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CLASS 4
(Sections 1.5-1.6)
Continuous-time and discrete-time systems
Physically, a system is an interconnection of components, devices, etc., such as a computer or an
aircraft or a power plant.
Conceptually, a system can be viewed as a black box which takes in an input signal r(t) (or r[:])
and as a result generates an output signal (t) (or ([:]). A short-hand notation: r(t) (t) or
r[:] [:] .
A system is continuous-time (discrete-time) when its I/O signals are continuous-time (discrete-time).
Examples:
Despite having different physical origins, these systems have similar mathematical representations.
Hence, it makes sense to study a general mathematical representation that is common to many different
applications.
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Basic System Properties
Systems with and without memory:
A system is called memoryless if the output at any time t (or :) depends only on the input at time
t (or :); in other words, independent of the input at times before of after t (or :).
Examples of memoryless systems:
(t) = 1r(t) or [:] =
(
2r[:] r
2
[:]
)
2
.
Examples of systems with memory:
(t) =
1
C

r(t)dt or [:] = r[: 1].

Invertibility and inverse systems:
A system is called invertible if it produces distinct output signals for distinct input signals.
If an invertible system produces the output (t) for the input r(t), then its inverse produces the
output r(t) for the input (t):
Examples of invertible systems: (1 = 0 below.)
Examples of non-invertible systems:
(t) =
(
r(t)
)
2
or [:] = 0.
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Causality:
A system is called causal or non-anticipative if the output at any time t (or :) depends only on the
input at times t or before t (or : or before :); in other words, independent of the input at times after
t (or :).
All memoryless systems are causal.
Physical systems where the time is the independent variable are causal.
Non-causal systems may arise in applications where the independent variable is not the time such as
in the image processing applications.
Examples of causal systems:
(t) =
1
C

r(t)dt or [:] = r[: 1].

Examples of non-causal systems:
(t) = r(t) or [:] =
1
3
(
r[: 1] + r[:] + r[: + 1]
)
.
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Stability:
A system is called stable if it produces bounded outputs for all bounded inputs.
(A signal r(t) is bounded if, for some ` < , r(t) ` for all t.)
Stability in a physical system generally results from the presence of mechanisms that dissipate energy,
such as the resistors in a circuit, friction in a mechanical system, etc.
Examples of stable systems:
Consider the mass-damper example with c = : = 1:
(t) + (t) = 1(t).
If, for some ` < , 1(t) ` for all t, then
(t) =

c
()
1(t)dt (t) c

1(t)dt `. for all t.

[:] =
1
3
(
r[: 1] + r[:] + r[: + 1]).
Examples of unstable systems:
Pure integrator:
(t) = r(t).
Investment account:
[:] = 1.01[: 1] + r[:].
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Time-invariance:
A system is called time-invariant if the way it responds to inputs does not change over time:
r(t) (t) r(t t
0
) (t t
0
). for any t
0
r[:] [:] r[: :
0
] [: :
0
]. for any :
0
.
Examples of time-invariant systems:
The RC circuit considered earlier provided the values of 1 or C are constant.
[:] = r[: 1].
Examples of time-varying systems:
The RC circuit considered earlier if the values of 1 or C change over time.
(t) = r(2t) since
r(t) r(2t) but r(t t
0
) r(2t t
0
).
2 0 2
0
1
t
x
1
(
t
)
1 0 1
0
1
t
y
1
(
t
)
0 4
0
1
t
x
2
(
t
)
0 2
0
1
t
y
2
(
t
)
1 0 1
0
1
t
y
1
(
t

2
)
Most physical systems are slowly time-varying due to aging, etc. Hence, they can be considered
time-invariant for certain time periods in which its behavior does not change signicantly.
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Linearity:
A system is called linear if its I/O behavior satises the additivity and homogeneity properties:
r
1
(t)
1
(t)
r
2
(t)
2
(t)

(r
1
(t) + r
2
(t)) (
1
(t) +
2
(t))
(cr
1
(t)) (c
1
(t))
for any complex constant c.
Equivalently, a system is called linear if its I/O behavior satises the superposition property:
r
1
(t)
1
(t)
r
2
(t)
2
(t)

(cr
1
(t) + /r
2
(t)) (c
1
(t) + /
2
(t))
where any complex constants c and /.
Denition of linearity is the same for discrete-time systems.
For a linear system,
r(t) 0 (t) 0 or r[:] 0 [:] 0.
Examples of linear systems:
(t) =

r(t)dt
[:] = :r[: 1].
Examples of non-linear systems:
(t) = 2r(t) + 3 since 0 3.
[:] = Re(r[:]) since 1 1 but ,.1 0 = ,.1.
Many physical systems can be accurately modeled as linear system around an operating point.