d, -1); % define the state-space object sys
h MATLAB command: impulse >> T = 0.5*[-1, 1; 1, 1];
1. Command form: h = impulse(sys, N) >> sysT = ss2ss(sys, T)
2. This command places the first N values of the impulse response in h. 4. Result:
h MATLAB routine: ss2ss Perform the state transformation
1. Command form: sysT = ss2ss(sys, T), where T = Transformation matrix
CHAPTER
Time-
Time-
Original Sys te m Imp ulse Re sp ons e
a= b= 2. Simulation results: 3
x1 x2 u1 c= d= Fig. 2.48.
x1 -0.5 0 x1 1 x1 x2 u1 h We may verify that 2
Amplitude
x2 0 0.3 x2 3 y1 0 1 y1 2 the original and
transformed systems
Sampling time: unspecified 1
have the (numerically)
Discrete-time model.
identical impulse
Ex. Verify that the two systems represented by sys and sysT have identical response by computing 0
0 2 4 6 8 10
input-output characteristic by comparing their impulse responses . the error, err = h – hT. Time
<Sol.> Trans formed Syste m Impu lse Re spons e
3
1. MATLAB Program: >> h = impulse(sys, 10); hT = impulse(sysT, 10);
>> subplot(2, 1, 1) Figure 2.48
>> stem([0:9], h) (p. 181) 2
Amplitude
>> title ('Original System Impulse Response'); Impulse responses
>> xlabel('Time'); ylabel('Amplitude') associated with the
1
>> subplot(2, 1, 2) original and transformed
>> stem([0:9], hT) state-variable
>> title('Transformed System Impulse Response'); descriptions computer 0
0 2 4 6 8 10
>> xlabel('Time'); ylabel('Amplitude') using MATLAB. Time
CHAPTER
Time-
Time-
-17
x 10
1
-1
Amplitude e rr
-2
-3
-4
-5
-6
0 2 4 6 8 10
Time
Plot for err = h hT

Lecture02 LTI Time-Domain Representations

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Lecture02 LTI Time-Domain Representations

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CHAPTER

 x >1@G > n  1@  x > 2@G > n  2@  

Signals and Systems_Simon 1 Signals and Systems_Simon 2

Figure 2.2a (p. 100) Illustration of the

Figure 2.6 (p. 111)

Signals and Systems_Simon 21 Signals and Systems_Simon 22

2. Impulse response of LTI system H: Input x(t) Output y(t)

3) For third interval 2  t:

Example 2.8 Another Reflect-and-Shift Convolution Evaluation

Figure 2.17a (p. 125) 1’st interval: t < E  T0

Matched filter output x(t). a / 2 cos wc  E >t  T0  E @  a / 4Z c sin wc 2W  E  t tET 0

Signals and Systems_Simon 39 Signals and Systems_Simon 40

? y (t ) a / 2 cos wc t  E ¬ªt  E  T0 ¼º  a / 4Z c ¬ªsin wc t  2T0  E  sin wc E  t ¼º 2.6 Interconnection of LTI Systems

(a / 2) cos Zc (t  E ) > E  70  t @  (a / 4Zc ) sin Zc (2W  E  t ) E 70

(a / 2) cos Zc (t  E ) > E  t  70 @  (a / 4Zc ) ª¬sin Zc ( E  2W  t )  sin Zc (t  E ) º¼

1. Two LTI systems: Fig. 2.19(a).

Define h(t) = h1(t) h2(t), then

h Table 2.1 summarizes the interconnection properties presented in this section.

2. For a continuous-time causal LTI system, x[n] d M x d f x[n  k ] d M x

h(W ) 0 for W  0 and it follows that

2.7.3 Stable LTI Systems y[n] d Mx ¦ h[k] (2.28)

h Continuous-time case: Ϭ Special case:

Is this system causal, memoryless, and BIBO stable?

impulse response characteristics. s[n] h[n]* u[n] ¦ h[k ]u[n  k ].

3. Since u[n  k] = 0 for k > n and u[n  k] = 1 for k n, we have

2.9 Differential and Difference Equation Representations of

2. Linear constant-coefficient difference equation:

Fig. 2.28 (a).

Signals and Systems_Simon 67 Signals and Systems_Simon 68

Fig. 2.28 (c).

Fig. 2.28 (b).

Fig. 2.28 (d).

Fig. 2.28 (e).

Figure 2.28a (p. 145)

Signals and Systems_Simon 71 Signals and Systems_Simon 72

Example 2.20 RC Circuit (continued): Particular Solution

y > n @ U y > n  1@  x > n @

22,000  b ch 1.1  10b

22, 000 1.1

input. ; and a time shift for discrete-time LTI

Figure 2.32 (p. 162) Figure 2.33

Signals and Systems_Simon 93 Signals and Systems_Simon 94

³ y[n] (b1  a1 )q1[n]  (b2  a2 )q2 [n]  x[n] (2.59)

1. State variables: The voltage across where d

Repeat Example 2.3 Impulse response Input

Given h > n@ 1 4 u > n@  u > n  4@ and x > n @ u > n @  u > n  10@ .

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x >1@G > n 1@ x > 2@G > n 2@

3) For third interval 2 t:

Figure 2.17a (p. 125) 1’st interval: t < E T0

Matched filter output x(t). a / 2 cos wc E >t T0 E @ a / 4Z c sin wc 2W E t tET 0

? y (t ) a / 2 cos wc t E ¬ªt E T0 ¼º a / 4Z c ¬ªsin wc t 2T0 E sin wc E t ¼º 2.6 Interconnection of LTI Systems

(a / 2) cos Zc (t E ) > E 70 t @ (a / 4Zc ) sin Zc (2W E t ) E 70

(a / 2) cos Zc (t E ) > E t 70 @ (a / 4Zc ) ª¬sin Zc ( E 2W t ) sin Zc (t E ) º¼

2. For a continuous-time causal LTI system, x[n] d M x d f x[n k ] d M x

h(W ) 0 for W 0 and it follows that

impulse response characteristics. s[n] h[n]* u[n] ¦ h[k ]u[n k ].

3. Since u[n k] = 0 for k > n and u[n k] = 1 for k n, we have

y > n @ U y > n 1@ x > n @

22,000 b ch 1.1 10b

22, 000 1.1

³ y[n] (b1 a1 )q1[n] (b2 a2 )q2 [n] x[n] (2.59)

Given h > n@ 1 4 u > n@ u > n 4@ and x > n @ u > n @ u > n 10@ .