1

EEE303:SignalsandLinearSystems
Signals
A signal is a function of time, or space or both that contains information about a physical quantity. Temperature,humidity,speech,audio,light,TVpicture,ECG,EEGetc.areexamplesofsignals.

Systems
Asystemisonethatprocessesinputsignalstoproduceoutputsignals.Systemmodifiesthesignalor extracts additional information from it. A system may be made up of physical components, as in electrical, mechanical and hydraulic systems, or it may be an algorithm that computes an output fromaninputsignal.

Whystudysignalsandsystems?
Thiscoursedealswithmathematicalmethodsusedtodescribesignals,andtoanalyze,synthesized, anddesignsystems.Insystemanalysis,weareinterestedtoknowthepropertiesofagivensystem. Insystemdesignwehavetofindasystemthatmeetsgivenspecifications. Signals and systems is basic to signal processing. Its purpose is the enhancement, restoration, reconstruction, estimation and prediction of signals. Examples include signal amplification, image enhancement, noise cleaning, image compression, stock prediction, adaptive control of a system, etc. Analysisofasystemtounderstandhowitwillrespondtovariousinput Designing a system when a pilot communicates with control tower, the signal is degraded by background noise in the cockpit. It is possible to design a system that will retain the desiredsignalandrejectthenoise. ImagerestorationandenhancementImagefromspaceprobesorearthobservingsatellites represents degraded version of scenes being imaged, due to limitation of equipment, atmospheric effect, etc. The images are processed to compensate for some of the degradation. In addition, such images are processed to enhance certain features like lines, regionalboundariesetc. ExtractinformationfromasignalEstimationofheartratefromelectrocardiogram. Economicforecastingmarketingpredictionaboutfuturebehavior. Communicationsystemlongdistancecommunication,coding. Modify and control the characteristics of a system to regulate chemical processing plant. Plants are equipped with varieties of sensors that measure signals like temperature, humidity, chemical composition, etc. The control system in a plant responds to this sensor signalsbyadjustingflowrate,temperatureetc.inordertoregulatethechemicalprocess.

Classificationofsignals
A. Continuoustimeanddiscretetimesignals

B.

Periodicandaperiodicsignals x(t)=x(t+nT)

C.

Analoganddigitalsignals

D. Realandcomplexsignals Asignalx(t)isarealsignalifitsvalueisarealnumber,andasignalx(t)isacomplexsignalifits valueisacomplexnumber.Ageneralcomplexsignalx(t)isafunctionoftheform, x(t)=x1(t)+jx2(t). E. Deterministicandrandomsignals Deterministic signals are those signals whose values are completely specified for a given time. Random signals are those signals that take random value at any given time and must be characterizedstatistically.Speechsignalisarandomsignal. F. Evenandoddsignals x(t)=x(t):even x(t)=x(t):odd xe(t)={x(t)+x(t)}(1) xo(t)={x(t)+x(t)}(2) G. Energyandpowersignals

p (t ) =

v(t )i (t ) 2 = i (t ) = v 2 (t ); R = 1 R

Foranarbitrarysignalx(t), Totalenergy, E = lim

T

x 2 (t )dt

Averagepower, P = lim

1 T T

x 2 (t ) dt

The signal x(t) is called energy signal if E is finite and P = 0. It is called power signal if P is finite andE=.Ifneitherofthetwoissatisfiedthesignalisneitherenergynorpowersignal.

3 H. Causal,anticausalandnoncausalsignals

Someusefulsignalmodels
A. Unitstepfunction,u(t) u (t ) = B. Unitimpulsefunction,(t) Theunitimpulse,ageneralizedfunction,canbedefinedasfollows.Considerapulsefunctionof unitarea: (t ) =

1 t 0 0 t < 0

0t

0 otherwise Theintegrationof (t ) isan

approximationtotheunitstep.

Integrating,

As 0 , (t ) getstallerandthinner,butkeepsitsunitareawhile u (t ) approximatesaunit stepfunction.Atthelimit,

(t ) := lim (t ) and u (t ) = lim u (t ) .

0 0

As, (t ) =

t d du (t ) .Also, u (t ) = ( )d . u (t ) ,inthissensewecanwrite, (t ) = dt dt Graphically, (t ) isrepresentedas,

C. Unitrampfunction,r(t)

x(t)=A(t)

Here,Aiscalledthestrengthoftheimpulse.

t t 0 r (t ) = ; r (t ) = tu (t ). 0 t < 0
Whathappenstoi(t)whenR0? i (t ) =

V t / RC e u (t ) . R

Shortingacapacitorwouldblowoutit,asthecurrentinthe capacitorgoeshighinaveryshorttime.

4 D. Sinusoidalsignal

x (t ) = A cos(t + ) .
E. Exponentialsignal Arealexponentialsignalmaybewrittenas, x(t ) = Ae t ,whereA andarerealvalued. Itispossibleforanexponentialsignaltobecomplexvalued. Forexample, x (t ) = Ce at ,wherebothCandaareofcomplex
j valued. C = C e , a = r + j0 .

Thus,

x(t ) = C ert .e j (0t + ) = C ert [ cos(0t + ) + j sin(0t + )] .

Youcanshowacomplexsignalinacomplexplane.

Basicoperationsonsignals
A. Timescaling: y (t ) = x ( at ) compression/expansion B. Reflection/timereversal: y (t ) = x ( t ) C. Timeshifting: y (t ) = x (t b) delay/advance

Let, y (t ) = x ( at b) . To correctly obtain y(t) from x(t), the timeshifting and the timescaling operationsmustbeperformedinthecorrectorder.Thetimeshiftingoperationisperformedfirston x(t),resultinginanintermediatesignalv(t).Thenthetimescalingoperationisperformedinv(t). v (t ) = x (t b); y (t ) = v (at ) = x( at b).

1 a

; ) 0 ( a x

1 a > 0
a x 0 = < ) 0 ( ( ) , t a 1 =

a =

a x ; ) 0 ( 1

a 1 =

) ( x t

c n e H ; t d

5 Example:Playingbackataperecorderfasterthantheoriginalrateresultsincompression. Iftimescalingisperformedfirst,i.e., v (t ) = x ( at ) ,thenthev(t)istobeshiftedby

b unit. a

v (t ) = x ( at ); y (t ) = v (t b / a ) = x ( at b).

Someexamples
Plotthesignal,

f (t ) = u (t 2) u (t 4).

f (t ) = t[u (t ) u (t 2)] 2(t 3)[u (t 2) u (t 3)] = tu (t ) 3(t 2)u (t 2) + 2(t 3)u (t 3).
x(t) 2

x (t ) = 2u (t )u (2 t ) + u (t 3)u (5 t ).
1 2 3 4 5 t

Somepropertiesofimpulsefunction
Evenfunction: ( t ) = (t ) Multiplicationproperty: (t ) (t t0 ) = (t0 ) (t ) Shiftingproperty:

x(t ) (t t0 )dt = x(t0 )

1 (t ) a

Timescalingproperty: (at ) =

Unitdoublet:Thefirstderivativeofunitimpulseis calledunitdoublet.

d & (t ) (t t0 ) x (t )& (t t0 ) . Integrating from t1 to t2 , where t1 < t0 < t2 , we [ x(t ) (t t0 )] = x dt

obtain, or,

t2

t1

t2 t2 & (t ) (t t0 )dt + x(t )& (t t0 )dt . d [ x(t ) (t t0 )] = x t1 t1

& (t0 ) + x(t )& (t t0 )dt ; or, 0=x

t1

t2

Ingeneral,

t2

t1

x(t ) ( n ) (t t0 )dt = (1) n x ( n ) (t0 ),

t1 < t0 < t2 .

See that the derivative of unit impulse results in two impulses, one negative and onepositive.Theresultingimpulsesarenot really impulses astheirarea is infinite. Unit doublet samples the derivative of a signal att=0,asseenfromtheboxedequation.

P T = =

t x 2 0 ) ( A
0 0

= t d 2 0 + 2 ( s o c 1

( s o c 0 A + ] ) 2 d t 0

+ ) 0 d t A 2 = 2

2 A 2 = 2 0 <

[ 2

Examples

&(t ) + cos 5 t (t ) + e t 2 &(t )]dt ;Ans:(6+e) [5 (t ) + e (t 1)

S(f) 9 9

15 4

4 f 5 5 15

WritetheexpressionforS(f) intermsof(t).

Determinewhetherornoteachofthefollowingsignalsisperiodic

1. x(t ) = cos t + sin 2t ; 2. x(t ) = sin 2 t ; x(t ) = cos

t + sin

t.

1 1 2 cos 2t. Here,thesignalisperiodicwithperiod, T = = . 2 2 2 T T T T 3. x (t + T ) = cos t + = 2m and = 2n . + sin t + . x(t ) = x(t + T ) for 3 4 3 4 3 4 m 4 = ,Theperiodofthesignalcanbefoundbylettingmandncoprime. n 3 Let,m=4,Then, T = 2 4 3 = 24 sec.
2. x (t ) = Determinewhetherthefollowingsignalsareenergysignals,powersignalsorneither

1.Here,theratiooftwofrequenciesisnotinteger.Hencethesignalisnotperiodic.

a ) x(t ) = e at u (t ), a > 0; b) x(t ) = A cos(0t + ); c) x(t ) = tu (t ).

a) E = b) c) Findandsketchthederivativesofthefollowingsignals

x(t ) dt = e 2 at dt =
0

1 2 at 1 e 0 = 2a < .Thusx(t)isanenergysignal. 2a

1 t >0 . 1. x(t ) = u (t ) u (t a ), a > 0; 2. x(t ) = t[u (t ) u (t a)]; x(t ) = sgn(t ) = 1 t < 0

Seenextpageforanswer.

Classificationofsystems
Let, x(t) and y(t) be the input and the output signals respectively of a system. A system is a mathematical relationship between an input signal and an output signal, i.e. y (t ) = T {x (t )} . A systemmayberepresentedbyablockdiagram,orbysymbolicallyas,

T Or, x y .

Asystemmaybeconsistsofseveralsubsystemsconnectedincascade,parallelorfeedback.

y = G2G1 x .

y = y1 + y2 = G1 x + G2 x .

e = x G2 y;

y = G1e .

ASystemwithcascadeand parallelconnections. A. Linearandnonlinearsystems A system is said to be linear if it satisfies the principle of superposition. This implies, the response of a linear system to a weighted sum of input signals is equal to the same weighted sum of output signals, each output signal being associated with a particular input signal acting on the system independently of all other input signals. If a system violates the principle of superpositionitiscallednonlinear. Let, x(t ) =

i =1 i

x (t ) ,then y (t ) = H {x(t )} = H

i =1 i i

a x (t ) .

If the system is linear then, y (t ) =

i =1 i

a yi (t ) where, yi (t ) = H {xi (t )} , is the output of the

systeminresponsetotheinput xi (t ) actingalone. B. Timeinvariantandtimevaryingsystems Asystemissaidtobetimeinvariantifatimedelayortimeadvanceoftheinputsignalleadsto anidenticaltimeshiftintheoutputsignal.Statedinanotherway,thecharacteristicsofatime invariantsystemdonotchangewithtime.Otherwise,thesystemistimevariant.

y (t ) = T {x(t )};
C. Causalandnoncausalsystems

y (t t0 ) = T {x(t t0 )} .

Asystemiscalledcausalifitsoutputy(t)atanyarbitrarytime t = t0 dependsononlytheinput x(t)for t t0 .

y (t ) = x (t ) + 2 x(t 1);

y (t ) = x(t ) + 2 x(t + 1) .

D. Instantaneousanddynamicsystems(withandwithoutmemory) Asystemiscalledinstantaneousormemorylessiftheoutputatanytimedependsononlythe inputatthatsametime.Otherwisethesystemisdynamicorsaidtohavememory.

v(t ) = Ri (t ); v(t ) =

1 t i ( ) d . C

9 E. Invertibleandnoninvertiblesystems A system is said to be invertible if the input signal can be uniquely recovered from the output signal. The inverse system S 1 is such that the following cascade interconnection is equivalent totheidentitysystem.

F. Stableandunstablesystems Asystemisboundedinput/boundedoutput(BIBO)stableifforanyboundedinputtheoutputis bounded,i.e.,

x(t ) < K1 , < t <

y (t ) < K 2 , < t < , where y = Sx .

Examples
1.Considerthesystemshowninfigurebelow.Determinewhetheritismemoryless,causal,linear, timeinvariantorstable.

y (t ) = T {x(t )} = x(t ) cos c t .

a.Thesystemismemoryless. b.Sincetheoutputdoesnotdependonthefuture valueofinput,thesystemiscausal. c.Let, x(t ) = 1 x1 (t ) + 2 x2 (t ) .

y (t ) = T {x(t )} = [1 x1 (t ) + 2 x2 (t )]cos c t
Then,

= 1 x1 (t ) cos c t + 2 x2 (t ) cos c t = 1 y1 (t ) + 2 y2 (t )

Asthesuperpositiontheoremholdsthesystemislinear. d.Let, y1 (t ) = T {x1 (t )} = T {x(t t0 )} .Then, y1 (t ) = x(t t0 ) cos c t . But, y (t t0 ) = x(t t0 ) cos c (t t0 ) y1 (t ) .Hencethesystemisnottimeinvariant. e. Since, cos c t 1 , y (t ) = x(t ) cos c t x(t ) cos c t x(t ) . Thus, if the input is bounded, theoutputisboundedandthesystemisBIBOstable. 2.ShowthatforacontinuoustimeLTIsystem, T {e st } = 1e st arecomplexvariablesand 1 and 2 arecomplexconstants.

and T {z n } = 2 z n wheresandz

y (t + t0 ) = T {e s ( t +t0 ) } = e st0 T {e st } = e st0 y (t ) . At t=0, y (t0 ) = e st0 y (0) . As t0 is arbitrary we

canset t0 tot.Then, y (t ) = e st y (0) = 1e st . Dothesecondprobleminthesameway.

10 3.Showthat,thesystemdescribedbytheinputoutputrelation y (t ) = x(t ) x(t 1) isnonlinear. Let, x (t ) = a1 x1 (t ) .Then, y (t ) = a1 x1 (t ).a1 x1 (t 1) = a12 y1 (t ) . Thus,thehomogeneitypropertyisnotsatisfied.Therefore,thesystemisnotlinear. 4. A system is characterized by the equation, y (t ) = x(t 2) + x(2 t ) . Determine whether the systemismemoryless,timeinvariant,linear,causalandstableornot. [ans:linear,stable] 5.Dothesameasprob.4forthesystem: y (t ) = x(t / 3) .[ans:linear,stable] Let, x1 (t ) beanarbitraryinputtothesystem.Forthisinput,theoutputwillbe,

y1 (t ) = x1 (t / 3) .

Letusshift x1 (t ) by t0 sectoobtain x2 (t ) = x1 (t t0 ) . Then, y2 (t ) = x2 (t / 3) = x1 (t 3 t0 ) ;But y1 (t t0 ) = x1{(t t0 ) 3} = x1 (t / 3 t0 3) Therefore, y2 (t ) y1 (t t0 ) andthesystemistimevariant.

6.Showthatthesystemdescribedbythedifferentialequation 7.Determineifthesystem y (t ) = Differentiating, Or,

dy (t ) + ty (t ) = x(t ) islinear. dt

e (t ) x( )d isinvertible.

t dy (t ) d t t e e x( )d = x(t ) e t e x( )d = dt dt

dy (t ) + y (t ) = x(t ) ;Thisisthesystemequation. dt

Thesystemisinvertible,andtheinversesystemwouldbe,

dx(t ) + x(t ) = y (t ) . dt

Note:ThisproblemwillbereaddressedinLaplacetransformdomain.