Continuous-time Systems

Dr. Edwin Sybingco

Outline
• Introduction
• Classification of Continuous-time System
• System Described by Differential Equations
Introduction
• Systems are physical devices that perform an operation on signal to
produce another signal.

𝑥 𝑡 𝑇 𝑥 𝑡 𝑦 𝑡

• Examples of inputs: voltage, current, force, pressure, displacement

• Examples of systems: radar receiver (input is the reflection of an

electromagnetic signal from the target and the output is a video signal
displayed on the radar screen), robot system (input is an electric control
signal and the output is the robot motion or action)
Classification of Systems
• Linear vs non-linear
• Time-varying vs Time-invariant
• Causal vs Non-Causal
• Static vs Dynamic
• Invertibility and Inverse System
• Stable vs unstable
Linearity
• A linear system is a system that satisfies the superposition principle.
The superposition principle requires that the response of the system
to a weighted sum of the input signals is equal to the corresponding
weighted sum of the responses of the system to each of the individual
input signals

𝑦1 𝑡 = 𝑇 𝑥1 𝑡
𝑦 𝑡 = 𝑇 𝛼𝑥1 𝑡 + 𝛽𝑥2 𝑡 = 𝛼𝑦1 𝑡 + β𝑦2 𝑡
𝑦2 𝑡 = 𝑇 𝑥2 𝑡

• Nonlinear system does not satisfy the superposition principle.

Linearity
• Consider the AM Communication System

𝑚 𝑡 𝑥 𝑦 𝑡

𝑐𝑜𝑠 𝑤𝑜 𝑡

• AM Model
𝑦 𝑡 = 𝑚 𝑡 𝑐𝑜𝑠 𝑤𝑜 𝑡
Linearity
• Superposition principle
𝑦1 𝑡 = 𝑚1 𝑡 𝑐𝑜𝑠 𝑤𝑜 𝑡 𝑦2 𝑡 = 𝑚2 𝑡 𝑐𝑜𝑠 𝑤𝑜 𝑡

𝑦 𝑡 = 𝛼𝑚1 𝑡 + 𝛽𝑚2 𝑡 𝑐𝑜𝑠 𝑤𝑜 𝑡 = 𝛼𝑦1 𝑡 + 𝛽𝑦2 𝑡

AM System is a linear system

Linearity
• Frequency Modulation (FM) is defined by the following expression
𝑡
𝑦 𝑡 = 𝑐𝑜𝑠 𝑤𝑜 𝑡 + න 𝑚 𝜏 𝑑𝜏
−∞

• Superposition principle
𝑡 𝑡
𝑦1 𝑡 = 𝑐𝑜𝑠 𝑤𝑜 𝑡 + න 𝑚1 𝜏 𝑑𝜏 𝑦2 𝑡 = 𝑐𝑜𝑠 𝑤𝑜 𝑡 + න 𝑚2 𝜏 𝑑𝜏
−∞ −∞
𝑡
𝑦 𝑡 = 𝑐𝑜𝑠 𝑤𝑜 𝑡 + න 𝛼𝑚1 𝜏 + 𝛽𝑚1 𝜏 𝑑𝜏 ≠ 𝛼𝑦1 𝑡 + 𝛽𝑦2 𝑡
−∞

FM System is a non-linear system

Time-invariance
• A continuous-time system is time-invariant if the response of the
system to a delayed input 𝑥 𝑡 ∓ 𝜏 correspond to a delayed output
𝑦 𝑡∓𝜏
𝑦 𝑡 =𝑇 𝑥 𝑡

𝑦 𝑡∓𝜏 =𝑇 𝑥 𝑡∓𝜏

• The system is time invariant if its parameters does not change over
time.
Time-invariance
• System input/output • System input/output
𝑦 𝑡 = 𝑐𝑜𝑠 𝑥 𝑡 𝑦 𝑡 = 𝑥 𝑡 𝑐𝑜𝑠 𝑡

• Input is shifted • Input is shifted

𝑦𝑠 𝑡 = 𝑐𝑜𝑠 𝑥 𝑡 − 𝜏 𝑦𝑠 𝑡 = 𝑥 𝑡 − 𝜏 𝑐𝑜𝑠 𝑡

• Compare • Compare
𝑦 𝑡 − 𝜏 = 𝑐𝑜𝑠 𝑥 𝑡 − 𝜏 = 𝑦𝑠 𝑡 𝑦 𝑡 − 𝜏 = 𝑥 𝑡 − 𝜏 𝑐𝑜𝑠 𝑡 − 𝜏 ≠ 𝑦𝑠 𝑡

System is time-invariant The system is time-varying

Causality
• A system is called causal if the output at any time 𝜏 depends only on values of the
input/output 𝑡 < 𝜏. This corresponds to a system that does not use advanced
elements.
𝑦 𝑡 =𝑥 𝑡−2

• The system is causal whenever its input 𝑥 𝑡 = 0, and there are no initial
conditions, the output is 𝑦 𝑡 = 0
• A system is called noncausal if its output at time 𝜏 depends on the input/output
for 𝑡 > 𝜏.
𝑦 𝑡 =𝑥 𝑡+2

• For a value 𝜏 > 0

• The time 𝑡 represents the present
• 𝑡 − 𝜏 as the past
• 𝑡 + 𝜏 as the future
Static vs Dynamic System
• A system is said to be memoryless or static, or instantaneous if the present value
of the output depends on the present value of the input only
𝑣 𝑡 = 𝑅𝑖 𝑡

• A system whose response at time 𝑡 is completely determined by the

input signals over the past 𝜏 seconds (interval 𝑡 − 𝜏 to 𝑡) is a finite-
memory system having a memory length 𝜏 units of time
Analog averager
1 𝑡 𝑡
𝑣𝑐 𝑡 = න 𝑥 𝜏 𝑑𝜏 𝑦 𝑡 = න 𝑥 𝜏 𝑑𝜏
𝐶 −∞ 𝑡−𝜏
Invertibility and Inverse System
• A system is invertible if by observing the output, the input can be
determined.

• If two different inputs result in the same output, the system is not
invertible.

𝑦 𝑡

Inverse 𝑧 𝑡 =𝑥 𝑡
𝑥 𝑡 System
System
Exercises
• Determine if the following systems are invertible. If the system is
invertible find its inverse. If the system in noninvertible find two input
signals to the system that have the same output

1. 𝑦 𝑡 = 2𝑥 𝑡
2. 𝑦 𝑡 = 𝑐𝑜𝑠 𝑥 𝑡
𝑡
3. 𝑦 𝑡 = ‫׬‬−∞ 𝑥
𝜏 𝑑𝜏
4. 𝑦 𝑡 = 𝑥 𝑡 + 1
Answer Key
1
1. Invertible 𝑧 𝑡 = 𝑦 𝑡
2
2. Non-invertible 𝑥 𝑡 and 𝑥 𝑡 + 2𝜋
𝑑𝑦 𝑡
3. Invertible 𝑧 𝑡 =
𝑑𝑡
4. Invertible 𝑧 𝑡 = 𝑦 𝑡 − 1
Stability
• A system is stable if and only if every bounded input produces a
bounded output, otherwise a system is unstable

• A signal 𝑥 𝑡 is said to be bounded if its magnitude does not grow

without bound
𝑥 𝑡 < 𝑀 < ∞ 𝑓𝑜𝑟 𝑎𝑙𝑙 𝑡

• A system is BIBO stable, if for any bounded input 𝑥 𝑡 , the response

𝑦 𝑡 is also bounded
𝑥 𝑡 < 𝑀1 < ∞ 𝑖𝑚𝑝𝑙𝑖𝑒𝑠 𝑦 𝑡 < 𝑀2 < ∞
Stability
• Determine the stability of the multipath system with two paths
shown below

Delay 𝜏1 𝑥

𝛼
𝑥 𝑡 + 𝑦 𝑡

Delay 𝜏2 𝑥

𝛽
• Model
𝑦 𝑡 = 𝛼𝑥 𝑡 − 𝜏1 + 𝛽𝑥 𝑡 − 𝜏2
Stability
• Stability analysis
𝑦 𝑡 = 𝛼𝑥 𝑡 − 𝜏1 + 𝛽𝑥 𝑡 − 𝜏2

𝑦 𝑡 = 𝛼𝑥 𝑡 − 𝜏1 + 𝛽𝑥 𝑡 − 𝜏2

𝑦 𝑡 ≤ 𝛼𝑥 𝑡 − 𝜏1 + 𝛽𝑥 𝑡 − 𝜏2

𝑦 𝑡 ≤ 𝛼 𝑀+ 𝛽 𝑀 <∞

The system is BIBO stable

Stability
• Determine the stability of a positive feedback system: microphone
picks up the input signal 𝑥 𝑡 and amplified and delayed output signal
𝛼𝑦 𝑡 − 𝜏 .

𝑥 𝑡 + 𝑦 𝑡

Delay 𝜏 𝑥

• Model 𝑦 𝑡 = 𝑥 𝑡 + 𝛼𝑦 𝑡 − 𝜏
Stability
• Stability analysis
𝑦 𝑡 = 𝑥 𝑡 + 𝛼𝑦 𝑡 − 𝜏 𝑦 𝑡 − 𝜏 = 𝑥 𝑡 − 𝜏 + 𝛼𝑦 𝑡 − 2𝜏

𝑦 𝑡 = 𝑥 𝑡 + 𝛼 𝑥 𝑡 − 𝜏 + 𝛼𝑦 𝑡 − 2𝜏 = 𝑥 𝑡 + α𝑥 𝑡 − 𝜏 + 𝛼 2 𝑦 𝑡 − 2𝜏

𝐾−1

𝑦 𝑡 = lim ෍ 𝛼 𝑘 𝑥 𝑡 − 𝑘𝜏 + lim 𝛼 𝐾 𝑦 𝑡 − 𝐾𝜏
𝐾→∞ 𝐾→∞
𝑘=0

For 𝛼 > 1 the system is unstable

System Described by Differential Equations
• A dynamic system represented by linear constant coefficient
differential equation (LCCDE) is defined by:
𝑑𝑁 𝑦 𝑡 𝑑 𝑁−1 𝑦 𝑡 𝑑𝑦 𝑡 𝑑𝑀𝑥 𝑡 𝑑 𝑀−1 𝑥 𝑡 𝑑𝑥 𝑡
𝑎𝑁 + 𝑎𝑁−1 + ⋯ + 𝑎1 + 𝑎0 𝑦 𝑡 = 𝑏𝑀 + 𝑏𝑀−1 + ⋯ + 𝑏1 + 𝑏0 𝑥 𝑡
𝑑𝑡 𝑁 𝑑𝑡 𝑁−1 𝑑𝑡 𝑑𝑡 𝑀 𝑑𝑡 𝑀−1 𝑑𝑡

With 𝑁 initial conditions 𝑦 0 , 𝑑𝑘 𝑦 𝑡 Τ𝑑𝑡𝑘 ห𝑡=0 for 𝑘 = 1,2, … , 𝑁 − 1,

and input 𝑥 𝑡 = 0 for 𝑡 < 0, the system’s complete response 𝑦 𝑡 for
𝑡 ≥ 0 is the sum of zero-state response and zero-input response
𝑦 𝑡 = 𝑦𝑧𝑠 𝑡 + 𝑦𝑧𝑖 𝑡
System Described by Differential Equations
• Zero-state response, 𝑦𝑧𝑠 𝑡 ,is the output due to the input 𝑥 𝑡 with
zero initial conditions. (transient response→steady state response)

𝑓𝑜𝑟𝑐𝑒𝑑 𝑟𝑒𝑠𝑝𝑜𝑛𝑠𝑒 = 𝑡𝑟𝑎𝑛𝑠𝑖𝑒𝑛𝑡 𝑟𝑒𝑠𝑝𝑜𝑛𝑠𝑒 + 𝑠𝑡𝑒𝑎𝑑𝑦 𝑠𝑡𝑎𝑡𝑒 𝑟𝑒𝑝𝑜𝑛𝑠𝑒

• Zero-input response, 𝑦𝑧𝑖 𝑡 ,is the output due to the initial condition
with the input equal to zero 𝑥 𝑡 = 0. (transient response)
𝑛𝑎𝑡𝑢𝑟𝑎𝑙 𝑟𝑒𝑠𝑝𝑜𝑛𝑠𝑒 = 𝑡𝑟𝑎𝑛𝑠𝑖𝑒𝑛𝑡 𝑟𝑒𝑠𝑝𝑜𝑛𝑠𝑒

𝑡
System Described by Differential Equations
• Consider the RC circuit shown below
𝑖 𝑡 𝑅

𝑣𝑠 𝑡 𝑣𝑜 𝑡 𝐶

• Applying KVL will result in the following system of equations

𝑑𝑣𝑜 𝑡
𝑣𝑠 𝑡 = 𝑖 𝑡 𝑅 + 𝑣𝑜 𝑡 𝑖 𝑡 =𝐶
𝑑𝑡

𝑑𝑣𝑜 𝑡
𝑅𝐶 + 𝑣𝑜 𝑡 = 𝑣𝑠 𝑡
𝑑𝑡
System Described by Differential Equations
• Zero-state response
𝑣𝑜𝑧𝑠 𝑡 𝑅 = 1 𝐶 = 1 𝐸 = 1
𝑖 𝑡 𝑅
Zero initial condition
𝑣𝑜 0 = 0
𝑣𝑠 𝑡 𝑣𝑜 𝑡 𝐶 Input signal
𝑡
𝑣𝑠 𝑡 = 𝐸𝑢 𝑡

𝑑𝑣𝑜 𝑡 1 1 𝐸 𝑠=0
𝑠𝑉𝑜 + 𝑉 =
𝑅𝐶
𝑑𝑡
+ 𝑣𝑜 𝑡 = 𝑣𝑠 𝑡 𝑅𝐶 𝑜 𝑅𝐶 𝑠 𝐴=𝐸
1 1
𝑑𝑣𝑜 𝑡 𝑅𝐶 𝐸 𝐴 𝐵 𝑠 = −𝑅𝐶
𝑅𝐶 + 𝑣𝑜 𝑡 = 𝐸𝑢 𝑡 𝑉𝑜 = 1 = + 1
𝑑𝑡 𝑠 𝑠 + 𝑅𝐶 𝑠 𝑠 + 𝑅𝐶
𝐵 = −𝐸
𝐸 1 1
−𝑅𝐶 𝑡
𝑠𝑅𝐶𝑉𝑜 + 𝑉𝑜 = 1
𝐸 = 𝐴 𝑠 + 𝑅𝐶 + 𝐵𝑠 𝑣𝑜𝑧𝑠 𝑡 = 𝐸 1 − 𝑒 𝑢 𝑡
𝑠 𝑅𝐶
System Described by Differential Equations
• Zero-input response
𝑅 = 1 𝐶 = 1 𝑣𝑜 0 = 1
𝑅 𝑖 𝑡
initial condition
𝑣𝑜 0 = 𝑉
𝑣𝑜 𝑡 𝐶 Zero Input signal
𝑡
𝑣𝑠 𝑡 = 0

𝑑𝑣𝑜 𝑡 1
−𝑅𝐶 𝑡
𝑅𝐶 + 𝑣𝑜 𝑡 = 0 𝑣𝑜𝑧𝑖 𝑡 = 𝐴𝑒 𝑢 𝑡
𝑑𝑡
𝑡=0
𝑠𝑅𝐶𝑉𝑜 + 𝑉𝑜 = 0
𝑣𝑜𝑧𝑖 0 = 𝐴 = 𝑉
1 1
𝑠 + 𝑅𝐶 =0 𝑣𝑜𝑧𝑖 𝑡 = 𝑉𝑒 −𝑅𝐶 𝑡
𝑢 𝑡
System Described by Differential Equations
• Complete solution
𝑣𝑜1 𝑡 = 𝑣𝑜𝑧𝑠 𝑡 + 𝑣𝑜𝑧𝑖 𝑡 = 1 − 𝑒 −𝑡 + 𝑒 −𝑡 = 1

• Nonlinear behavior of the system

𝑣𝑠 𝑡 = 𝛼𝐸𝑢 𝑡 = 𝛼𝑢 𝑡
1
−𝑅𝐶 𝑡
𝑣𝑜𝑧𝑠 𝑡 = 𝛼𝐸 1 − 𝑒 𝑢 𝑡
1 The system is only linear if the initial condition is zero
−𝑅𝐶 𝑡
𝑣𝑜𝑧𝑖 𝑡 = 𝑉𝑒 𝑢 𝑡
𝛼=2
𝑣𝑜2 𝑡 = 𝑣𝑜𝑧𝑠 𝑡 + 𝑣𝑜𝑧𝑖 𝑡

𝑣𝑜2 𝑡 = 2 − 2𝑒 −𝑡 + 𝑒 −𝑡 = 2 − 𝑒 −𝑡
𝑣𝑜2 𝑡 ≠ 2𝑣𝑜1 𝑡
System Described by Differential Equations
• Time Invariance
𝑣𝑠 𝑡 = 𝐸𝑢 𝑡 − 1 = 𝑢 𝑡 − 1
1
−𝑅𝐶(𝑡−1)
𝑣𝑜𝑧𝑠 𝑡 = 𝛼𝐸 1 − 𝑒 𝑢 𝑡−1
1
−𝑅𝐶 𝑡
𝑣𝑜𝑧𝑖 𝑡 = 𝑉𝑒 𝑢 𝑡
The system is only time-invariant if the initial conditions are zero
𝑣𝑜2 𝑡 = 𝑣𝑜𝑧𝑠 𝑡 + 𝑣𝑜𝑧𝑖 𝑡

𝑣𝑜2 𝑡 = 𝑢 𝑡 − 1 − 𝑒 − 𝑡−1 𝑢 𝑡 − 1 + 𝑒 −𝑡

𝑣𝑜2 𝑡 ≠ 𝑣𝑜1 𝑡 − 1