ECE510114 FLec 01

ECE 5101
Introduction to Linear System Theory

Robert S. Lynch
CUE 320
Phone: 860-705-3321
Email: lynch@engr.uconn.edu, lynchrs@ieee.org
Office Hours: Can arrange by appointment (prefer email, or Skype)
8/25/14
ECE5101, Fall 2014, Copyright P. B. Luh;

modified by R. Lynch
Reading Assignment: 1, 2.1 - 2.4

Optional Reading: Brogan 1, 2 and 3
Problem Set 1: Chen: 2.2, 2.5, 2.8, 2.9, 2.10, 2.12
Brogan: 1.23, 3.19, due next class
Today:
Introduction
Motivation
Course Overview
Math. Descriptions of Systems ~ Review

Classification of Systems
Linear Systems
LTI Systems, State Variable Description, Linearization
Next Time: Sections 2.5 - 2.9, 3.1 - 3.3

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1. INTRODUCTION
1.1 Motivation
What is a "system"?
A physical process or a mathematical model of a
physical process that relates a set of input signals to
yield another set of output signals
Output
Input
y(t)
System
Examples: Cars, circuits, bank accounts, stock markets
Two general categories of signals/systems:

Continuous-time signals/systems
Examples: Signals in cars and circuits
Described by differential eqs., e.g., dy/dt = ay(t) + bu(t)
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Signals themselves could be discontinuous
Discrete-time signals/systems
y(k)
k
Examples: Money in a bank account, quarterly profit

No derivative exists
Signals described by difference equations, e.g., y[k+1] =
ay[k] + bu[k]
They are quite similar, and shall be treated in parallel
What is "System Theory"?
Understanding the physical system under consideration

Describing the system mathematically
Analyzing the properties
Controlling it to meet certain criteria
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Why are you in the class?

Foundation for most control/communication courses
Included in MS and Ph.D. examinations
What are the prerequisites?

ECE 3101 Signals and Systems: Working knowledge of
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Laplace transform
z-transform
Differential equations
Linear algebra, and
Modeling of electrical, mechanical, and financial systems

Example: A simple electric circuit

i(t) ~ Output
R
u(t) ~
L
C
~ Input
Understanding the components and interconnections:

What are the components? How to model them?
di
dv
v R Ri R , v L L L , iC C C
dt
dt
Interconnections:
KVL: Voltage across a loop = 0
KCL: Current to a node = 0
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i(t) ~ Output
R
u(t) ~
L
C
~ Input
di 1 t
KVL : Ri L i( )d v0 u( t )
dt C 0
d 2i( t )
di( t ) 1
du( t )
L 2 R
i( t )
dt
C
dt
dt
An integral-differential or differential equation

Input-output description or external description
Analyzing the properties/responses

For example, find the output i(t) given u(t) and IC.
For now, shall use Laplace transform (Effective for

LTI systems)
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Laplace Transform, A Quick Review
F(s) f ( t )e st dt
0
Key Properties
Linearity: a1f1(t) + a2f2(t) a1F1(s) + a2F2(s)
Derivative theorem: f '(t) sF(s) - f(0-); f(-1)(t) F(s)/s
Converting linear constant coefficient differential

equations into algebraic equations
Differentiation in the frequency domain: tf(t) (-1)F'(s)
Convolution: h(t)f(t) H(s)F(s)
Time and frequency shifting: f(t-t0)u(t-t0) e-st0 F(s);
es0t f(t) F(s - s0)
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Time and frequency scaling: f(at) 1/a F(s/a) for a > 0

Initial Value Theorem: f(0+) = lims sF(s)
Final Value Theorem: f() = lims0 sF(s) if all the poles
of sF(s) have strictly negative real parts
Example (Continued)
i(t) ~ Output
R
u(t) ~
L
C
~ Input
di 1 t
KVL : Ri L i( )d v0 u( t )
dt C 0
i (s) v 0
Ri (s) L si (s) i0
u (s)
Cs
s
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An algebraic equation as opposed to an integraldifferential equation. Solution:

Ls R 1 i (s) u(s) Li v 0
cs
s
i (s)
cs
2
LCs RCs 1
u (s)
LCsi 0 cv 0
LCs 2 RCs 1
What can we say about it?

It has two components, one caused by input, and the
other by IC
How about the voltage across the capacitor?

i (s) v 0
1
Li LCs RC v 0
v (s)
u (s) 0
Cs
LCs 2 RCs 1
LCs 2 RCs 1
What is the system's transfer function?

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10
Assume that the ICs are zero, then

^
g(s)
^
u(s)
i (s)
Cs
2
LCs RCs 1
^
^ ^
i(s) = g(s) u(s)
u (s)
g (s)
Cs
LCs 2 RCs 1
Frequency domain analysis
How to obtain the response in time domain?
i( t ) L1 i (s)
Suppose that L = C = 1, R = 2, v0 = i0 = 0, and u(t) =

U(t) (unit step function). Then
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11
u (s)
1
s
i (s)
Cs u (s)
1
1
LCs 2 RCs 1 s 2 2s 1 s 12
Does this make sense

for the circuit?
i(t)
i( t ) te t
0.4
0.35
0.3
0.25
0.2
0.15
0.1
0.05
0
0
10
15
R
u(t)
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L
C
+
v(t)
-

12
Laplace transform is not effective for time varying

systems
Example. Solve y'(t) + t y(t) = f(t). How?
Take Laplace transform and recall that tf(t) (-1)F'(s)

(sY(s) - y(0-)) + (- Y'(s)) = F(s)
It is still a differential equation, not an algebraic equation
The use of Laplace transform is restricted to LTI systems
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13
i(t) ~ Output
R
u(t) ~
L
C
v(t)
~ Input
State-Space Description
What are the state variables?
Voltage across C and current through L
What is the state equation?
dv
C i
dt
di
L u Ri v
dt
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1 / C v 0
v 0
i 1 / L R / L i 1 / L u

A set of first-order differential equations

14
It describes the behaviors inside the system by using the

state variables v(t) and i(t)
i(t) ~ Output
How to describe the output?
v
y i 0 1
i
R
u(t) ~
v(t)
~ Input
The output equation

Combined with the state equation, we have the
state-space description or internal description
How to analyze the system?

Can also use Laplace transform
1 v 0
v 0
i 1 2 i 1 u

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15
1 v (s) 0
sv (s) v 0 0
si (s) i 1 2 i (s) 1
0
s 1 v (s) 0
1 s 2 i (s) 1
1
1
1
v (s)
s 2 1 0
s
i (s) 2
1 s 1 2
s 2s 1
s s 2s 1 1
i( t ) te t
as expected
v ( t ) u( t ) e t te t
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Quantitative analysis

16
What else can be said about this system?

Is the system controllable? observable? stable?
These are "qualitative analysis" as opposed to the
previous "quantitative analysis"
Analysis is one of our major emphases
What happens if the performance of a system is not
satisfactory?
Design ~ How to realize a system, adjust system
parameters (e.g., the resistance R), or design
feedback control to meet certain specifications
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Design is our final goal
System realization
State feedback and state estimators
Pole placement and model matching
Introduction to optimal control
The focus will be on linear systems, and nonlinear

systems will be covered occasionally, mostly on
stability
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18
1.2 Course Overview

Textbooks:
Chi-Tsong Chen, Linear System Theory and Design,
4th Edition, Oxford University Press, 2013 (Required)
William L. Brogan, Modern Control Theory, 3rd
Edition, Prentice Hall, 1990 (Very useful)
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19
Goals: To provide a thorough understanding about

system theory and multivariable system design
Tentative Outline (11 lectures):
Introduction (0.5 W)
Modeling: How to model a physical system (1 W)
The fundamentals of linear algebra (3 W)
Analysis:
Quantitative: How to derive response for a given input
(1W)
Qualitative: How to analyze controllability,
observability, and stability (1 W)
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20
Design:
How to realize a system given its mathematical
description (1 W)
How to design a control law so that system response
satisfies certain criteria (1 W)
How to design an observer to estimate the state of the
system (2 W)
Pole Placement and Model Matching (0.5 W)
Brief introduction to optimal Control (? W)
Shall treat continuous-time and discrete-time systems

in parallel
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21
How to maximize your grade?

Grading:
Classroom Participation
Homework Assignments
Review Paper Presentation
Mid Term
Term Project
Final Examination
Total
5%
20%
5%
22%
22%
27%
101%
Prepare, participate, review, put all together, and

stay on top
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22
General Rules:
Homework can be done individually or in teams of two
(three is acceptable in some cases). Partners can be
dynamic, but must be declared each time.
Homework should be clear, concise, and complete
Teams should hand in only one assignment, and with all
names on it
Late assignments will be discounted 10% a day, up to 5
days
Homework solutions will be emailed to you within a week
after the due date
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23
Starting 9/15, each lecture will be divided into two parts.

The first 2.5 hours will be used to present course
materials, and the remaining 0.5 hour will be used for
students to present reviews of recent papers
Paper reviews should be based on relevant and recent
(2008 and up) journal articles
Mid term: We will find a three-hour slot (probably
10/13)
Term projects can be done individually or in teams of
two on relevant system-related topics or applications
based on at least two recent papers.
Proposals are due on Tuesday September 29
Numerical implementation and testing are required
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24
Presentations are scheduled on Monday, 12/1, and final

reports are due on Friday, 12/5
Final Examination: Room assigned with a three-hour

slot (probably 12/8)
Comments and discussions are encouraged in class,
after class, via phone/email, or by appointment.
NO CHEATING!
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25
2. Mathematical Descriptions of Systems

(Review, or another viewpoint)
u(t)
y(t)
System
u[k]
px1
y[k]
qx1
Linear Systems
Linear time invariant (LTI) Systems
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26
2.1 Classification of Systems

Basic assumption: When an input signal is applied
to the system, a unique output is obtained
Q. How do we classify systems?
Number of inputs/outputs; with/without memory;
causality; dimensionality; linearity; time invariance
The number of inputs and outputs

When p = q = 1, it is called a single-input singleoutput (SISO) system
When p > 1 and q > 1, it is called a multi-input
multi-output (MIMO) system
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27
Memoryless vs. with Memory

If y(t) depends on u(t) only, the system is said to be
memoryless, otherwise, it has memory
An example of a memoryless system?
+
u(t)
-
R1
A purely resistive circuit

+
y(t)
R2
y( t )
u( t ) ~ Memoryless
R1 R 2
R2
An example of a system with memory?

R
+
u(t)
-
di
Ri L u
dt
i( t ) e
R
t t 0
L
i( t
or
0)
di R
1
i u
dt L
L
t
1
e
Lt
R
t
L
u( )d
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28
i(t) depends on i(t0) and u() for t0 t, not just u(t)

A system with memory
Causality: No output before an input is applied

Output
Input
System
A system is causal or non-anticipatory if y(t0) depends

only on u(t) for t t0 and is independent of u(t) for t > t0
Is the circuit discussed last time causal?
u(t)
R
+
u(t)
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i
L
t
y(t)
t
29
An example of a non-causal system?

y(t) = u(t + 2)
u(t)
1
t
y(t)
Can you truly build a physical system like this?

What is an example of a non-causal system in
practice?
If you can invent such a system, let me know. We will
be rich through Connecticut Lottery
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30
The Concept of State

The state of a system at t0 is the information at t0
that, together with u[t0,), uniquely determines the
behavior of the system for t t0
The number of state variables = the number of ICs
needed to solve the problem
For an LRC circuit, the number of state variables =
the number of C + the number of L (except for
degenerated cases)
A natural way to choose state variables is what we
have done earlier: {vc} and {iL}
Is this the unique way to choose state variables?
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31
Any invertible transformation of the above can

serve as a state, e.g.,
x1( t ) 2 1 v( t ) 2 v( t ) i( t )
x ( t ) 0 1 i( t )
i( t )
Although the number of state variables = 2, there are

infinite numbers of representations
Order of dimension of a system: The number of

state variables
If the dimension is a finite number Finite
dimensional (or lumped) system
Otherwise, an infinite dimensional (or distributed)
system
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32
Q. Give an example of an infinite dimensional system

y(t) = u(t-1)
u(t)
System
A delay line
Given u(t) for t 0, what information is needed to know

y(t) for t 0?
u(t)
t
? y(t)
t
We need an infinite amount of information An

infinite dimensional system
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33
Today:
Introduction
Motivation
Course Overview
Mathmatical Descriptions of Systems ~ Review

Linear Systems
LTI Systems, State Variable Description,
Linearization
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34
2.3 Linear Systems

Linearity
Double the efforts double the outcome?
Suppose we have the following state-input-output pairs:
y1( t ), t t 0
u1( t ), t t 0
x1( t 0 )
y 2 ( t ), t t 0
u 2 ( t ), t t 0
x2 (t0 )
What would be the output of

x1( t 0 ) x 2 ( t 0 )
u1( t ) u 2 ( t ), t t 0
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y1( t ) y 2 ( t ), t t 0

35
If it is true ~ Additivity
How about
x1( t 0 )
u1( t ), t t 0
y1( t ), t t 0
If it is true ~ Homogeneity
Combined together to have:
1x1( t 0 ) 2 x 2 ( t 0 )
1u1( t ) 2 u 2 ( t ), t t 0
1y1( t ) 2 y 2 ( t )
If it is true ~ Superposition or linearity property

A system with such a property: a Linear System
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36
Are R, L, and C linear elements?

di
dv
v R Ri R , v L L L , iC C C
dt
dt
Yes (differentiation is a linear operation)

v
v = Ri
Affine
Linear
i
Nonlinear
i
Also, KVL and KCL are linear constraints.

When put together, we have a linear system
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37
The additivity property implies that

x1( t 0 )
y( t ) due to
u1( t ), t t 0
x1( t 0 ) 0
x1( t 0 )
y( t ) due to
y( t ) due to
u1( t ) 0
u1( t ), t t 0
Response = zero-input response + zero-state response
Response of a Linear System

u(t)
Linear
System
y(t)
How to obtain the response of a linear system to a

given u(t) with zero IC?
Use the linearity property. How?
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38
Let (t-ti) be a pulse at time ti with width and

height 1/
t-ti
1/
ti ti+
Area = 1
Let the system response to (t-ti) at time t be g(t, ti)

Then what?
A general input u(t) can be approximated as a sum of
such pulses
The response y(t) would then be the sum of such
responses based on linearity
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39
( t t i ) u ( t i )
( t t i ) g ( t, t i )
( t t i ) u ( t i ) g ( t , t i ) u ( t i )
t i
u ( t ) ( t t i ) u ( t i ) g ( t , t i ) u ( t i )
i
What is (t-ti) in the limit as 0?
1/
t-ti
t-ti
ti ti+
ti
( t t i ) ( t t i ) ~ A shifted unit impulse

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40
g ( t, t i ) g( t, t i ) ~ Unit impulse response
y( t ) g ( t, t i )u( t i ) g( t, )u( )d
Thus far, we have used linearity

What if the system is causal?
g(t,) ~ Response at t from a unit impulse at
t
y( t ) g( t, )u( )d
g( t, ) 0 for t or for t
A system is said to be relaxed at t0 if the initial

state at t0 is 0
In this case, y(t) for t t0 is caused exclusively by
u(t) for t t0
t
y( t ) g( t, )u( )d
t0
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41
How about for a system with p inputs and q outputs?

Have to analyze the relationship for input/output pairs
t
y( t ) G ( t , )u( )d
t0
g11( t , ) g12 ( t , )
g ( t , ) g ( t , )
21
22
G ( t , )
g ( t , ) g ( t , )
q2
q1
g1p ( t , )
g 2 p ( t , )
g qp ( t , )
gij(t,): The impulse

response between the
jth input and ith output
State-Space Description
A linear system can be described by
x ( t ) A( t ) x( t ) B( t )u( t )
y( t ) C( t ) x( t ) D( t )u( t )
The derivation of solutions will be done later

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42
2.3 Linear Time-Invariant (LTI) Systems

Time Invariance: The characteristics of a system do
not change over time
What are some of the LTI examples? Time-varying
examples?
What happens for an LTI system if u(t) is delayed by T?
Have to watch our ICs
u(t)
t
u(t-T)
8/25/14
y(t)
y(t-T)
43
If the initial state is also shifted to time t0 + T, then

the two responses should be the same, only shifted
by T:
x( t 0 ) x 0
y( t ), t t 0
u( t ), t t 0
x( t 0 T) x 0
y( t T ), t t 0 T
u( t T ), t t 0 T
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44
What happens to the unit impulse response when

the system is LTI?
g( t, ) g( t T, T) for any T
g( t, ) g( t , ) g( t ,0) g( t )
Only the difference between t and matters

What happens to y(t)?
t
y( t ) g( t, ) u( )d
t0
t
t0
t0
y( t ) g( t ) u( )d g( ) u( t )d
~ Convolution integral
8/25/14

45
Transfer-Function Matrix
The above convolution leads to the use of Laplace
transform
This then converts the differential equations into
algebraic equations for easy solutions as below
y (s) y( t )e st dt
0
st

y (s) g( t )u( )d e dt
t 0 0
y (s) g ( t )u ()d e s ( t ) e s dt
t 0 0
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46

s( t )
y (s) g( t )e
dt u( )e sd
0 t 0
y (s) g( )e d u( )e sd
y (s) g( )e d u( )e sd
0 0

y (s) g( )e d u( )e d
0
0
y (s) g (s) u (s)
8/25/14

47
u(t)
System
^u(s)
y(t)=g(t)*u(t)
^y(s)=g(s)u(s)
^ ^
g (s) ~ Transfer function, the Laplace transform of

the unit impulse response
For a MIMO system, we have
(s) u (s)
y (s) G
g 11(s) g 12 (s)
g (s) g (s)
21
22
G (s )
g (s) g (s)
q2
q1
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g 1p (s)
g 2 p (s) ~ Transfer-function
matrix, or transfer
matrix
g qp (s)

48
State Variable Description

Start with a general lumped system:
x ( t ) h( x ( t ), u( t ), t )
y( t ) f ( x ( t ), u( t ), t )
If the system is linear, the above reduce to:

x ( t ) A( t ) x ( t ) B( t ) u( t )
y( t ) C( t ) x ( t ) D( t ) u( t )
If the system is linear and time-invariant, then:

x ( t ) Ax ( t ) Bu ( t )
y( t ) Cx ( t ) Du( t )
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49
To find an LTI system's response to a particular

input u(t), we can use Laplace transform:
sx (s) x 0 Ax (s) Bu (s)
y (s) Cx (s) Du (s)
Solve the above linear algebraic equations:

x (s) sI A 1 Bu (s) sI A 1 x 0
y (s) CsI A 1 B D u (s) CsI A 1 x 0
Transfer function matrix G (s)
More will be said for linear time varying

systems later
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50
2.4 Linearization
There are many results on linear systems while
nonlinear systems are generally difficult to analyze
What to do with a nonlinear system described by
x ( t ) h( x ( t ), u( t ), t )
y( t ) f ( x ( t ), u( t ), t )
Linearization. How? Under what conditions?

Using Taylor series expansion based on a nominal
trajectory, ignoring second order terms and higher
Effects are not bad if first order Taylor series
expansion is a reasonable approximation over the
duration under consideration
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51
Suppose that with xo(t) and uo(t), we have

x o ( t ) h( x o ( t ), u o ( t ), t )
xo (t)
Suppose that the input is perturbed to u o ( t ) u( t )

The solution is xo(t) + x ( t ), and satisfying
x o ( t ) x ( t ) h( x o ( t ) x ( t ), u o ( t ) u( t ), t )
h
h
x
u ...
x o
u o
h1
h1
..
u 2
u p
h 2
h 2
..
u 2
u p
:
..
:
h n
h n
..
u 2
u p ~ Jacobians
h( x o ( t ), u o ( t ), t )
h1
x1
h
h 2
x1
x
:
h
n
x1
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h1
x 2
h 2
x 2
:
h n
x 2
..
..
..
..
h1
h1
x n
u1
h
h 2
h 2
u1
x n ,
u
:
:
h n
h n
u
x n
1

52
Then the perturbed system can be described by

x ( t )
h
h
x
u
x o
u o
~ A linear system
The above is valid if the first order Taylor series

expansion works out well within the time duration
under consideration
What to do with the output y(t) = f(x(t), u(t), t)?

The output equation can be similarly linearized, but
many times there is no need for linearization unless
with output feedback
For more nonlinear systems, see Brogan 15

8/25/14

53
Today:
Introduction
Motivation
Course Overview
Mathematical Descriptions of Systems ~ Review

Linear Systems
LTI Systems, State Variable Description, Linearization
Next Time: 2.5 - 2.9, 3.1 - 3.3.

Examples; Discrete-time systems
Linear Algebra
Basis, representation, and orthonormalization
8/25/14

54

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ECE 5101

Introduction to Linear System Theory

ECE5101, Fall 2014, Copyright P. B. Luh;

Reading Assignment: 1, 2.1 - 2.4

Math. Descriptions of Systems ~ Review

Next Time: Sections 2.5 - 2.9, 3.1 - 3.3

ECE5101, Fall 2014, Copyright P. B. Luh;

Examples: Cars, circuits, bank accounts, stock markets

Two general categories of signals/systems:

ECE5101, Fall 2014, Copyright P. B. Luh;

Signals themselves could be discontinuous

Examples: Money in a bank account, quarterly profit

They are quite similar, and shall be treated in parallel

What is "System Theory"?

Understanding the physical system under consideration

ECE5101, Fall 2014, Copyright P. B. Luh;

Why are you in the class?

What are the prerequisites?

ECE5101, Fall 2014, Copyright P. B. Luh;

Example: A simple electric circuit

Understanding the components and interconnections:

ECE5101, Fall 2014, Copyright P. B. Luh;

An integral-differential or differential equation

Analyzing the properties/responses

For now, shall use Laplace transform (Effective for

ECE5101, Fall 2014, Copyright P. B. Luh;

Laplace Transform, A Quick Review

Converting linear constant coefficient differential

ECE5101, Fall 2014, Copyright P. B. Luh;

Time and frequency scaling: f(at) 1/a F(s/a) for a > 0

ECE5101, Fall 2014, Copyright P. B. Luh;

An algebraic equation as opposed to an integraldifferential equation. Solution:

What can we say about it?

How about the voltage across the capacitor?

What is the system's transfer function?

ECE5101, Fall 2014, Copyright P. B. Luh;

Assume that the ICs are zero, then

Frequency domain analysis

How to obtain the response in time domain?

Suppose that L = C = 1, R = 2, v0 = i0 = 0, and u(t) =

ECE5101, Fall 2014, Copyright P. B. Luh;

Does this make sense

ECE5101, Fall 2014, Copyright P. B. Luh;

Laplace transform is not effective for time varying

Take Laplace transform and recall that tf(t) (-1)F'(s)

ECE5101, Fall 2014, Copyright P. B. Luh;

A set of first-order differential equations

It describes the behaviors inside the system by using the

The output equation

How to analyze the system?

ECE5101, Fall 2014, Copyright P. B. Luh;

ECE5101, Fall 2014, Copyright P. B. Luh;

What else can be said about this system?

ECE5101, Fall 2014, Copyright P. B. Luh;

Design is our final goal

The focus will be on linear systems, and nonlinear

ECE5101, Fall 2014, Copyright P. B. Luh;

1.2 Course Overview

ECE5101, Fall 2014, Copyright P. B. Luh;

Goals: To provide a thorough understanding about

ECE5101, Fall 2014, Copyright P. B. Luh;

Shall treat continuous-time and discrete-time systems

ECE5101, Fall 2014, Copyright P. B. Luh;