Linear Systems

Cambridge Books Online
http://ebooks.cambridge.org/
Principles of Linear Systems

Philip E. Sarachik
Book DOI: http://dx.doi.org/10.1017/CBO9781139174756
Online ISBN: 9781139174756
Hardback ISBN: 9780521570572
Paperback ISBN: 9780521576062
Chapter
1 - Basic concepts, terms, and definitions pp. 1-14
Chapter DOI: http://dx.doi.org/10.1017/CBO9781139174756.001
Cambridge University Press
1
Basic concepts, terms, and definitions
1.1 Introduction
Since this book is concerned with the Principles of Linear Systems, it is therefore
natural to first give a definition of a system.
Definition 1.1 A physical system is an interconnection of physical components that perform a specific function. These components may be electrical,
mechanical, hydraulic, thermal and so forth.
Associated with every system is a variety of physical quantities such as electrical
voltages and currents, mechanical forces and displacements, flow rates, and temperatures, which generally change with time. We will call them signals although
some of them may be nonelectrical in nature. Some of the signals can be directly
changed with time in order to effect indirectly desired changes in some other signals
of the system that happen to be of particular interest. The former set of signals are
called inputs or excitations; the latter are called outputs or responses.
Clearly, the set of inputs and the set of outputs of a system are not necessarily
uniquely defined, and some of them may have to be chosen. After such a choice has
been made, a definite situation exists where the system receives inputs and transforms them into outputs. The idea of this transformation can be conveyed pictorially
through the use of a generalized "black box" representation as shown in Figure 1.1.
Inputs
or
excitations
y\
Outputs
or
responses
u2
ur
ym
Fig. 1.1.
Downloaded from Cambridge Books Online by IP 216.165.95.73 on Mon Sep 21 20:00:26 BST 2015.
http://dx.doi.org/10.1017/CBO9781139174756.001
Cambridge Books Online Cambridge University Press, 2015
1 Basic concepts, terms, and definitions
Fig. 1.2.
In Figure 1.1 the inputs u\,u2, . . . ,ur and the outputs y\, y2,
time functions, and if we use the vector notation
, ym are in general
yi(t)
u2(t)
u(t) =
y(t) =
"3(0
_ym(t)_
_Ur(t)_
we can represent the system as in Figure 1.2.
1.2 Input-output relations

It is an essential part of the system concept that changes of the input cause changes
to the output. An important problem in the study of systems is to determine what
is the output response of a system due to a given input. One way to solve this
problem is to experiment with the given system by applying the given input to the
system and recording the resulting output. However, experimentation of this kind
is usually not a satisfactory approach to the problem. An alternate approach is to
express the signals as time functions and use the mathematical relations describing
the components of the system combined in accordance with their interconnections.
Thus a mathematical relation between the input and the output can be obtained,
which may be written as
y(t) = S{u(t)}.
(1.1)
This is called the input-output relation for the given system. Equation (1.1) represents the transformation (or mapping) of inputs u(t) into outputs y(t). If this
transformation is unique, then (1.1) is an operator equation and S is an operator
(not merely a label for the black boxes of Figures 1.1 and 1.2).
Digression on notation
u(t) = the value of a vector function at the specific time t.
, h] u(t) for all t0 < t < tx (i.e., the entire time function defined over
[to, *il).
1.3 Classification of systems
u = the entire time function without specifying the interval of definition

(i.e., u(t) for all t on an unspecified interval of time). This is also written
as {u(t)}. Now, using the above notation, (1.1) may be written as
y = S{u}
(1.2)
or simply
y = Su.
(1.3)
The three expressions will be used interchangeably and according to notational

needs.

1.3.1 Physical realizability
Definition 1.2 A system S with an input-output relation y = S{u} is called
physically realizable if a physical system can be built whose inputs and
outputs are related via y = S{u}.
Definition 1.3 A system is called real if its response to any real input is
real.
An example of a nonreal system is
y(t) = ju(t)
where j is the imaginary unit.
Definition 1.4 A system is called causal or nonanticipative if for any t,
y(t) does not depend on any u(t') for t' > t (i.e., ify(t) does not depend
on future values ofu). Otherwise, it is called noncausal or anticipative.
In other words, a system is causal if the output at any time t may depend only on
input values occurring for t' < t. Obviously a noncausal or nonreal system is not
realizable.
Examples of an anticipative or noncausal system:
1 y(t) = S{u(t)} = u(t + 1) because the value of y at any time t depends
on the value of u at time t + 1 > t.
2 y(t) = S{u(t)} = u(t2) because for times t < 0 or t > 1, y(t) depends on
future values of {u(t)}.
3 y(t) = ff*2 u(r) dx because the value of y at any time t depends on the
values of u for times up to t + 4.
A system described by y(t) = S{u(t)} = u2(t) is causal.
1.3.2 Dynamic
Definition 1.5 A system is called dynamic (or is said to have memory) if
y(to) depends on some values ofxx{t)for t ^ t0. A system for which y(t0)
does not depend on u(t) for t ^ t0 is called instantaneous (or is said to
have zero memory).
An example of an instantaneous system:
y(t) = g[u(t), t]
where g[., .] is a function.
Definition 1.6 A causal system whose output at time t is completely determined by the input in the interval [t T, t]for 0 < T, is said to have a
memory of length T (Figs. 1.3-1.4).
Example 1.1
Instantaneous system (zero memory):
Input u(t)
Output v(t)
Fig. 1.3.
v(t) =
R1 + R2
Example 1.2
Dynamic system (infinite memory):
v(t) =
e~~R~ru(r)dr
forallJ,
assuming there is no charge on the capacitor at t = 00. If there is an initial

charge q(to) at time to, then
q(to)
-{^Q
~u(z)dT, t >
Input u(t)
-C
Output v(t)
Fig. 1.4.
Note: In order to determine v(t) for t > to, only u[to, t] must be known since the
effect of the input for t < to is summarized by the value v (to) = q(to)/C of the
voltage across the capacitor at time t$. Because of this property, the voltage v(t)
or the charge q(t) is called the state of the system.
Definition 1.7 The state of a nonanticipative dynamic system at time t0 is

the smallest set of quantities x(to), which summarize all information about
u(oo, t0) needed to determine y[to, t\\ when u[to, t\] is known.
We can now modify the input-output relation of a nonanticipative dynamic system
to include the state as follows:
y(t) = A{x(t0); u[t0, t]} for t > t0
(1.4)
y[to,t] = A{x(to);u[toJ]}.
(1.5)
or
We call (1.4) or (1.5) the input-output-state relation.

Now, inherent in the concept of state is the requirement that for any t\ e |/o, t] it
must be possible to define JC(^I) such that for
then
y[tu t] = y[tu t]
when
u'[tu t] = u[tu t].
In other words, the state itself at t\ must be uniquely determined by an earlier state
at 0 and the input u[t0, t{].It implies that for consistency, a condition of the form
i]}
must be satisfied. We call (1.6) the state transition equation of the system.
(1.6)
In general, we will consider systems whose state equations are differential equations of the form
x(t)=f(x(t),u(t),t)
y(t) =g(x(t),u(t),t)
or difference equations of the form
x(tk+x)=f(x(tk),u(tk),tk)
y(tk)=g{x{tk),u(tk),tk).
These are called the state (differential or difference) equations.
Definition 1.8 The zero state 6 of a dynamic system is the state for which
y[to, oo] = 0 when x(t0) = 6 and the input u[t0, oo] = 0 (i.e., A{9, 0}
= PiDefinition 1.9 An equilibrium state x* is a state for which x(t) = x* for

all t > t0 when x(t0) = x* andu[t0, oo] = 0 (i.e., /?[**; 0} = x*).
The zero-state response is given by
yzs(t) = A{6;u}.
(1.9)
The zero-input response is given by

* , ( 0 = A{x(fo);0}.
(1.10)
Note: Unless otherwise indicated, the input-output relation S{u} of a dynamic

system refers to the zero-state response so yzs = S{u}.
1.3.3 Time invariance

Definition 1.10 A system is called time-invariant orfixedif
and
/ ( t ) = A{x(t0 + T) = a; u[t0 + TJ + T]}
implies that y'{t) y(t + T) for all 7\ a , u[t0, t], t0, and t. If this is not
true, the system is called time-varying.
Example 1.3
For the system
y(t) = S{u(t)}=
s{(0}= // tu(r)dr
Jo
Jo
for all t,
we see that the time-shifted output is
y(t + T) = I (t + T)u(T)dr,
Jo
but the response to the time-shifted input is
r\
y'(t) = S{u(t + T)}=
rT+\
tu(z + T)dr=
Jo
tu(X)dX.
JT
Since y'{t) / y(t + T), the system is time-varying.
1.3.4 Linearity
Definition 1.11
a A zero-memory system is homogeneous if
S{ku} = kS{u} forallkandu.
(1.11)
b A zero-memory system is additive if

S{ux +u2} = S{ui} + S{u2} for any ui and u2.
(1.12)
Note:
1 When homogeneous or additive (without any qualifying adjective) is used
in referring to dynamic systems, it is implied that the term refers to the
zero-state response.
2 (b) implies (a) for k rational (see Problem 1.11).
3 y = ^/u3 + it3 satisfies (a) but not (b).
Definition 1.12 A zero-memory system is linear if it is homogeneous and
additive.
This is the entire definition of linearity for zero-memory systems. However,
if a system is dynamic, the concept of linearity is more complex. The following
example was first proposed by D. Cargille, a student at the University of California
at Berkeley (Zadeh and Desoer 1963:140).

Example 1.4
2R
2R
u(t)
Fig. 1.5.
Consider the circuit shown in Figure 1.5.
For zero initial charge on the capacitor (i.e., zero initial voltage across its terminals), complete symmetry exists in the two branches bridged through the capacitor. Hence the system is equivalent to the circuit of Figure 1.6 which is linear.
Fig. 1.6.
However, if an initial charge exists, the symmetry is destroyed, and the system
is not linear. Therefore, the above definition is not enough for dynamic systems.
In order to define linearity for dynamic systems, we must extend our definition. We begin by utilizing A{9; u} = S{u] for dynamic systems, so the previous
definition gives:
Definition 1.13 A dynamic system is called zero-state linear if
A{9; au\ + fiu2} = aA{9; u{\ + /3A{9; u2) for alia and f5 and any u\ and
u2 (i.e., if it is zero-state additive and zero-state homogeneous).
Definition 1.14 A dynamic system is said to have the decomposition
property if
A{x(t0)', u} = A{x(t0); 0} + A{#; u}
for all x(t0) and all u.
(1.13)
Definition 1.15 A dynamic system is zero-input linear if it is zero-input

homogeneous and additive. That is,
A{kx(toy, 0} = kA{x(t0); 0}
and
A{x{(tQ) +x2fo>); 0} = A{Xl(t0);0} + A{x2(t0);0}

for allk,x,X\,
(L14)
andx2.
Example 1.5
The system
y(t) = (e~(t~to)x(to)y
+ / e~
e-Kt{t~-rT)u(T)dx,
fort >
JtQ
is zero-state linear and has the decomposition property, but is not zero-input linear.
Although this example is contrived, it illustrates that each part of the response must
have the linearity property.
Definition 1.16 A dynamic system is called linear if

1 It is zero-state linear.
2 It has the decomposition property.
3 It is zero-input linear.
A system that is not linear is called nonlinear.
We noted that additivity by itself implies homogeneity for rational numbers k.
It can be proven that additivity with an additional property of either continuity
or boundedness implies the homogeneity property for any real k. In much of the
Russian literature, linearity is defined in terms of additivity and continuity (see
Liusternik and Sobolev 1961:59 or Kantorovich and Akilov 1964:100). Linearity
as defined here is the usual one used in western literature (Schwarz and Friedland
1965, Zadeh and Desoer 1963). Although systems that are linear by this definition
are not guaranteed to be continuous (and thus not bounded), physical systems
usually have these additional properties.
1.3.5 Type of signals
Definition 1.17 A continuous-time or analog system is one whose signals
(i.e., input, output, and state variables) are continuous-time functions. A
discrete system is one whose signals (i.e., input, output, and state variables)
are discrete-time functions.1 A sampled-data system is one in which both
1
A function ^/"defined for all values of t on an interval of the real line is called a continuous-time
function or analog function. A function ^/"defined on a countable set of values of the real line is called
a discrete-time function or just a discrete function.
10
continuous-time and discrete-time signals exist or, frequently, one in which

the analog signals can be uniquely specified via discrete signals.
1.4 The techniques of linear system analysis

In the following, for the most part, we will be concerned with physical, dynamic,
both fixed and time-varying, linear, analog, and discrete systems. Such systems are
described by linear differential or difference equations. We are interested in solving
these equations in order to obtain the input-output-state relations for the corresponding systems. There are two approaches to this problem: direct and indirect.
The direct approach is to obtain the solution as the sum of the homogeneous
solution and the particular integral. This approach may yield quick answers for
certain forms of inputs, and it has advantages whenever one is interested in the
output due to a specific input for which the particular integral can be determined
easily. The answer is in the form of an explicit time function, but its relation to the
input is lost completely. Consequently, one cannot readily determine the class of
outputs corresponding to a given class of inputs by using the direct approach.
It is the indirect approach that yields the input-output relation for a given system;
this relation is of great importance in the theory of linear systems. The indirect
approach consists of the following steps:
1 Resolution of an arbitrary input into a linear combination of elementary
functions.
2 Determination of the response to a typical elementary function.
3 Composition or recombination of a linear combination of elementary responses to obtain the response to the arbitrary input.
Before outlining two important applications of the indirect approach, we will
make two assertions. The proof of these assertions is not presented here. First, we
can easily prove by induction that for a linear system
Assertion 1
It is true that for a bounded or continuous linear system
^a,S{M,(0}
provided lim,,-^ YTi=\ I " I ( O exists uniformly in /.
(1.15)
1.4 Techniques of linear system analysis
11
Assertion 2
It is true that for a bounded or continuous linear system
S | | a(T){u(t,T)}dr\=
J a(r)S{u(t,T)}dr
(1.16)
provided the Riemann integral Ja a(x)u(t, r) dx exists uniformly in t as the limit

of a sum.
Application 1: Time-domain analysis

If the elementary functions are unit impulses, then u{t) can be expressed by the
well-known formula
u(t) = /
u(r)8(t-r)dr.
Joo
Then, using linearity and Assertion 2, we obtain

y(t) = S{u(t)} = s\ [ u(r){8(t - r)}dr) = f u(r)S{8(t-r)}dr.
Defining the impulse response by h(t, r) = S{8(t r)} we obtain
y(t)=
h(t,r)u(r)dr
Joo
which is the input-output relation for a system with impulse response
h(t,r).
Application 2: Frequency-domain analysis

Here the input is expressed in terms of exponential time functions. Such an expression is given by the well-known inverse Laplace transform formula
J
u(t) =
rc+joo
:
U(s)estds.
Then, using linearity and Assertion 2, we obtain

1
fc+j
U(s)estds\
2nj Jc-j
c+joo
U(s)S{est}ds.
Inj Jc-j
We will prove later that the response of a linear and fixed analog system to an
exponential input est is of the form S{est} = H(s)est, where H(s) is the system
12
transfer function. Hence

rc+j oo
U(s)H(s)estds
y(t) = \
JOG
2nj Jcwhere the product U(s)H(s) must be identified as the Laplace transform Y(s)
of the time function y(t). Obviously Y(s) = H(s)U(s) is the well-known transfer
function equation. Knowledge of H(s) suffices to yield Y(s) and then y(t) for
any U(s). This is the familiar Laplace transform approach, which concentrates on
treating the functions of s instead of the time functions themselves.
Problems
1.1 An analog system has the zero-state response
y(t) = S{u(t)}=
/ T2
Determine whether the system is or is not (a) causal, (b)fixed,(c) zero-state

linear. Give an answer and a reason for each of (a), (b), and (c).
1.2 Determine whether each of the following systems is linear, fixed, or zeromemory. Give an answer for each category and state the reason for your
answer in each case.
a) A system characterized by y(t) = u(t) u(t 1).
b) A system in which y(t) = 2(7 + 1) for all t (independent of the input).
c) The network
v(t)
R (f) =
2
Ri(t)
with u(t) = v(t) and y(t) = i(t).

1.3 Specify whether the system governed by the difference equation
y(k + 1) + 2y(k) = u(k + 2) + k2u(k)
Problems
13
is or is not (a) causal, (b) fixed (i.e., time-invariant), (c) zero-state linear.
Give an answer for each of (a), (b), and (c) and justify it.
1.4 Which of the following systems are linear?
a) y(t) =max[wi(f),K2(0]
(0
for t < T
\tMt)
fort>T
c) y(t) = tsin[tu(t)]
d)
1.5 A system has the zero-state response
/OO
y(t) = S{u(t)} = /
(T - t)3 u(r)l(t
- r - l ) d r
J OO
where the unit-step function 1 (X) is defined by

A
(O
I 1
forX < a
for X > a
Determine whether this system is or is not (a) causal, (b) time-varying, (c)
zero-memory, (d) zero-state linear. Give an answer for each category and
justify your answer.
1.6 Specify for each of the following systems whether it is linear, causal, fixed,
or zero-memory or whether insufficient information is given. Give an answer for each category and state the reason for your answer in each case.
a) y(t) = 3u(t) + - y - + u(t - 2)
for t > 0
b) e~ y(k + 1) + y(k) = u(k + 2) + k2u(k)

1.7 Show that the system with input-output relation
a) y(t) = S{u(t)} = Jl_T(t r)u(r)dr is time-invariant.
b) y(t) = S{u(t)} = Jl_T ru(r)dr is time-varying.
1.8 A system is found to have the zero-state response {y(t)} when the input
{u(t)} is applied (both are shown below).
to
14
Is this system (a) causal, (b) time-varying, (c) zero-memory, and/or (d)
zero-state linear? Explain your answers.
1.9 In the circuit below u{t) is the input voltage, y(t) is the output voltage, and
the switch S opens and closes periodically every T seconds.
o+
*4
y(f)
Is this circuit (a) causal, (b) time-varying, (c) zero-memory, and/or (d)
zero-state linear? Explain your answers.
1.10 Specify whether each of the systems below is causal, zero-state linear,
and/or time-invariant.
t+2
a)
b)
j ; 2
c) y(0 = S{u(t)} = j;+2(t - r)2u(r)dr
1.11 Show that for a, a rational number (i.e., a = n/m where n and m are
integers), the additivity property S{u{ + u2} = S{ui} + S{w2} implies the
homogeneity property S{au} = aS{u}.

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Cambridge Books Online

Principles of Linear Systems

1 Basic concepts, terms, and definitions

we can represent the system as in Figure 1.2.

1.2 Input-output relations

1.3 Classification of systems

u = the entire time function without specifying the interval of definition

The three expressions will be used interchangeably and according to notational

1.3 Classification of systems

1 Basic concepts, terms, and definitions

where g[., .] is a function.

assuming there is no charge on the capacitor at t = 00. If there is an initial

1.3 Classification of systems

Definition 1.7 The state of a nonanticipative dynamic system at time t0 is

We call (1.4) or (1.5) the input-output-state relation.

u'[tu t] = u[tu t].

1 Basic concepts, terms, and definitions

= PiDefinition 1.9 An equilibrium state x* is a state for which x(t) = x* for

The zero-input response is given by

Note: Unless otherwise indicated, the input-output relation S{u} of a dynamic

1.3.3 Time invariance

1.3 Classification of systems

we see that the time-shifted output is

Since y'{t) / y(t + T), the system is time-varying.

b A zero-memory system is additive if

1 Basic concepts, terms, and definitions

1.3 Classification of systems

Definition 1.15 A dynamic system is zero-input linear if it is zero-input

A{x{(tQ) +x2fo>); 0} = A{Xl(t0);0} + A{x2(t0);0}

Definition 1.16 A dynamic system is called linear if

1 Basic concepts, terms, and definitions

continuous-time and discrete-time signals exist or, frequently, one in which

1.4 The techniques of linear system analysis

1.4 Techniques of linear system analysis

provided the Riemann integral Ja a(x)u(t, r) dx exists uniformly in t as the limit

Application 1: Time-domain analysis

Then, using linearity and Assertion 2, we obtain

which is the input-output relation for a system with impulse response

Application 2: Frequency-domain analysis

Then, using linearity and Assertion 2, we obtain

1 Basic concepts, terms, and definitions

transfer function. Hence

Determine whether the system is or is not (a) causal, (b)fixed,(c) zero-state

with u(t) = v(t) and y(t) = i(t).

y(k + 1) + 2y(k) = u(k + 2) + k2u(k)

where the unit-step function 1 (X) is defined by

b) e~ y(k + 1) + y(k) = u(k + 2) + k2u(k)

1 Basic concepts, terms, and definitions

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