13.

42 LECTURE 3:
LINEAR SYSTEMS

SPRING 2003

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A.H. TECHET & M.S. TRIANTAFYLLOU

1. Linear Time Invariant Systems

System: A set of physical objects of interest

Modeling: Represent the behaviour of this system through a set of equations

that model a system approximating the original physical system.

Inputs: Identify external actions influencing the system behaviour.

Outputs: Identify the outputs of interest.

1.1. Dynamical System. Output depends on present and past values of input. Examples:
Rt
y(t) = t−3
u3 (t1 )dt1
PN
y(t) = u(t) + N =1 u(t − nδ)

1.2. Time Invariance. Systems are time invariant if their behavior and characteristics do not vary over

time. In other words, if the input to a system is time shifted the resulting output experiences an identical

time shift.

The system u(t) −→ y(t) is invariant if u(t + τ ) −→ y(t + τ ) for all τ .

Check process for time invariance:

Step 1: Replace u(t) by u(t + τ )

Step 2: Replace y(t) by y(t + τ )

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Step 3: Are the results from steps 1 and 2 equal?

Example 1: y(t) = [u(t)]3/4 Clearly Time Invariant

Rtp
Example 2: y(t) = 0
u(t1 )dt1 Check Time invariance:

(1) Plug in t + τ for t on RHS:

Rtp R t+τ p
0
u(t1 + τ )dt1 = τ
u(ζ)dζ

(2) Plug in t + τ for t on LHS: Note the indices. The integral is from zero to t, and we are simply replacing

the occurrences of t with t + τ – not shifting the indices as in step 1 – thus the lower index does not change.
R t+τ p
y(t + τ ) = 0
u(t1 )dt1

(3) Check (1) and (2): They are not equal. This system is not time invariant.
Rt
Example 3: y(t) = t−5
u4 (t1 )dt1

(1) Plug in t + τ for t on RHS:

Rt R t+τ
t−5
u4 (t + τ )dt1 = t−5+τ
u4 (ζ)dζ

(2)Plug in t + τ for t on LHS:

R t+τ
y(t + τ ) = t−5+τ
u4 (t1 )dt1

(3) Check and (1) and (2): Example 3 is time invariant!

1.3. Linear System. A system in linear if the superposition of several input signals results in an output

which is the same superposition of the output signals of the system for each individual input.

Additive: x1 (t) + x2 (t) −→ y1 (t) + y2 (t)

Scaling: ax1 (t) −→ ay1 (t)

Combined: a1 x1 (t) + a2 x2 (t) −→ a1 y1 (t) + a2 y2 (t)

A system must satisfy both the additive and the scaling criteria for it to be considered linear.

du
Example 1: y(t) = C dt Linear
Rt
Example 2: y(t) = 0
u(t1 )dt1 Linear, but not time invariant.

Example 3: y(t) = au3 (t) is not linear but is time invariant.

 LINEAR SYSTEMS 3

uo(t)
1/ε

t
−ε/2 ε/2
δt−>0

Figure 1. Delta function with height 1/ε between −ε/2 and ε/2 as ε goes to zero.

f(t)

... ...

Figure 2. A function f (t) represented as a sum of scaled and time-shifted impulses.

1.4. Linear, Time-Invariant (LTI) Systems: Systems that satisfy both linear and time invariant cri-

terion are considered LTI systems. The property of superposition makes LTI systems easier to analyze.

By representing complex inputs as a superposition of basic signals, such as the impulse, we can then use

superposition to determine the system output.

1.5. Impulse function. Representation of an time-continuous LTI system as a response to a unit impulse.

A unit impulse is an idealization of a pulse which is so short that its duration is inconsequential for any real

system (fig 1.

1/; | t |≤ ε/2
uo =
0; | t |> ε/2
The integral of an impulse from minus infinity to infinity is 1 and uo (t) is an even function: uo (t) = uo (−t).

Impulses can be scaled, shifted and summed to represent a function f (t).(figure 2)

1.6. Convolution. The convolution integral can be used to evaluate the response of a system to an input,

u(t).
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u(t) LTI y(t)

Figure 3. The impulse response of a linear time-invariant (LTI) system can be determined
using the convolution integral.

R∞
(1.1) y(t) = −∞
u(t)h(t − τ )dt

R∞
(1.2) −∞
u(t − τ )h(τ )dτ

Where h(t) represents a unique function for each system and is called the IMPULSE RESPONSE.

R∞ R ε/2
−∞
f (t)uo (t)dt = lim ε → 0 −ε/2
f (t)uo (t)dt
R ε/2
= f (o) −ε/2
uo (t)dt

= f (o)

The convolution integral holds for a time-shifted input:

Z ∞
(1.3) f (t)uo (t − ζ)dt = f (ζ)
−∞

This gives us f (t) about t = ζ + / − ε/2.

2. Causality

A causal system responds only after being excited. All physical systems are causal. For a causal LTI

system, the impulse response, h(t) is zero for all t < 0 since the input u(t) = 0 before time zero.

R∞
y(t) = −∞
u(τ )h(t − τ )dτ
R∞
= 0
u(τ )h(t − τ )dτ
Rt
= 0
u(τ )h(t − τ )dτ since h(t − τ ) = 0 for t − τ < 0
 LINEAR SYSTEMS 5

3. Impulse response of a linear system

f(t)

m x(t)
k b

Figure 4. Mass-spring-dashpot system

3.1. Example: Mass-spring-dashpot.

mẍ + bẋ + kx = f (t)

(1) System starts at rest:

x(0) = 0

ẋ(0) = 0

(2) Apply an impulse force f (t) = uo (t) at time zero and integrate over the duration of the impulse:

Z ε/2 Z ε/2
(3.1) {mẍ + bẋ + kx} dt = {f (t)} dt = 1
−ε/2 −ε/2

Due to the initial conditions we are left with:


(3.2) m ẋ(0+ ) − ẋ(0− ) = 1
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The term ẋ(0− ) is zero since there is no motion before time zero and we are left with the velocity

just after the force is applied:

1
(3.3) ẋ(0+ ) =
m

(3) For times after the initial impulse force the problem becomes:

(3.4) mẍ + bẋ + kx = 0

x(0) = 0

1
ẋ(0+ ) =
m

(3.5)

From differential equations we have the solution to this system of equations:

(3.6) x(t) = C1 es1 t + C2 es2 t

Plugging this into the equation 3.5 we are left to solve for s1,2 .

ms2 + bs + k = 0
√
b + b2 −4km
s1,2 = − 2m − 2m
q
b k b2
let δ = 2m and ω = m − 4m

assume b2 < 4km

 LINEAR SYSTEMS 7

x(0) = C1 + C2 = 0 → C1 = −C2

1
ẋ(0) = C1 s1 + C2 s2 = m = C1 (s1 − s2 )

s1 − s2 = δ + iωd − (δ − iωd )

1
C= 2imωd

(4) Solution due to the impulse force input: Impulse Response

1


x(t) = 2imωd e−δt eiωd t − e−iωd t

eiωd t −e−iωd t
sinωd t = 2i

1
mωd e−δt sin ωd t; t≥0
h(t) =
0; t<0

4. Fourier Series

f(t)

...
t

Figure 5. Periodic Signal

Fourier series can be used to represent a periodic signal as a summation of sines and cosines.

∞
X
(4.1) f (t) = Ao + {An cos(nωo t) + bn sin(nωo t)}
n=1

where ωo = 2π/T is the fundamental frequency and the coefficients are:

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Z t
1
(4.2) Ao = f (t)dt
T 0
Z t
2
(4.3) An = f (t) cos(nωo t)dt
T 0
Z t
2
(4.4) Bn = f (t) sin(nωo t)dt
T 0

The fourier series can be written compactly in complex notation.

∞
X
(4.5) f (t) = C˜n einωo t
−∞

Z ∞
1
(4.6) C̃n = f (t)e−inωo t dt
T −∞

We can use fourier series as a representation of of a periodic absolutely integrable functions f(t). An absolutely

integral function is one whos integral converges when between minus and plus infinity or has a finite number

of discontinuities that can be integrated around.

Z ∞
(4.7) |x(t)|dt < ∞
−∞
 LINEAR SYSTEMS 9

5. Fourier Transform

Fourier transform (FT) converts a function of time into a function of frequency. The inverse fourier

transform (IFT) reverts the function in frequency space back to time space.

• Fourier Transform

Z ∞
(5.1) f˜(ω) = f (t)e−iωt dt ≡ F ourier T ransf orm
−∞

• Inverse Fourier Transform

Z ∞
1 ˜ iωt dω ≡ Inverse F ourier T ransf orm
(5.2) f (t) = f (ω)e
2π −∞

Example 1: Fourier transform of x(t):

x(t) = 1; |t| ≤ T1

0; |t| > T1

Z T1
2 sin ωT1
(5.3) X̃(t) = e−iωt (1)dt =
−T1 ω

Example 2: Inverse fourier transform of X̃(t):

X̃(ω) = 1; |ω| ≤ W1

0; |ω| > W1

Z W1
1 sin W1 t
(5.4) X̃(t) = X̃(t)eiωt dω =
2π −W1 πt

NOTE: Notice the similarity between the two functions in examples 1 and 2. Parseval’s theorem explains

that there exists a dual pair of functions with time and frequency interchanged. A symmetric pair of

functions.
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4.5 2 2T
4
sinωT
3.5 1.5
ω
3
x(t)
2.5 1

0.5
−π/T π/T
1.5

1 1
0
0.5

0
5 4 3 2 1 0 1 2 3 4 5

-T T 0.5
20 15 10 5 0 5 10 15 20

a. b.

Figure 6. (a.) Function of time: x(t); (b.) Fourier transform of x(t) in frequency space.
5

2 W1 4.5

4
sinW1 t
1.5
W1 3.5

3
x(ω)
1 2.5

0.5
−π/W1 π/W1
1.5

1 1
0
0.5

0
5 4 3 2 1 0 1 2 3 4 5
0.5
20 15 10 5 0 5 10 15 20 -W1 W1

a. b.

Figure 7. (a.) Function of frequency: X̃(t); (b.) Inverse fourier transform back to time space.
 LINEAR SYSTEMS 11

6. Convolution and the Fourier Transform

For LTI systems, the fourier transform turns the convolution integral into simple multiplication.

nR o
∞
Ỹ (ω) = FT −∞
u(τ )h(t − τ )dτ
R∞ R∞
= −∞ −∞
(u(τ )h(t − τ )dτ ) e−iωt dt

e−iωt = e−iω(t+τ −τ )

Let t − τ = t1 and dt = dt1 , then we get

R∞ R∞
Ỹ (ω) = −∞ −∞
u(τ )h(t1 )eiω(t1 +τ ) dτ δt1
∞Z  Z ∞ 
−iωt1 −iωτ
= h(t1 )e dt1 u(τ )e dτ
−∞ −∞
| {z } | {z }
h̃(ω) ũ(ω)

Ỹ (ω) = h̃(ω) · ũ(ω).

Where h̃(ω) is the fourier transform of the impulse response and is referred to as the TRANSFER FUNC-

TION, H(ω).

Ỹ (ω) = H̃(ω) · ũ(ω)

7. Recap of Fourier Transforms

• Convolution: y(t) = h(t) ∗ u(t)

• Multiplication: Ỹ (ω) = H(ω) · ũ(ω)

• Linearity: If x(t) → x̃(ω) and y(t) → ỹ(ω) then ax(t) + by(t) → ax̃(ω) + bỹ(ω).

8. LTI and Fourier Transforms

To evaluate a LTI system you can use the fourier transform and convolution to find the output y(t) given

the input and the transfer function.

(1) u(t) → ũ(ω) take the FT of the input.

(2) ỹ(ω) = H(ω)ũ(ω) convolve the FT of the input and the transform function.

(3) ỹ(ω) → y(t) take the inverse FT to find the system output.
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u(t) LTI y(t)

H(ω)
Figure 8. LTI System Block Diagram

For a given a harmonic input u(t) and transfer function H(ω) we can easily write the output of our LTI

system in terms of the amplitude and frequency of the input and the amplitude and argument (phase) of

the transfer function.

(8.1) u(t) = uo cos(ωo t + ψ)

(8.2) y(t) = yo cos(ωo t + ψ + ψ1 )

where yo = uo |H(ωo )| is the amplitude of the response and ψ1 = arg{H(wo )} is the phase shift of the

response from the input.

From complex math we can write a function H(ω) in terms of its amplitude, |H(ω)|, and its argument,

∠H(ω) as follows .

(8.3) H(ω) = |H(ω)|ei∠H(ω)

Now lets look at the real part of a complex function:

(8.4) u(t) = Re{uo ei(ωo t+ψ) } = Re{ũo eiωo t }

 LINEAR SYSTEMS 13

where ũo = uo eiψ . Taking the convolution y(t) = h(t) ∗ u(t) we have

R∞
y(t) = −∞
h(τ )Re{ũo eiωo (t−τ ) }dτ
nnR o o
∞ −iωo τ iωo t
= Re −∞
h(τ )e dτ ũ o e

= Re{H(ωo )ũo eiωo t }

where H(ωo ) = |H(ωo )|ei∠H(ωo ) .

Since we are only interested in the real part of y(t) (the input was cosine) we have

(8.5) y(t) = uo |H(ωo )| cos(ωo t + ψ + ∠{H(ωo )}

This process can be extended in the same fashion for an input of sine. However instead of the real component

we look at the imaginary component of eiωt = cos(ωt) + i sin(ωt) which is sin(ωt).

9. Useful References

There are several good texts on signals and systems that give a thorough discussion of Linear Time

Invariant systems and their properties. A few suggestions are listed below.

• A.V. Oppenhein, A. S. Willsky, S.H. Nawab (1997) Signals and Systems, 2nd ed. Prentice Hall

Signal Processing Series, New Jersey. (6.003 Course text book)

• Triantafyllou and Chryssostomidis, (1980) ”Environment Description, Force Prediction and Statistics

for Design Applications in Ocean Engineering” Course Supplement.