EE102 Lecture Notes

Flavio Lorenzelli
UCLA
Electrical Engineering Department

Winter 2015

Flavio Lorenzelli

EE102 Lecture Notes

Definitions
Signals: Functions that describe evolution of physical quantity in
time (e.g., voltage, position, sound, stock market, population,
etc.)
I Continuous-time
I Discrete-time
I Digital
Systems: Component that establishes relationship between inputs
(stimuli, excitations) and outputs (responses)
y (t) = T [x(t)],

x(t) 2 X

Static
Dynamic (ODEs)
Models: Descriptions of systems
I Verbal
I Graphical
I Mathematical
I

Flavio Lorenzelli

EE102 Lecture Notes

Example of Dynamic System

t0

R i(t)
+

x(t)

I
I

y (t) = x(t)

Ri(t),

i(t) = C

d
y (t),
dt

y (t)

= 1/RC

dy
+ y = x
dt
Goal: derive an input-output expression:
y (t) = T [x(t)]

Flavio Lorenzelli

EE102 Lecture Notes

Example Solution

Method 1: First solve the homogeneous equation, x = 0

dy
+ y = 0
dt Z
Z
dy
=
dt + K1 ,
y
ln y = t + K1
y = Ke

(separation of variables)

K = eK 1

Flavio Lorenzelli

EE102 Lecture Notes

Example Solution (Cont.)

Then vary the constant
y (t) = K (t)e
dy
dK
=
e
dt
dt
dK
e
dt
dK
x =
e
dt
Z
=

t
t

t
K
| e{z }

(chain rule)

y (t)

K (t)

K (t0 ) =
e x( ) d, t > t0
t
0

Z t

) y (t) = K (t0 ) +
e x( ) d e

t0

Flavio Lorenzelli

EE102 Lecture Notes

Example Solution (Cont.)

I

Method 2: Integrating Factor

dy
t
e
+ y = et x
dt
d t
e y = et x
dt
Z
et y (t)

(chain rule)

et0 y (t0 ) =
e x( ) d
t
0

Z t
t0

) y (t) = y (t0 )e +
e x( ) d e
t0

Flavio Lorenzelli

EE102 Lecture Notes

Properties of Systems
I

Linearity (Superposition Principle)

x(t) = k1 x1 (t) + k2 x2 (t)
) y (t) = T [x(t)] = k1 T [x1 (t)] + k2 T [x2 (t)]

8k1 , k2 , 8x1 (t), x2 (t) 2 X

I

Time invariance
z(t) = x(t

) and y (t) = T [x(t)]

) T [z(t)] = y (t
I

), 8t, , 8x(t) 2 X

Causality
y (t) = T [x(t)], y (t0 ) is a function of x(t) for t t0 , 8t0

Flavio Lorenzelli

EE102 Lecture Notes

Proving and Disproving a Property

In order to prove a property:

I

Use the definition

In order to disprove a property:

I
I

Use the definition

Or find a single counterexample

Flavio Lorenzelli

EE102 Lecture Notes

Examples Linearity

y (t) =
I

t x( ) d

y (t) = a + x(t)
I

y (t) = 5 + x 2 (t)

Flavio Lorenzelli

EE102 Lecture Notes

Examples Time Invariance

I

y (t) =
y (t

) =

T [z(t)] =
=
=

1
1

1
1

1
1

1
1
1

= y (t

h(t
h(t

) x( ) d
) x( ) d

h(t

) z( ) d

h(t

) x(

h(t

) d

u)x(u) du

(change of variables)

Flavio Lorenzelli

EE102 Lecture Notes

Examples Time Invariance (Cont.)

I

y (t) = t

x( ) d
Z 1
)
x( ) d

y (t

) = (t
Z 1 0
T [z(t)] = t
z( ) d
0
Z 1
=t
x(
) d
0

6= y (t

y (t) = t x(t)
Find a counterexample (e.g., x(t) = u(t), = 1)
Flavio Lorenzelli

EE102 Lecture Notes

Examples Causality
I

y (t) =
I

y (t) =
I

x( ) d
1

(t

x( ) d

y (t) = x(t) + 4
I

y (t) =

h(t

)x( ) d , t

0, with x(t) = h(t) = 0, t < 0

Flavio Lorenzelli

EE102 Lecture Notes

Diracs Delta
I

Define

1
1

pw (t) dt = 1, 8w

Consider

Z
I

t
1
pw (t) = rect
,
w
w
1

1
f (t)pw (t) dt =
w
1

w /2
w /2

f (t) dt f (0)

Approximation gets better as w ! 0

Define
d(t) = lim pw (t)
w !0

In the sense that

f (t) d(t) dt = f (0)

if f (t) is a smooth function around t = 0

Flavio Lorenzelli

EE102 Lecture Notes

Properties of the Dirac Delta

I

Sifting property
Z

f (t)d(t

) dt = f ( )

Having the integral definition in mind, it is common to write

f (t)d(t

) = f ( )d(t
1

d(t) dt = 1

d( t) = d(t)
I

d( ) d = u(t)
1

Flavio Lorenzelli

EE102 Lecture Notes

The Dirac Delta as Basis Function

Consider a function x(t) defined in t 2 ( a, a)

x(t)

n 1
X

kw )w !

x(kw )pw (t

k= n

x( ) d(t

) d

for n ! 1 and w ! 0 while nw = a

This is another proof of the sifting property

Flavio Lorenzelli

EE102 Lecture Notes

The Dirac Delta (Cont.)

x(kT )w pw (t

kw )

x(t)

nw

Flavio Lorenzelli

kw

EE102 Lecture Notes

nw

Unit Step Function

Define

uw (t) =

pw ( ) d
1

u(t) = lim uw (t) =

w !0

0,
1,

t<0
t>0

Note that
Z

a
Z b

f (t) dt =

f (t) dt =

1
1
1

f (t) u(t

a) dt

f (t) u(b

t) dt

Flavio Lorenzelli

EE102 Lecture Notes

Properties of the Unit Step Function

I

d
u(t) = d(t)
dt

u( ) d = t u(t)
1

u( t) = 1

u(t)

u(t
I

a)

u(t

a
u t+
2

b) = u(t

u t

Flavio Lorenzelli

a)u(b

t)

t
a
=: rect
2
a

EE102 Lecture Notes

Examples
Solve
y (t) =

d(t

)e

Consider the -axis: the delta sits at

When t <

When t > 1 use the sifting property:

Z 1
Z 1
2
2t
d(t
)e
d =e
d(t
1
1
|
{z

=t

1 the integrand is zero ) y (t) = 0

=1

Therefore: y (t) = e

2t u(t

+ 1)

Flavio Lorenzelli

)d = e
}

EE102 Lecture Notes

Examples (Cont.)

Alternatively, consider the use of the unit step function:

Z 1
y (t) =
d(t
)e 2 d
1
Z 1
=
d(t
)e 2 u( + 1) d
=e

1
2t

u(t + 1)

by using the sifting property

Flavio Lorenzelli

EE102 Lecture Notes

2t

Examples (Cont.)

Solve
y (t) =
=

Z
Z

f ( ) d(
a

t) d

f ( ) d(

= f (t) [u(t

t) [u(

a)

u(t

a)

u(

b)] d

b)]

Again using the sifting property

Flavio Lorenzelli

EE102 Lecture Notes

Examples (Cont.)
Solve
Z

y (t) =
Z 1
Z

1
1

=e

d(t

d(t
e

=e

t
t

) y (t) = 2e

(t

)e
)

(t

u(t
2t

u( ) d = e

i
) e

u(t)
Z t
)u( ) d =
e

u(t

d =e

2t

e
e

= e

e
e

2t

u(t)

u(t)

Flavio Lorenzelli

EE102 Lecture Notes

u( ) d

(t

) 2

d ,

t>0

Examples (Cont.)

Compute
y (t) =

u(t

8Z1
t
>
<

) d

t>

>
:0,

= (t

d ,

) u(

) u(t

Flavio Lorenzelli

t<
)

EE102 Lecture Notes

Impulse Response
I

Consider a linear system S

When the input x(t) = d(t ), the output y (t) = h(t; ) is

called the impulse response Note that there is a dierent
response for each value of

If the system is linear and time-invariant (LTI) then a single

function is required:
h(t; ) = h(t

; 0) =: h(t

If the system is LC, h(t; ) = 0 for t < and if the system is

LTIC
h(t) = 0, t < 0

Flavio Lorenzelli

EE102 Lecture Notes

Examples
I

LTIC system:
Z

y (t) =

h(t; ) =

x( ) d
1
t

d(

) d = u(t

) h(t) = u(t)
I

LTVC system:
y (t) =
h(t; ) =

Z
Z

1
1
1

t u(t

) x( ) d

t u(t

) d(

= t u(t

Flavio Lorenzelli

) d

EE102 Lecture Notes

Examples (Cont.)
I

LTINC system:
y (t) = x(t)

h(t; ) = d(t

= d(t

= d(t
) h(t) = d(t)

1
t

2 e ( t) x( ) d
Z 1
2 e ( t) d(
Zt 1
2 e ( t) d(
2e

1
t

u( (t

) d
) u(

))

2 et u( t)

Note that the response to x(t) = K e

Flavio Lorenzelli

is y (t) = 0(!)

EE102 Lecture Notes

t) d

Examples (Cont.)

LTIC system (RC circuit):

Z t
y (t) =
e (t ) x( ) d
0
Z t
h(t) =
e (t ) d( ) d

t0 = 0 , x(t) = x(t)u(t)

= e

u(t)

Flavio Lorenzelli

EE102 Lecture Notes

Examples (Cont.)

LTVC system:
y (t) =
h(t; ) =
=

Z
Z
Z

t
1
t
1
1

( + 1)2 x( ) d
( + 1)2 d(
( + 1)2 u(t

= ( + 1)2 u(t

Flavio Lorenzelli

) d
) d(

EE102 Lecture Notes

) d

Examples (Cont.)
I

LTIC system:
d
d
y (t) + y (t) =
x(t), x(t) = x(t) u(t), x(0) = 0, y (0) = 0
dt
dt

d t
d
e y (t) = et x(t)
dt
dt
h
it Z t
(t
)
y (t) = e
x( )
e (t ) x( ) d
0
Z 0t
= x(t) e t x(0)
e (t ) x( ) d
| {z }
0
=0

h(t; ) = d(t

Flavio Lorenzelli

(t )

u(t

t > 0, > 0

EE102 Lecture Notes

Superposition Integral
Let S be a linear system and remember that
x(t)

n 1
X

x(kw )pw (t

kw )w ,

a<t<a

k= n

Compute the response

y (t) = T [x(t)]

n 1
X

x(kw )T [pw (t

k= n

As w ! 0 and n ! 1 with nw = a
Z a
x(t) =
x( )d(t

) d

and
y (t) =

x( )h(t; ) d
a

Flavio Lorenzelli

EE102 Lecture Notes

kw )]w

Superposition Integral (Cont.)

In general, for a linear system
y (t) =

x( )h(t; ) d

If the system is LTI (convolution integral):

y (t) =

) d =: (x h) (t)

x( )h(t

If the system is LTIC, h(t) = 0 for t < 0, therefore

Z t
y (t) =
x( )h(t ) d
1

Flavio Lorenzelli

EE102 Lecture Notes

Examples
Compute the output of an LTIC system with impulse response
h(t) = e t u(t) when x(t) = e |t| is its input
Z t
y (t) =
e (t ) e | | d
1

If t < 0:
y (t) =

=e
=e

(t )

e
1
t

Flavio Lorenzelli

e d

e2 d

1
t
2
e

et
=
2

EE102 Lecture Notes

Examples (Cont.)
If t > 0:
y (t) = e

e
1

d + e

e2
+ e tt
2
1

1
=e t
+t
2
=e

d
0

In conclusion
1
y (t) = et u( t) + e
2

Flavio Lorenzelli

1
+ t u(t)
2

EE102 Lecture Notes

Examples (Cont.)
Compute the impulse response of the linear system described by the
following input-output relationship
Z t
y (t) =
e (t ) x( ) d
4

where x(t) = x(t)u(t 4). Write the output as

Z 1h
i
y (t) =
e (t ) u(t
) x( ) d
1

Therefore
h(t; ) = e

(t )

u(t

and the system is LTVC

Flavio Lorenzelli

EE102 Lecture Notes

Graphical Computation of the Convolution Integral

y (t) =

h(t) = u(t)

u(t

x(t) = t [u(t)

)x( ) d = (h x) (t)

h(t

1)

u(t

1)]

(t

2) [u(t

1)

u(t

2)]

0<t<1
t2
y (t) =
2
h(t

x( )

Flavio Lorenzelli

EE102 Lecture Notes

Graphical Computation of the Convolution Integral

y (t) =

h(t) =

(t

x(t) = u(t)
2<t<3
(t
y (t) =

)x( ) d = (h x) (t)

h(t

1) [u(t)
u(t

u(t

1)]

2)

3)2
2
x( )

t
Flavio Lorenzelli

h(t

2 t

EE102 Lecture Notes

Properties of the Convolution Operator

Associative: (f g ) h = f (g h)

Commutative: f g = g f

Distributive: f (g + h) = f g + f h

Unity: f d = f

Flavio Lorenzelli

EE102 Lecture Notes

Cascades of LTI Systems

h1,2 (t)
x(t)

h1 (t)

y (t)

h2 (t)

z(t)

z(t) = (h2 y ) (t)

= (h2 (h1 x)) (t)

= ((h2 h1 ) x) (t) = (h1,2 x) (t)

= ((h1 h2 ) x) (t) = (h2,1 x) (t)
Only true for LTI systems
Flavio Lorenzelli

EE102 Lecture Notes

associativity
commutativity

Examples

S1 :y (t) =
S2 :z(t) =

(t

)x( ) d , t > 0

0
t

y( ) d , t > 0
0

h1 (t) = t u(t)
h2 (t) = u(t)
Z 1
h1,2 (t) =
u(t
h2,1 (t) =

1
1

) u( ) d =

(t

) u(t

d =
0

) u( ) d =

Flavio Lorenzelli

t2
u(t)
2

(t

)d =

t2
u(t)
2

EE102 Lecture Notes

Examples (Cont.)

S1 :y (t) =
S2 :z(t) =

h1 (t; ) = u(t

x( ) d
0
t

y( ) d
0

h2 (t; ) = u(t )
Z 1
h1,2 (t; ) =
u(t
h2,1 (t; ) =

1
1

u(t

) u(
)u(

Flavio Lorenzelli

) d =
) d =

d = (t

)u(t

d =

EE102 Lecture Notes

t2

2
2

u(t

Step Response

g (t) = T [u(t)]
= (h u) (t)
Z 1
=
u(t
)h( ) d
1
Z t
=
h( ) d
1

d
g (t) = h(t)
dt

Flavio Lorenzelli

EE102 Lecture Notes

Example
Let
e

(t+1)

u(t + 1) = T [u(t + 1)]

be the response of an LTI system

Then
e t u(t) = T [u(t)] = g (t)
The impulse response of the system is found by computing

d t
e u(t)
dt
e t u(t) + e t d(t)

h(t) = T [d(t)] =
=
=

e t u(t) + |{z}
e0 d(t)
=1

e u(t) + d(t)

Flavio Lorenzelli

EE102 Lecture Notes