Encyclopedia of Systems and Control

DOI 10.1007/978-1-4471-5102-9_188-1
© Springer-Verlag London 2014

Linear Systems: Continuous-Time Impulse Response Descriptions

P. J. Antsaklis
Department of Electrical Engineering, University of Notre Dame, Notre Dame, IN, USA

Abstract
An important input–output description of a linear continuous-time system is its impulse response,
which is the response h.t; / to an impulse applied at time . In time-invariant systems that are
also causal and at rest at time zero, the impulse response is h.t; 0/ and its Laplace transform is
the transfer function of the system. Expressions for h.t; / when the system is described by state-
variable equations are also derived.
Keywords Linear systems • Continuous-time • Time-invariant • Time-varying • Impulse
response descriptions • Transfer function descriptions

Introduction
Consider linear continuous-time dynamical systems, the input–output behavior of which can be
described by an integral representation of the form
Z C1
y.t / D H.t; /u./d  (1)
1

where t;  2 R, the output is y.t / 2 Rp , the input is u.t / 2 Rm , and H W R  R ! Rpm is

assumed to be integrable. For instance, any system in state-variable form

xP D A.t /x C B.t /u
(2)
y D C.t /x C D.t /u

or

xP D Ax C Bu
(3)
y D C x C Du

also has a representation of the form (1) as we shall see below.

Note that it is assumed that at  D 1, the system is at rest. H.t; / is the impulse response
matrix of the system (1). To explain, consider first a single-input single-output system:
Z C1
y.t / D h.t; /u./d ; (4)
1


E-mail: panos.j.antsaklis.1@nd.edu

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Encyclopedia of Systems and Control
DOI 10.1007/978-1-4471-5102-9_188-1
© Springer-Verlag London 2014

and recall that if ı.tO  / denotes an impulse (delta or Dirac) function applied at time  D tO, then
for a function f .t /,
Z C1
f .tO/ D f ./ı.tO  /d  : (5)
1

If now in (4) u./ D ı.tO  /, that is, an impulse input is applied at  D tO, then the output yI .t / is

yI .t / D h.t; tO/;

i.e., h.t; tO/ is the output at time t when an impulse is applied at the input at time tO. So in (4), h.t; /
is the response at time t to an impulse applied at time . Clearly if the impulse response h.t; /
is known, the response to any input u.t / can be derived via (4), and so h.t; / is an input/output
description of the system.
Equation (1) is a generalization of (4) for the multi-input, multi-output case. If we let all the
components of u./ in (1) be zero except the j th component, then
Z C1
yi .t / D hij .t; /uj ./d ; (6)
1

hij .t; / denotes the response of the i th component of the output of system (1) at time t due to an
impulse applied to the j th component of the input at time  with all remaining components of the
input being zero. H.t; / D Œhij .t; / is called the impulse response matrix of the system.
If it is known that system (1) is causal, then the output will be zero before an input is applied.
Therefore,

H.t; / D 0; for t < ; (7)

and (1) becomes

Z t
y.t / D H.t; /u./d : (8)
1

Rewrite (8) as
Z t0 Z t
y.t / D H.t; /u./d  C H.t; /u./d 
1 t0
Z t
D y.t0 / C H.t; /u./d : (9)
t0

If (1) is at rest at t D t0 (i.e., if u.t / D 0 for t  t0 , then y.t / D 0 for t  t0 ), y.t0 / D 0 and (9)
becomes
Z t
y.t / D H.t; /u./d : (10)
t0

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Encyclopedia of Systems and Control
DOI 10.1007/978-1-4471-5102-9_188-1
© Springer-Verlag London 2014

If in addition system (1) is time-invariant, then H.t; / D H.t  ; 0/ (also written as H.t  /)
since only the elapsed time (t  ) from the application of the impulse is important. Then (10)
becomes
Z t
y.t / D H.t  /u./d ; t  0; (11)
0

where we chose t0 D 0 without loss of generality. Equation (11) is the description for causal,
time-invariant systems, at rest at t D 0.
Equation (11) is a convolution integral and if we take the (one-sided or unilateral) Laplace
transform of both sides,

O
y.s/ D HO .s/Ou.s/; (12)

O
where y.s/; uO .s/ are the Laplace transforms of y.t /; u.t / and HO .s/ is the Laplace transform of the
impulse response H.t /. HO .s/ is the transfer function matrix of the system. Note that the transfer
function of a linear, time-invariant system is typically defined as the rational matrix HO .s/ that
satisfies (12) for any input and its corresponding output assuming zero initial conditions, which is
of course consistent with the above analysis.

Connection to State-Variable Descriptions

When a system is described by the state-variable description (2), then
Z t
y.t / D ŒC.t /ˆ.t; /B./ C D.t /ı.t  /u./d ; (13)
t0

where it was assumed that x.t0 / D 0, i.e., the system is at rest at t0 . Here ˆ.t; / is the state
transition matrix of the system defined by the Peano-Baker series:
2 3
Zt Zt Z1
ˆ.t; t0 / D I C A.1 /d 1 C A.1 / 4 A.2 /d 2 5 d 1 C    I
t0 t0 t0

see “ Linear Systems: Continuous-Time, Time-Varying, State Variable Descriptions,” Panos J.

Antsaklis.
Comparing (13) with (10), the impulse response
(
C.t/ˆ.t; /B.t/ C D.t /ı.t  / t  ;
H.t; / D (14)
0 t < :

Similarly, when the system is time-invariant and is described by (3),

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Encyclopedia of Systems and Control
DOI 10.1007/978-1-4471-5102-9_188-1
© Springer-Verlag London 2014

Z t
y.t / D ŒC e A.t  / B C Dı.t  /u./d ; (15)
t0

where x.t0 / D 0.
Comparing (15) with (11), the impulse response
(
C e A.t  / B C Dı.t  / t  ;
H.t  / D (16)
0 t < 0;

or as it is commonly written (taking the time when the impulse is applied to be zero,  D 0)
(
C e At B C Dı.t / t  0;
H.t / D (17)
0 t < 0:

Take now the (one-sided or unilateral) Laplace transform of both sides in (17) to obtain

HO .s/ D C.sI  A/1 B C D; (18)

which is the transfer function matrix in terms of the coefficient matrices in the state-variable
description (3). Note that (18) can also be derived directly from (3) by assuming zero initial
conditions .x.0/ D 0/ and taking Laplace transform of both sides.
Finally, it is easy to show that equivalent state-variable descriptions give rise to the same impulse
responses.

Summary
The continuous-time impulse response is an external, input–output description of linear,
continuous-time systems. When the system is time-invariant, the Laplace transform of the impulse
response h.t; 0/ (which is the output response at time t due to an impulse applied at time zero with
initial conditions taken to be zero) is the transfer function of the system – another very common
input–output description. The relationships with the state-variable descriptions are shown.

Cross-References
“ Linear Systems: Continuous-Time, Time-Invariant, State Variable Descriptions,” Panos
J. Antsaklis
“ Linear Systems: Continuous-Time, Time-Varying, State Variable Descriptions,” Panos
J. Antsaklis

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Encyclopedia of Systems and Control
DOI 10.1007/978-1-4471-5102-9_188-1
© Springer-Verlag London 2014

Recommended Reading
External or input–output descriptions such as the impulse response and the transfer function (in
the time-invariant case) are described in several textbooks below.

Bibliography
Antsaklis PJ, Michel AN (2006) Linear systems. Birkhauser, Boston
DeCarlo RA (1989) Linear systems. Prentice-Hall, Englewood Cliffs
Kailath T (1980) Linear systems. Prentice-Hall, Englewood Cliffs
Rugh WJ (1996) Linear systems theory, 2nd edn. Prentice-Hall, Englewood Cliffs
Sontag ED (1990) Mathematical control theory: deterministic finite dimensional systems. Texts in
applied mathematics, vol 6. Springer, New York

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