F06/F07/F08/F09/F10/S13/S14/S15 ELEG315: Description & Analysis of Systems

Description & Analysis of
Systems
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ELEG315: Description & Analysis of Systems
Introduction
A system can be defined as anything that responds when
stimulated or excited.
A system can be an electrical system, a mechanical system,
a biological system,, an economic system, etc.
There exist artificial systems (i.e., designed by engineers)
and natural systems.
Some can be easily analyzed using mathematics, others are
extremely difficult to analyze thoroughly.
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In this chapter, we
1.
introduce nomenclature which describes important

system characteristics
2.
develop techniques to classify systems according to their

characteristics
3.
develop methods of finding responses to arbitrary inputs

of linear time-invariant systems.
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Block Diagram and System Terminology

A simple system of one input and one output, represented as
a block diagram, is displayed below
An example of a system would be a boat steered by a rudder

Outputs: boat
heading and
speed.
Inputs: propeller
thrust, rudder
position and water
current.
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Another example of a system is an automobile suspension
Inputs: surface topology

of the road.
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Outputs: position of
the chassis relative
to the road.
The process of describing and analyzing a system without

building it is called modeling.
Modeling is important in designing large and expensive systems.
Systems can be classified in different ways:

open-loop and closed-loop systems.
continuous-time and discrete-time systems.
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Systems Characteristics
Consider a very simple CT system: an RC circuit.
Assume the system has no stored energy before t = 0.

The differential equation that describes the circuit (refer to
Circuits I & II) is
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It is obtained by using fundamental characteristics of a resistor

and capacitor
Mathematical tools allow us to solve the D.E. and obtain the

solution vout(t) for an arbitrary input vin(t).
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Now, consider the following DT system
Mathematically, the output is related to the input by the

difference equation
Once again, mathematical tools allow us to easily find the

solution y[n] for an arbitrary input signal x[n].
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Homogeneity:Inahomogeneoussystem,multiplyingtheexcitation
byany(complex)constantmultipliestheresponsebythesame
constant,i.e.,
or
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Additivity(Superposition):Ifanarbitraryinputofasystemx1 producesa
responsey1 ,anarbitraryinputx2 producesaresponsey2,andthe
inputx1+x2 alwaysproducestheresponsey1 +y2 thesystemissaid
tobeadditive.
or
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Linearity:Asystemislinear ifitishomogeneousand additive.,i.e.,
wherey1 istheoutputduetox1 and y2 istheoutputduetox2.

Example: Let a system be described by y(t) = x(2t). Determine
whether it is a linear system or not.
Solution: We see that an arbitrary input x1(t) produces x1(2t) = y1(t)
and x1(t) (same as x1(t) but with different amplitude) produces x1(2t) = y1(t).
Similarly, an input x2(t) produces x2(2t) = y2(t) and x2(t) produces
x2(2t) = y2(t).
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Now, if the input is

the output must be x(2t)
which is exactly,
Therefore, we conclude that the system is a linear system.
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Time Invariance: Ifanarbitraryexcitationofasystemx(t) (x[n])

causesaresponsey(t) (y[n]) andanexcitationofthesystem
x(t-t0) (x[n-n0]) causesaresponsey(t-t0) (y[n-n0]) foran
arbitrary t0 (n0), then,thesystemissaidtobetimeinvariant.
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An example of a system which is not time-invariant is y[n] = x[2n].
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Causality:Anysystemforwhichtheresponseoccursonlyduringor
afterthetimeinwhichtheexcitationisappliediscalledacausal
system.
Note: Allphysicalsystemsarecausal becausetheyareunableto
anticipateanexcitationthatwillbeappliedlater.
Asystemiscausaliftheoutputdependsonlyonpresentandpast
valuesoftheinput.Anexamplewouldbe
Asystemisnoncausaliftheoutputdependsonfuture valuesofthe
input.Anexamplewouldbe
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Memory:Ifanysystemsresponseatanarbitrarytimet0 depends
onlyontheinputatthattime,andnotonthevalueoftheinputor
outputatanyothertime,thesystemhasnomemory.
An example of a system with memory
An example of a memoryless system
Stability:Asystemissaidtobeboundedinputboundedoutput
(BIBO)stableifandonlyifeveryboundedinput(i.e., |x(t)|<
forallt or |x[n]|< foralln) resultsinboundedoutput.
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An example of a BIBO stable system is
An example of a BIBO unstable system is
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LTI Systems: The Convolution Sum

One way to determine a system response is to solve the
differential /difference equation that describes it.
An alternative way, which uses the linearity & time-invariance
properties of the system, uses the convolution integral or sum.
First, let us note that the response of a linear system to an input
is given by
where y1(t) is the response to x1(t), and y2(t) to x2(t).

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More generally, if the input is
the output will be
Now, recall the sifting property of the function
This expression means that any signal x(t) can be expressed

as a continuum of weighted impulses (i.e., a combination of impulses).
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Consequently, the output of a linear system is a linear

combination of the responses of the system to shifted impulses.
That is,
where h(t,) denotes the response of the linear system to the

shifted impulse (t-).
If, in addition, the linear system is time-invariant h(t,) does
not depend on but on t- (i.e., origin is not important but the difference is)
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Therefore, we end up with
The above integral is called the convolution integral. It relates the

input & output of a system by means of its impulse response h(t).
Usually, the convolution is represented by
The convolution is commutative
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or, equivalently, (refer to Appendix D, change of variable)
It is also
associative (change of variable & swap of integrals)
and distributive (separation of integrals)
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For a DT system, the procedure is similar and the output is

given by the convolution sum
The commutative, associative & distributive properties also

hold in this case. That is,
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In conclusion, for any LTI system the output is found as
In particular, if x(t) = (t) (or x[n] = [n]), then

Note that, in this case, the output is just the
impulse response of the system. This is because
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Example: Evaluate the response of a DT LTI system whose

impulse response, h[n], and input, x[n], are displayed below.
Solution: The convolution could be evaluated analytically or

graphically , as shown next.
The system output is given by
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For each value of n, we need to multiply h[n-m] & x[m], and

then, sum over all values of m.
For n < -1 or n > 2 , the functions h[n-m] & x[m] do not overlap
their product is 0 the result of the sum would be 0.
Thus, for n < -1 or n > 2, we have y[n] = 0.

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Example: Plot the response of a CT LTI system whose

impulse response and input are given by
x1(t) = A1rect[(t-2.5)/5]
x2(t) = -A1rect[(t-2.5)/5].
Solution: The output y(t) is the convolution of x1(t) & x2(t):
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First, we need to plot x1() and x2(-)
Now, for an arbitrary t, we evaluate the product x1()x2(t-)

and integrate over .
We repeat this step for all possible values of t, as shown next
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LTI Systems Interconnections

Parallel Connection: Consider 2 LTI systems with impulse
responses h1(t) & h2(t) connected in parallel
The output y(t) can be written as
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Since x() is a common input, we can write
where h(t) = h1(t)+h2(t) is the equivalent system representing

the parallel connection of the 2 systems.
Note: The above result is in fact the distributive property of the
convolution operation
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An identical result hold for discrete-time systems.
Cascade Connection: Consider 2 LTI systems with impulse

responses h1(t) & h2(t) connected in cascade
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The output y(t) can be expressed in terms of z(t) as
Since z() is the output of the 1st system, it is expressed in terms

of x() as
Substituting the last expression in the previous one yields
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Now, we use = - and swap the order of integration
The inner integral is just the convolution of h1(t) with h2(t)

evaluated at t-. That is, if we define h(t) = h1(t)* h2(t), then
Consequently,
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Notes: 1. The order of the systems in a cascade is not important

(commutative property of the convolution). That is,
2. A similar result holds for discrete-time systems in cascade
Note: The above demonstration is in fact the associative property

of the convolution.
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Relationship Between LTI System

Properties & Its Impulse Response
Memoeyless LTI Systems: The output of a DT LTI system is
(1)
Expanding the above sum yields
For the system to be memoryless, y[n] must depend only on

x[n] h[n] must verify h[n-k] = 0 for k 0, i.e.,
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Similarly, a CT LTI system is memoryless if
Note:AllmemorylessLTIsystemssimplyperformscalarmultiplicationon
theinput.
Causal LTI Systems: The output of a causal LTI system depends

only on past or present values of the input.
From Eq. (1), we see that a LTI system is causal if its impulse
response verifies
Similarly, for a CT LTI system
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BIBO Stable LTI Systems: Formally, a bounded input verifies

and a bounded output verifies
To relate the stability to the impulse response, we write
Using
the previous expression becomes
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Since the input is bounded

then,
The output is also bounded (BIBO stable), if
Similarly, we can show that for a BIBO CT LTI system, its

impulse response is absolutely integrable
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Step Response
Here, we examine a system response to a unit step (or unit
sequence for a DT system).
The response of a CT system to a unit step
Thus, the response to a unit step is the integral of the response

to a unit impulse (recall that the unit step is the integral of the unit impulse).
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In general, the response of a CT system to the integral of any

excitation is the integral of the response to that excitation.
The converse holds true also. If we differentiate the excitation,
we also differentiate the response.
Graphically, the situation can be represented as follows.
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For a DT system, the step response is given by
On the other hand, a unit sequence can be expressed in terms of

unit impulses as
where we used q = n-k as a change of variable.

Therefore, the top equation can be re-written as
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Observe that when m < 0 the term [q] in the inner sum is
always=0 (because [q] only at q=0 which is outside the limits).
In this case, the inner sum is always zero.
Also, observe that for m 0, the inner sum reduces to only one
point (which corresponds to [q]=[0] =1). All the other terms
are 0.
Consequently, the double sum can be written as
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Once again, using a change of variable q = n-m, we obtain
which the equivalent operation of an integral for DT functions.

Therefore, the response at any discrete-time n of an LTI system
excited by a unit sequence is the accumulation of the impulse
response (up to that time).
This relationship holds for any excitation. That is, if the input is
changed to its accumulation, the response also changes to its
accumulation (similarly, for the backward difference, which is the
inverse operation of the accumulation).
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Response To a Sinusoid
We note that a response of a LTI system to a sinusoid is the
same sinusoid multiplied by a complex constant. To show this,
let the input be a complex sinusoid est, the output y(t) is given
by
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Block Diagram Representation of Differential

& Difference Equations
Consider a system characterized by the differential equation
This expression can be re-written as
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The system can thus be represented by
y(t)
y(t)
or
y(t)
y(t)
The bottom block

diagram is the preferred
option because it does
not include differentiators,
which are prone to highfrequency noise
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For a DT realizable system, we have only past values. These

can be obtained using a simple delay in the system.
For example, the difference equation
can be re-written as
and, consequently, may be implemented using
y[n-1]
y[n-2]
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Summary
1.
2.
3.
4.
5.
6.
Asystemwhichisbothhomogeneousandadditiveislinear.
AsystemwhichisbothlinearandtimeinvariantiscalledLTI
system.
AsystemissaidtobeBIBOstableifboundedexcitations
alwaysproduceboundedresponses.
Allrealphysicalsystemsarecausal.
TheresponseofaLTIsystemexcitedbyasinusoidisaalsoa
sinusoidwiththesamefrequency(generally,withdifferent
amplitudeandinitialphase).
Systemsofdifferentphysicalstructuremaybedescribedby
differentialordifferenceequationsofthesamemathematical
form.
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Summary
7.
AnLTIsystemresponsetoanarbitraryexcitationorinputcanbe
foundbyconvolvingtheinputwiththesystemsimpulse
response.
8. TheimpulseresponseofacascadeconnectionofLTIsystemsis
theconvolutionoftheindividualimpulseresponses.
9. TheimpulseresponseofaparallelconnectionofLTIsystemsis
thesumoftheindividualimpulseresponses.
10. AnLTIsystemisBIBOstableifitsimpulseresponseisabsolutely
summableorabsolutelyintegrable.
11. LTIsystemscanberepresentedusingblockdiagram,whichare
usefulforanalysis.
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Description & Analysis of

ELEG315: Description & Analysis of Systems

ELEG315: Description & Analysis of Systems

introduce nomenclature which describes important

develop techniques to classify systems according to their

develop methods of finding responses to arbitrary inputs

ELEG315: Description & Analysis of Systems

Block Diagram and System Terminology

An example of a system would be a boat steered by a rudder

ELEG315: Description & Analysis of Systems

Another example of a system is an automobile suspension

Inputs: surface topology

The process of describing and analyzing a system without

Systems can be classified in different ways:

ELEG315: Description & Analysis of Systems

Assume the system has no stored energy before t = 0.

ELEG315: Description & Analysis of Systems

It is obtained by using fundamental characteristics of a resistor

Mathematical tools allow us to solve the D.E. and obtain the

ELEG315: Description & Analysis of Systems

Now, consider the following DT system

Mathematically, the output is related to the input by the

Once again, mathematical tools allow us to easily find the

ELEG315: Description & Analysis of Systems

ELEG315: Description & Analysis of Systems

ELEG315: Description & Analysis of Systems

Linearity:Asystemislinear ifitishomogeneousand additive.,i.e.,

wherey1 istheoutputduetox1 and y2 istheoutputduetox2.

ELEG315: Description & Analysis of Systems

Now, if the input is

Therefore, we conclude that the system is a linear system.

ELEG315: Description & Analysis of Systems

Time Invariance: Ifanarbitraryexcitationofasystemx(t) (x[n])

ELEG315: Description & Analysis of Systems

An example of a system which is not time-invariant is y[n] = x[2n].

ELEG315: Description & Analysis of Systems

ELEG315: Description & Analysis of Systems

An example of a memoryless system

ELEG315: Description & Analysis of Systems

An example of a BIBO stable system is

An example of a BIBO unstable system is

ELEG315: Description & Analysis of Systems

LTI Systems: The Convolution Sum

where y1(t) is the response to x1(t), and y2(t) to x2(t).

ELEG315: Description & Analysis of Systems

More generally, if the input is

the output will be

Now, recall the sifting property of the function

This expression means that any signal x(t) can be expressed

ELEG315: Description & Analysis of Systems

Consequently, the output of a linear system is a linear

where h(t,) denotes the response of the linear system to the

ELEG315: Description & Analysis of Systems

Therefore, we end up with

The above integral is called the convolution integral. It relates the

The convolution is commutative

ELEG315: Description & Analysis of Systems

or, equivalently, (refer to Appendix D, change of variable)

and distributive (separation of integrals)

ELEG315: Description & Analysis of Systems

For a DT system, the procedure is similar and the output is

The commutative, associative & distributive properties also

ELEG315: Description & Analysis of Systems