Lecture 3: Signals & Systems Concepts

Systems, signals, mathematical models. Continuous-ti

me and discrete-time signals. Energy and power sig
nals. Linear systems. Examples for use throughout
the course, introduction to Matlab and Simulink to
ols.

Specific objectives:
• Introduction to systems
• Continuous and discrete time systems
• Properties of a system
• Linear (time invariant) LTI systems
• System implementation in Matlab and Simulink

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 Lecture 3: Resources

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 Linear Systems
A system takes a signal as an input and transforms it into an
other 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 sma
ll 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)
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 Examples of Simple Systems
To get some idea of typical systems (and their properties), conside
r 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]  1.01 y[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)
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 First Order Step Responses
People tend to visualise systems in terms of their responses t
o simple input signals (see Lecture 4…)
The dynamics of the output signal are determined by the dyn
amics 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

First order CT differential system First order DT difference system

dy (t ) y[n](1  ak )  y[n  1] ku[n  1]
 ay (t ) u (t  1)
dt

u(t)
y(t)

t
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 System Linearity
The most important property that a system po
ssesses is linearity
It means allows any system response to be an y
alysed as the sum of simpler responses (conv
olution)
x
Simplistically, it can be imagined as a line

Specifically, a linear system must satisfy the two properties:

1 Additive: the response to x1(t)+x2(t) is y1(t) + y2(t)
2 Scaling: the response to ax1(t) is ay1(t) where aC
Combined: ax1(t)+bx2(t)  ay1(t) + by2(t)
E.g. Linear y(t) = 3*x(t) why?
Non-linear y(t) = 3*x(t)+2, y(t) = 3*x2(t) why?
(equivalent definition for DT systems)
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 Bias and Zero Initial Conditions
Intuitively, a system such as:
y(t) = 3*x(t)+2
is regarded as being linear. However, it does not satisfy the
scaling condition.

There are several (similar) ways to transform it to an equivale

nt linear system
Perturbations around operating value x*, y*
 x (t )  x(t )  x* ,  y (t )  y (t )  y *
 y (t ) 3 *  x (t )
Linear System Derivative
y (t ) 3x(t )
Locally, these ideas can also be used to linearise a non-linea
r system in a small range
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 Linearity and Superposition
Suppose an input signal x[n] is made of a linear sum of othe
r (basis/simpler) signals xk[n]:
x[n]  k ak xk [n] a1 x1[n]  a2 x2 [n]  a3 x3 [n]  

then the (linear) system response is:

y[n]  k ak yk [n] a1 y1[n]  a2 y2 [n]  a3 y3 [n]  

The basic idea is that if we understand how simple signals g

et affected by the system, we can work out how complex
signals are affected, by expanding them as a linear sum
This is known as the superposition property which is true for
linear systems in both CT & DT
Important for understanding convolution (next lecture)
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 Definition of Time Invariance
A system is time invariant if its behaviour and characteristics are fix
ed over time
We would expect to get the same results from an input-output expe
riment, if the same input signal was fed in at a different time
E.g. The following CT system is time-invariant

y (t ) sin( xto(t ))
because it is invariant a time shift, i.e. x2(t) = x1(t-t0)

y2 (t ) sin( x2 (t )) sin( x1 (t  t0 ))  y1 ( x1 (t  t0 ))
E.g. The following DT system is time-varying

y[n] nx[n]
Because the system parameter that multiplies the input signal is ti
me varying, this can be verified by substitution

x1[n]  [n]  y1[n] 0

x2 [n]  [n  1]  y2 [n]  [n  1]
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 System with and without Memory
A system is said to be memoryless if its output for each value of t
he independent variable at a given time is dependent on the o
utput at only that same time (no system dynamics)
y[n] (2 x[n]  x 2 [n]) 2
e.g. a resistor is a memoryless CT system where x(t) is current an
d y(t) is the voltage
A DT system with memory is an accumulator (integrator)
y[n]  k  x[k ]
n

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 t
he current time. n 1
y[n]  k  x[k ]  x[n]
 y[n  1]  x[n]
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 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 futu
re 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

because y[n] only depends on x[n], x[n-1], …

E.g. The averaging/filtering system is non-causal
y[n]  2 M1 1  k  M x[n  k ]
M

because y[n] depends on x[n+1], x[n+2], …

Most physical systems are causal

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 System Stability
Informally, a stable system is one in which small input signals lead
to responses that do not diverge
If an input signal is bounded, then the output signal must also be b
ounded, if the system is stable
x : x  U  y  V
To show a system is stable we have to do it for all input signals. T
o show instability, we just have to find one counterexample
E.g. Consider the DT system of the bank account
y[n]  x[n]  1.01 y[n  1]
when x[n] = d[n], y[0] = 0
This grows without bound, due to 1.01 multiplier. This system is u
nstable.
E.g. Consider the CT electrical circuit, is stable if RC>0, because it
dissipates energy dvc (t ) 1 1
 vc (t )  vs (t )
dt RC RC
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 Invertible and Inverse Systems
A system is said to be invertible if distinct inputs lead to distinct o
utputs (similar to matrix invertibility)
If a system is invertible, an inverse system exists which, when ca
scaded with the original system, yields an output equal to the i
nput of the first signal
E.g. the CT system is invertible:
y(t) = 2x(t)
because w(t) = 0.5*y(t) recovers the original signal x(t)
E.g. the CT system is not-invertible
y(t) = x2(t)
because distinct input signals lead to the same output signal
Widely used as a design principle:
– Encryption, decryption
– System control, where the reference signal is input
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 System Structures
Systems are generally composed of components (sub-systems).
We can use our understanding of the components and their interc
onnection to understand the operation and behaviour of the ov
erall system
x y
System 1 System 2
Series/cascade

System 1
x y
Parallel +
System 2

Feedback x y
+ System 1

System 2
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 Systems In Matlab
A system transforms a signal into another signal.
In Matlab a discrete signal is represented as an indexed
vector.
Therefore, a matrix or a for loop can be used to transfor
m one vector into another
Example (DT first order system)
>> n = 0:10;
>> x = ones(size(n));
>> x(1) = 0;
>> y(1) = 0;
>> for i=2:11
y(i) = (y(i-1) + x(i))/2;
end
>> plot(n, x, ‘x’, n, y, ‘.’)

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 System Libraries in Simulink

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 Example 1: Voltage Simulation
Click File-New to create a new workspace, and drag an
d drop objects from the library onto the workspace.

Selecting Simulation-Start from the pull down menu wil

l run the dynamic simulation. Click on the blocks to vi
ew the data or alter the run-time parameters

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 Example 2: Mass-Spring Simulation

Mass-spring system demonstration in Simulink

Square wave input signal, oscillatory output signal
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 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 inv
ariant (LTI), these will primarily be studied on this cours
e.
Other system properties such as causality, stability, memo
ry and invertibility will be dealt with on a case by case b
asis
Matlab and Simulink are standard tools for analysing, desi
gning, simulating complex systems.
Used for system modelling and control design

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 Lecture 3: Exercises
SaS OW Q1-27 to Q1-31

Matlab and Simulink

1) Enter the DT first-order system described on Slide 15
into Matlab and check the response
2) Create the CT first-order system described on Slide 1
7 into Simulink and check the response
3) Run the Mass-Spring simulation mentioned on Slide
18 (this is one of Simulink’s in-built demonstration).
Have a look at how each of the blocks are configured

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