UNIT-I

Energy and Power in Signal

A signal which satisfies the condition 0<E< ∞ is energy signal. Write the energy in continuous time systems as,

Consider the energy in discrete time systems as,

Example: Consider a signal Calculate the energy for this signal as,

The calculated energy is finite value only. Therefore, the signal x (t) is Energy signal

Power signal:
A Power signal will satisfies the condition 0<P< ∞. Write the equation for power in continuous time systems.

Write the power equation in discrete systems.

Example:

Consider one signal As the signal with time period is the signal is not an energy signal.
Let us check for power signal. Rewrite the power equation.

For all periodic signals, modify the equation.

As the obtained value of P is finite, the signal is power signal.
Signal Energy and Power
Energy and power for continuous-time signals:
The terms signal energy and signal powers are used to characterize a signal. They are not actually measures of
energy and power. The definition of signal energy and power refers to any signal x(t), including signals that
take on complex values

The signal energy in the signal x (t) is

The signal power in the signal x (t) is

If , then the signal 0<E<∞ t(x) is called an energy signal. However, there are signals where this condition is not
satisfied. For such signals we consider the power. If 0<P<∞, then the signal is called a power signal. Note that
the power for an energy signal is zero (P=0) and that the energy for a power signal is infinite (E=∞) some
signals are neither energy nor power signals. Let us consider a periodic signal x (t) with period T0 the signal
energy in one period is

and energy in n periods is

The power of this signal over all periods is given by

If the signal energy over one period is larger than zero but finite, then the total energy is infinite
 and the signal power is finite. Therefore, the signal is a power signal. If the signal energy in one
period is infinite, then both the power and the total energy are infinite. Consequently, the signal
is neither an energy signal nor a power signal. Consider a current signal i(t) flowing through a
transmission line represented by resistance R. The energy loss in the line is

Where i is the signal energy in the signal i(t)..If i (t) is a periodic signal with period T0. The average power
loss in the line is given by

Example 1
Let us consider periodic current signal i(t).In the special case in which R = 1Ω the energy loss in the line is the
same as the signal energy in i(t) and the power loss is the same as the power of the periodic signal i(t)
a signal

The energy of this signal is

signal x(t) is an energy signal. Since E is finite the signal power P = 0.

Example 2
Let us consider a complex signal

Where the signal x (t) is periodic with period

Hence, it cannot be an energy signal. To compute the signal power we use

Since P is finite, x (t) is a power signal and its energy is [Link] signal energy can be also expressed in the
frequency domain, as shown below

Now we reverse the order of integration

Thus, the equation

holds. Expression (12.4) is known as Parseval’s relation. Parseval’s relation states that the total energy may be
determined either by integrating| |x(t)|2 over all time or by integrating Therefore |x(jw)|2 is interpreted as
an energy spectral density of signal
Energy and power for discrete-time signals:

The definition of signal energy and power for discrete signals parallel similar definitions for continuous signals
Definition 2
The signal energy in the discrete-time signal x (n) is

The signal power in the signal x(n) is

A discrete-time energy signal is defined as one for which 0<E<and 0<P<∞.

Example
Continuous-time discrete amplitude signals are basically digital signals. In simple words, quantization means
assigning the amplitude values of any analog signal to certain discrete levels, equidistant of each other based
on certain criteria. A square wave is a continuous-time discrete amplitude signal.

Classification of Signals:
There are various types of signals. Every signal has its own characteristics. The processing of signals mainly
depends on the characteristic of that particular signal. So classification of signal is necessary. Broadly the
signals are classified as below:

 Continuous and discrete time signals

 Continuous valued and discrete valued signals
 Periodic and non-periodic signals
 Even and odd signals
 Energy and power signals
 Deterministic and random signals
 Multichannel and multidimensional signals

Continuous and discrete time signals:

Continuous time signal:
A signal of continuous amplitude is called continuous signal or analog signal. Continuous signal has some
value at every instant of time.
Examples:
Sine wave, cosine wave, triangular wave etc. similarly some electrical signals derived from physical quantities
like temperature, pressure, sound etc. are also an examples of continuous signals.
Mathematical expression:
Mathematically a continuous signal can be expressed as,
x(t)=A sin(wt+?)
Here A= amplitude of signal
w = angular frequency=2pf
?= phase shift
Characteristics:
 For every fix value of t, x(t) is periodic in nature.
 If the frequency (1/t) is increased then the rate of oscillation also changes.

Discrete time signal:

In this case the value of signal is specified only at specific time. So signal represented at ―discrete interval of
time‖ is called as discrete time of signal.
The discrete time signal is generated from continuous time signal by using the sampling operation. This process
is shown in figure below.
  Consider a continuous analog signal as shown in figure a). This signal is continuous in nature from –
infinity to +infinity.
 The sampling pulses are shown in figure b). These are train of pulses. Here the samples are taken with
Ts as sampling time.
 Figure c) shows the discrete time signal
 For signal shown in figure a), the expression is x(t)=A cos (wt)
 And for signal shown in fig c) , the expression is x(t)= A cos (wn)

Characteristics:
 Discrete time sinusoidal signals are identical when their frequencies are separated by integer multiple of
2p.
 If the frequency of discrete time sinusoidal is rational number, then such signal is periodic in nature.
 For the discrete time sinusoidal, the highest oscillation is obtained when angular frequency w=+p or –p.
Continuous valued or discrete valued signals:
Continuous valued signals:
If the variation in the amplitude of signal is continuous then, it is called continuous valued signal. Such
signals may be continuous or discrete in nature. Following figure shows the examples of continuous
valued signals.
Discrete valued signals:
If the variation in the amplitude of signal is not continuous but the signal has certain discrete amplitude levels
then such signal is called as discrete valued signal. Such signal may be again continuous or discrete in nature as
shown in figure below.
Discrete amplitude signal continuous in nature

Discrete amplitude signal discrete in nature

Periodic and Non-periodic signals:

Periodic signal:
A signal which repeats itself after a fixed time period or interval is called as periodic signal. The periodicity of
continuous time signal can be defined mathematically as,
x(t)=x(t+T0)
This is called as condition of periodicity. Here T0 is called as fundamental period. That means after this period
signal repeats itself.
For the discrete time signal, the condition of periodicity is,
x(n)=x(n+N)
Here number ‗N‘ is the period of signal. The smallest value of N for which the condition of periodicity exists is
called fundamental period.
Following figure shows the examples of periodic signals:
Non-periodic signals:
A signal which does not repeat itself after a fixed time period or does not repeat at all is called as non-periodic
or aperiodic signal.
In other words we can say that, the period of non-periodic signal is infinity.
Following figure shows the non-periodic signal:

Even and Odd Signals:

Even signals:
An even signal is also called as symmetrical signal. A continuous time signal x(t) is said to be even or
symmetrical if it satisfies the following condition:
Condition for symmetry: x(t)=x(-t)……..for continuous time signal.
Here x(-t) indicates that the signal is present for negative time period. That means x(-t) is the signal which is
reflected about vertical axis.
Condition for symmetry: x(n)=x(-n)…….for discrete time signal.
Following figure shows the even signal:

Even signals

Odd signal:
A continuous time signal x(t) is said to be odd signal if it satisfies following condition:
Condition for odd signal: x(-t)=-x(t)…….for continuous time signal.
Here x(-t) indicates that the signal is present for negative time period. While –x(t) indicates that the amplitude
of the signal is negative. Thus odd signal is not symmetric about vertical axis.
Condition for odd signal: x(-n)=-x(n)……for discrete time signal.
Following figure shows the odd signal:
 Odd signals

Note: amplitude of odd signal at origin is always zero.

Linear Systems
The rule of linearity is common among many mathematical and engineering aspects. Plainly, linearity
describes that you can describe the effects of a system by separating the input signal into simple parts and using
superposition at the output to restore the overall system output.
What is a System

system is any physical device, process or computer algorithm that transforms input signals into
output signals.
Examples
1.1 Ideal predictor: y(t) = x(t + 1) — noncausal since the output at time t depends on the input at
future time t + 1
[Link] delay: y(t) = x(t − 1) — causal since the output at time t depends only on the input at past
time t − 1
3 [Link] average (MA) filter: y[n] = x[n−1]+x[n]+x[n+1] 3 — not causal, since the output at time n
depends in part on the input at future time n + 1
Linearity:
Linearity (analytical range) is assessment of the range over which results can be obtained without the need for
dilution, reflecting the range over which there is a proportional relationship between analyte concentration and
signal [23]. This parameter may be difficult to assess in POCT methodologies as the traditional way to assess
linearity is through dilution of high-concentration samples and it may be problematic to dilute common POCT
samples – whole blood for example, without introducing matrix effects. However, a high standard could be
used as a surrogate sample type. Quoted linearity should be verified by running a minimum of two replicates at
five to seven concentrations over the claimed measuring interval
It is important to validate the reported linearity of quantitative devices against quoted ranges. This was shown
very effectively in a study that compared a capillary-blood ketone metre result to a serum laboratory assay and
found that linearity was lost at >3 mmol/L rather than the manufacturer-stated level of 6 mmol/L with clinically
significant imprecision in values obtained above 3 mmol/L [24,25]. Identifying a different range of linearity to
the manufacturer may not preclude the use of the POCT device, but may change the analytical measurement
range or the cut-off at which ‗greater than‘ values are reported, or at which a laboratory assay corroborative
measurement is advised.

Linearity

Linearity is the transducer characteristic of providing proportional outputs to distinct inputs. If to an input Vin1,
the output is Vout1, and for Vin2, is Vout2, then to an input (a1Vin1+a2Vin2) the output will be a1Vout1+a2Vout2; a1 and
a2 are constants. The allowed maximum error of linearity for a transducer is defined by the values in the Vout
versus Vin region delimited by linearity drift and zero drift, as is shown in Figure 1.6. Error of linearity
specification describe a range around the expected best fit curve into which all measurements must fall. The
magnitude of the range is equal to the worst case error throughout the transducer‘s measurement range. It is
easily noticed that the value of the maximum output linearity error can be defined for distinct input ranges. The
zero drift of a transducer is usually informed as a percentage of the full scale output (FSO) and the sensitivity
drift, by a percentage of the variable value reading.
 Digital Signal Processing - Linear Systems

A linear system follows the laws of superposition. This law is necessary and sufficient condition to prove the
linearity of the system. Apart from this, the system is a combination of two types of laws −

 Law of additivity
 Law of homogeneity

Both, the law of homogeneity and the law of additivity are shown in the above figures. However, there
are some other conditions to check whether the system is linear or not.

The conditions are −

 The output should be zero for zero input.

 There should not be any non-linear operator present in the system
 Examples of non-linear operators −
 [Link] operators- Sin, Cos, Tan, Cot, Sec, Cosec etc.
 bExponential, logarithmic, modulus, square, Cube etc.
 csai/p , Sinc i/p , Sqn i/p
 etc.
 Either input x or output y should not have these non-linear operators.
 Examples
 Let us find out whether the following systems are linear.

(a) y(t)=x(t)+3

 This system is not a linear system because it violates the first condition. If we put input as zero, making
xt= 0, then the output is not zero.

(b) y(t)=sintx(t)

 In this system, if we give input as zero, the output will become zero. Hence, the first condition is clearly
satisfied. Again, there is no non-linear operator that has been applied on xt
 . Hence, second condition is also satisfied. Therefore, the system is a linear system.

(c) y(t)=sin(x(t))
  In the above system, first condition is satisfied because if we put xt
 = 0, the output will also be sin0 = 0. However, the second condition is not satisfied, as there is a non-
linear operator which operates xt. Hence, the system is not linear.

A system that is both additive and homogeneous is called linear. In other words, S is linear if, for any
two inputs x1(t) and x2(t) and any two numbers a1 and a2,

A system S is time-invariant if, for any input x(t) and any fixed time t1, the output

is equal to y(t − t1), where y(t) is the output due to x(t), i.e
.
Systems that are not time-invariant are called time-varying. Classic example: systems described by
linear differential equations with constant coefficients, such as

Linear (RLC) circuits are described in this way.

Maxim Consider the system

We have

On the other hand,

This system is time-varying.

Consider the system

We have

Then
 Consider the system

In other words, if

This system is time-invariant.

Consider the square-law device:

We have

On the other hand,

This system is time-varying. Consider the system

We have
Then

Stability is an important concept in linear systems — we all want to fly in airplanes with stable control
systems! Although many of us have an intuitive feel for.
Ramp Signal
Ramp signal is denoted by r(t), and it is defined as

Area under unit ramp is unity.

Unit Impulse Function
Impulse function is denoted by δ(t).
Discrete time impulse function

Stability of System
A stable system satisfies the BIBO boundedinputforboundedoutput
condition. Here, bounded means finite in amplitude. For a stable system, output should be bounded or finite, for
finite or bounded input, at every instant of time.
Some examples of bounded inputs are functions of sine, cosine, DC, signum and unit step.
Examples
a) y(t)=x(t)+10
Here, for a definite bounded input, we can get definite bounded output i.e. if we put x(t)=2,y(t)=12
which is bounded in nature. Therefore, the system is stable.
b) y(t)=sin[x(t)]
In the given expression, we know that sine functions have a definite boundary of values, which lies between -1
to +1. So, whatever values we will substitute at xt
, we will get the values within our boundary. Therefore, the system is stable.

Causal and Non-Causal Systems

A system is said to be causal if its output depends upon present and past inputs, and does not
depend upon future input. For non causal system, the output depends upon future inputs also.

Example : y(n) = 2 x(t) + 3 x(t-3) For present value t=1, the system output is y(1) = 2x(1) + 3x(-2).
Here, the system output only depends upon present and past inputs. Hence, the system is causal.
A system is said to be causal if it's output depends on the past and current inputs. A causal system exists
completely in positive time axis(t>0)

Ex:

Y[n] = x[n] - x[n-1]

A system is said to be anti causal if it's output depends solely on the future values of input. An anti causal
system exists completely in negative time axis(t<0)

Ex:

Y[n] = x[n+2]

A system is said to be non causal if it is not causal. A non causal system exists in both positive and negative
time axis (t<0) and(t>0)

Ex:

Y[n] = x[n] + x[n+1] - x[n-3]

Similarly, A system is non-causal if the output at any time depends on values of the input from the future. In
other words, a non-causal system does anticipate the future values.

For example, the output y(t0)

depends on input x(t) for t≰t0

.To be clear,

1. y(t)=x(t−2)

; Causal, because t≤t−2

  y(t)=x(t+1); Non-Causal, because t≰t+1

Stable and Unstable Systems The system is said to be stable only when the output is bounded for
bounded input. For a bounded input, if the output is unbounded in the system then it is said to be
unstable.

Example : y (t) = x2(t) Let the input is u(t) (unit step bounded input) then the output y(t) = u2(t) = u(t) =
bounded output. Hence, the system is stable.

Realizability.

In mathematical logic, realizability is a collection of methods in proof theory used to study constructive
proofs and extract additional information from them. ... Most variants of realizability begin with a theorem
that any statement that is provable in the formal system being studied is realizable.
Realization is the process of taking a mathematical model of a system (either in the Laplace domain or the
State-Space domain), and creating a physical system. Some systems are not realizable.

An important point to keep in mind is that the Laplace domain representation, and the state-space
representations are equivalent, and both representations describe the same physical systems. We want,
therefore, a way to convert between the two representations, because each one is well suited for particular
methods of analysis.

The state-space representation, for instance, is preferable when it comes time to move the system design from
the drawing board to a constructed physical device. For that reason, we call the process of converting a system
from the Laplace representation to the state-space representation "realization".

Realization Conditions

 A transfer function G(s) is realizable if and only if the system can be described by a finite-dimensional
state-space equation.
 (A B C D), an ordered set of the four system matrices, is called a realization of the system G(s). If the
system can be expressed as such an ordered quadruple, the system is realizable.
 A system G is realizable if and only if the transfer matrix G(s) is a proper rational matrix. In other
words, every entry in the matrix G(s) (only 1 for SISO systems) is a rational polynomial, and if the
degree of the denominator is higher or equal to the degree of the numerator.

We've already covered the method for realizing a SISO system, the remainder of this chapter will talk about the
general method of realizing a MIMO system.

Realizing the Transfer Matrix

We can decopose a transfer matrix G(s) into a strictly proper transfer matrix:

Where Gsp(s) is a strictly proper transfer matrix. Also, we can use this to find the value of our D matrix:
We can define d(s) to be the lowest common denominator polynomial of all the entries in G(s):
Remember, q is the number of inputs, p is the number of internal system states, and r is the number of outputs.

Then we can define G(S) as:

Where

And the Ni is p × q constant matrices.

If we remember our method for converting a transfer function to a state-space equation, we can follow the same
general method, except that the new matrix A will be a block matrix, where each block is the size of the transfer
matrix:
 UNIT-II
Linear Shift Invariant Systems
Linear Shift-Invariant systems, called LSI systems for short, form a very important class of practical systems,
and hence are of interest to us. They are also referred to as Linear Time- Invariant systems, in case the
independent variable for the input and output signals is time. Remember that linearity means that is y1(t) and
y2(t) are responses of the system to signals x1(t) and x2(t) respectively, then the response to ax1(t) + bx2(t) is
ay1(t) + by2(t).
Shift invariance implies that the response of the system to x1(t - t0) is given by y1(t - t0) for all values of t and t0.
Linear systems are of interest to us for primarily two reasons: first, several real-life systems can be well
approximated by linear systems. Second, linear systems come with several properties which make their analysis
simple. Similarly, shift- invariant systems allow us to use simpler math to analyse the system. As we proceed
with our analysis, we will point out cases where some results (which are rather intuitive) are valid for only LSI
systems.

The unit impulse (discrete time):

How do we go on with studying the responses of systems to various signals? It would be great if we can
study the response of the system to one (or a few) signal(s) and predict the responses to all signals. It turns
out that LSI systems can in fact be treated in such manner. The signal whose response we study is the unit
impulse signal. If we know the response of the system to the unit impulse (called, for obvious reasons, the unit
impulse response), then the system is completely characterized - we can find the response of the system to all
possible inputs. This follows rather intuitively in discrete signals, so let us begin our analysis with discrete
signals. In discrete signals, the unit impulse is a signal which has zero values everywhere except at one
point, where its values is 1. Typically, this point is taken to be the origin (n=0).
The graphical calculation and the response are as follows:
Arbitrary input signals:
Now let us consider some other input, say x[0]=1, x[1]=1 and x=0 for n other than 0 and 1. What will be the
response of the above LSI system to this input? We calculate the response in a table as below

Ah! What we have actually done, is applied the additive (linear), homogenous (linear) and shift invariance
properties of the system to get the output. First, we decomposed the input signal as a
Finally, we add the two responses to get the response y[n] of the system to the input x[n]. The image
below shows the final response with an alternative method of calculating it.
This brings us up to the concept of convolutions.
Impulse Response

INPUT-OUTPUT BEHAVIOR:
This important class of systems is one for which a wealth of analysis and synthesis tools are available, and
hence it has found great utility in a wide variety of applications.
What Is a Linear System?

This equation implies that the function applied to the sum of two vectors is the sum of the function applied to
the individual vectors, and that the results of applying F to a scaled vector is given by scaling the result of
applying F to the original vector.

Input/output systems are described in a similar manner. Namely, we wish to capture the notion that if we apply
two inputs u1 and u2 to a dynamical system and obtain outputs y1 and y2, then the result of applying the sum,
u1 +u2, would give y1 +y2 as the output. Similarly, scaling one of the inputs would give a scaled version of the
outputs. Thus, if we apply the input

This property is called linear superposition; when it holds (and after taking into account some subtleties with
initial conditions), we say that the input/output system is linear.
A second source of linearity in the systems we will study is between the transient response to initial conditions
and the forced response due to the input. You may recall from the study of ordinary differential equations
that the solution to a linear ODE is broken into two components: the homogeneous response, yh(t), that depends
only on initial conditions, and the particular response, yp(t), that depends only on the input. The complete
solution is the some of these two components, y(t) = yh(t) + yp(t). As we will see in this chapter, it can be
further shown that if we scale the initial conditions by ® and the input by ¯, then the solution will be

just as in the case of a linear function.

PROPERTIES OF LINEAR SYSTEMS:

A linear dynamical system can be represented as
We will assume that all functions are smooth and that for a reasonable class of inputs (e.g. Piecewise
continuous functions of time) that the solutions of equation (4.3)
Exist for all time.

Properties of Linear Systems:

Thus, we define a system to be linear if the outputs are jointly linear in the initial condition response and the
forced response

Characterization of causality of linear shift invariant systems:

Causality: A system is causal, if for any time t0, the output of the system is completely defined by the values of
the input signal for times $t. Time-Invariance: If the input to a time-invariant system is shifted in time, its
output remains the same signal, but is shifted equally in time.

The notion of a system is central in digital communications and particularly system's theory. Abstractly, a system is
defined as something that takes an input signal and produces an output signal by some transformation rule Tr.

Many relations in the real world can actually be understood as a system. Some examples include:

 You press a key on your keyboard, and the corresponding letter appears on your screen. What happens
if you press two letters at the same time? Is this system "linear"?
 You speak into your microphone, and it converts your voice into electrical current. Hopefully this
system does not introduce a lot of distortion.
 You inflate the tire of your bike. It responds with the pressure in the tire. The pressure can be seen as the
summation of all the air that has flown into and out of the tire.

Let's take a more abstract example: A system can amplify the input signal, by doubling its amplitude:

Linear System:

The rule of linearity is common among many mathematical and engineering aspects. Plainly, linearity describes that you
can describe the effects of a system by separating the input signal into simple parts and using superposition at the
output to restore the overall system output. Mathematically, we say that a system with transformation Tr is linear if
the following holds:

Causal Systems
The property of causality is a requirement for a system to be realizable in reality. Causality means that the output of the
system does not depend on future inputs, but only on past input. In particular, this means that if the input signal is zero
for all $tor a predictable and input-independent signal for very fancy systems

Time-Invariant Systems
A system is time-invariant if its output signal does not depend on the absolute time. In other words, if for some input
signal x(t) the output signal is y1(t)=Tr{x(t)}, then a time-shift of the input signal creates a time-shift on the output
signal, i.e.

Relation between the properties

We have analysed three properties of a system:

 Linearity
 Causality
 Time-invariance

How do these properties relate to each other? Essentially, these properties are independent of each other and
they can appear in any combination. Some examples:

We could go on for ever and find examples for each combination of properties. However, one particular combination is
especially important in signal processing: The class of Linear Time-Invariant (LTI) systems. All these systems can be
described by their response to a Dirac input, which is called the impulse response. The class of LTI systems is so
important that it deserves a dedicated article, which I'll write soon. Subscribe to the newsletter to be first to know
about new content!

Summary
Linearity: A system is linear, if it only consists of linear operations, such as: scaling, time-shift, summations of scaled and
time-shifted input signals. Any other operation is likely non-linear.

Causality: A system is causal, if for any time t0, the output of the system is completely defined by the values of the input
signal for times $t

Time-Invariance: If the input to a time-invariant system is shifted in time, its output remains the same signal, but is
shifted equally in time.

Characterization of causality and stability of linear shift invariant systems:

The fundamental result in LTI system theory is that any LTI system can be characterized entirely by a single
function called the system's impulse response. The output of the system is simply the convolution of the input
to the system with the system's impulse response. This method of analysis is often called the time domain point-
of-view. The same result is true of discrete-time linear shift-invariant systems in which signals are discrete-time
samples, and convolution is defined on sequences.
 Relationship between the time domain and the frequency domain
Equivalently, any LTI system can be characterized in the frequency domain by the system's transfer function,
which is the Laplace transform of the system's impulse response (or Z transform in the case of discrete-time
systems). As a result of the properties of these transforms, the output of the system in the frequency domain is
the product of the transfer function and the transform of the input. In other words, convolution in the time
domain is equivalent to multiplication in the frequency

Since sinusoids are a sum of complex exponentials with complex-conjugate frequencies, if the input to the
system is a sinusoid, then the output of the system will also be a sinusoid, perhaps with a different amplitude
and a different phase, but always with the same frequency upon reaching steady-state. LTI systems cannot
produce frequency components that are not in the input
LTI system theory is good at describing many important systems. Most LTI systems are considered "easy" to
analyze, at least compared to the time-varying and/or nonlinear case. Any system that can be modeled as a
linear homogeneous differential equation with constant coefficients is an LTI system. Examples of such
systems are electrical circuits made up of resistors, inductors, and capacitors (RLC circuits).
Ideal spring–mass–damper systems are also LTI systems, and are mathematically equivalent to RLC circuits.
A linear system that is not time-invariant can be solved using other approaches such as the Green function
method. The same method must be used when the initial conditions of the problem are not null.
Important System Properties
Some of the most important properties of a system are causality and stability. Causality is a necessity if the
independent variable is time, but not all systems have time as an independent variable. For example, a system
that processes still images does not need to be causal. Non-causal systems can be built and can be useful in
many circumstances. Even non-real systems can be built and are very useful in many contexts.
Causality
A system is causal if the output depends only on present and past, but not future inputs. A necessary and sufficient
condition for causality is

where h(t)(is the impulse response. It is not possible in general to determine causality from the Laplace transform,
because the inverse transform is not unique. When a region of convergence is specified, then causality can be
determined.
Stability
BIBO Stability
A system is bounded-input, bounded-output stable (BIBO stable) if, for every bounded input, the output is
finite. Mathematically, if every input satisfying

(that is, a finite maximum absolute value of x(t) implies a finite maximum absolute value of y(t), then the
system is stable. A necessary and sufficient condition is that h(t), the impulse response, is in L1 (has a finite L1
norm):
Convolution
Convolution is a mathematical operation used to express the relation between input and output of an LTI
system. It relates input, output and impulse response of an LTI system as

Where y (t) = output of LTI

x (t) = input of LTI

h (t) = impulse response of LTI

There are two types of convolutions:

 Continuous convolution
 Discrete convolution

Continuous Convolution

Discrete Convolution:
By using convolution we can find zero state response of the system.

Deconvolution
Deconvolution is reverse process to convolution widely used in signal and image processing.

Properties of Convolution
Note:

 Convolution of two causal sequences is causal.

 Convolution of two anti-causal sequences is anti-causal.
 Convolution of two unequal length rectangles results a trapezium.
 Convolution of two equal length rectangles results a triangle.
 A function convoluted itself is equal to integration of that function.
Limits of Convoluted Signal
If two signals are convoluted then the resulting convoluted signal has following range:

Sum of lower limits < t < sum of upper limits

Ex: find the range of convolution of signals given below

Here, we have two rectangles of unequal length to convolute, which results a trapezium.

The range of convoluted signal is:

Sum of lower limits < t < sum of upper limits

Hence the result is trapezium with period 7.

Area of Convoluted Signal

The area under convoluted signal is given by Ay=AxAh

Where Ax = area under input signal

Ah = area under impulse response

Ay = area under output signal

We know that area of any signal is the integration of that signal itself.
∴Ay=AxAh

DC Component
DC component of any signal is given by

DC component=area of the signal period of the signal

Ex: what is the dc component of the resultant convoluted signal given below?

Here area of x1(t) = length × breadth = 1 × 3 = 3

area of x2(t) = length × breadth = 1 × 4 = 4

area of convoluted signal = area of x1(t) × area of x2(t)

= 3 × 4 = 12

Duration of the convoluted signal = sum of lower limits < t < sum of upper limits

= -1 + -2 < t < 2+2

= -3 < t < 4

Period=7

Differential and Difference Equation Models for Causal LTI Systems

As we have already seen in a few examples, many systems can be described us-ing differential equation (in
continuous-time) or difference-equation (in discrete-time) models, capturing the relationship between the input
and the output. For example, for a vehicle with velocity v(t) and input acceleration a(t), we have
If we included wind resistance or friction (which produces a force that is proportional to the velocity in the
opposite direction of travel), we have

Where α >0 is the coefficient of friction. Similarly, given an RC circuit, if we define the voltage across the
capacitor as the output, and the source voltage as the input, then the input and output are again related via a
differential equation of the above form.

In discrete-time, consider a bank-account where earnings are deposited at the end of each month. Let the
amount in the account at the end of month n be denoted by s[n]. Then we have

Where r is the interest rate and x[n] is the new amount deposited into the account at the end of
month n.

Since such differential and difference equations play a fundamental role in the analysis of LTI systems, we will
now review some methods to solve such equations.

Linear Constant-Coefficient Differential Equations:

To illustrate the solution of linear differential equations, we consider the following example

Example [Link] the differential equation

The above differential equation is called homogeneous as it has no driving function x (t).

Let us first solve the homogeneous equation. For equations of this form (where a sum of derivatives of yh (t)
have to sum to zero), a reasonable guess would be that yh (t) takes the form
Where x (t) is some given function. The idea will be to make yp(t) a linear combination of terms that, when
differentiated, yield terms that appear in x(t)and its derivatives. Typically this only works when x(t) involves
terms like et,sin(t),cos(t), polynomials int, etc. Let‘s try another example‘
Example [Link] the differential equation

Linear Constant Coefficient Difference Equations

The same general idea that we used to solve differential equations in the previous section apply
to solving difference equations of the form
Example [Link] we have the difference equation

An alternative method to solve difference equations is to write them in recursive form, and then
iteratively solve, as shown by the following example

Example [Link]
Block Diagram Representations of Linear Differential and Difference Equations

It is often useful to represent linear differential and difference equations using block diagrams; this provides us
with a way to implement such equations using primitive computational elements (form the components of the
block diagram), and to derive alternative representations of systems. Here, we will focus on differential and
difference equations of the form

Drawing block diagrams for more general differential and difference equations (involving more than just x[n]
on the right hand side) is easier using Laplace and z-transform techniques, and so we will defer a study of such
equations until then.
For the above equations, we start by writing the highest derivative of y (or the most advanced version of y) in
terms of all of the other quantities:
 UNIT-III
Linear, Shift-invariant Systems and Fourier Transforms:
Any linear, shift invariant system can be described as the convolution of its impulse response with an arbitrary
input.

We want to be able to attack the following kinds of problems:

Convolution Theorem in the Transform Domain:
The notion of a frequency response and its relation to the impulse response:
The relationship between the impulse response and the frequency response is one of the foundations of signal
processing: A system's frequency response is the Fourier Transform of its impulse response. ... In the frequency
domain, the input spectrum is multiplied by the frequency response, resulting in the output spectrum.
Frequency Response of LTI Systems:
A Special Function – Unit Impulse Function

Uses of Delta Function:

Modeling of electrical, mechanical, physical phenomenon: – point charge

 Impulsive force,
 Point mass
 Point light
A consequence of the delta function is that it can be approximated by a narrow pulse as the width of the pulse
approaches zero while the area under the curve = 1
Another Special Function – Unit Step Function:

Integration of the Delta Function:

Signal Representations using the Unit Step Function:

Convolution of the Unit-Impulse Response:

Frequency Response:
Examples

Fourier series Representation of Periodic Signals

For LTI systems, we could then write the output as a sum of scaled and time-shifted impulse responses (using
the superposition property). In this part of the course, we will consider alternate (and very useful)
decompositions of signals as sums of scaled complex exponential functions. As we will see, such functions
exhibit some nice behavior when applied to LTI systems. This particular chapter will focus on decomposing
periodic signals into complex exponentials (leading to the Fourier Series), and subsequent chapters will deal
with the decomposition of more general signals.
Applying Complex Exponentials to LTI Systems
If this sum converges for the given choice of complex number z, then H(z) is just some complex number. Thus,
we see again that for a discrete-time LTI system with the complex exponential x[n] = zn as an input, we obtain
the quantity

as an output. In this case zn is an eigen function of the system, and H(z) is the eigen value.
So, to summarize, we have the following:

Applying Complex Exponentials to LTI Systems:

As we will see later in the course, the quantities H(s) and H(z) are the Laplace Transform and z-Transform of
the impulse response of the system, respectively.
Fourier series Representation of Continuous- Time Periodic Signals
Consider the complex exponential signal
Note that T may not be the fundamental period of the signal ϕk (t), however. Since each of the signals in the
harmonic family is periodic with period T, a linear combination of signals from that family is also periodic.
Specifically,
Consider the signal

The terms corresponding to k = 1 and k = -1 are known as the first harmonic of the signal x (t). The terms
corresponding to k = 2 and k =-2 are known as the second harmonic and so forth.
Calculating the Fourier series Coefficients:
Suppose that we are given a periodic signal x (t) with period T and that this signal has a Fourier Series
representation
The Fourier Transform
The Fourier Transform:
Existence of Fourier Transform:
Just as we saw with the Fourier series for periodic signals, there are some rather mild conditions under which a
signal x(t) is guaranteed to have a Fourier transform (such that the inverse Fourier transform converges to the
true signal). Specifically, there are a set of sufficient conditions (also called Dirichlet conditions) under which a
continuous-time signal x(t) is guaranteed to have a Fourier transform:

If all of the above conditions are satisfied, x(t) is guaranteed to have a Fourier transform. Note that this only a
sufficient set of conditions, and not necessary.
Properties of the Continuous-Time Fourier Transform:

only have to plot the magnitude and phase for positive values of ω as the plots for negative values of ω can be
easily recovered according to the relationships described above.
Thus we see again that shrinking a signal in the time-domain corresponds to expanding it in the frequency
domain, and vice versa.
This reinforces what we saw earlier, that the series interconnection of LTI systems can be lumped together in a
single LTI system whose impulse response is the convolution of the impulse responses of the individual
systems. In the frequency domain, their Fourier transforms get multiplied together.
One of the important implications of the convolution property is that it allows us to investigate the effect of
systems on signals in the frequency domain. For example, this facilitates the design of appropriate filters for
signals, as illustrated in the following example.
Multiplication:
We just saw that multiplication in the time domain corresponds to convolution in the frequency domain. By
duality, we obtain that multiplication in the frequency domain corresponds to convolution in the time-domain.
Specifically, consider two signals x1(t) and x2(t), and define g(t) = x1(t)x2(t). Then we have
Multiplication of one signal x1(t) by another signal x2(t) can be viewed as modulating the amplitude of one
signal by the other. This plays a key role in communication systems.

The above example illustrates the principle behind amplitude modulation (AM) in communication and radio
systems. A low frequency signal (such as voice) is amplitude modulated to a higher frequency that is reserved
for that signal. It is then transmitted at that frequency to the receiver. The following example illustrates how the
receiver can recover the transmitted signal.
The Discrete-Time Fourier Transform:

This is the inverse discrete-time Fourier transform, or the synthesis equation.

The Fourier Transform of Discrete-Time Periodic Signals
In the last chapter, we saw that if we take the Fourier transform of a continuous time periodic signal, we obtain
scaled impulses located at the harmonic frequencies. We will see something similar here for discrete-time
periodic signals. First, consider the signal
Properties of the Discrete-Time Fourier Transform:
Time Expansion:
 UNIT-IV
The Laplace Transform:
The Inverse Laplace Transform:
Some Properties of the Laplace Transform:
The Laplace transform has various properties that are quite similar to those for Fourier transforms (linearity,
time-shifting, etc.) We will focus on two important ones here.
Finding the Output of an LTI System via Laplace Transforms:
Finding the Impulse Response of a Differential Equation via Laplace Transforms:
DISCRETE-TIME SYSTEM ANALYSIS USING THE z-TRANSFORM
THE z-TRANSFORM:
THE UNILATERAL z-TRANSFORM:
we find it convenient to consider the unilateral z -transform. As seen for the Laplace case, the bilateral
transform has some complications because of non-uniqueness of the inverse transform. In contrast, the
unilateral transform has a unique inverse. This fact simplifies the analysis problem considerably, but at a price:
the unilateral version can handle only causal signals and systems. Fortunately, most of the practical cases are
causal. The more general bilateral z-transform is discussed later, in Section 5.9. In practice, the term z-
transform generally means the unilateral z-transform.
In a basic sense, there is no difference between the unilateral and the bilateral z-transform. The unilateral
transform is the bilateral transform that deals with a subclass of signals starting at n = 0 (causal signals). Hence,
the definition of the unilateral transform is the same as that of the bilateral [Eq. (5.1)], except that the limits of
the sum are from 0 to ∞
Example 5.1
Example 5.2
Finding the Inverse Transform

Example 5.3
Example 5.4
z-Transform Solution of Linear Difference Equations:

Example 5.5
Exercise 5.10
Exercise 5.11

Exercise 5.12
Zero-State Response of LTID(Linear Time Invariant Differential) Systems:
The Transfer Function
Consider an Nth-order LTID system specified by the difference equation
Example 5.6
Example 5.7

Exercise 5.13
Stability:

Inverse Systems:
System Realization:
 UNIT-V
The Sampling Theorem:
Reconstruction of a Signal from its Samples:

In general, it is not possible to implement an ideal low-pass filter: obtaining sharp cut-offs is difficult, and
furthermore, an ideal low-pass filter is non causal (as it corresponds to a sinc function in the time-domain).
There are various other options that are frequently used to reconstruct sampled signals.
Zero-Order Hold:
First-Order Hold:
Under Sampling and Aliasing
If the sampling frequency ωs is not strictly larger than twice the largest frequency, we will not
be able to perfect reconstruct the original signal. To illustrate this, it is easiest to consider
sampled sinusoids.

Discrete-Time Processing of Continuous-Time Signals:

The Spectrum of a Discrete-Time Signal:
Interpolation and Sampling Theorem
Goal:
(a) Interpolation principles
(b) Pulse-type interpolations
(c) The sampling theorem
(d) Aliasing
Discrete-Time to Continuous-Time Conversion, aka Interpolation or Reconstruction:
The task of interpolation is concerned with reconstructing a continuous-time signal from a discrete-time
signal—a sequence of numbers.
Most practical interpolation is done in the following form

Where p (t) is some basic interpolation (or reconstruction) pulse. The following three p (t) are important.
(a) Zero-order hold
(b) Linear interpolation
(c) Ideal interpolation
Issues in Interpolation:
(1) Quality of the interpolated signal
Though we won‘t emphasize this much, one can use MSE to measure the quality of the interpolated
Signal, i.e.

(2) Good Interpolation Principles

Given a discrete-time signal s[n], a good interpolation method should produce a continuous-time signal
s (t) such that
(a) (Correspondence) s (t) has s[n] as its samples, i.e.

That is, the sampled reconstruction should yield the original samples.
(b) (Smoothness) s (t) is as smooth as possible.
The motivation for (b) is a kind of Occam‘s razor principle, i.e. that the simplest explanation for some
phenomenon is the best explanation.
Here we assert that the smoothest and least fluctuating interpolation is the best interpolation, because it is in
some sense the simplest. More generally, we look for interpolations whose spectrum is concentrated at the
lowest possible frequencies, because interpolations with larger high frequency components will fluctuate more
and be less smooth.

Example
In the previous figure, one can easily identify the smoothest and least fluctuating interpolation of the three
shown. With smooth interpolations in mind, parabolic interpolation is better than linear, which in turn is better
than zero-order hold.

(3) The effect of increasing the sampling rate fs

The Sampling Theorem:

4. (Example) Illustration of the interpolation of a set of samples using the sinc pulse:
Example 1
Consider sampling the signal

Example 2
Consider sampling the signal
State-Space Representation of LTI Systems:
Introduction
The classical control theory and methods (such as root locus) that we have been using in class to date are based
on a simple input-output description of the plant, usually expressed as a transfer function. These methods do not
use any knowledge of the interior structure of the plant, and limit us to single-input single-output (SISO)
systems, and as we have seen allows only limited control of the closed-loop behavior when feedback control is
used.
Modern control theory solves many of the limitations by using a much ―richer‖ description of the plant
dynamics. The so-called state-space description provide the dynamics as a set of coupled first-order differential
equations in a set of internal variables known as state variables, together with a set of algebraic equations that
combine the state variables into physical output variables.

Definition of System State

The concept of the state of a dynamic system refers to a minimum set of variables, known as state variables,
that fully describe the system and its response to any given set of inputs In particular a state-determined system
model has the characteristic that:

Figure 1: System inputs and outputs.

system models. For such systems the number of state variables, n, is equal to the number of independent energy
storage elements in the system. The values of the state variables at any time t specify the energy of each energy
storage element within the system and therefore the total system energy, and the time derivatives of the state
variables determine the rate of change of the system energy. Furthermore, the values of the system state
variables at any time t provide sufficient information to determine the values of all other variables in the
system at that time.
There is no unique set of state variables that describe any given system; many different sets of variables may be
selected to yield a complete system description. However, for a given system the order n is unique, and is
independent of the particular set of state variables chosen. State variable descriptions of systems may be
formulated in terms of physical and measurable variables, or in terms of variables that are not directly
measurable. It is possible to mathematically transform one set of state variables to another; the important point
is that any set of state variables must provide a complete description of the system. In this note we concentrate
on a particular set of state variables that are based on energy storage variables in physical systems.
The State Equations:
Output Equations

State Equation Based Modeling Procedure

Block Diagram Representation of Linear Systems Described by State Equations:
The matrix-based state equations express the derivatives of the state-variables explicitly in terms of the states
themselves and the inputs. In this form, the state vector is expressed as the direct result of a vector integration.
The block diagram representation is shown in Fig. 2. This general block diagram shows the matrix operations
from input to output in terms of the A, B, C, D matrices, but does not show the path of individual variables.
In state-determined systems, the state variables may always be taken as the outputs of integrator blocks. A
system of order n has n integrators in its block diagram. The derivatives of the state variables are the inputs to
the integrator blocks, and each state equation expresses a derivative as a sum of weighted state variables and
inputs. A detailed block diagram representing a system of order n may be constructed directly from the state
and output equations as follows:

Example 1
Draw a block diagram for the general second-order, single-input single-output system
Figure 3: Block diagram for a state-equation based second-order system.

Time-Domain Solution of LTI State Equations

The state-transition matrix can be used to obtain the general solution of linear dynamical systems.
Introduction
This note examines the response of linear, time-invariant models expressed in the standard state -equation form:
Example 1
Example 2
Find the response of the two state variables of the system
Table 1: Comparison of properties of the scalar and matrix exponentials.

The State Transition Matrix:

Properties of the State Transition Matrix

Example 4
Determine the eigenvalues of a linear system with state equations:

Example 5
Example 6
 Example 1 A System is described by the State variable representaion

Find the Transfer function of the System.(Here U denotes input and Y denotes output).

Example 2 A Systems is described by the State Equation

The output is given by Y = CX, Where;

Find the Transfer function G(s) of the System.

Example 3 A Signal m (t) =100cos (24π x 103t) is ideally sampled at Ts =50µs and passed through a LPF with fc= 15
KHz. Find the Frequency components which will be present at the output of the LPF.