Chapter 3

Input Output Approach to modeling

Jimma University
Nov. 2016

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 Systems reviewed.
A system is an entity that manipulates one or more signals to
accomplish a function, thereby yielding new signals.

CT=: Continuous Time.

DT=: Discrete Time

2
 System interconnection

3
 System properties
 Causality
 Linearity
 Time invariance
 Invertibility

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 Causality
A system is said to be causal if the present value of the output signal
depends only on the present or past values of the input signal.

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Causal and noncausal system
Example: distinguish between causal and noncausal systems
in the following:
u (t )

1 2 t

(1) Case I y (t )  u (t )

y (t )
when t  1 u (t )  0
but y (t )  0

2 1 t Noncausal system
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 (2) Case II y (t )  u (t   )

y (t )
Delay system

1   2  t causal system

(3) Case III y (t )  u (t )  u (t  2)

causal system
At present past

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 (4) Case IV y (t )  u (t )  u (t  2)

noncausal system
At present future

(5) Case V y(t )  u(t 2 ) if u(t ) is unit step

y (t )
when t0 u (t )  0
but y (t )  0
t
noncausal system
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9
 Linearity
A system is said to be linear in terms of the system input x(t) and the
system output y(t) if it satisfies the following two properties of
superposition and homogeneity.

Superposition：

x1 (t ) y1 (t ) x2 (t ) y2 (t )

x1 (t )  x2 (t ) y1 (t )  y2 (t )

Homogeneity：
x1 (t ) y1 (t ) ax1 (t ) ay1 (t )
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 Example 1
x[n ] y[n]
y[n]  nx[n]

y[n]  nx[n]
let x[n]  x1[n]  y1[n]  nx1[n]
let x[n]  x2 [n]  y2 [n]  nx2 [n]
let x[n]  ax1[n]  bx2 [n]
 y[n]  n{ax1[n]  bx2 [n]}
 anx1[n]  bnx2 [n]
 ay1[n]  by2 [n] linear system

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 Example 2
x(t ) y (t )
y (t )  x(t ) x(t  1)

let x(t )  x1 (t )
y1 (t )  x1 (t ) x1 (t  1)
let x(t )  ax1 (t )
y (t )  ax1 (t )ax1 (t  1)  a x1 (t ) x1 (t  1)  a y1 (t )
2 2

y(t )  ay1 (t ) Non linear system

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 Properties of linear system :

(1)

(2)

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 Time invariance
A system is said to be time invariant if a time delay or time advance of
the input signal leads to an identical time shift in the output signal.

x(t ) y (t )
Time invariant
system

x(t  t0 ) y (t  t0 )

t0 t0

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 Example 3
x(t ) x(t ) y (t )
y (t ) 
R(t )

x1 (t )
y1 (t ) 
R(t )
x2 (t )  x 1 (t  t0 )
x2 (t ) x1 (t  t0 )
 y2 (t )    x2 (t )  x1 (t  t0 )
R(t ) R(t )
x1 (t  t0 )
but y1 (t  t0 ) 
R(t  t0 )
y1 (t  t0 )  y2 (t ), for t0  0
Time varying system

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Invertibility
A system is said to be Invertible if the input of the system can be
recovered from the output.

x(t )

x(t ) y (t )
H Hinv

y (t )  H {x(t )} x(t )  H { y(t )}

inv

H { y(t )}  H {H {x(t )}}

inv inv

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 Example 4
x(t ) y (t )
y(t )  x(t  t0 )

H  x(t  t0 )
H inv  x(t  t0 )
HH inv
I Inverse system

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 LTI System representations
Continuous-time LTI system
1. Order-N Ordinary Differential equation
2. Transfer function (Laplace transform)
3. State equation (Finite order-1 differential equations) )

Discrete-time LTI system

1. Ordinary Difference equation
2. Transfer function (Z transform)
3. State equation (Finite order-1 difference equations)

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 See Blackboard for (continuous LTI
system first and second order )
Poles and zeros
Linear First order response
Second order response

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Continuous-time LTI system

d 2 y (t ) dy(t )
LC 2
 RC  y (t )  u (t )
dt dt
Order-2 ordinary differential equation
constants

LCs 2Y ( s)  RCsY ( s)  Y ( s)  U ( s) Linear system  initial rest

Y ( s) 1
 Transfer function
U ( s) LCs 2  RCs  1

U (s ) 1 Y (s )
LCs 2  RCs  1

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 let x1 (t )  y (t ) x1 (t )  x2 (t )
dy (t ) R 1
x2 (t )  x2 (t )   x2 (t )  x1 (t )  u (t )
dt L LC

 x1 (t )   0 1   x1 (t )  0
 x (t )   1 R     u (t )
 L   x2 (t ) 1
 2   LC

u (t ) x (t ) x(t )

A
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 example

The system is governed by a linear ordinary differential equation (ODE)

y(t )  2 y(t )  y (t )  x(t )  3x(t )

x(t ) Linear time y (t )

invariant system

y1(t )  2 y1 (t )  y1 (t )  x1 (t )  3x1 (t )

y2(t )  2 y2 (t )  y2 (t )  x2 (t )  3x2 (t )
[ax1 (t )  bx2 (t )]  3[ax1 (t )  bx2 (t )]  ax1 (t )  bx2 (t )  a3x1 (t )  b3x2 (t )
 a[ x1 (t )  3x1 (t )]  b[ x2 (t )  3x2 (t )]
 a[ y1(t )  2 y1 (t )  y1 (t )]  b[ y2(t )  2 y2 (t )  y2 (t )] linearity
 [ay1 (t )  by2 (t )]  2[ay1 (t )  by2 (t )]  [ay1 (t )  by2 (t )]

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 System response: Output signals due to inputs and ICs.
1. The point of view of Mathematics:

Homogenous solution y h (t ) ＋ Particular solution y p (t )

2. The point of view of Engineer:

Natural response y n (t ) ＋ Forced response y f (t )

3. The point of view of control engineer:

Zero-input response y zi (t ) ＋ Zero-state response y zs (t )
Transient response Steady state response

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 Example: solve the following O.D.E
d 2 y(t ) dy (t )  2t dy(0)
2
 4  3 y (t )  e , t  0, y (0)  1, 1
dt dt dt

(1) Particular solution: [ y p (t )]  u (t )

d 2 y p (t ) dy p (t )
4  3 y p (t )  e  2t
dt 2 dt
let y p (t )  e2t
then y' p (t )  2e2t yp (t )  4e2t

4e2t  4(2)e2t  3e2t  e2t    1

we have y p (t )  e2t
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(2) Homogenous solution: [ yh (t )]  0
yh(t )  4 yh (t )  3 yh (t )  0
t 3t
yh (t )  Ae  Be
dy (0)
y (t )  y p (t )  yh (t ) have to satisfy I.C. y (0)  1 , 1
dt

y (0)  1 yh (0)  y p (0) 1

dy (0)
 1 yh (0)  yp (0)  1
dt

5  t 1  3t
yh (t )  e  e
2 2
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 (3) zero-input response: consider the original differential equation with no input.

y zi (t )  4 y zi (t )  3 y zi (t )  0, t0 y zi (0)  1, y zi (0)  1

y zi (t )  K1e t  K 2 e 3t , t  0

y zi (0)  K1  K 2 K1  2
y zi (0)   K1  3K 2 K 2  1

y zi (t )  2e t  e 3t , t  0

zero-input response
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 (4) zero-state response: consider the original differential equation but set all I.C.=0.

y zs (t )  4 y zs (t )  3 y zs (t )  e 2t , t0 y zi (0)  0 , y zi (0)  0

y zs (t )  C1e t  C 2 e 3t  e 2t

1
y zs (0)  C1  C 2  1  0 C1 
2
y zs (0)  C1  3C 2  2  0 1
C2 
2

1  t 1  3t
y zs (t )  e  e  e  2t
2 2
zero-state response
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 (5) Laplace Method:
d 2 y(t ) dy (t )  2t dy(0)
2
 4  3 y (t )  e , t  0, y (0)  1, 1
dt dt dt
1
s Y ( s)  sy (0)  y (0)  4sY ( s)  4 y (0)  3Y ( s) 
2

s2

1 1 5
s5 
s  2 2 1
Y (s)  2    2
s  4s  3 s  3 s  2 s 1

1  1  3t  2t 5 t
y (t )   [Y ( s)]  e e  e
2 2

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 Complex response  1  3t 5
y (t )  e  e  2 t  e t
2 2

Zero state response Zero input response

1  t 1  3t
y zs (t )  e  e  e  2t y zi (t )  2e t  e 3t , t  0
2 2

Forced response Natural response

(Particular solution) (Homogeneous solution)
5  t 1  3t
y p (t )  e2t yh (t )  e  e
2 2
Steady state response Transient response
 1  3t  2t 5 t
y (t )  e e  e
2 2

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 Laplace Transform Solution of State Equations

In this section, we use the Laplace transform to solve the state

equations for the state and output vectors.Consider the state
equation
x = Ax + Bu (1)
and the output equation
y = Cx + Du (2)
Taking the Laplace transform of both sides of the state
equation yields

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 sX(s) - x(0) = AX(s) + BU(s) (3)
In order to separate X(s), replace sX(s) with sIX(s),
where I is an n x n identity matrix, and n is the order of the
system.
Combining all of the X(s) terms, we get

(sI - A)X(s) = x(0) + BU(s) . (4)

Solving for X(s) by premultiplying both sides of Eq. (4) by

the final solution for X(s) is State Space

(5)
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 (6)

Eigenvalues and Transfer Function Poles

Recall that the poles of the transfer function determine
the nature of the transient response of the system. Is there
an equivalent quantity in the state-space representation
that yields the same information?

the roots of det(sl - A) = 0 are the eigenvalues of the

system matrix, A.
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From equations (5) and (6) we obtain the transfer function
to be

(7)

Hence, if a system is represented in state-space, we can

find the poles from det(sI - A) = 0.

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 Example 1
Laplace Transform Solution; Eigenvalues and Poles
PROBLEM: Given the system represented in state space
by Eqs. (8)

(8)

(9)

(10)

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 Do the following:
a. Solve the preceding state equation and obtain the output
for the given exponential input.
b. Find the eigenvalues and the system poles.

See Blackboard

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 Use of MATLAB

36
 Use the following MATLAB and Symbolic Math
Toolbox statements to solve the Exercise

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38
 Time Domain Solution of State Equations

(1)

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 Time Domain Solution …

OR
(2)

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41
42
Notice that:
the first term on the right-hand side of eq.(2) is the
response due to the initial state vector, x(0).
 it is the only term dependent on the initial state vector
and not the input.
We call this part of the response the zero-input
response, since it is the total response if the input is zero
The second in eq.(2) is called the convolution
integral, is dependent only on the input, u, and the input
matrix, B, not the initial state vector.
We call this part of the response the zero-state
response, (it is the total response if the initial state
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vector is zero).
Thus, there is a partitioning of the response different from the
forced/natural response we have seen when solving DEs.

In DEs, the arbitrary constants of the natural response

are evaluated based on the initial conditions and the initial
values of the forced response and its derivatives. Thus, the
natural response's amplitudes are a function of the initial
conditions of the output and the input.

In Eq. (2), the zero-input response is not dependent on

the initial values of the input and its derivatives. It is
dependent only on the initial conditions of the state
vector.
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 Notice in the case of eq.(2), the final result of the
zero-state response contains not only the forced solution
but also pieces of what we previously called the natural
response. Natural response is distributed through
the zero-input response and the zero-state response.

For an unforced system (zero input) we have:

45
Each term of would be the sum of exponentials
generated by the system's poles.
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 Notice the behavior of x(t) and y(t) in:

x (t )  Ax(t )  Bu (t )
y (t )  Cx(t )  Du (t )

For the following two cases

 Homogeneous solution of x(t)
 Non-homogeneous solution of x(t)

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 Homogeneous solution
x (t )  Ax(t ) x(t )  L1[( sI  A) 1 ]x(0)
sX ( s)  x(0)  AX ( s )  e x(0)
At

1
X ( s)  ( sI  A) x(0)
State transition matrix, (t )  : e At  L1[( sI  A)1 ]

x(t0 )  e At0
x(0)
from which we obtain
 At0
x(0)  e x(t0 )
and then
 At0 A ( t t0 )
x(t )  e e
48 At
x(t0 )  e x(t0 )  (t  t0 ) x(t0 )
 Non-homogeneous Solution

x (t )  Ax(t )  Bu (t )
y (t )  Cx(t )  Du (t )
sX ( s )  x(0)  AX ( s )  BU ( s )
( sI  A) X ( s )  x(0)  BU ( s )
1 1
X ( s )  ( sI  A) x(0)  ( sI  A) BU ( s )
x(t )  L1[( sI  A) 1 ]x(0)  L1[( sI  A) 1 BU ( s )]
t
x(t )   (t ) x(0)    (t   ) Bu ( )d Convolution
0
Homogeneous
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 t
x(t )  (t ) x(0)   (t   ) Bu ( )d
0
t
x(t )  (t  t0 ) x(t0 )   (t   ) Bu ( )d
t0
t
y (t )  C(t  t0 ) x(t0 )   C(t   ) Bu ( )d  Du (t )
t0

Zero-input Zero-state response

response

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 Properties of State Transition Matrix
Comparison of properties of the scalar and matrix
exponentials.Table1

51
Each term in this series is a matrix of size n × n, and the
summation of all terms yields another matrix of size n×n

52
 where

53
The matrix exponential representation of the state
transition matrix allows some the properties of transition
matrix to be simply stated:

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55
56
 Calculating State Transition Matrix

Methode 1: (t )  L1[( sI  A) 1 ]

Methode 2: Coordinate transformation

Methode 3: Cayley-Hamilton Theorem

57
 Methode 1 Example 1:
 x1   0 1 0   x1  0 0
 x    0  4 3   x   1 0   u1 
(t )  L1[( sI  A)1, ]  2   2    u 
 x3   1  1  2  x3   0 1  2 
 x1 
 1  1 0 0  
y ( t )
 y (t )  0 0 1  x2 
 2   x 
 3

adj ( sI  A)
( sI  A) 1 
sI  A
 s 2  6s  11 s  2 3 
1  
  3 s 2
 2 3s
s ( s  4)( s  2)  3  3s  
 s4  s  1 s  4s 
2


Exercise : Find
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Method 2: Diagonalization

 x1   1 0 0   x1  1
Example 2  x    0  2 0   x   1u
 2   2    diagonal matrix
 x3   0 0  3  x3  1
 x1 
y  6  6 1 x2 
 x3 

e  t 0 0 
 
Φ (t )  e   0
At
e 2 t 0 
0 0 e 3t 


See Blackboard for the remaining solution process

59
 Method2 .Diagonalization via Coordinate Transformation

Plant: x  Ax  Bu A  R nn
y  Cx  Du

Eigenvalue of A: i , satisfying Avi  i vi , i  1,,n

Assume that all the eigenvalues of A are distinct, i.e. 1  2  3  n
Then eigenvectors, v1, v2 ,  ,vn are independent.

Coordinate transformation matrix T  [v1, v2 ,  ,vn ]

 Λ  T 1 AT is a diagonal matrix.

60
 1 0
  
T 1 AT     2 
  
 
0 n 

 e At  Te ΛtT 1

e1t 0 
 
e2t
where e Λt   
  
 λ nt 
0 e 

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 New coordinate: ξ  T -1 x
  T 1 AT
A  T 1 AT
1  1 0 0 0  1  B  T 1 B
 
 2    0 2 0 0   2  C  CT
   (1)
  0     
   
 n   0 0  n   n 

 i (t )  ii (t ), i  1,,n

Solution of (1):
i (t )  e ti (0), i  1, ,n
i

x(t )  T (t )  v1e1t ξ1 (0)  v2e2t ξ 2 (0)    vn ent ξ n (0), ξ (0)  T x(0)

1

The above expansion of x(t) is called modal decomposition.

62
 Example i  distinct
 2 1  1 
x    x , x ( 0)  2 1  1, 2  3
 1  2  
Find eigenvector
 1  2  1  v11  v11  1
(1I  A)v1      0    
 1  1  2 v12  v12  1

 3  2  1  v21   v1   1 
(2 I  A)v2      0    
 1  3  2 v22  v2   1

1 1  1  1  1  T 1 AT   1 0 
T  v1 v2   
1
  0  3
 2  1 1 
T

1  1  

ξ  T 1 x

63
  1 0 
ξ    ξ (2)
 0  3

1  11 1 (0) 

  (0)  T x(0),  (0)  
1

2  3 2 
 2 
( 0)

Solution of (1):

x(t )  Tξ (t )  v1e1t ξ1 (0)  v2e2t ξ2 (0)

 3 
1  2 
ξ (0)  T x(0)  ξ (0)   
1
 
 2
 3 t 1 3t 
3 t 1  1  3t  1  2 e  2 e 
 x(t )  e      e     3 
2 1  2  
 1  1
 e  e 
t  3t

2 2 
64
 In the case of A matrix is phase-variable form and

1  2  3  n

 1 1 1  Vandermonde matrix
   n  for phase-variable form
T  v1 v2 vn    1 2

 
 n 1 n 1 

 1 2
n 1
n 

1 
 2 
1
P AP     
 3 
 
 4 
t 1
e  Te T
At
65
Example: i  distinct
Repeated eigenvalue case, i.e. i is not distinct
1 0  1  1 0 1
A  0 1 0  I  A  0   1 0  (  1)(  1)(  2)
0 0 2  0 0  2

1  2 0 0 1   v1 
   
(1I  A)V1  0 0 0  v2   0 depend

0 0  1 v3 

 v1  1  v1  0
0v1  0v2  v3  0  v2   0 0v1  0v2  v3  0  v2   1
v3  0 v3  0
V1  V2
66
 3  2 1 0 1  v1 
   
(3 I  A)V3  0 1 0 v2   0
0 0 0 v3 

 v1   1
v1  0v2  v3  0  v2    0 
v3   1 

1 0 1 1 0 0 
T  V1 V2 V3   0 1 0   T 1 AT  0 1 0 
0 0 1  0 0 2

67
 e t
0 0
 t 1 t  
 (t )  e  Te T , where e   0
At
e t
0
0 0 2t 
e 

Remember the solution is given using the following
relations
t
x(t )  (t ) x(0)   (t   ) Bu ( )d
0
t
x(t )  (t  t0 ) x(t0 )   (t   ) Bu ( )d
t0
t
y (t )  C(t  t0 ) x(t0 )   C(t   ) Bu ( )d  Du (t )
t0
68
 Example 2
For the state equation and initial state vector shown
below, where u(t) is a unit step, find the state-transition
matrix and then solve for x(t).

Solution. N.Nise pp.204

69
Case 3:
i  distinct Jordan form

1  2  3

P  v1 v2 v3   P AP  Jordan
1
form
Generalized eigenvectors

(1 I  A)v1  0 1 1 

(1 I  A)v2  v1 1 ˆ 
P AP  A   1 1  
(1 I  A)v3  v2  1 
e 1t
te 1t t2
e 1t 
 1t 
2
Aˆ t
e  e 1t te 
 e 1t 

70
Example:

 3 1  3 1
A    (  2) 2
 1 1 1  1

 1  1 v11  v11   1 
(1I  A)V1      0    
 1 1  v12  v12   1
 1  1 v21  1 v21  1
(1I  A)V2            
 1 1  v22   1 v22  0

 1 1 2 1 
P  V1 V2    
1 ˆ
 P AP  A   
  1 0   0 2 
e 2t
Aˆ t te2t  Aˆ t 1
e  2t 
 e  Pe P
At

 e 
71
Method 3: Cayley-Hamilton Theorem

Theorem: Every square matrix satisfies its char. equation.

Given a square matrix A, A  R n.n Let f(λ) be the char. polynomial of A.

Char. Equation:
f ( )  n  an 1n 1    a1  a0  0
By Caley-Hamilton Theorem

f ( A)  An  an 1 An 1    a1 A  a0 I  0

72
 An  an 1 An 1    a1 A  a0 I  0
An  an 1 An 1    a1 A  a0 I
An 1  an 1 An    a1 A2  a0 A
  an 1 (an 1 An 1    a1 A  a0 I )   a1 A2  a0 A

any
f ( A)  k0 I  k1 A  k 2 A    k n A  
2 n

f ( A)   0 I  1 A   2 A     n 1 A
2 n 1

n 1
 
k 0
k A k

73
Example: 1 2
A 100
? A 
 0 2 
let f ( A)  A100   0 I  1 A

 1 2
 (  1)(  2)  0 , 1  1, 2  2
0  2

f (1 )  1
100
  0  11  1100  0  2  2100
f (2 )   2
100
  0  12  2 100
1  2100  1

1 0  1 2 1 2101
 2
f ( A)  A  (2  2 ) 
100 100
  (2  1)
100
  
0 1  0 2 0 1 

74
Example:  3  1
e ?
At
A 
 2 0 
 3 1
 0 , 1  1, 2  2
2 

f (1)  e t   0  11   0  1  0  2e t  e 2t

f (2)  e 2t   0  12   0  1 2 1   e  2 t  e  t

t 1 0
 2t  2t t   3  1
e  2e  e 
At
  ( e  e )  
 0 1   2 0 
 2e  2t  e t e  2 t  e t 
  2t t  2t t 
 2e  2e  e  2e 

75
MATLAB
 Dirac Delta Function

In Figure 3.1a. Its area is unity. A unit impulse is the limiting case
of a unit pulse as ∆t → 0. A unit impulse acting at time t = t0 is
denoted by (t - t0) and is graphically represented as in Figure 3.
1b. In mathematical analysis, this is known as the Dirac delta
function, and is defined by the two conditions shown below:

81
 Fig 3.1

82
for any well-behaved time function f(t). The system response
(output) to a unit impulse excitation (input) acted at time t = 0, is
known as the impulse response function and is denoted by h(t).
83
 CT Convolution

84
85
86
87
 Remember Impulse repose…

• Impulse response of a system is response of the

system to an input that is a unit impulse (i.e., a Dirac
delta functional in continuous time)

• When initial conditions are zero, this differential

equation is LTI and system has impulse response

88
89
 System Response
• Signals as sum of impulses

But we know how to calculate the impulse response

( h(t) ) of a system expressed as a differential equation

Therefore, we know how to calculate the system output for

any input, x(t)
90
 Graphical Convolution Methods
 From the convolution integral, convolution is equivalent to

f 1 t  f 2 t    f 1   f 2 t   d


 Rotating one of the functions about the y axis

 Shifting it by t
 Multiplying this flipped, shifted function with the other
function
 Calculating the area under this product
 Assigning this value to f1(t) * f2(t) at t

4 - 91
 Example1.Graphical Convolution
 Convolve the following two functions:

f(t) g(t)
2 3

*
t t
 Replace t with
2  in f(t) and g(t) -2 2

 Choose to flip and slide g() since it is simpler and

symmetric
 Functions overlap like this:
3 g(t-)

2
f()


4 - 92 2
-2 + t t 2+t
 Example1….
 Convolution can be divided into 5 parts
I. t < -2
3
 Two functions do not overlap g(t-)

 Area under the product of the 2

f()
functions is zero

II. -2  t < 0 -2 + t 2+t
2

 Part of g(t) overlaps part of f(t) 3 g(t-)

 Area under the product of the 2
functions is f()


2
-2 + t 2+t
2t
32  t 
2t
 2  2
3t 2
0 3(  2)d  3  2  2    2  62  t    2  6
0
4 - 93
 Example 1…
III. 0t<2 3 g(t-)
 Here, g(t) completely overlaps f(t)
2
 Area under the product is just f()
2 
2
  
2

0 3   2  d  3  
 2  2  6 -2 + t
2
2+t
  0

IV. 2t<4 3 g(t-)

 Part of g(t) and f(t) overlap 2
f()
 Calculated similarly to -2  t < 0

V. t4 -2 + t
2
2+t
 g(t) and f(t) do not overlap
 Area under their product is zero
4 - 94
 Example1…
 Result of convolution (5 intervals of interest):

0 for t  2
 3
 t 2  6 for  2  t  0
 2
y (t )  f (t ) * g (t )  6 for 0  t  2
3 2
 t  12 t  24 for 2  t  4
2
0 for t  4
y(t)
6

t
4 - 95 -2 0 2 4
 Example 2.

96
 Special Case: u(t)

97
 Example 3

98
 Example 4. Rectangular pulses

99
 Example 5...

100
 Example 5…

101
102
103
104
105
106
107
108