EE 313 Linear Systems and Signals Fall 2010

Differential Equations

Prof. Brian L. Evans

Dept. of Electrical and Computer Engineering
The University of Texas at Austin

Initial conversion of content to PowerPoint

by Dr. Wade C. Schwartzkopf
 Time-Domain Analysis
For a system governed by a y(t)
x(t)
linear constant coefficient
differential equation,
Total response zero - input response zero - state response

when x ( t ) 0 response to non - zero x ( t )
results from internal system conditions only all initial conditions are zero
independent of x ( t ) dependent on x ( t )

Each component can be computed independently of other

System satisfies linearity property if zero-input response is
zero (i.e. all initial conditions are zero)
Zero-state response is convolution of impulse response and
input signal
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 Time-Domain Analysis
Zero-input response Zero-state response
Response when x(t) = 0 Response to non-zero x(t)
Results from internal when system is relaxed
system conditions only A system in zero state
Independent of x(t) cannot generate any
response for zero input
For most filtering
applications (e.g. your Zero state corresponds to
stereo system), we initial conditions being
want a zero-valued zero
zero-input response

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 Zero-Input Response
Simplest case (first-order equation)
d d
y0 t a1 y0 t 0 y0 t a1 y0 t
dt dt
Solution: 0
y t C e a1 t

For arbitrary constant C

How is C determined?
Could C be complex-valued?
How about the following Nth-order equation?
dN d N 1 d
N
y t a1 N 1 y t a N 1 y t a N y t x(t )
dt dt dt
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 Zero-Input Response dy0
C e t
dt
2
For the Nth-order equation d y0
C 2 t
e
2
dt
Guess solution has form y0(t) = C e t
k
Substitute form into differential equation d y0 k t
k
C e
dt
Factor common terms to obtain
C N
a N 1
a
1 N 1 N a e t
0
non zero non zero
Q

y0(t) = C et is a solution provided that Q() = 0

Factor Q() to obtain N characteristic roots
Q( ) 1 2 N 0

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 Zero-Input Response
Assuming that no two i terms are equal
y0 t C1e 1t C2 e 2t C N e N t
For repeated roots, solution changes
Simplest case of root repeated twice:
y0 t C1 C2 t e t
With r repeated roots

y0 t C1 C2t Cr t r 1 e t

Characteristic modes e t
Determine zero-input response
Influence zero-state response
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 Zero-Input Response
Could i be complex?
If complex, we can write it in Cartesian form
i i j i
Exponential solution et becomes product of two terms
e it e i ji t e it e ji t e it cos t j sin t
i i
dampening term
oscillating term

For conjugate symmetric roots, and conjugate

symmetric constants,
2 C1 e i t cos i t C1
i t i t
C1e C e 1

dampening term oscillating term
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 Zero-Input Solution Example
L R
Component values
L = 1 H, R = 4 , C = 1/40 F x(t) C
y(t)
Realistic breadboard components?
Loop equations
(D2 + 4 D + 40) [y0(t)] = 0
Envelope
Characteristic polynomial
2 + 4 + 40 =
( + 2 - j 6)( + 2 + j 6)
Initial conditions
y(0) = 2 A
(0) = 16.78 A/s y0(t) = 4 e-2t cos(6t - /3)5 A
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 Impulse Response
Response to unit impulse x(t) y(t)
Set x(t) = (t) and solve for y(t)
Linear constant coefficient differential equation
dN d N 1 d
N
y t a1 N 1 y t a N 1 y t a N y t
dt dt dt
dM d M 1 d
bN M M
x t bN M 1 M 1
x t bN 1 x t bN x t
dt dt dt
With zero initial conditions, impulse response is
h(t ) b0 (t ) v(t ) u (t )
dM d M 1 d
v(t ) bN M M
y0 t bN M 1 M 1 y0 t bN 1 y0 t bN y0 t
dt dt dt
b0 is coefficient of dNx(t)/dtN term and could be
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 Impulse Response
Where did b0 come from?
In solving these differential equations for t 0,
x(t ) g (t ) u (t ) y (t ) m(t ) u (t )
Funny things happen to y(t) and y(t)
y ' (t ) m' (t ) u (t ) m(t ) (t )
y" (t ) m" (t ) u (t ) 2 m' (t ) (t ) m(t ) ' (t )
In differential equations class, solved for m(t)
Likely ignored (t) and (t) terms
Solution for m(t) is really valid for t 0+
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