ISE Notes Module 1 and 2
ISE Notes Module 1 and 2
Contents
Preface xv Acknowledgements xviii List of Symbols and Abbreviations xx
2.7 Response of LTI Continuous Time System in Time Domain 2. 34 2.7.1 Homogeneous Solution 2. 35
2.7.2 Particular Solution 2. 36
2.7.3 Zero-input and Zero-state Response 2. 36
2.7.4 Total Response 2. 37
2.8 Classification of Continuous Time Systems 2. 43 2.8.1 Static and Dynamic Systems 2. 43
2.8.2 Time Invariant and Time Variant Systems 2. 43
2.8.3 Linear and Nonlinear Systems 2. 47
2.8.4 Causal and Noncausal Systems 2. 51
2.8.5 Stable and Unstable Systems 2. 54
2.8.6 Feedback and Nonfeedback Systems 2. 59
2.9 Convolution of Continuous Time Signals 2. 59 2.9.1 Response of LTI Continuous Time System using
Convolution 2. 59
2.9.2 Properties of Convolution 2. 60
2.9.3 Interconnections of Continuous Time Systems 2. 62
2.9.4 Procedure to Perfom Convolution 2. 64
2.9.5 Unit Step Response using Convolution 2. 65
2.10 Inverse System and Deconvolution 2. 76 2.11 Summary of Important Concepts 2. 77 2.12 Short
Questions and Answers 2. 78 2.13 MATLAB Programs 2. 84 2.14 Exercises 2. 94
6.8 Classifications of Discrete Time Systems 6. 32 6.8.1 Static and Dynamic Systems 6. 32
6.8.2 Time Invariant and Time Variant Systems 6. 32
6.8.3 Linear and Nonlinear Systems 6. 35
6.8.4 Causal and Noncausal Systems 6. 41
6.8.5 Stable and Unstable Systems 6. 43
6.8.6 FIR and IIR Systems 6. 45
6.8.7 Recursive and Nonrecursive Systems 6. 45
6.9 Discrete or Linear Convolution 6. 46 6.9.1 Representation of Discrete Time Signal as Summation of
Impulses 6. 47
6.9.2 Response of LTI Discrete Time System using Discrete Convolution 6. 48
6.9.3 Properties of Linear Convolution 6. 49
6.9.4 Interconnections of Discrete Time Systems 6. 51
6.9.5 Methods of Performing Linear Convolution 6. 56
6.10 Circular Convolution 6. 63 6.10.1 Circular Representation and Circular Shift of Discrete Time Signal 6.
63
6.10.2 Circular Symmetrics of Discrete Time Signal 6. 65
6.10.3 Definition of Circular Convolution 6. 66
6.10.4 Procedure for Evaluating Circular Convolution 6. 67
6.10.5 Linear Convolution via Circular Convolution 6. 68
6.10.6 Methods of Computing Circular Convolution 6. 68
6.11 Sectioned Convolution 6. 78 6.11.1 Overlap Add Method 6. 78
6.11.2 Overlap Save Method 6. 79
6.12 Inverse System and Deconvolution 6. 92 6.12.1 Inverse System 6. 92
6.12.2 Deconvolution 6. 93
6.13 Correlation, Crosscorrelation and Autocorrelation 6. 95 6.13.1 Procedure for Evaluating Correlation 6.
96
6.14 Circular Correlation 6.104 6.14.1 Procedure for Evaluating Circular Correlation 6.105
6.14.2 Methods of Computing Circular Correlation 6.105
6.15 Summary of Important Concepts 6.110 6.16 Short Questions and Answers 6.111 6.17 MATLAB
Programs 6.115 6.18 Exercises 6.119
Chapter 7 : Z - Transform
7.1 Introduction 7. 1 7.2 Region of Convergence 7. 3 7.3 Properties of Z-Transform 7. 11 7.4 Poles and
Zeros of Rational Function of z 7. 27 7.4.1 Representation of Poles and Zeros in z-plane 7. 28
xii Contents
8.7 Aliasing in Frequency Spectrum Due to Sampling 8. 36 8.7.1 Signal Reconstruction (Recovery of
Continuous Time Signal) 8. 38
8.7.2 Sampling of Bandpass Signal 8. 39
8.8 Relation Between Z-Transform and Discrete Time Fourier Transform 8. 40 8.9 Summary of Important
Concepts 8. 62 8.10 Short Questions and Answers 8. 63 8.11 MATLAB Programs 8. 68 8.12 Exercises 8.
73
Chapter 9 : Discrete Fourier Transform (DFT) and Fast Fourier Transform (FFT)
9.1 Introduction 9. 1 9.2 Discrete Fourier Transform (DFT) of Discrete Time Signal 9. 1 9.2.1 Development
of DFT from DTFT 9. 1
9.2.2 Definition of Discrete Fourier Transform (DFT) 9. 2
9.2.3 Frequency Spectrum Using DFT 9. 2
9.2.4 Inverse DFT 9. 3
9.3 Properties of DFT 9. 4 9.4 Relation Between DFT and Z-Transform 9. 10 9.5 Analysis of LTI Discrete
Time Systems Using DFT 9. 10 9.6 Fast Fourier Transform (FFT) 9. 19 9.7 Decimation In Time (DIT)
Radix-2 FFT 9. 21 9.7.1 8-Point DFT Using Radix-2 DIT FFT 9. 23
9.7.2 Flow Graph for 8-Point DIT Radix-2 FFT 9. 27
9.8 Decimation In Frequency (DIF) Radix-2 FFT 9. 29 9.8.1 8-Point DFT Using Radix-2 DIF FFT 9. 32
9.8.2 Flow Graph for 8-Point DIF Radix-2 FFT 9. 34
9.8.3 Comparison of DIT and DIF Radix-2 FFT 9. 37
9.9 Computation of Inverse DFT Using FFT 9. 37 9.10 Summary of Important Concepts 9. 56 9.11 Short
Questions and Answers 9. 57 9.12 MATLAB Programs 9. 60 9.13 Exercises 9. 65
In discrete time signal the independent variable time “t” is uniformely divided into discrete
intervals of time and each interval of time is denoted by an integer “n”, where “n” stands for
discrete interval of time and “n” can take any integer value in the range -¥ to +¥. Therefore, for a
discrete time signal the independent variable is “n” and the magnitude of the discrete time signal
is defined only for integer values of independent variable “n”. The discrete time signal is denoted
by “x(n)”.
1.2 System
Any process that exhibits cause and effect relation can be called a system. A system will have
an input signal and an output signal. The output signal will be a processed version of the input
signal. A system is either interconnection of hardware devices or software / algorithm.
A system is denoted by letter H. The diagrammatic representation of a system is shown in fig
1.1. System
® ® Input signal
Output signal
or Excitation
H
or Response
The operation performed by a system on input signal to produce output signal can be expressed
as, Output = H{Input}
where H denotes the system operation (also called system operator).
The systems can be classified in many ways.
Depending on type of energy used to operate the systems, the systems can be classified into
Electrical systems, Mechanical systems, Thermal systems, Hydraulic systems, etc.
Depending on the type of input and output signals, the systems can be classified into
Continuous time systems and Discrete time systems.
1.2.1 Continuous Time System
A system which can process continuous time signal is called continuous time system, and so the
input and output signals of a continuous time system are continuous time signals.
A continuous time system is denoted by letter H. The input of continuous time system is
denoted as x(t) and the output of continuous time system is denoted as y(t). The diagrammatic
representation of a continuous time system is shown in fig 1.2
Chapter 1 - Introduction to Signals and Systems 1. 4
Continuous
time system
x(t) y(t)
®®
Input signal or Excitation
H
Output signal or Response
The operation performed by a continuous time system on input to produce output or response
can be expressed as,
Response, y(t) = H{x(t)}
where, H denotes the system operation (also called system operator).
When a continuous time system satisfies the properties of linearity and time invariance then it is
called LTI (Linear Time Invariant) continuous time system . Most of the practical systems that we
encounter in science and engineering are LTI systems.
The input-output relation of an LTI continuous time system is represented by constant coefficient
differential equation shown below(equation (1.4)).
N
N
1
N
2
M
d d d d d
a dt dt dt dt dtx t 1 2 N 0 ( )
y(t) + a y(t) + a y(t) +.......+ a y(t) + a y(t) = b 0
21
N
N
NN
1
M
M
1
M
2
d d d
b dtx t b dtx t dtx t b x t
.....(1.4)
()()()()
+ +.......+b
1
M
12
MMM21
Discrete
time system
x(n) y(n)
®®
Input signal or Excitation
H
Output signal or Response
Fig 1.3 : Representation of discrete time system.
The operation performed by a discrete time system on input to produce output or response can
be expressed as,
Response, y(n) = H{x(n)}
where, H denotes the system operation (also called system operator).
1. 5 Signals & Systems
When a discrete time system satisfies the properties of linearity and time invariance then it is
called LTI (Linear Time Invariant) discrete time system .
The input-output relation of an LTI discrete time system is represented by constant coefficient
difference equation shown below(equation (1.5)).
bgbgbg NM
.....(1.5) y n = a y n m + b x n m m
m1
m0
m
Type of signal Wavelength (m) Frequency range (Hz) Radio broadcast 104 to 102 3 ´ 104 to 3 ´ 106
Shortwave radio signals 102 to 10–2 3 ´ 106 to 3 ´ 1010 Radar / Space communications 1 to 10–2 3 ´
108 to 3 ´ 1010 Common-carrier microwave 1 to 10–2 3 ´ 108 to 3 ´ 1010 Infrared 10–3 to 10–6 3 ´ 1011
to 3 ´ 1014 Visible light 3.9´10–7 to 8.1´10–7 3.7 ´ 1014 to 7.7 ´ 1014 Ultraviolet 10–7 to 10–8 3 ´ 1015 to 3
´ 1016 Gamma rays and x-rays 10–9 to 10–10 3 ´ 1017 to 3 ´ 1018
Chapter 1 - Introduction to Signals and Systems 1. 6 Table 1.2 : Frequency Range of Some
Biological and Seismic Signals
studied by taking Fourier transform of a signal. The Fourier transform of a signal is a particular
class of Laplace transform in which s = jW, where “W” is real frequency.
The Fourier transform, will transform a function of time “t” into a function of real frequency “W”.
Therefore, Fourier transform of a continuous time signal will transform the time domain signal
into frequency domain signal. From the Fourier transform of a continuous time signal, the
frequency spectrum of the signal can be obtained which is used to study the frequency content
of a signal. The frequency range of some of the signals are listed in table 1.1 and 1.2.
1. Biomedical
v ECG is used to predict heart diseases.
v EEG is used to study normal and abnormal behaviour of the brain.
v EMG is used to study the condition of muscles.
v X-ray images are used to predict the bone fractures and tuberclosis.
v Ultrasonic scan images of kidney and gall bladder is used to predict stones. v. Ultrasonic scan
images of foetus is used to predict abnormalities in a baby. v MRI scan is used to study minute
inner details of any part of the human body.
2. Speech Processing
v Speech compression and decompression to reduce memory requirement of storage systems.
v Speech compression and decompression for effective use of transmission channels. v Speech
recognization for voice operated systems and voice based security systems. v Speech
recognization for conversion of voice to text.
v Speech synthesis for various voice based warnings or annoucements.
v The analysis of signals received from radars are used to detect flying objects and thier
velocity. v Generation and detection of DTMF signals in telephones.
v Echo and noise cancellation in transmission channels.
5. Power electronics
v The spectrum analysis of the output of coverters and inverters will reveal the harmonics
present in the output, which in turn helps to design suitable filter to eliminate the harmonics. v
The analysis of switching currents and voltages in power devices will help to reduce losses.
6. Image processing
v Image compression and decompression to reduce memory requirement of storage systems. v
Image compression and decompression for effective use of transmission channels. v Image
recognization for security systems.
v Filtering operations on images to extract the features or hidden information.
7. Geology
v The seismic signals are used to determine the magnitude of earthquake and valconic
eruptions. v The seismic signals are also used to predict nuclear explosions.
v The seismic noise are also used to predict the movement of earth layers (tectonic plates).
8. Astronomy
v The analysis of light received from a star is used to determine the condition of the star. v The
analysis of images of various celestial bodies gives vital information about them.
z
+¥
;t
Impulse Signal = = an dt = A
,()()ddtdt¥
0
=
¹ -¥
00
;t
t0
The unit impulse signal is a signal with infinite magnitude and zero duration,
but with unit area. Mathematically, unit impulse signal is defined as, +¥
z ;
= 2. Step signal
x(t)
A
u(t) 1
t0
Fig 2.3 : Unit step signal.
Chapter 2 - Continuous Time Signals and Systems 2. 2 3. Ramp signal
4. Parabolic signal
2³0
=0;t<0
x(t)
2A
A
1
t 02
Fig 2.4 : Ramp signal.
x(t)
4.5A
2A
0.5A
x(t)
2
1
1
t 02
Fig 2.5 : Unit ramp signal.
x(t)
4.5
0.5
2³0
=0;t<0
F I F I 11
xtttt()()==uuP+ HG K - - HG KJ 2 2
J
6. Sinusoidal signal
2p
where, W0 = 2pF0 = T = Angular frequency in rad/sec F0 = Frequency in cycles/sec or Hz
T = Time period in sec
When f = 0, x(t) = A cosW0t
When f = Positive, x(t) = A cos(W0t + f)
When f = Negative, x(t) = A cos(W0t – f)
2. 3 Signals & Systems Case ii : Sinusoidal signal
x(t)
Af = 0
0
t
A
x(t)
Af = 0
0
t
A
x(t)
W
-f 0
x(t)
f
W
0
f = Positive t
f = Negative t
W
-f 0
f
x(t)
x(t)
f = Positive t
f = Negative t
7. Exponential signal
Case i : Real exponential signal
Here, when b is positive, the signal x(t) will be an exponentially rising signal; and when b is
negative the signal x(t) will be an exponentially decaying signal.
Chapter 2 - Continuous Time Signals and Systems 2. 4
x(t)
b = Positive
t0
x(t)
b = Negative
0
t
W0t
Real
From the above equation, we can say that a complex exponential signal is the vector sum of two
sinusoidal signals of the form cosW0 t and sinW0t .
8. Exponentially rising/decaying sinusoidal signal
0
t
A0
Fig 2.13 : Exponentially rising sinusoid. Fig 2.14 : Exponentially decaying sinusoid.
D-£a
=0;ta
>
a
a 0 t
Fig 2.15 : Triangular pulse signal. x(t)
1
The Signum signal is defined as the sign of the independent variable t. Therefore, the Signum
signal is expressed as,
0
=0;t=0
= -1 ; t < 0
sin t
x t( ) = sinc(t) = t;<t<-¥¥
x(t)
1
t
ga(t)
1
t
Fig 2.18 : Gaussian signal.
Chapter 2 - Continuous Time Signals and Systems 2. 6 2.3 Classification of Continuous Time
Signals
The continuous time signals are classified depending on their characteristics. Some ways of
classifying continuous time signals are,
1. Deterministic and Nondeterministic signals
2. Periodic and Nonperiodic signals
3. Symmetric and Antisymmetric signals (Even and Odd signals)
4. Energy and Power signals
5. Causal and Noncausal signals
The signal that can be completely specified by a mathematical equation is called a deterministic
signal. The step, ramp, exponential and sinusoidal signals are examples of deterministic signals.
Examples of deterministic signals: x1(t) = At
x2(t) = Xm sinW0t
The signal whose characteristics are random in nature is called a nondeterministic signal. The
noise signals from various sources like electronic amplifiers, oscillators, radio receivers, etc., are
best examples of nondeterministic signals.
A periodic signal will have a definite pattern that repeats again and again over a certain period of
time. Therefore the signal which satisfies the condition,
x(t + T ) = x(t) is called a periodic signal.
A signal which does not satisfy the condition, x(t + T) = x(t) is called an aperiodic or nonperiodic
signal. In periodic signals, the term T is called the fundamental time period of the signal. Hence,
inverse of T is called the fundamental frequency, F0 in cycles/sec or Hz, and 2pF0 = W0 is called
the fundamental angular frequency in rad/sec.
The sinusoidal signals and complex exponential signals are always periodic with a periodicity of
T,
p
1
where, T = F = 2
W0. The proof of this concept is given below. 0
Proof :
a) Cosinusoidal signal
Let, x(t) = A t cosW0
Let
j
,
x(t) = Ae
W
0
t
p
jT 2
tTtTt t T j j2
WWWWW
+
p
jjjj
()
00000
\ + = = = = x Ae e e e ( )
t T A e A e A e WW
jj
tt
00
+=+
221pp
= = x(t) A e j A e j 0)
(cos sin ) (
cos 2 = 1, sin 2 = 0 p p
When a continuous time signal is a mixture of two periodic signals with fundamental time
periods T1 and T2 , then the continuous time signal will be periodic, if the ratio of T1 and T2 (i.e.,
T1/T2) is a rational number. Now the periodicity of the continuous time signal will be the LCM
(Least Common Multiple) of T1 and T2 .
Note : 1. The ratio of two integers is called a rational number.
5 7 8
Example of rational number : 2, 9 , 11 .
2 7
Example of non-rational number : 5, 2,4
p7.
2. When T1 /T2 is a rational number, then F01 /F02 and W01 /W02 are also rational numbers.
Example 2.1
Verify whether the following continuous time signals are periodic. If periodic, find the fundamental period.
Fp
F I p
HG KJ
2
2-
g b g x t 2 cos t4 = b x t e ; > 1 g b g =
a t aa
c x(t) ej2 t
I
HG KJ e t g
x(t) = cos
4
Solution
t
a) Given that, x(t) 2 cos 4 =
7
g= -p
d x(t) = g 3cos 5t +6
The given signal is a cosinusoidal signal, which is always periodic. On comparing x(t) with the standard form A cos
00 1 1
2pF0t we get, 2p pFF=Þ= 4 8
1
Period, T = F = 8 0
p
Fp
I
HG KJ
d) Given that, x(t) = 3 cos 5t +
6
The given signal is a cosinusoidal signal, which is always periodic.
F I F I F I F I
\ HG KJ + ´ HG KJ HG KJ + HG KJ
ppp
p
2
5 52
F I
HG KJ
p
= 3 cos 5t +
6 = x(t)
T=2 F I p
HG KJ
2
Since x(t + T) = x(t), the signal x(t) is periodic with period, 5p -
e) Given that, x(t) = cos 2t
3
F I -F I F I
+
2
- HG KJ HG KJ - HG KJ p 31 4 3
pp2 2
1 + cos 2
tt
cos
xt
For integer values of M, cos(q + 2pM) = cosq
()
= cos 2t
3=
2=
2
q
cos2 q = 1+ cos2
2
F I F I
- HG KJ - HG KJ
2
pp
\
x(t + T) =
1 + cos 4(t + T)
3
1 + cos 4t + 4T
2
3
2=
2
F I
- HG KJ
p
T
=
2
1 + cos 4t 3 +
4
ppp
2 =
Let 4T = 2 , T = 4 2
\
F I F I F I
-´ HG KJ - HG KJ + HG KJ 2
p
pp p
x(t + T) =
2 +4 2
1 + cos 4t 3 = 1 + cos 4t 3 2
\
2
2
F I F I F I
- HG KJ - HG KJ = - HG KJ p p
2
1 + cos 4t 3
1 + cos 2 2t
3
p
2t
=
2=
cos 2
2 3 = x(t)
T=
Since x(t + T) = x(t), the signal x(t) is periodic with period, 2p
For integer values of M, cos (q + 2pM) = cos q
Chapter 2 - Continuous Time Signals and Systems 2. 10
Since x1(t) and x2(t) are periodic and the ratio of T1 and T2 is a rational number, the signal x(t) is also periodic. Let T be
the periodicity of x(t). Now the periodicity of x(t) is the LCM (Least Common Multiple) of T1 and T2 , which is calculated
as shown below.
2
pp2
´
21
27
Note : To find LCM, first convert T1 and T2 to integers
T===
1
3
3
by multiplying by a common number. Find LCM
p
2
pp2
´
21
23
of integer values of T1 and T2 . Then divide this
T===
LCM by the common number.
2
7
7
p
Now LCM of . 7 3 21
and is
21 21
p
p
2
221 212
\¸´
,
Period T = = =
p
Proof : x(t + T) = 2 cos 3(t + T) + 3 sin 7(t + T)
= 2 cos(3t + 3T) + 3 sin(7t + 7T)
= 2 cos(3t + 3 ´ 2p) + 3 sin (7t + 7 ´ 2p)
= 2 cos(3t + 6p) + 3 sin(7t + 14p)
= 2 cos 3t + 3 sin 7t = x(t)
11
Let T1 be the periodicity of x1(t). On comparing x1(t) with the standard form A cos 2pF01t, we get, = \ ; , 1 2
F 2 Period T = 01
F= 01
1
21
´
1
by multiplying by a common number. Find LCM of integer values of T1 and T2 . Then divide this
T = = = 44 1
2
4
and is
´
LCM by the common number.
Now LCM of .
212
1 1
242 4 2
Period T = = =
\¸´
,
Proof : x(t + T) = 5 cos 4p(t + T) + 3 sin 8p(t + T)
= 5 cos(4pt + 4pT) + 3 sin(8pt + 8pT)
F I F I 11
= 5 cos 4 t + 4 + 3 sin 8 t + 8 p p p p ´ HG KJ ´ HG KJ 2 2
= 5 cos (4pt + 2p) + 3 sin (8pt + 2p)
= 5 cos 4pt + 3 sin 8pt = x(t)
1
Put, T = 2
For integer values of M, cos(q+ 2pM) = cosq sin(q + 2pM) = sinq
2. 11 Signals & Systems 2.3.3 Symmetric (Even) and Antisymmetric (Odd) Signals
A
x(t) = A t cosW0
0
t
A
0
t
A
A continuous time signal x(t) which is neither even nor odd can be expressed as a sum of even
and odd signal.
Let, (t) x (t) e o x(t) = x +
where, x (t) = Even part (t) = Odd part e o of x(t) and x of x(t)
Now, it can be proved that,
1
x (t) 2 x(t) x( t)
e
=
+-
1
x (t) 2 x(t) t) = x(
--
o
Proof :
Let, x(t) = xe(t) + xo(t) .....(2.1) On replacing t by –t in equation (2.1) we get,
x(–t) = xe(–t) + xo(–t) .....(2.2) Since xe(t) is even, xe(–t) = xe(t)
Since xo(t) is odd, xo(–t) = – xo(t)
Hence the equation (2.2) can be written as,
x(–t) = xe(t) – xo(t) .....(2.3) On adding equations (2.1) & (2.3) we get,
x(t) + x(–t) = 2 xe(t)
1
\ - x (t) 2 x(t) t) e = + x(
On subtracting equation (2.3) from equation (2.1) we get,
x(t) – x(–t) = 2 xo(t)
1
\ - - x = x( o(t) 2 x(t) t)
Chapter 2 - Continuous Time Signals and Systems 2. 12 The properties of signals with symmetry
are given below without proof.
Example 2.3
Determine the even and odd part of the following continuous time signals.
a) x(t) = et b) x(t) = 3 + 2t + 5t2 c) x(t) = sin 2t + cos t + sin t cos 2t
Solution
a) Given that, x(t) = et
\ x(t) = et
1 1
Even part, x = 2 + x( t) = 2 + e -
-
tt
()[()][]txte
e
1 1
Odd part, x = 2 x( t) = 2 e -
tt
---
()[()][]txte
o
1 1
Even part, x = 2 + x( t) = 23 + 2t + 5t + 3 2t + 5t
22
()[()][]
txt--e
1
= 2 + 10t = 3 + 5t
22
[]
6
1 1 22
Odd part, x = 2 x( t) = 23 + 2t + 5t 3 + 2t 5t ( ) [ ( ) ] [ ]
txt----o
1
= 24t = 2t
[]
1 1
Even part, x = 2 + x( t) = 2sin 2t + cos t + sin t cos 2t sin 2t + cos t sin t cos 2t
e( ) [ ( ) ] [ ] t x t - - -
1
= 2 cos t = cos t
[]
2
1 1
Odd part, x = 2 x( t) = 2sin 2t + cos t + sin t cos 2t + sin 2t cos t + sin t cos 2t
o( ) [ ( ) ] [ ] t x t - - -
1
= 2 sin 2t + 2 sin t cos 2t = sin 2t + sin t cos 2t
[]
2
2. 13 Signals & Systems 2.3.4 Energy and Power Signals
The signals which have finite energy are called energy signals. The nonperiodic signals like
exponential signals will have constant energy and so nonperiodic signals are energy signals.
The signals which have finite average power are called power signals. The periodic signals like
sinusoidal and complex exponential signals will have constant power and so periodic signals are
power signals.
The energy E of a continuous time signal x(t) is defined as,
®¥
T
- z Lt x(t)
Energy E, =
dt in joules 2 TT
The average power of a continuous time signal x(t) is defined as,
®¥
- z 2
in watts
1 T
Power, P = 2T Lt x(t) dt TT
For periodic signals, the average power over one period will be same as average power over an
infinite interval.
T0
z For periodic signals, power, P = 1
T dt x(t)
For energy signals, the energy will be finite (or constant) and average power will be zero. For
power signals the average power is finite (or constant) and energy will be infinite. i.e., For
energy signal, E is constant (i.e., 0 < E < ¥) and P = 0.
For power signal, P is constant (i.e., 0 < P < ¥) and E = ¥ .
Proof :
The energy of a signal x(t) is defined as ,
®¥
T
- z 2
.....(2.4)
E
= Lt x(t) dt
T
T
zz
T
22
.....(2.5)
T
1 1
= Lt 2T x(t) dt = Lt 2T Lt x(t) dt
P
®¥ ®¥®¥
- -
TTT
T
T
1 ´
= Lt 2T E ® ¥ .....(2.6)
P
T
1
In equation (2.6), When E = constant, P T = E Lt 2T
´
®¥
=E1
´
´¥´
2=E0=0
From the above analysis, we can say that when a signal has finite energy the power will be zero. Also, from the above
analysis we can say that the power is finite only when energy is infinite.
Chapter 2 - Continuous Time Signals and Systems 2. 14 Example 2.4
Determine the power and energy for the following continuous time signals.
a) x(t) = e2t u(t)
Fp
I
HG KJ
b tj t
) ( ) x = e 2 +4
c) x(t) = 3 5 0 cos W t
Solution
a) Given that, x(t) = e2t u(t)
Here, x(t) = e2t u(t) ; for all t
zzzz x(t) dt = e dt = e dt = e dt = e
L O
NM QP
TTT
TT
- - --
2
2t 2t 4t4t
22
ejdi
\
-4
-
0000
T
L M O P -L O
N M Q P NM QP
--
4T 4T
e
0
e 1
= = 4e
-
- -
444
z
L O
- NM QP
T
2
-
4T
1 e
Energy, E = Lt x(t) dt = Lt 4 4
T
®¥
-
T
-¥
T
®¥
1 e 1 0 1
= 4 4= 4 4= 4
--
z
joules
L O
-
T
NM QP
2
-
4T
1 1 1 e
Power P = Lt 2T x(t) dt = Lt 2T 4 4
,
T
®¥
-
T
T
®¥
L O L O
¥- NM QP ´ - NM QP
-¥
11 e 1
= 4 4=0 40=0
Since energy is constant and power is zero, the given signal is an energy signal.
j 2t+4
a fF p
b) Given that, x t = e
I
HG KJ
F I F I
HG KJÐ HG KJ
p
p
j t+
2
4
Here, x(t) = e = 1 2t +
4 =
\()
xt
1
zz -´
T
T
T
x(t) dt = dt = = T + T = 2T 2 1
--T
T
T
z
z ¥
´
T
2
Energy Lt Lt
,
E = x(t) dt = 2T =
T
T
®¥
-
T
T
®¥
2
1
1 1
P = 2T x(t) dt = 2T 2T = Power Lt Lt watt
,
T
T
®¥
-
T
®¥
Since power is constant and energy is infinite, the given signal is a power signal.
2. 15 Signals & Systems c) Given that, x(t) = 3cos5 t W0
zzzz
T
T
T
T
dibgbg
\
2
2
22
x(t) dt = 3cos5 dt = 3cos5 dt = 3cos5 dt W W W
ttt0
00
zz
----
T
T
T
T
T
F I
T
HG KJ
1+ cos10
= 9 cos 5 dt = 9 dt W W
z
tt
00 2
q
cos2 q = 1+ cos2 2
--T
L O
= + NM QP
9
T
T
b g sin
WW
t tt
9
2 1+ cos10 dt = 2
10
00
10
W
0
--
T
T
L
M O P
N M Q P =+--+F -
I
G KJ
sin sin ( )
9
T
T TT
10
W
0
H
10
W
0
2
10
W
0
10
W
0
L O L MM O PP
=+ NM QP = N M Q P
10 2
p
sin(- q ) = sin q
T
T TT
sin sin
9
2 2 10
W
0
9
22T + 2
10 2
p
2
W0 =2 F = T p 0p
10
W
0
2
T
L O =´L O
= NM QP NM QP
=
2T + T
102T + T
9
220 20 9
T
sin
p
p p
10
z
z =¥
´
T
2
Energy, E = Lt x(t) dt = Lt
9T
T
®¥
-
T
T
T
2
®¥
1 1 9 9
Power P = Lt 2T x(t) dt = Lt 2T9T = Lt 2 = 2 = 4.5 watts
,
T
®¥
-
T
®¥®¥TT
Since energy is infinite and power is constant, the given signal is a power signal.
Step signal, x(t) = A ; t ³ 0 Unit step signal, x(t) = u(t) = 1 ; t ³ 0 Exponential signal, x(t) = A ebt u(t)
Complex exponential signal, x t A e j t ( ) = W0 u(t) Exponential signal, x(t) = A ebt ; for all t
123 123
Causal signals
Noncausal signals
F I
HG KJ
respectively.
4 = 0.25
1
1
4
Now, x1(t) = 4x(t) = 4(at + be–ct) = 4at + 4be–ct
x2(t) = 0.25x(t) = 0.25(at + be–ct) = 0.25at + 0.25be–ct
Example : 2
A continuous time signal and its amplitude scaled version are shown in fig 2.20.
x(t)
2x(t)
x1(t) 4
3
2
1
x1(t) = 2x(t)
0
t1 t2 t3 t
x2(t) = 0.5x(t)
1
0.5
x2(t) = 0.5x(t) = 0.5 ; 0 < t < t1 = 1 ; t1 < t < t2
0
t1 t2 t3 t
= 0.5 ; t2 < t <t3
Fig 2.20 : A continuous time signal and its amplitude scaled version.
2. 17 Signals & Systems 2. Time Scaling
Let x1(t) and x2(t) be the time scaled versions of x(t), scaled by constants 4 and 1/4 (0.25)respectively. Now, x1(t) =
x(4t) = a ´ 4t + be–c ´ 4t = 4at + be–4ct
x2(t) = x(0.25t) = a ´ 0.25t + be–c ´ 0.25t = 0.25at + be–0.25ct
Example : 2
A continuous time signal and its time scaled version are shown in fig 2.21.
x1(t) 2
1
x1(t) = x(2t)
F I F I
HG KJ = HG KJ =
t t
When x x x t
t=t
1
; ( ) 11 11
0
t1 2
t2 2
t3 2
2
22 2
t
F I F I
HG KJ = HG KJ =
t t
When x x x t
x(t)
t=t
2
22
;()
2
22 2
1
2
2
F I F I
HG KJ = HG KJ =
t t t
When x x t t = x
3
1
33
3
1
0
t1 t2 t3 t
x2(t)
2
0
2t t 1 2t2 2t3
Fig 2.21 : A continuous time signal and its time scaled version.
Chapter 2 - Continuous Time Signals and Systems 2. 18 2.4.2 Folding (Reflection or Transpose) of
Continuous Time Signals
The folding of a continuous time signal x(t) is performed by changing the sign of time base t in
the signal x(t).
The folding operation produces a signal x(t) which is a mirror image of the original signal x(t)
with respect to the time origin t = 0.
Example : 1
Let, x(t) = at + be–ct
Example : 2
A continuous time signal and its folded version is shown in fig 2.22.
x(t) 2
1
x(t)
Folding
x1(t) = x(t)
x1(t)
21
00
t1 t2 t3
t t3 t2 t1 t
x(t) = 1 ; 0 < t < t1 When t = –t1; x1(–t1) = x(–(–t1)) = x(t1)
= 2 ; t1 < t < t2 When t = –t2; x1(–t2) = x(–(–t2)) = x(t2)
= 1 ; t2 < t < t3 When t = –t3; x1(–t3) = x(–(–t3)) = x(t3)
Fig 2.22 : A continuous time signal and its folded version.
2.4.3 Time Shifting of Continuous Time Signals
The time shifting of a continuous time signal x(t) is performed by replacing the independent
variable t by t m, to get the time shifted signal x(t m), where m represents the time shift in
seconds.
In x(t m), if m is positive, then the time shift results in a delay by m seconds. The delay results
in shifting the original signal x(t) to right, to generate the time shifted signal x(t m).
In x(t m), if m is negative, then the time shift results in an advance of the signal by |m|
seconds. The advance results in shifting the original signal x(t) to left, to generate the time
shifted signal x(t m).
Example : 1
Let, x(t) = at + be–ct
Let x1(t) and x2(t) be time shifted version of x(t), shifted by m units of time.
Let x1(t) be delayed version of x(t) and x2(t) be advanced version of x(t).
Now, x1(t) = a(t – m) + be–c(t – m)
x2(t) = a(t + m) + be –c(t + m)
2. 19 Signals & Systems Example : 2
A signal and its shifted version are shown in fig 2.23.
When t = 2; x1(2) = x(2 – 2) = x(0) = 1
x1(t) 2
1
x1(t) = x(t 2)
When t = 3; x1(3) = x(3 – 2) = x(1) = 1 When t = 4; x1(4) = x(4 – 2) = x(2) = 2 When t = 5; x1(5) = x(5 – 2) = x(3) = 1
x(t) 2
1
x(t 2)
Delay
t 0123
0
123t 45
0
2 1 1t 2
When t = –1 ; x1(–1) = x(–1 + 2) = x(1) = 1 When t = 0 ; x1(0) = x(0 + 2) = x(2) = 2 When t = 1 ; x1(1) = x(1 + 2) = x(3) =
1
+¥
z ;t
d d ( ) ( ) t and t dt = ¥ = =
01
= ¹ -¥
00
;t
d(t)
¥
t0
d(t-m)
¥
m
0 t
The unit impulse signal delayed by m units of time is denoted as d(t m), and it is defined as,
+¥
z ;t
Fig 2.24a : Impulse. Fig 2.24b : Delayed impulse. Fig 2.24 : Impulse and delayed impulse signal.
d d ( ) ( ) t m m and t m dt - = ¥ = - =
1
= ¹ -¥
0
u(t)
u(t-m)
The unit step signal is defined as, u(t) = 1 ; for t ³ 0
= 0 ; for t < 0
The unit step signal delayed by
1
t0
Fig 2.25a : Unit step signal.
1
m
t0
Fig 2.25b : Delayed unit step signal.
m units of time is denoted as u(t m), and it is defined as,
u(t m) = 1 ; t ³ m
=0;t<m
Fig 2.25 : Unit step and delayed unit step signal.
Chapter 2 - Continuous Time Signals and Systems 2. 20 2.4.4 Addition of Continuous Time Signals
The addition of two continuous time signals is performed by adding the value of the two signals
corresponding to the same instant of time.
The sum of two signals x1(t) and x2(t) is a signal y(t), whose value at any instant is equal to the
sum of the value of these two signals at that instant.
i.e., y(t) = x1(t) + x2(t)
Example :
x1(t)
2
+
1
t 0123
x2(t)
2
12
30
t
y(t) 3
1
y(t) = x1(t) + x2(t)
1230t
x1(t) = 1 ; 0 < t < 1 x2(t) = t ; 0 < t < 1 For t = 0 to 1 ; y(t) = x1(t) + x2(t) = 1 + t = 2 ; 1 < t < 2 = 1 ; 1 < t < 2 For t = 1 to 2 ;
y(t) = x1(t) + x2(t) = 2 + 1 = 3 = 1 ; 2 < t < 3 = 3 – t ; 2 < t < 3 For t = 2 to 3 ; y(t) = x1(t) + x2(t) = 1 + 3 – t = 4 – t
x1(t) 2
1
´
x2(t) 2
1
y(t)2
1
y(t) = x1(t) ´ x2(t)
t 0123
1230t
1
230t
x1(t) = 1 ; 0 < t < 1 x2(t) = t ; 0 < t < 1 For t = 0 to 1; y(t) = x1(t) ´ x2(t) = 1 ´ t = t = 2 ; 1 < t < 2 = 1 ; 1 < t < 2 For t = 1 to
2; y(t) = x1(t) ´ x2(t) = 2 ´ 1 = 2 = 1 ; 2 < t < 3 = 3 – t ; 2 < t < 3 For t = 2 to 3; y(t) = x1(t) ´ x2(t) = 1 ´ (3 – t) = 3 – t
d .
Differentiation is denoted by the operator dt
I
dt ( ) F ( ) HG KJ .
d
Therefore, the differentiation of a continuous time signal x(t) is denoted by dtx t ordx t The
differentiation of a continuous time signal x(t) is defined as,
dx t
()
= Lt x(t) x(t t)
dt
--
®
D
t Dt 0
D
Table 2.1 : Differentiation and Integration of Standard Continuous Time Signals dt Integration of
x(t),
x(t) dt
z
Signal, x(t) Differentiation of x(t), dx(t)
d(t) 1
u(t) d(t) t
2
t u(t) t 2
t2 2t t33
sin t cost - cost
u(t) t t
d( )t
integration
integration
b g Unit parabolic
differentiation
2
u(t) t t
d( )t
differentiation
differentiation
+
Unit ramp
b g Unit parabolic
d u
Note : dt u(t) t u(0 ) u(0 )
10
= - - D
== = = = = ¥ DD
0 = Impulse
t0 t0
t0 ==
t
t0t0
Example 2.5
A continuous time signal is defined as,
x(t) = t ; 0 £ t £ 3
=0;t>3
Sketch the waveform of x(t) and x(2 t).
Solution
The given signal is shown in fig 1.
The signal x(t) is the folded version of x(t). The signal x(t) is shown in fig 2.
The signal x(2 t) = x(t + 2) is the advanced version of the folded signal. The signal x(t + 2) is shown in fig 3.
x(t)
3
2
0
123
x(t)
3
2
0
3 2 1 1 3
x(2 t)
3
2
0
3 1 2 1 2 3
2 t 5
t 4 t
Fig 1 : x(t).
Example 2.6
Fig 2 : x(t).
Fig 3 : x(2 t).
Sketch the even and odd parts of the following signals. a) b) x(t)
1
x(t)
1
0a
Solution
a
0 tt
1 1 1 ()[()]((txtx--
a) The even part of the signal is given by, x = 2 + x( t) = 2 x t) + 2 t) e .....(1) The odd part of the
1 1 1 ()[()]((txtx----
signal is given by, x = 2 x( t) = 2 x t) 2 t) o .....(2)
2. 23 Signals & Systems
From equations (1) and (2), it is observed that the even and odd parts of the signal can be obtained from the folded
and scaled versions of the signal. Hence the given signal is folded, scaled and then graphically added and subtracted
to get the even and odd parts as shown below.
x(t)
1
0a
Fold
x(t)
1
a
0
t t
1 1 1
Scale by 2 Scale by 2 2x( t) - 2x(t)
1
1
1
2
2
a
0 t t
a
0
1 1 1 1 1 1
x = 2 x( t) = 2 x t) 2 t) o x = ( ) [ ( ) ] ( ( t x t x - - - - 2 + x( t) = 2 x t) + 2 t) e( ) [ ( ) ] ( ( t x t x - -
xe(t)
xo(t)
1 1
2 2
a
a a
0 t
0a
1
t- 2
x=1 1 1 ()[()]((txtx--
b) The even part of the signal is given by, 2 + x( t) = 2 x t) + 2 t) e .....(1) The odd part of
1 1 1 ()[()]((txtx----
the signal is given by, x = 2 x( t) = 2 x t) 2 t) o .....(2) From equations (1) and (2), it is
observed that the even and odd parts of the signal can be obtained from the
folded and scaled versions of the signal. Hence the given signal is folded, scaled and then graphically added and
subtracted to get the even and odd parts as shown below.
x(t)
1
a
0 t
x(t)
Fold
1
2x(t)
a
t
1 Scale by 1
Scale by 2 2
2x( t) -
1
12
2
a
0 t
a
t0
x=1 1 1 ()[()]((txtx-
Chapter 2 - Continuous Time Signals and Systems 2. 24 2 + x( t) = 2 x t) + 2 t) e
- 1 1 1
x = 2 x( t) = 2 x t) 2 t) o( ) [ ( ) ] ( ( t x t x - - - -
xe(t)
1
2
xe(t) 1
2
0
a a t
2.5 Impulse Signal
a a t - 12
0
The impulse signal is a special signal which can be derived as follows. Consider a pulse signal,
PD(t) with height A/D and width D as shown in fig 2.28. Now, the
PD(t)
pulse signal, PD(t) can be defined as,
A
D
Pt D
A DD
()=££
;t
0
=
0
;t>
D
The area of the pulse signal for any value of t is given by,
A
Area Height Width = ´ = ´ = A
D
t0
DD
Fig 2.28 : Pulse signal.
In the signal, PD(t) if the width D is reduced, then the height A /D increases, but the area of the
pulse remains same as A. When the width D tends to zero, the height A /D tends to infinity. This
limiting value of the pulse signal is called impulse signal, d(t). Even when the width D tends to
zero, the area of
the pulse remains as A.
t Lt P t Lt A , ( ) ( )
d(t) ¥
Impulse Signal
d
D D
D 00 D0 ; t
\ = = = ®®
00
;t
=¹
z
+¥
,()()
dd
t0
Impulse Signal
t and t dt A
;t
0
\=¥==
Fig 2.29 : Impulse signal
00;t
=¹
-¥
(or Unit impulse signal).
In the above impulse signal if A=1, then the impulse signal is called a unit impulse signal. The
impulse signal or unit impulse signal can be represented graphically as shown in fig 2.29. An
impulse with infinite magnitude and zero duration is a mathematical fiction and does not exist in
reality. However a signal with large magnitude and short duration (when compared to time
constant of a system) can be considered as an impulse signal. Practically, the magnitude of the
impulse is measured by its area.
Definition of impulse signal : The impulse signal is a signal with infinite magnitude and zero
duration, but with an area of A. Mathematically, an impulse signal is defined as,
z
+¥
;t
z
+¥
;t
+¥
z =
Property-1: d(t)dt 1
-¥
Proof :
Consider a narrow pulse signal, PD(t) of width Dl and height 1/Dl as shown in fig 2.30.
1
Now the pulse signal is defined as, 0
;t
()=££
D
Pt DlDl
1
Dl
PD(t)
=
0
;t>
Dl
Now the impulse signal can be represented as, d(t) = ®
D
Dl 0( )
Lt P t
On integrating the above equation we get,
Dl
t 0 Fig 2.30.
zzzzz
+¥
====
+¥
+¥
Dl
Dl
1 1
d(t)dt Lt P (t) dt Lt P (t) dt Lt dt Lt dt Dl D Dl D Dl
®
-¥
®
-¥
® ® Dl
0000
Dl Dl
-¥
00
1 1
Lt Lt Lt 1 1
Dl
00
Dl DlDl
==-==
t
® ® ® Dl
Dl Dl
000
+¥
z = x(0)
Property- 2: x(t) dt d( )t -¥
Proof :
zz
z
Since d(t) is nonzero only at t=0,
+¥
+¥
x t (t) dt x 0 (t) dt =
()()
dd
x(t) is replaced by x(0).
-¥
-¥
+¥
Since x(0) is constant, it is
==´=
taken outside integration.
()
d
x 0 (t) dt x(0) 1 x(0)
-¥
+¥
z 00
Property- 3: x(t) dt d( ) ( ) t t x t - =
-¥
Proof :
zz
z
Using property-1
+¥
x(t) (t t ) dt x(t ) (t t ) dt d d
-=-
000
x(t) is replaced by x(t0).
-¥
+¥
Since x(t0) is constant, it is
=-=´=
d
x(t ) (t t ) dt x(t ) 1 x(t )
0000
-¥
+¥
z x(t)
Property- 4: x( ) d l l l d( ) t - =
-¥
taken outside integration. Using property-1
Proof :
z
+¥
Consider the property-3 of impulse signal. x(t) (t t ) dt x(t ) 0 0 d - =
-¥
z
+¥
On substituting t = l in the above equation we get, x( ) ( t ) d x(t ) l d l l - = 0 0 -¥
Since impulse signal is even, d(l-t) = d(t-l), Therefore the above equation is written as shown below.
+¥
z
x( ) ( ) d x(t) l d l l t - =
-¥
1
bg
Property 5- : d d ( ) at
a=t
Proof :
Consider a narrow pulse signal, PD(t) of width Dl and height 1/Dl as shown in fig 2.31(a).
PD(t)
1
Dl
t0
Time scale
PD(at)
1
Dl
t0
1 1
0 0
D DDl
;t;t
P t P at a
()()=££=££
Dl
Dl Dl
Dl
00
;t>;t>==
Dl
a
zz
+¥
Dl
1
P (t) dt dt
....( . )
\=
27
-¥
D
0
Dl
zzzz a
+¥
Dl
Dl
+¥
1 1 11
P (at) dt dt dt P (t) dt 28
-¥
===
D
D
aa
Dl Dl
-¥
00
....( . )
Using equation (2.7)
Now the impulse signal and time scaled impulse signal can be represented as, d d (t) (at) = = ® ®
Lt P t and Lt P at
()()
D D
Dl Dl 00
zzzz
+¥
+¥
+¥
1
+¥
Lt P at Lt P at Lt
aPt
()()()
(at) dt dt dt dt
d
===
D D
Dl Dl Dl D
®
-¥
000
-¥
®
-¥
zz
®
-¥
Using equation (2.8)
+¥
Lt P t
11a a
()
+¥
dt (t) dt
d
==
Dl D
0
®
-¥
zz
-¥
Using definition of impulse signal
+¥
1
+¥
(at) dt (t) dt d d
\ = -¥
a
-¥
On differentiating the above equation we get
,
1
dd
(at) = (t)
a
2. 27 Signals & Systems 2.5.2 Representation of Continuous Time Signal as Integral of Impulses
x(t)
0
~
x t( )
t
3Dt
2Dt
Dt
0
Dt
2Dt
3Dt
4Dt
t t
5D 6D 7Dt
t
Fig 2.32.
Fig 2.33.
M
M
)~
x( 2 = x(t) ; for 2 t - - < < -
Dt Dt Dt ~
x( ) = x(t) ; for t 0 - - < <
Dt Dt
)~
x(0 = x(t) ; for 0 t
~
<<
Dt
x( ) = x(t) ; for t 2 Dt Dt Dt
<<
)~
x(2 = x(t) ; for 2 t 3 Dt Dt Dt < <
M
~
( ) t Dt
\®
x = Lt x(t)
0
t0
Dt
Fig 2.34.
Consider the shifted version of the pulse signal of fig 2.34, as shown in fig 2.35.
Chapter 2 - Continuous Time Signals and Systems 2. 28
left shift
(or advance)
right shift (or delay)
2Dt
Dt
0
Dt
0
0
Dt
0
Dt
2Dt
0
Dt
2Dt
3Dt
t t t t t Fig 2.35.
~
If we multiply x t( ) with shifted pulse signals shown in fig 2.35, then each product will select
~ as shown below.
one pulse of the signal x t( )
M
M
)~
x( 2 = x(t) P (t + 2 )
-
Dt Dt Dt
)~
D
x( = x(t) P (t + )
-
Dt Dt Dt
)~
D
x(0 = x(t) P (t)
Dt
)~
D
x( = x(t) P (t ) Dt Dt Dt
)~
D
-
x(2 = x(t) P (t 2 ) Dt Dt Dt
MM
D
-
~
In the above equation x t( ) can be replaced by respective selected pulses itself as shown
below,
M
M
)~
x( 2 = x( 2 ) P (t + 2 )
\--
Dt Dt Dt Dt
)~
D
x( = x( ) P (t + ) - -
Dt Dt Dt Dt
)~
D
0
x(0 = x( ) P (t)
Dt
)~
D
x( = x( ) P (t ) Dt Dt Dt Dt
)~
D
-
x(2 = x(2 ) P (t 2 ) Dt Dt Dt Dt
MM
D
-
L O
NM QP
~ ~ ~ ~ x(t) = Lt ..... x( 2 ) P (t + 2 ) + x( ) P (t + ) + x(0) P (t)
--
Dt Dt Dt Dt Dt Dt Dt
DDD
~~
+ x( ) P (t ) + x(2 ) P (t 2 ) + ........................ Dt Dt Dt Dt Dt Dt
Dt
®
0
+¥
--
DD
~
()
t-
å
= Lt x(n ) P n
Dt Dt Dt
Dt D
®
-¥
0
=
n
~
On applying limit Dt ® 0 the signal x n( ) Dt becomes continuous, the signal PD(t - nDt)
becomes an impulse and so the summation becomes integration.
Hence the above equation can be expressed as,
z
+
....(2.10)
tdtt-
¥
x(t) = x( ) (t ) d
-¥
The equation (2.10) is used to represent any continuous time signal x(t) as an integral of
impulses.
2. 29 Signals & Systems 2.6 Continuous Time System
A continuous time system (or Analog system) is a physical device that operates on a
continuous time signal (or an analog signal) called input or excitation, according to some well
defined rule, to produce another continuous time signal (or an analog signal) called output or
response. We can say that the input signal x(t) is transformed by the system into a signal y(t),
and the transformation can be expressed mathematically as shown in equation (2.11).The
diagrammatic representation of continuous time system is shown in fig 2.36.
Response, y(t) = H{x(t)} .....(2.11)
where, H denotes the transformation (also called an operator).
Continuous
time system
x(t) y(t)
H or Response
Input signal
or Excitation
Output signal
Fig 2.36 : Representation of
continuous time system.
LTI System
A continuous time system is linear if it obeys the principle of superposition and it is time
invariant if its input-output relationship does not change with time. When a continuous time
system satisfies the properties of linearity and time invariance then it is called an LTI system
(Linear Time Invariant system).
Impulse Response
When the input to a continuous time system is a unit impulse signal d(t) then the output
is called an impulse response of the system and it is denoted by h(t).
\ Impulse Response, h(t) = H{d(t)} .....(2.12)
Continuous
time system
d(t) h(t)
H
Impulse input
Impulse response
Fig 2.37 : Continuous time system with impulse input.
The electric heaters, motors, generators, etc., are examples of electrical continuous time
systems. The continuous time systems that operate on electrical energy can be modelled by
three basic elements Resistor(R), Inductor(L) and Capacitor(C). The models constructed using
these fundamental elements are called electric circuits.
In electric circuits the inputs and outputs are either voltage signals or current signals.
The continuous time voltage signal is denoted by v(t) and current signal by i(t).
The basic RL, RC, and RLC circuits and their time domain KVL (Kirchoffs Voltage Law)
equations are shown in fig 2.38, fig 2.39 and fig 2.40 respectively. From these circuits it can be
observed that the equations governing the continuous time systems are differential equations.
Also, it can be shown that all continuous time systems like Mechanical systems, Thermal
systems, Hydraulic systems, etc., are all governed by differential equations.
Chapter 2 - Continuous Time Signals and Systems 2. 30 R i t( ) + L di(t)
R
L dt = (t) n
+ +
R i(t) di t n(t) by x(t)
L dt( ) Ry t L dy t
Replace i(t) by y(t) and
i(t) = y(t) ¯ ()()
+- dy t dt
+ = x(t)
R 1
+ L y = L x(t)
n(t) = x(t) \
()
() dtt
R
C
i dt ( )t
z (t)
z n
1
+ +
differentiate n
¯ 1
R i(t) dt + C i(t) = d (t)
i(t) = y(t)
R di(t) R dy(t) Replace i(t) by y(t) and
+- n(t) by x(t) ¯
n(t) = x(t)
dt
1
dt + C y(t) = dx(t)
dt
dy(t)
1 1
dt + RC y(t) = Rdx(t)
dt \
1 i(t) dt =
circuit. dt + C
(t)
z n
R i t( ) + L di(t)
L
C ¯differentiate
R
L
di t ( ) 1 i dt ( )t
dt C z
+ + R i(t) R di(t) i t
d 1
dt + L dt + C i(t) = d (t) ( ) n
+
2
2
dt
i(t) = y(t) + -
Ryt
21
NN
12N0
N M
N -
- - M
1 M 2
1
d d d
b dtx t b dtx t dtx t b x t
+ + --
( ) ( ) ( ) ( ) .....(2.13)
+ +.......+ b
1 -
M 12 MMM21
2.6.2 Block Diagram and Signal Flow Graph Representation of LTI Continuous Time
System Block Diagram
A block diagram of a system is a pictorial representation of the functions performed by
the system. The block diagram of a system is constructed using the mathematical equation
governing the system.
The basic elements of a block diagram are Differentiator, Integrator, Constant Multiplier
and Signal Adder. The symbols used for the basic elements and their input-ouput relation are
listed in table 2.2.
Table 2.2 : Basic Elements of Block Diagram and Signal Flow Graph
Constant Multiplier z
x1(t) x1(t) x2(t)
x2(t)
Signal 1
x1(t) + x2(t)
Adder + 1
x1(t) + x2(t)
Chapter 2 - Continuous Time Signals and Systems 2. 32 Signal Flow Graph
Example 2.7
Construct the block diagram and signal flow graph of the system described by the
equation, 2
dyt dy t dx t
()()()
+ 2 + 3 y(t) = 4 + 5 x(t)
dt
Solution dt dt
2
Case i : Block diagram and signal flow graph using differentiators 2
2 dt + 5 x(t)
1 2 4 5
\ - - y(t) = 3 3 + 3 + 3 x(t) d y t
dy t dx t
()()()
.....(1)
dt dt dt
2
The equation (1) is used to construct the block diagram and signal flow graph using differentiators as shown
in fig 1 and fig 2 respectively.
3x t( )
y(t) 53
+
x(t) +
d
dt
d
dt dy t
dx t ()
() 2 dt
4 ( ) - 3dy t ( )
dx t
dt
+
4
3 dt
3 -2
dt 3 d
dt
2
dyt dyt
( (
) )
1 2 -1
3 dt
- 3 2 dt 2
d
dt
x(t) 4
5
3 3
t
x ()+4
3
y(t) 5 y(t)
d
dt
d y(t) -2 dy t ( )
2 1 3
- - 3dy(t) 2
dx t dt dyt
() d
3 -1 dt
dt 3
dt
2 dt 2
()
Fig 2 : Signal flow graph using differentiators.
2
dt
()
+ 2 y(t) + 3 y(t) dt = 4 x(t) + 5 x(t) dt zz
dy t dt ¯¯ Integrate
with zero
initial
conditions
The equation (2) is used to construct the block diagram and signal flow graph using integrators as shown in
fig 3 and fig 4 respectively.
z
4 x t( ) dt
zx t( ) dt z4
x(t) +
+
y(t)
z
z
x(t) dt dt
zz
y t( ) dt
z
5 x t( ) dtdt
zz -2 y(t)
dt
z z
5 2 +
3
y t( ) dt dt
zz
-
3yt
zz ( ) dt dt
Fig 3 : Block diagram using integrators.
1 2 21
2. 43 Signals & Systems From the equation (7), C = 1 C = + 3 = 3 ----1
1 2 zs
\ - - - - - y (t) = 3 e 3 e + e 4t t t 2
Total Response, y(t) = y + y
\
( ) ( ) t t zi zs
1 1 1 2
= 3e+ 3e 3e 3e+e
-4 - - - -
42
ttttt
---
2 1
= 3e 3e+e;t0
-4 - - 2
ttt
--³
F I
- - HG KJ
2 1
= e 3 e 3 e u(t) - -4 -
2
ttt
3 x(t2) y(t) = 3
x(t) + 3 x(t – 12
Dynamic
A system is said to be time invariant if its input-output characteristics does not change with
time. Definition : A relaxed system H is time invariant or shift invariant if and only if x(t) y(t)
implies that, x(t m) y(t m) ¾ ®¾ - ¾ ® H H¾ -
Solution
a) Given that, y(t) = 2t x(t)
Delayed input
System
y(t) = 2t x(t)
y2(t) = 2 (t - m) x(t - m)
x(t)
Conclusion : Here, y1(t) ¹ y2(t), therefore the Test 1 : Response for delayed input
system is time variant. c) Given that, y(t) =
x(t)
3x(t2) Delay x(t - m)
Input signal H
Test 2 : Delayed response
Delayed input
System
y(t) = x(- t)
y2(t) = x(- (t - m))=x(- t + m)
x(t)
Delay
Input signal H Delayed response
System undelayed
Response input
for
dt ) ( ) ( )
( ) = + e) y t x t x t dt ( ) ( ) ( ) = +
z
a) y(t) = 2 ex(t) b) y(t) = x(t) + C c) y(t) = 3x2(t) d y t x t dx t
Solution
a) Given that, y(t) = 2 ex(t)
Delayed input
System
y(t) = x(t) + C
y2(t) = x(t - m) + C
x(t)
Delay
Input signal H Delayed response
System undelayed
Response input
for
Test 2 : Delayed response
Conclusion : Here, y1(t) = y2(t), therefore the
system is time invariant. c) Given that, y(t) = 3x2(t)
Delayed input
System
y(t) = 3x2(t)
y2(t) = 3x2(t - m)
x(t)
Delay
Input signal H Delayed response
System undelayed
Response input
for
()
dt ( ) ( ) =+
Test 1 : Response for delayed input
Delayed input
System y t x t m dx t m
Delay x(t - m) 1 ()
Input signal H x(t) dt ( ) ( ) = - + - Response for
delayed input
Test 2 : Delayed response
y t x t dx t 2 ()
() y t x t m dx t m dt ( ) ( ) =-+-
dt ( ) ( ) = +
x(t)
Delay
Input signal H
System undelayed input Delayed response
Response for
e) Given that,
y t x t x t dt ( ) ( ) ( ) = +
z
z
Test 1 : Response for delayed input
()()()=-+-
y t x t m x t m dt 1
x(t)
Delay x(t - m) Delayed input Response for
Input signal H delayed input
System
z z
Test 2 : Delayed response x(t)
+-
y t x t x t dt ( ) ( ) ( ) = +
()()()=-
y t x t m x t m dt 2
Delay
Input signal H
System undelayed input
Delayed response
Response for
If a relaxed system does not satisfy the superposition principle as given by the above
definition, the system is nonlinear. The diagrammatic explanation of linearity is shown in fig.
2.42.
Chapter 2 - Continuous Time Signals and Systems 2. 48
x1(t) a1x1(t)
a1
a1x1(t) + a2x2(t) H{a1x1(t) + a2x2(t)}
+H
x2(t) a2x2(t)
a2
The system, H is linear if and only if, H{a1 x1(t) + a2 x2(t)} = a1 H{x1(t)} + a2 H{x2(t)}
Fig 2.42 : Diagrammatic explanation of linearity.
Example 2.13
Test the following systems for linearity.
a) y(t) = t x(t), b) y(t) = x(t2), c) y(t) = x2(t), d) y(t) = A x(t) + B, e) y(t) = ex(t). Solution
a) Given that, y(t) = t x(t)
Let H be the system operating on x(t) to produce, y(t) = H{x(t)} = t x(t).
Consider two signals x1(t) and x2(t).
Let y1(t) and y2(t) be the response of the system H for inputs x1(t) and x2(t) respectively.
\ y1(t) = H{x1(t)} = t x1(t) ....(1) y2(t) = H{x2(t)} = t x2(t) .....(2)
Let x3(t) = a1 x1(t) +a2 x2(t). equations (1) and (2)
Let y3(t) be the response of the system H for input
x3(t). \ y3(t) = H{ x3(t)} = H{ a1 x1(t) + a2 x2(t)}
= t(a1 x1(t) + a2 x2(t)) = a1 t x1(t) + a2 t x2(t) = a1 y1(t) +
a2 y2(t))
Since, y3(t) = a1 y1(t) + a2 y2(t), the given system is
linear.
A linear combination of inputs x1(t) and x2(t)Using
1
1 2 equations
2
2 2 (1) and (2)
21211 Using
=++
aytaytaaxtxt()()()()
1 21211
12
2
==
==
ejejbgbg eeyy
a a
aa
(t) (t)
xt xt 12
1 2
1 2 12
Using equations (1) and (2)
()()
Let H be the system operating on x(t) to produce, y(t) = H{x(t)} = 4 x(t) + 2 dx(t)
dt
Consider two signals x1(t) and x2(t).
Let y1(t) and y2(t) be the response of the system H for inputs x1(t) and x2(t)
respectively. \ y (t) = x (t)} = 4 x (t) + 2 dx (t)
111
dt H{ 1 .....(1) y (t) = x (t)} = 4 x (t) + 2 dx (t)
222
dt H{ 2 .....(2)
Let x3(t) = a1 x1(t) +a2 x2(t). x3(t).
Let y3(t) be the response of the system H for input A linear combination of inputs x1(t) and x2(t)
(t)} 3 3
\
H{
y (t) = x
= 4 x (t) + 2 dx (t) tt
33
dt dtt t
1
1 1 2 22
d
= 4(a x (t) + a x (t)) + 2 dt x (t) + a x
( ( ))
at
1
1122122
dx dt
= 4a x (t) + 4a x (t) + 2a dt + 2a dx
=ay+ay
()()
tt
1122
dt
Using equations (1) and (2)
F I F I
HG KJ HG KJ
dx ()
=a4x+2 + a 4 x + 2 dx ( ) ()()
dt + 2 dy (t)
1
dt + 3 y (t) = x (t)
1
1 1 .....(1) 2
When the input is x2(t), the response is y2(t). Hence the system equation for the input x2(t) can be written
as, 2
d y (t)
dt + 2 dy (t)
2
dt + 3 y (t) = x (t)
2
2 2 .....(2) 2
When the input is x3(t), the response is y3(t). Hence the system equation for the input x3(t) is given
by, 2
d y (t)
dt + 2 dy (t)
3
dt + 3 y (t) = x (t)
3
3 3 .....(3) 2
\ a d y (t)
dt + 2a dy (t)
21 1
dt + 3a y (t) = a x (t) 1 2 1 1 1 1 1 .....(4) Let us multiply equation (2) by a2.
\ a d y (t)
dt + 2a dy (t)
22 2
dt + 3a y (t) = a x (t) 2 2 2 2 2 2 2 .....(5) On adding equation (4) and (5) we get,
a d y (t)
dt + 2a dy (t)
dt + 3a y (t) + a d y (t)
dt + 2a dy (t)
21 1 22 2
dt + 3a y (t) = a x (t) + a x (t) 1 21 112 22 2211222
d d
y + a y + 2 dt y + a y + 3 y + a y = a x + a x
122122122122
dta t t a t t a t t t t 2 1 1 1 1 [ ( ) ( )] [ ( ) ( )] [ ( ) ( )] ( ) ( ) .....(6) On comparing equations (3)
and (6) we can say that,
if, x3(t) = a1 x1(t) + a2 x2(t), then y3(t) = a1 y1(t) + a2 y2(t)
Hence the sytem is linear.
t
a) y(t) = x(t) x(t 1) b) y(t) = x(t) +2 x(3 t) c) y(t) = t x(t)
z e) x d
dxd
) ( ) y(t) = x(t) + l l
0
a) Given that, y(t) = x(t) x(t 1) dt
y(t) = x(t) + ( ) l l 0
Solution
When t = 0, y(0) = x(0) x(1) Þ The response at t = 0, i.e., y(0) depends on the
present input x(0) and past input x(1).
When t = 1, y(1) = x(1) x(0) Þ The response at t = 1, i.e., y(1) depends on the
present input x(1) and past input x(0).
From the above analysis we can say that for any value of t, the system output depends on present and past
inputs. Hence the system is causal.
0
0
tt
zz ==+-=
( ) ( ) ( ) ( ) ( ), , ( ) ( ) l l l l l l
y(t) = x(t) + x(t) + x d z x t z t z where z x d
0
When t = 0, y(0) = x(0) + z(0) - z(0) Þ The response at t = 0, i.e., y(0) depends on present input. When t = 1,
y(1) = x(1) + z(1) - z(0) Þ The response at t = 1, i.e., y(1) depends on present and past input. When t = 2, y(2)
= x(2) + z(1) - z(0) Þ The response at t = 2, i.e., y(2) depends on present and past input.
From the above analysis we can say that the response for any value of t depends on the present and past
input. Hence the system is causal.
3
33 0
zz ==+-=
tt
( ) ( ) ( ) ( ) ( ), ( ) ( ) l l l l l l
y(t) = x(t) + x(t) + x d z x t z t z where z x d
0 0
When t = 0, y(0) = x(0)+z(0)- z(0) Þ The response at t = 0, i.e., y(0) depends on present input. When t = 1,
y(1) = x(1) + z(3) - z(0) Þ The response at t =1, i.e., y(1) depends on present, past and future inputs. When t
= 2, y(2) = x(2) + z(6) - z(0) Þ The response at t = 2, i.e., y(2) depends on present, past and future inputs.
From the above analysis we can say that the response for t > 0 depends on the present, past and future
inputs. Hence the system is noncausal.
=--
x(t) + Lt (Using definition of differentiation, refer section 2.4.6)
t0
D t
In the above equation, for any value of t, the x(t) is present input and x(t-Dt) is the past input.
Therefore we can say that the response for any value of t depends on present and past input. Hence the
system is causal.
Example 2.16
Test the causality of the following systems.
a) y(t) = x(t) + 3 x(t + 4) b) y(t) = x(t2)
c) y(t) = x(2t) d) y(t) = x(t)
Solution
a) Given that, y(t) = x(t) + 3 x(t + 4)
When t = 0, y(0) = x(0) + 3 x(4) Þ The response at t = 0, i.e., y(0) depends on the present
input x(0) and future input x(4).
When t = 1, y(1) = x(1) + 3 x(5) Þ The response at t = 1, i.e., y(1) depends on the present
input x(1) and future input x(5).
From the above analysis we can say that the response for any value of t depends on present and future
inputs. Hence the system is noncausal.
z
+¥
| ( )| , . h t for stability of an LTI system dt
\<¥
-¥
Proof :
The response of a system y(t) for any input x(t) is given by convolution of the input and impulse
yth()())=-
-¥
zz
+¥ +¥
ythh
-¥ +¥
=-
z -¥
ttt
h
-¥ x(t d .....(2.19)
())
If the input x(t) is bounded then there exists a constant MX, such that | x(t-t) | £ MX< ¥. Hence
+¥
y t M h x( ) ( ) =
-¥
From equation (2.20) we can say that the output y(t) is bounded, if the impulse response satisfies
the condition, +¥ z <¥
d h( ) t t
-¥
z
+¥
h t( ) dt
\<¥
-¥
Example 2.17
Test the stability of the following systems.
Solution
a) Given that, y(t) = cos (x(t))
The given system is a nonlinear system, and so the test for stability should be performed for specific inputs.
The value of cos q lies between 1 to +1 for any value of q. Therefore the output y(t) is bounded for any value of
input x(t). Hence the given system is stable.
Solution
a) Given that, h(t) = e5|t|
z ¥
+ ¥
For stability, h(t) dt <
-¥
+
zzz + - + -
¥ ¥ 5|t| ¥ 5|t|
\
h(t) dt = e dt = e dt
-¥
-¥
O O
L Q - QP
P
zz
-¥
NM
L -¥
NM
0
+ 0
5t 5t ¥
e
= e dt + e dt = +e
-
5t 5t
005 5
-¥ -¥
-¥ -¥
00
ee e e 1 1 2
= 5+ 5 5= 50+0+ 5= 5
- -
z - --5
+ ¥
2
Here, h(t) dt = 5 = constant. Hence the system is stable. -¥
4t
b) Given that, h(t) = e u(t)
z ¥
+ ¥
For stability, h(t) dt <
-¥
+
zzz + 4t ¥
¥ ¥ + 4t
-¥
-¥
L O
NM QP - = ¥ - ¥
-¥
z ¥
¥ ¥
+
4t
0
e ee 1
= e dt = = 4 4=
4t
44
00
z ¥.
+ ¥
z ¥
+ ¥
For stability, h(t) dt <
-¥
+
zzz + - +
¥ ¥ 4t ¥ -
4t
-¥ -¥
L O
-¥ z NM QP - -
-
¥ ¥ +
- -¥ 4t
0
e ee 1 1
= e dt = = 4=0+ 4= 4
-
4t
- 44
00
z 1
4
+ ¥
z ¥
+ ¥
For stability, h(t) dt <
-¥
+
zzz + - +
¥ ¥ 3t ¥ -
3t
\
h(t) dt = t e u(t) dt = t e dt
-¥
z z z z QP
-¥
u v = u v du v -
L O
z
0
NM
L O
NM QP - -
L O
¥
NM QP
-- --¥
3t 3t 3t 3t
e e te
= 1 3dt = e
-´
- -
t
003 39
-¥ -¥ 00
¥´
- -+´
ee0e
= +e3939
¥´
- -+
0 1 1
= 00+ = 9
39
z 1
9
+ ¥
Since, h(t) dt = = constant, the system is stable. -¥
e) Given that, h(t) = t cost u(t)
z ¥
+ ¥
For stability, h(t) dt <
-¥
zzz ¥
¥¥
+++
z z z z QP
-¥
u v = u v du v -
z
0
L
NM
O
L
¥
¥
- ´ NM
O
QP
= t sint 1 sint dt = t sint + cost 00
¥´¥¥-´-
= sin + cos 0 sin 0 cos 0 ¥ ¥ - - ¥
= + cos 0 1 =
+
z ¥
z ¥
+ ¥
For stability, h(t) dt <
-¥
+ ¥
zzz +
¥
h(t) dt = e sint u(t) dt = e sint dt
t
+
¥
-
t
\ -
.....(1)
-¥
zzzz
-¥
0
L O
u v = u v du v - NM QP
zz
¥ ¥
- ¥ - tt
t
-
--
--
()()e
e sint dt = e cost
1 cost dt
0
z
0
0
¥
¥
- -t
t
--
= e cost cost dt
0
L O
z
0
e L u v = u v du v -
NM
QP
zzz z
M O P
¥ ¥
N M Q P
- -¥ - tt
t
e
---
-
= e cost e sint
1 sint dt
00 ¥
z ¥ ¥
.....(2)
- - -
t
tt
---
= e cost e sint e sint dt
00
0
Chapter 2 - Continuous Time Signals and Systems 2. 58
From equation (2) we can write,
z
¥ ¥
- -¥
-
t
--
tt
2 e sint dt = e cost e sint 0
0 0
z
¥ ¥
- -¥
1 1
t t .....(3) e sint dt = 2e cost 2e sint
- t
\--
0
0 0
zz
¥
--
¥ ¥
+ - -¥
1 1
h(t) dt = e sint dt = 2e cost 2e sint
-¥ ttt00
- 0
1 1
= 2e cos + e cos 0 2e sin e sin 0
-¥ -¥
00
-¥-¥-
1 1
= 20 cos + 1 20 sin 0
-´¥-´¥-
1 1 1
= 20 + 1 20 0 = 2
--
z + ¥
1
Since, h(t) dt = 2 = constant, the system is stable.
-¥
Example 2.19
Determine the range of values of "a" and "b" for the stability of LTI system with impulse
response. h(t) = eat u(t) + e-bt u(t)
Solution
Given that, h(t) = eat u(t) + e-bt u(t).
zzz
+¥ +¥
+¥
+- +-
at bt at bt
==
dt e e e e | ( )| ( ) ( ) ( ( ) ( )) h t u t u t dt u t u t dt
-¥ -¥
zz
-¥
L O L
=+= NM QP +
-
NM
QP
¥
¥ -¥¥
at bt
e e
ee a b
-
at bt
dt dt
0000
´¥ ´ - ´¥ - ´ ´¥ - ´¥
aa0bb0ab
11
e e e e e e
a a b b a b
=-+ - =-+
- - -+
ab
"".
a" b"
In the above equation if is negative and is positive then it converges tofinite value b"
," negative and
a" is positive
Therefore when is ",
z
¥ =-+
-+
0 1 0 1
dt a a b b
| ( )|
ht
0
b
Cons t
- 1 1 a
= - + = = a b ab tan
Here the integral of impulse response is a constant when "a" is negative and "b" is
positive. Therefore the range of values of "a" and "b" for stability of LTI system are, a < 0
and b > 0.
The system in which the output y(t) at any time t depends on past output, past input and
present input is called a feedback system. The integration and differentiation of a signal at any
time depends on past value and so the equations governing feedback systems will have terms
involving differentiations and integrations of output and input.
21
NN
12N0
N M
N
-
- - M
1 M 2
1
d d d
b dtx t b dtx t dtx t b x t
+ +.......+ b + + - -
()()()()1
M
- 12 MMM21
The system in which the output depends only on the present and past input is called a
nonfeedback system. The equations governing nonfeedback systems will not have terms
involving differentiations and integrations of output.
+¥
z ....(2.21)
x = x x d 3( ) ( ) ( ) t t 1 2 l l l -
-¥
In an LTI continuous time system, the response y(t) of the system for an arbitrary input x(t) is
given by convolution of input x(t) with impulse response h(t) of the system. It is expressed as,
+¥
z lll
....(2.23)
y=xh=xhd()()()()()tttt*-
-¥
+¥
z .....(2.25)
i e t t . ., ( ) ( ) ( ) x = x d l d l l -
-¥
z
M O P
N M Q P +¥
L
ytt
()()() =Hxdldll
-
+¥
z
-¥
-
-¥
=Hd
xt In linear system, integration and
()() system operation H can be
ldll interchanged
-¥
z
The system H is a function
of t and not a function of l.
.....(2.26)
+¥
=xHd()()ldllt-
Let the response of the LTI system to the unit impulse input d(t) be denoted by h(t).
\ h(t) = H[d(t)]
Then by time invariance property, the response of the system to delayed unit impulse input d(t – l) is
given by, H[d(t – l)] = h(t – l) .....(2.27)
Using equation (2.27), the equation (2.26) can be expressed as,
+¥
z .....(2.28)
ytt()()()=xhdlll-
-¥
The equation (2.28) represents the convolution of input x(t) with the impulse response h(t) to yield
the output y(t). Hence it is proved that the response y(t) of LTI continuous time system for an
arbitrary input x(t) is given by convolution of input x(t) with impulse response h(t) of the system.
z
+¥
.....(2.29) = x (t m) dm 2 x m
m
= -¥ 1( )-
-¥
we get, zz 12( ))())
+¥
used
Here p is a dummy variable
LHS x t p x t = p x ( dp = p x ( p dp 2 - - - 1
for convolution operation
=¥
+
pp Proof of Associative
Property :
= -¥
= x2(t) * x1(t)
= RHS
Consider three continuous time signals x1(t), x2(t) and x3(t). By Associative property we
can write, [ x1(t) * x2(t) ] * x3(t) = x1(t) * [ x2(t) * x3(t) ]
LHS RHS
Let, y1(t) = x1(t) * x2(t) .....(2.30) Let us replace t by p.
\ y1(p) = x1(p) * x2(p)
z
+¥
.....(2.31) = m) x (p m) dm 2 x
m
= -¥ 1( -
+¥
z y (t m) = x (t q m) dq 2 3 x q \
---
q
2( ) .....(2.33) = -¥
= y x (t p dp
where p, m and q are dummy variables used for
())
convolution operation. LHS = [ x1 (t) * x2(t) ] * x3(t)
= y1(t) * x3(t)
z
+¥
Using equation (2.30)
= -¥
1
-
p
p 3
zz
+¥
+¥ 23
= x (p m) x (t p) dm dp x m
= -¥ 1
pm
-- (2.31)
= -¥
() Using equation
+¥ +¥
zz --
.....(2.34)
1
= x (m) dm x (p m) x (t p) dp 23
m p = -¥ = -¥
Chapter 2 - Continuous Time Signals and Systems 2. 62 Let, p – m = q when p = –¥, q = p – m = –¥ – m =
–¥
\ p = q + m when p = +¥, q = p – m = +¥ – m = +¥
dp = dq
On replacing (p – m) by q and p by (q + m) in the equation (2.34) we get,
zz +¥
+¥
--
LHS = x dm x x q m) dq ( ) ( ) (
mqt
= -¥ 3
12
+¥
mq z -
= -¥
= x y m) dm ( ) (
m
= -¥
mt1
Using equation (2.33)
2
= x1(t) * y2(t)
= x1(t) * [x2(t) * x3(t)] Using equation (2.32)
= RHS
Consider three continuous time signals x1(t), x2(t) and x3(t). By distributive property we
can write, x1(t) * [ x2(t) + x3(t) ] = [ x1(t) * x2(t) ] + [ x1(t) * x3 (t) ]
LHS RHS
LHS = x1(t) * [ x2(t) + x3(t) ]
= x ) x (t m) dm
zz
= x1(t) * x4(t)
x4(t) = x2(t) + x3(t)
zz m is dummy variable
+¥
1
m - integration x2(t) + x3(t),
m ( if, x4(t) = then
= -¥ +¥ 4 used for
= x m) [ x m) + x (t m) ] dm
((1 t x4(t-m) = x2(t-m) + x3(t-m)
--
m
= -¥ +¥
23
+¥
= x ) x (t m) dm + x ) x (t m) dm ( (
mm
--
11
= -¥
23
= RHS
= -¥
mm = [ x1(t) * x2(t)
] + [ x1(t) * x3(t) ]
Two cascade connected continuous time systems with impulse response h1(t) and h2(t)
can be replaced by a single equivalent continuous time system whose impulse response is
given by convolution of individual impulse responses.
x(t) y (t)
Þ 1 ®h (t) ® ®y(t) x(t) y(t)
1
h2(t) ®h1(t)*h2(t) ®
Fig 2.44 : Cascade connected continuous time systems and their equivalent.
Proof :
With reference to fig 2.44 we can write,
y1(t) = x(t) * h1(t) .....(2.35) y(t) = y1(t) * h2(t) .....(2.36) Using equation (2.35) the equation
(2.36) can be written as,
y(t) =[ x(t) * h1(t) ] *
h2(t) = x(t) * [ h1(t) * h2(t) Using associative property
]
= x(t) * h(t) .....(2.37) where, h(t) = h1(t) * h2(t)
From equation (2.37) we can say that the overall impulse response of two cascaded continuous
time systems is given by convolution of individual impulse responses.
+
(t) ®
® y2 h2(t)
y(t) = y1(t) + y2(t) .....(2.40)
On substituting for y1(t) and y2(t) from equations (2.38)
and (2.39) in equation (2.40) we get, y(t) = [ x(t) * h1(t)
Proof: ] + [ x(t) * h2(t) ] .....(2.41) By using distributive
Fig 2.45 : Parallel connected continuous time property of convolution, the equation (2.41) can be
systems and their equivalent. written as shown below. y(t) = x(t) * [ h1(t) + h2(t) ]
= x(t) * h(t) .....(2.42) where, h(t) = h1(t) + h2(t)
From equation (2.42) we can say that the overall
impulse response of two parallel connected
With reference to fig 2.45 we can write, continuous time systems is given by the sum of
y1(t) = x(t) * h1(t) .....(2.38) y2(t) = x(t) * h2(t) .....(2.39) individual impulse responses.
Chapter 2 - Continuous Time Signals and Systems 2. 64 2.9.4 Procedure to Perform Convolution
The convolution of two continuous time signals x1(t) and x2(t) is defined as,
z
+¥
12 lll
x = x x x x d 312( ) ( ) ( ) ( ) ( ) t t t t * = -
-¥
1. Change of time index : The time index t in signals x1(t) and x2(t) is changed to l to get
x1(l) and x2(l).
2. Folding : The signal x2(l) is folded to get x2(-l).
3. Shifting : The signal x2(-l) is shifted by t units of time to get x2(t-l). 4. Multiplication :
The signals x1(l) and x2(t-l) are multiplied to get a product signal.
5. Integration : The product signal is integrated to get x3(t). Let the product signal is
nonzero in the interval l=l1 to l=l2 , Now the signal x3(t) is given
by,
ll
=
z 2
x t x x t d 312( ) ( ) ( ) = -
lll
ll
= 1
If both x1(t) and x2(t) are defined for t > 0, (i.e., both x1(t) and
are causal) then the product signal is nonzero in the
x2(t)
interval l=0
to l=t, Now the signal x3(t) is given by,
l
=
z t
x t x x t d 2( ) ( ) ( ) = -
31
lll
l = 0
In order to determine the range of values of l for product signal, graphical representation
of signals will be very useful. The operations like folding, shifting and multiplication can be
performed graphically to ascertain the range of values of l over which the product signal is
nonzero.
In the above convolution, if the signals x1(t) and x2(t) are defined by a single
mathematical equation for t = -¥ to +¥, then time shift is valid for any value of t in the range t =
-¥ to +¥. Therefore the time shift, multiplication and integration are performed only once by
taking general time shift t.
In the above convolution, if the signals x1(t) and x2(t) are defined by different
mathematical equations in various intervals of time, then the time shift, multiplication and
integration are performed in each interval of time by considering a time shift t in each interval.
2. 65 Signals & Systems 2.9.5 Unit Step Response Using Convolution
In general the response y(t) of a system is given by convolution of input x(t) and impulse
response
h(t) of the system.
z lll
= +¥
y=xhxhd()()()()()tttt*=-
l = -¥
Let the input x(t) be unit step input u(t), and the corresponding response be s(t). Now
the unit step response s(t) is given by,
l
z lll
=+¥
=- hud
()()
t
l =-¥
=
z l
ll
t
Unit Step Response, s h d ( ) ( ) t
=
l = -¥
Example 2.20
zzz lllll
l
=t l =t l =t
= * = - = ´ = x (t) x (t) x (t) x ( ) x t d 1 d d 3 1 2 1 2
l =0
() l 22l =0
=0
t
220202 0 t t for t t u t = = - = ³ =
l
l =t l =t ll
=*=-==
l
zzz =t
-----
lllll
ll
( ) 2 5 2 5 5 (t t )
x (t) x (t) x (t) x ( ) x t d e e d e e e d 3 1 2 1 2
l =0 l =0 l =0
L O L O
l =t l
= = = NM
=t
Q = - NM QP
P
t
l
30t
5 2 5 5 3 53 - - + - - -
ll l
ttt
t
5
ll
333
- 5 t l l =0 0
=0
d i d i d i ;()
1 1
31 30 3
e
eeeee
----
ttttt
for t u t
32525
=-=-³=-
z
Since x1(t) and x2(t) are
l causal,
=t
=*=- x (t) x (t) x (t) x ( ) x t d
lll the limits of integration is 0 to t.
31212
()
l =0
zz l
=t l =t
---
l
l
555()
tt
==
llll edeed
l
zzzz =0
- du v
O P
z
=0
M
N M Q P
l
L uv = u v
z
L O
==-´ NM QP t
l
=t ll l
ee llll
5 5 55 5 e ede d
-- l 5l
tt
l 1 u=v=e
5 5
=0
0
L O
t
= - NM QP = - - ´
ll
L O
+ NM QP
55 5 tt t 55 5 00e
ee
e e e e e --
t
l
5 25 5 250 t 5 25
0
tt t t
d i d i ; ( ) for t u t
e
5te e e + 5t
-
-
5
555
1
251 0 251
=-+³=-
zzzz
By definition of convolution,
z
- du v
=*=- lll
=´-=-
zzzl =t
cos t d cos d cos d
l =t l =t
llllllll()t
l l =0 l =0
=0
z tt
ttt
t sin sin sin sin sin cos
=--´=-+
0
lllllllll 0001
d
=--+-´-
ttttt
sin sin sin cos sin cos
0000
=---++=-³=-
t t t t t t for t t u t
sin sin cos cos ; ( cos ) ( )
001101
Example 2.21
Determine the unit step response of the following systems whose impulse responses are given
below. a) h(t) = 3t u(t) b) h(t) = e5t u(t) c) h(t) = u(t + 2) d) h(t) = u(t - 2) e) h(t) = u(t + 2) + u(t - 2)
2. 67 Signals & Systems Solution
a) Given that, h(t) = 3t u(t) = 3t ; t ³ 0
zzz llllll
l
=t l =t l =t
===
Unit Step Response, s(t) h( ) d 3 d d 3
l -¥ l =0 l =0
=
L O L O
= NM QP = - NM QP = ³ =
2
2
22
tt
t for t t u t ; ( ) l
3 3 0 3 3
2 2 2 20 2
0
ll
O
zz
l
l QP
L t
=t
NM
l -- 55
l
=t
===-
L O
NM QP = - ³ = - ttt
( ); ( ) ( ) for t u t
1
ee
ee
- 50
-- 55
= -
- - c) Given that, h(t) = u(t + 2) = 1 ; t ³ -2
1
55 51 0 51
zz -l llll
=t =t
l t
t
====+
Unit Step Response, s(t) h( ) d d
22
l
-¥ -
l = 2
=
=+³-=++
t for t t u t ; ( ) ( )
2222
zz llll
l
=t =t
l t
t
====-
Unit Step Response, s(t) h( ) d d
22
l -¥ l = 2
=
=-³=--
t for t t u t ; ( ) ( )
2222
zz -l llll
l
=t =t
2d t t for t 2 2 2 t ;
= = = = + = + > - s (t) h ( ) d 1 1
l
-¥ -
= l = 2
zzz lllll
l
=t l =t l =t
2d d t t for t 2 2 2 t ;
= = = = = - = - > s (t) h( ) d 2
l -¥ = 22 =
= l l
Now, Unit step response, s(t) = s1(t) ; for t = - 2 to 2 = s1(t) +
s2(t) ; for t > 2
CHAPTER 6
Discrete Time Signals and Systems
6.1 Discrete and Digital Signals
The discrete signal is a function of a discrete independent variable. The independent
variable is divided into uniform intervals and each interval is represented by an integer. The
letter "n" is used to denote the independent variable. The discrete or digital signal is denoted
by x(n). The discrete signal is defined for every integer value of the independent variable "n".
The magnitude (or value) of discrete signal can take any discrete value in the specified range.
Here both the value of the signal and the independent variable are discrete.
When the independent variable is time t, the discrete signal is called discrete time
signal. In discrete time signal, the time is quantized uniformly using the relation t = nT, where T
is the sampling time period. (The sampling time period is inverse of sampling frequency). The
discrete time signal is denoted by x(n) or x(nT).
The digital signal is same as discrete signal except that the magnitude of the signal is
quantized. The magnitude of the signal can take one of the values in a set of quantized
values. Here quantization is necessary to represent the signal in binary codes.
The discrete or digital signals have a sequence of numbers (or values) defined for
integer values of the independent variable. Hence the discrete or digital signals are also known
as discrete sequence. In this book the term sequence and signal are used synonymously. Also
in this book the discrete signal is referred as discrete time signal.
6.1.1 Generation of Discrete Signals
A discrete signal can be generated in the following three methods.
The methods 1 and 2 are independent of any time frame but method 3 depends critically
on time. 1. Generate a set of numbers and arrange them as a sequence.
Example :
The numbers 0, 1, 2, ...., (N – 1) form the ramp like sequence and can be expressed as,
x(n) = n ; 0 £ n £ (N – 1)
x(n) x(n 1)
30n
();
F I
HG KJ 0
1
When n = 0 ; x 0 = 1 ( initial condition) = 3
()
F I
-
HG KJ 1
When n = 1 ; x 1 = x(1 1)
()()
x0 1 1
3= 3= 3= 3
Chapter 6 - Discrete Time Signals and Systems 6. 2
F I
-
HG KJ 2
F I
-
HG KJ 3
F I
\ HG KJ £ < ¥ n
1
n
x(n) = ; 0
3
3. A third method is by uniformly sampling a continuous time signal and using the
amplitudes of the samples to form a sequence.
Let, x(t) = Continuous time signal
In tabular representation, two rows of a table are used to represent a discrete time
signal. In the first row the independent variable "n" is tabulated and in the second row the
value of the signal for each value of "n" are tabulated as shown in the following example.
n ........... 2 -1 0 1 2 3 ..............
x(n) ........... 1 2 1.5 0.9 1.4 1.6 ..............
4. Sequence representation
In sequence representation, the discrete time signal is represented as one dimensional
array as shown in the following examples.
An infinite duration discrete time signal with the time origin, n = 0, indicated by the symbol is represented as,
x(n) = { ..... – 1, 2, 1.5, – 0.9, 1.4, 1.6, ..... }
An infinite duration discrete time signal that satisfies the condition x(n) = 0 for n < 0 is represented as,
x(n) = { 1.5, – 0.9, 1.4, 1.6, ... } or x(n) = {1.5, – 0.9, 1.4, 1.6, ... }
A finite duration discrete time signal with the time origin, n = 0, indicated by the symbol is represented as,
x(n) = { – 1, 2, 1.5, – 0.9, 1.4, 1.6 }
A finite duration discrete time signal that satisfies the condition x(n) = 0 for n < 0 is represented as,
x(n) = { 1.5, – 0.9, 1.4, 1.6 } or x(n) = { 1.5, – 0.9, 1.4, 1.6}
=¹
0 0 45
0123 n
Fig 6.3 : Digital impulse n Fig 6.4 : Unit step
2. Unit step signal signal. signal.
;n0
5
Ramp signal, u n n ; n 0 r ( ) = ³ 4
3
Unit step signal, u n 1 ; n 0 2
()=³ ur(n)
.....
= 0 ; n < 0 3. Ramp signal
1
n
=0;n<0 Fig 6.5 : Ramp signal.
012435
Chapter 6 - Discrete Time Signals and Systems 6. 4
4. Exponential signal
n
()=³
Exponential signal, g n a ; n 0
= 0 ; n < 0 g(n)
0<a<1
.....
.....
g(n)
a>1
01234
0123456n n
Fig 6.6a : Decreasing exponential signal. Fig 6.6b : Increasing exponential signal.
signal
Fig 6.6 : Exponential signal.
5. Discrete time sinusoidal
6 5 4
9 8 7 456789
3 2 1 0 1 2 3 n
sinusoidal signal represented
by equation x(n) = A cos(w0n).
Fig 6.7a : Discrete time x(n)
1 5 12
6 5 4 3 2 1 2 3 4 67 8 9 10 11 n 0
15
23467
p
3
0
5 4 3 -2 -1 n 1 24 34 equation x(n) = Asin(w0n).
1. A discrete time sinusoid is periodic only if its frequency f is a rational number, (i.e.,
ratio of two integers).
2. Discrete time sinusoids whose frequencies are separated by integer multiples of 2p are
identical.
\x(n) = A cos[( w0 + 2pk ) n + q ], for k = 0,1,2...........are identical in the interval - p
£ w0 £ p and so they are indistinguishable.
Proof :
[Link] sequences of any two sinusoids with frequencies in the range, -p £ wo £ p , or,
-1/2 £ f0 £ 1/2, are distinct.
[-p £ w £ p divide by 2p ¾ ® ¾¾¾¾ -1/2 £ f £ 1/2]
2. Any discrete time sinusoid with frequency w0 > |p| (or f0 > |1/2|) will be identical to
another discrete time sinusoid with frequency w0 < |p| (or f0 < |1/2|).
6. Discrete time complex exponential signal
The discrete time complex exponential signal is defined as,
x(n) = a e n j( n ) w q 0 + = an [cos(w0n + q) + j sin(w0n + q)]
= an cos(w0n + q) + j an sin(w0n + q) = xr(n) + j xi(n)
where, xr(n) = Real part of x(n) = an cos(w0n + q)
xi(n) = Imaginary part of x(n) = an sin(w0n + q)
The real part of x(n) will give an exponentially increasing cosinusoid sequence for a > 1 and
exponentially decreasing cosinusoid sequence for 0 < a < 1.
xr(n) xr(n)
a>1
0<a<1
...... n
n .....
Fig 6.8a : The discrete time sequence represented represented by the equation xr(n) = an cos w0n
by the equation, xr(n) = an cos w0n for 0 < a < 1. for a > 1.
Fig 6.8b : The discrete time sequence
Fig 6.8 : Real part of complex exponential signal.
Chapter 6 - Discrete Time Signals and Systems 6. 6
The imaginary part of x(n) will give rise to an exponentially increasing sinusoid sequence
for a > 1 and exponentially decreasing sinusoid sequence for 0 < a < 1.
(n)
xi xi(n)
0<a<1
a>1
nn
=1
T
Let xa (t) be sampled at intervals of T seconds to get x(n), where Fs
6. 7 Signals & Systems
a
\ = + = = x(n) x (t) = A cos( t ) t nT W0 q t nT
F I A cos( nT ) = A cos 2 F
HG K J Fn+ 0
=+
= + + A cos = A cos 2p q w q f n n
W0 q q p oo didi
s
F
where, f 0 = Fs0 = Frequency of discrete sinusoid in cycles/sample
= 2pf
w0 0= Frequency of discrete sinusoid in radians/sample
In section 6.2 it is observed that any two sinusoid signals with frequencies in the range
-1/2 £ f £ +1/2 are distinct and a discrete sinusoid with frequency, f > 1/2 will be identical to
another discrete sinusoid with frequency, f < 1/2 . Therefore we can conclude that range of
discrete frequency is -1/2 to +1/2 . But the range of analog frequency is -¥ to +¥ . While
sampling analog signals, the infinite frequency range continuous time signals are mapped or
converted to finite range discrete time signals.
The relation between analog and digital frequency is,
F
f = Fs .....(6.1) The range of discrete frequency is,
1 .....(6.2)
2f 2
1
-££