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Lecture 1

What is a System?
In this course, a system is defined as any physical arrangement that has input(s) and output(s).
In the majority of examples we will use a Single Input and Single Output system (SISO), but all
principles and relations presented throughout the course can be easily extended to Multiple
Inputs and Multiple Output (MIMO) systems.
A system could be:
- Electrical: e.g. an electronic circuit with input current source and output voltage
- Mechanical: e.g. a mass connected to a mechanical spring with input force applied to the
mass and an output a compression (displacement) of the spring.
- Electromechanical: e.g. a combination of motor and mechanical load
- Thermal
- etc.
In this course, we will limit the majority of the examples to electrical, mechanical and
electromechanical only, but we keep in mind that the same principles apply to other systems and
engineering models as long as the basic properties and conditions stated in the course are valid.
To further clarify the concept, consider the simple electrical system shown in Figure 1.

Figure 1- R1, R2 & C circuit


The input is an independent source applied across the points a and b, and the output is a
dependent variable we observe, in this case it is the current flowing in R2. The input-output is a
cause and effect relationship where the input is an independent cause and the output is a
dependent effect occurred in response to the input. Note that we could have chosen other
outputs such as the voltage across C or the current through R1. We may also choose to observe
several outputs at the same time.
The physical electrical circuit presented in Figure 1 can be abstracted into a black box with a
single input, v(t) and a single output i(t) as shown in Figure 2.

Figure 2 The R1, R2 & C circuit presented as a black box


Now, let us consider a simple mechanical system as shown in Figure 3.
Figure 3- M, B & k mechanical system
The system consists of a mass, M (kg) connected to a linear single-ended spring with
coefficient k (Newton/m). The mass moves on a rough surface causing friction force with
coefficient B (Newton-s/m). We will look at the details of such a system later, but now let us
just focus on how the system is presented.
The physical mechanical system represented in Figure 3 can also be abstracted into a black box
with an independent force, f(t), as the input and a dependent displacement x(t) as an output. The
black box representation is shown in Figure 4.

Figure 4 The M, k & B mechanical system


In general, a system is represented by a black box with input, x(t) and output y(t) as shown in
Figure 5. The box contains the details of the physical system. It could be electrical, mechanical
or electromechanical.

Figure 5 Generic system


Systems are classified as:
- Linear or non-linear
- Time-invariant or time-variant
- Causal or non-causal
- Stable or unstable
- Memoryless or with memory
- Invertible or not
- etc.
In the following sections, some of these characteristics will be discussed.
Linear Systems:
A system is said to be linear, if and only if, it obeys what is known as the super-position
principle; which is summarized as follow:
If the input x1(t) produces the output y1(t); and
If the input x2(t) produces the output y2(t)
Then; a1 x1(t) + a2 x2(t) produces a1 y1(t) + a2 y2(t)
where a1 and a2 are two arbitrary constants. Note that this principle can be extended to any
number of inputs.
A linear system has many desirable mathematical properties that greatly simplify the analysis
and design of complex engineering models. Strictly speaking, physical systems are almost
always never linear, however, over a small practical range of inputs and outputs linearity can be
a very good approximation.
Linear systems are much easier to analyze and design than non-linear systems. For example, the
superposition principle allows us to analyze multiple input systems by computing the output
caused by every input and then combine these outputs to form the overall output due to all of
them when applied simultaneously.
Time Invariance:
The second important property is the time invariance of a system. A system is said to be time
invariance if it responds to the same input with exactly the same output regardless of when the
input was applied. Mathematically this can be written as follow
If x(t) produces y(t)
Then x(t+) produces y(t+) For all
For example, if we apply a 10 volts across a 10 Ohm resistance starting at time t=0, a current of 1
Ampere will flow in the resistor immediately. If we remove the voltage and re-apply it to the
same resistor one hour or one year later, we get exactly the same result. In other words, time-
invariant systems do not age. They do not change with time. Of course the output changes in
time in response to different inputs, but the system itself does not change with time. By contrast,
if you apply the same input to a time-varying system at two different times, the system may give
you different response. An example of a time varying system is batteries which decay with time.
Causal Systems:
A system is said to be Causal if its output at time t is a function of its input at time t or
earlier. The word causal indicates that the output is caused by current inputs or their past
values. For example, given that is positive, y1(t)=a x(t-) is causal but y2(t)=a x(t+) is non-
causal. The output of the second system at time t requires knowledge of the system input at
time t+. Thats the reason we call such a system non-causal.
Stable Systems:
A system is said to be Stable if it produces a "bounded" output when the input is "bounded".
The word "bounded" here means finite in value. As long as the input of a stable system is finite,
the output remains finite. The output of an "unstable" system may experience uncontrollable
growth in value even when the input is finite. When the input of a stable system is removed, the
output will stop or gradually dies away. If the system output continues to exist at constant level
after removing the input, the system is called Marginally Stable (e.g. the oscillator).
In this course, we are mainly interested in Linear, Time-Invariant (LTI), Causal and Stable
systems. With the information given above you should be able to identify systems that fall
outside that scope.
System Order:
The dynamics of an LTI system can be analyzed from an energy flow point of view. The input is
viewed as an incoming energy flow and the output is viewed as energy flowing out of the
system. If the input and output are denoted by x(t) and y(t) respectively, then the energy that
flew to the system up to time "t" is:

() = |()|2

and the energy flowing out of the system is:



0 () = |()|2

0 () = ()
The difference between () and () is the sum of energy stored in the system and energy
dissipated by some elements within the system (e.g. due to friction). If the stored energy is zero
at all time, the system is said to be a "memoryless" system, otherwise the system has memory. A
memoryless system is also known as a order zero system.
Systems are made up of physical elements connected together. Some of these elements are
capable of storing energy (e.g. capacitor or compressed spring element), while others are not. A
zero order system (memoryless) is a system that does not have any element capable of storing
energy. If the system has one energy storage element, the system is called a first order system,
and if the system has two energy storage elements it is called a second order system and so on.
Therefore, the order of the system is numerically equal to the number of independent
number of elements that can store energy. Notice the inclusion of the word independent. The
reason for that is the fact that not all energy storage elements are independent. For example, if
we have two capacitors connected in parallel, we should count them as one capacitor because we
can simply replace them with one bigger capacitor. It is not always obvious if energy storage
elements are independent or not and this point will be further clarified later through some
illustrative examples.
Figure 6 illustrates a zero order electric system. It consists of four resistors. Obviously resistors
cannot store energy and in this example the energy flowing out of the system is the difference
between the energy flowing into it and the energy consumed by the resistors.

Figure 6 An example of a zero order system


In this example the input is () and the output is ():

() = ()
5
Note that the output is a scaled version of the input. This in fact is true of any zero order system.
Figure 7 illustrates a simple first order system: It consists of a resistor and capacitor. The input
the voltage () and the output is the voltage across the capacitor ().

Figure 7 An example of a first order system


Since the capacitor C is capable of storing energy, then the energy injected into the system will
be partly dissipated in R, partly stored in C and the rest flows out through (). This of course
is a first order system. The relation between the input and the output of this system is:
() 1 1
+ () = ()

The output is no longer a scaled version of the input as was the case in the zero order system.
Rather, the input-output relationship is a first order differential equation. This will be shown to
be a general property; specifically, the input-output relationship of an Nth order system is an N
order ordinary differential equation. Figure 8 shows the output if the input is a step voltage.

Figure 8 Example of input/output relation of a first order system


Figure 9 illustrates a simple first order system mechanical system. It consists of a mass, M,
moving of a rough surface with friction coefficient, B. The input is a force applied to the mass,
f(t) and the output is the velocity of the mass, v(t).

Figure 9 Example of first order mechanical system


In this example, the friction dissipated some energy, while the moving mass stores some energy
in a kinetic form. Since we only have a single element capable of storing energy, the system is a
first order system and the relation between its input and its output will be a first order ordinary
differential equation.
() 1
+ () = ()

It is worth comparing the two systems shown in Figure 7 and 9

Note that, although the two physical systems are very different, they both lead to two similar
equations. This is a very important observation, because it points to a possible unified way of
modelling and simulation vastly different systems using the same mathematical model and the
same simulation technique.

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