Part IB Paper 6: Information Engineering

LINEAR SYSTEMS AND CONTROL

Glenn Vinnicombe

HANDOUT 2
Impulse responses, step responses and transfer
functions.

transfer function

u(t)

Laplace transform
pair

g(t)

y(s)=
G(s)u(s)

G(s)

u(s)

y(t)=

Zt
0

u()g(t ) d

= u(t) g(t)
= g(t) u(t)
impulse response

Summary
The
impulse response,
step response and
transfer function
of a Linear, Time Invariant and causal (LTI) system each completely
characterize the input-output properties of that system.
Given the input to an LTI system, the output can be deterermined:
In the time domain: as the convolution of the impulse response
and the input.
In the Laplace domain: as the multiplication of the transfer
function and the Laplace transform of the input.

They are related as follows:

The step response is the integral of the impulse response.
The transfer function is the Laplace transform of the impulse
response.

Contents
2 Impulse responses, step responses and transfer functions.

2.1 Preliminaries . . . . . . . . . . . . . . . . . . . . . . . . . . .

2.1.1 Definition of the impulse function . . . . . . . . . .

2.1.2 Properties of the impulse function . . . . . . . . . .

2.1.3 The Impulse and Step Responses . . . . . . . . . . .

2.2 The convolution integral . . . . . . . . . . . . . . . . . . . .

2.2.1 Direct derivation of the convolution integral . . . . .

2.2.2 Alternative statements of the convolution integral .

2.3 The Transfer Function (for ODE systems) . . . . . . . . . . .

2.3.1 Laplace transform of the convolution integral . . . . 10

2.4 The transfer function for any linear system . . . . . . . . . 11
2.5 Example: DC motor . . . . . . . . . . . . . . . . . . . . . . . 13
2.5.1 Impulse Response of the DC motor . . . . . . . . . . 15
2.5.2 Step Response of the DC motor . . . . . . . . . . . . 16
2.5.3 Deriving the step response from the impulse response 17
2.6 Transforms of signals vs Transfer functions of systems . . 17
2.7 Interconnections of LTI systems . . . . . . . . . . . . . . . . 18
2.7.1 Simplification of block diagrams . . . . . . . . . . . 19
2.8 More transfer function examples

. . . . . . . . . . . . . . . 20

2.9 Key Points . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 22

2.1 Preliminaries
2.1.1

Definition of the impulse function

The impulse can be defined in many different ways, for example:

a)

or b)
T

as 0.

(area= 1 in each case.)

taking limits,
as 0
= (t T )
T

impulse at t = T
(impulse occurs
when argument= 0)

Note: The convergence, as 0, occurs in the sense that both

functions a) and b) have the same properties in the limit:

4

2.1.2 Properties of the impulse function

Consider a continuous function f (t), and let h (t) denote the pulse
approximation to the impulse ( (a) on previous page):

1/ if /2 < t < /2
h (t) =

0
otherwise

f (t)

h (t T )
t

Let
Z

Z T+

1
2
f
(t)
dt
I =
f (t)h (t T ) dt =

Z
1 T+ 2
f (t) dt
=
T
2

Now,
I

=
1

and also
I

max
f (t)

T /2tT +/2

min
f (t)

T /2tT +/2

So, it must be the case that lim0 I = f (T ), that is

Z
lim
f (t)h (t T ) dt =f (T )
0

A similar argument leads to the same result for the triangular

approximation to the impulse ( defined above as (b) ).
Formally, the unit impulse is defined as any function (t) which has
the property

f (t)(t T ) dt = f (T )

(Strictly speaking, (t) is a distribution rather than a function.)

Laplace transform of (t):


L (t)} =

2.1.3

(t)est dt =

es0 = 1

The Impulse and Step Responses

Definition: The impulse response of a system is the output of

the system when the input is an impulse, (t), and all initial
conditions are zero.
Definition: The step response of a system is the output of the
system when the input is a step, H(t), and all initial conditions
are zero.
where H(t) is the unit step function

1 if t 0
H(t) =

0 if t < 0
If you know the impulse response of a system, then the response of
that system to any input can be determined using convolution, as we
shall now show:
6

2.2 The convolution integral

2.2.1 Direct derivation of the convolution integral
LTI system

u(t)

y(t)

(impulse response
= g(t))

INPUT

OUTPUT

impulse response
(t)

g(t)

(t )

g(t )

u()(t )
Z

u()g(t )
Z

u()(t ) d
{z
}

u()g(t ) d

u(t)

Hence, the response to the input u(t) is given by:

y(t) =

u()g(t )d

2.2.2

Alternative statements of the

convolution integral

The convolution integral

y(t) =

u()g(t )d

is abbreviated as

y(t) = u(t) g(t)

Let T = t , so = t T and d = dT
It follows that

y(t) =

u(t T )g(T ) dT

= g(t) u(t)

NOTE: in either form of the convolution integral,

the arguments of u() and g() add up to t

If, in addition,
g(t) = 0 for t < 0 (CAUSALITY)
u(t) = 0 for t < 0 (standing assumption), then
as g(t ) = 0 for t < 0 (i.e. > t)
Z t
u()g(t ) d
y(t) =

as u() = 0 for < 0

and also
as u(t ) = 0 for t < 0 (i.e. > t)
Z t
y(t) =
u(t )g() d

as g() = 0 for < 0

8

2.3 The Transfer Function (for ODE systems)

As an alternative to convolution, the response of a linear system to
arbitrary inputs can be determined using Laplace transforms. This is
clear when the system is described as a linear ODE:
For example, if a linear system has input u and output y satisfying
the ODE
d2 y
du
dy
+
y
=
a
+ bu
+

dt
dt
dt 2

dy 
= y(0) = u(0) = 0,
and if all initial conditions are zero, i.e. dt 
t=0

then taking Laplace transforms gives

s 2 y(s)
+ s y(s)
+ y(s)
= a s u(s)
+ bu(s)
or





s 2 + s + y(s)
= a s + b u(s)

and so

y(s)
=

as + b
s 2 + s +
{z
}
|

u(s)

Transfer function

(the
The function 2a s+b is called the transfer function from u(s)
s +s+

input) to y(s)
(the output).
Clearly the same technique will work for higher order linear ordinary
differential equations (with constant coefficients). For such systems,
the transfer function can be regarded as a placeholder for the
coefficients of the differential equation.

2.3.1

Laplace transform of the convolution integral

We have seen that both convolution with the impulse reponse (in the
time domain) and multiplication by the transfer function (in the
Laplace domain) can both be used to determine the output of a linear
system. What is the relationship between these techniques?
Assume that g(t) = u(t) = 0 for t < 0,

L g(t) u(t)

=L

Z

Z
0

est

Z Z
0

g()u(t ) d
Z

g()u(t ) d dt

est g()u(t ) dt d

Note that is constant for the inner integration, and let

T = t , which implies t = T + and dt = dT ,

(so est = esT es )

giving


L g(t) u(t) =

Z
0

0 es esT g()u(T ) dT d

es g()d





= L g(t) L u(t)

esT u(T )dT

= g(s)
u(s)

In words, a Laplace transform (easy when you get used to them) turns
a convolution (always hard!) into a multiplication (very easy).

10

2.4 The transfer function for any linear system

It follows from the result of the previous section that, if
y(t) = g(t) u(t)
is the response of an LTI system with impulse response g(t) to the
input u(t), then we can also write

y(s)
= G(s) u(s)
where G(s) = Lg(t) is called the transfer function of the system.
It follows that all LTI systems have transfer functions (given by the
Laplace transform of their impulse response).

transfer function

u(t)

g(t)

y(s)=
G(s)u(s)

G(s)

u(s)

y(t)= g(t) u(t)

impulse response

We shall use the notation x(s)

to represent the Laplace transform of a
signal x(t), and uppercase characters to represent transfer functions
(e.g. G(s)).

11

In general a system may have more than one input. In this case, the
transfer function from a particular input to a particular output is
defined as the Laplace transform of that output when an impulse is
applied to the given input, all other inputs are zero and all initial
conditions are zero.
This is most easily seen in the Laplace domain: If an LTI system has an
input u and an output y then we can always write

y(s)
= G(s)u(s)
+ other terms independent of u.

G(s) is then called the transfer function from u(s)

to y(s).
(Or, the

transfer function relating y(s)

and u(s))
Here the other terms could be a result of non-zero initial conditions
or of other non-zero inputs (disturbances, for example).
NOTE: Remember that although the transfer function is defined
in terms of the impulse response, it is usually most easily
calculated directly from the systems differential equations.

12

2.5 Example: DC motor

The following example will illustrate the impulse and step responses
and the transfer function. We take the input to the motor to be the
applied voltage e(t), and the output to be the shaft angular velocity

:= (t).
R

L
B

e(t)
K(t)

1)

(t) = Ki(t)

Linearized motor equation

2)

(t) B(t) = J (t)

Newton

3)

e(t) = Ri(t) + L

di(t)
+ K(t) Kirchoff
dt

Find the effect of e(t) on (t):

Take Laplace Transforms, assuming that (0) = i(0) = 0:

(s) = K i(s)
1)


(s) B (s)

2)
= J s (s)
(0)



3) e(s) = R i(s) + L s i(s) i(0) + K (s)

13


(s) to leave one equation relating e(s)
We can now eliminate i(s)
and

and (s):
First 1) and 2) give:

K i(s)
= (Js + B)(s)
and rearranging 3) gives:
+ K (s)

e(s) = (Ls + R)i(s)

putting these together leads to


(Js + B)

e(s) = (Ls + R)
+ K (s)
K
or, in the standard form (outputs on the left)
K
e(s)
(Ls + R)(Js + B) + K 2
k
(s)
e
=
(sT1 + 1)(sT2 + 1)

(s)
=

for suitable definitions of k, T1 and T2 (assuming real roots).

output

That is,

(s)
=

input
k
e(s)
(T1 s + 1)(T2 s + 1)
|
{z
}

Transfer Function

We call G(s) = (sT +1)(sT +1) the transfer function from e(s) to (s)
1
2

(or, relating (s)

and e(s)).

The diagram
e(s)

G(s)

(s)

represents this relationship between the input and the output:

By using Laplace transforms, all LTI blocks can be
treated as multiplication by a transfer function.
For the lego NXT motor we have k 2.2, T1 54ms and T2 1ms, as
demonstrated in lectures.
14

2.5.1 Impulse Response of the DC motor

To find the impulse response, we let
unit impulse

e(t) = (t)
which implies
e(s) = 1
and put
(0) = i(0) = 0.
So,

(s)
=

k
1
(T2 s + 1)(T1 s + 1)

Split into partial fractions:



1
1
1
1

(s)
=k

+
T1
T2
sT2 + 1
sT1 + 1
1
1
T2
T1


1
1
k

+
=
T1 T2
s + 1/T2
s + 1/T1

Hence,
k
(t) =
T1 T2
e.g.
50

k
(T1 T2 )

t/T2

t/T1

e
} +
| {z }
Fast Transient Slow Transient
e
| {z

T2 1ms

T1 54 ms

slow transient

40

total impulse response

30

(rad/sec)

20

initial value= 0 (= lims0 s (s))

10

10

fast transient

20

30

k
(T1 T2 )

40

50

0.05

0.1

0.15

t (sec)
15

0.2

0.25

0.3

2.5.2

Step Response of the DC motor

To find the step response, we let

e(t) = H(t)
which implies that
e(s) =

1
s

and put
(0) = i(0) = 0
(as for the impulse response.) So,

(s)
=

1
k

(T2 s + 1)(T1 s + 1) s

Split into partial fractions:

T1
1
1
1
T2

(s)
= k +

1
1
s
T1 T2
T1 T2
s + T2
s + T1


(t) = k H(t) +


T2
T1
t/T2
t/T1
e
e

T1 T2
T1 T2
|
{z
} |
{z
}
Fast Transient
Slow Transient

2.5

step

total step response

1.5

kT2
(T1 T2 )

(rad/sec)

Hence,

0.5

fast transient

initial slope= 0

0.5

1.5

kT1
(T1 T2 )

slow transient

2.5

0.05

0.1

0.15

t (sec)

16

0.2

0.25

0.3

2.5.3

Deriving the step response from the

impulse response

For a system with impulse response g(t), the step response is given by
y(t) =

Zt

g()H(t ) d =

Zt

g() d

i.e.
step response = integral of impulse response
Check this on the example. Make sure you understand where the term H(t)
in the step response comes from.

2.6 Transforms of signals vs Transfer functions of

systems
Mathematically there is no distinction, but in practice they have different
interpretations
G(s)

Signals

Systems

L1 G(s)

y(s)
= G(s) u(s)
m

(t)

y(t) = u(t)
Zt
y(t) =
u()d (integrator)

1
s

H(t)

1
s+a

eat

s 2 +2

sin(t)

y(t)
+ 2 y(t) = u(t)

esT

(t T )

y(t) = u(t T )

y(t)
+ ay(t) = u(t)

(lag)

(delay)

In each case, the signal is the impulse response of the system.

17

2.7

Interconnections of LTI systems

x(s)

F (s)

a)

+ v(s)

y(s)

H(s)

(s)
z

G(s)

represents the equations:

v(s)
= F (s)
x (s) + G(s)y(s)
and

(s) = H(s)v(s)

z


(s) = H(s) F (s)x(s)

= z
+ G(s)y(s)
=

H(s)F (s)
|
{z
}

x(s)
+

transfer function

(s)
from x(s)
to z

b)

e(s)

r(s) +

G(s)

H(s)G(s)
|
{z
}

y(s)

transfer function

(s)
from y(s)
to z

y(s)

K(s)
represents the simultaneous equations:

e(s) = r(s) K(s)y(s)

and

y(s)
= G(s)
e(s)

= y(s)
= G(s)
r (s) G(s)K(s)y(s)

= (1 + G(s)K(s))y(s)
= G(s)
r (s)

= y(s)
=

G(s)
r(s)
1 + G(s)K(s)

18

2.7.1

Simplification of block diagrams

Recognizing that blocks represent multiplications, and using the above

formulae, it is often easier to rearrange block diagrams to determine overall

transfer functions, e.g. from u(s)

to y(s)
below.

u(s)
+
+
G3 (s)
G1 (s)
G2 (s)

y(s)

K1 (s)

u(s)
+
+

y(s)
G3 (s)
1 + G3 (s)K1 (s)

G1 (s)G2 (s)

u(s)
+

G1 (s)G2 (s)G3 (s)

1 + G3 (s)K1 (s)

y(s)

G1 (s)G2 (s)G3 (s)

1 + G3 (s)K1 (s)

y(s)
=
u(s)
G1 (s)G2 (s)G3 (s)
1
1 + G3 (s)K1 (s)
or
y(s) =

G1 (s)G2 (s)G3 (s)

u(s)
1 + G3 (s)K1 (s) G1 (s)G2 (s)G3 (s)

19

2.8

More transfer function examples

To obtain the transfer function, in each case, we take all initial conditions to
be zero.
The following three systems all have the same transfer
function (a 1st order lag)
1) Spring/damper system

x(t)

y(t)
= k(x y)
y

+y =x
y
k

=
=

s y(s)
+ y(s)
= x(s)
k

s + 1 y(s)
= x(s)
k

y(s)
=

x(s)
Ts + 1

T = /k

Step Response:

x(s)
=

1
1
T
1

= y(s)
=
=
s
s(sT + 1)
s
sT + 1
y(t)

y(t) = H(t) et/T

20

2) RC network

C y(t)

x(t)

i=C

+y =x
RC y

dy
xy
=
dt
R

(RCs + 1)y(s)
= x(s)
1

x(s)
Ts + 1

y(s)
=

T = RC

3) Water Heater
q(t)

(J/s)
(assuming perfect mixing i.e.
all the water in the tank is at the

M(kg)

m
(kg/s)

same temperature, o )

specific
heat capacity
0 + mc(

q = Mc
o i )
=

o (s) = q
(s)

(s) + mc

(Mcs + mc)
i
1
1
o (s) = 1
(s) +

(s)
q
Ts + 1
mc
Ts + 1 i

input

T = M/m

disturbance

21

2.9 Key Points

The step response is the integral (w.r.t time) of the impulse
response.
The transfer function is the Laplace transform of the impulse
response.
By using transfer functions, block diagrams represent simple
algebraic relationships (all blocks become multiplications).

22