Prof. Brian L.

Evans
Dept. of Electrical and Computer Engineering
The University of Texas at Austin
EE 313 Linear Systems and Signals Spring 2013
Continuous-Time Systems
Initial conversion of content to PowerPoint
by Dr. Wade C. Schwartzkopf
3 - 2
Systems
A system is a transformation from
One signal (called the input) to
Another signal (called the output or the response)
Continuous-time systems with input signal x
and output signal y (a.k.a. the response):
y(t) = x(t) + x(t-1)
y(t) = x
2
(t)
Discrete-time examples
y[n] = x[n] + x[n-1]
y[n] = x
2
[n]
x(t) y(t)
x[n] y[n]
3 - 3
( ) ( ) ( ) ( ) ) ( ) ( t y a t x f a t x a f t y
scaled
= = =
( ) ( ) ( ) ( ) ( ) ( ) ( ) ) ( ) ( ) (
2 1 2 1 2 1
t y t y t x f t x f t x t x f t y
additive
+ = + = + =
System Property of Linearity
Given a system
y(t) = f ( x(t) )
System is linear if it is both
Homogeneous: If we scale the input signal by constant a,
output signal is scaled by a for all possible values of a

Additive: If we add two signals at the input, output signal
will be the sum of their respective outputs

Response of a linear system to all-zero input?
x(t) y(t)
Testing for Linearity Property
Quick test
Whenever x(t) = 0 for all t,
then y(t) must be 0 for all t
Necessary but not sufficient condition for linearity to hold
If system passes quick test, then continue with next test
Homogeneity test

Additivity test
3 - 4
) ( ) (
?
t y a t y
scaled
=
) ( ) ( ) (
2 1
?
t y t y t y
additive
+ =
x(t) y(t)
a x(t) y
scaled
(t)
x
1
(t) + x
2
(t) y
additive
(t)
3 - 5
Examples
Identity system. Linear?


Quick test? Let x(t) = 0. y(t) = x(t) = 0. Passes. Continue.
Homogeneity test?


Additivity test?


Yes, system is linear
( ) ( ) t x t y =
x(t) y(t)
a x(t) y
scaled
(t)
x
1
(t) + x
2
(t) y
additive
(t)
) ( ) (
?
t y a t y
scaled
=
) ( ) ( ) (
2 1
?
t y t y t y
additive
+ =
3 - 6
Examples
Squaring block. Linear?


Quick test? Let x(t) = 0. y(t) = x
2
(t) = 0. Passes. Continue.
Homogeneity test?


Fails for all values of a. System is not linear.
Transcendental system. Linear?
Answer: Not linear (fails quick test)
( ) ( ) t x t y
2
=
x(t) y(t)
a x(t) y
scaled
(t)
( )
2
-
) ( ) (
?
t y a t y
scaled
=
( ) )) ( cos( t x t y =
3 - 7
Examples
Scale by a constant (a.k.a. gain block)


Amplitude modulation (AM) for transmission

A
x(t) y(t)
( ) ) (t x A t y =
A
x(t)
y(t)
Two equivalent graphical syntaxes
A
x(t)
cos(2 t f
c
t)
y(t)
y(t) = A x(t) cos(2 t f
c
t)
f
c
is non-zero carrier frequency
A is non-zero constant

Used in AM radio, music
synthesis, Wi-Fi and LTE
3 - 8
( ) ) ( T t x t y =
Examples
Ideal delay by T seconds. Linear?


Consider long wire that takes T seconds for input signal
(voltage) to travel from one end to the other
Initial current and voltage at every point on wire are the
first T seconds of output of the system
Quick test? Let x(t) = 0. y(t) = 0 if initial conditions (initial
currents and voltages on wire) are zero. Continue.
Homogeneity test?
Additivity test?

T
x(t) y(t)
3 - 9
( ) t x
T T T
E
( ) t y
0
a
1 N
a
2 N
a
1
a
Each T represents a
delay of T time units
Examples
Tapped delay line







Linear?
There are N-1 delays


( ) ( ) ( ) ( ) ( )

= + + + =
1
0
1 1 0
) 1 (
N
k
k N
kT t x a T N t x a T t x a t x a t y
( ) ( ) t x
dt
d
t y =
( ) ( ) ( ) t x
dt
d
a t x a
dt
d
= ( ) ( ) ( ) ( ) ( ) t x
dt
d
t x
dt
d
t x t x
dt
d
2 1 2 1
+ = +
Examples
Differentiation
Needs complete knowledge of x(t) before computing y(t)


Integration
Needs to remember x(t) from to current time t
Quick test? Initial condition must be zero.
( ) -
dt
d
x(t) y(t)
( ) ( )
}

=
t
du u x t y
( ) dt
t

}

-
x(t) y(t)
( ) ( )
} }

=
t t
du u x a du u x a ( ) ( ) ( ) ( ) ( )
} } }

+ = +
t t t
du u x du u x du u x u x
2 1 2 1
Tests
Tests
3 - 11
( ) ( )
|
|
.
|

\
|
+ =
}
t
f c
dt t x k t f A t y
0
2 cos t
Examples
Frequency modulation (FM) for transmission
FM radio:

f
c
is the carrier frequency (frequency of radio station)
A and k
f
are constants




Answer: Nonlinear (fails both tests)
+
k
f
x(t) A
2tf
c
t
Linear Linear Nonlinear Nonlinear Linear
( ) t d
t
}

0
( ) cos
y(t)
3 - 12
System Property of Time-Invariance
A system is time-invariant if
When the input is shifted in time, then its output is shifted
in time by the same amount
This must hold for all possible shifts
If a shift in input x(t) by t
0
causes a shift in
output y(t) by t
0
for all real-valued t
0
, then
system is time-invariant:
x(t) y(t)
x(t t
0
)
y
shifted
(t)
Does y
shifted
(t) = y(t t
0
) ?
3 - 13
( ) ( ) t x t y =
Examples
Identity system
Step 1: compute y
shifted
(t) = x(t t
0
)
Step 2: does y
shifted
(t) = y(t t
0
) ? YES.
Answer: Time-invariant
Ideal delay




Answer: Time-invariant if initial conditions are zero
( ) ) ( T t x t y =
x(t)
y(t)
T
x(t-t
0
)
y
shifted
(t)
T
t
t
t
t
t
0
T+t
0
initial conditions
do not shift
3 - 14
( ) ( ) ( ) t x t y cos =
( ) ( ) t x t y
2
=
Examples
Transcendental system
Answer: Time-invariant
Squarer
Answer: Time-invariant
Other pointwise nonlinearities?
Answer: Time-invariant
Gain block

A
x(t) y(t)
( ) ) (t x A t y =
A
x(t)
y(t)
3 - 15
( ) t x
T T T
E
( ) t y
0
a
1 N
a
2 N
a
1
a
Each T represents a
delay of T time units
Examples
Tapped delay line







Time-invariant?
There are N-1 delays


( ) ( ) ( ) ( ) ( )

= + + + =
1
0
1 1 0
) 1 (
N
k
k N
kT t x a T N t x a T t x a t x a t y
3 - 16
( ) ( ) d x t y
t
}

=
( ) ( ) ( ) t t
t
d x d x t y
t t
} }

= =
Examples
Differentiation
Needs complete knowledge of x(t) before computing y(t)
Answer: Time-invariant

Integration
Needs to remember x(t) from to current time t
Answer: Time-invariant if initial condition is zero
Test:
( ) ( ) t x
dt
d
t y =
( ) ( ) t t = t y t x
dt
d
3 - 17
Examples
Amplitude
modulation


FM
radio


+
k
f
x(t) A
2tf
c
t
Time-
invariant
Time-
invariant
Time-
varying
Time-
invariant
Time-
invariant
( ) t d
t
}

0
( ) cos y(t)
A
cos(2tf
c
t)
Time-
invariant
Time-
varying
x(t) y(t)
3 - 18
Examples
Human hearing
Responds to intensity on a logarithmic scale
Answer: Nonlinear (in fact, fails both tests)
Human vision
Similar to hearing in that we respond to the intensity of
light in visual scenes on a logarithmic scale.
Answer: Nonlinear (in fact, fails both tests)
3 - 19
( ) ( ) ( ) ( )
} } }

+ = =
0
0

t
t
t
t
du u x du u x du u x t y
Observing a System
Observe a system starting at time t
0
Often use t
0
= 0 without loss of generality
Integrator


Integrator viewed for t > t
0



Linear if initial conditions are zero (C
0
= 0)
Time-invariant if initial conditions are zero (C
0
= 0)
( ) dt
t

}

-
x(t) y(t)
( )
0
0
C dt
t
t
+ -
}
x(t) y(t)
( )
}

=
0
0
t
du u x C
Due to
initial
conditions
3 - 20
System Property of Causality
System is causal if output depends on current
and previous inputs and previous outputs
When a system operates in a time domain,
causality is generally required
For digital images, causality often not an issue
Entire image is available
Could process pixels row-by-row or column-by-column
Process pixels from upper left-hand corner to lower right-
hand corner, or vice-versa
3 - 21
Memoryless
A mathematical description of a system may be
memoryless
An implementation of a system may use
memory
3 - 22
( )
( ) ( )
t
t t x t x
t x
dt
d
t
A
A
=
A
lim
0
Example #1
Differentiation
A derivative computes an instantaneous rate of change.
Ideally, it does not seem to depend on what x(t) does at
other instances of t than the instant being evaluated.
However, recall
definition of a
derivative:
What happens at a point
of discontinuity? We could
average left and right limits.
As a system, differentiation is not memoryless. Any
implementation of a differentiator would need memory.
t
x(t)
3 - 23
Example #2
Analog-to-digital conversion
Lecture 1 mentioned that A/D conversion would perform
the following operations:





Lowpass filter requires memory
Quantizer is ideally memoryless, but an implementation
may not be
quantizer
lowpass
filter
Sampler
1/T
3 - 24
Summary
If several causes are acting on a linear system,
total effect is sum of responses from each cause
In time-invariant systems, system parameters
do not change with time
If system response at t depends on future input
values (beyond t), then system is noncausal
System governed by linear constant coefficient
differential equation has system property of
linearity if all initial conditions are zero