In this chapter we will consider several methods for describing relationship between the input and output of
linear time-invariant systems.
The Convolution Sum:
The representation of discrete time signals in terms of impulses.
The key idea is to express an arbitrary discrete time signal as weighted sum of time shifted impulses.
Consider the product of signal and the impulse sequence. We know that
and
Using these relations we can write
(4.1)
A graphical illustration is shown below
Fig 4.1
Given an arbitrary sequence we can write it as a linear combination of shifted unit impulses , where
the weights of their combination are x[k], the kth term of the sequence. For any given n, in the summation
there is only one term which is non-zero and so we do not have to worry about the convergence.
Consider the unit step sequence {u[n]}. Since , and , it has representation
The Discrete Time Impulse response of linear Time Invariant System:
We use linearity property of the system to represent its response in terms of its response shifted impulse
sequences. The time invariance further simplifies their representation. Let be the input signal and
be the output sequence, and T( ) represent the linear system
using (4.1)
Now we use the linearity property of the system we get
Note that without countable additivity property the last step is not justified (From finite additivity we can not get
countable additivity). Let us define
i.e. is the response of the system to a delayed unit sample sequence. Then we see
The output signal is linear combination of the signals.
In general the responses need not be related to each other for different values of k. However, if linear
system is also time-invariant, then these responses are related. Let us define impulse response (unit sample
response)
Then
For the LTI system output {y[n]} is given by
(4.2)
This result is know as convolution of sequences and. Thus output signal for an LTI system is convolution
of input signal and the impulse response. This operation is symbolically represented by
(4.3)
We see that equation (4.2) expresses the response of an LTI system to an arbitrary signal in terms of the
systems response to unit impulse. Thus an LTI system is completely specified by its impulse response.
The nth term in the equation (4.2) is given by
(4.4)
This is known as convolution sum. To convolve two sequences, we have to calculate this convolution sum for all
values of n. Since right hand side is sum of infinite series, we assume that this sum is well defined.
Example:
Consider and shown below
Fig 4.2
Since only and one non zero we have
These one illustrated below
Fig 4.3
Here we have done calculation according to equation (4.2).
To do calculation according to equation (4.4) we first plot - as function of k and as function of
k for some fixed values of n. Then multiply sequence and term by term to obtain sequence.
Than final the sum of the terms of the sequence. This is illustrated below
Fig 4.4
One can see easily that for other value of n is all zero sequence and for these value of n, output
is zero.
Properties of discrete-time linear convolution and system properties
If and are sequences, then the following useful properties of the discrete time convolution
can be shown to be true
1. Commutativity
2. Associativity
`
3. Distributivity over sequence addition
4. The identity sequence
5. Delay operation
6. Multiplication by a constant
Note that these properties are true only if the convolution sum (4.4) exists for every n.
If the input output relation is defined by convolution i.e. if
For a given sequence , then the system is linear and time invariant. This can be verified using the
properties of the convolution listed above. The impulse response of the systems is obviously.
In terms of LTI system, commutative property implies that we can interchange input and impulse response.
Fig 4.5
The distributive property implies that parallel interconnection of two LTI system is an LTI system with impulse
response as sum of two impulse responses.
Fig 4.6
The associativity property implies that series connection of two LTI system is an LTI system. Where impulse
response is convolution of individual responses. The commutativity property implies that we can interchange the
order of the two system in series.
Fig 4.7
Since an LTI system is completely characterized by its impulse response, we can specify system- properties in
terms of impulse response.
1. Memoryless system: From equation (4.4) we see that an LTI system is memory less if and only if.
2. Causality for LTI system: The output of a causal system depends only on preset and past-values of the
input. In order for a system to be causal must not depend on for. From equation (4.4) we see
that for this to be true, all of the terms that multiply values of for must be zero.
put to get
or
Thus impulse response for a causal LTI system must satisfy the condition h[n] = 0 for n < 0.
If the impulse response satisfies this condition, the system is causal. For a causal system we can write
or
We say a sequence is causal if , for n < 0.
3. Stability for LTI system: A system is stable if every bounded input produces a bonded output. Consider
input such that for all n.
Taking absolute value
From triangle inequality for complex numbers we get
Using property that
Since each we get
If the impulse response is absolutely summable, that is
(4.5)
then
and is bounded for all n, and hence system is stable. Therefore equation (4.5) is sufficient condition for
system to be stable. This condition is also necessary. This is prove by showing that if condition (4.5) is violated
then we can find a bounded input which produces an unbounded output. Let
Let
This is a bounded sequence
So y[0] is unbounded. Thus, the stability of a discrete time linear time invariant system is equivalent to absolute
summability of the impulse response.
Causal LTI systems described by difference equations
An important subclass of linear time invariant system is one where the input and output sequences satisfy
constant coefficient linear difference equation
(4.6)
The constants, is input sequence and is output sequence. We can solve equation (4.6) in a
manner analogous to the differential equation solution, but for discrete time we can use a different approach.
Assume that. We can write
(4.7)
In order to find we need previous N values of the output. Thus if we know the input sequence and a
set of initial condition we can find values of.
Example: Consider the difference equation
then
Let us take
This system is not linear for all values of the initial condition. For a linear system all zero input sequence must
produce a all zero output sequence. But if C is different from zero, then output sequence is not an all system is
linear. System is not time invariant in general. Suppose input is than we have
If we use input as then
It is obvious that second sequence is not a shifted version of the first sequence unless. The system is linear
time invariant if we assume initial rest condition, i.e. if then. With initial rest condition the
system described by constant coefficient-linear difference equation is linear, time invariant and causal.
The equation of the form (4.7) is called recursive equation if , since it specifies a recursive algorithm for
finding out the output sequence. In special case , we have
(4.8)
Here is completely specified in terms of the input. Thus this equation is called non-recursive equation. If
input , then we see that the output is equal to impulse response
The impulse response is non-zero for finitely many values. A system with the property that impulse response is
non-zero only for finitely many values is known as finite impulse response (FIR) system. A system described by
non-recursive equation is always FIR. A system described recursive equation generally has a response which is
non-zero for infinite duration and such systems one known as infinite impulse response system (IIR). A system
described by recessive equation may have a finite impulse response.
Systems described by constant coefficient linear difference equation can be implemented very easily as we
shall see in a later chapter.