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15ECE204 Signals and

Systems
III Semester ECE
Syllabus:
Unit 1

Introduction: Integrated approach for continuous, discrete-time cases.


Signals: Classification of signals, continuous discrete time; even/odd signals, periodic / nonperiodic signals, deterministic /
random signals, energy / power signals: Basic operations on signals: Basic (continuous / discrete) signals unit step, unit
impulse, sinusoidal and complex exponential signals etc. Systems (continuous / discrete): Representation, classification
linear / nonlinear, causal / noncausal, time invariant / time variant, with / without memory - BIBO stability, feedback systems. LTI
system response of LTI system - convolution, properties (continuous / discrete) - LTI systems differential / difference equation
representation.
Unit 2
Fourier Series: Fourier series - Half range Expansions - Parsevals Identity - Transform integrals - Fourier Integrals - Fourier
integral theorem. Sine and Cosine Integrals. Fourier analysis of continuous time signals and systems: Fourier series for
periodic signals - Sine and Cosine Transforms - Fourier transform properties of continuous time FT - Sampling: Sampling
theorem - reconstruction of signal aliasing.
Unit 3
Laplace Transform analysis of systems: Laplace Transforms, Inverse Transforms, Linearity, Shifting, Transforms of Derivatives
and Integrals ROC - inverse LT - unilateral LT - Frequency response of continuous time LTI systems, response of electronic
circuits with initial conditions using Lapalce transforms. Z-Transform: Definition ROC - inverse z-transform properties -
transform analysis of LTI Systems - Frequency response of discrete time LTI systems. Inter relationship between different
representations and transforms.
Signals and Systems Outline

What is a signal?
Classification of signals
Operations on signals
Different types of signals based on real time signals
Systems
Properties of systems
LTI Systems
A Signal
A signal is a function of one or more variables,
which conveys information on the nature of some
physical phenomena.
Examples
f(t) : a voice signal, a music signal
f(x,y) : an image signal, a picture
f ( x , y , t ) : a video signal
xn : a sequence of data ( n: integer )
bn : a bit stream ( b:1 or 0 )
continuous-time, discrete-time
analog, digital
Human Perceptible/Machine Processed
How is a Signal Represented?
Mathematically, signals are represented as a function of one or more independent
variables.
For instance a black & white video signal intensity is dependent on x, y coordinates and
time t f(x,y,t)
On this course, we shall be exclusively concerned with signals that are a function of a
single variable: time

f(t)

t
A Signal
Signal and System
Signals are variables that carry information
System is an assemblage of entities/objects, real or abstract,
comprising a whole with each every component/element
interacting or related to another one.
Systems process input signals to produce output signals

Examples
i. Motion, sound, picture, video, traffic light
ii. Natural system (ecosystem), human-made system
(machines, computer storage system), abstract system
(traffic, computer programs), descriptive system (plans)
Signal Examples
Electrical signals --- voltages and currents in a circuit
Acoustic signals --- audio or speech signals (analog or digital)
Video signals --- intensity variations in an image (e.g. a CAT scan)
Biological signals --- sequence of bases in a gene: ECG,EEG signals
Noise: unwanted signal
:
Biomedical signals ECG & EMG
SAR image and Ultrasound image
Classification of Signals
Continous time and discrete time signals
Deterministic & Non Deterministic Signals
Periodic & A periodic Signals
Even & Odd Signals
Energy & Power Signals
Continuous time (CT) and discrete time (DT) signals
CT signals take on real or complex values as a function of an independent
variable that ranges over the real numbers and are denoted as x(t).

DT signals take on real or complex values as a function of an independent


variable that ranges over the integers and are denoted as x[n].

** use of parentheses and square brackets to distinguish between CT and DT


signals.
Analog Signals
Human Voice best example
Ear recognises sounds 20KHz or less
AM Radio 535KHz to 1605KHz
FM Radio 88MHz to 108MHz
Signal Types

Continuous time
Continuous amplitude

Continuous time
Discrete amplitude

Discrete time
Continuous amplitude

Discrete time
Discrete amplitude
Analog vs. Digital
Analogue Advantages
Best suited for audio and video
Consume less bandwidth
Available world wide
Less susceptible to noise

Digital Advantages
Best for computer data
Can be easily compressed
Can be encrypted
Equipment is more common and less expensive
Can provide better clarity
Analog or Digital
Analog Message: continuous in amplitude and
over time
AM, FM for voice sound
Traditional TV for analog video
First generation cellular phone (analog
mode)
Record player
Digital message: 0 or 1, or discrete value
VCD, DVD
2G/3G cellular phone
Data on your disk
Deterministic & Non Deterministic Signals
Deterministic signals
Behavior of these signals is predictable w.r.t time
There is no uncertainty with respect to its value at any
time.
These signals can be expressed mathematically.
For example x(t) = sin(3t) is deterministic signal.
Deterministic & Non Deterministic Signals Contd.

Non Deterministic or Random signals

Behavior of these signals is random i.e. not


predictable w.r.t time.
There is an uncertainty with respect to its value
at any time.
These signals cant be expressed
mathematically.
For example Thermal Noise, seismic
signals ,speech signal generated are non
deterministic signals.
Periodic and Non-periodic Signals
Given x(t) is a continuous-time signal

x (t) is periodic iff x(t) = x(t+T) for any T and any integer
n
Example
x(t) = A cos(wt)
x(t+T) = A cos[w(t+T)] = A cos(wt+wT)= A cos(wt+2p) = A cos(wt)
Note: T =1/f ; w=2pf
Periodic and Non-periodic Signals
Contd.
For non-periodic signals
x(t) x(t+T)

A non-periodic signal is assumed to have a period T =


Example of non periodic signal is an exponential signal
Important Condition of Periodicity for
Discrete Time Signals
A discrete time signal is periodic if
x(n) = x(n+N)

For satisfying the above condition the frequency of the discrete time signal
should be ratio of two integers
i.e. f = k/N
Sum of periodic Signals
X(t) = x1(t) + X2(t)
X(t+T) = x1(t+m1T1) + X2(t+m2T2)
m1T1=m2T2 = T = Fundamental period
Example: cos(tp/3)+sin(tp/4)
T1=(2p)/(p/3)=6; T2 =(2p)/(p/4)=8;
T1/T2=6/8 = = (rational number) = m2/m1
m1T1=m2T2 Find m1 and m2
6.4 = 3.8 = 24 = T
Sum of periodic Signals may not
always be periodic!
x(t ) = x1 (t ) x2 (t ) = cos t sin 2t
T1=(2p)/(1)= 2p; T2 =(2p)/(sqrt(2));
T1/T2= sqrt(2);
Note: T1/T2 = sqrt(2) is an irrational number
X(t) is aperiodic
Even and Odd Signals
Even Functions Odd Functions
g(t = g(t g(t = g(t
Even and Odd Parts of Functions
g ( t g ( t
The even part of a function is g e ( t =
2
g ( t g ( t
The odd part of a function is g o ( t =
2
A function whose even part is zero, is odd and a function
whose odd part is zero, is even.
Various Combinations of even and odd functions

Function type Sum Difference Product Quotient

Both even Even Even Even Even

Both odd Odd Odd Even Even

Even and odd Neither Neither Odd Odd


Derivatives and Integrals of Functions

Function type Derivative Integral

Even Odd Odd + constant

Odd Even Even


Discrete Time Even and Odd
Signals
g n = g n g n = g n

g n g n g n g n
ge n = go n =
2 2
Combination of even and odd function for
DT Signals
Function type Sum Difference Product Quotient

Both even Even Even Even Even

Both odd Odd Odd Even Even

Even and odd Even or Odd Even or odd Odd Odd


Products of DT Even and Odd
Functions
Two Even Functions
Products of DT Even and Odd
Functions Contd.
An Even Function and an Odd Function
Proof Examples

Prove that product of two even signals Change t -t


is even.
x(t ) = x1 (t ) x2 (t )
x(t ) = x1 (t ) x2 (t ) =
x1 (t ) x2 (t ) = x(t )
Prove that product of two odd signals is
odd.

x(t ) = x1 (t ) x2 (t )
x(t ) = x1 (t ) x2 (t ) =
What is the product of an even signal
and an odd signal? Prove it! x1 (t ) x2 (t ) = x(t ) =
x(t ) Even
Products of DT Even and Odd
Functions Contd.
Two Odd Functions
Energy and Power Signals

Energy Signal
A signal with finite energy and zero power is called Energy Signal
i.e.for energy signal
0<E< and P =0
Signal energy of a signal is defined as the area under the square of
the magnitude of the signal.


The units of signal energy depends on the
2 unit of the signal.
Ex = x (t

dt
Energy and Power Signals Contd.

Power Signal
Some signals have infinite signal energy. In that caseit is more
convenient to deal with average signal power.
For power signals
0<P< and E =
Average power of the signal is given by

T /2
1
x ( t dt
2
Px = lim
T T
T / 2
Energy and Power Signals Contd.

For a periodic signal x(t) the average signal power is

1
Px = x ( t dt
2

T T

T is any period of the signal.


Periodic signals are generally power signals.
Signal Energy and Power for DT
Signal
A discrtet time signal with finite energy and zero
power is called Energy Signal i.e.for energy signal

0<E< and P =0
The signal energy of a for a discrete time signal x[n] is

x n
2
Ex =
n=
Signal Energy and Power for DT Signal
Contd.

The average signal power of a discrete time power signal


x[n] is
1 N 1
x n
2
Px = lim
N 2 N
n= N

For a periodic signal x[n] the average signal power is


1
x n
2
Px =
N n= N

The notation n= N means the sum over any set of



consecutive n 's exactly N in length.

What is System?
Systems process input signals to produce output signals
A system is combination of elements that manipulates one or
more signals to accomplish a function and produces some
output.

input output
system
signal signal
Types of Systems
Causal & Anticausal
Linear & Non Linear
Time Variant &Time-invariant
Stable & Unstable
Static & Dynamic
Invertible & Inverse Systems
Causal & Anticausal Systems
Causal system : A system is said to be causal if the present value
of the output signal depends only on the present and/or past
values of the input signal.
Example: y[n]=x[n]+1/2x[n-1]
Causal & Anticausal Systems Contd.
Anticausal system : A system is said to be anticausal if the present
value of the output signal depends only on the future values of
the input signal.
Linear & Non Linear Systems
Time Invariant and Time Variant
Systems
A system is said to be time invariant if a time delay or time
advance of the input signal leads to a identical time shift in the
output signal.

yi (t ) = H {x(t t0 )}
= H {S t 0{x(t )}} = HS t 0{x(t )}
y0 (t ) = S t 0{ y(t )}
= S t 0{H {x(t )}} = S t 0 H {x(t )}
Stable & Unstable Systems
A system is said to be bounded-input bounded-output stable
(BIBO stable) iff every bounded input results in a bounded output.
i.e.

t | x(t ) | M x t | y(t ) | M y
Stable & Unstable Systems Contd.

Example
- y[n]=1/3(x[n]+x[n-1]+x[n-2])

1
y[n] = x[n] x[n 1] x[n 2]
3
1
(| x[n] | | x[n 1] | | x[n 2] |)
3
1
(M x M x M x ) = M x
3
Stable & Unstable Systems Contd.
Example: The system represented by
y(t) = A x(t) is unstable ; A1
Reason: let us assume x(t) = u(t), then at every instant u(t) will
keep on multiplying with A and hence it will not be bonded.
Static & Dynamic Systems

A static system is memoryless system


It has no storage devices
its output signal depends on present values of the input signal
For example
Static & Dynamic Systems Contd.
A dynamic system possesses memory
It has the storage devices
A system is said to possess memory if its output signal depends on
past values and future values of the input signal
Invertible & Inverse Systems

If a system is invertible it has an Inverse System

x(t) y(t) Inverse x(t)


System
System

Example: y(t)=2x(t)
System is invertible must have inverse, that is:
For any x(t) we get a distinct output y(t)
Thus, the system must have an Inverse
x(t)=1/2 y(t)=z(t)
Inverse
x(t) System y(t)=2x(t) x(t)
System
(multiplier)
(divider)
Discrete-Time Systems

A Discrete-Time System is a mathematical operation that


maps a given input sequence x[n] into an output sequence
y[n]
y[n] = T{x[n]}
Example:
Moving (Running) Average

y[n] = x[n] x[n 1] x[n 2] x[n 3]

Maximum
y[n] = maxx[n], x[n 1], x[n 2]
Ideal Delay System
y[n] = x[n no ]
Memoryless System

A system is memoryless if the output y[n] at every value of n depends only on the
input x[n] at the same value of n
Example :
Square
y[n] = (x[n]
2

Sign

y[n] = signx[n]
counter example:
Ideal Delay System

y[n] = x[n no ]
Linear Systems

Linear System: A system is linear if and only if


T{x1[n] x2[n]} = Tx1[n] Tx2[n] (additivity)
and
Tax[n] = aTx[n] (scaling)

Example: Ideal Delay System

y[n] = x[n no ]
T{x1[n] x2[n]} = x1[n no ] x2[n no ]
T{x2[n]} Tx1[n] = x1[n no ] x2[n no ]
Tax[n] = ax1[n no ]
aTx[n] = ax1[n no ]
Time-Invariant Systems

Time-Invariant (shift-invariant) Systems

y[n] = T{x[n]} y[n no ] = Tx[n no ]


A time shift at the input causes corresponding time-shift at output
Example: Square

y1 n = (x[n no ]
2
Counter Example: Delay the input the output is
2 Compressor System
y[n] = (x[n] Delay the output gives yn - no = (x[n no ]
2

Delay the input the output is y1 n = x[Mn no ]


y[n] = x[Mn] Delay the output gives yn - no = xM(n no
Causal System

A system is causal iff its output is a function of only the current and previous samples

Examples: Backward Difference

Counter Example: ForwardyDifference


[n] = x[n] x[n 1]

y[n] = x[n 1] x[n]


Stable System

Stability (in the sense of bounded-input bounded-output BIBO). A system is


stable iff every bounded input produces a bounded output

Example: Square x[n] Bx y[n] By

y[n] = (x[n]
2

Counter if
Example: Log
input is bounded by x[n] Bx
output is bounded by y[n] B2x
y[n] = log10( x[n]
even if input is bounded by x[n] Bx
output not bounded for xn = 0 y0 = log1 0 ( xn =
60 System Examples

Real-World Examples of Systems


Circuits
Car
Inputs Steering wheel, force on accelerometer and brakes
Outputs Position of car, velocity
Chemical processes
Electromechanical systems (motors)
Economics, stock market
Biological processes (heart)
61 Two Types of Systems

Continuous-time systems
Operate on continuous-time signals
Commonly found in the physical world
Represented mathematically using differential equations
System parameters are defined on a continuum of time

Discrete-time systems
Operate on discrete-time signals
ex. Computer algorithms
Represented mathematically by difference equations
System parameters are defined only at discrete points in time
62 Hybrid Systems
Most real systems are hybrid systems
Use both CT and DT systems
ex. Audio delay system

a(t) CT b(t)
ADC
c[n] DT d[n]
DAC
e(t) CT f(t)
System System System
Amplification Analog-to-Digital ex. Delay Digital-to-Analog ex. Smoothing filter
converter converter
-Sampler -DT to CT
-CT to DT
63 Audio Delay System Example
a(t) CT b(t)
ADC
c[n] DT d[n]
DAC
e(t) CT f(t)
System System System
Amplification Analog-to-Digital ex. Delay Digital-to-Analog ex. Smoothing filter
converter converter
-Sampler -DT to CT
-CT to DT
Sample at a
a(t) b(t) c[n] constant rate (time
period)

t t n

d[n] e(t) e(t)

n t t
Creating Useable Systems
Purpose of system design
To create an I/O relationship that is predictable

The system I/O relationship must be the same every time the
same today as it was yesterday and will be tomorrow
Time Invariant
Given any type of input, the output follows a reasonable
relationship
EasiestLinear
is Linear Nonlinear
Out Out

?
In In

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