UNIT IV

CONTINUOUS AND DISCRETE TIME SYSTEMS

EC T43-SIGNALS AND SYSTEMS ECE

 Differential equations Difference equations
Analysis of LTI circuits gives a relationship The processing of discrete-time signals is
between input x(t) and output y(t) in the form of performed by discrete-time systems. Similar to
a differential equation: the continuous-time case, we may represent a
discrete-time system either by a set of
2 difference equations or by a block diagram of
dy (t ) d y (t )
b0 y (t )  b1  b2  its implementation. For example, consider the
dt dt 2 following difference equation.
dx(t ) d 2 x(t )
 a0 x(t )  a1  a2  y(n) = y(n - 1) + x(n) + x(n - 1) + x(n - 2)
dt dt 2
whose system (or transfer) function is of the
form: This equation represents a discrete-time system.
It operates on the input signal x(n) to produce
a 0  a1 s  a 2 s 2  ...  a N s N the output signal y(n).
H a s   We use the notation y(n) = [x(n)] to denote a
b0  b1 s  b2 s 2  ...  bM s M
discrete-time system  with input signal x(n)
and output signal y(n). Notice that the input
This is a ratio of polynomials in s . The order and output to the system are the complete
of the system function is max(N,M). Replacing signals for all time n. This is important since
s by j gives the frequency-response H a (j), the output at a particular time can be a
where  denotes frequency in radians/second. function of past, present and future values of
For values of s with non-negative real parts, H a x(n). It is usually quite straightforward to
(s) is the Laplace Transform of the analogue write a computer program to implement a
filter’s impulse response h a(t). H(s) may be discrete-time system from its difference
expressed in terms of its poles and zeros as: equation. In fact, programmable computers
are one of the easiest and most cost effective
s  z1 s  z 2 ...s  z N 
H a s   k ways of implementing discrete-time systems.
s  p1 s  p2 ...s  p M 
The general form is
The solution is composed of a homogeneous
response (natural response) and a particular
solution (forced response) of the system.
A general solution to Equation can be expressed
as the sum of a
homogeneous solution (natural response) to
and a particular solution (forced response),

EC T43-SIGNALS AND SYSTEMS ECE

 Transfer function and Impulse response

PROPERTIES OF TRANSFER FUNCTION (TF)

The properties of transfer function are given below:

 The ratio of Laplace transform of output to Laplace transform of input assuming all initial
conditions to be zero.
 The transfer function of a system is the Laplace transform of its impulse response under
assumption of zero initial conditions.
 Replacing ‘s’ variable with linear operation D= d/dt in transfer function of a system, the
differential equation of the system can be obtained.
 The transfer function of a system does not depend on the inputs to the system.
 The system poles and zeros can be determined from its transfer function.
 Stability can be found from characteristic equation.
 Transfer function cannot be defined for non-linear systems. It can be defined for
linear systems only.

Example : Find the impulse response of the following second order system:
d 2 y (t ) dy (t )
2
4  3 y (t )   (t ) .
dt dt
Solution
The characteristic equation is

s2  4s  3   s  3 s  1  0

so the homogenous solution will be of the form

y (t )   Ae 3t  Be  t  u(t ) .

The first derivative is

  3 Ae 3t  Be  t  u(t )  ( A  B ) (t )
y (t )
dt
and the second derivative is

y 2 (t )
2
  9 Ae 3t  Be  t  u(t )   3 A  B   (t )  ( A  B ) (1) (t )
dt
Putting these back into Eq. (2.1.6) gives

EC T43-SIGNALS AND SYSTEMS ECE

  9 Ae 3t
 Be  t  u(t )   3 A  B   (t )  ( A  B ) (1) (t )

 4  3 Ae 3t  Be  t  u(t )  ( A  B ) (t ) 

 3  Ae 3t  Be  t  u(t )    (t ).

Putting Eq. (2.1.7) in Eq. (2.1.6), we will wind up with three types of functions. If Eq. (2.1.6) is
to hold true, then the coefficients for the different types of functions must satisfy Eq. (2.1.6), so
we get three equations

The  (1) (t ) terms give ( A  B) (1) (t )  0

or A  B .
The  ( t ) terms give ( 3 A  B) (t )  4( A  B) (t )   (t )
1 1
or ( 3 A  A)  1  A   , B  .
2 2
The u(t ) terms  9 Ae 3t
 Be   4( 3 Ae  Be )  3  Ae  Be  t   0 ,
t 3t t 3t

But this is redundant, because our choice of the homogeneous equation insured it.
So we can conclude
h ( t )   e  t  e 3 t  u ( t ) .
1
2
What would be the response for the input x (t )  u (t ) ?
t
y (t )  h(t ) * u(t )   h( ) d
0


1 t

e  e 3t  d  1  e  t   (1  e 3t ) u(t )
1

t

0 2 2

 e  et  u  t  .
1 3t
2

This problem was not so difficult because the characteristic equation separated into two simple
real roots. In general, it will be much easier to use Laplace transforms.

System function and impulse response

Example : What is the frequency response of a discrete LTI system? Derive the frequency
response of a system whose impulse response is given by h(n) = a” u(n —1) for (a) <1.

Ans. The frequency response of a linear time invariant discrete time system can be obtained by
applying a spectrum of the input sinusoids to the system. The frequency response gives the gain
and phase response of the system to the input sinusoids at all frequencies. Let us consider, the
inpulse response of an LTI discrete time system is h(n) and the input x(n) to the system is complex
exponential e1u. The output of the system y(n) can be

Given

EC T43-SIGNALS AND SYSTEMS ECE

Example : Determine the system function

Ans. Taking z-transform of both sides.

Example : Determine the pole-zero plot for the system described by difference equation

Ans. Taking z-transform of both sides.

EC T43-SIGNALS AND SYSTEMS ECE

The ROC & pole zero plot shown in Fig. below

From the following figure, we can observe the following 1.ROC of the system function include unit
circle. 2. ROC of the system function cannot have any poles.
Example : Consider the causal second-order system described by

and with initial conditions Suppose that this system is subjected to the

input signal: what is the output?

Solution :

EC T43-SIGNALS AND SYSTEMS ECE

Taking Inverse we have

EC T43-SIGNALS AND SYSTEMS ECE

 The Convolution Integral
Assume that the input, x(), to an LTI system started at time t0 (the input was zero for all time prior to t0)
and has continued to the present time, t, as shown below.

Figure 1: x(), the Input

2.5

1.5

0.5

0
=t0 =t

We can approximate this input as a series of rectangular pulses having the same area under the curve as
shown in Figure 2.

Figure 2: x(n), the Approximation to the Input

2.5

1.5

0.5

0
1 3 5 7 9 11
0
13 15 17 19 21 23 25 27 29 31 33 N=t
35

These graphs are given in terms of the variable , the variable t is reserved for the time of observation of
the output signal. The interval from  = t0 to  = t is divided into subintervals of width  each centered
about an value of n = t0 + n*.

EC T43-SIGNALS AND SYSTEMS ECE

Now perform the following experiment. Apply a rectangular pulse of unit strength and width  to the
input of our LTI system. Lets call the resulting output f(t, n).

 f(t, n) is the output at time t due to a rectangular pulse of unit amplitude and width  that
occurred at time  = n .
The output of the system at time t due to the nth pulse of the approximate input is then the value of the
input at time n ,which is x(n), times f(t, n). Using superposition the total output from the system at time
t is then approximated by the sum:
N
y t    x n  * f t ,  n 
n 0

Multiplying and dividing each term in the sum by  yields:

N
 1 
y t    x n  *  f t ,  n  
n 0   
 1 
f t , n  is the output of the time t due to a pulse of amplitude
1
Note that the term  that occurred
   
at time  = n . The area of this input pulse ise equal to unity. Our approximation gets better as 
approaches zero so take the limit of y(t) as  0 changing the sum to an integral.

 1 
t
f t ,  n  
y t    x  *   d
 
lim   0
 t 0

The term in the brackets becomes the output at time, t, of the system to (t-), a Dirac Delta function or
impulse that occurred at time  . It is usually denoted as h(t, ), or since our system is time invariant
simply h(t-). This function, h(t), is called the Unit Impulse Response of the system (which happens to
be the Inverse Fourier Transform of the Transfer Function, H(j) ). The output then is given by:
t
y t    x  * ht   d
t 0

or, where it is up to you to determine the limits on the integral from the nature of the two functions:

yt    x  * ht   d
  

This is known as the Convolution Integral and is denoted as:

yt   xt   ht 

Note: The meaning of Convolution is that an LTI system can be modeled as having a memory that
stores all past input. Acording to this model, the LTI system determines its output by performing
a weighted sum of all past inputs using the Impulse Response as the weighting factor.

EC T43-SIGNALS AND SYSTEMS ECE

 Continuous systems seldom actually function this way, but this model accurately determines the
output. Many Discrete-Time LTI systems ARE built according to the Convolution model.
They are called Finite Impulse Response systems since their memory has a limited capacity.

Properties of Convolution
Commutative Law
xt   yt   yt   xt 
Proof:

xt   yt    x  * yt   d
  

Let u = t -  , therefore  = t – u and


xt   yt    xt  u  * yu  du 
u 

Reversing the limits is the same as multiplying by –1

 
xt   yt    xt  u  * yu du   yu  * xt  u du  yt   xt 
u   u  

Distributive Law
xt   yt   zt   xt   yt   xt   zt 

Associative Law
xt   yt   zt   xt   yt   zt 

EC T43-SIGNALS AND SYSTEMS ECE

Example Convolutions
Convolution Example 1: Simple Rectangular Functions

h(t) = 1 for 0 < t < 1; 0 elsewhere

1.5

0.5

0
-2 -1 0 1 2 3 4

Time

First flip h(t) by letting t = -

h(-)

1.5

0.5

0
-2 -1 0 1 2 3 4

Time

x(t) = 1 for 0 < t < 2; 0 elsewhere

1.5

0.5

0
-2 -1 0 1 2 3 4

Time

EC T43-SIGNALS AND SYSTEMS ECE

Now shift h(-) to the time for Case 1 by replacing (–) with t - 
Case 1: t < 0

1.5

x()
1
h(t-)
0.5

0
-2 -1 0 1 2 3 4
t-1 t

Case 2 moves the front edge of h(t-) into x() so the output is the shaded area t

Case 2: 0 < t < 1

1.5

x()
1
h(t-)

0.5

0
-2 -1 0 1 2 3 4
t-1 t

For all of Case 3 h(t-) is fully within x() so the output is 1

Case 3: 1 < t < 2

1.5

x()
1
h(t-)
0.5

0
-2 -1 0 1 2 3 4
t-1 t

EC T43-SIGNALS AND SYSTEMS ECE

In Case 4 h(t-) is exiting x() so the output is [ 2 – (t-1) ]*1 or (3-t)

Case 4: 2 < t < 3

1.5

x()
1

h(t-)
0.5

0
-2 -1 0 1 2 3 4
t-1 t

For all of the last Case t > 3 and there is no overlap so the output is 0

Case 5: t > 3

1.5

x()
1
h(t-)
0.5

0
-2 -1 0 1 2 3 4
t-1 t


So now we can plot the output, y t   xt   ht    x  * ht   d and we are done.


y(t)

1.5

0.5

0
-2 -1 0 1 2 3 4

Time

EC T43-SIGNALS AND SYSTEMS ECE

Convolution Example 2: A Triangular Function
The input signal x(t) is a unit rectangular pulse from t = -1 to t = 1

x(t) = 1 for 0 < t < 2; 0 elsewhere

1.5

0.5

0
-4 -3 -2 -1 0 1 2 3 4 5

Time

The system Impulse Response is triangular

h(t) = t for 0 < t < 3; o elsewhere

3.5

2.5

1.5

0.5

0
-4 -3 -2 -1 0 1 2 3 4 5

Time

Find the output, yt   xt   ht 

EC T43-SIGNALS AND SYSTEMS ECE

First flip the Impulse Response by substituting t = -

h(-)

3.5

2.5

1.5

0.5

0
-4 -3 -2 -1 0 1 2 3 4 5

Time

Now slide it back to start at a value of t  -1 and plot the signal on the same chart

Case 1: t < 1

h(t-) 2

x()
1

0
-4 -3 -2 -1 0 1 2 3 4 5
t-1 t

There is no overlap so y = 0 for t < -1

EC T43-SIGNALS AND SYSTEMS ECE

Now slide the tip of h(t-) just past t = -1 to set up Case 2

Case 2: 0 < t < 1

3.5

2.5

2
h(t-)
1.5
x()
1

0.5

0
-4 -3 -2 -1 t 0 1 2 3 4 5
t-3

The shaded area is the integral of the product of the two functions. And:
t
t
 2
y t    t    *1d  t *   
1 1
 t 2  t  for 0 < t < 1
  1  2    1 2 2

Case 3 is set up by sliding t to just past t = 1. Now the complete signal lies within the memory of the
system.

Case 3: 1 < t < 2

3.5

h(t-) 2.5

1.5

1
x()

0.5

0
-4 -3 -2 -1 0 1 2 3 4 5
t-3 t

EC T43-SIGNALS AND SYSTEMS ECE

Now
1
1
 2
y t    t    *1d  t *     2t for 1 < t < 2
  1  2    1

The fourth Case occurs when the back edge of h(t-) crosses  = -1. This is when t = 2.

Case 4: 2 < t < 4

3.5

2.5

2
h(t-)
1.5

x() 1

0.5

0
-4 -3 -2 -1 0 1 2 3 4 5
t-3 t

1
1
 2
Now y t    t    * 1d  t *   
1
  t 2  t  4 for 2 > t > 4
 t 3  2   t 3 2

EC T43-SIGNALS AND SYSTEMS ECE

The last Case is when t > 4. Now there is no overlap and the output remains at zero.

Case 5: t > 4

3.5

2.5

2
h(t-)
1.5
x()
1

0.5

0
-4 -3 -2 -1 0 1 2 3 4 5
t-1 t

Now we can plot y(t). Note that it is a continuous function. This is the normal case (the exception is
when there are Impulse Functions in either the signal or h(t) ). Use this fact to check your work by
comparing the values at the boundary conditions between cases.

y(t)

4.5 Case 4

3.5

2.5 Case 2

2
Case 3 Case 5
1.5
Case 1
1

0.5

0
-2 -1 0 1 2 3 4 5

Time

EC T43-SIGNALS AND SYSTEMS ECE

Convolution Example 3: The RC Low Pass Filter
The input signal x(t) is a unit rectangular pulse from t = 0 to t = t0

The circuit is:

Find the Impulse Response of the circuit using the Transfer Function:

1 1
jC
H  j    RC Since it is a simple AC voltage divider
1 1
R  j
jC RC
From Example 1 of the section on Fourier Transforms the inverse transform of this Transfer
function is:
t
1  RC
ht    * U t  which looks like:
RC
h(t)=[1/RC]*exp(-t/RC)*U(t)

1.5
1.3
1.1
1/RC
0.9
0.7
0.5
0.3
0.1
-0.1
-1 0 1 2 3 4 5
-0.3
t=1/RC
-0.5

EC T43-SIGNALS AND SYSTEMS ECE

The input, vin, is:

vin(t) = 2 for 0 < t < 1; 0

elsewhere

0
-2 0 2 4
-1

Time

Now using Convolution, find the output:

Flipping h(t), sliding it to the left, t < 0, we have Case 1:

Case 1: t < 0

x()
2

1
h(t-)

0
-4 -3 -2 -1 0 1 2 3 4 5
t

And of course y(t) = 0 for t < 0 since there is no overlap.

EC T43-SIGNALS AND SYSTEMS ECE

Case 2 is while the leading edge of h(t-) is within the square pulse or when 0 < t < 1

Case 2: 0 < t < 1

x()
2

1
h(t-)

0
-4 -3 -2 -1 0 1 2 3 4 5
t

Now the integral becomes:


vout t   xt   ht    x * ht   d
  
t t  
1 
vout t    2 *  RC
d
 0 RC
t t 

vout t  
2
*  RC   RC d
RC  0

 t

t
 
vout t  
2
*  RC  RC *  RC 
RC    0
 t

t
 RC  
t
 RCt   
t

vout t   2 *  RC
   2 * 
RC
  1  2 * 1  
RC
 for 0 < t < 1
   0    

EC T43-SIGNALS AND SYSTEMS ECE

Case 3 is the final case and it is good for t > 1

Case 3: 0 < t < 1

x()
2

1
h(t-)

0
-4 -3 -2 -1 0 1 2 3 4 5
t

Now the integral becomes:

1 t  
1 
vout t    2 *  RC
d
 0 RC
t 1 

vout t  
2
*  RC   RC d
RC  0

 1

t
 
vout t  
2
* RC
 RC *  
RC
RC    0
 1

t
 RC  
t
 RC
1

vout t   2 *  RC
   2 *  RC
  1
   0  
Moreover, we can now plot the output:

The Output
2

y(t)
1

0 t
-1 0 1 2 3 4 5

EC T43-SIGNALS AND SYSTEMS ECE

 Convolution Sum

Example : Convolve {1,3,1) and (1,2,2,).

Ans.

Example . The impulse response of a linear time-invariant system is

Determine the response of the system to the input signal

EC T43-SIGNALS AND SYSTEMS ECE

EC T43-SIGNALS AND SYSTEMS ECE
Block diagram representation and reduction

Block diagram representation

EC T43-SIGNALS AND SYSTEMS ECE

State variable techniques

The main tools of analysis of single input and single output (SISO) systems are transfer function and
frequency response methods where the systems must be linear time invariant. These tools cannot be applied
for time varying and non-linear systems. In conventional control theory the main theme is to formulate the
transfer function putting all initial conditions to zero. The state variable analysis takes care of initial
conditions automatically and it is also possible to analyze time varying or time-invariant, linear or non-
linear, single or multiple input-output systems. The main target of this chapter is to introduce state variable
analysis for continuous systems.

State: The state of a dynamic system is the smallest set of variables and the knowledge of these
variables at t = t0 together with inputs for t ≥ t0 completely determines the behaviour of the system at
t ≥ t0. A compact and concise representation of the past history of the system can be termed as the
state of the system.
State Variables: The smallest set of variables that determine the state of the system are known as
state variables.
The knowledge of capacitor voltage at t = 0 i.e., the initial voltage of the capacitor is a history
dependent term and it forms a state variable. Similarly, initial current in an inductor is treated as state
variable.
State Vector: The ‘n’ state variables that completely describe the behaviour of a given system are
said to be ‘n’ components of a vector.
State Space: The n dimensional space whose co-ordinate axes consist of the x1 axis, x2 axis,….,xn
axis are known as a state space.

Advantages
It is possible to analyze time-varying or time-invariant, linear or non-linear, single or multiple input-
output systems.
It is possible to confirm the state of the system parameters also and not merely input-output relations.
It is possible to optimize the systems and useful for optimal design.
It is possible to include initial conditions.
Disadvantages
Complex techniques
Many computations are required.

STATE MODEL

Figure shows an nth order system having multiple input multiple output.

For time invariant system, the functional equations can be written in the form as below:
EC T43-SIGNALS AND SYSTEMS ECE
where A, B, C and D are constant matrices.

The order of the above matrices is given below:

A n × n known as the evolution matrix,

B n × m known as the control matrix,
C p × n known as the observation matrix and
D p × m known as the direct transmission matrix.

This is known as the State Model of the given system.

TRANSFER FUNCTION DERIVATION FROM THE STATE MODEL

From the state model equations, we can derive the transfer function of the system. From definition of
transfer function, we can write

Formula

The characteristic equation is given by |sI – A| = 0

Example 1. Find the transfer function when

Solution:

EC T43-SIGNALS AND SYSTEMS ECE

Example 2. Find Trnasfer Function of the following system

Solution :
First, we compute the eigenvalues of the A matrix by solving det(λI – A) = 0 to obtain λ1 = –1, λ2 =
–2 Thus, the system is BIBO stable since the poles of the transfer function are negative, being equal
to the eigenvalues.

EC T43-SIGNALS AND SYSTEMS ECE

 STATE EQUATIONS FOR DISCRETE TIME SYSTEMS

State variable methods for continuous time systems have already been introduced. In this chapter we
are interested to discuss the following:
i. to represent a given z–transfer function by state variable equation and output equation of
the form

ii. to get a relation between state equations, output equation and transfer function and
iii. finally the solution of state equation.
With the help of state equations we can calculate the next value of state variable from the given value
of state variables and inputs.

Example 1 Find the SV model for the system with

EC T43-SIGNALS AND SYSTEMS ECE

Example 2.

EC T43-SIGNALS AND SYSTEMS ECE

From the above we get

The Out put equation is

Therefore

EC T43-SIGNALS AND SYSTEMS ECE

Example 3. If the state model of a system is given by

Solution :

EC T43-SIGNALS AND SYSTEMS ECE