IN 227 Control Systems Design

Lecture 2

Instructor: G R Jayanth
Department of Instrumentation and Applied Physics
Ph: 22933197
E-mail: jayanth@isu.iisc.ernet.in

What are linear systems?

Background

Let us start with a simple system Kx=u, where x,u are real numbers and K is a real constant.
In engineering terms, u can be interpreted as a scalar input and x, the corresponding
scalar output. The graph of this system, shown on the right, is conventionally understood by
laypeople as a linear system

Although this system itself cannot be directly extended to explain many natural
phenomena, it possesses the following two properties that can provide us the inspiration
to look for more general systems possessing the same properties.

Property #1(Scaling property): If the input is scaled by a factor , the output is also scaled
by the same factor. i.e.,
K(y)=u

Property#2 (Superposition property): If the total input u is a sum of two different inputs
u1, u2, then the total output y is the sum of the outputs to the respective inputs, namely, y1,
y2. i.e,
K(y1+y2)= u1+ u2.

Here the constant K can be thought of as a scaling operator and the system Kx=u as one
kind of a linear system

Generalization (Linear Operator): Any operator L that satisfies the Scaling Property and
the Superposition property is defined as a linear operator. i.e.,
L(y)=L(y)
L(y1+y2 )=L(y1)+ L(y2 )
Linear system

If L1 and L2 are any two linear operators, then a system whose input(u)-to-output(y)
relationship is governed by the equation L1(x)=L2(u) is defined as a linear system.

x (output)

1/K

u (input)
Kx=u

What are linear systems?

2
Examples of linear operators- d , d ,

dt

d 2 etc
dt 2

Linear combinations of two linear operators are also linear

operators.
2
n
n 1
3
2
Examples: d 2 d K , d n a1 d n1 .. an K , d 3 (1 t 2 ) d 2 log(1 t ) d t 3 K (t 1)
dt

dt 2

(.)dt , t 3

dt

dt

dt

dt

dt

Examples of linear systems:

d 2 x dx

Kx u
dt 2 dt
dnx
d n1 x

a
.. an Kx u
1
dt n
dt n1
dnx
d n1 x
d mu
d m1u

..

a
Kx

b
.. bm1u
1
n
1
2
dt n
dt n1
dt m
dt m1
2
d3
d
du
2 d

(1

t
)
log(1 t )
t3K
tu (t 1)
3
2
dt
dt
dt
dt

dt

Why are linear systems so important?

Reason#1: they are ubiquitous in nature

x( n ) a1 x( n1) .. an x u
Linear time-invariant systems
with constant lumped parameters

A parametric oscillator

Linear time-invariant distributed systems

Heat equation
Beam equation

Linear time varying systems

Example: Parametric oscillators

Wave equation

Why are linear systems so important?

Reason#2: For a given input and/or initial condition, their response can be explicitly derived

Comparison between linear and nonlinear systems

x x x u

x x x(1 x 2 ) u

u 0, x(0) 0, x(0) x0

u 0, x(0) 0, x(0) x0

0.5

0.5

0
-0.5

10

x0=0.5

20

-0.5

10

x0=1

20

-1
0

0.5

1
2

0.5

0
-0.5

10

20

10

x0=0.5

x0=2

Linear system: The nature of response

independent of the magnitude of the initial
conditions

20

10

x0=0.999

20

x0=1.001

Nonlinear system: The nature of response

dependent on the magnitude of initial
conditions

10

Comparison between linear and nonlinear systems

x x x u
u 0.39sin t

x x x(1 x 2 ) u
u 0.39sin t x(0) x(0) 0
u 0.39step(t ) x(0) x(0) 0

x(0) x(0) 0

u 0.39step(t ) x(0) x(0) 0

Input

time

50

-0.5

time

50

0.5

magnitude

magnitude

magnitude

magnitude
0

Output

0.5

0.5

-0.5

Input

Output

0.5

-0.5

-0.5

time

50

50

time

0.2
0

0.2
0

10

time

20

10

time

20

Linear system: The response to any one input can be used to

predict the response to a different input

magnitude

0.4

magnitude

magnitude

magnitude

3
0.4

0.4
0.2
0

2
1
0

10

time

20

10

20

time

Nonlinear system: The response for one input is not

necessarily related to the response for a different input

Solution to linear time-invariant ordinary differential equations

Most general linear time-invariant (LTI) ordinary differential equation:

x ( n ) a1 x ( n1) .. an x u (t )
initial conditions : x ( n 1) (0), x ( n 2) (0),..x(0)

Let us solve the Equation step-by-step. First, we solve the differential

x ( n ) a1 x ( n1) .. an x 0
equation for the case when u(t)=0 . for this case, the differential equation is
initial conditions : x ( n 1) (0), x ( n 2) (0),..x(0)
called a homogeneous differential equation
Step#1: Solution to homogeneous differential equations

Even the general nth order homogeneous differential equation is not easy to
tackle. So let us start with the simplest case, n=1, i.e., x x 0; x(0) x0

The solution to this can be readily derived to be: x(t ) x0et

Let us now hypothesize that a solution to the general case is also of the form x(t ) et

If we plug this back into the homogeneous differential equation, we deduce

that the chosen function can be a solution if satisfies the equation n a1n1 .. an 0

This equation is called the characteristic equation of the system. In general,

this has n distinct roots 1, 2,.. n and each of the corresponding terms
( xi (t ) eit i 1,..n ) is a solution. Since the system is linear, the general solution
t
t
t
is given by the linear combination of each of these, i.e., x(t ) c1e 1 c2e 2 ...cne n

The constants c1, c2,.. cn are obtained by evaluating x( n1) (0), x( n2) (0),..x(0)
and equating it to the given initial conditions.

Special case: if a root (say m) repeats m times, then the general solution is
t
t
t
m1
given by x(t ) c1e 1 c2e 2 ...cmn1e m (1 cmn2t 1 cnt )

Solution to linear time-invariant ordinary differential equations

Uniqueness of the solution

In the previous page, we guessed the form of solution to the linear time invariant ordinary differential
equation, viz., et and then found the n specific values of for which this solution satisfies the equation.
However, does this mean that this is the only form that the solutions can take? What if other forms, which we
were unable to guess, are also possible solutions of the equation? We show below that the solutions that we
guessed are indeed the only solutions to the equation and there cannot be solutions of any other formProof for uniqueness

We prove this by contradiction. Let us assume that x1 is a solution that is not of the form x(t ) c1e1t c2e2t ...cnent
but yet is a solution to the differential equation, i.e., it satisfies x1( n) a1 x1( n1) .. an x1 0 and has the same
initial conditions, i.e., x1( k ) (0) x( k ) (0) k 0,..n 1.
(n)
( n 1)
.. an x2 0 . The initial conditions are

Since the system is linear, x2=x1-x is also a solution, i.e., x2 a1 x2

x2( k ) (0) x1 (0) x(0) 0 k 0,..n 1

(n)
( n 1)
.. an x2 0
Using the above fact in the differential equation, we deduce that x2 (0) a1 x2
( n 1)
a1 x2( n ) .. an x2 0 . Thus, x2( n1) (0) a1 x2( n) (0) .. an x2 (0) 0
Differentiating the differential equation, we get x2
Repeating this over and over again, we get x2( k ) (0) 0 k 0,..
2
k
We know from Taylor series that x (t ) x (0) x (0)t x (0) t ... x ( k ) (0) t ..
2
2
2
2
2
2!
k!

Since we know that x2( k ) (0) 0 k 0,.. , we conclude that x2 (t ) x1 (t ) x(t ) 0 . In other words, x1 (t ) x(t )
Thus we see that x1 cannot be different from x.
The uniqueness of the solution for a LTI system is a powerful fact. It tells us that regardless of how we get the
solution, i.e., even by guesswork or luck, if they satisfy the initial conditions they are the only solutions.

Solution to Linear time-invariant ordinary differential equations

Step#2: Solution to an impulse input

Having solved the homogeneous case, let us now solve the differential equation for a very specific kind
of input, namely, an impulse (t) (also known as the dirac delta function). The initial conditions are
assumed to be zero.

What is a dirac delta function?: A dirac delta is any function (t) which satisfies the following equation:
f (t0 ) f (t )(t t0 )dt
In this equation, f(t) is any piecewise continuous function.

Notice that we have only indirectly defined (t) and have not explicitly defined. Thus, any function (t)
which satisfies the above integral can be a delta function. For this reason, (t) is called a distribution.

Examples of delta functions: (t ) lim 1 sin Nt

1/
N t
1/ t / 2

(t ) lim
0
t /2

0-

In engineering practice, it is possible to easily generate a delta function that approximates the second
example, simply by striking the system with a hammer. Such an input is called an impulse. Thus, we
shall use this as our definition for a delta function.
System response to an impulse input
For a differential equation of the form x( n ) a1 x( n1) .. an x b1u(t ) setting u(t)=(t) is equivalent to
setting x( n1) (0) b1
Hand waving proof (I define a hand waving proof as one that intuitively clarifies a concept though not
with full mathematical rigor):
We consider the system for |t|</2. During this period, we have one singularity on the RHS, namely,
(t). Thus, we need to have exactly the same kind of singularity on the LHS of same magnitude. If any of
the terms x( n1) ,.., x(t ) b1(t ), then we see that we would have higher derivatives of (t) on the LHS,
( n 1)
which cannot be balanced on the RHS. Thus, x( n ) (t ) b1(t ) implying that x (t ) t /2 b1 . Likewise, it
can be shown that x( nk ) (t )
~ b1k 1 k 2,..n 1. As 0, all these terms vanish.
t /2

0+

Solution to linear time-invariant ordinary differential equations

Since the effect of an impulse is a change in initial condition as described previously, the system
response to an impulse is identical to the system response under the new initial condition.
Let us define this response to be g(t).

Step#3: Solution to a general input

A general time-domain signal u(t) can be written as u (t ) u ()(t )d u ()(t )

Intuitively, the actual input can be thought of as a train of impulses along the -axis each of
magnitude u() .

The corresponding response to each such impulse is u() g(t-)

Since the input acts on a linear system, the overall response is the sum of the response to each

individual impulse, i.e.,

. In the limit 0, we have x(t ) u () g (t )d
x(t ) u () g (t )

Lesson: If we know the impulse response, we know the response to every other kind of input

Step#4: Solution to a general input+ given initial condition

The overall solution for a general input+ a given set of initial condition is again obtained by
superposition. This is the sum of the responses to the homogeneous equation (step#1) and
inhomogeneous equation with zero initial conditions (step#3).

A mathematical caveat: Although in engineering terms u(t) can be any general signal,
mathematically, it should be a piecewise continuous function, i.e., continuous over any finite
interval except with jump discontinuities at a finite number of points.