CHAPTER II

Time-Domain Representations of
LTI Systems
Lecture 1: Continuous-Time
Systems

University of Engineering and Technology - VNU Hanoi

Signals and Systems 2010 1 / 21

Differential Equations of Continuous-Time LTI Systems Differential Equation Representation of Systems

Differential equation modelling is the most

popular type of mathematical modelling of
dynamic systems in various fields.
For physical systems, their differential equation
models are based on the equations of physical
laws governing the operation of those systems.
Continuous-time linear time-invariant systems
are represented by constant-coefficient linear
differential equations.

Signals and Systems 2010 2 / 21

Differential Equations of Continuous-Time LTI Systems Example: differential equation of an R-C circuit

dVout Vout Vin

C + =
dt R R
Signals and Systems 2010 3 / 21
Differential Equations of Continuous-Time LTI Systems Constant-coefficient linear differential equations

General form of constant-coefficient linear

differential equations representing
continuous-time LTI systems:
N M
X d i y(t) X d j x(t)
ai = bj
dt i dt j
i=0 j=0

in which, x(t) is the input signal and y(t) is the

output signal of a system.
By solving the above differential equation, the
output signal y(t) is determined when the input
signal x(t) has been known.

Signals and Systems 2010 4 / 21

Differential Equations of Continuous-Time LTI Systems Solutions of constant-coefficient linear differential equations

The general solution of a constant-coefficient

linear differential equation has the following
form:
y(t) = y0 (t) + ys (t)
y0 (t): the initial response, which is the solution
of the following homogeneous equation:
N
X d i y(t)
ai =0 (1)
dt i
i=0

ys (t): the zero-state response, which is the

particular solution of the equation for an input
signal x(t).
Signals and Systems 2010 5 / 21
Differential Equations of Continuous-Time LTI Systems Determining the initial response

y0 (t) is the response of the system to the

system conditions at the initial point (t = 0),
without input signal x(t).
The homogeneous equation (1) has a solution
in the form est in which s is a complex variable,
replacing y(t) in the equation by it yields:
N
X
ai si est = 0
i=0
→ s is the solution of the following linear algebra
equation with the order of N:
N
X
ai si = 0 (2)
i=0
Signals and Systems 2010 6 / 21
Differential Equations of Continuous-Time LTI Systems Determining the initial response

The equation (2) is called the characteristic

equation of the system.
Let the roots of the equation (2) be
{sk |k = 1..N}, the general solution of the
homogeneous equation (1) then has the
following form if all {sk } are distinct roots:
N
X
y0 (t) = ck esk t
k=1

Values of the coefficients {ck } will be

determined from initial conditions.

Signals and Systems 2010 7 / 21

Differential Equations of Continuous-Time LTI Systems Determining the initial response

In case the equation (2) has repeated roots, the

general form of the homogeneous solution will
be:
pk −1
!
X X
y0 (t) = ck esk t ti
k i=0
in which each root sk is repeated pk times.

Signals and Systems 2010 8 / 21

Differential Equations of Continuous-Time LTI Systems Determining the zero-state response

ys (t) is the system response to the input signal

x(t) when all initial conditions are zeros.
ys (t) is also called the particular solution of the
constant-coefficient linear differential equation
representing the system.
To determine ys (t), it is usually assumed that
ys (t) has a form similar to the input signal x(t)
with some unknown coefficients which will be
identified later from the equation.

Signals and Systems 2010 9 / 21

Differential Equations of Continuous-Time LTI Systems Determining the zero-state response

Note when suggesting the form of ys (t): ys (t)

must be independent of all terms of the
homogeneous solution y0 (t).
For example, if x(t) = eαt , we may have to
consider the following cases:
If eαt is not a component of y0 (t), then we can
suggest that ys (t) is in the form of ceαt .
If α is a distinct root of the characteristic equation (2)
→ eαt is a component of y0 (t) → ys (t) is in the form
of cteαt .
If α is a repeated root with the order of p of the
characteristic equation (2) → eαt , teαt ,...,t p−1 eαt are
components of y0 (t) → ys (t) has the form of ct p eαt .

Signals and Systems 2010 10 / 21

 Representing Systems by Impulse Response Convolution of two signals

The convolution of two signals f (t) and g(t),

denoted f (t) ∗ g(t), is defined as:
Z +∞
f (t) ∗ g(t) = f (τ )g(t − τ )dτ
−∞

Signals and Systems 2010 11 / 21

 Representing Systems by Impulse Response Properties of convolution

Commutativity:

f (t) ∗ g(t) = g(t) ∗ f (t)

Associativity:

[f (t) ∗ g(t)] ∗ h(t) = f (t) ∗ [g(t) ∗ h(t)]

Distributivity:

[f (t) + g(t)] ∗ h(t) = f (t) ∗ h(t) + g(t) ∗ h(t)

Signals and Systems 2010 12 / 21

 Representing Systems by Impulse Response Properties of convolution

Time shift: if x(t) = f (t) ∗ g(t), then

x(t − t0 ) = f (t − t0 ) ∗ g(t) = f (t) ∗ g(t − t0 )

Convolution of a signal with the unit impulse:

f (t) ∗ δ(t) = f (t)

Causality: if f (t) and g(t) are causal signals then

f (t) ∗ g(t) is also causal.

Signals and Systems 2010 13 / 21

 Representing Systems by Impulse Response Impulse response of an LTI system

Given an LTI system y(t) = T[x(t)], we derive:

Z ∞ 
y(t) = T[x(t) ∗ δ(t)] = T x(τ )δ(t − τ )dτ
−∞
Z ∞
= x(τ )T[δ(t − τ )]dτ = x(t) ∗ h(t)
−∞

in which, h(t) = T[δ(t)] is called the impulse

response of the system represented by the
function T.
An LTI system is determined when its impulse
response is determined.

Signals and Systems 2010 14 / 21

 Representing Systems by Impulse Response Analyzing impulse response of an LTI system

Memoryless: impulse response has only one

non-zero value at t = 0.
Causal systems: impulse response is a causal
signal.
Stable systems: if and only if the following
condition is satisfied
Z ∞
|h(t)|dt < ∞
−∞

Signals and Systems 2010 15 / 21

 Representing Systems by Impulse Response Impulse response of complex systems

Cascading:

Combined impulse response h(t) = h1 (t) ∗ h2 (t)

Parallel:

Combined impulse response h(t) = h1 (t) + h2 (t)

Signals and Systems 2010 16 / 21
 State-Variable Models State variables of a system

State of a system is described by a set of state

variables.
State-variable model of an LTI system is a set of
differential equations of state variables, from
which the future state of the system is
determined when the current state and the input
signal are known → the system is completely
determined if its initial state is known.
State-variable models are convenient for
representing multi-variable systems.

Signals and Systems 2010 17 / 21

 State-Variable Models State equations

Let {u1 (t), u2 (t)...} be input signals,

{y1 (t), y2 (t)...} be output signals, and
{q1 (t), q2 (t)...} be state variables of an LTI
system.
State equations of the system are first-order
linear differential equations:
dqi (t) X X
= aij qj (t) + bik uk (t) (i = 1, 2, ...)
dt
j k

Output signals are computed from state

variables and input signals as follows:
X X
yi (t) = cij qj (t) + dik uk (t) (i = 1, 2, ...)
j k

Signals and Systems 2010 18 / 21

 State-Variable Models State equations

State-variable model of an LTI system is often

represented in the following matrix form:

dq(t)
= Aq(t) + Bu(t)
dt
y(t) = Cq(t) + Du(t)

in which, u(t), y(t) and q(t) are column vectors

whose elements are respectively input signals,
output signals and state variables of the system;
A, B, C and D are matrices of coefficients.

Signals and Systems 2010 19 / 21

 State-Variable Models Establishing state equations

State equations can be formulated from the

following differential equation of an LTI system:
N M
X d i y(t) X d j x(t)
ai = bj
dt i dt j
i=0 j=0

Denote uj (t) = d j x(t)/dt j (j = 0..M) input

signals of the system and rewrite the above
equation in the following form:
N M
X d i y(t) X
ai = bj uj (t)
dt i
i=0 j=0

Signals and Systems 2010 20 / 21

 State-Variable Models Establishing state equations

Choose the following state variables:

dy(t) d N−1 y(t)

q1 (t) = y(t), q2 (t) = , ..., qN (t) =
dt dt N−1
We derive the following state equations:
dq1 (t) dq2 (t)
= q2 (t), = q3 (t), ...
dt dt
dqN−1 (t)
= qN (t)
dt  
N−1 M
dqN (t) 1  X X
= − ai qi+1 (t) + bj uj (t)
dt aN
0 j=0

Signals and Systems 2010 21 / 21