Lecture Notes on LTI Systems: Properties, Convolution, and Impulse Response, Study notes of Signals and Systems

Lecture notes on the topic of linear time-invariant (lti) systems, covering basic system properties, convolution, and impulse response. The notes explain the concepts of linearity, time-invariance, causality, memoryless systems, and bibo stability. They also discuss the sifting property of impulses, the relationship between impulse response and system functions, and various properties of convolution.

Typology: Study notes

Pre 2010

Uploaded on 09/02/2009

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EECS 216 LECTURE NOTES
BASIC SYSTEM PROPERTIES
What: Input x(t) |SYSTEM| y(t) output.
Why: Design the system to filter input x(t).
DEF: A system is LINEAR if the following two properties hold:
1. Scaling: If x(t) |SYS| y(t), then ax(t) |SYS| ay(t)
for: any constant a. NOT true if avaries with time (i.e., a(t)).
2. Superposition: If x1(t) |SYS| y1(t) and x2(t) |SYS| y2(t),
Then: (ax1(t) + bx2(t)) |SYS| (ay1(t) + by2(t)) (linear combinations)
for: any constants a, b. NOT true if aor bvary with time (i.e., a(t), b(t)).
EX: y(t) = 3x(t2); 2dy
dt + 3y(t) = 5dx
dt + 6x(t); y(t) = sin(t)x(t).
NOT: y(t) = x2(t); y(t) = sin(x(t)); y(t) = |x(t)|;y(t) = x(t)/x(t1).
NOT: y(t) = x(t) + 1 (try it). This is an affine (linear+constant) system.
HOW: If any nonlinear function of x(t), not linear. Nonlinear of just tOK.
DEF: A system is TIME-INVARIANT if this property holds:
If x(t) |SYS| y(t), then x(tT) |SYS| y(tT)
for: any constant time delay T. NOT true if Tvaries with time (e.g., T(t)).
EX: y(t) = 3x(t2); y(t) = sin(x(t)); y(t) = x(t)/x(t1).
NOT: y(t) = tx(t); y(t) = x(t2); y(t) = x(2t); y(t) = x(t).
HOW: If tappears anywhere other than in x(t), not time-invariant. Else OK.
DEF: A system is CAUSAL if it has this form for some function F(·):
y(t) = F({x(τ), τ t}) (depends only on present and past inputs)
Note: Physical systems must be causal. But DSP filters need not be causal!
DEF: A system is MEMORYLESS if y(t) = F(x(t)) (present input only).
DEF: LTI system is (BIBO) STABLE iff: Let x(t) |SYSTEM| y(t)
If |x(t)| Mfor some constant M, then |y(t)| Nfor some N.
i.e.: “Every bounded input (BI) produces a bounded output (BO).”
HOW: BIBO stable R
−∞ |h(τ)| Lfor some L(absolutely integrable)
where: Impulse δ(t) |SYS| h(t)=impulse response of the system.
EX: A discrete time-invariant system has these two responses:
{0,0,3} |SYS| {0,1,0,2}and {0,0,0,1} |SYS| {1,2,1}.
Prove: The system is nonlinear.
Proof: By contradiction. Suppose the system is linear. But then:
{0,0,0,1} |SYS| {1,2,1}implies {0,0,3} |SYS| {3,6,3}
since we know it is time-invariant. Then {0,0,3}produces two outputs!
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EECS 216 LECTURE NOTES

BASIC SYSTEM PROPERTIES

What: Input x(t) → |SYSTEM| → y(t) output. Why: Design the system to filter input x(t). DEF: A system is LINEAR if the following two properties hold:

  1. Scaling: If x(t) → |SYS| → y(t), then ax(t) → |SYS| → ay(t) for: any constant a. NOT true if a varies with time (i.e., a(t)).
  2. Superposition: If x 1 (t) → |SYS| → y 1 (t) and x 2 (t) → |SYS| → y 2 (t), Then: (ax 1 (t) + bx 2 (t)) → |SYS| → (ay 1 (t) + by 2 (t)) (linear combinations) for: any constants a, b. NOT true if a or b vary with time (i.e., a(t), b(t)). EX: y(t) = 3x(t − 2); 2 dydt + 3y(t) = 5 dxdt + 6x(t); y(t) = sin(t)x(t). NOT: y(t) = x^2 (t); y(t) = sin(x(t)); y(t) = |x(t)|; y(t) = x(t)/x(t − 1). NOT: y(t) = x(t) + 1 (try it). This is an affine (linear+constant) system. HOW: If any nonlinear function of x(t), not linear. Nonlinear of just t OK. DEF: A system is TIME-INVARIANT if this property holds: If x(t) → |SYS| → y(t), then x(t − T ) → |SYS| → y(t − T ) for: any constant time delay T. NOT true if T varies with time (e.g., T (t)). EX: y(t) = 3x(t − 2); y(t) = sin(x(t)); y(t) = x(t)/x(t − 1). NOT: y(t) = tx(t); y(t) = x(t^2 ); y(t) = x(2t); y(t) = x(−t). HOW: If t appears anywhere other than in x(t), not time-invariant. Else OK. DEF: A system is CAUSAL if it has this form for some function F (·): y(t) = F ({x(τ ), τ ≤ t}) (depends only on present and past inputs) Note: Physical systems must be causal. But DSP filters need not be causal! DEF: A system is MEMORYLESS if y(t) = F (x(t)) (present input only). DEF: LTI system is (BIBO) STABLE iff: Let x(t) → |SYSTEM| → y(t) If |x(t)| ≤ M for some constant M , then |y(t)| ≤ N for some N. i.e.: “Every bounded input (BI) produces a bounded output (BO).” HOW: BIBO stable ⇔

−∞ |h(τ^ )|dτ^ ≤^ L^ for some^ L^ (absolutely integrable) where: Impulse δ(t) → |SYS| → h(t)=impulse response of the system.

EX: A discrete time-invariant system has these two responses: { 0 , 0 , 3 } → |SYS| → { 0 , 1 , 0 , 2 } and { 0 , 0 , 0 , 1 } → |SYS| → { 1 , 2 , 1 }. Prove: The system is nonlinear. Proof: By contradiction. Suppose the system is linear. But then: { 0 , 0 , 0 , 1 } → |SYS| → { 1 , 2 , 1 } implies { 0 , 0 , 3 } → |SYS| → { 3 , 6 , 3 } since we know it is time-invariant. Then { 0 , 0 , 3 } produces two outputs!

EECS 216 LECTURE NOTES

CONVOLUTION AND IMPULSE RESPONSE

Note: x(t) =

−∞ x(τ^ )δ(t^ −^ τ^ )dτ^ =^ x(t)^ ∗^ δ(t) (sifting property of impulse). Delay: x(t − τ ) is x(t) shifted right (later) if τ > 0; left (earlier) if τ < 0. Fold: x(−t) is x(t) flipped/folded/reversed around t = 0. Both: x(τ − t) is x(−t) shifted right if τ > 0 (since x(0) is now at t = τ ). FOR LINEAR TIME-INVARIANT (LTI) SYSTEMS:

  1. δ(t) → |LT I| → h(t) Definition of Impulse response h(t).
  2. δ(t − τ ) → |LT I| → h(t − τ ) Time invariant: delay by τ.
  3. x(τ )δ(t − τ ) → |LT I| → x(τ )h(t − τ ) Linear: scale by x(τ ).

x(τ )δ(t − τ )dτ → |LT I| →

x(τ )h(t − τ )dτ Linear: superposition.

  1. x(t) → |LT I| → y(t) =

x(τ )h(t − τ )dτ = h(t) ∗ x(t) Convolution. Input x(t) into LTI system→output y(t) = h(t) ∗ x(t) if initial=0. PROPERTIES OF CONVOLUTION

  1. y(t)=h(t)x(t)=x(t)h(t)=

h(τ )x(t − τ )dτ =

h(t − τ )x(τ )dτ.

  1. h(t), x(t) both causal (h(t) = 0 for t < 0 and x(t) = 0 for t < 0) → y(t) =

∫ (^) t 0 h(τ^ )x(t^ −^ τ^ )dτ^ =^

∫ (^) t 0 h(t^ −^ τ^ )x(τ^ )dτ^ is also causal.

  1. Suppose h(t) 6 = 0 only for 0 ≤ t ≤ S (h(t) has length S). Suppose x(t) 6 = 0 only for 0 ≤ t ≤ T (x(t) has length T ). Then y(t) 6 = 0 only for 0 ≤ t ≤ S + T (y(t) has length S + T ).

−∞ y(t)dt^ = [

−∞ h(t)dt]^ ·^ [

−∞ x(t)dt] (good check of computation) since

y(t)dt =

h(τ )

x(t − τ )dt dτ = [

h(τ )dτ ][

x(t)dt] (∆order)

  1. x(t) ∗ δ(t − T ) = x(t − T ): h(t) = δ(t − T ) is a pure time delay by T.
  2. x(t) ∗ u(t) =

∫ (^) t −∞ x(τ^ )dτ^ :^ h(t) =^ u(t) is an ideal integrator of input.

  1. h(t) absolutely integrable→BIBO stable:Let

|h(t)|dt = L; |x(t)| ≤ M → |y(t)| = |

h(τ )x(t − τ )| ≤

|h(τ )| · |x(t − τ )| ≤ M

|h(τ )| = M L So |x(t)| ≤ M → |y(t)| ≤ M L: Bounded Input→Bounded Output

  1. x(t) → |g(t)| → |h(t)| → y(t) (cascade or series connection) Equivalent to: x(t) → |h(t) ∗ g(t)| → y(t) (associative property of *)
  2. x(t) → ↗↘→|→|gh((tt))|→|→↘↗

→ y(t) (parallel connection) Equivalent to: x(t) → |g(t) + h(t)| → y(t) (distributive property of *)

  1. x(t) →

→ |h(t)| → • → y(t) equivalent to (^) XY^ ((ss)) = (^1) −GH(s(s)H)(s). ↖ |g(t)| ↙ (feedback connection)