Decomposition to Impulses:
Decompose input sequence
to sum of unit samples.
( ) { }
3,5,2,1 x n =
( ) { } ( )
1
3,0,0,0 3 x n n o = =
( ) { } ( )
2
0,5,0,0 5 1 x n n o = =
( ) { } ( )
3
0,0,2,0 2 2 x n n o = =
( ) { } ( )
4
0,0,0,1 3 x n n o = =
( ) ( ) ( ) ( ) ( )
1 2 3 4
x n x n x n x n x n = + + +
( ) ( ) ( ) ( ) ( )
3 5 1 2 2 3 x n n n n n o o o o = + + +
Consider
Discrete-Time Signals & Systems
5
Analysis of DT Linear Invariant Systems
System Analysis Techniques:
Decomposition to Impulses:
( )
( )
( )
3
0 k
x n x k n k o
=
=
( )
( )
( )
k
x n x k n k o
=
=
( ) ( ) ( )
,
k k
c x k x n n k o = =
We can write the following
equation for the previous
expression:
In general form
where
Discrete-Time Signals & Systems
5
Analysis of DT Linear Invariant Systems
Convolution Summation:
( )
( )
( )
k
x n x k n k o
=
=
( )
( )
( )
k
k
y n x k h n
=
=
=
= = -
( ) ( ) ( ) ( )
x k h n h n x k - = -
( )
( )
( ) ( )
k k
x k h n k h k x n k
= =
=
Convolution Symbol:
Convolution is Commutative:
Convolution is Distributive:
( )
( ) ( )
( ) ( ) ( ) ( )
1 2
1 2
h n x n x n h n x n h n x n - + = - + - (
Convolution is Associative:
( ) ( )
( ) ( )
( ) ( )
1 2 2 3
3 1
x n x n x n x n x n x n - - = - - ( (
Discrete-Time Signals & Systems
5
Analysis of DT Linear Invariant Systems
Useful Geometric Summation Formulas
Discrete-Time Signals & Systems
5
Analysis of DT Linear Invariant Systems
Causal Linear Time-Invariant Systems
An LTI system is Causal IFF its impulse
response is 0 for negative values of n.
( )
0, 0 h n for n = <
Convolution sum for Causal, LTI system
reduces to the following:
Also, for Causal LTI:
If the input is Causal, LTI system is Causal
then the Convolution further simplifies to:
( )
( )
( )
0 k
y n h k x n k
=
=
( )
( )
( )
0
n
k
y n x k h n k
=
=
( )
( )
( )
n
k
y n x k h n k
=
=
=
=
( )
( )
( )
( )
( )
1
0
future
inputs
k k
y n x n k h k x n k h k
= =
= +
For causality, the reference to future
inputs must be equal to 0, or simply
there must not be future inputs
existent in the systems difference
equation.
If k is negative then x(n-k)
corresponds to future input
references
Therefore:
Then for the causal system the original
equation can be rewritten:
( )
( )
( )
0 k
y n x n k h k
=
=
( )
( )
1
0
future
inputs
k
x n k h k
=
=
=
= =
= s =
( )
x
x n k M s
( ) ( ) ( )
x
k k
h k x n k h k M
= =
s
( ) ( )
x
k
y n M h k
=
s
T
y(n)=T{x(n)}
x(n)
Discrete-Time Signals & Systems
5
Analysis of DT Linear Invariant Systems
Stability of Linear Time-Invariant Systems
Now, if the system T is stable then the following
holds true:
Multiplying both sides and further simplifying:
Defining new finite integer:
Therefore if the system T is stable and the input is
bounded, then the following relation must be true:
( ) ( )
x y
k
y n M h k M
=
s s
( )
1 1
x y
k
x x
M h k M
M M
=
s
1
h y
x
M M
M
( )
h
k
h k M
=
s <
=
s <
( )
0
N
k
h k
=
<
( )
h n =
Discrete-Time Signals & Systems
5
Analysis of DT Linear Invariant Systems
System with Finite Duration & Infinite
Duration Impulse Response:
If impulse response, h(n), is of finite length, then the system
is categorized as finite impulse response FIR
If impulse response, h(n), is of infinite length, then the system
is categorized as infinite impulse response IIR
Causal FIR System
Recursive systems use previous outputs to
compute present output:
( )
( ) ( ) ( ) ( )
{ }
1 ,..., , 1 ,..., 1 ,... y n H y n x n x n x n = +
( )
( ) ( ) ( )
{ }
, 1 ,..., 1 ,... y n H x n x n x n = +
Discrete-Time Signals & Systems
5
Analysis of DT Linear Invariant Systems
Non-recursive systems do NOT use
previous outputs to compute present
output:
Discrete-Time Signals & Systems
5
Analysis of DT Linear Invariant Systems
Difference Equations:
LTI System is characterized by a linear Constant-Coefficient difference
equation (LCCDE):
Order of difference equation is N
Example:
n=0
Order: N=2
Mathematical Initial Conditions:
( )
( ) ( )
1
M
N
k k
k L
k
y n a y n k b x n k
=
=
= +
( ) ( ) ( ) ( )
5 1
1 2
6 6
y n y n y n x n = +
( ) ( ) ( ) ( )
5 1
0 1 2 0
6 6
y y y x = +
( )
1 y
( )
2 y
and
Discrete-Time Signals & Systems
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Analysis of DT Linear Invariant Systems
Difference Equations:
For a given difference equation, there exists as many
initial conditions as the order of the difference
equation (N initial conditions for a difference equation
of order N).
Output sequence computed recursively:
n = 1
n = 2
n = 3
( ) ( ) ( ) ( )
5 1
1 0 1 1
6 6
y y y x = +
( ) ( ) ( ) ( )
5 1
2 1 0 2
6 6
y y y x = +
( ) ( ) ( ) ( )
5 1
3 2 1 3
6 6
y y y x = +
etc.
Discrete-Time Signals & Systems
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Analysis of DT Linear Invariant Systems
Difference Equations:
Total Solution:
The procedure for computing the solution of LCCDE is:
y
h
(n) is the homogenous solution
y
p
(n) is the particular solution
Linear Constant-Coefficient difference equation (LCCDE):
( )
( ) ( )
1
M
N
k k
k L
k
y n a y n k b x n k
=
=
= +
( )
1 2
1 2 1
... 0
N N N
n N
N N
a a a a
+ + + + + = or
Discrete-Time Signals & Systems
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Analysis of DT Linear Invariant Systems
From the previous:
The polynomial in parenthesis is called characteristic polynomial
Has N roots:
In practice, typically coefficients (a
1
,a
2
,.a
N
) are real.
( )
1 2
1 2 1
... 0
N N N
n N
N N
a a a a
+ + + + + =
1 2
, ,...,
N
The Homogenous Solution:
( )
1 1 2 2 3 3
...
n n n n
h N N
y n C C C C = + + +
The general form of the homogenous solution is:
Discrete-Time Signals & Systems
5
Analysis of DT Linear Invariant Systems
Recursive Difference Equations Stability:
Assuming N-distinct roots, the homogeneous solution is written as:
If
For as then all the
roots must satisfy the following relation:
( )
1 1 2 2 3 3
...
n n n n
h N N
y n C C C C = + + +
( )
0
h
y n
system is
n
stable
)
( )
0
h
y n
n
1, 1,2,...
i
for all i N < =
Discrete-Time Signals & Systems
5
Analysis of DT Linear Invariant Systems
Recursive Difference Equations Stability Example:
Consider:
Assume an exponential solution:
Where __ is a constant to be determined
Plug into difference equation:
Note above must = 0 (input = 0)
Factor:
( ) ( ) ( ) ( )
5 1
1 2
6 6
y n y n y n x n = +
( )
n
y n =
2 1
1 5
0
6 6
n n n
+ =
2 1
2
5 1
0
6 6
n
(
+ =
(
Discrete-Time Signals & Systems
5
Analysis of DT Linear Invariant Systems
Recursive Difference Equations Stability Example:
Characteristic Equation:
Eliminate Fractions:
Quadratic Equation:
Solution:
Our Example:
2
5 1
0
6 6
+ =
2
6 5 1 0 + =
2
0 a b c + + =
2
1,2
4
2
b b a c
a
1,2
5 25 24 5 1 1 1
,
12 12 2 3
= = =
Discrete-Time Signals & Systems
5
Analysis of DT Linear Invariant Systems
Recursive Difference Equations Stability Example:
Two Solutions:
The Solution is Linear Combination of
two solutions:
Note C1 and C2 are arbitrary constants
computed from initial conditions
( ) ( )
1 2
1 1
,
2 3
n n
y n y n
| | | |
= =
| |
\ . \ .
( ) ( ) ( )
1 1 2 2
y n C y n C y n = +
( )
1 2
1 1
2 3
n n
y n C C
| | | |
= +
| |
\ . \ .
Discrete-Time Signals & Systems
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Analysis of DT Linear Invariant Systems
Recursive Difference Equations Stability Example:
homogeneous solution
If
If
For
System is stable
( )
h
y n =
( )
h
y n
system is
n
unstable
)
( )
0
h
y n
system is
n
stable
)
( )
1 2
1 1
2 3
n n
y n C C
| | | |
= +
| |
\ . \ .
Discrete-Time Signals & Systems
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Analysis of DT Linear Invariant Systems
The Particular Solution:
The particular solution y
p
(n) is required to satisfy
the DE for the specific input signal x(n), n>0:
For example if x(n) = a
n
u(n) the particular solution will
be in the form:
Discrete-Time Signals & Systems
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Analysis of DT Linear Invariant Systems
The Particular Solution:
The particular solution to a DE for different several inputs:
Discrete-Time Signals & Systems
5
Analysis of DT Linear Invariant Systems
Example:
Determine the total solution for n 0 of a DT system characterized
by the following difference equation:
For x(n) = u(n) assuming the initial conditions of
y(-1) = 1 and y(-2) = 0.
Solution:
For x(n) = u(n)
Particular solution:
Substitute this
solution into the DE
Discrete-Time Signals & Systems
5
Analysis of DT Linear Invariant Systems
Example: (cont.)
Homogenous solution:
( )
n
y n =
0 25 . 0
) 2 (
=
n n
0 ) 25 . 0 (
2 ) 2 (
=
n
set
0 ) 5 . 0 )( 5 . 0 ( = +
n
n y ) 5 . 0 ( ) (
1
=
n
n y ) 5 . 0 ( ) (
2
=
) ( ) ( ) (
2 2 1 1
n y A n y A n y
h
+ =
n n
h
A A n y ) 5 . 0 ( ) 5 . 0 ( ) (
2 1
+ =
then
substitute
The homogenous solution
5 . 0
1
=
5 . 0
2
=
Discrete-Time Signals & Systems
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Analysis of DT Linear Invariant Systems
Example: (cont.)
Total Solution:
The total solution is:
at n = 0 and n = 1
The solution is:
Discrete-Time Signals & Systems
5
Analysis of DT Linear Invariant Systems
Difference Equations:
Zero-Input & Zero-State Response:
An alternate approach to determining the total
solution of DE.
) ( ) ( ) ( n y n y n y
zs zi
+ =
y
zi
(n) : zero-input response
y
zs
(n) : zero-state response
y
zi
(n) is obtained by solving DE by setting the input x(n) = 0.
y
zs
(n) is obtained by solving DE by applying the specified input
with all initial conditions set to zero (0).
Discrete-Time Signals & Systems
5
Analysis of DT Linear Invariant Systems
Determining Impulse Response:
Given a LTI system in the form of a
difference equation,
For LTI Systems:
For input:
( ) n o ( ) h n
LTI
zero state
( )
( ) ( )
1
M
N
k k
k L
k
y n a y n k b x n k
=
=
= +
( ) ( )
x n n o =
Discrete-Time Signals & Systems
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Analysis of DT Linear Invariant Systems
Case 1 Non Recursive Systems
For unit impulse input, output:
For non recursive system:
Expanding above:
Impulse Response:
Impulse Response:
Length = M+L+1 (FIR)
( )
( )
M
k
k L
h n b n k o
=
=
( ) ( )
y n h n =
( ) ( ) ( ) ( ) ( ) ( )
1 0 1
... 1 0 1 ...
L M
h n b n L b n b b n b n M o o o o o
= + + + + + + + +
( ) ( ) ( ) ( ) ( )
0 1 1
;... 0 ; 1 ; 1 ;..
M L
h M b h b h b h b h L b
= = = = =
( ) { }
1 0 1
,... , , ,...,
L M
h n b b b b b
=
Impulse response is same as coefficients in difference equation
( )
,
k
h k b for L k M = s s
Discrete-Time Signals & Systems
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Analysis of DT Linear Invariant Systems
Case 2 Recursive Systems
Procedure for finding Impulse Response given recursive
difference equation:
Find Homogeneous Solution:
( )
1 1 2 2
...
n n n
h N N
y n C C C = + + +
( ) ( )
x n n o =
1 2
, ,...,
N
C C C
let
and compute
Discrete-Time Signals & Systems
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implementation of DT Systems
Structure for the Realization of LTI Systems:
Here, the LCCDE structure for the realization of systems is
described, additional structures for these system will introduce in
later chapters.
Consider the first-
order system:
Direct Form I Structure
Discrete-Time Signals & Systems
5
implementation of DT Systems
Structure for the Realization of LTI Systems:
The previous system can be viewed as 2 LTI systems in cascade,
the first is a non-recursive system described by the equation:
Whereas the second is a recursive system described by the
equation:
Discrete-Time Signals & Systems
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implementation of DT Systems
Structure for the Realization of LTI Systems:
If we interchange the order of the recursive and non-recursive
systems, we obtain an alternative structure for the realization of
the system described previously:
Discrete-Time Signals & Systems
5
implementation of DT Systems
Structure for the Realization of LTI Systems:
Direct Form II Structure
Minimizing the 2 delay in the structure form I to 1 delay in
structure form II.
Discrete-Time Signals & Systems
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implementation of DT Systems
Structure for the Realization of LTI Systems:
In General
| | | |
= =
=
M
0 k
k
N
0 k
k
k n x b
k n y a
| | | | | |
= =
=
M
0 k
k
N
1 k
k
k n x b k n y a n y
D
i
r
e
c
t
F
o
r
m
I
S
t
r
u
c
t
u
r
e
or
Discrete-Time Signals & Systems
5
implementation of DT Systems
Structure for the Realization of LTI Systems:
We can change the
order of the cascade
systems.
| | | | | |
| | | |
=
=
=
+ =
M
0 k
k
N
1 k
k
k n w b n y
n x k n w a n w
Discrete-Time Signals & Systems
5
implementation of DT Systems
Structure for the Realization of LTI Systems:
D
i
r
e
c
t
F
o
r
m
I
I
S
t
r
u
c
t
u
r
e