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University of Benghazi Electrical and Electronics

Faculty of Engineering Engineering Department

Linear Systems EE311

Lecture 3
Time-Domain Analysis of Continuous-Time Systems

Dr. Lamia Abuseda

Fall 2020

Outlines of Lecture 3
• Linear Differential Equations.
• System response to internal conditions (zero-input).
• System response to external input (zero-state).
• The response of LTIC system to unit impulse.
• The response of LTIC system to any input.
• The convolution:
1. Analytically
2. Graphically
3. Using tables of convolution
• Total Response.
• System stability.

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Introduction
• The main aim of this lecture is To study the time-domain analysis of linear,
time-invariant, continuous-time (LTIC) systems.

• As discussed previously, the input x(t) and the output y(t) of a linear system are
related by linear differential equations of the form:
dny d n 1 y dy d mx d m 1 x dx
an n
 a n 1 n 1
   a1  a 0 y ( t )  bm m
 bm 1 m 1
   b1  b0 x (t )
dt dt dt dt dt dt

where all the coefficients ai and bi are constants. Using operational notation
d
D we can express this equation as:
dt
(an D n  an 1 D n 1    a1 D  a0 ) y (t )  (bm D m  bm 1 D m 1    b1 D  b0 ) x(t )

Q ( D ) y (t )  P ( D ) x (t )
3

Response of a Linear System

• Total Response = zero-input response + zero-state response

 y0 ( t )  y ( t )

• The zero-input response: y0 (t )

The system response when the input x (t )  0
it is the result of internal system conditions

• The zero-state response: y (t )

The system response to the external input x (t )
when the system is in zero state.

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System Response to Internal Conditions:

The Zero-input Response
• If y0 (t ) is the zero-input response, then, by definition:
Q( D) y0 (t )  0 or ( D n  a n 1 D n 1    a1 D  a0 ) y 0 (t )  0

• The solution to this equation can be expressed by the characteristic

polynomial of the system Q ( )  0 ; where 1 , 2 ,....., N are the roots of the
characteristic equation, which are called the characteristic roots of the
system. (Also called: characteristic values or eigenvalues).
t
• Distinct Roots: Characteristic Polynomial Q ( )  c(  an 1    a1 )e  0
n n 1

• Solution 1t 2 t n t
y 0 (t )  c1e  c2 e    cn e

• Repeated Roots: Characteristic Polynomial ( D   ) y 0 (t )  0

r

• characteristics modes are

e t , tet , t 2 e t ,, t r 1e t
• Solution
y 0 (t )  (c1  c 2 t    c r t r 1 )e t
5

System Response to Internal Conditions:

The Zero-input Response
Where: c1, c2,of
A system . . the
. , cncharacteristic
are arbitrary constants
polynomial:
Q( )  (  1 ) r (  r 1 )  (  n )

r 1 t
The solution is: y 0 (t )  (c1  c 2 t    c r t )e  c r 1e
 1 r 1t
   c n e n t

Complex roots: y 0 (t )  c1e (  j )t  c 2 e (  j )t

c j c  j
c1  e c2  e
2 2

y 0 (t ) 
c j (  j )t c  j (  j )t
e e  e e y 0 (t ) 
2
e e 
c t j ( t  )
 e  j ( t  ) 
2 2

y 0 (t )  cet cos(t   )

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Example 2.1
Find y0(t) (zero-input response) for an LTIC system described by the following
differential equation: ( D  3D  2) y (t )  Dx (t )
2

When the initial conditions are: y (0)  0 y (0)  5

Solution:
• The characteristics equation of the system is:   3  2  (  1)(  2)  0
2

• The characteristic roots are: 1  1 1  2

• The general solution is: y (t )  c e  t  c e 2t and y (0)  c1e  t  2c2 e 2t
0 1 2

• Using the initial conditions: 0  c1  c2

 5  c1  2c2

• Solving these equations: c1= -5 and c2=5,

• The final solution is:
y0 (t )  5e  t  5e 2t

Example 2.2
Find y0(t) (zero-input response) for an LTIC system described by the following
differential equation: ( D 2  6 D  9) y (t )  (3D  5) x (t )
When the initial conditions are: y (0)  3 y (0)  7
Solution:
• The characteristics equation of the system is: 2  6  9  (  3)(  3)  0
• The characteristic roots are:   3 1  3
1
• The general solution is:
y 0 (t )  (c1  c 2 t )e 3t and y (0)  3( c  c t )e 3t  c e 3t
1 2 2
• Using the initial conditions:
3  c1  7  c2  3c1

• Solving these equations: c1=3 and c2=2,

• The final solution is:
y 0 ( t )  ( 3  2 t ) e 3 t

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Example 2.3
Find y0(t) (zero-input response) for an LTIC system described by the
following differential equation: ( D  4 D  40) y (t )  ( D  2) x (t )
2

When the initial conditions are: y (0)  2 y (0)  16.78

Solution:
• The characteristics equation of the system is:
2  4  40  (  2  j 6)(  2  j 6)  0
• The roots are: 1  2  j 6   2  j 6
1

• The general solution is: y 0 (t )  ce cos(6t   )

2 t

and y 0 (t )  2ce 2t cos(6t   )  6ce 2t sin(6t   )

• Using the initial conditions:
2  c cos
16.78  2c cos  6c sin
• Using the initial conditions to determine the constants:
c cos  2 c sin  3.463
c 2 (cos( ) 2  sin( ) 2 )  c 2  2 2  (3.463) 2  16 c4
tan   3.463 / 2   tan (3.463 / 2)   / 3
1

• The final solution is: y (t )  4e 2t cos(6t  60  )

0
9

y 0 (t )  4e 2t cos(6t  60  )
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PRACTICAL INITIAL CONDITIONS AND THE MEANING OF 0− AND 0+

• The initial conditions must be derived from the system in the practical
problem.
• The conditions at 0+ and 0- are generally different.
• At t = 0−, the total response y(t) consists solely of the zero input component
y0(t) because the input has not started yet.

INDEPENDENCE OF ZERO-INPUT AND ZERO-STATE RESPONSE

• The two worlds of zero-input response and zero-state response
coexist side by side, neither of them knowing or caring what the other
is doing. For each component, the other is totally irrelevant.

ROLE OF AUXILIARY CONDITIONS IN SOLUTION OF DIFFERENTIAL

EQUATIONS
• Remember the differential equations are non invertible. We always
need auxiliary conditions.
• The system uses proper combination of modes to come back to rest
while satisfying appropriate conditions.
Time Domain Analysis of LTIC
Systems

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2.3 THE UNIT IMPULSE RESPONSE h(t)

• The impulse response h(t) is the system response to impulse

input δ(t) applied at t = 0 with all the initial conditions equal to
zero.
• if we know the system response to an impulse input, we can
determine the system response to an arbitrary input x(t).
System
δ(t) (Process)
h(t)

• If a signal x(t) can be expressed as; x(t )  a x (t )  a x (t )    a x (t )

1 1 2 2 m m

• Where xi(t) is a simple function such as the impulse function,

then from the Linearity the output is:
y(t )  a1 y1 (t )  a2 y2 (t )    am ym (t )

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THE UNIT IMPULSE RESPONSE

For an LTIC system described by the Nth-order differential equation
Q ( D ) y (t )  P ( D ) x (t ) Q( D)  an D n  an 1 D n 1    a1 D  a0
P( D)  bm D m  bm 1 D m 1    b1 D  b0

Practical systems restrict to M ≤ N.

Therefore, The most general case is M = N.
The impulse response is given by:
h(t )  bn (t )  [ P( D) y n (t )]u(t )
• The system subject to the following initial conditions:
y nn 1 (0)  1 y nn  2 (0)    yn (0)  y n (0)  y n (0)  0

• If the order of P(D) is less than the order of Q(D), bn=0, and the
impulse term bn δ(t) in h(t) is equal to zero.
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Example 2.4
• Determine the impulse response. ( D  3D  2) y (t )  Dx(t )
2

Solution:
The general solution: 2  3  2  (  1)(  2)  0 1  1 2  2
t 2 t
y n (t )  c1e  c 2 e

Using the initial conditions y n (0)  1 yn (0)  0

0  c1  c2 1  c1  2c2

c1=1 and c2=-1, the final solution is: y n (t )  e  t  e 2t t0

t 2 t
P( D) y n (t )  Dy n (t )  e  2e

Also in this case, bn=b2=0 [the second order term in P(D) is

absent]. Therefore
 
h(t )  bn (t )  [ P( D) y n (t )]u (t )   e t  2e 2t u (t )

Time Domain Analysis of LTIC

Systems

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2.4 System Response to External Input:

Zero-state Response
Define a basic pulse p(t) of unit height and width
Δτ, starting at t = 0
x(t) as a sum of narrow rectangular pulses.
The pulse starting at t = nΔτ , has a height
x(nΔτ), and can be expressed as
x(nΔτ)p(t − nΔτ).
Now, x(t) is the sum of all such pulses.
Hence

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 (t )  h(t )  (t  n )  h(t  n )


x(n )  (t  n )  x(n ) h(t  n )
 
input output

 
lim  x(n ) (t  n )  lim  x(n )h(t  n )
 0  0
   
n  n 
the input x (t ) the output y (t )
Therefore 
y (t )   x( ).h(t   ).d


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Convolution Integral

• The convolution integral of two functions x1(t) and x2(t) is

denoted symbolically by x1 (t )  x2 (t ) and is defined as:

x1 (t )  x2 (t )   x ( ) x (t   )d

1 2

• Therefore the zero-state response y(t) of a LTI system can be

described by the convolution integral of the input x(t) with the
impulse response h(t) as following:

 

y (t )  x(t )  h(t )   x( ).h(t   ).d


  h( ).x(t   ).d


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Convolution integral properties

The commutative property: x1 (t )  x2 (t )  x2 (t )  x1 (t )

The distributive property: x1 (t )  [ x2 (t )  x3 (t )]  x1 (t )  x2 (t )  x1 (t )  x3 (t )

x1 (t )  ( x2 (t )  x3 (t ))  ( x1 (t )  x2 (t ))  x3 (t )
The Associative Property:

The Shift Property: If x1 (t )  x2 (t )  c(t )

Then x1 (t )  x2 (t  T )  x1 (t  T )  x2 (t )  c(t  T )

and x1 (t  T1 )  x2 (t  T2 )  c(t  T1  T2 )


Convolution with Impulse: x (t )   (t )   x( ) (t   )d  x(t )



The Width Property:

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18

Example : unit step input, unit step response

Let x(t) = u(t) and h(t) = u(t).

The challenging is setting the limits on t and τ.

• The unit step function u(τ) makes the integrand zero for τ < 0, so the lower
bound is 0.
• The unit step function u(t−τ) makes the integral zero for τ > t, so the upper
bound is t.
This integral produces y(t) = t.

However, when we used t to set a limit on τ, we also created a limit on t. In

this case, y(t) is zero when t < 0, because we have already set 0 < τ < t and
there is no τ that satisfies 0 < τ < 0. Therefore, the answer to the convolution
problem is

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• Example : pulse input, unit step response.

Let x(t) = u(t) – u(t–2), h(t) = u(t).

The integrand is zero when τ < 0 and τ > 2, so that at most the integrand is
non-zero when 0 < τ < 2. It is also zero when τ > t. This sets up three
intervals for t. First, when t < 0 there is no way that 0 < τ < 2 and τ < t.
Therefore, for t < 0, y(t) = 0. Next, when 0 < t < 2, the integrand is 1 when
0 < τ < t, making 0 and t the limits of integration. Finally, when t > 2, the
value of t does not matter any more and the limits of integration are 0 and
2. Thus:

y(t)= t .u(t)- t .u(t-2)+2. u(t-2)

Example
Evaluate y(t) for the input x(t )  u (t )  u (t  3)

and the impulse response. h(t )  u (t )  u (t  2)

Solution:
Analytically- mathematically


y (t )   [u ( )  u (  3)][u (t   )  u (t    2)]d

   
y (t )   u ( )u (t   )d   u ( )u (t  2   )d   u (  3)u (t   )d   u (  3)u (t  2   )d
   

t   t 2  t   t 2 
y (t )    d u (t )    d u (t  2)    d u (t  3)    d u (t  5)
0   0  3   3 
y (t )  tu(t )  (t  2)u (t  2)  (t  3)u (t  3)  (t  5)u (t  5)

Time Domain Analysis of LTIC

Systems

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The two signals do not overlap for t < 0 and t > 5,

and hence y(t) = 0
 0 t0
 t 0t2


y (t )   2 2t3
5  t 3t 5


 0 5t

Time Domain Analysis of LTIC

Systems

Example 2.5
For an LTIC system with the unit impulse response h(t )  e2t u(t )
t
determine the response y(t) for the input x (t )  e u(t )

Solution:
t
y (t )   x ( )h(t   )d
0

h(t   )  e 2(t  ) u(t   ) x ( )  e  u( )

t
y (t )   e  e  2 ( t  ) d t0
0
t
y (t )  e 2 t  e d  e 2 t ( et  1)
0

 e t  e  2 t


y(t )  e t  e 2t u(t ) 

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Graphical Understanding of Convolution

Given

• Keep the function x(τ) fixed.

• Visualize g(τ) as a rigid wire frame, and invert this frame,
now you have g(-τ).
• Shift the frame by t0 seconds. The shifted frame is g(t0-τ).
• The area under the product of x(τ) and g(t0-τ) is c(t0) (the
convolution) at t0.
• Scan from negative values of t to positive values to obtain
c(t).

Time Domain Analysis of LTIC

Systems 30/11/2020

Time Domain Analysis of LTIC

Systems

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Time Domain Analysis of LTIC

Systems

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Convolution Table

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28
Example 2.6
Find y(t) of the RLC circuit ( D  3D  2) y (t )  Dx(t )
2

for the input x(t)=10e-3tu(t)

and impulse response is given as: h(t )  2e  e u(t )
2t t

• Solution:
 
y (t )  x(t ) * h(t )  10e 3t u (t ) * 2e 2t  e  t u (t )

  
y(t )  20 e 3t u(t ) * e 2t u(t )  10 e 3t u(t ) * e t u(t ) 
Using the table:
y (t ) 
20
 3  (2)
 
e 3t  e  2t u (t ) 
10
 3  (1)
 
e 3t  e t u (t )

  
y(t )  20 e 3t  e 2t u(t )  5 e 3t  e t u(t ) 
 
y (t )   5e  t  20e 2t  15e 3t u (t )

Time Domain Analysis of LTIC

Systems

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2.4-5 Total Response

The total response of a linear system can be expressed as the

sum of its zero-input and zero-state components:
n

c e
 jt
Total response   x(t ) * h(t )
j 1
j  


 zero  state component
zero input component

30

2.5 CLASSICAL SOLUTION OF DIFFERENTIAL

EQUATIONS
• Solve differential equation to find the natural (homogeneous) and
forced (particular) components rather than the zero-input and zero-
state response.
The classical method is simple but has some glaring drawbacks:
• It does not give the direct relation between the input and the output.
• It cannot be used for any input function.
The total response of a linear system is found by:
y (t )  y n (t )  y (t )

Q( D)[ yn (t )  y (t )]  P( D) x(t )
Q( D) yn (t )  0
Q( D) yn (t )  Q( D) y (t )  P( D) x(t )
Q( D) y (t )  P( D) x(t )

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Undetermined Coefficients

• The forced response Q( D) y (t )  P( D) x(t )

can be expressed as a linear combination of the input and
its independent derivatives.

Time Domain Analysis of LTIC

Systems 30/11/2020

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Example 2.10
Solve the differential equation ( D  3D  2) y (t )  Dx(t )
2

 
If x(t )  t  5t  3 and y(0 )  2 y (0 )  3
2

Solution:
2  3  2  (  1)(  2)   1,   2
t 2 t
t0
The natural response is then: y n (t )  K1e  K 2 e
The forced response is: y (t )   2t  1t  0
2

D( y (t ))  2 2 t  1 D 2 ( y (t ))  2 2 D( x(t ))  2t  5

2 2  3(2 2t  1 )  2(  2t 2  1t   0 )  2t  5

2 2  0 6  2  21  2 2  2  31  2 0  5  2  0 1  1  0  1
y (t )  t  1 t0
The total response is: y(t )  y n (t )  y (t ) y(t )  K1e t  K 2 e 2t  t  1
2  K1  K 2  1 3   K1  2 K 2  1 K1  4 K 2  3

y(t )  4e t  3e 2t  t  1 t0

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2.6 System Stability

• An LTIC system is asymptotically stable if, and only if,
all the characteristics roots are in the LHP. The roots may
be simple or complex.
• An LTIC system is unstable if, and only if, either one or
both of the following conditions exist:
• (i) at least one root is in the RHP,
• (ii) there are repeated roots on the imaginary axis.
• An LTIC system is marginally stable if, and only if, there
are no roots in the RHP, and there are some unrepeated
roots on the imaginary axis.

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EXAMPLE 2.14
Investigate the stability of LTIC system described by the following equations,
a. (D+1)(D2 + 4D + 8)y(t) = (D-3)x(t) b. (D −1)(D2 + 4D + 8)y(t) = (D+2)x(t)

c. (D+2)(D2 + 4)y(t) = (D2+D+1)x(t) d. (D+1)(D2 + 4)2y(t) = (D2 + 2D + 8)x(t)

The characteristic polynomials of these systems are the characteristic roots
a. (λ + 1)(λ2 + 4λ + 8) = (λ + 1)(λ + 2 − j2)(λ + 2 + j2) a. −1,−2±j2
b. (λ − 1)(λ2 + 4λ + 8) = (λ − 1)(λ + 2 − j2)(λ + 2 + j2) b. 1,−2 ±j2
c. (λ + 2)(λ2 + 4) = (λ + 2)(λ − j2)(λ + j2) c. −2 ±j2
d. (λ + 1)(λ2 + 4)2 = (λ + 2)(λ − j2)2(λ + j2)2 d. 1,−±j2,±j2

• System (a) is asymptotically stable(all roots in LHP),

• System(b) is unstable (one root in RHP)
• System (c) is marginally stable
(unrepeated roots onimaginary axis)
• System (d) is unstable
(repeated roots on the imaginary axis).

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