Continuous Time Convolution Properties

Commutative:

x(t ) * h(t ) = h(t ) * x(t )

Associative:

( x(t ) * y (t )) * z (t ) = x(t ) * ( y (t ) * z (t ))
Distributive:

x(t ) * ( y(t ) + z(t )) = x(t ) * y(t ) + x(t ) * z(t )

Commutativity

x(t ) * h(t ) =

x( )h(t )d x(t
)h( 2 )d 2

let t = 2

= =

x ( t ) h ( ) d 2 2 2

= h(t ) * x(t )

Connecting Systems
x(t) h1(t) z(t) ( ) h2(t) y(t)

x(t)

h(t)=h1(t)*h2(t)

y(t)

y (t) = z (t) * h2 (t) = ( x1 (t) * h1 (t)) * h2 (t) = x(t) * (h1 (t) * h2 (t)) = x(t) * h(t)

Connecting Systems
h1(t) x(t) h2(t) + y(t)

x(t)

h(t)=h1(t)+h2(t)

y(t)

y(t) = h1 (t)* x(t) + h2 (t)* x(t) = (h1 (t) + h2 (t)) * x(t) = h(t) * x(t)

Inverse Systems
[n] is identity for convolution : x[n] * [n] = x[n]
Lets look for a system such that:

z[n] = h2[n] * y[n] = h2[n]* h1[n] * x[n] = x[n] iff h1[n] * h2[n] = [n]
The system with impulse response h2 is said to be the y of h1 inverse system

Inverse Systems
Inverse system can recover input x(t) from output y(t) Not always possible to find inverse system
x(t) h1(t) y(t) h2(t) x(t)

Generally solve equation:

h1 (t ) * h2 (t ) = (t )

Linear ConstantCoefficient Differential Equations

It will often be useful to describe systems using equations q involving g the rate of change g in some quantity, e.g. SHM

d 2x = cx 2 dt
This is a differential equation This is an ordinary y differential equation q ( (ODE) ) because there is only one independent variable and derivatives with respect to that variable

 The general form of the ODE is given as:

d y (t ) d x(t ) ak = bk k k dt dt k =0 k =0
n k m k

The equation above is linear with real co efficients ak and bk

Example
Consider an RLC circuit

The voltage across the battery is V The voltage across the capacitor is The voltage across the resistor is
R

1 q C
dq dt

d 2q The voltage across the inductor is L 2 dt

 Using Kirchoff Kirchoffs s voltage law we have:

dq 1 d 2q L 2 +R + q =V dt C dt

Which describes the operation of the given RLC circuit Many systems can be described using ODEs

Solving LCCDEs
The approach pp is to find the g general form of all possible solutions to the equation and then apply a number of conditions to find the appropriate solution. solution The two main types of problems are:
initial value problems, which involve constraints on the solution and its derivatives at a single point, and boundary b d value l problems bl , which h h involve l constraints on the solution or its derivatives at several points.

 The number of initial conditions needed for an Nth order differential equation, which is the order of the highest order derivative, is N, and a unique solution is always guaranteed if these are supplied. Boundary value problems can be slightly more complicated and will not necessarily have a unique solution or even a solution at all for a given set of conditions. g

 Solution is given by:

y(t ) = yh (t ) + y p (t )
yh(t) is the homogeneous (or complementary) solution for input x(t)=0. It represents natural modes of unforced oscillation yp(t) is the particular solution due to input x(t), represents the forced response

Solving
LCCDEs are solved in two parts. First solve the complementary equation, set to zero. Then solve the particular solution.

The Homogenous Solution

Since the input is equal to zero, we have:

d k y (t ) ak =0 k dt k =0
n

d n y (t ) d n 1 y (t ) d y (t ) an + an 1 + ... a1 + a0 y (t ) = 0 ... (1) n n 1 dt dt dt

Assume the solution is of the form:

y(t ) = Ce , whereC and s are constants

st

The Homogenous Solution

Applying the solution to equation (1)

(a s
n

+ an 1s n 1 + ... + a1s + a0 Ce st = 0

Assuming C0, then

an s + an 1s + ... + a1s + a0 = 0 1444442444443

n characteristic equation

n 1

The Homogenous Solution

Factorizing g characteristic p polynomial y we g get:

si , such that: (s - s1 )(s s2 )...(s sn ) = 0

Each si with a corresponding Ci form a solution

yi (t ) = Ci esit
Owing to linearity, the homogeneous solution is:

yh (t ) = C1es1t + C2es2t + ... + Cn1esn1t + Cnesnt

Where Wh Ci are free f t to match t h initial i iti l conditions diti (IC)

Repeated Roots
Repeated roots in characteristic polynomial:

(s s1 ) (s s2 )(s s3 ).....
L

yh (t ) = C1 + C2t + C3t 2 + ... + C L 1t L 1 e s1t + C L e s2t + C L +1e s3t + ...

P i l solution Particular l i
Represents the forced response of the system Solution depends on the form of the input We W choose h f form of f yp(t) according di th the f form of f x(t) (t) Substitute yp(t) into nonhomogeneous non homogeneous DE and compare coefficients on both sides of the equation

Particular Solution
If
x(t ) = 5e
7t 7t

y p (t ) = Pe

If

x(t ) = 170cos(377t ) y p (t ) = P 377t ) + P2 cos(377t ) 1 cos(

Example
dy (t ) + 2 y (t ) = 2 dt

For t 0, y(0) ( )=4 The homogenous solution is assumed to be

yh (t ) = C e
st

 Applying this to the differential equation and setting x(t)=0 dy yh (t ) + 2 yh (t ) = 2 dt

sC est + 2C est = 0 (s + 2)C est = 0 s = 2

The homogenous solution is yh (t ) = C e

2 t

 For the particular solution solution, consider the input, which is a constant, thus the particular solution takes a similar form
y p (t ) = P

dy p (t ) dt

+ 2 y p (t ) = 2 2P = 2 P =1

 The solution is thus:

y(t ) = yh (t ) + y p (t ) = C e2t + 1

To find C we take into account the initial condition, y(0)=4

y(0) = yh (0) + y p (0) = [Ce C 2t + 1] Ce
2( 0) t =0

+1 = 4

C +1 = 4 C =3

 The total solution is then:

y (t ) = 1 + 3e
2 t