6.

003: Signals and Systems

Continuous-Time Systems

September 20, 2011

1

Multiple Representations of Discrete-Time Systems

Discrete-Time (DT) systems can be represented in dierent ways to more easily address dierent types of issues. Verbal descriptions: preserve the rationale. Next year, your account will contain p times your balance from this year plus the money that you added this year. Dierence equations: mathematically compact. y [n + 1] = x[n] + py [n] Block diagrams: illustrate signal ow paths. x[ n] +
Delay

y [ n]

p Operator representations: analyze systems as polynomials. (1 pR) Y = RX

2

Multiple Representations of Continuous-Time Systems

Similar representations for Continuous-Time (CT) systems. Verbal descriptions: preserve the rationale. Your account will grow in proportion to your balance plus the rate at which you deposit. Dierential equations: mathematically compact. dy (t) = x(t) + py (t) dt Block diagrams: illustrate signal ow paths.
t

x(t)

( ) dt

y (t)

p Operator representations: analyze systems as polynomials. (1 pA)Y = AX

3

Dierential Equations
Dierential equations are mathematically precise and compact. r0 (t)

h1 (t) r1 (t) We can represent the tank system with a dierential equation. dr1 (t) r0 (t) r1 (t) = dt You already know lots of methods to solve dierential equations: general methods (separation of variables; integrating factors) homogeneous and particular solutions inspection Today: new methods based on block diagrams and operators, which provide new ways to think about systems behaviors.
4

Block Diagrams
Block diagrams illustrate signal ow paths. DT: adders, scalers, and delays represent systems described by linear dierence equations with constant coecents. x[ n] +
Delay

y [ n]

p CT: adders, scalers, and integrators represent systems described by a linear dierential equations with constant coecients.
t

x(t)

( ) dt

y (t)

p Delays in DT are replaced by integrators in CT.

5

Operator Representation
CT Block diagrams are concisely represented with the A operator. Applying A to a CT signal generates a new signal that is equal to the integral of the rst signal at all points in time. Y = AX is equivalent to
t

y (t) =

x( ) d

for all time t.

Check Yourself
X + A p X + A p Y (t) = x(t) + py (t) y Y y (t) = x (t) + py (t)

+ p A

(t) = px(t) + py (t) y

Which block diagrams correspond to which equations?

1.

2.

3.
7

4.

5. none

Check Yourself
X + A p X + A p Y (t) = x(t) + py (t) y Y y (t) = x (t) + py (t)

+ p A

(t) = px(t) + py (t) y

Which block diagrams correspond to which equations?

1.

2.

3.
8

4.

5. none

Evaluating Operator Expressions

As with R, A expressions can be manipulated as polynomials. Example: X A
t

W A

w(t) = x(t) +
t

x( )d w( )d
t t t 2

y (t) = w(t) + y (t) = x(t) +

x( )d +

x( )d +

x(1 )d1 d2

W = (1 + A) X Y = (1 + A) W = (1 + A)(1 + A) X = (1 + 2A + A2 ) X
9

Evaluating Operator Expressions

Expressions in A can be manipulated using rules for polynomials. Commutativity: A(1 A)X = (1 A)AX Distributivity: A(1 A)X = (A A2 )X Associativity: (1 A)A (2 A)X = (1 A) A(2 A) X

10

Check Yourself

Determine k1 so that these systems are equivalent. X + A 0.7 X + A k1 k2 1. 0.7 2. 0.9 3. 1.6 4. 0.63 5. none of these + A 0.9 A Y Y

11

Check Yourself
Write operator expressions for each system. X + A 0.7 W + A 0.9 Y

(1+0.7A)(1+0.9A)Y = A2 X (1+0.7A)W = AX W = A(X 0.7W ) (1+0.9A)Y = AW Y = A(W 0.9Y ) (1+1.6A +0.63A2 )Y = A2 X X + A k1 k2 W = A(X + k1 W + k2 Y ) Y = AW k1 = 1.6
12

Y = A2 X + k1 AY + k2 A2 Y (1 k1 A k2 A2 )Y = A2 X

Check Yourself

Determine k1 so that these systems are equivalent. X + A 0.7 X + A k1 k2 1. 0.7 2. 0.9 3. 1.6 4. 0.63 5. none of these + A 0.9 A Y Y

13

Elementary Building-Block Signals

Elementary DT signal: [n]. [n] = 1, 0, if n = 0; otherwise [ n] 1 n 0 simplest non-trivial signal (only one non-zero value) shortest possible duration (most transient) useful for constructing more complex signals

What CT signal serves the same purpose?

14

Elementary CT Building-Block Signal

Consider the analogous CT signal: w(t) is non-zero only at t = 0. 0 w(t) = 1 0 t<0 t=0 t>0 w(t) 1 t 0 Is this a good choice as a building-block signal?
t

No

w(t) The integral of w(t) is zero!

15

( ) dt

Unit-Impulse Signal
The unit-impulse signal acts as a pulse with unit area but zero width. p (t) 1 2
unit area

(t) = lim p (t)

0

p1/2 (t)

p1/4 (t)

p1/8 (t) 4 2

1 1 2 1 2 t 1 4
16

1 4

1 1 8 8

Unit-Impulse Signal
The unit-impulse function is represented by an arrow with the number 1, which represents its area or weight. (t) 1 t It has two seemingly contradictory properties: it is nonzero only at t = 0, and its denite integral (, ) is one ! Both of these properties follow from thinking about (t) as a limit: p (t) 1 2
unit area

(t) = lim p (t)

0
17

Unit-Impulse and Unit-Step Signals

The indenite integral of the unit-impulse is the unit-step.
t

u(t) =

() d =

1; 0;

t0 otherwise u(t) 1 t

Equivalently (t) A u(t)

18

Impulse Response of Acyclic CT System

If the block diagram of a CT system has no feedback (i.e., no cycles), then the corresponding operator expression is imperative.

X A

+ A

Y = (1 + A)(1 + A) X = (1 + 2A + A2 ) X If x(t) = (t) then y (t) = (1 + 2A + A2 ) (t) = (t) + 2u(t) + tu(t)

19

CT Feedback
Find the impulse response of this CT system with feedback. x(t) + A p Method 1: nd dierential equation and solve it. y (t) = x(t) + py (t) Linear, rst-order dierence equation with constant coecients. Try y (t) = Cet u(t). Then y (t) = Cet u(t) + Cet (t) = Cet u(t) + C (t). Substituting, we nd that Cet u(t) + C (t) = (t) + pCet u(t). Therefore = p and C = 1 y (t) = ept u(t). y (t )

20

CT Feedback
Find the impulse response of this CT system with feedback. x(t) + A p Method 2: use operators. Y = A (X + pY ) Y A = X 1 pA Now expand in ascending series in A: Y = A(1 + pA + p2 A2 + p3 A3 + ) X If x(t) = (t) then y (t) = A(1 + pA + p2 A2 + p3 A3 + ) (t) 1 1 = (1 + pt + p2 t2 + p3 t3 + ) u(t) = ept u(t) . 2 6
21

y (t )

CT Feedback
We can visualize the feedback by tracing each cycle through the cyclic signal path. x(t) + A p y (t) = (A + pA2 + p2 A3 + p3 A4 + ) (t) 1 1 = (1 + pt + p2 t2 + p3 t3 + ) u(t) 2 6 y (t) y (t )

1 0
22

CT Feedback
We can visualize the feedback by tracing each cycle through the cyclic signal path. x(t) + A p y (t) = (A + pA2 + p2 A3 + p3 A4 + ) (t) 1 1 = (1 + pt + p2 t2 + p3 t3 + ) u(t) 2 6 y (t) y (t )

1 0
23

CT Feedback
We can visualize the feedback by tracing each cycle through the cyclic signal path. x(t) + A p y (t) = (A + pA2 + p2 A3 + p3 A4 + ) (t) 1 1 = (1 + pt + p2 t2 + p3 t3 + ) u(t) 2 6 y (t) y (t )

1 0
24

CT Feedback
We can visualize the feedback by tracing each cycle through the cyclic signal path. x(t) + A p y (t) = (A + pA2 + p2 A3 + p3 A4 + ) (t) 1 1 = (1 + pt + p2 t2 + p3 t3 + ) u(t) 2 6 y (t) y (t )

1 0
25

CT Feedback
We can visualize the feedback by tracing each cycle through the cyclic signal path. x(t) + A p y (t) = (A + pA2 + p2 A3 + p3 A4 + ) (t) 1 1 = (1 + pt + p2 t2 + p3 t3 + ) u(t) = ept u(t) 2 6 y (t) y (t )

1 0
26

CT Feedback
Making p negative makes the output converge (instead of diverge). x(t) + A p y (t) = (A pA2 + p2 A3 p3 A4 + ) (t) 1 1 = (1 pt + p2 t2 p3 t3 + ) u(t) 2 6 y (t )

27

CT Feedback
Making p negative makes the output converge (instead of diverge). x(t) + A p y (t) = (A pA2 + p2 A3 p3 A4 + ) (t) 1 1 = (1 pt + p2 t2 p3 t3 + ) u(t) 2 6 y (t) y (t )

1 0
28

CT Feedback
Making p negative makes the output converge (instead of diverge). x(t) + A p y (t) = (A pA2 + p2 A3 p3 A4 + ) (t) 1 1 = (1 pt + p2 t2 p3 t3 + ) u(t) 2 6 y (t) y (t )

1 0
29

CT Feedback
Making p negative makes the output converge (instead of diverge). x(t) + A p y (t) = (A pA2 + p2 A3 p3 A4 + ) (t) 1 1 = (1 pt + p2 t2 p3 t3 + ) u(t) 2 6 y (t) y (t )

1 0
30

CT Feedback
Making p negative makes the output converge (instead of diverge). x(t) + A p y (t) = (A pA2 + p2 A3 p3 A4 + ) (t) 1 1 = (1 pt + p2 t2 p3 t3 + ) u(t) 2 6 y (t) y (t )

1 0
31

CT Feedback
Making p negative makes the output converge (instead of diverge). x(t) + A p y (t) = (A pA2 + p2 A3 p3 A4 + ) (t) 1 1 = (1 pt + p2 t2 p3 t3 + ) u(t) = ept u(t) 6 2 y (t) y (t )

1 0
32

Convergent and Divergent Poles

The fundamental mode associated with p converges if p < 0 and diverges if p > 0. X + A Y

p<0 y (t) 1 0 t y (t) 1 0

p>0

33

Convergent and Divergent Poles

The fundamental mode associated with p converges if p < 0 and diverges if p > 0. X + A Y

p
Im(p)

Convergent Re(p)

Divergent Re(p)

34

CT Feedback
In CT, each cycle adds a new integration. x(t) + A p y (t) = (A + pA2 + p2 A3 + p3 A4 + ) (t) 1 1 = (1 + pt + p2 t2 + p3 t3 + ) u(t) = ept u(t) 2 6 y (t) y (t )

1 0
35

DT Feedback
In DT, each cycle creates another sample in the output. X + p0
Delay

y [n] = (1 + pR + p2 R2 + p3 R3 + p4 R4 + ) [n] = [n] + p [n 1] + p2 [n 2] + p3 [n 3] + p4 [n 4] + y [ n]

n 1 0 1 2 3 4

36

Summary: CT and DT representations

Many similarities and important dierences. y (t) = x(t) + py (t) X + A Y X y [n] = x[n] + py [n 1] + Y

p A 1 pA e pt u(t)

Delay

1 1 pR pn u[n]

37

Check Yourself

Which functionals represent convergent systems? 1 1

1 R2 4

1
2 1 1 4A

1 3 R2 1 + 2R + 4 x 1. x
2. x x

1 3 A2 1 + 2A + 4 3.
x 4. x

5. none of these

38

Check Yourself
1 1
1 R2 4

1 (1
1 R)(1 + 1 R) 2 2

both inside unit circle

1 1
1 A2 4

1 (1
1 A)(1 + 1 A) 2 2

left & right half-planes

1 1 = 3 1 2 (1 + 2 R)(1 + 3 1 + 2R + 4 R 2 R) 1 1 = 3 1 2 (1 + 2 A)(1 + 3 1 + 2A + 4 A 2 A)

inside & outside unit circle

both left half plane

39

Check Yourself

Which functionals represent convergent systems? 1 1

1 R2 4

1
2 1 1 4A

1 3 R2 1 + 2R + 4 x 1. x
2. x x

1 3 A2 1 + 2A + 4 3.
x 4. x

5. none of these

40

Mass and Spring System

Use the A operator to solve the mass and spring system. x ( t) (t) F = K x(t) y (t) = M y y (t)

x(t)

K M

(t) y

( t) y

y ( t)

1
K A2 Y M = K A2 X 1+ M
41

Mass and Spring System

Factor system functional to nd the poles.
K A2 K 2 Y MA = MK = (1 p0 A)(1 p1 A) X 1 + M A2

1+

K 2 A = 1 (p0 + p1 )A + p0 p1 A2 M

The sum of the poles must be zero. The product of the poles must be K/M . p0 = j K M p1 = j K M

42

Mass and Spring System

Alternatively, nd the poles by substituting A 1 s. The poles are then the roots of the denominator.
K A2 Y = MK X 1 + M A2

Substitute A 1 s:
K Y M = K X s2 + M

s = j

K M

43

Mass and Spring System

The poles are complex conjugates.
Im s s-plane
K M

Re s

K M

The corresponding fundamental modes have complex values. fundamental mode 1: ej0 t = cos 0 t + j sin 0 t fundamental mode 2: ej0 t = cos 0 t j sin 0 t
44

Mass and Spring System

Real-valued inputs always excite combinations of these modes so that the imaginary parts cancel. Example: nd the impulse response.
K A2 K Y M = MK = X p 0 p1 1 + M A2

A A 1 p 0 A 1 p1 A

2 0 A A 2j0 1 j0 A 1 + j0 A A 0 A 0 = 2j 1 + j0 A 2j 1 j0 A ' v " ' v " makes mode 1 makes mode 2

The modes themselves are complex conjugates, and their coecients are also complex conjugates. So the sum is a sum of something and its complex conjugate, which is real.

45

Mass and Spring System

The impulse response is therefore real. Y 0 = X 2j A 1 j0 A 0 2j A 1 + j0 A

The impulse response is 0 j0 t 0 j0 t e = 0 sin 0 t ; h(t) = e 2j 2j y (t)

t>0

46

Mass and Spring System

Alternatively, nd impulse response by expanding system functional.
2 0

x(t)

(t) y

( t) y

y ( t)

1
2 A2 0 Y 2 2 4 4 6 6 = 2 A2 = 0 A 0 A + 0 A + X 1 + 0

If x(t) = (t) then

2 4 y (t) = 0 t 0 5 t3 6t + , t 0 + 0 5! 3!

47

Mass and Spring System

Look at successive approximations to this innite series. l 2 A2 0 0 Y 2 2 2 2 = = A A 0 0 2 A2 X 1 + 0
l=0

If x(t) = (t) then l 0 2 2 y (t) = 0 0 A2l+2 (t)

l=0 2 4 = 0 t 0 5 7 9 t3 6t 8t 10 t 0 + 0 + = 0 sin 0 t + 0 3! 5! 7! 9!

y (t)

48

Summary: CT and DT representations

Many similarities and important dierences. y (t) = x(t) + py (t) X + A Y X y [n] = x[n] + py [n 1] + Y

p A 1 pA e pt u(t)

Delay

1 1 pR pn u[n]

49

MIT OpenCourseWare http://ocw.mit.edu

6.003 Signals and Systems

Fall 2011

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