EECE 2602 -- Signals and Systems in Continuous Time

Week 3 – Introduction to LTIC systems

(Textbook: Ch. 2.3, 3.1)

1
1
 EECE 2602 -- Signals and Systems in Continuous Time

Introduction to systems
•  We classify systems into 6 basic categories:

1.  Linear and non-linear systems;

2.  Time-invariant and time-varying systems;

3.  Systems with and without memory;

4.  Causal and non-causal systems;

5.  Invertible and non-invertible systems;

6.  Stable and unstable systems

2
2
 EECE 2602 -- Signals and Systems in Continuous Time

Linear Time-Invariant Continuous-time

systems
•  An important subset of CT systems satisfies both the linearity and time-
invariance properties called Linear Time-Invariant Continuous-time (LTIC)
systems

x(t) LTIC   y(t)

system
Linearity: αx1 (t ) + βx2 (t ) → αy1 (t ) + βy2 (t )

Time-invariance: x(t − t0 ) → y(t − t0 )

for any arbitrary time-shift t0.

3
3
 EECE 2602 -- Signals and Systems in Continuous Time

LTIC systems
•  For a linear time-invariant CT system, the relationship between the applied input
signal x(t) and output y(t) can be described using a linear differential equation:

dny d n−1 y dy d mx d m−1 x

n
+ an−1 n−1 + ... + a1 + a0 y(t ) = bm m + bm−1 m−1 + ... + b0 x(t )
dt dt dt dt dt
where coefficients ak, for 0 ≤ k ≤ (n-1), and bk, for 0 ≤ k ≤ (m) are constant
coefficients

4
4
 EECE 2602 -- Signals and Systems in Continuous Time

LTIC systems
•  Let’s look at a simple differentiator:
dx (t )
y (t ) = ak
dt
where coefficient ak, is a constant value

•  We should prove that the differentiator is linear and also time – invariant.

•  The same concept will also apply to higher order differentiators.

5
5
 EECE 2602 -- Signals and Systems in Continuous Time

LTIC system: LR circuit

•  Example of an LTIC system in electrical engineering: a RC circuit with input
voltage x(t) and output voltage y(t)

+ +

x(t) C y(t)
_ _

•  We would like to determine the differential equation that relating the input x(t)
and output y(t) of the RC circuit.

6
6
 EECE 2602 -- Signals and Systems in Continuous Time

LTIC system: RC circuit

•  The RC circuit is an example of a first-order differential system

dy (t )
RC + y(t ) = x(t )
dt
•  In electrical circuit systems, the order of the differential equation depends on the
number of energy storage elements in the circuit (i.e. number of inductors and
capacitors).

7
7
 EECE 2602 -- Signals and Systems in Continuous Time

Interconnection of LTIC systems

•  Complex structures are formed by interconnecting simple LTIC systems:

1.  Cascaded configuration

w(t)
S1 S2

y1(t)
2.  Parallel configuration S1

S2 y2(t)

3.  Feedback configuration +

+ S1
_ y(t)
w(t)
S2
8
8
 EECE 2602 -- Signals and Systems in Continuous Time

Interconnection of LTIC systems

•  Example: Determine the relationship between the overall input and output
signals if the 2 cascaded systems are specified by the following relationships:

dw(t )
S1 = + 2w(t ) = x(t ) w(0 ) = 0
dt
dy y (0 ) = 0
S2 = + 3 y (t ) = w(t )
dt

w(t)
S1 S2

9
9
 EECE 2602 -- Signals and Systems in Continuous Time

LTIC systems
•  For a linear time-invariant CT system, the relationship between the applied input
signal x(t) and output y(t) can be described using a linear differential equation:

dny d n−1 y dy d mx d m−1 x

n
+ an−1 n−1 + ... + a1 + a0 y(t ) = bm m + bm−1 m−1 + ... + b0 x(t )
dt dt dt dt dt
where coefficients ak, for 0 ≤ k ≤ (n-1), and bk, for 0 ≤ k ≤ (m) are constant
coefficients

10
10
 EECE 2602 -- Signals and Systems in Continuous Time

LTIC system: series RLC circuit

•  Series RLC circuit is an example of a second-order differential system
L
iL(t) C

+ +
+ vc(t) _
x(t) R y(t)
_ _

•  The series RLC circuit is described by the following differential equation:

L dy 2 (t ) dy 1 dx
2
+ + y(t ) =
R dt dt RC dt

11
11
 EECE 2602 -- Signals and Systems in Continuous Time

LTIC system: series RLC circuit

•  In general, an LTIC system with nth order of differential operator is described by:

dny d n−1 y dy d mx d m−1 x

n
+ an−1 n−1 + ... + a1 + a0 y(t ) = bm m + bm−1 m−1 + ... + b0 x(t )
dt dt dt dt dt
•  In the series RLC circuit example:

L dy 2 (t ) dy 1 dx
2
+ + y(t ) =
R dt dt RC dt
dy 2 (t ) R dy 1 R dx
2
+ + y(t ) =
dt L dt LC L dt
•  So, n = 2, a1 = R/L, a0 = 1/(LC) , b1 = R/L, b0 = 0

12
12
 EECE 2602 -- Signals and Systems in Continuous Time

Output response of an LTIC system

•  We are interested in computing the output of an LTIC system for a given input,
i.e. to determine y(t) for a given x(t).

•  Hence, we will need to solve the constant-coefficient differential equation:

dny d n−1 y dy d mx d m−1 x

n
+ an−1 n−1 + ... + a1 + a0 y(t ) = bm m + bm−1 m−1 + ... + b0 x(t )
dt dt dt dt dt

•  From theory of differential equations, the output y(t) is expressed as a sum of 2

components:
y(t ) = y zi (t ) + y zs (t )

Zero-input response Zero-state response

13
13
 EECE 2602 -- Signals and Systems in Continuous Time

Zero-input response
•  Zero-input response yzi(t) is the response produced by the system due to the
initial condition (NOT due to any external input signals)

•  We solve for y(t) when x(t) is 0.

dny d n−1 y dy
n
+ an−1 n−1 + ... + a1 + a0 y(t ) = 0
dt dt dt
Homogeneous differential equation

14
14
 EECE 2602 -- Signals and Systems in Continuous Time

Zero-input response
•  Example: What is the zero-input response of the RC circuit if C = 0.1F and R =
40Ω and the initial voltage y(0-) = 10V?
R
dy (t )
+ +
RC + y(t ) = x(t )
x(t) C y(t) dt
_ _ Solve for y(t)

15
15
 EECE 2602 -- Signals and Systems in Continuous Time

Zero-input response
•  For most stable LTIC systems, the zero-input response decays to zero as t → ∞,
since the energy stored in the system decays over time and eventually becomes
zero.

•  zero-input response of the RC circuit in the previous example

t
−
y zi (t ) = 10e 4
11

10

•  Zero-input response also

Zero-input response [V]

6 known as natural response

5

0
0 2 4 6 8 10 12 14 16 18 20
time [sec]

16
16
 EECE 2602 -- Signals and Systems in Continuous Time

Homogeneous differential equations

•  Recall that homogeneous differential equation is reduced to:

dny d n−1 y d2y dy

n
+ an−1 n−1 + ...a2 2 + a1 + a0 y(t ) = 0
dt dt dt dt

•  Initial assumption is we can try:

y(t ) = ert
•  Then we will have:

r n e rt + an −1r n −1e rt + ...a2r 2 e rt + a1re rt + a0 e rt = 0

(r n
)
+ an −1r n −1 + ...a2r 2 + a1r + a0 e rt = 0
Textbook: Appendix C
17
17
 EECE 2602 -- Signals and Systems in Continuous Time

Homogeneous differential equations

(r n
)
+ an −1r n −1 + ...a2r 2 + a1r + a0 e rt = 0
•  Since e rt ≠ 0

Hence, r n + an −1r n −1 + ...a2r 2 + a1r + a0 = 0

•  This is called the characteristic equation of the

homogeneous differential equation.

18
18
 EECE 2602 -- Signals and Systems in Continuous Time

Homogeneous differential equations

•  Characteristic equation with distinctive roots case:

r n + an −1r n −1 + ...a2r 2 + a1r + a0 = 0

•  If we have “n” distinctive roots:

r1 ≠ r2 ≠ r3 ... ≠ rn

•  The solution is:

yh (t ) = A1e r1t + A2 e r2t + ... + An e rnt

where A1, A2,… An are determined from initial conditions.

19
19
 EECE 2602 -- Signals and Systems in Continuous Time

Homogeneous differential equations

•  Characteristic equation with repeated roots case:

•  If a root r is repeated N times, then we include N distinct terms in y(t) associated

with r by using the following N functions:

ert , tert , t 2ert ,......, t N −1e rt

•  The solution is:

yh (t ) = A1e rt + A2tert + A3t 2 e rt + .....AN t N −1e rt

where A1, A2,… An are determined from initial conditions.

20
20
 EECE 2602 -- Signals and Systems in Continuous Time

Homogeneous differential equations

•  Characteristic equation with complex roots case:

•  A homogeneous 2nd order differential equation with real coefficients may has
complex roots in conjugate pairs. Hence, if there is a root r = a + jb, then r = a -
jb must also be a root of the characteristic equation.

•  The solution to this type of 2nd order differential equation is:

yh (t ) = e at ( A1 cos(bt ) + A2 sin (bt ))

where A1 and A2 are real coefficients determined from initial conditions.

21
21
 EECE 2602 -- Signals and Systems in Continuous Time

LTIC system: series RLC circuit

•  Example: A series RLC circuit with L = 1H, C = 0.25F, R = 5Ω. Determine the
zero-input response if y(0) = 1, y’(0) = 2.
L
iL(t) C

+ +
+ vc(t) _
x(t) R y(t)
_ _

dy 2 (t ) R dy 1 R dx
2
+ + y(t ) =
dt L dt LC L dt
dy 2 (t ) dy
2
+ 5 + 4 y(t ) = 0
dt dt
22
22
 EECE 2602 -- Signals and Systems in Continuous Time

LTIC system: series RLC circuit

•  Example: If the output is shorted (i.e. R = 0Ω) in the previous series RLC circuit
with C = 0.25F, L = 1H. Determine the zero-input response if y(0) = 1, y’(0) = 2.
L
iL(t) C

+ +
+ vc(t) _
x(t) R y(t)
_ _

dy 2 (t ) R dy 1 R dx
2
+ + y(t ) =
dt L dt LC L dt
dy 2 (t )
2
+ 4 y(t ) = 0
dt
23
23
 EECE 2602 -- Signals and Systems in Continuous Time

Zero-state response
•  Zero-state response yzs(t) is the response produced by the system due to the
input signal and does NOT depend on the initial conditions of the system.

•  So , we need to solve for y(t) with the given x(t), but this time y(0-) = 0.

•  Zero-state response yzs(t) consists of 2 components:

1. homogeneous component, yh(t), with y(0-) = 0

2. nonhomogeneous component (or called particular component), ypt(t)

y zs (t ) = yh (t ) + y pt (t )

24
24
 EECE 2602 -- Signals and Systems in Continuous Time

Zero-state response
•  Zero-input response yzs(t) consists of 2 components:

1. homogeneous component, yh(t), with y(0-) = 0

2. nonhomogeneous component (or called particular component), ypt(t)

y zs (t ) = yh (t ) + y pt (t )

25
25
 EECE 2602 -- Signals and Systems in Continuous Time

Zero-state response

Input Particular component of the zero-state

response
Unit-step function,Ku (t ) Cu(t )
Exponential, Ke − at Ce − at
(
Sinusoidal,A cos ω0t + φ ) C0 cos(ω0t ) + C1 sin (ω0t )

26
26
 EECE 2602 -- Signals and Systems in Continuous Time

Zero-state response
•  Example: What is the zero-state response of the RC circuit if C = 0.1F and R =
40Ω and x(t) = sin(t)?
R

+ + dy (t )
RC + y(t ) = x(t )
x(t) C y(t) dt
_ _

4 −4t 4 1
y zs (t ) = e − cos(t ) + sin (t )
17 17 17

27
27
 EECE 2602 -- Signals and Systems in Continuous Time

Total output response

•  Recall that in our example, we determined that the zero-input response of the
RC circuit when C = 0.1F and R = 40Ω and the initial voltage y(0-) = 10V is:
t
−
y zi (t ) = 10e 4
11

10

8
Zero-input response [V]

0
0 2 4 6 8 10 12 14 16 18 20
time [sec]

28
28
 EECE 2602 -- Signals and Systems in Continuous Time

Total output response

y(t ) = y zi (t ) + y zs (t )

Zero-input response Zero-state response

•  In the RC circuit example, the total output response is then:

−t
4 −4t 4 1
y(t ) = 10e + e − cos(t ) + sin (t )
4
17 17 17

174 −4t 4 1
y(t ) = e − cos(t ) + sin (t )
17 17 17

29
29
 EECE 2602 -- Signals and Systems in Continuous Time

Total output response

174 −4t 4 1
y(t ) = e − cos(t ) + sin (t )
17 17 17
Output response when x(t) = sin(t)
10

6
total response

0 steady-state response

-2
0 5 10 15 20 25 30 35 40
t [sec] 30
30
 EECE 2602 -- Signals and Systems in Continuous Time

Steady-state value of the output

•  The steady-state value of y(t) can be obtained by applying the t → ∞ to y(t).

•  In our RC circuit example, the steady-state value of y(t):

174 −4t 4 1
y(t ) = e − cos(t ) + sin (t )
17 17 17
As t approaches ∞, the exponential term goes to 0

4 1
ysteady (t ) = − cos(t ) + sin (t )
17 17

31
31
 EECE 2602 -- Signals and Systems in Continuous Time

Alternative way to solve 1st order DE

•  See textbook pg. 108, Theorem 3.1:

•  The output of a 1st order differential equation in the following form:
dy
+ f (t )y (t ) = x(t )
dt
resulting from input x(t) is:

− p (t )
⎡ p (t ) ⎤
y (t ) = e ⎢ ∫ e x(t )dt + c ⎥
⎢⎣ ⎥⎦
where p(t) is:

p(t ) = ∫ f (t )dt
32
32
 EECE 2602 -- Signals and Systems in Continuous Time

Total output response

•  Example: What is the total output response of the RC circuit if C = 0.1F and R =
40Ω and x(t) = e-t ?
R

+ + dy (t )
RC + y(t ) = x(t )
x(t) C y(t) dt
_ _

1 −t 31 −4t
y(t ) = − e + e
3 3
•  In this case, the steady-state value of y(t) becomes 0:

33
33