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meiling chen signals & systems 1 Lecture #2 Introduction to Systems

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Lecture #2. Introduction to Systems. system. A system is an entity that manipulates one or more signals to accomplish a function, thereby yielding new signals. Example of system. System interconnection. System properties. Causality Linearity Time invariance Invertibility. Causality. - PowerPoint PPT Presentation

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Page 1: Lecture #2

meiling chen signals & systems 1

Lecture #2

Introduction to Systems

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meiling chen signals & systems 2

systemA system is an entity that manipulates one or more signals to accomplish a function, thereby yielding new signals.

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Example of system

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System interconnection

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System properties

• Causality • Linearity• Time invariance• Invertibility

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CausalityA 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.

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Causal and noncausal systemExample: distinguish between causal and noncausal systems in the following:

t

)(tu

1 2

(1) Case I )()( tuty

t

)(ty

12 Noncausal system

0)(0)(1

tybuttutwhen

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meiling chen signals & systems 8

(2) Case II

causal system

)()( tuty

t

)(ty

1 2

Delay system

(3) Case III )2()()( tututy

causal systemAt present past

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(4) Case IV )2()()( tututy

noncausal systemAt present future

(5) Case V

noncausal system

stepunitistuiftuty )()()( 2

t

)(ty

0)(0)(0

tybuttutwhen

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Linearity

)(1 tx

A system is said to be linear in terms of the system input x(t) and the system output y(t) if it satisfies the following two properties of superposition and homogeneity.

Superposition :

Homogeneity :

)(1 ty )(2 tx )(2 ty

)()( 21 txtx )()( 21 tyty

)(1 tx )(1 ty )(1 tax )(1 tay

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meiling chen signals & systems 12

Example 1.19

][][ nnxny

][][][][]}[][{][][][][

][][][][][][][][

][][

21

21

21

21

222

111

nbynaynbnxnanxnbxnaxnnynbxnaxnxlet

nnxnynxnxletnnxnynxnxlet

nnxny

linear system

][nx ][ny

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Example 1.20

)1()()( txtxty

)()1()()1()()(

)()()1()()(

)()(

12

112

11

1

111

1

tyatxtxataxtaxty

taxtxlettxtxtytxtxlet

)()( 1 tayty Non linear system

)(tx )(ty

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Properties of linear system :

(1)

(2)

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Time invarianceA system is said to be time invariant if a time delay or time advance of the input signal leads to an identical time shift in the output signal.

)(txTime invariant

system

)(ty

)( 0ttx

0t

)( 0tty

0t

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Example 1.18

)()()(

tRtxty

0),()()()()(

)()(

)()()(

)()()()()(

0201

0

011

0122

012

11

tfortyttyttRttxtybut

tRttx

tRtxty

ttxtxtRtxty

Time varying system

)(tx )(ty

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Invertibility

)(tx )(tx)(ty

A system is said to be Invertible if the input of the system can be recovered from the output.

H Hinv

)}({)( txHty )}({)( tyHtx inv

)}}({{)}({ txHHtyH invinv

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Example 1.15

)()( 0ttxty )(tx )(ty

IHH

ttxH

ttxH

inv

inv

)(

)(

0

0

Inverse system

Example 1.16)(tx )(ty

)()( 2 txty

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LINEAR TIME-INVARIANT (LTI) SYSTEMS:

A basic fact: If we know the response of an LTI system to some inputs, we actually know the response to many inputs

System identification

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example

)(3)()()(2)( txtxtytyty

The system is governed by a linear ordinary differential equation (ODE)

Linear time invariant system

)(tx )(ty

)]()([])()([2])()([)]()(2)([)]()(2)([

)](3)([)](3)([)(3)(3)()()]()([3])()([

)(3)()()(2)()(3)()()(2)(

212121

222111

2211

21212121

22222

11111

tbytaytbytaytbytaytytytybtytytya

txtxbtxtxatxbtxatxbtxatbxtaxtbxtax

txtxtytytytxtxtytyty

linearity

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LTI System representations

1. Order-N Ordinary Differential equation2. Transfer function (Laplace transform)3. State equation (Finite order-1 differential equations) )

1. Ordinary Difference equation2. Transfer function (Z transform)3. State equation (Finite order-1 difference equations)

Continuous-time LTI system

Discrete-time LTI system

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)()()()(2

2

tutydt

tdyRCdt

tydLC

constantsOrder-2 ordinary differential equation

Continuous-time LTI system

11

)()(

)()()()(

2

2

RCsLCssUsY

sUsYsRCsYsYLCs

Transfer function

Linear system initial rest

11

2 RCsLCs)(sU )(sY

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)(10

)()(10

)()(

2

11

2

1 tutxtx

txtx

LR

LC

dttdytx

tytxlet)()(

)()(

2

1

)()(1)()(

)()(

122

21

tutxLC

txLRtx

txtx

)(tx )(tx)(tu

A

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System response: Output signals due to inputs and ICs.

1. The point of view of Mathematic:

2. The point of view of Engineer:

3. The point of view of control engineer:

Homogenous solution )(tyh Particular solution )(ty p+

+ Zero-state response )(ty zsZero-input response )(ty zi

Natural response )(tyn Forced response )(ty f

Transient response Steady state response

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1)0(

,1)0(,0,)(3)(

4)( 2

2

2

dtdy

ytetydt

tdydt

tyd t

Example: solve the following O.D.E

(1) Particular solution: )()]([ tutyp

tp

pp etydt

tdydt

tyd 22

2

)(3)(

4)(

tp etylet 2)(

tp

tp etyetythen 22' 4)(2)(

13)2(44 2222 tttt eeee

tp etyhavewe 2)(

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(2) Homogenous solution: 0)]([ tyh0)(3)(4)( tytyty hhh

tth BeAety 3)(

)()()( tytyty hp have to satisfy I.C. 1)0(,1)0( dt

dyy

1)0()0(1)0(

1)0()0(1)0(

ph

ph

yydt

dy

yyy

tth eety 3

21

25

)(

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(3) zero-input response: consider the original differential equation with no input.

1)0(,1)0(0,0)(3)(4)( zizizizizi yyttytyty

0,)( 321 teKeKty tt

zi

21

21

3)0()0(

KKyKKy

zi

zi

12

2

1

KK

0,2)( 3 teety ttzi

zero-input response

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(4) zero-state response: consider the original differential equation but set all I.C.=0.

0)0(,0)0(0,)(3)(4)( 2 zizi

tzszszs yytetytyty

tttzs eeCeCty 23

21)(

023)0(01)0(

21

21

CCyCCy

zs

zs

2121

2

1

C

C

tttzs eeety 23

21

21)(

zero-state response

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(5) Laplace Method:

1)0(

,1)0(,0,)(3)(

4)( 2

2

2

dtdy

ytetydt

tdydt

tyd t

21)(3)0(4)(4)0()0()(2

ssYyssYysysYs

125

21

321

342

15)( 2

ssssss

ssY

ttt eeesYty

25

21)]([)( 231

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meiling chen signals & systems 31

Complex response

Zero state response Zero input response

Forced response(Particular solution)

Natural response(Homogeneous solution)

Steady state response Transient response

ttt eeety

25

21)( 23

tttzs eeety 23

21

21)( 0,2)( 3 teety tt

zi

ttt eeety

25

21)( 23

tp ety 2)( tt

h eety 3

21

25

)(