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Signal and Systems-III
Prof: Sarun Soman
Manipal Institute of Technology
Manipal
Interconnection of LTI Systems
Parallel Connection of LTI systems
Output
‫ݕ‬ ‫ݐ‬ = ‫ݕ‬ଵ ‫ݐ‬ + ‫ݕ‬ଶ(‫)ݐ‬
= ‫ݔ‬ ‫ݐ‬ ∗ ℎଵ ‫ݐ‬ + ‫ݔ‬ ‫ݐ‬ ∗ ℎଶ(‫)ݐ‬
= ‫ݔ‬ ‫ݐ‬ ∗ {ℎଵ ‫ݐ‬ + ℎଶ(‫})ݐ‬
Proof
Prof: Sarun Soman, MIT, Manipal 2
Interconnection of LTI Systems
Distributive Property for CT case:
Distributive property for DT case:
Cascade Connection of LTI systems
Prof: Sarun Soman, MIT, Manipal 3
Interconnection of LTI Systems
Interconnection Properties of LTI Systems
Prof: Sarun Soman, MIT, Manipal 4
Interconnection of LTI Systems
Relation between LTI system properties and the impulse
response.
Memory less LTI system
The o/p of a DT LTI system
To be memoryless y[n] must depend only on present value of
input
The o/p cannot depend on x[n-k] for ݇ ≠ 0
‫ݕ‬ ݊ = ෍ ℎ ݇ ‫݊[ݔ‬ − ݇]
ஶ
௞ୀିஶ
Prof: Sarun Soman, MIT, Manipal 5
Time Domain Representations of LTI Systems
A DT LTI system is memoryless if and only if
ℎ ݇ = ܿߜ[݇] ‘c’ is an arbitrary constant
CT system
Output
A CT LTI system is memoryless if and only if
ℎ ߬ = ܿߜ(߬) ‘c’ is an arbitrary constant
‫ݕ‬ ‫ݐ‬ = න ℎ ߬ ‫ݔ‬ ‫ݐ‬ − ߬ ݀߬
ஶ
ିஶ
Prof: Sarun Soman, MIT, Manipal 6
Time Domain Representations of LTI Systems
Causal LTI systems
The o/p of a causal LTI system depends only on past or present
values of the input
DT system
‫ݕ‬ ݊ = ෍ ℎ ݇ ‫݊[ݔ‬ − ݇]
ஶ
௞ୀିஶ
future value of inputs
Prof: Sarun Soman, MIT, Manipal 7
Time Domain Representations of LTI Systems
For a DT causal LTI system
ℎ ݇ = 0		݂‫݇	ݎ݋‬ < 0
Convolution Sum in new form
For CT system
ℎ ߬ = 0		݂‫߬	ݎ݋‬ < 0
Convolution integral in new form
‫ݕ‬ ݊ = ෍ ℎ ݇ ‫݊[ݔ‬ − ݇]
ஶ
௞ୀ଴
‫ݕ‬ ‫ݐ‬ = න ℎ ߬ ‫ݔ‬ ‫ݐ‬ − ߬ ݀߬
ஶ
଴
Prof: Sarun Soman, MIT, Manipal 8
Time Domain Representations of LTI Systems
Stable LTI Systems
A system is BIBO stable if the o/p is guaranteed to be bounded
for every i/p.
Discrete time case:
Bounding convolution sum
Prof: Sarun Soman, MIT, Manipal 9
Time Domain Representations of LTI Systems
Assume that i/p is bounded
Condition for impulse response of a stable DT LTI system
Prof: Sarun Soman, MIT, Manipal 10
Time Domain Representations of LTI Systems
Continuous time case
Impulse response must be absolutely integrable.
න ℎ ߬ ݀߬ < ∞
ஶ
ିஶ
impulse response must be absolutely summable.
Prof: Sarun Soman, MIT, Manipal 11
Tutorial
Determine a DT LTI system
characterized by impulse response
ℎ ݊ = (
ଵ
ଶ
)௡
‫]݊[ݑ‬ is a)causal b)
stable.
Ans:
ℎ ݊ = 0		݂‫݊	ݎ݋‬ < 0
System is causal
Stable
ℎ ݊ = (0.99)௡‫݊(ݑ‬ + 3)
Ans:
ℎ ݊ ≠ 0, ݊ < 0
Non-causal
Stable
෍ ℎ[݇]
ஶ
௞ୀ଴
= ෍ (
1
2
)௞
ஶ
௞ୀ଴
=
1
1 −
1
2
= 2 < ∞
෍ (0.99)௞
ஶ
௞ୀିଷ
(0.99)ିଷ
1
1 − 0.99
< ∞
Prof: Sarun Soman, MIT, Manipal 12
Tutorial
A CT LTI system is represented by the
impulse response
ℎ ‫ݐ‬ = ݁ିଷ௧‫ݐ(ݑ‬ − 1).Check for
stability and causality.
Ans:
ℎ ‫ݐ‬ = 0, 	‫ݐ‬ < 0
Causal
ℎ ‫ݐ‬ = ݁௧‫ݑ‬ −1 − ‫ݐ‬
Ans:
ℎ ‫ݐ‬ ≠ 0, 	‫ݐ‬ < 0
Non-causal
stable
න |ℎ ߬ |݀߬
ஶ
ିஶ
= න |ℎ ߬ |݀߬
ஶ
ଵ
= න |݁ିଷఛ
|݀߬
ஶ
ଵ
=
݁ିଷ
3
< ∞ stable
න |݁ఛ
|݀߬
ିଵ
ିஶ
= ݁ିଵ
< ∞
Prof: Sarun Soman, MIT, Manipal 13
Tutorial
ℎ(‫)ݐ‬ = ݁ିସ|௧|
Ans:
ℎ ‫ݐ‬ ≠ 0, ݂‫ݐ	ݎ݋‬ < 0
Non-causal
න |ℎ(߬)|݀߬
ஶ
ିஶ
= න |݁ସఛ
|݀߬
଴
ିஶ
+ න |݁ିସఛ
|݀߬
ஶ
଴
=
ଵ
ଶ
< ∞
stable
Check for memory ,stability and
causality.
ℎ ݊ = ݁ଶ௡‫݊[ݑ‬ − 1]
ℎ ݊ ≠ 0, ݂‫݊	ݎ݋‬ ≠ 0
Memory system
ℎ ݊ = 0, ݂‫݊	ݎ݋‬ < 0
Causal
݁ଶ
> 1
h[n] is not absolutely summable
unstable
෍ |݁ଶ௡|
ஶ
௡ୀଵ
Prof: Sarun Soman, MIT, Manipal 14
Time Domain Representations of LTI Systems
Step Response
Characterizes the response to sudden changes in input.
‫ݏ‬ ݊ = ℎ ݊ ∗ ‫]݊[ݑ‬
u[n-k] exist from −∞ to n
h[k] is the running sum of impulse response.
= ෍ ℎ ݇ ‫݊[ݑ‬ − ݇]
ஶ
௞ୀିஶ
‫]݊[ݏ‬ = ෍ ℎ ݇
௡
௞ୀିஶ
Prof: Sarun Soman, MIT, Manipal 15
Time Domain Representations of LTI Systems
CT system
Relation b/w step response and impulse response.
ℎ ‫ݐ‬ =
݀
݀‫ݐ‬
‫)ݐ(ݏ‬
ℎ ݊ = ‫ݏ‬ ݊ − ‫݊[ݏ‬ − 1]
Eg. Step response of an RC ckt
‫ݏ‬ ‫ݐ‬ = න ℎ ߬ ݀߬
௧
ିஶ
Prof: Sarun Soman, MIT, Manipal 16
Time Domain Representations of LTI Systems
Prof: Sarun Soman, MIT, Manipal 17
Example
Find the step response for LTI system represented by impulse
response ℎ ݊ = (
ଵ
ଶ
)௡‫ݑ‬ ݊ .
Ans:
=
ଵି(
భ
మ
)೙శభ
ଵି
భ
మ
, ݊ ≥ 0
‫]݊[ݏ‬ = ෍ ℎ ݇
௡
௞ୀିஶ
‫]݊[ݏ‬ = ෍(
1
2
)௞
௡
௞ୀ଴
Prof: Sarun Soman, MIT, Manipal 18
Example
ℎ ‫ݐ‬ = ‫ݑݐ‬ ‫ݐ‬
Ans:
=
‫ݐ‬ଶ
2
, ‫ݐ‬ ≥ 0
‫ݏ‬ ‫ݐ‬ = න ℎ ߬ ݀߬
௧
ିஶ
‫ݏ‬ ‫ݐ‬ = න ߬݀߬
௧
଴
Prof: Sarun Soman, MIT, Manipal 19
Differential and Difference equation
Representations of LTI Systems
Linear constant coefficient differential equation:
Linear constant coefficient difference equation:
Order of the equation is (N,M), representing the number of
energy storage devices in the system.
Often N>M and the order is described using only ‘N’.
෍ ܽ௞
݀௞
݀‫ݐ‬௞
‫ݕ‬ ‫ݐ‬ = ෍ ܾ௞
݀௞
݀‫ݐ‬௞
‫)ݐ(ݔ‬
ெ
௞ୀ଴
ே
௞ୀ଴
෍ ܽ௞‫݊[ݕ‬ − ݇] = ෍ ܾ௞‫݊[ݔ‬ − ݇]
ெ
௞ୀ଴
ே
௞ୀ଴
Prof: Sarun Soman, MIT, Manipal 20
Differential and Difference equation
Representations of LTI Systems
Prof: Sarun Soman, MIT, Manipal 21
Differential and Difference equation
Representations of LTI Systems
Second order difference equation:
Difference equation are easily arranged to obtain recursive
formulas for computing the current o/p of the system.
(1) Shows how to obtain y[n] from present and past values of
the input.
෍ ܽ௞‫݊[ݕ‬ − ݇] = ෍ ܾ௞‫݊[ݔ‬ − ݇]
ெ
௞ୀ଴
ே
௞ୀ଴
‫ݕ‬ ݊ =
1
ܽ଴
෍ ܾ௞‫݊[ݔ‬ − ݇]
ெ
௞ୀ଴
−
1
ܽ଴
෍ ܽ௞‫ݕ‬ ݊ − ݇ 		
ே
௞ୀଵ
															(1)
Prof: Sarun Soman, MIT, Manipal 22
Differential and Difference equation
Representations of LTI Systems
Recursive evaluation of a difference equation.
Find the first two o/p values y[0] and y[1] for the system
described by ‫ݕ‬ ݊ = ‫ݔ‬ ݊ + 2‫ݔ‬ ݊ − 1 − ‫ݕ‬ ݊ − 1 −
ଵ
ସ
‫݊[ݕ‬ − 2].
Assuming that the input is ‫ݔ‬ ݊ = (
ଵ
ଶ
)௡‫ݑ‬ ݊ and the initial
conditions are y[-1]=1 and y[-2]=-2.
Prof: Sarun Soman, MIT, Manipal 23
Solving Differential and Difference
Equations
Output of LTI system described by differential or difference
equation has two components
‫ݕ‬௛
- homogeneous solution
‫ݕ‬௣- particular solution
Complete solution
‫ݕ‬ = ‫ݕ‬௛ + ‫ݕ‬௣
Eg.
Prof: Sarun Soman, MIT, Manipal 24
Solving Differential and Difference
Equations
Output due to non zero initial conditions with zero input
Prof: Sarun Soman, MIT, Manipal 25
Solving Differential and Difference
Equations
Step response, system initially at rest.
Prof: Sarun Soman, MIT, Manipal 26
Solving Differential and Difference
Equations
The Homogenous Solution
CT system
Set all terms involving input to zero
Solution
‫ݎ‬௜are the N roots of the characteristic equation
෍ ܽ௞
݀௞
݀‫ݐ‬௞
‫ݕ‬ ‫ݐ‬ = ෍ ܾ௞
݀௞
݀‫ݐ‬௞
‫)ݐ(ݔ‬
ெ
௞ୀ଴
ே
௞ୀ଴
෍ ܽ௞
݀௞
݀‫ݐ‬௞
‫ݕ‬ ‫ݐ‬ = 0
ே
௞ୀ଴
‫ݕ‬௛(‫)ݐ‬ = ෍ ܿ௜݁௥೔௧
ே
௜ୀଵ
Prof: Sarun Soman, MIT, Manipal 27
Solving Differential and Difference
Equations
DT system
Set all terms involving input to zero
Solution
‫ݎ‬௜ are the N roots of the characteristic equation.
෍ ܽ௞‫݊[ݕ‬ − ݇] = ෍ ܾ௞‫݊[ݔ‬ − ݇]
ெ
௞ୀ଴
ே
௞ୀ଴
෍ ܽ௞‫݊[ݕ‬ − ݇] = 0
ே
௞ୀ଴
‫ݕ‬௛[݊] = ෍ ܿ௜‫ݎ‬௜
௡
ே
௜ୀଵ
Prof: Sarun Soman, MIT, Manipal 28
Solving Differential and Difference
Equations
If the roots are repeating ‘p’ times then there are ‘p’ distinct
terms
݁௥೔௧, ‫݁ݐ‬௥೔௧, … . ‫ݐ‬௣ିଵ݁௥೔௧
and ‫ݎ‬௜
௡, ݊‫ݎ‬௜
௡ … . . ݊௣ିଵ‫ݎ‬௜
௡
Eg.
RC ckt depicted in figure is described by the differential equation
‫ݕ‬ ‫ݐ‬ + ܴ‫ܥ‬
ௗ
ௗ௧
‫ݕ‬ ‫ݐ‬ = ‫)ݐ(ݔ‬ . Determine the homogenous solution.
Prof: Sarun Soman, MIT, Manipal 29
Solving Differential and Difference
Equations
The homogenous equation is
‫ݕ‬ ‫ݐ‬ + ܴ‫ܥ‬
ௗ
ௗ௧
‫ݕ‬ ‫ݐ‬ = 0 (1)
Solution
‫ݕ‬௛
‫ݐ‬ = ܿଵ݁௥భ௧
To determine ‫ݎ‬ଵsubstitute in (1)
‫ݕ‬௛ ‫ݐ‬ + ܴ‫ܥ‬
݀
݀‫ݐ‬
‫ݕ‬௛ ‫ݐ‬ = 0
ܿଵ݁௥భ௧ 1 + ܴ‫ݎܥ‬ଵ = 0
ܿଵ݁௥భ௧ ≠ 0
Characteristic equation
1 + ܴ‫ݎܥ‬ଵ = 0
‫ݎ‬ଵ = −
1
ܴ‫ܥ‬
Homogenous solution of the system
is
‫ݕ‬௛ ‫ݐ‬ = ܿଵ݁ି
ଵ
ோ஼௧
Note: ܿଵ is determined later, in order
that the complete solution satisfy
the initial conditions.
‫ݕ‬௛
(‫)ݐ‬ = ෍ ܿ௜݁௥೔௧
ே
௜ୀଵ
Prof: Sarun Soman, MIT, Manipal 30
Example
Determine the homogenous
solution.
ௗమ
ௗ௧మ ‫ݕ‬ ‫ݐ‬ + 5
ௗ
ௗ௧
‫ݕ‬ ‫ݐ‬ + 6‫ݕ‬ ‫ݐ‬ =
2‫ݔ‬ ‫ݐ‬ +
ௗ
ௗ௧
‫)ݐ(ݔ‬
Ans:
Homogenous equation
ௗమ
ௗ௧మ ‫ݕ‬ ‫ݐ‬ + 5
ௗ
ௗ௧
‫ݕ‬ ‫ݐ‬ + 6‫ݕ‬ ‫ݐ‬ =0 (1)
Homogenous solution
‫ݕ‬௛
‫ݐ‬ = ܿଵ݁௥భ௧
+ ܿଶ݁௥మ௧
To find ‫ݎ‬ଵand ‫ݎ‬ଶ solve CE.
Put
ௗ೙
ௗ௧೙ ‫ݕ‬ ‫ݐ‬ = ‫ݎ‬௡
(1) becomes
‫ݎ‬ଶ + 5‫ݎ‬ + 6 = 0
‫ݎ‬ = −3, −2
‫ݕ‬௛ ‫ݐ‬ = ܿଵ݁ିଷ௧ + ܿଶ݁ିଶ௧
‫ݕ‬௛(‫)ݐ‬ = ෍ ܿ௜݁௥೔௧
ே
௜ୀଵ
Prof: Sarun Soman, MIT, Manipal 31
Example
Find the homogenous solution of the
first order recursive system.
‫ݕ‬ ݊ − ߩ‫ݕ‬ ݊ − 1 = ‫]݊[ݔ‬
Ans:
Set i/p to zero
‫ݕ‬ ݊ − ߩ‫ݕ‬ ݊ − 1 = 0 (1)
Substitute in (1)
ܿଵ‫ݎ‬ଵ
௡ − ߩܿଵ‫ݎ‬ଵ
௡ିଵ = 0
‫ݕ‬௛[݊] = ෍ ܿ௜‫ݎ‬௜
௡
ே
௜ୀଵ
‫ݕ‬௛[݊] = ܿଵ‫ݎ‬ଵ
௡
ܿଵ‫ݎ‬ଵ
௡ 1 − ߩ‫ݎ‬ଵ
ିଵ = 0
1 − ߩ‫ݎ‬ଵ
ିଵ = 0
‫ݎ‬ଵ = ߩ
‫ݕ‬௛[݊] = ܿଵߩ௡
Prof: Sarun Soman, MIT, Manipal 32
Example
Ans:
Set input to zero
(1) Becomes
1 −
1
4
‫ݎ‬ିଵ −
1
8
‫ݎ‬ିଶ = 0
‫ݎ‬ଶ −
1
4
‫ݎ‬ −
1
8
= 0
‫ݎ‬ =
1
2
, −
1
4
‫ݕ‬௛
݊ = ܿଵ(
1
2
)௡
+ ܿଶ(−
1
4
)௡
‫ݕ‬ ݊ −
1
4
‫ݕ‬ ݊ − 1 −
1
8
‫ݕ‬ ݊ − 2 = ‫݊[ݔ‬ − 1]
N=2
‫ݕ‬ ݊ −
1
4
‫ݕ‬ ݊ − 1 −
1
8
‫ݕ‬ ݊ − 2 = 0				(1)
‫ݕ‬௛
[݊] = ܿଵ‫ݎ‬ଵ
௡+ܿଶ‫ݎ‬ଶ
௡
Prof: Sarun Soman, MIT, Manipal 33
Example
‫ݕ‬ ݊ +
9
16
‫ݕ‬ ݊ − 2 = ‫݊[ݔ‬ − 1]
Ans:
‫ݎ‬ଶ +
9
16
= 0
‫ݎ‬ = ±݆
3
4
‫ݕ‬௛ ݊ = ܿଵ(݆
3
4
)௡ + ܿଶ(−݆
3
4
)௡
Prof: Sarun Soman, MIT, Manipal 34
Solving Differential and Difference
Equations
The Particular Solution ‫ݕ‬௣
Solution of difference or differential equation for a given input.
Assumption : output is of same general form as the input.
CT System
Input Particular solution
1 c
t ܿଵ‫ݐ‬ + ܿଶ
݁ି௔௧
ܿ݁ି௔௧
cos(⍵‫ݐ‬ + ⏀) ܿଵ cos ߱‫ݐ‬ + ܿଶ sin(߱‫)ݐ‬
DT System
Input Particular solution
1 c
n ܿଵ݊ + ܿଶ
ߙ௡ ܿߙ௡
cos(Ω݊ + ⏀) ܿଵ cos Ω݊ + ܿଶ sin(Ω݊)
Prof: Sarun Soman, MIT, Manipal 35
Example
Consider the RC ckt .Find a particular
solution for this system with an input
‫ݔ‬ ‫ݐ‬ = cos(߱଴‫.)ݐ‬
Ans:
From previous example
‫ݕ‬ ‫ݐ‬ + ܴ‫ܥ‬
ௗ
ௗ௧
‫ݕ‬ ‫ݐ‬ = ‫)ݐ(ݔ‬ (1)
‫ݕ‬௣ ‫ݐ‬ = ܿଵcos(⍵଴‫)ݐ‬ + ܿଶ sin(⍵଴‫)ݐ‬
Substitute in (1)
‫ݕ‬௣ ‫ݐ‬ + ܴ‫ܥ‬
݀
݀‫ݐ‬
‫ݕ‬௣
‫ݐ‬ = cos(߱‫)ݐ‬
ܿଵ cos ⍵଴‫ݐ‬ + ܿଶ sin(⍵଴‫)ݐ‬
− RC⍵଴ܿଵ sin ⍵଴‫ݐ‬
+ RC⍵଴ܿଶ cos ⍵଴‫ݐ‬
= cos(⍵଴‫)ݐ‬
Equating the coefficients of ܿଵand ܿଶ
ܿଵ + RC⍵଴ܿଶ = 1
−RC⍵଴ܿଵ + ܿଶ = 0
Solving for ܿଵand ܿଶ
ܿଵ =
1
1 + (RC⍵଴)ଶ
ܿଶ =
RC⍵଴
1 + (RC⍵଴)ଶ
Prof: Sarun Soman, MIT, Manipal 36
Example
‫ݕ‬௣ ‫ݐ‬ =
1
1 + (RC⍵଴)ଶ
cos ⍵଴‫ݐ‬
+
RC⍵଴
1 + (RC⍵଴)ଶ
sin ⍵଴‫ݐ‬
Determine the particular solution for
the system described by the
following differential equations.
‫ݕ‬௣ ‫ݐ‬ = ܿ
0 + 10ܿ = 4
ܿ =
2
5
‫ݕ‬௣ ‫ݐ‬ =
2
5
b)‫ݔ‬ ‫ݐ‬ = cos(3‫)ݐ‬
Ans:
‫ݕ‬௣ ‫ݐ‬ = ܿଵcos(3‫)ݐ‬ + ܿଶ sin(3‫)ݐ‬
݀
݀‫ݐ‬
‫ݕ‬௣
‫ݐ‬ = −3ܿଵ sin(3‫)ݐ‬
+ 3 ܿଶcos(3‫)ݐ‬
−15ܿଵ sin 3‫ݐ‬ + 15ܿଶ cos 3‫ݐ‬
+ 10ܿଵ cos 3‫ݐ‬
+ 10ܿଶ sin 3‫ݐ‬ = 2 cos(3‫)ݐ‬
Equating coefficients
−15ܿଵ + 10ܿଶ = 0
10ܿଵ + 15ܿଶ = 2
Prof: Sarun Soman, MIT, Manipal 37
Example
ܿଵ =
4
65
, ܿଶ =
6
65
‫ݕ‬௣
‫ݐ‬ =
4
65
cos 3‫ݐ‬ +
6
65
sin(3‫)ݐ‬
Prof: Sarun Soman, MIT, Manipal 38
Solving Differential and Difference
Equations
The Complete Solution
Procedure for calculating complete solution
1. Find the form of the homogeneous solution ‫ݕ‬௛from the roots of the CE
equation.
2. Find a particular solution ‫ݕ‬௣by assuming that it is of the same form as
the input, yet is independent of all terms in the homogeneous solution.
3. Determine the coefficients in the homogeneous solution so that the
complete solution ‫ݕ‬ = ‫ݕ‬௛
+ ‫ݕ‬௣
satisfies the initial conditions.
Prof: Sarun Soman, MIT, Manipal 39
Example
Find the solution for the first order
recursive system described by the
difference equation.
‫ݕ‬ ݊ −
1
4
‫ݕ‬ ݊ − 1 = ‫]݊[ݔ‬
If the input ‫ݔ‬ ݊ = (
ଵ
ଶ
)௡‫]݊[ݑ‬ and the
initial condition is ‫ݕ‬ −1 = 8.
Ans:
N=1
Homogenous solution
‫ݕ‬ ݊ −
1
4
‫ݕ‬ ݊ − 1 = 0
‫ݕ‬௛
݊ = ܿଵ‫ݎ‬௡
‫ݎ‬௡
−
1
4
‫ݎ‬௡ିଵ
= 0
‫ݎ‬ −
1
4
= 0
‫ݕ‬௛ ݊ = ܿଵ(
1
4
)௡
Particular solution
‫ݕ‬௣ ݊ = ܿଶ(
1
2
)௡
ܿଶ(
1
2
)௡
−
1
4
ܿଶ(
1
2
)௡ିଵ
= (
1
2
)௡
ܿଶ −
1
2
ܿଶ = 1
ܿଶ = 2
Prof: Sarun Soman, MIT, Manipal 40
Example
‫ݕ‬௣ ݊ = 2	(
1
2
)௡
Complete solution
‫]݊[ݕ‬ = ‫ݕ‬௛ ݊ + ‫ݕ‬௣[݊]
‫]݊[ݕ‬ = ܿଵ
ଵ
ସ
௡
+ 2	(
ଵ
ଶ
)௡ (1)
ܶ‫ܿ	݂݀݊݅	݋‬ଵ-use initial conditions
Particular solution exist only for
n≥ 0
Translate the initial condition to
n≥ 0
Rewrite the system equation in
recursive form
‫ݕ‬ ݊ = ‫ݔ‬ ݊ +
1
4
‫ݕ‬ ݊ − 1
‫ݕ‬ 0 = ‫ݔ‬ 0 +
1
4
‫]1−[ݕ‬
= 1 +
1
4
∗ 8 = 3
Substitute	y[0]in	(1)
‫ݕ‬ 0 = ܿଵ(
1
4
)଴
+2	(
1
2
)଴
3 = ܿଵ + 2
ܿଵ = 1
‫]݊[ݕ‬ =
1
4
௡
+ 2	(
1
2
)௡, ݊ ≥ 0
Prof: Sarun Soman, MIT, Manipal 41
Example
‫ݕ‬ ݊ −
1
4
‫ݕ‬ ݊ − 1 −
1
8
‫ݕ‬ ݊ − 2
= ‫ݔ‬ ݊ + ‫ݔ‬ ݊ − 1
Input ‫ݔ‬ ݊ = (
ଵ
ଶ
)௡
,
Ans:
Homogenous solution
N=2
‫ݕ‬ ݊ −
1
4
‫ݕ‬ ݊ − 1 −
1
8
‫ݕ‬ ݊ − 2 = 0
‫ݕ‬௛
݊ = ܿଵ‫ݎ‬௡
+ ܿଶ‫ݎ‬௡
To find ‘r’
‫ݎ‬௡
−
1
4
‫ݎ‬௡ିଵ
−
1
8
‫ݎ‬௡ିଶ
= 0
‫ݎ‬ =
1
2
, −
1
4
‫ݕ‬௛
݊ = ܿଵ(
1
2
)௡
+ܿଶ(−
1
4
)௡
Particular Solution
‫ݕ‬௣
݊ = ܿଷ(
1
2
)௡
Same form as homogeneous solution
‫ݕ‬௣
݊ = ܿଷ݊(
1
2
)௡
‫]݊[ݑ‬
ܿଷ݊(
1
2
)௡
−
1
4
ܿଷ(݊ − 1)(
1
2
)௡ିଵ
−
1
8
ܿଷ(݊ − 2)(
1
2
)௡ିଶ
= (
1
2
)௡
+ (
1
2
)௡ିଵ
Prof: Sarun Soman, MIT, Manipal 42
Example
ܿଷ݊ −
1
4
ܿଷ(݊ − 1)(
1
2
)ିଵ
−
1
8
ܿଷ(݊
− 2)(
1
2
)ିଶ
= 1 + (
1
2
)ିଵ
ܿଷ݊ −
1
2
ܿଷ(݊ − 1) −
1
2
ܿଷ(݊ − 2) = 3
1
2
ܿଷ + ܿଷ = 3
ܿଷ = 2
‫ݕ‬௣
݊ = 2݊(
1
2
)௡
‫]݊[ݑ‬
Complete solution
‫ݕ‬ = ܿଵ(
1
2
)௡
+ܿଶ(−
1
4
)௡
+2݊(
1
2
)௡
‫]݊[ݑ‬
Determine	the	o/p	of	the	system
‫ݕ‬ ݊ −
1
9
‫ݕ‬ ݊ − 2 = ‫݊[ݔ‬ − 1]
‫ݔ‬ ݊ = ‫ݑ‬ ݊ , ‫ݕ‬ −1 = 1, ‫ݕ‬ −2 = 0
Ans:
Homogenous solution
N=2
‫ݕ‬ ݊ −
1
9
‫ݕ‬ ݊ − 2 = 0
‫ݕ‬௛
݊ = ܿଵ‫ݎ‬ଵ
௡
+ ܿଶ‫ݎ‬ଶ
௡
Find ‘r’
‫ݎ‬௡
−
1
9
‫ݎ‬௡ିଶ
= 0
‫ݎ‬ଶ
−
1
9
= 0
Prof: Sarun Soman, MIT, Manipal 43
Example
‫ݎ‬ = ±
1
3
‫ݕ‬௛ ݊ = ܿଵ
1
3
௡
+ ܿଶ −
1
3
௡
Particular solution
‫ݕ‬௣ ݊ = ܿଷ‫]݊[ݑ‬
Substitute in system eqn.
ܿଷ −
1
9
ܿଷ = 1
ܿଷ =
9
8
‫ݕ‬௣ ݊ =
ଽ
଼
‫]݊[ݑ‬
Complete solution
‫ݕ‬ = ܿଵ
1
3
௡
+ ܿଶ −
1
3
௡
+
9
8
‫]݊[ݑ‬
To find ܿଵand ܿଶ translate initial
conditions to ݊ ≥ 0
Rewrite system eqn. in recursive
form.
‫ݕ‬ ݊ = ‫ݔ‬ ݊ − 1 +
1
9
‫ݕ‬ ݊ − 2
‫ݕ‬ 0 = ‫ݔ‬ −1 +
1
9
‫]2−[ݕ‬
‫ݕ‬ 0 = 0
‫ݕ‬ 1 = ‫ݔ‬ 0 +
1
9
‫]1−[ݕ‬
Prof: Sarun Soman, MIT, Manipal 44
Example
‫ݕ‬ 1 =
10
9
Substitute y[0] and y[1] in complete
solution y[n].
ܿଵ = −
7
12
, ܿଶ = −
13
24
‫ݕ‬ ݊ =
9
8
‫ݑ‬ ݊ −
7
12
1
3
௡
−
13
24
−
1
3
௡
Prof: Sarun Soman, MIT, Manipal 45
Characteristics of Systems Described by
Differential and Difference Equations
It is informative to express the o/p of a system as sum of two
components.
1) Only with initial conditions
2) Only with input
‫ݕ‬ = ‫ݕ‬௡ + ‫ݕ‬௙
Natural response ࢟࢔ (zero i/p response)
System o/p for zero i/p
Describes the manner in which the system dissipates any stored
energy or memory.
Prof: Sarun Soman, MIT, Manipal 46
Characteristics of Systems Described by
Differential and Difference Equations
Procedure to calculate ‫ݕ‬௡
1. Find the homogeneous solution.
2. From the homogeneous solution find the coefficients ܿ௜ using initial
conditions.
Note: homogeneous solutions apply for all time, the natural
response is determined without translating initial conditions.
Eg.
A system is described by the difference equation
‫ݕ‬ ݊ −
ଵ
ସ
‫ݕ‬ ݊ − 1 = ‫ݔ‬ ݊ , ‫ݕ‬ −1 = 8. Find the natural response
of the system.
Prof: Sarun Soman, MIT, Manipal 47
Characteristics of Systems Described by
Differential and Difference Equations
Homogenous solution
‫ݕ‬௛
݊ = ܿଵ
1
4
௡
Use initial conditions to find ܿଵ
Translation not required
‫ݕ‬ −1 = ܿଵ
1
4
ିଵ
ܿଵ = 2
‫ݕ‬௡
= 2
1
4
௡
, ݊ ≥ −1
Prof: Sarun Soman, MIT, Manipal 48
Characteristics of Systems Described by
Differential and Difference Equations
The Forced Response ‫ݕ‬௙
System o/p due to the i/p signal assuming zero initial conditions.
The forced response is of the same form as the complete
solution.
Eg.
‫ݕ‬ ݊ −
ଵ
ସ
‫ݕ‬ ݊ − 1 = ‫ݔ‬ ݊ .Find the forced response of this
system if the i/p is ‫ݔ‬ ݊ =
ଵ
ଶ
௡
‫]݊[ݑ‬
Ans:
Homogenous solution
Prof: Sarun Soman, MIT, Manipal 49
Characteristics of Systems Described by
Differential and Difference Equations
‫ݕ‬ ݊ −
1
4
‫ݕ‬ ݊ − 1 = 0
‫ݕ‬௛
݊ = ܿଵ
1
4
௡
Particular solution
‫ݕ‬௣
݊ = ܿଶ
1
2
௡
‫]݊[ݑ‬
‫ݕ‬௣
݊ = 2
1
2
௡
‫]݊[ݑ‬
Complete solution
‫]݊[ݕ‬ = 2
ଵ
ଶ
௡
‫ݑ‬ ݊ + ܿଵ
ଵ
ସ
௡
(1)
To find ܿଵassume zero initial conditions
‫ݕ‬ −1 = 0
Translate initial conditions
‫ݕ‬ ݊ = ‫ݔ‬ ݊ +
1
4
‫ݕ‬ ݊ − 1
‫ݕ‬ ݊ =
1
2
௡
‫]݊[ݑ‬ +
1
4
‫ݕ‬ ݊ − 1
‫ݕ‬ 0 = 1 + 0
Substitute in (1)
‫ݕ‬ 0 = 2
1
2
଴
‫ݑ‬ 0 + ܿଵ
1
4
଴
ܿଵ = −1
‫ݕ‬௙
݊ = 2
1
2
௡
−
1
4
௡
, ݊ ≥ 0
Prof: Sarun Soman, MIT, Manipal 50
Example
Identify the natural and forced
response.
‫ݕ‬ ݊ −
3
4
‫ݕ‬ ݊ − 1 +
1
8
‫ݕ‬ ݊ − 2
= 2‫ݔ‬ ݊
‫ݕ‬ −1 = 1, ‫ݕ‬ −2 = −1	, ‫ݔ‬ ݊
= 2‫]݊[ݑ‬
Ans:
Homogeneous solution
N=2
‫ݕ‬௛
݊ = ܿଵ‫ݎ‬ଵ
௡
+ ܿଶ‫ݎ‬ଶ
௡
‫ݎ‬ =
1
2
,
1
4
‫ݕ‬௛
݊ = ܿଵ
1
2
௡
+ ܿଶ
1
4
௡
Natural response
Find ܿଵand ܿଶusing initial conditions
No translation required.
2ܿଵ + 4ܿଶ = 1
4ܿଵ + 16ܿଶ = −1
࢟࢔ ࢔ =
૞
૝
૚
૛
࢔
−
૜
ૡ
૚
૝
࢔
Forced response.
Particular solution
‫ݕ‬௣ ݊ = ܿଷ‫]݊[ݑ‬
Prof: Sarun Soman, MIT, Manipal 51
Example
‫ݕ‬௣ ݊ =
32
3
‫]݊[ݑ‬
Complete solution
‫ݕ‬ ݊ = ‫ݕ‬௛ ݊ + ‫ݕ‬௣[݊]
‫]݊[ݕ‬ = ܿଵ
ଵ
ଶ
௡
+ ܿଶ
ଵ
ସ
௡
+
ଷଶ
ଷ
‫]݊[ݑ‬
(1)
Forced response
Find the coefficients ܿଵand ܿଶ using
zero initial conditions.
‫ݕ‬ −1 = 0, ‫ݕ‬ −2 = 0
Translate the initial conditions
‫ݕ‬ 0 = 4, ‫ݕ‬ 1 = 7
Substitute y[0] and y[1] in (1)
ܿଵ + ܿଶ = −
20
3
1
2
ܿଵ +
1
4
ܿଶ = −
11
3
࢟ࢌ ࢔ =
૜૛
૜
࢛ ࢔ − ૡ
૚
૛
࢔
+
૝
૜
૚
૝
࢔
, ࢔ ≥ ૙
Prof: Sarun Soman, MIT, Manipal 52
Example
Find the forced response
‫ݕ‬௛ ݊ = ܿଵ
1
2
௡
‫ݕ‬௣ ݊ = ܿଶ −
1
2
௡
‫]݊[ݑ‬
ܿଶ = 1
Complete solution
‫ݕ‬ ݊ = ܿଵ
1
2
௡
+ −
1
2
௡
‫]݊[ݑ‬
Use zero initial conditions
Translate the initial conditions
‫ݕ‬ 0 = 2
ܿଵ = 1
Prof: Sarun Soman, MIT, Manipal 53
Example
‫ݕ‬ ݊ + ‫ݕ‬ ݊ − 1 +
1
4
‫ݕ‬ ݊ − 2
= ‫ݔ‬ ݊ + ‫݊[ݔ‬ − 1]
I/p ‫ݔ‬ ݊ = −
ଵ
ଶ
௡
‫ݑ‬ ݊ , ‫ݕ‬ −1 =
− 1, ‫ݕ‬ −2 = 2. Find the forced
response.
Ans:
Homogeneous solution
‫ݕ‬ ݊ + ‫ݕ‬ ݊ − 1 +
1
4
‫ݕ‬ ݊ − 2 = 0
N=2
‫ݕ‬௛ ݊ = ܿଵ‫ݎ‬ଵ
௡ + ܿଶ‫ݎ‬ଶ
௡ (1)
‫ݎ‬௡ + ‫ݎ‬௡ିଵ +
1
4
‫ݎ‬௡ିଶ = 0
1 + ‫ݎ‬ିଵ
+
1
4
‫ݎ‬ିଶ
= 0
‫ݎ‬ଶ
+ ‫ݎ‬ +
1
4
= 0
‫ݎ‬ = −
1
2
, −
1
2
Roots are repeating
If a root ‫ݎ‬௝ is repeated p times then
there are p distinct terms
‫ݎ‬௝
௡, ݊‫ݎ‬௝
௡, … … . ݊௣ିଵ‫ݎ‬௝
௡
Eqn (1) is modified
‫ݕ‬௛
݊ = ܿଵ‫ݎ‬ଵ
௡ + ܿଶ݊‫ݎ‬ଶ
௡
Prof: Sarun Soman, MIT, Manipal 54
Example
‫ݕ‬௛
݊ = ܿଵ −
1
2
௡
+ ܿଶ݊ −
1
2
௡
Particular solution
‫ݕ‬௣
݊ = ܿଷ −
1
2
௡
‫]݊[ݑ‬
‫ݕ‬௣
[݊] must be independent of ‫ݕ‬௛
[݊]
‫ݕ‬௣
݊ = ܿଷ݊ଶ
−
1
2
௡
‫]݊[ݑ‬
Substitute ‫ݕ‬௣
[݊] in system equation
ܿଷ = −
1
2
‫ݕ‬௣
݊ = −
1
2
݊ଶ
−
1
2
௡
‫]݊[ݑ‬
Complete solution
‫ݕ‬ = ‫ݕ‬௛
݊ + ‫ݕ‬௣
[݊]
‫ݕ‬ = ܿଵ −
ଵ
ଶ
௡
+ ܿଶ݊ −
ଵ
ଶ
௡
−
ଵ
଺
݊ଶ
−
ଵ
ଶ
௡
‫]݊[ݑ‬ (2)
Forced response
Use zero initial conditions ‫ݕ‬ −1 =
0, ‫ݕ‬ −2 = 0.
Translate the initial conditions to ݊ ≥ 0
‫ݕ‬ ݊ = −‫ݕ‬ ݊ − 1 −
1
4
‫ݕ‬ ݊ − 2
+ ‫ݔ‬ ݊ + ‫݊[ݔ‬ − 1]
Prof: Sarun Soman, MIT, Manipal 55
Example
‫ݕ‬ 0 = −‫ݕ‬ −1 −
1
4
‫ݕ‬ −2 + ‫ݔ‬ 0
+ ‫]1−[ݔ‬
‫ݕ‬ 0 = 1,‫ݕ‬ 1 = −
ଵ
ଶ
Substitute y[0] and y[1] in (2)
ܿଵ = 1, ܿଶ =
1
2
‫ݕ‬௙ ݊ = −
1
2
௡
+
1
2
݊ −
1
2
௡
−
1
2
݊ଶ −
1
2
௡
‫ݑ‬ ݊ , ݊ ≥ 0
Prof: Sarun Soman, MIT, Manipal 56

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Signals and systems-3

  • 1. Signal and Systems-III Prof: Sarun Soman Manipal Institute of Technology Manipal
  • 2. Interconnection of LTI Systems Parallel Connection of LTI systems Output ‫ݕ‬ ‫ݐ‬ = ‫ݕ‬ଵ ‫ݐ‬ + ‫ݕ‬ଶ(‫)ݐ‬ = ‫ݔ‬ ‫ݐ‬ ∗ ℎଵ ‫ݐ‬ + ‫ݔ‬ ‫ݐ‬ ∗ ℎଶ(‫)ݐ‬ = ‫ݔ‬ ‫ݐ‬ ∗ {ℎଵ ‫ݐ‬ + ℎଶ(‫})ݐ‬ Proof Prof: Sarun Soman, MIT, Manipal 2
  • 3. Interconnection of LTI Systems Distributive Property for CT case: Distributive property for DT case: Cascade Connection of LTI systems Prof: Sarun Soman, MIT, Manipal 3
  • 4. Interconnection of LTI Systems Interconnection Properties of LTI Systems Prof: Sarun Soman, MIT, Manipal 4
  • 5. Interconnection of LTI Systems Relation between LTI system properties and the impulse response. Memory less LTI system The o/p of a DT LTI system To be memoryless y[n] must depend only on present value of input The o/p cannot depend on x[n-k] for ݇ ≠ 0 ‫ݕ‬ ݊ = ෍ ℎ ݇ ‫݊[ݔ‬ − ݇] ஶ ௞ୀିஶ Prof: Sarun Soman, MIT, Manipal 5
  • 6. Time Domain Representations of LTI Systems A DT LTI system is memoryless if and only if ℎ ݇ = ܿߜ[݇] ‘c’ is an arbitrary constant CT system Output A CT LTI system is memoryless if and only if ℎ ߬ = ܿߜ(߬) ‘c’ is an arbitrary constant ‫ݕ‬ ‫ݐ‬ = න ℎ ߬ ‫ݔ‬ ‫ݐ‬ − ߬ ݀߬ ஶ ିஶ Prof: Sarun Soman, MIT, Manipal 6
  • 7. Time Domain Representations of LTI Systems Causal LTI systems The o/p of a causal LTI system depends only on past or present values of the input DT system ‫ݕ‬ ݊ = ෍ ℎ ݇ ‫݊[ݔ‬ − ݇] ஶ ௞ୀିஶ future value of inputs Prof: Sarun Soman, MIT, Manipal 7
  • 8. Time Domain Representations of LTI Systems For a DT causal LTI system ℎ ݇ = 0 ݂‫݇ ݎ݋‬ < 0 Convolution Sum in new form For CT system ℎ ߬ = 0 ݂‫߬ ݎ݋‬ < 0 Convolution integral in new form ‫ݕ‬ ݊ = ෍ ℎ ݇ ‫݊[ݔ‬ − ݇] ஶ ௞ୀ଴ ‫ݕ‬ ‫ݐ‬ = න ℎ ߬ ‫ݔ‬ ‫ݐ‬ − ߬ ݀߬ ஶ ଴ Prof: Sarun Soman, MIT, Manipal 8
  • 9. Time Domain Representations of LTI Systems Stable LTI Systems A system is BIBO stable if the o/p is guaranteed to be bounded for every i/p. Discrete time case: Bounding convolution sum Prof: Sarun Soman, MIT, Manipal 9
  • 10. Time Domain Representations of LTI Systems Assume that i/p is bounded Condition for impulse response of a stable DT LTI system Prof: Sarun Soman, MIT, Manipal 10
  • 11. Time Domain Representations of LTI Systems Continuous time case Impulse response must be absolutely integrable. න ℎ ߬ ݀߬ < ∞ ஶ ିஶ impulse response must be absolutely summable. Prof: Sarun Soman, MIT, Manipal 11
  • 12. Tutorial Determine a DT LTI system characterized by impulse response ℎ ݊ = ( ଵ ଶ )௡ ‫]݊[ݑ‬ is a)causal b) stable. Ans: ℎ ݊ = 0 ݂‫݊ ݎ݋‬ < 0 System is causal Stable ℎ ݊ = (0.99)௡‫݊(ݑ‬ + 3) Ans: ℎ ݊ ≠ 0, ݊ < 0 Non-causal Stable ෍ ℎ[݇] ஶ ௞ୀ଴ = ෍ ( 1 2 )௞ ஶ ௞ୀ଴ = 1 1 − 1 2 = 2 < ∞ ෍ (0.99)௞ ஶ ௞ୀିଷ (0.99)ିଷ 1 1 − 0.99 < ∞ Prof: Sarun Soman, MIT, Manipal 12
  • 13. Tutorial A CT LTI system is represented by the impulse response ℎ ‫ݐ‬ = ݁ିଷ௧‫ݐ(ݑ‬ − 1).Check for stability and causality. Ans: ℎ ‫ݐ‬ = 0, ‫ݐ‬ < 0 Causal ℎ ‫ݐ‬ = ݁௧‫ݑ‬ −1 − ‫ݐ‬ Ans: ℎ ‫ݐ‬ ≠ 0, ‫ݐ‬ < 0 Non-causal stable න |ℎ ߬ |݀߬ ஶ ିஶ = න |ℎ ߬ |݀߬ ஶ ଵ = න |݁ିଷఛ |݀߬ ஶ ଵ = ݁ିଷ 3 < ∞ stable න |݁ఛ |݀߬ ିଵ ିஶ = ݁ିଵ < ∞ Prof: Sarun Soman, MIT, Manipal 13
  • 14. Tutorial ℎ(‫)ݐ‬ = ݁ିସ|௧| Ans: ℎ ‫ݐ‬ ≠ 0, ݂‫ݐ ݎ݋‬ < 0 Non-causal න |ℎ(߬)|݀߬ ஶ ିஶ = න |݁ସఛ |݀߬ ଴ ିஶ + න |݁ିସఛ |݀߬ ஶ ଴ = ଵ ଶ < ∞ stable Check for memory ,stability and causality. ℎ ݊ = ݁ଶ௡‫݊[ݑ‬ − 1] ℎ ݊ ≠ 0, ݂‫݊ ݎ݋‬ ≠ 0 Memory system ℎ ݊ = 0, ݂‫݊ ݎ݋‬ < 0 Causal ݁ଶ > 1 h[n] is not absolutely summable unstable ෍ |݁ଶ௡| ஶ ௡ୀଵ Prof: Sarun Soman, MIT, Manipal 14
  • 15. Time Domain Representations of LTI Systems Step Response Characterizes the response to sudden changes in input. ‫ݏ‬ ݊ = ℎ ݊ ∗ ‫]݊[ݑ‬ u[n-k] exist from −∞ to n h[k] is the running sum of impulse response. = ෍ ℎ ݇ ‫݊[ݑ‬ − ݇] ஶ ௞ୀିஶ ‫]݊[ݏ‬ = ෍ ℎ ݇ ௡ ௞ୀିஶ Prof: Sarun Soman, MIT, Manipal 15
  • 16. Time Domain Representations of LTI Systems CT system Relation b/w step response and impulse response. ℎ ‫ݐ‬ = ݀ ݀‫ݐ‬ ‫)ݐ(ݏ‬ ℎ ݊ = ‫ݏ‬ ݊ − ‫݊[ݏ‬ − 1] Eg. Step response of an RC ckt ‫ݏ‬ ‫ݐ‬ = න ℎ ߬ ݀߬ ௧ ିஶ Prof: Sarun Soman, MIT, Manipal 16
  • 17. Time Domain Representations of LTI Systems Prof: Sarun Soman, MIT, Manipal 17
  • 18. Example Find the step response for LTI system represented by impulse response ℎ ݊ = ( ଵ ଶ )௡‫ݑ‬ ݊ . Ans: = ଵି( భ మ )೙శభ ଵି భ మ , ݊ ≥ 0 ‫]݊[ݏ‬ = ෍ ℎ ݇ ௡ ௞ୀିஶ ‫]݊[ݏ‬ = ෍( 1 2 )௞ ௡ ௞ୀ଴ Prof: Sarun Soman, MIT, Manipal 18
  • 19. Example ℎ ‫ݐ‬ = ‫ݑݐ‬ ‫ݐ‬ Ans: = ‫ݐ‬ଶ 2 , ‫ݐ‬ ≥ 0 ‫ݏ‬ ‫ݐ‬ = න ℎ ߬ ݀߬ ௧ ିஶ ‫ݏ‬ ‫ݐ‬ = න ߬݀߬ ௧ ଴ Prof: Sarun Soman, MIT, Manipal 19
  • 20. Differential and Difference equation Representations of LTI Systems Linear constant coefficient differential equation: Linear constant coefficient difference equation: Order of the equation is (N,M), representing the number of energy storage devices in the system. Often N>M and the order is described using only ‘N’. ෍ ܽ௞ ݀௞ ݀‫ݐ‬௞ ‫ݕ‬ ‫ݐ‬ = ෍ ܾ௞ ݀௞ ݀‫ݐ‬௞ ‫)ݐ(ݔ‬ ெ ௞ୀ଴ ே ௞ୀ଴ ෍ ܽ௞‫݊[ݕ‬ − ݇] = ෍ ܾ௞‫݊[ݔ‬ − ݇] ெ ௞ୀ଴ ே ௞ୀ଴ Prof: Sarun Soman, MIT, Manipal 20
  • 21. Differential and Difference equation Representations of LTI Systems Prof: Sarun Soman, MIT, Manipal 21
  • 22. Differential and Difference equation Representations of LTI Systems Second order difference equation: Difference equation are easily arranged to obtain recursive formulas for computing the current o/p of the system. (1) Shows how to obtain y[n] from present and past values of the input. ෍ ܽ௞‫݊[ݕ‬ − ݇] = ෍ ܾ௞‫݊[ݔ‬ − ݇] ெ ௞ୀ଴ ே ௞ୀ଴ ‫ݕ‬ ݊ = 1 ܽ଴ ෍ ܾ௞‫݊[ݔ‬ − ݇] ெ ௞ୀ଴ − 1 ܽ଴ ෍ ܽ௞‫ݕ‬ ݊ − ݇ ே ௞ୀଵ (1) Prof: Sarun Soman, MIT, Manipal 22
  • 23. Differential and Difference equation Representations of LTI Systems Recursive evaluation of a difference equation. Find the first two o/p values y[0] and y[1] for the system described by ‫ݕ‬ ݊ = ‫ݔ‬ ݊ + 2‫ݔ‬ ݊ − 1 − ‫ݕ‬ ݊ − 1 − ଵ ସ ‫݊[ݕ‬ − 2]. Assuming that the input is ‫ݔ‬ ݊ = ( ଵ ଶ )௡‫ݑ‬ ݊ and the initial conditions are y[-1]=1 and y[-2]=-2. Prof: Sarun Soman, MIT, Manipal 23
  • 24. Solving Differential and Difference Equations Output of LTI system described by differential or difference equation has two components ‫ݕ‬௛ - homogeneous solution ‫ݕ‬௣- particular solution Complete solution ‫ݕ‬ = ‫ݕ‬௛ + ‫ݕ‬௣ Eg. Prof: Sarun Soman, MIT, Manipal 24
  • 25. Solving Differential and Difference Equations Output due to non zero initial conditions with zero input Prof: Sarun Soman, MIT, Manipal 25
  • 26. Solving Differential and Difference Equations Step response, system initially at rest. Prof: Sarun Soman, MIT, Manipal 26
  • 27. Solving Differential and Difference Equations The Homogenous Solution CT system Set all terms involving input to zero Solution ‫ݎ‬௜are the N roots of the characteristic equation ෍ ܽ௞ ݀௞ ݀‫ݐ‬௞ ‫ݕ‬ ‫ݐ‬ = ෍ ܾ௞ ݀௞ ݀‫ݐ‬௞ ‫)ݐ(ݔ‬ ெ ௞ୀ଴ ே ௞ୀ଴ ෍ ܽ௞ ݀௞ ݀‫ݐ‬௞ ‫ݕ‬ ‫ݐ‬ = 0 ே ௞ୀ଴ ‫ݕ‬௛(‫)ݐ‬ = ෍ ܿ௜݁௥೔௧ ே ௜ୀଵ Prof: Sarun Soman, MIT, Manipal 27
  • 28. Solving Differential and Difference Equations DT system Set all terms involving input to zero Solution ‫ݎ‬௜ are the N roots of the characteristic equation. ෍ ܽ௞‫݊[ݕ‬ − ݇] = ෍ ܾ௞‫݊[ݔ‬ − ݇] ெ ௞ୀ଴ ே ௞ୀ଴ ෍ ܽ௞‫݊[ݕ‬ − ݇] = 0 ே ௞ୀ଴ ‫ݕ‬௛[݊] = ෍ ܿ௜‫ݎ‬௜ ௡ ே ௜ୀଵ Prof: Sarun Soman, MIT, Manipal 28
  • 29. Solving Differential and Difference Equations If the roots are repeating ‘p’ times then there are ‘p’ distinct terms ݁௥೔௧, ‫݁ݐ‬௥೔௧, … . ‫ݐ‬௣ିଵ݁௥೔௧ and ‫ݎ‬௜ ௡, ݊‫ݎ‬௜ ௡ … . . ݊௣ିଵ‫ݎ‬௜ ௡ Eg. RC ckt depicted in figure is described by the differential equation ‫ݕ‬ ‫ݐ‬ + ܴ‫ܥ‬ ௗ ௗ௧ ‫ݕ‬ ‫ݐ‬ = ‫)ݐ(ݔ‬ . Determine the homogenous solution. Prof: Sarun Soman, MIT, Manipal 29
  • 30. Solving Differential and Difference Equations The homogenous equation is ‫ݕ‬ ‫ݐ‬ + ܴ‫ܥ‬ ௗ ௗ௧ ‫ݕ‬ ‫ݐ‬ = 0 (1) Solution ‫ݕ‬௛ ‫ݐ‬ = ܿଵ݁௥భ௧ To determine ‫ݎ‬ଵsubstitute in (1) ‫ݕ‬௛ ‫ݐ‬ + ܴ‫ܥ‬ ݀ ݀‫ݐ‬ ‫ݕ‬௛ ‫ݐ‬ = 0 ܿଵ݁௥భ௧ 1 + ܴ‫ݎܥ‬ଵ = 0 ܿଵ݁௥భ௧ ≠ 0 Characteristic equation 1 + ܴ‫ݎܥ‬ଵ = 0 ‫ݎ‬ଵ = − 1 ܴ‫ܥ‬ Homogenous solution of the system is ‫ݕ‬௛ ‫ݐ‬ = ܿଵ݁ି ଵ ோ஼௧ Note: ܿଵ is determined later, in order that the complete solution satisfy the initial conditions. ‫ݕ‬௛ (‫)ݐ‬ = ෍ ܿ௜݁௥೔௧ ே ௜ୀଵ Prof: Sarun Soman, MIT, Manipal 30
  • 31. Example Determine the homogenous solution. ௗమ ௗ௧మ ‫ݕ‬ ‫ݐ‬ + 5 ௗ ௗ௧ ‫ݕ‬ ‫ݐ‬ + 6‫ݕ‬ ‫ݐ‬ = 2‫ݔ‬ ‫ݐ‬ + ௗ ௗ௧ ‫)ݐ(ݔ‬ Ans: Homogenous equation ௗమ ௗ௧మ ‫ݕ‬ ‫ݐ‬ + 5 ௗ ௗ௧ ‫ݕ‬ ‫ݐ‬ + 6‫ݕ‬ ‫ݐ‬ =0 (1) Homogenous solution ‫ݕ‬௛ ‫ݐ‬ = ܿଵ݁௥భ௧ + ܿଶ݁௥మ௧ To find ‫ݎ‬ଵand ‫ݎ‬ଶ solve CE. Put ௗ೙ ௗ௧೙ ‫ݕ‬ ‫ݐ‬ = ‫ݎ‬௡ (1) becomes ‫ݎ‬ଶ + 5‫ݎ‬ + 6 = 0 ‫ݎ‬ = −3, −2 ‫ݕ‬௛ ‫ݐ‬ = ܿଵ݁ିଷ௧ + ܿଶ݁ିଶ௧ ‫ݕ‬௛(‫)ݐ‬ = ෍ ܿ௜݁௥೔௧ ே ௜ୀଵ Prof: Sarun Soman, MIT, Manipal 31
  • 32. Example Find the homogenous solution of the first order recursive system. ‫ݕ‬ ݊ − ߩ‫ݕ‬ ݊ − 1 = ‫]݊[ݔ‬ Ans: Set i/p to zero ‫ݕ‬ ݊ − ߩ‫ݕ‬ ݊ − 1 = 0 (1) Substitute in (1) ܿଵ‫ݎ‬ଵ ௡ − ߩܿଵ‫ݎ‬ଵ ௡ିଵ = 0 ‫ݕ‬௛[݊] = ෍ ܿ௜‫ݎ‬௜ ௡ ே ௜ୀଵ ‫ݕ‬௛[݊] = ܿଵ‫ݎ‬ଵ ௡ ܿଵ‫ݎ‬ଵ ௡ 1 − ߩ‫ݎ‬ଵ ିଵ = 0 1 − ߩ‫ݎ‬ଵ ିଵ = 0 ‫ݎ‬ଵ = ߩ ‫ݕ‬௛[݊] = ܿଵߩ௡ Prof: Sarun Soman, MIT, Manipal 32
  • 33. Example Ans: Set input to zero (1) Becomes 1 − 1 4 ‫ݎ‬ିଵ − 1 8 ‫ݎ‬ିଶ = 0 ‫ݎ‬ଶ − 1 4 ‫ݎ‬ − 1 8 = 0 ‫ݎ‬ = 1 2 , − 1 4 ‫ݕ‬௛ ݊ = ܿଵ( 1 2 )௡ + ܿଶ(− 1 4 )௡ ‫ݕ‬ ݊ − 1 4 ‫ݕ‬ ݊ − 1 − 1 8 ‫ݕ‬ ݊ − 2 = ‫݊[ݔ‬ − 1] N=2 ‫ݕ‬ ݊ − 1 4 ‫ݕ‬ ݊ − 1 − 1 8 ‫ݕ‬ ݊ − 2 = 0 (1) ‫ݕ‬௛ [݊] = ܿଵ‫ݎ‬ଵ ௡+ܿଶ‫ݎ‬ଶ ௡ Prof: Sarun Soman, MIT, Manipal 33
  • 34. Example ‫ݕ‬ ݊ + 9 16 ‫ݕ‬ ݊ − 2 = ‫݊[ݔ‬ − 1] Ans: ‫ݎ‬ଶ + 9 16 = 0 ‫ݎ‬ = ±݆ 3 4 ‫ݕ‬௛ ݊ = ܿଵ(݆ 3 4 )௡ + ܿଶ(−݆ 3 4 )௡ Prof: Sarun Soman, MIT, Manipal 34
  • 35. Solving Differential and Difference Equations The Particular Solution ‫ݕ‬௣ Solution of difference or differential equation for a given input. Assumption : output is of same general form as the input. CT System Input Particular solution 1 c t ܿଵ‫ݐ‬ + ܿଶ ݁ି௔௧ ܿ݁ି௔௧ cos(⍵‫ݐ‬ + ⏀) ܿଵ cos ߱‫ݐ‬ + ܿଶ sin(߱‫)ݐ‬ DT System Input Particular solution 1 c n ܿଵ݊ + ܿଶ ߙ௡ ܿߙ௡ cos(Ω݊ + ⏀) ܿଵ cos Ω݊ + ܿଶ sin(Ω݊) Prof: Sarun Soman, MIT, Manipal 35
  • 36. Example Consider the RC ckt .Find a particular solution for this system with an input ‫ݔ‬ ‫ݐ‬ = cos(߱଴‫.)ݐ‬ Ans: From previous example ‫ݕ‬ ‫ݐ‬ + ܴ‫ܥ‬ ௗ ௗ௧ ‫ݕ‬ ‫ݐ‬ = ‫)ݐ(ݔ‬ (1) ‫ݕ‬௣ ‫ݐ‬ = ܿଵcos(⍵଴‫)ݐ‬ + ܿଶ sin(⍵଴‫)ݐ‬ Substitute in (1) ‫ݕ‬௣ ‫ݐ‬ + ܴ‫ܥ‬ ݀ ݀‫ݐ‬ ‫ݕ‬௣ ‫ݐ‬ = cos(߱‫)ݐ‬ ܿଵ cos ⍵଴‫ݐ‬ + ܿଶ sin(⍵଴‫)ݐ‬ − RC⍵଴ܿଵ sin ⍵଴‫ݐ‬ + RC⍵଴ܿଶ cos ⍵଴‫ݐ‬ = cos(⍵଴‫)ݐ‬ Equating the coefficients of ܿଵand ܿଶ ܿଵ + RC⍵଴ܿଶ = 1 −RC⍵଴ܿଵ + ܿଶ = 0 Solving for ܿଵand ܿଶ ܿଵ = 1 1 + (RC⍵଴)ଶ ܿଶ = RC⍵଴ 1 + (RC⍵଴)ଶ Prof: Sarun Soman, MIT, Manipal 36
  • 37. Example ‫ݕ‬௣ ‫ݐ‬ = 1 1 + (RC⍵଴)ଶ cos ⍵଴‫ݐ‬ + RC⍵଴ 1 + (RC⍵଴)ଶ sin ⍵଴‫ݐ‬ Determine the particular solution for the system described by the following differential equations. ‫ݕ‬௣ ‫ݐ‬ = ܿ 0 + 10ܿ = 4 ܿ = 2 5 ‫ݕ‬௣ ‫ݐ‬ = 2 5 b)‫ݔ‬ ‫ݐ‬ = cos(3‫)ݐ‬ Ans: ‫ݕ‬௣ ‫ݐ‬ = ܿଵcos(3‫)ݐ‬ + ܿଶ sin(3‫)ݐ‬ ݀ ݀‫ݐ‬ ‫ݕ‬௣ ‫ݐ‬ = −3ܿଵ sin(3‫)ݐ‬ + 3 ܿଶcos(3‫)ݐ‬ −15ܿଵ sin 3‫ݐ‬ + 15ܿଶ cos 3‫ݐ‬ + 10ܿଵ cos 3‫ݐ‬ + 10ܿଶ sin 3‫ݐ‬ = 2 cos(3‫)ݐ‬ Equating coefficients −15ܿଵ + 10ܿଶ = 0 10ܿଵ + 15ܿଶ = 2 Prof: Sarun Soman, MIT, Manipal 37
  • 38. Example ܿଵ = 4 65 , ܿଶ = 6 65 ‫ݕ‬௣ ‫ݐ‬ = 4 65 cos 3‫ݐ‬ + 6 65 sin(3‫)ݐ‬ Prof: Sarun Soman, MIT, Manipal 38
  • 39. Solving Differential and Difference Equations The Complete Solution Procedure for calculating complete solution 1. Find the form of the homogeneous solution ‫ݕ‬௛from the roots of the CE equation. 2. Find a particular solution ‫ݕ‬௣by assuming that it is of the same form as the input, yet is independent of all terms in the homogeneous solution. 3. Determine the coefficients in the homogeneous solution so that the complete solution ‫ݕ‬ = ‫ݕ‬௛ + ‫ݕ‬௣ satisfies the initial conditions. Prof: Sarun Soman, MIT, Manipal 39
  • 40. Example Find the solution for the first order recursive system described by the difference equation. ‫ݕ‬ ݊ − 1 4 ‫ݕ‬ ݊ − 1 = ‫]݊[ݔ‬ If the input ‫ݔ‬ ݊ = ( ଵ ଶ )௡‫]݊[ݑ‬ and the initial condition is ‫ݕ‬ −1 = 8. Ans: N=1 Homogenous solution ‫ݕ‬ ݊ − 1 4 ‫ݕ‬ ݊ − 1 = 0 ‫ݕ‬௛ ݊ = ܿଵ‫ݎ‬௡ ‫ݎ‬௡ − 1 4 ‫ݎ‬௡ିଵ = 0 ‫ݎ‬ − 1 4 = 0 ‫ݕ‬௛ ݊ = ܿଵ( 1 4 )௡ Particular solution ‫ݕ‬௣ ݊ = ܿଶ( 1 2 )௡ ܿଶ( 1 2 )௡ − 1 4 ܿଶ( 1 2 )௡ିଵ = ( 1 2 )௡ ܿଶ − 1 2 ܿଶ = 1 ܿଶ = 2 Prof: Sarun Soman, MIT, Manipal 40
  • 41. Example ‫ݕ‬௣ ݊ = 2 ( 1 2 )௡ Complete solution ‫]݊[ݕ‬ = ‫ݕ‬௛ ݊ + ‫ݕ‬௣[݊] ‫]݊[ݕ‬ = ܿଵ ଵ ସ ௡ + 2 ( ଵ ଶ )௡ (1) ܶ‫ܿ ݂݀݊݅ ݋‬ଵ-use initial conditions Particular solution exist only for n≥ 0 Translate the initial condition to n≥ 0 Rewrite the system equation in recursive form ‫ݕ‬ ݊ = ‫ݔ‬ ݊ + 1 4 ‫ݕ‬ ݊ − 1 ‫ݕ‬ 0 = ‫ݔ‬ 0 + 1 4 ‫]1−[ݕ‬ = 1 + 1 4 ∗ 8 = 3 Substitute y[0]in (1) ‫ݕ‬ 0 = ܿଵ( 1 4 )଴ +2 ( 1 2 )଴ 3 = ܿଵ + 2 ܿଵ = 1 ‫]݊[ݕ‬ = 1 4 ௡ + 2 ( 1 2 )௡, ݊ ≥ 0 Prof: Sarun Soman, MIT, Manipal 41
  • 42. Example ‫ݕ‬ ݊ − 1 4 ‫ݕ‬ ݊ − 1 − 1 8 ‫ݕ‬ ݊ − 2 = ‫ݔ‬ ݊ + ‫ݔ‬ ݊ − 1 Input ‫ݔ‬ ݊ = ( ଵ ଶ )௡ , Ans: Homogenous solution N=2 ‫ݕ‬ ݊ − 1 4 ‫ݕ‬ ݊ − 1 − 1 8 ‫ݕ‬ ݊ − 2 = 0 ‫ݕ‬௛ ݊ = ܿଵ‫ݎ‬௡ + ܿଶ‫ݎ‬௡ To find ‘r’ ‫ݎ‬௡ − 1 4 ‫ݎ‬௡ିଵ − 1 8 ‫ݎ‬௡ିଶ = 0 ‫ݎ‬ = 1 2 , − 1 4 ‫ݕ‬௛ ݊ = ܿଵ( 1 2 )௡ +ܿଶ(− 1 4 )௡ Particular Solution ‫ݕ‬௣ ݊ = ܿଷ( 1 2 )௡ Same form as homogeneous solution ‫ݕ‬௣ ݊ = ܿଷ݊( 1 2 )௡ ‫]݊[ݑ‬ ܿଷ݊( 1 2 )௡ − 1 4 ܿଷ(݊ − 1)( 1 2 )௡ିଵ − 1 8 ܿଷ(݊ − 2)( 1 2 )௡ିଶ = ( 1 2 )௡ + ( 1 2 )௡ିଵ Prof: Sarun Soman, MIT, Manipal 42
  • 43. Example ܿଷ݊ − 1 4 ܿଷ(݊ − 1)( 1 2 )ିଵ − 1 8 ܿଷ(݊ − 2)( 1 2 )ିଶ = 1 + ( 1 2 )ିଵ ܿଷ݊ − 1 2 ܿଷ(݊ − 1) − 1 2 ܿଷ(݊ − 2) = 3 1 2 ܿଷ + ܿଷ = 3 ܿଷ = 2 ‫ݕ‬௣ ݊ = 2݊( 1 2 )௡ ‫]݊[ݑ‬ Complete solution ‫ݕ‬ = ܿଵ( 1 2 )௡ +ܿଶ(− 1 4 )௡ +2݊( 1 2 )௡ ‫]݊[ݑ‬ Determine the o/p of the system ‫ݕ‬ ݊ − 1 9 ‫ݕ‬ ݊ − 2 = ‫݊[ݔ‬ − 1] ‫ݔ‬ ݊ = ‫ݑ‬ ݊ , ‫ݕ‬ −1 = 1, ‫ݕ‬ −2 = 0 Ans: Homogenous solution N=2 ‫ݕ‬ ݊ − 1 9 ‫ݕ‬ ݊ − 2 = 0 ‫ݕ‬௛ ݊ = ܿଵ‫ݎ‬ଵ ௡ + ܿଶ‫ݎ‬ଶ ௡ Find ‘r’ ‫ݎ‬௡ − 1 9 ‫ݎ‬௡ିଶ = 0 ‫ݎ‬ଶ − 1 9 = 0 Prof: Sarun Soman, MIT, Manipal 43
  • 44. Example ‫ݎ‬ = ± 1 3 ‫ݕ‬௛ ݊ = ܿଵ 1 3 ௡ + ܿଶ − 1 3 ௡ Particular solution ‫ݕ‬௣ ݊ = ܿଷ‫]݊[ݑ‬ Substitute in system eqn. ܿଷ − 1 9 ܿଷ = 1 ܿଷ = 9 8 ‫ݕ‬௣ ݊ = ଽ ଼ ‫]݊[ݑ‬ Complete solution ‫ݕ‬ = ܿଵ 1 3 ௡ + ܿଶ − 1 3 ௡ + 9 8 ‫]݊[ݑ‬ To find ܿଵand ܿଶ translate initial conditions to ݊ ≥ 0 Rewrite system eqn. in recursive form. ‫ݕ‬ ݊ = ‫ݔ‬ ݊ − 1 + 1 9 ‫ݕ‬ ݊ − 2 ‫ݕ‬ 0 = ‫ݔ‬ −1 + 1 9 ‫]2−[ݕ‬ ‫ݕ‬ 0 = 0 ‫ݕ‬ 1 = ‫ݔ‬ 0 + 1 9 ‫]1−[ݕ‬ Prof: Sarun Soman, MIT, Manipal 44
  • 45. Example ‫ݕ‬ 1 = 10 9 Substitute y[0] and y[1] in complete solution y[n]. ܿଵ = − 7 12 , ܿଶ = − 13 24 ‫ݕ‬ ݊ = 9 8 ‫ݑ‬ ݊ − 7 12 1 3 ௡ − 13 24 − 1 3 ௡ Prof: Sarun Soman, MIT, Manipal 45
  • 46. Characteristics of Systems Described by Differential and Difference Equations It is informative to express the o/p of a system as sum of two components. 1) Only with initial conditions 2) Only with input ‫ݕ‬ = ‫ݕ‬௡ + ‫ݕ‬௙ Natural response ࢟࢔ (zero i/p response) System o/p for zero i/p Describes the manner in which the system dissipates any stored energy or memory. Prof: Sarun Soman, MIT, Manipal 46
  • 47. Characteristics of Systems Described by Differential and Difference Equations Procedure to calculate ‫ݕ‬௡ 1. Find the homogeneous solution. 2. From the homogeneous solution find the coefficients ܿ௜ using initial conditions. Note: homogeneous solutions apply for all time, the natural response is determined without translating initial conditions. Eg. A system is described by the difference equation ‫ݕ‬ ݊ − ଵ ସ ‫ݕ‬ ݊ − 1 = ‫ݔ‬ ݊ , ‫ݕ‬ −1 = 8. Find the natural response of the system. Prof: Sarun Soman, MIT, Manipal 47
  • 48. Characteristics of Systems Described by Differential and Difference Equations Homogenous solution ‫ݕ‬௛ ݊ = ܿଵ 1 4 ௡ Use initial conditions to find ܿଵ Translation not required ‫ݕ‬ −1 = ܿଵ 1 4 ିଵ ܿଵ = 2 ‫ݕ‬௡ = 2 1 4 ௡ , ݊ ≥ −1 Prof: Sarun Soman, MIT, Manipal 48
  • 49. Characteristics of Systems Described by Differential and Difference Equations The Forced Response ‫ݕ‬௙ System o/p due to the i/p signal assuming zero initial conditions. The forced response is of the same form as the complete solution. Eg. ‫ݕ‬ ݊ − ଵ ସ ‫ݕ‬ ݊ − 1 = ‫ݔ‬ ݊ .Find the forced response of this system if the i/p is ‫ݔ‬ ݊ = ଵ ଶ ௡ ‫]݊[ݑ‬ Ans: Homogenous solution Prof: Sarun Soman, MIT, Manipal 49
  • 50. Characteristics of Systems Described by Differential and Difference Equations ‫ݕ‬ ݊ − 1 4 ‫ݕ‬ ݊ − 1 = 0 ‫ݕ‬௛ ݊ = ܿଵ 1 4 ௡ Particular solution ‫ݕ‬௣ ݊ = ܿଶ 1 2 ௡ ‫]݊[ݑ‬ ‫ݕ‬௣ ݊ = 2 1 2 ௡ ‫]݊[ݑ‬ Complete solution ‫]݊[ݕ‬ = 2 ଵ ଶ ௡ ‫ݑ‬ ݊ + ܿଵ ଵ ସ ௡ (1) To find ܿଵassume zero initial conditions ‫ݕ‬ −1 = 0 Translate initial conditions ‫ݕ‬ ݊ = ‫ݔ‬ ݊ + 1 4 ‫ݕ‬ ݊ − 1 ‫ݕ‬ ݊ = 1 2 ௡ ‫]݊[ݑ‬ + 1 4 ‫ݕ‬ ݊ − 1 ‫ݕ‬ 0 = 1 + 0 Substitute in (1) ‫ݕ‬ 0 = 2 1 2 ଴ ‫ݑ‬ 0 + ܿଵ 1 4 ଴ ܿଵ = −1 ‫ݕ‬௙ ݊ = 2 1 2 ௡ − 1 4 ௡ , ݊ ≥ 0 Prof: Sarun Soman, MIT, Manipal 50
  • 51. Example Identify the natural and forced response. ‫ݕ‬ ݊ − 3 4 ‫ݕ‬ ݊ − 1 + 1 8 ‫ݕ‬ ݊ − 2 = 2‫ݔ‬ ݊ ‫ݕ‬ −1 = 1, ‫ݕ‬ −2 = −1 , ‫ݔ‬ ݊ = 2‫]݊[ݑ‬ Ans: Homogeneous solution N=2 ‫ݕ‬௛ ݊ = ܿଵ‫ݎ‬ଵ ௡ + ܿଶ‫ݎ‬ଶ ௡ ‫ݎ‬ = 1 2 , 1 4 ‫ݕ‬௛ ݊ = ܿଵ 1 2 ௡ + ܿଶ 1 4 ௡ Natural response Find ܿଵand ܿଶusing initial conditions No translation required. 2ܿଵ + 4ܿଶ = 1 4ܿଵ + 16ܿଶ = −1 ࢟࢔ ࢔ = ૞ ૝ ૚ ૛ ࢔ − ૜ ૡ ૚ ૝ ࢔ Forced response. Particular solution ‫ݕ‬௣ ݊ = ܿଷ‫]݊[ݑ‬ Prof: Sarun Soman, MIT, Manipal 51
  • 52. Example ‫ݕ‬௣ ݊ = 32 3 ‫]݊[ݑ‬ Complete solution ‫ݕ‬ ݊ = ‫ݕ‬௛ ݊ + ‫ݕ‬௣[݊] ‫]݊[ݕ‬ = ܿଵ ଵ ଶ ௡ + ܿଶ ଵ ସ ௡ + ଷଶ ଷ ‫]݊[ݑ‬ (1) Forced response Find the coefficients ܿଵand ܿଶ using zero initial conditions. ‫ݕ‬ −1 = 0, ‫ݕ‬ −2 = 0 Translate the initial conditions ‫ݕ‬ 0 = 4, ‫ݕ‬ 1 = 7 Substitute y[0] and y[1] in (1) ܿଵ + ܿଶ = − 20 3 1 2 ܿଵ + 1 4 ܿଶ = − 11 3 ࢟ࢌ ࢔ = ૜૛ ૜ ࢛ ࢔ − ૡ ૚ ૛ ࢔ + ૝ ૜ ૚ ૝ ࢔ , ࢔ ≥ ૙ Prof: Sarun Soman, MIT, Manipal 52
  • 53. Example Find the forced response ‫ݕ‬௛ ݊ = ܿଵ 1 2 ௡ ‫ݕ‬௣ ݊ = ܿଶ − 1 2 ௡ ‫]݊[ݑ‬ ܿଶ = 1 Complete solution ‫ݕ‬ ݊ = ܿଵ 1 2 ௡ + − 1 2 ௡ ‫]݊[ݑ‬ Use zero initial conditions Translate the initial conditions ‫ݕ‬ 0 = 2 ܿଵ = 1 Prof: Sarun Soman, MIT, Manipal 53
  • 54. Example ‫ݕ‬ ݊ + ‫ݕ‬ ݊ − 1 + 1 4 ‫ݕ‬ ݊ − 2 = ‫ݔ‬ ݊ + ‫݊[ݔ‬ − 1] I/p ‫ݔ‬ ݊ = − ଵ ଶ ௡ ‫ݑ‬ ݊ , ‫ݕ‬ −1 = − 1, ‫ݕ‬ −2 = 2. Find the forced response. Ans: Homogeneous solution ‫ݕ‬ ݊ + ‫ݕ‬ ݊ − 1 + 1 4 ‫ݕ‬ ݊ − 2 = 0 N=2 ‫ݕ‬௛ ݊ = ܿଵ‫ݎ‬ଵ ௡ + ܿଶ‫ݎ‬ଶ ௡ (1) ‫ݎ‬௡ + ‫ݎ‬௡ିଵ + 1 4 ‫ݎ‬௡ିଶ = 0 1 + ‫ݎ‬ିଵ + 1 4 ‫ݎ‬ିଶ = 0 ‫ݎ‬ଶ + ‫ݎ‬ + 1 4 = 0 ‫ݎ‬ = − 1 2 , − 1 2 Roots are repeating If a root ‫ݎ‬௝ is repeated p times then there are p distinct terms ‫ݎ‬௝ ௡, ݊‫ݎ‬௝ ௡, … … . ݊௣ିଵ‫ݎ‬௝ ௡ Eqn (1) is modified ‫ݕ‬௛ ݊ = ܿଵ‫ݎ‬ଵ ௡ + ܿଶ݊‫ݎ‬ଶ ௡ Prof: Sarun Soman, MIT, Manipal 54
  • 55. Example ‫ݕ‬௛ ݊ = ܿଵ − 1 2 ௡ + ܿଶ݊ − 1 2 ௡ Particular solution ‫ݕ‬௣ ݊ = ܿଷ − 1 2 ௡ ‫]݊[ݑ‬ ‫ݕ‬௣ [݊] must be independent of ‫ݕ‬௛ [݊] ‫ݕ‬௣ ݊ = ܿଷ݊ଶ − 1 2 ௡ ‫]݊[ݑ‬ Substitute ‫ݕ‬௣ [݊] in system equation ܿଷ = − 1 2 ‫ݕ‬௣ ݊ = − 1 2 ݊ଶ − 1 2 ௡ ‫]݊[ݑ‬ Complete solution ‫ݕ‬ = ‫ݕ‬௛ ݊ + ‫ݕ‬௣ [݊] ‫ݕ‬ = ܿଵ − ଵ ଶ ௡ + ܿଶ݊ − ଵ ଶ ௡ − ଵ ଺ ݊ଶ − ଵ ଶ ௡ ‫]݊[ݑ‬ (2) Forced response Use zero initial conditions ‫ݕ‬ −1 = 0, ‫ݕ‬ −2 = 0. Translate the initial conditions to ݊ ≥ 0 ‫ݕ‬ ݊ = −‫ݕ‬ ݊ − 1 − 1 4 ‫ݕ‬ ݊ − 2 + ‫ݔ‬ ݊ + ‫݊[ݔ‬ − 1] Prof: Sarun Soman, MIT, Manipal 55
  • 56. Example ‫ݕ‬ 0 = −‫ݕ‬ −1 − 1 4 ‫ݕ‬ −2 + ‫ݔ‬ 0 + ‫]1−[ݔ‬ ‫ݕ‬ 0 = 1,‫ݕ‬ 1 = − ଵ ଶ Substitute y[0] and y[1] in (2) ܿଵ = 1, ܿଶ = 1 2 ‫ݕ‬௙ ݊ = − 1 2 ௡ + 1 2 ݊ − 1 2 ௡ − 1 2 ݊ଶ − 1 2 ௡ ‫ݑ‬ ݊ , ݊ ≥ 0 Prof: Sarun Soman, MIT, Manipal 56