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LTI Systems and Difference Equations

This document discusses discrete-time linear time-invariant (LTI) systems. Specifically: 1. LTI systems can be characterized by constant-coefficient difference equations. The output is expressed as the sum of the zero-input response and zero-state response. 2. There are two methods to solve linear constant-coefficient difference equations: direct and indirect. The direct method expresses the solution as the sum of the homogeneous solution and particular solution. 3. The homogeneous solution is determined by setting the input to zero. The particular solution is determined by applying the input.

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Sabih Haider
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20 views8 pages

LTI Systems and Difference Equations

This document discusses discrete-time linear time-invariant (LTI) systems. Specifically: 1. LTI systems can be characterized by constant-coefficient difference equations. The output is expressed as the sum of the zero-input response and zero-state response. 2. There are two methods to solve linear constant-coefficient difference equations: direct and indirect. The direct method expresses the solution as the sum of the homogeneous solution and particular solution. 3. The homogeneous solution is determined by setting the input to zero. The particular solution is determined by applying the input.

Uploaded by

Sabih Haider
Copyright
© All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd

Digital Signal Processing (EE-471)

Lecture 04
Discrete-Time Linear Time-Invariant (LTI) Systems

Dr. S M Wasif
[Link]@[Link]
December 5, 2022
Department of Electrical Engineering,
University of Gujrat
Table of contents

1. Linear Time-Invariant Systems Characterized by


Constant-Coefficient Difference Equations

2. Solution of Linear Constant-Coefficient Difference Equations

1
Linear Time-Invariant Systems
Characterized by
Constant-Coefficient Difference
Equations
Linear Time-Invariant Systems Characterized by Constant-
Coefficient Difference Equations

• A family of linear LTI systems described by an input-output


relation called a linear constant coefficients difference (LCCD)
equation.
• Constant coefficients (e.g., a does not change with n time index
change) and time-variant coefficients (e.g., n changes with n
time index change).
• For example
y [n] = ay [n − 1] + x[n]

• An explicit expression for the system output is:


n
X
y [n] = an+1 y[−1] + ak x[n − k ], n≥0 2
k=0
Linear Time-Invariant Systems Characterized by Constant-
Coefficient Difference Equations

• If the system is initially relaxed at time n = 0 and y [−1] = 0, then


the system is at zero state and its corresponding output is called
the zero-state response or forced response.
n
X
yzs [n] = ak x[n − k ], n≥0
k=0

• If the system is initially nonrelaxed i.e., y [−1] 6= 0 and the input


x[n] = 0 for all n. Then the output of the system with zero input is
called the zero-input response or natural response or free
response.
yzi = aa+1 y[−1], n≥0
• In general, the total response of the system can be expressed as:

y [n] = yzi [n] + yzs [n]

3
Linear Time-Invariant Systems Characterized by Constant-
Coefficient Difference Equations

• The general form of such an equation is:


N
X M
X
y [n] = − ak y [n − k ] + bk x[n − k ]
k=1 k=0

• The integer N is called the order of the difference equation or the


order of the system.
• A system is linear if it satisfies the following three requirements:
1. y [n] = yzi [n] + yzs [n]
2. Zero-state response is linear checked after applying superposition
principle.
3 Zero-input response is linear checked after applying superposition
principle.

4
Solution of Linear
Constant-Coefficient Difference
Equations
Solution of Linear Constant-Coefficient Difference Equa-
tions

• To determine the output y[n] for n ≥ 0, there are two methods:


1. Direct method
2. Indirect method
• The direct solution method assumes that the total solution is the
sum of two parts:
y[n] = yh [n] + yp [n]
• The homogeneous solution yh [n] of a difference equation is
determined by setting x[n] = 0, and will be in form:
yh [n] = λn
• The most general solution to the homogeneous difference
equation is:
yh [n] = C1 λn1 + C2 λn2 + · · · + CN λnN
• The particular solution yp [n] of a difference equation is
determined by applying x[n], and will be in form depending upon 5

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