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Definition of System Classification of Systems Linear Time-Invariant (LTI) Systems

The Concept of System

Concept of System
Under the concept of system we understand a process that leads to the transformation of signals
[Beucher, 2015]

Taking into account the concept of one-dimensional signal, the definition of system becomes:

A system is a collection of devices that operate on input signals xi (t) or xi [n] (or excitations) to
produce a set of output signals yi (t) or yi [n] (or responses) [Sadiku, 2015]

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Definition of System Classification of Systems Linear Time-Invariant (LTI) Systems

Mathematical Interpretation of Systems

Systems as a Transformation
If x is the input signal and y is the output signal, they are related through a transformation
y = Tx
(1)
y = Sys {x}
where T (or Sys) is an operator transforming x into y [Sadiku, 2015]. Otherwise stated
y (t) = T {x (t)} y [n] = T {x [n]}
(2)
y (t) = Sys {x (t)} y [n] = Sys {x [n]}

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Definition of System Classification of Systems Linear Time-Invariant (LTI) Systems

Classification of Systems

Figure: Classification of systems

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Definition of System Classification of Systems Linear Time-Invariant (LTI) Systems

Continuous-Time and Discrete-Time Systems

Discrete-Time Systems
A system is discrete-time (DT) if the
Continuous-Time Systems input and output signals are discrete-time
A system is continuous-time (CT) if the
input and output signals are  
continuous-time [Sadiku, 2015] A digital system represents an
algorithm that processes signals
in a computer [Beucher, 2015]
 

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Definition of System Classification of Systems Linear Time-Invariant (LTI) Systems

Causal and Non-Causal systems

Causal or Non-Anticipatory Non-Causal or Anticipatory


Systems Systems
A causal (or non-anticipatory) system When the current output of a system
is one whose output y (t) or y [n] at the depends on future inputs, the system is
present time depends only on the present called non-causal or anticipatory
and past values of the input x (t) and
x [n]
  Examples of non-causal systems are
Causality is a necessary condition y (t) = x (t + 2), y [n] = x [1 − n]
for a system to be built or realized
 in the real world 
Examples of causal systems are
y (t) = x (t − 1), y [n] = x n2

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Definition of System Classification of Systems Linear Time-Invariant (LTI) Systems

Memoryless Systems and Systems with Memory


Memoryless, Static or Dynamic Systems or Systems with
Instantaneous Systems Memory
A memoryless, static or When the output of a system depends
instantaneous system is one in on the past and/or future input, the
which the current output depends system is said to have a memory or to
only on the current input; it does not be dynamic
depend on the past or future inputs
A capacitor is an example of a
A resistive network is an example of a dynamic system
memoryless system
1 t
Z
v (t) = i (τ ) dτ + v (t0 )
v (t) = Ri (t) C t0 | {z }
| {z } Initial condition
Present and past

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Definition of System Classification of Systems Linear Time-Invariant (LTI) Systems

The Concept of State

The current output of a causal system is affected by past inputs. In other words, the input
from (−∞, t] (or (−∞, n]) affects the output at t (or n)
Nevertheless, tracking the input x from −∞ onward is, if not impossible, very difficult
The concept of state can resolve this problem
State of a System
The state of a system at a time t0 (or n0 ) is the information at t0 (or n0 ) that, together
with the input x(t) (or x [n]), for t ≥ t0 (or n ≥ n0 ), determine uniquely the output y (t)
for t ≥ t0 (or n ≥ n0 ) [Chen, 2004]

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Definition of System Classification of Systems Linear Time-Invariant (LTI) Systems

The Concept of State - Mechanic Example

System input: net applied force u (t)


System outputs: instantaneous speed
v (t) and displacement with respect to
the equilibrium position y (t)
Figure: Mechanic system [Chen, 2004]
Inputs and outputs are related through Newton’s second law:
X
F = ma

That is

d2 d
u (t) = m 2
[y (t)] = m [v (t)]
dt dt

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Definition of System Classification of Systems Linear Time-Invariant (LTI) Systems

The Concept of State - Mechanic Example


The relationship between position and speed is given by
d
v (t) = [y (t)]
dt
Newton’s equation can be rewritten as
d
[v (t)]
u (t) = m
dt
This is a separable differential equation. Hence we can write
1
u (t) dt = dv
m
and Z t Z v (t)
1
u (τ ) dτ = dv
t0 m v (t0 )

After rearranging we get Z t


1
v (t) = u (τ ) dτ + v (t0 )
t0 m
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Definition of System Classification of Systems Linear Time-Invariant (LTI) Systems

The Concept of State - Mechanic Example

d
Since v (t) = dt [y (t)], we have
Z t
y (t) = v (τ ) dτ + y (t0 )
t0

Z t
1
v (t) = u (τ ) dτ + v (t0 )
t0 m
Z t
y (t) = v (τ ) dτ + y (t0 )
t0

We can determine the position and the speed of the mass at the time t from the knowledge of the
input in [t0 , t] (past and present) and the initial position and speed conditions at t = t0

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Definition of System Classification of Systems Linear Time-Invariant (LTI) Systems

The Concept of State - Mechanic Example

In some sense, the effect of the input applied before t0 on future outputs is summarized in
y (t0 ) and v (t0 ), and the input before t0 is no longer required. The set of v (t) and y (t) is
known as the state vector

   
v (t) v (t0 )
x (t) = → x0 = x (t0 ) =
y (t) y (t0 )

If we know the initial state at t0 , then there is no more need to know the input applied

before t0

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Definition of System Classification of Systems Linear Time-Invariant (LTI) Systems

Lumped and Distributed Systems

Lumped Systems
A system is called a lumped system if its number of state variables is finite

Distributed Systems
A system is called a distributed system if ifs number of state variables is infinity

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Definition of System Classification of Systems Linear Time-Invariant (LTI) Systems

Zero-Input and Zero-State Responses

Using the concept of states, we can express the output of a system as a function of the initial
conditions (initial state) at t0 and the input for t ≥ t0

x (t0 )
→ y (t) t ≥ t0
u(t) t ≥ t0
That is, the output of the system is the sum of two parts: one due to the initial state and the other
due to the input itself

y (t) = f (x0 ) + f (u)


| {z } | {z }
yzi (t) yzs (t)

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Definition of System Classification of Systems Linear Time-Invariant (LTI) Systems

Zero-Input and Zero-State Responses

Zero-State Response
Zero-Input Response
If x(t0 ) = 0, the output is excited
If u(t) = 0 for t ≥ t0 , the output is
exclusively by the input applied from t0
excited exclusively by initial conditions
onward and is called the zero-state
and is called zero-input response yzi (t)
response yzs (t)

x (t0 ) 6= 0 
→ yzi (t) t ≥ t0 x (t0 ) = 0
u(t) = 0 t ≥ t0 → yzs (t) t ≥ t0
u(t) t ≥ t0

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Definition of System Classification of Systems Linear Time-Invariant (LTI) Systems

Initially Relaxed System


' $
The zero-state response is excited  
The zero input response (natural
exclusively by the applied input.
response) is excited exclusively by the
Different inputs clearly excite different
nonzero initial conditions, thus the
zero-state response. Thus, the zero-state
response is determined entirely by the
response is also called the forced
structure or nature of the system
response  
& %
Initially Relaxed System
A system is said to be initially relaxed at t0 if its initial state at t0 is zero. In this case, the input applied
before t0 (t < t0 ) has no more effect on y (t) for t ≥ t0

If a system is initially relaxed at t0 , there is no loss of generality to assume u(t) = 0 and y (t) = 0


for all t < t0

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Definition of System Classification of Systems Linear Time-Invariant (LTI) Systems

Additivity and Homogeneity Properties

Additivity Property Homogeneity Property


The additivity property requires that the response The homogeneity property requires that if the
to a sum of inputs is the sum of the responses to input is multiplied by any constant k ∈ C, then the
each input applied separately output is multiplied by the same constant
T {x1 } = y1 T {x2 } = y2 T {x} = y
T {x1 + x2 } = T {x1 } + T {x2 } = y1 + y2
T {kx} = kT {x} = ky

Principle of Superposition
The additivity and homogeneity properties are jointly called the principle of superposition. This implies that, for any k1
and k2 (i.e., k1 , k2 ∈ C)
T {x1 } = y1 T {x2 } = y2
T {k1 x1 + k2 x2 } = k1 T {x1 } + k2 T {x2 }

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Definition of System Classification of Systems Linear Time-Invariant (LTI) Systems

Linear System Definition - Static Systems

Linear System
A system is linear if it satisfies homogeneity and additivity properties (that is, it satisfies the
superposition principle)

Linearity (Memoryless Systems)


A memoryless system is linear if and only if
I it satisfies the superposition principle and
I its input and output can be related by a straight line passing through the origin

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Definition of System Classification of Systems Linear Time-Invariant (LTI) Systems

Linear System Definition

Figure: Nonlinear memoryless systems


[Chen, 2004] Figure: Linear memoryless systems
[Chen, 2004]

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Definition of System Classification of Systems Linear Time-Invariant (LTI) Systems

Linear System Definition - Dynamic Systems

Let 
xi (t0 )
→ y (t) t ≥ t0 i = 1, 2
ui (t) t ≥ t0
be any two state input-output pairs of the system and k1 , k2 ∈ C. The system is linear if the following
properties hold:

I Additivity

x1 (t0 ) + x2 (t0 )
 which can be combined in the superposition
→ y1 (t) + y2 (t) principle
u1 (t) + u2 (t) t ≥ t0


I Homogeneity k1 x1 (t0 ) + k2 x2 (t0 )
→ k1 y1 (t) + k2 y2 (t)
k1 u1 (t) + k2 u2 (t) t ≥ t0

k1 x1 (t0 )
→ k1 y1 (t)
k1 u1 (t) t ≥ t0

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Definition of System Classification of Systems Linear Time-Invariant (LTI) Systems

Important Results of Linear Systems


A necessary condition for a system to be linear is that when the system is
initially relaxed, the output must be identically zero if no input is applied


The total response of a linear system can always be decomposed as the
zero-state (forced) and zero-input (natural) responses


The total response of a nonlinear system can be very different from the sum of
the zero-state and the zero-input responses


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Definition of System Classification of Systems Linear Time-Invariant (LTI) Systems

Linearization
Linearization
The Linearization technique is often the only way that allows us to analyze nonlinear systems. A simple
procedure of linearization corresponds to a first-order Taylor series approximation around a working point
[Beucher, 2015]

Taylor’s Expansion of a Function


A general mth order Taylor’s expansion of a single-variable function is
m
X f (n) (a)
f (t) = (t − a)n
n=0
n!
which can be approximated by the first-order expansion

f (t) ≈ f (a) + f 0 (a)(t − a)

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Definition of System Classification of Systems Linear Time-Invariant (LTI) Systems

Linearization Example
Example 3.1
Obtain a linear approximation for the volume-pressure time relationship of a piston
(Boyle-Marriott Law) about the working point P(t) = 2

1
V (t) = K
P(t)
We identify the function of the system as
K
V (t) = = f [P (t)]
P(t)
and the first-order approximation is about the working point P(t) = 2 is

V (t) ≈ f (2) + f 0 (2) [P (t) − 2]

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Definition of System Classification of Systems Linear Time-Invariant (LTI) Systems

Linearization Example

Example 3.1
that is
K
+ −K [P (t)]−2 P(t)=2 [P(t) − 2]

V (t) ≈
2
after simplyfing
K K
V (t) ≈
− [P (t) − 2]
2 4
since we must consider only the linear part, the linear approximation for the system is
K
V (t) ≈ − P(t)
4

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Definition of System Classification of Systems Linear Time-Invariant (LTI) Systems

Invertible Systems

Invertible Systems
A system is said to be invertible if distinct inputs lead to distinct outputs
[Oppenheim and Willsky, 1998]. In other words, if a system is invertible we can determine the
input from the knowledge of the output

An example of an invertible CT system is A DT invertible system is an accumulator


n
y (t) = 2x (t)
X
y [n] = x [k]
k=−∞
for which the inverse system is
whose inverse system is
1
w (t) = y (t)
2 w [n] = y [n] − y [n − 1]

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Definition of System Classification of Systems Linear Time-Invariant (LTI) Systems

Time-Varying and Time-Invariant Systems

Time-Varying Systems
A time-varying system is one whose parameters (or properties) vary with time [Sadiku, 2015]

CT time-varying systems are described by time-varying differential equations, whereas DT
time-varying systems are described by time-varying difference equations


Time-Invariant System
A system is said to be time-invariant or fixed if all system parameters (or properties) are constant with
time. In a time-invariant system, a time shift (advance or delay) in the input signal leads to the time shift in
the output signal
T {x (t − τ )} =y (t − τ )
(3)
T {x [n − m]} =y [n − m]

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Definition of System Classification of Systems Linear Time-Invariant (LTI) Systems

Time-Varying and Time-Invariant Systems

(a) Time invariant-system [Sadiku, 2015] (b) Time-varying system [Sadiku, 2015]
Figure: Time-varying and time-invariant systems

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Definition of System Classification of Systems Linear Time-Invariant (LTI) Systems

Linear-Time Invariant (LTI) Systems

Linear Time-Invariant (LTI) Systems


A system is linear time-invariant (LTI) if it follows the superposition principle and a delay on
the input is reflected on a delay on the output. Thus if

T {x1 (t)} =y1 (t) T {x2 (t)} = y2 (t)


T {x1 [n]} =y1 [n] T {x2 [n]} = y2 [n]
then, for α1 , α2 ∈ C, τ1 , τ2 ∈ R and k1 , k2 ∈ Z

T {α1 x1 (t − τ1 ) + α2 x2 (t − τ2 )} =α1 y1 (t − τ1 ) + α2 y2 (t − τ2 )
T {α1 x1 [n − k1 ] + α2 x2 [n − k2 ]} =α1 y1 [n − k1 ] + α2 y2 [n − k2 ]

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Definition of System Classification of Systems Linear Time-Invariant (LTI) Systems

LTI Systems

CTLTI Systems
DTLTI Systems
Systems described through linear
Systems described through linear
differential equations with constant
difference equations with constant
coefficients ak , bj ∈ C with the common
coefficients ak , bj ∈ C [Beucher, 2015]
form [Beucher, 2015]
N M
N M X X
X dk X dj ak y [n − k] = bj x [n − j] (5)
ak k [y (t)] = bj j [x (t)] (4)
dt dt k=0 j=0
k=0 j=0

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Definition of System Classification of Systems Linear Time-Invariant (LTI) Systems

References I

Beucher, O. (2015).
Signale und Systeme: Theorie, Simulation, Anwendung.
Springer.
Chen, C.-T. (2004).
Signals and Systems.
3 edition.
Oppenheim, A. V. and Willsky, A. S. (1998).
Signals and systems.
Prentice Hall, 2 edition.
Sadiku, M. (2015).
Signals and Systems - A primer with MATLAB.
CRC Press.
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