Principles of Signals and Systems

Prof. Aditya K. Jagannatham

Department of Electrical Engineering
Indian Institute of Technology, Kanpur

Lecture - 10
Properties and Analysis of LTI Systems – Impulse Response, Response to Arbitrary
Input, Convolution and Properties

Keywords: Analysis of LTI Systems, Response to Arbitrary Input, Convolution

(Refer Slide Time: 00:27)

Hello, welcome to another module in this massive open online course. So in this module
we are going to start looking at a new topic that is the analysis of LTI systems.

(Refer Slide Time: 02:28)

Let us start with the concept of an impulse response. So the impulse response of an LTI
system is nothing but the output signal of the LTI system corresponding to an impulse
 (t ) . So if you have an LTI system represented by the transformation T to which we
give the input  (t ) , then the output h(t) is, h(t )  T ( (t )) . This is the response of the
system.

(Refer Slide Time: 04:08)

Now, we will see later that this h(t) has a very important role to play in determining the
output of the LTI system corresponding to any arbitrary input.

(Refer Slide Time: 05:14)

Now let us look at the response of the LTI system to an arbitrary input signal. Let us say
x(t) is the arbitrary input to an LTI system which is characterized by T.

(Refer Slide Time: 06:06)

So we need to find the corresponding output when an arbitrary input signal is given and
also given that T ( (t ))  h(t ) that is let us also assume that we know the impulse
response for this system.

(Refer Slide Time: 07:08)

Now first let us start by using the sifting property for a continuous time signal. Using the

sifting property, we can write x(t )   x( ) (t   )d .


(Refer Slide Time: 07:59)

Therefore, the output of the LTI system y(t) is given as y(t )  T ( x(t )) . Now I am going
to use the sifting property to substitute the above expression for x(t) that is
 
y (t )  T   x( ) (t   )d  . Now this is a weighted combination of impulses.
  

(Refer Slide Time: 09:09)

So you can think of this approximately as a continuous sum that is this is a linear
combination of several signals, the  (t ),  (t   ) and the x( ) s are the weights. And
since this is a linear time invariant system, we have output of the linear combination of
signals equals linear combination of outputs. Therefore, this quantity here can now be

simplified as y (t )   x( )T ( (t   ))d .

Therefore, the output of this linear

combination is basically the linear combination of the outputs corresponding to the

 (t   ) signals. From time invariance, the output to  (t   ) is h(t   ) .

(Refer Slide Time: 12:04)

So we have used linearity and time invariance. And therefore,


y (t )   x( )T ( (t   ))d in this equation, T ( (t  )) can be replaced by h(t  ) . Now



we can further simplify this as y (t )   x( )h(t   )d and this describes the output y(t)


to any arbitrary input x(t).

(Refer Slide Time: 13:49)

Therefore knowing the impulse response one can completely characterize the output
signal corresponding to any arbitrary input signal and keep in mind this only for an LTI
system. This is known as the convolution integral or simply termed as convolution.

(Refer Slide Time: 16:32)

So y(t) is simply written as x(t) convolved with h(t). That is y(t )  x(t )  h(t ) and this is

the convolution operation which is y (t )   x( )h(t   )d .

The input signal x(t) is

convolved with the impulse response h(t) which determines the output corresponding to
the arbitrary input signal x(t). So this convolution integral or this convolution operation
has an important role to play in the analysis of LTI systems. Let us look at some of the
salient properties of this convolution integral.

(Refer Slide Time: 18:22)

So we have the first property that convolution is commutative. This means that
x(t )  h(t )  h(t )  x(t ) for any two signals x(t) and h(t).

(Refer Slide Time: 19:38)

 
We have x(t) convolved with h(t) from our definition above is equal to  x( )h(t   )d .


Now set t     . So this will become d  d . So when   ,t   will be 

x( ) is x(t   ) , h(t   ) is h( ) and d  d . Here we have the integral going
from  to   and there is a negative sign. Therefore this negative sign can be used to

change the order of limits. So this will be  x(t   )h( )d , which is basically again


 h( ) x(t   )d which


is nothing but h(t) convolved with x(t). So the convolution

operation is commutative that is x(t )  h(t )  h(t )  x(t ) .

(Refer Slide Time: 22:23)

The next property of convolution is that the convolution operator is associative. This
implies if x(t) is convolved with h1(t) and subsequently convolved with h2(t) this is
equivalent to h1(t) convolved with h2(t) and subsequently convolved with x(t). That is
( x(t )  h1 (t ))  h2 (t )  x(t )  (h1 (t )  h2 (t )) .
(Refer Slide Time: 23:54)

The third property is the distributed nature of convolution. This implies that x(t)
convolved with the sum of h1(t) and h2(t) is equal to the sum of x(t) first convolved with
h1(t) and x(t) convolved with h2(t). That is x(t )  (h1 (t )  h2 (t ))  x(t )  h1 (t )  x(t )  h2 (t ) .
So these are the three fundamental properties of the convolution.

(Refer Slide Time: 25:30)

Now let us look at a graphical representation of this convolution operation. We have


y (t )   x( )h(t   )d .

For instance let us take h(t )  e at u(t ) that is a decreasing
exponential which means h( )  e a u( ) that is non-zero for   0 . Now, let us look at
h( ) . So we are trying to graphically interpret this convolution operation. So h( )
corresponds to flipping this h( ) about the y axis.

(Refer Slide Time: 27:38)

So h( )  ea u( ) .

(Refer Slide Time: 29:01)

Now if you shift it to the right or delay it by t, you have h(t   ) as shown in slide. So we
are basically first flipping about the y axis and shifting to the right by t that gives
h(t   ) . Now multiply this by x( ) and integrate from  to  and do this for every
delay or every point. So in each point t you are computing the value of this convolution
and that basically is a graphical representation of this convolution operation.

So what we have seen in this module is we have started looking at the properties and
started to analyze LTI systems. We have introduced the concept of impulse response and
described how the impulse response can be used to characterize the response of an LTI
system to any arbitrary input signal x(t) and following that we have looked at several
properties of convolution and the graphical representation. So we will stop here. Thank
you very much.