Chapter 3

Input Output Approach to modeling

Jimma University
Nov. 2016
 Systems reviewed.
A system is an entity that manipulates one or more signals
to accomplish a function, thereby yielding new signals.

CT=: Continuous Time.

DT=: Discrete Time

meiling chen signals & systems 2

 System interconnection

meiling chen signals & systems 3

 System properties
• Causality
• Linearity
• Time invariance
• Invertibility

meiling chen signals & systems 4

 Causality
A system is said to be causal if the present value of the
output signal depends only on the present or past values of
the input signal.

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Causal and noncausal system
Example: distinguish between causal and noncausal systems
in the following:
u (t )

1 2 t

(1) Case I y (t )  u (t )

y (t )
when t  1 u (t )  0
but y (t )  0

2 1 t Noncausal system

6
(2) Case II y (t )  u (t   )

y (t )
Delay system

1   2  t causal system

(3) Case III y (t )  u (t )  u (t  2)

causal system
At present past

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(4) Case IV y (t )  u (t )  u (t  2)

noncausal system
At present future

(5) Case V y(t )  u(t 2 ) if u(t ) is unit step

y (t )
when t0 u (t )  0
but y (t )  0
t
noncausal system
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9
 Linearity
A system is said to be linear in terms of the system input x(t)
and the system output y(t) if it satisfies the following two
properties of superposition and homogeneity.

Superposition：

x1 (t ) y1 (t ) x2 (t ) y2 (t )

x1 (t )  x2 (t ) y1 (t )  y2 (t )

Homogeneity：
x1 (t ) y1 (t ) ax1 (t ) ay1 (t )
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Example 1
x[n ] y[n]
y[n]  nx[n]

y[n]  nx[n]
let x[n]  x1[n]  y1[n]  nx1[n]
let x[n]  x2 [n]  y2 [n]  nx2 [n]
let x[n]  ax1[n]  bx2 [n]
 y[n]  n{ax1[n]  bx2 [n]}
 anx1[n]  bnx2 [n]
 ay1[n]  by2 [n] linear system

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Example 2
x(t ) y (t )
y (t )  x(t ) x(t  1)

let x(t )  x1 (t )
y1 (t )  x1 (t ) x1 (t  1)
let x(t )  ax1 (t )
y (t )  ax1 (t )ax1 (t  1)  a x1 (t ) x1 (t  1)  a y1 (t )
2 2

y(t )  ay1 (t ) Non linear system

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 Properties of linear system :

(1)

(2)

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 Time invariance
A system is said to be time invariant if a time delay or time
advance of the input signal leads to an identical time shift in
the output signal.
x(t ) y (t )
Time invariant
system

x(t  t0 ) y (t  t0 )

t0 t0

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Example 3
x(t ) x(t ) y (t )
y (t ) 
R(t )
x1 (t )
y1 (t ) 
R (t )
x2 (t )  x1 (t  t0 )
x2 (t ) x1 (t  t0 )
 y2 (t )  
R (t ) R (t )
x1 (t  t0 )
but y1 (t ) 
R (t  t0 )
y1 (t  t0 )  y2 (t ), for t0  0

Time varying system

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 Invertibility
A system is said to be Invertible if the input of the system
can be recovered from the output.

x(t ) y (t ) x(t )
H Hinv

y (t )  H {x(t )} x(t )  H { y(t )}

inv

H { y(t )}  H {H {x(t )}}

inv inv

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Example 4
x(t ) y (t )
y(t )  x(t  t0 )

H  x(t  t0 )
H inv  x(t  t0 )
HH inv
I Inverse system

Example 5
x(t ) y (t )
y (t )  x (t )
2

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LINEAR TIME-INVARIANT (LTI) SYSTEMS:

A basic fact: If we know the response of an LTI

system to some inputs, we actually know the
response to many inputs

System identification

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19
 example

The system is governed by a linear ordinary differential equation (ODE)

y(t )  2 y(t )  y (t )  x(t )  3x(t )

x(t ) Linear time y (t )

invariant system

y1(t )  2 y1 (t )  y1 (t )  x1 (t )  3x1 (t )

y2(t )  2 y2 (t )  y2 (t )  x2 (t )  3x2 (t )
[ax1 (t )  bx2 (t )]  3[ax1 (t )  bx2 (t )]  ax1 (t )  bx2 (t )  a3x1 (t )  b3x2 (t )
 a[ x1 (t )  3x1 (t )]  b[ x2 (t )  3x2 (t )]
 a[ y1(t )  2 y1 (t )  y1 (t )]  b[ y2(t )  2 y2 (t )  y2 (t )] linearity
 [ay1 (t )  by2 (t )]  2[ay1 (t )  by2 (t )]  [ay1 (t )  by2 (t )]

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 LTI System representations
Continuous-time LTI system
1. Order-N Ordinary Differential equation
2. Transfer function (Laplace transform)
3. State equation (Finite order-1 differential equations) )

Discrete-time LTI system

1. Ordinary Difference equation
2. Transfer function (Z transform)
3. State equation (Finite order-1 difference equations)

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Continuous-time LTI system

d 2 y (t ) dy(t )
LC 2
 RC  y (t )  u (t )
dt dt
Order-2 ordinary differential equation
constants

LCs 2Y ( s)  RCsY ( s)  Y ( s)  U ( s) Linear system  initial rest

Y ( s) 1
 Transfer function
U ( s) LCs 2  RCs  1

U (s ) 1 Y (s )
LCs 2  RCs  1

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let x1 (t )  y (t ) x1 (t )  x2 (t )
dy (t ) R 1
x2 (t )  x2 (t )   x2 (t )  x1 (t )  u (t )
dt L LC

 x1 (t )   0 1   x1 (t )  0
 x (t )   1 R     u (t )
 L   x2 (t ) 1
 2   LC

u (t ) x (t ) x(t )

A
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System response: Output signals due to inputs and ICs.
1. The point of view of Mathematic:

Homogenous solution y h (t ) ＋ Particular solution y p (t )

2. The point of view of Engineer:

Natural response y n (t ) ＋ Forced response y f (t )

3. The point of view of control engineer:

Zero-input response y zi (t ) ＋ Zero-state response y zs (t )
Transient response Steady state response

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Example: solve the following O.D.E
d 2 y(t ) dy (t )  2t dy(0)
2
 4  3 y (t )  e , t  0, y (0)  1, 1
dt dt dt

(1) Particular solution: [ y p (t )]  u (t )

d 2 y p (t ) dy p (t )
4  3 y p (t )  e  2t
dt 2 dt
let y p (t )  e2t
then y' p (t )  2e2t yp (t )  4e2t

4e2t  4(2)e2t  3e2t  e2t    1

we have y p (t )  e2t
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(2) Homogenous solution: [ yh (t )]  0
yh(t )  4 yh (t )  3 yh (t )  0
t 3t
yh (t )  Ae  Be
dy (0)
y (t )  y p (t )  yh (t ) have to satisfy I.C. y (0)  1 , 1
dt

y (0)  1 yh (0)  y p (0) 1

dy (0)
 1 yh (0)  yp (0)  1
dt

5  t 1  3t
yh (t )  e  e
2 2
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(3) zero-input response: consider the original differential equation with no input.

y zi (t )  4 y zi (t )  3 y zi (t )  0, t0 y zi (0)  1, y zi (0)  1

y zi (t )  K1e t  K 2 e 3t , t  0

y zi (0)  K1  K 2 K1  2
y zi (0)   K1  3K 2 K 2  1

y zi (t )  2e t  e 3t , t  0

zero-input response

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(4) zero-state response: consider the original differential equation but set all I.C.=0.

y zs (t )  4 y zs (t )  3 y zs (t )  e 2t , t0 y zi (0)  0 , y zi (0)  0

y zs (t )  C1e t  C 2 e 3t  e 2t

1
y zs (0)  C1  C 2  1  0 C1 
2
y zs (0)  C1  3C 2  2  0 1
C2 
2

1  t 1  3t
y zs (t )  e  e  e  2t
2 2
zero-state response
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(5) Laplace Method:
d 2 y(t ) dy (t )  2t dy(0)
2
 4  3 y (t )  e , t  0, y (0)  1, 1
dt dt dt
1
s Y ( s)  sy (0)  y (0)  4sY ( s)  4 y (0)  3Y ( s) 
2

s2

1 1 5
s5 
s  2 2 1
Y (s)  2    2
s  4s  3 s  3 s  2 s 1

1  1  3t  2t 5 t
y (t )   [Y ( s)]  e e  e
2 2

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 Complex response  1  3t 5
y (t )  e  e  2 t  e t
2 2

Zero state response Zero input response

1  t 1  3t
y zs (t )  e  e  e  2t y zi (t )  2e t  e 3t , t  0
2 2

Forced response Natural response

(Particular solution) (Homogeneous solution)
5  t 1  3t
y p (t )  e2t yh (t )  e  e
2 2
Steady state response Transient response
 1  3t  2t 5 t
y (t )  e e  e
2 2

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 Response Analysis
Response of continuous-time systems

(1)

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State response and the convolution integral
 Impulse Response Function

In Figure 3.1a. Its area is unity. A unit impulse is the

limiting case of a unit pulse as ∆t → 0. A unit impulse
acting at time t = t0 is denoted by (t - t0) and is
graphically represented as in Figure 3. 1b. In
mathematical analysis, this is known as the Dirac delta
function, and is defined by the two conditions shown
below:
Fig 3.1
for any well-behaved time function f(t). The system
response (output) to a unit impulse excitation (input)
acted at time t = 0, is known as the impulse response
function and is denoted by h(t).
 Impulse Response
• Impulse response of a system is response of
the system to an input that is a unit impulse
(i.e., a Dirac delta functional in continuous
time)

• When initial conditions are zero, this

differential equation is LTI and system has
impulse response
 System Response
• Signals as sum of impulses

But we know how to calculate the impulse

response
( h(t) ) of a system expressed as a differential
equation

Therefore, we know how to calculate the system

output for any input, x(t)
 Graphical Convolution Methods
• From the convolution integral, convolution is
equivalent to

f 1 t  f 2 t    f 1   f 2 t   d


– Rotating one of the functions about the y axis

– Shifting it by t
– Multiplying this flipped, shifted function with the
other function
– Calculating the area under this product
– Assigning this value to f1(t) * f2(t) at t

4 - 40
 Example1.Graphical Convolution
• Convolve the following two functions:
f(t) g(t
3 )
2

*
t t
2 -2 2

• Replace t with  in f(t) and g(t)

• Choose to flip and slide g() since it is
simpler and symmetric 3 g(t-
• Functions overlap like this: 2
)
f()


2
-2 + t t 2+t 4 - 41
 Example1….
• Convolution can be divided into 5 parts
I. t < -2 3 g(t-
)
• Two functions do not overlap 2
f()
• Area under the product of the

functions is zero 2
-2 + t 2+t

II. -2  t < 0 3 g(t-

)
• Part of g(t) overlaps part of f(t) 2
f()
• Area under the product of the

functions is 2
-2 + t 2+t
2t
32  t 
2t
 2  2
3t 2
0 3(  2)d  3  2  2    2  62  t    2  6
0
4 - 42
 Example 1…

III. 0  t < 2 3 g(t-

• Here, g(t) completely overlaps f(t) 2
)

• Area under the product is just f()

2

2
  2

0 3   2  d  3  
 2  2  6 -2 + t
2
2+t
  0

IV. 2  t < 4 3 g(t-

)
• Part of g(t) and f(t) overlap 2
f()
• Calculated similarly to -2  t < 0

V. t4 -2 + t
2
2+t
• g(t) and f(t) do not overlap
• Area under their product is zero
4 - 43
 Example1…
• Result of convolution (5 intervals of
interest): 0 for t  2
 3
 t 2  6 for  2  t  0
 2
y (t )  f (t ) * g (t )  6 for 0  t  2
3 2
 t  12 t  24 for 2  t  4
2
0 for t  4
y(t)
6

t
-2 0 2 4 4 - 44
Example 2.
Special Case: u(t)
Example 3
Example 4. Rectangular pulses
Example 5...
Example 5…