Differential & Difference

Equation Representation
of LTI System

-PERM ATAS-
Differential & Difference
Equation

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 Differential & Difference
Equation

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3 METHODS TO CHARACTERIZING THE INPUT – OUTPUT BEHAVIOR OF LTI SYSTEM
HAYKIN – PAGE 97

CONVOLUTION

DIFFERENTIAL & DIFFERENCE EQUATION

BLOCK DIAGRAM
DIFFERENTIAL & DIFFERENCE EQUATION

DIFFERENTIAL EQUATION
DIFFERENCE EQUATION
DIFFERENTIAL EQUATION DIFFERENCE EQUATION
𝑁 𝑀 𝑁 𝑀
𝑘 𝑘
෍ 𝑎𝑘 𝑑 𝑦 𝑡 = ෍ 𝑏𝑘 𝑑 𝑥 𝑡 ෍ 𝑎𝑘 𝑦[𝑛 − 𝑘] = ෍ 𝑏𝑘 𝑥[𝑛 − 𝑘]
𝑘 𝑘
𝑘=0 𝑑𝑡 𝑘=0 𝑑𝑡 𝑘=0 𝑘=0
DIFFERENTIAL EQUATION DIFFERENCE EQUATION
𝑁 𝑀 𝑁 𝑀
𝑘 𝑘
෍ 𝑎𝑘 𝑑 𝑦 𝑡 = ෍ 𝑏𝑘 𝑑 𝑥 𝑡 ෍ 𝑎𝑘 𝑦[𝑛 − 𝑘] = ෍ 𝑏𝑘 𝑥[𝑛 − 𝑘]
𝑘 𝑘
𝑘=0 𝑑𝑡 𝑘=0 𝑑𝑡 𝑘=0 𝑘=0

ak , bk = constant coefficients
y(t) , y[n-k] = resulting output
x(t) , x[n-k] = input applied to the system

N , M = ORDER
Haykin – page 141
 RLC CIRCUIT
R L C

+ I(t)
x(t)
-

𝒅 𝑰(𝒕) 𝒅𝟐 𝑰(𝒕) 𝟏
𝒙 𝒕 =𝑹 +𝑳 𝟐
+ 𝑰 𝒕
𝒅𝒕 𝒅𝒕 𝑪
 RLC CIRCUIT
R L C

+ I(t)
x(t)
-

𝟏 𝒅 𝑰(𝒕) 𝒅𝟐 𝑰(𝒕)
𝒙 𝒕 = 𝑰 𝒕 +𝑹 +𝑳
𝑪 𝒅𝒕 𝒅𝒕𝟐

a0 a1 a2
SOLVING DIFFERENTIAL & DIFFERENCE EQUATION

SUM OF TWO COMPONENTS

COMPLETE SOLUTION = HOMOGENEUS SOLUTION + PARTICULAR SOLUTION

y = y(h) + y(p)
SOLVING DIFFERENTIAL & DIFFERENCE EQUATION

SUM OF TWO COMPONENTS

COMPLETE SOLUTION = HOMOGENEUS SOLUTION + PARTICULAR SOLUTION

y = y(homogeneus) + y(particular)
HOMOGENEUS SOLUTION

𝑵 𝑴
𝒌 𝒌
෍ 𝒂𝒌 𝒅 𝒚 𝒕 = ෍ 𝒃𝒌 𝒅 𝒙 𝒕
𝒌 𝒌
𝒌=𝟎 𝒅𝒕 𝒌=𝟎 𝒅𝒕
HOMOGENEUS SOLUTION

𝑵
𝒌 ( )
෍ 𝒂𝒌 𝒅 𝒚𝒉 𝒕 =𝟎
𝒌
𝒌=𝟎 𝒅𝒕
HOMOGENEUS SOLUTION
𝑵
𝒌 ( )
෍ 𝒂𝒌 𝒅 𝒚𝒉 𝒕 =𝟎
𝒌
𝒌=𝟎 𝒅𝒕

𝑵
(𝒉)
𝒚 𝒕 = ෍ 𝒄𝒊 𝒆𝒓𝒊𝒕
𝒊=𝟏

෍ 𝒂𝒌 𝒓𝒌 = 𝟎
𝒌=𝟎
 HOMOGENEUS SOLUTION

CONTINUOUS - TIME DISCRETE - TIME

𝑵 𝑵
𝒌 ( ) 𝒉
෍ 𝒂𝒌 𝒅 𝒚𝒉 𝒕 =𝟎 ෍ 𝒂𝒌 𝒚 [𝒏 − 𝒌] = 𝟎
𝒌
𝒌=𝟎 𝒅𝒕 𝒌=𝟎

𝑵 𝑵
( )
𝒚 𝒉 𝒕 = ෍ 𝒄𝒊 𝒆𝒓𝒊𝒕 𝒚 𝒉 [𝒏] = ෍ 𝒄𝒊 𝒓𝒊𝒏
𝒊=𝟏 𝒊=𝟏
𝑵 𝑵

෍ 𝒂𝒌 𝒓𝒌 = 𝟎 ෍ 𝒂𝒌 𝒓𝑵−𝒌 = 𝟎
𝒌=𝟎 𝒌=𝟎
CONTINUOUS - TIME HOMOGENEUS SOLUTION
CONTOH SOAL (Problem 2.57 (c) – Haykin page 189)

𝒅𝟐 𝒅
𝒚 𝒕 +𝟔 𝒚 𝒕 + 𝟖𝒚 𝒕 = 𝟐𝒙(𝒕)
𝒅𝒕𝟐 𝒅𝒕
CONTINUOUS - TIME HOMOGENEUS SOLUTION
CONTOH SOAL (Problem 2.57 (c) – Haykin page 189)

𝒅𝟐 𝒅
𝟐
𝒚 𝒕 + 𝟔 𝒚 𝒕 + 𝟖𝒚 𝒕 = 𝟎
𝒅𝒕 𝒅𝒕
 CONTINUOUS - TIME HOMOGENEUS SOLUTION
CONTOH SOAL (Problem 2.57 (c) – Haykin page 189)

a0 a1 a2 𝑵
𝒅𝟐 ( )
𝟖𝒚 𝒕 +
𝒅
𝟔 𝒚 𝒕 + 𝟏 𝟐𝒚 𝒕 =𝟎 𝒚 𝒉 𝒕 = ෍ 𝒄𝒊 𝒆𝒓𝒊𝒕
𝒅𝒕 𝒅𝒕
𝑵 𝒊=𝟏
𝒉
෍ 𝒂𝒌 𝒓𝒌 = 𝟎 𝒚 𝒕 = 𝒄𝟏𝒆𝒓𝟏𝒕 + 𝐜𝟐𝒆𝒓𝟐𝒕
𝒌=𝟎
a0 r0 + a1 r1 + a2 r2 = 0
8r0 + 6r1 + 1r2 = 0
r2 + 6r + 8 = 0
r1 = -2, r2 = -4
CONTINUOUS - TIME HOMOGENEUS SOLUTION
CONTOH SOAL (Problem 2.57 (c) – Haykin page 189)

𝒅 𝒅𝟐
𝟖𝒚 𝒕 + 𝟔 𝒚 𝒕 + 𝟐𝒚 𝒕 =𝟎
𝒅𝒕 𝒅𝒕
𝒉
𝒚 𝒕 = 𝒄𝟏𝒆𝒓𝟏𝒕 + 𝐜𝟐𝒆𝒓𝟐𝒕

a0 r0 + a1 r1 + a2 r2 = 0
8r0 + 6r1 + 1r2 = 0
r2 + 6r + 8 = 0
r1 = -2, r2 = -4
CONTINUOUS - TIME HOMOGENEUS SOLUTION
CONTOH SOAL (Problem 2.57 (c) – Haykin page 189)

𝒅𝟐 𝒅
𝒚 𝒕 +𝟔 𝒚 𝒕 + 𝟖𝒚 𝒕 = 𝟐𝒙(𝒕)
𝒅𝒕𝟐 𝒅𝒕
𝒉
𝒚 𝒕 = 𝒄𝟏𝒆−𝟐𝒕 + 𝐜𝟐𝒆−𝟒𝒕
CONTINUOUS - TIME HOMOGENEUS SOLUTION
CONTOH SOAL (Problem 2.57 (c) – Haykin page 189)

𝒅𝟐 𝒅
𝒚 𝒕 +𝟔 𝒚 𝒕 + 𝟖𝒚 𝒕 = 𝟐𝒙(𝒕)
𝒅𝒕𝟐 𝒅𝒕
𝒉
𝒚 𝒕 = 𝒄𝟏𝒆−𝟐𝒕 + 𝐜𝟐𝒆−𝟒𝒕
 PARTICULAR SOLUTION
COMPLETE SOLUTION = HOMOGENEUS SOLUTION + PARTICULAR SOLUTION

A particular solution is usually obtained by assuming an output of the same general form as the input.
Haykin – page 150

TABLE 2.3, Haykin – page 150

 PARTICULAR SOLUTION
COMPLETE SOLUTION = HOMOGENEUS SOLUTION + PARTICULAR SOLUTION
𝒅𝟐 𝒅
𝟐
𝒚 𝒕 + 𝟔 𝒚 𝒕 + 𝟖𝒚 𝒕 = 𝟐𝒙 𝒕
𝒅𝒕 𝒅𝒕
𝒙 𝒕 = 𝒆−𝒕 𝒖(𝒕)
 PARTICULAR SOLUTION
COMPLETE SOLUTION = HOMOGENEUS SOLUTION + PARTICULAR SOLUTION
𝒅𝟐 𝒅
𝟐
𝒚 𝒕 + 𝟔 𝒚 𝒕 + 𝟖𝒚 𝒕 = 𝟐𝒙 𝒕
𝒅𝒕 𝒅𝒕
𝒙 𝒕 = 𝒆−𝒕 𝒖(𝒕)
A particular solution is usually obtained by assuming an output of the same general form as the input.
Haykin – page 150
 PARTICULAR SOLUTION
𝒅𝟐 𝒅
𝟐
𝒚 𝒕 + 𝟔 𝒚 𝒕 + 𝟖𝒚 𝒕 = 𝟐𝒙 𝒕
𝒅𝒕 𝒅𝒕
𝒙 𝒕 = 𝒆−𝒕 𝒖(𝒕)
𝒑
𝒚 𝒕 = 𝒄. 𝒆−𝒕

𝒅𝟐 𝒅
𝟐
𝒚 𝒕 + 𝟔 𝒚 𝒕 + 𝟖𝒚 𝒕 = 𝟐𝒙 𝒕
𝒅𝒕 𝒅𝒕
 PARTICULAR SOLUTION
𝒅𝟐 𝒅
𝟐
𝒚 𝒕 + 𝟔 𝒚 𝒕 + 𝟖𝒚 𝒕 = 𝟐𝒙 𝒕
𝒅𝒕 𝒅𝒕
𝒙 𝒕 = 𝒆−𝒕 𝒖(𝒕)
𝒑
𝒚 𝒕 = 𝒄. 𝒆−𝒕

𝒅𝟐 −𝒕
𝒅 −𝒕 −𝒕
𝟐
(𝒄. 𝒆 ) + 𝟔 (𝒄. 𝒆 ) + 𝟖(𝒄. 𝒆 ) = 𝟐𝒙 𝒕
𝒅𝒕 𝒅𝒕
 PARTICULAR SOLUTION
𝒅𝟐 𝒅
𝟐
𝒚 𝒕 + 𝟔 𝒚 𝒕 + 𝟖𝒚 𝒕 = 𝟐𝒙 𝒕
𝒅𝒕 𝒅𝒕
𝒙 𝒕 = 𝒆−𝒕 𝒖(𝒕)

𝒅𝟐 −𝒕
𝒅 −𝒕 −𝒕 −𝒕
(𝒄. 𝒆 ) + 𝟔 (𝒄. 𝒆 ) + 𝟖(𝒄. 𝒆 ) = 𝟐𝒆
𝒅𝒕𝟐 𝒅𝒕
 PARTICULAR SOLUTION
𝒅𝟐 𝒅
𝟐
𝒚 𝒕 + 𝟔 𝒚 𝒕 + 𝟖𝒚 𝒕 = 𝟐𝒙 𝒕
𝒅𝒕 𝒅𝒕
𝒙 𝒕 = 𝒆−𝒕 𝒖(𝒕)

𝒄. 𝒆−𝒕 − 𝟔𝒄. 𝒆−𝒕 + 𝟖𝒄. 𝒆−𝒕 = 𝟐𝒆−𝒕

 PARTICULAR SOLUTION
𝒅𝟐 𝒅
𝟐
𝒚 𝒕 + 𝟔 𝒚 𝒕 + 𝟖𝒚 𝒕 = 𝟐𝒙 𝒕
𝒅𝒕 𝒅𝒕
𝒙 𝒕 = 𝒆−𝒕 𝒖(𝒕)

𝒆−𝒕 𝒄 − 𝟔𝒄 + 𝟖𝒄 = 𝟐 𝒆−𝒕
 PARTICULAR SOLUTION
𝒅𝟐 𝒅
𝟐
𝒚 𝒕 + 𝟔 𝒚 𝒕 + 𝟖𝒚 𝒕 = 𝟐𝒙 𝒕
𝒅𝒕 𝒅𝒕
𝒙 𝒕 = 𝒆−𝒕 𝒖(𝒕)

𝒄 − 𝟔𝒄 + 𝟖𝒄 = 𝟐
 PARTICULAR SOLUTION
𝒅𝟐 𝒅
𝟐
𝒚 𝒕 + 𝟔 𝒚 𝒕 + 𝟖𝒚 𝒕 = 𝟐𝒙 𝒕
𝒅𝒕 𝒅𝒕
𝒙 𝒕 = 𝒆−𝒕 𝒖(𝒕)

𝟑𝒄 = 𝟐
 PARTICULAR SOLUTION
𝒅𝟐 𝒅
𝟐
𝒚 𝒕 + 𝟔 𝒚 𝒕 + 𝟖𝒚 𝒕 = 𝟐𝒙 𝒕
𝒅𝒕 𝒅𝒕
𝒙 𝒕 = 𝒆−𝒕 𝒖(𝒕)

𝟐
𝒄=
𝟑
 PARTICULAR SOLUTION
𝒅𝟐 𝒅
𝟐
𝒚 𝒕 + 𝟔 𝒚 𝒕 + 𝟖𝒚 𝒕 = 𝟐𝒙 𝒕
𝒅𝒕 𝒅𝒕
𝒙 𝒕 = 𝒆−𝒕 𝒖(𝒕)

𝒑
𝒚 𝒕 = 𝒄. 𝒆−𝒕

𝟐
𝒄=
𝟑
 PARTICULAR SOLUTION
𝒅𝟐 𝒅
𝟐
𝒚 𝒕 + 𝟔 𝒚 𝒕 + 𝟖𝒚 𝒕 = 𝟐𝒙 𝒕
𝒅𝒕 𝒅𝒕
𝒙 𝒕 = 𝒆−𝒕 𝒖(𝒕)

𝒑 𝟐 −𝒕
𝒚 𝒕 = .𝒆
𝟑
 COMPLETE SOLUTION
COMPLETE SOLUTION = HOMOGENEUS SOLUTION + PARTICULAR SOLUTION

𝒚(𝒕) = 𝒚 𝒉 (𝒕) + 𝒚 𝒑 (𝒕)

𝒉 −𝟐𝒕 −𝟒𝒕 𝒑 𝟐 −𝒕
𝒚 𝒕 = 𝒄𝟏𝒆 + 𝐜𝟐𝒆 𝒚 𝒕 = .𝒆
𝟑
 COMPLETE SOLUTION
COMPLETE SOLUTION = HOMOGENEUS SOLUTION + PARTICULAR SOLUTION

𝒚(𝒕) = 𝒚 𝒉 (𝒕) + 𝒚 𝒑 (𝒕)

−𝟐𝒕 −𝟒𝒕
𝟐 −𝒕
𝒚 𝒕 = 𝒄𝟏𝒆 + 𝒄𝟐𝒆 + .𝒆
𝟑
 COMPLETE SOLUTION
COMPLETE SOLUTION = HOMOGENEUS SOLUTION + PARTICULAR SOLUTION

𝟐 −𝒕
𝒚 𝒕 = 𝒄𝟏 𝒆−𝟐𝒕 + 𝒄𝟐 𝒆−𝟒𝒕 + .𝒆
𝟑
INITIAL CONDITION :
𝒙 𝒕 = 𝒆−𝒕 𝒖 𝒕

𝒅 𝒚(𝒕)
ቤ 𝒕 = 𝟎− = 𝟏
𝒅𝒕

𝒚 𝟎− = −𝟏
 COMPLETE SOLUTION
COMPLETE SOLUTION = HOMOGENEUS SOLUTION + PARTICULAR SOLUTION

𝟐 −𝒕
𝒚 𝒕 = 𝒄𝟏 𝒆−𝟐𝒕 + 𝒄𝟐 𝒆−𝟒𝒕 + .𝒆
𝟑
INITIAL CONDITION :
𝒙 𝒕 = 𝒆−𝒕 𝒖 𝒕

𝒅 𝒚(𝒕) −𝟎
𝟐 −𝟎 −𝟎
ቤ
𝒅𝒕 𝒕 = 𝟎
=𝟏 𝒚 𝟎 = 𝒄𝟏𝒆 + 𝒄𝟐𝒆 + . 𝒆
𝟑
𝒚 𝟎− = −𝟏 𝟐
−𝟏 = 𝒄𝟏 + 𝒄𝟐 +
𝟑
 COMPLETE SOLUTION
COMPLETE SOLUTION = HOMOGENEUS SOLUTION + PARTICULAR SOLUTION

𝟐 −𝒕
𝒚 𝒕 = 𝒄𝟏 𝒆−𝟐𝒕 + 𝒄𝟐 𝒆−𝟒𝒕 + .𝒆
𝟑
INITIAL CONDITION :
𝒙 𝒕 = 𝒆−𝒕 𝒖 𝒕

𝒅 𝒚(𝒕) −𝟎
𝟐 −𝟎
−𝟎
ቤ
𝒅𝒕 𝒕 = 𝟎
=𝟏 𝒚 𝟎 = 𝒄𝟏𝒆 + 𝒄𝟐𝒆 + . 𝒆
𝟑
𝒚 𝟎− = −𝟏 𝟐
−𝟏 = 𝒄𝟏 + 𝒄𝟐 +
𝟑
𝟓
𝒄𝟏 + 𝒄𝟐 = −
𝟔
 COMPLETE SOLUTION
COMPLETE SOLUTION = HOMOGENEUS SOLUTION + PARTICULAR SOLUTION

𝟐 −𝒕
𝒚 𝒕 = 𝒄𝟏 𝒆−𝟐𝒕 + 𝒄𝟐 𝒆−𝟒𝒕 + .𝒆
𝟑
INITIAL CONDITION :
𝒙 𝒕 = 𝒆−𝒕 𝒖 𝒕

𝒅 𝒚(𝒕)
𝒅 𝒚(𝒕) −𝒕 −𝒕
𝟐 −𝒕
ቤ =𝟏 = −𝟐𝒄𝟏𝒆 − 𝟒𝒄𝟐𝒆 + . 𝒆
𝒅𝒕 𝒕 = 𝟎 𝒅𝒕 𝟑
𝒚 𝟎− = −𝟏 𝒅 𝒚(𝟎) −𝟎 −𝟎
𝟐 −𝟎
= −𝟐𝒄𝟏𝒆 − 𝟒𝒄𝟐𝒆 + . 𝒆
𝒅𝒕 𝟑
𝟐
𝟏 = −𝟐𝒄𝟏 − 𝟒𝒄𝟐 +
𝟑
 COMPLETE SOLUTION
COMPLETE SOLUTION = HOMOGENEUS SOLUTION + PARTICULAR SOLUTION

𝟐 −𝒕
𝒚 𝒕 = 𝒄𝟏 𝒆−𝟐𝒕 + 𝒄𝟐 𝒆−𝟒𝒕 + .𝒆
𝟑
INITIAL CONDITION :
𝒙 𝒕 = 𝒆−𝒕 𝒖 𝒕

𝒅 𝒚(𝒕)
𝒅 𝒚(𝒕) −𝒕 −𝒕
𝟐 −𝒕
ቤ =𝟏 = −𝟐𝒄𝟏𝒆 − 𝟒𝒄𝟐𝒆 + . 𝒆
𝒅𝒕 𝒕 = 𝟎 𝒅𝒕 𝟑
𝒚 𝟎− = −𝟏 𝒅 𝒚(𝟎) −𝟎 −𝟎
𝟐 −𝟎
= −𝟐𝒄𝟏𝒆 − 𝟒𝒄𝟐𝒆 + . 𝒆
𝒅𝒕 𝟑
𝟏
= −𝟐𝒄𝟏 − 𝟒𝒄𝟐
𝟑
 COMPLETE SOLUTION
COMPLETE SOLUTION = HOMOGENEUS SOLUTION + PARTICULAR SOLUTION

𝟐 −𝒕
𝒚 𝒕 = 𝒄𝟏 𝒆−𝟐𝒕 + 𝒄𝟐 𝒆−𝟒𝒕 + .𝒆
𝟑
INITIAL CONDITION :
𝒙 𝒕 = 𝒆−𝒕 𝒖 𝒕

𝒅 𝒚(𝒕)
𝟏
ቤ =𝟏 = −𝟐𝒄𝟏 − 𝟒𝒄𝟐
𝒅𝒕 𝒕 = 𝟎 𝟑
𝒚 𝟎− = −𝟏 𝟓
𝒄𝟏 + 𝒄𝟐 = −
𝟔
 COMPLETE SOLUTION
COMPLETE SOLUTION = HOMOGENEUS SOLUTION + PARTICULAR SOLUTION

𝟐 −𝒕
𝒚 𝒕 = 𝒄𝟏 𝒆−𝟐𝒕 + 𝒄𝟐 𝒆−𝟒𝒕 + .𝒆
𝟑
INITIAL CONDITION :
𝒙 𝒕 = 𝒆−𝒕 𝒖 𝒕

𝒅 𝒚(𝒕) 𝟓
ቤ
𝒅𝒕 𝒕 = 𝟎
=𝟏 𝒄𝟏 = −
𝟐
𝒚 𝟎− = −𝟏 𝟓
𝒄𝟐 =
𝟔
 COMPLETE SOLUTION
COMPLETE SOLUTION = HOMOGENEUS SOLUTION + PARTICULAR SOLUTION

𝟐 −𝒕
𝒚 𝒕 = 𝒄𝟏 𝒆−𝟐𝒕 + 𝒄𝟐 𝒆−𝟒𝒕 + .𝒆
𝟑
INITIAL CONDITION :
𝒙 𝒕 = 𝒆−𝒕 𝒖 𝒕

𝒅 𝒚(𝒕) 𝟓
ቤ
𝒅𝒕 𝒕 = 𝟎
=𝟏 𝒄𝟏 = −
𝟐
𝒚 𝟎− = −𝟏 𝟓
𝒄𝟐 =
𝟔
 COMPLETE SOLUTION
COMPLETE SOLUTION = HOMOGENEUS SOLUTION + PARTICULAR SOLUTION

INITIAL CONDITION :
𝒙 𝒕 = 𝒆−𝒕 𝒖 𝒕
𝟓 −𝒕 𝟓 −𝒕 𝟐 −𝒕
𝒅 𝒚(𝒕)
ቤ =𝟏
𝒚 𝒕 = − 𝒆 + 𝒆 + .𝒆
𝒅𝒕 𝒕 = 𝟎 𝟐 𝟔 𝟑
𝒚 𝟎− = −𝟏