Chapter 02

Linear Time-Invariant Systems

Textbook: Signals and Systems by Alan V. Oppenheim, Alan S. Willsky
with S. Hamid Nawab (2nd Edition)

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 Introduction
➢ Linear Time-Invariant(LTI) Systems are
▪ Linear: Possesses superposition property (homogeneity,
additivity). a δ[n] DT LTI a h[n] Impulse response
0 0

▪ Time-invariant: Characteristics are independent of time.

a0 δ[n − k] DT LTI a0 h[n − k]
▪ Adding both inputs
a0 δ n + a0 δ[n − k] DT LTI a0 h n + a0 h[n − k]

➢ Fundamental role of LTI systems in signal and system analysis.

▪ Many physical processes can be modeled as LTI systems.
▪ LTI systems can be analyzed in considerable detail, providing both insight into
their properties and a set of powerful tools.
➢ A basic fact: If we know the response of an LTI system to some
inputs, we can find the response to many inputs.
➢ LTI systems can be characterized in terms of its response to a unit
impulse (CT) or unit sample (DT).
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 The Convolution Sum of DT LTI Systems
➢ Sifting Property: Representation of DT Signal:
signals in terms of unit impulses
x n = ⋯ + x −1 δ[n + 1]+x 0 δ n + x 1 δ n − 1 + ⋯
+∞

x n = ෍ x k δ[n − k] Building blocks:

k=−∞
➢ DT unit impulse response
y n = δ n h[n]
δ[n] h[n] y[n]

➢ Convolution: In case of scaled and shifted

impulses at input
x[−1]δ[n + 1]
x[0]δ[n] + h[n] y[n]
x[1]δ[n − 1]
+∞

y n = ෍ x k h[n − k]
k=−∞
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 The Convolution Sum of DT LTI Systems ..
➢ Above result is referred to as the convolution sum or
superposition sum.
➢ Operation on the right-hand side is known as the
convolution of the sequences x[n] and h[n], represented as
+∞
Sum of
y n = x n ∗ h n = ෍ x k h[n − k] echoes
of h[n].
k=−∞
▪ Response of an LTI system to an arbitrary input in terms of the
system's response to the unit impulse.
▪ Alternatively, an LTI system is completely characterized by its
response to a single signal, the unit impulse.

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 Practice Problem 1

+∞

y n = x n ∗ h n = ෍ x k h[n − k]
k=−∞

+ =

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 Convolution: Alternate View
➢ A very useful view is to consider the effect of
superposition sum on each individual output sample.
➢ View convolution as a function of k
+∞

y n = ෍ x k h[−k + n]
k=−∞
▪ h[-k] is time reversed version of h[k].
▪ h[-k+n] is time reversed and shifted version of h[k].
▪ Multiply each x[k]=x[n] with h[-k+n] and then sum them to get
convolution sum
g k = x k h[−k + n]
+∞

yn = ෍ gk
k=−∞
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 Practice Problem 2

x[k]
h[k]

k=∞

y 0 = ෍ x k h −k = 0.5
k=−∞
k=∞

y 1 = ෍ x k h 1 − k = 2.5
k=−∞
k=∞

y 2 = ෍ x k h 2 − k = 2.5
k=−∞
k=∞

y 2 = ෍ x k h 3 − k = 2.0
k=−∞

y −1 =? y 3 =?

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 Practice Problem 3

+∞

y n = ෍ x k h[−k + n]
k=−∞
∞
1
෍ 𝑎𝑘 =
1−𝑘
𝑘=0

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 Practice Problem 4

𝑛 𝑛+1
1 − 𝑎
෍ 𝑎𝑘 =
1−𝑎
𝑘=0

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 The Convolution Integral of CT LTI Systems
➢ Short time () approximations
▪ δ(t): Short time approximation of unit
impulse δ(t)
▪ 𝑥(𝑡):
ො Pulse or staircase approximation of
x(t)
➢ Represention of CT signals in terms of
unit impulses δ(t)
xො t
= ⋯ + x −∆ δ∆ t + ∆ ∆ + x 0 δ∆ t ∆
+ x ∆ δ∆ t − ∆ ∆ + ⋯
+∞

xො (t) = ෍ x(k∆)δ∆ (t − k∆)∆

k=−∞
▪ As →0, xො →x(t)
+∞

x(t) = lim ෍ x(k∆)δ∆ (t − k∆)∆

∆→0
k=−∞ Sum→integral, δ(t)→δ(t)
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 The Convolution Integral of CT LTI Systems..
➢ Sifting property of CT unit
∞
impulse is

x(t) = න x τ δ t − τ dτ
−∞
➢ Accordingly, the output of CT LTI system with impulse
response h(t) will become
x(t) h(t) y(t)

𝑦 𝑡 = න x τ h t − τ dτ
−∞
▪ CT LTI system is completely characterized by its impulse response
which is response to a single elementary signal, the unit impulse δ(t).
➢ Notation: y t = x t ∗ h(t)
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 Practice Problem 5

h(t-τ) y(t)

T 2T 3T
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 Practice Problem 6

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 Properties of LTI Systems
➢ System response can be represented in the form of impulse
response. +∞

y n = ෍ x k h[n − k]
k=−∞
∞

y t = න x τ h t − τ dτ
−∞
▪ This property holds in general only for LTI systems.
➢ LTI systems have several properties not possessed by other
systems.
▪ The Commutative Property
▪ The Distributive Property
▪ The Associative Property
▪ LTI Systems with and without Memory
▪ lnvertibility of LTI Systems
▪ Causality for LTI Systems
▪ Stability for LTI Systems
▪ Unit Step Responce for LTI Systems 14
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 The Commutative Property
➢ Output of an LTI system with input x[n] and unit
impulse response h[n] is identical to the output of an LTI
system with input h[n] and response x[n].
+∞

x n ∗ h n = h n ∗ x n = ෍ h k x[n − k]
k=−∞
∞

x t ∗ h t = h t ∗ x t = න h τ x t − τ dτ
−∞
➢ Proof: substitution k=n-r to original expressions.

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 The Distributive Property
➢ Convolution distributes over addition.
x n ∗ h1 n + h2 n = x n ∗ h1 n + x n ∗ h2 n
x(t) ∗ h1 t + h2 t = x t ∗ h1 t + x t ∗ h2 t
➢ The distributive property has a useful interpretation in
terms of system interconnections.
▪ Consider two LTI systems in
parallel.
▪ Being LTI systems, parallel
systems can be combined to
single summation system.

➢ LTI system response to the sum of two inputs equal the

sum of the responses to these signals individually.
▪ Break a complicated convolution into several simpler ones
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 Practice Problem 7

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 The Associative Property
➢ Very important and useful property of convolution
x n ∗ h1 n ∗ h2 n = x n ∗ h1 n ∗ h2 n
x t ∗ h1 t ∗ h2 t = x t ∗ h1 t ∗ h2 t
➢ Interpretations
▪ It does not matter in which
order we convolve the signals.
▪ Series interconnection of the
two systems is equivalent to
single system which is the
convolution of both systems.
Commutative Property
➢ Convolution order of non-
LTI systems cannot be
changed.
▪ Example: Two memory less systems, one being multiplication by
2 and the other squaring the input.
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 Practice Problem 8

ℎ3 𝑛 = ℎ2 𝑛 ∗ ℎ2 𝑛
ℎ3 𝑛 = 𝛿 𝑛 + 2𝛿 𝑛 − 1 + 𝛿 𝑛 − 2
ℎ 𝑛 = ℎ1 𝑛 ∗ ℎ3 𝑛
ℎ 𝑛 = ℎ1 𝑛 ∗ 𝛿 𝑛 + 2𝛿 𝑛 − 1 + 𝛿 𝑛 − 2
Apply distributive property and solve further

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(a)
ℎ 𝑛 = ℎ1 𝑛 ∗ 𝛿 𝑛 + ℎ1 𝑛 ∗ 2𝛿 𝑛 − 1 + ℎ1 𝑛 ∗ 𝛿 𝑛 − 2
ℎ 𝑛 = ℎ1 𝑛 + 2ℎ1 𝑛 − 1 + ℎ1 𝑛 − 2

ℎ𝑛

⋮ =0
ℎ −1 = ℎ1 −1 + 2ℎ1 −2 + ℎ1 −3 = 0 ⋮ =0
ℎ 0 = ℎ1 0 + 2ℎ1 −1 + ℎ1 −2 = 1 ℎ1 0 = 1
ℎ 1 = ℎ1 1 + 2ℎ1 0 + ℎ1 −1 = 5 ℎ1 1 = 3
ℎ 2 = ℎ1 2 + 2ℎ1 1 + ℎ1 0 = 10 ℎ1 2 = 3
ℎ 3 = ℎ1 3 + 2ℎ1 2 + ℎ1 1 = 11 ℎ1 3 = 2
ℎ 4 = ℎ1 4 + 2ℎ1 3 + ℎ1 2 = 8 ℎ1 4 = 1
ℎ 5 = ℎ1 5 + 2ℎ1 4 + ℎ1 3 = 4 ℎ1 5 = 0
⋮ =0
(b) Do by yourself

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 LTI Systems with and without Memory
➢ System is memoryless if its output at any time depends
only on the value of the input at that same time.
▪ DT LTI system can be memoryless if h[n] = 0 for n ≠0.
Equivalently: h n = Kδ[n]
Convolution sum: y n = Kx[n]
▪ CT LTI system can be memoryless if h(t) = 0 for t ≠0.
Equivalently: h(t) = Kδ(t)
Convolution sum: y(t) = Kx(t)
➢ These systems become identity systems when K=1
▪ Output becomes equal to the input: y n = x[n]
▪ Unit impulse response equals the unit impulse. h n = δ[n]
▪ Which reduce to the sifting properties of LTI systems
+∞
x n = x n ∗ δ[n] = ෍ x k ∗ δ[n − k]
k=−∞
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 Invertibility of LTI Systems
➢ System is invertible only if an inverse system exists
➢ Series interconnection of inverse system with the
original system
▪ Produces an output equal to the input to the first system.
▪ Identical to the identity system h(t)=δ(t)

➢ Since overall response is convolution of two systems

h t ∗ h1 t = δ(t)
h n ∗ h1 [n] = δ[n]
➢ Furthermore, if an LTI system is invertible, then it has an
LTI inverse.
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 Practice Problem 9

Impulse response h(t)?

ℎ 𝑡 = 𝛿(𝑡 − 𝑡0 )
y 𝑡 =𝑥 𝑡 ∗ℎ 𝑡
To invert the output, shift the output back
ℎ1 𝑡 = 𝛿(𝑡 + 𝑡0 )

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 Causality for LTI Systems
➢ The output does not depend on the future value of input.
➢ DT LTI Systems
▪ y[n] must not depend on x[k] for k > n
▪ All coefficients h[n- k] that multiply values of x[k] for k > n must
be zero. n +∞

y n = ෍ x k h[n − k] Alternatively y n = ෍ h k x[n − k]

k=−∞ k=0
▪ It means h[n]=0 for n<0
➢ CT LTI Systems ∞
t

y(t) = න x τ h t − τ dτ Alternatively y(t) = න h τ x t − τ dτ

−∞ 0
▪ It means h(t)=0 for t<0

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 Practice Problem 10

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 Stability for LTI Systems
➢ A system is stable if every bounded input produces a
bounded output. Bounded input means
x n < B for all n
➢ Using convolution sum, output magnitude is
+∞

yn = ෍ h k x[n − k]
k=−∞
➢ Sum of |x[n-k]| is bounded for all values of n and k, therefore
+∞

yn ≤B ෍ hk
k=−∞
➢ Therefore, y[n] is bounded in magnitude, if the impulse
response is absolutely summable / (integrable for CT systems).
+∞ +∞

෍ hk <∞ , න h(𝜏) 𝑑𝜏 < ∞

k=−∞ −∞ 26
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 Practice Problem 11

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 Unit Step Response of LTI Systems
➢ Impulse response – characterizes the system δ[n]
DT LTI
h[n]
▪ When input is impulse signal, the output is called
δ(t) h(t)
impulse response denoted, denoted by h[n]/h(t). CT LTI
➢ When input is unit step signal, the output is called unit step
response denoted by s[n]/s(t).
u[n] s[n] u(t) s(t)
DT LTI CT LTI
➢ Mathematically (for DT LTI) +∞ n

s n =u n ∗h n = ෍ h k u n−k = ෍ h k
k=−∞ k=−∞
▪ Step response is running sum of unit impulse response
▪ Conversely, the impulse response is the first difference of step
response h n = s n − s[n − 1]
+∞
➢ For CT LTI s(t) = න h τ dτ And h(t) =
ds(t)
dt
−∞
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 Homework
➢ Examples:
▪ 2.1, 2.2, 2.3,2.4, 2.5, 2.6, 2.7, 2.8, 2.10, 2.11, 2.12
➢ Problems:
▪ 2.1, 2.2, 2.3, 2.4, 2.6, 2.8, 2.9, 2.10, 2.11, 2.14, 2.15
▪ 2.21, 2.22, 2.24, 2.25, 2.26, 2.28, 2.29

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