Signals and Systems

EEEG 221

Madhav P Pandey*
DoEEE, KU * Compiled by

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Systems and Their Properties

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 Systems
Interconnection of components, devices or subsystems.
A system can be viewed as a process in which input
signals are transformed by the system or cause the
system to respond in some way, resulting in other signals
as outputs.

System may also be defined as interconnection of

operations that transforms an input signal to an out
signal.
If H is the operator that defines the action of the system,
y (t )  H x(t ) y[n]  H x[n] 3
 Systems
Systems processes signals in order to modify or extract
information from the signals.
May consist of physical components (hardware
realization) or an algorithm (software realization).
A system is characterized by its inputs, its outputs and
the rules of operation that describe its behavior
(mathematical model).
A CT system has a CT signal as input and some another
CT signal as output.

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 DT Systems
A DT system is defined as a transformation or operator
that maps an input sequence with values x[n] into an output
sequence with values y[n] .

e.g., y[n]  2 x[n] Amplifier

n
y[n]   x[k ]
k  
Accumulator

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y[n]  x[n]  x[n  1] moving average system
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 System Memory
A system is said to have memory if its output depends on
past or future values of the input signal. A system is said to
be memoryless if the output depends only on the present
value of input but not on past and future input values.

A CT system is called a memoryless system if, the output

y(t) at every value of t depends only on the input x(t) at the
same value of t.
A DT system is called a memoryless system if, the output
y[n] at every value of n depends only on the input x[n] at
the same value of n.

Also called static systems

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 System Memory
Some examples of memory less systems:
y[n]  x[n]  2 x 2 [n]
y (t )  K x(t ) An amplifier

y (t )  x(t ) The identity system

Some examples of system with memory:

y[n]  x[n  1] Unit delay
n
y[n]   x[k ]  y[n  1]  x[n]
k  
Accumulator

Note that, in alternative representation, system needs past output.

t
1
y (t )   x()d Capacitor voltage
C  7
 Causality
A system is said to be causal if the present value of the
output signal depends only on the present or past values of
the input signal.
In contrast, the output of a noncausal system depends on
one or more future values of the input signal.
Consequently, if two inputs to a causal system are
identical up to some point in time to or n0, the corresponding
outputs must also be equal up to this same time.
Causal systems are also called nonanticipative systems.
All memoryless systems are causal.
Causality is a required condition for a system to be
capable of operating in real time. 8
 Causality
A DT system is called a causal system if, the output y[n]
at any value of n0 depends only on the input x[n] at the
values of n<n0.

Some causal systems:

y[n]  2 x[n]  5 x 2 [n  1]
A RC circuit is a causal system

y[n]  13 x[n]  x[n  1]  x[n  2] A causal moving average system

Some non causal systems:

y (t )  x(t  1) CT unit advance system

y[n]  13 x[n  1]  x[n]  x[n  1] A noncausal moving average system

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 Causality
Only causal systems can operate in real time does not
mean that non causal systems does not exist in practice.
Non causal systems are possible to implement and are
employed in many signal processing where independent
variable is not time. As an example in images.
Also in offline processing or recorded signals (as done in
cases of speech processing) noncausal systems may be
used.
 Linearity
A system is called a linear system if, it follows the
superposition principle (additive and homogeneity
properties).
If an input consists of weighted sum of several signals,
for the linear system, the output is also the weighted sum of
the responses to the system to each of those signals.
If the system violates either the principle of homogeneity
or the additive principle, it is said to be nonlinear.
Linear Systems Nonlinear Systems
y[n]  13 x[n]  x[n  1]  x[n  2] y (t )  x 2 (t )
y (t )  t x(t ) y (t )  x(t ) x(t  1)
y[n]  x[n  1] y[n]  2 x[n]  2 11
 Linearity
For a linear CT system, if
x1 (t ) 
 y1 (t )
and x2 (t ) 
 y2 (t )
then, for constants A and B,
x3 (t )  A x1 (t )  B x2 (t ) 
 y3 (t )  A y1 (t )  B y2 (t )
For linear DT system, if
x1[n] 
 y1[n]
and x2 [n] 
 y2 [n]
then, for constants A and B,
x3 [n]  A x1[n]  B x2 [n] 
 y3 [n]  A y1[n]  B y2 [n] 12
 Linearity

Output in both cases must be equal, if H is the operator of a linear system

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 Checking Linearity
Steps:
1. Consider two arbitrary inputs x1(t) and x2(t).
2. Find the respective outputs y1(t) and y2(t) respectively.
3. Consider new input x3(t)=A x1(t)+B x2(t).
4. Find the corresponding output y3(t).
5. Compute y’(t)=A y1(t)+B y2(t).
6. If y3(t)=y’(t), the system is linear, otherwise nonlinear.

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 Checking Linearity

Another example

Can you check for:

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 Time Invariance
A system is said to be time invariant if the properties
(behaviour and characteristics) of the system does not
change with time.
Specifically, a system is called a time invariant system if,
a time shift or delay in the input signal causes an identical
corresponding time shift in the output and nothing else.

Mathematically, for a time invariant system,

if, x[n]  y[n]
then, x[n  n0 ]  y[n  n0 ]
For a CT system,
if, x(t ) 
 y (t )
then, x(t  t0 ) 
 y (t  t0 )
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 Time Invariance
Some examples:
Time Invariant Systems Time Variant Systems
y[n]  x[n]  x[n  1] y[n]  x[ Mn]
y (t )  sinx(t ) y (t )  t x(t )

Steps to Check Time Invariance

1. Consider any arbitrary input x(t).
2. Find the respective output y(t).
3. Consider new input x’(t)= x(t-t0).
4. Find the corresponding output y\(t).
5. Compute y(t-t0).
6. If y’(t)=y(t-t0), the system is time invariant, otherwise time variant

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 Time Invariance
Some examples:

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 Time Invariance
Some examples:
y (t )  x(2t )

Current through an inductor for provided voltage is

represented as:
Check if inductor is time invariant or not. 19
 Invertibility
A system is said to be invertible if the inputs of the
system can be recovered from the output. If the input of the
system can not be identified looking at its output, the
system is called noninvertible system.

For a system to be invertible, distinct (unique) input must

lead to a distinct (unique) output. If multiple inputs lead to
same output, the system is non invertible.

In other words, a system is called invertible if there

exists an inverse system which when cascaded with the
original system gives the output equal to the input of the
original system.
 Invertibility

For e.g., a system defined by y (t )  2 x(t ) is invertible

and the inverse system is y (t )  12 x(t )

Similarly, for an accumulator:

In contrast, following systems are not invertible:

y (t )  x 2 (t ) y[n]  0 y[n]  x[n]
 Stability
A system is said to be stable if, small inputs lead to the
outputs that do not diverge.
An example is a pendulum in which gravity and the
frictional forces always tend to damp the deviation and
bring the pendulum to a stable position.
In contrast an inverted pendulum is an unstable system.
In quantitative sense, stability is usually measured as
BIBO stability.

A system is stable in the bounded-input bounded-output

(BIBO) sense if and only if every bounded input signal
produces a bounded output signal.
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 Stability
Mathematically, for a stable system,
if, x(t ) 
 y (t )
then for all x(t )  Bx   , for all t
y (t )  B y   for all t
for a stable DT system, if x[n]  y[n]
Then, for all x[n]  Bx   for all n
y[n]  B y   for all n
Examples of unstable system include RC circuits,
automobiles considering friction etc…
Examples of unstable system include, population growth
with unlimited food supplies and no predator, chain
reaction, Bank balance with no withdrawal etc. 23
 Stability
Case of Tacoma Narrows Suspension bridge 1940,
Washington:

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 Checking BIBO Stability
Steps:
1. Consider a bounded inputs x(t) such that x(t )  A  
2. Find the respective outputs y(t).
3. Check if y(t )  B  
4. If yes, stable . Otherwise unstable.
Lets apply this for following two systems:
S1 : y (t )  t x(t )

S 2 : y (t )  e x (t )

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 Linear Time Invariant Systems
Any system which follows both linearity and time
invariance are called Linear Time Invariant (LTI) System .

Many physical processes and practical systems satisfy

linearity and time invariance so can be modeled as LTI
systems.

LTI systems are represented by impulse responses and

difference equations.

Output of the system is given by convolution between its

input signal and impulse response.
y[n]  x[n]  h[n] y (t )  x(t )  h(t ) 26
 Impulse Response
Impulse response of a system is the output of the system
when the input is an unit impulse signal.

CT LTI System DT LTI System

(t) h(t) [n] h[n]

Usually represented as h(t) or h[n].

Any LTI system can be completely represented using its
impulse response. It means, if impulse response is known,
output can be computed for any other arbitrary input signal.
Impulse response representation of a LTI system is based
on fact that any CT or DT signal can be represented as
linear combination of shifted impulses. 27
LTI Systems & Impulse Response
For any DT LTI system with input x[n] and impulse
response h[n], the output signal y[n] is given by:

y[n] 


 x[k ]h[n  k ] Convolution Sum 

k  
x[n]  h[n]   x[k ]h[n  k ]
k  

For any CT LTI system with input x(t) and impulse

response h(t), the output signal y(t) is given by:

Convolution Integral
y (t )   x()h(t  )d 
 x(t )  h(t )   x()h(t  )d


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Expressing Signals as Sum of Impulses
Let us consider a DT signal x[n].

and so on……29
 Convolution Sum
In previous figures, clearly we see that:

and so on……
Now, we can see that if we add all those signals, we get
x[n].

In general expression,

x[n]   x[k ][n  k ]
k  
Shifting property of DT unit impulse signal

Any DT signal can be expressed as sum of scaled and shifted unit impulses.
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 Convolution Sum
Let us consider a LTI system with input x[n], output y[n]
and impulse response h[n].
[n] 
 h[n] As the impulse response is h[n]

[n  k ] 
 h[n  k ] As the system is time invariant

x[k ][n  k ] 
 x[k ]h[n  k ] As the system is linear
 

 x[k ][n  k ]   x[k ]h[n  k ]

k   k  
As the system is linear


x[n] 
 y[n]   x[k ]h[n  k ]
k  
As the output is y[n]


y[n]  x[n] * h[n]   x[k ]h[n  k ]
k  
The Convolution Sum
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Convolution: Understanding

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Convolution

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 Fold and Shift Interpretation:
Graphical Convolution
Convolution operation can be graphically interpreted as
following:
1. Obtain h[k] and x[k] from h[n] and x[n] by replacing n with k.
2. Folding: Fold h[k] about k=0 to obtain h[-k]
3. Shifting: Shift h[-k] by n0 to the right if n0 is positive and left
if n0 is negative, to obtain h[n0 -k].
4. Multiplication: Multiply x[k] by h[n0 -k] to obtain product
sequence vn0[k]=x[k] h[n0 -k].
5. Summation: Sum all the values of the product sequence vn0[k]
to obtain the value of the output at time n= n0.
6. Repeat steps 3 to 5 for all possible values of n.

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Fold and Shift Interpretation:
Graphical Convolution

y[0]  2  2  4 35
 Fold and Shift Interpretation:
Graphical Convolution

y[1]  1  4  3  8

Similarly we can compute:

y[2]  8 y[3]  3 y[4]  2 y[5]  1

y[n]  0 for n  5
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 Fold and Shift Interpretation:
Graphical Convolution
What about negative values of n?

y[1]  1

Similarly we can compute: y[2]  0 y[3]  0 y[4]  0

y[n]  0 for n  1
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 Fold and Shift Interpretation:
Graphical Convolution
Finally,

In general, if x[n] has length N and h[n] has length M, then the convolution
between then will have length M+N-1. 38
 For Signals of Infinite Length
• Find the output of the system for:
x[n]   nu[n] 0    1 h[n]  u[n]

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 For Signals of Infinite Length
•

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For Signals of Infinite Length

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 For Signals of Infinite Length
•

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Expressing CT Signals as Sum of Impulses

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Convolution !!!!!

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Convolution !!!!!

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The Professor We are closely following !!!

Prof. Alan Victor Oppenheim, MIT (born 1937)

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Expressing CT Signals as Sum of Impulses
Let us consider a
CT signal
x(t).

and so on…… 47
Expressing CT Signals as Sum of Impulses
If we add all above signals, we get a staircase
approximation of x(t).

When Δ is very small the approximation nears x(t).

Finally,
Shifting property of
CT unit impulse signal
Any CT signal can be expressed as integral of scaled and shifted
unit impulses. 48
 Convolution Integral
Let us consider a LTI system with input x(t), output y(t)
and impulse response h(t).
(t ) 
 h(t ) As the impulse response is h(t)

(t  ) 
 h(t  ) As the system is time invariant

x()(t  ) 
 x()h(t  ) As the system is linear
 

 x()(t  )d   x()h(t  )d

 
As the system is linear

x(t ) 
 y (t )   x()h(t  )d

As the output is y(t)


y (t )  x(t ) * h(t )   x()h(t  )d

The Convolution Integral
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 Fold and Shift Interpretation:
CT Graphical Convolution
Convolution operation can be graphically interpreted as
following:
1. Obtain h(τ) and x(τ) from h(t) and x(t) by replacing t with τ.
2. Folding: Fold h(τ) about τ=0 to obtain h(-τ)
3. Shifting: Shift h(-τ) by t to the right if t is positive and left if t
is negative, to obtain h(t-τ).
4. Multiplication: Multiply x(τ) by h(t-τ) to obtain product signal
x(τ) h(t-τ).
5. Integration: Integrate the product signal.
6. Repeat steps 3 to 5 for all possible values of t.

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 CT Convolution : Example
Convolution operation can be graphically interpreted as
x(t )  e  at u (t ) a0
h(t )  u (t )

h(τ) h(-τ)

1 1

τ τ
0 0
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 CT Convolution : Example
h(t-τ) h(t-τ)

1 t<0 1 t>0

t 0 τ 0 t τ

Clearly, for t<0, there is no overlapping region in x(τ) and h(t-τ).

So, the product signal x(τ) h(t-τ) is zero for all τ.
Thus y(t)=0 for t<0.

For t>0, x(τ) and h(t-τ) overlap from τ=0 to τ=t. For the
overlapping range, the product x(τ) h(t-τ) =e-aτ. So, for t >0,
 t
y (t )   x() h(t  )d   e  a d
 0 52
 CT Convolution : Example
for t >0,
t

 1  e  at 
t 1  a 1
y (t )   e  a
d   e
0 a 0 a

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CT Convolution : Example
1, 0t T t , 0  t  2T
x(t )   h(t )  
0, otherwise 0, otherwise

x(τ) h(τ)
2T
1

0 T τ 0 2T τ

h(-τ) h(t-τ)
2T 2T
t<0

-2T 0 τ t-2T t 0 τ
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 CT Convolution : Example
For t<0, no overlapping. So, y(t)=0.

For 0<t<T, overlapping from 0<τ<t. Product is: x(τ)h(t-τ)=t-τ

For T<t<2T, overlapping from 0<τ<T. Product is: x(τ)h(t-τ)=t-τ

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 CT Convolution : Example

For 2T<t<3T, overlapping from t-2T<τ<T. Product is: x(τ)h(t-τ)=t-τ

For t>3T, no overlapping. So, Product is: x(τ)h(t-τ)=0 56

 CT Convolution : Example
For 0<t<T,
t t
2 t
y (t )   x() h(t  )d   (t  )d  (t   )  t 2  12 t 2  12 t 2
1
2
0 0 0

For T<t<2T,
T T
2 T
y (t )   x() h(t  )d   (t  )d  (t   )  tT  12 T 2
1
2
0 0 0

For 2T<t<3T,
T T
2 T
y (t )   x() h(t  )d   (t  )d  (t   )
1
2
 32 T 2  tT  12 t 2
t  2T 2  2T 2  2T

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 Commutative Property
Convolution is a commutative operation, meaning that
order of operands does not matter.

x(t )  h(t )  h(t )  x(t ) and x[n]  h[n]  h[n]  x[n]


Proof: x[n]  h[n]   x[k ]h[n  k ]
k  
Let n-k=p
 
  x[n  p ]h[ p]   h[ p]x[n  p]  h[n]  x[n]
p  p  

x[n] h[n] Is same to h[n]

y[n] x[n] y[n]

Interchanging the role of input and impulse response does

not change the output of the system. 58
 Commutative Property
For Integral,

x(t )  h(t )   x()h(t  )d

Let t-τ=p

  x(t  p)h( p)dp


  h( p ) x(t  p )dp


 h(t )  x(t )
x(t) h(t) y(t) Is same to h(t) x(t) y(t)

Interchanging the role of input and impulse response does

not change the output of the system. 59
 Distributive Property
Convolution operation is distributive over addition.
x[n]  h1[n]  h2 [n]  x[n]  h1[n] x[n]  h2 [n]
x(t )  h1 (t )  h2 (t )  x(t )  h1 (t ) x(t )  h2 (t )
Proof: Let, h1[n]  h2 [n]  h3 [n]

x[n]  h1[n]  h2 [n]   x[k ]h [n  k ]
3
k  

  x[k ]h [n  k ]  h [n  k ]
k  
1 2

 
  x[k ]h [n  k ]   x[k ]h [n  k ]
k  
1
k  
2

 x[n]  h1[n] x[n]  h2 [n] 60

 Distributive Property
Proof: Let, h1 (t )  h2 (t )  h3 (t )
x(t )  h1 (t )  h2 (t )  x(t )  h3 (t )

  x()h (t  )d

3


  x()h (t  )  h (t  )d

1 2

 
  x()h (t  )d   x()h (t  )d

1

2

 x(t )  h1 (t ) x(t )  h2 (t )

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 Parallel connection

y[n]  x[n]  h1[n] x[n]  h2 [n]

By application of distributive property, above system is

equivalent to:

y[n]  x[n]  h1[n]  h2 [n]

When two or more LTI systems are connected in parallel, it

is equivalent to a single system whose impulse response is
equal to the sum of individual responses. 62
 Associative Property
Convolution is associative operation, meaning that rearranging
the parenthesis in an expression does not change the result.
x[n]  h1[n] h2 [n]  x[n]  h1[n] h2 [n]
Proof:
Let, h1[n] * h2 [n]  h3[n] 
So, x[n]  h1[n] h2 [n]  x[n]  h3 [n]   x[k ]h3 [n  k ]
k  
But, 

Using it,
h3[n]   h [ p]h [n  p]
p  
2 1

 
x[n]  h3[n]   x[k ]  h2 [ p] h1[n  k  p]
k   p  
 
  h [ p]  x[k ] h [n  p  k ]
p  
2
k  
1
63
 Associative Property

Where,
 x[k ] h [n  p  k ]  x[n  p]  h [n  p]
k  
1 1

Consequently, 
x[n]  h3[n]   h [ p]x[n  p]  h [n  p]
p  
2 1

Let us denote,
x[n  p ]  h1[n  p]  r[n  p]

Which yields,
x[n]  h3 [n]   h [ p]r[n  p]
p  
2  h2 [n]  r[n]
 r[n]  h2 [n]
Finally, x[n]  h3[n]  h2 [n]  x[n]  h1[n]  x[n]  h1[n] h2 [n]

Thus proved. 64
 Associative Property
x(t )  h1 (t ) h2 (t )  x(t )  h1 (t ) h2 (t )
Proof:
Let, h1 (t ) * h2 (t )  h3 (t )

So,
x(t )  h1 (t ) h2 (t )  x(t )  h3 (t )   x()h (t  )d
3

But,  
h3 (t )   h2 (  )  h1 (t   )d h3 (t  )   h2 (  )  h1 (t     )d


Thus,  
x(t )  h3 (t )   x()  h ()h (t    )dd
 
2 1

 
  h2 (  )  x()h1 (t    )dd
  65
 Associative Property

Also,
 x()h (t    )d x(t  )  h (t  )

1 1

Consequently, 
x(t )  h3 (t )   h2 (  )x(t   )  h1 (t   )d
Let us denote 

x(t   )  h1 (t   )  r (t   )

Finally, x(t )  h3 (t )   h2 (  )r (t   )d

 h2 (t )  r (t )
 r (t )  h2 (t )
 x(t )  h1 (t ) h2 (t ) 66
 Series connection
y[n]  x[n]  h1[n] h2 [n]

By application of associative property, above system is

equivalent to:
y[n]  x[n]  h1[n] h2 [n]

Which is again equal to :

y[n]  x[n]  h2 [n] h1[n]
When two or more LTI systems are connected in cascade,it is
equivalent to a single system whose impulse response is equal to
the convolution of individual responses.
Also, order of cascading does not change net I/O relationship.
67
 Memory In LTI System
As already defined, a system is called memoryless if its
output any time depends only on the input values at the
same time.
For a DT LTI system, output is given as:

y[n]  x[n]  h[n]  h[n]  x[ n]   h[k ]x[n  k ]
k  
 h[]x[n  ]    h[2]x[n  2]  h[1]x[n  1] 
h[0]x[n]  h[1]x[n  1]  h[2]x[n  2]    h[]x[n  ]

Clearly for the system to be memory less, all terms in

sum must be zero except h[0]x[n]. This requires that,

h[n]  0 for all n  0 Condition for DT LTI system to be memoryless

68
 Memory In LTI System
With similar logic, it can be concluded that for CT LTI
systems, the system will be memory less if
h(t )  0 for all t  0 Condition for CT LTI system to be memoryless

Thus, memoryless LTI systems have the impulse

response always of the form:
h[n]  K [n] OR h(t )  K (t )

The output will then be of the form:

y[n]  K x[n] OR y (t )  K x(t )

Thus a memoryless LTI system can only perform one task: multiplying the
input signal values by a constant 69
 Causality In LTI System
For a causal system, output of the system depends only
on present and past inputs but not on future inputs.
For a DT LTI system, output is given as:
y[n]  h[]x[n  ]    h[2]x[n  2]  h[1]x[n  1] 
h[0]x[n]  h[1]x[n  1]  h[2]x[n  2]    h[]x[n  ]
Clearly for the system to be memory less, all terms in
sum before the h[0]x[n] term must be zero. This requires
that,
h[n]  0 for all n  0 Condition for DT LTI system to be Causal

Similarly, for CT LTI system to causal,

h(t )  0 for all t  0 Condition for DT LTI system to be Causal
70
 Causality In LTI System
Thus, for a causal LTI system, impulse response of the
system must be causal.
The condition of causality for LTI system is same to the
condition of initial rest which states that, if the input to the
system is zero up to a certain point in time, the output must
also be zero up to that time.
The convolution sum and integral for LTI systems reduce
to:  n
y[n]   h[k ]x[n  k ]   x[k ]h[n  k ]
k 0 k  
 t
y[n]   h() x[t  ] d   x()h[t  ] d
0  71
 Stabilty In LTI System
Stability: For BIBO stability, output must be bounded for
all possible bounded inputs. For LTI systems,
 
y[n]   h[k ]x[n  k ] So, y[n]   h[k ]x[n  k ]
k  
k  
 
y[n]   h[k ]x[n  k ]   h[k ] x[n  k ]
k   k  

But, input is bounded. So, 

y[n]   h[k ] N
k  


Thus, output is bounded if
 h[k ]  M  
k  
A DT LTI system is stable if, its impulse response is
absolutely summable. 72
 Stabilty In LTI System
Similarly, for CT systems, output is bounded if


 h(t ) dt  M  


A CT LTI system is stable if, its impulse response is

absolutely integrable.

73
 Some Common Systems and Impulse
Response
Finite Delay:
y[n]  x[n  n0 ] h[n]   [n  n0 ]
Moving average system:
N 1
N 1 1
y[n] 
1
 x[n  k ] h[n] 
N
  [n  k ]
N k 0 k 0

1 N for 0  n  N  1

Accumulator: 0 otherwise
n n
1 for n  0
y[n]   x[k ]
k  
h[n]    [k ]  
k   0 otherwise
 u[n]
74
 Some Common Systems and Impulse
Responses
Forward difference:
y[n]  x[n  1]  x[n] h[n]   [n  1]   [n]
Backward difference:

y[n]  x[n]  x[n  1] h[n]   [n]   [n  1]

75
 Step Response
In many occasions, it is useful to represent the system by
its unit step response.
The unit step response of a system is its output when the
input is a unit step signal u(t) or u[n].
Let us consider an LTI system with impulse response
h[n] has input u[n]. Let the output be s[n]. Thus s[n] is unit
step response.
Now, by definition, s[n]  u[n] * h[n]
But due to commutative property, s[n]  h[n] * u[n]
It can be interpreted as the output of the system whose
input is h[n] and impulse response is u[n]. But the system with
impulse response u[n] is the accumulator.
76
 Step Response
For an accumulator with input x[n], output is given as:
n
y[ n ]   x[ k ]
k  

However, here the input is h[n] and output is s[n].

n
s[ n ]   h[ k ]
k  

Inversely, h[ n ]  s[ n ]  s[ n  1]

For CT systems, step response s(t) and impulse response

h(t) are related as: t
s (t )   h ( )d


Inversely, d
h (t )  s (t )
dt 77
Differential And Difference Equations
A wide variety of systems that form an important
subclass of LTI systems are those described by differential
equations.

For such systems, their input and output are related by

linear constant coefficient difference equations.

A general Nth order linear constant coefficient differential

equation has the form:
N
dk M
dk

k 0
ak k y (t )   bk k x(t )
dt k 0 dt

where, ak and bk are constants known as coefficients. 78

 Differential And Difference Equations
Similarly, a general Nth order linear constant coefficient
difference equation has the form:
N M

a
k 0
k y[n  k ]   bk x[n  k ]
k 0

where, ak and bk are constants known as coefficients.

Theoretically, M and N can take any values. However, in
practical systems, often, N ≥ M.
Some examples of systems described by differential equation
include: response of RC or RLC circuits, motion of vehicles
with provided acceleration and friction etc.
Examples of systems described by difference equations
include: saving in bank account, moving average systems etc. 79
 Differential Equations
Differential equations demonstrate the relationship
between two functions implicitly. So, they only provide an
implicit specification of the systems.
To obtain an explicit expression of the system output in
terms of the input, we must solve the differential equation.
Also, differential equation alone cannot represent a specific
system. It represents a family of systems.
To completely represent a system, we need some additional
information (auxiliary conditions). Different auxiliary
conditions for same differential equations will result to
different solutions and hence represent different systems.
Number of auxiliary conditions required depend on the
order of the equation.
80
 Differential Equations
RLC circuit Accelerometer

t
d 1
R y (t )  L y (t )   y ()d  x(t )
dt C  d d2
K y (t )  D y (t )  M 2 y (t )  M x(t )
dt dt
1 d d2 d K D d d2
y (t )  R y (t )  L 2 y (t )  x(t ) y (t )  y (t )  2 y (t )  x(t )
C dt dt dt M M dt dt
with, n 
K
and Q 
KM
M D
n d d2
 y (t ) 
2
n y (t )  2 y (t )  x(t )
Q dt dt 81
Solving Differential Equations
The complete solution of a LCC differential equation
consists of sum of particular solution and homogeneous
solution. y (t )  y p (t )  yh (t )
The total solution can also be written as sum of zero input
response and zero state response:y (t )  y zi (t )  y zs (t ) or as sum
of natural response and forced response: y (t )  yn (t )  y f (t )
The homogeneous solution is in fact the zero input
response (yzi) of the system and is the solution of the
differential equation with input, x(t) set to zero. It is closely
related to natural response (yn) or free response.
Particular solution is closely related to forced response or
zero state response and is of the same nature as that of the
input. 82
Solving Differential Equations
The homogeneous solution is output due to the initial
conditions and also depend on the nature of the system.
The homogeneous solution is the solution of the
homogeneous equation:
N
dk

k 0
ak k y (t )  0
dt
The solution of the homogeneous equation is of the form:
N
yh (t )   ci e  i t
where, i 1 N

λi are the roots of the characteristic equation:  k  0k

a
k 0
and coefficients are determined using auxiliary conditions.
The particular solution is the output due to the input of the
system and hence has same form as that of input. It depends on
the input and the properties of the system. 83
Solving Differential Equations
The particular solutions for following inputs are:

Input Particular Response

Constant: x(t)=k Another Constant: yp(t)=k1

Exponential: x(t)=C e-at Exponential: yp(t)=C1 e-at

Sinusoidal: Sinusoidal:
x(t)=A Cos(ωt+φ) yp(t)=C1Cosωt+C2Sinωt

84
 An Example
 Consider a series RL circuit excited by a sinusoidal
voltage source with initial current of 2A. More precisely,
let: Input : x(t )  Cos0t Initial Condition : y (t )  2 A
We want to find the response current y(t).
 The differential equation for the system is:
d
R y (t )  L y (t )  x(t ) : Order N  1
dt
d
The homogeneous equation is : R y (t )  L y (t )  0
dt
1

The characteristic equation is: a

k 0
k k  0 a0  a1  0

Using values of coefficients and solving, R  L   0

R
 85
L
 An Example
The homogeneous solution is then:  RL t
yh (t )  c1 e
As the input is sinusoidal, the particular response is also
sinusoidal. y p (t )  A1 Cos 0t  A2 Sin 0t
To find the coefficient A1 and A2, we substitute the solution
in the equation.
R A1 Cos 0t  A2 Sin 0t   L0 A1 Sin 0t  L0 A2Cos 0t  Cos 0t
or , RA1  L0 A2 Cos 0t  RA2  L0 A1  Sin 0t  Cos 0t
Comparing coefficients and solving,
RA1  L0 A2  1 and RA2  L0 A1  0
R L0
A1  and A2 
R 2  L2 02 R 2  L2 02
86
 An Example
The particular solution finally is:
R L0
y p (t )  2 Cos 0t  2 Sin 0t
R  L 0
2 2
R  L 0
2 2

The total response (solution) is:

 RL t R L0
y (t )  c1 e  2 Cos 0t  2 Sin 0t
R  L 0
2 2
R  L 0
2 2

To find the coefficient C1, we use the initial condition.

R R R
y (0)  c1  or , 2  c1  c1  2  2
R 2  L202 R 2  L202 R  L202
Finally,  R   RL t R L0
y (t )   2  2 
2 2 
e  Cos 0 t  Sin 0t
 R  L 0  R  L 0
2 2 2
R  L 0
2 2 2

3 t 1 1
For R=L=ω0=1, y (t )  e  Cos t  Sin t
2 2 2 87
 An Example
The natural response can be obtained from homogeneous
solution by determining the constant using the initial
 RL t
condition. yh (t )  c1 e y (0)  c1 or , c1  2
 RL t
yn (t )  2 e
The forced response is given as the sum of homogeneous
solution and the particular solution with constant evaluated
using zero initial conditions.
y f (t )  yh (t )  y p (t ) with zero initial condition
 RL t R L0
y f (t )  c1 e  2 Cos 0t  2 Sin 0t
R  L 0
2 2
R  L 0
2 2

To find the coefficient C1, we use the zero initial condition:

y (0)  0 88
 An Example
R
y (0)  c1  2 0
R  L 0
2 2

R
c1   2
R  L202
The forced response thus is:
R  RL t R L0
y f (t )   2 e  2 Cos 0t  2 Sin 0t
R  L 0
2 2
R  L 0
2 2
R  L 0
2 2

Finally,
y (t )  yn (t )  y f (t )
 RL t R  RL t R L0
y (t )  2e  2 e  Cos 0 t  Sin 0t
R  L 0
2 2
R  L 0
2 2 2
R  L 0
2 2 2

3 1 1
For, R=L=ω0=1 y (t )  e  t  Cos t  Sin t
2 2 2 89
 Difference Equations
Difference equations are discrete time counter parts of
differential equations and bear similar properties as that of
differential equations.
They also need auxiliary conditions for completely
representing the system.

Difference equations can be solved in analogous way as

that of differential equations.
y[n]  y p [n]  yh [n]
y[n]  y zi [n]  y zs [n]
y[n]  yn [n]  y f [n]

90
 Difference Equations
For a Nth order LCC difference equation having the
form: N M


k 0
k 
a y[n  k ]  b x[n  k ]
k 0
k
N

The homogeneous equation is:  a y[n  k ]  0

k 0
k

N
The characteristic equation is:  k
a
k 0
N k
0
N
The homogeneous solution is then: yh [n]   Ci  i
n

i 1
where, λi are the roots of characteristic equations and constants are
determined using initial conditions resulting the natural solution.
The particular solution has the same form as that of
input. The forced response is the sum of homogeneous
solution and particular solution with constants determined
with zero initial conditions. 91
 Difference Equations
y f [n]  yh [n]  y p [n] with zero initial condition

Input Particular Response

Constant: x[n]=k Another Constant: yp[n]=k1

Exponential: x[n]=C αn Exponential: yp[n]=C1 αn

Sinusoidal: Sinusoidal:
x[n]=A Cos(Ωn+ϕ) yp[n]=C1CosΩn+C2SinΩn

The total solution: y[n]  yn [n]  y f [n]

92
 An Example
 Consider a DT system represented by following
difference equation. If the system is excited by the unit step
signal, and the initial condition is y[-1]=A, compute the
output. y[n]  a1 y[n  1]  x[n] : Order N  1
 The homogeneous equation is : y[n]  a1 y[n  1]  0

The characteristic equation is:   a1  0   a1

yh [n]  C1  a1 
n
The homogeneous solution is,
Using initial condition, y[1]  C1  a1 
1
C1   a1 A

The natural response resulting is: yn [n]  a1 A  a1   A a1 

n n 1

Since the input is a unit step signal, the particular response

also must be of similar form: y p [n]  k u[n] 93
 An Example
• To find the value of the constant, we substitute the assumed
solution in the equation and evaluate it at some value of n where
none of the terms disappear.
k u[n]  a1 k u[n  1]  u[n]
At n=1, 1
k u[1]  a1 k u[0]  u[1] k  a1 k 1 k
1 1  a1
The particular response resulting is: y p [n]  1  a u[n]
1

1
The forced response is: y f [n]  C1  a1  n
 u[n]
1  a1
Using zero initial condition: y[1]  0
1
y[1]  C1  a1  0  C1  a1 
1
 u[1] 1
C1  0
1  a1
1
Total solution is thus: y[n]  yn [n]  y f [n]  A a1  n 1
 u[n]
1  a1 94
 Recursive Solution of Difference
Equations
In addition to the classical method, difference equations
can also be solved recursively.
N M
a0 y[n]   ak y[n  k ]   bk x[n  k ]
k 1 k 0
M
1 1 N
y[n]   bk x[n  k ]   ak y[n  k ]
a0 k  0 a0 k 1
So, if we know the past and present inputs and past
outputs, we can compute present output.
Consider: y[n]  x[n]  2 x[n  1]  y[n  1]  0.25 y[n  2]
y[0]  x[0]  2 x[1]  y[1]  0.25 y[2]
y[1]  x[1]  2 x[0]  y[0]  0.25 y[1] and so on…
Clearly, if we know y[-2] and y[-1] we can compute
y[0], and so on… 95
 Block Diagram Representation
A system is represented as the interconnection of
elementary operations that act on the input signal.
Elementary operations are depicted using the operators
graphically as a block. So the name….
They provide more detailed representation of the system
on how internal computations are being done.
Three basic blocks involved include:
• Scalar Multipliers
• Signal Adders
• Integrators or Differentiators for CT systems
Time shifters (Delay) for DT systems

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 Block Diagram Representation
• Basic blocks representing basic operations involved are:

Adder for summation

Multipliers for scaling

Differentiator for differentiation

Integrator for integration

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 Block Diagram Representation
• Basic blocks representing basic operations involved are:

Adder for summation

Multipliers for scaling

Delay elements for storage

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 An Example
•
y[n]  a1 y[n  1]  a2 y[n  2]  b0 x[n]

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