19

EEE303:SignalsandLinearSystems
Convolve x(t ) with h(t ) asshownbelowwhereT=3sec.

y (t ) = h(t ) x(t ) = h(t )

n =

(t nT ) = h(t ) (t nT ) = h(t nT ) .
n = n =

TheresultingoutputisshowninFigure(b)above.

PeriodicConvolution
If x1 (t ) and x2 (t ) arebothperiodicsignalswithcommonperiod T0 ,theconvolutionof x1 (t ) and x2 (t ) does notconverge.Inthiscasewedefineperiodicconvolutionof x1 (t ) and x2 (t ) as,

y (t ) = x1 (t ) x2 (t ) = x1 ( ) x2 (t )d .
0

T0

FrequencyResponseFunctionofaLinearSystem Let, x (t ) = e jt .Theconvolutionintegralgivestheoutputas, y (t ) = Or, y (t ) = e

jt

h( )e j (t ) d .

h( )e j d = H ( j )e j ,

Wherewedefine, H ( j ) =

h( )e j d = H ( j ) e jH ( j ) .

j (t +H ( j )) . Theoutput y (t ) isthenexpressedas, y (t ) = H ( j ) e

Theoutputisacomplexexponentialofthesamefrequencyasinputmultipliedbythecomplexconstant H ( j ) .This H ( j ) iscalledthefrequencyresponseofthesystem. Similarthingswillhappenfor sin t and cos t input.Thefunctions e jt ,sin t and cos t arecalledEigen function,aswegetthesamefunctionintheoutputasintheinput.

20

Example
1 t / RC e u (t ) .Findtheexpressionforthefrequency RC response.Whatwillbetheoutputofthesystemwith, x (t ) = cos 2000 t + cos 20000 t ?
Theimpulseresponseofasystemisgivenas, h(t ) =

1 / RC 1 ( j +1/ RC ) 1/ RC e u ( ).e j d = e d = 0 RC RC j + 1/ RC o o 1 1/ RC Or, H ( j ) = e j tan ( RC ) . H ( j1 ) = 0.707e j 45 ; H ( j2 ) = 0.995e j 84.29 . 2 2 + (1/ RC ) H ( j ) =

Thus, y (t ) = 0.707 cos(2000 t 45o ) + 0.995cos(2000 t 84.29o ) .Ans

BlockDiagramRepresentation
Theimpulseresponseandthedifferentialequationdescriptionsrepresentonlytheinput=outputbehaviorof asystem.Ontheotherhandblockdiagramrepresentationdescribesadifferentsetofinternalcomputations usedtodeterminethesystemoutput. A block diagram is an interconnection of elementary operations that act on the input signal. It is a more detailed representation of the system as it describes how the systems internal computations are ordered. Blockdiagramrepresentationsconsistofaninterconnectionofthreeelementaryoperationsonsignals: 1. Scalarmultiplication: y (t ) = cx(t ) , 2. Addition: y (t ) = x (t ) + w(t ) ,and 3. Integration: y (t ) =
x(t)
c

y(t)

x(t)

y(t)

x( )d .

x(t)

y(t)

w(t)

d k y (t ) M d k x(t ) = bk An Nth order system is represented by the equation, ak . In order to depict the dt k dt k k =0 k =0 system intermsof integrationoperation,letusassume M = N , aN = 1 and multiplybothside ofthe above
equationby D N .Afterrearrangement,

y (t ) = bN x(t ) + D 1 (bN 1 x aN 1 y ) + D 2 (bN 2 x aN 2 y ) + LL + D ( N 1) (b1 x a1 y ) + D N (b0 x a0 y )

(1) Usingtheaboveequationwecandrawthesimulationdiagramas,

This formofrealizationiscalledcanonicalrealization.Differentiators are notusedtosimulateasystem,as a differentiatorenhancesnoise.Ontheotherhandintegratorssmoothorsuppressnoisepresentinaninput.

21 Equation(1)inthepreviouspagecanbewritteninanotherformforN=2as,

y (t ) = b2 x(t ) + b1 D 1 x(t ) + b0 D 2 x (t ) a1 D 1 y (t ) a0 D 2 y (t )

(2)

DirectformIanddirectformIIimplementationofthesystemisshowninfigures(a)and(b)below.

Examples
Constructtheblockdiagramrepresentationofthesystembelow.

Or, D 2 +

1 1 1 1 1 1 D+ v(t ) = Di (t ) ;here, a1 = , a0 = ; b2 = 0, b1 = , b0 = 0 . RC LC C RC LC C

Thecanonicalblockdiagramrepresentationofthesystemisshownbelow: Thesystemcanbesimulatedusingmultiplier,summerand integratorusingOPAMP.

StatevariableRepresentation
The statevariable description of an LTI system consists of a series of coupled firstorder differential equationsthatdescribeshowthestateofthesystemevolvesandanequationthatrelatestheoutputofthe system to the current state variables and the input. These equations are written in matrix form. State variable analysis transforms an Nth order differential equation into N firstorder differential equations of a setofstatevariables. Thestateofasystemisdefinedasaminimalsetofsignalsthatrepresentsthesystemsentirememoryof thepast.Givenonlythevalueofthestateatapointintime t0 ,andtheinputforthetimes t t0 wecan

22 determinetheoutputforalltimes(or, t t0 ).Thestateof asystemisnotuniqueandtherearemanypossiblestate variabledescriptionscorrespondingtoasystemwitha giveninputoutputcharacteristic. Consider the electrical circuit shown in figure right. Derive the statevariabledescriptionforthis system ifthe input is x(t ) andtheoutputisthecurrentthroughtheresistor y (t ) .Choosethestatevariablesasthevoltageacross eachcapacitor.

x(t ) = R1 y (t ) + q1 (t )

or , y (t ) =

1 1 q1 (t ) + x(t ) R1 R1

Thisequationexpressestheoutputasafunctionofthestatevariablesandtheinput. Let, i2 (t ) bethecurrentthrough R2 .Weget, i2 (t ) =

1 1 &2 (t ) . q1 (t ) q2 (t ) .Also, i2 (t ) = C2 q R2 R2

&2 (t ) = Thus, q

1 1 q1 (t ) q2 (t ) C2 R2 C2 R2

&1 (t ) = y (t ) i2 (t ) = y (t ) Again,currentthrough C1 is, i1 (t ) = C1q

Thus,

1 1 q1 (t ) + q2 (t ) R2 R2

&1 (t ) = y (t ) i2 (t ) = q

1 1 1 1 1 1 1 y (t ) q1 (t ) + q2 (t ) = q1 (t ) + x(t ) q1 (t ) + q2 (t ) C1 C1 R2 C1 R2 C1 R1 C1 R1 C1 R2 C1 R2

1 1 1 1 = + q2 (t ) + x (t ) q1 (t ) + C1 R2 C1 R1 C1 R1 C1 R2 &1 (t ) 1 q 1 1 q1 (t) 1 + C R = C1 R1 C1 R2 C1 R2 + 1 1 x(t ) ; 1 1 &2 (t ) q C2 R2 C2 R2 q 2 (t) 0

Stateequation

Or,

1 q1 (t ) 1 y (t ) = R1 + R x(t ) ; 0 1 q2 (t )

Outputequation

& = Aq(t) + Bx(t) q(t) ,wherethematricesA,B,CandDdescribetheinternalstructureofthesystem. y(t) = Cq(t) + Dx(t)

Here, A is called the system matrix, B is called the input matrix, C is called the output matrix and D is called thetransmissionmatrix. Findthestatevariabledescriptionofthecircuitdepictedinfigurebelow.

(Ans)

23 Inblockdiagramrepresentation,thestatevariablecorrespondstotheoutputsoftheintegrators.Consider thefollowingexample:

Theblockdiagramaboveindicatesthat,

ForanNthordersystemwithminputandpoutput,thedimensionsofA,B,CandDareasfollows:

A ( N N ), B ( N m), C ( p N ) and D ( p m) .

Statespacerepresentationofadifferentialequation
ThegeneralformofanNthorderdifferentialequationis,

LetusdefineNstatevariables q1 (t ), q1 (t ), L , qN (t ) as,

q1 (t ) = y (t ) & (t ) q2 (t ) = y
M

Then,

&1 (t ) = q2 (t ) q &2 (t ) = q3 (t ) q M

qN (t ) = y N 1 (t )

Inmatrixformtheabovetwoequationscanbeexpressedas,

& N (t ) = y N (t ) = aN q1 (t ) aN 1q2 (t ) L a1qN (t ) + x(t ) q And, y (t ) = q1 (t ) .

24 Where,

Solutionofstateequations
& = Aq(t) + Bx(t); Letusdeterminethesolutionofthestateequation, q(t)
& Aq(t) = Bx(t) Rewritingtheequation, q(t)

x(0) = x 0 .

& Aq(t)] = Multiplyingbothsidesby e At weget, e At [q(t)

Integratingbothsidesbetweenthelimits 0 and t ,weget

d At [e q(t)] = e At Bx(t) dt

e At q(t) = e A Bx( )d 0
t

Or, e

At

q(t) q(0) = e A Bx( )d or, q(t) = e At q(0) + eA (t ) Bx( )d = e At q(0) + e At Bx(t )

0 0

Iftheinitialstateisknownat t = t0 ,theaboveequationbecomes,

q(t) = e A ( t t0 )q(t0 ) + e A ( t ) Bx( )d .

t0

Thematrixfunction e isknownasthestatetransitionmatrixofthesystem. Theoutputequationisgivenby,

At

y(t) = Ce At q(0) + Ce A (t ) Bx( )d + Dx(t) .

t0

Thezerostateresponseofthesystemis(when q(0) = 0 ),

y(t) = Ce At B x(t ) + Dx(t) = Ce At B x(t ) + D(t) x(t) Or, y(t) = [Ce At B + D(t)] x(t) = h(t) x(t) Thematrix h(t) isknownasimpulseresponsematrix.

Evaluationof e At
Let,Abean ( N N ) matrixand I bean ( N N ) identitymatrix.TheEigenvalues i , i = 1, 2, L , N ofA aretherootsoftheNthorderpolynomial, det[ A I ] = 0 . Evaluationofthestatetransitionmatrix e At isbasedontheCayleyHamiltontheorem.Thistheoremstates thatthematrixAsatisfiesitsowncharacteristicequation,i.e., If, Q ( ) = N + a N 1 N 1 + L + a1 + a0 = 0 Then, Q ( A ) = A N + a N 1A N 1 + L + a1A + a0 I = 0 A N = a N 1A N 1 L a1A a0 I (1) Now, e At = I + At +

A 2t 2 ANt N +L+ +L 2! 2!

Applyingequation(1), e At maybeexpressedas, e At = 0 I + 1A + 2 A 2 + L + N 1A N 1 (2)

Ifall i saredistinctwemaywrite, 0 + 1i + 2 i 2 + L + N 1i N 1 = e i t fromwherewecanfound s as, We can also calculate e At using Laplace transform.

25

Example
Findastatespacerepresentationofthesystemasshowninfigurebelow.

The system is of order 3. We assume three state variables q1 (t ), q2 (t ) and q3 (t ) . From figure above we obtain,

(Ans)

Example
Find a statespace representation of the circuit shown in figure below assuming that the outputs are the currentsflowingin R1 and R2 .

We choose the state variables q1 (t ) = iL (t ) and q2 (t ) = vC (t ) . Let, x1 (t ) = v1 (t ) and x2 (t ) = v2 (t ) . Also,

y1 (t ) = i1 (t ) and y2 (t ) = i2 (t ) .
ApplyingKVLtothetwoloopsweget,

26 Rearrangingandwritinginmatrixformweget,

(Ans)

Example:Find e At for A =
q ( ) = I A =

0 1 usingCayleyHamiltontheorem. 6 5

ThecharacteristicpolynomialofAis,

1 = 2 + 5 + 6 = ( + 2)( + 3) . 6 +5 ThustheEigenvaluesofAare, 1 = 2 and 2 = 3 .

Hencewehave, e At = 0 I + 1A =

0 6 1

,where sareobtainedas, 0 51

0 21 = e 2t

0 31 = e

3t

2 t 3t 2 t 3t solvingweget, 0 = 3e 2e and 1 = e e .

(Ans)