Week 6 Lecture

Example of a second order LCCDE (A real system commonly found in electrical

engineering)

The circuit shown below is an example of a second order Linear Constant Coefficient
Differential Equation.

The input x(t) is the voltage source and the output y(t) is the current flowing in the circuit.

By applying the Kirchoff’s Law

t
dy (t ) 1
x(t )  Ry (t )  L   y ( )d
dt Co

Differentiating both sides

dx(t ) dy (t ) d 2 y (t ) dy (t )
R L 
dt dt dt 2 Cdt

d 2 y (t )
To ensure the coefficient of is one , we divide L throughout i.e both the left hand side
dt 2
and right hand side of the equation.

dx(t ) R dy (t ) d 2 y (t ) dy (t )
  
Ldt L dt dt 2 LCdt

d 2 y (t ) R dy (t ) 1 dy (t ) 1 dx(t )
Rearranging we obtain in the standard form   
dt 2 L dt LC dt L dt

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Causal Linear Constant Coefficient Differential Equation Systems

Thus many real and useful practical systems are described by linear differential equations with
constant coefficients. The form is

d n y (t ) d n1 y (t ) dy (t ) d m x(t ) d m1 x(t ) dm(t )

an n
 an 1 n 1
 ...a1  a0 y (t )  bm m
 bm1 m 1
 ...b1  b0 x(t )
dt dt dt dt dt dt

where n>m for practical systems.

It can be shown that systems described by the differential equation above are LTI. The order of
the system is given by the highest power of n i.e highest power of the derivative of the output
y(t).

The complete solution consists of the sum of 2 parts i.e a homogeneous solution part and a
particular solution part i.e y(t )  yh (t )  y p (t )

The homogeneous solution part depends on the initial state (initial conditions of the system) only
and DO NOT depends on the input signal x(t).

The particular solution part depends on the input signal x(t) ONLY and it assumes that all initial
conditions are zero.

Finding the impulse response h(t) of Linear Causal Linear Coefficient Differential
Equation Systems (LCCDE).

To find the impulse response h(t) of Causal Linear Coefficient Differential Equation Systems. i.e
when the input x(t )   (t ) , then by definition the impulse response h(t) = y(t).

The condition to find the impulse response h(t) is that the system must be causal i.e the output
y(t) depends on values of x(t) at the present and earlier times only.

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Example 1
𝑑2 𝑦(𝑡) 𝑑𝑦(𝑡)
Given a causal LTI system +3 + 2𝑦(𝑡) = 𝑥(𝑡). Calculate its impulse response h(t)
𝑑𝑡 2 𝑑𝑡

𝑑𝑥(𝑡)
i) Set x(t) =0 ( if there is any on the right hand side, this must be set to zero also)
𝑑𝑡

𝑑2 𝑦ℎ (𝑡) 𝑑𝑦ℎ (𝑡)

+3 + 2𝑦ℎ (𝑡) = 0.
𝑑𝑡 2 𝑑𝑡

dyh (t )
ii) Replace by S i.e 𝑠 2 + 3𝑠 + 2 = 0 or (𝑠 + 2)(𝑠 + 1) = 0
dt
The roots of the equation are S = -2, S = -1

iii) We assume a solution of the form 𝑦ℎ (𝑡) = 𝐴𝑒 𝑠𝑡

In this case, since there are 2 roots, 𝑦ℎ (𝑡) = 𝐴1 𝑒 𝑠1 𝑡 + 𝐴2 𝑒 𝑠2 𝑡
Substituting the roots S1 and S2, we obtain 𝑦ℎ (𝑡) = 𝐴1 𝑒 −2𝑡 + 𝐴2 𝑒 −𝑡

iv) We now need to solve for the constants A1 and A2. This is done by applying the initial
conditions. For a CAUSAL system, the condition of initial rest applies.
i.e ℎ(𝑡) = 0 for t < 0. This implies that 𝑦ℎ (𝑡) = 0 for t <0

The initial conditions for the condition of initial rest are

𝑑𝑦ℎ (0+ ) 1 1
𝑦ℎ (0+ ) = 0 and =𝑎 = 1
𝑑𝑡 2
𝑑2 𝑦(𝑡)
NB. a2 is the constant of (In this case a2=1)
𝑑𝑡 2

Note : For an second order system, there are only 2 initial conditions

Since 𝑦ℎ (𝑡) = 𝐴1 𝑒 −2𝑡 + 𝐴2 𝑒 −𝑡 , and by using the first initial condition, substituting at
time = zero,𝑦ℎ (0+ ) = 0
Therefore 𝑦ℎ (0) = 𝐴1 𝑒 −0 + 𝐴1 𝑒 −0 or 0 = 𝐴1 + 𝐴2
A1 = - A2

By using the second initial condition, we need to differentiate the output y(t) to obtain
𝑑𝑦ℎ (𝑡) 𝑑𝑦ℎ (0+ )
= −2𝐴1 𝑒 −2𝑡 − 𝐴2 𝑒 −𝑡 , Since = 1,
𝑑𝑡 𝑑𝑡
1 = −2𝐴1 𝑒 −0 − 𝐴2 𝑒 −0 or 1 = −2𝐴1 − 𝐴2

Since we have 2 simultaneous equations and 2 unknowns, we can easily solve for A1
and A2. Solving for A1 and A2 we obtain A1= -1 and A2=1
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 v) Substituting the values of A1= -1 and A2 =1 into 𝑦ℎ (𝑡) = 𝐴1 𝑒 −2𝑡 + 𝐴2 𝑒 −𝑡 gives
𝑦ℎ (𝑡) = −1𝑒 −2𝑡 + 1𝑒 −𝑡 = 𝑒 −2𝑡 + 𝑒 −𝑡

Since the system is a causal system, 𝑦ℎ (𝑡) = =[𝑒 −2𝑡 + 𝑒 −𝑡 ]𝑢(𝑡)

ℎ(𝑡) = =[𝑒 −2𝑡 + 𝑒 −𝑡 ]𝑢(𝑡)

Remember for a causal system, h(t) = 0 t < 0. That is the reason why we write u(t) in
the above answer.

Example 2 (slightly more complicated)

Find the impulse response h(t) of the causal second order differential system given as

𝑑2 𝑦(𝑡) 𝑑𝑦(𝑡) 𝑑𝑥(𝑡)

+5 + 6𝑦(𝑡) = 𝑥(𝑡) + .
𝑑𝑡 2 𝑑𝑡 𝐷𝑡

𝑑𝑥(𝑡)
In this example there is an extra term of in the right hand side. Now assume an impulse
𝑑𝑡
input is applied i.e 𝑥(𝑡) = 𝛿(𝑡), Since there are two terms on the right hand side, we can imagine
dx(t )
that there are two separate impulse inputs x(t ) and .Then we can say that x(t )   (t ) gives
dt
dx(t )
an output yh1 (t )  h1 (t ) . Similarly gives an output yh 2 (t )  h2 (t )
dt

dx(t )
vi) Set x(t) and = 0 in order to obtain the homogenous solution (and then assume
dt
we apply x(t )   (t ) )

d 2 yh1 (t ) dy (t )
2
 5 h1  6 yh1 (t )  0
dt dt

dyh1 (t )
vii) Replace by S i.e S 2  5S  6  0  (S  2)(S  3)  0
dt
The roots of the equation are S = -2, S = -3

viii) We assume a solution of the form yh (t )  A expst

In this case, since there are 2 roots, yh (t )  A1 exp2t  A2 exp3t

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 Substituting the roots S1 and S2, we obtain yh1 (t )  A1 exp2t  A2 exp3t

ix) We now need to solve for the constants A1 and A2. This is done by applying the initial
conditions. For a causal system, the condition of initial rest applies. i.e
h1 (t )  yh1 (t )  0 for t < 0.

The initial conditions for the condition of initial rest are

yh1 (0 )  0
dyh1 (0 ) 1 1 d 2 y (t )
and    1 NB. a2 is the constant of
dt a2 1 dt 2

x) Since yh1 (t )  A1 exp2t  A2 exp3t , and by using the first initial condition, substituting
at time = zero, yh (0 )  0

Therefore yh1 (0)  A1 exp0  A2 exp0 or 0  A1  A2

A1 = - A2

By using the second initial condition, we need to differentiate the output y1(t) to
obtain

dyh1 (t ) dy (0)
 2 A1 exp 2t  3 A2 exp 3t , Since h1  1,  1 =  2 A1 exp 0  3 A2 exp 0
dt dt

Or 1 =  2 A1  3 A2

Since we have 2 simultaneous equations and 2 unknowns, we can easily solve for A1
and A2. Solving for A1 and A2 we obtain A1= 1 and A2=-1

xi) Substituting the values of A1= 1 and A2 = -1 into yh1 (t )  A1 exp2t  A2 exp3t gives
yh1 (t )  exp2t  exp3t

Since the system is a causal system, yh1 (t )   exp2t  exp3t  u(t)

Or h1 (t )   exp2t  exp3t  u(t )

Remember for causal system h(t) = 0 t < 0. That is the reason why we write u(t) in the above
answer.

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 dx(t )
xii) To tackle the on the right hand side, we treat this term as a second input.
dt
dh (t )
xiii) yh 2 (t )  1 (the output is a differentiated version of h1 (t ) , because we now input
dt
dx(t )
. This is because we are dealing with an LTI system)
dt
dh (t )
Since h2 (t )  yh 2 (t ) , this implies that h2 (t )  1
dt
h2 (t )  1   2exp2t  3exp3t  u (t )
dh (t )
xiv)
dt

Now the overall impulse response h(t) can be treated as the sum of the individual responses of

ℎ1 (𝑡) + ℎ2 (𝑡)

h(t )   exp2t  exp3t  2exp2t  3exp 3t  u(t ) or

h(t )    exp2t  2exp3t  u(t )

Discrete Time System Linear Coefficient Difference Equation

Solving for the impulse response for the discrete time case is similar to that for the continuous
time. The differences are highlighted here.

i) The impulse function  [n]  1 at n=0

ii) The initial conditions of initial rest for a solving discrete time causal system are y[0]
and y[1] and these can be obtained recursively by using the recursive equation. The
recursive equation can be obtained by rearranging the difference equation by putting
only y[n] on the left hand side and all other delayed terms are put over to the right
hand side together with the x[n] term.

iii) For a causal system, the condition of initial rest are y[n] = 0 for n  1 and not for
n0

iv) The form of the equation for yh [n]  Az n

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Example 3

Find the impulse response of the discrete time causal LTI system described by the equation
shown.

y[n] - 0.5y[n-1] + 0.06y[n-2]= 4x[n]

Let yh[n] be the solution to the homogenous equation y[n] - 0.5y[n-1] + 0.06y[n-2]= 0

The form of the solution is 𝑦ℎ [𝑛] = 𝐴𝑧 𝑛

Substituting 𝑦ℎ [𝑛] = 𝐴𝑧 𝑛 into the homogenous equation y[n] - 0.5y[n-1] +0.06y[n-2]= 0,

We obtain 𝐴𝑧 𝑛 − 0.5𝐴𝑧 𝑛−1 + 0.06𝐴𝑧 𝑛−2 = 0

Taking the factor 𝐴𝑧 𝑛 out, we obtain 𝐴𝑧 𝑛 (1 − 0.5𝑧 −1 + 0.06𝑧 −2 ) = 0

Multiply both sides of the equation by z2, we obtain 𝐴𝑧 𝑛 (𝑧 2 − 0.5𝑧 + 0.06) = 0

Since Azn is not zero, the other factor (𝑧 2 − 0.5𝑧 + 0.06) = 0

or (𝑧 − 0.2)(𝑧 − 0.3) = 0

The solution is z = 0.2 and z = 0.3

Therefore 𝑦ℎ [𝑛] = 𝐴1 (0.2)𝑛 + 𝐴2 (0.3)𝑛 − 𝑒𝑞𝑢𝑎𝑡𝑖𝑜𝑛 1

We now need to solve for A1 and A2. Since the order to the difference equation is two, we need
two initial conditions y[0] and y[1]

Also we know that for a causal system y[n] =0 for 𝑛 ≤ −1

We now apply an impulse input 𝛿(𝑛)into the system equation to obtain the impulse response.
Note that δ(𝑛) = 1 occurs ONLY at n = 0

By substitution  [n] into the system equation, y[0] - 0.5y[-1] + 0.06y[-2]= 4

By the causality condition, y[n]=0 for 𝑛 ≤ −1 this implies y[-1] and y[-2] are both zero.

Therefore y[0] = 4

To obtain the second initial condition we increment n and also apply the impulse input  [n] into
the system equation, we obtain

y[1] - 0.5y[0] + 0.06y[-1] = 4  [1]

Since  [1] and y[-1]  0 and y[0] = 4, we obtain y[1] - 2 = 0, or y[1] = 2

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By substituting the initial condition y[0] = 4 into yh[n] in equation 1 above, we obtain

4 = A1+A2 or A1 = 4 - A2

By substituting the initial condition y[1] = 2 into yh[n] in equation 1 above above, we obtain

yh [1]  A1 (0.2)1  A2 (0.3)1 or 2 = 0.2A1  0.3 A2

2 = 0.2(4-A2 )  0.3 A2 , or 2 = 0.8+0.1A2 or A2  12

Since A2 = 12, A1 = 4 - A2 = - 8

Therefore yh [n]  A1 (0.2)n  A2 (0.3)n  8(0.2)n  12(0.3)n

Since by definition, h[n] is the impulse response due to an impulse input  [n]

h[n]  8(0.2)n  12(0.3)n  u[n] .

Note that h[n] is multiplied with u[n] to ensure that the response is causal.

Example 4

Find the impulse response of the discrete time causal LTI system described by the equation
shown.

y[n] - 0.5y[n-1] + 0.06y[n-2]= 2x[n]+3 x[n-1]

Let yh[n] be the solution to the homogenous equation y[n] - 0.5y[n-1] + 0.06y[n-2]= 0

The form of the solution is yh [n]  Az n

Substituting the yh [n]  Az n into the homogenous equation y[n] - 0.5y[n-1] +0.06y[n-2]= 0,

We obtain Az n  0.5 Az n1  0.06 Az n2  0

Taking the factor Az n out, we obtain Az n 1  0.5z 1  0.06 z 2   0

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Multiply both sides of the equation by z2, we obtain Az n  z 2  0.5z  0.06   0

Since Azn is not zero as this is the output, the other factor
z 2
 0.5z  0.06   0 or  z  0.2  z  0.3  0

The solution is z = 0.2 and z = 0.3

Therefore 𝑦ℎ [𝑛] = 𝐴1 (0.2)𝑛 + 𝐴2 (0.3)𝑛 − 𝑒𝑞𝑢𝑎𝑡𝑖𝑜𝑛 2

We now need to solve for A1 and A2. Since the order to the difference equation is two, we need
two initial conditions y[0] and y[1]

Also we know that for a causal system y[n] =0 for n  1

We now apply an impulse input  [n] into the system equation to obtain the impulse response.
Note that  [n] =1 occurs ONLY at n = 0

Now for a moment, let the right hand side of the LCCDE is x[n] only

By substitution  [n] = x[n] into the system equation, y[0] - 0.5y[-1] + 0.06y[-2]= δ[0]

Since δ[0] = 1, we have y[0] - 0.5y[-1] + 0.06y[-2]= 1

By the causality condition, y[n]=0 for 𝑛 ≤ −1, this implies y[-1] and y[-2] are both zero.

Therefore y[0] = 1

To obtain the second initial condition we increment n and also apply the impulse input 𝛿[𝑛] into
the system equation, we obtain

y[1] - 0.5y[0] + 0.06y[-1] =  [1]

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Since  [1] and y[-1]  0 and y[0] = 4, we obtain y[1] - 0.5 = 0, or y[1] = 0.5

By substituting the initial condition y[0] = 1 into yh[n] in equation 2 above, we obtain

1 = A1+A2 or A1 = 1 - A2

By substituting the initial condition y[1] = 0.5 into yh[n] in equation 2 above, we obtain

𝑦ℎ [1] = 𝐴1 (0.2)1 +𝐴2 (0.3)1 𝑜𝑟 0.5 = 0.2𝐴1 + 0.3𝐴2

0.5 = 0.2(1 − 𝐴2 ) + 0.3𝐴2 𝑠𝑖𝑛𝑐𝑒 𝐴1 = 1 − 𝐴2

Therefore
𝐴2 = 3 𝑎𝑛𝑑 𝐴1 = −2

Let ℎ1 [𝑛] = [−2(0.2)𝑛 + 3(0.3)𝑛 ]𝑢[𝑛] and this is due to the assumption that the right hand
side of the given LCCDE is x[n] only

But in this question, the right hand side of the LCCDE is 2x[n]+3 x[n-1]

Therefore h[𝑛] = 2ℎ1 [𝑛] + 3ℎ1 [𝑛 − 1]

h[𝑛] = [−4(0.2)𝑛 + 6(0.3)𝑛 ]𝑢[𝑛] + [−6(0.2)𝑛−1 + 9(0.3)𝑛−1 ]𝑢[𝑛 − 1]

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