ECE 2221: Signals and Systems

Semester II(03/04)

Chapter 2
System Modeling and Analysis in the
Time Domain
 Introduction
• Main concern of the systems analysis is: given a system
and an input, what is the output?

• There are 3 basic approaches to find response of a

system to a given input:
– Solving differential equations of the system (from
circuit courses)
– Using time domain convolution (to be examined in
this chapter)
– Using Frequency domain analysis: Fourier or Laplace
transform (to be discussed in later chapters)

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 System Modeling Concept
•System representation:
Express the system output on the input
symbolically as:
y(t) = H [x(t)] or
y(t) = H x
y(t) is the response of H to x(t)

x(t) y(t)
System, H [.]

Representation of a system
2-3
 Time Invariance (fixed)
System Properties #1:

vs. Time Varying

• A system is time-invariant if, when the input is
shifted in time, then its output is shifted by the same
amount. This must hold for all possible shifts.

H xt    yt  

x(t - τ)
x(t) Delay, τ H y(t- τ)

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 Examples
• Identity system yt   xt 
– Shift by τ on the left-hand side and right-hand side
separately to see if they are equal.
xt    yt  
Answer : Time-invariant

•Squarer System y t   x 2 t 
Answer: Time-invariant

•Sinusoidal System yt   cosxt 

Answer: Time-invariant
2-5
 Examples
t
• Integration y t    x d

t  t
y t      x d   x   d
 

• Answer: •Time-invariant

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System Properties #2: Causal vs. Non Causal
• System is causal if output depends on current
and previous inputs
– A system for which the response occur during or after
the time in which the excitation is applied
• When a system works in a time domain,
causality is generally required

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 • For a causal system the output at time to depends only on the input
for t  to (i.e. the system cannot anticipate the input)

x(t) y(t)
System

x(t) x(t)
Present y(t)
Present y(t) depends on
y(t) y(t) the future x(t)
depends only
on the present
or past x(t) t
t
Causal Non Causal 2-8
 Memory (dynamic) vs.
System Properties 3:

Memoryless (instanteneous)
• Memoryless or instantaneous system: the
output is a function of the input at the present
time only.
• Memory or dynamic system: the output
depends on the past or future values of the
input

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 Example: Memoryless (instanteneous) System

• The output of a memoryless system at some time t0 depends only

on its input at the same time t0. For example, for the resistive divider
network

vo t   vi t 
R2
R2  R1

Vo depends upon the value of Vi at the present value of to only

for t  to 2 - 10
 Example: Memory (dynamic) System

dvt 
i t   C
dt
t
vt    i  d
1
C 

Note that v(t) depends not just on i(t) at the present time t.
The value of v(t) also depends on the past of I(t) for the
infinite past. Therefore, the system that relates v to i exhibits
a memory system.
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Exercises:
a) Is a resistor that applies ohm’s law
memory or memoryless system? Justify.
A resistor is memoryless because the
current, i(t) response to the applied
i t   v (t )
voltage V(t) at the present time only 1
R
b) Is an inductor across an applied voltage
memory or memoryless system? Justify
An inductor has memory because it
depends on all past values of the t
voltage as shown in the equation i t   v d
1
L 

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System Properties #4: Linear vs. Nonlinear
• A system is linear if it is both
– Homogeneous: If we scale the input, then the output is
scaled by the same amount:
H a xt   a H xt 
– Additive: If we add two input signals, then the output
will be the sum of their respective outputs
H x1 t   x2 t   H x1 t   H x2 t 

– Superposition hold
H [1 x1 (t )   2 x2 (t )]  1H [ x1 (t )]   2H[x 2 (t )]
 1 y1 (t )  2 y2 (t )
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 Examples
• Transcendental system yt   cosxt 
Answer: Nonlinear
• Squarer yt   x 2 t 
Answer: Nonlinear
• Differentiation y t  
d
xt  x(t) d
  y(t)
dt dt

– Homogeneity test:
d
a xt   a d xt 
dt dt

– Additivity test:
d
x1 t   x2 t   d x1 t   d x2 t 
dt dt dt
Answer: Linear 2 - 14
 Examples
t

  dt
x(t) y(t)
y t    xu  du
t
• Integration 

t t

– Homogeneity test  a xu  du  a  xu  du

 

t t t

– Additivity test  x u   x u  du   x u  du   x u  du

1 2

1

2

• Answer: Linear

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 Exercise:

a) Show that the system described by the differential

 ty(t )  xt 
equation dy (t ) is linear.
dt
Answer: See Example 2-3 on page 55

b) Show that the system described by the differential

 10 y (t )  5  xt 
equation dy (t ) is nonlinear.
dt
Answer: See Example 2-4 on page 55

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 System Response x(t)

• Signals as sum of impulses


 t  n 
xt    x n    rect   t
n       t=n


 t  n  
xt   lim  xn  rect     x   t    d
 0
n     
• We know how to calculate the impulse
response ( h(t) ) of a system expressed as a
differential equation (later we will cover)
 
xt    x   t    d   x  ht    d  Y (t )
 

• Therefore, we know how to calculate the system

output for any input, x(t)
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 Convolution Integral
• Thus, we can use an integral relationships to
represent a system input-output relation of
the form :

y (t )   h  xt    d


or

y (t )   x  ht    d


• The above equation is also known as a

superposition integral.
• h(τ) is called the impulse response of the
system and is its response to a unit
impulse applied at τ = 0. 2 - 18
 Convolution Integral
• Commonly used in engineering, science, math

xt   ht    x  ht    d



  xt    h  d



• Convolution properties
– h(t) * x(t) = x(t) * h(t)
– h(t) * α x(t) = α [h(t) * x(t)]
– h(t) * [x1(t) + x2(t)] = h(t) * x1(t) + h(t) * x2(t)
– h(t) * [x1(t) * x2(t)] = [h(t) * x1(t)] * x2(t)
– If h(t) is time limited to (a,b) and x(t) is time limited to (c,d), then
h(t) * x(t) is time limited to (a+c,b+d)
– Convolution with impulse, f(t) * (t) = f(t)
– Convolution with shifted impulse, f(t) * (t-T) = f(t-T)
2 - 19
important later in modulation
 Graphical Convolution Methods
• From the convolution integral, convolution is
equivalent to

xt  ht    x h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 x(t) * h(t) at t
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 Graphical Convolution Example
• Convolve the following two functions:
x(t) h(t)

1 1

t t
1 3 0 2

Replace t with τ
Choose h (τ) to be flipped and slided
from left to the right of x(τ) as shown
below

h(t-τ)
x(τ)

τ
3
t-2 t -2 1
2 - 21
 Graphical Convolution Example
• Convolution can be
divided into 5 parts
I. t<1
• Two functions do not
overlap
• Area under the product
of the
functions is zero
II. 1t<3
• Part of h(t) overlaps part
of x(t)
• Area under the product
of the
functions is (t-1)
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Graphical Convolution Example
III. 3t<5
• h(t) is leaving x(t)
between the
time interval 3 and 5
• Area under the product is
3-(t - 2) = 5 - t

IV. t<5
• h(t) and x(t) do not
overlap
• Area under their product
is zero

2 - 23
 Graphical Convolution Example
• Result of convolution (5
intervals of interest):

y(t)
2

t
2 - 24
0 1 2 3 4 5
 Convolution Demos
• Johns Hopkins University Demonstrations
– http://www.jhu.edu/~signals
– Convolution applet to animate convolution of simple
signals and hand-sketched signals
– Some examples from the textbook

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