Introduction
Chapter One
Linear Time-Invariant Systems (LTI)
Ermiyas Solomon
Department of Communication Engineering
March 1, 2025
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Table of Contents
1 Introduction
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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.
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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
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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
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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)
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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
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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).
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Convolution Table
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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).
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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 ).
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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
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The convolution c(t) is the area under the product of these two
functions.
Figure: Convolution
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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.
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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.
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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
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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
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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
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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
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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
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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
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Figure: Example 2
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Convolution: Its bark is worse than its bite!
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