Module 1 Aux Examples
Module 1 Aux Examples
Example: 1. Energy and Power of a Causal Decaying Exponential Signal Problem: Determine the
total energy and the average power of the signal:
x(t)
A
Ae−1
1
a t
Figure 1: The signal x(t) is a causal decaying exponential that starts at a value of A at t = 0 and decays
towards zero as t → ∞.
Solution:
Total Energy:
∞ ∞ ∞
e−2at A2
Z Z
2 2 −2at 2
E= |x(t)| dt = A e dt = A =
0 0 −2a 0 2a
A2
Answer: E = 2a , Pav = 0
Example: 2. Average Power of Complex Exponential and Sinusoidal Signals Problem: Determine the
average power of:
1. x1 (t) = Aej(ω0 t+θ)
2. x2 (t) = A cos(ω0 t + θ)
Solution:
Part 1: |x1 (t)|2 = |Aej(ω0 t+θ) |2 = |A|2 . The average power is constant, so Pav,1 = |A|2 .
1
A2
Part 2: |x2 (t)|2 = A2 cos2 (ω0 t + θ) = 2 (1 + cos(2ω0 t + 2θ))
T0
A2 A2
Z
1
Pav,2 = (1 + cos(2ω0 t + 2θ))dt =
T0 0 2 2
2
A
Answer: Pav,1 = |A|2 , Pav,2 = 2
Find: yadv (t) = x(t + 1), ydel (t) = x(t − 1), yadv [n] = x[n + 1], ydel [n] = x[n − 1].
(
A(t − 1), 1≤t<2 Discrete-Time Signal: x[n] = δ[n − 1] + δ[n − 2] − δ[n − 3]
Continuous-Time Signal: x(t) =
0, otherwise
x[n]
x(t) 1 1
1
A
n
−1 1 2 3 4 5
−1
t −1
1 2
(a) The original CT signal x(t). (b) The original DT signal x[n].
Solution:
CT Signal Shifting:
(
A(t − 2) for 2 ≤ t ≤ 3
ydel (t) = x(t − 1) = (3)
0 otherwise
(
At for 0 ≤ t ≤ 1
yadv (t) = x(t + 1) = (4)
0 otherwise
DT Signal Shifting:
2
1,
−1 ≤ t ≤ 0
Continuous-Time Signal x(t) = 1 − 0.5t, 0<t≤2
0, otherwise
x(t)
1
1
1−
0.5
t
t
−1 2
Solution:
3
Step 1: Time Scaling and Reversal by -3
x(−3t)
x(t) (Original)
x(−3t) (Corrected)
t
−1 − 23 − 13 1 2 2
3 3
Figure 4: Step 1: Time scaling and reversal x(−3t) - compress by 3 and reflect.
4
Step 2: Time Shift Now shift the intermediate signal v(t) = x(−3t) left by 3 units to get:
4 4
y(t) = v(t + ) = x(−3(t + )) = x(−3t − 4)
3 3
4
Step 2: Time Shift Left by 3
x(−3(t + 4/3))
x(−3t) (Correct Starting Signal)
x(−3t − 4) (Correct Final Result)
t
−2 − 43 −1 − 32 1
3
4
Figure 5: Step 2: Time shift left by 3 to get final result x(−3t − 4).
Wrong Order: Applying shift before scaling, which gives incorrect results
Sign Confusion: Confusing left shift vs. right shift when dealing with negative coefficients
Incorrect Intermediate Steps: Not creating the proper intermediate signal v(t) = x(at) before
shifting
4
Verification
Both methods should yield the same result:
1
for − 43 < t < −1
y(t) = 3 + 1.5t for − 2 < t ≤ − 43
0 otherwise
y(t)
1
1
t
1.5
3+
t
−2 − 43 −1
Figure 6: The final transformed signal y(t) = x(−3t − 4) obtained by both methods.
Key Takeaway
For combined transformations x(at + b):
1. Always factor first: x(at + b) = x(a(t + ab ))
2. Apply scaling/reversal first: Create intermediate signal v(t) = x(at)
5
Lecture 2 Examples
Signals and Systems Course
x(t)
A
t
t0 t0 + T0
2π
T0 = ω0
−A
Figure 1: A generic plot of the continuous-time sinusoidal signal x(t) = A cos(ω0 t + θ), illustrating its
periodicity.
Solution:
For periodicity: x(t + T0 ) = x(t)
Determine if x4 (t) = x1 (t) + x2 (t) and x5 (t) = x1 (t) + x3 (t) are periodic. If periodic, find the
fundamental period.
Solution:
1
Fundamental periods:
2π 1
T1 = = (4)
10π 5
2π 1
T2 = = (5)
20π 10
2π
T3 = (6)
31
For x4 (t) = x1 (t) + x2 (t):
T1 1/5
= =2
T2 1/10
Since the ratio is rational, x4 (t) is periodic with T4 = 15 .
For x5 (t) = x1 (t) + x3 (t):
T1 1/5 31
= =
T3 2π/31 10π
Since the ratio is irrational, x5 (t) is not periodic.
Signal Amplitude
2 x1 (t) = sin(10πt)
x2 (t) = sin(20πt)
x4 (t) = x1 (t) + x2 (t)
1
t
−T4 T4 2T4
−1
−2
1
Fundamental Period T4 = 5
Figure 2: A plot of x4 (t). We can see that x1 (t) (with period T1 = 1/5) completes one cycle while x2 (t)
(with period T2 = 1/10) completes two cycles. The sum signal x4 (t) repeats every T4 = 1/5 seconds.
Example: [ 3. Even and Odd Decomposition of a Triangular Pulse] Problem: Given the continuous-time
signal x(t) shown below, find its even component, xe (t), and its odd component, xo (t).
The signal x(t) is a triangular pulse defined mathematically as:
t
for 0 ≤ t ≤ 1
x(t) = 2 − t for 1 < t ≤ 2
0 otherwise
2
t,
0≤t≤1
Triangular Pulse Signal x(t) = 2 − t, 1<t≤2
0, otherwise
x(t)
1
t
1 2
Solution:
Any signal can be decomposed into even and odd components:
1 1
xe (t) = [x(t) + x(−t)], xo (t) = [x(t) − x(−t)]
2 2
Step 1: Find x(−t) Reflect x(t) about t = 0: x(−t) exists for t ∈ [−2, 0].
x(t)
1 x(t) (Original)
x(−t) (Reversed)
t
−2 −1 1 2
Figure 4: The time-reversed signal x(−t), obtained by reflecting x(t) about the vertical axis.
1 1
Step 2: Calculate xe (t) For t > 0: xe (t) = 2 x(t) (since x(−t) = 0) For t < 0: xe (t) = 2 x(−t)
(since x(t) = 0) At t = 0: xe (0) = 0
3
Even Component: xe (t) = 21 [x(t) + x(−t)]
Signal Amplitude
1 x(t)
x(−t)
xe (t)
1
2
t
−2 −1 1 2
Figure 5: The even component xe (t) = 12 [x(t) + x(−t)]. Note its symmetry about the vertical axis.
Step 3: Calculate xo (t) For t > 0: xo (t) = 21 x(t) For t < 0: xo (t) = − 21 x(−t) At t = 0: xo (0) = 0
Signal Amplitude
1
x(t)
−x(−t)
1
2 xo (t)
t
−2 −1 1 2
− 12
−1
Figure 6: The odd component xo (t) = 21 [x(t) − x(−t)]. Note its anti-symmetry about the vertical axis.
4
Discrete-Time Rectangular Pulse: x[n] = A(u[n] − u[n − 3])
x[n]
A A A
A
n
−3 −2 −1 1 2 3 4
Figure 7: The discrete-time signal x[n] is non-zero only at three points, n = 0, 1, 2, where it has a
constant amplitude A.
Solution:
Part 1: Even and Odd Parts
1 1
xev [n] = (x[n] + x[−n]), xod [n] = (x[n] − x[−n])
2 2
For x[n] = A at n = 0, 1, 2 and x[−n] = A at n = 0, −1, −2:
n x[n] x[−n] xev [n] xod [n]
-2 0 A A/2 −A/2
-1 0 A A/2 −A/2
0 A A A 0
1 A 0 A/2 A/2
2 A 0 A/2 A/2
A,
n=0
xev [n] = A/2, n = ±1, ±2
0, otherwise
A/2,
n = 1, 2
xod [n] = −A/2, n = −1, −2
0, otherwise
Discrete-Time Even Component: xev [n] = 12 [x[n] + x[−n]] Discrete-Time Odd Component: xod [n] = 21 [x[n] − x[−n]]
A A A A n
2 2 A 2 2
2 −3 −2 −1 1 2 3
− A2
−A
2
−A
2
n −A
−3 −2 −1 1 2 3
(a) Even component xev [n] (b) Odd component xod [n]
Figure 8: Stem plots of the resulting even (left, symmetric) and odd (right, anti-symmetric) components
of x[n]. Note that xev [n] + xod [n] = x[n].
5
Part 2: Energy and Power
2
X
E= |x[n]|2 = 3A2
n=0
3A2
Pav = lim =0
N →∞ 2N + 1
Example: [ 5. Properties of the Continuous-Time Unit Impulse Function] Problem: The problem
consists of two parts that investigate key properties of the Dirac delta function.
2. Show that the time-scaled unit impulse function δ(2t) is equivalent to:
1
δ(2t) = δ(t)
2
Solution:
Part 1: Let τ = t − σ, then dτ = −dσ:
Z ∞ Z t
x(t) = δ(t − σ) dσ = δ(τ ) dτ = u(t)
0 −∞
(
1, t≥0
Continuous-Time Unit Step Function u(t) =
0, t<0
u(t)
t
−2 −1 1 2 3
Figure 9: The continuous-time unit step function, u(t). The function is 0 for t < 0 and 1 for t > 0.
Part 2: Model δ(t) as limit of rectangular pulse gT (t) with area 1. Time scaling: gT (2t) has width
T /2 and height 1/T , so area = 1/2. Therefore: δ(2t) = 12 δ(t)
6
gT (t)
1
T
Area = 1
t
− T2 T
2
gT (2t)
1
T
1
Area = 2
− T4 T
4
Figure 10: Illustration of the rectangular pulse gT (t) and its time-scaled version gT (2t). The scaled pulse
is half as wide, and therefore has half the area.
7
Lecture 3 Examples
Signals and Systems Course
Example: [ 1. Determining if a System has Memory] Problem: Determine whether the system y[n] =
(2x[n] − x[n]2 )2 is memoryless.
+
x[n] 2 (·)2 y[n]
−
(·)2
2
System Equation: y[n] = 2x[n] − (x[n])2
Solution:
The output y[n] depends only on the current input x[n] at time n. There is no dependence on past
or future values.
Answer: The system is memoryless.
Example: [ 2. System Properties - Memory and Invertibility] Problem: Determine which systems have
memory and which are invertible:
1
1. y[n] = 2x[n] (discrete-time)
Rt
2. y(t) = −∞ x(τ )dτ (continuous-time integrator)
Example: [ 6. Testing a System for Time-Invariance] Problem: Determine if y[n] = nx[n] is time-
invariant.
Solution: Test: If x1 [n] → y1 [n] = nx1 [n], then x1 [n − n0 ] → y2 [n] = nx1 [n − n0 ] Compare:
y1 [n − n0 ] = (n − n0 )x1 [n − n0 ] ̸= y2 [n] = nx1 [n − n0 ]
Answer: Time-varying (scaling factor depends on time index n)
Example: [ 7. Testing a Time-Scaling System for Time-Invariance] Problem: Determine if y[n] = x[2n]
(decimator) is time-invariant.
Solution: Test: If x1 [n] → y1 [n] = x1 [2n], then x1 [n − n0 ] → y2 [n] = x1 [2n − n0 ] Compare:
y1 [n − n0 ] = x1 [2n − 2n0 ] ̸= y2 [n] = x1 [2n − n0 ]
Answer: Time-varying (decimation samples at specific indices that change with shift)
2
P∞
Example: [ 8. Proving Linearity for an Ideal Sampling System] Problem: Determine if y(t) = n=−∞ x(t)δ(t−
nT ) is linear. P∞ P∞
Solution: Homogeneity: T {αx(t)} P∞ = n=−∞ αx(t)δ(t − nT ) = α n=−∞ x(t)δ(t − nT ) = αy(t)
Additivity: T {x1 (t) + x2 (t)} = n=−∞ [x1 (t) + x2 (t)]δ(t − nT ) = y1 (t) + y2 (t)
Answer: Linear (satisfies both homogeneity and additivity)
Example: [ 9. Testing a System for Linearity] Problem: Determine if y[n] = |x[n]| is linear.
Solution: Additivity: |x1 [n] + x2 [n]| ̸= |x1 [n]| + |x2 [n]| (e.g., |1 + (−1)| = 0 ̸= 2 = |1| + | − 1|)
Homogeneity: |αx[n]| = |α| · |x[n]| ̸= α|x[n]| when α < 0
Answer: Non-linear (fails both additivity and homogeneity)
Example: [ 10. Systems Exhibiting Partial Linearity Properties] Problem: Determine linearity of:
x[n]x[n−1]
1. y[n] = x[n+1]
2. y[n] = Re{x[n]}
Solution: System 1: Homogeneous (α cancels out) but not additive (nonlinear operations) System
2: Additive but not homogeneous (fails for complex α)
Answer: Both non-linear (need both additivity and homogeneity)
3
Lecture 4 Examples
Signals and Systems Course
Example: [ 1. Discrete-Time Convolution: Exponential and Unit Step] Problem: Find the convolution
y[n] = x[n] ∗ h[n] where:
Causal Decaying Exponential Sequence: x[n] = an u[n], for 0 < a < 1 Impulse Response of an Accumulator: h[n] = u[n]
x[n] h[n]
1
1
a 1 1 1 1 1 1 1
1
a2
a3
a4
a5
n n
−2 −1 1 2 3 4 5 6 −3 −2 −1 1 2 3 4 5 6
Figure 1: Input signal x[n] = an u[n] Figure 2: Impulse response h[n] = u[n]
Solution:
∞ n
X X 1 − an+1
y[n] = x[k]h[n − k] = ak =
1−a
k=−∞ k=0
1
1−an+1
Convolution Result: y[n] = (an u[n]) ∗ u[n] = 1−a u[n]
y[n] 1
Asymptote: y → 1−a
1
1−a
a2
+
a
+
1
a
+
1
1
1
n
−2 −1 1 2 3 4 5 6 7 8 9 10
Example: [ 2. Convolution of Two Exponential Sequences] Problem: Find the convolution y[n] =
x[n] ∗ h[n] where:
Solution:
n n k
X X a
y[n] = ak bn−k = bn
b
k=0 k=0
Case 1: a ̸= b
n+1
n1 − ab bn+1 − an+1
y[n] = b a =
1− b b−a
Case 2: a = b
y[n] = an (n + 1)
Answer: (
bn+1 −an+1
b−a u[n] if a ̸= b
y[n] = n
a (n + 1)u[n] if a = b
Example: [ 3. Convolution of Right-Sided and Left-Sided Signals] Problem: Find the convolution
y[n] = x[n] ∗ h[n] where:
2
For n < 0: y[n] = 0
Answer:
y[n] = (2 − 2−n )u[n]
Example: [ 4. Finite-Duration Convolution] Problem: Find the convolution y[n] = x[n] ∗ h[n] where:
(
1 for 0 ≤ n ≤ 2
x[n] = (7)
0 otherwise
(
n for 0 ≤ n ≤ 2
h[n] = (8)
0 otherwise
Finite-Duration Rectangular Pulse: x[n] = u[n] − u[n − 3] Finite-Duration Ramp: h[n] = n(u[n] − u[n − 3])
x[n] h[n]
2
2
1 1 1
1
1
1
n n
−2 −1 1 2 3 4 −2 −1 1 2 3 4
Solution:
For each n, sum over the overlap region max(0, n − 2) ≤ k ≤ min(2, n):
y[0] = 0 (9)
y[1] = 1 · 1 = 1 (10)
y[2] = 1 · 2 + 1 · 1 + 1 · 0 = 3 (11)
y[3] = 1 · 2 + 1 · 1 = 3 (12)
y[4] = 1 · 2 = 2 (13)
Answer:
0 for n < 0 or n > 4
1 for n=1
y[n] =
3 for n = 2, 3
2 for n=4
3
Convolution result y[n] = x[n] ∗ h[n]
3 y[n]
n
0
0 1 2 3 4 5
Example: [ 5. Convolution of Two Finite-Length Sequences] Problem: Find y[n] = x[n] ∗ h[n] where:
1
n=0
h[n] = −1/2 n=1
0 otherwise
1 n = −1
2 n=0
x[n] =
−1 n=1
0 otherwise
x[k]
2
1
1
k
−2 −1 1 2 3
−1
−1
4
Alternative: Decompose x[n] = δ[n + 1] + 2δ[n] − δ[n − 1] Then y[n] = h[n + 1] + 2h[n] − h[n − 1]
gives same result.
y[n]
1.5
1.5
1
1
0.5
n
−2 −1 1 2 3
−2
−2
Answer: y[n] = {1, 3/2, −2, 1/2} for n = {−1, 0, 1, 2}, 0 otherwise
5
Lecture 5 Examples
Signals and Systems Course
Example: [ 1. Continuous-Time Convolution: Exponential and Unit Step] Problem: Find the convo-
lution y(t) = x(t) ∗ h(t) where:
x(t) = u(t) (unit step function) (1)
−at
h(t) = e u(t), a>0 (exponential impulse response) (2)
e−1
t
t
1
−1 1 2 3 4 a
Figure 1: Input signal x(t) = u(t) Figure 2: Impulse response h(t) = e−at u(t)
Solution:
t t
1 − e−at
Z Z
y(t) = e−a(t−τ ) dτ = e−at eaτ dτ =
0 0 a
For t < 0: y(t) = 0
Answer:
1 − e−at
y(t) = u(t)
a
y(t)
1
1 − e−1
t
1
a
1
Example: [ 2. Convolution of Two-Sided and One-Sided Signals] Problem: Find the convolution y(t) =
x(t) ∗ h(t) where:
x(t) = e−|t| (two-sided exponential) (3)
h(t) = u(t) (unit step function) (4)
x(t) h(t)
1
e−1
t t
− a1 1
a −2 −1 1 2 3
Figure 4: Input signal x(t) = e−|t| Figure 5: Impulse response h(t) = u(t)
Solution:
Z t
y(t) = e−|τ | dτ
−∞
Case 1: t < 0 Z t
y(t) = eτ dτ = et
−∞
Case 2: t ≥ 0 Z 0 Z t
y(t) = eτ dτ + e−τ dτ = 1 + (1 − e−t ) = 2 − e−t
−∞ 0
Answer: (
et for t < 0
y(t) =
2 − e−t for t ≥ 0
(
et , t<0
Convolution Result y(t) =
2 − e−t , t ≥ 0
y(t)
2 − e−t
et
t
−2 −1 1 2
2
Example: [ 3. Convolution with Rectangular Pulse] Problem: Find the convolution y(t) = x(t) ∗ h(t)
where:
Ae−1
t t
1 T
a
Solution:
Z t
y(t) = e−aτ dτ
max(0,t−T )
Case 1: t < 0
y(t) = 0
Case 2: 0 ≤ t ≤ T
t
1 − e−at
Z
y(t) = e−aτ dτ =
0 a
Case 3: t > T
t
e−a(t−T ) − e−at e−at (eaT − 1)
Z
y(t) = e−aτ dτ = =
t−T a a
Answer:
0
for t < 0
1−e−at
y(t) = a for 0 ≤ t ≤ T
e−at (eaT −1)
a for t > T
3
Convolution: (e−at u(t)) ∗ [u(t) − u(t − T )]
y(t)
1 − e−aT
t
T
Example: [ 4. Convolution with Impulse Train] Problem: Find y(t) = x(t) ∗ h(t) where x(t) = cos(ω0 t)
P∞
and h(t) = n=−∞ δ(t − nT ). P∞
Solution: Using sifting property: y(t) = n=−∞ cos(ω0 (t − nT ))
Using the identity cos(A − B) = cos A cos B + sin A sin B:
∞
X
y(t) = [cos(ω0 t) cos(ω0 nT ) + sin(ω0 t) sin(ω0 nT )]
n=−∞
∞
X ∞
X
= cos(ω0 t) cos(ω0 nT ) + sin(ω0 t) sin(ω0 nT )
n=−∞ n=−∞
P∞
Since n=−∞ sin(ω0 nT ) = 0 (odd symmetry):
∞
X
y(t) = cos(ω0 t) cos(ω0 nT )
n=−∞
P∞
Answer: y(t) = cos(ω0 t) n=−∞ cos(ω0 nT )
4
Lecture 6 Examples
Signals and Systems Course
Example: [ 1. Finding an LTI System’s Output Using its Impulse Response] Problem: Given LTI
system responses:
x [n] = δ[n] + δ[n − 1] → y [n] =
1 1
1
2 (δ[n] + δ[n − 1] − δ[n − 2] − δ[n − 3])
x [n] = δ[n] − δ[n − 1] → y [n] =
2 2
1
2 (δ[n] − δ[n − 1] + δ[n − 2] − δ[n − 3])
Find the output for x[n] = cos(πn).
Input-Output Pair 1
x1 [n] Amplitude
y1 [n] 1
0.5
n
−1 1 2 3 4
−0.5
−1
Input-Output Pair 2
x2 [n] Amplitude
y2 [n] 1
0.5
n
−1 1 2 3 4
−0.5
−1
Figure 1: The two known input-output pairs for the LTI system S.
Solution:
Step 1: Find impulse response
1
δ[n] = (x1 [n] + x2 [n])
2
1 1
h[n] = (y1 [n] + y2 [n]) = (δ[n] − δ[n − 3])
2 2
1
Step 2: Find output for cos(πn) = (−1)n
1
y[n] = h[n] ∗ (−1)n = (δ[n] − δ[n − 3]) ∗ (−1)n
2
∞
1 X
= (−1)n (δ[k] − δ[k − 3])(−1)−k
2
k=−∞
1
= (−1)n [1 − (−1)] = (−1)n
2
Answer: y[n] = (−1)n = cos(πn)
Example: [ 2. Inverse Systems and System Cascading] Problem: Given LTI systems:
Example: [ 3. First-Difference Filter as Inverse of Accumulator] Problem: Show that the first-difference
filter is the inverse of the accumulator:
Pn
Accumulator: y[n] = k=−∞ x[k]
First-difference filter: y[n] = x[n] − x[n − 1]
Solution:
Impulse responses:
Cascaded system:
Example: [ 4. Causality of LTI Systems] Problem: Determine which systems are causal:
2
3. h3 (t) = δ(t + 1)
4. h4 (t) = e−t u(−t)
Solution:
An LTI system is causal if h(t) = 0 for all t < 0.
Example: [ 5. Finding Impulse Response from Integral Equation] Problem: Find the impulse response
of the LTI system: Z t
y(t) = e−(t−τ ) x(τ )dτ
−∞
Solution:
Z t
h(t) = e−(t−τ ) δ(τ )dτ
−∞
For t < 0: h(t) = 0 (no overlap with δ(τ )) For t ≥ 0: h(t) = e−t
Answer: h(t) = e−t u(t)
Example: [ 6. BIBO Stability of LTI Systems] Problem: Determine BIBO stability of:
Solution: P
∞ 1
System 1: |a|n = 1−|a| <∞ Stable
Pn=0
∞ n
System 2: R n=0 |a| = ∞
Not stable
∞
System 3: 0 e−at dt = a1 < ∞ Stable
R∞
System 4: 0 eat dt = ∞
Not stable
Answer: Systems 1 and 3 are BIBO stable; Systems 2 and 4 are not.
Example: [ 7. Autocorrelation of a One-Sided Exponential Signal] Problem: Find Rxx (t) for x(t) =
R∞
2e−3t u(t) where Rxx (t) = −∞ x(τ )x(τ − t)dτ .
3
Exponential Signal x(τ ) = Ae−aτ u(τ )
x(τ )
A
Ae−1
τ
1
a
Solution: Z ∞
Rxx (t) = 4e3t
e−6τ u(τ )u(τ − t)dτ
−∞
Case 1: t ≥ 0 (overlap when τ ≥ t):
Z ∞
2 −3t
Rxx (t) = 4e 3t
e−6τ dτ = e
t 3
Case 2: t < 0 (overlap when τ ≥ 0):
Z ∞
2 3t
Rxx (t) = 4e3t e−6τ dτ = e
0 3
Rxx (t)
2
3
t
−1 1
Figure 3: The resulting autocorrelation function is a symmetric, two-sided exponential, which is maximal
at t = 0.
4
x(t) = u(t) − u(t − 1)
y(t) = u(t − 3/2) − u(t − 5/2)
Find the cross-correlation functions Ryx (t) and Rxy (t). These are defined by the integrals:
Z ∞
Ryx (t) = y(τ )x(τ − t)dτ
−∞
Z ∞
Rxy (t) = x(τ )y(τ − t)dτ
−∞
Amplitude
x(t)
y(t)
t
1 1.5 2.5
Solution: The cross-correlation integral represents the area of overlap between one signal and a
time-shifted version of the other. Since both signals are pulses of height 1, the value of the integral is
simply the length of the interval over which they overlap.
Calculation of Rxy (t): We need to find the overlap between x(τ ) (which exists for 0 ≤ τ ≤ 1) and
y(τ − t) (which exists for 3/2 ≤ τ − t ≤ 5/2, or 3/2 + t ≤ τ ≤ 5/2 + t).
The overlap occurs when both conditions are satisfied:
0 ≤ τ ≤ 1 (from x(τ ))
3/2 + t ≤ τ ≤ 5/2 + t (from y(τ − t))
This gives us different cases based on the value of t:
Case 1: t ≤ −5/2 - No overlap, Rxy (t) = 0
Case 2: −5/2 < t ≤ −3/2 - Partial overlap The overlap interval is [0, 5/2 + t], so:
Case 3: −3/2 < t ≤ −1/2 - Partial overlap The overlap interval is [3/2 + t, 1], so:
5
Cross-Correlation Function Rxy (t)
Rxy (t)
1
t
−1.5 −0.5 0.5 1.5
x[k]
1
1
a2
a3
a4
k
−2 −1 1 2 3 4 5 6
6
Solution: We substitute the definition of x[n] into the autocorrelation summation:
∞ k k−n
X 1 1
Rxx [n] = u[k] u[k − n]
2 2
k=−∞
Simplifying:
∞ 2k
−n X
1 1
Rxx [n] = u[k]u[k − n]
2 2
k=−∞
The product u[k]u[k − n] is non-zero only when both step functions are 1, which occurs when k ≥ 0
and k ≥ n. This gives us two cases:
Case 1: n ≥ 0 For n ≥ 0, both conditions are satisfied when k ≥ n. The summation becomes:
−n X ∞ 2k −n 2n X ∞ k
1 1 1 1 1
Rxx [n] = =
2 2 2 2 4
k=n k=0
4
Rxx [n]
1.33
0.67 0.67
0.33 0.33
0.17 0.17
n
−3 −2 −1 1 2 3
Example: [ 10. Cross-Correlation of Two Discrete-Time Signals] Problem: Compute the cross-correlation
Rxy [n] for the two discrete-time signals x[n] and y[n]:
The signals can be expressed mathematically as:
x[n] = 2δ[n + 1] + 4δ[n] − 3δ[n − 1]
y[n] = −3δ[n + 1] + δ[n − 1]
where δ[n] is the unit impulse function. The non-zero values are:
7
x[−1] = 2, x[0] = 4, x[1] = −3
y[−1] = −3, y[0] = 0, y[1] = 1
Discrete-Time Signals
4 Amplitude
x[n] 4
y[n]
2
2
1
n
−2 −1 1 2
−3 −3 −3
Since both signals have finite support, we only need to consider the non-zero terms. Let’s compute
Rxy [n] for different values of n:
For n = −2:
X
Rxy [−2] = x[k]y[k + 2] = x[−1]y[1] + x[0]y[2] + x[1]y[3] = 2 · 1 + 4 · 0 + (−3) · 0 = 2
k
For n = −1:
X
Rxy [−1] = x[k]y[k + 1] = x[−1]y[0] + x[0]y[1] + x[1]y[2] = 2 · 0 + 4 · 1 + (−3) · 0 = 4
k
For n = 0:
X
Rxy [0] = x[k]y[k] = x[−1]y[−1] + x[0]y[0] + x[1]y[1] = 2 · (−3) + 4 · 0 + (−3) · 1 = −9
k
For n = 1:
X
Rxy [1] = x[k]y[k − 1] = x[−1]y[−2] + x[0]y[−1] + x[1]y[0] = 2 · 0 + 4 · (−3) + (−3) · 0 = −12
k
For n = 2:
X
Rxy [2] = x[k]y[k − 2] = x[−1]y[−3] + x[0]y[−2] + x[1]y[−1] = 2 · 0 + 4 · 0 + (−3) · (−3) = 9
k
8
Discrete Cross-Correlation Rxy [n]
9
9 Rxy [n]
4
2 4
2
n
−3 −2 −1 1 2 3
−9
−9
−12
−12
Example: [ 11. Autocorrelation of a Continuous-Time Rectangular Pulse] Problem: Given the continuous-
time rectangular pulse signal:
x(t) = u(t) − u(t − 1)
where u(t) is the continuous-time unit step function.
Find the autocorrelation function of this signal, denoted by Rxx (t), which is defined by the integral:
Z ∞
Rxx (t) = x(τ )x(τ − t) dτ
−∞
x(t)
t
T
Figure 10: The rectangular pulse signal x(t) = u(t) − u(t − 1).
9
Solution: The autocorrelation function Rxx (t) can be interpreted as the convolution of x(t) with
its time-reversed version, x(−t). For a real-valued signal like this one, it measures the area of overlap
between the signal x(τ ) and a version of itself, x(τ − t), that has been shifted by an amount t.
Intuitive Approach: Graphical ”Slide and Overlap” We can visualize the calculation by fixing
the signal x(τ ) in place and ”sliding” a shifted copy, x(τ − t), across it. The value of the autocorrelation
Rxx (t) for any given shift t is simply the area of the overlapping region between the two pulses.
The fixed pulse x(τ ) occupies the interval [0, 1].
The sliding pulse x(τ − t) occupies the interval [t, 1 + t].
The autocorrelation R (t) will be the area of the intersection of these two intervals.
xx
This graphical method shows that the overlap will only occur for shifts between t = −1 and t = 1.
Outside this range, the pulses do not overlap, and the autocorrelation is zero. The overlap area will be
maximum (equal to 1) at t = 0 and will decrease linearly to zero as t approaches −1 or 1. This predicts
a triangular shape for the result.
Mathematical Calculation We need to evaluate the integral:
Z ∞
Rxx (t) = x(τ )x(τ − t) dτ
−∞
Since x(τ ) = 1 for 0 ≤ τ ≤ 1 and 0 otherwise, and x(τ − t) = 1 for t ≤ τ ≤ 1 + t and 0 otherwise, the
integrand is non-zero only when both conditions are satisfied.
Case 1: t ≤ −1 No overlap occurs, so Rxx (t) = 0.
Case 2: −1 < t ≤ 0 The overlap interval is [0, 1 + t], so:
Z 1+t
Rxx (t) = 1 · 1 dτ = 1 + t
0
Rxx (t)
1
t
−1 1
10
Example: [ 12. Fundamental Properties of Correlation Functions] Problem: This problem consists of
two independent proofs regarding correlation functions.
1. Autocorrelation Maximum Property: Show that for any real-valued energy signal x(t), its
autocorrelation function, Rxx (t), satisfies the following inequality for all t:
Using the linearity of integration, we can split this into three separate integrals:
Z ∞ Z ∞ Z ∞
x2 (τ ) dτ − 2 x(τ )x(τ − t) dτ + x2 (τ − t) dτ ≥ 0
−∞ −∞ −∞
R∞
−∞
x(τ )x(τ − t) dτ = Rxx (t) (This is the definition of the autocorrelation function).
R∞ 2
−∞
x (τ − t) dτ = Rxx (0) (The energy of a signal is invariant to a time shift).
Substituting these into our inequality:
Proof 2: Relationship Between Correlation and Convolution We need to show that Rxy (t) =
x(t) ∗ y(−t).
Starting with the definition of cross-correlation:
Z ∞
Rxy (t) = x(τ )y(τ − t) dτ
−∞
11
Let’s make a substitution: let u = τ − t, so τ = u + t and dτ = du. When τ → −∞, u → −∞, and
when τ → ∞, u → ∞.
Z ∞
Rxy (t) = x(u + t)y(u) du
−∞
Now let’s make another substitution: let v = −u, so u = −v and du = −dv. When u → −∞, v → ∞,
and when u → ∞, v → −∞.
Z −∞ Z ∞
Rxy (t) = x(−v + t)y(−v)(−dv) = x(t − v)y(−v) dv
∞ −∞
Therefore:
Rxy (t) = x(t) ∗ y(−t)
1. The autocorrelation function reaches its maximum at zero lag: Rxx (0) ≥ Rxx (t) for all t.
2. The cross-correlation can be expressed as a convolution: Rxy (t) = x(t) ∗ y(−t).
12