9/14/99 (T.F. Weiss) Lecture #2: Introduction to systems Motivation: To describe man-made and natural systems.

Outline: Man-made systems modular, hierarchic design Natural systems modular, hierarchic analysis Dynamic analogies Classication of systems Conclusions
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Signals and systems This subject deals with mathematical methods used to describe signals and to analyze and synthesize systems.

Signals are variables that carry information Systems process input signals to produce output signals.

Last time SIGNALS; Today SYSTEMS.

Man-made systems modular, hierarchic design Robot car Robot car block diagram Hierarchic design top (1st) level includes: wheel position controller, digital camera, and image processing software.
Desired target image

Robot car Side view

Digital camera

Target

Side view Front view Camera image actual desired Top view

Compute desired wheel angle Actual target image

v(d)

Wheel position controller

Digital camera

Error
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Motor dynamics Hierarchic design 3rd level includes a more detailed description of the motor. Important quantities are: Wheel position controller block diagram Hierarchic design 2nd level is a block diagram of the wheel controller which includes: amplier, motor, and shaft decoder. Current in motor windings i(t), Motor shaft angular displacement (t),

v(d) +

Electronic driver amplifier

Motor dynamics

Motor parameters viscous damping constant B, moment of inertia J, electromechanical constant k. The torque balance equation is: ki(t)
electric origin
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v()

Shaft decoder

d(t) d2(t) =J . dt dt2

inertia
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friction

Observation

Naturally occurring systems modular, hierarchic analysis Human speech production system anatomy

Man-made complex systems are designed in a modular, hierarchical fashion often expressed in nested block diagrams.
Nasal cavity

Block input/output relations provide a communication mechanism for team projects.

Soft palate (velum) Pharynx Epiglottis Esophogus Stomach

Hard palate Tongue Lips Larynx Vocal cords (glottis) Trachea Lungs
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Optimization of system performance requires excellent tools to characterize signal transformations at each level of the hierarchy.

Human speech production system block diagram

Observation

pl (t) ul (t) ug (t)

Naturally occurring systems are not designed in a modular fashion they have evolved.

To understand these systems, we impose a hierarchy and parse the system into modules whose function can be characterized.

ps(t) ps(t)
Glottal mechanics

ug (t)

Vocal tract acoustics

ul (t)

Mouth acoustics

pl (t)

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Conclusion A system is described structurally by specifying:

Dynamic analogies Physically divergent systems can have similar dynamic properties. Mechanical free-body diagram

v(t)
the system topology, the rules of interconnection of the elements, functional descriptions of the elements constitutive relations. M = mass, B = friction constant, K = spring constant, f (t) = external force, and v(t) = velocity of the mass.

M K B

f (t)

Summing the forces yields f (t) = M dv(t) dt

t

Bv(t)
friction force

+K

inertial force
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spring force

v( ) d .

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Electric network

iC (t) i(t) C

iR (t) R

iL(t) L

The mechanical and electrical systems are dynamically analogous

t dv(t) v( ) d, + Bv(t) + K dt v(t) 1 t dv(t) v( ) d. + + i(t) = C dt R L Thus, understanding one of these systems gives insights into the other.

v(t)
f (t) = M

Summing the currents (Kirchhos current law) yields i(t) = C dv(t) dt + v(t) R
resistance

1 t v( ) d . L
inductance

capacitance

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Block diagram A block diagram using integrators, adders, and gains f (t) = M
t dv(t) + Bv(t) + K v( ) d. dt

Electronic synthesis of block diagram The integrator, adder, and gain blocks are other examples of functional descriptions of systems. We can produce a structural model of each of these blocks. For example, the gain block is easily synthesized with an op-amp circuit.

f (t) +

1/M

dv(t) dt

v(t) vi(t)
K

vi(t) vo(t)

Op-amp
+

vo(t) R 1 R K1

vo(t) = Kvi(t)

K
t

v( ) d
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The op-amp itself is a functional model of a device that we can synthesize with an electronic circuit including a number of transistors.
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Conclusion: We have seen several types of descriptions of systems

v(t) iC (t) M K B

K
t

f (t) +

iR (t) R

iL(t) L

1/M

dv(t) dt

v(t)

Classication of systems Memoryless systems The output of a memoryless system at some time to depends only on its input at the same time to. For example, for the resistive divider network,

f (t)

i(t)

v(t)

v( ) d

+
t dv(t) v( ) d. + Bv(t) + K dt All four descriptions dene a system with the same dynamic properties. We will develop methods that characterize these systems eciently and that abstract their critical dynamic properties.

R1 R2

vi(t)

vo(t)

vo(t) =

R2 vi(t). R1 + R2

f (t) = M

Therefore, vo(to) depends upon the value of vi(to) and not on vi(t) for t = to.
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Systems with memory

Causal and noncausal systems For a causal system the output at time to depends only on the input for t to, i.e., the system cannot anticipate the input.

x(t)
i(t) = C v(t) = dv(t) , dt

System

y(t)

i(t)

v(t)

1 t i( ) d. C

Non causal
x(t)

Causal
x(t)

Note that v(t) depends not just on i(t) at one point in time t. Therefore, the system that relates v to i exhibits memory.

y(t) t

y(t) t

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Causal and noncausal systems, contd Physical systems with time as the independent variable are causal systems. There are examples of systems that are not causal.

Stable and unstable systems Stability can be dened in a variety of ways. Denition 1: a stable system is one for which an incremental input leads to an incremental output. An incremental force leads to only an incremental displacement in the stable system but not in the unstable system.

Physical systems for which time is not the independent variable, e.g., the independent variable is space (x, y, z) as in an optical system.

Unstable

Stable

Processing of signals where time is the independent variable but the signal has been recorded or generated in a computer. Processing is not in real time.

Denition 2: A system is BIBO stable if every bounded input leads to a bounded output. We will use this denition. For the resistor, if i(t) is + + bounded then so is v(t), but i(t) for the capacitance this is 1 v(t) i(t) 1 v(t) not true. Consider i(t) = u(t) then v(t) = tu(t) which Unstable Stable is unbounded.
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Linear systems Time-invariant systems

x1(t)

Linear System

y1(t) x(t)
Timeinvariant System

y(t)

x2(t)

Linear System

y2(t) x(t )

ax1(t)+bx2(t)

Linear System

ay1(t)+by2(t)
for all x(t) and .

Timeinvariant System

y(t )

for all x1(t), x2(t), a, and b.

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Linear and time-invariant (LTI) systems

Problem Multiplication by a time function A system is dened by the functional description

Many man-made and naturally occurring systems can be modeled as LTI systems.

x(t)
+

y(t) = g(t)x(t) g(t)

Powerful techniques have been developed to analyze and to characterize LTI systems.

Is this system linear? Is this system time-invariant?

The analysis of LTI systems is an essential precursor to the analysis of more complex systems.

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Solution Multiplication by a time function Let y1(t) = g(t)x1(t) and y2(t) = g(t)x2(t). By denition the response to x(t) = ax1(t) + bx2(t), is y(t) = g(t)(ax1(t) + bx2(t)). This can be rewritten as y(t) = ag(t)x1(t) + bg(t)x2(t) y(t) = ay1(t) + by2(t). Therefore, the system is linear.
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Solution Multiplication by a time function, contd Now suppose that x1(t) = x(t) and x2(t) = x(t ), and the response to these two inputs are y1(t) and y2(t), respectively. Note that y1(t) = y(t) = g(t)x(t), and y2(t) = g(t)x(t ) = y(t ). Therefore, the system is time-varying.

Two-minute miniquiz problem Problem Addition of a constant Suppose the relation between the output y(t) and input x(t) is y(t) = x(t)+K, where K is some constant. Is this system linear? Solution Addition of a constant Note, that if the input is x1(t) + x2(t) then the output will be y(t) = x1(t)+x2(t)+K = y1(t)+y2(t) = (x1(t)+K)+(x2(t)+K). Therefore, this system is not linear. In general, it can be shown that for a linear system if x(t) = 0 then y(t) = 0. Using the denition of linearity, choose a = b = 1 and x2 = x1(t) then x(t) = x1(t) + x2(t) = 0 and y(t) = y1(t) + y2(t) = 0. 2. Linear but not time-invariant; Problem 2-1 The system y(t) = x2(t). is (choose one):

1. Linear and time-invariant;

3. Not linear but time-invariant;

4. Not linear and not time-invariant.

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Conclusions

Two-minute miniquiz solution Problem 2-1 Note that if x2(t) = 2x1(t) then y2(t) = (2x1(t))2 = 4y1(t). Hence, this system is nonlinear. Note that if x1(t) = x(t) and x2(t) = x(t ) then y1(t) = y(t) and y2(t) = x2(t ) = y(t ). Hence, this system is timeinvariant.

Systems are typically described by an arrangement of subsystems each of which is dened by a functional relation. Many dierent physical systems are dened by the same mathematical model so that understanding one system leads to an understanding of others. Systems are classied according to such properties as: memory, causality, stability, linearity, and time-invariance. Linear, time-invariant systems are special systems for which powerful mathematical methods of description are available. We will focus on these systems.
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