Continuous Time: Time-Domain System Analysis

Time-Domain System Analysis Continuous Time
M. J. Roberts - All Rights Reserved. 1

Edited by Dr. Robert Akl
M. J. Roberts - All Rights Reserved. Edited by Dr. Robert Akl
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Impulse Response Impulse Response

Let a system be described by a2 h′′ ( t ) + a1 h′ ( t ) + a0 h ( t ) = δ ( t )
a2 y′′ ( t ) + a1 y′ ( t ) + a0 y ( t ) = x ( t ) What happens at time, t = 0? The equation must be satisfied at
and let the excitation be a unit impulse at time t = 0. Then the all times. So the left side of the equation must be a unit impulse.
zero-state response y is the impulse response h. We already know that the left side is zero before time t = 0
a2 h′′ ( t ) + a1 h′ ( t ) + a0 h ( t ) = δ ( t ) because the system has never been excited. We know that the
Since the impulse occurs at time t = 0 and nothing has excited left side is zero after time t = 0 because it is the solution of the
the system before that time, the impulse response before time homogeneous equation whose right side is zero. These two facts
t = 0 is zero (because this is a causal system). After time t = 0 are both consistent with an impulse. The impulse response might
the impulse has occurred and gone away. Therefore there is no have in it an impulse or derivatives of an impulse since all of
longer an excitation and the impulse response is the homogeneous these occur only at time, t = 0. What the impulse response does
solution of the differential equation. have in it depends on the form of the differential equation.

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For all time t > 0:
Continuous-time LTI systems are described by differential The excitation is zero. The response is the homogeneous
solution of the differential equation.
equations of the general form,
At time t = 0:
an y( n ) ( t ) + an−1 y( n−1) ( t ) + + a1 y′ ( t ) + a0 y ( t ) The excitation is an impulse. In general it would be possible
= bm x( m ) ( t ) + bm−1 x( m−1) ( t ) + + b1 x′ ( t ) + b0 x ( t ) for the response to contain an impulse plus derivatives of an
For all times, t < 0: impulse because these all occur at time t = 0 and are zero
If the excitation x ( t ) is an impulse, then for all time t < 0 before and after that time. Whether or not the response contains
an impulse or derivatives of an impulse at time t = 0 depends
it is zero. The response y ( t ) is zero before time t = 0
on the form of the differential equation
because there has never been an excitation before that time.
an y( n ) ( t ) + an−1 y( n−1) ( t ) + + a1 y′ ( t ) + a0 y ( t )
= bm x( m ) ( t ) + bm−1 x( m−1) ( t ) + + b1 x′ ( t ) + b0 x ( t )

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1

Case 2: m = n
Case 1: m < n
In this case the highest derivative of the excitation and
If the response contained an impulse at time t = 0 then
response are the same and the response could contain an
the nth derivative of the response would contain the nth
impulse at time t = 0 but no derivatives of an impulse.
derivative of an impulse. Since the excitation contains
Case 3: m > n
only the mth derivative of an impulse and m < n, the
In this case, the response could contain an impulse at
differential equation cannot be satisfied at time t = 0.
time t = 0 plus derivatives of an impulse up to the
Therefore the response cannot contain an impulse or any
(m − n)th derivative.
derivatives of an impulse.
Case 3 is rare in the analysis of practical systems.

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Example
Let a system be described by y′ ( t ) + 3y ( t ) = x ( t ) . If the excitation
x is an impulse we have h′ ( t ) + 3h ( t ) = δ ( t ) . We know that
h ( t ) = 0 for t < 0 and that h ( t ) is the homogeneous solution for
t > 0 which is h ( t ) =Ke−3t . There are more derivatives of y than
of x. Therefore the impulse response cannot contain an impulse.
So the impulse response is h ( t ) = Ke−3t u ( t ) .

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2

Example h ( t ) = ( −3 / 16 ) e−3t / 4 u ( t ) + (1 / 4 )δ ( t )
The original differential equation is 4 h′ ( t ) + 3h ( t ) = δ ′ ( t ) .
Substituting the solution we get
⎧ d ⎫
⎪ 4 dt ⎡⎣( −3 / 16 ) e u ( t ) + (1 / 4 )δ ( t ) ⎤⎦ ⎪
−3t / 4
⎨ ⎬ = δ ′ (t )
⎪+3 ⎡( −3 / 16 ) e −3t / 4
u ( t ) + (1 / 4 )δ ( t ) ⎤⎦ ⎪⎭
⎩ ⎣
⎪⎧ 4 ⎡⎣( −3 / 16 ) e δ ( t ) + ( 9 / 64 ) e u ( t ) + (1 / 4 )δ ′ ( t ) ⎤⎦ ⎪⎫
−3t / 4 −3t / 4
⎨ ⎬ = δ ′ (t )
⎩⎪+3 ⎡⎣( −3 / 16 ) e u ( t ) + (1 / 4 )δ ( t ) ⎤⎦
−3t / 4
⎭⎪
− ( 3 / 4 ) e−3t / 4δ ( t ) + ( 9 / 16 ) e−3t / 4 u ( t ) + δ ′ ( t ) − ( 9 / 16 ) e−3t / 4 u ( t ) + ( 3 / 4 )δ ( t ) = δ ′ ( t )
δ ′ (t ) = δ ′ (t ) Check.

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The Convolution Integral 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


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Let the response to an unshifted pulse of unit area and width T p Let the unit pulse response be that of the RC lowpass filter
be the “unit pulse response” h p ( t ) . Then, invoking linearity, the

⎛ 1 − e−(t +Tp /2 )/RC ⎞ ⎛ T p ⎞ ⎛ 1 − e−(t +Tp /2 )/RC ⎞ ⎛ T p ⎞
response to the overall excitation is (approximately) a sum of shifted h p (t ) = ⎜ ⎟ u⎜t + ⎟ − ⎜ ⎟ u⎜t − ⎟
and scaled unit pulse responses of the form ⎝ Tp ⎠ ⎝ 2⎠ ⎝ Tp ⎠ ⎝ 2⎠
∞
y (t ) ≅ ∑ T x ( nT ) h (t − nT )
p p p p
n=−∞
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.

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3

Let x ( t ) be this smooth waveform and let it be approximated The approximate excitation is a sum of rectangular pulses.
by a sequence of rectangular pulses.

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The approximate response is a sum of pulse responses.
T p = 0.1 s

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As T p approaches zero, the expressions for the approximate

excitation and response approach the limiting exact forms
T p = 0.05 s Superposition Integral Convolution Integral

∞ ∞
x (t ) = ∫ x (τ )δ (t − τ ) dτ y (t ) = ∫ x (τ ) h (t − τ ) dτ
−∞ −∞

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4

The Convolution Integral A Graphical Illustration of the
Another (quicker) way to develop the convolution integral is
Convolution Integral
∞
The convolution integral is defined by
to start with x ( t ) = ∫ x (τ )δ (t − τ ) dτ which follows directly
∞
−∞
x (t ) ∗ h (t ) = ∫ x (τ ) h (t − τ ) dτ
from the sampling property of the impulse. If h ( t ) is the impulse
−∞
For illustration purposes let the excitation x ( t ) and the

response of the system, and if the system is LTI, then the response
impulse response h ( t ) be the two functions below.
to x (τ )δ ( t − τ ) must be x (τ ) h ( t − τ ) . Then, invoking additivity,
∞ ∞
if x ( t ) = ∫ x (τ )δ (t − τ ) dτ , then y (t ) = ∫ x (τ ) h (t − τ ) dτ .
−∞ −∞

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A Graphical Illustration of the A Graphical Illustration of the

Convolution Integral Convolution Integral
In the convolution integral there is a factor h ( t − τ ) . The functional transformation in going from h ( t ) to h ( t − τ ) is
We can begin to visualize this quantity in the graphs below. h (τ ) ⎯τ⎯⎯
→− τ
→ h ( −τ ) ⎯τ⎯⎯
→τ −t
→ h ( − (τ − t )) = h ( t − τ )

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A Graphical Illustration of the A Graphical Illustration of the

Convolution Integral Convolution Integral
The convolution value is the area under the product of x ( t )
Now let t = 0.
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.
Therefore y ( 0 ) = 2, the area under the product.

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5

A Graphical Illustration of the
A Graphical Illustration of the
The process of convolving to find y(t) is illustrated below.

e− (t − τ ) / RC
∞ ∞
vout ( t ) = ∫ x (τ ) h (t − τ ) dτ = ∫ u (τ ) u ( t − τ ) dτ
−∞ −∞
RC

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A Graphical Illustration of the Convolution Example

t < 0 : vout ( t ) = 0
e− (t − τ ) / RC
∞
t >0: vout ( t ) = ∫ u (τ ) u ( t − τ ) dτ
−∞
RC
1 ⎡ e− (t − τ ) / RC ⎤
t t
1
vout ( t ) = e− (t − τ ) / RC dτ = − ( t − τ ) / RC
t
∫
RC 0
⎢
RC ⎣ −1 / RC ⎦ 0 ⎣
⎥ = ⎡ −e ⎤⎦ = 1 − e−t / RC
0
For all time, t:

( )
vout ( t ) = 1 − e−t / RC u ( t )

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Convolution Example 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 )

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6

The Unit Triangle Function System Interconnections
⎧1 − t , t < 1⎫
tri ( t ) = ⎨ ⎬ = rect ( t ) ∗ rect ( t )
If the output signal from a system is the input signal to a second

⎩0 , t ≥ 1⎭ system the systems are said to be cascade connected.

It follows from the associative property of convolution that the

impulse response of a cascade connection of LTI systems is the

convolution of the individual impulse responses of those systems.

Cascade

Connection

The unit triangle, is the convolution of a unit rectangle with
Itself.

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System Interconnections Unit Impulse Response and Unit

If two systems are excited by the same signal and their responses
Step Response
are added they are said to be parallel connected.

In any LTI system let an excitation x ( t ) produce the response
It follows from the distributive property of convolution that the

impulse response of a parallel connection of LTI systems is the
y ( t ) . Then the excitation
d
dt
( x (t )) will produce the response
sum of the individual impulse responses.

d
dt
( y (t )). It follows then that the unit impulse response h (t ) is
the first derivative of the unit step response h −1 ( t ) and, conversely
Parallel
that the unit step response h −1 ( t ) is the integral of the unit
Connection

impulse response h ( t ) .

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Systems Described by
Stability and Impulse Response Differential Equations

The most general form of a differential equation describing an
N M
LTI system is ∑ ak y (k ) ( t ) = ∑ bk x (k ) ( t ). Let x ( t ) = Xe st and
k=0 k=0
A system is BIBO stable if its impulse response is let y ( t ) = Ye st . Then x( k ) ( t ) = s k Xe st and y( k ) ( t ) = s kYe st and
N M
absolutely integrable. That is if
∞
∑ a s Ye k
k st
= ∑ bk s k Xe st .
∫ h (t ) dt is finite.
k=0 k=0
The differential equation has become an algebraic equation.

−∞
∑
M
N M
Y bk s k
Ye st ∑ ak s k = Xe st ∑ bk s k ⇒ = k=0
∑
N
k=0 k=0 X ak s k
k=0

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7

Systems Described by Systems Described by
Differential Equations

Now let x ( t ) = Xe jω t and let y ( t ) = Ye jω t .
The transfer function for systems of this type is
This change of variable s → jω changes the transfer function
∑
M
bk s k bM s M + bM −1s M −1 + + b2 s 2 + b1s + b0
H (s) = k=0
= to the frequency response.
∑ aN s N + aN −1s N −1 + + a2 s 2 + a1s + a0
N
ak s k bM ( jω ) + bM −1 ( jω )
M M −1
+ + b2 ( jω ) + b1 ( jω ) + b0
2
H ( jω ) =
k=0
aN ( jω ) + aN −1 ( jω ) + + a2 ( jω ) + a1 ( jω ) + a0
N N −1 2
This type of function is called a rational function because it is
a ratio of polynomials in s. The transfer function encapsulates Frequency response describes how a system responds to a
all the system characteristics and is of great importance in signal sinusoidal excitation, as a function of the frequency of that
and system analysis. excitation.

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MATLAB System Objects


A MATLAB system object is a special kind of variable in
MATLAB that contains all the information about a system.
It is shown in the text that if an LTI system is excited by a
It can be created with the tf command whose syntax is
sinusoid x ( t ) = Ax cos (ω 0t + θ x ) that the response is
sys = tf(num,den)
( )
y ( t ) = Ay cos ω 0t + θ y where Ay = H ( jω 0 ) Ax and where num is a vector of numerator coefficients of powers of s, den
θ y =  H ( jω 0 ) + θ x . is a vector of denominator coefficients of powers of s, both in descending
order and sys is the system object.

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MATLAB System Objects

For example, the transfer function
s2 + 4
H1 ( s ) =
s 5 + 4s 4 + 7s 3 + 15s 2 + 31s + 75
can be created by the commands
»num = [1 0 4] ; den = [1 4 7 15 31 75] ;
»H1 = tf(num,den) ;
Discrete Time

»H1
Transfer function:
s^2 + 4
----------------------------------------
s ^ 5 + 4 s ^ 4 + 7 s ^ 3 + 15 s ^ 2 + 31 s + 75

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Discrete-time LTI systems are described mathematically Since the impulse is applied to the system at time n = 0,
by difference equations of the form that is the only excitation of the system and the system is
a0 y [ n ] + a1 y [ n − 1] + + aN y [ n − N ] causal the impulse response is zero before time n = 0.
= b0 x [ n ] + b1 x [ n − 1] + + bM x [ n − M ]
h[n] = 0 , n < 0
For any excitation x [ n ] the response y [ n ] can be found by
After time n = 0, the impulse has come and gone and the
finding the response to x [ n ] as the only forcing function on the
excitation is again zero. Therefore for n > 0, the solution of
right-hand side and then adding scaled and time-shifted
the difference equation describing the system is the
versions of that response to form y [ n ].
homogeneous solution.
If x [ n ] is a unit impulse, the response to it as the only forcing
function is simply the homogeneous solution of the difference h [n] = yh [n] , n > 0
equation with initial conditions applied. The impulse response Therefore, the impulse response is of the form,
is conventionally designated by the symbol h [ n ]. h [n] = yh [n] u [n]

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Impulse Response Example Impulse Response Example
Let a system be described by 4 y [ n ] − 3y [ n − 1] = x [ n ]. Then,

if the excitation is a unit impulse, 4 h [ n ] − 3h [ n − 1] = δ [ n ].
The eigenfunction is the complex exponential z n . Substituting
into the homogeneous difference equation, 4z n − 3z n−1 = 0.
Dividing through by z n-1 , 4z − 3 = 0. Solving, z = 3 / 4. The
homogeneous solution is then of the form h [ n ] = K ( 3 / 4 )
n
.

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Let a system be described by 3y [ n ] + 2 y [ n − 1] + y [ n − 2 ] = x [ n ].
Then, if the excitation is a unit impulse,
3h [ n ] + 2 h [ n − 1] + h [ n − 2 ] = δ [ n ]
The eigenfunction is the complex exponential z n . Substituting
into the homogeneous difference equation,
3z n + 2z n−1 + z n−2 = 0.
Dividing through by z n−2 , 3z 2 + 2z + 1 = 0.
Solving, z = −0.333 ± j0.4714. The homogeneous solution is
then of the form
h [ n ] = K1 ( −0.333 + j0.4714 ) + K 2 ( −0.333 − j0.4714 )
n n

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The impulse response is then
⎡( 0.1665 + j0.1181) ( −0.333 + j0.4714 )n ⎤
h[n] = ⎢ ⎥ u[n]
⎢⎣ + ( 0.1665 − j0.1181) ( −0.333 − j0.4714 ) ⎥⎦
n
which can also be written in the forms,

n ⎡( 0.1665 + j0.1181) e ⎤
j 2.1858n
h [ n ] = ( 0.5722 ) ⎢ − j 2.1858n ⎥
u[n]
⎢⎣ + ( 0.1665 − j0.1181) e ⎥⎦
(
⎡ 0.1665 e j 2.1858n + e− j 2.1858n ) ⎤
h [ n ] = ( 0.5722 ) ⎢ ⎥ u[n]
n
(
⎢⎣ + j0.1181 e j 2.1858n − e− j 2.1858n )⎥⎦
h [ n ] = ( 0.5722 ) ⎡⎣ 0.333cos ( 2.1858n ) − 0.2362 sin ( 2.1858n ) ⎤⎦ u [ n ]
n
h [ n ] = 0.4083 ( 0.5722 ) cos ( 2.1858n + 0.6169 )

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

n

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System Response Simple System Response Example

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

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More Complicated System

The Convolution Sum
Response Example
The response y [ n ] to an arbitrary excitation x [ n ] is of the form
System

Excitation
y [ n ] = x [ −1] h [ n + 1] + x [ 0 ] h [ n ] + x [1] h [ n − 1] +
System
where h [ n ] is the impulse response. This can be written in
Impulse
a more compact form
Response
∞
y[n] = ∑ x[ m]h[n − m]
m=−∞
System
called the convolution sum.
Response


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A Convolution Sum Example A Convolution Sum Example

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A Convolution Sum Example A Convolution Sum Example

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Convolution Sum Properties Convolution Sum Properties

Convolution is defined mathematically by
∞ (continued)
y[n] = x[n] ∗ h[n] = ∑ x[ m]h[n − m]
m=−∞
Commutativity
The following properties can be proven from the definition.
x[n] ∗ y[n] = y[n] ∗ x[n]
x [ n ] ∗ Aδ [ n − n0 ] = A x [ n − n0 ]
Associativity
Let y [ n ] = x [ n ] ∗ h [ n ] then
y [ n − n0 ] = x [ n ] ∗ h [ n − n0 ] = x [ n − n0 ] ∗ h [ n ]
( x [ n ] ∗ y [ n ]) ∗ z [ n ] = x [ n ] ∗ ( y [ n ] ∗ z [ n ])
Distributivity
y [ n ] − y [ n − 1] = x [ n ] ∗ ( h [ n ] − h [ n − 1]) = ( x [ n ] − x [ n − 1]) ∗ h [ n ]
( x [ n ] + y [ n ]) ∗ z [ n ] = x [ n ] ∗ z [ n ] + y [ n ] ∗ z [ 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.

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Numerical Convolution Numerical Convolution
nx = -2:8 ; nh = 0:12 ; % Set time vectors for x and h
x = usD(nx -1) - usD(nx - 6) ; % Compute values of x
h = tri((nh- 6) / 4) ; % Compute values of h
y = conv(x,h) ; % Compute the convolution of x with h
%
% Generate a discrete - time vector for y
%
ny = (nx(1) + nh(1)) + (0:(length(nx) + length(nh) - 2)) ;
%
% Graph the results
%
subplot(3,1,1) ; stem(nx,x,'k','filled') ;
xlabel('n') ; ylabel('x') ; axis([-2,20,0,4]) ;
subplot(3,1,2) ; stem(nh,h,'k','filled') ;
xlabel('n') ; ylabel('h') ; axis([-2,20,0,4]) ;
subplot(3,1,3) ; stem(ny,y,'k','filled') ;
xlabel('n') ; ylabel('y') ; axis([-2,20,0,4]) ;

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Numerical Convolution

Continuous-time convolution can be approximated using the
conv function in MATLAB.
∞
( ) ( ) ( ) ∫ x (τ ) h (t − τ ) dτ
y t = x t ∗h t =
−∞
Approximate x ( t ) and h ( t ) each as a sequence of rectangles

of width Ts .
∞ ⎛ t − nTs − Ts / 2 ⎞
( ) ∑ x ( nT ) rect ⎜⎝
x t ≅ s
Ts ⎟
⎠
n=−∞
∞ ⎛ t − nTs − Ts / 2 ⎞
( ) ∑ h ( nT ) rect ⎜⎝
h t ≅ s
Ts ⎟
⎠
n=−∞

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Stability and Impulse Response
The integral can be approximated at discrete points in time as
( ) ∑ x ( mT ) h (( n − m)T )T
∞
y nTs ≅ s s s
m=−∞ It can be shown that a discrete-time BIBO-stable system
This can be expressed in terms of a convolution sum as has an impulse response that is absolutely summable.
∞
( )
y nTs ≅ Ts ∑ x ⎡⎣ m⎤⎦ h ⎡⎣ n − m⎤⎦ = T x ⎡⎣ n ⎤⎦ ∗ h ⎡⎣ n ⎤⎦ s
That is,
∞
∑ h [ n ] is finite.
m=−∞
( )
where x ⎡⎣ n ⎤⎦ = x nTs and h ⎡⎣ n ⎤⎦ = h nTs . ( ) n=−∞

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System Interconnections System Interconnections
The cascade connection of two systems can be viewed as

The parallel connection of two systems can be viewed as

a single system whose impulse response is the convolution
a single system whose impulse response is the sum

of the two individual system impulse responses. This is a
of the two individual system impulse responses. This is a

direct consequence of the associativity property of
direct consequence of the distributivity property of

convolution.
convolution.


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Unit Impulse Response and Unit Difference Equations

Sequence Response The most common description of a discrete-time system is a
difference equation of the general form
In any LTI system let an excitation x [ n ] produce the response N M
y [ n ]. Then the excitation x [ n ] − x [ n − 1] will produce the ∑ a y [ n − k ] = ∑ b x [ n − k ].

k k
k=0 k=0
response y [ n ] − y [ n − 1] . If x [ n ] = Xz , y [ n ] has the form y [ n ] = Yz n where X and Y are

n
complex constants. Then x [ n − k ] = z − k Xz n and

It follows then that the unit impulse response is the first N M
backward difference of the unit sequence response and, y [ n − k ] = z − kYz n and ∑ ak z − kYz n = ∑ bk z − k Xz n . Rearranging
k=0 k=0
conversely that the unit sequence response is the accumulation
∑
M
N M
Y bk z − k
of the unit impulse response. Yz n
∑a z −k
= Xz n
∑b z −k
⇒ = k=0
∑
k k N
k=0 k=0 X
k=0
ak z − k

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Frequency Response

Difference Equations

Let x [ n ] = Xe jΩn . Then y [ n ] = Ye jΩn and x [ n − k ] = e− jΩk Xe jΩn and
The transfer function is
∑ k = 0 bk z − k
M
y [ n − k ] = e− jΩkYe jΩn . Then the general difference equation
−1 −2 −M
b0 + b1z + b2 z +  + bM z
H (z) = =
∑ a0 + a1z −1 + a2 z −2 +  + aN z − N
N −k
k=0
ak z description of a discrete-time system
N M
or, alternately,
∑ a y[n − k ] = ∑ b x[n − k ]
k k
∑
M −k M −1
bk z b0 z + b1z
M
+  + bM −1z + bM k=0 k=0
H (z) = k=0
= zN −M becomes
∑ a0 z N + a1z N −1 +  + aN −1z + aN
N
k=0
ak z − k N M
The transform can be written directly from the difference Ye jΩn ∑ ak e− jΩk = Xe jΩn ∑ bk e− jΩk
k=0 k=0
equation and vice versa.

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Frequency Response
Frequency Response Example


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Frequency Response Example


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Continuous Time: Time-Domain System Analysis

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Time-Domain System Analysis Continuous Time

M. J. Roberts - All Rights Reserved. 1

Impulse Response Impulse Response

M. J. Roberts - All Rights Reserved. Edited by Dr. Robert Akl

Impulse Response Impulse Response

M. J. Roberts - All Rights Reserved. Edited by Dr. Robert Akl

M. J. Roberts - All Rights Reserved. Edited by Dr. Robert Akl

Impulse Response Impulse Response

M. J. Roberts - All Rights Reserved. Edited by Dr. Robert Akl

Impulse Response Impulse Response

M. J. Roberts - All Rights Reserved. Edited by Dr. Robert Akl

M. J. Roberts - All Rights Reserved. Edited by Dr. Robert Akl

The Convolution Integral The Convolution Integral

M. J. Roberts - All Rights Reserved. Edited by Dr. Robert Akl

The Convolution Integral The Convolution Integral

be the “unit pulse response” h p ( t ) . Then, invoking linearity, the

As T p approaches zero, the unit pulses become unit impulses,

M. J. Roberts - All Rights Reserved. Edited by Dr. Robert Akl

M. J. Roberts - All Rights Reserved. Edited by Dr. Robert Akl

The Convolution Integral The Convolution Integral

M. J. Roberts - All Rights Reserved. Edited by Dr. Robert Akl

The Convolution Integral The Convolution Integral

As T p approaches zero, the expressions for the approximate

T p = 0.05 s Superposition Integral Convolution Integral

M. J. Roberts - All Rights Reserved. Edited by Dr. Robert Akl

For illustration purposes let the excitation x ( t ) and the

M. J. Roberts - All Rights Reserved. Edited by Dr. Robert Akl

A Graphical Illustration of the A Graphical Illustration of the

M. J. Roberts - All Rights Reserved. Edited by Dr. Robert Akl

A Graphical Illustration of the A Graphical Illustration of the

For this choice of t the area under the product is zero.

M. J. Roberts - All Rights Reserved. Edited by Dr. Robert Akl

M. J. Roberts - All Rights Reserved. Edited by Dr. Robert Akl

A Graphical Illustration of the Convolution Example

For all time, t:

M. J. Roberts - All Rights Reserved. Edited by Dr. Robert Akl

Convolution Example Convolution Integral Properties

M. J. Roberts - All Rights Reserved. Edited by Dr. Robert Akl

M. J. Roberts - All Rights Reserved. Edited by Dr. Robert Akl

System Interconnections Unit Impulse Response and Unit

M. J. Roberts - All Rights Reserved. Edited by Dr. Robert Akl

The differential equation has become an algebraic equation.

M. J. Roberts - All Rights Reserved. Edited by Dr. Robert Akl

M. J. Roberts - All Rights Reserved. Edited by Dr. Robert Akl

M. J. Roberts - All Rights Reserved. Edited by Dr. Robert Akl

MATLAB System Objects

M. J. Roberts - All Rights Reserved. Edited by Dr. Robert Akl

M. J. Roberts - All Rights Reserved. Edited by Dr. Robert Akl

Impulse Response Example Impulse Response Example

Let a system be described by 4 y [ n ] − 3y [ n − 1] = x [ n ]. Then,

M. J. Roberts - All Rights Reserved. Edited by Dr. Robert Akl

Impulse Response Example Impulse Response Example

M. J. Roberts - All Rights Reserved. Edited by Dr. Robert Akl

which can also be written in the forms,

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

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

M. J. Roberts - All Rights Reserved. Edited by Dr. Robert Akl

System Response Simple System Response Example

M. J. Roberts - All Rights Reserved. Edited by Dr. Robert Akl

More Complicated System

M. J. Roberts - All Rights Reserved. Edited by Dr. Robert Akl

M. J. Roberts - All Rights Reserved. Edited by Dr. Robert Akl