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ECE 352 Systems II

Manish K. Gupta, PhD


Office: Caldwell Lab 278
Email: guptam @ ece. osu. edu
Home Page: http://www.ece.osu.edu/~guptam
TA: Zengshi Chen Email: chen.905 @ osu. edu
Office Hours for TA : in CL 391: Tu & Th 1:00-2:30 pm
Home Page: http://www.ece.osu.edu/~chenz/
Acknowledgements
Various graphics used here has been
taken from public resources instead of
redrawing it. Thanks to those who have
created it.
Thanks to Brian L. Evans and Mr. Dogu
Arifler
Thanks to Randy Moses and Bradley
Clymer
ECE 352

Slides edited from:


Prof. Brian L. Evans and Mr. Dogu Arifler
Dept. of Electrical and Computer Engineering
The University of Texas at Austin course:
EE 313 Linear Systems and Signals Fall 2003
Continuous-Time Domain Analysis
Example: Differential systems
dn d n 1
n
y t a n 1 n 1
y t a1
d
y t a0 y t
dt dt dt
dm dm
bm m f t bm1 m f t b1 f t b0 f t
d
dt dt dt
There are n derivatives of y(t) and m derivatives of f(t)
Constants a0, a1, , an-1 and b0, b1, , bm
Linear constant-coefficient differential equation
Using short-hand notation, d d 2
d k
D D2 2 Dk k
above equation becomes dt dt dt
D
n
an 1 D n 1 a1 D a0 yt bm D m bm1 D m1 b1 D b0 f t

Q( D) P( D)
Continuous-Time Domain Analysis
n
Polynomials Q ( D ) a0 a k D k
Q(D) and P(D) k 1

where an = 1: m
P( D) b0 bl D l
l 1
Recall n derivatives of y(t) and m derivatives of f(t)
We will see that this differential system behaves as an
(m-n)th-order differentiator of high frequency signals if
m>n
Noise occupies both low and high frequencies
We will see that a differentiator amplifies high
frequencies. To avoid amplification of noise in high
frequencies, we assume that m n
Continuous-Time Domain Analysis
Linearity: for any complex constants c1 and c2,
QD yt PD f t
PD c1 f1 t c1 PD f1 t c1QD y1 t
PDc2 f 2 t c2QDy2 t

PD c1 f1 t c2 f 2 t PD c1 f1 t PD c2 f 2 t
c1QD y1 t c2QD y2 t

PD f1 t f 2 t QD y1 t y2 t
Continuous-Time Domain Analysis
For a linear system, f(t) T[] y(t)
Total response zero - input response zero - state response

when f ( t ) 0 responseto non- zero f ( t )
resultsfrom internal systemconditionsonly all initialconditionsare zero
independent of f ( t ) dependent on f ( t )

The two components are independent of each other


Each component can be computed independently of
the other
Continuous-Time Domain Analysis
Zero-input response Zero-state response
Response when f(t)=0 Response to non-zero f(t)
Results from internal when system is relaxed
system conditions only A system in zero state
Independent of f(t) cannot generate any
For most filtering response for zero input.
applications (e.g. your Zero state corresponds to
stereo system), we want no initial conditions being
zero-input response. zero.
Zero-Input Response
Simplest case
y0 t a0 y0 t 0 y0 t a0 y0 t
d d
dt dt

Solution: y0 t C e a t 0

For arbitrary constant C


Could C be complex?
How is C determined?
Zero-Input Response
QD y0 t 0
d
General case: where D
dt
D n

an 1 D n 1 a1 D a0 y0 t 0
The linear combination of y0(t) and its n
successive derivatives are zero.
Assume that Dy 0 t
dy0
C e t

t dt
y0(t) = C e d 2 y0
D y0 t
2
2
C 2 t
e
dt

d n y0
D y0 t
n
n
C n t
e
dt
Zero-Input Response
Substituting into the differential equation
C
nn
a 1n 1







a

1



a
0 et
0
non zero non zero
Q

y0(t) = C e t is a solution provided that Q() = 0.


Factor Q() to obtain n solutions:
Q( ) 1 2 n 0
y0 t C1e 1t C2 e 2t Cn e nt
Assuming that no two i terms are equal
Zero-Input Response
Could i be complex? If complex,
i i ji
e i t e i ji t e it e jit
it
e
cosi t j sin i t

dampening term
oscillating term

For conjugate symmetric roots, and conjugate


symmetric constants,
2 C1 e it cosi t C1
i t i t
C1e C e 1


dampening term oscillating term
Zero-Input Response
For repeated roots, the solution changes.
Simplest case of a root repeated twice:
D 2 y0 t 0
y0 t C1 C2 t e t

With r repeated roots


D r y0 t 0

y0 t C1 C2t Cr t r 1 e t
System Response
Characteristic equation Characteristic modes (or
Q(D)[y(t)] = 0 natural modes) are the
The polynomial Q() time-domain responses
Characteristic of system corresponding to the
Independent of the input characteristic roots
Q() roots 1, 2, , n Determine zero-input
Characteristic roots a.k.a. response
characteristic values, Influence zero-state
eigenvalues, natural response
frequencies
RLC Circuit
L R
Component values
L = 1 H, R = 4 , C = 1/40 F f(t) C
y(t)
Realistic breadboard components?
Loop equations
(D2 + 4 D + 40) [y0(t)] = 0
Envelope
Characteristic polynomial
2 + 4 + 40 =
( + 2 - j 6)( + 2 + j 6)
Initial conditions
y(0) = 2 A
(0) = 16.78 A/s
y0(t) = 4 e-2t cos(6t - p/3) A
ECE 352

Linear Time-Invariant System

Any linear time-invariant system (LTI) system,


continuous-time or discrete-time, can be
uniquely characterized by its
Impulse response: response of system to an impulse
Frequency response: response of system to a
complex exponential e j 2 p f for all possible
frequencies f
Transfer function: Laplace transform of impulse
response
Given one of the three, we can find other two
provided that they exist
ECE 352

Impulse response

Impulse response of a system is response


of the system to an input that is a unit
impulse (i.e., a Dirac delta functional in
continuous time)
ECE 352

Example Frequency Response


System response to complex exponential e j w for
all possible frequencies w where w = 2 p f

|H(w)| H(w)
passband
stopband stopband

w w
ws wp wp ws

Passes low frequencies, a.k.a. lowpass filter


ECE 352

Kronecker Impulse
Let d[k] be a discrete-time impulse function, a.k.a.
the Kronecker delta function:

d[k]
1 k 0
d k 1
0 k 0

Impulse response h[k]: response of a discrete-time


k
LTI system to a discrete impulse function
Transfer Functions
Zero-State Response
Q(D) y(t) = P(D) f(t)
All initial conditions are 0 in zero-state response
dr
yt Y s D y t r y t s r Y s
r

dt
dk
f t F s D f t k f t s k F s
k

dt
Laplace transform of differential equation, zero-
state component
Qs Y s Ps F s
Y s Ps Lzero state response
H s
F s Qs Linput
Transfer Function
H(s) is called the transfer function because it
describes how input is transferred to the output
in a transform domain (s-domain in this case)
Y(s) = H(s) F(s)
y(t) = L-1{H(s) F(s)} = h(t) * f(t) H(s) = L{h(t)}
The transfer function is the Laplace transform
of the impulse response
Transfer Function
Stability conditions for an LTIC system
Asymptotically stable if and only if all the poles of H(s)
are in left-hand plane (LHP). The poles may be
repeated or non-repeated.
Unstable if and only if either one or both of these
conditions hold: (i) at least one pole of H(s) is in right-
hand plane (RHP); (ii) repeated poles of H(s) are on the
imaginary axis.
Marginally stable if and only if there are no poles of
H(s) in RHP, and some non-repeated poles are on the
imaginary axis.
Examples
Laplace transform

F s f t e s t dt
0
Assume input f(t) & output
y(t) are causal
Ideal delay of T seconds

y t f t T
Y s F s e s T
Y s
H s es T
F s
Examples
Ideal integrator with Ideal differentiator with
y(0-) = 0 f(0-) = 0

y t f d y t
t df
0 dt
Y s F s y 0
1

Y s s F s f 0 s F ( s)
s Y s
H s s
H s F s
1
s
Cascaded Systems
Assume input f(t) and output y(t) are causal
f d
t
Integrator first, f(t) 0
f(t)
then differentiator F(s) 1/s s
F(s)/s F(s)
Differentiator first, f(t) df
f(t)
then integrator dt
s 1/s
F(s) s F(s) F(s)
Common transfer functions
A constant (finite impulse response)
A polynomial (finite impulse response)
Ratio of two polynomials (infinite impulse response)
Frequency-Domain Interpretation
y t ht e s t
est h(t) y(t)

h e s t d
y(t) = H(s) e s t

for a particular value of s e st


h
d
e s

H s

y t ht e j 2p ft

Recall definition of
frequency response: h e j 2p f t
d


ej 2 p f t h(t) y(t) e j 2p f t
h
d
e j 2p f

Hf
Frequency-Domain Interpretation
s is generalized frequency: s = + j 2 p f
We may convert transfer function into
frequency response by if and only if region of
convergence of H(s) includes the imaginary axis
H f H s s j 2pf

H s for Res 0
1
What about h(t) = u(t)?
s
We cannot convert this to a frequency response
However, this system has a frequency response
What about h(t) = d(t)? H s 1 for all s H f 1
Unilateral Laplace Transform
Differentiation in time property f(t)

f(t) = u(t) 1
What is f (0)? f(t) = d(t). t
f (0) is undefined.
By definition of differentiation
f t h f t
f t lim
h 0 h
Right-hand limit, h = h = 0, f (0+) = 0
Left-hand limit, h = - h = 0, f (0-) does not exist
Block Diagrams
F(s) H(s) Y(s)

W(s)
F(s) H1(s) H2(s) Y(s) = F(s) H1(s)H2(s) Y(s)

H1(s)
F(s) Y(s) = F(s) H1(s) + H2(s) Y(s)
H2(s)

E(s)
F(s) G(s) Y(s) = F(s)
G(s)
1 + G(s)H(s) Y(s)
-
H(s)
Derivations
Cascade
W(s) = H1(s)F(s) Y(s) = H2(s)W(s)
Y(s) = H1(s)H2(s)F(s) Y(s)/F(s) = H1(s)H2(s)
F(s) H1(s) H2(s) Y(s) F(s) H2(s) H1(s) Y(s)
One can switch the order of the cascade of two LTI
systems if both LTI systems compute to exact precision
Parallel Combination
Y(s) = H1(s)F(s) + H2(s)F(s)
Y(s)/F(s) = H1(s) + H2(s)
Derivations
Feedback System What happens if H(s) is a
E s F s H s Y s constant K?
Choice of K controls all
Y s Gs E s poles in the transfer
Combining these two function
equations This will be a common LTI
system in Intro. to
Y s Gs F s H s Y s Automatic Control Class
(required for EE majors)
Y s G s H s Y s G s F s
Gs
Y s F s
1 Gs H s
Stability
Stability
Many possible For zero-input response
definitions If a system remains in a particular
state (or condition) indefinitely,
Two key issues for then state is an equilibrium state of
practical systems system
System response to zero Systems output due to nonzero
input initial conditions should approach
0 as t
System response to non-
Systems output generated by
zero but finite amplitude initial conditions is made up of
(bounded) input characteristic modes
Stability
Three cases for zero-input response
A system is stable if and only if all characteristic modes
0 as t
A system is unstable if and only if at least one of the
characteristic modes grows without bound as t
A system is marginally stable if and only if the zero-
input response remains bounded (e.g. oscillates
between lower and upper bounds) as t
Characteristic Modes
Distinct characteristic roots 1, 2, , n
n
y0 t c j e
jt

j 1

0 if Re 0
Right-hand
t
lim e e j w t if Re 0 Im{} plane (RHP)
t

if Re 0

Where = + j w Stable Unstable Re{}

in Cartesian form
Units of w are in Marginally
Left-hand
radians/second plane (LHP) Stable
Characteristic Modes
Repeated roots Decaying exponential
r decays faster than
y0 t ci t i 1 e t
i 1
tk increases for any value
For r repeated roots of of k
value . One can see this by using
the Taylor Series
0 if Re 0 approximation for et about
t = 0:
lim t e if Re 0
k t
t

if Re 0 1 2 2 1 33
For positive k 1 t t t ...
2 6
Stability Conditions
An LTIC system is asymptotically stable if and
only if all characteristic roots are in LHP. The
roots may be simple (not repeated) or repeated.
An LTIC system is unstable if and only if either
one or both of the following conditions exist:
(i) at least one root is in the right-hand plane (RHP)
(ii) there are repeated roots on the imaginary axis.
An LTIC system is marginally stable if and
only if there are no roots in the RHP, and there
are no repeated roots on imaginary axis.
Response to Bounded Inputs
Stable system: a bounded input (in amplitude)
should give a bounded response (in amplitude)
Linear-time-invariant (LTI) system
y t h t f t

f(t) h(t) y(t)
h f t d


y t h f t d h f t d

If f (t ) is bounded, i.e. f t C t , then



f t C , and y t C h d

Bounded-Input Bounded-Output (BIBO) stable


Impact of Characteristic Modes
Zero-input response consists of the systems
characteristic modes
Stable system characteristic modes decay
exponentially and eventually vanish
If input has the form of a characteristic mode,
then the system will respond strongly
If input is very different from the characteristic
modes, then the response will be weak
Impact of Characteristic Modes
Example: First-order system with characteristic
mode e t
y t ht f t

Ae t u t e t u t

A


e t e t u t

Three cases
t e t u t resonance


y t large amplitude strong response

small amplitude weak response
System Time Constant
When an input is applied to a system, a certain
amount of time elapses before the system fully
responds to that input
Time lag or response time is the system time constant
No single mathematical definition for all cases
Special case: RC filter h(t)
1/RC
Time constant is = RC
t
1 RC
ht e ut e-1/RC
t
RC
Instant of time at which
h(t) decays to e-1 0.367 of its maximum value
System Time Constant
General case: h(t) (t)
h(t0) h(t)

t0 th t

Effective duration is th seconds where area under (t)



th


0
h(t ) dt th h(t0 ) C h(t ) dt
0

C is an arbitrary constant between 0 and 1


Choose th to satisfy this inequality
General case applied
t
1 1
th
RC

0 RC
e RC dt
to RC time constant: t h RC
Step Response
y(t) = h(t) * u(t) u(t) h(t) y(t)
u(t) h(t) y(t)

1 A A th
t t t
tr tr

Here, tr is the rise time of the system


How does the rise time tr relate to the system
time constant of the impulse response?
A system generally does not respond to an
input instantaneously
Filtering
A system cannot effectively respond to periodic
signals with periods shorter than th
This is equivalent to a filter that passes
frequencies from 0 to 1/th Hz and attenuates
frequencies greater than 1/th Hz (lowpass filter)
1/th is called the cutoff frequency
1/tr is called the systems bandwidth (tr = th)
Bandwidth is the width of the band of positive
frequencies that are passed unchanged from
input to output
Transmission of Pulses
Transmission of pulses through a system (e.g.
communication channel) increases the pulse
duration (a.k.a. spreading or dispersion)
If the impulse response of the system has
duration th and pulse had duration tp seconds,
then the output will have duration th + tp
System Realization
Passive Circuit Elements
Laplace transforms with Inductor +
zero-valued initial
vt L
di v(t)
conditions dt
Capacitor V s L s I s
+ V s
H s Ls
it C I s
dv v(t)
dt Resistor

I s C s V s +
vt R i t v(t)
V s I s
1
Cs V s R I s
V s 1 V s

H s H s R
I s C s I s
First-Order RC Lowpass Filter
R X ( s)
I ( s)
1
+ + R
Cs
x(t) C y(t) 1
i(t) Y ( s) I ( s)
Cs
Time domain 1
R Y ( s) C s X (s)
1
+ + R
1 Cs
X(s) Cs
Y(s) 1
I(s) Y ( s)
RC
Laplace domain X ( s) s 1
RC
Passive Circuit Elements
Laplace transforms with Inductor
non-zero initial
V t L
di
conditions dt
Capacitor
V s L s I s i 0
L s I s L i 0

i t C
dv
i 0

L s I s
dt


I s C s V s v 0

s

v0
V s I s
1
Cs s


1
Cs

I s C v 0
Operational Amplifier
Ideal case: model this nonlinear circuit as
linear and time-invariant
Input impedance is extremely high (considered infinite)
vx(t) is very small (considered zero)
+ _
vx(t) _ +
+
y(t)
_
Operational Amplifier Circuit
Assuming that Vx(s) = 0,
Y s I s Z f s H(s) I(s)
Zf(s)
F s
I s
Z s
+ _
Z f s
F(s) Z(s) +
Vx(s) _ +
Y s F s +
_
Z s Y(s)
_
Y s Z f s
H s
F s Z s

How to realize gain of 1?


How to realize gain of 10?
Differentiator
A differentiator amplifies high frequencies, e.g.
high-frequency components of noise:
H(s) = s where s = + j 2p f
Frequency response is H(f) = j 2 p f | H( f ) |= 2 p | f |
Noise has equal amounts of low and high
frequencies up to a physical limit
A differentiator may amplify noise to drown
out a signal of interest
In analog circuit design, one would use
integrators instead of differentiators
Initial and Final Values
Values of f(t) as t 0 and t may be
computed from its Laplace transform F(s)
Initial value theorem
If f(t) and its derivative df/dt have Laplace transforms,
then f 0 lim
s
sF s provided that the limit on the right-
hand side of the equation exists.
Final value theorem
If both f(t) and df/dt have Laplace transforms, then
lim f t lim sF s provided that s F(s) has no poles in the
t s 0
RHP or on the imaginary axis.
Final and Initial Values Example
Transfer function
y 0 lim sY s
s
Poles at s = 0, s = -1 j2 102s 3
lim 2
s s 2 s 5
Zero at s = -3/2
102s 3 2 3
Y s s s2

s s 2 2s 5 lim 10
lim y t lim sY s
s
1 2 5
t s 0 s s 2
102s 3
lim 2 0
s 0 s 2 s 5

30

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