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Lecture 1
Introduction
Motivation Course Overview
LTI Systems
Lecture 1
INTRODUCTION
Motivation
What is a "system"?
– A physical process or a mathematical model of a
physical process that relates a set of input signals to
yield another set of output signals
y(t)
Input Output
System t
Lecture 1
Example: A simple electric circuit
i(t) ~ Output
R L
u(t) ~ C
~ Input
R L
u(t) ~ C
~ Input
di 1 t
KVL : Ri L i( )d v0 u( t )
dt C 0
d 2i( t ) di( t ) 1 du ( t )
L R i ( t )
dt 2 dt C dt
Lecture 1
Laplace Transform, A Quick
Review
F ( s) f (t )e st dt
0
Key Properties
– Linearity: a1f1(t) + a2f2(t) a1F1(s) +
a2F2(s)
– Derivative theorem: f'(t) sF(s) - f(0-); f(-
1)(t) F(s)/s
Lecture 1
Laplace Transform, A Quick
Review
Converting linear constant coefficient
differential equations into algebraic
equations
– Differentiation in the frequency domain:
tf(t) (-1)F'(s)
– Convolution: h(t)f(t) H(s)F(s)
– Time and frequency shifting: f(t-t0)u(t-t0)
e-st0 F(s); es0t f(t) F(s - s0)
Lecture 1
Example (Continued)
di 1 t
KVL : Ri L i( )d v0 u( t )
dt C 0
Rî (s) L sî (s) i0
î (s) v 0
Cs
s
û(s)
Lecture 1
Laplace Transform, A Quick
Review
Lecture 1
Laplace Transform, A Quick
Review
Example i(t) ~ Output
(Continued) R L
u(t) ~ C
~ Input
di 1 t
KVL : Ri L i( )d v0 u( t )
dt C 0
Rî (s) L sî (s) i0
î (s) v 0
Cs
s
û(s)
Lecture 1
• An algebraic equation as opposed to an
integral-differential equation. Solution:
cs LCsi 0 cv 0
î (s) û(s)
LCs 2 RCs 1 LCs 2 RCs 1
Cs Cs
î (s) û(s) ĝ(s)
2
LCs RCs 1 LCs 2 RCs 1
i( t ) L1 î (s)
– Suppose that L = C = 1, R = 2, v0 = i0 = 0, and u(t) =
U(t) (unit step function). Then
1 Cs û(s) 1 1
û(s) î (s)
s LCs 2 RCs 1 s 2 2s 1 s 12
0.4
0.35
0.3
t
i( t ) te
0.25
i(t) 0.2
0.15
0.1
0.05
0
0 5 10 15
t
Lecture 1
Does this make sense for the circuit?
+
R L
u(t) C v(t)
-
Lecture 1
Example
R L
u(t) ~ C v(t)
~ Input
• State-Space Description
– What are the state variables?
– Voltage across C and current through L
– What is the state equation?
dv
C i v 0 1/ C v 0
i 1 / L R / L i 1 / L u
dt
di
L u Ri v
dt
Lecture 1
– A set of first-order differential equations
• It describes the behaviors inside the system by using the
state variables v(t) and i(t)
• How to describe the output? i(t) ~ Output
v
y i 0 1 R L
v(t)
i u(t) ~ C
~ Input
Lecture 1
• How to analyze the system?
- Can also use Laplace transform
v 0 1 v 0
i 1 2 i 1 u
s 1 v̂ (s) 0
1 s 2 î (s) 1
s
Lecture 1
v̂ (s) 1 s 2 1 0 1 1
î (s) 2 1 s 1 2 s
s 2s 1 s s 2s 1 1
i( t ) te t as expected
v ( t ) u( t ) e t te t Quantitative analysis
Lecture 1
• What else can be said about this system?
– Is the system controllable? observable? stable?
– These are "qualitative analysis" as opposed to the
previous "quantitative analysis"
• Analysis is one of our major emphases
• What happens if the performance of a system is not
satisfactory?
• Design ~ How to realize a system, adjust system
parameters (e.g., the resistance R), or design
feedback control to meet certain specifications
Lecture 1
Design is our final goal
– System realization
– State feedback and state estimators
– Pole placement and model matching
– Introduction to optimal control
The focus will be on linear systems
Lecture 1
Course Overview
Textbooks:
– Chi-Tsong Chen, Linear System Theory and
Design, 3rd Edition, Oxford University Press,
1999
Lecture 1
Goals: To provide a thorough
understanding about systems theory and
multivariable system design
Tentative Outline:
– Introduction
– Modeling: How to model a physical system
– The fundamentals of linear algebra
– Analysis:
Quantitative: How to derive response for a given
input
Qualitative: How to analyze controllability,
observability, and stability
Lecture 1
– Design:
How to realize a system given its mathematical
description
How to design a control law so that system
response satisfies certain criteria
How to design an observer to estimate the state
of the system
Pole Placement and Model Matching
Lecture 1
General Rules:
Homework can be done individually or in teams of
two.
Homework should be clear, concise, and complete
Not all the problems will be graded. Grading will be
based on some randomly selected problems
Late assignments will be discounted 10% a day, up
to 5 days
Lecture 1
Mathematical Descriptions of
Systems
u(t) y(t)
System
u[k] y[k]
px1 qx1
– Classification of Systems
– Linear Systems
– Linear time invariant (LTI) Systems
Lecture 1
Classification of Systems
Basic assumption: When an input signal is applied to
the system, a unique output is obtained
Q. How do we classify systems?
– Number of inputs/outputs; with/without memory;
causality; dimensionality; linearity; time invariance
The number of inputs and outputs
– When p = q = 1, it is called a single-input single-
output (SISO) system
– When p > 1 and q > 1, it is called a multi-input
multi-output (MIMO) system
Lecture 1
• Memoryless vs. with Memory
R i
+
u(t) L
-
di di R 1
Ri L u or i u
dt dt L L
R R
t t 0 1 t t
i( t ) e L i( t 0) e
L u( )d
Lt
0
Lecture 1
– i(t) depends on i(t0) and u() for t0 t, not just u(t)
– A system with memory
• Causality: No output before an input is applied
Input Output
System
Lecture 1
The Concept of State
– The state of a system at t0 is the information at t0
that, together with u[t0,), uniquely determines
the behavior of the system for t t0
– The number of state variables = the number of
ICs needed to solve the problem
– For an LRC circuit, the number of state variables
= the number of C + the number of L (except for
degenerated cases)
– A natural way to choose state variables as what
we have done earlier: {vc} and {iL}
Lecture 1
– Is this the unique way to choose state
variables?
– Any invertible transformation of the above can
serve as a state, e.g.,
x1( t ) 2 1 v( t ) 2 v( t ) i( t )
x ( t ) 0 1 i( t )
2 i ( t )
x2 (t0 )
y 2 ( t ), t t 0
u 2 ( t ), t t 0
– What would be the output of
x1( t 0 ) x 2 ( t 0 )
y1( t ) y 2 ( t ), t t 0
u1( t ) u 2 ( t ), t t 0
Lecture 1
– If it is true ~ Additivity
– How about
x1( t 0 )
y1( t ), t t 0
u1( t ), t t 0
– If it is true ~ Homogeneity
– Combined together to have:
1x1( t 0 ) 2 x 2 ( t 0 )
1y1( t ) 2 y 2 ( t )
1u1( t ) 2 u 2 ( t ), t t 0
Lecture 1
• Are R, L, and C linear elements?
di dv
v R Ri R , v L L L , iC C C
dt dt
– Yes (differentiation is a linear operation)
v Affine v Nonlinear
v = Ri
Linear
i i
Lecture 1
The additivity property implies that
x1( t 0 ) x1( t 0 ) x1( t 0 ) 0
y( t ) due to y( t ) due to y( t ) due to
u1( t ), t t 0 u1( t ) 0 u1( t ), t t 0
( t t i ) u ( t i ) g ( t , t i ) u ( t i )
ti t
u ( t ) ( t t i ) u ( t i ) g ( t , t i ) u ( t i )
i i
– What is (t-ti) in the limit as 0?
t-ti t-ti
1/
State-Space Description
A linear system can be described by
x ( t ) A( t ) x( t ) B( t )u( t )
y( t ) C( t ) x( t ) D( t )u( t )
– The derivation of solutions will be done later
Lecture 1
Linear Time-Invariant (LTI) Systems
Time Invariance: The characteristics of a system do not change
over time
– What are some of the LTI examples? Time-varying
examples?
– What happens for an LTI system if u(t) is delayed by T?
Have to watch out ICs
u(t) y(t)
t t
u(t-T) y(t-T)
Lecture 1
– If the initial state is also shifted to time
t0 + T, then the two responses should
be the same, only shifted by T:
x( t 0 ) x 0
y( t ), t t 0
u( t ), t t 0
x( t 0 T) x 0
y( t T ), t t 0 T
u( t T ), t t 0 T
Lecture 1
What happens to the unit impulse
response when the system is LTI?
g( t, ) g( t T, T) for any T
g( t, ) g( t , ) g( t ,0) g( t )
Lecture 1