Chapter 3 Slides

Description and Analysis of
Systems
Systems
• Broadly speaking, a system is anything that
responds when stimulated or excited
• The systems most commonly analyzed by
engineers are artificial systems designed and
built by humans
• Engineering system analysis is the
application of mathematical methods to the
design and analysis of systems
5/10/04 M. J. Roberts - All Rights Reserved 2

Systems
• Systems have inputs and outputs
• Systems accept excitation signals at their
inputs and produce response signals at their
outputs
• Systems are often usefully represented by
block diagrams
A single-input, single-output system block diagram

System Examples

A Multiple-Input, Multiple-
Output System Block Diagram

CT and DT Systems
CT systems respond to and produce CT signals
DT systems respond to and produce DT signals

An Electrical Circuit Viewed as a
System
An RC lowpass filter is a simple electrical system
It is excited by a voltage, vin (t ) , and responds with a

voltage, vout (t )
It can be viewed or modeled as a single-input, single-

output system

Response of an RC Lowpass
Filter to a Step Excitation
If an RC lowpass filter is excited by a step of voltage,
vin (t ) = A u(t )
its response is
 −
t

vout (t ) = A 1 − e  u(t )
RC
 
If the excitation is doubled, the response doubles.

A DT System
Delay by one in
discrete time.
If the excitation, x[n], is the unit sequence, the response is
   
4
n
y[n ] = 5 − 4  u[n ]
  
5 
If the excitation is doubled, the response doubles.

Homogeneity
• In a homogeneous system, multiplying the
excitation by any constant (including
complex constants), multiplies the response
by the same constant.

Time Invariance
• If an excitation causes a response and
delaying the excitation simply delays the
response by the same amount of time,
regardless of the amount of delay, then the
system is time invariant

Additivity
• If one excitation causes a response and another excitation
causes another response and if, for any arbitrary excitations,
the sum of the two excitations causes a response which is the
sum of the two responses, the system is said to be additive

Linearity and LTI Systems
• If a system is both homogeneous and additive
it is linear.
• If a system is both linear and time-invariant it
is called an LTI system
• Some systems which are non-linear can be
accurately approximated for analytical
purposes by a linear system for small
excitations

Stability
• Any system for which the response is

bounded for any arbitrary bounded excitation,
is called a bounded-input-bounded-output
(BIBO) stable system

Incremental Linearity
• If a system can be modeled as a linear system
with an offset added to its response it is
called an incrementally linear system

Causality
• Any system for which the response occurs

only during or after the time in which the
excitation is applied is called a causal system.
• Strictly speaking, all real physical systems are
causal

Memory
• If a system’s response at any arbitrary time
depends only on the excitation at that same
time and not on the excitation or response at
any other time is called a static system and is
said to have no memory
• A system whose response at some arbitrary
time does depend on the excitation or
response at another time is called a dynamic
system and is said to have memory

Static Non-Linearity
• Many real systems are non-linear because the
relationship between excitation amplitude
and response amplitude is non-linear
V-I Diagram for a
Linear Resistor V-I Diagram for a Diode

Static Non-Linearity
• In the analog multiplier below, if the two excitations are the
same single excitation signal, the response signal is the
square of that single excitation signal
• In that case, doubling the excitation would cause the
response to increase by a factor of 4
• Such a system is not homogeneous and therefore not linear

Invertibility
• A system is said to be invertible if unique
excitations produce unique responses.
• In other words, if a system is invertible,
knowledge of the response is sufficient to
determine the excitation
This full-wave rectifier is

a non-invertible system

Eigenfunctions of LTI Systems
• The eigenfunction of an LTI system is the
complex exponential
• The eigenvalues are either real or, if
complex, occur in complex conjugate pairs
• Any LTI system excited by a complex
sinusoid responds with another complex
sinusoid of the same frequency, but generally
a different amplitude and phase
• All these statements are true of both CT and
DT systems
Impulse Response of DT Systems
Discrete-time LTI systems are described mathematically
by difference equations of the form,
an y[n ] + an −1 y[n − 1] + L + an − D y[n − D ]
= bn x[n ] + bn −1 x[n − 1] + L + bn − N x[n − N ]
For any excitation, x[n], the response, y[n], can be found by
finding the response to x[n] as the only forcing function on the
right-hand side and then adding scaled and time-shifted
versions of that response to form y[n].
If x[n] is a unit impulse, the response to it as the only forcing

function is simply the homogeneous solution of the difference
equation with initial conditions applied. The impulse response
is conventionally designated by the symbol, h[n].
Impulse Response of DT Systems
Since the impulse is applied to the system at time, n = 0, and
that is the only excitation of the system, the impulse response
is zero before time, n = 0.
h[n ] = 0 , n < 0
After time n = 0, the impulse has come and gone and the
excitation is again zero. Therefore for n > 0, the solution of
the difference equation describing the system is the
homogeneous solution.
h[n ] = y h [n ] , n > 0
Therefore, the impulse response is of the form,

h[n ] = y h [n ] u[n ]

Impulse Response Example
Let a DT system be described by
3 y[n ] + 2 y[n − 1] + y[n − 2 ] = x[n ]
Impulse δ [n ]
The eigenfunction is the DT complex exponential, α n
Substituting into the homogeneous difference equation,

3α n + 2α n −1 + α n − 2 = 0
Dividing through by α n−2
3α 2 + 2α + 1 = 0
Solving, α = −0.333 ± j 0.4714

The homogeneous solution is then of the form,
h[n ] = K1( −0.333 + j 0.4714 ) + K 2 ( −0.333 − j 0.4714 )
n n
The constants can be found be applying initial conditions.

For the case of unit impulse excitation at time, n = 0,
3 h[0 ] + 2 h[0 − 1] + h[0 − 2 ] = x[0 ] = 1 ⇒ h[0 ] = 13
1
424
3 1424
3
=0 =0
3 h[1] + 2 h[1 − 1] + h[1 − 2 ] = x[1] = 0 ⇒ h[1] = − 29

12
4 43 1
424
3
1 =0
=
3
h[0 ] = K1( −0.333 + j 0.4714 ) + K 2 ( −0.333 − j 0.4714 ) = K1 + K 2 = 13
0 0
h[1] = K1( −0.333 + j 0.4714 ) + K 2 ( −0.333 − j 0.4714 ) = − 29

K1 = 0.1665 + j 0.1181 , K 2 = 0.1665 − j 0.1181
The impulse response is then
( 0.1665 + j 0.1181)( −0.333 + j 0.4714 )n 
h[n ] =  n
u[n ]
+( 0.1665 − j 0.1181)( −0.333 − j 0.4714 ) 
which can also be written in the forms,
 ( 0. 1665 + j 0 . 1181 )e j 2.1858 n

h[n ] = ( 0.5722 )  u[n ]
n
− j 2.1858 n 
+( 0.1665 − j 0.1181)e 
 0 . 1665( e j 2.1858 n
+ e − j 2.1858 n
) 
h[n ] = ( 0.5722 )   u[n ]
n
+ j 0.1181( e )

− j 2.1858 n
j 2.1858 n
−e
h[n ] = ( 0.5722 ) [ 0.333 cos( 2.1858 n ) − 0.2362 sin( 2.1858 n )] u[n ]
n
h[ n ] = 0.4083(0.5722) cos(2.1858 n + 0.6169)

n

h[ n ] = 0.4083(0.5722) cos(2.1858 n + 0.6169)

n

System Response
• Once the response to a unit impulse is
known, the response of any discrete-time LTI
system to any arbitrary excitation can be
found
• Any arbitrary excitation is simply a sequence
of amplitude-scaled and time-shifted DT
impulses
• Therefore the response is simply a sequence
of amplitude-scaled and time-shifted DT
impulse responses
Simple System Response Example

More Complicated System
Response Example
System
Excitation
System
Impulse
Response
System
Response

The Convolution Sum
The response, y[n], to an arbitrary excitation, x[n], is of the
form,
y[n ] = L x[−1] h[n + 1] + x[0 ] h[n ] + x[1] h[n − 1] + L
where h[n] is the impulse response. This can be written in

a more compact form,
∞
y[n ] = ∑ x[m]h[n − m ]
m =−∞
called the convolution sum.

A Convolution Sum Example




Convolution Sum Properties
Discrete-time convolution is defined mathematically by
∞
y[n ] = x[n ] ∗ h[n ] = ∑ x[m]h[n − m]
m =−∞
The following properties can be proven from the definition.
x[n ] ∗ Aδ [ n − n0 ] = A x[ n − n0 ]
Let
y[n ] = x[n ] ∗ h[n ]
then
y[ n − n0 ] = x[n ] ∗ h[ n − n0 ] = x[ n − n0 ] ∗ h[n ]
y [ n ] − y [ n − 1] = x [ n ] ∗ ( h [ n ] − h [ n − 1]) = ( x [ n ] − x [ n − 1]) ∗ h [ n ]
and the sum of the impulse strengths in y is the product of
the sum of the impulse strengths in x and the sum of the
impulse strengths in h.
Convolution Sum Properties
(continued)
Commutativity
x[n ] ∗ y[n ] = y[n ] ∗ x[n ]
Associativity
(x[n] ∗ y[n]) ∗ z[n] = x[n] ∗ (y[n] ∗ z[n])

Distributivity
(x[n] + y[n]) ∗ z[n] = x[n] ∗ z[n] + y[n] ∗ z[n]

System Interconnections
If the response of one system is the excitation of another
system the two systems are said to be cascade connected
The cascade connection of two systems can be viewed as

a single system whose impulse response is the convolution
of the two individual system impulse responses. This is a
direct consequence of the associativity property of
convolution.

If two systems are excited by the same signal and their
responses are added they are said to be parallel connected.
The parallel connection of two systems can be viewed as

a single system whose impulse response is the sum
of the two individual system impulse responses. This is a
direct consequence of the distributivity property of
convolution.
Stability and Impulse Response
It can be shown that a BIBO-stable DT system has an

impulse response that is absolutely summable. That is,
∞
∑ h[n]
n =−∞
is finite.

Unit Impulse Response and Unit
Sequence Response
In any discrete-time LTI system let an excitation, x[n], produce
the response, y[n]. Then the excitation x[n] - x[n - 1] will
produce the response y[n] - y[n - 1] .
It follows then that the unit impulse response is the first

backward difference of the unit sequence response and,
conversely that the unit sequence response is the accumulation
of the unit impulse response.

Complex Exponential Response
Let a discrete-time LTI system be excited by a complex
exponential of the form,
x[n ] = z n
The response is the convolution of the excitation with the

impulse response or
∞ ∞
y[n ] = ∑ z h[n − m] = ∑ z
m n− m
h[ m ]
m =−∞ m =−∞
which can be written as

∞
y[n ] = z n ∑ h[ m ]z −m
1 44244
m =−∞ 3
complex
constant

The response of a discrete-time LTI system to a complex
exponential excitation is another complex exponential of
the same functional form but multiplied by a complex
constant. That complex constant is
∞
∑ h[n ]z − n
n =−∞
Later this will be called the z transform of the impulse

response and will be one of the important transform
methods.

Impulse Response of CT Systems
Example
Let a CT system be described by
a2 y′′(t ) + a1 y′(t ) + a0 y(t ) = x(t )
and let the excitation be a unit impulse at time, t = 0. Then the
response, y, is the impulse response, h.
a2 h′′(t ) + a1 h′(t ) + a0 h(t ) = δ (t )
Since the impulse occurs at time, t = 0, and nothing has excited

the system before that time, the impulse response before time,
t = 0, is zero. After time, t = 0, the impulse has occurred and
gone away. Therefore there is no excitation and the impulse
response is the homogeneous solution of the differential equation.

Example
a2 h′′(t ) + a1 h′(t ) + a0 h(t ) = δ (t )
What happens at time, t = 0? The equation must be satisfied at

all times. So the left side of the equation must be a unit impulse.
We already know that the left side is zero before time, t = 0
because the system has never been excited. We know that the
left side is zero after time, t = 0, because it is the solution of the
homogeneous equation whose right side is zero. These two facts are
both consistent with an impulse. The impulse response might have
in it an impulse or derivatives of an impulse since all of these occur
only at time, t = 0. What the impulse response does have in it
depends on the form of the differential equation.

Example
a2 h′′(t ) + a1 h′(t ) + a0 h(t ) = δ (t )
Won’t work
(These graphs are

intended to depict
Will work the behavior of the
impulse response
and its derivatives
in an infinitesimal
interval centered at
Won’t work t = 0.)

Continuous-time LTI systems are described by differential
equations of the general form,
an y ( n ) (t ) + an −1 y ( n −1) (t ) + L + a1 y′(t ) + a0 y(t )

= bm x ( m ) (t ) + bm −1 x ( m −1) (t ) + L + b1 x′(t ) + b0 x(t )
For all times, t < 0:

If the excitation, x(t), is an impulse, then for all time, t < 0,
it is zero. The response, y(t), is zero before time, t = 0,
because there has never been an excitation before that time.

For all time, t > 0:
The excitation is zero. The response is the homogeneous
solution of the differential equation.
At time, t = 0:
The excitation is an impulse. In general it would be possible
for the response to contain an impulse plus derivatives of an
impulse because these all occur at time, t = 0 and are zero
before and after that time. Whether or not the response contains
an impulse or derivatives of an impulse at time, t = 0, depends
on the form of the differential equation,

Case 1: m < n
If the response contained an impulse at time, t = 0, then
the nth derivative of the response would contain the nth
derivative of an impulse. Since the excitation contains
only the mth derivative of an impulse and m < n, the
differential equation cannot be satisfied at time, t = 0.
Therefore the response cannot contain an impulse or any
derivatives of an impulse.

Case 2: m = n
In this case the highest derivative of the excitation and
response are the same and the response could contain an
impulse at time, t = 0, but no derivatives of an impulse.
Case 3: m > n
In this case, the response could contain an impulse at
time, t = 0, plus derivatives of an impulse up to the
(m - n)th derivative.
Cases 2 and 3 are rare in the analysis of real systems.

The Convolution Integral
If a continuous-time LTI system is excited by an arbitrary
excitation, the response could be found approximately by
approximating the excitation as a sequence of contiguous
rectangular pulses of width, Tp .
Exact
Excitation
Approximate
Excitation

Approximating the excitation as a pulse train can be expressed
mathematically by
 t + Tp   t   t − Tp 
( )
x(t ) ≅ L + x −T p rect
 Tp 
 + x( 0 ) rect  + x T p rect
 Tp 
( )
 Tp 
 +L
or
∞  t − nT p 
( )
x(t ) ≅ ∑ x nT p rect
 Tp 

n =−∞
The excitation can be written in terms of pulses of width, T p ,

and unit area as
∞  t − nT p 
( )
x(t ) ≅ ∑ T p x nT p
1
T
rect
 T 

n =−∞
1p 44244 p
3
shifted unit − area pulse

Let the response to an unshifted pulse of unit area and width, T p
be the “unit pulse response”,
h p (t )
Then, invoking linearity, the response to the overall excitation is
(approximately) a sum of shifted and scaled unit pulse responses
of the form,
∞
y(t ) ≅ ∑ T x(nT ) h (t − nT )
n =−∞
p p p p
As T p approaches zero, the unit pulses become unit impulses,

the unit pulse response becomes the unit impulse response, h(t),
and the excitation and response become exact.

As T p approaches zero, the expressions for the approximate
excitation and response approach the limiting exact forms,
Superposition Convolution
Integral Integral
∞ ∞
x(t ) = ∫ x(τ )δ (t − τ )dτ y(t ) = ∫ x(τ ) h(t − τ )dτ

−∞ −∞
Notice the similarity of the forms of the convolution integral for

CT systems and the convolution sum for DT systems,
∞ ∞
y(t ) = ∫ x(τ ) h(t − τ )dτ y[n ] = ∑ x[m]h[n − m]
m =−∞
−∞

A Graphical Illustration of the
Convolution Integral
The convolution integral is defined by
∞
x(t ) ∗ h(t ) = ∫ x(τ ) h(t − τ )dτ

−∞
For illustration purposes let the excitation, x(t), and the

impulse response, h(t), be the two functions below.

In the convolution integral there is a factor, h(t − τ )
We can begin to visualize this quantity in the graphs below.

The functional transformation in going from h(τ) to h(t - τ) is
h(τ ) τ→ h( −τ ) τ

→− τ →τ −t
→ h( −(τ − t )) = h(t − τ )

The convolution value is the area under the product of x(t)
and h(t - τ). This area depends on what t is. First, as an
example, let t = 5.
For this choice of t the area under the product is zero. Therefore
if
y(t ) = x(t ) ∗ h(t )
then y(5) = 0.

Now let t = 0.
Therefore y(0) = 2, the area under the product.

The process of convolving to find y(t) is illustrated below.

Convolution Integral Properties
x(t ) ∗ Aδ (t − t 0 ) = A x(t − t 0 )
If g(t ) = g 0 (t ) ∗ δ (t ) then g(t − t 0 ) = g 0 (t − t 0 ) ∗ δ (t ) = g 0 (t ) ∗ δ (t − t 0 )
If y(t ) = x(t ) ∗ h(t ) then y′(t ) = x′(t ) ∗ h(t ) = x(t ) ∗ h′(t )
and y( at ) = a x( at ) ∗ h( at )
Commutativity
x(t ) ∗ y(t ) = y(t ) ∗ x(t )
Associativity
[x(t ) ∗ y(t )] ∗ z(t ) = x(t ) ∗ [y(t ) ∗ z(t )]
Distributivity
[x(t ) + y(t )] ∗ z(t ) = x(t ) ∗ z(t ) + y(t ) ∗ z(t )
The system-interconnection properties for CT systems are
exactly the same as for DT systems.
Cascade
Connection
Parallel
Connection

Stability and Impulse Response
A CT system is BIBO stable if its impulse response is

absolutely integrable. That is if
∞
∫ h(t ) dt is finite.
−∞

Unit Impulse Response and Unit
Step Response
In any continuous-time LTI system let an excitation, x(t),
produce the response, y(t). Then the excitation
d
(x(t ))
dt
will produce the response
d
(y(t ))
dt
It follows then that the unit impulse response is the first
derivative of the unit step response and, conversely that the
unit step response is the integral of the unit impulse response.

Let a continuous-time LTI system be excited by a complex
exponential of the form,
x(t ) = e st
The response is the convolution of the excitation with the
impulse response or
∞ ∞
y(t ) = h(t ) ∗ e st = ∫ h(τ )e s ( t −τ ) dτ = e st ∫−∞ h(τ )e − sτ

dτ
−∞ 14 4244 3
complex constant
∞
The quantity, ∫ h(τ )e − sτ dτ , will later be designated the

−∞
Laplace transform of the impulse response and will be an

important transform method for CT system analysis.
Block Diagrams
A very useful method for describing and analyzing systems is
the block diagram. A block diagram can be drawn directly
from the difference or differential equation which describes
the system. For example, if the system is described by
y[n ] + 3 y[n − 1] − 2 y[n − 2 ] = x[n ]
it can also be described by the block diagram below in which

“D” represents a delay of one in discrete time.

Block Diagrams
If a CT system is described by the differential equation,
2 y′′(t ) + 5 y′(t ) + 4 y(t ) = x(t )

it can also be described by the block diagram below.
But this form of block diagram is not the preferred form.

Block Diagrams
Although the previous block diagram is correct, it is not the
preferred way of representing CT systems in block-diagram
form. A preferred form is illustrated below.
y′′ ( t ) y′ ( t )
This form is preferred because, as a practical matter,

integrators are more desirable elements for an actual
hardware simulation than differentiators.
Block Diagrams
y′′ ( t) y′ ( t)
This block diagram
can be converted into
the differentialequation
of the system by realizing that
if the response of the last integrator
is y(t) that the excitation of that integrator
must be y′ ( t) and, similarly, the excitation of the previous
integrator must be y′′ ( t). Then, describing the action of the
summer, the differential equation is
1 5
y′′ ( t) = x( t) − y′ ( t) − 2 y( t) ⇒ 2 y′′ ( t) + 5 y′ ( t) + 4 y( t) = x( t)
2 2
and this is the original differential equation.

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Description and Analysis of

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DT systems respond to and produce DT signals

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It is excited by a voltage, vin (t ) , and responds with a

It can be viewed or modeled as a single-input, single-

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If the excitation is doubled, the response doubles.

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If the excitation, x[n], is the unit sequence, the response is

If the excitation is doubled, the response doubles.

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• Any system for which the response is

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• Any system for which the response occurs

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This full-wave rectifier is

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If x[n] is a unit impulse, the response to it as the only forcing

Therefore, the impulse response is of the form,

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Substituting into the homogeneous difference equation,

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The constants can be found be applying initial conditions.

3 h[1] + 2 h[1 − 1] + h[1 − 2 ] = x[1] = 0 ⇒ h[1] = − 29

h[1] = K1( −0.333 + j 0.4714 ) + K 2 ( −0.333 − j 0.4714 ) = − 29

+ j 0.1181( e )

h[ n ] = 0.4083(0.5722) cos(2.1858 n + 0.6169)

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h[ n ] = 0.4083(0.5722) cos(2.1858 n + 0.6169)

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y[n ] = L x[−1] h[n + 1] + x[0 ] h[n ] + x[1] h[n − 1] + L

where h[n] is the impulse response. This can be written in

called the convolution sum.

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(x[n] ∗ y[n]) ∗ z[n] = x[n] ∗ (y[n] ∗ z[n])

(x[n] + y[n]) ∗ z[n] = x[n] ∗ z[n] + y[n] ∗ z[n]

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The cascade connection of two systems can be viewed as

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The parallel connection of two systems can be viewed as

It can be shown that a BIBO-stable DT system has an

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