Time-Domain Representations of LTI Systems

2.1 Introduction
Objectives:
1. Impulse responses of LTI systems
2. Linear constant-coefficients differential or difference equations of LTI
diagram representations of LTI systems
3. State-variable descriptions for LTI systems

2.2 Convolution Sum

1. An arbitrary signal is expressed as a weighted superposition of shifted
impulses.
Discrete-time signal x[n]: Fig. 2.1
x  n    n   x  0  n  x[n] = entire signal; x[k] =
specific value of the signal
x  n   n  k  x  k   n  k 
x[n] at time k.

x  n    x   2   n  2  x   1   n  1  x  0    n 
 x 1   n  1  x  2   n  2  
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 Time-Domain Representations of LTI Systems
Figure 2.1 (p. 99)
Graphical example illustrating the representation of a
signal x[n] as a weighted sum of time-shifted
impulses. 

x  n  x  k    n  k  (2.1
k  
)
2. Impulse response of LTI system H:
Input Output
LTI system
x[n] y[n]
H
Output:
  
y  n  H  x  n  H   x  k    n  k  
 k   

y  n    H  x  k    n  k  Linearity
k  


Linearity
y[n]   x[k]H{ [n  k]} (2.2)
k  

2
 Time-Domain Representations of LTI Systems
 The system output is a weighted sum of the response of the system to time-
shifted impulses.
For time-invariant system: h[n] = H{ [n]}  impulse response
H{ [n  k]} h[n  k] (2.3) of the LTI system H

y[n]   x[k]h[n  k] (2.4) Convolution process:
k  
Fig. 2.2.
2.2
3. Convolution sum:

x  n  h  n   x  k  h  n  k 
k  

Figure 2.2a (p. 100) Illustration of the

convolution sum. (a) LTI system with
impulse response h[n] and input x[n].
3
 Time-Domain Representations of LTI Systems

Figure 2.2b
(p. 101)
(b) The d
decomposition of
the input x[n] into
a weighted sum of
time-shifted
impulses results in
an output y[n]
given by a
weighted sum of
time-shifted
impulse
responses.

4
 Time-Domain Representations of LTI Systems
 The output associated with the kth input is expressed as:
H x[k] [n  k] x[k]h[n  k]

y  n   x  k  h  n  k 
k  

Example 2.1 Multipath Communication Channel: Direct Evaluation of the

Convolution Sum
Consider the discrete-time LTI system model representing a two-path
propagation channel described in Section 1.10. If the strength of the indirect
path is a = ½, then 1
y  n   x  n   x  n  1
2
Letting x[n] =  [n], we find that the impulse response is

 1, n 0
 1
h  n   , n 1
2
 0, otherwise
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 Time-Domain Representations of LTI Systems
Determine the output of this system in response to the input
 2, n 0
 4, n 1

x  n  
  2, n 2
 0, otherwise Input = 0 for n < 0 and n > 0

<Sol.>
1. Input: x  n  2  n   4  n  1  2  n  2
2. Since time-shifted impulse input time-shifted impulse response output
  [n  k]  h [n  k]
3. Output:  0, n 0
 2, n 0
y  n  2h  n   4h  n  1  2h  n  2 
 5, n 1
y  n  
(convolution of x[n] and h[n]) n 2
 0,
  1, n 3

 0, n 4
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 Time-Domain Representations of LTI Systems

2.3 Convolution Sum Evaluation Procedure

1. Convolution sum:

k = independent variable
y  n   x  k  h  n  k 
k  

2. Define the intermediate n [k]  x[k]h[n  k] (2.5)

signal:
n is treated as a constant by writing n as a subscript on w.
h [n  k] = h [ (k  n)] is a reflected (because of  k) and time-shifted
(by  n) version of h [k].
3. Since  The time shift n determines the
y[n]   n [k] (2.6) time at which we evaluate the
k   output of the system.
Example 2.2 Convolution Sum Evaluation by using Intermediate Signal
n
 3
Consider a system with impulse response h  n    u  n 
 4
Use Eq. (2.6) to determine the output of the system at time n =  5, n = 5, and n =
10 when the input is x [n] = u [n].
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 Time-Domain Representations of LTI Systems
<Sol.> Fig. 2.3 depicts x[k] superimposed on the reflected and time-shifted
impulse response h[n  k]. 5 5 k
 3
y  5   
n-k
1. h [n  k]=(3/4) u[n-k] Eq. (2.6)
n k k 0  4
 3 
 , k n
h  n  k   4 
6
 4
5 5 k 5 1  
 0,  3  4  3  3
 otherwise y  5        3.288
 4  k 0  3   4  1   4
2. Intermediate signal wn[k]:  
 3
 3  n  k For n = 10:
 , 0 k n
wn  k   4   3 10 k
 0,  , 0 k 10
 otherwise w10  k   4 
w 5  k  0  0, otherwise
For n =  5: 
Eq. (2.6) Eq. (2.6)
y[ 5] = 0
11
For n = 5:  4
10 10  k 10 10 k 10 1   
5 k
 3   3  3  4  3  3
y 10          
 , 0 k 5 k 0  4   4  k 0  3   4  1   4 
w5  k   4   
 0,  3
 otherwise 8
3.831
 Time-Domain Representations of LTI Systems

Figure 2.3 (p. 103) Evaluation of Eq. (2.6) in Example 2.2. (a) The input signal x[k]
above the reflected and time-shifted impulse response h[n – k], depicted as a function
of k. (b) The product signal w5[k] used to evaluate y [–5]. (c) The product signal w5[k]
used to evaluate y[5]. (d) The product signal w10[k] used to evaluate y[10].
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 Time-Domain Representations of LTI Systems

Procedure 2.1: Reflect and Shift Convolution Sum Evaluation

1. Graph both x[k] and h[n  k] as a function of the independent variable k. To
determine h[n  k] , first reflect h[k] about k = 0 to obtain h[ k]. Then shift by
 n.
2. Begin with n large and negative. That is, shift h[  k] to the far left on the time
axis.
3. Write the mathematical representation for the intermediate signal wn[k].
4. Increase the shift n (i.e., move h[n  k] toward the right) until the mathematical
representation for wn[k] changes. The value of n at which the change occurs
defines the end of the current interval and the beginning of a new interval.
5. Let n be in the new interval. Repeat step 3 and 4 until all intervals of times
shifts and the corresponding mathematical representations for wn[k] are
identified. This usually implies increasing n to a very large positive number.
6. For each interval of time shifts, sum all the values of the corresponding wn[k]
to obtain y[n] on that interval.

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 Time-Domain Representations of LTI Systems
Example 2.3 Moving-Average System: Reflect-and-shift Convolution Sum
Evaluation
The output y[n] of the four-point moving-average system is related to the input
x[n] according to the formula
1 3
y  n   x  n  k 
4 k 0
The impulse response h[n] of this system is obtained by letting x[n] = [n], which
yields
1
h  n   u  n   u  n  4  Fig. 2.4 (a).
4
Determine the output of the system when the input is the rectangular pulse
defined as
1’st interval: n < 0
x  n  u  n   u  n  10 Fig. 2.4 (b). 2’nd interval: 0 ≤ n ≤ 3
<Sol.> 1. Refer to Fig. 2.4.
2.4 Five intervals ! 3’rd interval: 3 < n ≤ 9
2. 1’st interval: wn[k] = 0 4th interval: 9 < n ≤ 12
5th interval: n > 12
3. 2’nd interval: 1/ 4, k 0
w0  k  
For n = 0:  0, otherwise Fig. 2.4 (c).
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 Time-Domain Representations of LTI Systems

Figure 2.4 (p. 106)

Evaluation of the convolution
sum for Example 2.3.
(a) The system impulse
response h[n].
(b) The input signal x[n].
(c) The input above the reflected
and time-shifted impulse
response h[n – k], depicted as a
function of k.
(d) The product signal wn[k] for
the interval of shifts 0  n  3.
(e) The product signal wn[k] for
the interval of shifts 3 < n  9.
(f) The product signal wn[k] for
the interval of shifts 9 < n  12.
(g) The output y[n].

12
 Time-Domain Representations of LTI Systems
For n = 1: 6. 5th interval: n > 12 wn[k] = 0
k 0,1 7. Output:
1/ 4,
w1  k   The output of the system on each interval n is
 0, otherwise obtained by summing the values of the
For general case: n  0: corresponding wn[k] according to Eq. (2.6).
1/ 4, 0 k n N
wn  k    c c  N  M  1
 0, otherwise k M

Fig. 2.4 (d). 1) For n < 0 and n > 12: y[n] = 0.

4. 3’rd interval: 3 < n ≤ 9 2) For 0 ≤ n ≤ 3:
n
n 1
1/ 4, n  3 k n y  n   1/ 4 
wn  k   4
 0, otherwise k 0
Fig. 2.4 (g)
3) For 3 < n ≤ 9:
Fig. 2.4 (e). n
1
5. 4th interval: 9 < n ≤ 12 y  n    1/ 4 
4
n  n  3  1 1
k n  3
1/ 4, n  3 k 9
wn  k   4) For 9 < n ≤ 12:
 0, otherwise 9
1 13  n
Fig. 2.4 (f).
y  n    1/ 4 
4
9  n  3   1 4

k n  3

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 Time-Domain Representations of LTI Systems
Example 2.4 First-order Recursive System: Reflect-and-shift Convolution Sum
Evaluation
The input-output relationship for the first-order recursive system is given by
y  n    y  n  1  x  n 
Let the input be given by x  n  b u  n  4
n

We use convolution to find the output of this system, assuming that b  

and that the system is causal.
<Sol.>
1. Impulse response: h  n   h  n  1    n  (2.7)
Since the system is causal, we have h[n] = 0 for n < 0 (why?).
For n = 0, 1, 2, …, we find that h[0] = 1, h[1] = , h[2] =  2, …, or
h  n   nu  n 
2. Graph of x[k] and h[n  k]: Fig. 2.5 (a).
bk ,  4 k   n k , k n
x  k   and h  n  k  
 0, otherwise  0, otherwise

3. Intervals of time shifts: 1’st interval: n <  4; 2’nd interval: n   4

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 Time-Domain Representations of LTI Systems

Figure 2.5a&b (p. 109) Evaluation of the convolution sum for Example 2.4. (a) The
input signal x[k] depicted above the reflected and time-shifted impulse response h[n
– k]. (b) The product signal wn[k] for –4  n.
15
 Time-Domain Representations of LTI Systems
4. For n <  4: wn[k] = 0. Next, we apply the formula for summing a
5. For n   4: geometric series of n + 5 terms to obtain
n 5
 bk  n  k ,  4 k n b
wn  k   4 1  
 0, otherwise        n 5  b n 5 
y  n   n   4
b  
b b   b 
Fig. 2.5 (b). 1

6. Output:
1) For n <  4: y[n] = 0. Combining the solutions for each interval of
2) For n   4: time shifts gives the system output:
n
 0, n4
y  n    bk  n  k 
k  4 y  n    4   n 5  bn 5 
k  b    b  ,  4 n
n
b   
y  n   n   
k  4    Fig. 2.5 (c).
Let m = k + 4, then
m 4 4 n 4 m
n 4
b  b Assuming that  =
y  n   n     n     
m 0    b m 0    0.9 and b = 0.8.

16
 Time-Domain Representations of LTI Systems

Figure 2.5c (p. 110)

(c) The output y[n] assuming that p = 0.9 and b = 0.8.
17
 Time-Domain Representations of LTI Systems
Example 2.5 Investment Computation
The first-order recursive system is used to describe the value of an investment
earning compound interest at a fixed rate of r % per period if we set  = 1 +
(r/100). Let y[n] be the value of the investment at the start of period n. If there
are no deposits or withdrawals, then the value at time n is expressed in terms of
the value at the previous time as y[n] =  y[n  1]. Now, suppose x[n] is the
amount deposited (x[n] > 0) or withdrawn (x[n] < 0) at the start of period n. In
this case, the value of the amount is expressed by the first-order recursive
equation
y  n    y  n  1  x  n 
We use convolution to find the value of an investment earning 8 % per year if
$1000 is deposited at the start of each year for 10 years and then $1500 is
withdrawn at the start each year for 7 years.
<Sol.>
1. Prediction: Account balance to grow for the first 10 year, and to decrease
during next 7 years, and afterwards to continue growing.
2. By using the reflect-and-shift convolution sum evaluation procedure, we can
evaluate y[n] = x[n]  h[n], where x[n] is depicted in Fig. 2.6 and h[n] =  n u[n]
is as shown in Example 2.4 with  = 1.08.
18
 Time-Domain Representations of LTI Systems

Figure 2.6 (p. 111)

Cash flow into an investment. Deposits of $1000 are made at the start of
each of the first 10 years, while withdrawals of $1500 are made at the start of
each of the second 10 years.
3. Graphs of x[k] and h[n  k]: Fig. 2.7(a).
4. Intervals of time shifts: 1’st interval: n < 0
2’nd interval: 0 ≤ n ≤ 9
3’rd interval: 10 ≤ n ≤ 16
4th interval: 17 ≤ n
5. Mathematical representations for wn[k] and y[n]:
1) For n < 0: wn[k] = 0 and y[n] = 0
19
Time-Domain Representations of LTI Systems
Figure 2.7a-d (p. 111)Evaluation of
the convolution sum for Example 2.5. (a)
The input signal x[k] depicted above the
reflected and time-shifted impulse response
h(n – k). (b The product signal wn[k] for 0  n
 9. (c) The product signal wn[k] for 10  n
 16. (d) The product signal wn[k] for 17  n.

20
 Time-Domain Representations of LTI Systems
2) For 0 ≤ n ≤ 9:
1000 1.08 n  k , 0 k n
wn  k  
 0, otherwise
Fig. 2.7 (b).
k
Apply the formula for
n n
 1  summing a geometric
y  n   1000 1.08  1000 1.08  
n k n
  series
k 0 k 0  1.08 
n 1
 1 
1  
y  n  1000 1.08 
n  1.08 
1
12,500 1.08   1
n 1
 
1
1.08
3) For 10 ≤ n ≤ 16:
 1000 1.08 n  k , 0 k 9

wn  k    1500 1.08  , 10 k n
n k
Fig. 2.7 (c).
 0, otherwise


21
 Time-Domain Representations of LTI Systems
9 n m = k  10
y  n   1000 1.08  1500 1.08 
n k n k

k 0 k 0
Apply the
k m
9
 1  n  10
 1  formula for
10001.08     15001.08  
n n  10
 summing a
k 0  1 .08  m 0  1 .08 
geometric
  1  10    1  n 9  series
1    1   
n  1.08   n  10   1.08  
yn 10001.08    15001.08  
1 1
 1   1 
 1.08   1.08 
  
7246.89 1.08   18,750 1.08 
n
 n 9

 1 , 10 n 16

4) For 17 ≤ n :
 1000 1.08 n  k , 0 k 9

wn  k    1500 1.08  , 10 k 16
n k
Fig. 2.7 (d).
 0, otherwise


22
 Time-Domain Representations of LTI Systems

2.6 Interconnection of LTI Systems

2.6.1 Parallel Connection of LTI Systems Figure 2.18 (p. 128)
1. Two LTI systems: Fig. 2.18(a). Interconnection of two LTI systems.
(a) Parallel connection of two
systems. (b) Equivalent system.

2. Output: y (t )  y (t )  y (t )
1 2

 x (t )  h1 (t )  x(t )  h2 (t )
 
y (t )  x( )h1 (t   )d   x( )h2 (t   )d
 

y (t )  x ( ) h1 (t   )  h2 (t   ) d where h(t) = h1(t) + h2(t)


 x ( )h(t   )d  x (t )  h(t ) Fig. 2.18(b)

23
 Time-Domain Representations of LTI Systems
 Distributive property for Continuous-time case:
x(t)  h1(t)  x(t)  h2 (t)  x(t)  {h1(t)  h2 (t)} (2.15)
 Distributive property for Discrete-time case:
x[n]  h1[n]  x[n]  h2 [n]  x[n]  {h1[n]  h2 [n]} (2.16)
2.6.2 Cascade Connection of LTI Systems
1. Two LTI systems: Fig. 2.19(a).

Figure 2.19 (p. 128)

Interconnection of two LTI systems. (a) Cascade connection of two
systems. (b) Equivalent system. (c) Equivalent system: Interchange system
order.
24
 Time-Domain Representations of LTI Systems
2. The output is expressed in terms of z(t) as
y(t) z(t)  h2 (t) (2.17)

y(t)   z( )h2 (t   )d (2.18)
-

Since z(t) is the output of the first system, so it can be expressed as


z( )  x( )  h1( )   x( )h1(   )d (2.19)
-

Substituting Eq. (2.19) for z(t) into Eq. (2.18) gives

 
y ( t )  Change of variable
  x(v )h (  v )h (t   )dvd
1 2
=
 
y(t)   x( )  h1( )h2 (t     )d  d

(2.20)
-    
Define h(t) = h1(t)  h2(t), then

h(t  v)  h1 ( )h2 (t  v   )d


y(t)   x( )h(t   )d  x(t)  h(t) (2.21) Fig. 2.19(b).
-

3. Associative property for continuous-time case:

25
 Time-Domain Representations of LTI Systems
{x(t)  h1(t)}  h2 (t)  x(t)  {h1(t)  h2 (t)} (2.22)
4. Commutative property:
Write h(t) = h1(t)  h2(t) as the integral
 Change of variable
h(t )  h1 ( )h2 (t   )d =t


h(t)   h1(t   )h2 ( )d h2 (t)  h1(t) (2.23) Fig. 2.19(c).
-

Interchanging the order of the LTI systems in the cascade without affecting
the result:
x(t )   h1 (t )  h2 (t )  x(t )   h2 (t )  h1 (t ) ,
Commutative property for continuous-time case:
h1(t)  h2 (t) h2 (t)  h1(t) (2.24)
5. Associative property for discrete-time case:
{x[n]  h1[n]}  h2 [n]  x[n]  {h1[n]  h2 [n]} (2.25)
Commutative property for discrete-time case:
h1[n]  h2 [n] h2 [n]  h1[n] (2.26)
26
 Time-Domain Representations of LTI Systems
Example 2.11 Equivalent System to Four Interconnected Systems
Consider the interconnection of four LTI systems, as depicted in Fig. 2.20. 2.20 The
impulse responses of the systems are
h1[n] u[n], h2 [n] u[n  2]  u[n], h3 [n]  [n  2], and h4 [n]  nu[n].
Find the impulse response h[n] of the overall system.

Figure 2.20
(p. 131)
Interconnection of
systems for
Example 2.11.
<Sol.>
1. Parallel combination of h1[n] and h2[n]:
h12[n] = h1[n] + h2[n] Fig. 2.21 (a).
27
 Time-Domain Representations of LTI Systems

Figure 2.21
(p. 131)
(a) Reduction of
parallel combination
of LTI systems in
upper branch of Fig.
2.20. (b) Reduction
of cascade of
systems in upper
branch of Fig.
2.21(a).
(c) Reduction of
parallel combination
of systems in Fig.
2.21(b) to obtain an
equivalent
system for Fig. 2.20.

28
 Time-Domain Representations of LTI Systems
2. h12[n] is in series with h3[n]:
h123[n] = h12[n]  h3[n]
h123[n] = (h1[n] + h2[n])  h3[n] Fig. 2.21 (b).
3. h123[n] is in parallel with h4[n]:
h[n] = h123[n]  h4[n]
h[n] (h1[n]  h2 [n])  h3[n]  h4 [n], Fig. 2.21 (c).
Thus, substitute the specified forms of h1[n] and h2[n] to obtain
h12 [n] u[n]  u[n  2]  u[n]
u[n  2]
Convolving h12[n] with h3[n] gives
h123[n] u[n  2]   [n  2]
u[n]

 
h[n]  1   n u[n].
 Table 2.1 summarizes the interconnection properties presented in this section.
29
 Time-Domain Representations of LTI Systems

2.7 Relation Between LTI System Properties and the

Impulse Response
2.7.1 Memoryless LTI Systems
1. The output of a discrete-time LTI system:

y[n] h[n]  x[n]   h[k ]x[n  k ]
k  

y[n]   h[  2]x[n  2]  h[  1]x[n  1]  h[0]x[n]  h[1]x[n  1]  h[2]x[n  2]  

(2.27)
30
 Time-Domain Representations of LTI Systems
2. To be memoryless, y[n] must depend only on x[n] and therefore cannot
depend on x[n  k] for k  0.
A discrete-time LTI system is memoryless if and only if
h[k ] c [k ] c is an arbitrary constant
 Continuous-time system:
1. Output:

y (t )  h( )x(t   )d ,


2. A continuous-time LTI system is memoryless if and only if

h( ) c ( ) c is an arbitrary constant

2.7.2 Causal LTI Systems

The output of a causal LTI system depends only on past or present values
of the input.
 Discrete-time system:
1. Convolution sum: y[n]   h[ 2]x[n  2]  h[  1] x[ n  1]  h[0] x[ n]
 h[1]x[n  1]  h[2]x[n  2]  .
31
 Time-Domain Representations of LTI Systems
2. For a discrete-time causal LTI system,
h[k ] 0 for k  0
3. Convolution sum in new form:

y[n]  h[k ]x[n  k ].
k 0

 Continuous-time system:
1. Convolution integral: 3. Convolution integral in new form:
 
y (t )  h( ) x(t   )d . y (t )  h( ) x(t   )d .
 0

2. For a continuous-time causal LTI system,

h( ) 0 for   0
2.7.3 Stable LTI Systems
A system is BIBO stable if the output is guaranteed to be bounded for every
bounded input.
 Discrete-time case: Input x[n] M x  Output: y[n] M y 
32
 Time-Domain Representations of LTI Systems
1. The magnitude of output:

y[n]  h[n]  x[n]   h[k ]x[n  k ]
k  


y[n]   h[k ]x[n  k ] a b a  b
k  

ab  a b
y[n]   h[k ] x[n  k ]
k  

2. Assume that the input is bounded, i.e.,

x[n] M x  x[n  k ] M x
and it follows that

y[n] Mx  h[k] (2.28)
k  

Hence, the output is bounded, or y[n] ≤  for all n, provided that the
impulse response of the system is absolutely summable.
3. Condition for impulse response of a stable discrete-time LTI system:
33
 Time-Domain Representations of LTI Systems



k  
h[k ]  .

 Continuous-time case:
Condition for impulse response of a stable continuous-time LTI system:

h( ) d  


Example 2.12 Properties of the First-Order Recursive System

The first-order system is described by the difference equation
y[n]  y[n  1]  x[n]
and has the impulse response
h[n]  nu[n]
Is this system causal, memoryless, and BIBO stable?
<Sol.>
1. The system is causal, since h[n] = 0 for n < 0.
2. The system is not memoryless, since h[n]  0 for n > 0.
3. Stability: Checking whether the impulse response is absolutely summable?
34
 Time-Domain Representations of LTI Systems
  

 h[k ]      
k k
if and only if  < 1
k   k 0 k 0

◆ Note:
A system can be unstable even though the impulse response has a finite value.
1. Ideal integrator:
t
y(t)   x( )d (2.29)


Input: x() =  (), then the output is y(t) = h(t) = u(t).

h(t) is not absolutely integrable
Ideal integrator is not stable!
2. Ideal accumulator:
n
y[n]   x[k ]
k  

Impulse response: h[n] = u[n]

h[n] is not absolutely summable
Ideal accumulator is not stable!
35
 Time-Domain Representations of LTI Systems
2.7.4 Invertible Systems and Deconvolution
A system is invertible if the input to the system can be recovered from the
output except for a constant scale factor.
1. h(t) = impulse response of LTI system, Fig. 2.24.
2. hinv(t) = impulse response of LTI inverse system

Figure 2.24 (p. 137)

Cascade of LTI system with impulse response h(t) and inverse system with
impulse response h-1(t).
3. The process of recovering x(t) from h(t)  x(t) is termed deconvolution.
4. An inverse system performs deconvolution.
x(t )  (h(t )  hin v (t ))  x(t ). Continuous-time
case
h(t )  h inv (t )  (t ) (2.30)
5. Discrete-time case: h[n]  hinv [n]  [n] (2.31)
36
 Time-Domain Representations of LTI Systems
Example 2.13 Multipath Communication Channels: Compensation by means of
an Inverse System
Consider designing a discrete-time inverse system to eliminate the distortion
associated with multipath propagation in a data transmission problem. Assume
that a discrete-time model for a two-path communication channel is
y[n]  x[n]  ax[n  1].
Find a causal inverse system that recovers x[n] from y[n]. Check whether this
inverse system is stable.
<Sol.>
1. Impulse response:
1, n 0

h[n] a, n 1
 0, otherwise

2. The inverse system hinv[n] must satisfy h[n]  hinv[n] = [n].
hinv [n]  ahinv [n  1]  [n]. (2.32)
1) For n < 0, we must have hinv[n] = 0 in order to obtain a causal inverse
system
37
 Time-Domain Representations of LTI Systems
2) For n = 0, [n] = 1, and eq. (2.32) implies that
hinv [n]  ahinv [n  1] 0,
hinv [n]  ahinv [n  1] (2.33)
3. Since hinv[0] = 1, Eq. (2.33) implies that hinv[1] =  a, hinv[2] = a2, hinv[3] =  a3,
and so on.
The inverse system has the impulse response
hinv [n] ( a ) n u[n]
4. To check for stability, we determine whether hinv[n] is absolutely
summable,
which
 will be the
 case if

 
inv k
h [k ]  a is finite.
k   k  

 For a < 1, the system is stable.

★ Table 2.2 summarizes the relation between LTI system properties and
impulse response characteristics.

38
Time-Domain Representations of LTI Systems

39
 Time-Domain Representations of LTI Systems

2.4 The Convolution Integral

1. A continuous-time signal can be expressed as a weighted superposition of
time-shifted impulses.

The sifting property of the impulse !

x(t)  x( ) (t -  )d (2.10)
-

2. Impulse response of LTI system H: Input Output y(t)

LTI system
Output: x(t)
H
y t  H  x t  H  x   t   d 



Linearity property

y(t)   x( )H{ (t -  )}d (2.10)
-

3. h(t) = H{ (t)}  impulse response of the LTI system H

If the system is also time invariant, then
A time-shifted impulse
H{ (t -  )} h(t -  ) (2.11) generates a time-shifted
 impulse response output
y(t)   x( )h(t   )d (2.12)
-
Fig. 2.9.
40
 Time-Domain Representations of LTI Systems
 Convolution integral:

x t   h t   x  h t   d


2.5 Convolution Integral Evaluation Procedure

1. Convolution integral:

y(t)   x( )h(t   )d (2.13)
-
2. Define the intermediate  = independent
signal:
wt    x  h t    variable, t = constant

h (t  ) = h ( (  t)) is a reflected and shifted (by  t) version of h().

3. Output:
 The time shift t determines the
y(t)   w t ( )d (2.14) time at which we evaluate the
-
output of the system.

41
 Time-Domain Representations of LTI Systems
Procedure 2.2: Reflect and Shift Convolution Integral Evaluation
1. Graph both x() and h(t  ) as a function of the independent variable  . To
obtain h(t  ), reflect h() about  = 0 to obtain h(   ) and then h(   ) shift by
 t.
2. Begin with the shift t large and negative. That is, shift h(   ) to the far left on
the time axis.
3. Write the mathematical representation for the intermediate signal wt ().
4. Increase the shift t (i.e., move h(t  ) toward the right) until the mathematical
representation for wt () changes. The value of t at which the change occurs
defines the end of the current set and the beginning of a new set.
5. Let t be in the new set. Repeat step 3 and 4 until all sets of shifts t and the
corresponding mathematical representations for wt () are identified. This
usually implies increasing t to a very large positive number.
6. For each sets of shifts t, integrate wt () from  =   to  =  to obtain y(t).
Example 2.6 Reflect-and-shift Convolution Evaluation
Given x t  u t  1  u t  3 and h t  u t   u t  2  as depicted in Fig. 2-10,
2-10
Evaluate the convolution integral y(t) = x(t)  h(t).
42
 Time-Domain Representations of LTI Systems

Figure 2.10 (p. 117)

Input signal and LTI system impulse response for Example 2.6.
<Sol.>
1. Graph of x() and h(t  ): Fig. 2.11 (a).
2. Intervals of time shifts: Four intervals
1’st interval: t < 1
2’nd interval: 1 ≤ t < 3
3’rd interval: 3 ≤ t < 5
4th interval: 5 ≤ t
3. First interval of time shifts: t < 1 wt() = 0
4. Second interval of time shifts: 1 ≤ t < 3
1, 1    t
wt    Fig. 2.11 (b).
 0, otherwise
43
 Time-Domain Representations of LTI Systems

Figure 2.11 t

(p. 118)
Evaluation of the
convolution integral
for Example 2.6.
(a) The input x()
depicted above the
reflected and time-
shifted impulse
response. (b) The
product signal wt()
for 1  t < 3. (c)
The product signal
wt() for 3  t < 5.
(d) The system
output y(t).

44
 Time-Domain Representations of LTI Systems
5. Third interval: 3 ≤ t < 5
1, t  2    3
wt    Fig. 2.11 (c).
0, otherwise
6. Fourth interval: 5 ≤ t wt() = 0
7. Convolution integral:
1) For t < 1 and t  5: y(t) = 0
2) For second interval 1 ≤ t < 3, y(t) = t  1
3) For third interval 3 ≤ t < 5, y(t) = 3  (t  2)
 0, t 1
 t  1, 1 t  3 Figure 2.12 (p. 119)

y t   RC circuit system with the
5  t , 3 t  5 voltage source x(t) as input and
 0, t 5 the voltage measured across the
capacitor y(t), as output.
Example 2.7 RC Circuit Output
For the RC circuit in Fig. 2.12,
2.12 assume that the circuit’s time constant is RC = 1
sec. Ex. 1.21 shows that the impulse response of this circuit is h(t) = e  t u(t).
Use convolution to determine the capacitor voltage, y(t), resulting from an input
voltage x(t) = u(t)  u(t  2).
45
 Time-Domain Representations of LTI Systems
<Sol.> RC circuit is LTI system, so y(t) = x(t)  h(t).
1. Graph of x() and h(t  ): Fig. 2.13 (a).
1, 0    2  t    e  t    ,  t
x    and h t    e u t    
0, otherwise  0, otherwise
2. Intervals of time shifts: Three intervals
1’st interval: t < 0
2’nd interval: 0 ≤ t < 2
3’rd interval: 2 ≤ t
3. First interval of time shifts: t < 0 wt() = 0
4. Second interval of time shifts: 0 ≤ t < 2
 e  t    , 0    t
For t > 0, wt    Fig. 2.13 (b).
 0, otherwise
5. Third interval: 2 ≤ t
 e  t    , 0    2
wt    Fig. 2.13 (c).
 0, otherwise

46
Time-Domain Representations of LTI Systems
Figure 2.13 (p. 120)
Evaluation of the convolution integral for Example 2.7. (a) The
input x() superimposed over the reflected and time-shifted
impulse response h(t – ), depicted as a function of . (b) The
product signal wt() for 0 t < 2. (c) The product signal wt()
for t  2. (d) The system output y(t).

t

47
 Time-Domain Representations of LTI Systems
6. Convolution integral:
1) For t < 0: y(t) = 0
2) For second interval 0 ≤ t < 2:
t
y t  e  t   d e  t e
0   1  e
t

0
t

3) For third interval 2 ≤ t:

2
y t   e
0
 t   
d e t
e  e  1e
 2
0
2 t

 0, t 0

y t   1  e  t , 0 t  2 Fig. 2.13 (d).
 2
e  1e ,
t
t 2

Example 2.8 Another Reflect-and-Shift Convolution Evaluation

Suppose that the input x(t) and impulse response h(t) of an LTI system are,
respectively, given by
x t  t  1  u t  1  u t  3 and h t  u t  1  2u t  2 
Find the output of the system.
48
 Time-Domain Representations of LTI Systems
<Sol.>
1. Graph of x() and h(t  ): Fig. 2.14 (a).
2. Intervals of time shifts: Five intervals
1’st interval: t < 0
2’nd interval: 0 ≤ t < 2
3’rd interval: 2 ≤ t < 3
4th interval: 3 ≤ t < 5
5th interval: t  5
3. First interval of time shifts: t < 0 wt() = 0
4. Second interval of time shifts: 0 ≤ t < 2
  1, 1    t  1
wt    Fig. 2.14 (b).
 0, otherwise
5. Third interval of time shifts: 2 ≤ t < 3
  1, 1    3
wt    Fig. 2.14 (c).
 0, otherwise
6. Fourth interval of time shifts: 3 ≤ t < 5
49
 Time-Domain Representations of LTI Systems
Figure 2.14 (p. 121) Evaluation of the convolution integral for
Example 2.8. (a) The input x() superimposed on the reflected and
time-shifted impulse response h(t – ), depicted as a function of . (b)
The product signal wt() for 0  t < 2. (c) The product signal wt() for 2
 t < 3. (d) The product signal wt() for 3  t < 5. (e) The product signal
wt() for t  5. The system output y(t).
t

50
 Time-Domain Representations of LTI Systems

    1, 1    t  2

wt     1, t  2   3 Fig. 2.14 (d).
 0, otherwise

7. Fifth interval of time shifts: t  5
    1, 1    3
wt    Fig. 2.14 (e).
 0, otherwise
8. Convolution integral:
1) For t < 0: y(t) = 0
2) For second interval 0 ≤ t < 2:
t 1 2 t 1  t2
y t     1d    1  
1
 2  2
3) For third interval 2 ≤ t < 3: y(t) = 2
4) For third interval 3 ≤ t < 5:
t 2 3
y t      1d     1d  t 2  6t  7
1 t 2

5) For third interval t  5: y(t) =  2

51
 Time-Domain Representations of LTI Systems

 0, t 0
 2
 t
, 0 t  2
 2
 y t   Fig. 2.14 (f).
 2, 2 t  3
  t 2  6t  7, 3 t  5

  2, t 5
Example 2.9 Radar range Measurement: Propagation Model
We identify an LTI system describing the propagation of the pulse. Let the
transmitted RF pulse be given by
sin  c t , 0 t T0
x t  
 0, otherwise
as shown in Fig. 2.16 (a).
Suppose we transmit an impulse from the radar to determine the impulse
response of the round-trip propagation to the target. The impulse is delay in
time and attenuated in amplitude, which results in the impulse response h(t) =
a  (t   ), where a represents the attenuation factor and  the round-trip time
delay. Use the convolution of x(t) with h(t) to verify this result.
52
 Time-Domain Representations of LTI Systems
<Sol.>
1. Find h(t  ):
Reflecting h(t) = a  (t   ) about  = 0 gives h(  ) = a  ( +  ), since the
impulse has even symmetry.
2. Shift the independent variable  by  t to obtain h(t  ) = a  (  (t   )).
3. Substitute this equation for h(t   ) into the convolution integral of Eq. (2.12),
and use the shifting property of the impulse to obtain the received signal as

r t   x  a   t   d ax t   


Figure 2.16 (p. 124)

Radar range measurement. (a) Transmitted RF pulse. (b) The received echo
is an attenuated and delayed version of the transmitted pulse.
53
 Time-Domain Representations of LTI Systems
Example 2.10 Radar range Measurement (continued): The Matched Filter
In Ex. 2.9, the received signal is contaminated with noise (e.g., the thermal noise,
discussed in section 1.9) and may weak. For these reasons, the time delay is
determined by passing the received signal through an LTI system commonly
referred to as a matched filter. An important property of this system is that it
optimally discriminates against certain types of noise in the received waveform.
The impulse response of the matched filter is a reflected, or time-reversed,
version of the transmitted signal x(t). That is, hm(t) = x( t), so
  sin  c t ,  T0 t 0
hm t  
 0, otherwise
As shown in Fig. 2.17 (a). The terminology “matched filter” refers to the fact
that the impulse response of the radar receiver is “matched” to the transmitted
signal.
To estimate the time delay from the matched filter output, we evaluate the
convolution y t  r t   hm t 
<Sol.>
1. Intermediate signal: wt   r  hm t   

54
 Time-Domain Representations of LTI Systems

Figure 2.17a (p. 125)

(a) Impulse response of the
matched filter for processing
the received signal.
t

Figure 2.17b (p. 126)

(b) The received signal r()
superimposed on the reflected
and time-shifted matched filter
impulse response hm(t – ),
depicted as functions of . (c)
Matched filter output x(t).
55
 Time-Domain Representations of LTI Systems
2. The received signal r() and the reflected, time-shifted impulse response
hm(t  ) are shown in Fig. 2.17(b).
 hm() = reflected version of x(t)  hm(t  ) = x(t  )
3. Intervals of time shifts: Three intervals
1’st interval: t <   T0
2’nd interval:   T0 < t ≤ 
3’rd interval:  < t ≤  + T0
4th interval: t   + T0
4. First interval of time shifts: t <   T0 wt() = 0 and y(t) = 0
5. Second interval of time shifts:   T0 < t ≤ 
 a sin wc    sin wc   t ,     t  T0
wt   
 0, otherwise
t T0
y t    a / 2 cos wc t     a / 2 cos wc 2    t  d


a / 2 coswc   t  T0     a / 4 c sin wc 2    t  

t T0

56
 Time-Domain Representations of LTI Systems

 y (t ) a / 2 cos wc t     t    T0   a / 4 c   sin wc t  2T0     sin wc   t 
6. 3’rd interval of time shifts:  < t ≤  + T0
 a sin  c (   ) sin  c (  t ) , t      0
wt ( ) 
 0, otherwise
 0
y ( t )  [( a / 2)cos  c (t   )   ( a / 2)cos  c (2    t ) ]d
t

(a / 2) cos c (t   )    0  t   (a / 4c ) sin c (2    t )  t 0

(a / 2) cos c (t   )    t  0   ( a / 4c )  sin c (   2  t )   sin c (t   ) 
7. 4th interval of time shifts: t   + T0 wt() = 0 and y(t) = 0
8. The output of matched filter:
( a / 2)  t  (   0 ) cos  c ( t   ) ,   0  t 

y (t )  ( a / 2)    t  0 ) cos  c ( t   ) ,   t    0
 0, otherwise


57
 Time-Domain Representations of LTI Systems

2.9 Differential and Difference Equation Representations of

LTI Systems
1. Linear constant-coefficient differential equation:
N
dk M
dk Input = x(t), output = y(t)

k 0
a k
dt k
y(t) 
k 0
b k
dt k
x(t) (2.35)

2. Linear constant-coefficient difference equation:

N M
Input = x[n], output = y[n]
 ak y[n  k]  bk x[n  k]
k 0 k 0
(2.36)

 The order of the differential or difference equation is (N, M), representing the
number of energy storage devices in the system.
Ex. RLC circuit depicted in Fig. 2.26.
2.26 Often, N  M, and the
1. Input = voltage source x(t), output = loop current order is described
2. KVL Eq.: using only N.

d 1 t
Ry t   L y t    y   d x t 
dt C 
58
 Time-Domain Representations of LTI Systems

Figure 2.26 (p. 141)

Example of an RLC circuit described by a differential equation.

1 d d2 d
y t   R y t   L 2 y t   x t  N=2
C dt dt dt
Ex. Accelerator modeled in Section 1.10:
n d d2
 y t  
2
n y t   2 y t   x t  N=2
Q dt dt
where y(t) = the position of the proof mass, x(t) = external acceleration.

59
 Time-Domain Representations of LTI Systems
Ex. Second-order difference equation:
1
y[n]  y[n  1]  y[n  2]  x[n]  2x[n  1] (2.37) N=2
4
 Difference equations are easily rearranged to obtain recursive formulas for
computing the current output of the system from the input signal and the
past outputs.
Ex. Eq. (2.36) can be rewritten as
M N
1 1
y  n   bk 
x n  k    a y n  k 
k
a0 k 0 a0 k 1

Ex. Consider computing y[n] for n  0 from x[n] for the second-order difference
equation (2.37).
<Sol.>
1. Eq. (2.37) can be rewritten as
1
y[n] x[n]  2x[n  1]  y[n  1]  y[n  2] (2.38)
4
2. Computing y[n] for n  0:
60
 Time-Domain Representations of LTI Systems

1
y[0]  x[0]  2x[  1]  y[  1]  y[  2] (2.39)
4
1
y[1]  x[1]  2x[0]  y[0]  y[  1] (2.40)
4
1
y  2  x  2  2 x 1  y 1  y  0
4
1
y  3  x  3  2 x  2  y  2  y 1
4
 Initial conditions: y[  1] and y[  2].
◆ The initial conditions for Nth-order difference equation are the N values
y   N  , y   N  1 ,..., y   1 ,
◆ The initial conditions for Nth-order differential equation are the N values
d d2 d N1
y t  t 0  , y t  , 2 y t  , ..., N1
y t 
dt t 0  dt t 0  dt t 0 

61
 Time-Domain Representations of LTI Systems
Example 2.15 Recursive Evaluation of a Difference Equation
Find the first two output values y[0] and y[1] for the system described by Eq.
(2.38), assuming that the input is x[n] = (1/2)nu[n] and the initial conditions are
y[  1] = 1 and y[  2] =  2.
<Sol.>
1. Substitute the appropriate values into Eq. (2.39) to obtain
1 1
y  0 1  2 0  1   2  
4 2
2. Substitute for y[0] in Eq. (2.40) to find
1 1 1 3
y 1   2 1   1 1
2 2 4 4
Example 2.16 Evaluation of a Difference Equation by means of a Computer
A system is described y the difference equation
y  n   1.143 y  n  1  0.4128 y  n  2 0.0675 x  n   0.1349 x  n  1  0.675 x  n  2 
Write a recursive formula that computes the present output from the past
outputs and the current inputs. Use a computer to determine the step response
62
 Time-Domain Representations of LTI Systems

of the system, the system output when the input is zero and the initial
conditions are y[ 1] = 1 and y[ 2] = 2, and the output in response to the
sinusoidal inputs x1[n] = cos(n/10), x2[n] = cos(n/5), and x3[n] = cos(7n/10),
assuming zero initial conditions. Last, find the output of the system if the input
is the weekly closing price of Intel stock depicted in Fig. 2.27,
2.27 assuming zero
initial conditions.
<Sol.>
1. Recursive formula for y[n]:
y  n  1.143 y  n  1  0.4128 y  n  2  0.0675 x  n   0.1349 x  n  1  0.675 x  n  2 
2. Step response: Fig. 2.28 (a).
3. Zero input response: Fig. 2.28 (b).
4. The outputs due to the sinusoidal inputs x1[n], x2[n], and x3[n]: Fig. 2.28
(c),
5. Fig. 2.28(f)
(d), and (e).shows the system output for the Intel stock price unit.
A comparison of peaks in Figs. 2.27 and 2.28 (f) Slightly delay!

63
 Time-Domain Representations of LTI Systems

Figure 2.27
(p. 144)
Weekly
closing price
of Intel stock.

64
Time-Domain Representations of LTI Systems

Fig. 2.28 (a).

65
Time-Domain Representations of LTI Systems

Fig. 2.28 (b).

66
 Time-Domain Representations of LTI Systems

Fig. 2.28 (c).

Fig. 2.28 (d).

67
 Time-Domain Representations of LTI Systems

Fig. 2.28 (e).

Figure 2.28a (p. 145)

Illustration of the solution to Example 2.16.
(a) Step response of system.
(b) Output due to nonzero initial conditions with zero input.
(c) Output due to x1[n] = cos (1/10n).
(d) Output due to x2[n] = cos (1/5n).
(e) Output due to x3[n] = cos(7/10n).

68
 Time-Domain Representations of LTI Systems

Figure 2.28f
(p. 146)
Output
associated
with the
weekly closing
price of Intel
stock.

69
 Time-Domain Representations of LTI Systems
2.10 Solving Differential and Difference Equations
Complete solution: y = y (h) + y (p)
y (h) = homogeneous solution, y (p) = particular solution
2.10.1 The Homogeneous Solution
 Continuous-time case: N
d k h 
1. Homogeneous differential equation:
k 0

ak k y t  0
dt
2. Homogeneous solution:
N
Coefficients ci is
y (t)  c ierit
(h)
(2.41)
i0 N
determined by I.C.
3. Characteristic eq.: a r
k 0
k
k
0 (2.42)
 Discrete-time case: N
1. Homogeneous differential equation:  a y    n  k  0
k 0
k
h

2. Homogeneous solution:
N
Coefficients ci is
y [n]  c irin
(h)
(2.43)
i1 N
determined by I.C.
3. Characteristic eq.:  k 0
a r
k 0
N k
(2.44)
70
 Time-Domain Representations of LTI Systems
 If a root rj is repeated p times in characteristic eqs., the corresponding
solutions are
r r r
Continuous-time case: e j t , te j t , ..., t p  1e j t
Discrete-time case: rjn , nrjn , ..., n p  1rjn
Example 2.17 RC Circuit: Homogeneous Solution
The RC circuit depicted in Fig. 2.30 is described by the differential equation
d
y t   RC y t   x t 
dt
Determine the homogeneous solution of this equation.
<Sol.>
d
1. Homogeneous Eq.: y t   RC y t  0
dt
Figure 2.30 (p. 148)
2. Homo. Sol.: y h 
t  c1e r1t
V RC circuit.
3. Characteristic eq.: 1  RCr1 0 r1 =  1/RC
4. Homogeneous solution: t
h 
y t  c1e RC
V
71
 Time-Domain Representations of LTI Systems
Example 2.18 First-Order Recursive System: Homogeneous Solution
Find the homogeneous solution for the first-order recursive system described
by the difference equation
y  n    y  n  1  x  n 
<Sol.>
1. Homogeneous Eq.: y  n    y  n  1 0
2. Homo. Sol.:
y
h
 n c1r1n
3. Characteristic eq.: r1   0 r1 = 
4. Homogeneous solution:
y
h
 n c1 n
2.10.2 The Particular Solution
A particular solution is usually obtained by assuming an output of the same
general form as the input.
Table 2.3
72
 Time-Domain Representations of LTI Systems

Example 2.19 First-Order Recursive System (Continued): Particular Solution

Find a particular solution for the first-order recursive system described by the
difference equation
y  n    y  n  1  x  n 
if the input is x[n] = (1/2)n.
<Sol.>

n
1. Particular solution form: y  [n] c p
p 1
2

2. Substituting y(p)[n] and x[n] into the given difference Eq.:

73
 Time-Domain Representations of LTI Systems
Both sides of above eq. are
   c   
n n 1 n
cp 1
2 p
1
2
 1
2
multiplied by (1/2) n

c p (1  2  ) 1 (2.45)
3. Particular solution:
n Figure 2.30
1 1 (p. 148)
y p  n   
1  2  2  RC circuit.

Example 2.20 RC Circuit (continued): Particular Solution

Consider the RC circuit of Example 2.17 and depicted in Fig. 2.30.
2.30 Find a
particular solution for this system with an input x(t) = cos(0t).
<Sol.>
d
1. Differential equation: y 
t  RC y t  x t 
dt
2. Particular solution form:
y ( p ) (t ) c1 cos( t )  c2 sin( t )
3. Substituting y(p)(t) and x(t) = cos(0t) into the given differential Eq.:

74
 Time-Domain Representations of LTI Systems

c1 cos( t )  c2 sin( t )  RC 0c1 sin( 0t )  RC 0c2 cos( 0t ) cos( 0t )

c1  RC 0c2 1
 RC 0c1  c2 0
4. Coefficients c1 and c2:
1 RC 0
c1  and c2 
1  RC 0  1  RC 0 
2 2

5. Particular solution:
1 RC 0
y
p

t  cos  0
 t  sin  0t  V
1  RC 0  1  RC 0 
2 2

2.10.3 The Complete Solution

Complete solution: y = y (h) + y (p)
y (h) = homogeneous solution, y (p) = particular solution
The procedure for finding complete solution of differential or difference
equations is summarized as follows:
75
 Time-Domain Representations of LTI Systems
Procedure 2.3: Solving a Differential or Difference equation
1. Find the form of the homogeneous solution y(h) from the roots of the
characteristic equation.
2. Find a particular solution y(p) by assuming that it is of the same form as the
input, yet is independent of all terms in the homogeneous solution.
3. Determine the coefficients in the homogeneous solution so that the complete
solution y = y(h) + y(p) satisfies the initial conditions.
★ Note that the initial translation is needed in some cases.
Example 2.21 First-Order Recursive System (Continued): Complete Solution
Find the complete solution for the first-order recursive system described by
the difference equation
1
y[n]  y[n  1]  x[n] (2.46)
4
if the input is x[n] = (1/2)n u[n] and the initial condition is y[  1] = 8.
<Sol.>

n
1. Homogeneous sol.: y h   n  c1 1
4

76
 Time-Domain Representations of LTI Systems
2. Particular solution: 3. Complete solution:
1
n 1 1
y  p
 n  2   y[n] 2( )n  c1( )n
2 4
(2.47)
 2
4. Coefficient c1 determined by I.C.:
I.C.: y  0  x  0  1 4 y   1 y  0  x  0  (1 4) 8 3
We substitute y[0] = 3 into Eq. (2.47), yielding
0 0
1 1
3 2    c1   c1 = 1
 2  4
5. Final solution: n n
1 1
y  n  2      for n  0
 2  4
Example 2.22 RC Circuit (continued): Complete Response
Find the complete response of the RC circuit depicted in Fig. 2.30 to an input
x(t) = cos(t)u(t) V, assuming normalized values R = 1  and C = 1 F and
assuming that the initial voltage across the capacitor is y(0 ) = 2 V.
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 Time-Domain Representations of LTI Systems
<Sol.> t

1. Homogeneous sol.: y h 
t  ce RC
V 0 = 1
2. Particular solution:
1 RC
y
p

t  cos 
t  sin t  V
1  RC  1  RC 
2 2

3. Complete solution:
R = 1 , C = 1 F
1 1
y t  ce  t  cos t  sin t V
2 2
4. Coefficient c1 determined by I.C.: y(0) = y(0+)
 0 1 1 1
2 ce  cos 0  sin 0  c  c = 3/2
2 2 2
5. Final solution:
3 1 1
y t   e  t  cos t  sin t V
2 2 2

78
 Time-Domain Representations of LTI Systems
Example 2.23 Financial Computations: Loan Repayment
The following difference equation describes the balance of a loan if x[n] < 0
represents the principal and interest payment made at the beginning of each
period and y[n] is the balance after the principal and interest payment is
credited. As before, if r % is the interest rate per period, then  = 1 + r/100.
y  n    y  n  1  x  n 
Use the complete response of the first-order difference equation to find the
payment required to pay off a $20,000 loan in 10 periods. Assume equal
payments and a 10% interest rate.
<Sol.>
1. We have  = 1.1 and y[ 1] = 20,000, and we assume that x[n] = b is the
payment each period.
2. The first payment is made when n = 0. The loan balance is to be zero after 10
payments, thus we seek the payment b for which y[9] = 0.
3. Homogeneous sol.:
y h   n  ch 1.1
n

4. Particular solution:
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 Time-Domain Representations of LTI Systems

y  p   n  c p
Substituting y(p)[n] = cp and x[n] = b into the difference equation y[n]  1.1y[n  1] =
x[n], we obtain
c p  10b
3. Complete solution:
y[n] ch (1.1)n  10b, n 0 (2.48)
4. Coefficient ch determined by I.C.:
I.C.: y  0 1.1 y   1  x  0 22, 000  b

22,000  b ch 1.1  10b

0

ch 22,000  11b
Fig. 2.31.
y  n  22, 000  11b 1.1  10b
n

5. Payment b: By setting y[9] = 0, we have

 22, 000 1.1
9

b  3, 254.91
0 22, 000  11b 1.1  10b
9
11 1.1  10
9

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 Time-Domain Representations of LTI Systems

Figure 2.31 (p. 155)

Balance on a $20,000 loan for Example 2.23. Assuming 10% interest per period,
the loan is paid off with 10 payments of $3,254.91.
81