Chapter one
Signals and Systems Analysis
Signals and systems Analysis
• Signals and systems are characterized, classified, and represented/modeled
using various methods to understand their behavior and properties.
• A signal is a function representing a physical quantity(Sound, temperature,
intensity, Pressure, etc..,) or variable, and typically it contains information
about the behavior or nature of the phenomenon.
• For a function f , in the expression f(t 1,t2,...,tn), each of the {tk} is called an
independent variable, while the function value itself is referred to as a
dependent variable.
cont...
• signal is single valued function which carries information by means of
Amplitude,Frequency and Phase.
• Example: voice signal, video signal, signals on telephone wires etc.
Some examples of typical signals are
[Link] and music signals - Represent air pressure as a function of time at a
point in space.
Waveform of the speech signal “I like signals and systems analysis” is shown
below
2. Examples of Typical Signals Electrocardiography (ECG) Signal -
Represents the electrical activity of the heart
A typical ECG signal is shown below
Classification of Signals
• Continuous and discrete-time signals
• Even and odd signals
• Periodic signals and non-periodic signals
• Deterministic signals and random signals
• Causal and ant- causal signals
• Right-handed and left-handed signals
• Finite and infinite length signals
• Energy and Power Signals
Continuous and discrete-time
signals
• a) Continuous Time Signal (CTS) or Analog Signal : If the signal values
continuously varies with respect to time then it is called “Continuous
Time Signal (CTS) or Analog Signal “. It contains infinite set of values
and it is represented as shown below.
• A continuous-time signal with a continuous amplitude is usually called an
analog signal . A speech signal is an example of an analog signal
cont...
• b) A discrete-time signal is defined at discrete instants of time, and hence,
it is a sequence of numbers.
• A discrete-time signal with discrete-valued amplitudes represented by a
finite number of digits is referred to as the digital signal.
• Mathematically a discrete time signal x(n) can be determined by
Even and odd
signals
A function x is said to be even if it satisfies
x ( t) = x ( − t ) for all t.
A sequence x is said to be even if it satisfies
x ( n) = x ( − n ) for all n.
Geometrically, the graph of an even signal is symmetric about the
origin.
Some examples of even signals are shown below.
A function x is said to be odd if it satisfies
x ( t) = − x ( − t ) for all t.
A sequence x is said to be odd if it satisfies
x ( n) = − x ( − n ) for all n.
Geometrically, the graph of an odd signal is antisymmetric about the
origin.
An odd signal x must be such that x ( 0) = 0.
Some examples of odd signals are shown below.
Every function x has a unique representation of the form
x ( t) = xe (t) +x o ( t ),
where the functions xe and xo are even and odd, respectively.
In particular, the functions xe and xo are given by
The functions xe and xo are called the even part and odd part of
x, respectively.
Periodic signals and non-periodic
signals
A function x is said to be periodic with period T (or T-periodic) if, for
some strictly-positive real constant T, the following condition holds:
x ( t) = x ( t + T ) for all t.
A T-periodic function x is said to have frequency , f= 1/T and angular
frequency,w= 2π/T .
A sequence x is said to be periodic with period N (or N-periodic) if, for
some strictly-positive integer constant N, the following condition holds:
x ( n) = x ( n + N ) for all n.
An N-periodic sequence x is said to have frequency, f= 1/N and angular
frequency w=2π/N .
A function/sequence that is not periodic is said to be aperiodic.
Some examples of periodic signals are shown below.
The period of a periodic signal is not unique.
That is, a signal that is periodic with period T
is also periodic with period kT, for every
(strictly) positive integer k.
The smallest period with which a signal is
periodic is called the fundamental period
and its corresponding frequency is called the
fundamental frequency.
Sum of periodic functions.
Suppose that x1 and x2 are periodic functions with fundamental periods T1 and T2,
respectively.
Then, the sum y = x1 + x2 is a periodic function if and only if the ratio T1/T2 is a rational
number (i.e., the quotient of two integers). Suppose that T1/T2 = q/r where q and r are
integers and coprime (i.e., have no common factors), then the fundamental period of y is
rT1 (or equivalently, qT2, since rT1 = qT2).
(Note that rT1 is simply the least common multiple of T1 and T2.)
In passing, we note that the above result can be extended to the more general case of the
sum of N periodic functions.
The sum of N periodic functions x1, x2,..., xN with periods T1,T2,...,TN, respectively, is
periodic if and only if the ratios of the periods are rational numbers (i.e., T 1/Tk is rational
for k = 2,3,...,N).
If the sum is periodic, then the fundamental period is simply the least common multiple of
{T1,T2,...,TN}.
(Note that the least common multiple of the set of positive real numbers {T ,T ,...,T } is
Example : Let x1(t) = cos 6πt and x2(t) = sin 30πt. Determine if the function y = x1 +x2 is
periodic, and if it is, find its fundamental period.
Solution. Let T1 and T2 denote the fundamental periods of x1 and x2, respectively. We
have
Example . Let x1(t) = cos(2πt + π/ 4 ) and x2(t) = sin(7πt). Determine if the function
y = x1 +x2 is periodic, and if it is, find its fundamental period.
Solution. Let T1 and T2 denote the fundamental periods of x1 and x2, respectively.
Thus, we have
Exersice
Deterministic signals and random
signals
A signal is said to be deterministic if there is no uncertainty with respect to its value at
any instant of time. Or, signals which can be defined exactly by a mathematical formula
are known as deterministic signals.
A signal is said to be non-deterministic if there is uncertainty with respect to its value at
some instant of time.
Non-deterministic signals are random in nature hence they are called random signals.
Random signals cannot be described by a mathematical equation.
They are modelled in probabilistic terms.
Causal and anticausal
Signals
Causal signals : A signal x is said to be causal if x ( t) = 0 for all t < 0.
causal signals is zero for all negative time.
Anticausal signals : zero for all positive time
Noncausal : nozero values in both positive and negative time
noncausal
causal anticausal signal
signal signal
Right-handed and left-handed Signals
A signal x is said to be right sided if, for some (finite) real constant t0, the
following condition holds:
x ( t) = 0 for all t < t0 (i.e., x is only potentially nonzero to the right of t0).
An example of a right-sided signal is shown below.
A signal x is said to be causal if x ( t) = 0 for all t < 0.
A causal signal is a special case of a right-sided signal. Right
sided signal is not a causal signal.
Left-Sided Signals
A signal x is said to be left sided if, for some (finite) real constant t0,
the following condition holds: x ( t) = 0 for all t > t0
(i.e., x is only potentially nonzero to the left of t0). An example of a left-
sided signal is shown below.
Similarly, a signal x is said to be anticausal if x ( t) = 0 for all t > 0.
An anticausal signal is a special case of a left-sided signal
Finite and infinite length
A signal that is both left sided and right sided is said to be finite duration (or time
limited).
Finite-length signal : nonzero over a finite interval t0< t< t1
An example of a finite duration signal is shown below.
Infinite-length singal : nonzero over all real numbers
A signal that is neither left sided nor right sided is said to
be two sided. so it is called anticausal signal
Energy and Power Signals
• A signal is said to be energy signal when it has finite energy.
• A signal with finite energy is said to be an energy signal.
• A signal is said to be power signal when it has finite power.
• A signal with (nonzero) finite average power is said to be a power signal.
• NOTE:A signal cannot be both, energy and power simultaneously. Also, a signal may be
neither energy nor power signal.
Example 1. Let us consider a signal
• The energy of this signal is
The signal x(t ) is an energy signal. Since E is finite the signal power P = 0 .
Basic Operations on Signals
Time Shifting (Translation)
Time shifting (also called translation) maps the input signal x to the output signal y as given by
y (t) = x ( t − b ), where b is a real number.
Such a transformation shifts the signal (to the left or right) along the time axis.
If b > 0, y is shifted to the right by |b|, relative to x (i.e., delayed in time).
If b < 0, y is shifted to the left by |b|, relative to x (i.e., advanced in time).
Time Reversal (Reflection)
Time reversal (also known as reflection) maps the input signal x to the output
signal y as given by
y ( t) = x ( − t ).
Geometrically, the output signal y is a reflection of the input signal x about
the (vertical) line t=0.
Time Compression/Expansion (Dilation)
Time compression/expansion (also called dilation) maps the input signal x to the output
signal y as given by
y ( t) = x (at), where a is a strictly positive real number.
Such a transformation is associated with a compression/expansion along the time axis.
If a > 1, y is compressed along the horizontal axis
If a < 1, y is expanded (i.e., stretched) along the horizontal axis.
If a=1, the function is neither expanded nor compressed.
If a< 0, the signal is also time reversed.
Combined Time Scaling and Time Shifting
Consider a transformation that maps the input signal x to the output signal y
as given by
y ( t) = x (at − b ), where a and b are real numbers and a ≠ 0.
Since time scaling and time shifting do not commute, we must be
particularly careful about the order in which these transformations are
applied.
The above transformation has two distinct but equivalent interpretations:
1
first, time shifting x by b, and then time scaling the result by a;
2
first, time scaling x by a, and then time shifting the result by b / a.
Example
Amplitude Scaling
Amplitude scaling maps the input signal x to the output signal y as given by
y ( t) = ax( t ), where a is a real number.
Geometrically, the output signal y is expanded/compressed in amplitude
and/or reflected about the horizontal axis.
Amplitude Shifting
Amplitude shifting maps the input signal x to the output signal y as
given by
y ( t) = x ( t) +b, where b is a real number.
Geometrically, amplitude shifting adds a vertical displacement to x
Combined Amplitude Scaling and Amplitude Shifting
We can also combine amplitude scaling and amplitude shifting transformations.
Consider a transformation that maps the input signal x to the output signal y, as given by
y ( t) = ax( t) +b, where a and b are real numbers.
Equivalently, the above transformation can be expressed as
y ( t) = a [x ( t) + b /a] .
The above transformation is equivalent to:
first amplitude scaling x by a, and then amplitude shifting the resulting
signal by b ; or
2
first amplitude shifting x by b / a, and then amplitude scaling the resulting
signal by a.
Addition
• Addition of two signals is nothing but addition of their corresponding
amplitudes. example:
As seen from the previous diagram,
-10 < t < -3 amplitude of z(t) = x1(t) + x2(t) = 0 + 2 = 2
-3 < t < 3 amplitude of z(t) = x1(t) + x2(t) = 1 + 2 = 3
3 < t < 10 amplitude of z(t) = x1(t) + x2(t) = 0 + 2 = 2
Subtraction
• subtraction of two signals is nothing but subtraction of their corresponding
amplitudes.
As seen from the diagram above,
-10 < t < -3 amplitude of z (t) = x1(t) - x2(t) = 0 - 2 = -2
-3 < t < 3 amplitude of z (t) = x1(t) - x2(t) = 1 - 2 = -1
3 < t < 10 amplitude of z (t) = x1(t) - x2(t) = 0 - 2 = -2
Multiplication
• Multiplication of two signals is nothing but multiplication of their
corresponding amplitudes.
As seen from the diagram above,
-10 < t < -3 amplitude of z (t) = x1(t) ×x2(t) = 0 ×2 = 0
-3 < t < 3 amplitude of z (t) = x1(t) - x2(t) = 1 ×2 = 2
3 < t < 10 amplitude of z (t) = x1(t) - x2(t) = 0 × 2 = 0
Basic Types of Signals
1. Unit Step Function
• The unit-step function (also known as the Heaviside function), denoted u, is defined as
2. Unit-Impulse Function
• The unit-impulse function (also known as the Dirac delta function or delta
function), denoted δ, is defined by the following two properties:
• δ(t)=
Equivalence property. For any continuous function x and any real
constant t0, x ( t ) δ ( t − t0) = x ( t0 ) δ ( t − t0 ).
• Sifting property. For any continuous function x and any real constant t0,
3. Ramp Signal
• Ramp signal is denoted by r(t), and it is defined as r(t) =
Example : Evaluate the integral
Solution. Using the shifting property of the unit impulse function , we have
Solution. Using the equivalence property of the delta function
Using the defining properties of the delta function Therefore, we conclude that
Exponentials Function
A real exponential is a special case of a complex exponential x ( t) = Ae λ t , where A
and λ are restricted to be real numbers.
A real exponential can exhibit one of three distinct modes of behavior, depending on
the value of λ, as illustrated below.
If λ > 0, x ( t ) increases exponentially as t increases
If λ < 0, x ( t ) decreases exponentially as t increases
If λ = 0, x ( t ) simply equals the constant A.
A (CT) complex exponential is a function of the form x ( t) = Ae jλ t ,
where A and λ are complex constants.
A complex exponential can exhibit one of a number of distinct modes of
behavior, depending on the values of its parameters A and λ.
Sinusoids Function
inusoids
A (CT) real sinusoid is a function of the form x ( t) = Acos( ω t + θ ),
where A, ω, and θ are real constants.
Such a function is periodic with fundamental period T = 2 π/ω and
fundamental frequency |ω|.
plex Sinusoids
A complex sinusoid is a special case of a complex exponential x ( t) = Ae j ω t ,
where A is complex and λ is purely imaginary (i.e., Re{ λ } = 0).
That is, a (CT) complex sinusoid is a function of the form x ( t) = Ae j ω t ,
where A is complex and ω is real. x(t)= Acoswt +j Asinwt
Rectangular Function
• The rectangular function (also known as the unit-rectangular pulse function)
is denoted as rect and is defined as
Such a function is simply v(t) = rect(t/T)
Triangular Function
• triangular function (also known as the unit triangular pulse function),
which is denoted as tri and defined as
• Example (Rectangular function). Show that the rect function can be expressed in terms
of u as
Solution. Using the definition of u and time-shift transformations, we have
Thus, we have
• Example (Piecewise-linear function). Consider the piecewise-linear function
x given by
Find a single expression for x(t) (involving unit-step functions) that is valid for all t.
The first segment (i.e., for 0 ≤ t < 1) can be expressed as
v1(t) = t[u(t)−u(t −1)].
The second segment (i.e., for 1 ≤ t < 2) can be
expressed as v2(t) = u(t −1)−u(t −2).
The third segment (i.e., for 2 ≤ t < 3) can be
expressed as v3(t) = (3−t)[u(t −2)−u(t −3)].
Now, we observe that x = v1 +v2 +v3. That is, we have
x(t) = v1(t) +v2(t) +v3(t)
= t[u(t)−u(t −1)] +[u(t −1)−u(t −2)] + (3−t)[u(t −2)−u(t −3)]
= tu(t) + (1−t)u(t −1) + (3−t −1)u(t −2) + (t −3)u(t −3)
= tu(t) + (1−t)u(t −1) + (2−t)u(t −2) + (t −3)u(t −3).
Thus, we have found a single expression for x(t) that is valid for all t.
Exercise: 1. Suppose that we have the function x shown in the figure below.
Use unit-step functions to find a single expression for x(t) that is valid for all t.
2. For function x given below, find a single expression for x(t)
Continuous-Time(CT)Systems
System is a device or combination of devices, which can operate on signals and
produces corresponding response.
Input to a system is called as excitation and output from it is called as response.
A system with input x and output y can be described by the equation y=H
{x}, where H denotes an operator(i.e.,transformation)
a system defined by the operator H and having the input x and output y is represented
in the form of a block diagram as shown below.
Interconnection of Systems
Two basic ways in which systems can be interconnected are shown below.
A series (or cascade) connection ties the output of one system to the input of the other.
The overall series-connected system is described by the equation
y = H2 {H1{ x } }.
A parallel connection ties the inputs of both systems together and sums their outputs.
The overall parallel-connected system is described by the equation
y = H1 { x } + H2{ x }.
Classification of continuous time Systems
Systems are classified into the following categories:
linear and Non-linear Systems
Time Variant and Time Invariant Systems
Static and Dynamic Systems
Causal and Non-causal Systems
Stable and Unstable Systems
Linear and Non-linear Systems
A system is said to be linear when it satisfies superposition(Additive) and
homogenate principles.
Additivity means that the output of the system when presented with a sum
of inputs is equal to the sum of the outputs when each input is presented
individually.
Homogeneity means that scaling the input signal by a constant factor also
scales the output signal by the same factor.
Consider two systems with inputs as x1(t), x2(t), and outputs as y1(t), y2(t)
respectively.
Example:
Let's a system : y(t) = 2x(t) + 1. Is this system linear or not ?
Step 1: Check Additivity
Let x1(t) and x2(t) be two input signals. The output for x1(t) is y1(t) = 2x1(t) + 1.
The output for x2(t) is y2(t) = 2x2(t) + 1.
The sum of individual outputs is y1(t) + y2(t) = 2x1(t) + 1 + 2x2(t) + 1 = 2(x1(t) + x2(t)) + 2.
Now, let's apply the sum of inputs, x1(t) + x2(t), to the system.
The output is y(t) = 2(x1(t) + x2(t)) + 1.
Since 2(x1(t) + x2(t)) + 2 ≠ 2(x1(t) + x2(t)) + 1, the system does not satisfy additivity.
Step 2: Check Homogeneity
Let x(t) be an input signal and 'a' be a constant. The output for x(t) is y(t) = 2x(t) + 1.
When the input is scaled by 'a', the new input is ax(t).The output is y'(t) = 2ax(t) + 1.
Scaling the original output by 'a' gives ay(t) = a(2x(t) + 1) = 2ax(t) + a.
Since 2ax(t) + 1 ≠ 2ax(t) + a, the system does not satisfy homogeneity.
Time Variant and Time Invariant Systems
A system is said to be time variant if its input and output characteristics vary
with time.
Otherwise, the system is considered as time invariant. The condition for time
invariant system is: y (n , t) = y(n-t)
The condition for time variant system is: y (n , t) ≠ y(n-t)
Where y (n , t) = T[x(n-t)] = input change y (n-t) = output change
Example:
y(n) = x(-n)
y(n, t) = T[x(n-t)] = x(-n-t)
∴ y(n, t) ≠ y(n-t). Hence, the system is time variant.
y(n-t) = x(-(n-t)) = x(-n + t)
Example 2 . Determine whether the system H is time invariant, where
Hx(t) = tx(t).
Solution. Let x0 (t) = x(t −t0), where t0 is an arbitrary real constant. From the definition of H, we
have
Hx(t −t0) = (t −t0)x(t −t0) and Hx0 (t) = tx0 (t) = tx(t −t0).
Since Hx(t −t0) = Hx0 (t) does not hold for all x and t0, the system is not time invariant (i.e., the
system is time varying).
Example 3 . Determine whether the system H is time invariant, where
Hx(t) = sin[x(t)].
Solution. Let x0 (t) = x(t −t0), where t0 is an arbitrary real constant. From the definition of H, we can
easily deduce that
Hx(t −t0) = sin[x(t −t0)] and Hx 0 (t) = sinx0 (t) = sin[x(t −t0)].
Since Hx(t −t0) = Hx0 (t) for all x and t0, the system is time invariant.
solve : Determine whether the system H is time invariant or not , where
Hx(t) = 3x(3t +3).
Liner Time variant (LTV) and Liner Time Invariant (LTI)
Systems
• If a system is both liner and time variant, then it is called liner
time variant (LTV) system.
• If a system is both liner and time Invariant then that system is
called liner time invariant (LTI) system.
Static(memoryless) and Dynamic(memory)
Systems
A system H is said to be memoryless if, for every real constant t0, Hx(t) does not depend
on x(t) for some t ≠ t0.
A memoryless system is such that the value of its output at any given point in time can
depend on the value of its input at only the same point in time.
A system that is not memoryless is said to have memory.
A memoryless system is not very flexible, since its current output value cannot rely on
past or future values of the input.
Example 1: y(t) = 2 x(t)
For present value t=0, the system output is y(0) = 2x(0). Here, the output is only
dependent upon present input. Hence the system is memory less or static.
Example 2: y(t) = 2 x(t) + 3 x(t-3)
For present value t=0, the system output is y(0) = 2x(0) + 3x(-3). Here x(-3) is past
value for the present input for which the system requires memory to get this output.
Hence, the system is a dynamic system.
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 1: 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.
Example 2: y(n) = 2 x(t) + 3 x(t-3) + 6x(t + 3)
For present value t=1, the system output is y(1) = 2x(1) + 3x(-2) + 6x(4) Here,
the system output depends upon future input. Hence the system is non-causal
system.
Example 3 . Determine whether the system H is causal, where
Solution. Consider the calculation of Hx(t0) for arbitrary t0. We have
Thus, we can see that Hx(t0) depends only on x(t) for −∞ < t ≤ t0. Since all
of the values in this interval are less than or equal to t0, the system is
causal.
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.
A system with input x and output y is BIBO stable if, for every bounded x, y is
bounded (i.e., |x ( t )| < ∞ for all t implies that |y ( t )| < ∞ for all t).
To show that a system is BIBO stable, we must show that every bounded
input leads to a bounded output.
To show that a system is not BIBO stable, we only need to find a single
bounded input that leads to an unbounded output.
Note: For a bounded signal, amplitude is finite.
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.
Example 2: y (t) = ∫x(t)dt
Let the input is u (t) (unit step bounded input) then the output
y(t) = ∫u(t)dt = ramp signal
(unbounded because amplitude of ramp is not finite it goes to infinite when t
→ infinite). Hence, the system is unstable.