Linear Time-Invariant Systems

Quote of the Day

The longer mathematics lives the more abstract
and therefore, possibly also the more practical it
becomes.
Eric Temple Bell

Content and Figures are from Discrete-Time Signal Processing, 2e by Oppenheim, Shafer, and Buck, 1999-2000 Prentice Hall Inc.

Linear-Time Invariant System

Special importance for their mathematical tractability
Most signal processing applications involve LTI systems
LTI system can be completely characterized by their impulse
response
[n-k]

T{.}

Represent any input xn

yn T

xk n k

hk[n]

xk n k

xk Tn k xk h n
k

From time invariance we arrive at convolution

yn

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xk hn k xk hk

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LTI System Example

1

0.5
0
-5

LTI
0

0
-5

LTI
0

LTI
0

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LTI
0

1
0
-5
4

1
0
-5

1
0
-5
2

1
0
-5
2

1
0
-5
2

0.5

2
0
-5

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Convolution Demo

Joy of Convolution Demo from John Hopkins University

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Properties of LTI Systems

Convolution is commutative

xk hk
x[n]

xk hn k hk xn k hk xk

h[n]

y[n]

h[n]

x[n]

y[n]

Convolution is distributive

xk h1 k h2 k xk h1 k xk h2 k

h1[n]

x[n]

y[n]

x[n]

h1[n]+ h2[n]

y[n]

h2[n]

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Properties of LTI Systems

Cascade connection of LTI systems

x[n]

h1[n]

h2[n]

y[n]

x[n]

h2[n]

h1[n]

y[n]

x[n]

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h1[n]h2[n]

y[n]

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Stable and Causal LTI Systems

An LTI system is (BIBO) stable if and only if
Impulse response is absolute summable

hk

Lets write the output of the system as

yn

hk xn k

If the input is bounded

hk xn k

x[n] B x

Then the output is bounded by

yn Bx

hk

The output is bounded if the absolute sum is finite

An LTI system is causal if and only if

hk 0 for k 0

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Linear Constant-Coefficient Difference Equations

An important class of LTI systems of the form
N

a yn k b xn k

k 0

k 0

The output is not uniquely specified for a given input

The initial conditions are required
Linearity, time invariance, and causality depend on the initial
conditions
If initial conditions are assumed to be zero system is linear, time
invariant, and causal

Example
Moving Average

y[n] x[n] x[n 1] x[n 2] x[n 3]

Difference Equation Representation

0

a yn k b xn k

k 0

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k 0

where ak bk 1

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Eigenfunctions of LTI Systems

Complex exponentials are eigenfunctions of LTI systems:

xn e jn
Lets see what happens if we feed x[n] into an LTI system:

yn

hk xn k

yn

hk e

j(n k )

h
k
e

jk

e jn H e j e jn

eigenfunction

eigenvalue

The eigenvalue is called the frequency response of the system

hk e

He

jk

H(ej) is a complex function of frequency

Specifies amplitude and phase change of the input

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Eigenfunction Demo

LTI System Demo

From Fernniversitt, Hagen, Germany

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