Ch02 Time-Domain Representations of LTI Systems Compatibility Mode

Time Time--Domain Representations of LTI Systems Domain Representations of LTI Systems
CHAPTER
22..1 1 Introduction Introduction
Objectives:
1. Impulse responses of LTI systems
2. Linear constant-coefficients differential or difference equations of LTI
systems
3. Block diagram representations of LTI systems
4. State-variable descriptions for LTI systems
22..2 2 Convolution Sum Convolution Sum
11 A bit i l i d i ht d iti f hift d A bit i l i d i ht d iti f hift d 11. An arbitrary signal is expressed as a weighted superposition of shifted . An arbitrary signal is expressed as a weighted superposition of shifted
impulses. impulses.
Discrete-time signal x[n]: Fig. Fig. 2 2..1 1
[ ] [ ] [ ] [ ]
0 x n n x n =
[ ] [ ] [ ] [ ]
x n n k x k n k =
x[n] = entire signal; x[k] =
specific value of the signal x[n]
at time k.
[ ] [ ] [ ] [ ] [ ] [ ] [ ]
[ ] [ ] [ ] [ ]
2 2 1 1 0
1 1 2 2
x n x n x n x n

= + + + + +
+ + +
L
Signals and Systems_Simon
Haykin & Barry Van Veen
1
[ ] [ ] [ ] [ ]
1 1 2 2 x n x n + + +L
CHAPTER
Figure Figure 2 2..1 1 (p. (p. 99 99))
Graphical example illustrating the representation of a
signal x[n] as a weighted sum of time-shifted impulses.
[ ] [ ] [ ]
k
x n x k n k
=
=
(2.1)
2 Impulse response of LTI system H: 2. Impulse response of LTI system H:
LTI system LTI system
HH
Input x[n] Output y[n]
[ ] [ ] { } [ ] [ ]
y n H x n H x k n k

= =

HH
Output:
[ ] [ ] { } [ ] [ ]
k
y
=

[ ] [ ] [ ] { }
y n H x k n k
Linearity
{ }
k =
y[n] x[k]H{ [n k]}
(2.2)
Linearity
2
k=
CHAPTER
The system output is a weighted sum of the response of the system to time-
shifted impulses.
For time-invariant system:
h[n] = H{[n]} impulse response
= H{ [n k]} h[n k]
[ ] { [ ]} p p
of the LTI system H
(2.3)
y[n] x[k]h[n k]
(2 4)
Convolution process:
k
y[n] x[k]h[n k]
=
(2.4)
3. Convolution sum:
Convolution process:
Fig. Fig. 2 2..2 2.
[ ] [ ] [ ] [ ]
k
x n h n x k h n k
=
=
Figure Figure 2 2..2 2a (p. a (p. 100 100)) Illustration of the

convolution sum. (a) LTI system with
3
impulse response h[n] and input x[n].
CHAPTER
Figure 2.2b
(p. 101)
(b) The
d
(b) The
decomposition of
the input x[n] into
a weighted sumof
d
a weighted sum of
time-shifted
impulses results
in an output y[n] p y[ ]
given by a
weighted sum of
time-shifted
impulse
responses.
4
CHAPTER
The output associated with the kth input is expressed as:
{ }
= H x[k] [n k] x[k]h[n k]
[ ] [ ] [ ]
k
y n x k h n k
=
=
Example Example 22 11 Multipath Communication Channel: Direct Evaluation of the Example Example 22..11 Multipath Communication Channel: Direct Evaluation of the
Convolution Sum
Consider the discrete-time LTI system model representing a two-path
propagation channel described in Section 1 10 If the strength of the indirect propagation channel described in Section 1.10. If the strength of the indirect
path is a = , then
[ ] [ ] [ ]
1
1
2
y n x n x n = +
Letting x[n] = [n], we find that the impulse response is
1, 0 n =
[ ]
1
, 1
2
0, otherwise
h n n
= =

5
0, otherwise

CHAPTER
Determine the output of this system in response to the input
2, 0
4 1
n
n
=
[ ]
4, 1
2, 2
0, otherwise
n
x n
n
=

=
Input = 0 for n < 0 and n > 0

<Sol.> <Sol.>
1. Input: [ ] [ ] [ ] [ ]
2 4 1 2 2 x n n n n = +
2 Since
time shifted imp lse inp t ti hift d i l t t
2. Since
[n k]
time-shifted impulse input
h [n k]
time-shifted impulse response output
3 Output:
0 0 n <
3. Output:
[ ] [ ] [ ] [ ]
2 4 1 2 2 y n h n h n h n = +
[ ]
0, 0
2, 0
5, 1
n
n
n
y n
<
[ ]
0, 2
1, 3
0 4
y n
n
n
=

=

6
0, 4 n

CHAPTER
22..3 3 Convolution Sum Evaluation Procedure Convolution Sum Evaluation Procedure
1. Convolution sum:
k = independent variable
[ ] [ ] [ ]
k
y n x k h n k
=
=
2. Define the intermediate signal:

n
[k] x[k]h[n k] =
(2.5)
k = independent variable
g
n
[ ] [ ] [ ]
( )
n is treated as a constant by writing n as a subscript on w.
h [n k] = h [ (k n)] is a reflected (because of k) and time-shifted
(by n) version of h [k] (by n) version of h [k].
3. Since
n
y[n] [k]
=

(2.6)
The time shift n determines the
time at which we evaluate the
n
k
y[ ] [ ]
=
( )
output of the system.
Example Example 2 2..2 2 Convolution Sum Evaluation by using Intermediate Signal
3
n

Consider a system with impulse response [ ] [ ]
3
4
n
h n u n

=

Use Eq. (2.6) to determine the output of the system at time n = 5, n = 5, and n =
7
10 when the input is x [n] = u [n].
CHAPTER
<Sol.> <Sol.> Fig. Fig. 2 2..3 3 depicts x[k] superimposed on the reflected and time-shifted
impulse response h[n k].
1. h [n k]:
6
5 5
5
4
1
k

[ ]
3
,
4
0 h i
n k
k n
h n k
[ ]
5 5
5
0
1
3 4 3
3
5 3.288
4
4 3 4
1
3
k
k
y
=

= = =

0, otherwise
[ ]
5
0 w k =
2. Intermediate signal w
n
[k]:
For n = 5:
For n = 10:
[ ]
10
3
0 10
k
k

[ ]
5
0 w k
For n = 5:
Eq. (2.6) y[ 5] = 0
For n = 5:
[ ]
10
, 0 10
4
0, otherwise
k
w k

E (2 6)
[ ]
5
5
3
, 0 5
4
h i
k
k
w k
Eq. (2.6)
[ ]
11
10 10 10
10 10
4
1
3 3 4 3
3
10
k k

0, otherwise
Eq. (2.6)
[ ]
5
5
3
5
4
k
y
[ ]
0 0
3
10
4
4 4 3 4
1
3
3831
k k
y
= =

= = =

8
q ( )
[ ]
0
4
k
y
=

3.831 =
CHAPTER
Figure 2.3 (p. 103) Evaluation of Eq. (2.6) in Example 2.2. (a) The input signal x[k]
above the reflected and time-shifted impulse response h[n k], depicted as a function
of k. (b) The product signal w
5
[k] used to evaluate y [5]. (c) The product signal w
5
[k]
9
used to evaluate y[5]. (d) The product signal w
10
[k] used to evaluate y[10].
CHAPTER
k
[ ]
3
, 0
4
0 otherwise
n k
n
k n
w k
0, otherwise
Procedure Procedure 2 2..1 1:: Reflect and Shift Convolution Sum Evaluation Reflect and Shift Convolution Sum Evaluation
1. Graph both x[k] and h[n k] as a function of the independent variable k. To p [ ] [ ] p
determine h[n k] , first reflect h[k] about k = 0 to obtain h[ k]. Then shift by
n.
2. Begin with n large and negative. That is, shift h[ k] to the far left on the time
axis.
3. Write the mathematical representation for the intermediate signal w
n
[k].
4. Increase the shift n (i.e., move h[n k] toward the right) until the mathematical
f f representation for w
n
[k] changes. The value of n at which the change occurs
defines the end of the current interval and the beginning of a new interval.
5. Let n be in the new interval. Repeat step 3 and 4 until all intervals of times
hift d th di th ti l t ti f [k] shifts and the corresponding mathematical representations for w
n
[k] are
identified. This usually implies increasing n to a very large positive number.
6. For each interval of time shifts, sum all the values of the corresponding w
n
[k]
to obtain y[n] on that interval
10
to obtain y[n] on that interval.
CHAPTER
Example Example 2 2..3 3 Moving-Average System: Reflect-and-shift Convolution Sum
Evaluation
The output y[n] of the four-point moving-average system is related to the input
x[n] according to the formula
[ ] [ ]
3
0
1
4
k
y n x n k
=
=
0 k
The impulse response h[n] of this system is obtained by letting x[n] = [n], which
yields
1
[ ] [ ] [ ] ( )
1
4
4
h n u n u n =
Fig. Fig. 2 2..4 4 (a). (a).
Determine the output of the system when the input is the rectangular pulse
defined as defined as
[ ] [ ] [ ]
10 x n u n u n =
Fig. Fig. 2 2..4 4 (b). (b).
<Sol.> <Sol.> 1. Refer to Fig. Fig. 2 2..4 4. Five intervals !
1st interval: n < 0
2nd interval: 0 n 3
3rd interval: 3 < n 9
gg
2. 1st interval: w
n
[k] = 0
[ ]
0
1/4, 0 k
w k
=
=

4th interval: 9 < n 12
5th interval: n > 12
F 0
3. 2nd interval:
Fi Fi 22 44 ( ) ( )
11
[ ]
0
0, otherwise
For n = 0: Fig. Fig. 22..4 4 (c). (c).

CHAPTER
Figure 2.4 (p. 106)
Evaluation of the convolution
sumfor Example 2 3 sum for Example 2.3.
(a) The system impulse
response h[n].
(b) The input signal x[n]. (b) The input signal x[n].
(c) The input above the
reflected and time-shifted
impulse response h[n k], p p [ ],
depicted as a function of k.
(d) The product signal w
n
[k] for
the interval of shifts 0 n 3.
(e) The product signal w
n
[k] for
the interval of shifts 3 < n 9.
(f) The product signal w
n
[k] for
the interval of shifts 9 < n 12.
(g) The output y[n].
12
CHAPTER
6 5th interval: n > 12 w [k] = 0
For n = 1:
[ ]
1
1/4, 0,1
0, otherwise
k
w k
=
6. 5th interval: n > 12 w

n
[k] = 0
7. Output:
The output of the system on each interval n is
obtained by summing the values of the
,
For general case: n 0:

[ ]
1/4, 0 k n
w k

=

obtained by summing the values of the
corresponding w
n
[k] according to Eq. (2.6).
( )
1
N
c c N M = +
[ ]
0, otherwise
n
w k =

4 3rd interval: 3 < n 9

Fig. Fig. 2 2..4 4 (d). (d).
( )
1
k M
c c N M
=
+
1) For n < 0 and n > 12: y[n] = 0.

2) For 0 n 3:
4. 3 rd interval: 3 < n 9
[ ]
1/4, 3
0, otherwise
n
n k n
w k

2) For 0 n 3:
[ ]
0
1
1/4
4
n
k
n
y n
=
+
= =
Fig Fig 22 44 (g) (g)

5. 4th interval: 9 < n 12
Fig. Fig. 2 2..4 4 (e). (e).
,
3) For 3 < n 9:
[ ] ( ) ( )
3
1
1/4 3 1 1
4
n
k n
y n n n
=
= = + =
Fig. Fig. 22..4 4 (g) (g)

[ ]
1/4, 3 9
0, otherwise
n
n k
w k

Fi Fi 22 44 (f) (f)
3 k n =
4) For 9 < n 12:
[ ] ( ) ( )
9
1 13
1/4 9 3 1
4 4
n
y n n

= = + =

13
Fig. Fig. 22..4 4 (f). (f).
[ ] ( ) ( )
3
4 4
k n
y
=

CHAPTER
Example Example 2 2..4 4 First-order Recursive System: Reflect-and-shift Convolution Sum
Evaluation
The input-output relationship for the first-order recursive system is given by
[ ] [ ] [ ]
1 y n y n x n =
Let the input be given by [ ] [ ]
4
n
x n b u n = +
We use convolution to find the output of this system assuming that b and We use convolution to find the output of this system, assuming that b and
that the system is causal.
<Sol.> <Sol.>
1 Impulse response: [ ] [ ] [ ]
1 h n h n n = +
(2 7) 1. Impulse response: [ ] [ ] [ ]
1 h n h n n +
Since the system is causal, we have h[n] = 0 for n < 0. For n = 0, 1, 2, , we
find that h[0] = 1, h[1] = , h[2] =
2
, , or
(2.7)
[ ] [ ]
n
h n u n =
2. Graph of x[k] and h[n k]: Fig. Fig. 2 2..5 5 (a). (a).

[ ]
, 4
0, otherwise
k
b k
x k

=

[ ]
,
0, otherwise
n k
k n
h n k

=

and
3 I t l f ti hift 1 t i t l < 4 2 d i t l 4
14
3. Intervals of time shifts: 1st interval: n < 4; 2nd interval: n 4
CHAPTER
Figure 2.5a&b (p. 109) Evaluation of the convolution sum for Example 2.4. (a) The
input signal x[k] depicted above the reflected and time-shifted impulse response
h[ k] (b) Th d t i l [k] f 4
15
h[n k]. (b) The product signal w
n
[k] for 4 n.
CHAPTER
4. For n < 4: w
n
[k] = 0.
5. For n 4:
[ ]
, 4
k n k
b k n
k

Next, we apply the formula for summing a

geometric series of n + 5 terms to obtain
5
1
n
b
+

[ ]
,
0, otherwise
n
w k

=

Fig. Fig. 2 2..5 5 (b). (b).

[ ]
4
5 5
4
1
1
n n
n
b
b
y n b
b
b b

+ +

= =

6. Output:
1) For n < 4: y[n] = 0.
2) For n 4:
Combining the solutions for each interval of

time shifts gives the system output:
)
[ ]
4
n
k n k
k
y n b

=
=

k
[ ]
5 5
4
0, 4
, 4
n n
n
y n
b
b n
b
+ +
<

[ ]
4
k
n
n
k
b
y n
=

=

Let m = k + 4 then
,
b

Fig. Fig. 2 2..5 5 (c). (c).

Assuming that =
0.9 and b = 0.8.
Let m = k + 4, then
[ ]
4
4
4 4
0 0
m m
n n
n n
m m
b b
y n
b
+ +
= =

= =

16

CHAPTER
Figure 2.5c (p. 110)
(c) The output y[n] assuming that p =0 9 and b =0 8
17
(c) The output y[n] assuming that p 0.9 and b 0.8.
CHAPTER
Example Example 2 2..5 5 Investment Computation
The first-order recursive system is used to describe the value of an investment
earning compound interest at a fixed rate of r % per period if we set = 1 +
( /100) L t [ ] b th l f th i t t t th t t f i d If th (r/100). Let y[n] be the value of the investment at the start of period n. If there
are no deposits or withdrawals, then the value at time n is expressed in terms of
the value at the previous time as y[n] = y[n 1]. Now, suppose x[n] is the
amo nt deposited ( [n] > 0) or ithdra n ( [n] < 0) at the start of period n In amount deposited (x[n] > 0) or withdrawn (x[n] < 0) at the start of period n. In
this case, the value of the amount is expressed by the first-order recursive
equation
[ ] [ ] [ ]
1 y n y n x n = +
[ ] [ ] [ ]
y y
We use convolution to find the value of an investment earning 8 % per year if
$1000 is deposited at the start of each year for 10 years and then $1500 is
withdrawn at the start each year for 7 years. withdrawn at the start each year for 7 years.
<Sol.> <Sol.>
1. Prediction: Account balance to grow for the first 10 year, and to decrease
during next 7 years and afterwards to continue growing during next 7 years, and afterwards to continue growing.
2. By using the reflect-and-shift convolution sum evaluation procedure, we can
evaluate y[n] = x[n] h[n], where x[n] is depicted in Fig. Fig. 2 2..6 6 and h[n] =
n
u[n]
is as shown in Example 2 4 with = 1 08
18
is as shown in Example 2.4 with = 1.08.
CHAPTER
Figure 2.6 (p. 111)
Cash flow into an investment. Deposits of $1000 are made at the start of
h f th fi t 10 hil ithd l f $1500 d t th t t each of the first 10 years, while withdrawals of $1500 are made at the start
of each of the second 10 years.
3. Graphs of x[k] and h[n k]: Fig. Fig. 2 2..7 7(a). (a).
4. Intervals of time shifts:
1st interval: n < 0
2nd interval: 0 n 9
3rd interval: 10 n 16 3 rd interval: 10 n 16
4th interval: 17 n
5. Mathematical representations for w
n
[k] and y[n]:
1) For n < 0: w [k] = 0 and y[n] = 0
19
1) For n < 0: w
n
[k] = 0 and y[n] = 0
CHAPTER
Figure 2.7a-d (p. 111)Evaluation of gu e a d (p ) auato o
the convolution sum for Example 2.5. (a)
The input signal x[k] depicted above the
reflected and time-shifted impulse response p p
h(n k). (b The product signal w
n
[k] for 0
n 9. (c) The product signal w
n
[k] for 10 n
16. (d) The product signal w
n
[k] for 17 n.
20
CHAPTER
2) For 0 n 9:
[ ]
( )
1000 1.08 , 0
0 otherwise
n k
n
k n
w k
0, otherwise
Fig. Fig. 2 2..7 7 (b). (b).

[ ] ( ) ( )
1
k
n n
n k n

Apply the formula for
summing a geometric
[ ] ( ) ( )
0 0
1
1000 1.08 1000 1.08
1.08
n k n
k k
y n
= =

= =

1
1
1
n+

summing a geometric
series
[ ] ( ) ( )
( )
1
1
1.08
1000 1.08 12,500 1.08 1
1
1
1.08
n n
y n
+

= =
3) For 10 n 16:
( )
1000 1.08 , 0 9
n k
k
k
[ ] ( )
1500 1.08 , 10
0, otherwise
n k
n
w k k n
Fig. Fig. 2 2..7 7 (c). (c).

21
CHAPTER
[ ] ( ) ( )
9
0 0
1000 1.08 1500 1.08
n
n k n k
k k
y n

= =
=

9 10
m k
m = k 10
Apply the
f l f
( ) ( )

=
=
9
0
10
0
10
08 . 1
1
08 . 1 1500
08 . 1
1
08 . 1 1000
k
n
m
m
n
k
n
formula for
summing a
geometric
series

1 1
9 10 n
series
[ ] ( ) ( )
=

1
1
08 . 1
1
1
08 . 1 1500
1
1
08 . 1
1
1
08 . 1 1000
10 n n
n y
08 . 1
1
08 . 1
1
( ) ( )
( )
9
7246.89 1.08 18,750 1.08 1 , 10 16
n n
n
=
4) For 17 n :
( )
1000 1.08 , 0 9
n k
k
[ ] ( )
1500 1.08 , 10 16
0, otherwise
n k
n
w k k
Fig. Fig. 2 2..7 7 (d). (d).

22
CHAPTER
9 16
[ ] ( ) ( )
9 16
0 10
1000 1.08 1500 1.08
n k n k
k k
y n

= =
=

( ) ( )
10 7
108 1 108 1
[ ] ( )
( )
( )
( )
( )
9 16
1.08 1 1.08 1
1000 1.08 1500 1.08
1.08 1 1.08 1
3,340.17 1.08 , 17
n n
n
y n
n

=

=
6. Fig. Fig. 2 2,,7 7(e) (e) depicts y[n], the value of
the investment at the start of each
i d b bi i th lt f period, by combining the results for
each of the four intervals.
Figure 2.7e (p. 113)
(e) The output y[n] representing the ( ) p y[ ] p g
value of the investment immediately
after the deposit or withdrawal at the
start of year n.
23
CHAPTER
22..4 4 The Convolution Integral The Convolution Integral
11. A continuous . A continuous- -time signal can be expressed as a weighted superposition of time signal can be expressed as a weighted superposition of
time time--shifted impulses. shifted impulses.
Th ifti t f th i l !
time time shifted impulses. shifted impulses.
-
x(t) x( ) (t- )d
(2.10)
The sifting property of the impulse !
2 Impulse response of LTI system H:
Input x(t) Output y(t)
2. Impulse response of LTI system H:
LTI system LTI system
HH
Input x(t) Output y(t)
Output:
( ) ( ) { } ( ) ( )
{ }
y t H x t H x t d
= =
( ) ( ) { } ( ) ( )
{ }
y
-
y(t) x( )H{ (t- )}d
(2.10)
Linearity property
3. h(t) = H{ (t)} impulse response of the LTI system H
If the system is also time invariant, then
H{ (t )} h(t )
(2 11)
A time-shifted impulse
H{ (t- )} h(t- ) =
(2.11)
generates a time-shifted
impulse response output
Fig Fig 22 99
-
y(t) x( )h(t )d
(2.12)
24
Fig. Fig. 22..99..
CHAPTER
Convolution integral:
( ) ( ) ( ) ( )
x t h t x h t d
22..5 5 Convolution Integral Evaluation Procedure Convolution Integral Evaluation Procedure

1. Convolution integral:
-
y(t) x( )h(t )d
(2.13)
2. Define the intermediate signal:
( ) ( ) ( )
h
= independent
( ) ( ) ( )
t
w x h t =
variable, t = constant
h (t ) = h ( ( t)) is a reflected and shifted (by t) version of h().
3. Output:

t
y(t) w( )d (2.14)
The time shift t determines the
time at which we evaluate the
-
output of the system.
25
CHAPTER
P d P d 22 22 R fl t d Shift C l ti I t l E l ti R fl t d Shift C l ti I t l E l ti Procedure Procedure 22..22:: Reflect and Shift Convolution Integral Evaluation Reflect and Shift Convolution Integral Evaluation
1. Graph both x() and h(t ) as a function of the independent variable . To
obtain h(t ), reflect h() about = 0 to obtain h( ) and then h( ) shift by
t.
2. Begin with the shift t large and negative. That is, shift h( ) to the far left on
the time axis. the time axis.
3. Write the mathematical representation for the intermediate signal w
t
().
4. Increase the shift t (i.e., move h(t ) toward the right) until the mathematical
representation for w ( ) changes The value of t at which the change occurs representation for w
t
() changes. The value of t at which the change occurs
defines the end of the current set and the beginning of a new set.
5. Let t be in the new set. Repeat step 3 and 4 until all sets of shifts t and the
corresponding mathematical representations for w
t
() are identified. This
usually implies increasing t to a very large positive number.
6. For each sets of shifts t, integrate w
t
() from = to = to obtain y(t). , g
t
( ) y( )
Example Example 2 2..6 6 Reflect-and-shift Convolution Evaluation
Given
( ) ( ) ( )
1 3 x t u t u t = ( ) ( ) ( )
2 h t u t u t =
and as depicted in Fig. Fig. 2 2--10 10,
26
Evaluate the convolution integral y(t) = x(t) h(t).
CHAPTER
Figure 2 10 (p 117) Figure 2.10 (p. 117)
Input signal and LTI system impulse response for Example 2.6.
<Sol.> <Sol.>
1. Graph of x() and h(t ): Fig. Fig. 2 2..11 11 (a). (a).
2. Intervals of time shifts: Four intervals Four intervals
1st interval: t < 1
2nd interval: 1 t < 3
3rd interval: 3 t < 5
4th interval: 5 t
3 First interval of time shifts: t < 1
w
t
() = 0
3. First interval of time shifts: t < 1
( )
1, 1
0 h i
t
t
w

< <
Fig. Fig. 22..11 11 (b). (b).

4. Second interval of time shifts: 1 t < 3
w
t
() 0
27
( )
0, otherwise
t

Fig. Fig. 22..11 11 (b). (b).

CHAPTER
Figure 2.11
(p. 118)
Evaluationof the
t t
Evaluation of the
convolution integral
for Example 2.6. (a)
The input x() The input x()
depicted above the
reflected and time-
shifted impulse p
response. (b) The
product signal w
t
()
for 1 t < 3. (c)
The product signal
w
t
() for 3 t < 5.
(d) The system
output y(t).
28
CHAPTER
5 Thi d i t l 3 t < 5 5. Third interval: 3 t < 5
( )
1, 2 3
0, otherwise
t
t
w

< <
Fig. Fig. 2 2..11 11 (c). (c).
6. Fourth interval: 5 t
w
t
() = 0
1) F t < 1 d t 5 (t) 0 1) For t < 1 and t 5: y(t) = 0
2) For second interval 1 t < 3, y(t) = t 1
3) For third interval 3 t < 5, y(t) = 3 (t 2)
( )
0, 1
1, 1 3
5 3 5
t
t t
y t
t t
<
<
=

<
Figure 2.12 (p. 119)

RC circuit system with the
lt (t) i t d
5 , 3 5
0, 5
t t
t
<
Example Example 22..7 7 RC Circuit Output

voltage source x(t) as input and
the voltage measured across the
capacitor y(t), as output.
pp p
For the RC circuit in Fig. Fig. 2 2..12 12, assume that the circuits time constant is RC = 1
sec. Ex. 1.21 shows that the impulse response of this circuit is h(t) = e
t
u(t).
Use convolution to determine the capacitor voltage, y(t), resulting from an input
29
voltage x(t) = u(t) u(t 2).
CHAPTER
<Sol.> <Sol.>
RC circuit is LTI system, so y(t) = x(t) h(t).
( )
1, 0 2 < <
( )
( )
( )
( )
,
t
t
e t
<
2. Intervals of time shifts: Three intervals Three intervals

( )
, 0
0, otherwise
x

and ( )
( )
( )
,
0, otherwise
t
e t
h t e u t

<
= =

1st interval: t < 0

3rd interval: 2 t
w
t
() = 0
( )
For t > 0, ( )
( )
, 0
0, otherwise
t
t
e t
w
< <
=

Fig. Fig. 2 2..13 13 (b). (b).

5 Third interval: 2 t 5. Third interval: 2 t
( )
( )
, 0 2
0, otherwise
t
t
e
w
< <
=

Fig. Fig. 2 2..13 13 (c). (c).

30
,

CHAPTER
Figure 2.13 (p. 120) Figure 2.13 (p. 120)
Evaluation of the convolution integral for Example 2.7. (a)
The input x() superimposed over the reflected and time-
shifted impulse response h(t ), depicted as a function of . p p ( ), p
(b) The product signal w
t
() for 0 t < 2. (c) The product
signal w
t
() for t 2. (d) The system output y(t).
t t
31
CHAPTER
1) For t < 0: y(t) = 0
2) For second interval 0 t < 2:
3) For third interval 2 t:
( )
( )
( )
0 0
1
t t
t t t
y t e d e e e

= = =
3) For third interval 2 t:

( )
( )
( )
( )
2 2
2
0 0
1
t t t
y t e d e e e e

= = =
( )
( )
2
0, 0
1 , 0 2
1 2
t
t
t
y t e t
e e t
<
= <
Fig. Fig. 2 2..13 13 (d). (d).

( )
1 , 2 e e t
Example Example 2 2..8 8 Another Reflect-and-Shift Convolution Evaluation

Suppose that the input x(t) and impulse response h(t) of an LTI system are,
respectively, given by
( ) ( ) ( ) ( )
1 1 3 x t t u t u t =

and
( ) ( ) ( )
1 2 2 h t u t u t = +
Fi d th t t f th t
32
Find the output of the system.
CHAPTER
SS <Sol.> <Sol.>
2. Intervals of time shifts: Five intervals Five intervals
1st interval: t < 0
3rd interval: 2 t < 3
4th interval: 3 t < 5
5th interval: t 5
3 First interval of time shifts: t < 0
w
t
() = 0
w
t
() 0
( )
1, 1 1 t
w

< < +
=
Fi Fi 22 14 14 (b) (b)
( )
0, otherwise
t
w =

Fig. Fig. 22..14 14 (b). (b).

5. Third interval of time shifts: 2 t < 3
( )
1, 1 3
0, otherwise
t
w

< <
Fig. Fig. 2 2..14 14 (c). (c).

6 Fourth interval of time shifts: 3 t < 5
33
6. Fourth interval of time shifts: 3 t < 5
CHAPTER
Figure 2.14 (p. 121) Evaluation of the convolution integral for
Example 2.8. (a) The input x() superimposed on the reflected and
time-shifted impulse response h(t ), depicted as a function of . (b)
The product signal w
t
() for 0 t < 2. (c) The product signal w
t
() for 2
t <3 (d) The product signal w( ) for 3 t <5 (e) The product signal t < 3. (d) The product signal w
t
() for 3 t < 5. (e) The product signal
w
t
() for t 5. The system output y(t).
t t
34
CHAPTER
( )
( )
1 , 1 2
2 3
1,
0 otherwise
t
t
w t

< <
= < <
Fig. Fig. 2 2..14 14 (d). (d).

0, otherwise
7. Fifth interval of time shifts: t 5

( )
( )
1 , 1 3 < <
( )
( )
1 , 1 3
0, otherwise
t
w

< <
=

Fig. Fig. 2 2..14 14 (e). (e).

1) For t < 0: y(t) = 0
2) For second interval 0 t < 2:
( ) ( )
2 2
1
1
1
t
t t
d

+
+

( ) ( )
1
1
1
1
2 2
t
y t d
+

= = =

3) For third interval 2 t < 3: y(t) = 2

4) F thi d i t l 3 t < 5 4) For third interval 3 t < 5:
5) F thi d i t l t 5 (t) 2
( ) ( ) ( )
2 3
2
1 2
1 1 6 7
t
t
y t d d t t
= + = +

35
5) For third interval t 5: y(t) = 2
CHAPTER
( )
2
0, 0
, 0 2
2
t
t
t
<
<
( )
2
2
2, 2 3
6 7, 3 5
y t
t
t t t
=

<
+ <
Fig. Fig. 2 2..14 14 (f). (f).

2, 5 t
Example Example 2 2..9 9 Radar range Measurement: Propagation Model

We identify an LTI system describing the propagation of the pulse Let the We identify an LTI system describing the propagation of the pulse. Let the
transmitted RF pulse be given by
( )
( )
0
sin , 0
c
t t T
x t

=

( )
0, otherwise
as shown in Fig. Fig. 2 2..16 16 (a). (a).

Suppose we transmit an impulse from the radar to determine the impulse pp p p
response of the round-trip propagation to the target. The impulse is delay in
time and attenuated in amplitude, which results in the impulse response h(t) =
a(t ), where a represents the attenuation factor and the round-trip time
36
delay. Use the convolution of x(t) with h(t) to verify this result.
CHAPTER
SS <Sol.> <Sol.>
1. Find h(t ):
Reflecting h(t) = a (t ) about = 0 gives h( ) = a( + ), since the
impulse has even symmetry.
2. Shift the independent variable by t to obtain h(t ) = a ( (t )).
3. Substitute this equation for h(t ) into the convolution integral of Eq. (2.12),
and use the shifting property of the impulse to obtain the received signal as
( ) ( ) ( ) ( ) ( )
r t x a t d ax t
= =
Figure 2.16 (p. 124)

Radar range measurement. (a) Transmitted RF pulse. (b) The received echo
i tt t d d d l d i f th t itt d l
37
is an attenuated and delayed version of the transmitted pulse.
CHAPTER
E l E l 22 10 10 R d M t ( ti d) Th M t h d Filt Example Example 22..10 10 Radar range Measurement (continued): The Matched Filter
In Ex. 2.9, the received signal is contaminated with noise (e.g., the thermal noise,
discussed in section 1.9) and may weak. For these reasons, the time delay is
determined by passing the received signal through an LTI system commonly
referred to as a matched filter. An important property of this system is that it
optimally discriminates against certain types of noise in the received waveform.
Th i l f th t h d filt i fl t d ti d The impulse response of the matched filter is a reflected, or time-reversed,
version of the transmitted signal x(t). That is, h
m
(t) = x( t), so
( )
( )
0
sin , 0
c
t T t
h

( )
( )
0
,
0, otherwise
c
m
h t =

As shown in Fig. Fig. 2 2..17 17 (a). (a). The terminology matched filter refers to the fact
th t th i l f th d i i t h d t th t itt d that the impulse response of the radar receiver is matched to the transmitted
signal.
To estimate the time delay from the matched filter output, we evaluate the
l ti convolution
( ) ( ) ( )
m
y t r t h t =
<Sol.> <Sol.>
1. Intermediate signal:
( ) ( ) ( )
t m
w r h t =
38
g
( ) ( ) ( )
CHAPTER
Figure 2.17a (p. 125) Figure 2.17a (p. 125)
(a) Impulse response of
the matched filter for
processing the received p g
signal.
Figure 2 17b (p 126)
t t
Figure 2.17b (p. 126)
(b) The received signal r()
superimposed on the reflected
and time shifted matched filter and time-shifted matched filter
impulse response h
m
(t ),
depicted as functions of . (c)
Matched filter output x(t)
39
Matched filter output x(t).
CHAPTER
2 Th i d i l ( ) d th fl t d ti hift d i l 2. The received signal r() and the reflected, time-shifted impulse response
h
m
(t ) are shown in Fig. Fig. 2 2..17 17(b). (b).
h
m
() = reflected version of x(t) h
m
(t ) = x(t )
m
( ) ( )
m
( ) ( )
3. Intervals of time shifts: Three intervals Three intervals
1st interval: t < T
0
2nd interval: T
0
< t
3rd interval: < t + T
0
4th interval: t + T
0
0
4. First interval of time shifts: t < T
0
w
t
() = 0 and y(t) = 0
5. Second interval of time shifts: T
0
< t
( )
( ) ( ) ( ) ( )
0
sin sin ,
0, otherwise
c c
t
a w w t t T
w

< < +
( ) ( ) ( ) ( ) ( ) ( ) ( )
0
/2 cos /2 cos 2
t T
c c
y t a w t a w t d

+

= +

( ) ( ) ( )[ ] ( ) ( ) ( )
0
2 sin 4 / cos 2 /
0
T t
t w a T t w a
+
+ + =
40
( ) ( ) ( )[ ] ( ) ( ) ( ) 2 sin 4 / cos 2 /
0 c c c
t w a T t w a + +

CHAPTER
( ) ( ) ( ) ( ) ( ) ( ) ( ) ( ) ( )
0 0
( ) /2 cos /4 sin 2 sin
c c c c
y t a w t t T a w t T w t

= + +

6. 3rd interval of time shifts: < t + T
0
( ) ( )
0
sin ( ) sin ( ) ,
( )
0, otherwise
c c
t
a t t
w

< < +
=

( ) ( )
0
( ) [( /2)cos ( ) ( /2)cos (2 ) ]
c c
t
y t a t a t d

+
= +
( )[ ] ( )
0
0
( / 2)cos ( ) ( / 4 )sin (2 )
c c c t
a t t a t

+
= + +
( )[ ] ( ) ( )

( )[ ] ( ) ( )
0
( / 2)cos ( ) ( / 4 ) sin ( 2 ) sin ( )
c c c c
a t t a t t = + + +

7. 4th interval of time shifts: t + T
0
w
t
() = 0 and y(t) = 0
8 The output of matched filter: 8. The output of matched filter:
[ ] ( )
[ ] ( )
0 0
0 0
( /2) ( ) cos ( ) ,
( ) ( /2) ) cos ( ) ,
c
c
a t t t
y t a t t t

<
= + < < +
[ ] ( )
0 0
0, otherwise
c

41
CHAPTER
22..6 6 Interconnection of LTI Systems Interconnection of LTI Systems
22..6 6..1 1 Parallel Connection of LTI Systems Parallel Connection of LTI Systems
1. Two LTI systems: Fig. Fig. 22..18 18(a). (a).
Figure 2.18 (p. 128)
Interconnectionof two LTI systems
1. Two LTI systems: Fig. Fig. 22..18 18(a). (a).
Interconnection of two LTI systems.
(a) Parallel connection of two
systems. (b) Equivalent system.
2. Output:
1 2
( ) ( ) ( ) y t y t y t = +
1 2
1 2
( ) ( ) ( ) ( ) x t h t x t h t = +
1 2
( ) ( ) ( ) ( ) ( ) y t x h t d x h t d

= +

{ }
1 2
( ) ( ) ( ) ( )
( ) ( ) ( ) ( )
y t x h t h t d
x h t d x t h t

= +
where h(t) = h
1
(t) + h
2
(t)
Fi Fi 22 18 18(b) (b)
42
( ) ( ) ( ) ( ) x h t d x t h t
= =
Fig. Fig. 22..18 18(b) (b)

CHAPTER
Distributive property for Continuous-time case:
1 2 1 2
x(t) h (t) x(t) h (t) x(t) {h (t) h (t)} + = +
(2.15)
Distributive property for Discrete-time case: Distributive property for Discrete-time case:
1 2 1 2
x[n] h [n] x[n] h [n] x[n] {h [n] h [n]} + = +
(2.16)
22..66..22 Cascade Connection of LTI Systems Cascade Connection of LTI Systems 22..66..2 2 Cascade Connection of LTI Systems Cascade Connection of LTI Systems
1. Two LTI systems: Fig. Fig. 2 2..19 19(a). (a).
Figure 2.19 (p. 128)
Interconnection of two LTI systems. (a) Cascade connection of two systems.
(b) Equivalent system. (c) Equivalent system: Interchange system order.
43
CHAPTER
2. The output is expressed in terms of z(t) as
2
y(t) z(t) h (t) =
(2.17)
(t) ( )h (t )d
(2 18)
2
-
y(t) z( )h (t )d
(2.18)
Since z(t) is the output of the first system, so it can be expressed as
( ) ( ) h ( ) ( )h ( )d
(2 19)
1 1
-
z( ) x( ) h ( ) x( )h ( )d
= =
(2.19)
Substituting Eq. (2.19) for z(t) into Eq. (2.18) gives

Change of variable
1 2
( ) ( ) ( ) ( ) y t x v h v h t dvd

=

1 2
-
y(t) x( ) h ( )h (t )d d

=

(2.20)
Change of variable
=

Define h(t) = h
1
(t) h
2
(t), then
1 2
( ) ( ) ( ) h t v h h t v d
1 2
( ) ( ) ( )
-
y(t) x( )h(t )d x(t) h(t)
= =
(2.21)
3 Associative property for continuous time case:
Fig. Fig. 2 2..19 19(b). (b).
44
3. Associative property for continuous-time case:
CHAPTER
1 2 1 2
{x(t) h (t)} h (t) x(t) {h (t) h (t)} =
(2.22)
4. Commutative property:
Write h(t) = h
1
(t) h
2
(t) as the integral Write h(t) = h
1
(t) h
2
(t) as the integral
1 2
( ) ( ) ( ) h t h h t d
Change of variable
= t
1 2 2 1
-
h(t) h (t )h ( )d h (t) h (t)
= =
(2.23) Fig. Fig. 2 2..19 19(c). (c).

Interchanging the order of the LTI systems in the cascade without affecting
th lt the result:
{ } { }
1 2 2 1
( ) ( ) ( ) ( ) ( ) ( ) , x t h t h t x t h t h t =
Commutative property for continuous time case: Commutative property for continuous-time case:
1 2 2 1
h (t) h (t) h (t) h (t) =
(2.24)
5. Associative property for discrete-time case: p p y
1 2 1 2
{x[n] h [n]} h [n] x[n] {h [n] h [n]} =
(2.25)
Commutative property for discrete-time case:
h [ ] h [ ] h [ ] h [ ]
45
1 2 2 1
h [n] h [n] h [n] h [n] =
(2.26)
CHAPTER
E l E l 22 11 11 E i l t S t t F I t t d S t Example Example 22..11 11 Equivalent System to Four Interconnected Systems
Consider the interconnection of four LTI systems, as depicted in Fig. Fig. 2 2..20 20. The
impulse responses of the systems are
1
[ ] [ ], h n u n =
2
[ ] [ 2] [ ], h n u n u n = +
3
[ ] [ 2], h n n =
4
[ ] [ ].
n
h n u n =
and
Find the impulse response h[n] of the overall system.
Figure Figure 2 2..20 20
(p (p 131 131)) (p. (p. 131 131))
Interconnection of
systems for
Example 2 11
<Sol.> <Sol.>
1. Parallel combination of h
1
[n] and h
2
[n]:
h
12
[n] = h
1
[n] + h
2
[n]
Fig Fig 22 21 21 (a) (a)
Example 2.11.
46
h
12
[n] = h
1
[n] + h
2
[n]
Fig. Fig. 22..21 21 (a). (a).
CHAPTER
Figure 2.21
(p. 131)
(a) Reduction of (a) Reduction of
parallel combination
of LTI systems in
upper branch of Fig upper branch of Fig.
2.20. (b) Reduction
of cascade of
systems in upper systems in upper
branch of Fig.
2.21(a).
(c) Reduction of ( )
parallel combination
of systems in Fig.
2.21(b) to obtain an ( )
equivalent
system for Fig. 2.20.
47
CHAPTER
2 h [ ] i i i ith h [ ] 2. h
12
[n] is in series with h
3
[n]:
h
123
[n] = h
12
[n] h
3
[n]
h [n] = (h [n] + h [n]) h [n]
Fig 2 21 (b)
h
123
[n] = (h
1
[n] + h
2
[n]) h
3
[n]
Fig. 2.21 (b).
3. h
123
[n] is in parallel with h
4
[n]:
h[n] = h
123
[n] h
4
[n]
1 2 3 4
[ ] ( [ ] [ ]) [ ] [ ], h n h n h n h n h n = + Fig. 2.21 (c).
Thus, substitute the specified forms of h
1
[n] and h
2
[n] to obtain
12
[ ] [ ] [ 2] [ ]
[ 2]
h n u n u n u n
u n
= + +
= +
Convolving h
12
[n] with h
3
[n] gives
123
[ ] [ 2] [ 2]
[ ]
h n u n n
u n
= +
[ ] u n =
{ }
[ ] 1 [ ].
n
h n u n =
48
Table Table 2 2..1 1 summarizes the interconnection properties presented in this section. summarizes the interconnection properties presented in this section.
CHAPTER
22..7 7 Relation Between LTI System Properties and the Relation Between LTI System Properties and the
Impulse Response Impulse Response
22..7 7..1 1 Memoryless LTI Systems Memoryless LTI Systems
1. The output of a discrete-time LTI system:
[ ] [ ] [ ] [ ] [ ]
k
y n h n x n h k x n k
=
= =
y[n] h[ 2]x[n 2] h[ 1]x[n 1] h[0]x[n] h[1]x[n 1] h[2]x[n 2] = + + + + + + + + L L

49
(2.27)
CHAPTER
2. To be memoryless, y[n] must depend only on x[n] and therefore cannot
depend on x[n k] for k 0.
A discrete-time LTI system is memoryless if and only if
[ ] [ ] h k c k =
c is an arbitrary constant
Continuous-time system:
1. Output:
( ) ( ) ( ) , y t h x t d
2. A continuous-time LTI system is memoryless if and only if

( ) ( ) h c =
c is an arbitrary constant
22..7 7..2 2 Causal LTI Systems Causal LTI Systems
The output of a causal LTI system depends only on past or present values
of the input.
Discrete-time system:
p
1. Convolution sum:
[ ] [ 2] [ 2] [ 1] [ 1] [0] [ ]
[1] [ 1] [2] [ 2]
y n h x n h x n h x n
h h
= + + + + +
+ + +
L
50
[1] [ 1] [2] [ 2] . h x n h x n + + +L
CHAPTER
2. For a discrete-time causal causal LTI system,
[ ] 0 for 0 h k k = <
3. Convolution sum in new form:
0
[ ] [ ] [ ].
k
y n h k x n k
0 k=
Continuous-time system:
1. Convolution integral: 3. Convolution integral in new form:
( ) ( ) ( ) . y t h x t d
2. For a continuous-time causal causal LTI system,

0
( ) ( ) ( ) . y t h x t d
( ) 0 for 0 h = <
22..7 7..3 3 Stable LTI Systems Stable LTI Systems yy
A system is BIBO stable if the output is guaranteed to be bounded for every
bounded input.
Discrete-time case: Input
[ ] x n M
[ ]
y
y n M
Output:
51
Discrete time case: Input
[ ]
x
x n M
[ ]
y
y
p
CHAPTER
1. The magnitude of output:
[ ] [ ] [ ] [ ] [ ] y n h n x n h k x n k
= =
k=
[ ] [ ] [ ]
k
y n h k x n k
a b a b + +
k=
[ ] [ ] [ ]
k
y n h k x n k
ab a b =
2. Assume that the input is bounded, i.e.,
[ ]
x
x n M [ ]
x
x n k M
and it follows that
x
y[n] M h[k]

(2.28)
k=
Hence, the output is bounded, or |y[n]| for all n, provided that the impulse
response of the system is absolutely summable.
52
3. Condition for impulse response of a stable discrete-time LTI system:
CHAPTER
[ ] .
k
h k
=
<
Continuous-time case:
Condition for impulse response of a stable continuous-time LTI system:
0
( ) . h d
<
Example Example 2 2..12 12 Properties of the First-Order Recursive System

The first-order system is described by the difference equation
[ ] [ 1] [ ] y n y n x n = +
and has the impulse response and has the impulse response
[ ] [ ]
n
h n u n =
Is this system causal, memoryless, and BIBO stable?
<Sol.> <Sol.>
1. The system is causal, since h[n] = 0 for n < 0.
2. The system is not memoryless, since h[n] 0 for n > 0.
3 St bilit Ch ki h th th i l i b l t l bl ?
53
3. Stability: Checking whether the impulse response is absolutely summable?
CHAPTER
0 0
[ ]
k
k
k k k
h k

= = =
= = <

if and only if || < 1
S i l Special case:
A system can be unstable even though the impulse response has a finite value.
1. Ideal integrator:
t
y(t) x( )d
(2.29)
Input: x() = (), then the output is y(t) = h(t) = u(t).
h(t) is not absolutely integrable
Ideal integrator is not stable!
2 Ideal accumulator: 2. Ideal accumulator:
[ ] [ ]
n
k
y n x k
=
=

Impulse response: h[n] = u[n]
h[n] is not absolutely summable
Id l l t i t t bl !
54
Ideal accumulator is not stable!
CHAPTER
22..7 7..4 4 Invertible Systems and Deconvolution Invertible Systems and Deconvolution
A system is invertible if the input to the system can be recovered from the
output except for a constant scale factor.
1. h(t) = impulse response of LTI system,
2. h
inv
(t) = impulse response of LTI inverse system
Fig. Fig. 2 2..24 24..
Figure 2 24 (p 137) Figure 2.24 (p. 137)
Cascade of LTI system with impulse response h(t) and inverse system with
impulse response h
-1
(t).
3 Th f i (t) f h(t) (t) i t d d l ti 3. The process of recovering x(t) from h(t) x(t) is termed deconvolution.
4. An inverse system performs deconvolution.
in
( ) ( ( ) ( )) ( ).
v
x t h t h t x t =
Continuous-time
( ) ( ( ) ( )) ( )
( ) ( ) ( )
inv
h t h t t = (2.30)
Continuous time
case
5 Discrete-time case:
inv
h[n] h [n] [n] = (2 31)
55
5. Discrete-time case: h[n] h [n] [n] = (2.31)
CHAPTER
E l E l 22 13 13 M lti th C i ti Ch l C ti b f Example Example 22..13 13 Multipath Communication Channels: Compensation by means of
an Inverse System
Consider designing a discrete-time inverse system to eliminate the distortion
i t d ith lti th ti i d t t i i bl A associated with multipath propagation in a data transmission problem. Assume
that a discrete-time model for a two-path communication channel is
[ ] [ ] [ 1]. y n x n ax n = +
Find a causal inverse system that recovers x[n] from y[n]. Check whether this
inverse system is stable.
<Sol.> <Sol.>
1. Impulse response:
1, 0
[ ] 1
n
h
=
[ ] , 1
0, otherwise
h n a n = =
2. The inverse system h

inv
[n] must satisfy h[n] h
inv
[n] = [n]. 2. The inverse system h [n] must satisfy h[n] h [n] [n].
[ ] [ 1] [ ].
inv inv
h n ah n n + = (2.32)
1) For n < 0, we must have h
inv
[n] = 0 in order to obtain a causal inverse
56
system
CHAPTER
2) F 0 [ ] 1 d (2 32) i li th t 2) For n = 0, [n] = 1, and eq. (2.32) implies that
[ ] [ 1] 0,
inv inv
h n ah n + =
(2 33)
inv inv
h [ ] h [ 1] (2.33)
3. Since h
inv
[0] = 1, Eq. (2.33) implies that h
inv
[1] = a, h
inv
[2] = a
2
, h
inv
[3] = a
3
,
and so on.
inv inv
h [n] ah [n 1] =
The inverse system has the impulse response
[ ] ( ) [ ]
inv n
h n a u n =
4 To check for stability we determine whether h
inv
[n] is absolutely summable 4. To check for stability, we determine whether h
inv
[n] is absolutely summable,
which will be the case if
[ ]
k
inv
h k a

=

is finite
[ ]
k k
h k a
= =
=

is finite.
For For | |aa| | < < 1 1, the system is stable. , the system is stable.
Table 2 2 summarizes the relation between LTI system properties and Table 2.2 summarizes the relation between LTI system properties and
impulse response characteristics.
57
CHAPTER
22..8 8 Step Response Step Response
1. The step response is defined as the output due to a unit step input signal.
2. Discrete-time LTI system:
Let h[n] = impulse response and s[n] = step response.
[ ] [ ]* [ ] [ ] [ ].
k
s n h n u n h k u n k
=
= =
3 Since u[n k] = 0 for k > n and u[n k] = 1 for k n we have

58
3. Since u[n k] = 0 for k > n and u[n k] = 1 for k n, we have
CHAPTER
[ ] [ ].
n
k
s n h k
=
=

The step response is the running sum of the impulse response.
Continuous-time LTI system:
t
( ) h( )d
s(t) h( )d
(2.34)
The step response s(t) is the running integral of the impulse response h(t).
Express the impulse response in terms of the step response as Express the impulse response in terms of the step response as
[ ] [ ] [ 1] h n s n s n = ( ) ( )
d
h t s t
dt
= and
Figure 2.12
(p. 119)
Example Example 2 2..14 14 RC Circuit: Step Response
The impulse response of the RC circuit depicted in Fig. Fig. 2 2..12 12 is
1
t
RC circuit
system with the
voltage source
x(t) as input and
1
( ) ( )
RC
h t e u t
RC
=
Find the step response of the circuit.
<S l > <S l >
x(t) as input and
the voltage
measured across
the capacitor y(t),
59
<Sol.> <Sol.>
as output.
CHAPTER
1. Step response:
1
( ) ( ) .
t
RC
s t e u d
RC
RC
0, 0
( )
1
t
t
s t

<
( )
1
( ) 0
t
RC
e u d t
RC

0, 0 t <
0
( )
1
0
t
RC
s t
e d t
RC

0, 0
1 , 0
t
RC
t
e t
<
Figure 2.25 (p. 140)
Fig. Fig. 2 2..25 25

RC circuit step response for RC = 1 s.
60
CHAPTER
22..9 9 Differential and Difference Equation Representations of Differential and Difference Equation Representations of
LTI LTI Systems Systems
1 Linear constant coefficient differential equation: 1. Linear constant-coefficient differential equation:
k k
N M
k k
k k
k 0 k 0
d d
a y(t) b x(t)
dt dt
= =
=

(2.35)
Input = x(t), output = y(t)
k 0 k 0 = =
2. Linear constant-coefficient difference equation:
N M
k k
a y[n k] b x[n k] =

(2 36)
Input = x[n], output = y[n]
k k
k 0 k 0
a y[n k] b x[n k]
= =

(2.36)
The order of the differential or difference equation is (N, M), representing the
number of energy storage devices in the system. number of energy storage devices in the system.
Ex. RLC circuit depicted in Fig. Fig. 2 2..26 26.
1. Input = voltage source x(t), output = loop current
Often, N M, and the
order is described
using only N
2. KVL Eq.:
( ) ( ) ( ) ( )
1
t
d
Ry t L y t y d x t
dt C

+ + =
using only N.
61
dt C
CHAPTER
Figure 2.26 (p. 141)
Example of an RLC circuit described by a differential equation.
( ) ( ) ( ) ( )
2
2
1 d d d
y t R y t L y t x t
C dt dt dt
+ + = N = 2
C dt dt dt
Ex. Accelerator modeled in Section 1.10:
( ) ( ) ( ) ( )
2
2
n
d d
t t t t
+ + N 2 ( ) ( ) ( ) ( )
2
2
n
n
y t y t y t x t
Q dt dt
+ + =
where y(t) = the position of the proof mass, x(t) = external acceleration.
N = 2
62
CHAPTER
Ex. Second-order difference equation:
1
y[n] y[n 1] y[n 2] x[n] 2x[n 1]
4
+ + = + (2.37) N = 2
Difference equations are easily rearranged to obtain recursive formulas for
computing the current output of the system from the input signal and the
past outputs. past outputs.
Ex. Eq. (2.36) can be rewritten as
[ ] [ ] [ ]
1 1
M N
b k k

[ ] [ ] [ ]
0 1
0 0
k k
k k
y n b x n k a y n k
a a
= =
=

Ex. Consider computing y[n] for n 0 from x[n] for the second-order difference
equation (2.37).
<Sol.> <Sol.>
1. Eq. (2.37) can be rewritten as
= +
1
y[n] x[n] 2x[n 1] y[n 1] y[n 2]
4
(2.38)
2 Computing y[n] for n 0:
63
2. Computing y[n] for n 0:
CHAPTER
1
y[0] x[0] 2x[ 1] y[ 1] y[ 2]
4
= + (2.39)
1
[1] [1] 2 [0] [0] [ 1]
1
y[1] x[1] 2x[0] y[0] y[ 1]
4
= + (2.40)
[ ] [ ] [ ] [ ] [ ]
1
2 2 2 1 1 0 y x x y y = +
[ ] [ ] [ ] [ ] [ ]
4
y y y
[ ] [ ] [ ] [ ] [ ]
1
3 3 2 2 2 1
4
y x x y y = +
4
Initial conditions: y[ 1] and y[ 2].
The initial conditions for Nth-order difference equation are the N values
[ ] [ ] [ ]
, 1 ,..., 1 , y N y N y +
The initial conditions for Nth-order differential equation are the N values
( ) ( ) ( ) ( )
2 1
0 ,
2 1
0 0
0
, , ...,
N
t
N
t t
t
d d d
y t y t y t y t
dt dt dt
=

= =
=
64
CHAPTER
Example Example 2 2..15 15 Recursive Evaluation of a Difference Equation
Find the first two output values y[0] and y[1] for the system described by Eq.
(2.38), assuming that the input is x[n] = (1/2)
n
u[n] and the initial conditions are ( ) g ( )
y[ 1] = 1 and y[ 2] = 2.
<Sol.> <Sol.>
1. Substitute the appropriate values into Eq. (2.39) to obtain 1. Substitute the appropriate values into Eq. (2.39) to obtain
[ ] ( )
1 1
0 1 2 0 1 2
4 2
y = + =
2. Substitute for y[0] in Eq. (2.40) to find
[ ] ( )
1 1 1 3
1 2 1 1 1
2 2 4 4
y = + =
[ ] ( )
2 2 4 4
Example Example 2 2..16 16 Evaluation of a Difference Equation by means of a Computer
A system is described y the difference equation y y q
[ ] [ ] [ ] [ ] [ ] [ ]
1.143 1 0.4128 2 0.0675 0.1349 1 0.675 2 y n y n y n x n x n x n + = + +
Write a recursive formula that computes the present output from the past
65
outputs and the current inputs. Use a computer to determine the step response
CHAPTER
of the system, the system output when the input is zero and the initial
conditions are y[ 1] = 1 and y[ 2] = 2, and the output in response to the
sinusoidal inputs x
1
[n] = cos(n/10), x
2
[n] = cos(n/5), and x
3
[n] = cos(7n/10), p
1
[ ] ( ),
2
[ ] ( ),
3
[ ] ( ),
assuming zero initial conditions. Last, find the output of the system if the input
is the weekly closing price of Intel stock depicted in Fig. Fig. 2 2..27 27, assuming zero
initial conditions initial conditions.
<Sol.> <Sol.>
1. Recursive formula for y[n]:
[ ] [ ] [ ] [ ] [ ] [ ]
1143 1 04128 2 00675 01349 1 0675 2
[ ] [ ] [ ] [ ] [ ] [ ]
1.143 1 0.4128 2 0.0675 0.1349 1 0.675 2 y n y n y n x n x n x n = + + +
2. Step response: Fig. Fig. 2 2..28 28 (a). (a).
3. Zero input response: Fig. Fig. 22..28 28 (b). (b). 3. Zero input response: Fig. Fig. 22..28 28 (b). (b).
4. The outputs due to the sinusoidal inputs x
1
[n], x
2
[n], and x
3
[n]: Fig. Fig. 22..28 28 (c), (c),
(d), and (e). (d), and (e).
5 Fig Fig 22 28 28(f) (f) shows the system output for the Intel stock price unit 5. Fig. Fig. 22..28 28(f) (f) shows the system output for the Intel stock price unit.
A comparison of peaks in Figs. Figs. 2 2..27 27 and 22..28 28 (f) (f) Slightly delay! Slightly delay!
66
CHAPTER
Figure 2.27
(p. 144)
W kl Weekly
closing price
of Intel stock.
67
CHAPTER
Fi Fi 22 28 28 ( ) ( ) Fig. Fig. 22..28 28 (a). (a).
68
CHAPTER
Fig. Fig. 2 2..28 28 (b). (b).
69
CHAPTER
Fig. Fig. 2 2..28 28 (c). (c). gg ( ) ( )
Fig Fig 22 28 28 (d) (d)
70
Fig. Fig. 22..28 28 (d). (d).
CHAPTER
Fig Fig 22 28 28 (e) (e)
Figure 2.28a (p. 145)
Illustration of the solution to Example 2.16.
Fig. Fig. 22..28 28 (e). (e).
Illustration of the solution to Example 2.16.
(a) Step response of system.
(b) Output due to nonzero initial conditions with zero input.
(c) Output due to x
1
[n] = cos (1/10n). ( ) p
1
[ ] ( )
(d) Output due to x
2
[n] = cos (1/5n).
(e) Output due to x
3
[n] = cos(7/10n).
71
CHAPTER
Figure 2.28f
(p. 146)
Output
associated
with the
weekly
l i i closing price
of Intel stock.
72
CHAPTER
22 10 10 S l i Diff ti l d Diff E ti S l i Diff ti l d Diff E ti 22..10 10 Solving Differential and Difference Equations Solving Differential and Difference Equations
Complete solution: y = y
(h)
+ y
(p)
y
(h)
= homogeneous solution, y
(p)
= particular solution y g , y p
22..10 10..1 1 The Homogeneous Solution The Homogeneous Solution
1 Homogeneous differential equation:
( )
( )
0
k
N
h
d
a y t =
1. Homogeneous differential equation:

( )
0
0
k
k
k
a y t
dt
=
=
2. Homogeneous solution:
i
N
rt (h)
i
y (t) ce =
(2 41)
Coefficients c
i
is
d t i d b I C
i
i 0
y (t) ce
=
(2.41)
3. Characteristic eq.:
N
k
k
k 0
a r 0
=
=
(2.42)
Di t ti
determined by I.C.
Discrete-time case:
1. Homogeneous differential equation:
( )
[ ]
0
0
N
h
k
k
a y n k
=
=
N
(h) n
i i
i 1
y [n] cr
=
=
(2.43)
3 Characteristic eq :
N
N k
a r 0
(2 44)
Coefficients c
i
is
determined by I.C.
73
k
k 0
a r 0
=
=
(2.44)
CHAPTER
If t i t d ti i h t i ti th di If a root r
j
is repeated p times in characteristic eqs., the corresponding
solutions are
1
, , ...,
j j j
r r r
t t p t
e te t e
1
, , ...,
n n p n
j j j
r nr n r
Discrete-time case:
Example Example 2 2..17 17 RC Circuit: Homogeneous Solution
The RC circuit depicted in Fig. Fig. 2 2..30 30 is described by the differential equation
( ) ( ) ( )
d
y t RC y t x t
dt
+ =
( ) ( ) ( )
dt
Determine the homogeneous solution of this equation.
<Sol.> <Sol.>
( ) ( )
d
1. Homogeneous Eq.:
( ) ( )
0
d
y t RC y t
dt
+ =
2. Homo. Sol.:
( )
( )
1
1
V
h r t
y t c e =
Figure 2.30 (p. 148)
RC circuit.
( )
1
y
1
1 0 RCr + =
r
1
= 1/RC
( )
( )
V
t
h
RC
t

74
( )
( )
1
V
h
RC
y t c e =
CHAPTER
E l E l 22 18 18 Fi t O d R i S t H S l ti Example Example 22..18 18 First-Order Recursive System: Homogeneous Solution
Find the homogeneous solution for the first-order recursive system described
by the difference equation
[ ] [ ] [ ]
1 y n y n x n =
<Sol.> <Sol.>
1 Homogeneous Eq : [ ] [ ]
1 0 y n y n =
1. Homogeneous Eq.: [ ] [ ]
1 0 y n y n =
2. Homo. Sol.:
( )
[ ]
1 1
h
n
y n c r =
[ ]
1 1
y
1
0 r =
r
1
=
( )
[ ]
1
h
n
y n c =
22..10 10..2 2 The Particular Solution The Particular Solution
A particular solution is usually obtained by assuming an output of the same
general form as the input.
Table Table 22 33
75
Table Table 22..33
CHAPTER
Example Example 2 2..19 19 First-Order Recursive System (Continued): Particular Solution
Find a particular solution for the first-order recursive system described by the
difference equation
[ ] [ ] [ ]
1 y n y n x n =
if the input is x[n] = (1/2)
n
.
<S l > <S l > <Sol.> <Sol.>
1. Particular solution form:
( )
( )
1
2
[ ]
n
p
p
y n c =
2 Substituting y
(p)
[n] and x[n] into the given difference Eq :
76
2. Substituting y
( )
[n] and x[n] into the given difference Eq.:
CHAPTER
Both sides of above eq are
( ) ( ) ( )
1
1 1 1
2 2 2
n n n
p p
c c

=
c (1 2 ) 1 =
(2 45)
Both sides of above eq. are
multiplied by (1/2)
n
p
c (1 2 ) 1
(2.45)
3. Particular solution:
( )
[ ]
1 1
n
p

Figure 2.30
(p 148)
( )
[ ]
1 1
1 2 2
p
y n

Example Example 22..20 20 RC Circuit (continued): Particular Solution
(p. 148)
RC circuit.
Example Example 22..20 20 RC Circuit (continued): Particular Solution
Consider the RC circuit of Example Example 2 2..17 17 and depicted in Fig. Fig. 2 2..30 30. Find a
particular solution for this system with an input x(t) = cos(
0
t).
<Sol.> <Sol.> Sol. Sol.
1. Differential equation: ( ) ( ) ( )
d
y t RC y t x t
dt
+ =
2. Particular solution form:
( )
1 2
( ) cos( ) sin( )
p
y t c t c t = +
3. Substituting y
(p)
(t) and x(t) = cos(
0
t) into the given differential Eq.:
77
g y ( ) ( ) (
0
) g q
CHAPTER
1 2 0 1 0 0 2 0 0
cos( ) sin( ) sin( ) cos( ) cos( ) c t c t RC c t RC c t t + + =
1 0 2
1 c RC c + =
0 1 2
0 RC c c + =
4. Coefficients c
1
and c
2
:
( )
1 2
0
1
1
c
RC
=
+
( )
0
2 2
0
1
RC
c
RC
=
+
and
( )
( )
( )
( )
( )
( )
0
0 0 2 2
1
cos sin V
1 1
p
RC
y t t t
RC RC

= +
+ +
( ) ( )
0 0
1 1 RC RC + +
22..10 10..3 3 The Complete Solution The Complete Solution
(h)
+ y
(p)
p y y y
y
(h)
= homogeneous solution, y
(p)
= particular solution
The procedure for finding complete solution of differential or difference
equations is summarized as follows:
78
equations is summarized as follows:
CHAPTER
P d P d 22 33 S l i Diff ti l Diff ti Procedure Procedure 22..33:: Solving a Differential or Difference equation
1. Find the form of the homogeneous solution y
(h)
from the roots of the
characteristic equation.
2. Find a particular solution y
(p)
by assuming that it is of the same form as the
input, yet is independent of all terms in the homogeneous solution.
3. Determine the coefficients in the homogeneous solution so that the complete 3. Determine the coefficients in the homogeneous solution so that the complete
solution y = y
(h)
+ y
(p)
satisfies the initial conditions.
Note that the initial translation is needed in some cases. Note that the initial translation is needed in some cases.
Example Example 2 2..21 21 First-Order Recursive System (Continued): Complete Solution
Find the complete solution for the first-order recursive system described by
the difference equation
1
y[n] y[n 1] x[n]
4
= (2.46)
if the input is x[n] = (1/2)
n
u[n] and the initial condition is y[ 1] = 8 if the input is x[n] = (1/2) u[n] and the initial condition is y[ 1] = 8.
<Sol.> <Sol.>
1. Homogeneous sol.:
( )
[ ]
( )
1
1
4
n
h
y n c =
79
( )
CHAPTER
( )
[ ]
1
2
2
n
p
y n

=

3. Complete solution:
n n
1
1 1
y[n] 2( ) c ( )
2 4
= + (2.47)
[ ]
2

4. Coefficient c
1
determined by I.C.:
I C : [ ] [ ] [ ]
0 0 14 1 y x y = +
[ ] [ ]
0 0 (1 4) 8 3 y x = + =
I.C.: [ ] [ ] [ ]
0 0 14 1 y x y = +
[ ] [ ]
0 0 (1 4) 8 3 y x = + =
We substitute y[0] = 3 into Eq. (2.47), yielding
0 0
1 1

1
1 1
3 2
2 4
c

= +

c
1
= 1
5. Final solution:
1 1
n n

[ ]
1 1
2
2 4
y n

= +

for n 0
Example Example 22..22 22 RC Circuit (continued): Complete Response pp ( ) p p
Find the complete response of the RC circuit depicted in Fig. Fig. 2 2..30 30 to an input
x(t) = cos(t)u(t) V, assuming normalized values R = 1 and C = 1 F and
assuming that the initial voltage across the capacitor is y(0
) = 2 V
80
assuming that the initial voltage across the capacitor is y(0 ) = 2 V.
CHAPTER
<S l > <S l > <Sol.> <Sol.>
( )
( )
V
t
h
RC
y t ce
=

0
= 1
( )
( )
( )
( )
( )
( )
2 2
1
cos sin V
1 1
p
RC
y t t t
RC RC
= +
+ +
( )
1 1
cos sin V
2 2
t
y t ce t t
= + +
R = 1 , C = 1 F
4. Coefficient c
1
determined by I.C.:
2 2
y( y(00
) = y( ) = y(00
++
))
0
1 1 1
2 0 i 0
+
+ +
3/2
0
2 cos0 sin0
2 2 2
ce c
+ +
= + + = + c = 3/2
5. Final solution:
( )
3 1 1
cos sin V
2 2 2
t
y t e t t
= + +
81
CHAPTER
E l E l 22 23 23 Fi i l C t ti L R t Example Example 22..23 23 Financial Computations: Loan Repayment
The following difference equation describes the balance of a loan if x[n] < 0
represents the principal and interest payment made at the beginning of each
period and y[n] is the balance after the principal and interest payment is
credited. As before, if r % is the interest rate per period, then = 1 + r/100.
[ ] [ ] [ ]
1 y n y n x n = +
[ ] [ ] [ ]
y y
Use the complete response of the first-order difference equation to find the
payment required to pay off a $20,000 loan in 10 periods. Assume equal
payments and a 10% interest rate. payments and a 10% interest rate.
<Sol.> <Sol.>
1. We have = 1.1 and y[ 1] = 20,000, and we assume that x[n] = b is the
payment each period. payment each period.
2. The first payment is made when n = 0. The loan balance is to be zero after 10
payments, thus we seek the payment b for which y[9] = 0.
3 Homogeneous sol : 3. Homogeneous sol.:
( )
[ ] ( )
1.1
n
h
h
y n c =
4 Particular solution:
82
CHAPTER
( )
[ ]
p
p
y n c =
Substituting y
(p)
[n] = c
p
and x[n] = b into the difference equation y[n] 1.1y[n 1]
[ ] bt i = x[n], we obtain
10
p
c b =
3 Complete solution: 3. Complete solution:
=
n
h
y[n] c (1.1) 10b, n 0 (2.48)
4. Coefficient c
h
determined by I.C.:
I.C.: [ ] [ ] [ ]
0 1.1 1 0 22,000 y y x b = + = +
( )
0
22,000 1.1 10
h
b c b + =
( )
,
h
22,000 11
h
c b = +
[ ] ( )( )
22 000 11 11 10
n
y n b b = +
Fig. Fig. 2 2..31 31..
[ ] ( )( )
22,000 11 1.1 10 y n b b = +
5. Payment b: By setting y[9] = 0, we have
( )( )
9
0 22 000 11 11 10 b b = +
( )
( )
9
9
22,000 1.1
3,254.91
1111 10
b

= =
83
( )( )
0 22,000 11 1.1 10 b b = +
( )
111.1 10
CHAPTER
Figure 2.31 (p. 155)
Balance on a $20,000 loan for Example 2.23. Assuming 10% interest per
84
period, the loan is paid off with 10 payments of $3,254.91.
CHAPTER
22 11 11 Ch t i ti f S t D ib d b Diff ti l Ch t i ti f S t D ib d b Diff ti l 22..11 11 Characteristics of Systems Described by Differential Characteristics of Systems Described by Differential
and Difference Equations and Difference Equations
(n)
+ y
(f)
Complete solution: y y
( )
+ y
( )
y
(n)
= natural response, y
(f)
= forced response
22..11 11..1 1 The Natural Response The Natural Response
E l E l 22 24 24 RC Ci it ( ti d) N t l R Example Example 22..24 24 RC Circuit (continued): Natural Response
The system In Example 2.17 is described by the differential equation
( ) ( ) ( )
d
Find the natural response of the this system, assuming that y(0) = 2 V, R = 1
d C 1 F
( ) ( ) ( )
d
y t RC y t x t
dt
+ =
and C = 1 F.
<Sol.> <Sol.>
( )
( )
1
V
h
t
y t c e
=
2 I C (0) 2 V 2. I.C.: y(0) = 2 V
y
(n)
(0) = 2 V c
1
= 2
3. Natural Response:
( )
( )
2 V
n
t
y t e

85
p
( )
( )
2 V y t e =
CHAPTER
Example Example 2 2..25 25 First-Order Recursive System (Continued): Natural Response
The system in Example Example 2 2..21 21 is described by the difference equation
[ ] [ ] [ ]
1
1
[ ] [ ] [ ]
1
1
4
y n y n x n =
Find the natural response of this system.
<Sol > <Sol > <Sol.> <Sol.>
( )
[ ]
1
1
4
n
h
y n c

=

2. I.C.: y[ 1] = 8
1
1
1
8
4
c

=

c
1
= 2
3. Natural Response:
( )
[ ]
1
2 , 1
4
n
n
y n n

=

The forced response is valid only
for t 0 or n 0
4

22..11 11..2 2 The Forced Response The Forced Response
The forced response is the system output due to the input signal assuming
86
zero initial conditions.
CHAPTER
The at-rest conditions for a discrete-time system, y[ N] = 0, , y[ 1] = 0,
must be translated forward to times n = 0, 1, , N 1 before solving for the
undetermined coefficients, such as when one is determining the complete
l ti solution.
Example Example 2 2..26 26 First-Order Recursive System (Continued): Forced Response
The system in Example Example 2 2..21 21 is described by the difference equation
[ ] [ ] [ ]
1
1
4
y n y n x n =
Find the forced response of this system if the input is x[n] = (1/2)
n
u[n]. p y p [ ] ( ) [ ]
<Sol.> <Sol.>
[ ]
1
1 1
2 , 0
2 4
n n
y n c n

= +

2. I.C.: Translate the at-rest condition y[ 1] to time n = 0
[ ] [ ] [ ]
1
0 0 1
4
y x y = + y[0] = 1 + (1/4) 0 =1 [ ] [ ] [ ]
4
y[ ] ( )
3. Finding c
1
:
0 0
1
1 1
1 2
2 4
c

= +

c
1
= 1
87
2 4

CHAPTER
4. Forced response:
( )
[ ]
1 1
2 , 0
2 4
n n
f
y n n

=

2 4

Example Example 2 2..27 27 RC Circuit (continued): Forced Response
The system In Example 2.17 is described by the differential equation The system In Example 2.17 is described by the differential equation
( ) ( ) ( )
d
y t RC y t x t
dt
+ =
Find the forced response of the this system, assuming that x(t) = cos(t)u(t) V, R
= 1 and C = 1 F.
<Sol.> <Sol.>
1 C l t l ti ( )
1 1
i V
t
From Example 2.22
1. Complete solution: ( )
cos sin V
2 2
t
y t ce t t
= + +
2. I.C.:
y(0
) = y(0
+
) = 0 c = 1/2 y( ) y( )
3. Forced response:
( )
( )
1 1 1
cos sin V
2 2 2
f
t
y t e t t
= + +
88
2 2 2
CHAPTER
22..11 11..3 3 The Impulse Response The Impulse Response
Relation between step response and impulse response
1. Continuous-time case: 2. Discrete-time case:
( ) ( )
d
h t s t
dt
=
[ ]
[ ] [ 1] h n s n s n =
22 11 11 44 Li it d Ti I i Li it d Ti I i 22..11 11..4 4 Linearity and Time Invariance Linearity and Time Invariance
Input Forced response
Forced response Linearity
Initial Cond. Natural response
Natural response Linearity
Input Forced response
x
1
y
1
(f)
x
2
y
2
(f)
Initial Cond. Natural response
I
1
y
1
(n)
I
2
y
2
(n)
2
y
2
x
1
+ x
2
y
1
(f)
+ y
2
(f)
2
y
2
I
1
+ I
2
y
1
(n)
+ y
2
(n)
The complete response of an LTI system is not not time invariant.
Response due to initial condition will not shift with a time shift of the
input.
22..11 11..5 5 Roots of the Characteristic Equation Roots of the Characteristic Equation
89
qq
CHAPTER
Roots of characteristic equation
Forced response, natural response, stability, and response time.
BIBO Stable: BIBO Stable: BIBO Stable: BIBO Stable:
1. Discrete-time case: bounded
n
i
r 1, for all
i
r i <
2. Continuous-time case: bounded
i
r t
e
{ }
0
i
e r < 2. Continuous time case: bounded e
{ }
0
i
e r <
and
1
i
r =
{ }
0
i
e r =
The system is said to be on the verge of instability.
22 12 12 Block Diagram Representations Block Diagram Representations 22..12 12 Block Diagram Representations Block Diagram Representations
A block diagram is an interconnection of the elementary operations that act
on the input signal.
Three elementary operations for block diagram:
1. Scalar multiplication: y(t) = cx(t) or y[n] = cx[n], where c is a scalar.
2. Addition: y(t) = x(t) + w(t) or y[n] = x[n] + w[n]. 2. Addition: y(t) x(t) w(t) or y[n] x[n] w[n].
3. Integration for continuous-time LTI system:
( ) ( )
t
y t x d
; and a time shift for discrete-time LTI

system: y[n] = x[n 1].
90
system: y[n] x[n 1].
Fig. Fig. 2 2..32 32..
CHAPTER
( )
( ) ( )
t
y t x d
(a)
(c)
Figure 2.32 (p. 162)
Symbols for elementary operations in block diagram
(b)
Symbols for elementary operations in block diagram
descriptions of systems. (a) Scalar multiplication. (b)
Addition. (c) Integration for continuous-time systems and
time shifting for discrete-time systems.
Ex. A discrete-time LTI system: Fig. Fig. 2 2..33 33..
Direct Form I: Direct Form I:
1. In dashed box:
0 1 2
w[n] b x[n] b x[n 1] b x[n 2] = + +
(2.49)
2 [ ] i t f [ ]
Direct Form I: Direct Form I:
91
2. y[n] in terms of w[n]:
CHAPTER
1 2
y[n] w[n] a y[n 1] a y[n 2] =
(2.50)
3. System output y[n] in terms of input x[n]:
= + + + y[n] a y[n 1] a y[n 2] b x[n] bx[n 1] b x[n 2]
Cascade Form
(Direct Form I)
= + + +
1 2 0 1 2
y[n] a y[n 1] a y[n 2] b x[n] bx[n 1] b x[n 2]
1 2 0 1 2
y[n] a y[n 1] a y[n 2] b x[n] b x[n 1] b x[n 2] + + = + +
(2.51)
(Direct Form I)
Fi 2 33 Figure 2.33
(p. 162)
Block diagram
representationof representation of
a discrete-time
LTI system
describedby a described by a
second-order
difference
equation
92
equation.
CHAPTER
Direct Form II: Direct Form II:
1. Interchange the order of Direct Form I.
2. Denote the output of the new first system as f[n]. p y [ ]
1 2
f[n] a f[n 1] a f[n 2] x[n] = +
(2.52)
Input: x[n]
3. The signal is also the input to the second system. The output of the second
system is system is
0 1 2
y[n] b f[n] bf[n 1] b f[n 2] = + +
(2.53)
Fig. Fig. 2 2..35 35.. gg
Figure 2 35 (p 164) Figure 2.35 (p. 164)
Direct form II representation of an LTI
system described by a second-order
difference equation
93
difference equation.
CHAPTER
Block diagram representation for continuous-time LTI system:
1. Differential Eq.:
k k
N M
d d
( ) ( )
k k
k k
k 0 k 0
d d
a y(t) b x(t)
dt dt
= =
=

(2.54)
2. Let v
(0)
(t) = v(t) be an arbitrary signal, and set
( )
( )
( )
( )
1
, 1, 2, 3, ...
t
n n
t d n
= =
v
(n)
(t) is the n-fold integral of v(t) with respect to time
3. Integrator with initial condition:
( )
( )
( )
( )
( )
( )
1
0
0 , 1, 2, 3, ...
t
n n n
t d n
= + =
( )
( )
( )
( )
1
, 0 and 1, 2, 3, ...
n n
d
t t t n
dt

= > =
Block diagram:
Fig 2 37
(N k)
N M
(N k)
k k
k 0 k 0
a y (t) b x (t)
= =
=

(2.55)
Ex Second-order system:
(1) (2) (1) (2)
y(t) a y (t) a y (t) b x(t) b x (t) b x (t) = + + +
(2.56)
Fig. 2.37
94
Ex. Second-order system:
1 0 2 1 0
y(t) a y (t) a y (t) b x(t) b x (t) b x (t) = + + +
CHAPTER

Figure 2.37 (p. 166)
Block diagram representations

of a continuous-time LTI
system described by a second-
order integral equation. (a)

Direct form I. (b) Direct form II.
(a)

95
(b)
CHAPTER
22..13 13 State State--Variable Description of Variable Description of LTI LTI Systems Systems
The state of a system may be defined as a minimal set of signals that
represent the systems entire memory of the past. y y
Given initial point n
i
(or t
i
) and the input for time n n
i
(or t t
i
), we can
determine the output for all times n n
i
(or t t
i
).
22 13 13 11 The State The State Variable Description Variable Description 22..13 13..1 1 The State The State--Variable Description Variable Description
1. Direct form II of a second-order LTI system: Fig. Fig. 2 2..39 39..
2. Choose state variables: q
1
[n] and q
2
[n].
3. State equation:
1 1 1 2 2
q[n 1] aq[n] a q [n] x[n] + = +
(2.57)
2 1
q [n 1] q[n] + =
(2 58)
2 1
q [n 1] q[n] +
(2.58)
4. Output equation:
= + +
1 1 2 2 1 1 2 2
y[n] x[n] a q [n] a q [n] bq [n] b q [n],
1 1 1 2 2 2
y[n] (b a )q[n] (b a )q [n] x[n] = + +
(2.59)
1 1 1 2
q[n 1] q[n] a a 1
x[n]
[ 1] [ ] 1 0 0
+
= +

(2.60)
5. Matrix Form of state equation:
96
2 2
[ ]
q [n 1] q [n] 1 0 0

+

( )
CHAPTER
Figure 2.39 (p. 167)
Direct form II representation of a second-order discrete-time LTI system
depictingstate variables q [n] and q [n]
97
depicting state variables q
1
[n] and q
2
[n].
CHAPTER
6. Matrix form of output equation:
1
1 1 2 2
q[n]
y[n] [b a b a ] [1]x[n]
q [n]

= +

(2.61)
2
q [n]

Define state vector as the column vector

=

1
q[n]
[n] q =

2
[n]
q [n]
q
We can rewrite Eqs. (2.60) and (2.61) as
[n 1] [n] x[n] + = + q Aq b
(2 62)
[n 1] [n] x[n] + = + q Aq b
(2.62)
y[n] [n] Dx[n] = + cq
(2.63)
where matrix A, vectors b and c, and scalar D are given by
1 2
1 0
A
a a

=

1
0
b

=

[ ]
1 1 2 2
c b a b a =
1 D =
Example Example 2 2..28 28 State-Variable Description of a Second-Order System
Find the state-variable description corresponding to the system depicted in
Fig. Fig. 2 2..40 40 by choosing the state variable to be the outputs of the unit delays.
98
<Sol.> <Sol.>
CHAPTER
Figure 2.40 (p. 169)
Block diagram of LTI system for Example 2.28.
1. State equation:
[ ] [ ] [ ]
1 1 1
1 q n q n x n + = +
[ ] [ ] [ ] [ ]
1 q n q n q n x n + + +
99
[ ] [ ] [ ] [ ]
2 1 2 2
1 q n q n q n x n + = + +
CHAPTER
2. Output equation:
[ ] [ ] [ ]
1 1 2 2
y n q n q n = +
3 Define state vector as 3. Define state vector as
[ ]
[ ]
[ ]
1
2
q
q n
n
q n

=

[ ]
2
q

In standard form of dynamic equation:
+ = + [n 1] [n] x[n] q Aq b
(2.62)
= + y[n] [n] Dx[n] cq
(2.63)
0
A

=

1
b

=

[ ]
1 2
c =
[ ]
2 D =

2

[ ] [ ]
State-variable description for continuous-time systems:
d
(t) (t) (t) A b
(2 64)
(t) (t) x(t)
dt
= + q Aq b
(2.64)
y(t) (t) Dx(t) = + cq
(2.65)
100
CHAPTER
E l E l 22 29 29 St t V i bl D i ti f El t i l Ci it Example Example 22..29 29 State-Variable Description of an Electrical Circuit
Consider the electrical circuit depicted in Fig. Fig. 2 2..42 42. Derive a state-variable
description of this system if the input is the applied voltage x(t) and the output
i th t (t) th h th i t is the current y(t) through the resistor.
<Sol.> <Sol.>
Figure 2.42 (p. 171)
Circuit diagram of LTI
system for Example 2.29.
1. State variables: The voltage across
each capacitor.
2. KVL Eq. for the loop involving x(t), R
1
, and C
1
:
( ) ( ) ( )
1 1
x t y t R q t = +
1
1 1
y(t) q(t) x(t)
R R
= +
(2.66)
Output equation
1
1 1
y( ) q( ) ( )
R R
(2.66)
3. KVL Eq. for the loop involving C
1
, R
2
, and C
2
:
( )
( ) ( ) q t R i t q t = +
101
( )
1 2 2 2
( ) ( ) q t R i t q t = +
CHAPTER
1 1
2 1 2
2 2
1 1
i (t) q(t) q (t)
R R
=
(2.67)
4. The current i
2
(t) through R
2
:
Use Eq. (2.67) to eliminate i
2
(t)
2
( ) g
2
( )
2 2 2
( )
d
i t C q t
dt
=
( )
2 1 2
2 2 2 2
1 1
( ) ( )
d
q t q t q t
dt C R C R
=
(2.68)
5. KCL Eq. between R
1
and R
2
:
( ) ( ) ( )
1 2
y t i t i t = +
Current through C
1
= i
1
(t)
where
d
where
( ) ( )
1 1 1
d
i t C q t
dt
=
1 1 1 1 d

( )
1 1 2
1 1 2 2 1 2 1 1
1 1 1 1
( ) ( ) ( )
d
q t q t q t x t
dt C R C R C R C R

= + + +

(2.69)
Eqs. (2.66), (2.68), and (2.69) = State-Variable Description. q ( ), ( ), ( ) p
= +
d
(t) (t) x(t)
dt
q Aq b (2.64)
(t) (t) D (t)
102
= + y(t) (t) Dx(t) cq
(2.65)
CHAPTER

1 1 1 2 1 2
1 1 1
,
1 1
A
C R C R C R

+

=

1 1
1
b C R

=

1
0 , c
R

=

1
D
R
=
and
2 2 2 2
1 1
C R C R

0

1
R

1
R
Example Example 22 30 30 State Variable Description from a Block Diagram Example Example 22..30 30 State-Variable Description from a Block Diagram
Determine the state-variable description corresponding to the block diagram in
Fig. Fig. 2 2..44 44. The choice of the state variables is indicated on the diagram.

Figure 2.44 (p. 172)
Block diagramof LTI systemfor Example 2.30.
103
Block diagram of LTI system for Example 2.30.
<Sol.> <Sol.>
CHAPTER
1 St t ti 3 St t i bl d i ti 1. State equation:
( ) ( ) ( ) ( )
1 1 2
2
d
q t q t q t x t
dt
= +
3. State-variable description:
2 1
,
1 0
A

=

1
,
0
b

=

( ) ( )
2 1
d
q t q t
dt
=
2 O t t ti
1 0

0

[ ]
3 1, c =
[ ]
0 D =
2. Output equation:
( ) ( ) ( )
1 2
3 y t q t q t = +
22..13 13..2 2 Transformations of The State Transformations of The State
The transformation is accomplished by defining a new set of state variables
that are a weighted sum of the original ones.
The input-output characteristic of the system is not changed.
1. Original state-variable description:
q Aq bx = +
&
(2 70)
q Aq bx = +
(2.70)
cq y Dx = +
(2.71)
2. Transformation: q = Tq
T = state-transformation matrix
q = T
1
q
104
CHAPTER
3. New state-variable description:
. q TAq Tbx
= +
&
1) State equation:
q Tq
=
& &
1
q TAT q Tb

+
&
T
1
1
. q TAT q Tbx

= +
q = T
1
q
2) Output equation:
1
. cT q y Dx
= + . cT q y Dx +
3) If we set
1 1
, , , and A TAT b Tb c cT D D

= = = =
then
q Aq b x

= +
&
and
c q y D x

= +
Ex Consider Example Example 22 30 30 again Let us define new states Ex. Consider Example Example 22..30 30 again. Let us define new states
2 1 1 2
( ) ( ) and ( ) ( ) q t q t q t q t

= =
Find the state-variable description. p
<Sol.> <Sol.>
1. State equation:
1 1 2 2 2 1
( ) 2 ( ) ( ) ( ) ( ) 2 ( ) ( ) ( )
ld d i ti N d i ti
d d
q t q t q t x t q t q t q t x t
dt dt

= + = +
1444442444443 1444442444443
105
old description New description
CHAPTER
3 St t i bl d i ti
2 1 1 2
( ) ( ) ( ) ( )
Old description New description
d d
q t q t q t q t
dt dt

= =
1442443 1442443
3. State-variable description:
0 1
,
1 2
A

=

0
,
1
b

=

1 2 2 1
3 ( ) ( ) 3 ( ) ( ) y q t q t y q t q t

= + = +
1442443 1442443
2. Output equation:
1 2

1

[ ]
1 3 , c
=
[ ]
0 . D
=
2 2
Example Example 2 2..31 31 Transforming The State
A discrete-time system has the state-variable description A discrete time system has the state variable description
1 4
1
A ,
4 1 10

=

2
,
4
b

=

[ ]
1
1 1,
2
c = 2. D = and
Find the state-variable description A, b, c, D corresponding to the new states
1 1
1 1 2
2 2
[ ] [ ] [ ] q n q n q n
= +
1 1
2 1 2
2 2
[ ] [ ] [ ] q n q n q n
= +
and
<Sol.> <Sol.>
1. Transformation: q = Tq, where
1 1
1
.
1 1 2
T

=

106
1 1 2

CHAPTER
1 1

1
1 1
.
1 1
T

=

2 New state-variable description: 2. New state variable description:
1
2
3
0
,
0
A

=

1
,
3
b

=

[ ]
0 1, c
=
2. D
= and
10

This choice for T results in A being a diagonal matrix and thus separates
the state update into the two decoupled first-order difference equations
[ ] [ ] [ ]
1 1
1
1
2
q n q n x n + = +
[ ] [ ] [ ]
2 2
3
1 3
10
q n q n x n + = + and
22 14 14 Exploring Concepts with MATLAB Exploring Concepts with MATLAB 22..14 14 Exploring Concepts with MATLAB Exploring Concepts with MATLAB
Two limitations:
1. MATLAB is not easily used in the continuous-time case.
2. Finite memory or storage capacity and nonzero computation times.
Both the MATLAB Signal Processing Toolbox and Control System Toolbox
are use in this section.
107
CHAPTER
22..14 14..1 1 Convolution Convolution
1. MATLAB command: y = conv(x, h)
x and h are signal vectors.
2. The number of elements in y is given by the sum of the number of elements in 2. The number of elements in y is given by the sum of the number of elements in
x and h, minus one.
<pf.> <pf.>
1) Elements in vector x: from time n = k
x
to n = l
x
1) Elements in vector x: from time n k
x
to n l
x
2) Elements in vector h: from time n = k
h
to n = l
h
3) Elements in vector y: from time n = k
y
= k
x
+ k
h
to n = l
y
= l
x
+ l
y
4) Th l th f [ ] d h[ ] L l k + 1 d L l k +1 4) The length of x[n] and h[n] are L
x
= l
x
k
x
+ 1 and L
h
= l
h
k
h
+1
5) The length of y[n] is L
y
= L
x
+ L
h
1
Ex. Repeat Example 2.1 p p
Impulse and Input : From time n = k
h
= k
x
= 0 to n = l
h
= 1 and n = l
x
=2
Convolution sum: From time n = k
y
= k
x
+ k
h
= 0 to n = l
y
= l
x
+ l
h
= 3
The length of convolution sum: L = l k + 1 = 4 The length of convolution sum: L
y
l
y
k
y
+ 1 4
MATLAB Program:
>> h = [1, 0.5];
>> x = [2, 4, -2];
( h)
y =
2 5 0 1
108
>> y = conv(x,h) 2 5 0 -1
CHAPTER
Repeat Example 2.3
Given [ ] ( ) [ ] [ ] ( )
14 4 h n u n u n =
[ ] [ ] [ ]
10 . x n u n u n =
and
Impulse response Input
[ ] ( ) [ ] [ ] ( ) [ ] [ ] [ ]
Find the convolution sum x[n] h[n].
1 In this case k
h
= 0 l
h
= 3 k = 0 and l = 9
<Sol.> <Sol.>
1. In this case, k
h
0, l
h
3, k
x
0 and l
x
9
2. y starts at time n = ky = 0, ends at time n = l
y
=12, and has length L
y
= 13.
3. Generation for vector h with MATLAB:
>> h = 0.25*ones(1, 4);
>> x = ones(1, 10);
4 Output and its plot: 4. Output and its plot:
>> n = 0:12;
>> y = conv(x, h);
t ( ) l b l(' ') l b l(' [ ]') >> stem(n, y); xlabel('n'); ylabel('y[n]')
Fig. Fig. 2 2..45 45..
109
CHAPTER
Figure 2.45 (p. 177)
Convolutionsumcomputed using MATLAB
110
Convolution sum computed using MATLAB.
CHAPTER
22..14 14..2 2 The Step Response The Step Response
1. Step response = the output of a system in response to a step input
2. In general, step response is infinite in duration. g , p p
3. We can evaluate the first p values of the step response using the conv
function if h[n] = 0 for n < k
h
by convolving the first p values of h[n] with a
finite-duration step of length p. p g p
1) Vector h = the first p nonzero values of the impulse response.
2) Define step: u = ones(1, p).
3) convolution: s = conv(u, h). ) ( , )
Ex. Repeat Problem 2.12
Determine the first 50 values of the step response of the system with impulse
response given by response given by
[ ] ( ) [ ]
n
h n u n =
with = 0.9, by using MATLAB program.
<Sol.> <Sol.>
1. MATLAB Commands:
111
CHAPTER
>> h = (-0.9).^[0:49];
>> u = ones(1, 50);
>>s =conv(u, h); s conv(u, h);
>> stem([0:49], s(1:50))
2. Step response: Fig. Fig. 2 2..47 47..
Figure 2.47 (p. 178) g (p )
Step response
computed using
MATLAB.
22..14 14..3 3 Simulating Difference equations Simulating Difference equations
1. Difference equation:
=

N M
k k
a y[n k] b x[n k]
(2.36)
Command: Command:
f
112
= =
k k
k 0 k 0
y[ ] [ ]
(2.36)
filter
CHAPTER
2. Procedure:
1) Define vectors a = [a
0
, a
1
, , a
N
] and b =[b
0
, b
1
, , b
M
] representing the
coefficients of Eq. (2.36).
2) Input vector: x
3) y = filter(b, a, x) results in a vector y representing the output of the system
for zero initial conditions.
4) filt (b i) lt i t ti th t t f th 4) y = filter(b, a, x, zi) results in a vector y representing the output of the
system for nonzero initial conditions zi.
The initial conditions used by filter are not the past values of the output.
Command zi = filtic(b, a, yi), where yi is a vector containing the initial
conditions in the order [y[1], y[2], , y[N]], generates the initial
conditions obtained from the knowledge of the past outputs.
Ex. Repeat Example 2.16
The system of interest is described by the difference equation
[ ] [ ] [ ] [ ] [ ] [ ]
1143 1 04128 2 00675 01349 1 0675 2 y n y n y n x n x n x n + = + +
[ ] [ ] [ ] [ ] [ ] [ ]
1.143 1 0.4128 2 0.0675 0.1349 1 0.675 2 y n y n y n x n x n x n + = + +
(2.73) Determine the output in response to zero input and initial condition
y[1] = 1 and y[2] = 2.
113
<Sol.> <Sol.>
CHAPTER
1. MATLAB Program:
>> a = [1, -1.143, 0.4128]; b = [0.0675, 0.1349, 0.675];
>> x = zeros(1, 50);
0 5
( , );
>> zi = filtic(b, a, [1, 2]);
>> y = filter(b, a, x, zi);
>> stem(y)
0.4
0.5
(y)
2. Output: Fig. Fig. 2 2..28 28(b). (b).
0.2
0.3
3. System response to an
input consisting of the
0
0.1
input consisting of the
Intel stock price data
Intc:
>>load Intc;
-0.1
0
>> load Intc;
>> filtintc = filter(b, a, Intc);
We have assume that the
I t l t k i d t
0 10 20 30 40 50
-0.2
Intel stock price data are
in the file Intc.mat.
The command [h, t] = impz(b, a, n) evaluates n values of the impulse response
f ff
114
of a system described by a different equation.
CHAPTER
22..14 14..4 4 State State--Variable Descriptions Variable Descriptions
MATLAB command: ss
1. Input MATLAB arrays: a, b, c, d
Representing the matices A,b,c, and D.
2. Command: sys = ss(a, b, c, d, -1) produces an LTI object sys that represents
the discrete-time system in state-variable form.
Continuous-time case: sys = ss(a, b, c, d)
No 1 No 1
System manipulation:
1. sys = sys1 + sys2 Parallel combination of sys1 and sys2.
2 sys = sys1 sys2 Cascade combination of sys1 and sys2 2. sys = sys1 sys2 Cascade combination of sys1 and sys2.
MATLAB command: lsim
1. Command form: y = lsim(sys, x)
2. Output = y, input = x.
MATLAB command: impulse
1 Command form: h = impulse(sys N)
2. This command places the first N values of the impulse response in h.
1. Command form: h = impulse(sys, N)
MATLAB routine: ss2ss Perform the state transformation
115
1. Command form: sysT = ss2ss(sys, T), where T = Transformation matrix
CHAPTER
Ex. Repeat Example 2.31.
1. Original state-variable description:
1 4
1

2

1
1 4
1
,
4 1 10
A

=

2
,
4
b

=

[ ]
1
1 1,
2
c = 2, D =
and
2. State-transformation matrix:
1 1
1
.
1 1 2
T

=

3. MATLAB Program:
>> a = [-0.1, 0.4; 0.4, -0.1]; b = [2; 4];
>>c =[0 5 0 5]; d =2; >> c [0.5, 0.5]; d 2;
>> sys = ss(a, b, c, d, -1); % define the state-space object sys
>> T = 0.5*[-1, 1; 1, 1];
>>sysT =ss2ss(sys, T) sysT ss2ss(sys, T)
4. Result:
116
CHAPTER
a =
x1 x2
x1 -0.5 0
b =
u1
x1 1
c =
x1 x2
d =
u1
x2 0 0.3 x2 3 y1 0 1 y1 2
Sampling time: unspecified
Discrete-time model Discrete-time model.
Ex. Verify that the two systems represented by sys and sysT have identical
input-output characteristic by comparing their impulse responses .
<S l > <S l > <Sol.> <Sol.>
1. MATLAB Program: >> h = impulse(sys, 10); hT = impulse(sysT, 10);
>> subplot(2, 1, 1)
>> t ([0 9] h) >> stem([0:9], h)
>> title ('Original System Impulse Response');
>> xlabel('Time'); ylabel('Amplitude')
>>subplot(2 1 2) >> subplot(2, 1, 2)
>> stem([0:9], hT)
>> title('Transformed System Impulse Response');
>>xlabel('Time'); ylabel('Amplitude')
117
>> xlabel( Time); ylabel( Amplitude)
CHAPTER
Original System Impulse Response
2. Simulation results:
Fig. Fig. 2 2..48 48..
2
3
g y p p
d
e We may verify that
1 A
m
p
l
i
t
u
d
y y
the original and
transformed systems
have the (numerically)
0 2 4 6 8 10
0
Time
identical impulse
response by computing
the error, err = h hT.
3
Transformed System Impulse Response
Figure 2.48
( 181)
1
2
A
m
p
l
i
t
u
d
e (p. 181)
Impulse responses
associated with the
original and transformed
0 2 4 6 8 10
0
original and transformed
state-variable
descriptions computer
using MATLAB
118
Time
using MATLAB.
CHAPTER
x10
-17
0
1
x 10
-1
r
r
3
-2
p
l
i
t
u
d
e

e
-4
-3
A
m
p
-5
0 2 4 6 8 10
-6
Time
Plot for err = h Plot for err = h hT hT
119
Plot for err = h Plot for err = h hT hT
CHAPTER
120

Ch02 Time-Domain Representations of LTI Systems Compatibility Mode

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Time Time--Domain Representations of LTI Systems Domain Representations of LTI Systems

y[n] x[k]H{ [n k]}

Figure Figure 2 2..2 2a (p. a (p. 100 100)) Illustration of the

Signals and Systems_Simon

Time Time--Domain Representations of LTI Systems Domain Representations of LTI Systems

Input = 0 for n < 0 and n > 0

Signals and Systems_Simon

Time Time--Domain Representations of LTI Systems Domain Representations of LTI Systems

2. Define the intermediate signal:

For n = 0: Fig. Fig. 22..4 4 (c). (c).

6. 5th interval: n > 12 w

For general case: n 0:

4 3rd interval: 3 < n 9

1) For n < 0 and n > 12: y[n] = 0.

Fig Fig 22 44 (g) (g)

Fig. Fig. 22..4 4 (g) (g)

Signals and Systems_Simon

Time Time--Domain Representations of LTI Systems Domain Representations of LTI Systems

Next, we apply the formula for summing a

Fig. Fig. 2 2..5 5 (b). (b).

Combining the solutions for each interval of

Fig. Fig. 2 2..5 5 (c). (c).

Fig. Fig. 2 2..7 7 (b). (b).

Fig. Fig. 2 2..7 7 (c). (c).

Fig. Fig. 2 2..7 7 (d). (d).

22..5 5 Convolution Integral Evaluation Procedure Convolution Integral Evaluation Procedure

Fig. Fig. 22..11 11 (b). (b).

Fig. Fig. 22..11 11 (b). (b).

Fig. Fig. 2 2..11 11 (c). (c).

Figure 2.12 (p. 119)

Example Example 22..7 7 RC Circuit Output

2. Intervals of time shifts: Three intervals Three intervals

1st interval: t < 0

Fig. Fig. 2 2..13 13 (b). (b).

Fig. Fig. 2 2..13 13 (c). (c).

Time Time--Domain Representations of LTI Systems Domain Representations of LTI Systems

3) For third interval 2 t:

Fig. Fig. 2 2..13 13 (d). (d).

Example Example 2 2..8 8 Another Reflect-and-Shift Convolution Evaluation

Fig. Fig. 22..14 14 (b). (b).

Fig. Fig. 2 2..14 14 (c). (c).

Fig. Fig. 2 2..14 14 (d). (d).

7. Fifth interval of time shifts: t 5

Fig. Fig. 2 2..14 14 (e). (e).

3) For third interval 2 t < 3: y(t) = 2

Fig. Fig. 2 2..14 14 (f). (f).

Example Example 2 2..9 9 Radar range Measurement: Propagation Model

as shown in Fig. Fig. 2 2..16 16 (a). (a).

Figure 2.16 (p. 124)

Signals and Systems_Simon

Fig. Fig. 22..18 18(b) (b)

(2.23) Fig. Fig. 2 2..19 19(c). (c).

y[n] h[ 2]x[n 2] h[ 1]x[n 1] h[0]x[n] h[1]x[n 1] h[2]x[n 2] = + + + + + + + + L L

2. A continuous-time LTI system is memoryless if and only if

2. For a continuous-time causal causal LTI system,

Example Example 2 2..12 12 Properties of the First-Order Recursive System

2. The inverse system h

3 Since u[n k] = 0 for k > n and u[n k] = 1 for k n we have

Figure 2.25 (p. 140)

Fig. Fig. 2 2..25 25

1. Homogeneous differential equation:

Signals and Systems_Simon

Signals and Systems_Simon

; and a time shift for discrete-time LTI