Module 1
Module 1
Answers:
(a) s[n] = (2 - (1/2)")u(n]
(b) st) e'u(-t) +t (2 - e)u(t)
(c) s(t) = u(1) - u(t - 1)
where the 4,and the b, are constant coefficients of the system, x(t) is the input applied to
the system, and y(t) is the resulting output. A linear constant-coefficient difference equa
tion has a similar form, with the derivatives replaced by delayed values of the input x(n)
and output y[n]:
N M
The order of the differential or difference equation is (N, M), representing the number of en
ergy storage devices in the system. Often, N M, and the order is described using only N.
As an example of a differential equation that describes the behavior of a physical sys
tem, consider the RLC circuit depicted in Fig, 2.26. Suppose the input is the voltage source
x(t) and the output is the current around the loop, y(t). Then summing the voltage drops
around the loop gives
d
Ry(t) + a)¿1)d =x(4).
Differentiating both sides of this equation with respect to t results in
1 d d
o) +R() +L) ).
x(t)
This differentialequation describes the relationship between the current y(?) and the vol.
age x(t)in the circuit. In this example, the order is N = 2, and we note tha the circuit con
tains two energy storage devices: a capacitor and an inductor.
Mechanical systems also may be described in terms of differential equations tha
make use of Newton's laws. Recall that the behavior of the MEMS accelerometer modeled
in Section 1.10was given by the differential equation
O,d
oy(t) + Q d )+ driV(1) = x(1),
where y(t) is the position of the proof mass and x(t) is the external açceleration. This
system contains two energy storage mechanisms-a spring and a mass-and the order
1S again N= 2.
An example of a second-order difference equation is
1
yln] + yln - 1] + Yn - 2] = x[n] + 2x[n - 1], (2.37)
which may represent the relationship between the input and output signals of a system
that processes data in a computer. Here, the order is N = 2, because the difference equa
tion involves y[n - 2], implying a maximum memory of 2 in the system output. Memory
in a discrete-time system is analogous to energy storage in a continuous-time system.
Difference equations are easily rearranged to obtain recursive formulas for comput
ing the current output of the system from the input signal and past outputs. We rewrite
Eq. (2.36) so that y[n]is alone on the left-hand side:
M N
1 1
y[n] =bx[n - k] - 44y[n - k].
do k=1
This equation indicates how to obtain y[n] from the present and past values of the input
and the past values of the output. Such equations are often used to implement discrete-time
systems in a computer. Consider computing y[n} for n > 0 from x[n] for the second-order
difference equation (2.37), rewritten in the form
1
y[n] = x[n) + 2x[n- 1]-y[n - 1)-yln-
4 2]. (2.38)
Beginning with n = 0, we may determine the output by evaluating the sequence of equations
y[0] = x[0] + 2x[-1] - y[-1] -yl-2], (2.39)
1
y[1] =x[1] + 2x{0] - y[0] - -1), (2.40)
In each equation, the current output is computed from the input and past values of the out
put. In order to begin this process at time n = 0, we must know the two most recent past
values of the output, namely, y[-1)and y[ -2). These values are known as initial conditions.
2.9 Diferential and Difference Equation Representations of LTI Systems 143
The initial conditions summarize all the information about the system's past that is
needed to determine future outputs. No additional information about the past output is nec
esary. Note that, in general, the number of initial conditions required to determine the
output is equal to the maximum memory of the system. It is common tochoose n = 0or
t= 0as the starting time for solving adifference or differential equation, respectively. In
this case, the initial conditions for an Nth-order difference equation are the Nvalues
y[-N], y[-N+ 1],...yl-1],
and the initial conditions for an Nth-order differential equation are the values of the first
N derivatives of the output-that is,
d
y(t)l,-oy()lo'd2) =0 =0
directly related
The initial conditions in adifferential-equation description of an LTIsystemare voltages on ca
to the initial values of the energy storage devices in the system, such as initialthe initial condi
discrete-time case,
pacitors and initial currents through inductors. As in the
can affect future
tions summarize all information about the past history of the system that systems.
continuous-time
outputs. Hence, initial conditions also represent the "memory" of
EQUATION Find the first
EXAMPLE 2.15 RECURSIVE EVALUATION OF ADIFFERENCE
by Eq. (2.38), assuming that the
two output values y[0]and y1]for the system described y[-1] = land y[-2] = -2.
input is x[n]= (1/2)'"u[n]and the initial conditions are
to obtain
Solution: Substitute the appropriate values into Eq. (2.39)
1
y[0] = 1 +2 X0 -1 -x(-2) =;
Now substitute for y[0] in Eq. (2.40) to find
1 3
(1] =;+2 x1- x (1) =1
COMPUTER
DIFFERENCE EQUATION BY MEANS OF A
EXAMPLE 2.16 EVALUATION OF A
difference equation
Asystem isdescribed by the
2] =
y[n] - 1.143y[n - 1] + 0.4128yl[n - 0.0675x(n] + 0.1349x[n - 1] + 0.675x[n - 2).
present output from the past outputs and the
Write a recursive formula that computes the system
the step response of the system, the
current inputs. Use a computer to determine conditions are y-1]= 1and yí -2] = 2.,
output when the input is zero and the initial
inputs *[n = cos on), x[n] = cosn),
and the output in response to the sinusoidal conditions. Last, find the output of the system
and xn] = cos1on), assuming zero initial stock depicted in Fig. 2.27, assuming zero
if the input is the weekly closing price of Intel
initial conditions.
k=0
a dze() = 0.
is of the form
homogeneous solution for acontinuous-time system
The
N
(2.41)
is N
(2.43)
=
x(t) C y(t)
The form of the homogeneous solution changes slightly when the characteristic eaua
tion described by Eq. (2.42) or Eq. (2.44) has repeated roots. If aroot r, is repeated ptime:
then there are p distinct terms in the solution of Eqs. (2.41) and (2.43) associated with r
These terms respectively involve the p furctions
e'', te'',... , ;P-'e}
and
r, nrf,... ,n'.
The nature of each term in the homogeneous solution depends on whether the roots
r; are real, imaginary, or [Link] roots lead to real exponentials,imaginary roots to
sinusoids, and complex roots toexponentially damped sinusoids.
Theparameter r, is obtained from the root of the characteristic equation given by q. (2*)
with N= 1:
p 0,
Hence, r,p, and the homogeneous solution is
described by
Problem 2.16 Determine the homogeneous solution for the systems
the following differential or difference equations:
(a)
d|Y(1) + Sy0) + 6y(:) = 2x(t) +
(b) d
d
d2V)+ 3 )+2y(t) = x(t) +
(c)
y[n] - (9/16)y[n - 2] = x[n - 1]
(d)
y[n]+ (1/4)y[n - 2] =x(n] + 2x(n - 2]
Answers:
(a)
y(:) = Ge+ Ge
(b) y"(t) = Ge t e
(c)
yl[n]= G(3/4)" + c(-3/4)"
(d)
yln] = (1/2e"2)" + (1/2e m2y"
depicted
Determine the homogeneous solution for the RLC circuit
º Problem 2.17 and C so that
of R, L, and C. Indicate the conditions on R, L,
in Fig. 2.26 as a function sinusoids, and exponen
consists of real exponentials, complex
the homogeneous solution
tially damped sinusoids.
Answers: For R?
y"(t) = Ge'i t e',
where
-R + VR' -R - VR' -
and = 2L
2L
For R²= 1
yl"(1) = ce 21' + c,te
exponentials for R' Ccomplex sinusoids for R = 0, and
The solution consists of real
exponentially damped sinusoids for R' s .
150
CHAPTER 2 m TIME-DoMAIN REPRESENTATIONS OF LINEAR TIME-INVARJANT SYsTEMS
TABLE 2.3 Form of Particular Solutions Corresponding to Commonly
Used Inputs.
Continuous Time Discrete Time
Particular
Input Solution
Particular
lnput Solution
1
1
t
C,t t C
e at ce
-at
a" ca"
cos(wt t+ ) C cos(wt) + c sin(wt) cos(Rn + ) G, cos(n) + c; sin(ln)
s 2.10.2 THE PARTICULAR SOLUTION
The particular solution y) represents any solution of the
for the given input. Thus, yP) is not differential or difference equation
unique.
suming an output of thesame general form as the A particular solution is usually
obtained by as
crete-time system is x[n) = a", then we assume that the input. For example, if the input to a dis
and find the constant cso that yP[n] output is of the form yPn] = ca"
is a
input is x[n]= A cos(n + ), then we solution of the system's difference equation. If the
yP'[n] cos(n) + c sin(n), whereassume c and
a general sinusoidal
response of the
c, are determined so that yP[n] form
the system's difference equation. satisfies
sistent with our expectation that Assuming an output of the same form as
the output of the system be the input is con
This approach for finding a particular directly related to the input.
form as one of the components of the solution is modified when the input is of the same
aparticular solution that is homogeneous solution. In that case, we must assume
independent of all terms in the
accomplished analogously to the procedure for generating homogeneous solution. This is
components when there are repeated roots in the
tiply the form of the particular characteristic independent natural-response
sponse component not included insolution by the lowest powerequation.
of
Specifically, we mul
t or n that will give a re
by substituting the assumed the natural response, and then we
solve for the coefficient
particular solution into the differential or
The forms of the particular
in Table 2.3. More solutions associated with common input difference equation.
extensive tables are given in books
ferential equations, such as those listed under signals are given
devoted to solving difference
The particular solutions given in Further Reading at the end of this and dif
Table 2..3 assume that the inputs
input is specified after a starting time exist for
chapter.
t = 0 or n all time. If the
in solving
differential or difference equations = 0(e.g., x(t) = e u(t)], as is common
ular solution is valid only for t > 0 subject to initial
or n >0. conditions, then the partic
EXAMPLE 2.19 FIRST-ORDER RECURSIVE
Find a particular solution for the SYSTEM (CONTINUED): PARTICULAR
equation first-order recursive system described by the SOLUTION
difference
ifthe input is x{n] =
y[n] - py[n - 1] = x[n]
(1/2)".
Solution: We
yP[n] and x[n) assume
a particular solution of
the form
into the given difference equation yields yP[n] = )". Substituting
(4)-)-9):
2.10 Solving Differential and Difference 151
Equations
We multiply bothsides of the equation by (1/2)" to
obtain
(2.45)
c(1 - 2p) = 1.
Solving this equation for c, gives the particular solution
1
ylPl[n] =1 - 2p
Ifp =(), then the particular solutioD has the same form as the homogeneous solution
found in Example 2.18. Note that in this case no coefficient c, satisfies Eq. (2.45), and We
must assume a particular solution of the form yl[] =G,n(1/2)". Substituting this par
ticular solution into the difference equation gives con(1 - 2p) + 2pc, = 1. U1ng
p= (1/2) we find that c, = 1.
º Problem 2.I8 Determine the particular solution associated with the specified input
differential or difference equations:
for the systems described by the following
(a) x(t) = e:
d
dy2(4)+ s di) + 6y(r) = 2x() + d ()
(c) x{n] = 2:
vn] - (9/16)y(n - 2] =xn- 1]
(d) x(n) = (1/2)":
y[n] + (1/4)y[n - 2] = x[n] + 2x(n - 2]
Answers:
(a) y(t) = (1/2)e
(b) yP (1) = (1/4) cos(2:) + (1/4) sin(2r)
(c) yPn] = 32/7
(d) yP[n] = (9/2)(1/2)"
2.10.3 THE CoMPLETE SOLUTION
The complete solution of the differential or difference equation is obtained by
particular solution and the homogeneous solution and finding the unspecifiedsumming
the
coefficients
in the homogeneous solution so that the complete solution satisfies the prescribed initial
conditions. This procedure is summarized as follows:
We assume that the input is applied at time t 0or n = 0, so the particular solution
applies only to times t > 0or n > 0, respectively. If so, then the complete solution is valid
only for just those times. Therefore, in the discrete-time case, the initial conditions y[ -N],..,
yí-1] must be translated to new initial conditions y[0],..., y[N - 1] before Step 3 is per
formed. Translation of the initial conditions is accomplished by using the recursive form of
the difference equation, as shown in Example 2.15 and in the examples that follow.
In the continuous-time case, the initial conditions at t= 0 must be translated
to t = 0* to reflect the effect of applying the input at t= 0. While this process is often
straightforward in problems involving capacitors and inductors, translating initial
conditions for the most generaldifferential equation is complicated and will not be dis
cussed further. Rather, we shall only solve differential equations for which application
of the input at t = 0 does not cause discontinuities in the initial conditions.À neces
sary and sufficient condition for the initial conditions at t = 0* to equal the initial
conditions at t =0 for a given input is that the right-hand side of the differential
equation in Eq. (2.35), S-0bx(t),contain no impulses or derivatives of impulses.
For example, if M = 0, then the initialconditions do not need to be translated as long
as there are no impulses in x(1), but if M= 1, then any input involving a step dis
continuity at t = 0generates an impulse term due to the x(t) term on the right-hand
side of the differential equation, and the initial conditions at t = 0* are no longer
equal to the initial conditions at = 0. The Laplace transform method, described in
Chapter 6, circumvents these difficulties.
10 Solving Differential and Difference Equations 153
complete solution as
from which we find that c = [Link], we may write the
for n > 0.
The input does not introduce impulses into the right-hand side of the different1al eQuas,
so the coefficient c is determined from the initial condition y(0) =y0) = 2. We ha
1 1
2 = ce cos0° - 2
1
Solution: We have p = 1.1 and y-1] = 20,000, and we assume that xn = b is the
payment each period. Note that the first payment is made when n = 0. Since the loan bal
ance is to be zero atter 10payments, we seek the payment b for which y 9 = 0.
The homogeneous solution is of the form
y"n)= G(1.1)",
while the particular solution is of the form
Since the input (the payment) is constant. Solving tor c, by substituting y ? n = c, and
xn = bintothe difference equation y[n - 1.1yn - 1] =xn, we obtain
G, =-10b.
20,0009
18,000
l6,000
14,000
12,000
yln)
10,000
8000
6000
4000
2000
) 6 7 8
FIGURE 2.31 Balance on a $20,000 loan for Example 2.23 in U.S. dollars. Assuming 10% inter
est per period, the loan is paid off with 10 payments of $3,254.9 1.
Thus,c, = 22,000 + 11b. This implies that the solution of the ditference equation is given by
Answers:
Juo)
t) - ((GJe+eY-2e
(a)
(b)
sin(t) - 2e + e
(c)
(d)
following
Problem 2.20 Find the response of the RL circuit depicted in Fig. 2.29 to the A:
º current through the inductor is y(0) = -1
inputvoltages, assuming that the initial
(a) x(t) = u(t)
(b) x(t) = tu(t)
Answers:
(a)
Y) -(-(1+ ) A, t>0
(b)
L
t>0
described by the
Problem 2.21 Determine the natural response for the systems
the specified initial conditions:
following differential or difference equations and
d -7:
(a) y(0) =3, dyDo=
d d
dz(1)+ )+ 6y(t) = 2x(t) + d()
d
(b) y(0) = 0, ()eo = -1: d
z(1) + 3,y(0) + 2y(1) = x(1) + d*()
16/3:
(c) y[-1)= -4/3, y[-2] = (9/16)y[m - 2] =x(n- 1]
y[n] -
(d) y[0)= 2, y[1] = 0:
y[n] + (1/4)y[n - 2] = x{n] + 2x[n - 2]
158 CHAPIER 2 TIME-DoMAIN REPRESENTATIONS OF LINEAR TIME-INVARIANT SYSTEMS
Answers:
(a)
y'"'(t) =e+ 2e 2 for t>0
(b)
y"(t) - e t e , for t >0
(c)
y"[n] = (3/4)" + 2(-3/4)", for n >-2
(d)
y"[n] = (1/2e/2y" + (1/2e im/2 )", for n>0
2.11.2 THE FORCED RESPONSE
The forced response is the system output due to theinput signal assuming zero initialcon:
ditions. Thus, the forced response is of the same form as the complete solution of the dif.
ferential or difference equation. A system with zero initial conditions is said to be "at rest,"
since there is no stored energy or memory in the system. The forced response describes the
system behavior that is *forced" by the input when the system is at rest.
The forced response depends on the particular solution, which is valid only for
times t >0 or n >0. Accordingly, the at-rest conditions for a discrete-time system,
y[-N] = 0,...,yl-1] = 0, must be translated forward to times n = 0, 1,... , N- 1be
fore solving for the undetermined coefficients, such as when one is determining the com
plete solution. As before, we shall consider finding the forced response only for
continuous-time systems and inputs that do not result in impulses on the right-hand side
of the differential equation. This ensures that the initial conditions at t =0* are equal to
the zero initial conditions at t = 0.
To obtain G,we translate the at-rest condition y[ -1] =0 to timen = 0 by noting that
1
y[0] = x(0] +-1),
which implies that y[0] = 1 + (1/4) X 0. Now we use y[0] = 1to solve for c, from the
equation
2.11 Characteristics of Systems Described by Differential and Diference Equations 159
Y) + RC )=x().
and
riltd tne Orced response of this system, assuming that x(t) = cos(t)u(t) V, R = 12,
C= 1E
Solution: Example 2.22 established that the complete response isof the torm
1 1
y(t) = ce + coS t + Sin t V, t>0.
2
is ini
The forced response is obtained by choosing c under the assumption that the system
-1/2, and
obtain c =
tially at rest-that is, assuming that y(0) = y(0*) = 0. Thus, we
the forced response is given by
1 .. 1 1
y() = -;e,costsinntV.
t
naturalresponse in Example 2.24 is equal
Note that the sum of the forced response and the
Example 2.22.
to the complete system response determined in
the systems described by the fol
Problem 2.22 Determine the forced response for
specified inputs:
lowing differential or difference equations and the
(a) x(t) = eu(t)
y() + sy) + 6y(:) = x(1)
(b) x(t) = sin(2t)u(1)
d
d2)+ 3d
) + 2y(1) = x(t) -