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Chapter 2
Linear Time-Invariant Systems
2.1
INTRODUCTION
Two most important attributes of systems are linearity and time-invariance. In this
chapter we develop the fundamental input-output relationship for systems having these
attributes. It will be shown that the input-output relationship for LTI systems is described
in terms of a convolution operation. The importance of the convolution operation in LTI
systems stems from the fact that knowledge of the response of an LTI system to the unit
impulse input allows us to find its output to any input signals. Specifying the input-output
relationships for LTI systems by differential and difference equations will also be dis-
cussed.
2.2 RESPONSE OF A CONTINUOUS-TIME LTI SYSTEM AND
THE CONVOLUTION INTEGRAL
A. Impulse Response:
The impulse response h(t) of a continuous-time LTI system (represented by T) is
defined to be the response of the system when the input is 6(t), that is,
B. Response to an Arbitrary Input:
From Eq. (1.27) the input x( t) can be expressed as
Since the system is linear, the response y( t
expressed as
of the system to an arbitrary input x( t ) can be
Since the system is time-invariant, we have
Substituting Eq. (2.4) into Eq. (2.31, we obtain
CHAP. 21
LINEAR TIME-INVARIANT SYSTEMS
57
Equation (2.5) indicates that a continuous-time LTI system is completely characterized by
its impulse response h(t 1.
C. Convolution Integral:
Equation (2.5) defines the convolution of two continuous-time signals x(t) and h(t)
denoted by
Equation (2.6) is commonly called the convolution integral. Thus, we have the fundamental
result that the output of any continuous-time LTI system is the convolution of the input x(t)
with the impulse response h(t) of the system. Figure 2-1 illustrates the definition of the
impulse response h(t) and the relationship of Eq. (2.6).
Fig. 2-1
Continuous-time LTl system.
D. Properties of the Convolution Integral:
The convolution integral has the following properties.
I. Commutative:
~(t)* h(t)= h(t)* ~(t)
2. Associative:
{xP)* hl(4* h,(t) = x(t)* {hl(f)* h2(4
3. Distributive:
x(t)* {h,(t))+hN =x(t)* hl(t)+x(t)* h,(t)
E. Convolution Integral Operation:
Applying the commutative property (2.7) of convolution to Eq. (2.61, we obtain
00
(t)= h)* x) =
h(r)x(t- r)dr
(2.10)
- m
which may at times be easier to evaluate than Eq. (2.6). From Eq. (2.6)we observe that
the convolution integral operation involves the following four steps:
1.
The impulse response h(~)is time-reversed (that is, reflected about the origin) to
obtain h( -7) and then shifted by t to form h(t - r) = h[-(r - t)]which is a function
of T with parameter t.
2.
The signal x(r) and h(t - r) are multiplied together for all values of r with t fixed at
some value.
58
LINEAR TIME-INVARIANT SYSTEMS
[CHAP. 2
3. The product x(~)h(t- T) is integrated over all T to produce a single output value
At).
4. Steps 1 to 3 are repeated as I varies over - 03 to 03 to produce the entire output y( t ).
Examples of the above convolution integral operation are given in Probs. 2.4 to 2.6.
F. Step Response:
The step response s(t) of a continuous-time LTI system (represented by T) is defined to
be the response of the system when the input is 41); that is,
In many applications, the step response dt) is also a useful characterization of the system.
The step response s(t) can be easily determined by Eq. (2.10); that is,
Thus, the step
Differentiating
response s(t) can be obtained by integrating the impulse response h(t).
Eq. (2.12) with respect to t, we get
Thus, the impulse response h(t) can be determined by differentiating the step response
dl).
2.3 PROPERTIES OF CONTINUOUS-TIME LTI SYSTEMS
A. Systems with or without Memory:
Since the output y(t) of a memoryless system depends on only the present input x(t),
then, if the system is also linear and time-invariant, this relationship can only be of the
form
(2.14)
Y([)= Kx(t)
where K is a (gain) constant. Thus, the corresponding impulse response h(f) is simply
h(t) = K6(t)
(2.15)
Therefore, if h(tJ # 0 for I,, # 0, the continuous-time LTI system has memory.
B. Causality:
As discussed in Sec. 1.5D, a causal system does not respond to an input event until that
event actually occurs. Therefore, for a causal continuous-time LTI system, we have
Applying the causality condition (2.16) to Eq. (2.101, the output of a causal continuous-time
CHAP. 21
LINEAR TIME-INVARIANT SYSTEMS
LTI system is expressed as
Alternatively, applying
the causality
condition ( 2.16) to Eq. (2.61, we have
y(t) = lt x(r)h(t
- T)dr
(2.18)
-w
Equation (2.18) shows that the only values of the input x(t) used to evaluate the output
y( t) are those for r 5 t.
Based on the causality condition (2.161, any signal x(t) is called causal if
and is called anticausal if
x(t) = 0
t>O
Then, from Eqs. (2.17), (2.I8), and (2. Iga), when the input x(t) is causal, the output y(t )
of a causal continuous-time LTI system is given by
C.
Stability:
The BIBO (bounded-input/bounded-output)stability of an LTI system (Sec. 1.5H) is
readily ascertained from its impulse response. It can be shown (Prob. 2.13) that a
continuous-time LTI system is BIBO stable if its impulse response is absolutely integrable,
that is,
2.4 EIGENFUNCTIONS OF CONTINUOUS-TIME LTI SYSTEMS
In Chap. 1 (Prob. 1.44) we saw that the eigenfunctions of continuous-time LTI systems
represented by T are the complex exponentials eS',with s a complex variable. That is,
where h is the eigenvalue of T associated with
e"'. Setting x(t) = es' in Eq. (2.10), we have
where
Thus, the eigenvalue of a continuous-time LTI system associated with the eigenfunction es'
is given by H(s) which is a complex constant whose value is determined by the value of s
via Eq. (2.24). Note from Eq. (2.23) that y(0) = H(s) (see Prob. 1.44).
The above results underlie the definitions of the Laplace transform and Fourier
transform which will be discussed in Chaps. 3 and 5.
60
LINEAR TIME-INVARIANT SYSTEMS
[CHAP. 2
2.5 SYSTEMS DESCRIBED BY DIFFERENTIAL EQUATIONS
A. Linear Constant-Coefficient Differential Equations:
A general Nth-order linear constant-coefficient differential equation is given by
where coefficients a, and b, are real constants. The order N refers to the highest
derivative of y(0 in Eq. (2.25).Such differential equations play a central role in describing
the input-output relationships of a wide variety of electrical, mechanical, chemical, and
biological systems. For instance, in the RC circuit considered in Prob. 1.32, the input
x(0 = il,(O and the output
y(l) = i-,.(t)are
related by a first-order constant-coefficient
differential equation [Eq. (l.105)]
The general solution of Eq. (2.25) for a particular input x(t) is given by
where y,(t)
is a particular solution satisfying Eq. (2.25) and
yh(t) is a homogeneous
solution (or complementary solution) satisfying the homogeneous differential equation
The exact form of yh(t) is determined by N auxiliary conditions. Note that Eq. (2.25)does
not completely specify
conditions are specified.
the output y(t) in terms of the input x(t) unless auxiliary
In general, a set of auxiliary conditions are the values of
at some point in time.
B. Linearity:
The system specified by Eq. (2.25) will be linear only if all of the auxiliary conditions
are zero (see Prob. 2.21). If the auxiliary conditions are not zero, then the response y(t) of
a system can be expressed as
where yzi(O,called the zero-input response, is the response to the auxiliary conditions, and
yz,(t), called the zero-state response,
is the response of a linear system with zero auxiliary
conditions. This is illustrated in Fig. 2-2.
Note that y,,(t) # yh(t)and y,,(t) 2 y,(t) and that in general yZi(0 contains yh(t)and
y,,( t) contains both yh(t
and y,( t
(see Prob. 2.20).
CHAP. 21
LINEAR TIME-INVARIANT SYSTEMS
Y,(O
Fig. 2-2
Zero-state and zero-input responses.
C. Causality:
In order for the linear system described by Eq. (2.25) to be causal we must assume the
condition of initial rest (or an initially relaxed condition). That is, if x( t) = 0 for t I t,,, then
assume y(t) = 0 for t 5 to (see Prob. 1.43). Thus, the response for t > to can be calculated
from Eq. (2.25) with the initial conditions
where
Clearly, at initial rest y,,(t) = 0.
D. Time-Invariance:
For a linear causal system, initial rest also implies time-invariance (Prob. 2.22).
E. Impulse Response:
The impulse response h(t) of the continuous-time LTI system described by Eq. (2.25)
satisfies the differential equation
with the initial rest condition. Examples of finding impulse responses are given in Probs.
2.23 to 2.25. In later chapters, we will find the impulse response by using transform
techniques.
2.6 RESPONSE OF A DISCRETE-TIME LTI SYSTEM AND CONVOLUTION SUM
A. Impulse Response:
The impulse response (or unit sample response) h[n] of a discrete-time LTI system
(represented by T) is defined to be the response of the system when the input is 6[n], that
is,