CHAPTER

2Time Domain
Representation
of Linear Time
Invariant (LTI)
Systems.
EMT 293 - Signal Analysis
1
 2.0 Time Domain
Representation of Linear
Time Invariant (LTI)
System.
2.1 Introduction.
2.2 LTI System Properties.
2.3 Convolution Sum.
2.4 Convolution Integral.
2.5 Interconnection of LTI System.
2.6 LTI System Properties and Impulse
Response.
2.7 The Step Response.
2.8 Solving Differential & Difference Equation.
2.9 Characteristics of system natural and
forced
response.
2.10 State variable description of LTI systems2
2.1 Introduction.
Learning Outcome:
Examine several methods for describing the
relationship between the input and the output signals
of LTI system.
(1) Impulse Response.
(2) Linear Constant-Coefficient Differential.
(3) Block Diagram.

3
2.2 LTI System
Properties.
 If we know the response of the LTI system to some
inputs, we actually know the response to many
input.
(1) Commutative Property.

y  t   x  t  * h t   h t  * x  t 

4
Cont’d…
(2) Distributive Property.

y  t   x t  *  h1  t   h2  t  
y  t   x t  * h1  t   x t  * h2  t 

5
Cont’d…
(3) Associative Property.

y  t    x t  * h1  t   * h2  t 
y  t   x t  *  h1  t  * h2  t  

6
2.3 Convolution Sum.
 x[n] is a signal as a weighted sum of basis function; time-shift
version of the unit impulse signal. x[k] represents a specific
value of the signal x[n] at time k.

x n   x k   n  k 
k  
 The output of the LTI system y[n] is given by a weighted sum
of time-shifted impulse response. h[n] is the impulse
response of LTI system H.


y n    x k h n  k 
k  
 The convolution of two discrete-time signals y[n ] and h[n] is
denoted as


x n * h n   x k h n  k 
k   7
Cont’d…

Figure 2.1: Graphical example illustrating the representation of a signal x[n]

as a weighted sum of time-shifted impulses.

8
Cont’d…

y n  x n * h n   x k h n  k 
k  

Steps for Convolution Computation.

Step 1:
1 Plot x and h versus k since the convolution sum is on k.

Step 2:
2 Flip h[k] around the vertical axis to obtain h [- k].

Step 3:
3 Shift h [-k] by n to obtain h [n- k].

Step 4:
4 Multiply to obtain x[k] h[n- k].

Step 5:
5 Sum on k to compute

Step 6:
6 Index n and repeat Stepx3-6.
  k h n  k 
m

9
Example 2.1: Convolution Sum.
For the figure below, compute the convolution, y[n].

Figure 2.2a: Illustration of the convolution sum. (a) LTI system

with impulse response h[n] and input x[n], producing y[n]
and yet to be determined.

10
Solution:

 .
Figure 2.2b: The decomposition of the input x[n] into a weighted sum of time-shifted
impulses results in an output y[n] given by a weighted sum of time-shifted
impulse responses.

11
Example 2.2: Convolution.
The LTI h[n] having an impulse response of

 2, n  0
 3, n  1  1, n  1
  input 
x nthe h n    2, n  0
and
Solution:   2, n  2 0, Otherwise
0, Otherwise 

Details: Explained in class.

.

12
Example 2.3: Convolution.
The LTI h[n] having an impulse response of

n
3 x  n   u  n   u  n  6
h n     u  n  and the input
4
Find the convolution of, y[n]=x[n]*h[n].
Solution:

.

13
In Class Exercise.

x  n   u  n   u  n  6

14
2.3.1 Convolution Sum
Evaluation Procedure.
 An alternative approach to evaluating the convolution sum.
 Recall, the Convolution Sum is expressed as;


y n    x k h n  k 
define an intermediate signal as; k  

so, wn  k   x k  h n  k 

 Time shift n determines the time at     
n  wewevaluated
y which n k the
output of the system. k  
 The above formula is the simplified version of Convolution
Sum, where we need to determine one signal wn[k] each
time.
15
Example 2.4: Convolution Sum Evaluating by using
an Intermediate Signal.
n
Consider a system with impulse responseh n   3  u n
 
Use the equation below to determine the output  4  of the system at
times n=-5, n =5, and n =10 when the input is x[n]=u[n].
Solution:
In Figure 2.3 below x[k] is superimposed on the reflected and
time-shifted impulse response h[n-k].

 3  n  k
,k  n
For n=-5, we have  n  k    4This
w-5h[k]=0.  result
 , otherwise in y[-5]=0.
 0

For n=5, we have

 3 5 k
The result is in Figure 2.3(c).
  ,0  k  5
w5  k    4 
 0 , otherwise


16
Cont’d…
k
5 5 4
3  
y 5      3 
 4  k 0
6
4
5 1  
3  3   3.288
 
 4  1  4 
 
For n=10, we have  3

 3 10 k
 ,0  k  10
w10  k    4 
 0 , otherwise

The result is in Figure 2.3(d).
k
10 10 4
3  
y10      3 
 4  k 0
11
4
10 1   
3  3
   3.831
 4  1  4 
 
3
Note: for n<0, wk[n]=0, because no overlap occur.

17
Cont’d…

Figure 2.3: (a) The input signal x[k] above the reflected and time-
shifted impulse response h[n – k], depicted as a function of k.
(b) The product signal w5[k] used to evaluate y [–5].
(c) The product signal w5[k] used to evaluate y[5]. (d) The
product signal w10[k] used to evaluate y[10].

18
2.4 Convolution Integral.
 Derivation of Convolution
Integral.

(a) The operator H

denotes the system in
which the x(t) is applied.

(b) Use the linearity

property.

(c) Define impulse

response as unit impulse
input.
19
Cont’d…
 The time invariance implies that a time-shifted impulse
input result in a time shift impulse response output as in
Figure 2.4 below. 
y t    x h t    d


x  t  * h t    x h t    d .


where h  t   H   t 

Figure 2.4: (a) Impulse response of an LTI system H. (b) The output of an
LTI system to a time-shifted and amplitude-scaled impulse is a time-
shifted and amplitude-scaled impulse response.

20
Cont’d…
To compute the superposition integral

y n  x n * h n   x   h  t   

Step for Convolution Integral Computation.
Step 1:
1 Plot x and h versus  since the convolution sum is on .

Step 2:
2 Flip h( around the vertical axis to obtain h(-.

Step 3:
3 Shift h() by t to obtain h(t-).

Step 4:
4 Multiply to obtain x() h(t-).

5 Integrate on  to compute
Step 5:

6 Increase  and repeat Step 3-6.

Step 6:
 x h t   


21
Example 2.5: Convolution Integral.
Given a RC circuit below (RC=1s). Use convolution
to determine the voltage across the capacitor y(t).
Input voltage x(t)=u(t)-u(t-2).

a
Solution:
y(t)=x(t)*h(t)
- capacitor start
charging at t=0 t
and discharging
at t=2. b

22
Cont’d…

23
Cont’d…

.

24
2.5 Interconnection of LTI
System.
 The objective of this section is to develop the
relationship between the impulse response of
an interconnection of LTI systems and impulse
response of the constituent systems.
2.5.1 Parallel Connection of LTI System.
2.5.2 Cascade Connection of LTI System.

25
2.5.1 Parallel Connection
of LTI Systems.
 Two LTI systems with impulse response h1(t)
and h2(t) connected in parallel, as in Figure 2.5
below.

Figure 2.5: Interconnection of two LTI systems.

(a) Parallel connection of two systems. (b) Equivalent system.
 Derivation;
y  t   y1  t   y2  t 
 x t  * h1  t   x t  * h2  t 
26
Cont’d…  
y t    x h  t    d   x h  t    d
1 2
 

y t    x    h  t     h  t    
1 2


  x   h  t   


 Where h(t) = h1(t)+h2(t).  x t  * h t 

 The impulse response of the overall system
represented by the two LTI systems connected in
parallel is the sum of their individual impulse
response.
response
x t  * h1  t   x t  * h2  t   x t  *  h1  t   h2  t 
 Distributive property of convolution (CT and DT),

x t  * h1  t   x t  * h2  t   x t  *  h1  t   h2  t 
27
2.5.2 Cascade Connection
of Systems.
 The impulse response an equivalent system
representing two LTI systems connected in cascade
is the convolution of their individual impulse
responses.
responses

Figure 2.6: Interconnection of two LTI systems. (a) Cascade

connection of two systems. (b) Equivalent system. (c)
Equivalent system: Interchange system order.
28
Cont’d…

 Derivation;

29
Cont’d…

30
Cont’d…

31
Cont’d…
Continuous Time
 Associative properties

 x t  * h1  t   * h2  x  t  *  h1  t  * h2  t  

 Commutative properties. It is often used to simplify

the evaluation or interpretation of the convolution
integral.
h1  t  * h2  t   h2  t  * h1  t 
Discrete Time
 Associative properties
 x t  * h1  t  * h2  x t  *  h1  t  * h2  t 
 Commutative properties.

h1  t  * h2  t   h2  t  * h1  t 
32
Example 2.6: Equivalent System to Four
Interconnected System.
The interconnected of four LTI system is shown in figure below.
Given the impulse response of the system,
h1[n]=u[n]
h2[n]=u[n+2]- u[n]
h3[n]=[n-2] and h4[n]=anu[n]
h1[n]=u[n]
Find the impulse response of the overall system.
Solution:
h[n]=(h1[n]+h2[n])*h3[n]-h4 [n],
Substitute the specific form of h1[n] and h2[n] to obtain.
h12[n]=u[n]+u[n+2]-u[n]
=u[n+2]

33
Cont’d…
Convolving h12[n] with h3[n].
h123 [n]= u[n]+u[n+2]*[n]
= u[n]
Finally, we sum h123[n] and -h4[n] to obtain the overall impulse
response:
h[n]= {1-n}u[n].

Figure 2.7 : Interconnection of systems.

.

34
2.6 Relations between LTI
System Properties and
Impulse Response.
The impulse response characterized the input
output behavior of an LTI system. Below are the
properties of the system that relates to the impulse
response.
2.6.1 Memoryless LTI Systems.
2.6.2 Causal LTI Systems.
2.6.3 Stable LTI Systems.
2.6.2 Invertible LTI Systems.

35
2.6.1 Memoryless LTI
Systems.
 The output of a memoryless system depends only
on the present input.

Continuous Time;

Discrete Time;

36
2.6.2 Causal LTI Systems.
 The output of a causal system depends only on the
past input.

Continuous Time;

Discrete Time;

37
2.6.3 Stable LTI Systems.
 Bounded Input Bounded Output (BIBO) stable
system.

 Discrete Time: absolute summability of the

impulse response.

 Continuous Time;

38
2.6.4 Invertible System
and Deconvolution.
 Deconvolution is the process of recovering x(t) from
h(t)*x(t).

 An exact inverse system may be difficult to find or

implement. Determination of an approximate solution is
often sufficient.

Figure 2.8: Cascade of LTI system with impulse response h(t) and
inverse system with impulse response h-1(t).
39
2.7 Step Response.
 Step response is defined as output due to a unit
step input signal. n
s n    h k 
k  

 Step response s[t] of the discrete

t
time is the
s  t response.
running sum of the impulse   h   d 


 Step response s(t) of the continuous time system

is the running integral of the impulse response.
 Step response can be inverted to express in term of
impulse response. h n  s n  s n  1
d
h t   s t 
dt 40
Example 2.7: RC Circuit of Step
Response.
The impulse response of1the tRC circuit is,
h t   e RC u  t 
RC

Find the step response of the circuit.

Solution:
The step represented a switch that turns on a
constant voltage source at time t=0. We expect the
capacitor voltage to increase toward the value of the
source in an exponential
t 
manner.
1 
s t    RC e RC
u    d


41
Cont’d…
We simplify the integral to get

 0, t  0

s t    1
t 

 e RC u   d ,
 RC
 

 0, t  0
 

1  e RC , t  0

Figure 2.9: RC circuit step response for RC = 1 s.

.
42
2.8 Solving Differential and
Difference Equation.
 The output of Differential and Difference Equation
can be described as the sum of two components;
(1) Homogeneous Solution y(h).
(2) Particular Solution y(p).
 The complete solution is y = y(h) + y(p)

**Note: ( ) and [ ] are omit when referring to continuous and discrete time.

43
2.8.1 Homogeneous
Solution.
 Homogeneous form of difference and differential equation is
obtained by setting all the terms involving the input to zero.
Continuous-time System
 Solution of homogeneous equation

N
d k (h)
 ak k y  t   0
k 0 dt
Equation (1)
N
 h
y oft the
 Where the r1 are the N roots  
 system’s rt
ci e i characteristic
equation i 1

results in y
(h)
 k
0
ak rhomogeneous
 Substitution of equation (1) into the equation
(t) is a solution for any set of constant c
k 0 i

44
Cont’d…
Discrete-time System
Solution of homogeneous equation

N
d k (h)
 ak k y  n  k   0
Equation (2) k 0 dt
N
Where the r1 are the N roots ofythe   
 h  system’s characteristic
n  ci ri
n

equation i 1

 k 0
a
Substitution of equation (2) intokthe
r N k

 0 homogeneous equation
results in y(h)[t] is a solution for any set of constant ci. Note the
CT and DT characteristic equations are different.

45
2.9 Characteristics of systems :
natural and forced response.
2.9.1 Natural Response
Is the system output for zero input thus describes
the manner in
which the system dissipates any stored energy or
memory of the
past represented by non-zero initial conditions.
The natural response assumes zero input, it is
obtained from the
homogenous solution in Equation (1) and (2).
Does not involve a particular solution.

46
2.9.1 Forced Response
 Is the system output due to the input signal assuming
zero initial conditions.
 The forced response is the same form as complete
solution of the differential or difference equation.
 A system with zero initial conditions is said to be “at
rest”, since there is no stored energy or memory in
the system.
 The forced response describes the system behavior
that is “forced” by the input when the system is at
rest.
 The forced response depends on particular solution,
which is valid only for times t>0 or n>0.

47
Example 2.9: Forced Response.
The system is describe by the first order recursive system,

1
y n   y n  1  x n
Find the force response of the system if the input4 x[n]=(1/2)nu[n].
Solution:
The difference between the previous example is the initial condition.
Recall the complete solution is of the form

To obtain c1, we translate the at-rest condition n y[-1]=0 n to time n=0 by

 1   1 
noting that y n  2   c1   , n  0
2 4
y[0]=1+(1/4)x0, now we know y[0]=1 and use to solve for c1.
1=2(1/2) 0 + c1(1/4)0 ; c1= -1 1
The force response is, y  0   x  0   y  1
4
.

n n
1 1
y  n  2     , n  0
(f)
48
2 4
Example 2.10: Complete Response.

.

49
Block Diagram Representation.
 Block diagram is an interconnection of elementary operations
that act on the input signal.
 A more detailed representation of the system than the impulse
response or differential (difference) equation description since it
describes how the system’s internal computations or operations
are ordered.
 Block diagram representations consists of an interconnection of
three elementary operations on signals;
(1) Scalar Multiplication: y(t) = cx(t) or y[n] = cx[n] ;
c is a scalar
(2) Addition: y(t) = x(t) + w(t) or y[n] =x[n] + w[n]
(3) Integration for continuous-time LTI system:
t
y(t) = ∫ -∞ x(τ) dτ
and a time shift for discrete-time LTI systems:
y[n] = x[n-1]

50
Cont’d…
Block Diagram Representation.

Figure 2.10: Symbols for elementary operations in block

diagram descriptions of systems. (a) Scalar multiplication.
(b) Addition. (c) Integration for continuous-time systems
and time shifting for discrete-time systems.

51
Example of Difference Equation:
Discrete-Time System: Second Order Difference Equation.

Figure 2.11: Block Diagram Representation of Discrete Time LTI system

Described by second order Differential Equation.

52
Cont’d…
Discrete-Time System: Second Order Difference Equation.

Figure 2.12: Direct form II representation of an LTI system described by a

second-order difference equation.

53
2.10 State variable descriptions
of LTI systems
 Consist of a series of coupled first order differential or
difference equations that describe how the state of the
system evolves and an equation that relates the output
of the system to the current state variables and input.
 These equation are written in matrix form.

 * Refer to page 167 to 175 (Signals and Systems; 2nd

Edition;
 Simon Haykin, Barry Van Veen) : Find more
examples and
problems

54