Chapter 2:

CONTINUOUS-TIME
SYSTEMS
Signal Processing 20182019/I
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Introduction
• Every physical system is broadly characterized
by its ability to accept an input such as
voltage, current, force, pressure, displacement,
etc. and to produce an output in response to
this input.

Signal Processing 20182019/I

Suzairi Daud, Ph.D
Introduction
For example,
i. A radar receiver is an electronic system whose
input is the reflection of an electromagnetic
signal from the target and whose output is a video
signal displayed on the radar screen.
ii. A robot system whose input is an electric control
signal and whose output is the robot motion or
action.
iii. A filter whose input is a signal corrupted by noise
and interference and whose output is the desired
signal.
• In brief, a system can be viewed as a process that
result in transforming input signal into output signals.
Signal Processing 20182019/I
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Continuous-Time and Discrete-
Time Systems
• A continuous time system is one in which
continuous-time input signals are transformed
into continuous-time output signals.
• Such a system is represented pictorially as
shown in Figure 2.1.1 (a), where 𝑥 𝑡 is the
input, and 𝑦 𝑡 is the output.
• Similarly, a discrete-time system is one that
transforms discrete-time inputs into discrete-
time output and is shown in Figure 2.1.1 (b).
Signal Processing 20182019/I
Suzairi Daud, Ph.D
Continuous-Time and Discrete-Time Systems

Figure 2.1.1 Example of continuous-time and discrete-time signals

Signal Processing 20182019/I

Suzairi Daud, Ph.D
Classification of Continuous-
Time Systems
• Our intent in this section is to lend additional
substance to the concept of systems by discussing the
classification of systems according to the way the
system interacts with the input signal.
• This interaction, which defines the model for the
system, can be linear or nonlinear, time-invariant or
time-varying, memoryless or with memory, causal or
noncausal, stable or unstable, and deterministic or
nondeterministic.
• For the most part, we are concern with linear, time-
invariant, deterministic systems. In this section, we
briefly examine the properties of each of these classes.
Signal Processing 20182019/I
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Linear and Nonlinear Systems
• When the system is linear, the superposition
principle can be applied.
• This important fact is precisely the reason that
the technique of linear-system analysis have
been so well developed.
• Superposition simply implies that the
responses resulting from each input signal can
be computed as the sum of the responses
resulting from each input signal acting alone.

Signal Processing 20182019/I

Suzairi Daud, Ph.D
Linear and Nonlinear Systems

• Mathematically, the superposition principle can

be stated as follows;
• Let 𝑦1 𝑡 be the response of a continuous-time
system to an input 𝑥1 𝑡 and 𝑦2 𝑡 be the
response corresponding to the input 𝑥2 𝑡 . Then
the system is linear (follows the principle of
superposition) if:
i. The response to 𝑥1 𝑡 + 𝑥2 𝑡 is 𝑦1 𝑡 + 𝑦2 𝑡 ; and
ii. The response to 𝛼𝑥1 𝑡 is 𝛼𝑦1 𝑡 where 𝛼 is any
arbitrary constant.
Signal Processing 20182019/I
Suzairi Daud, Ph.D
Linear and Nonlinear Systems
• The first property is referred to as the additivity
property.
• The second is referred to as the homogeneity
property.

• These two properties defining a linear system can

be combined into a single statement as:
𝛼𝑥1 𝑡 + 𝛽𝑥2 𝑡 → 𝛼𝑦1 𝑡 + 𝛽𝑦2 𝑡 (2.2.1)
where the notation 𝑥 𝑡 → 𝑦 𝑡 represents the input/output relation of
a continuous-time system.
• A system is said to be nonlinear if Equation (2.2.1)
is not valid for at least one set of 𝑥1 𝑡 , 𝑥2 𝑡 , 𝛼, and
𝛽. Signal Processing 20182019/I
Suzairi Daud, Ph.D
Example 2.2.1

Consider the voltage divider shown in Figure 2.2.1 with 𝑅1 = 𝑅2 . For input 𝑥 𝑡 and output 𝑦 𝑡 , this is
a linear system. The input/output relation can be explicitly written as:
𝑅2 1
𝑦 𝑡 =𝑅 𝑥 𝑡 = 2𝑥 𝑡
1 +𝑅2

The transformation involve only a constant multiplication. Prove that the system is indeed linear and
show that Equation (2.2.1) is satisfied. Consider the input 𝑥 𝑡 = 𝑎𝑥1 𝑡 + 𝑏𝑥2 𝑡 .

Figure 2.2.1 System for Example 2.2.1

Signal Processing 20182019/I
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Signal Processing 20182019/I
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Example 2.2.2

Determine the following systems are linear or nonlinear.

𝑑𝑥 𝑡
a) 𝑦 𝑡 = 𝐾
𝑑𝑡
b) 𝑦 𝑡 = 𝑒𝑥𝑝 𝑥 𝑡
Consider the input 𝑥 𝑡 = 𝑎𝑥1 𝑡 + 𝑏𝑥2 𝑡

Signal Processing 20182019/I

Suzairi Daud, Ph.D
Signal Processing 20182019/I
Suzairi Daud, Ph.D
Linear and Nonlinear Systems

• The concept of linearity is very important in system

theory.
• The principle of superposition can be invoked to
determine the response of a linear system to an
arbitrary input if that input can be decomposed into
the sum (possibly an infinite sum) of several basic
signal.
• The response to each basic signal can be computed
separately and added to compute the overall system
response.
• This technique is used repeatedly through the text
and in most cases yield closed-form mathematical
results. This is not possible for nonlinear system. Signal Processing 20182019/I
Suzairi Daud, Ph.D
Linear and Nonlinear Systems

• Many physical systems, when analyzed in

detail, demonstrate nonlinear behaviour.
• In such situation, a solution for a given set of
initial condition and excitation can be found
either analytically or with the aid of a
computer.
• Frequently, it is required to determine the
behaviour of the system in the neighborhood of
this solution.

Signal Processing 20182019/I

Suzairi Daud, Ph.D
Linear and Nonlinear Systems

• A common technique of treating such problems

is to approximate the system by a linear model
that is valid in the neighborhood of the
operating point.
• This technique is referred to a linearization.
• Some important example are the small-signal
analysis technique applied to transistor circuit
and the small-signal model of a simple
pendulum.

Signal Processing 20182019/I

Suzairi Daud, Ph.D
Time-Varying and Time-Invariant
Systems
• A system is said to be time-invariant if a time
shift in the input signal causes an identical
time shift in the output signal.
• Specifically, if 𝑦 𝑡 is the output corresponding
to input 𝑥 𝑡 , a time-invariant system will have
𝑦 𝑡 − 𝑡𝑜 as the output when 𝑥 𝑡 − 𝑡𝑜 is the input.
• That is, the rule used to compute the system
output does not depend on the time at which
the input is applied.
Signal Processing 20182019/I
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Time-Varying and Time-Invariant Systems

The procedure for testing whether a system is time-

invariant or not is summarized in the following steps:

1. Let 𝑦1 𝑡 be the output corresponding to 𝑥1 𝑡 .

2. Consider a second input 𝑥2 𝑡 , obtained by shifting
𝑥1 𝑡 , 𝑡 = 𝑥1 𝑡 − 𝑡𝑜 and find the output 𝑦2 𝑡
corresponding to the input 𝑥2 𝒕 .
3. From step 1, find 𝑦1 𝑡 − 𝑡𝑜 and compare with 𝑦2 𝑡 .
4. If 𝑦2 𝑡 = 𝑦1 𝑡 − 𝑡𝑜 , then the system is time-invariant,
otherwise it is a time-varying system.

Signal Processing 20182019/I

Suzairi Daud, Ph.D
Example 2.2.4

Determine either the following systems are time-invariant:

a) 𝑦 𝑡 = cos 𝑥 𝑡
b) 𝑦 𝑡 = 𝑥 𝑡 cos 𝑡

Signal Processing 20182019/I

Suzairi Daud, Ph.D
Signal Processing 20182019/I
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Systems With and Without
Memory
• For most systems, the input and outputs are
function of the independent variable.
• A system is said to be memoryless, or
instantaneous, if the present value of the
output depends only on the present value of the
input.

Signal Processing 20182019/I

Suzairi Daud, Ph.D
Systems With and Without Memory

• For example a resistor is a memoryless

system, since with input 𝑥 𝑡 taken as the
current and output 𝑦 𝑡 taken as the voltage.
• The input/output relationship is:
𝑦 𝑡 = 𝑅𝑥 𝑡
where 𝑅 is the resistance. Thus, the value of 𝑦 𝑡 at any instant
depend only on the value of 𝑥 𝑡 at that instant.
• On the other hand, a capacitor is an example of
a system with memory.

Signal Processing 20182019/I

Suzairi Daud, Ph.D
Systems With and Without Memory

• With input taken as the current and output as

the voltage, the input/output relationship in the
case of the capacitor is:
𝑡
1
𝑦 𝑡 = 𝑥 𝜏 𝑑𝜏
𝐶
−∞
where 𝐶 is the capacitance.

• It is obvious that the output at any time 𝑡

depends on the entire past history of the input.
Signal Processing 20182019/I
Suzairi Daud, Ph.D
Systems With and Without Memory

• If the system is memoryless, or instantaneous,

then the input/output relationship can be
written in the form:
𝑦 𝑡 =𝐹 𝑥 𝑡 (2.2.13)

• For linear systems, this relation reduces to:

𝑦 𝑡 =𝑘 𝑡 𝑥 𝑡
• And if the system is also time-invariant:
𝑦 𝑡 = 𝑘𝑥 𝑡
where 𝑘 is a constant. Signal Processing 20182019/I
Suzairi Daud, Ph.D
Systems With and Without Memory

• An example of a linear time-invariant

memoryless system is the mechanical damper.
• The linear dependence between force 𝑓 𝑡 and
velocity 𝑣 𝑡 is:
1
𝑣 𝑡 = 𝑓 𝑡
𝐷
where 𝐷 is the damping constant.

• A system whose response at instant 𝑡 is

completely determined by the input signal over
the past 𝑇 seconds (interval from 𝑡 − 𝑇 to 𝑡) is
a finite-memory system having a memory of
length 𝑇 units of time. Signal Processing 20182019/I
Suzairi Daud, Ph.D
Systems With and Without Memory

• A system whose response at instant 𝑡 is

completely determined by the input signal over
the past 𝑇 seconds (interval from 𝑡 − 𝑇 to 𝑡) is
a finite-memory system having a memory of
length 𝑇 units of time.

Signal Processing 20182019/I

Suzairi Daud, Ph.D