Chapter Two: Time-Domain Analysis of

Continuous-Time Systems

Aga Bayou

Adama Science and Technology University

July 3, 2023

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Outlines

1 Introduction

2 The Unit Impulse Response

3 The Convolution Integral

4 Interconnected Systems

5 Ordinary Linear Differential Equation

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Introduction
An important subset of continuous-time & discrete-time systems are
systems that satisfy the linearity and time-invariance properties.
Such systems are referred to as linear, time-invariant (LTI) systems
In the time domain, continuous-time LTI systems, the input x(t) and
the output y (t) are related by linear differential equations of the form

d N y (t) d N−1 y (t) d N−1 y (t)

+ a1 + . . . + a N−1 + aN y (t) = bN−1
dt N dt N−1 dt N−1
d N−1 x(t) d M−1 x(t) dx(t)
+ b N−M+1 + . . . + bN−1 + bN x(t) (1)
dt N−1 dt M−1 dt
d
Using the operator D to represent , polynomials Q(D) and P(D)
dt
Q(D) = D N + a1 D N−1 + . . . + aN−1 D + an
Q(D) = bN−M D N + bN−M+1 D N−1 + . . . + bN−1 D + bn

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Cont. . . .

Equation (1) becomes

Q(D)y (t) = P(D)x(t) (2)

A differentiator represents an unstable system because a bounded

input like the step input results in an unbounded output, δ(t).
Practical systems generally use M ≤ N
Eq. (2) response can be expressed as the sum the zero-input response
and the zero-state response (decomposition property)

total response = zero input response + zero state response (3)

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The Unit Impulse Response

The unit impulse can be used as basic signal to construct any time
signal i.e. any time signal (continuous or discrete time signal) can be
represented as a sum of shifted, scaled unit impulse sequences
For continues time signal
Z ∞
x(t) = x(τ )δ(t − τ )dτ
τ =−∞

For discrete time signal

∞
X
x(n) = x(k)δ(n − k)
k=−∞

Example: x[n] = {2, 4, 0, 3}

↑
x[n] = 2δ(n + 1) + 4δ(n) + 3δ(n − 2)

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Cont. . . .

The impulse response of an LTI system is the response of the system

to an impulse input signal.
The impulse response of a continuous-time LTI system, denoted by
h(t), is defined as:

δ(t) → h(t) ⇒ h(t) = T [δ(t)] (4)

If the system is time-invariant, then we have:

h(t) = T [δ(t)] ⇒ h(t − τ ) = T [δ(t − τ )] (5)

Response to an arbitrary input x(t) can be expressed

Z ∞
x(t) = x(τ )δ(t − τ )dτ
τ =−∞

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Cont. . . .

since the system is linear,

Z ∞ 
y (t) = T {x(t)} = T x(τ )δ(t − τ )dτ
τ =−∞
Z ∞
= x(τ )T {δ(t − τ )} dτ
τ =−∞

since the system is time invariant

h(t − τ ) = T {δ(t − τ )}
Z ∞
y (t) = x(τ )h(t − τ )dτ
−∞

Continuous-time LTI system is completely characterized by its

impulse response h(t)

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The Convolution Integral
The output y (t) of a continuous-time LTI system with impulse
response h(t) and input x(t) can be obtained using the convolution
integral.
The convolution integral is defined as:
Z ∞
y (t) = x(t) ∗ h(t) = x(τ )h(t − τ )dτ (6)
−∞

If the system is time-invariant, then we have:

h(t) = T [δ(t)] ⇒ h(t − τ ) = T [δ(t − τ )] (7)

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Cont. . . .

Given input x(t) and impulse response h(t) of a continuous-time LTI

system, the convolution integral can be evaluated graphically by
following steps.
Step 1 : Sketch the waveform for input x(τ ) by changing the independent
variable from t to τ and keep the waveform for x(τ ) fixed during
convolution.
Step 2 : Sketch the waveform for the impulse response h(τ ) by changing the
independent variable from t to τ .
Step 3 : Reflect h(τ ) about the vertical axis to obtain the time-reflected
impulse response h(−τ ).
Step 4 : Shift the time-reflected impulse function h(−τ ) by a selected value of
t. The resulting function represents h(t − τ ).
Step 5 : Multiply function x(τ ) by h(tτ ) and plot the product function
x(τ )h(t − τ ).

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Cont. . . .

Step 6 : Calculate the total area under the product function x(τ )h(t − τ ) by
integrating it over τ = [−∞, ∞].
Step 7 : Repeat steps 4 to 6 for different values of t to obtain y (t) for all
time, −∞ ≤ t ≤ ∞
The convolution integral has the following properties.
Commutative property

x(t) ∗ h(t) = h(t) ∗ x(t)

Associative property

[x(t) ∗ h1 (t)] ∗ h2 (t) = x(t) ∗ [h1 (t) ∗ h2 (t)]

Distributive property

x(t) ∗ [h1 (t) + h2 (t)] = x(t) ∗ h1 (t) + x(t) ∗ h2 (t)]

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Cont. . . .

Exercise:
Determine the output y(t) of the continuous-time LTI systems with the
following pairs of input signals and impulse responses.
e −3t u(t) and h(t) = u(t + 3)(
a. x(t) = (
t, 0 ≤ t ≤ 2 1, 0≤t≤4
b. x(t) = and h(t) =
0, otherwise 0, otherwise
−3t
c. x(t) = u(t − 1) and h(t) = e u(t)

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Interconnected Systems
Two basic ways in which systems can be interconnected are shown
below

A series (or cascade) connection ties the output of one system to the
input of the other.
The overall series-connected system is described by the equation
y = h2 (t) ∗ (h1 (t) ∗ (x(t)))
A parallel connection ties the inputs of both systems together and
sums their outputs.
The overall parallel-connected system is described by the equation
y = h1 (t) ∗ (x(t)) + h2 (t) ∗ (x(t))
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Cont. . . .

The series interconnection of the LTI systems with impulse responses

h1 and h2 is the LTI system with impulse response h = h1 ∗ h2

The parallel interconnection of the LTI systems with impulse

responses h1 (t) and h2 (t) is the LTI system with impulse response
h(t) = h1 (t) + h2 (t)

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Ordinary Linear Differential Equation

The general form of an N th order linear constant-coefficient

differential equation is given by:
N M
X dk X dk
ak k y (t) = bk k x(t)
dt dt
k=0 k=0

PN dk PM dk
⇒ y (t) + k=1 aky (t) = k=0 b k x(t), a0 = 1
dt k dt k
d k dk
⇒ y (t) = − N
P PM
k=1 a k y (t) + k=0 bk x(t)
dt k dt k
where: ak ’s and bk ’s are constant coefficients
The solution of the differential equation consists of two parts
i Zero-State response: The response due to the input when the initial
state of the system is zero.
ii Zero-Input response: The response due to initial state of the system.
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Cont. . . .
Total response = zero-input response + zero-state response
The total solution of the above linear constant-coefficient differential
equation can be expressed as a sum of two parts.

Homogeneous Solution:
The homogeneous differential equation with zero-input is given by:
N
X dk
ak y (t) = 0
dt k
k=0

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Cont. . . .
The solution to the above zero-input homogeneous equation is
characterized by exponential responses of the form :

yh (t) = Ae rt

Where: A is an arbitrary constants

Plugging in yh (t) into the zero-input equation, we get:
N
X dk
ak (Ae rt ) = 0
dt k
k=0
 
⇒Ae rt a0 + a1 r + . . . + aN−1 r N−1 + aN r N = 0
 
⇒ aN r N + aN−1 r N−1 + . . . + a1 r + a0 = 0

This equation is known as the characteristic equation of the linear

constant coefficient differential equation.
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Cont. . . .

Because the characteristic equation is of degree N, it will have N

roots which may be either real or complex.
The N roots can also be distinct or repeated
Case I : Distinct roots
If the N roots ri are distinct, ri #rk for k#i , the general solution to the
homogeneous differential equation is:
N
X
yh (t) = Ai e rt = A1 e r1 t + A2 e r2 t + A3 e r3 t + . . . + AN e rN t
k=0

Where the constants Ai are chosen to satisfy the initial conditions

Case II : Repeated roots
For repeated roots, the solution must be modified as follows.

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Cont. . . .

If r1 is a repeated root of multiplicity m with the remaining N − m

roots distinct, the homogeneous solution becomes:
  N
X
yh (t) = A1 + A2 t + . . . + Am t m−1 e r1 t + Ai e r1 t
i=m+1

Where the constants Ai are chosen to satisfy the initial conditions

Case III : Complex roots
If the roots are complex say λ and λ∗, then we can write

λ1 = λ = a + jb
λ2 = λ∗ = a − jb

Then the homogenous solution is of the form

yh (t) = r n (A1 cos(θt) + A2 sin(θt)) (8)

√ b
Where: r = a2 + b 2 , θ = tan−1 , A1 and A2 are constants
a

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Cont. . . .

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Cont. . . .

Steps to solve linear constant-coefficient differential equations:

i. Find the homogeneous solution, yh (t), by solving the roots of the
characteristic equation.
ii. Find the particular solution, yp (t), by assuming that it is of the same
form as the input signal x(t).
iii. Find the total solution by adding yh (t) and yp (t), i.e.,

y (t) = yh (t) + yp (t)

iv. Determine the constant-coefficients in the homogeneous solution by

plugging initial conditions in the total solution.

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Cont. . . .

Exercises
Determine the output of the systems described by the following
differential equations with input and initial conditions as specified.
d
a. y (t) + 4y (t) = 2x(t) and x(t) = u(t), y (0) = 1
dt
2
d d
b. y (t) + 6 y (t) + 8y (t) = 2x(t) and x(t) = e −t u(t), y (0) = −1,
dt′ 2 dt
y (0) = 1

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 Thank You

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