Meiling chensignals & systems1 Lecture #2 Introduction to Systems.

31
meiling chen signals & systems 1 Lecture #2 Introduction to Systems

Transcript of Meiling chensignals & systems1 Lecture #2 Introduction to Systems.

meiling chen signals & systems 1

Lecture #2

Introduction to Systems

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

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Example of system

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System interconnection

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System properties

• Causality

• Linearity

• Time invariance

• Invertibility

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CausalityA 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:

t

)(tu

1 2

(1) Case I )()( tuty

t

)(ty

12Noncausal system

0)(

0)(1

tybut

tutwhen

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(2) Case II

causal system

)()( tuty

t

)(ty

1 2

Delay system

(3) Case III )2()()( tututy

causal systemAt present past

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(4) Case IV )2()()( tututy

noncausal systemAt present future

(5) Case V

noncausal system

stepunitistuiftuty )()()( 2

t

)(ty

0)(

0)(0

tybut

tutwhen

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Linearity

)(1 tx

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 :

Homogeneity :

)(1 ty )(2 tx )(2 ty

)()( 21 txtx )()( 21 tyty

)(1 tx )(1 ty )(1 tax )(1 tay

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Example 1.19

][][ nnxny

][][

][][

]}[][{][

][][][

][][][][

][][][][

][][

21

21

21

21

222

111

nbynay

nbnxnanx

nbxnaxnny

nbxnaxnxlet

nnxnynxnxlet

nnxnynxnxlet

nnxny

linear system

][nx ][ny

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Example 1.20

)1()()( txtxty

)()1()()1()()(

)()(

)1()()(

)()(

12

112

11

1

111

1

tyatxtxataxtaxty

taxtxlet

txtxty

txtxlet

)()( 1 tayty Non linear system

)(tx )(ty

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Properties of linear system :

(1)

(2)

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Time invarianceA 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.

)(txTime invariant

system

)(ty

)( 0ttx

0t

)( 0tty

0t

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Example 1.18

)(

)()(

tR

txty

0),()(

)(

)()(

)(

)(

)(

)()(

)()(

)(

)()(

0201

0

011

0122

012

11

tfortytty

ttR

ttxtybut

tR

ttx

tR

txty

ttxtx

tR

txty

Time varying system

)(tx )(ty

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Invertibility

)(tx )(tx)(ty

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

H Hinv

)}({)( txHty )}({)( tyHtx inv

)}}({{)}({ txHHtyH invinv

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Example 1.15

)()( 0ttxty )(tx )(ty

IHH

ttxH

ttxH

inv

inv

)(

)(

0

0

Inverse system

Example 1.16)(tx )(ty

)()( 2 txty

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LINEAR TIME-INVARIANT (LTI) SYSTEMS:

A basic fact: If we know the response of an LTI system to some inputs, we actually know the response to many inputs

System identification

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example

)(3)()()(2)( txtxtytyty

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

Linear time invariant system

)(tx )(ty

)]()([])()([2])()([

)]()(2)([)]()(2)([

)](3)([)](3)([

)(3)(3)()()]()([3])()([

)(3)()()(2)(

)(3)()()(2)(

212121

222111

2211

21212121

22222

11111

tbytaytbytaytbytay

tytytybtytytya

txtxbtxtxa

txbtxatxbtxatbxtaxtbxtax

txtxtytyty

txtxtytyty

linearity

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LTI System representations

1. Order-N Ordinary Differential equation2. Transfer function (Laplace transform)3. State equation (Finite order-1 differential equations) )

1. Ordinary Difference equation2. Transfer function (Z transform)3. State equation (Finite order-1 difference equations)

Continuous-time LTI system

Discrete-time LTI system

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)()()()(

2

2

tutydt

tdyRC

dt

tydLC

constantsOrder-2 ordinary differential equation

Continuous-time LTI system

1

1

)(

)(

)()()()(

2

2

RCsLCssU

sY

sUsYsRCsYsYLCs

Transfer function

Linear system initial rest

1

12 RCsLCs

)(sU )(sY

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)(1

0

)(

)(10

)(

)(

2

1

12

1 tutx

tx

tx

tx

LR

LC

dt

tdytx

tytxlet

)()(

)()(

2

1

)()(1

)()(

)()(

122

21

tutxLC

txL

Rtx

txtx

)(tx )(tx)(tu

A

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System response: Output signals due to inputs and ICs.

1. The point of view of Mathematic:

2. The point of view of Engineer:

3. The point of view of control engineer:

Homogenous solution )(tyh Particular solution )(ty p+

+ Zero-state response )(ty zsZero-input response )(ty zi

Natural response )(tyn Forced response )(ty f

Transient response Steady state response

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1)0(

,1)0(,0,)(3)(

4)( 2

2

2

dt

dyytety

dt

tdy

dt

tyd t

Example: solve the following O.D.E

(1) Particular solution: )()]([ tutyp

tp

pp etydt

tdy

dt

tyd 22

2

)(3)(

4)(

tp etylet 2)(

tp

tp etyetythen 22' 4)(2)(

13)2(44 2222 tttt eeee

tp etyhavewe 2)(

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(2) Homogenous solution: 0)]([ tyh0)(3)(4)( tytyty hhh

tth BeAety 3)(

)()()( tytyty hp have to satisfy I.C. 1)0(

,1)0( dt

dyy

1)0()0(1)0(

1)0()0(1)0(

ph

ph

yydt

dy

yyy

tth eety 3

2

1

2

5)(

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(3) zero-input response: consider the original differential equation with no input.

1)0(,1)0(0,0)(3)(4)( zizizizizi yyttytyty

0,)( 321 teKeKty tt

zi

21

21

3)0(

)0(

KKy

KKy

zi

zi

1

2

2

1

K

K

0,2)( 3 teety ttzi

zero-input response

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

0)0(,0)0(0,)(3)(4)( 2 zizi

tzszszs yytetytyty

tttzs eeCeCty 23

21)(

023)0(

01)0(

21

21

CCy

CCy

zs

zs

2

12

1

2

1

C

C

tttzs eeety 23

2

1

2

1)(

zero-state response

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(5) Laplace Method:

1)0(

,1)0(,0,)(3)(

4)( 2

2

2

dt

dyytety

dt

tdy

dt

tyd t

2

1)(3)0(4)(4)0()0()(2

ssYyssYysysYs

12

5

2

1

32

1

342

15

)(2

ssssss

ssY

ttt eeesYty

2

5

2

1)]([)( 231

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Complex response

Zero state response Zero input response

Forced response(Particular solution)

Natural response(Homogeneous solution)

Steady state response Transient response

ttt eeety

2

5

2

1)( 23

tttzs eeety 23

2

1

2

1)( 0,2)( 3 teety tt

zi

ttt eeety

2

5

2

1)( 23

tp ety 2)( tt

h eety 3

2

1

2

5)(