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For the resistor, if i(t) is bounded then so is v(t), but for the capacitance this is not true. Consider i(t) = u(t) then v(t) = tu(t) which is unbounded.

5/ Linear systems

for all x 1 ( t ) size 12{x rSub { size 8{1} } \( t \) } {} , x 2 ( t ) size 12{x rSub { size 8{2} } \( t \) } {} , a, and b.

6/ Time-invariant systems

for all x(t) and τ.

7/ Linear and time-invariant (LTI) systems

  • Many man-made and naturally occurring systems can be modeled as LTI systems.
  • Powerful techniques have been developed to analyze and to characterize LTI systems.
  • The analysis of LTI systems is an essential precursor to the analysis of more complex systems.

Problem — Multiplication by a time function

A system is defined by the functional description

  • Is this system linear?
  • Is this system time-invariant?

Solution — Multiplication by a time function

Let

{ y 1 ( t ) = g ( t ) x 1 ( t ) y 2 ( t ) = g ( t ) x 2 ( t ) size 12{ left lbrace matrix { y rSub { size 8{1} } \( t \) =g \( t \) x rSub { size 8{1} } \( t \) {} ##y rSub { size 8{2} } \( t \) =g \( t \) x rSub { size 8{2} } \( t \) } right none } {}

By definition the response to

x ( t ) = ax 1 ( t ) + bx 2 ( t ) size 12{x \( t \) = ital "ax" rSub { size 8{1} } \( t \) + ital "bx" rSub { size 8{2} } \( t \) } {}

Is

y ( t ) = g ( t ) ( ax 1 ( t ) + bx 2 ( t ) ) size 12{y \( t \) =g \( t \) \( ital "ax" rSub { size 8{1} } \( t \) + ital "bx" rSub { size 8{2} } \( t \) \) } {}

This can be rewritten as

y ( t ) = ag ( t ) x 1 ( t ) + bg ( t ) x 2 ( t ) size 12{y \( t \) = ital "ag" \( t \) x rSub { size 8{1} } \( t \) + ital "bg" \( t \) x rSub { size 8{2} } \( t \) } {}

y ( t ) = ay 1 + by 2 ( t ) size 12{y \( t \) = ital "ay" rSub { size 8{1} } + ital "by" rSub { size 8{2} } \( t \) } {}

Therefore, the system is linear.

Now suppose that x 1 ( t ) = x ( t ) size 12{x rSub { size 8{1} } \( t \) =" x" \( t \) } {} and x 2 ( t ) = x ( t - τ ) size 12{x rSub { size 8{2} } \( t \) =" x" \( "t - "τ \) } {} , and the response to these two inputs are y 1 ( t ) size 12{y rSub { size 8{1} } \( t \) } {} and y 2 ( t ) size 12{y rSub { size 8{2} } \( t \) } {} , respectively. Note that

y 1 ( t ) = y ( t ) = g ( t ) x ( t ) size 12{y rSub { size 8{1} } \( t \) =y \( t \) =g \( t \) x \( t \) } {}

And

y 2 ( t ) = g ( t ) x ( t τ ) y ( t τ ) size 12{y rSub { size 8{2} } \( t \) =g \( t \) x \( t - τ \)<>y \( t - τ \) } {}

Therefore, the system is time-varying.

Problem — Addition of a constant

Suppose the relation between the output y(t) and input x(t) is y(t) = x(t)+K, where K is some constant. Is this system linear?

Solution — Addition of a constant

Note, that if the input is x 1 ( t ) + x 2 ( t ) size 12{x rSub { size 8{1} } \( t \) +x rSub { size 8{2} } \( t \) } {} then the output will be y ( t ) = x 1 ( t ) + x 2 ( t ) + K y 1 ( t ) + y 2 ( t ) = ( x 1 ( t ) + K ) + ( x 2 ( t ) + K ) . size 12{y \( t \) =" x" rSub { size 8{1} } \( t \) +x rSub { size 8{2} } \( t \) +"K "<>" y" rSub { size 8{1} } \( t \) +y rSub { size 8{2} } \( t \) = \( x rSub { size 8{1} } \( t \) +K \) + \( x rSub { size 8{2} } \( t \) +K \) "." } {}

Therefore, this system is not linear.

In general, it can be shown that for a linear system if x(t) = 0 then y(t) = 0. Using the definition of linearity, choose a = b = 1 and x 2 = -x 1 ( t ) size 12{x rSub { size 8{2} } =" -x" rSub { size 8{1} } \( t \) } {} then x ( t ) = x 1 ( t ) + x 2 ( t ) = 0 size 12{x \( t \) =" x" rSub { size 8{1} } \( t \) +" x" rSub { size 8{2} } \( t \) =" 0 "} {} and y ( t ) = y 1 ( t ) + y 2 ( t ) = 0 size 12{y \( t \) =" y" rSub { size 8{1} } \( t \) +y rSub { size 8{2} } \( t \) =" 0"} {} .

Two-minute miniquiz problem

Problem 2-1

The system

y ( t ) = x 2 ( t ) size 12{y \( t \) =x rSup { size 8{2} } \( t \) } {}

is (choose one):

  1. Linear and time-invariant;
  2. Linear but not time-invariant;
  3. Not linear but time-invariant;
  4. Not linear and not time-invariant.

Solution

Note that if x 2 ( t ) = 2x 1 ( t ) size 12{x rSub { size 8{2} } \( t \) =2x rSub { size 8{1} } \( t \) } {} then y 2 ( t ) = ( 2x 1 ( t ) ) 2 = 4y 1 ( t ) size 12{y rSub { size 8{2} } \( t \) = \( 2x rSub { size 8{1} } \( t \) \) rSup { size 8{2} } =4y rSub { size 8{1} } \( t \) } {}

Hence, this system is nonlinear.

Note that if x 1 ( t ) = x ( t ) size 12{x rSub { size 8{1} } \( t \) =x \( t \) } {} and x 2 ( t ) = x ( t τ ) size 12{x rSub { size 8{2} } \( t \) =x \( t - τ \) } {} then y 1 ( t ) = y ( t ) size 12{y rSub { size 8{1} } \( t \) =y \( t \) } {}

And y 2 ( t ) = x 2 ( t τ ) = y ( t τ ) size 12{y rSub { size 8{2} } \( t \) =x rSup { size 8{2} } \( t - τ \) =y \( t - τ \) } {} . Hence, this system is time invariant.

V. LINEAR, ORDINARY DIFFERENTIAL EQUATIONS ARISE FOR A VARIETY OF SYSTEM DESCRIPTIONS

1/ Electric network

Kirchhoff’s current law yields

i ( t ) = i C ( t ) + i R ( t ) + i L ( t ) size 12{i \( t \) =i rSub { size 8{C} } \( t \) +i rSub { size 8{R} } \( t \) +i rSub { size 8{L} } \( t \) } {}

The constitutive relations for each element yield {}

i C ( t ) = C dv ( t ) dt size 12{i rSub { size 8{C} } \( t \) `=`C { { ital "dv" \( t \) } over { ital "dt"} } } {} i R ( t ) = v ( t ) R size 12{i rSub { size 8{R} } \( t \) `=` { {v \( t \) } over {R} } } {} i L ( t ) = 1 L t v ( τ ) size 12{i rSub { size 8{L} } \( t \) `=` { {1} over {L} } ` Int rSub { size 8{ - infinity } } rSup { size 8{t} } {v \( τ \) dτ} } {}

Combining KCL and the constitutive relations yields

di ( t ) dt = C d 2 v ( t ) dt 2 + 1 R dv ( t ) dt + v ( t ) L size 12{ { { ital "di" \( t \) } over { ital "dt"} } `=`C { {d rSup { size 8{2} } v \( t \) } over { ital "dt" rSup { size 8{2} } } } `+ { {1} over {R} } { { ital "dv" \( t \) } over { ital "dt"} } `+` { {v \( t \) } over {L} } } {}

2/ Mechanical system

The simplest possible model of a muscle (the linearized Hill model) consists of the mechanical network shown below which relates the rate of change of the length of the muscle v(t) to the external force on the muscle fe(t).

f c size 12{f rSub { size 8{c} } } {} is the internal force generated by the muscle, K is its stiffness and B is its damping.

The muscle velocity can be expressed as

v ( t ) = v c ( t ) + v s ( t ) size 12{v \( t \) `=`v rSub { size 8{c} } \( t \) `+`v rSub { size 8{s} } \( t \) } {}

Combining the muscle velocity equation with the constitutive laws for the elements yields

v ( t ) = f e ( t ) f c ( t ) B + 1 L df e ( t ) dt size 12{v \( t \) `=` { {f rSub { size 8{e} } \( t \) - f rSub { size 8{c} } \( t \) } over {B} } `+ { {1} over {L} } { { ital "df" rSub { size 8{e} } \( t \) } over { ital "dt"} } } {}

3/ First-order chemical kinetics

A reversible, first-order chemical reaction can be represented as follows

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Source:  OpenStax, Signals and systems. OpenStax CNX. Jul 29, 2009 Download for free at http://cnx.org/content/col10803/1.1
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