Lecture Notes 1

Electrical and Electronics Engineering - 5670402

Discrete Time Systems
Fall, 2018-2019

1. C ONTINUOUS - & D ISCRETE -T IME S IGNALS

A continuous time bilateral signal is a mapping defined by f : R 7→ R (or for unilateral case
f : R+ 7→ R). Examples

f (t) = sin(t) , f (t) = et , f (t) = u(t) , f (t) = δ(t) , where t ∈ R

A discrete time bilateral signal is a mapping defined by g : Z 7→ R (or for unilateral case
g : Z+ 7→ R). Examples

f [n] = sin[n] , f [n] = 5n , f [n] = u[n] , f [n] = δ[n] , where n ∈ Z

Graphical Examples

CT Signal DT Signal

u(t) u[k]

t k
F IGURE 1. CT vs DT Signal

1
 2. C ONTINUOUS - & D ISCRETE -T IME DYNAMICAL S YSTEMS
The system is modeled as a mapping from a set of input signals, u(t) or u[n], to a set of output
signals, y(t) or y[n]. We may represent continuous time and discrete time maps as

Continuous − Time : y(t) = (Sc u)(t)

Discrete − Time : y[n] = (Sd u)[n]

Operation is performed on the entire input signal, u(·) or u[·] where the mappings Sc and Sd
yield the signals y(·) and y[·].

2.1. Properties of Input–Output Systems.

• Linearity
A continuous time system is linear if and only if

(Sc (αu1 + βu2 ))(t) = α(Sc u1 )(t) + β(Sc u2 )(t)

∀α, β, u1 (·), & u2 (·)
A discrete time system is linear if and only if

(Sd (αu1 + βu2 ))[n] = α(Sd u1 )[n] + β(Sd u2 )[n]

∀α, β, u1 [·], & u2 [·]
• Time Invariance
Let σT be the time-shift operator as
(σT u)(t) = u(t − T )
Then a continuous time system is time-invariant if and only if

(Sc σT u))(t) = y(t − T ) ∀T ∈ R, where (Sc u)(t) = y(t) ∀T ∈ R

Similarly for discrete time systems

(Sd σk u))[n] = y[n − k] ∀k ∈ Z, where (Sd u))[n] = y[n]

 • Memoryless Systems:
A continuous time system is memoryless if and only if y(t) only depends on u(t), ∀ t ∈
R.
A discrete time system is memoryless if and only if y[n] only depends on u[n], ∀ n ∈ Z.

• Causality:
We say the system is causal if the output does not depend on future values of the input.
Mathematically we can show causality using the truncation operator, PT . For continuous
systems truncation is defined as

u(t) for t ≤ T
(PT u)(t) =
0 otherwise
for discrete systems

u[n] for n ≤ k
(Pk u)[n] =
0 otherwise

then the system, S (continuous or discrete), is said to be causal if PT S = PT SPT , ∀T

• Finite & Infinite Dimensional Systems:

A continuous time dynamical system, Sc , is finite dimensional if there exist an ODE in
u, y that models Sc .
A discrete time dynamical system, Sd , is finite dimensional if there exist an Ordinary
Difference Equation in u, y that models Sd .
2.2. Examples.

(1) u(t) = τ (t), y(t) = θ(t)

Non-linear, Time-invariant, causal, system has memory, and finite dimensional

(2) Now let’s assume that g = 0, what happens?
Linear, Time-invariant, causal, system has memory, and finite dimensional
Rt
(3) y(t) = (t − s)3 u(s)ds
0

Linear, causal, system has memory, finite dimensional,

Since the system is causal it may be OK to assume that the set of inputs are limited to
causal signals and the convolution is unilateral. In this case the system is time-invariant.
However if non-causal signals are allowed then the system becomes time-varying.
 3. R EPRESENTATIONS OF DYNAMICAL S YSTEMS

3.1. Differential & Difference Equations.

• Continuous Time Systems - ODEs

Linear Time Invariant System (LTI)

an y (n) + ... + a1 y 0 + a0 y = bn u(n) + ... + b1 u0 + b0 u

Linear Time Varying System (LTV)

an (t)y (n) + ... + a1 (t)y 0 + a0 (t)y = bn (t)u(n) + ... + b1 (t)u0 + b0 (t)u

Non-linear Time Invariant System

y (n) = f (y (n−1) , ..., y 0 , y, u(n) , ..., u0 , u)

Non-linear Time Varying System

y (n) = f (y (n−1) , ..., y 0 , y, u(n) , ..., u0 , u, t)

• Discrete Time Systems - Difference Equations

Discrete-Time Linear Time Invariant System (LTI)

an y[k] + an−1 y[k − 1] + ... + a0 y[k − n] = bn u[k] + ... + b0 u[k − n]

Discrete-Time Linear Time Varying System (LTV)

an [k]y[k] + an−1 [k]y[k − 1] + ... + a0 [k]y[k − n] = bn [k]u[k] + ... + b0 [k]u[k − n]

Non-linear Time Invariant System

y[k] = f (y[k − 1], ..., y[k − n], u[k], ..., u[k − n])

Non-linear Time Varying System

y[k] = f (y[k − 1], ..., y[k − n], u[k], ..., u[k − n], k)
 Discussion
• When an ODE representation becomes memoryless?
• When a difference equation representation becomes memoryless?
• What about infinite dimensional systems?
• What about causality?

3.2. State-Space Representation of Dynamical Systems.

• Continuous-Time Dynamical Systems
Linear Time Invariant Systems

Let x(t) ∈ Rn , y(t) ∈ R , u(t) ∈ R,

ẋ(t) = Ax(t) + Bu(t),
y(t) = Cx(t) + Du(t),
where A ∈ Rn×n , B ∈ Rn×1 , C ∈ R1×n , D ∈ R
Linear Time Varying Systems

Let x(t) ∈ Rn , y(t) ∈ R , u(t) ∈ R,

ẋ(t) = A(t)x(t) + B(t)u(t),
y(t) = C(t)x(t) + D(t)u(t),
where A(t) ∈ Rn×n , B(t) ∈ Rn×1 , C(t) ∈ R1×n , D(t) ∈ R
Non-Linear Time Invariant Systems

Let x(t) ∈ Rn , y(t) ∈ R , u(t) ∈ R,

ẋ(t) = F (x(t), u(t)),
y(t) = H(x(t), u(t)),
Non-Linear Time Varying Systems

Let x(t) ∈ Rn , y(t) ∈ R , u(t) ∈ R,

ẋ(t) = F (x(t), u(t), t),
y(t) = H(x(t), u(t), t),
• Discrete-Time Dynamical Systems
Linear Time Invariant Systems

Let x[n] ∈ Rn , y[n] ∈ R , u[n] ∈ R,

x[n + 1] = Ax[n] + Bu[n],
y[n] = Cx[n] + Du[n],
where A ∈ Rn×n , B ∈ Rn×1 , C ∈ R1×n , D ∈ R
 Linear Time Varying Systems

Let x[n] ∈ Rn , y[n] ∈ R , u[n] ∈ R,

x[n + 1] = A[n]x[n] + B[n]u[n],
y[n] = C[n]x[n] + D[n]u[n],
where A[n] ∈ Rn×n , B[n] ∈ Rn×1 , C[n] ∈ R1×n , D[n] ∈ R
Non-Linear Time Invariant Systems

Let x[n] ∈ Rn , y[n] ∈ R , u[n]inR,

x[n + 1] = F (x[n], u[n]),
y[n] = H(x[n], u[n]),
Non-Linear Time Varying Systems

Let x[n] ∈ Rn , y[n] ∈ R , u[n] ∈ R,

x[n + 1] = F (x[n], u[n], n),
y[n] = H(x[n], u[n], n),

Discussion
• When a state-space representation becomes memoryless?
• What about infinite dimensional systems?
• What about causality?

3.3. Impulse-Response Representation of Dynamical Systems.

• Continuous-Time Dynamical Systems
Linear Time Invariant Systems

Z∞
y(t) = h(t) ∗ u(t) = h(t − τ )u(τ )dτ
−∞

Linear Time Varying Systems

Z∞
y(t) = h(t, τ )u(τ )dτ
−∞

where h(t, τ ) is called time-varying impulse response function.

• Discrete-Time Dynamical Systems

Linear Time Invariant Systems
 ∞
X
y[n] = h[n − k]u[k]
k=−∞

Linear Time Varying Systems

∞
X
y[n] = h[n, k]u[k]
k=−∞

Discussion
• Under what condition(s) an impulse response representation becomes memoryless?
• Under what condition(s) an impulse response representation becomes causal?
• What about finite and infinite dimensional systems?
• What are the differences between continuous time and discrete time impulse response?
3.4. Transfer Functions Representation of Dynamical Systems.
• Continuous-Time Dynamical Systems
Linear Time Invariant Systems

Y (s) = G(s)U (s), where,

Y (s) = L{y(t)} , & U (s) = L{u(t)}

• Discrete-Time Dynamical Systems

Linear Time Invariant Systems

Y (z) = G(z)U (z), where,

Y (z) = Z{y[n]} , & U (z) = Z{u[n]}

Discussion
– Can we model/represent non-linear systems using transfer functions?
– Can we model/represent linear time-varying systems using transfer functions?
– What about finite and infinite dimensional systems?
– What about causality?