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Lecture Week 2_annotated

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Zherui Zhong
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Lecture Week 2_annotated

Uploaded by

Zherui Zhong
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Week 2

LINEAR TIME-INVARIANT SYSTEMS


The fundamental result in LTI system theory is that any LTI system can be characterized
entirely by a single function called the system's impulse response.

The output of the system is simply the convolution of the input to the system with
the system's impulse response.
• Linearity and time invariance (which are the
basic system properties) play fundamental
role in signal&system analysis because :

Many physical processes possess these properties


and thus can be modeled as linear time-invariant
(LTI) systems.. LTI systems can be analyzed in
considerable detail

• Most signal processing applications involve LTI


systems
• LTI system can be completely characterized by
their impulse response
What is Linear Time Invariant (LTI)?
Linearity  relationship between the input and output of
the system is a linear map.

If input x1(t) produces response y1(t), and input x2(t)


produces response y2(t)

Then the system is linear if:


1. The response to 𝑥𝑥1 𝑡𝑡 + 𝑥𝑥2 𝑡𝑡 is 𝑦𝑦1 𝑡𝑡 +𝑦𝑦2 𝑡𝑡 :
additive property
2. The response to 𝑎𝑎𝑥𝑥1 𝑡𝑡 is 𝑎𝑎𝑎𝑎1 𝑡𝑡 , where 𝑎𝑎 is any
complex constant: scaling or homogeneity property
In words, linearity means:
• Scaling before or after the system is the same.
• Summing before or after the system is the same.
https://www.princeton.edu/~cuff/ele301/files/lecture2_1.pdf
Is the system linear?

Solution
Test the system with input 𝑥𝑥1 𝑛𝑛 = 2 and 𝑥𝑥2 𝑛𝑛 = 3
What is Linear Time Invariant (LTI)?
Time invariance  whether we apply an input to
the system now or T seconds from now, the output
will be identical except for time delay of T seconds.

If output due to input x(t) is y(t), the output to


input x(t-T) is y(t-T).

Hence the system does not depend on the


particular time the input is applied.
• The property of time invariance allow us to
develop a complete characterization of any LTI
system in terms of its response to a unit
impulse.

• Referred to as the convolution sum in


discrete-time case and convolution integral in
continuous time

• Provides considerable analytical convenience


in dealing with LTI systems.
2.1 : Discrete-time LTI systems: The
convolution sum
The representation of discrete-time signals in
terms of impulses.

 How discrete-time unit impulse can be used


to construct any discrete-time signal as a
sequence of individual impulses.
Decomposition of a discrete-time signal into a weighted
sum of shifted impulses.

Shifted unit impulses


𝛿𝛿 𝑛𝑛 − 𝑘𝑘 , where the
weights are linear
combination of x[k].
… (2.2)

Eqn (2.2) sifting property of the discrete-time unit impulse. The summation on the
right side sifts through the sequence of values x[k] and preserves on the value
corresponding to k=n
Hence, the sum of the 5 sequences in the figure equals x[n] for -2≤ 𝑛𝑛 ≤ 2.
For example as below:
Also known as the convolution of the sequences x[n] and h[n].
The signal x[n] is applied as the input to a linear system whose responses
ℎ−1 𝑛𝑛 , ℎ0 𝑛𝑛 , and ℎ1 𝑛𝑛 to the signals 𝛿𝛿 𝑛𝑛 + 1 , 𝛿𝛿[𝑛𝑛] and 𝛿𝛿[𝑛𝑛 − 1], respectively
The response at time n of a linear
system is simply the superpositon
of responses due to the input
value at each point in time
Actual output
Actual input
Convolution is used to compute the output of LTI system
given input x[n] and impulse response h[n]
Example 2.1
Consider an LTI system with impulse response h[n] and input x[n].
The two echoes
of the impulse
response
needed to
generate y[n]

y[n] = 0.5 h[n] + 2h[n-1]


Exercise

Solution:

Watch this video to check your work:


https://www.youtube.com/watch?v=W56uw9GUvxU
Properties of Linear Time-Invariant
Systems
1) The commutative property
2) The associative property
3) The distributive property
4) LTI systems with and without memory
5) Causality for LTI systems
6) Stability for LTI systems
The commutative property
In discrete time

x[n] h[n] y[n] h[n] x[n] y[n]

∞ ∞
x[k ] ∗ h[k ] = ∑ x[k ]h[n − k ] = ∑ h[k ]x[n − k ] = h[k ] ∗ x[k ]
k = −∞ k = −∞

In continuous time

x(t) ∗ h(t) = h(t) ∗ x(t)

The roles of x[n] and h[n] are interchanged.


The associative property

In discrete time
x[n] ∗ (ℎ1 [n]∗ ℎ2 [n]) = (x[n] ∗ ℎ1 [n]) ∗ ℎ2 [n]

In continuous time
x[t] ∗ (ℎ1 [t]∗ ℎ2 [t]) = (x[t] ∗ ℎ1 [t]) ∗ ℎ2 [t]
Associative
property of
convolution and
the implication of
this and the
commutative
property for the
series
interconnection of
LTI systems.

The overall system response does not depend upon the order of the systems in the
cascade.

Only applicable for linear time-invariant system (LTI). Not applicable to nonlinear
system.
The distributive property

For both discrete and continuous time


Infinite sum formula
1
∑∞
𝑘𝑘=0 𝛼𝛼 𝑘𝑘
=
1−𝛼𝛼

Finite sum formula


1−𝛼𝛼 𝑛𝑛+1
∑𝑛𝑛𝑘𝑘=0 𝛼𝛼 𝑘𝑘 = for n≥ 0
1−𝛼𝛼
LTI systems with and without memory

System memoryless  output depends only on the


value of the input at that same time
For LTI system when h[n] = 0 for n≠0
h[t] = 0 for t ≠0

System has memory  Has impulse response


h[n] ≠ 0 for n≠0
h[t] ≠ 0 for t ≠0
Causality for LTI systems
Causal system  depends only on present and past values of the
input to the system
Stability for LTI systems
System stable  if every bounded input
produces a bounded output.

Example of a stable system : a time shift system in discrete time ,


∑∞𝑛𝑛=−∞ 𝛿𝛿 [𝑛𝑛 − 𝑛𝑛𝑜𝑜 ] = 1

Example of unstable system : accumulator


Because when we apply a constant input to an accumulator, the
output grows without bound

∑∞ ∞
𝑛𝑛=−∞ 𝑢𝑢[𝑛𝑛] = ∑ 𝑛𝑛=0 𝑢𝑢[𝑛𝑛] = ∞
Exercise 1
Let x[n] = 𝛿𝛿 𝑛𝑛 + 2𝛿𝛿 𝑛𝑛 − 1 − 𝛿𝛿 𝑛𝑛 − 3 and
h[n] = 2 𝛿𝛿 𝑛𝑛 + 1 + 2𝛿𝛿 𝑛𝑛 − 1

Compute and plot each of the following convolutions :

a) 𝑦𝑦1 [n] = x[n]∗h[n]


b) 𝑦𝑦2 [n] = x[n]∗h[n+2]
x[n] = 𝛿𝛿 𝑛𝑛 + 2𝛿𝛿 𝑛𝑛 − 1 − 𝛿𝛿 𝑛𝑛 − 3 and h[n] = 2 𝛿𝛿 𝑛𝑛 + 1 + 2𝛿𝛿 𝑛𝑛 − 1

a) Find 𝑦𝑦1 [n] = x[n]∗h[n]


-

h[n] = 2 𝛿𝛿 𝑛𝑛 + 1 + 2𝛿𝛿 𝑛𝑛 − 1
b) Find 𝑦𝑦2 [n] = x[n]∗h[n+2]
Exercise 2
Compute and plot the convolution y[n] = x[n]∗h[n], where
1 −𝑛𝑛
x[n] = 3
u[-n-1] and h[n] = u[n-1]
Exercise 3
The following are the impulse responses of discrete-time LTI systems.
Determine whether each system is causal and/or stable. Justify your
answers.

𝟏𝟏 𝒏𝒏
a) h[n] = u[n]
𝟓𝟓

b) h[n] = (𝟎𝟎. 𝟖𝟖)𝒏𝒏 u[n+2]

𝟏𝟏 𝒏𝒏
c) h[n] = u[-n]
𝟐𝟐

d) h[n] = (𝟓𝟓)𝒏𝒏 u[3-n]

𝟏𝟏 𝒏𝒏
e) h[n] = − u[n] + (𝟏𝟏. 𝟎𝟎𝟎𝟎)𝒏𝒏 u[n+1]
𝟐𝟐

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