Class#7

- Solving differential equations (2.10)

- Solving difference equations (2.10)
* Midterm examination #1
- Mar. 18th (next Wednesday): 4:00PM-6:00PM
- Coverage: Class#1-8 (Properties, signals, convolution, differential/difference
equ., Fourier representation)
- Review for Midterm#1 (class#9, Mar. 16th, Monday of next week)

UM-SJTU Joint Institute

Slide 1

Chengbin Ma

Midterm Exam#1

Closed book.
One A4 size SINGLE-sided slide of notes allowed.
Calculators Needed and Allowed. No devices with full alphanumeric keyboards are
permitted.
Exam is given under the JI Honor Code principles and practices.
No communications of any kind are allowed. Use of cellphones, cameras, personal
data assistants, computers, or any other electronic devices, besides approved
calculators, will be treated as an Honor Code violation.
Work to be done in Exam booklet. Turn in all pages of the exam. Do not unstaple
the pages.
DO NOT WRITE ON THE BACK OF PAGES (Work on backs of pages will NOT
be graded).
Show your work and briefly explain major steps with necessary FIGURES. NO
CREDIT WILL BE GIVEN IF NO WORK IS SHOWN.
WRITE YOUR FINAL ANSWERS IN THE AERAS PROVIDED.

UM-SJTU Joint Institute

Slide 2

Chengbin Ma

Review of Previous Lecture (1)

Step response: the running sum/integral of the
impulse response.
Discrete-time LTI system

s[n] u[n] * h[n] h[n] * u[n]

h[n] s[n] s[n 1]

h[k ]u[n k ] h[k ]

y[n] x[n] h[n]

Continuous-time LTI system

t

s(t ) h( )d h(t ) d s(t )

dt

x[k ]h[n k ]

x[0]h[n] x[1]h[n 1]

y(t ) x( )h(t )d

Note: the step and impulse functions themselves are related to each other.
UM-SJTU Joint Institute

Slide 3

Chengbin Ma

Review of Previous Lecture (2)

Differential/difference equations: another
representation for the input-output
characteristics (dynamics) of LTI systems.
Order of a LTI system
Discrete-time LTI system

a0 y[n] a1 y[n 1] aN y[n N ] b0 x[n] b0 x[n 1] bM x[n M ]

Continuous-time LTI system

d
dN
d
dM
a0 y(t ) a1 y(t ) a N N y(t ) b0 x(t ) b1 x(t ) bM M x(t )
dt
dt
dt
dt
UM-SJTU Joint Institute

Slide 4

Chengbin Ma

Review of Previous Lecture (3)

Two typical second-order systems: one
mechanical system and one electric system.
Differential/difference equations and their
coefficients have clear physical meanings, i.e., an
abstract representation of a LTI systems
dynamics.

d2
d
1
L 2 i (t ) R i (t ) i (t ) 0
dt
dt
C

d 2 x(t )
dx(t )
m

c
kx(t ) 0
2
dt
dt
UM-SJTU Joint Institute

Slide 5

Chengbin Ma

This Class
Solving differential/difference equations (2.10)
Homogeneous solution
Particular solution
General solution

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Slide 6

Chengbin Ma

Physical Meanings
Homogenous solution: transient dynamics (initial conditions
and input signal at time 0)

Particular solution: steady state that only relates to a

specific input signal (different LTI systems, similar steady state responses)
General solution: transient dynamics + steady state

Class7_circuitRC
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Slide 7

Chengbin Ma

Homogenous Solution (1)

Homogeneous solution: set all the terms
related with the input to zero, i.e., eliminate the
influence of the current input.
Example: an RLC circuit
In-class problem (3-min): How to obtain
homogenous solution?
d
1 t
Ri (t ) L i (t ) i ( )d v(t )
dt
C
1
d
d2
d
i (t ) R i (t ) L 2 i (t ) v(t )
C
dt
dt
dt

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Slide 8

Chengbin Ma

Homogenous Solution (2)

1. General form:
d
dN
d
dM
a0 y(t ) a1 y(t ) aN N y(t ) b0 x(t ) b1 x(t ) bM M x(t )
dt
dt
dt
dt

2. Let all the input x(t) related terms be zero,

d
dN
a0 y(t ) a1 y (t ) a N N y(t ) 0
dt
dt
3. The characteristic equation is
a0 a1r1 aN r N 0
4. Suppose ri is the N roots of the characteristic equation,

y ( h) (t ) c1e r1t c2e r2t cN e rN t

5. ci are determined later to satisfy the initial conditions
y(0), y (1) (0), y ( N 1) (0)
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Slide 9

Chengbin Ma

Homogenous Solution (3)

Special cases:
If the characteristic equation has p repeated roots
rj, the corresponding term will be
rjt
rjt
p 1 rj t
e , te , , t e
Imaginary roots lead to sinusoidal, and complex
roots to exponentially damped sinusoidal.

Examples:

a0 a1r 1 a N r N 0

Example 2.17, p148.

y ( h) (t ) c1e r1t c2e r2t cN e rN t

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Slide 10

Chengbin Ma

Homogenous Solution (4)

Example:
Input: voltage x(t); Output: current y(t)
Conditions on R, L, and C so that the homogenous
solution consists 1) real exponentials, 2) complex
sinusoidal, 3) exponentially damped sinusoidal.
a0 a1r1 aN r N 0

y ( h) (t ) c1e r1t c2e r2t cN e rN t

p repeated roots : e j , te j , , t p 1e
rt

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Slide 11

rt

rjt

Chengbin Ma

Particular Solution
Assume an output is with same general form as
the input (the output is directly related to the
input).

Example 2.20, p151.

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Slide 12

Chengbin Ma

General Solution
A complete solution that satisfies the
prescribed initial conditions.
1.
2.

3.

Find the form of the homogeneous solution y(h) from the roots of the
characteristic equation.
Find a particular solution y(p) by assuming that it is of the same form
as the input, yet is independent of all terms in the homogeneous
solution.
Determine the coefficients in the homogeneous solution so that the
complete solution y = y(h) + y(p) satisfies the initial conditions.

Example 2.22, p153

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Slide 13

Chengbin Ma

Initial Conditions
P152, textbook
In the continuous-time case, the initial conditions at t=0must be translated to t=0+ to reflect the effect of applying
the input at t=0.
A necessary/sufficient condition: the right-hand side of the
differential equation contains no impulses or derivatives
of impulses.
If not, the initial conditions at t=0- are no longer equal to
the initial conditions at t=0+ (out of scope of this course).
When M >= 1, x(t) can not contain any step discontinuity at t = 0, since otherwise its
derivative(s) will generate an impulse.

d
dN
d
dM
a0 y(t ) a1 y(t ) aN N y(t ) b0 x(t ) b1 x(t ) bM M x(t )
dt
dt
dt
dt
UM-SJTU Joint Institute

Slide 14

Chengbin Ma

Homework
Problem 2.53(b)(d)
Problem 2.55(c)
Problem 2.57(a)(b)(c)(d)

Due: 2:00PM, Thursday of next week

UM-SJTU Joint Institute

Slide 15

Chengbin Ma