What is a system?
Recap: a system is any physical device, process or computer algorithm
that transforms input signals into output signals.
Examples:
electronic circuits
biological systems: audiovisual system, cardiovascular system, etc.
socioeconomic systems: the stock market, social networks, etc.
signal processors in scientific or medical equipment or in
audio/video devices
We will state our definitions for continuous-time systems. They are
essentially the same for discrete-time systems.
Maxim Raginsky Lecture III: Systems and their properties
Linearity
A system S is
additive if for any two inputs x1 (t) and x2 (t),
n o n o n o
S x1 (t) + x2 (t) = S x1 (t) + S x2 (t)
homogeneous if, for any input x(t) and any number a,
n o n o
S ax(t) = aS x(t) .
A system that is both additive and homogeneous is called linear. In other
words, S is linear if, for any two inputs x1 (t) and x2 (t) and any two
numbers a1 and a2 ,
n o n o n o
S a1 x1 (t) + a2 x2 (t) = a1 S x1 (t) + a2 S x2 (t)
Maxim Raginsky Lecture III: Systems and their properties
Linearity: Example 1
Suppose the input and the output are related by the differential equation
dy(t)
= x(t).
dt
Additive? Yes:
dy1 (t) dy2 (t)
= x1 (t), = x2 (t)
dt dt
n o dy(t) d y1 (t) + y2 (t)
y(t) = S x1 (t)+x2 (t) ⇒ = x1 (t)+x2 (t) =
dt dt
Homogeneous? Yes:
dy(t)
= x(t)
dt
n o dya (t) dy(t) d ay(t)
ya (t) = S ax(t) ⇒ = ax(t) = a =
dt dt dt
The system is linear.
Maxim Raginsky Lecture III: Systems and their properties
Linearity: Example 2
Now consider the following system:
y(t) = t2 x(t)
Additive? Yes:
n o
S x1 (t) + x2 (t) = t2 x1 (t) + x2 (t)
= t2 x1 (t) + t2 x2 (t)
n o n o
= S x1 (t) + S x2 (t)
Homogeneous? Yes:
n o n o
S ax(t) = t2 ax(t) = at2 x(t) = aS x(t)
The system is linear.
Maxim Raginsky Lecture III: Systems and their properties
Linearity: Example 3
Consider the square-law device:
y(t) = x2 (t)
Additive? No:
2
x1 (t) + x2 (t) = x21 (t) + 2x1 (t)x2 (t) + x22 (t) 6= x21 (t) + x22 (t)
So, n o n o n o
S x1 (t) + x2 (t) 6= S x1 (t) + S x2 (t)
Homogeneous? No:
2
ax(t) = a2 x2 (t) 6= ax2 (t) unless a = 1
The system is nonlinear.
Maxim Raginsky Lecture III: Systems and their properties
Linearity: Example 4
Consider the system y(t) = 3x(t) + 2
Additive? No:
n o
S x1 (t) + x2 (t) = 3 x1 (t) + x2 (t) + 2
On the other hand,
n o n o
S x1 (t) + S x2 (t) = 3 x1 (t) + 3x2 + 42
n o n o n o
S x1 (t) + x2 (t) 6= S x1 (t) + S x2 (t)
Homogeneous? No:
n o
S ax(t) = 3ax(t) + 2
On the other hand,
n o
aS x(t) = 3ax(t) + 2a 6= 3ax(t) + 2 unless a = 1
This system is not linear.
Maxim Raginsky Lecture III: Systems and their properties
Time invariance
A system S isntime-invariant
o if, for any input x(t) and any fixed time t1 ,
the output S x(t − t1 ) is equal to y(t − t1 ), where y(t) is the output
n o
due to x(t), i.e., y(t) = S x(t) .
Systems that are not time-invariant are called time-varying.
Classic example: systems described by linear differential equations with
constant coefficients, such as
d2 y(t) dx(t)
5 2
− 3y(t) = − + 2x(t).
dt dt
Linear (RLC) circuits are described in this way.
Maxim Raginsky Lecture III: Systems and their properties
Time invariance: Example 1
Consider the system
y(t) = 3x2 (t)u(t)
We have n o
S x(t − t1 ) = 3x2 (t − t1 )u(t).
On the other hand,
y(t − t1 ) = 3x2 (t − t1 )u(t − t1 )
6= 3x2 (t − t1 )u(t) unless t1 = 0
This system is time-varying.
Maxim Raginsky Lecture III: Systems and their properties
Time invariance: Example 2
Consider the system Z t
y(t) = e−2τ x(τ )dτ
0
We have
n o Z t
S x(t) = e−2τ x(τ )dτ.
0
Then
n o Z t Z t−t1
−2τ −2t1
S x(t − t1 ) = e x(τ − t1 )dτ = e e−2τ x(τ )dτ
0 −t1
Z t−t1
and y(t − t1 ) = e−2τ x(τ )dτ.
0
n o
Since S x(t − t1 ) 6= y(t − t1 ), this system is time-varying.
Maxim Raginsky Lecture III: Systems and their properties
Time invariance: Example 3
Consider the system
d2 y(t)
= −3x(t)
dt2
n o
In other words, if y(t) = S x(t) , then
d2 y(t)
= −3x(t).
dt
n
Let v(t) = x(t − t1 ). So if z(t) = S v(t)}, then
d2 y(t − t1 )
d2 z(t)
= −3v(t) = −3x(t − t1 ) = .
dt2 dt2
This system is time-invariant.
Maxim Raginsky Lecture III: Systems and their properties
