Signals and Systems Analysis: NET 351 Instructor: Dr. Amer El-Khairy يريخلا &رماع .د

Signals and Systems Analysis
NET 351
Instructor: Dr. Amer El-Khairy
‫ عامر& الخيري‬.‫د‬
Linear-time invariant systems
Two most important attributes of systems are linearity
and time-invariance.
• Develop the fundamental input-output relationship for
systems having these attributes.
• show that the input-output relationship for LTI systems is
described in terms of a convolution operation.
• The importance of the convolution operation in LTI
• Systems stems from the fact that knowledge of the
response of an LTI system to the unit impulse input
allows us to find its output to any input signals.
• Specify the input-output relationships for LTI systems by
differential and difference equations.
Signals and systems analysis 2
‫ ع&امر ا&&لخيري‬.‫د‬
Impulse Response:
• The impulse response h(t) of a continuous-time LTI
system (represented by T) is defined to be the
response of the system when the input is (t), that
is,
h(t) = T {(t)} (1)

Response to an arbitrary input:
The input x(t) can be expressed

x(t )   x( )  (t   ) d

( 2)
Since the system is linear, the response y(t) of the

system to an arbitrary input x( t ) can be expressed
as  
y (t )  T {x(t )}  T   x ( )  (t   ) d 
  

  x( ) T  (t   )d

(3)
Response to an arbitrary input (continued):
Since the system is time-invariant, we have
h(t   )  T { (t   )} ( 4)
Substituting in equation (3) we get

y (t )   x( ) h(t   ) d

(5)
Equation (5) indicates that a continuous-time LTI

system is completely characterized by its impulse
response h(t).

Convolution integral:
Equation (5) defines the convolution of two
continuous-time signals x(t) and h(t) denoted by

y (t )  x(t )  h(t )   x( ) h(t   ) d

(6)
Equation (6) is commonly called the convolution

integral. Thus, we have the fundamental result that
the output of any continuous-time LTI system is the
convolution of the input x(t) with the impulse
response h(t) of the system.

Convolution integral (continued):
The figure below illustrates the definition of the
impulse response h(t) and the relationship of
Equation (6).

Convolution (continued):
• Properties of the Convolution Integral:
• Commutative:
x(t )  h(t )  h(t )  x(t ) (7)
• Associative:
x(t )  h1 (t ) h2 (t )  x(t )  h1 (t )  h2 (t ) (8)
• Distributive:
x(t )  h1 (t )  h2 (t )  x(t )  h1 (t )  x(t )  h2 (t ) (9)

Convolution with unit impulse:
• Convolving with Unit Impulse
x(t )   (t )  x(t ) (10)
Proof:
For this proof, we will let (t) be the unit impulse
located at the origin. Using the definition of
convolution we start with the convolution integral

x(t )   (t )    ( ) x(t   ) d

(11)

Convolution with unit impulse:
Proof (continued):
From the definition of the unit impulse, we know that
() = 0 whenever  ≠ 0.
We use this fact to reduce the above equation to the
following:

x(t )   (t )    ( ) x(t ) d


 x (t )   ( ) d  x(t ) (12)


Convolution:
Width:
• If Duration x1(t) = T1 and Duration x2(t) = T2, then
duration of x1 (t )  x2 (t ) is (T1 + T2)
Causality:
• If both x1(t) and x2(t) are causal, then x1 (t )  x2 (t )
is also causal.
• when the input x(t) is causal, the output y(t) of a
causal continuous-time
t LTI system is given by
y (t )   x ( ) h(t   ) d (13)
0
Discrete LTI systems
Impulse Response:
The impulse response (or unit sample response) h[n]
of a discrete-time LTI system (represented by T) is
defined to be the response of the system when the
input is [n], that is,
h[ n]  T { [n]} (14)
Response to an Arbitrary Input:
As we know, an input x[n] can be expressed as

x[n]   x[k ]  [n  k ]
k  
(15)

Response to an Arbitrary Input (continued):
• Since the system is linear, the response y[n] of the
system to an arbitrary input x[n] can be expressed
as
 

y[ n]  T x[n]  T   x[ k ]  [n  k ]
k   

  x[k ] T  [n  k ]
k  

  x[k ] h[n  k ]
k  
(15)
Convolution Sum:
• Equation (15) defines the convolution of two
sequences x[n] and h[n] denoted by

y[n]  x[n]  h[n]   x[k ] h[n  k ]
k  
(16)
• Equation (16) is commonly called the convolution
sum. Thus, again, we have the fundamental result
that the output of any discrete-time LTI system is the
convolution of the input x[n] with the impulse
response h[n] of the system.

Convolution Sum:
• The Figure below illustrates the definition of the
impulse response h[n] and the relationship of
Eq. (16).

Properties of Convolution Sum:
• The following properties of the convolution sum are
analogous to the convolution integral properties:
• Commutative:
x[ n]  h[n]  h[n]  x[n] (17)
• Associative:
x[n]  h1[n] h2 [n]  x[n]  h1[n]  h2 [n] (18)
• Distributive:
x[n]  h1[ n]  h2 [n]  x[n]  h1[ n]  x[n]  h2 [n] (19)

• Step Response:
The step response s[n] of a discrete-time LTI
system with the impulse response h[n] is readily
obtained from Eq. (20)
 n
s[n]  h[n]  u[n]   h[k ] u[n  k ]   h[k ]
k   k  
(20)
h[ n]  s[ n]  s[ n  1] (21)

Properties of Discrete-time LTI
Systems
• Systems with or without Memory:
Since the output y[n] of a memoryless system
depends on only the present input x[n], then, if the
system is also linear and time-invariant, this
relationship can only be of the form
y[ n]  K x[n] (22)
where K is a (gain) constant. Thus, the
corresponding impulse response is simply
h[n]  K  [n] ( 23)

Systems
• Causality:
Similar to the continuous-time case, the causality
condition for a discrete-time LTI system is
h[n]  0 n0 ( 24)
Applying the causality condition Eq.(24) to Eq.(16), the
output of a causal discrete-time LTI system is
expressed as 
y[n]   h[ k ] x[n  k ] (25)
or k 0
n
y[n]   x[k ] h[n  k ]
k  
(26)
Systems
• Causality:
As in the continuous-time case, we say that any
sequence x[n] is called causal if
x[n]  0 n0 ( 26)
and is called anticausal if
x[n]  0 n0 (27)
Then, when the input x[n] is causal, the output y[n] of a
causal discrete-time LTI system is given by
n n
y[n]   h[k ] x[n  k ]   x[k ] h[ n  k ] ( 28)
k 0 k 0
Systems
• Stability:
It can be shown that a discrete-time LTI system is
BIB0 stable if its impulse response is absolutely
summable, that is,

 h[k ]  
k  
( 29)

Differential and Difference
LTI Systems
• Causal CT LTI Systems Described by Differential
Equations whereas Causal DT LTI Systems
Described by Difference Equations.

LTI Systems
Differential equations play a central role in describing
the input-output relationships of a wide variety of
electrical, mechanical, chemical, and biological
system
A general Nth-order linear constant-coefficient
differential equation is given by where coefficients a,
and b, are real constants. The order N refers to the
highest derivative of y(t) in Eq. (30).
k k
N
d y (t ) d x(t )
M

k 0
ak
dt k
  bk
k 0 dt k
(30)

LTI Systems
Equation (30) can be expanded to
d N y (t ) dy (t )
aN N
   a1  a0 y (t ) 
dt dt
d M x(t ) dx(t )
bM M
   b1  b0 x (t ) (31)
dt dt
• To find a solution to a differential equation of this
form, we need more information than the equation
provides. We need N initial conditions (or auxiliary
conditions) on the output variable y(t) and its
derivatives to be able to calculate a solution.
LTI Systems
The complete solution to Eq. (30) is given by the sum of the
homogeneous solution of the differential equation (a
solution with the input signal set to zero) and of a
particular solution (an output signal that satisfies the
differential equation), also called the forced response of
the system.
The usual terminology is as follows:
• Forced response of the system = particular solution
(usually has the same form as the input signal).
• Natural response of the system = homogeneous solution
(depends on initial conditions and forced response)

LTI Systems
• Therefore, the solution is composed of a
homogeneous response (natural response) and a
particular solution (forced response) of the system:
y (t )  y p (t )  yh (t ) (32)
where yp(t) is a solution of Eq. (30) and yh(t)

N
d k y (t )

k 0
ak
dt k
0 (33)

LTI Systems
• The exact form of yh(t) is determined by N auxiliary
conditions. In general, a set of auxiliary conditions
are the values of N 1
dy (t ) d y (t )
y (t ), , ,
dt dt N 1
at some point in time.
• In order for the linear system described by Eq. (30)
to be causal we must assume the condition of initial
rest (or an initially relaxed condition).

LTI Systems
• That is, if x(t) = 0 for t ≤ to, then assume y(t) = 0 for t
≤ to. Thus, the response for t > to can be calculated
from Eq. (30) with the initial conditions
dy (t0 ) d N 1 y (t0 )
y (t0 )    N 1
0
dt dt
k k
d y (t0 ) d y (t )
where k

dt dt k t t
0

LTI Systems
• Example #1:
Consider the LTI system described by the causal
linear constant coefficient differential equation
dy (t )
1000  300 y (t )  x(t ) (34)
dt
Calculate the output of this system y(t) in response to
the input signal x(t) = 5000e-2tu(t).
• As stated above, the solution is composed of a
homogeneous response and a particular solution of
the system: y (t )  y p (t )  yh (t )
LTI Systems
• Solution/step #1:
For the particular solution for t > 0, we consider a
signal yp(t) of the same form as x(t) for t > 0:
yp(t)=Ce-2t , where coefficient C is to be determined.
Substituting the exponentials for x(t) and yp(t) in
Equation (34), we get
2 t 2 t 2 t
 2000Ce  300Ce  5000e
which simplifies to -2000C + 300C = 5000
and yields C = -2.941
Thus, we have yp(t) = -2.941e-2t , t > 0.
LTI Systems
Now we want to determine yh(t), the natural response
of the system. We assume a solution of the form of
an exponential: yh(t) = Aest , where A ≠ 0.
In accordance to Eq. (33) we have
dyh (t )
1000  300 yh (t )  0
dt
Substituting the value of yh(t), we get
0  1000 Ase st  300 Ae st  A(1000s  300)e st
LTI Systems
which simplifies to s + 0.3 = 0. This equation holds for
s = -0.3. Also, with this value for s, Ae-0.3t is a
solution to the homogeneous response for any value
of A.
Combining both responses yh(t) and yp(t), we get
0.3t 2 t
y (t )  y p (t )  yh (t )  Ae  2.941e , t  0.
Now, because we have not yet specified an initial
condition on y(t), this response is not completely
determined, as the value of A is still unknown.
LTI Systems
Strictly speaking, for causal LTI systems defined by
linear constant-coefficient differential equations, the
initial conditions must be
dy (0) d N 1 y (0)
y (0)    N 1
0
dt dt
which is called initial rest.
In our Example, initial rest implies that y(0) = 0, so that
y (0)  A  2.941  0
LTI Systems
and we get A = 2.941. Thus, the response of the
system is given by
y (t )  2.941(e 0.3t  e 2t ) , t  0.
What about the negative times t < 0? The condition of
initial rest and the causality of the system imply that
y(t) = 0, t < 0 since x(t) = 0, t < 0. Therefore, we can
write the output as follows:
y (t )  2.941(e 0.3t  e 2t ) u (t )

Causal LTI systems described by
Difference equations.
• In a causal LTI difference system, the discrete-time
input and output signals are related implicitly
through a linear constant-coefficient difference
equation.
• In general, an Nth-order linear constant coefficient
difference equation has the form
N M
a
k 0
k y[n  k ]   bk x[n  k ]
k 0
(35)

which can be expanded to
a N y[n  N ]    a1 y[ n  1]  a0 y[ n] 
bM x[n  M ]    b1 x[n  1]  b0 x[ n] (36)
• The constant coefficientsa  and b  are
N M
i i 1 i i 1
assumed to be real, and although some of them
may be equal to zero, it is assumed that a N  0
without loss of generality.
• The order of the difference equation is defined as
the longest time delay of the output present In the
equation.
• To find a solution to the difference equation, we
need more information than what the equation
provides. We need N initial conditions (or auxiliary
conditions) on the output variable (its N past values)
to be able to compute a specific solution.

General Solution:
• A general solution to Equation (35) can be
expressed as the sum of a homogeneous solution
N
(natural response) to a
k 0
k y[n  k ]  0
and a particular solution (forced response), in a

manner analogous to the continuous-time case.
y[n]  y p [n]  yh [n] (37)

General Solution:
• The concept of initial rest of the LTI causal system
described by the difference equation here means
that x[n]  0, n  n0 implies y[ n]  0, n  n0.
• Example #2:
Consider the first-order difference equation initially at
rest:
n
y[n]  0.5 y[n  1]  (0.8) u[n] (38)
the homogeneous solution satisfies
yh [n]  0.5 yh [n  1]  0 (39)
• For the particular solution for n ≥ 0, we look for a
n
signal yp[n] of the same form as x[n]: y p [ n]  A(0.8)
Then, we get
A(0.8) n  0.5 A(0.8) n 1  (0.8) n

 A 1  0.5(0.8) 1
 1
 A  8/3
which yields 8
y p [n]  (0.8) n
3
• Now let us determine yh[n], the natural response of
the system. We hypothesize a solution
n
of the form of
an exponential signal: yh [ n]  Bz .
Substituting this exponential in Equation (39), we
n n 1
get Bz  0.5 Bz  0
 1  0.5 z 1  0
 z  0.5
n
y
• With this value for z, h [ n ]  B ( 0 .5) is a solution
to the homogeneous equation for any choice of B.
• Combining the natural response and the forced
response, we find the solution to the difference
Equation (38) for n ≥ 0:
8
y[n]  yh [n]  y p [n]  B (0.5)  (0.8) n
n
3
• The assumption of initial rest implies y[–1] = 0, but
we need to use an initial condition at a time where
the forced response exists ( for n ≥ 0), that is, y[0],
which can be obtained by a simple recursion.

n
y[n]  0.5 y[n  1]  (0.8) u[n]
0
n  0 : y[0]  0.5 y[1]  (0.8)  0  1  1
• Note that this remark also holds for higher-order
systems. For instance, the response of a second-
order system initially at rest satisfies the conditions
y[–2] = y[–1] = 0, but y[0], y[1] must be computed
recursively and used as new initial conditions in
order to obtain the correct coefficients in the
homogeneous response.

• In our example, the coefficient is computed as
follows:
8 0 0 8
y[0]  1  B(0.5)  (0.8)  B 
3 3
5
B
3
• Therefore, the complete solution is
5 n 8 n
y[n]   (0.5) u[n]  (0.8) u[n].
3 3

Signals and Systems Analysis: NET 351 Instructor: Dr. Amer El-Khairy يريخلا &رماع .د

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Signals and Systems Analysis

Signals and systems analysis 3

Since the system is linear, the response y(t) of the

Equation (5) indicates that a continuous-time LTI

Signals and systems analysis 5

Equation (6) is commonly called the convolution

Signals and systems analysis 6

Signals and systems analysis 7

Signals and systems analysis 8

Signals and systems analysis 9

Signals and systems analysis 10

Signals and systems analysis 12

Signals and systems analysis 14

Signals and systems analysis 15

Signals and systems analysis 16

Signals and systems analysis 17

Signals and systems analysis 18

Signals and systems analysis 21

Signals and systems analysis 22

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where yp(t) is a solution of Eq. (30) and yh(t)

Signals and systems analysis 26

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Signals and systems analysis 28

Signals and systems analysis 34

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and a particular solution (forced response), in a

Signals and systems analysis 38

Signals and systems analysis 42

Signals and systems analysis 43

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