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
(mn)thorder 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
ContinuousTime 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
ContinuousTime 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 )
Solution: y0 t C e a t 0
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
ZeroInput Response
Substituting into the differential equation
C
nn
a 1n 1
a
1
a
0 et
0
non zero non zero
Q
Impulse response
H(w) H(w)
passband
stopband stopband
w w
ws wp wp ws
Kronecker Impulse
Let d[k] be a discretetime impulse function, a.k.a.
the Kronecker delta function:
d[k]
1 k 0
d k 1
0 k 0
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 (sdomain in this case)
Y(s) = H(s) F(s)
y(t) = L1{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 lefthand plane (LHP). The poles may be
repeated or nonrepeated.
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 nonrepeated 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)
FrequencyDomain Interpretation
y t ht e s t
est h(t) y(t)
h e s t d
y(t) = H(s) e s t
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
FrequencyDomain 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
Righthand limit, h = h = 0, f (0+) = 0
Lefthand 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 zeroinput 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 zeroinput 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
Righthand
t
lim e e j w t if Re 0 Im{} plane (RHP)
t
if Re 0
in Cartesian form
Units of w are in Marginally
Lefthand
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 righthand 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)
Lineartimeinvariant (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
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 e1/RC
t
RC
Instant of time at which
h(t) decays to e1 0.367 of its maximum value
System Time Constant
General case: h(t) (t)
h(t0) h(t)
t0 th t
1 A A th
t t t
tr tr
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 timeinvariant
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