Signals & Systems

A Signal
 A signal is a function of one or more variables,
which conveys information on the nature of some
physical phenomena.
 Examples
– f(t) : a voice signal, a music signal
– f ( x , y ) : an image signal, a picture
– f ( x , y , t ) : a video signal
– xn : a sequence of data ( n: integer )
– bn : a bit stream ( b:1 or 0 )
– continuous-time, discrete-time
– analog, digital
 Human Perceptible/Machine Processed
 A
Signal
A System
 An entity that manipulates one or more signals to
accomplish some function, including yielding some
new signals.

input output
System
signal signal

 Examples
– an electric circuit
– a telephone handset
– a PC software receiving pictures from Internet
– a TV set
– a computer with some software handling some data
 System
• a system transforms input signals into output signals
• a system is a function mapping input signals into out
put signals
• we concentrate on systems with one input and one o
utput signal, i.e., single-input, single-output (SISO) sy
stems
• notation:
– y = S(u) means the system S acts on input signal u to produ
ce output signal y
 Typical Examples of Signals/Systems
Concerned
 Communication Systems

s(t r(t
Transmitter Channel Receiver
) )
Message Transmitted Received Estimate of
signal signal signal message
(information signal
) data, text, (information)
audio, video
noise, loss
distortion,
interference
Typical Examples of Signals/Systems
Concerned
 Computers
 Signal Processing Systems
– software systems processing the signal by computation/
memory
– examples : audio enhancement systems, picture processing
systems, video compression systems, voice recognition
systems, array signal processors, equalizers, etc.
 Audio
Enhancement

Picture Processing
Typical Examples of Signals/Systems
Concerned
 Networks

user B
user A
Typical Examples of Signals/Systems
Concerned
 Information Retrieval Systems

Search
Internet User
Engine

 The Global Internet

 Other Information Systems
– examples : remote sensing systems, biomedical signal
processing systems, etc.
 The Global Internet

Global Internet

Digital
Libraries, Electronic
Virtual Google, Home,
Intelligent Network
Museums, Facebook, Electronic Offices,
. YouTube, Electronic Entertainment
. Commerce, Distant .
. Amazon Government .
Network Learning,
. Services, .
. Banking, . .
. . . .
. . .
.
The Global Internet
 Network Technology Connects Everywhere Globally

 Huge Volume of Information Disseminated across

the Globe in Microseconds
 Multi-media, Multi-lingual, Multi-functionality
 Cross-cultures, Cross-domains, Cross-regions
 Integrating All Knowledge Systems and Information
related Activities Globally
Typical Examples of Signals/Systems
Concerned
 Control Systems
– close-loop/feedback control systems
disturbance
error control z(t)
signal signal
e(t) v(t)
input controller plant output
signal signal
x(t) y(t)
feedback
signal
sensor

– example: aircraft landing systems, satellite stabilization

systems, robot arm control systems, etc.
Typical Examples of Signals/Systems
Concerned
 Other Systems
– manufacturing systems, computer-aided-design systems,
mechanical systems, chemical process systems, etc.
Scope of The Course
 Those Signals/Systems Operated by Electricity, in
Particular by Software and Computers, with
Extensive Computation and Memory, for
Information and Control Primarily
 Analytical Framework to Handle Such
Signals/Systems
 Mathematical Description/Representation of Such
Signals/Systems
Scope of The Course
 Language and Tools to Solve Problems with Such
Signals/Systems
 Closely Related to: Communications, Signal
Processing, Computers, Networks, Control,
Biomedical Engineering, Circuits, Chips, etc.
History of the Area
 Independently Developed by People Working on
Different Problems in Different Areas
 Fast Development after Computers Become
Available and Powerful
 Re-organized into an Integrated Framework
 Sampling

• Discrete-time signals are often obtained by

sampling continuous-time signals

x(t ) . . x[n]  x(t ) t nT  x(nT )

18
 Classification of Signals
• Continuous time and Discrete time signals
• Deterministic & Non Deterministic Signals
• Periodic & A periodic Signals
• Even & Odd Signals
• Energy & Power Signals
Continuous v/S Discrete Signals
 Continuous-time
A signal that is
specified for every
value of time t.

 Discrete-time
A signal that is
specified only at
discrete
values of time
t. 18
 Continuous-Time Signals
• Signal that has a value for all points in time
• Function of time
– Written as x(t) because the signal “x” is a function of time
• Commonly found in the physical world
– ex. Human speech
• Displayed graphically as a line

x(t)

t
21
 Discrete-Time Signals
• Signal that has a value for only specific points in time
• Typically formed by “sampling” a continuous-time signal
– Taking the value of the original waveform at specific intervals in time
• Function of the sample value, n
– Write as x[n]
– Often called a sequence
• Commonly found in the digital world
– ex. wav file or mp3
• Displayed graphically as individual values
– Called a “stem” plot

x[n]

Sample number

1 2 3 4 5 6 7 8 9 10 n 22
 Examples: CT vs. DT Signals

x(t ) x[n]

t n

23
 Deterministic & Non Deterministic Signals
Deterministic signals
• Behavior of these signals is predictable w.r.t time
• There is no uncertainty with respect to its value at any time.
• These signals can be expressed mathematically.
For example x(t) = sin(3t) is deterministic signal.
Deterministic v/s Stochastic Signal
 Signals that can be written in any
mathematical expression are called
deterministic signal.
 (sine,cosine..etc)
 Signals that cann’t be written in mathematical
expression are called stochastic signals.
 (impulse,noise..etc)

25
Deterministic & Non Deterministic Signals Contd.

Non Deterministic or Random signals

• Behavior of these signals is random i.e. not predictable
w.r.t time.
• There is an uncertainty with respect to its value at any ti
me.
• These signals can’t be expressed mathematically.
• For example Thermal Noise generated is non determinis
tic signal.
 Periodic v/s Aperiodic Signals
 Signals that repeat itself at a proper interval
of time are called periodic signals.
 Continuous-time signals are said to be
periodic.
 Signals that will never repeat themselves,and
get over in limited time are called aperiodic
or non-periodic signals.

27
 Periodic and Non-periodic Signals

• Given x(t) is a continuous-time signal

• x (t) is periodic if x(t) = x(t+Tₒ) for any T and any integer n
• Example
– x(t) = A cos(wt)
– x(t+Tₒ) = A cos[w(t+Tₒ)] = A cos(wt+wTₒ)= A cos(wt+2p) = A
cos(wt)
– Note: Tₒ =1/fₒ ; w2pfₒ
Periodic and Non-periodic Signals Cont
d.
• For non-periodic signals
x(t) ≠ x(t+Tₒ)
• A non-periodic signal is assumed to have a per
iod T = ∞
• Example of non periodic signal is an exponenti
al signal
Even v/s Odd Signals

30
Even v/s Odd Signals
 A signal x(t) or x[n] is referred to as an even
signal if
 CT:
 DT:

 A signal x(t) or x[n] is referred to as an odd

signal if
 CT:
 DT:
22
Even and Odd Functions: Properties


Property:

 Area:
 Even signal:

 Odd signal:
32
 Even and Odd Parts of Functions
g ( t ) + g ( -t )
The even part of a function is g e ( t ) 
2
g ( t ) - g ( -t )
The odd part of a function is g o ( t ) 
2
A function whose even part is zero, is odd and a function
whose odd part is zero, is even.
Energy v/s Power Signals
 Signal with finite energy (zero
power)

 Signal with finite power (infinite

energy)

 Signals that satisfy neither property are

referred as neither energy nor power signals 34
 Energy and Power Signals
Energy Signal
• A signal with finite energy and zero power is called E
nergy Signal i.e.for energy signal
0<E<∞ and P =0
• Signal energy of a signal is defined as the area under
the square of the magnitude of the signal.
�

�x ( t )
2
Ex  dt
-�
• The units of signal energy depends on the unit of th
e signal.
Energy and Power Signals Contd.
Power Signal
• Some signals have infinite signal energy. In that cas
eit is more convenient to deal with average signal p
ower.
• For power signals
0<P<∞ and E = ∞
• Average power of the signal is given by
T /2
1
x ( t ) dt
2
Px  lim
T ��T �
-T / 2
Energy and Power Signals Contd.

• For a periodic signal x(t) the average signal p

ower is 1
Px  �x ( t ) dt
2

T T

• T is any period of the signal.

• Periodic signals are generally power signals.
Signal Energy and Power for DT Sign
al
• A discrtet time signal with finite energy and zero power is called Energy
Signal i.e.for energy signal

0<E<∞ and P =0

• The signal energy of a for a discrete time signal x[n] is

�x [ n ]
2
Ex 
n -�
Signal Energy and Power for DT Si
gnal Contd.
The average signal power of a discrete time power signal 
x[n] is
N -1
1
�x [ n]
2
Px  lim
N �� 2 N
n - N

For a periodic signal x[n] the average signal power is

1
� x [ n]
2
Px 
N n N

�The notation �n  N means the sum over any set of �

� �
�consecutive n 's exactly N in length. �
� �
Transformation of A Signal
 Time Shift
x(t )  x(t - t 0 ) , x[n]  x[n - n0 ]
 Time Reversal
x(t )  x(-t ) , x[n]  x[-n]
 Time Scaling

x(t )  x(at ) , x[n]  ?

 Combination
x(t )  x(at + b) , x[n]  ?
 Time

Scaling x[n
x(t) ]

?
x(at), a<1
?
x(at), a>1
Periodic Signal

x(t )  x(t + T ) , T : period

x(t )  x(t + mT ) , m : integer
T0 : Fundamental period : the smallest positive value of T
aperiodic : NOT periodic

x [n]  x [n + N ]  x [n + mN ] , N 0
Even/Odd Signals
 Even x(-t )  x(t ) , x[-n]  x[n]

 Odd x(-t )  - x(t ) , x[-n]  - x[n]

 Any signal can be discomposed into a sum of an

even and an odd

1 1
x1 (t )  [ x(t ) + x(-t )] , x 2 (t )  [ x(t ) - x(-t )]
2 2
Even/Odd

Even Odd

x(- x(-t)=-x(t)
t)=x(t)
Exponential/Sinusoidal Signals
 Basic Building Blocks from which one can construct
many different signals and define frameworks for
analyzing many different signals efficiently

jw 0 t 2π
x (t )  e , fundamental period T0 
|ω0|
2p
fundamental frequency w 0 
T0

w 0 : rad / sec
Exponential/Sinusoidal Signals
Vector Space

3-dim Vector Space

Exponential/Sinusoidal Signals
 Harmonically related signal sets

jk w 0 t
{ k ( t )  e , k  0 ,  1,  2 ,....}
2π
fundamental period Tk 
|kω0|

fundamental frequency |kω0|

2π
all with common period T1 
|ω0|
Exponential/Sinusoidal Signals
 Sinusoidal signal

j (w 0t + )
x ( t )  A cos( w 0 t +  )  Re{ Ae }
 General format
j ( r + jw 0 ) t j (w 0 t + )
x (t )  Ce | C | e  e
at
| C | e  e
rt

 Discrete-Time
jw 0 n
x[ n ]  e ,w 0 : rad
x [ n ]  A cos (w 0 n +  )
x[ n ]  C e n
Exponential/Sinusoidal Signals
 Important Differences Between Continuous-time and
Discrete-time Exponential/Sinusoidal Signals
– For discrete-time, signals with frequencies ω0 and
ω0 +m ． 2π are identical. This is Not true for
continuous-time.

j ( w 0 + m 2 p ) n jw 0 n
e e
j (w 0 +  ) t j (w 0 +  ) t
e e
see : Fig.1.27, p.27 of text
Unit Impulse and Unit Step Functions
 Continuous-time

– (First
t) , u(t)
Derivative

du ( t )
 (t ) 
dt
see: Fig1.33, Fig1.34, P,33 of text

– Running Integral
t

u (t )   ( ) d 
– Sampling property -

x(t)  (t -t0 )  x(t0 )  (t -t0)

Unit Impulse and Unit Step Functions
 Discrete-time

0 , n  0 0 , n  0
 [n ]   u[n ]  
1 , n  0 1 , n  0
– First difference
x (t ) - x (t -  )
 [n ]  u[n ] - u[n - 1] ( lim [ ])
– Running Sum
 
n
u[n ]  
m  -
 [m ]

u[n ]  
k0
 [n - k ]
– Sampling property
x[n] [n - n0 ]  x[n0 ] [n - n0 ]
Unit Impulse & Unit Step
 Discrete-time

δ [n]

u [n]

n
u [n – 1]

δ [n] = u[n] – u[n – 1]

Vector Space Representation of Discrete-
time Signals
 n-dim

) )

0) 分析
Vector Space Representation of Discrete-
time Signals
 n extended to

(⋯, 0, 0, 1, 0, 0, 0, ⋯ )= δ[ ]
(⋯, 0, 0, 0, 1, 0, 0, ⋯ )=δ[–1]
(⋯, 0, 0, 0, ⋯, 0, 1, ⋯ )=δ[ –k ]

分析
1.2 Systems
 Continuous/Discrete-time Systems

x(t) y(t) x[n] y[n]

 Interconnections of Systems
– Series

S1 S2
– Parallel

S1
+
S2
 Interconnections of Systems
– Feedback

+ S1

S2
– Combinations
 Stability
– stable : bounded inputs lead to bounded outputs

 Time Invariance
– time invariant : behavior and characteristic of the
system are fixed over time
Stability
Examples of unstable systems

Time Invariance
x(t- y(t) y(t-
x(t) T0)
T0)
 Linearity
– linear : superposition property

xk [ n ]  y k [ n ]

 a x [n ]   a
k k yk [n ]
k
– scaling
k
or homogeneity
k
property

x[n ]  y[n ]
ax[n ]  ay[n ]
– additive property

xi [n]  yi [n]
x1[n] + x2 [n]  y1[n] + y2 [n]
 Memoryless/With Memory
– Memoryless : output at a given time depends only on
the input at the same time
eg.
y [ n ]  ( ax [ n ] - x [ n ])
2 2

– With Memory
eg. n
y[n ]  
k  -
x[k ]
 Invertibility
– invertible : distinct inputs lead to distinct outputs, i.e.
an inverse system exits
eg.
n
y[ n ]   x[ k ]
k  -

z[n ]  y[n ] - y[n - 1]

 Causality
– causal : output at any time depends on input at the
same time and in the past
eg.
n
y[ n ]   x[k ]
k  -