Lecture 6
Lecture 6
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LINEAR TIME-INVARIANT SYSTEMS
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WHY LINEAR TIME-INVARIANT (LTI) SYSTEMS?
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Many physical processes can be modeled as linear time-invariant (LTI) systems
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Very powerful mathematical tools have been developed for analyzing LTI
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systems.
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LTI systems are much easier to analyze than systems that are not LTI.
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In practice, systems that are not LTI can be well approximated using LTI models
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CONVOLUTION
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One of the important characteristics of the unit impulse, both in discrete time and in
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continuous time, is that very general signals can be represented as linear
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combinations of delayed impulses.
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This fact, together with the properties of superposition and time invariance for LTI
system, will allow us to develop a complete characterization of any LTI system in
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terms of its response to a unit impulse.
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Such a representation, referred to as the convolution sum in the discrete-time case
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Representation of DT Signals Using Unit Impulse
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Impulse
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impulse
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Convolution Sum Representation of Response of LTI
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Systems
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Example 1
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For an LTI system with impulse response h[n] and input x[n], as illustrated in the
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following figures. Find the output y[n]
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Solution
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Approach #1
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∞
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𝑦 𝑛 = 𝑥 𝑘 ℎ[𝑛 − 𝑘]
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𝑘=−∞
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𝑦 𝑛 = 𝑥 0 ℎ 𝑛 + 𝑥 1 ℎ[𝑛 − 1]
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𝑦 𝑛 = 0.5ℎ 𝑛 + 2ℎ[𝑛 − 1]
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Solution
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Approach #2
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𝑦 𝑛 = 0, n < 0
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Solution
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n=0
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∞
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𝑦 0 = 𝑥 𝑘 ℎ[0 − 𝑘]
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𝑘=−∞
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𝑦 0 = 0.5
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Solution
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n=1
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∞
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𝑦 1 = 𝑥 𝑘 ℎ[1 − 𝑘]
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𝑘=−∞
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𝑦 0 = 0.5 + 2 = 2.5
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Solution
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n=2
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∞
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𝑦 2 = 𝑥 𝑘 ℎ[2 − 𝑘]
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𝑘=−∞
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𝑦 0 = 0.5 + 2 = 2.5
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Solution
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n=3
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∞
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𝑦 3 = 𝑥 𝑘 ℎ[3 − 𝑘]
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𝑘=−∞
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𝑦3 =2
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𝑦 𝑛 =0
Solution
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Example 2
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Consider an input x[n] and a unit impulse response h[n] given by
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x[n] = αn u[n],
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h[n] = u[n].
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with 0 < α < 1. Find the output y[n]
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Solution
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𝑦 𝑛 = 0, 𝑛<0
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𝑛
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𝑦 𝑛 = 𝛼𝑘 , 𝑛≥0
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𝑘=0
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1−𝛼𝑛+1
Remember :σ𝑛𝑘=0 𝛼 𝑘 =
1−𝛼
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1 − 𝛼 𝑛+1
𝑦 𝑛 =( )𝑢[𝑛]
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Example 3
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Consider an LTI system with input x[n] and unit impulse response h[n] specified as
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follows:
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𝑥[𝑛] = 2"𝑢[ −𝑛],
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ℎ[𝑛] = 𝑢[𝑛].
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Find the output y[n]
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Solution
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Interval 1: 𝑛 ≥ 0 Interval 2: 𝑛 < 0
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0 𝑛
𝑦 𝑛 = 2𝑘
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𝑦 𝑛 = 2𝑘
𝑘=−∞ 𝑘=−∞
Remember :σ∞
𝑘=0 𝛼 𝑘 =
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1−𝛼
, 0< 𝛼 <1 ∞
1 𝑚−𝑛
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𝑦 𝑛 = ( )
Let 𝑟 = −𝑘 2
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𝑚=0
∞ ∞
1 𝑟 1 𝑚
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𝑦 𝑛 = ( ) = 2 𝑦𝑛 = 2𝑛 ( ) = 2𝑛+1
2 2
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𝑟=0 𝑚=0
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