Signals and Systems

ELCE 301

Continuous-time Systems
72
73
Continuous-time systems
Basic terminology
Systems process input signals and produce output signals in
order to accomplish a specific task.
Mathematically, a system is described by a functional:
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Continuous-time systems
Basic terminology
Two main tasks are associated with systems:
System analysis
System design
The goal of system analysis is to understand how a given system operates.
Complete understanding can be achieved by predicting the output signal from any
given input signal.
System design is a reverse task. Given a desired system behaviour and a
desirable output for each input signal, we design a system that has this behaviour.
Design by analysis is accomplished by modifying the characteristics of an
existing system.
In design by synthesis, we define the form of the system directly from its
specifications.
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Continuous-time systems
Block diagrams
Block diagram is a pictorial representation of a system that
provides a method for characterizing the relations between
the system components and the flow is signals within a
system.
A single block with one input and one output is the simplest
form of a block diagram:
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Continuous-time systems
Block diagrams
Interior of the rectangle/triangle representing the block my
contain:
(a) component name,
(b) component description, and/or
(c) the symbol for the (usually mathematical) operation to be
performed on the input to yield the output.
Arrows represent the direction of signal flow.
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Continuous-time systems
Block diagrams
Interconnecting signals and blocks
Summation point
Takeoff points
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Continuous-time systems
Block diagrams
Interconnecting signals and blocks
Blocks connected
in cascade
Blocks connected
in feedback
Blocks connected
in parallel
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Continuous-time systems
State representation of systems
For many (most?) systems, the output at time t
0
depends not
only on the input applied at t
0
, but also on the input applied
before t
0
.
The state is the information at t
0
that, together with input
values for t t
0
, uniquely determines the output for t t
0
.

Dynamical equations are sets of equations (differential
equations for CT systems and difference equations for DT
systems) that describe relations between inputs, outputs, and
states.
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Continuous-time systems
System classification by domain
Continuous-time(space)
Discrete-time(space) systems
Digital systems
A discrete-time system is digital if it operates on discrete-
time(space) signals whose amplitudes are quantized
Quantization maps each continuous amplitude level into
an integer number.
The digital system employs digital hardware:
1. explicitly in the form of logic circuits
2. implicitly when the operations on the signals are
executed by a computer program

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Continuous-time systems
System classification by description
1. Described via input-output relationship (direct specification).
2. Described via system equations (indirect specification).

Via input-output functional relationship , where
is an expression that involves only the input signal x(t)
and NOT y(t)!

EXAMPLES:
| | ) ( ) ( t x t y H =
| | ) (t x H
) 2 ( ) ( 2 ) (
2
+ = t x t x t y
}

=
t
d x t y t t ) ( ) (
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Continuous-time systems
Description by direct specification
If the input-output relationship is known, the systems behaviour
is explicitly described because for any given input x(t), the output
can be predicted simply by substituting the expression for x(t) into
the right side of the equation!
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Continuous-time systems
Description by indirect specification
Systems described via (dynamical) system equations that involve the input
signal and both the current and past values of the output signal are indirectly
specified. To find the explicit description, we have to solve the equations.
Example 1: RLC-circuit. Here past values of the output come
from the output derivatives.
dt
t dx
t y
LC dt
t dy
L
R
dt
t y d ) (
) (
1 ) ( ) (
2
2
= + +
x(t) input voltage
y(t) flowing current
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Continuous-time systems
Description by indirect specification
Example 2: Delayed feedback system.
) 1 ( ) ( ) ( = t y t x t y
Example 3: Bank account (this is a discrete system).
] [ ] 1 [ 05 . 1 ] [ n x n y n y + =
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Continuous-time systems
Description by indirect specification
Example 4: Idealized car suspension .
where m is the mass of the car, b - the damping coefficient of
the suspension, k - the spring constant of the suspension, x is the
vertical motion of a wheel due to road bumps (input signal) and y is
the vertical motion of the car (output signal).
) (
2
2
y x k
dt
dy
dt
dx
b
dt
y d
m +
(

=
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Continuous-time systems
System classification by causality
A system is causal if its output at time t
0
(or n
0
) depends
only on its input (and possibly outputs) at times t<= t
0

(n<= n
0
).
Output of a noncausal system at time t
0
(or n
0
) can
depend on its input at future times t> t
0
(n> n
0
).
] [ ] 1 [ 05 . 1 ] [ n x n y n y + =
}

=
t
d x t y t t ) ( ) (
}
+

=
10
) ( ) (
t
d x t y t t
] 1 [ ] 1 [ 05 . 1 ] [ + + = n x n y n y
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Continuous-time systems
System classification by causality
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Continuous-time systems
System classification by causality
All physical time-domain systems are causal, because time
can only move forward. Effects occurs after causes (imagine
if you own a noncausal system with the output depending on
tomorrows stock price ).
Causality does not apply to space-domain signals and
systems. For example, we can move image coordinates both
left and right, up and down.
Does causality apply to systems processing recorded signals,
e.g. recorded sport events vs. live broadcast?
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Continuous-time systems
System classification by linearity
A system H is called linear if adding or scaling inputs to the
system results in the corresponding adding or scaling outputs.
For all constant values a and all input signals x(t) (homogeneity):


For all input signals x
1
(t) and x
2
(t) (additivity):


Superposition property:
| | | | ) ( ) ( t x a t ax H H =
| | | | | | ) ( ) ( ) ( ) (
2 1 2 1
t x t x t x t x H H H + = +
| | | | | | ) ( ) ( ) ( ) (
2 2 1 1 2 2 1 1
t x a t x a t x a t x a H H H + = +
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Continuous-time systems
System classification by linearity
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Continuous-time systems
System classification by time invariance
A system is time-invariant (TI) if delaying the input by arbitrary
t
0
produces the output also delayed by the same t
0
.


Time-invariance means that a delay in the input yields the same
delay in the output.
Systems which are not time-invariant are called time-dependent.

| | | | ) ( ) ( , ) ( ) (
0 0 0
t t y t t x t t x t y = = H H
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Continuous-time systems
System classification by time invariance
Fact: If the input to a TI (time-invariant) system is periodic, then
the output is also periodic with the same period.
Proof: Suppose x(t + T) = x(t)
and x(t) y(t)

Then by TI

x(t + T) y(t + T).

| |

This is the
same input!
So this must be
the same output,
i.e., y(t) = y(t +T).
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Continuous-time systems
Linear Time Invariant systems
Systems are called linear time-invariant (LTI) if they are both
linear and time-invariant.
LTI systems are particularly important because:
the majority of naturally occurring and man-made systems can
be modeled as LTI systems;
they can be relatively easily analyzed and designed.
In the case of discrete-time systems and space-domain
systems, we often use the term shift-invariant instead of time-
invariant.
NOTE: In this course we consider (almost exclusively) LTI systems.
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Continuous-time systems
Identification of Linear Time Invariant systems
If the system is defined using input-output relationship, check if the output
is a linear combination of delayed or advanced versions of the input signal.
If the system is defined by system equations, use the definition of LTI
systems. Some rules of a thumb to recognize LTI systems:
System equation should contain only linear functions of y(t) and x(t)
All coefficients in front of x and y should be constant;
There should be no additive constants or any other additive
functions of time.
If no system description is available, verify experimentally (e.g. by
measurement) if the output is a linear combination of delayed or advanced
versions of the input signal.
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Continuous-time systems
Identification of Linear Time Invariant systems

LTI Non-LTI
'( ) 2 ( ) ( ) y t y t x t + =
( ) ( )
t
y t x d t t

=
}
( ) '( 4) y t x t =
[ ] [ ] 2 [ 2] y n x n y n =
'( ) ( ) ( ) y t y t x t t + = +
'( ) ( ) ( ) y t t y t x t + =
2
( ) ( ) y t x t =
( ) ( ) ( 1) y t x t y t =
[ ] [ ] 2 [ 2] 4 y n x n y n = +
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Continuous-time systems
Relaxed systems
A system is relaxed at time t
0
if it is causal and at the time t
0
the
output of the system is zero, i.e., there is no energy stored in the
system.
y(t
0
) = f(x(t
0
)) = 0
Alternatively, we can say that a system is relaxed at time t
0
if the
output for t t
0
is solely and uniquely determined by the input
for t t
0
.
If differential equations are used to define a system, a relaxed
system is said to have zero initial condition.
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Continuous-time systems
Stability of systems
Stability is a very important concept in systems, but it is usually
difficult to prove it for a given system.
In general, a system is stable if it remains at rest unless excited
by a non-zero input signal and returns to rest if all excitations are
removed.
There are several different criteria for system stability, but the
most common requirement is that the system must produce a
finite output when excited by a finite input.
This type of stability is often known as Bounded Input,
Bounded Output stability, or BIBO.
There are a number of other types of stability, most of which are
based on the concept of BIBO stability.