# Characterization of Systems in the Time Domain

*This Jupyter notebook is part of a [collection of notebooks](../index.ipynb) in the bachelors module Signals and Systems, Communications Engineering, Universität Rostock. Please direct questions and suggestions to [Sascha.Spors@uni-rostock.de](mailto:Sascha.Spors@uni-rostock.de).*

## Impulse Response

The response $y(t)$ of a linear time-invariant (LTI) system $\mathcal{H}$ to an arbitrary input signal $x(t)$ is derived in the following. The input signal can be represented as an integral when applying the [sifting-property of the Dirac impulse](../continuous_signals/standard_signals.ipynb#Dirac-Impulse)

\begin{equation}
x(t) = \int_{-\infty}^{\infty} x(\tau) \cdot \delta(t-\tau) \; d \tau
\end{equation}

The output signal of the system is then given as

\begin{equation}
y(t) = \mathcal{H} \left\{ \int_{-\infty}^{\infty} x(\tau) \cdot \delta(t-\tau) \; d \tau \right\}
\end{equation}

The integration and system response operator can be exchanged under the assumption that the system is linear

\begin{equation}
y(t) = \int_{-\infty}^{\infty}  x(\tau) \cdot \mathcal{H} \left\{ \delta(t-\tau) \right\} \; d \tau 
\end{equation}

where $\mathcal{H} \{\cdot\}$ was only applied to the Dirac impulse, since $x(\tau)$ can be regarded as constant factor with respect to the time $t$. It is obvious that the response of a system to a Dirac impulse plays an important role in the calculation of the output signal for arbitrary input signals. 

The response of a system to a Dirac impulse as input signal is denoted as [*impulse response*](https://en.wikipedia.org/wiki/Impulse_response). It is defined as

\begin{equation}
h(t) = \mathcal{H} \left\{ \delta(t) \right\}
\end{equation}

If the system is time-invariant, the response to a shifted Dirac impulse is $\mathcal{H} \left\{ \delta(t-\tau) \right\} = h(t-\tau)$. Hence, for an LTI system we finally get

\begin{equation}
y(t) = \int_{-\infty}^{\infty}  x(\tau) \cdot h(t-\tau) \; d \tau 
\end{equation}

Due to its relevance in the theory of LTI systems, this operation is explicitly termed as [*convolution*](https://en.wikipedia.org/wiki/Convolution). It is commonly abbreviated by $*$, hence for above integral we get $y(t) = x(t) * h(t)$.

The properties of an LTI system are entirely characterized by its impulse response. The response $y(t)$ of a system to an arbitrary input signal $x(t)$ is given by the convolution of the input signal $x(t)$ with its impulse response $h(t)$.

**Example**

The following example considers an LTI system whose relation between input $x(t)$ and output $y(t)$ is given by an ordinary differential equation (ODE) with constant coefficients

\begin{equation}
y(t) + \frac{d}{dt} y(t) = x(t)
\end{equation}

The system response is computed for $x(t) = e^{- 2 t} \cdot \epsilon(t)$ by 

1. explicitly solving the ODE and by 
2. computing the impulse response $h(t)$ and convolution with the input signal.

The solution should fulfill the initial conditions $y(t)\big\vert_{t = 0-} = 0$ and $\frac{d}{dt}y(t)\big\vert_{t = 0-} = 0$ due to causality.

First the ODE is defined in `SymPy`


```python
%matplotlib inline
import sympy as sym
sym.init_printing()

t = sym.symbols('t', real=True)
x = sym.Function('x')(t)
y = sym.Function('y')(t)

ode = sym.Eq(y + y.diff(t) , x)
ode
```

The ODE is solved for the given input signal in order to calculate the output signal. Note that the integration constant is set to zero to fulfill the initial conditions


```python
solution = sym.dsolve(ode.subs(x, sym.exp(-2*t)*sym.Heaviside(t)))
y1 = solution.rhs.subs('C1', 0)
y1
```

Lets plot the output signal derived by explicit solution of the ODE


```python
sym.plot(y1, (t,-1,10), ylabel=r'$y(t)$');
```

The impulse response $h(t)$ is computed by solving the ODE for a Dirac impulse as input signal, $x(t) = \delta(t)$


```python
solution2 = sym.dsolve(ode.subs(x, sym.DiracDelta(t)))
h = solution2.rhs.subs('C1', 0)
h
```

Lets plot the impulse response $h(t)$ of the LTI system


```python
sym.plot(h, (t,-1,10), ylabel=r'$h(t)$');
```

As alternative to the explicit solution of the ODE, the system response is computed by evaluating the convolution integral. Since `SymPy` cannot handle the Heaviside function properly in integrands, the convolution integral is first simplified. Both the input signal $x(t)$ and the impulse response $h(t)$ are causal signals. Hence, the convolution integral degenerates to

\begin{equation}
y(t) = \int_{0}^{t} x(\tau) \cdot h(t - \tau) \; d\tau
\end{equation}

for $t \geq 0$. Note that $y(t) = 0$ for $t<0$.


```python
tau = sym.symbols('tau', real=True)

y2 = sym.integrate(sym.exp(-2*tau) * h.subs(sym.Heaviside(t), 1).subs(t, t-tau), (tau, 0, t))
y2
```

Lets plot the output signal derived by evaluation of the convolution


```python
sym.plot(y2, (t,0,10), ylabel=r'$y(t)$');
```

**Exercise**

* Compare the output signal derived by explicit solution of the ODE with the signal derived by convolution. Are both equal?
* Check if the impulse response $h(t)$ is a solution of the ODE by manual calculation. Hint $\frac{d}{dt} \epsilon(t) = \delta(t)$.
* Check the solution of the convolution integral by manual calculation including the Heaviside functions.

**Copyright**

The notebooks are provided as [Open Educational Resource](https://de.wikipedia.org/wiki/Open_Educational_Resources). Feel free to use the notebooks for your own educational purposes. The text is licensed under [Creative Commons Attribution 4.0](https://creativecommons.org/licenses/by/4.0/), the code of the IPython examples under the [MIT license](https://opensource.org/licenses/MIT). Please attribute the work as follows: *Lecture Notes on Signals and Systems* by Sascha Spors.

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systems_time_domain/impulse_response.ipynb
xushoucai/signals-and-systems-lecture
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2019-01-11T02:04:18.000Z
systems_time_domain/impulse_response.ipynb
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MIT
systems_time_domain/impulse_response.ipynb
xushoucai/signals-and-systems-lecture
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MIT
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