EEE 147 Signals and Systems

Rhandley D. Cajote, PhD

EEE Institute, UP Diliman

January 15, 2020

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EEE 147 Signals and Systems January 15, 2020 70 / 158
 Outline: LTI Systems Analysis I

The Convolution Operation

System Responses
Review of Circuit Analysis: Transient and Steady-state response
Time-Domain Analysis: Zero-input response, Zero-state response and
Impulse response

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EEE 147 Signals and Systems January 15, 2020 71 / 158
 The Convolution Operation

The convolution operation allows us to compute for the output y (t) of

any LTI system for any arbitrary input x(t), provided that we have
knowledge of the impulse response, h(t) of the system.

The general procedure to perform the convolution are as follows:

Z +1
x1 (t) ⇤ x2 (t) = x1 (⌧ )x2 (t ⌧ )d⌧
1

FLIP: x2 ( ⌧ )
SHIFT: x2 (t ⌧)
MULTIPLY: x1 (⌧ )x2 (t ⌧)
INTEGRATE

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EEE 147 Signals and Systems January 15, 2020 72 / 158
 Example 1: Graphical Illustration
Convolve x(t) and h(t), given: h(t) = 2u(t) 2u(t 1) and
x(t) = u(t + 2) u(t)

h(t)
2

t
0 1

x(t)
1

t
2 0

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EEE 147 Signals and Systems January 15, 2020 73 / 158
 Exanple 1 (continued)
The x-axis is changed to an artibratry variable, ⌧ . Determine which
function to FLIP, for this case its h(⌧ ) ! h( ⌧ )

h( ⌧ )
2

⌧
1 0 1

x(⌧ )
1

⌧
2 0

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EEE 147 Signals and Systems January 15, 2020 74 / 158
 Example 1: (continued)
The function h(t ⌧ ), will move h(⌧ ) along the ⌧ axis an arbitrary value
t. This is the SHIFT part of the operation.

h(t ⌧)
2

⌧
11 t0 t 1

x(⌧ )
1

⌧
2 0

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EEE 147 Signals and Systems January 15, 2020 75 / 158
 Example 1: (continued)

At the overlap region, we MULTIPLY the two functions. Then perform the
integration on the product.

h(t ⌧)
2
x(⌧ )

⌧
11 t0 t 1

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EEE 147 Signals and Systems January 15, 2020 76 / 158
 Performing the convolution

For time t < 2, no overlap in the two functions, y (t) = h(t) ⇤ x(t) = 0

h(t ⌧)
2
x(⌧ )

3 ⌧
t 1 t 2 1 0 1

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EEE 147 Signals and Systems January 15, 2020 77 / 158
 Performing the convolution

For time 2 < t < 1, there is some overlap with h(t ⌧ and x(⌧ ). The
limits of integration depends on the overlap of the functions.
Z t Z t it
y (t) = h(t ⌧ )x(⌧ )d⌧ = (2)(1)d⌧ = 2⌧ = 2(t + 2)
2 2 2

h(t ⌧)
2
x(⌧ )

3 ⌧
t 12 t 1 0 1

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EEE 147 Signals and Systems January 15, 2020 78 / 158
 Performing the convolution

For time 1 < t < 0, the function x(⌧ ) completely overlaps h(t ⌧ ).
Z t Z t
y (t) = x(⌧ )h(t ⌧ )d⌧ = (2)(1)d⌧ = 2
t 1 t 1

h(t ⌧)
2
x(⌧ )

⌧
2t 11 t 0 1

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EEE 147 Signals and Systems January 15, 2020 79 / 158
 Performing the convolution

For time 0 < t < 1, there is some overlap with h(t ⌧ ) and x(⌧ ).
Z 0 Z 0 i0
y (t) = x(⌧ )h(t ⌧ )d⌧ = 2d⌧ = 2⌧ = 2t + 2
t 1 t 1 t 1

h(t ⌧)
2
x(⌧ )

⌧
2 1t 10 t 1

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EEE 147 Signals and Systems January 15, 2020 80 / 158
 Performing the convolution

For time, t > 1, there is not more overlap.

y (t) = x(t) ⇤ h(t) = 0

h(t ⌧)
2
x(⌧ )

⌧
2 1 0t 11 t

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 Performing the convolution
The final output of the convolution y (t) is:
8
>
> 0, t 2
>
>
>
> 2t 1
<2t + 4,
y (t) = 2, 1t0 (3)
>
>
>
> 2t + 2, 0  t  1
>
>
:
0, t>1

y (t)
2

t
2 1 0 1 2

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EEE 147 Signals and Systems January 15, 2020 82 / 158
 Example 2: Perform the convolution
Convolve x(t) and h(t), given the following functions.

h(t)
2

t
0 1

x(t)
1

t
2 0 2

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EEE 147 Signals and Systems January 15, 2020 83 / 158
 Example 2: Solution

The solution is the same as the previous example except at time

0 < t < 1, the limits of the integral are as follows:

Z 0 Z t i0 h it
1 1 2 1 2
y (t) = 2d⌧ + 2( 2 ⌧ +1)d⌧ = 2⌧ + 2 ⌧ +2⌧ 0 = 2 t +2
t 1 0 t 1

h(t ⌧)
2
x(⌧ )

⌧
2 1t 10 t 1 2

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 Example 2: (continued)

For time 1 < t < 2,

Z t
1 5
y (t) = 2( 2⌧ + 1)d⌧ = t+ 2
t 1

h(t ⌧)
2
x(⌧ )

⌧
2 1 0t 11 t 2

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EEE 147 Signals and Systems January 15, 2020 85 / 158
 Example 2: (continued)
For time 2 < t < 3,
Z 2
y (t) = 2( 1
2⌧ + 1)d⌧ = 12 t 2 3t + 9
2
t 1

h(t ⌧)
2
x(⌧ )

⌧
2 1 0 1t 12 t

Finally for t > 3,

y (t) = 0

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EEE 147 Signals and Systems January 15, 2020 86 / 158
 Example 2: Final answer

The previous convolution if performed correctly should get the following:

8
>
> 0, t 2
>
>
>
> 2t + 4, 2t 1
>
>
>
>
>
<2, 1t0
y (t) = 12 t 2 + 2, 0t1 (4)
>
>
>
> t + 5
1t2
>
> 2,
>
> 1 2 9
>
> 2 t 3t + 2 , 2t3
>
:
0, t>3

Rhandley D. Cajote, PhD (EEE Institute, UP Diliman)

EEE 147 Signals and Systems January 15, 2020 87 / 158
 Properties of the convolution operation

Commutative property.

x(t) ⇤ h(t) = h(t) ⇤ x(t)

Associative property.

[x(t) ⇤ h1 (t)] ⇤ h2 (t) = x(t) ⇤ [h1 (t) ⇤ h2 (t)]

x(t) h1 (t) h2 (t) y (t)

x(t) h1 (t) ⇤ h2 (t) y (t)

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EEE 147 Signals and Systems January 15, 2020 88 / 158
 Properties of the convolution operation

Distributive property.

x(t) ⇤ h1 (t) + x(t) ⇤ h2 (t) = x(t) ⇤ [h1 (t) + h2 (t)]

h1 (t)

x(t) + y (t)

h2 (t)

x(t) h1 (t) + h2 (t) y (t)

Rhandley D. Cajote, PhD (EEE Institute, UP Diliman)

EEE 147 Signals and Systems January 15, 2020 89 / 158
 System Responses of Linear Circuits
In your previous circuits course, you learned that the output response of
any linear circuit derived by solving the di↵erential equation is the sum:

ytotal (t) = yc (t) + yp (t)

where yc (t) is the complimentary solution, also the natural response

depends on the initial conditions and circuit. Assumes yc (t) = Ci e i t to
be the solution to the homogeneous equation.

yp (t) is the particular solution, also the forced response. This is dependent
on the forcing function (or input) and independent of the initial
conditions. Assume that yp (t) is a weighted sum of the mathematical
form of x(t) and its derivatives.

The unknown coefficients are then solved by substituting yp (t) to the

di↵erential equation. Then use the general solution and the initial
conditions to solve for the unknown coefficients (Ci ) of the natural
response.
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EEE 147 Signals and Systems January 15, 2020 90 / 158
 System Response of Linear Systems

For linear systems, the natural response is also called the unforced
response or the zero-input response, independent of the input and
depends only on the initial conditions of the system. However the
amplitudes Ci of the terms depends on the initial conditions and excitation.

The forced response is also called the zero-state response, zero-state

means zero initial conditions. The forced response is a function of the
system structure and input but independent of the initial conditions.

y (t) = yzi (t) + yzs (t)

For most linear systems, the natural response approaches zero with
increasing time, then only the forced response remains. For this reason the
natural response is also referred to as the transient response and the
forced response as the stead-state response.

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EEE 147 Signals and Systems January 15, 2020 91 / 158
 Total Response of a Continuous-Time LTI system

The total response of a system is the sum of the zero-input and zero-state
responses.
y (t) = yzi (t) + yzs t
n
X
it
y (t) = Ci e + x(t) ⇤ h(t) (5)
| {z }
|i=1 {z } zero-state
zero-input

where x(t) is the input and h(t) is the impulse response of the LTI system.

Rhandley D. Cajote, PhD (EEE Institute, UP Diliman)

EEE 147 Signals and Systems January 15, 2020 92 / 158
 Example 1: Total Response

Consider the system defined by the di↵erential equation:

d 2 y (t) dy (t) dx(t)

2
+ = + 2x(t)
dt dt dt
dy (0 )
with initial conditions y (0 ) = = 1 and x(t) = u(t)
dt

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EEE 147 Signals and Systems January 15, 2020 93 / 158
 Example 1: Total Response (solution)
Zero-input response: The characteristic equation: ( + 1) = 0, with
1 = 0, 2 = 1
The characteristic modes are e 1 t and e 2 t , which gives e 0t , e t .
The zero-input response and its derivative is given by:

t dyzi (t) t
yzi (t) = C1 + C2 e , = C2 e
dt
From the initial conditions we have:
dy (0 )
y (0 ) = 1 = C1 + C2 , and =1= C2
dt
Solving for C1 and C2 we have C1 = 2, C2 = 1 Therefore, the
zero-input response:
t
yzi (t) = (2 e )u(t)

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EEE 147 Signals and Systems January 15, 2020 94 / 158
 Example 1: Total Response (continued)

Impulse response: it can be shown (see Appendix slide) that the impulse
response of the given system can be computed as:
t
h(t) = (2 e )u(t)

We will show later on the di↵erent ways on how to compute for the
impulse response of a continuous-time LTI system.

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EEE 147 Signals and Systems January 15, 2020 95 / 158
 Example 1: Total Response (continued)

Zero-state response:
yzs (t) = x(t) ⇤ h(t)
t
yzs (t) = u(t) ⇤ [2u(t) e u(t)]
By the distributive property

yzs (t) = u(t) ⇤ 2u(t) u(t) ⇤ e t u(t)

| {z } | {z }
Part 1 Part 2

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EEE 147 Signals and Systems January 15, 2020 96 / 158
 Example 1: Total Response (continued)

Part 1: Z 1
u(t) ⇤ 2u(t) = u(⌧ )2u(t ⌧ )d⌧
1

2u(t ⌧)

u(⌧ )

⌧
t
Z (
t
0, t<0
2d⌧ = = 2tu(t)
0 2t, t>0

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EEE 147 Signals and Systems January 15, 2020 97 / 158
 Example 1: Total Response (continued)
Part 2: Z 1
t ⌧
u(t) ⇤ e u(t) = e u(⌧ )u(t ⌧ )d⌧
1

u(t ⌧) e ⌧ u(⌧ )

⌧
t
Z (
t it 0, t<0
⌧ ⌧ t
(1) · e d⌧ = e = t,
= (1 e )u(t)
0 0 1 e t>0
The zero-state response:
t t
yzs (t) = 2tu(t) (1 e )u(t) = (2t 1+e )u(t)

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EEE 147 Signals and Systems January 15, 2020 98 / 158
 Total Response
In summary, given the di↵erential equation:

d 2 y (t) dy (t) dx(t)

2
+ = + 2x(t)
dt dt dt
dy (0 )
with initial conditions y (0 ) = = 1 and x(t) = u(t)
dt
The zero-input response:
t
yzi (t) = (2 e )u(t)

The impulse response:

t
h(t) = (2 e )u(t)

The zero-sate response:

t
yzs (t) = (2t 1+e )u(t)

Rhandley D. Cajote, PhD (EEE Institute, UP Diliman)

EEE 147 Signals and Systems January 15, 2020 99 / 158
 Causality of LTI systems

Definition (Causality)
A CT-LTI system is causal if the current value of the output depends on
only the current and past values of the input.

Because the unit impulse response (t) occurs at t = 0, the impulse

response h(t) of a causal system must be zero for t < 0.
Note: A signal that is zero for t < 0 is called a causal signal.

The convolution integral for a causal LTI system can be expressed as:
Z 1 Z 1
y (t) = x(t ⌧ )h(⌧ )d⌧ = x(t ⌧ )h(⌧ )d⌧
1 0

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EEE 147 Signals and Systems January 15, 2020 100 / 158
 Causality of LTI systems
If the impulse response is expressed as h(t ⌧ ), this function is zero for
(t ⌧ ) < 0 or ⌧ > t. The second form of the convolution integral can be
expressed as:
Z 1 Z t
y (t) = x(⌧ )h(t ⌧ )d⌧ = x(⌧ )h(t ⌧ )d⌧
1 1

Note that for a causal system the output y (t) depends on values of the
input only up to the present time t, and not on future inputs.

In summary for a causal continuous-time LTI system, the convolution

integral can be expressed in the two forms:
Z 1 Z t
y (t) = x(t ⌧ )h(⌧ )d⌧ = x(⌧ )h(t ⌧ )d⌧
1 1

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 Stability of LTI Systems
Recall that a system is BIBO stable if the output remains bounded for any
bounded input. The bounded input is expressed as:

|x(t)| < M, for all t

where M is a constant Thus, because M is finite, y (t) is bounded if

Z 1
|h(t)|dt < 1
1

If h(t) satisfied this condition, then it is absolutely integrable. For an LTI

system to be stable, h(t) must be absolutely integrable.
For a causal LTI system to be BIBO stable, the criterion is:
Z 1
|h(t)|dt < 1
0

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EEE 147 Signals and Systems January 15, 2020 102 / 158
 (Optional) The impulse response of a CT-LTI System
The impulse response can be computed from the following:

Using the di↵erential equation: Using the operational notation (D) to

d
express dt , we can represent the di↵erential equation in terms of
polynomials:

(D n + an 1 D n 1
+ ... + a1 D + a0 )y (t) =
(bm D m + bm 1D
m 1
+ ... + b1 D + b0 )x(t) (6)

or
Q(D)y (t) = P(D)x(t)
where the polynomials Q(D) and P(D) are:

Q(D) = (D n + an 1D
n 1
+ ... + a1 D + a0 )

P(D) = (bm D m + bm 1D
m 1
+ ... + b1 D + b0 )

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EEE 147 Signals and Systems January 15, 2020 103 / 158
 (Optional) The impulse response of CT-LTI System

The unit impulse response h(t) can be computed as:

h(t) = bn (t) + [P(D)yn (t)]u(t)

where bn is the coefficient of the nth-order term in P(D), and yn (t) is a

linear combination of the characteristic modes of the system subject to the
following initial conditions:
(n 2)
ynn 1
(0) = 1, and yn (0) = ẏn (0) = ÿn (0) = yn (0) = 0
(k)
where yn (0) is the value of the kth derivative of yn (t) at t = 0. If the
order of P(D) is less than the order of Q(D), bn = 0 and the impulse term
bn (t) in h(t) is zero.

Rhandley D. Cajote, PhD (EEE Institute, UP Diliman)

EEE 147 Signals and Systems January 15, 2020 104 / 158
 (Optional) The impulse response of CT-LTI System
Using the step-response: If the input of the CT-LTI system is the unit
step x(t) = u(t). Then the unit-step response s(t) is computed as:
Z 1 Z 1
s(t) = u(⌧ )h(t ⌧ )d⌧ = h(t ⌧ )d⌧
1 0

If the system is causal, h(t ⌧ ) is zero for (t ⌧ ) < 0, or for ⌧ > t, so the
step-response can be computed directly from the unit impulse response.
Z t
s(t) = h(⌧ )d⌧
0

If the step-response is known, the unit impulse response can be computed

as the derivative of the step-response.

ds(t)
h(t) =
dt

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EEE 147 Signals and Systems January 15, 2020 105 / 158
 (Optional) The impulse response of CT-LTI System

Using the state-space equations. If the system is causal, then the

response of the LTI system to an impulse in state-space is the solution to:

ẋ(t) = Ax(t) + B (t), and y (t) = Cx(t)

the solution to the system of equations is:

y (t) = Cx(t) = h(t)

and
h(t) := Ce At Bu(t)

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EEE 147 Signals and Systems January 15, 2020 106 / 158
 Appendix
Computing the impulse response of the system given by:

d 2 y (t) dy (t) dx(t)

2
+ = + 2x(t)
dt dt dt
dy (0 )
with initial conditions y (0 ) = = 1 and x(t) = u(t)
dt
Using
h(t) = bn (t) + [P(D)yn (t)]u(t)
Rewriting with the D operator

D(D + 1)y (t) = (D + 2)x(t)

This is a second order system (n = 2), with Q(D) = (D 2 + D) and

P(D) = (D + 2). Since there is no second order term in P(D), then
bn = 0. Next is to solve for yn (t).

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EEE 147 Signals and Systems January 15, 2020 107 / 158
 Appendix

The eigenvalues of the system were computed as 1 = 1, 2 = 0. Which

gives
yn (t) = K1 + K2 e t
and its derivative
t
ẏn (t) = K2 e
(n 1)
The initial condition is that yn (0) = 1, all other derivatives is zero.

So ẏn (0) = 1 and yn (0) = 0. This gives K2 e 0 = 1 and K1 + K2 = 0, so

K1 = 1 and K2 = 1. Thus
t
yn (t) = (1 e )

The last step is to solve for [P(D)yn (t)]u(t)

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EEE 147 Signals and Systems January 15, 2020 108 / 158
 Appendix

Given yn (t) = (1 e t ). Solve for [P(D)yn (t)]u(t)

t
P(D)yn (t) = (D + 2)(1 e )

d t t
= (1 e ) + 2(1 e )
dt
t t t
=e +2 2e =2 e
We have:
t
h(t) = (2 e )u(t)

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