Introduction To Signals & Variables Lecture-3
Introduction To Signals & Variables Lecture-3
Lecture 3
Signals Concepts & Properties
Specific objectives:
• Introduction to systems
• Continuous and discrete time systems
• Properties of a system
• Linear (time invariant) LTI systems
Linear Systems
A system takes a signal as an input and transforms it into
another signal
Linear systems play a crucial role in most areas of science
– Closed form solutions often exist
– Theoretical analysis is considerably simplified
– Non-linear systems can often be regarded as linear, for
small perturbations, so-called linearization
For the remainder of the lecture/course we’re primarily going
to be considering Linear, Time Invariant systems (LTI) and
consider their properties
continuous
x(t) y(t)
time (CT)
discrete
x[n] y[n]
time (DT)
Examples of Simple Systems
To get some idea of typical systems (and their properties),
consider the electrical circuit example:
dvc (t ) 1 1
vc (t ) vs (t )
dt RC RC
which is a first order, CT differential equation.
Examples of first order, DT difference equations:
y[n] x[n] 1.01y[n 1]
where y is the monthly bank balance, and x is monthly net deposit
RC k
v[n] v[n 1] f [ n]
RC k RC k
which represents a discretised version of the electrical circuit
Example of second order system includes:
d 2 y (t ) dy(t )
a 2
b cy (t ) x(t )
dt dt
System described by order and parameters (a, b, c)
First Order Step Responses
People tend to visualise systems in terms of their responses
to simple input signals (see Lecture 4…)
The dynamics of the output signal are determined by the
dynamics of the system, if the input signal has no
dynamics
Consider when the input signal is a step at t, n = 1, y(0) = 0
u(t)
y(t)
t
System Linearity
The most important property that a system
possesses is linearity
It means allows any system response to be y
analysed as the sum of simpler responses
(convolution)
x
Simplistically, it can be imagined as a line
and a delay
y[n] x[n 1]
Roughly speaking, a memory corresponds to a mechanism in the
system that retains information about input values other than
the current time.
y[n] k x[k ] x[n]
n 1
y[n 1] x[n]
System Causality
A system is causal if the output at any time depends on values of
the output at only the present and past times. Referred to as
non-anticipative, as the system output does not anticipate
future values of the input
If two input signals are the same up to some point t0/n0, then the
outputs from a causal system must be the same up to then.
E.g. The accumulator system is causal:
y[n] k x[k ]
n
System 1
x y
Parallel +
System 2
Feedback x y
+ System 1
System 2
Lecture 3: Summary
Whenever we use an equation for a system:
• CT – differential
• DT – difference
The parameters, order and structure represent the system
There are a large class of systems that are linear, time
invariant (LTI), these will primarily be studied on this
course.
Other system properties such as causality, stability,
memory and invertibility will be dealt with on a case by
case basis
Matlab and Simulink are standard tools for analysing,
designing, simulating complex systems.
Used for system modelling and control design
Lecture 3: Exercises
Sas Q1-27 to Q1-31