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First-order system impulse and step response

Short answer

Using Fourier transforms on tau y'(t)+y(t)=x(t) gives H(w)=1/(1+jw tau). The impulse response is h(t)=(1/tau)e^(-t/tau)u(t); integrating it gives the step response s(t)=(1-e^(-t/tau))u(t), which reaches 63.2% at t=tau.

Derive the expression for impulse response and step response of first order continuous time system described by the differential equation τ dy(t)/dt + y(t) = x(t).

Given: a first-order system with time constant τ\tau:

τdy(t)dt+y(t)=x(t)\tau\frac{dy(t)}{dt} + y(t) = x(t)

(e.g. an RC low pass circuit with τ=RC\tau = RC). Assume the system is initially at rest.

Impulse response

Take the Fourier transform, using ddt↔jω\frac{d}{dt} \leftrightarrow j\omega:

(jωτ+1) Y(ω)=X(ω)H(ω)=Y(ω)X(ω)=11+jωτ=1/τ1/τ+jω\begin{aligned} (j\omega\tau + 1)\,Y(\omega) &= X(\omega) \\ H(\omega) = \frac{Y(\omega)}{X(\omega)} &= \frac{1}{1 + j\omega\tau} = \frac{1/\tau}{1/\tau + j\omega} \end{aligned}

Using the pair e−atu(t)↔1a+jωe^{-at}u(t) \leftrightarrow \frac{1}{a + j\omega} with a=1/τa = 1/\tau:

h(t)=1τe−t/τu(t)h(t) = \frac{1}{\tau}e^{-t/\tau}u(t)

Check: for t>0t > 0, τh′+h=−1τe−t/τ+1τe−t/τ=0\tau h' + h = -\frac{1}{\tau}e^{-t/\tau} + \frac{1}{\tau}e^{-t/\tau} = 0, and the jump h(0+)=1/τh(0^+) = 1/\tau makes τ dh/dt\tau\,dh/dt contain δ(t)\delta(t), matching the input.

Step response

s(t)=∫−∞th(λ) dλ=∫0t1τe−λ/τdλ=[−e−λ/τ]0t=(1−e−t/τ)u(t)\begin{aligned} s(t) &= \int_{-\infty}^{t} h(\lambda)\,d\lambda = \int_0^{t}\frac{1}{\tau}e^{-\lambda/\tau}d\lambda \\ &= \left[-e^{-\lambda/\tau}\right]_0^{t} \\ &= \left(1 - e^{-t/\tau}\right)u(t) \end{aligned}

Features:

  • s(τ)=1−e−1=0.632s(\tau) = 1 - e^{-1} = 0.632: the output reaches 63.2% of the final value in one time constant.
  • It reaches about 98% after 4τ4\tau; final value is 1.
  • Smaller τ\tau means a faster response (wider bandwidth 1/τ1/\tau rad/s).
 h(t)                      s(t)
1/tau|\                    1 |      .--------
     | \                0.632|   .-'
     |  `-.                  |  /
     |     `---___           | /
   0 +--------------> t    0 +/-------------> t
     0  tau                  0  tau

✓ Answer checked by Claude Opus 5.5 (high effort)

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