Lec05 (S&S) Systems and Properties
Lec05 (S&S) Systems and Properties
Lec05 (S&S) Systems and Properties
UNIVERSITY
• What is a system
• Interconnection of Systems
– Cascade
– Parallel
• System properties
– Memory
– Causality
– Invertibility
– Linearity
– Time invariance
– Stability
• Linear time-invariant systems
• Impulse response of the system
Systems
What is System?
• System is a device or combination of devices, which can operate on
signals and produces corresponding response.
• For one or more inputs, the system can have one or more outputs.
• Systems process input signals to produce output signals
• Examples:
– A circuit involving a capacitor can be viewed as a system that
transforms the source voltage (signal) to the voltage (signal) across the
capacitor
– A CD player takes the signal on the CD and transforms it into a signal
sent to the loud speaker
– A communication system is generally composed of three sub-systems,
the transmitter, the channel and the receiver. The channel typically
attenuates and adds noise to the transmitted signal which must be
processed by the receiver.
– Signal processors in scientific or medical equipment or in audio/video
devices
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
How is a System Represented?
𝑦 𝑡 =𝑇 𝑥 𝑡
Transformation
Continuous-Time and Discrete-Time Systems
• A system is continuous-time if the input and output signals are
continuous-time.
• It is discrete-time if the input and output signals are discrete-time
Interconnection of Systems
Series/Cascade
x y
System 1 System 2
Parallel
System 1
x y
+
System 2
Feedback x y
+ System 1
System 2
Properties of Systems
1) Systems with and without Memory
• When the output of a system depends on the past and/or future
input, the system is said to have a memory. For example
𝑦 𝑡 = 𝑥 𝑡 − 𝑥 𝑡 − 1 + 𝑥(𝑡 + 2)
𝑦[𝑛] = 2𝑥 𝑛 − 𝑥 2 𝑛 2
Yes
𝑦 𝑡 = 𝑢 𝑡 + 𝑢(𝑡 + 2) No
1
𝑦𝑛 = 𝑥 𝑛 + 𝑥 𝑛 − 1 + 𝑥[𝑛 − 2] No
3
2) Causal and Non-Causal Systems
e.g.
𝑦 𝑡 = 𝑥 𝑡 − 𝑥(𝑡 − 1)
𝑦(𝑡)
System Inverse system
𝑥(𝑡) 𝑥(𝑡)
(𝑆) (𝑆 −1 )
If the system is
𝑦(𝑡) = 2𝑥(𝑡)
inverse system is
1
𝑦(𝑡) = 𝑥(𝑡)
2
Invertible or not?
𝑦 𝑡 = 𝑥(𝑡) 2
4) Linear and Nonlinear Systems
20
• A system is called linear if it satisfies the following two
mathematical properties:
– Additivity and
– Scaling
𝑥1 (𝑡) + 𝑥2 (𝑡)
𝑥1 (𝑡) System 𝑦(𝑡)
𝑥2 (𝑡)
𝑦1 (𝑡)
𝑥1 (𝑡) System
𝑦(𝑡)
𝑦2 (𝑡)
𝑥2 (𝑡) System
Scaling
𝑎
Example-1: Linearity
• The system is linear or not
𝑦 𝑡 = 𝑡 2 𝑥(𝑡) Linear
Additivity
𝑇 𝑥1 (𝑡) + 𝑥2 (𝑡) = 𝑇 𝑥1 (𝑡) + 𝑇 𝑥2 (𝑡)
𝑡 2 𝑥1 (𝑡) + 𝑥2 (𝑡) = 𝑡 2 𝑥1 𝑡 + 𝑡 2 𝑥2 𝑡
𝑡 2 𝑥1 𝑡 + 𝑡 2 𝑥2 𝑡 = 𝑡 2 𝑥1 𝑡 + 𝑡 2 𝑥2 𝑡
Homogeneity
𝑇 𝑎𝑥(𝑡) = 𝑎𝑇 𝑥(𝑡)
𝑡 2 𝑎𝑥 𝑡 = 𝑎 𝑡 2 𝑥 𝑡
𝐿𝐻𝑆 = 𝑅𝐻𝑆
Example-2: Linearity
• The system is linear or not
𝑦 𝑡 = 𝑥 2 (𝑡) nonlinear
Additivity
2
𝑇 𝑥1 (𝑡) + 𝑥2 (𝑡) = 𝑥1 (𝑡) + 𝑥2 (𝑡)
= 𝑥1 2 𝑡 + 𝑥2 2 𝑡 + 2𝑥1 (𝑡)𝑥2 (𝑡)
≠ 𝑥1 2 𝑡 + 𝑥2 2 𝑡
Homogeneity
𝑇 𝑎 𝑥(𝑡) = 𝑎𝑥(𝑡) 2
= 𝑎2 𝑥 2 𝑡
≠ 𝑎𝑥 2 𝑡
Example-3: Linearity
• The system is linear or not
𝑦 𝑡 = 3𝑥 𝑡 + 2 nonlinear
Additivity
𝑇 𝑥1 (𝑡) + 𝑥2 (𝑡) = 𝑇 𝑥1 (𝑡) + 𝑇 𝑥2 (𝑡)
3 𝑥1 (𝑡) + 𝑥2 (𝑡) + 2 = 3𝑥1 𝑡 + 2 + 3𝑥2 𝑡 + 2
Homogeneity
𝑇 𝑎 𝑥(𝑡) = 𝑎𝑇 𝑥(𝑡)
3𝑎𝑥 𝑡 + 2 = 𝑎 3𝑥 𝑡 + 2
3𝑎𝑥 𝑡 + 2 = 3𝑎𝑥 𝑡 + 2𝑎
Time-Varying and Time-Invariant Systems
• In a time-invariant system, a time shift (advance or delay) in the
input signal leads to the time shift in the output signal.
𝑥 𝑡 − 𝑡0 → 𝑦 𝑡 − 𝑡0
Example-1: Time Invariance
• The system is time invariant or not
𝑦 𝑡 = 10𝑥(𝑡)
Time Invariance
𝑇 𝑥(𝑡 − 𝑡0 ) = 𝑦(𝑡 − 𝑡0 )
10𝑥(𝑡 − 𝑡0 ) = 10𝑥(𝑡 − 𝑡0 )
Time-invariant
Example-2: Time Invariance
• The system is time invariant or not
𝑦 𝑡 = 3𝑥 2 𝑡 𝑢(𝑡)
Time Invariance
𝑇 𝑥(𝑡 − 𝑡0 ) = 𝑦(𝑡 − 𝑡0 )
3𝑥 2 𝑡 − 𝑡0 𝑢(𝑡) = 3𝑥 2 𝑡 − 𝑡0 𝑢(𝑡 − 𝑡0 )
Time-varying
Example-3: Time Invariance
• The system is time invariant or not
𝑦[𝑛] = 𝑛𝑥[𝑛]
Time Invariance
𝑇 𝑥(𝑛 − 𝑛0 ) = 𝑦(𝑛 − 𝑛0 )
𝑛 − 𝑛0 𝑥[𝑛 − 𝑛0 ] = 𝑦(𝑛 − 𝑛0 )
𝑛𝑥 𝑛 − 𝑛0 − 𝑛0 𝑥 𝑛 − 𝑛0 = 𝑦(𝑛 − 𝑛0 )
𝑛𝑥 𝑛 − 𝑛0 − 𝑛0 𝑥 𝑛 − 𝑛0 = 𝑦(𝑛 − 𝑛0 )
Time-varying
Stability
• A system is stable in the bounded-input, bounded-output (BIBO) sense if and
only if every bounded input produces bounded output.
• A system is said to be unstable if bounded input produces
unbounded output
The input 𝑥[𝑛] is bounded, if there exists a fixed positive finite value 𝐵𝑥 such that
𝑥 𝑛 < 𝐵𝑥 < ∞
Stability requires that, for every bounded input, there exists a fixed positive value 𝐵𝑦
such that
𝑦 𝑛 < 𝐵𝑦 < ∞
𝑥(𝑡) 𝑦(𝑡)
ℎ(𝑡)
𝑥[𝑛] 𝑦[𝑛]
ℎ[𝑛]
LTI Systems
Impulse response:
A system's impulse response ℎ[𝑛] is defined as the output signal that results when an
impulse 𝛿[𝑛] is applied to the system input.
𝑦 𝑛 = 𝑥 𝑘 ℎ 𝑛−𝑘
𝑘=−∞
Convolution
or
𝑦 𝑛 = 𝑥 𝑛 ∗ ℎ[𝑛]
Given ℎ[𝑛] it is possible to use this equation to compute the output 𝑦[𝑛] due to any
input 𝑥[𝑛]
Any discrete sequence can be represented as a sum of scaled,
delayed impulses
More generally
∞
𝑥 𝑛 = 𝑥 𝑘 𝛿[𝑛 − 𝑘]
𝑘=−∞
Decomposition of DT signal
Example
𝑥 𝑛 = ⋯ + 𝑥 −2 𝛿 𝑛 + 2 + 𝑥 −1 𝛿 𝑛 + 1 + 𝑥 0 𝛿 𝑛
+𝑥 1 𝛿 𝑛 − 1 + 𝑥 2 𝛿 𝑛 − 2 + ⋯
𝑥 𝑛 = 𝑥 𝑘 𝛿 𝑛−𝑘
𝑘=−∞
• Output of a system is defined as
𝑦[𝑛] = 𝑇 𝑥[𝑛]
𝑦[𝑛] = 𝑇 𝑥 𝑘 𝛿 𝑛−𝑘
𝑘=−∞
Now using linearity property (if the system is LTI)
𝑦[𝑛] = 𝑥 𝑘 𝑇 𝛿 𝑛 − 𝑘
𝑘=−∞
𝑦[𝑛] = 𝑥 𝑘 h 𝑛 − 𝑘
𝑘=−∞
∞
Convolution 𝑦 𝑛 =𝑥 𝑛 ∗ℎ 𝑛 = 𝑥 𝑘 h 𝑛−𝑘
Sum 𝑘=−∞