Analysis of Linear Time Invariant Systems

DIGITAL SIGNAL PROCESSING
ANALYSIS OF LINEAR TIME

INVARIANT SYSTEMS
DSP Lectured by Assoc. Prof. Dr. Thuong Le-Tien
1
Date: September 2011
Lectured by Assoc. Prof. Thuong Le-Tien
Reference:
S J.Orfanidis, Introduction to Signal Processing, Prentice Hall ,
1996,ISBN 0-13-209172-0
M. D. Lutovac, D. V. Toi, B. L. Evans, Filter Design for Signal
Processing Using MATLAB and Mathematica, Prentice Hall, 2001
1. Continuous and discrete time systems
2. Input/Output Rules.
3. Linear and time invariance
4. Impulse response
5. Finite Impulse Response (FIR) and
Infinite Impulse Response (IIR).
6. Causality and stability.
DSP Lectured by Assoc. Prof. Dr. Thuong Le-Tien 2
1. Continuous and discrete time systems
One-dimensional system: required for processing a
signal that is a function of the single independent
variable
Assume that the independent variable is time even in
cases where the independent variable is a physical
quantity other than time
Time response is the output signal as a function of
time, following the application of a set of prescribed
input signals, under specified operating conditions
3
Continuous-time system
Discrete-time system
Digital system
A discrete-time system is digital if it
operates on discrete-time signals whose amplitudes
are quantized
Quantization maps each continuous
amplitude level into a number
The digital system employs digital hardware
1. explicitly in the form of logic circuits
2. implicitly when the operations on the signals are
executed by writing a computer program
Analysis and design
Analysis of a system is investigation of the
properties and the behavior (response) of an
existing system
Design of a system is the choice and
arrangement of systems components to perform
a specific task
Design by analysis is accomplished by modifying
the characteristics of an existing system
Design by synthesis: we define the form of the
system directly from its specifications
Block diagram
Block diagram is a pictorial representation of a system
that provides a method for characterizing the
relationships among the components
Single block with one input and one output is the
simplest form of the block diagram
Interior of the rectangle representing the block contains
(a) component name,
(b) component description, or
(c) the symbol for the mathematical operation to be
performed on input to yield output
Arrows represent the
direction of signal flow
Basic elements of block diagram
8
Summing point
Takeoff point
Interconnections of blocks
Blocks connected
in cascade
Blocks connected
in feedback
Blocks connected
in parallel
State
For some systems, the output at time t
0
depends not only on the input applied at t
0
,
but also on the input applied before t
0
The state is the information at t
0
that,
together with input for t t
0
, determines
uniquely output for t t
0
Dynamical equation is the set of equations
that describes unique relations between the
input, output, and state
Relaxed system
A system is said to be relaxed at time t
0
if the
output for t t
0
is solely and uniquely
determined by the input for t t
0
If the concept of energy is applicable, the
system is said to be relaxed at t
0
if no energy
is stored in the system at t
0
A system is said to be zero-input if the output
for t t
0
is solely and uniquely determined by
the state
Some basic concepts and terminologies
in discrete time systems
Linear Time Invariant systems - LTI.
Input and output signals with relationship of
discrete-time convolution via impulse response of
system.
LTI system can be separated into FIR (Finite
Impulse Response) and IIR (Infinite Impulse
Response).
FIR system can be modeled in the block or
sample-by sample processing
2. Input/Output Rules.
Sample-to-sample processing method - I/O rule
Block processing method
{ } { } , , , , , , , , , ,
2 1 0 2 1 0 n
H
n
y y y y x x x x
etc. , , ,
2 2 1 1 0 0
y x y x y x
H H H

y
y
y
y
x
x
x
x
H
=
(
(
(
(

(
(
(
(
=

2
1
0
2
1
0
Example 1:
Example 2:
Hx
x
x
x
x
y
y
y
y
y
y
y =
(
(
(
(
(
(
(
(
(
(
(
(
=
(
(
(
(
(
(
(
(
=
3
2
1
0
5
4
3
2
1
0
4 0 0 0
3 4 0 0
2 3 4 0
0 2 3 4
0 0 2 3
0 0 0 2
{ } { } , 2 , 2 , 2 , 2 , 2 , , , , ,
4 3 2 1 0 4 3 2 1 0
x x x x x x x x x x
H

3. Linearity and Time-Invariance LTI
Consider a relaxed system in which there is
one independent variable t
A linear system is a system which has the
property that if
input x
1
(n) produces an output y
1
(n) and
input x
2
(n) produces an output y
2
(n), then
input c
1
x
1
(n) + c
2
x
2
(n) produces an
output c
1
y
1
(n) + c
2
y
2
(n) for any x
1
(n),
x
2
(n) and arbitrary constants c
1
and c
2
* Linearity
(1)
(2)
( ) ( ) ( ) n x a n ax n x
2 1
+ =
( ) ( ) ( ) n y a n y a n y
2 2 1 1
+ =
Testing linearity
Time-invariant system
A relaxed system is time-invariant if a time shift
in the input signal causes a
time shift in the output signal
In the case of discrete-time digital systems, we
often use the term
shift-invariant instead of time-invariant
Characteristics and parameters of a time-invariant
system do not change with time
* Time invariance
D is delay operator
Testing Time-Invariance with delay by D samples
Linear time-invariant (LTI) system
Continuous-time system is LTI if its input-output relationship
can be described by the ordinary linear constant coefficient
differential equation
Discrete-time system is LTI if its input-output relationship
can be described by the linear constant coefficients
difference equation
4. Impulse response
Dirac Delta function
( ) ( ) n h n
H
o
{ } { } , , , , , 0 , 0 , 0 , 1
3 2 1 0
h h h h
H

( )
=
=
=
0 n if 0
0 n if 1
n o
Delayed impulse response of an LTI system
(LTI form)
( ) ( ) ( ) ( ) ( ) ( ) ( ) ( ) ( ) + + + + = 3 3 2 2 | 1 1 0 n h x n h x n h x n h x n y
( ) ( ) ( )
=
m
m n h m x n y
Convolution
Response to linear combination of inputs
5. FIR and IIR Filters
An FIR filter has impulse response h(n) that
extends only over a finite time interval 0 n M
{ } , 0 , 0 , 0 , , , , ,
2 1 0 M
h h h h
M is filter order. Length of impulse response
h = {h
0
, h
1
, h
2
, , h
M
} is : L
H
= M + 1
{h
0
, h
1
, h
2
, , h
M
} named filter coefficients, or
filter weights, or filter taps.
Example: third order FIR filter h = [h
0
,h
1
, h
2
, h
3
] has
I/O equation:
y(n) = h
0
x(n) + h
1
x(n-1) + h
2
x(n-2) + h
3
x(n-3)
Example: Find impulse response of the following FIR
filter:
(a) y(n) = 2x(n) + 3x(n-1) + 5x(n-2) + 2x(n-3)
(b) y(n) = x(n) - 4x(n-4)
Solution:
(a) h = [2, 3, 5, 2]
(b) h = [1, 0, 0, 0, -4]
if input is x(n) = o(n), then output y(n) = h(n):
(a) h(n) = 2o(n) + 3o(n 1) + 5o(n 2) + 2o(n 3)
(b) h(n) = o(n) o(n 4)
FIR FILTERING EQUATION
An IIR filter has an impulse response h(n) of infinite
duration, defined over the infinite interval.
IIR equation
Example: Find the convolution form and impulse response of
the following IIR filter: y(n) = 0,25y(n 2) + x(n)
Solve: impulse response h(n) = 0,25h(n 2) + o(n)
h(2) = h(1) = 0; h(0) = 0,25h(2) + o(0) = 1
h(1) = 0,25h(1) + o(1) = 0; h(2) = 0,25h(0) + o(2) = 0,25 = 0,5
2
h(3) = 0,25h(1) + o(3) = 0; h(4) = 0,25h(2) + o(4) = 0,25
2
= 0,5
4
n 0
( )
( )
=
=
=
odd n
even n
n h
n
, 0
, 5 . 0
25
h ={1, 0, 0.5
2
, 0, 0.5
4
, 0,. . .}; y(n) = x(n) + 0.52x(n 2) + 0.252x(n 4)
( ) ( ) ( )
=
=
0 m
m n x m h n y
Example: Find the difference equation of the following
IIR filter: h ={2, 3, 4, 5, 2, 3, 4, 5, 2, 3, 4, 5, . . .}
with the cycle lasts for 4 samples
Solve: h(n 4) ={0, 0, 0, 0, 2, 3, 4, 5, 2, 3, 4, 5, 2, 3, 4, 5, . . .}
h(n) h(n 4) = {2, 3, 4, 5, 0, 0, 0, 0,. . .}
h(n) h(n 4) = 2d(n) + 3d(n 1) + 4d(n 2) + 5d(n 3)
h(n) = h(n 4) + 2d(n) + 3d(n 1) + 4d(n 2) + 5d(n 3)
Or y
n
= y
n 4
+ 2x
n
+ 3x
n-1
+ 4x
n-2
+ 5x
n-3
IIR Filter has the impulse response h(n)
( ) ( ) ( )

= =
+ =
L
i
i
M
i
i
i n b i n h a n h
0 1
o
L n n n M n M n n n
b b b h a h a h a h

+ + + + + + + =
1 1 0 2 2 1 1
o o
( ) ( ) ( )

=
+ =
L
i
i
M
i
i
i n x b i n y a n y
0 1
L n L n n M n M n n n
x b x b x b y a y a y a y

+ + + + + + + =
1 1 0 2 2 1 1
6. Causality and stability
Delay D to produce the causal,
h
D
(n) = h(n D)
I/O equation for causal filter h
D
(n)
( ) ( ) ( )
=
=
D m
m n x m h n y
( ) ( ) ( )
=
0 m
D D
m n x m h n y
Example: Consider the typical 5-tap smoothing filter having
filter coefficient h(n) = 1/5 for -2 n 2. The corresponding
I/O convolutional equation
It is called a smoother or average because at each n it
replaces the current sample x(n) by its average with the two
samples ahead and two samples behind it. Its anti-causal
part has duration D=2 and can be made causal wit the time
delay of two units
( ) ( ) ( ) ( ) ( ) ( ) ( ) | | 4 3 2 1
5
1
2
2
+ + + + = = n x n x n x n x n x n y n y
( ) ( ) ( ) ( )

= =
= =
2
2
2
2
5
1
m m
m n x m n x m h n y
( ) ( ) ( ) ( ) ( ) | | 2 1 1 2
5
1
+ + + + + + = n x n x n x n x n x
Stability:
A stable LTI system is one whose impulse
response h(n) goes to zero sufficiently fast as n
to be infinitive, so that the output y(n) never
diverges and |y(n)| B if input is limited
|x(n)| A.
A necessary and sufficient condition for an LTI
system to be stable is
( ) <
= n
n h
LINEAR CONSTANT COEFFICIENT DIFFERENCE EQUATION
Example: y[n] y[ n-1] = x[n]
A recursive difference equation
Example: a recursive form of a moving average system

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DIGITAL SIGNAL PROCESSING

ANALYSIS OF LINEAR TIME

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