EEE 301

Signals and Systems

Lecture 3&4

Asst. Prof. Dr. Volkan KILIÇ

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 Chapter 2
Linear Time-invariant System

2.1 Discrete-Time LT I systems: The convolution sum

2.1.1 What is Convolution?

Linear time invariant (LTI) systems are good models for many real-life systems, and they have properties that lead
to a very powerful and effective theory for analyzing their behavior. In the followings, we want to study LTI systems
through its characteristic function, called the impulse response.

To begin with, let us consider discrete-time signals. Denote by h[n] the “impulse response” of an LTI system S. The
impulse response, as it is named, is the response of the system to a unit impulse input. Recall the definition of an
unit impulse:

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 Figure 2.1: Definition of an impulse response.

We have shown that

Using this fact, we get the following equalities:

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 2.1.3 How to Evaluate Convolution?

To evaluate convolution, there are three basic steps:

1. Flip

2. Shift

3. Multiply and Add

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 Figure 2.2: Example 1: x[n] and h[n]

Example 1. (See Class Demonstration) Consider the signal x[n] and the impulse response h[n] shown below.

Let’s compute the output y[n] one by one. First, consider y[0]:

Pictorially, the calculation is shown in the figure below.

Example 2. (See Class Demonstration)

Check Examples 2.1, 2.2, 2.3, 2.4 and 2.5 from course book.

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 2.2 System Properties and Impulse Response

With the notion of convolution, we can now proceed to discuss the system properties in terms of impulse responses.

2.2.1 DT LTI Systems with and without Memory

A system is memoryless if the output depends on the current input only. An equivalent statement using the impulse
response h[n] is that:

Theorem 4. An LTI system is memoryless if and only if

(2.6)
h[n] = aδ[n] for some a ∈ C,

Proof. If h[n] = aδ[n], then for any input x[n], the output is

y[n] = x[n] ∗ h[n] = X∞ x[k]h[n − k]

=
X∞ x[k]aδ[n − k]
k=−∞

= ax[n].

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 So, the system is memoryless. Conversely, if the system is memoryless, then y[n] cannot depend on the values x[k]
for k ≠ n. Looking at the convolution sum formula

y[n] = X∞
x[k]h[n − k],
k=−∞

we conclude that

h[n − k] = 0, for all k ≠ n,

or equivalently,
h[n] = 0, for all n ≠ 0.

This implies
y[n] = x[n]h[0] = ax[n], (2.7)

where we have a = h[0].

2.2.2 Invertibility of DT LTI Systems

Theorem 5. An LTI system is invertible if and only if there exist g[n] such that

(2.8)
h[n] ∗ g[n] = δ[n].
Proof. If a system S is invertible, then x [n]
1 ≠ x [n]
2 implies y1 [n] ≠ y [n].
2 So there exists an injective mapping

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 2.2.3 Causality for DT LTI Systems

Theorem 6. An LTI system is causal if and only if

h[n] = 0, for all n < 0.

Proof. If S is causal, then the output y[n] cannot depend on x[k] for k > n. From the convolution equation,

y[n] =
X∞ x[k]h[n − k],
k=−∞

we must have

h[n − k] = 0; for k > n; or equivalently h[n − k] = 0; for n − k < 0.

Setting m = n − k, we see that

Conversely, if h[k] = 0 for k < 0, then for input x[n],

y[n] = X∞ X∞
h[k]x[n − k] = k=0
h[k]x[n − k].
k=−∞

Therefore, y[n] depends only upon x[k] for k ≤ n.

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 Clearly, |x[n]| ≤ 1 for all n. The output y[0] is given by

Therefore, y[n] is not bounded.

2.2.5 The Unit Step response of DT LTI Systems

There is another signal that is also used quite often in describing behaviour of LTI systems: the unit step response,
s[n], corresponding to the output when x[n] = u[n].
From the convolution-sum representation, the step response of a discrete-time LTI system is the convolution of the
unit step with the impulse response; that is

s[n] = u[n] ∗ h[n].

However, by the commutative property of convolution s[n] = h[n] ∗ u[n], and therefore, s[n] can be viewed as the
response to the input h[n] of a discrete-time LTI system with unit impulse response u[n]. As u[n] is the unit impulse
response of the accumulator;
s[n] = Xn h[k]. (2.10)
k=−∞

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 From this equation, h[n] can be recovered from s[n] using the relation

(2.11)
h[n] = s[n] − s[n − 1].

That is, the step response of a discrete-time LTI system is the running sum of its impulse response [eq. 2.10].
Conversely, the impulse response of a discrete-time LTI system is the first difference of its step response [eq. 2.11].

2.3 Continuous-Time LT I systems: The convolution integral

2.3.1 Continuous-time Convolution

Thus far we have been focusing on the discrete-time case. The continuous-time case, in fact, is analogous to the
discrete-time case. In continuous-time signals, the signal decomposition is

∞
x(t) = Z (2.12)
x(τ )δ(t − τ )dτ,
−∞
and consequently, the continuous time convolution is defined as

Z ∞
y(t) = (2.13)
x(τ )h(t − τ )dτ,
−∞

Example.
The continuous-time convolution also follows the three step rule: flip, shift, multiply-add. To see an example, let us

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 2.3.3 Continuous-time System Properties

The following results are analogous to the discrete-time case.

Memoryless.
An LTI system is memoryless if and only if

(2.14)
h(t) = aδ(t), for some a ∈ C.

Invertible.
An LTI system is invertible if and only if there exist g(t) such that

(2.15)
h(t) ∗ g(t) = δ(t).

Causal.
A system is causal if and only if
h(t) = 0, for all t < 0. (2.16)

Stable.
A system is stable if and only if
Z ∞
(2.17)
|h(τ )|dτ < ∞.
−∞

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 2.3.4 The Unit Step response of CT LTI Systems

In continuous time, the step response of an LTI system with impulse response h(t) is given by s(t) = u(t) ∗ h(t),
which also equals the response of an integrator [with impulse response u(t)] to the input h(t). That is, the unit step
response of a continuous-time LTI system is the running integral of its impulse response, or

t
s(t) = Z h(τ )dτ, (2.18)
−∞

and from eq. 2.18, the unit response is the first derivative of the unit step response, or

(2.19)

2.4 Causal LTI Systems Described by Differential and Difference Equations

Let’s consider the RC circuit given below;

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 We can write the relation between input and output signal as:

dvc (t) 1 1
+ vc (t) = vs (t) (2.20)
dt RC RC

If the circuit is considered as system, we can illustrate the circuit as;

Here circuit is defined with first order equations. What if we have a system with Nth order:

So how can we calculate impulse response for this system, h(t) =?

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 Example (Example 2.15)
Consider the difference equation

Find h[n] =?

Equation can be written as:

we need the previous value of the output, y[n − 1], to calculate the current value. Thus, to begin the recursion, we
need an initial condition.
For example, suppose that we impose the condition of initial rest and consider the input

x[n] = Kδ[n],

In this case, since x[n] = 0 for n ≤ −1, the condition of initial rest implies that y[n] = 0 for n ≤ −1, so that we have
as an initial condition y[−1] = 0. Starting from this initial condition, we can solve for successive values of y[n] for
n ≥ 0 as follows:

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 Setting K = 1, we see that the impulse response for the system considered in this example is

Note that the causal LTI system in the example has an impulse response of infinite duration. In fact, if N ≥ 1 in
Equation 2.21, so that the difference equation is recursive, it is usually the case that the LTI system corresponding
to this equation together with the condition of initial rest will have an impulse response of infinite duration. Such
systems are commonly referred to as infinite impulse response (IIR) systems.

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 2.4.1 Block diagram representations

Some example of block diagram representations are given in Figure 2.5.

Figure 2.5: Block diagram representations

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 Nth Order representation with reduced number of block – Step 1

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 Nth Order representation with reduced number of block – Step 2

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 Nth Order representation with reduced number of block – Step 3

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Example

Draw block diagram representation of 2y[n] − y[n − 1] + y[n − 3] = x[n] − 5x[n − 4] with reduced number of blocks.

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