Signal and System Analysis

(MCT 2121)

Wahju Sediono

wsediono@iium.edu.my

Department of Mechatronics Engineering

International Islamic University Malaysia
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Tell me and I'll forget;

Show me and I may remember;
I do and I'll understand.
Chinese proverbs

bung macht den Meister

(Practice makes perfect)

German proverbs

That man can have nothing but what he

strives for
Al Quran (An-Najm) 53:39
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Contents

System response (CT-domain analysis)

Zero input response

Impulse response

Zero state response

System Response
For a linear system:

x(t)

LTI

y(t)

Systems total response

Zero-input response
Response when x(t) = 0
Results from internal
system conditions only
Independent of x(t)
For most filtering
applications (e.g. your
stereo system), we want
no zero-input response.

Zero-state response
Response to non-zero
x(t)
A system in zero state
cannot generate any
response for zero
input
Zero state corresponds
to initial conditions
being zero
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Continuous-Time Domain Analysis

Example: Differential systems
dN
d N 1
d

y
t

a
y
t

a
y t aN yt
1
N 1
N
N 1
dt
dt
dt
dM
d M 1
d
bN M M xt bN M 1 M 1 xt bN 1 xt bN xt
dt
dt
dt
There are N derivatives of y(t) and M derivatives
of x(t)
Constants a1, , aN and bN-M, , bN

Using short-hand notation,

d
D

above equation becomes

d2
D 2
dt
2

dt

dk
D k
dt
k

DaDa Da yt
b
D b
D
b D b xt

N 1

N 1

Q( D)

N M

N M 1

M 1

N 1

P( D)
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Continuous-Time Domain Analysis

Polynomials Q(D) and P(D)
o
o
o

Normalization: a0 = 1
N derivatives of y(t)
M derivatives of x(t)

Q( D) ak D N k
k 0

P( D) bN l Dl
l 0

This differential system behaves as (M-N)thorder differentiator if M > N

o
o
o

Noise occupies both low and high frequencies

Differentiator amplifies high frequencies
To avoid amplification of noise in high frequencies,
we assume that M N

Continuous-Time Domain Analysis

Linearity: for any complex constants c1 and c2

QD yt PD xt

PD c1 x1 t c1 PD x1 t c1QD y1 t

PD c2 x2 t c2QD y2 t
PD c1 x1 t c2 x2 t PD c1 x1 t PD c2 x2 t
c1QD y1 t c2QD y2 t

PD x1 t x2 t QD y1 t y2 t
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System response (CT-domain analysis)

Zero input response

Impulse response

Zero state response

Zero Input Response: Example 1

Determine the zero input response for the system
described by the differential equation: d 2 y (t )
dy(t )
dx(t )

2
y
(
t
)

,
2
dt
dt
dt
given that the initial conditions: y 0 0, y 0 5,
Sol.:

Let:

Substitute:
Factorised:
Substitute:
Therefore:

y (t ) Ce t ,

y (t ) Ce t , y(t ) 2Ce t ,
dx(t )
Zero input: no input signal
2Ce t 3Ce t 2Ce t
dt
Characteristic
Ce t 2 3 2 0
2 3 2 0
equation
1 1, 2 2, Characteristic polynomial

y (t ) C1e t C2 e 2t

Characteristic roots
y (t ) C1e t 2C2 e 2t
To determine C1 and C2, utilise the initial conditions and solve the simultaneous
equations :
y (0) C1e 0 C2 e 20 0

y (0) C1e 0 2C2 e 20 5

C1 5, C2 5

y (t ) 5e t 5e 2t
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Notes on System Characteristics

Characteristic equation

Q(D) y(t) = 0

Polynomial Q()
o
o

Characteristic of system
Independent of the input

Roots 1, 2, , N

Characteristic roots a.k.a. characteristic

values, eigenvalues, natural frequencies

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Zero-Input Response
General case:

Q D y0 t 0

d
where D
dt

a1DN 1 aN 1D aN y0 t 0

The linear combination of y0(t) and its N

successive derivatives are zero
Assume that y0(t) = C e t
Dy0 t

dy0
C e t
dt
d 2 y0
2
2 t
D y0 t

e
2
dt

d k y0
k
k t
D y0 t

e
k
dt

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Zero-Input Response
Substituting into the differential equation

N
N 1
t
C

a
e
0
1
N
1N

non zero
non zero
Q

y0(t) = C e t is a solution provided that Q() = 0

Factorize Q() to obtain N solutions:
Q( ) 1 2 N 0
y0 t C1e1t C2e2t CN eN t
Assuming that no two i terms are equal

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Zero-Input Response
Could i be complex?
If complex, we can write it in Cartesian form

i i j i
Exponential solution e t becomes product of two
terms

e i t e i ji t e i t e ji t

it
e

cos i t j sin i t

dam ping term

oscillating term

For conjugate symmetric roots, and

conjugate symmetric constants,
i t

i t
1

C1e C e

2 C1 e it cosi t C1

damping term

oscillating term

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Zero-Input Response
For repeated roots, the solution changes
Simplest case of a root repeated twice:

D 2 y0 t 0
y0 t C1 C2 t et

With r repeated roots

D r y0 t 0

y0 t C1 C2t Cr t r 1 e t

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Zero Input Response: Example 2

Determine the zero input response for the RLC system below
given that the initial conditions:

y 0 0, v0 5,

1H

x(t )
y (t )
Solution:

1
F
2

v (t )

First, determine the model of the system:

x(t ) vL (t ) vR (t ) vC (t )
t
dy(t )
vL (t )
, vR (t ) 3 y (t ), vC (t ) v(t ) 2 y ( )d
0
dt
t
dy(t )
x(t )
3 y (t ) 2 y ( )d
0
dt
Use this model to find
2
the systems zero input
d y (t )
dy(t )
dx(t )

2
y
(
t
)

response
dt 2
dt
dt

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Zero Input Response: Example 2

Let: y (t ) Ce t ,

y (t ) Ce t , y(t ) 2Ce t ,
Substitute: 2Ce t 3Ce t 2Ce t dx(t )
dt
Factorised: Ce t 2 3 2 0
2 3 2 0
1 1, 2 2,
t
2t
y
(
t
)

C
e

C
e
1
2
Substitute:
t
2t
Therefore: y (t ) C1e 2C2 e

To determine C1 and C2, utilise the initial conditions and solve the simultaneous
equations :
y (0) C1e 0 C2 e 20 0

x(0) y (0) 3 y (0) v(t )

0 y (0) 3(0) 5
y (0) 5
y (0) C1e 0 2C2 e 20 5
C1 5, C2 5

y (t ) 5e t 5e 2t
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System response (CT-domain analysis)

Zero input response

Impulse response

Zero state response

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Impulse Response
Impulse response is the systems response when the
input is an impulse:

x(t )
(t )

system

y (t )
h(t )

h(t ) y(t ) x (t ) (t )
There are 2 methods in determining the impulse
response of a system.

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Impulse Response: Example 3

Method 1 Determine the impulse response for the system described
by the differential equation:

Solution:

h(t ) y(t ) x (t ) (t )

dy(t )
3 y (t ) 5 x(t )
dt

Substitute: 2 dh(t ) 3h(t ) 5 (t )

dt
t 0,
For:
dh(t )
2
3h(t ) 0
dt
dh(t )
h(t ) Ce t ,
Ce t
Let:
dt
2Ce t 3Ce t 0, 2 3 0,
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3 t
Therefore: h(t ) Ce 2 u (t )

Linear Time Invariant

Causal System
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Impulse Response: Example 3

3
dh(t )
3 23 t
t

Ce u(t ) Ce 2 (t )
dt
2

Substitute into the

equation:

dh(t )
3h (t ) 5 (t ),
dt

-3
-3
-3
t
t
t
3

2
2
2 Ce u (t ) Ce (t ) 3 Ce 2 u (t ) 5 (t )
2

5
C
2

5 23 t
h (t ) e u (t )
2

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Impulse Response
Method 2
For a system described by the differential equation:

a1 D1 a N 1 D N 1 a N y (t ) b0 D M b1 D M 1 bM 1 D bM x(t )

or: Q( D) y (t ) P( D) x(t )
N
1
N 1
where: Q( D) D a1D a N 1D aN

P( D) b0 D M b1 D M 1 bM 1 D bM

Its impulse response is given by:

h(t ) A0 (t ) P( D ) yn (t ) u(t )

where y n (t ) is subjected to the following initial conditions:

N 1,

y n ( 0) 1

N 2,

yn (0) 0,

N 3,

yn (0) 0,

y n (0) 1,
y n (0) 0,

yn (0) 1,

But, if M N , its impulse response is given by: h(t ) P( D) yn (t )

where A0 0

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Impulse Response: Example 4

Determine the zero impulse response for the system described by the
differential equation:
d 2 y (t )
dy(t )
dx(t )

6
y
(
t
)

x(t )
2
dt
dt
dt
Solution:

d 2 y (t )
dy (t )
dx(t )

6
y
(
t
)

x (t )
2
dt
dt
dt
D 2 5D 6y (t ) D 1 x (t )
M 1, N 2
h ( t ) P ( D ) y n ( t ) u ( t )
Therefore:

where:

P( D ) D 1
h(t ) ( D 1) yn (t ) u(t )

The characteristic equation:

2 5 6 0
1 3, 2 2,
yn (t ) C1e 3t C2e 2 t

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Impulse Response: Example 4

N 2

Therefore: yn (0) 0, y n (0) 1,

yn (t ) C1e 3t C2e 2 t
y n (t ) 3C1e 3t 2C2e 2 t
yn (0) C1e 3( 0 ) C2e 2 ( 0 ) 0
y n (0) 3C1e 3( 0 ) 2C2e 2 ( 0 ) 1
C1 1, C2 1
y n ( t ) e 3t e 2 t

Substitute:

dy (t )

h(t ) ( D 1) yn (t ) u(t ) n yn (t ) u(t ) y n (t ) yn (t ) u(t )

dt

Therefore:

h(t ) 3e 3t 2e 2 t e 3t e 2 t u(t )
2e 3t e 2 t u(t )

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System response (CT-domain analysis)

Zero input response

Impulse response

Zero state response

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Zero State Response

Zero-state response is the output which arises when all
systems initial conditions are zero.

x(t)

LTI

y(t)

h(t)
y zs (t ) input (impulse response )
x (t ) h (t )

x ( )h(t )d

h( ) x (t )d

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Convolution Integral
Graphical View of Staircase Approximation

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Example:

(Midterm question Sem 1 2013/2014)

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a)

Convolution table

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b)

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Assignment 2 (Due 31/03/2014)

Q1. Consider the low pass filter shown below. Find its impulse
response:

Input
Signal

Output
Signal

x(t) = (t)

y(t)

h(t) = ?

The differential equation for the above system is:

dy(t ) y (t ) x(t )

dt
RC RC

Fist Order Differential Equation

The impulse response function is:

1 t RC
h(t )
e
u (t )
RC

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Assignment 2
Q2. Find the unit impulse response of an
LTIC system specified by the equation:
(D2 + 6D + 9) y(t) = (2D + 9) x(t)

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Assignment 2
Q3.

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