Signals and Systems

Spring 2008
Lecture #2
(2/7/2008)
• Covers O & W pp. 38-56
• Examples of systems
• System properties
a) Causality
b) Linearity
c) Time invariance
“Figures and images used in these lecture notes by permission,
copyright 1997 by Alan V. Oppenheim and Alan S. Willsky”

Systems
In 6.003, systems are described from input/output perspective,
that is, input to the system x causes the output y

x(t) CT System y(t) x[n] DT System y[n]

Eg. Voltage buffer

Vin +
– Vout = Vin

In 6.003 notation
x(t) 1 y(t)

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 More system examples
Ex. #1 RLC circuit –– an electrical system

dv(t) v(t) 1 t
i(t) = C + + %#$ v(" )d" .
12 dt3 { R L4
1 4244 3
capacitance resistance inductance

Ex. #2 A shock absorber – a mechanical system

Force Balance: f –– input, v –– output

dv(t) t
f (t) = M
dt 123 1%4
+ Bv(t) + K v(" )d" .
#$243
1
424 3 friction spring force
inertial force

This equation looks quite familiar, we just saw it earlier.

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!
 Observation: different systems could be
described by the same input/output relations
–– they are the same as far as 6.003 is
concerned

"

!
Largely for this reason, 6.003 is the most general among all
the EECS subjects, and perhaps the most important.

Example #3 –– Human vocal system

Med. school description 6.003 version

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 Example #4: A robot car – a close-loop system

Ex. #5 A thermal system

Cooling Fin in Steady State

Coolant

Coolant

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Ex. #5 (Continued)

Observations
• Independent variable can be something other than time,
such as space.
• Such systems may, more naturally, have boundary
conditions, rather than “initial” conditions.

Ex. #6 A DT system
• A rudimentary “edge” detector
y[n] = x[n+1] - 2x[n] + x[n-1]
= {x[n+1] - x[n]} - {x[n] - x[n-1]}
= “Second difference”
∝ “curvature”
• This system detects changes in signal slope
(a) x[n] = n ⇒ y[n] =0
(b) x[n] = nu[n] ⇒ y[n]
3
2
1 1

0 1 2 -1

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 Ex. #7 Another DT system

• Bank account

y[n] –– balance at nth month

x[n] –– deposit at nth month
r –– monthly interest

Then

y[n] = (1 + r)y[n-1] + x[n]

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Observations
1) A very rich class of systems (but by no means all systems
of interest to us) are described by differential and difference
equations.
2) Such an equation, by itself, does not completely describe
the input-output behavior of a system: we need auxiliary
conditions (initial conditions, boundary conditions).
3) In some cases the system of interest has time as the natural
independent variable and is causal. However, that is not
always the case.
4) Very different physical systems may have very similar
mathematical descriptions.

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 SYSTEM PROPERTIES
(Causality, Linearity, Time-invariance, etc.)

Why bother with such general properties?

• Important practical/physical implications. We can make

many important predictions of the system behaviors
without having to do any mathematical derivations.

• They allow us to develop powerful tools (transforms,

more on this later) for analysis and design.

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CAUSALITY
• A system is causal if the output does not depend on future
values of the input, i.e., if the output at any time depends
only on values of the input up to that time.

• All real-time physical systems are causal, because time

only moves forward. Effect occurs after cause. (Imagine if
you own a noncausal system whose output depends on
tomorrow’s stock price.)

• Causality does not apply to spatially varying signals. (We

can move both left and right, up and down.)

• Causality does not apply to systems processing recorded

signals, e.g. taped sports games vs. live broadcast.

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 Causal or noncausal

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LINEAR AND NONLINEAR

SYSTEMS
• Many systems are nonlinear.
Ex. Economic system.
Input: fiscal and monetary policies, labor, resources, etc.
→ Output: GDP, inflation, etc.
System behavior is very unpredictable because it is highly
nonlinear.

• In 6.003, we will deal with only linear systems, which are

good approximations of nonlinear systems in certain ranges.
Ex. Small-signal conductance of a nonlinear diode.

• Linear systems can be analyzed accurately.

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 LINEARITY

A (CT) system is linear if it has the superposition property:

If x1 (t) → y1(t) and x2(t) → y2(t)

then ax1(t) + bx2(t) → ay1(t) + by2 (t)

y

Question: Is this system linear?

x

• For linear systems, zero input → zero output

“Proof” 0 = 0•x[n] → 0•y[n] = 0

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PROPERTIES OF LINEAR SYSTEMS

• Superposition
If
x k [n] " y k [n]

then
# a x [n] " # a y [n]
k k k k
k k

This property seems to be almost trivial now, but it is

one of the most important ones used in 6.003.

!
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 TIME-INVARIANCE (TI)
Informally, a system is time-invariant (TI) if its behavior does
not depend on the choice of t = 0. Then two identical
experiments will yield the same results, regardless the starting
time.
• Mathematically (in DT): A system is TI if for any input
x[n] and any time shift n0,
If x[n] → y[n]
then x[n - n0] → y[n - n0] .

• Similarly for CT time-invariant system,

If x(t) → y(t)
then x(t - to) → y(t - to) .
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TIME-INVARIANT OR TIME-VARYING ?

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 NOW WE CAN DEDUCE SOMETHING!
Fact: If the input to a TI system is periodic, then the output
is also periodic with the same period.

“Proof”: Suppose x(t + T) = x(t)

and x(t) → y(t)

Then by TI
x(t + T) → y(t + T)

↑ ↑
But these are So these must be
the same input! the same output,
i.e., y(t) = y(t+T)
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LINEAR TIME-INVARIANT (LTI) SYSTEMS

• Focus of most of this course

–– Practical importance (Eg. #1-2 earlier this lecture

are both LTI systems.)

–– The powerful analysis tools (transforms)

associated with LTI systems

• A basic fact: If we know the response of an LTI system

to some inputs, we actually know the response to many
inputs

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Example: DT LTI System

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Next lecture covers:

O & W pp. 74-90, 104-108

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