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LECTURE 1: REVIEW Continuous-


Time Systems

Objectives:
The purpose of this lecture is to review the following topics as a
preparatory for further chapters in this module.

•Signal manipulations
•Classification of systems
•Solving second order linear differential equation with constant
coefficients
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At the end of this lesson, students will be able to:

• Manipulate a given signal by scaling, reflection and


time-shifting

• Differentiate and classify different types of systems

• Solve second order linear differential equations using


classical method and Laplace transform
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Content:

• Signal manipulation
• Product of 2 signals
• Signal operation
• Classification of system
• Solution of differential equations
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REVIEW: CONTINUOUS-TIME SYSTEM

1. Signal Manipulation

Usually in the form of x(± t ± a)


x( t + a)→ shift left ‘a’ unit
x( t - a)→ shift right ‘a’ unit
x( - t + a) = x( -(t – a))→ reflect & shift right ‘a’ unit
x( - t - a) = x( -(t + a))→ reflect & shift left ‘a’ unit

Example 1.1:
Given the following function x(t),
Sketch:

a) x(t + 1) x(t)

b) x(t – 2)
c) x(-t + 2)
t
d) x(-t - 2) -1 0 1 2
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Solution

a) x(t+1) b) x(t-2)
x(t - 2)
x(t + 1)

t
t -1 0 1 2
-1 0 1 2

c) x(-t+2) d) x(-t-2)
x(-(t - 2)) x(-(t + 2))

t t
-1 0 1 2 3 -4 -3 -2 -1 0
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2. Product of 2 signals 2u(t)

Example 2.1: 2

Given x1(t) = 2u(t) and x2(t) = 4u(-t + 2). 0


t

Find and sketch x1(t)x2(t).

Solution:
x1(t)x2(t) = 8u(t)u(-t + 2)
4u(-t + 2) = 4u(-(t - 2))
Graphically:
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2
t
8u(t)u(-t + 2) -2 0 2

t
0 2
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3. Signal Operations

a) Time reflection
b) Time scaling
c) Time shifting
d) Combination of the above operations
In the form of , x (  at  b)

a) b b
b) x ( at  b)  x ( a (t  ))
x (at  b)  x (a (t  ))
a a
b b
c) x ( at  b)  x ( a (t  )) d) x (  at  b)  x (  a (t  ))
a a

time reflection time shifting


time scaling
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Example 3.1:
Given the following function x(t).

x(t)

t
-1 0 1 2

a) Sketch x(3t + 2)
b) Sketch x(3t – 2)
c) Sketch x(-3t+2)
d) Sketch x(-3t – 2)
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4. Classification Of System

4.1) Continuous OR Discrete-time system


4.2) Causal OR non-causal system
4.3) Time-variant OR time-invariant system
4.4) Linear OR non-linear system

a) Continuous-time system – as a function of time t


y(t) = 2x2(t + 1) +5

b) Discrete-time system – as a function of k


y(k) = 2x(k – 1) + x(k)
4.1 Continuous OR Discrete-Time System

This may be the simplest classification to understand as the idea of discrete-time


and continuous-time is one of the most fundamental properties to all of signals
and system.

A system where the input and output signals are continuous is a continuous
system. This signal is defined over a continuous range of time

System where the input and output signals are discrete is a discrete system.
Signals at discrete instant of time such as t1 , t2 , t3 , t4 …………

Discrete-time systems can arise from sampling continuous-time signal which


can be done uniformly
4.2 Causal OR Non-causal System

A causal system is one that is nonanticipative; that is, the output may
depend on current and past inputs, but not future inputs. All "realtime"
systems must be causal, since they can not have future inputs available to
them. The output cannot start before the input is applied.

One may think the idea of future inputs does not seem to make much
physical sense; however, we have only been dealing with time as our
dependent variable so far, which is not always the case. Imagine rather that
we wanted to do image processing. Then the dependent variable might
represent pixels to the left and right (the "future") of the current position on
the image, and we would have a noncausal system.

Figure 1: For a typical system to be causal...


The output at time t0, y(t0) , can only depend on the portion of the input
signal before t0.
Figure 2
4.3 Linear OR Nonlinear System

A linear system is any system that obeys the properties of scaling


(homogeneity) and superposition (additivity), while a nonlinear system is any
system that does not obey at least one of these.

To show that a system H obeys the scaling property is to show that:

H(kf(t)) =kH(f(t))

Figure 3: A block diagram demonstrating the scaling property of linearity


To demonstrate that a system H obeys the superposition property of linearity is to
show that

H(f1(t) +f2(t)) =H(f1(t)) +H(f2(t))

Figure 4: A block diagram demonstrating the superposition property of linearity

It is possible to check a system for linearity in a single (though larger) step. To do


this, simply combine the first two steps to get
H(k1f1(t) +k2f2(t)) =k1H(f1(t)) +k2H(f2(t))
A linear system response:
Total response = zero-input response + zero-state response

This component This component


resulted from initial resulted from input x(t)
conditions at t=0 at t >= 0
4.4 Time Invariant OR Time Variant System

A time invariant system is one that does not depend on when it occurs: the
shape of the output does not change with a delay of the input. That is to say that
for a system H where H(f(t)) =y(t), H is time invariant if for all T

H(f(t−T)) =y(t−T)

Figure 5: This block diagram shows what the condition for time invariance. The
output is the same whether the delay is put on the input or the output.

When this property does not hold for a system, then it is said to be time variant,
or time-varying.
X(t) y(t) y(t-T)
S Delay T

X(t) x(t-T) y(t-T)


Delay T S

y(t) y(t)

t t
T
How to identify time-invariant and time varying systems?

Time-invariant systems:
A system with and input-output relationship described by a linear differential
equation with constant coefficients is time-invariant. Examples:

y '' (t )  4 y ' (t )  12 y (t )  x(t )

d 2 y (t ) dy (t )
10 2
 6  15 y ( t )  x (t )  x '
(t )
dt dt

RLC networks which consist of passive elements are time-invariant. These


linear systems are known as Linear time-invariant (LTI) systems.
Time-varying systems:
If the coefficients in a linear differential are functions of time, then the
system is time-varying. Examples:

dy 2
 t y  (2t  3) x
dt

Networks with active components e.g. transistors are time-varying


systems.
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5. Solution Of Differential Equations

Methods:

▫ Classical method
▫ Laplace transform
▫ Impulse response and convolution
▫ State space
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5.1 Classical Method: Homogeneous & Particular


Solutions

For any 2nd order system, it can be represented by the


following general equation:

y”(t) + ay’(t) + by(t) = x(t)

To solve the above equation, y(t) must be obtained;

y(t) = yh(t) + yp(t)


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Homogeneous Solution, yh(t)

To solve homogeneous solution, set the input as zero;

y”(t) + ay’(t) + by(t) = 0

Obtain the characteristic equation;

r2 + ar + b = 0

Obtain the roots of the characteristic equation;


 a  a 2  4b
r1, 2 
2
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• Case 1: two real roots r1 , r2


a  4b  0
2
y  Ae r1t
 Ae r2 t

• Case 2: a real double root 1 r , r1


a  4b  0
2
y  Ae r1t
 Bte r1t

• Case 3:complex conjugate roots p  qi


a  4b  0
2
y  e ( A cos qt  B sin qt )
pt
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Example 5.1.1 (Homogenous solution)

Solve y  y  2 y  0

Solution:

Step 1: The characteristic equation, r 2  r  2  0

Step 2: The roots, r1, 2  1,2

Step 3: The roots if of case 1, hence, y  Ae  Be


t 2 t
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Example 5.1.2 (Homogenous solution)

Solve y (t )  8 y (t )  37 y (t )  50 y (t )  0

Solution:

Characteristic equation;

r 3  8r 2  37 r  50  0
The roots;
r = -2, -4j3

The homogenous solution;

yh (t )  Ae 2 t  e 4 t ( B cos 3t  C sin 3t )
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Example 5.1.3 (Homogenous solution)


y (t )  7 y (t )  16 y (t )  12 y (t )  0
Solve

Solution:

The characteristic equation; r  7 r  16 r  12  0


3 2

The roots; r = -2, -2, -3

The homogenous solution;


yh (t )  Ae 2t  Bte 2t  Ce 3t
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Particular Solution, yp(t)

In order to solve the particular solution, first find


the general form and then determine the
multiplying constant in the general form by
matching coefficients. The general form of the
particular solution to some x(t) is listed in the
following table.
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x(t) yp(t)

Constant Constant

tn Pntn + Pn-1tn-1 + … + P1t + P0

et Pet if  is not a characteristic root of the differential equation


Ptet if  is a distinct root of the differential equation
Pn-1tn-1et if  is a (n-1) multiple characteristic root of the differential
equation

cos t P1cost + P2sint


sin t
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Example 5.1.4 (Homogenous & Particular solution)

Solve y”(t) + 6y’(t) + 25y(t) = 50

Solution:

yh(t) = e-3t(Acos4t + Bsin4t)

yp(t) = C
yp’ (t) = 0
yp’’ (t)= 0

Subsituting into the D.E. and compare coefficients we obtain


yp(t) = 2

Therefore, y(t) = e-3t(Acos4t + Bsin4t) + 2


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Example 5.1.5 (Homogenous & Particular solution)


2 t
Solve y(t )  10 y(t )  24 y (t )  50e cos 3t

Solution:
y h (t )  Ae 4t  Be 6t
y p ( t )  e  2 t ( C cos 3 t  D sin 3 t )

By comparing coefficient, C = 25/82 and D = 225/82

Hence,
 4t 6t 2t25 225
y (t )  Ae  Be  e ( cos 3t  sin 3t )
82 82
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Example 5.1.6 (Initial values problem)


3t
Solve y(t )  6 y(t )  9 y (t )  1  e where y(0)=1, y’(0)=0.

Solution

yh (t )  Ae 3t  Bte 3t


y p (t )  C  Dt 2 e 3t
By comparing coefficient, C = 1/9 and D = ½.
1 1
y (t )  Ae 3t  Bte 3t   t 2e  3t
9 2
By considering the initial condition, the value of A and B can be
evaluated.
8  3 t 8  3t 1 1 2  3t
y (t )  e  te   t e
9 3 9 2
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Example 5.1.7 (Initial values problem)


3t
Solve y(t )  6 y(t )  13 y (t )  e  sin 2t
where y(0)=1, y’(0)=0.

Solution

yh (t )  e 3t ( A cos 2t  B sin 2t )


y p (t )  Ce3t  D cos 2t  E sin 2t
By comparing coefficient, C = 1/4, D = -4/75 and E = 1/25
1 4 1
y (t )  e 3t ( A cos 2t  B sin 2t )  e 3t  cos 2t  sin 2t
4 75 25

By considering the initial condition, the value of A and B can be


evaluated. 241 77 1 4 1
y (t )  e 3t ( cos 2t  sin 2t )  e 3t  cos 2t  sin 2t
300 50 4 75 25
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PRACTICE:

Solve the differential equation:


d 2 y (t ) dy (t )
2
 3  2 y (t )  x(t )
dt dt
if the initial conditions are y(0) = 2, y’(0) = 2 and the inputs
are:

a) 10e-3t
b) 5
c) 2e-3t +10 cos 3t
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• Reference:
B.P. Lathi (2005), Linear Systems & Signals, Oxford University Press
(pg. 68-164)

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