Electrical Engineering Department

University of Hail
Hail-2019

Signals & Systems

Chapter 2
Continuous-Time (CT) Systems

Dr Mourad Kchaou
Electrical Engineering Department
Hail University

Sunday 10th February, 2019

Presented by Dr Mourad v. (b.1902100905)

Outline

1 A system

2 Mathematical Model

3 System classifications

4 Linear and non-linear systems

5 Time-varying and time-invariant systems

6 Dynamic and instantaneous systems

7 Causal and non-causal systems

8 Convolution integral
A system

A system

I A system is a physical process that produces an output

signal as a response to an input signal.
I A system is realized using physical components
(hardware realization) or using a computer program
(software realization) or a combination of both.
Example
In a communication system, the input might represent the
message to be sent, and the output might represent the received
message

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Mathematical Model

Mathematical Model

I To analyze a system, a mathematical model of the

system has to be derived using the laws governing the
behaviour of its components and their interconnection.
I The signal at the input x(t) is operated on by the operator
H to produce the signal at the output y(t).

y(t) = H(x(t)) (1)

x(t) y(t)
H

Figure: Block diagram representation of the system

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System classifications

System classifications

To characterize the behavior of the system, the important

properties that a system may possess will be defined. These
properties are useful in classifying systems. The systems are
classified into the following basic categories:
I linear and non-linear systems;
I time-invariant and time-varying systems;
I systems with and without memory;
I causal and non-causal systems;
I stable and unstable systems.

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Linear and non-linear systems

Linear and non-linear systems

A CT system with the following set of inputs and outputs:

x1 (t) −→ y1 (t) and x2 (t) −→ y2 (t)

is linear if it satisfies the additive and the homogeneity

properties. Otherwise, it is said to be non-linear.
I additive property

x1 (t) + x2 (t) −→ y1 (t) + y2 (t) (2)

I additive property

αx1 (t) −→ αy1 (t) (3)

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Linear and non-linear systems

Example

Example
Consider the CT systems with the following input–output
relationships:
dx
y(t) = (4)
dt
solution:

d(αx1 (t) + βx2 (t)) dx1 (t) dx2 (t)

=α +β (5)
dt dt dt
= αy1 (t) + βy2 (t) (6)

The system is linear.

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Time-varying and time-invariant systems

Time-varying and time-invariant systems

A CT system with

x(t) −→ y(t) (7)

is time-invariant if

x(t − t0 ) −→ y(t − t0 ) (8)

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Time-varying and time-invariant systems

Example

Example
Consider two CT systems represented mathematically by the
following input– output relationship:
I system I: y(t) = cos(x(t))
I system II: y(t) = t2 cos(x(t))

I We have x(t − t0 ) −→ cos(x(t − t0 )) = y(t − t0 ). So, system

I is time-invariant.
I For system II, we have
x(t − t0 ) −→ t2 cos(x(t − t0 ))
y(t − t0 ) −→ (t − t0 )2 cos(x(t − t0 ))
Since y(t − t0 ) −→ y(t − t0 ), system II is not time-invariant.

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Dynamic and instantaneous systems

Dynamic and instantaneous systems

I A CT system is said to be instantaneous or without

memory (memoryless) if its output y(t) at time t = t0
depends only on the values of the applied input x(t) at the
same time t = t0 .
I A CT system is said to be dynamic, or with memory if
the response of a system at t = t0 depends on the values of
the input x(t) in the past or in the future of time t = t0 .

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Causal and non-causal systems

Causal and non-causal systems

I A CT system is causal if the output at time t = t0 depends

only on the input x(t) for t ≤ t0 .

Example

I CT time-delay system y(t) = x(t − 2) is a causal system.

I CT time-forward system y(t) = x(t + 2) is a non-causal
system.

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Convolution integral

Convolution integral

Mathematically, the convolution of the functions x(t) and h(t)

is denoted as h(t) ∗ x(t) and defined as
Z∞
h(t) ∗ x(t) = h(τ )x(t − τ ) dτ (9)
−∞

Z∞
h(t) ∗ x(t) = x(τ )h(t − τ ) dτ (10)
−∞

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Convolution integral

Convolution integral
The input x(t) of the system can be expressed as
Z∞
x(t) = x(τ )δ(t − τ ) dτ (11)
−∞

From (1), we can rewrite this equation as

Z∞
x(t) = H( x(τ )δ(t − τ ) dτ ) (12)
−∞

Since H is a linear operator, we can move H inside the integral

to obtain the following equation
Z ∞
y(t) = x(τ )H(δ(t − τ )) dτ (13)
−∞

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Convolution integral

Convolution integral

Since the system is time invariant (by assumption), we know

that

h(t − τ ) = H(δ(t − τ )) (14)

So
Z∞
y(t) = x(τ )h(t − τ ) dτ (15)
−∞

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Convolution integral

Convolution integral
To summarize, the output of a system is found by convolution
with the repeated use of four operations (fold, shift, multiply,
and integrate).
step 1 Plot h(−τ ) and x(τ ) as functions of τ . The
function h(−τ ) is time-reversed, that is folded
about the vertical axis at the origin to get h(−τ ).
step 2 The time-reversed signal, h(−τ ), is shifted by t,
yielding h(t − τ ) at time t .
step 3 The product of the two signals, x(τ ) and h(t − τ ),
is found.
step 4 Determine the interval of time a ≤ t < b for which
the product x(τ )h(t − τ ) has the same analytical
form. Integrate the product x(τ )h(t − τ ) as a
function of τ with the limits of integration from
τ = a to τ = t.
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Convolution integral

Example
Determine the output y(t) of a system with impulse response
h(t) = u(t) − u(t − 2) and input x(t) = 3e−0.5t u(t)
Z∞
y(t) = h(t) ∗ x(t) = 3h(t − τ )e−0.5τ dτ (16)
−∞

x(t)
4
2

2 4 6 8t
h(t)
2
1

1 2 3 t
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Convolution integral

Example

I For t < 0, there is no overlap, then, y(t) = 0

h(t − τ ) x(τ )
τ
t−2 t

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Convolution integral

Example

I For 0 ≤ t < 2, there is an overlap,

Zt
y(t) = 3e−0.5τ dτ = 6(1 − e−0.5t ) (17)
0

h(t − τ )
x(τ )
τ
t−2 t

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Convolution integral

Example

I For 2 ≤ t ≤ ∞, there is an overlap,

Zt
y(t) = 3e−0.5τ dτ = 6(e−0.5(t−2) − e−0.5t ) (18)
t−2

h(t − τ ) x(τ )
τ
t−2 t

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Convolution integral

Properties of Convolution

I The convolution operation is commutative. That is, for

any two functions x(t), h(t) and g(t)

(x(t) ∗ h(t)) ∗ g(t) = x(t) ∗ (h(t)) ∗ g(t) (19)

I The convolution operation is associative. That is, for any

signals x(t), h(t), and
I The convolution operation is distributive with respect to
addition. That is, for any signals x(t), h(t) and g(t),

x(t) ∗ (h(t) + g(t)) = x(t) ∗ h(t) + x(t) ∗ g(t) (20)

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