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Understanding LTI Systems and Convolution

The document discusses Linear Time-Invariant (LTI) systems, focusing on the fundamental input-output relationship characterized by convolution operations. It explains the impulse response, convolution integral, and properties of convolution, along with graphical interpretations and examples for computing system responses. The chapter emphasizes the significance of understanding convolution in various applications within engineering and physical sciences.

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0% found this document useful (0 votes)
10 views28 pages

Understanding LTI Systems and Convolution

The document discusses Linear Time-Invariant (LTI) systems, focusing on the fundamental input-output relationship characterized by convolution operations. It explains the impulse response, convolution integral, and properties of convolution, along with graphical interpretations and examples for computing system responses. The chapter emphasizes the significance of understanding convolution in various applications within engineering and physical sciences.

Uploaded by

aliyijemal28
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

Introduction

Chapter One
Linear Time-Invariant Systems (LTI)

Ermiyas Solomon

Department of Communication Engineering

March 1, 2025

Ermiyas S Signal and System


Introduction

Table of Contents

1 Introduction

Ermiyas S Signal and System


Introduction

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.
The input-output relationship for LTI systems will be shown
as 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.

Ermiyas S Signal and System


Introduction

Impulse Response:

The impulse response h(t) of a continuous-time LTI system is


defined to be the response of the system when the input is δ(t),
that is,
h(t) = T{δ(t)} h(t − T ) = T{δ(t − T )} (1)
Having this to determine the system response y (t) for arbitrary
input x(t) as follows
Z ∞ 
x(t) = T x(τ )δ(t − τ ) dτ (2)
−∞

Since the system is linear, the response y (t) of the system to an


arbitrary input x(t) can be expressed as

Ermiyas S Signal and System


Introduction

Cont..

Z ∞  Z ∞
y (t) = T[x(t)] = T x(t)δ(t − τ ) dτ = x(τ )T{δ(t−τ )} dτ
−∞ −∞
(3)

Since the system is time-invariant, we have


h(t − τ ) = T{δ(t − τ )} (4)
Substituting Eq. (4) into Eq. (3), we obtain
Z ∞
y (t) = x(τ )h(t − τ ) dτ (5)
−∞
This is the result we seek. We have obtained the system
response y (t) to an arbitrary input x(t) in terms of the unit
impulse response h(t).
Knowing h(t), we can determine the response y (t) to any
input. Ermiyas S Signal and System
Introduction

The Convolution Integral:


The response y(t) obtained in Eq. (5) is given by an integral
that occurs frequently in the physical sciences, engineering,
and mathematics. For this reason this integral is given a
special name: the convolution integral.
The convolution integral of two functions x1(t) and x2 (t) is
denoted symbolically by x1 (t) ∗ x2 (t) and is defined as
Z ∞
x1 ∗ x2 = x1 (τ )x2 (t − τ ) dτ (6)
−∞

The convolution integral has the following properties.


1 Commutative:
x1 (t) ∗ x2 (t) = x2 (t) ∗ x1 (t) (7)
2 Associative:
x1 (t) ∗ {x2 (t) ∗ x3 (t)} = {x1 (t) ∗ x2 (t)} ∗ x3 (t) (8)

Ermiyas S Signal and System


Introduction

Cont..
3 Distributive:

x1 (t) ∗ {x2 (t) + x3 (t)} = x1 (t) ∗ x2 (t) + x1 (t) ∗ x3 (t) (9)

4 Shift Property

x1 (t)∗x2 (t) = c(t) thenx1 (t−T1 )∗x2 (t−T2 ) = c(t−T1 −T2 )


(10)
Convolution of a function x(t) with a unit impulse results in the
function x(t) itself. By definition of convolution,
Z ∞
x(t) ∗ δ(t) = x(τ )δ(t − τ ) dτ = x(t) (11)
−∞

Width Property If the durations (widths) of x1 (t) and x2 (t) are


finite, given by T1 and T2 , respectively, then the duration (width)
of x1 (t) ∗ x2 (t) is T1 + T2
Ermiyas S Signal and System
Introduction

Computing Response y (t)

Examples
1 For an LTI system with the unit impulse response
h(t) = e 2t u(t),determine the response y (t) for the input
e −t u(t)
2 For an LTI system with the impulse response
h(t) = 6e t u(t),determine the system response to the
input:(a)2u(t) and (b)3e 3t u(t).

Ermiyas S Signal and System


Introduction

Convolution Table

Ermiyas S Signal and TABLE


Figure: CONVOLUTION System
Introduction

Convolution by Tables

Examples ( Convolution by Tables)


1 Use Table to show e 2t u(t) ∗ (1 − e t )u(t) =
( 21 − e −t + e −2t )u(t)
2 For an LTIC system with the unit impulse response
h(t) = e 2t u(t), determine the zero-state response y (t) if the
input x(t) = sin 3tu(t).

Ermiyas S Signal and System


Introduction

Graphical Understanding of Convolution Operation


The convolution operation can be grasped readily through a
graphical interpretation of the convolution integral.
Such an understanding is helpful in evaluating the convolution
integral of more complex signals.
We shall now explain the convolution operation by convolving
the signals x(t) and g (t), illustrated in the figure below. If
c(t) is the convolution of x(t) with g (t), then
Z ∞
c(t) = x(τ )g (t − τ ) dτ (12)
−∞

One of the crucial points to remember here is that this


integration is performed with respect to τ so that t is just a
parameter (like a constant).
This consideration is especially important when we sketch the
graphical representations of the functions x(τ ) and g (t − τ ).
Ermiyas S Signal and System
Introduction

Cont...

To appreciate what g (t − τ ) looks like, let us start with the


function g (τ ).
Time reversal of this function (reflection about the vertical
axis τ = 0) yields g (). Let us denote this function by ϕ(τ )

ϕ(τ ) = g (−τ )

Now ϕ(τ ) shifted by t seconds is ϕ(τ − t), given by

ϕ(τ − t) = g (−(τ − t)) = g (t − τ )

Therefore, we first time-reverse g (τ ) to obtain g (−τ ) and


then time-shift g (τ ) by t to obtain g (t − τ ).
For positive t, the shift is to the right for negative t, the shift
is to the left
Ermiyas S Signal and System
Introduction

Cont..
The convolution c(t) is the area under the product of these two
functions.

Figure: Convolution

Ermiyas S Signal and System


Introduction

Cont..

Ermiyas S Signal and System


Introduction

Procedure for Graphically Convolution

The procedure for graphical convolution can be summarized as


follows:
1 Keep the function x(τ ) fixed.
2 Visualize the function g (τ ) as a rigid wire frame, and rotate
(or invert) this frame about the vertical axis (τ = 0) to obtain
g (−τ ).
3 Shift the inverted frame along the τ axis by t0 seconds. The
shifted frame now represents g (t0 − τ ).
4 The area under the product of x(τ ) and g (t0 − τ ) (the shifted
frame) is c(t0 ), the value of the convolution at t = t0 .
5 Repeat this procedure, shifting the frame by different values
(positive and negative) to obtain c(t) for all values of t.

Ermiyas S Signal and System


Introduction

Cont..

We can also use the commutative property of convolution to


our advantage by computing x(t) ∗ g (t) or g (t)x(t),whichever
is simpler.
As a rule of thumb,convolution computations are simplified if
we choose to invert (time-reverse) the simpler of the two
functions.
Forexample, if the mathematical description of g (t) is simpler
than that of x(t), then x(t) ∗ g (t) will be easier to compute
than g (t) ∗ x(t).
In contrast,if the mathematical description of x(t) is
simpler,the reverse will be true.

Ermiyas S Signal and System


Introduction

Graphical Convolution of Two Causal Functions

Examples
1 Determine graphically y (t) = x(t) ∗ h(t) for x(t) = e t u(t)
and h(t) = e 2t u(t).
In the figure below(a and b) we have x(t) and h(t),respectively
and figure(c) shows x(τ ) and h(−τ ) as functions of τ .The function
h(t)is now obtained by shifting h(−τ ) by t. Figure(d) shows that
for negative t, h(t − τ )[obtained by left-shifting h(−τ )] does not
overlap x(τ ),and the product x(τ )h(t − τ ) = 0,so that

y (t) = 0 t < 0

Ermiyas S Signal and System


Introduction

Cont..

Examples
Figure(e)shows the situation for t ≥ [Link] x(τ ) and h(t − τ ) do
overlap,but the product is non zero only over the interval
0 ≤ τ ≤ t(shaded interval).Therefore,
Z t
y (t) = x(τ )h(t − τ ) dτ t ≥ 0
0

Consequently,
Z t
y (t) = e −τ e −2(t−τ ) dτ = e −t − e −2t t≥0
0

Ermiyas S Signal and System


Introduction

Cont..

Ermiyas S Signal and System


Introduction

Cont..

Ermiyas S Signal and System


Introduction

Graphical Convolution of Two Finite-Duration Functions

Examples
1 Find x(t) ∗ g (t) for the functions x(t) and g (t) shown in the
figure below (a and b)
Here, x(t) has a simpler mathematical description than that of
g (t), so it is preferable to time-reverse x(t).Hence,we shall
determine g (t) ∗ x(t) rather than x(t) ∗ g (t).Thus
Z ∞
c(t) = g (t) ∗ x(t) = g (τ )x(t − τ ) dτ
−∞

First,we determine the expressions for the segments of x(t) and


g (t) used in finding c(t).

1
x(t) = 1 and g (t) = t
3
Ermiyas S Signal and System
Introduction

Cont..

Examples
so that
1
x(t − τ ) = 1 and g (τ ) = τ
3
Figure(c) shows g (τ ) and x(−τ ),where as the figure(d) shows
g (τ ) and x(t − τ ),which is x(−τ ) shifted by [Link] the edges
of x(−τ ) are at τ = 1 and 1,the edges of x(t − τ ) are at
−1 + t and 1 + [Link] two functions overlap over the
interval(0, 1 + t)(shaded interval) so that
Z 1+t Z 1+t
1 1
c(t) = g (τ )x(t − τ ) dτ = τ dτ = (t + 1)2 (13)
0 0 3 6

Ermiyas S Signal and System


Introduction

Cont...

Examples
This situation,depicted in the figure(d), is valid only for
−1 ≤ t ≤ 1. For t ≥ 1 bu t ≤ 2, the situation is as illustrated in
the figure(e).The two functions overlap only over the range−1 + t
to 1 + t (shaded interval). Note that the expressions for g (τ ) and
x(t − τ ) do not change;only the range of integration
[Link],
Z 1+t
1 2
c(t) = τ dτ = t (14)
−1+t 3 3

For t ≥ 2 bu t ≤ 4, the situation is as shown in the figure(f).The


functions g (τ ) and x(t − τ ) overlap over the interval from 1 + t to
3 (shaded interval) so that

Ermiyas S Signal and System


Introduction

Z 3
1 1
c(t) = τ = (t 2 − 2t − 8) (15)
−1+t 3 6

Combining our results,we see that


1 2


 6 (t + 1) −1 ≤ t ≤ 1
2t

1≤t≤2
c(t) = 31 2 (16)
6 (t − 2t − 8) 2 ≤ t ≤ 4




0 otherwise
Ermiyas S Signal and System
Introduction

Cont..

Figure: Example 2

Ermiyas S Signal and System


Introduction

Ermiyas S Signal and System


Introduction

Cont..

Ermiyas S Signal and System


Introduction

Convolution: Its bark is worse than its bite!

Ermiyas S Signal and System

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