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Signal and System Lecture 2

Signals and Systems Fall 2003 Lecture #2 9 September 2003 1) 2) Some examples of systems System properties and examples a) Causality b) Linearity c) Time invariance SYSTEM EXAMPLES x(t) CT System y(t) x[n] DT System y[n] Ex. #1 RLC circuit Ex. #2 Mechanical system Force Balance: Observation: Very different physical systems may be modeled mathematically in very similar ways. Ex. #3 Thermal system Cooling Fin in Steady State Ex. #3 (Continued) Observations • Independent variable

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433 views

Signal and System Lecture 2

Signals and Systems Fall 2003 Lecture #2 9 September 2003 1) 2) Some examples of systems System properties and examples a) Causality b) Linearity c) Time invariance SYSTEM EXAMPLES x(t) CT System y(t) x[n] DT System y[n] Ex. #1 RLC circuit Ex. #2 Mechanical system Force Balance: Observation: Very different physical systems may be modeled mathematically in very similar ways. Ex. #3 Thermal system Cooling Fin in Steady State Ex. #3 (Continued) Observations • Independent variable

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Signals and Systems

Fall 2003
Lecture #2
9 September 2003

1) Some examples of systems


2) System properties and
examples
a) Causality
b) Linearity
c) Time invariance
SYSTEM EXAMPLES

x(t) CT System y(t) x[n] DT System y[n]

Ex. #1 RLC circuit


Ex. #2 Mechanical system

Force Balance:

Observation: Very different physical systems may be modeled


mathematically in very similar ways.
Ex. #3 Thermal system
Cooling Fin in Steady State
Ex. #3 (Continued)

Observations
• Independent variable can be something other than
time, such as space.
• Such systems may, more naturally, have boundary
conditions, rather than “initial” conditions.
Ex. #4 Financial system

Fluctuations in the price of zero-coupon bonds


t = 0 Time of purchase at price y0
t = T Time of maturity at value yT
y(t) = Values of bond at time t
x(t) = Influence of external factors on fluctuations in bond price

Observation: Even if the independent variable is time, there


are interesting and important systems which have boundary
conditions.
Ex. #5
• A rudimentary “edge” detector

• This system detects changes in signal slope

0 1 2 3
Observations

1) A very rich class of systems (but by no means all systems of


interest to us) are described by differential and difference
equations.
2) Such an equation, by itself, does not completely describe the
input-output behavior of a system: we need auxiliary
conditions (initial conditions, boundary conditions).
3) In some cases the system of interest has time as the natural
independent variable and is causal. However, that is not
always the case.
4) Very different physical systems may have very similar
mathematical descriptions.
SYSTEM PROPERTIES
(Causality, Linearity, Time-invariance, etc.)

WHY ?

• Important practical/physical implications

• They provide us with insight and structure that we


can exploit both to analyze and understand systems
more deeply.
CAUSALITY

• A system is causal if the output does not anticipate future


values of the input, i.e., if the output at any time depends
only on values of the input up to that time.

• All real-time physical systems are causal, because time


only moves forward. Effect occurs after cause. (Imagine
if you own a noncausal system whose output depends on
tomorrow’s stock price.)

• Causality does not apply to spatially varying signals. (We


can move both left and right, up and down.)

• Causality does not apply to systems processing recorded


signals, e.g. taped sports games vs. live broadcast.
CAUSALITY (continued)

• Mathematically (in CT): A system x(t) → y(t) is causal if

when x1(t) → y1(t) x2(t) → y2(t)


and x1(t) = x2(t) for all t ≤ to

Then y1(t) = y2(t) for all t ≤ to


CAUSAL OR NONCAUSAL
TIME-INVARIANCE (TI)
Informally, a system is time-invariant (TI) if its behavior does not
depend on what time it is.

• Mathematically (in DT): A system x[n] → y[n] is TI if for


any input x[n] and any time shift n0,
If x[n] → y[n]
then x[n - n0] → y[n - n0] .

• Similarly for a CT time-invariant system,


If x(t) → y(t)
then x(t - to) → y(t - to) .
TIME-INVARIANT OR TIME-VARYING ?

TI

Time-varying (NOT time-invariant)


NOW WE CAN DEDUCE SOMETHING!

Fact: If the input to a TI System is periodic, then the output is


periodic with the same period.

“Proof”: Suppose x(t + T) = x(t)


and x(t) → y(t)
Then by TI
x(t + T) → y(t + T).
↑ ↑

These are the So these must be


same input! the same output,
i.e., y(t) = y(t + T).
LINEAR AND NONLINEAR SYSTEMS
• Many systems are nonlinear. For example: many circuit
elements (e.g., diodes), dynamics of aircraft, econometric
models,…
• However, in 6.003 we focus exclusively on linear systems.
• Why?
• Linear models represent accurate representations of
behavior of many systems (e.g., linear resistors,
capacitors, other examples given previously,…)
• Can often linearize models to examine “small signal”
perturbations around “operating points”
• Linear systems are analytically tractable, providing basis
for important tools and considerable insight
LINEARITY

A (CT) system is linear if it has the superposition property:

If x1(t) → y1(t) and x2(t) → y2(t)

then ax1(t) + bx2(t) → ay1(t) + by2(t)

y[n] = x2[n] Nonlinear, TI, Causal


y(t) = x(2t) Linear, not TI, Noncausal
Can you find systems with other combinations ?
- e.g. Linear, TI, Noncausal
Linear, not TI, Causal
PROPERTIES OF LINEAR SYSTEMS

• Superposition

If

Then

• For linear systems, zero input → zero output

"Proof" 0 = 0⋅ x[n]→ 0 ⋅ y[n] = 0


Properties of Linear Systems (Continued)
• A linear system is causal if and only if it satisfies the
condition of initial rest:

“Proof”
a) Suppose system is causal. Show that (*) holds.

b) Suppose (*) holds. Show that the system is causal.


LINEAR TIME-INVARIANT (LTI) SYSTEMS

• Focus of most of this course

- Practical importance (Eg. #1-3 earlier this lecture


are all LTI systems.)

- The powerful analysis tools associated


with LTI systems

• A basic fact: If we know the response of an LTI


system to some inputs, we actually know the response
to many inputs
Example: DT LTI System

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