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Properties of Linear, Time-Invariant (LTI) Systems: EGR 320: Signals & Systems Lecture 6: Feb. 7, 2011

The document discusses properties of linear time-invariant (LTI) systems including: 1) Convolving a system with an impulse input yields its impulse response. 2) Convolution is commutative, distributive, and associative. 3) For a system to be causal, its impulse response must be zero for negative time values. 4) A system's stability and memory can be determined from its impulse response.

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63 views8 pages

Properties of Linear, Time-Invariant (LTI) Systems: EGR 320: Signals & Systems Lecture 6: Feb. 7, 2011

The document discusses properties of linear time-invariant (LTI) systems including: 1) Convolving a system with an impulse input yields its impulse response. 2) Convolution is commutative, distributive, and associative. 3) For a system to be causal, its impulse response must be zero for negative time values. 4) A system's stability and memory can be determined from its impulse response.

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Picker Engineering Program

Properties of Linear, Time-


Invariant (LTI) Systems

EGR 320: Signals & Systems


Lecture 6: Feb. 7, 2011

IMPULSE RESPONSE h(t)

x(t) LTI y(t)

y(t) is the output of the continuous-time LTI system with


input x(t) and no initial energy.

δ(t) LTI h(t)

With the unit impulse as an input [i.e., x(t)=δ(t)], the


output is defined as the IMPULSE RESPONSE and is
represented by h(t).

1
A conceptual view of convolution

From http://www.dspguide.com/ch13/2.htm (downloaded 2/6/08)

CT CONVOLUTION INTEGRAL

DT CONVOLUTION SUM
∞
y[n] = x[n] ∗ h[n] = ∑ x[i]h[n − i]
i = −∞

2
Properties of LTI Systems
•  Commutative
•  Distributive
•  Associative
•  Convolving with an impulse
•  Memory
•  Invertibility
•  Causality
•  Stability
•  Unit step response

PROPERTIES OF CONVOLUTION

Commutative
x(t ) ∗ h(t ) = h(t ) ∗ x(t )

x(t) h1(t) h2(t) y(t)

Same output!

x(t) h2(t) h1(t) y(t)

3
PROPERTIES OF CONVOLUTION

Distributive
x(t) ∗[h1 (t) + h2 (t)] = x(t) ∗ h1 (t) + x(t) ∗ h2 (t)

PROPERTIES OF CONVOLUTION
(adapted from “Signals and Systems Made Ridiculously Simple” by Zoher Z. Karu p. 53)

Associative

x(t ) ∗ [h1 (t ) ∗ h2 (t )] = [ x(t ) ∗ h1 (t )] ∗ h2 (t )

x(t) h1(t) h2(t) h3(t) y(t)

x(t) h1(t)*h2(t) h3(t) y(t) Same output!

x(t) h1(t) h2(t)* h3(t) y(t)

4
PROPERTIES OF CONVOLUTION

Convolution with the unit impulse


∞
x(t ) ∗ δ (t ) = δ (t ) ∗ x(t ) = ∫ δ (λ )x(t − λ )dλ
−∞
∞ ∞
x(t ) ∗ δ (t ) = ∫ δ (λ )x(t )dλ = x(t ) ∫ δ (λ )dλ = x(t )
−∞ −∞

QUICK QUIZ
Determine v(t)*w1 (t) and also v(t)*w2(t). Show your work graphically and
mathematically.

v(t) = e−t u(t)


w1 (t) = δ (t)
w 2 (t) = δ (t −10)

5
Properties of LTI Systems
•  Commutative
•  Distributive
•  Associative
•  Convolving with an impulse
•  Memory
•  Invertibility
•  Causality
•  Stability
•  Unit step response

SYSTEM MEMORY
A system is memoryless (e.g., static) if for any time
t=t1, the value of the output at time t1 depends only
on the value of the input at time t=t1. In other
words, the value of the output signal depends only
on the present value of the input signal.

What must the impulse response look like if a system is


memoryless?

6
Invertibility and Inverse Systems
A system is invertible if the input of the system can be
recovered from the output of the system. For
example, this concept is important in
communication applications. We will focus on this
property with our echo cancellation lab.

h(t) * h1 (t) = δ (t)

CAUSALITY
A causal system depends only on the present and
past values of the input to the system. What is
required of h[n] and h(t) for an LTI system to be
causal?

7
STABILITY
In a stable system, a bounded input results in a
bounded output.

Unit Step Response of an LTI System


What is the unit step response?

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