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Introduction to Signals & Systems Mrs. Swapna J. Jadhav
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Page 1: Ch1

Introduction to Signals & Systems

Mrs. Swapna J. Jadhav

Page 2: Ch1

Introduction to Signals

• A Signal is the function of one or more independent variables that carries some information to represent a physical phenomenon.

• A continuous-time signal, also called an analog signal, is defined along a continuum of time.

Page 3: Ch1

Signals

• Signals are functions of independent variables; time (t) or space (x,y)

• A physical signal is modeled using mathematical functions.

• Examples:– Electrical signals: Voltages/currents in a circuit v(t),i(t)– Temperature (may vary with time/space)– Acoustic signals: audio/speech signals (varies with time)– Video (varies with time and space)– Biological signals: Heartbeat, EEG

Page 4: Ch1

Systems• A system is an entity that manipulates one or more signals

that accomplish a function, thereby yielding new signals. • The input/output relationship of a system is modeled using

mathematical equations.• We want to study the response of systems to signals.• A system may be made up of physical components

(electrical, mechanical, hydraulic) or may be an algorithm that computes an output from an input signal.

• Examples: – Circuits (Input: Voltage, Output: Current)

• Simple resistor circuit:– Mass Spring System (Input: Force, Output: displacement)– Automatic Speaker Recognition (Input: Speech, Output: Identity)

)()( tRitv

Page 5: Ch1

Applications of Signals and Systems

• Acoustics: Restore speech in a noisy environment such as cockpit

• Communications: Transmission in mobile phones, GPS, radar and sonar

• Multimedia: Compress signals to store data such as CDs, DVDs

• Biomedical: Extract information from biological signals:– Electrocardiogram (ECG) electrical signals generated by the heart – Electroencephalogram (EEG) electrical signals generated by the

brain– Medical Imaging

• Biometrics: Fingerprint identification, speaker recognition, iris recognition

Page 6: Ch1

Classification of Signals

Major classifications of the signal

• Continuous time signal

• Discrete time signal

Page 7: Ch1

• Continuous-time vs. discrete-time: – A signal is continuous time if it is defined for

all time, x(t). – A signal is discrete time if it is defined only at

discrete instants of time, x[n]. – A discrete time signal is derived from a

continuous time signal through sampling, i.e.:periodsamplingisTnTxnx ss ),(][

Page 8: Ch1

Classification of Signals

• One-dimensional vs. Multi-dimensional: The signal can be a function of a single variable or multiple variables.– Examples:

• Speech varies as a function of timeone-dimensional

• Image intensity varies as a function of (x,y) coordinatesmulti-dimensional

– In this course, we focus on one-dimensional signals.

Page 9: Ch1

• Analog vs. Digital:– A signal whose amplitude can take on any

value in a continuous range is an analog signal.– A digital signal is one whose amplitude can

take on only a finite number of values.– Example: Binary signals are digital signals.– An analog signal can be converted into a digital

signal through quantization.

Page 10: Ch1

• Deterministic vs. Random:– A signal is deterministic if we can define its

value at each time point as a mathematical function

– A signal is random if it cannot be described by a mathematical function (can only define statistics)

– Example:• Electrical noise generated in an amplifier of a

radio/TV receiver.

Page 11: Ch1

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.

Page 12: Ch1

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

time. • These signals can’t be expressed mathematically. • For example Thermal Noise generated is non

deterministic signal.

Page 13: Ch1

Classification of Signals

classifications of the signal in Continuous time and Discrete time signal

• Periodic and Aperiodic signal

• Even and Odd signal

• Energy and Power signal

• Causal and non-Causal

• Sinusoidal and Exponential

Page 14: Ch1

• Periodic vs. Aperiodic Signals:– A periodic signal x(t) is a function of time that satisfies

– The smallest T, that satisfies this relationship is called the fundamental period.

– is called the frequency of the signal (Hz).– Angular frequency, (radians/sec).– A signal is either periodic or aperiodic.– A periodic signal must continue forever.– Example: The voltage at an AC power source is

periodic.

)()( Ttxtx

Tf

1

0 0

0

)()()(Ta

a

Tb

b T

dttxdttxdttx

Tf

22

Page 15: Ch1

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(t)– x(t+Tₒ) = A cos[t+Tₒ)] = A cos(t+Tₒ)= A cos(t+2)

= A cos(t)– Note: Tₒ =1/fₒ ; fₒ

Page 16: Ch1

Periodic and Non-periodic Signals Contd.

• For non-periodic signals

x(t) ≠ x(t+Tₒ)• A non-periodic signal is assumed to have a

period T = ∞

• Example of non periodic signal is an exponential signal

Page 17: Ch1

Important Condition of Periodicity for Discrete Time Signals

• A discrete time signal is periodic if

x(n) = x(n+N)

• For satisfying the above condition the frequency of the discrete time signal should be ratio of two integers

i.e. fₒ = k/N

Page 18: Ch1

Sum of periodic Signals – may not always be periodic!

T1=(2)/()= 2; T2 =(2)/(sqrt(2));

T1/T2= sqrt(2);

– Note: T1/T2 = sqrt(2) is an irrational number

– X(t) is aperiodic

tttxtxtx 2sincos)()()( 21

Page 19: Ch1

Periodic Signals

Page 20: Ch1

Aperiodic Signals

Page 21: Ch1

• Even vs. Odd:

– A signal is even if x(t)=x(-t).– A signal is odd if x(t)=-x(-t)– Examples:

• Sin(t) is an odd signal.

• Cos(t) is an even signal.

– A signal can be even, odd or neither.– Any signal can be written as a combination of an

even and odd signal.

2

)()()(

2

)()()(

txtxtx

txtxtx

o

e

Page 22: Ch1

Properties of Even and Odd Functions

• Even x Odd = Odd

• Odd x Odd = Even

• Even x Even = Even

• Even + Even = Even

• Even + Odd = Neither

• Odd + Odd = Odd0)(

)(2)(0

dttx

dttxdttx

a

a

o

a

e

a

a

e

Page 23: Ch1

Even and Odd Parts of Functions

g gThe of a function is g

2e

t tt

even part

g gThe of a function is g

2o

t tt

odd part

A function whose even part is zero, is odd and a functionwhose odd part is zero, is even.

Page 24: Ch1

Various Combinations of even and odd functions

Function type Sum Difference Product Quotient

Both even Even Even Even Even

Both odd Odd Odd Even Even

Even and odd Neither Neither Odd Odd

Page 25: Ch1

Product of Two Even Functions

Product of Even and Odd Functions

Page 26: Ch1

Product of Even and Odd Functions Contd.

Product of an Even Function and an Odd Function

Page 27: Ch1

Product of an Even Function and an Odd Function

Product of Even and Odd Functions Contd.

Page 28: Ch1

Product of Two Odd Functions

Product of Even and Odd Functions Contd.

Page 29: Ch1

Derivatives and Integrals of Functions

Function type Derivative Integral

Even Odd Odd + constant

Odd Even Even

Page 30: Ch1

Discrete Time Even and Odd Signals

g gg

2e

n nn

g g

g2o

n nn

g gn n g gn n

Page 31: Ch1

Combination of even and odd function for DT Signals

Function type Sum Difference Product Quotient

Both even Even Even Even Even

Both odd Odd Odd Even Even

Even and odd Even or Odd Even or odd Odd Odd

Page 32: Ch1

Products of DT Even and Odd Functions

Two Even Functions

Page 33: Ch1

Products of DT Even and Odd Functions Contd.

An Even Function and an Odd Function

Page 34: Ch1

• Finite vs. Infinite Length:– X(t) is a finite length signal if it is nonzero over a

finite interval a<t<b– X(t) is infinite length signal if it is nonzero over all

real numbers.– Periodic signals are infinite length.

Page 35: Ch1

• Energy signals vs. power signals:– Consider a voltage v(t) developed across a

resistor R, producing a current i(t).– The instantaneous power: p(t)=v2(t)/R=Ri2(t)– In signal analysis, the instantaneous power of a

signal x(t) is equivalent to the instantaneous power over 1 resistor and is defined as x2(t).

– Total Energy: – Average Power:

2/

2/

2 )(1

limT

T

T dttxT

2/

2/

2 )(limT

T

T dttx

Page 36: Ch1

Energy and Power Signals Energy Signal• A signal with finite energy and zero power is called

Energy 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.

• The units of signal energy depends on the unit of the signal.

2

x xE t dt

Page 37: Ch1

Energy and Power Signals Contd.Power Signal• Some signals have infinite signal energy. In that

case it is more convenient to deal with average signal power.

• For power signals

0<P<∞ and E = ∞• Average power of the signal is given by

/ 2

2

x

/ 2

1lim x

T

TT

P t dtT

Page 38: Ch1

Energy and Power Signals Contd.

• For a periodic signal x(t) the average signal power is

• T is any period of the signal.

• Periodic signals are generally power signals.

2

x

1x

TP t dt

T

Page 39: Ch1

Signal Energy and Power for DT Signal

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

2

x xn

E n

•A discrete time signal with finite energy and zero power is called Energy Signal i.e.for energy signal

0<E<∞ and P =0

Page 40: Ch1

Signal Energy and Power for DT Signal Contd.

The average signal power of a discrete time power signal x[n] is

1

2

x

1lim x

2

N

Nn N

P nN

2

x

1x

n N

P nN

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

The notation means the sum over any set of

consecutive 's exactly in length.

n N

n N

Page 41: Ch1

• Energy vs. Power Signals:– A signal is an energy signal if its energy is finite, 0<E<∞.

– A signal is a power signal if its power is finite, 0<P<∞.

– An energy signal has zero power, and a power signal has infinite energy.

– Periodic signals and random signals are usually power signals.

– Signals that are both deterministic and aperiodic are usually energy signals.

– Finite length and finite amplitude signals are energy signals.

Page 42: Ch1

• Causal, Anticausal vs. Noncausal Signals:– A signal that does not start before t=0 is a

causal signal. x(t)=0, t<0– A signal that starts before t=0 is a noncausal

signal.– A signal that is zero for t>0 is called an

anticausal signal.

Page 43: Ch1

Elementary Signals

Sinusoidal & Exponential Signals• Sinusoids and exponentials are important in signal and

system analysis because they arise naturally in the solutions of the differential equations.

• Sinusoidal Signals can expressed in either of two ways :

cyclic frequency form- A sin 2Пfot = A sin(2П/To)t

radian frequency form- A sin ωot

ωo = 2Пfo = 2П/To

To = Time Period of the Sinusoidal Wave

Page 44: Ch1

Sinusoidal & Exponential Signals Contd.

x(t) = A sin (2Пfot+ θ)= A sin (ωot+ θ)

x(t) = Aeat Real Exponential

= Aejω̥�t = A[cos (ωot) +j sin (ωot)] Complex Exponential

θ = Phase of sinusoidal wave A = amplitude of a sinusoidal or exponential signal fo = fundamental cyclic frequency of sinusoidal signal ωo = radian frequency

Sinusoidal signal

Page 45: Ch1

Discrete Time Exponential and Sinusoidal Signals

• DT signals can be defined in a manner analogous to their continuous-time counter partx[n] = A sin (2Пn/No+θ)

= A sin (2ПFon+ θ)

x[n] = an n = the discrete time

A = amplitude θ = phase shifting radians, No = Discrete Period of the wave

1/N0 = Fo = Ωo/2 П = Discrete Frequency

Discrete Time Sinusoidal Signal

Discrete Time Exponential Signal

Page 46: Ch1

Discrete Time Sinusoidal Signals

Page 47: Ch1

Unit Step Function

1 , 0

u 1/ 2 , 0

0 , 0

t

t t

t

Precise Graph Commonly-Used Graph

Page 48: Ch1

Discrete Time Unit Step Function or Unit Sequence Function

1 , 0u

0 , 0

nn

n

Page 49: Ch1

Signum Function

1 , 0

sgn 0 , 0 2u 1

1 , 0

t

t t t

t

Precise Graph Commonly-Used Graph

The signum function, is closely related to the unit-step function.

Page 50: Ch1

Unit Ramp Function

, 0ramp u u

0 , 0

tt tt d t t

t

•The unit ramp function is the integral of the unit step function.•It is called the unit ramp function because for positive t, its slope is one amplitude unit per time.

Page 51: Ch1

Discrete Time Unit Ramp Function

, 0ramp u 1

0 , 0

n

m

n nn m

n

Page 52: Ch1

Rectangular Pulse or Gate Function

Rectangular pulse, 1/ , / 2

0 , / 2a

a t at

t a

Page 53: Ch1

The Unit Rectangle Function

The unit rectangle or gate signal can be represented as combination of two shifted unit step signals as shown

Page 54: Ch1

Unit Impulse Function

As approaches zero, g approaches a unit

step andg approaches a unit impulse

a t

t

So unit impulse function is the derivative of the unit step function or unit step is the integral of the unit impulse function

Functions that approach unit step and unit impulse

Page 55: Ch1

Representation of Impulse Function

The area under an impulse is called its strength or weight. It is represented graphically by a vertical arrow. An impulse with a strength of one is called a unit impulse.

Page 56: Ch1

Properties of the Impulse Function

0 0g gt t t dt t

The Sampling Property

0 0

1a t t t t

a

The Scaling Property

The Replication Property

g(t) ⊗ δ(t) = g (t)

Page 57: Ch1

Unit Impulse Train

The unit impulse train is a sum of infinitely uniformly-spaced impulses and is given by

, an integerTn

t t nT n

Page 58: Ch1

Discrete Time Unit Impulse Function or Unit Pulse Sequence

1 , 0

0 , 0

nn

n

for any non-zero, finite integer .n an a

Page 59: Ch1

Unit Pulse Sequence Contd.

• The discrete-time unit impulse is a function in the ordinary sense in contrast with the continuous-time unit impulse.

• It has a sampling property.• It has no scaling property i.e.

δ[n]= δ[an] for any non-zero finite integer ‘a’

Page 60: Ch1

Sinc Function

sinsinc

tt

t

Page 61: Ch1

The Unit Triangle Function

A triangular pulse whose height and area are both one but its base width is not, is called unit triangle function. The unit triangle is related to the unit rectangle through an operation called convolution.

Page 62: Ch1

Operations of Signals

• Sometime a given mathematical function may completely describe a signal .

• Different operations are required for different purposes of arbitrary signals.

• The operations on signals can be Time Shifting Time Scaling Time Inversion or Time Folding

Page 63: Ch1

Time Shifting• The original signal x(t) is shifted by an

amount tₒ.

• X(t)X(t-to) Signal Delayed Shift to the right

Page 64: Ch1

Time Shifting Contd.

• X(t)X(t+to) Signal Advanced Shift to the left

Page 65: Ch1

Time Scaling

• For the given function x(t), x(at) is the time scaled version of x(t)

• For a ˃ 1,period of function x(t) reduces and function speeds up. Graph of the function shrinks.

• For a ˂ 1, the period of the x(t) increases and the function slows down. Graph of the function expands.

Page 66: Ch1

Time scaling Contd.

Example: Given x(t) and we are to find y(t) = x(2t).

The period of x(t) is 2 and the period of y(t) is 1,

Page 67: Ch1

Time scaling Contd.

• Given y(t), – find w(t) = y(3t)

and v(t) = y(t/3).

Page 68: Ch1

Time Reversal

• Time reversal is also called time folding

• In Time reversal signal is reversed with respect to time i.e.

y(t) = x(-t) is obtained for the given function

Page 69: Ch1

Time reversal Contd.

Page 70: Ch1

0 0 , an integern n n n Time shifting

Operations of Discrete Time Functions

Page 71: Ch1

Operations of Discrete Functions Contd.

Scaling; Signal Compression

n Kn K an integer > 1

Page 72: Ch1

What is System?

• Systems process input signals to produce output signals

• A system is combination of elements that manipulates one or more signals to accomplish a function and produces some output.

system output signal

input signal

Page 73: Ch1

Examples of Systems– A circuit involving a capacitor can be viewed as a

system that transforms the source voltage (signal) to the voltage (signal) across the capacitor

– A communication system is generally composed of three sub-systems, the transmitter, the channel and the receiver. The channel typically attenuates and adds noise to the transmitted signal which must be processed by the receiver

– Biomedical system resulting in biomedical signal processing

– Control systems

Page 74: Ch1

System - Example

• Consider an RL series circuit– Using a first order equation:

dt

tdiLRtitVVtV

dt

tdiLtV

LR

L

)()()()(

)()(

LV(t)

R

Page 75: Ch1

Mathematical Modeling of Continuous Systems

Most continuous time systems represent how continuous signals are transformed via differential equations.

E.g. RC circuit

System indicating car velocity

)(1

)(1)(

tvRC

tvRCdt

tdvsc

c

)()()(

tftvdt

tdvm

Page 76: Ch1

Mathematical Modeling of Discrete Time Systems

Most discrete time systems represent how discrete signals are transformed via difference equations

e.g. bank account, discrete car velocity system

][]1[01.1][ nxnyny

][]1[][ nfm

nvm

mnv

Page 77: Ch1

Order of System

• Order of the Continuous System is the highest power of the derivative associated with the output in the differential equation

• For example the order of the system shown is 1.

)()()(

tftvdt

tdvm

Page 78: Ch1

Order of System Contd.

• Order of the Discrete Time system is the highest number in the difference equation by which the output is delayed

• For example the order of the system shown is 1.

][]1[01.1][ nxnyny

Page 79: Ch1

Interconnected Systems

notes

• Parallel

• Serial (cascaded)

• Feedback

LV(t)

R

L

C

Page 80: Ch1

Interconnected System Example• Consider the following systems with 4 subsystem

• Each subsystem transforms it input signal

• The result will be:– y3(t)=y1(t)+y2(t)=T1[x(t)]+T2[x(t)]

– y4(t)=T3[y3(t)]= T3(T1[x(t)]+T2[x(t)])

– y(t)= y4(t)* y5(t)= T3(T1[x(t)]+T2[x(t)])* T4[x(t)]

Page 81: Ch1

Feedback System• Used in automatic control

– e(t)=x(t)-y3(t)= x(t)-T3[y(t)]=

– y(t)= T2[m(t)]=T2(T1[e(t)]) y(t)=T2(T1[x(t)-y3(t)])= T2(T1( [x(t)] - T3[y(t)] ) ) =

– =T2(T1([x(t)] –T3[y(t)]))

Page 82: Ch1

Types of Systems

• Causal & Anticausal• Linear & Non Linear• Time Variant &Time-invariant• Stable & Unstable • Static & Dynamic• Invertible & Inverse Systems

Page 83: Ch1

Causal & Anticausal Systems

• Causal system : A system is said to be causal if the present value of the output signal depends only on the present and/or past values of the input signal.

• Example: y[n]=x[n]+1/2x[n-1]

Page 84: Ch1

Causal & Anticausal Systems Contd.

• Anticausal system : A system is said to be anticausal if the present value of the output signal depends only on the future values of the input signal.

• Example: y[n]=x[n+1]+1/2x[n-1]

Page 85: Ch1

Linear & Non Linear Systems

• A system is said to be linear if it satisfies the principle of superposition

• For checking the linearity of the given system, firstly we check the response due to linear combination of inputs

• Then we combine the two outputs linearly in the same manner as the inputs are combined and again total response is checked

• If response in step 2 and 3 are the same,the system is linear othewise it is non linear.

Page 86: Ch1

Time Invariant and Time Variant Systems

• A system is said to be time invariant if a time delay or time advance of the input signal leads to a identical time shift in the output signal.

Page 87: Ch1

Stable & Unstable Systems• A system is said to be bounded-input bounded-

output stable (BIBO stable) if every bounded input results in a bounded output.

Page 88: Ch1

Stable & Unstable Systems Contd.

Example

- y[n]=1/3(x[n]+x[n-1]+x[n-2])

1[ ] [ ] [ 1] [ 2]

31

(| [ ] | | [ 1] | | [ 2] |)31

( )3 x x x x

y n x n x n x n

x n x n x n

M M M M

Page 89: Ch1

Stable & Unstable Systems Contd.

Example: The system represented by

y(t) = A x(t) is unstable ; A˃1

Reason: let us assume x(t) = u(t), then at every instant u(t) will keep on multiplying with A and hence it will not be bonded.

Page 90: Ch1

Static & Dynamic Systems

• A static system is memoryless system• It has no storage devices• its output signal depends on present values of the

input signal• For example

Page 91: Ch1

Static & Dynamic Systems Contd.

• A dynamic system possesses memory• It has the storage devices• A system is said to possess memory if its output

signal depends on past values and future values of the input signal

Page 92: Ch1

Example: Static or Dynamic?

Page 93: Ch1

Example: Static or Dynamic?

Answer:

• The system shown above is RC circuit

• R is memoryless

• C is memory device as it stores charge because of which voltage across it can’t change immediately

• Hence given system is dynamic or memory system

Page 94: Ch1

Invertible & Inverse Systems

• If a system is invertible it has an Inverse System

• Example: y(t)=2x(t)– System is invertible must have inverse, that is:

– For any x(t) we get a distinct output y(t)

– Thus, the system must have an Inverse• x(t)=1/2 y(t)=z(t)

y(t)System

Inverse System

x(t) x(t)

y(t)=2x(t)System(multiplier)

Inverse System

(divider)

x(t) x(t)

Page 95: Ch1

LTI Systems

• LTI Systems are completely characterized by its unit sample response

• The output of any LTI System is a convolution of the input signal with the unit-impulse response, i.e.

Page 96: Ch1

Properties of Convolution

Commutative Property][*][][*][ nxnhnhnx

Distributive Property

])[*][(])[*][(

])[][(*][

21

21

nhnxnhnx

nhnhnx

Associative Property

][*])[*][(

][*])[*][(

][*][*][

12

21

21

nhnhnx

nhnhnx

nhnhnx

Page 97: Ch1

Useful Properties of (DT) LTI Systems•Causality:

• Stability:

Bounded Input ↔ Bounded Output

00][ nnh

k

kh ][

kk

knhxknhkxny

xnx

][][][][

][for

max

max