Differential Equations

Instructor: Mohammed Farrag

Dept. of Electrical Engineering
Assiut University

[email protected]
In the previous lecture …
• Introduction
• Signals and Classification
• Basic Signals and Operations
• Sampling

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• Continuous-Time Systems Signals
• System Prosperities

Signal Processing
• Memory, Linearity, Time Variant and Causality
• Convolution Integral Properties
• Graphical Convolution

• Differential Equations

3-2
Time-Domain Analysis

• For a system governed by a linear constant coefficient differential

equation, x(t) y(t)
System

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Total response   zero - state response

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zero - input response
  
when x ( t )  0 response to non - zero x ( t )
results from internal system conditions only all initial conditions are zero
independent of x ( t ) dependent on x ( t )

• Each component can be computed independently of other

• System satisfies linearity property if zero-input response is zero (i.e. all initial
conditions are zero)
• Zero-state response is convolution of impulse response and input signal 5-3
Time-Domain Analysis
• Zero-input response • Zero-state response

• Response when x(t) = 0 • Response to non-zero x(t)

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• Results from internal system when system is relaxed
conditions only • A system in zero state

Signal Processing
• Independent of x(t) cannot generate any
• For most filtering response for zero input
applications (e.g. your stereo • Zero state corresponds to
system), we want a zero- initial conditions being zero
valued zero-input response

5-4
Zero-Input Response

• Simplest case (first-order equation)

y0 t   a1 y0 t   0 y0 t   a1 y0 t 
d d

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dt dt

    a1 t

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y
• Solution: 0 t C e
• For arbitrary constant C
• How is C determined?
• Could C be complex-valued?

• How about the following Nth-order equation?

dN d N 1
N
y t   a1 N 1
y t     a N 1
d
y t   a N y t   x (t ) 5-5
dt dt dt
 Zero-Input Response
dy0
 Cl e l t
dt
• For the Nth-order equation 2
d y0 2 lt
• Guess solution has form y0(t) = C e l t 2
 C l e
dt

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• Substitute form into differential equation 
k
• Factor common terms to obtain d y0 k lt
k
 C l e

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dt

C  l N
 a
 1N  l N 1
   a 1l



a
N e lt
 0
non  zero non  zero
Q l 

• y0(t) = C el t is a solution provided that Q(l) = 0

• Factor Q(l) to obtain N characteristic roots

Q(l )  l  l1 l  l2 l  lN   0

5-6
Zero-Input Response

• Assuming that no two li terms are equal

y0 t   C1e l1t  C2 e l2t    C N e lN t

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• For repeated roots, solution changes
• Simplest case of root l repeated twice:

Signal Processing
y0 t   C1  C2 t  e lt
With r repeated roots

 
y0 t   C1  C2t    Cr t r 1 e lt

• Characteristic modes e l t
• Determine zero-input response 5-7
• Influence zero-state response
Zero-Input Response

• Could li be complex?
• If complex, we can write it in Cartesian form
li   i  ji

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• Exponential solution el t becomes product of two terms

e lit  e  i  ji t  e it e ji t   it


cos i t   j sin  i t 

Signal Processing
e
dampening term

oscillatin g term

• For conjugate symmetric roots, and conjugate symmetric

constants,

 2 C1 e it cosi t  C1 
li t  li t
C1e  C e 1
   
dampening term oscillatin g term

5-8
Zero-Input Response
• Differential Equation

• Zero-input Solution

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Signal Processing
• Characteristic Equation

5-9
Zero-Input Solution Example

• Example: Solve each initial value problem.

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Signal Processing
• Find a 3rd order homogeneous linear equation which has a
particular solution

• Find a 5th order homogeneous linear equation whose general

solution is

3-
10
Zero-state response

• For x(t) equals;

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• The zero-state solution is:

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3-
11
Zero-state Solution Example

• Example

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3-
12
Zero-state Solution Example

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3-
13
 Thanks

Digital Signal Processing 11/5/2013

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