Systems: Mathematical Model of A Physical Process
Systems: Mathematical Model of A Physical Process
Week 3 Lecture
Systems
A system is a mathematical model of a physical process that relates the input signal (excitation) to the
output signal i.e y[n] =T[x[n]]. T is the operator representing some defined rule by which x(t) is
transformed into y(t). A system must produce a unique output y(t) given a unique input x(t).
If the input and output signals x(t) and y(t) are continuous time signals, then the system is called a
continuous-time system. If the input and output signals are discrete-time signals or sequences, then the
system is called a discrete-time system
We will use x(t) for the input to the system, y(t) as its output, and use the notation:
Properties of Systems
Systems whose output y(t0) at time t0 depends on values of the input other than just x(t0) have
memory. In other words, a system y(t0) has memory if its output at time t0 depends on the input
x(t) for t > t0 or t < t0, i.e. it depends on values of the input other than x(t0).
A system is said to be memoryless if the input at any time depends on only the input at that same
time. Otherwise, the system is said to have memory. An example of a memoryless system is a
resistor with the input x(t) taken as the current and the voltage taken as output y(t). The input-
output relationship of a resistor is
y(t ) Rx(t )
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The value of y(t) depends ONLY on the value of x(t) at the same time t and not at any other values of x(t)
at other times t.
An example of a continuous time system with memory is the charging of a capacitor (running
integral):
An example of a system with memory is a discrete-time system (running sum) whose input and output
sequences are related by
n
y[n] x k
k
The value of y[n] depends not only on the present value of x{n] but also on the past values of x[n]
Exercises on memory/memoryless
Inverse of a System
A system is invertible if you can determine the input uniquely from the output, i.e. there is a one-
to-one relationship between the input and output. In this case, we would write that the inverse of
the system S is SI:
A resistor is invertible because you can recover the current from the voltage: x(t) = i(t) ,
y(t) = v(t), x(t) = y(t)/R.
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y(t) = 5x(t) is an invertible system since it is one-to-one.
For discrete time system: A system has an inverse Ti if when cascaded with gives the
identity system (the output of the two systems is the original input):
Ti T ( x[n]) x[n]
T : y[n] x[n 1]
Ti : x[n] y[n 1]
n
T : y[n] x[k ]
k
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Linearity
If a system is linear, this means that when an input to a given system is scaled by a value, then the
output of the system is also scaled by the same value. Given a system L, and if an input x(t) is applied to
it, it produces an output y(t). Then when x(t ) is applied to the system and if it produces an output
y(t ) , then the system L is said to be linear. This property is called scaling.
A linear system also obeys the principle of superposition. This means that if a signal x1 is input into the
system L and produces an output y1 and, another input signal x2 produces y2
then
when the two input signals x1 and x2 are added together first and then only passed through the linear
system L, the output will be the sum of the individual outputs where each output is excited due to each
separate input.
x1+x2 y1+y2
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A linear system is one which obeys both the scaling and superposition properties. If the inputs x1(t) and
x2 (t) are scaled first by and respectively before applying them to the system at the same time. If
the system is linear, it should produce an output y1 (t ) y2 (t )
A zero input shall produce a zero output. Mathematically, if x(t) = 0, then y(t) is zero. If a system falls this
test, then we know immediately that the system is NOT Linear. No further test is required
However, if the system passes this zero input zero output test, it DOES NOT mean that the system is
linear. Further test is required.
Test on Linearity (Important !! Use This Technique For Linearity if a system passes the zero input zero
output test)
If the input signal is x(t ) = x1 (t ) x2 (t ) , and if this signal is passed through a LINEAR system, then
the output signal should be y(t ) = y1 (t ) y2 (t ) .
In the diagram below, if the output w(n) y(n) , then the system is linear.
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Example 1
This system passes the zero input zero output test. So this system may or may not be linear. So use the
more thorough test.
Let’s see if we can obtain this output if a signal x(t ) x1 (t ) x2 (t ) is input into the system.
y(t ) tx(t ) t ( x1 (t ) x2 (t )) t x1 (t ) t x2 (t )
Conclusion : The system is linear as the output signal y (t ) in the top part is the same as the output in
the bottom part.
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Example 2
This system passes the zero input zero output test i.e if x(t ) 0 then y(t ) 0 . So this system may or
may not be linear. So use the more thorough test.
Let’s see if we can obtain this output if a signal x(t ) x1 (t ) x2 (t ) is input into the system.
Conclusion : The system is NOT linear as the output signal y (t ) is the top part is not the same as the
output in the bottom part.
Example 3
This system FAIL the zero input zero output test i.e if x(t ) 0 , y(t ) cos(0) 1 0 . So this system is
definitely NOT linear. No further test required.
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Time Invariant
A time-invariant system has the property that if the input signal x(t) is shifted in time, all that will
happen is that the output signal y(t) will be shifted by the same amount in time.
Expressing time invariant property in another way: If an input x(t) is input to a system and it produces
an output y(t). If another signal x(t-t0) is applied to the system, and if the system is time-invariant, it
should produce an output y(t-t0). The shape of the output signal does not change when the input signal
is delayed.
Mathematically, for a time invariant continuous-time system, T x(t ) y(t ) for any value of
A system which do not satisfy this condition is called a time varying continuous-time system
Similarly, for a time invariant discrete-time system, T x n k y[n k ] for any value of n
A system which do not satisfy this condition is called a time varying discrete-time system
Use the diagram below to verify if a given system is time invariant or not. Remember the method
shown below by hard.
If y(t - t0) = S[x(t - t0] (i.e. the outputs of both branches of the above block diagram are equal),
then the system is Time-Invariant. This means that the system is not changing with time.
If y(t - t0) ≠ S[x(t - t0] (the outputs of both branches of the above block diagram are different),
the system is Time-Varying. This means that the system will perform differently depending on
when you use it.
t
1
vc i ( )d
C
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Compare vc(t - t0) with S[i(t - t0)]:
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Exercise:
y(t) = t x(t)
Is this Time-Invariant?
y(t) = x(-t)
Is this Time-Invariant?
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Exercise : Test the following systems for time-invariance:
t
1. Is z (t ) x( )d
t
2. y (t ) x( )d
0
Solution: This is time varying. It is because the length of the window over which you
integrate changes.
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6. v(t ) x(t )dt . This is a time invariant system
0
7. y(t ) 2 x(3 t )
8. y(t ) exp x (t )
9. y(t ) expt x(t )
Causality
The output signal y(t) depends only on past and present inputs and not on the future.
All physical real-time systems are causal because we can not anticipate the future. Clearly, the
stock market is a causal system.
Physical systems that are noncausal are not real-time. For example, a system in which music is
recorded and processed later is noncausal but it is not real-time
If a system is memoryless, it is also causal. However, being causal does not necessarily imply
that a system is memoryless. In fact, most causal systems do have memory.
t
1 0
v(t0 ) i(t )dt This is a causal system as its output depends on past and present inputs
C
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Exercise
t0 a
y (t0 )
x(t )dt
A system is causal if it does not depend on future values of the input to determine the output. This
means that if the first input to a system starts at time t0, then the system should not have any output
until that time t0. Any output produce by the system starts only at and after time t0. Thus, a causal
system is one that is non-anticipative i.e the output may depend on the current and past inputs but not
on future inputs.
A non-causal system is one which can ‘sense’ an input coming and gave an output before the input
arrives.
y[n] x[n]
In a non-causal system, the output is produced due to an input that occurs at later in time.
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Stability
When a system is Bounded Input Bounded Output (BIBO) stable if an input x(t) that is bounded
(finite) for all time produces an output y(t) that is also bounded or finite for all time.
Mathematically, we write if x(t ) B1 y(t ) B2 where B1 and B2 are finite constants and y(t)
is the output.
In this example, the input x(t) is bounded by the constant B1 and the output y(t) is bounded by a
second constant B2:
Example : A resistor is a BIBO stable because since v(t) = i(t)R, as long as i(t) is bounded with an upper
bound B1, v(t) will also be bounded with an upper bound B2:
dvc (t )
i(t ) C
dt
t t
1 1
vc (t )
C
i( )d B1u ( )d
C
Because of the multiplication with u(t) , the limits of integration is changed to start from 0 instead of
t
1
C 0
i.e vc (t ) B1d
B1t
Therefore, vc (t ) .
C
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As vc (t ) grows linearly with time t and as t , vc (t ) . Therefore bounded input gives
unbounded output as t increases without bound, so the capacitor charging system is an unstable
system.
In summary: A system is bounded-input/ bounded –output (BIBO) stable if for any bounded input x(t)
defined by x(t ) k1 is input into the system, then the corresponding output y(t) is also bounded
defined by y (t ) k2 . As long as the upper bounds k1 and k2 are finite real constants, the system is said
to be BIBO stable..
Combination of Systems
If two or more LTI systems are in series with each other, their order can be interchanged without
affecting the overall output of the system. Systems in series are also called cascaded systems.
The order of a cascaded LTI system can be interchanged without changing the overall effect
If two or more LTI systems are in parallel with one another, an equivalent system is one that is defined
as the sum of these individual systems.
A parallel system
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