Linear Time-Invariant
System (LTI)
Outlines
Linear Time Invariant Systems
Introduction
Response of a Continuous time LTI systems
Continuous time LTI systems: Convolution Integral
Properties of Continuous time LTI systems
Differential and difference equations
Linear Time Invariant Systems
A system satisfying both the linearity and the time-
invariance property.
Why LTI system?
LTI systems are mathematically easy to analyze and
characterize, and consequently, easy to design.
Many physical processes posses these properties can
be modeled as LTI systems.
Highly useful signal processing algorithms have been
developed utilizing this class of systems.
They possess superposition theorem.
How superposition is applicable
If we represent the input to an LTI system in
terms of linear combination of a set of basic
signals, we can then use superposition to
compute the output of the system in terms of
responses to these basic signals.
Representation of LTI systems
Any linear time-invariant system (LTI) system,
continuous-time or discrete-time, can be uniquely
characterized by its
Impulse response: response of system to an impulse
Frequency response: response of system to a complex
exponential e j 2 f for all possible frequencies f.
Transfer function: Laplace transform of impulse response
Given one of the three, we can find other two
provided that they exist
Significance of unit impulse
Every signal whether large or small can be
represented in terms of linear combination of
delayed impulses.
Here two properties apply:
Linearity
Time Invariance
Basic building Blocks
For DT or CT case; there are two natural
choices for these two basic building blocks
For DT: Shifted unit samples
For CT: Shifted unit impulses.
Impulse Response
The response of a continuous-time system to a unit
impulse {t} is called the unit impulse response
or simply, the impulse response, and is denoted by
{h(t)}.
The response of a continuous-time system to a unit
step {t} is called the unit step response or
simply, the step response, and is denoted by {s(t)}.
Knowing the impulse response one can compute the
output of the system for any arbitrary input
The impulse response of a continuous time system is
defined as the output of the system when its input is an
unit impulse, δ (t)
h(t) = T {δ(t)}
Usually the impulse response is denoted by h(t).
Response to an Arbitrary Input:
For the input x(t) can be expressed as,
Since the system is linear, the response y(t) of the
system to an arbitrary input x(t) can be expressed as,
Since the system is time-invariant, we have
Indicates that a continuous-time LTI system
is completely characterized by its impulse
response h(t).
Convolution
Convolution is one of the major concepts of linear time-
invariant system theory.
Convolution relates an LTIs system's input to its output
thus it is a mathematical operation of fundamental
importance in the theory of signals and systems.
Convolution yields the output of a relaxed (zero initial
conditions) LTI system, given the input x[n] and the
system's impulse response h[n].
A system’s impulse response is a unique property of the
system that completely characterizes its dynamic behavior
(under the assumption of linearity).
Cont.…
This fact together with the property of
superposition and time invariance, will allow
us to develop a complete characterization of
any LTI system in terms of responses to a
unit impulse.
This representation is called
Convolution sum in discrete time case
Convolution integral in continuous time case.
Convolution Integral
The convolution of two continuous-time signals x(t) and h(t)
denoted by,
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.
Summary
Convolution Integral Operation:
Properties of the Convolution Integral:
1. Commutative: x[n] ⋆ ν[n] = ν[n] ⋆ x[n]
2. Associative: x[n] ⋆ (ν[n] ⋆ µ[n]) = (x[n] ⋆ ν[n]) ⋆
µ[n]
3. Distributive: x[n] ⋆ (ν[n] + µ[n]) = x[n] ⋆ ν[n] +
x[n] ⋆ µ[n]
4. Homogeneous: x[n] ⋆ (aν[n]) = a(x[n] ⋆ ν[n]),
where a is any constant
Properties of LTI systems
Commutative
Distributive
Associative
With and without memory
Invertibility
Causality
Stability
The unit step response of an LTI system
LTI System’s Properties by the
Impulse Response
Summary
Linear Constant-Coefficient
Differential Equations:
A general Nth-order linear constant-coefficient
differential equation is given by,
where coefficients ak and bk are real constants.
The order N refers to the highest derivative of y(t).
The impulse response h(t) of the continuous-time
LTI system described by satisfies the differential
equation.
Discrete LTI system
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Unit Sample Response and LTI
y[n] T ( x[n]) T ( x[k ] [n k ])
k
y[n] x[k ]T ( [n k ]) x[k ]h[n k ]
k k
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The Convolution Sum and
The Impulse Response
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Convolution Sum
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Technique to Find Discrete-Time
Convolution Sum
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Liner Constant-Coefficient Difference
Equations
The discrete-time counterpart of the general
differential equation is the Nth-order linear
constant-coefficient difference equation given
by:
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The end
