2. What are Systems
?
Systems are used to process signals to modify or extract
information
Physical system – characterized by their input-output relationships
E.g. electrical systems are characterized by voltage-current
relationships for components and the laws of interconnections (i.e.
Kirchhoff’s laws)
From this, we derive a mathematical model of the system
“Black box” model of a system:
SYSTEM
MODEL
3. Classification of Systems
Systems may be classified into:
1. Linear and non-linear systems
2. Constant parameter and time-varying-parameter systems
3. Instantaneous (memoryless) and dynamic (with memory)
systems
4. Causal and non-causal systems
5. Continuous-time and discrete-time systems
6. Analogue and digital systems
7. Invertible and noninvertible systems
8. Stable and unstable systems
4. A linear system exhibits the additivity
property:
if then
It also must satisfy the homogeneity or scaling
property:
if then
These can be combined into the property of
superposition:
if then
A non-linear system is one that is NOT linear (i.e. does not obey
the principle of superposition)
Linear Systems (1)
5. Show that the system described by the equation
(1)
is linear.
Let x1(t) y1(t) and x2(t) y2(t), then
and
Multiply 1st equation by k1, and 2nd equation by k2, and adding them
yields:
This is the system described by the equation (1)
with
and
Linear Systems (4)
6. Time-invariant system is one whose parameters do not change with
time:
Time-Invariant Systems
TI
System
delay by T
seconds
TI
System
delay by T
seconds
7. In general, a system’s output at time t depends on the entire past
input. Such a system is a dynamic (with memory) system
A system whose response at t is completely determined by the input
signals over the past T seconds is a finite-memory system
Networks containing inductors and capacitors are infinite
memory dynamic systems
If the system’s past history is irrelevant in determining the
response, it is an
instantaneous or memoryless systems
Instantaneous and Dynamic Systems
8. Systems are generally composed of components
(sub-systems) We can use our understanding of the
components and their interconnection to understand
the operation and behaviour of the overall system
.
Series/cascade
Parallel
Feedback
System Structures
System 1 System 2
x y
System 1
System 2
x y
+
System 2
System 1
x y
+
9. Consider the following simple RC
circuit:
Output y(t) relates to x(t) by:
The second term can be
expanded:
This is a single-input, single-output (SISO) system. In
general, a
system can be multiple-input, multiple-output (MIMO).
Linear Systems (2)
10. Causal system – output at t0 depends only on x(t) for t t0
I.e. present output depends only on the past and present inputs, not on
future inputs
Any practical REAL TIME system must be causal.
Noncausal systems are important because:
1. Realizable when the independent variable is something other than “time” (e.g.
space)
2. Even for temporal systems, can prerecord the data (non-real time), mimic a
non- causal system
3. Study upper bound on the performance of a causal system
Causal and Noncasual Systems
11. Discrete-time systems process data samples – normally regularly sampled at T
Continuous-time input and output are x(t) and y(t)
Discrete-time input and output samples are x[nT] and y[nT] when n is an integer
and- n +
Continuous-Time and Discrete-Time Systems
12. Continuous & Discrete-Time Mathematical Models
of Systems
Continuous-Time Systems
Most continuous time systems
represent how continuous
signals are transformed via
differential equations
.
E.g. circuit, car velocity
Discrete-Time Systems
Most discrete time systems
represent how discrete signals
are transformed via difference
equations
E.g. bank account, discrete
car velocity system
)
(
1
)
(
1
)
(
t
v
RC
t
v
RC
dt
t
dv
s
c
c
)
(
)
(
)
(
t
f
t
v
dt
t
dv
m
First order differential equations
]
[
]
1
[
01
.
1
]
[ n
x
n
y
n
y
]
[
]
1
[
]
[ n
f
m
n
v
m
m
n
v
First order difference equations
)
)
1
((
)
(
)
( n
v
n
v
dt
n
dv
13. Invertible and Noninvertible Systems
Let a system S produces y(t) with input x(t), if there exists
another system Si, which produces x(t) from y(t), then S is
invertible
Essential that there is one-to-one mapping between input and
output
For example if S is an amplifier with gain G, it is invertible and Si is
an attenuator with gain 1/G
Apply Si following S gives an identity system (i.e. input x(t) is
not changed)
System S System Si
x(t)
x(t) y(t)
14. Stable and Unstable Systems
Externally stable systems: Bounded input results in bounded
output
(system is said to be stable in the BIBO sense
15. Linear Differential Systems (1)
Many systems in electrical and mechanical engineering where input
x(t)
and output y(t) are related by differential equations
For example:
16. Linear Differential Systems (2)
In general, relationship between x(t) and y(t) in a linear time-invariant
(LTI) differential system is given by (where all coefficients ai and bi are
constants):
and
Use compact notation D for operator d/dt,
i.e etc.
We get:
o
r
17. How Are Signal & Systems Related (i)
?
How to design a system to process a signal in
particular ways
?
Design a system to restore or enhance a particular
signal
–
Remove high frequency background communication noise
–
Enhance noisy images from spacecraft
Assume a signal is represented as
x(t) = d(t) + n(t)
Design a system to remove the unknown “noise”
component n(t), so that y(t) d(t)
System
?
x(t) = d(t) + n(t) y(t) d(t)
18. How Are Signal & Systems Related (ii)
?
How to design a system to extract specific pieces
of information from signals
–
Estimate the heart rate from an electrocardiogram
–
Estimate economic indicators (bear, bull) from stock market
values
Assume a signal is represented as
x(t) = g(d(t))
Design a system to “invert” the transformation
g(), so that y(t) = d(t)
System
?
x(t) = g(d(t)) y(t) = d(t) = g-1
(x(t))
19. How Are Signal & Systems Related (iii)
?
How to design a (dynamic) system to modify or
control the output of another (dynamic) system
–
Control an aircraft’s altitude, velocity, heading by adjusting
throttle, rudder, ailerons
–
Control the temperature of a building by adjusting the
heating/cooling energy flow
.
Assume a signal is represented as
x(t) = g(d(t))
Design a system to “invert” the transformation
g(), so that y(t) = d(t)
dynamic
system
?
x(t) y(t) = d(t)