Chapter 3

CT LTI Systems
A Continuous-Time System
How do we know the output?
System
X(t) y(t)
LTI Systems
Time Invariant
X(t) y(t) & x(t-to) y(t-to)
Linearity
a1x1(t)+ a2x2(t) a1y1(t)+ a2y2(t)
a1y1(t)+ a2y2(t)= T[a1x1(t)+a2x2(t)]
Meet the description of many physical systems
They can be modeled systematically
Non-LTI systems typically have no general
mathematical procedure to obtain solution

What is the input-output relationship for LTI-CT Systems?
An approach (available tool or operation) to describe the
input-output relationship for LTI Systems


In a LTI system
o(t) h(t)
Remember h(t) is T[o(t)]
Unit impulse function the impulse response
It is possible to use h(t) to solve for any input-output
relationship


One way to do it is by using the Convolution Integral

Convolution Integral
LTI System
X(t)=o(t) y(t)=h(t)
LTI System: h(t)
X(t) y(t)
Convolution Integral
Remember


So what is the general solution for
LTI System
X(t)=Ao(t-kto) y(t)=Ah(t-kto)
LTI System
X(t) y(t)
?
Convolution Integral
Any input can be
expressed using the
unit impulse function


) ( ) 1 )( ( ) ( ) (
) ( ) ( ) ( ) (
) ( ) ( ) ( ) (
) ( ) ( ) (
) ( ) (
t x t x d t t x
d t x d t t x
t t t x t t t x
t dt t t t
t t
o o o
o o
= =
=
=
=
=
}
} }
}

t t o
t t o t t t o
o o
| o |
o o
t t o t d t x t x ) ( ) ( ) ( =
}

LTI System
X(t) y(t)
Sifting
Property
Proof:
tot and
integrate by dt
Convolution Integral
Given

We obtain Convolution
Integral

That is: A system can be
characterized using its
impulse response:
y(t)=x(t)*h(t)

LTI System
X(t) y(t)
| |
t t t
t t o t
t t o t
t o t
o
d t h x t y
d t T x t y Linearity
d t x T t y
t T t h
t T t h
t x T t y
) ( ) ( ) (
) ( ) ( ) ( :
) ( ) ( ) (
)} ( { ) (
)} ( { ) (
)} ( { ) (
=
=
(

=
=
=
=
}
}
}

LTI System: h(t)
X(t) y(t)
Do not confuse convolution with multiplication!
y(t)=x(t)*h(t)
By definition
Convolution Integral
LTI System: h(t)
X(t) y(t)
Convolution Integral - Properties
Commutative
Associative
Distributive


Thus, using commutative property:
t t t t t t d t x h d t h x t x ) ( ) ( ) ( ) ( ) ( = =
} }

)] ( * ) ( [ )] ( * ) ( [ )] ( ) ( [ * ) (
)] ( * ) ( [ * ) ( ) ( * )] ( * ) ( [
) ( * ) ( ) ( * ) (
2 1 2 1
2 1 2 1
t h t x t h t x t h t h t x
t h t h t x t h t h t x
t x t h t h t x
+ = +
=
=
Draw the block diagram representation!
Convolution Integral - Properties
)] ( * ) ( [ )] ( * ) ( [ )] ( ) ( [ * ) (
)] ( * ) ( [ * ) ( ) ( * )] ( * ) ( [
) ( * ) ( ) ( * ) (
2 1 2 1
2 1 2 1
t h t x t h t x t h t h t x
t h t h t x t h t h t x
t x t h t h t x
+ = +
=
=
Commutative
Associative
Distributive

Simple Example
What if a step unit function is
the input of a LTI system?


S(t) is called the Step
Response



LTI System
u(t) y(t)=s(t)
dt t s dt t y t h Note
d h
d t u h d t h u t s t y
t u t h t x t h t s t y
t u S t y
t
/ ) ( / ) ( ) ( :
) (
) ( ) ( ) ( ) ( ) ( ) (
) ( ) ( ) ( ) ( ) ( ) (
)} ( { ) (
c = c =
=
= = =
- = - = =
=
}
} }

t t
t t t t t t
Step response can be obtained by
integrating the impulse response!
Impulse response can be obtained by
differentiating the step response
Example 1
Consider a CT-LTI system. Assume the impulse response
of the system is h(t)=e^(-at) for all a>0 and t>0 and input
x(t)=u(t). Find the output.
h(t)=e^-at
u(t) y(t)
( )
( )
) ( ) 1 (
1
) 1 (
1
) ( ) (
) ( ) ( ) (
) ( ) ( ) ( ) ( ) (
0
t u e
a
e
a
d e
d t u u e
d t u h t y
t u t h t x t h t y
at
at
t
a
a

=
=
=
- = - =
}
}
}
t
t t t
t t t
t
t
Draw x(t), h(t), h(t-t),etc. next slide
Because t>0
The fact that a>0 is not an issue!
Example Cont.
y(t)
t>0
t<0
Remember we are plotting it over t
and t is the variable
U(-(t-t))
U(-(t-t))
*
( )
( )
) ( ) 1 (
1
) 1 (
1
) ( ) (
) ( ) ( ) (
) ( ) ( ) ( ) ( ) (
0
t u e
a
e
a
d e
d t u u e
d t u h t y
t u t h t x t h t y
at
at
t
a
a

=
=
=
- = - =
}
}
}
t
t t t
t t t
t
t
t
Example 2
Consider a CT-LTI system. Assume the impulse response
of the system is h(t)=e^-at for all a>0 and t>0 and input
x(t)= e^at u(-t). Find the output.
h(t)=e^-at
x(t) y(t)
( )( )
( ) ( ) ( )
( ) ( ) ( )
0
2
1
) (
2
1
] 0 1 [
2
1
0
2
1
2
1
0
) ( ) (
) ( ) ( ) (
) ( ) ( ) ( ) ( ) (
0
2
2 2
) (
> =
= = >
= = <
=
=
- = - =

}
}
}
}
a e
a
t y
e
a a
e d e e t
e
a
e
a
e d e e t
d t u e u e
d t h x t y
t u t h t x t h t y
t a
at at a at
at at at
t
a at
t a a
t
t
t t t
t t t
t
t
t t
Draw x(t), h(t), h(t-t),etc. next slide
Note that for
t>0; x(t) =0; so
the integration
can only be
valid up to t=0
Example Cont.
0
2
1
) (
) ( ) ( ) ( ) ( ) (
> =
- = - =

a e
a
t y
t u t h t x t h t y
t a
*
h(t)=e^-at u(t)
x(t)= e^at u(-t)
t t t d t x h t y
t u t h t x t h t y
) ( ) ( ) (
) ( ) ( ) ( ) ( ) (
=
- = - =
}

?
Another Example
notes
Properties of CT LTI Systems
When is a CT LTI system memory-less (static)



When does a CT LTI system have an inverse system (invertible)?


When is a CT LTI system considered to be causal? Assuming the
input is causal:



When is a CT LTI system considered to be Stable?


) ( ) ( ) ( ) ( t Kx t y t K t h = = o
) ( ) ( * ) ( t t h t h
i
o =
t t t t t t d t x h d t h x t y
t t
) ( ) ( ) ( ) ( ) (
0 0
= =
} }
notes
< =
}

dt t h t y ) ( ) (
Example
Is this an stable system?




What about this?
) ( ) (
3
t u e t h
t
=
) ( ) (
3
t u e t h
t
=
notes
3 / 1 ) (
) ( ) (
0
3 3
= =
< =
} }
}

dt e dt t u e
dt t h t y
t t
Differential-Equations Models
This is a linear first order differential equation with
constant coefficients (assuming a and b are constants)



The general nth order linear DE with constant equations
is
Is the First-Order DE Linear?
Consider


Does a1x1(t)+ a2x2(t) a1y1(t)+ a2y2(t)?

Is it time-invariant? Does input delay results in an output delay by
the same amount?

Is this a linear system?
notes
notes
Sum Integrator
a
-
+
X(t)
Y(t) e(t)
Example
Is this a time invariant linear system?
R
L V(t)
Ldi(t)/dt + Ri(t)= v(t)
a= -R/L
b=1/L
y(t)=i(t)
x(t) = V(t)
Solution of DE
A classical model for the solution of DE is
called method of undermined coefficients


yc(t) is called the complementary or natural
solution
yp(t) is called the particular or forced solution
Solution of DE
Thus, for
x(t) =constant yp(t)=P
x(t) =Ce^-7t yp(t)= Pe^-7t
x(t) =2cos(3t) yp(t)=P1cos(3t)+P2sin(3t)


Example
Solve
Assume x(t) = 2 and y(0) = 4



What happens if
notes
yc(t) = Ce^-2t; yp(t) = P; P = 1
y(t) = Ce^-2t + 1
y(0) = 4 C = 3 y(t) = 3e^-2t + 1

Schaums Examples
Chapter 2:
2, 4-6, 8, 10, 11-14, 18, 19, 48, 52, 53,