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State Variable
State Variable
Chapter
At the start of the course both continuous and discrete-time signals were introduced. In the world of signals and systems modeling, analysis, and implementation, both discrete-time and
continuous-time signals are a reality. We live in an analog world,
is often said. The follow-on courses to ECE2610, Circuits and
Systems I (ECE2205) and Circuits and Systems II (ECE3205)
focus on continuous-time signals and systems. In particular circuits based implementation of systems is investigated in great
detail. There still remains a lot to discuss about continuous-time
signals and systems without the need to consider a circuit implementation. This chapter begins that discussion.
Continuous-Time Signals
To begin with signals will be classified by their support interval
Two-Sided Infinite-Length Signals
Sinusoids are a primary example of infinite duration signals,
that are also periodic
91
Continuous-Time Signals
x ( t ) = Ae e
(9.1)
, < t <
The period for both the real sinusoid and complex sinusoid
signals is T 0 = 2 0
The signal may be any periodic signal, say a pulse train or
squarewave
A two-sided exponential is another example
x ( t ) = Ae
, < t <
(9.2)
t
x ( t ) = 5 cos 2 ---
2
2
4
2
10
2
4
3.0
2.5
x ( t ) = Pulse Train
2.0
1.5
Period = 2s
Pulse Width = 0.5s
1.0
0.5
4
x ( t ) = 2e
2
2.0
t 2
1.5
Two-sided exponential
1.0
0.5
10
5
92
Continuous-Time Signals
One-Sided Signals
Another class of signals are those that exist on a semi-infinite
interval, i.e., are zero for t < t 0 (support t [0, ) )
The continuous-time unit-step function, u ( t ) , is useful for
describing one-sided signals
1, t 0
u(t) =
0, otherwise
(9.3)
When we multiply the previous two-side signals by the stepfunction a one-side signal is created
t
x ( t ) = 5 cos 2 ---
--- u ( t )
2 4
4
2
1
2
4
1.0
0.8
x(t) = u(t)
0.6
0.4
0.2
1
2.0
x ( t ) = 2e
t 2
u(t)
1.5
One-sided exponential
1.0
0.5
2
10
93
Continuous-Time Signals
(9.4)
Finite-Duration Signals
Finite duration signals will have support over just a finite
time interval, e.g., t [4, 10)
A convenient way of crating such signals is via pulse gating
function such as
1, 4 t < 10
p ( t ) = u ( t 4 ) u ( t 10 ) =
0, otherwise
(9.5)
p(t)
4
2
0
10
12
10
12
2
4
t
x ( t ) = 5 cos 2 ---
--- p ( t )
2 4
4
2
2
4
94
(9.6)
and
( t ) dt = 1
(9.7)
( t ) =
(9.8)
95
1
--------2 1
( t )
1
--------2 2
2 1 0 1
(9.9)
( t ) dt = 1
In plotting a scaled unit-impulse signal, e.g., A ( t ) , we plot a
vertical arrow with the amplitude actually corresponding to
the area
A ( t )
(A)
96
f ( t ) ( t t 0 ) = f ( t 0 ) ( t t 0 )
(9.10)
Discussion
Since ( t t 0 ) is zero everywhere except t = t 0 , only the
value f ( t 0 ) is of interest
Using the test function ( t ) we also note that
f ( t ) ( t ) = f ( t ) ( 2 ), < t <
otherwise
0,
(9.11)
f ( t ) ( t ) f ( 0 ) ( t )
f ( t ) ( t ) f ( 0 ) ( t )
f(t)
f(t)
f ( t ) ( t )
(f(0))
f ( t ) ( t ) dt = f ( 0 ) ( t ) dt
= f(0)
ECE 2610 Signals and Systems
( t ) dt = f ( 0 )
(9.12)
97
Integral Form
Sampling/Sifting Property
f ( t ) ( t t0 ) dt
= f ( t0 )
(9.13)
[ cos ( 2t ) ( t 1.2 ) + u ( t ) ( t 3 ) ] dt
= cos ( 2.4 ) + u ( 3 ) = cos ( 2.4 ) + 1
Operational Mathematics and the Delta Function
The impulse function is not a function in the ordinary sense
It is the most practical when it appears inside of an integral
From an engineering perspective a true impulse signal does
not exist
We can create a pulse similar to the test function ( t ) as
well as other test functions which behave like impulse
functions in the limit
The operational properties of the impulse function are very
useful in continuous-time signals and systems modeling, as
well as in probability and random variables, and in modeling
distributions in electromagnetics
ECE 2610 Signals and Systems
98
( ) d
(9.14)
1, a < 0 and b 0
( t ) dt =
a
0, otherwise
(9.15)
1, t 0
( ) d =
0, otherwise
(9.16)
which says that this integral behaves like the unit step function
u(t) =
( ) d
(9.17)
99
(9.18)
d
( t t 0 ) = ----- u ( t t 0 )
dt
(9.19)
Similarly,
dt
dt
(9.20)
= f ( t )u ( t ) + f ( t ) ( t )
Example: x ( t ) = e
4t
u(t) + u(t 1)
The derivative of x ( t ) is
d
4t
4t
x ( t ) = ----- x ( t ) = 4e u ( t ) + e ( t ) + ( t 1 )
dt
= 4e
x(t)
4t
u(t) + (t) + (t 1)
dx ( t )
-----------dt
1
0.8
-1
-0.5
-1
1 (1)
-0.5
0.5
0.6
-1
0.4
-2
0.2
-3
0.5
1.5
(1)
1
1.5
-4
910
Continuous-Time Systems
Continuous-Time Systems
A continuous-time system operates on the input to produce
an output
y(t) = T{ x( t) }
x(t)
(9.21)
y(t)
T{ }
y(t) = [x(t)]
Time Delay
y ( t ) = x ( t td )
(9.22)
(9.23)
Differentiator
(t)
y ( t ) = dx
-----------dt
(9.24)
Integrator
y(t) =
x ( ) d
(9.25)
In all of the above we can calculate the output given the input
and the definition of the system operator
For linear time-invariant systems we are particularly interested in the impulse response, that is the output, y ( t ) = h ( t ) ,
when x ( t ) = ( t ) , for the system initially at rest
911
( ) d = u ( t )
(9.26)
for any t 0
Both the squarer and integrator are time invariant
The system
y ( t ) = cos ( c t )x ( t )
(9.27)
912
Linearity
A linear system obeys the following
x 1 ( t ) + x 2 ( t ) y 1 ( t ) + y 2 ( t )
(9.28)
2 2
= x 1 ( t ) + 2x 1 ( t )x 2 ( t ) + x 2 ( t )
produces a cross term which does not exist when the two
inputs are processed separately and then combined
The integrator is linear since
y( t) =
[ x1 ( ) + x2 ( ) ] d
x1 ( ) d + x2 ( ) d
Convolution Integral
x ( )h ( t ) d
= x(t)*h(t)
(9.29)
913
u ( )u ( t ) d
u()
t<0
0,
y(t) = t
d, t 0
0, t < 0
=
t, t 0
or simply
y ( t ) = tu ( t ) r ( t ) ,
which is known as the unit ramp
914
Properties of Convolution
Commutativity:
x(t)*h(t) = h(t)*x(t)
(9.30)
[ x ( t ) * h1 ( t ) ] * h2 ( t ) = x ( t ) * [ h1 ( t ) * h2 ( t ) ]
(9.31)
Associativity:
(9.32)
(9.33)
What is x ( t ) ?
It turns out that x ( t ) = ( t ) ( t ) * h ( t ) = h ( t )
proof
( )h ( t ) d = ( )h ( t 0 ) d
= h(t)
( ) d = h ( t )
915
Convolution of Impulses
Integrator
h(t) =
x ( ) d
= u(t)
(9.34)
= ( t td )
(9.35)
x() = ( )
Ideal delay
h ( t ) = x ( t td )
x(t) = (t)
(9.36)
Convolution of Impulses
Basic Theorem:
( t t1 ) * ( t t2 ) = ( t ( t1 + t2 ) )
(9.37)
Example: [ ( t ) 2 ( t 3 ) ] * u ( t )
Using the time shift property (9.36)
( t ) * u ( t ) 2 ( t 3 ) * u ( t ) = u ( t ) 2u ( t 3 )
3t
u(t)
We wish to find y ( t ) = x ( t ) * h ( t )
916
y(t) =
u ( )u ( t 2 ) d
(9.38)
u(t 2)
t2<0
1
e
t2 0
t2>0
u()
t2
t2
= e---------3
t2
(9.39)
0
3 ( t 2 )
1
= --- [ 1 e
]u ( t 2 )
3
y(t)
1
--3
0
ECE 2610 Signals and Systems
917
Note: The use of the exponential impulse response in examples is significant because it occurs frequently in practice,
e.g., an RC lowpass filter circuit
R
x(t)
y(t)
1
h ( t ) = -------- e
RC
Example: x ( t ) = e
at
t ------RC
u(t)
u ( t ) and h ( t ) = e
bt
u(t)
= e
u ( )e
b ( t )
a b ( t )
bt
bt
( a b )
u ( t ) d
d
d
( a b )
e
e
= ------------ -------------------a b ( a b )
t
0
bt
e
( a b )t
= ------------ [ 1 e
]u ( t )
ab
bt
at
1
= ------------ [ e e ]u ( t ), a b
ab
918
y(t)
0.14
a = 2, b 3
0.12
0.10
0.08
0.06
0.04
0.02
1
Square-Pulse Input
Consider a pulse input of the form
x(t) = u(t) u(t T)
where T is the pulse width and h ( t ) = e
(9.40)
at
u(t)
x(t)
1
0
The output is
y(t) = u(t )*h(t) u(t T)*h(t)
(9.41)
(9.42)
so
ECE 2610 Signals and Systems
919
1
at
1
a ( t T )
y ( t ) = --- [ 1 a ]u ( t ) --- [ 1 a
]u ( t T )
a
a
(9.43)
1.0
0.8
a = 1, T = 5
0.6
0.4
0.2
10
15
h1 ( t )
h2 ( t )
Cascade
x(t)
h ( t ) = h1 ( t ) * h2 ( t )
(9.44)
y(t)
y(t)
920
x(t)
(9.45)
y(t)
h2 ( t )
Parallel
x(t)
y(t)
h ( t ) = h1 ( t ) + h2 ( t )
x(t)
) or d ( ) dt
h(t)
h(t)
) or d ( ) dt
y(t)
y(t)
921
at
u(t)
e
= ---------a
a
t
0
h ( ) d
u ( ) d =
at
1
= --- [ 1 e ]u ( t )
a
h ( t ) dt <
(9.46)
922
at
u(t)
For stability
at
u ( t ) dt =
at
e = -------a
at
dt
1
= ---, a > 0
a
h ( t ) = 0 for t < 0
(9.47)
923
Input x(t)
1
Input pulse of duration 5s
0.5
10
15
Output y(t)
1
Impulse response = e-t u(t)
0.5
10
15
Time (s)
924