Signals & Systems Basics
Signals & Systems Basics
Introduction
where T is the operator representing some well-defined rule by which x is transformed into y.
Relationship (1.1) is depicted as shown in Fig. 1-1(a). Multiple input and/or output signals are
possible as shown in Fig. 1-1(b). We will restrict our attention for the most part in this text to the
single-input, single-output case.
If a continuous-time signal x(t) can take on any value in the continuous interval (a, b), where
a may be - ∞ and b may be +∞ then the continuous-time signal x(t) is called an analog signal. If a
discrete-time signal x[n] can take on only a finite number of distinct values, then we call this
signal a digital signal.
A signal x(t) is a real signal if its value is a real number, and a signal x(t) is a complex signal
if its value is a complex number. A general complex signal x(t) is a function of the form
Deterministic signals are those signals whose values are completely specified for any given
time. Thus, a deterministic signal can be modelled by a known function of time ‘t’.
Random signals are those signals that take random values at any given time and must be
characterized statistically.
x (- t) = x(t)
x [-n] = x [n] -------------(1.3)
x(-t) = - x(t)
x[- n] = - x[n]--------------(1.4)
-------(1.5)
Where,
-----(1.6)
-------(1.7)
Where,
--------(1.8)
Note that the product of two even signals or of two odd signals is an even signal and
that the product of an even signal and an odd signal is an odd signal.
---------------------------(1.10)
for all t and any integer m. The fundamental period T, of x(t) is the smallest positive value of
T for which Eq. (1.9) holds. Note that this definition does not work for a constant
signal x(t) (known as a dc signal). For a constant signal x(t) the fundamental period is
undefined since x(t) is periodic for any choice of T (and so there is no smallest positive
value). Any continuous-time signal which is not periodic is called a nonperiodic (or
aperiodic) signal.
……….(1.11)
An example of such a sequence is given in Fig. 1-4(b). From Eq. (1.11) and Fig. 1-4(b) it
follows that
……………………..(1.12)
for all n and any integer m. The fundamental period No of x[n] is the smallest positive integer
N for which Eq.(1.11) holds. Any sequence which is not periodic is called a nonperiodic (or
aperiodic sequence.
Note that a sequence obtained by uniform sampling of a periodic continuous-time signal may
not be periodic. Note also that the sum of two continuous-time periodic signals may not be
periodic but that the sum of two periodic sequences is always periodic.
Consider v(t) to be the voltage across a resistor R producing a current i(t). The
instantaneous power p(t) per ohm is defined as
…………(1.13)
……(1.14)
For an arbitrary continuous-time signal x(t), the normalized energy content E of x(t) is
defined as
…………………(1.15)
The normalized average power P of x(t) is defined as
(1.16)
Similarly, for a discrete-time signal x[n], the normalized energy content E of x[n] is
defined as
(1.17)
(1.18)
Based on definitions (1.15) to (1.18), the following classes of signals are defined:
1. x(t) (or x[n]) is said to be an energy signal (or sequence) if and only if 0 < E < m, and
so P = 0.
2. x(t) (or x[n]) is said to be a power signal (or sequence) if and only if 0 < P < m, thus
implying that E = m.
3. Signals that satisfy neither property are referred to as neither energy signals nor power
signals.
Note that a periodic signal is a power signal if its energy content per period is finite, and
then the average power of this signal need only be calculated over a period
1.3 Basic Operations on signals
The operations performed on signals can be broadly classified into two kinds
The operations of the dependent variable can be classified into five types: amplitude scaling,
addition, multiplication, integration and differentiation.
Amplitude scaling
Amplitude scaling of a signal x(t) given by equation 1.19, results in amplification of
x(t) if a >1, and attenuation if a <1.
y(t) =ax(t)……..(1.20)
Addition
The addition of signals is given by equation of 1.21.
y(t) = x1(t) + x2 (t)……(1.21)
1.6 Example of the addition of a sinusoidal signal with a signal of constant amplitude
(positive constant)
Physical significance of this operation is to add two signals like in the addition of the
background music along with the human audio. Another example is the undesired addition of
noise along with the desired audio signals.
Multiplication
Differentiation
The differentiation of signals is given by the equation of 1.23 for the continuous.
…..1.23
The operation of differentiation gives the rate at which the signal changes with
respect to time, and can be computed using the following equation, with Δt being a
small interval of time.
….1.24
If a signal doesn‟t change with time, its derivative is zero, and if it changes at a fixed
rate with time, its derivative is constant. This is evident by the example given in
figure 1.8.
……1.25
Time scaling
An example of this operation is the compression or expansion of the time scale that results in
the „fast-forward’ or the „slow motion’ in a video, provided we have the entire video in some
stored form.
Time reflection
Time reflection is given by equation (1.27), and some examples are contained in fig1.11.
(a)
(b)
1.11 Examples of time reflection of a continuous time signal
Time shifting
The equation representing time shifting is given by equation (1.28), and examples of this
operation are given in figure 1.12.
y(t) = x(t - t0 )… ............. 1.28
(a)
(b)
1.12 Examples of time shift of a continuous time signal
(a)
(b)
1.13 Examples of simultaneous time shifting and scaling. The signal has to be shifted first
and then time scaled.
……………………(1.29)
…………………..(1.30)
Hence, equation (1.30), shows that change in time by ±1/ a seconds, results in change in
magnitude by e±1 . The term 1/ a having units of time, is known as the time-constant. Let us
consider a decaying exponential signal
……………(1.31)
This signal has an initial value x(0) =1, and a final value x(∞) = 0 . The magnitude of this
signal at five times the time constant is,
………………….(1.32)
……………(1.33)
It can be seen that the value at ten times the time constant is almost zero, the final value of
the signal. Hence, in most engineering applications, the exponential signal can be said to
have reached its final value in about ten times the time constant. If the time constant is 1
second, then final value is achieved in 10 seconds!! We have some examples of the
exponential signal in figure 1.14.
Fig 1.14 The continuous time exponential signal (a) e−t , (b) et , (c) e−|t| , and (d) e|t|
We now represent the complex exponential using the Euler‟s identity (equation (1.35)),
……………(1.35)
to represent sinusoidal signals. We have the complex exponential signal given by
equation (1.36)
………(1.36)
Since sine and cosine signals are periodic, the complex exponential is also periodic with
the same period as sine or cosine. From equation (1.36), we can see that the real periodic
sinusoidal signals can be expressed as:
………………..(1.37)
Let us consider the signal x(t) given by equation (1.38). The sketch of this is given in fig 1.15
……………………..(1.38)
The unit impulse usually represented as δ (t) , also known as the dirac delta function, is
given by,
…….(1.38)
From equation (1.38), it can be seen that the impulse exists only at t = 0 , such that its area is
1. This is a function which cannot be practically generated. Figure 1.16, has the plot of the
impulse function
The unit step:
……………….(1.39)
Fig 1.17 Plot of the unit step function along with a few of its transformations
…………….(1.40)
Fig 1.18 Plot of the unit ramp function along with a few of its transformations
………………………….(1.41)
Fig 1.19 Plot of the unit signum function along with a few of its transformations
…….(1.42)
Hence, a finite input should produce a finite output, if the system is stable. Some examples of
stable and unstable systems are given in figure 1.21
Memory
The system is memory-less if its instantaneous output depends only on the current input.
In memory-less systems, the output does not depend on the previous or the future input.
Examples of memory less systems:
Causality:
A system is causal, if its output at any instant depends on the current and past values of
input. The output of a causal system does not depend on the future values of input. This
can be represented as:
y[n F x[m for m n
For a causal system, the output should occur only after the input is applied, hence,
x[n] 0for n 0 implies y[n] 0for n 0
All physical systems are causal (examples in figure 7.5). Non-causal systems do not exist.
This classification of a system may seem redundant. But, it is not so. This is because,
sometimes, it may be necessary to design systems for given specifications. When a system
design problem is attempted, it becomes necessary to test the causality of the system, which
if not satisfied, cannot be realized by any means. Hypothetical examples of non-causal
systems are given in figure below.
Invertibility:
Linearity:
The system is a device which accepts a signal, transforms it to another desirable signal, and is
available at its output. We give the signal to the system, because the output is s
Time invariance:
A system is time invariant, if its output depends on the input applied, and not on the time of
application of the input. Hence, time invariant systems, give delayed outputs for delayed
inputs.
Recommended Questions
TEXT BOOK
Simon Haykin and Barry Van Veen “Signals and Systems”, John Wiley & Sons, 2001.Reprint
2002
REFERENCE BOOKS :
1. Alan V Oppenheim, Alan S, Willsky and A Hamid Nawab, “Signals and Systems” Pearson
Education Asia / PHI, 2nd edition, 1997. Indian Reprint 2002
4. Ganesh Rao and Satish Tunga, “Signals and Systems”, Sanguine Technical Publishers, 2004
Module 2
Time-domain representations for LTI systems – 1
2.1 Introduction:
The Linear time invariant (LTI) system:
Systems which satisfy the condition of linearity as well as time invariance are known as linear time
invariant systems. Throughout the rest of the course we shall be dealing with LTI systems. If the
output of the system is known for a particular input, it is possible to obtain the output for a number
of other inputs. We shall see through examples, the procedure to compute the output from a given
input-output relation, for LTI systems.
Example – I:
2.1.1 Convolution:
A continuous time system as shown below, accepts a continuous time signal x(t) and gives out
a transformed continuous time signal y(t).
Some of the different methods of representing the continuous time system are:
i) Differential equation
ii) Block diagram
iii) Impulse response
iv) Frequency response
v) Laplace-transform
vi) Pole-zero plot
It is possible to switch from one form of representation to another, and each of the representations
is complete. Moreover, from each of the above representations, it is possible to obtain the system
properties using parameters as: stability, causality, linearity, invertibility etc. We now attempt to
develop the convolution integral.
The impulse response of a continuous time system is defined as the output of the system when its
input is an unit impulse, δ (t) . Usually the impulse response is denoted by h(t) .
Given the system impulse response h[n], and the input x[n], the system output y[n], is
given by the convolution sum:
Problem:
To obtain the digital system output y[n], given the system impulse response h[n], and the
system input x[n] as:
1. Evaluation as the weighted sum of individual responses
The convolution sum of equation (…), can be equivalently represented as:
Given
Evaluation using graphical representation:
Another method of computing the convolution is through the direct computation of each value of the
output y[n]. This method is based on evaluation of the convolution sum for a single value of n, and
varying n over all possible values.
Evaluation from direct convolution sum:
While small length, finite duration sequences can be convolved by any of the above three methods,
when the sequences to be convolved are of infinite length, the convolution is easier performed by
direct use of the „convolution sum‟ of equation (…).
Example: A system has impulse response h[n 0.n8)u[n] . Obtain the unit step
response.
Solution:
2.4 Convolution Integral:
We now attempt to obtain the output of a continuous time/Analog digital system for an arbitrary
input x(t), from the knowledge of the system impulse response h(t), and the properties of the impulse
response of an LTI system.
Given the system impulse response h(t), and the input x(t), the system output y(t), is given by the
convolution integral:
Some of the different methods of evaluating the convolution integral are: Graphical representation,
Mathematical equation, Laplace-transforms, Fourier Transform, Differential equation, Block
diagram representation, and finally by going to the digital domain.
Recommended Questions
1. Show that if x(n) is input of a linear time invariant system having impulse response h(n), then
the output of the system due to x(n) is
y (n) x (k)h(n k)
k
2. Use the definition of convolution sum to prove the following properties
1. x(n) * [h(n)+g(n)]=x(n)*h(n)+x(n)*g(n) (Distributive Property)
2. x(n) * [h(n)*g(n)]=x(n)*h(n) *g(n) (Associative Property)
3. x(n) * h(n) =h(n) * x(n) (Commutative Property)
3. Prove that absolute summability of the impulse response is a necessary condition for stability
of a discrete time system.
4. Compute the convolution y(t)= x(t)*h(t) of the following pair of signals:
5. Compute the convolution sum y[n] =x[n]* h[n] of the following pairs of sequences:
8. Show that
Introduction:
Fourier series has long provided one of the principal methods of analysis for mathematical
physics, engineering, and signal processing. It has spurred generalizations and applications that
continue to develop right up to the present. While the original theory of Fourier series applies to
periodic functions occurring in wave motion, such as with light and sound, its generalizations often
relate to wider settings, such as the time-frequency analysis underlying the recent theories of wavelet
analysis and local trigonometric analysis.
• In 1807, Jean Baptiste Joseph Fourier Submitted a paper of using trigonometric series to represent
“any” periodic signal.
• In 1822, Fourier published a book “The Analytical Theory of Heat” Fourier‟s main contributions:
Studied vibration, heat diffusion, etc. and found that a series of harmonically related sinusoids is
useful in representing the temperature distribution through a body.
• He also claimed that “any” periodic signal could be represented by Fourier series. These arguments
were still imprecise and it remained for P. L. Dirichlet in 1829 to provide precise conditions under
which a periodic signal could be represented by a FS.
• He however obtained a representation for aperiodic signals i.e., Fourier integral or transform
• Fourier did not actually contribute to the mathematical theory of Fourier series.
• Hence out of this long history what emerged is a powerful and cohesive framework for the analysis
of continuous- time and discrete-time signals and systems and an extraordinarily broad array of
existing and potential application.
We have seen in previous chapters how advantageous it is in LTI systems to represent signals as a
linear combinations of basic signals having the following properties.
Historical background
There are antecedents to the notion of Fourier series in the work of Euler and D. Bernoulli on
vibrating strings, but the theory of Fourier series truly began with the profound work of Fourier on
heat conduction at the beginning of the century. In [5], Fourier deals with the problem of describing
the evolution of the temperature of a thin wire of length X. He proposed that the initial temperature
could be expanded in a series of sine functions:
The following relationships can be readily established, and will be used in subsequent sections for
derivation of useful formulas for the unknown Fourier coefficients, in both time and frequency
domains.
T T
0
T T
0 0
T
2
T
where
w0 2f (6)
1
f (7)
T
where f and T represents the frequency (in cycles/time) and period (in seconds) respectively. Also,
k and g are integers.
A periodic function f (t) with a period T should satisfy the following equation
f (t T ) f (t) (8)
Example 1
Prove that
sin(kw t) 0
0
0
for
w0 2f
1
f
T
and k is an integer.
Solution
Let
T
Solution
Let
T
B sin 2 (kw0t)dt
0
(11)
Recall
1 cos(2 )
sin 2 ( ) (12)
2
Thus,
T
1 1
B cos(2kw 0t) dt (13)
o
2 2
1 1 1 T
t sin(2kw0t)
2 2 2kw0
0
T
sin(2kw T ) 0
1
B (14)
0
2 4kw0
T 1
sin(2k * 2 )
2 4kw0
T
2
Example 3
Prove that
sin(gw t) cos(kw t) 0
0
0 0
for
w0 2f
1
f
T
and k and g are integers.
Solution
Let
T
then
T
0
0
Adding Equations (15), (19), 2C sin(gw t) cos(kw t)dt sin(kw t) cos(gw t)dt
0 0
0
0
T T
2C 0 , since the right side of the above equation is zero (see Equation 1). Thus,
T
for
w0 2f
1
f
T
k, g integers
Solution
T
Let D sin(kw t) sin(gw t)dt
0
0
0
(22)
Since
cos( ) cos( ) cos( ) sin( ) sin( )
or
sin( )sin( ) cos( ) cos( ) cos( )
Thus,
T T
then
T
TEXT BOOK
Simon Haykin and Barry Van Veen “Signals and Systems”, John Wiley & Sons, 2001.Reprint
2002
REFERENCE BOOKS :
1. Alan V Oppenheim, Alan S, Willsky and A Hamid Nawab, “Signals and Systems” Pearson
Education Asia / PHI, 2nd edition, 1997. Indian Reprint 2002
4. Ganesh Rao and Satish Tunga, “Signals and Systems”, Sanguine Technical Publishers, 2004
Fourier representation for signals
Introduction:
Such a sequence is shown in Fig. 6-l(a). Let x,Jn] be a periodic sequence formed by
repeating x [ n ] with fundamental period No as shown in Fig. 6-l(b). If we let No -, m, we
have
Periodicity
As a consequence of Eq. (6.41), in the discrete-time case we have to consider values of
R(radians) only over the range0 < Ω < 2π or π < Ω < π, while in the continuous-time case we
have to consider values of 0 (radians/second) over the entire range –∞ < ω < ∞.
Linearity:
Time Shifting:
Frequency Shifting:
Conjugation:
Time Reversal:
Time Scaling:
Duality:
The duality property of a continuous-time Fourier transform is expressed as
Since X(t) is periodic with period To = 2 π and the fundamental frequency ω0 = 2π/T0 = 1 ,
Equation indicates that the Fourier series coefficients of X( t) will be x [ - k ] . This duality
relationship is denoted by
where FS denotes the Fourier series and c, are its Fourier coefficients.
Differentiation in Frequency:
Differencing:
The sequence x[n] -x[n – 1] is called the first difference sequence. Equation is easily obtained
from the linearity property and the time-shifting property .
Accumulation:
Note that accumulation is the discrete-time counterpart of integration. The impulse term on the
right-hand side of Eq. (6.57) reflects the dc or average value that can result from the
accumulation.
Convolution:
As in the case of the z-transform, this convolution property plays an important role in the
study of discrete-time LTI systems.
Multiplication:
Parseval's Relations:
Recommended Questions
1. Obtain the Fourier transform of the signal e -at. u(t) and plot spectrum.
2. Determine the DTFT of unit step sequence x(n) = u(n) its magnitude and phase.
3. The system produces the output of yet) = e-t u(t), for an input of x(t) = e-2t.u(t). Determine
impulse response and frequency response of the system.
4. The input and the output of a causal LTI system are related by differential equation
+ + 8y(t)= 2x(t)
i) Find the impulse response of this system
ii) What is the response of this system if x(t) = te-at u(t)?
5. Discuss the effects of a time shift and a frequency shift on the Fourier representation.
6. Use the equation describing the DTFT representation to determine the time-domain
signals corresponding to the following DTFTs :
i) X(ejΩ)= Cos(Ω)+j Sin(Ω)
ii) X(ejΩ)={1, for π/2<Ω< π; 0 otherwise and X(ejΩ)=-4 Ω
7. Use the defining equation for the FT to evaluate the frequency-domain representations
for the following signals:
i) X(t)= e-3tu(t-1)
ii) X(t)=e-t Sketch the magnitude and phase spectra.
8. Show that the real and odd continuous time non periodic signal has purely imaginary Fourier
transform. (4 Marks)
Example:
Recommended Questions
1. Find the frequency response of the RLC circuit shown in the figure. Also
find the impulse response of the circuit
2.
4.
5.