# Analog Signals and Systems and their properties

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1 Analog Signals and Systems and their properties

2 Main Course Objective: Recall course objectives Understand the fundamentals of systems/signals interaction (know how systems can transform or filter signals) Specific Course Topics: -Basic test signals and their properties -Basic system examples and their properties -Signals and systems interaction (Time Domain: convolution, Frequency Domain: Frequency Response) -Applications that exploit signal & systems interaction: audio effects, filtering, AM/FM radio -Signal sampling and reconstruction (time permitting)

3 II. CT systems and their properties Goals I. A first classification of systems and their models: A. Operator Systems: maps that act on signals B. Physical Systems: examples and ODE models II. Classification of systems according to their properties: Homogeneity, time invariance, superposition, linearity, memory, BIBO stability, controllability, invertibility,

4 Systems Systems accept excitations or input signals and produce responses or output signals Systems are often represented by block diagrams SISO = single input, single output MIMO = multiple input, multiple output SISO system MIMO system

5 Operator systems acting on signals Systems can be operators or maps that combine signals This is a more usual situation in the digital world. However some analog systems can also be described through maps Examples: 1-Algebraic operators -noise* removal by averaging -motion detection through image subtraction Averaging: x(t) + n 1 (t) x(t) + n 2 (t) x(t) + n 3 (t) + x(t) + i n i (t) 3 Subtraction: (*) noise = infinite-energy signal that takes random values A 0 (x, y) A 1 (x, y) A 0 (x, y) A 1 (x, y)

6 Operator systems acting on signals Noise removal by averaging Original signal: Noisy versions of the signal: Averaged signal value: (here noise is zero mean) Period of underlying signal must be known or estimated

7 Operator systems acting on signals Motion detection by subtraction (this is a digital system example: here image signals are a function of discrete-space variables or pixels)

8 Operator systems acting on signals 2-Geometric/point operators (e.g. interpolations) x(t) f (x(t)) -Image rectification (to correct a distortion introduced by a particular sensor; e.g. a fish-eye lens) -Visual spatial effects: morphing, image transformation -Cartography (maps of ellipsoidal/spherical bodies) 3-Signal multiplication: AM radio signal modulation before transmission x(t) cos(πω c t) x(t)cos(πω c t) However, simple operations like these are not enough to capture all filtering effects on signals (e.g. how to produce better sound/image enhancement, more on this later)

9 Operator systems acting on signals Fish-eye lenses (used in robotics) input-output test using a known image for camera calibration (we d like to find : f A(x, y) f B(x, y) ) correction of a real image using the inferred f

10 Operator systems acting on signals AM signal modulation for signal transmission (used in AM radio) AM modulation just increases signal frequency x(t) x(t)cos(πω c t) cos(πω c t)

11 II. CT systems and their properties Goals I. A first classification of systems and their models: A. Operator Systems: maps that act on signals B. Physical Systems: ODE models and examples II. Classification of systems according to their properties: Homogeneity, time invariance, superposition, linearity, memory, BIBO stability, invertibility, controllability

12 ODEs and state-space system models n dimensional ODEs(*) model many electro-mechanical systems d n y(t ) dt n + a 1 d n 1 y(t ) dy(t ) dt n a n 1 dt d m U(t ) du (t ) + a n y(t ) = b 0 dt m b m 1 dt + b m U(t ) a i,b i The coefficients can be time-varying or constant. When independent of y(t), the ODE is linear, otherwise we say the ODE is nonlinear b i = 0 We will typically consider for i = 0,...,m 1 To solve the ODE we need to fix some initial conditions y(t 0 ), dy dt (t 0 ), d 2 y dt 2 (t 0 ),..., d n 1 y dt n 1 (t 0 ) (*)the unknowns are the y(t) and its derivatives

13 Given: ODEs and state-space system models d n y(t ) dt n + a 1 d n 1 y(t ) dy(t ) dt n a n 1 dt d m U(t ) du (t ) + a n y(t ) = b 0 dt m b m 1 dt + b m U(t ) Possible inputs: linear combination of U(t) and derivatives (represent known variables, e.g., forces in a Mech. System) Possible outputs: linear combination of y(t) and/or its derivatives (represent unknown variables we would like to determine) Output equations: d n y(t ) dy(t ) z l (t ) = c l,0 dt n c l,n 1 dt + c l,n y(t ) l = 1,..., n When coefficients independent of y(t), the output equations are linear; otherwise, they are nonlinear

14 Physical Systems (mechanical) Newtownian motion Resistance k f y'(t) F = ma τ = Ia Force U(t) M d 2 y(t) dt 2 = k f dy(t) dt Input U(t) + U(t) Output: y(t) Initial conditions y(t 0 ), y'(t 0 ) Second-order linear system d 2 y(t) dt 2 + k f M dy(t) = 1 dt M U ( t), y(t 0), Distance y(t) y (t 0 )

15 Physical Systems (mechanical) Mass-spring-damper U(t) M d 2 y(t) dt 2 + D dy(t) dt + Ky(t) = U(t) M y(t) Input U(t) Outputs y(t), y (t), or 7y(t)+13y (t) Initial conditions y(t 0 ), y'(t 0 ) D K Second-order linear system d 2 y(t) dt 2 + D dy(t) + K M dt M y(t) = 1 M U (t), y(t 0), y (t 0 )

16 Physical Systems (mechanical) Simple pendulum I d 2 θ(t) dt 2 = LU(t) MgLsin(θ) L θ(t) I=ML 2, moment of inertia Input (force at the ball) U(t) Output θ(t) Initial conditions θ(t 0 ), θ'(t 0 ) Second-order nonlinear system d 2 θ(t) + g dt 2 L sin(θ) = 1 ML U(t) θ(t 0 ), θ (t 0 ) Linearization for small θ U(t) M Mg sin θ(t) θ (t) + gl 1 θ(t) = (ML) 1 U(t)

17 Physical Systems (electrical) Kirchhoff s laws Current law: sum of (signed) currents at a node is zero (node=electrical juncture of two or more devices) Voltage law: sum of (signed) voltages around a loop is zero (loop=closed path passing through ordered sequence of nodes) Circuit element laws: Resistor: Capacitor: Inductor: ir = V R i = C dv dt V = L di dt

18 Physical Systems (electrical) Objective: Find a model relating the input i and output V C i i 1 i 2 V C 2 nodes and 2 loops Equation of upper node: Equation of left loop: Equation of right loop: i i 1 i 2 = 0 V + V 1 = 0 V 1 + V C = 0 Circuit element equations: V 1 = i 1 R C dv C dt = i 2 Putting all together: i = i 2 + i 1 i = C dv C dt + 1 R V 1 i = C dv C dt + 1 R V C

19 ODEs and state-space models A state space representation of an nth order ODE describing a physical system is obtained as follows: State ( ) T = y, x = x 1, x 2, x 3,..., x n The state space representation of the system is a system of first order differential equations in the new variables x 1, x 2, x 3,..., x n dy dt, If the original nth order ODE is linear, then the state space representation can be expressed in matrix form: dx = Ax + Bu, A = B =... dt x(t a n1 a n 1 a n 2... a 0 ) 1 A linear output equation may be expressed as, This can be generalized for several variables. d 2 y dt,..., d n 1 y 2 dt n 1 z = Cx b m C = (c l,k ) T

20 Why state-space models are used State space formulation allows to lump multiple variables in a single state vector Distillation column: Hundreds of state variables Concentration and temp at each tray position Lots of structure Output of one tray is the input to the next Several inputs Boiler power, reflux ratio, feed rate Many outputs Some tray temperatures, final concentration x

21 Why state-space models are used MIMO systems and SISO systems have the same form in the state space formulation v 2 (t) f 2 (t) v 1 (t) f 1 (t) Technically, this allows us to treat MIMO or SISO systems without much change d(t) k f x 1 (t) M 1 x x 2 (t) = k 1 (t) f M x 2 (t) x 3 (t) x 3 (t) v 1 (t) x 1 (t) v 2 (t) = x 2 (t) d(t) x 3 (t) M M f 1 (t) f 2 (t)

22 Why state-space models are used A nonlinear system can be easily linearized when expressed in state space form. Suppose we have dx dt = f (x,u), x(t 0), where the state is again x = y, dy dt, d 2 y dt,..., d n 1 y 2 dt n 1 T but the map f : R n R m R n is a vector (nonlinear) map An equilibrium point is an x 0 such that f (x 0,0) = 0 The linearization of the system about x 0 with u = 0 is: dx dt = f (x x x 0 ) + f u, x(t u 0 ) x= x 0, u= 0 x= x 0,u= 0

23 Why state-space models are used For systems with an additional nonlinear output map: dx dt = f (x,u), x(t 0 ), z = h(x), where h : R n R p, and h(x 0 ) = 0, the linearization becomes: dx dt = f x x= x 0, u= 0 z = h (x x x 0 ) x= x 0, (x x 0 ) + f u x= x 0,u= 0 u,

24 Why state-space models are used Observe that, rewriting the system in the new variables w = x x 0, we recover the linear matrix form dw dt = Aw + Bu w(t 0) = 0 z = Cw with constant matrices f 1 f... 1 A = f x 1 x n = x x= x 0,u= 0 f n f... n x 1 x n x= x 0,u= 0 B = f u C = h x x= x 0, u= 0 x= x 0 = = h x f 1 u... f n u x= x 0, u= 0... h x x= x 0

25 Why state-space models are used Meaning of the elements in linearization process: Equilibrium point= constant solution to an ODE In other words, the system described by the ODE will remain at rest at all times if it is initially placed at the equilibrium point and no inputs are applied to it (that is, if we take u = 0) Pendulum example. The state was x = (θ, θ ) T The pendulum has two physical equilibrium points: x 1 = (0,0) T x 2 = (π,0) T (vertical bottom position, zero velocity) (vertical top position, zero velocity) If initially placed at those positions, and under zero inputs, the pendulum will remain stationary

26 Why state-space models are used Why we linearize about equilibrium points: Unfortunately, there are no general formulas to solve nonlinear ODEs. Then we are forced to look for (1) particular solutions and (2) approximations to the solutions How can we find particular solutions to nonlinear ODEs? Equilibrium points are always particular constant solutions How to approximate the solutions of a nonlinear ODE? (a) We know how to solve linear ODEs (b) The qualitative behavior of a nonlinear ODE with an initial condition close to an equilibrium point, and under inputs of small magnitude, can be found by solving the linearized equation about that equilibrium point with zero inputs

27 Why state-space models are used Brief summary on why to use state-space models: Really well suited for MIMO systems [A,B,C] matrices still just matrices Think about multi-car system clearly MIMO system States can have physical meaning Distillation column concentration and temperature on tray Some states are not measured but we can use state-variable description to estimate states from measurements Estimating velocity from position, temperature from pressure, etc Really well suited to calculations and simulation Matlab is a major tool computational linear algebra, Linearization is straightforward once we put a nonlinear system in state space form The state-space formulation is useful to check system properties such as system stability and controllability (more later)

28 CT systems and their properties Goals I System examples and their models e.g. using basic principles A. Operator systems: maps that act on signals B. Physical systems: ODE models and examples II System properties Homogeneity, time invariance, superposition, linearity, memory, invertibility, BIBO stability, controllability

29 Response of a RC Low-pass filter An RC low-pass filter is a simple circuit It can be modeled as a single input, single output system The system is excited by a voltage responds with a voltage v out (t) v in (t) and We assume the circuit has no initial energy at the capacitor

30 Response of a RC Low-pass filter If the RC low-pass filter is excited by a step voltage v in ( t) = Au( t) Its response is v o u t ( t) = A( t / RC 1 e )u t ( ) That is, if the excitation is doubled, the response doubles

31 Homogeneity In a homogeneous system, multiplying the excitation by any constant (including complex constants), multiplies the response by the same constant.

32 Homogeneity Test: Homogeneity Test g(t) 1) apply an arbitrary as input and obtain y 1 (t) as output 2) then apply Kg(t) and obtain its output, h(t) If h(t) = K y 1 (t) then the system is homogeneous If g(t) H y 1 ( t)and K g(t) H K y 1 ( t) H is Homogeneous

33 Time invariance If an excitation causes a response and delaying the excitation simply delays the response by the same amount of time, then the system is time invariant If g(t) H y 1 ( t)and g(t t 0 ) H y 1 ( t t 0 ) H is Time Invariant This test must succeed for any g and any t 0.

34 Additivity property If one excitation causes a response and another excitation causes another response and if, for any arbitrary excitations, the sum of the two excitations causes a response which is the sum of the two responses, the system is said to be additive If g(t) H y 1 H and g( t) + h( t) y 1 ( t)and h(t) ( t) + y 2 t H y 2 ( t) ( ) H is Additive

35 Linearity and LTI systems If a system is both homogeneous and additive it is linear If a system is both linear and time-invariant it is called an LTI (linear, time-invariant) system Some systems which are non-linear can be accurately approximated for analytical purposes by a linear system for small excitations (recall the discussion on linearization) We will mainly focus on LTI systems because we can characterize their response to any signal

36 System Invertibility A system is invertible if unique excitations produce unique responses In other words, in an invertible system, knowledge of the response would be sufficient to determine the excitation Any system with input and output just described by a linear ODE of the form d n y(t ) dt n + a 1 d x(t) n 1 y(t ) dy(t ) dt n a n 1 dt + a n y(t ) = x(t ) is invertible. A system with input x(t) and output described by the operator map z(t) = sin(y(t)) is non-invertible because sin(y) does not have an inverse. y(t) z(t)

37 Memory This concept reflects the extent to which the present behavior of a system (its outputs) is affected by its past (initial conditions or past values of the inputs) Physical systems modeled through ODEs have memory: this is associated with the system inability to dissipate energy or redistribute it instantaneously Example: Think about how a pendulum initially off the vertical winds down to the equilibrium position. The time it takes to do it captures the pendulum memory If a system is well understood then one can relate its memory to specific properties of the system (e.g. system stability ) In fact, all filtering methods in signal processing are based on exploiting the memory properties of systems

38 Memory A system is said to be memoryless if for any time the output at t 1 depends only on the input at time t 1 t 1 Example: If y(t) = K u(t), then the system is memoryless If y(t) = K u(t-1), then it has memory (Operator systems described through static maps are usually memoryless) Any system that contains a derivative in it has memory; e.g., any system described through an ODE

39 Stability Any system for which the response is bounded for any arbitrary bounded excitation is said to be bounded-input-boundedoutput (BIBO) stable system, otherwise it is unstable Intuition: All systems for which outputs do not explode (I.e. outputs can only reach finite values) are BIBO stable. Intuitively, if a system has a small memory or dissipates energy quickly, then it will be stable. If an ODE describing the system is available, then we can apply the following test for BIBO stability A system described by a differential equation is stable if the eigenvalues of the solution of the equation all have negative real parts

40 Stability Stable systems return to equilibrium despite input disturbances

41 How to check Stability when ODEs available Suppose a state-space model for the physical system is available dx dt = Ax + Bg, x(t 0 ) Then, the system is stable if and only if the eigenvalues of the matrix A (= the eigenvalues of the ODE) have all negative real parts The eigenvalues of are the solutions to the equation n det(λi n A) = 0 Here, is the dimension of the state A x λ

42 How to check Stability when ODEs available Simple example: Low-pass filter ODE: dy(t) dt + 1 RC y(t) = 1 RC g(t) state-space representation: Matrix A dy(t) dt is just a number: Calculation of eigenvalues: Thus, the system is BIBO stable = 1 RC y(t)+ 1 RC g(t) A = 1 RC det(λ 1+ 1 RC ) = 0 λ = 1 RC

43 System controllability A physical system described by a linear state-space model dx dt = Ax + Bg, x(t0) x(t 0 ) is controllable if and only if for any initial condition there exists a control so that we can reach any final state after finite time. That is, if the system is controllable we can do anything with it! g(t) x(t f ) Controllability Theorem: A linear system is controllable if and only if n rank[b, AB,A 2 B,A 3 B,..., A n 1 B] = n is the dimension of the state of the system Control how? The Controllability Grammian is used to find the right g(t) (out of the scope of this course)

44 Important points to remember: Summary 1. We can model simple (mechanical/electric) systems by resorting to basic principles and producing ODEs. 2. A special system representation is the state-space representation, useful for simulation, linearization and to check system controllability. 3. Special system properties are homogeneity, additivity, time-invariance, LTI, invertibility, memory, and stability. These properties can be checked by looking at input-output experiments (no models required in principle.) 4. If an ODE model of the system is available, we can check system stability by finding the eigenvalues of the ODE. 5. If an state space representation of the system is available, we can check the system controllability properties by applying the controllability theorem.

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