Summer 2008

Signals & Systems

S.F. Hsieh

I. Introduction to Signals and Systems

1

Goal of Signals & Systems

to develop mathematical models/techniques for continuous-/discrete-time signal and system analysis/synthesis(design).

Signals(functions) are variables(time/space) that carry information,
Ex. f (t) speech(voltage/current picked up from microphone, a computer file xxx.wav, stock
market index, ECG(ElectroCardioGram); f (x, y)/f (x, y) image xxx.gif or xxx.jpg; f (t, x, y)
video xxx.mpg.
Systems(mapping) process input signals to produce output signals. They can be hardwares(DSP processors/circuits/automobile, economic system) or softwares(programs).

Classifications of signals
1. Digital/analog: the amplitude is discrete(quantized) or not.
2. Continuous-/Discrete-time: (MATLAB commands: plot, stem)
Continuous-time signal: x(t), < t < , where the time-variable t is continuous.

Discrete-time signal: x[n] x(nT ), n = 0, 1, 2, . . ., where T represents the sampling

time. Note that x[3 12 ] is NOT defined. Many discrete-time systems are computer programs.
x(t)
1
0.8
0.6
0.4
0.2

10

12

14

16

x[n]
0.8
0.6
0.4
0.2
0
8

I-1

3. Deterministic/Random:
Deterministic signals:

periodic(Fourier series)
x(t) = x(t + T ), t
minimum T is the fundamental period.
aperiodic(Fourier transform)

Random signals(such as noise): probability density function, mean, autocorrelation, power

spectral density.
4. Energy/Power signals:
Size of a signal x(t):
energy:

|x(t)|2 dt

if x(t) is the voltage applied across a dummy load of one- resistor, then x2 (t) is the
power assumption (Watts). Integration of power over time is the total energy of the
signal, namely, E indicates the energy that can be extracted from the signal.
Continuous-time: T
R
Total energy over the time interval t1 t t2 is tt12 |x(t)|2 dt.
P 2
Discrete-time: total energy over the time interval n1 n n2 is nn=n
|x[n]|2 .
1
average power:
Z
1 T /2
|x(t)|2 dt
P lim
T T T /2
If x(t) is periodic, then its average power becomes
Z
1 T /2
|x(t)|2 dt
P =
T T /2

The rms(root-mean-square) value of x(t) is P .

Definitions:

x(t) is an energy signal if it has a finite energy Ex < and its power Px = 0.
x(t) is a power signal if it has a finite power Px < , and energy Ex = .

(Lathi Ex 1.2, p 72)

Power of a single real sinusoid x(t) = C cos(0 t + ) is Px = C2 , where C is a positive

amplitude.
Power of a single exponential y(t) = Dej0 t is Py = |D|2 , where D is a complex number
comprised of amplitude and phase.
P
Power of sum of orthogonal complex exponentials z(t) = i Di eji t with distinct
P
P
frequencies i s is equal to the sum of individual powers Pz = i Pi = i |Di |2 .
(Q) Suppose z(t) = x(t) + y(t). Under what condition will the power of z(t) be equal
to the sum of those of x(t) and y(t), i.e., Pz = Px + Py ?

Examples:
(a)
(b)
(c)
(d)
(e)

x(t) = e3t u(t) is an energy signal with energy 1/6.

x(t) = Aej2t is a power signal with power A2 .
A rectangular pulse A (t/ ) of amplitude A and duration has energy A2 .
A (t/ ) cos(0 t + ) has energy A2 /2.
P
tnT0
2
A rectangular pulse train
n: ( ), T0 > , is a power signal with P = A /T0
I-2

(f) A ramp signal f (t) = t and an everlasting exponential g(t) = eat are neither energy
nor power signals.
(g) Is x(t) = 10 a power or energy signal?
(h) What is the energy of a sinc function sinc(x) = sinxx ? (Parsevals thm in Chp 7s
Fourier transform can solve it easily.)

Basic operations on signals

1. Amplitude:
(a) amplitude-scale: x(t) = ax(t), where a > 0,
a > 1: amplify(gain > 1)
0 < a < 1: attenuate(gain < 1)

(b) negation: x(t) = x(t), change of polarity

(c) level-shift: x(t) = x(t) + c
c > 0: shift up by c
c < 0: shift down by c

(d) Note that sum of two lines is itself a line, too.

x3 (t) = x1 (t) + x2 (t)







x1 (t)
XXX
XXX x2 (t)
XXX


[Ex] Given x(t), plot y(t) = 2x(t) + 3.

(multiply/divide first, then add/subtract)




-1

-1

x(t)

A
A

- t

-2

A
A

@
@

2x(t)

-1
2. change of Time-variable: Assume that x(t) looks like
1

-1

x(t)

I-3

(a) time-scale: x(t) = x(t), where > 0

> 1, time-compression:
1






21

x(2t)
-

1
2

< 1, time-expansion:

x( 2t )

-2

This may seem to hurt your instinct. For justification, Let y(t) = x(2t). Choose a few ts
and plot y(t), we have y(0) = x(0)(still centered around the origin), y( 12 ) = x(2 21 ) = x(1),
and y( 12 ) = x(2 12 ) = x(1).
(b) time-reversal(inversion): x(t) = x(t)
1

x(t)
A
A

AA

t
-1
1
The right-hand-side is mirrored about the origin, and vice versa.

(c) time-shift: x(t) = x(t + )

> 0, left-shifted(advanced)

< 0, right-shifted(delayed):

x(t + )

x(t )
-

Again, this seems to be unbelievable. A mindful reader will not hesitate to play the same
game: Let y(t) = x(t 3). y(3) = x(3 3) = x(0), y(0) = x(0 3) = x(3), etc. From
which, she/he convinces herself/himself.
(d) Combined operation: x(t) = x(t + ) ,
[method 1]:
Let y(t) = x(t + ), i.e., advance/delay x(t) by to obtain y(t).
Let z(t) = y(t), i.e., compress/expand y(t) by .

As a check, z(t) = y(t) = x(t + ). The above procedure can change its order. BUT, be
careful!
[method 2]:
I-4

 Let v(t) = x(t), i.e., compress/expand y(t) by .

Let w(t) = v(t + ), INSTEAD OF w (t) = v(t + ).

As a check, w(t) = v(t + ) = x([t + ]) = x(t + ) = z(t), while w (t) = v(t + ) =

x([t + ]) = x(t + ) 6= z(t)!
Note:
if you have difficulty in combining w(t) and v(t), you can use more dummy variables
to avoid confusion:

v(s) = x(s), w(t) = v(t + )

so that

w(t) = v(s)|s=t+ = x([t + ]) = x(t + )

[Method 1] is preferred due to its algebraic simplicity.

[Ex] Given x(t), plot y(t) = x(2t 3), and z(t) = x(2t + 3).
(subtract/add first, then divide/multiply, a rule which is exactly opposite to the one used in
the amplitude operations.)
It is strongly recommended to check y(t)/z(t) at some t s where x(t) changes abruptly(and t = 0).
Given x(t)
1

x(t)

-1

Right shift by 3, x(t 3)

1

x(t 3)

Compress by 2, x(2t 3)






-

(Check)
let x(2t 3) = x(0),
let x(2t 3) = x(1),
let x(2t 3) = x(2),

we have t = 3/2
we have t = 1
we have t = 5/2

Similarly,
Given x(t)
1

-1

x(t)

I-5

indeed y(3/2) = x(2t 3) = x(0)

indeed y(1) = x(2t 3) = x(1)
indeed y(5/2) = x(2t 3) = x(2)

 Left shift by 3, x(t + 3)

1

-4

x(t + 3)
-

-3 -2

Compress by 2 and time-reversal(whichever comes first), x(2t + 3)

E

EE

(Check)
let x(2t + 3) = x(0),
let x(2t + 3) = x(1),
let x(2t + 3) = x(2),

we have t = 3/2
we have t = 2
we have t = 1/2

indeed y(3/2) = x(2t + 3) = x(0)

indeed y(2) = x(2t + 3) = x(1)
indeed y(1/2) = x(2t + 3) = x(2)

Signal characteristics
1. Even/Odd
Even function(signal): x(t) = x(t), t, symmetric about the origin,
#c
#
c
#
c

Odd function(signal): x(t) = x(t), t, anti-symmetric about the origin,

6
b
b
b
Q
Q
Q
Q
Q

b
b

(Fact) Every signal x(t) can be decomposed as a sum of even and odd signals: x(t) =
and xo (t) Od{x(t} x(t)x(t)
.
xe (t) + xo (t), where xe (t) Ev{x(t} x(t)+x(t)
2
2
2

A
A
A

x(t)

1
=

6
x (t)
l e
l
l

2. Periodic signals: x(t) = x(t + nT ), t. T is its period.

6
xo (t)
@
@

@
@

Sum of several continuous-time periodic signals may not be period, depending on the relationship
among their fundamental periods.

3. Causal signal: x(t) = 0, t < 0; anticausal signal: x(t) = 0, t > 0.

I-6

Basic Signal Models

1. Complex exponential signals:
x(t) = Cest Aej e(+j)t s + j in Laplace transform

x[n] = Cz n Aej (rej )n z rej

in Z transform

(a) = 0 and = 0, x(t) = Aet is real exponential(non-oscillating),

i. > 0 or r > 1: exponentially growing,
ii. < 0 or r < 1: exponentially decaying,
iii. = 0 or r = 0: constant.
(b) 6= 0,

i. = 0 or r = 1: x(t) = Aej ejt = A cos(t + ) + jA sin(t + ) or x[n] = Aej ejn

is a non-damping cisoid(complex sinusoid). will see in Fourier transforms.
ii. > 0 or r > 1: x(t) = Aet ej(t+) is an exponentially increasing(unstable) cisoid
iii. < 0 or r < 1: x(t) = Aet ej(t+) is an exponentially damped(decreasing) cisoid

[Eulers formula]
ejt cos t + j sin t and ejt cos t j sin t
1 jt
1
cos t =
(e + ejt ) and sin t = (ejt ejt )
2
2j
10
5

damping factor =0.5

frequency=2.7pi

0
5
10
15
5

t=5:0.01:5;
x=exp(0.5*t).*cos(2.7*pi*t);
subplot(2,1,1); plot(t,x)

10
smaller damping factor =0.3
larger frequency=4.2pi

5
0
5

y=exp(0.3*t).*cos(4.2*pi*t);
subplot(2,1,2);plot(t,y);

10
15
5

On the left-hand-side, < 0, est 0 as t , and the magnitude || controls the envelope
(damping factor); as || increases, the envelope decays faster.

Along the j-axis, controls the angular frequency of the rotating phasor.
I-7

2. Rectangular pulse: (t/ )

(t/ )

3. Triangular pulse: (t/ )

(t/ )
1

HH

HH

HH


4. Unit step function: u(t) =

Rt

()d

1, t 0
0, t < 0

0
5. Unit ramp function: r(t) =

Rt

u()d

= tu(t):










0
[Ex] tu(t) 2(t 1)u(t 1) + (t 2)u(t 2)

HH

HH

HH


I-8

Impulse function

6.1

Unit impulse (Kronecker delta function) in discrete time

[n]

0, n 6= 0
1, n = 0
x

1
x

-1

[n]
x

1. unit step function:

u[n]

0, n < 0
1, n 0
u[n]
1
x

-1

difference equation: [n] = u[n] u[n 1]

running sum: u[n] =

2. sampling property:

Pn

m= [m]

x[n][n] = x[0][n] similar to differentiation in CT

x[n][n n0 ] = x[n0 ][n n0 ] similar to integration in CT
3. sifting property:
x[n] =

X
k

x[k][n k] convolution of x[n] and [n]

= + x[2][n + 2] + x[1][n + 1] + x[0][n] + x[1][n 1] +

any sequence can be expressed as a sum of scaled/shifted impulses .

6.2

Unit impulse function(Dirac delta function): (t), in continuous time

(t) = lim

t
d
1
( ) =
u(t), a pulse with unit area and zero width, located at t = 0

dt

- 

(t)

reducing

area = 1
-

I-9

Properties of (t):
R

1. sifting:

x(t) (t

t0 )dt = x(t0 )
6

(t t0 )

x(t0 ) (t t0 )

x(t)

x(t) (t t0 )dt =

= x(t0 )
R

2t (t
e

t0

x(t0 ) (t t0 )dt

= x(t0 )

Example:

t0

(t t0 )dt

3)dt = e6

2. Convolution of x(t) with (t t0 ) is x(t t0 ).

which is useful in proving the sampling theorem and modulation/demodulation.
x(t)

x(t t0 )

(t t0 )

0
Pf. x(t) (t t0 ) =

t0

x( )(t t0 )d =

=
0

x( )( t + t0 )d = x(t t0 ).

Question: What is x(t) [(t t0 ) + (t + t0 )] [(t t0 ) + (t + t0 )]? (demodulation)

3. Other properties:
x(t)(t) = x(0)(t).

x(t)(t t0 ) = x(t0 )(t t0 ).

(t) =

d
dt u(t).

Rt

( )d = u(t).
1
(at) = |a|
(t).

(t) = (t).

x(t)(t t0 ) = x(t0 )(t t0 ).

( )(t

R4

t=0 3(t

R4

t=2 (t

)d = (t).

2)dt = 3.

6)dt = 0.

I - 10

t0

Systems

process an input x(t) to produce an output y(t): cause system effect

1. Physical models: an electric circuit
2. Block diagrams
continuous-time: using integrators, adders, and gains (and multipliers)

discrete-time: using delays, adders, and gains (and multipliers)

3. Mathematical system equations:
integro-differential equation: y(t) =

dx(t) R t
[4x( )
dt

difference equation: y[n] = ay[n 1] + bx[n]

y( )]d .

4. Interconnection of systems:
(a) series(cascade):
- S1

- S2

(b) parallel:
- S1
6
?- S2

-6

(c) feedback:
- S
1

-
6


- S
2

S3  ?

Classification of Systems
1. Continuous-time or Discrete-time,
2. Analog or Digital,
3. Memoryless: the o/p of a memoryless system at time t0 depends only on its input at the same
time instant t0 . Memory is associated with storage of energy in physical systems and storage
registers in digital computers.
Delay, capacitor, and inductor elements are not allowed for a memoryless system. Thus, a
resistive voltage divider is a memoryless system, while an RC lowpass circuit has memory.
[Ex] y[n] = x2 [n] + x[n], y(t) = 10x(t): memoryless.
2
vi (t) is also memoryless
A voltage divider: vo (t) = R1R+R
2
t
x( )d, y[n] = x[n 2], y[n] = (x[n 1] + x[n] + x[n 1])/3: with memory.
[Ex] y(t) =
An electric example isR a current source i(t) connected to a capacitor, then the voltage across the
t
i( )d .
capacitor is v(t) = C1

I - 11

4. Invertible: A system is invertible if the cascade of this system with its inverse system yields an
output which is the input to the first system.
x[n] system y[n] inverse system w[n] x[n]
Examples:
(a) System: y(t) = 2x(3t); its inverse system: w(t) = 12 y( 3t )
(b) A running-sum system: y[n] =
tion: w[n] = y[n] y[n 1].

Pn

k= x[k];

its inverse system satisfies a difference equa-

Inverse processing is important in equalization, lossless coding, etc.

5. Causal(nonanticipative) and noncausal: A causal systems output y(t0 ) can only depends on
the present and past inputs: {x( ), t0 }, i.e., the system cannot anticipate the future input.
o/p: y1 (t)
-

i/p: x(t)





causal

o/p: y2 (t)
-

%L
%
L
L

H%
#H
#

Noncausal

-2

"
"

LL

e
e

Later, we will show that, for a causal LTI system, its impulse response h(t) = 0, t < 0.

[Ex] y[n] = x[n] x[n + 1], and y(t) = x(t + 1) are noncausal, because the output y(2) at present
time t = 2 depends on the future input x(3) at t = 3.
A memoryless system is also causal.

All physical systems with time as the independent variable are causal. There are practical
systems that are not causal:
Physical systems for which time is not the independent variable e.g., the independent
variable is (x, y) as in an image. y[n] = (x[n 1] + x[n] + x[n + 1])/3, take the average
of three neighboring data.
Processing of signals is not in real time, e.g., the signal has been recorded or generated
in a computer.
6. Stable: A system is stable in the sense of bounded-input, bounded-output(BIBO) if the
output y(t) is bounded for a bounded input x(t), i.e., if |x(t)| B1 , t, then B2 < ,
|y(t)| B2 ,Rt. For a stable linear-time-invariant system, its impulse response must be absolutely

|h(t)|dt < . (to be shown later)

integrable:
7. LINEAR: linear combination of inputs lead to linear combination of corresponding outputs
(superposition):
x1 (t) - Linear - y1 (t)
If

and

then

x2 (t) - Linear - y2 (t)

I - 12

ax1 (t) + bx2 (t)

- Linear

- ay1 (t) + by2 (t)

Suppose y1 (t) = H[x1 (t)], and y2 (t) = H[x2 (t)]. If the output due to the input a1 x1 (t) + a2 x2 (t)
is equal to a1 y1 (t) + a2 y2 (t) then the system H is linear, i.e., check if
?

H[a1 x1 (t) + a2 x2 (t)] = a1 y1 (t) + a2 y2 (t)

Linearity does not allow x2 (t), |x(t)|.
8. TIME-INVARIANT(TI): a delayed input leads to a corresponding delayed output:
If

Time
Invariant

x(t)

y(t)

then

x(t )

Time
Invariant

y(t )

for all x(t) and .

We need to verify if the following is true:
?

H[x(t )] = {H[x(t)]}|t:t = y(t ),

(a) A system is time-invariant if its system parameters are fixed over time.
+

A
A

A
A

x(t)

y(t)

d
An RC lowpass filter with constant resistance R and C is time-invariant: RC dt
y(t) + y(t) =
x(t). If the resistance R(t), changes with time, then the system becomes time-varying:
d
y(t) + y(t) = x(t), because its system parameters are not constant over time.
R(t)C dt
(b) Time-invariance does not allow x(2t), x(t), tx(t).
(c) Ex. A compressor with y[n] = x[M n] is not TI because y[n n0 ] = x[M (n n0 )] 6=
x[M n n0 ]. Be careful in distinguishing x[M (n n0 )] and x[M n n0 ].

LTI systems
1. Many man-made and naturally occurring systems can be modeled as linear time-invariant (LTI)
systems. Ex. resistors(R), inductors(L), capacitors(C).
2. A fixed-coefficient linear differential equation (made up from RLC components) are LTI. (CT)
3. A fixed-coefficient linear difference equation (delay, gain, adder) are LTI. (Discrete-Time)
4. (Ex) Is the following system linear-time-invariant?
y(t) = x(t)g(t)
where x(t) and y(t) denote the input and output, respectively.
Linear, yes. Let y1 (t) x1 (t)g(t) and y2 (t) x2 (t)g(t). Suppose
x(t) = a1 x1 (t) + a2 x2 (t)

then
H[x(t)] = x(t)g(t)

= a1 x1 (t)g(t) + a2 x2 (t)g(t)
= a1 y1 (t) + a2 y2 (t)
I - 13

 Time-varying. Let y(t) = x(t)g(t). Suppose xd (t) = x(t ).

H[xd (t)] = x(t )g(t)

6= y(t ) = x(t )g(t )

If g(t) = cos c t, we call it linear modulation.

9.1
1.

Examples
d
dt y(t)

+ 10y(t) = x(t) is a causal LTI system. y[n] = 0.9y[n 1] + x[n] is causal LTI, too.
dn1
dn
dtn y(t) + an1 dtn1 y(t) + + a0 y(t)

2. In general,
system.
3. y(t) =

x( )h(t

d
d
= bm dt
m x(t) + + b1 dt x(t) + b0 x(t) is a linear

)d is an LTI system. reads as y(t) is the convolution of x(t) and h(t).

[Pf] The proof for linearity is omitted.

Let x
(t) = x(t ), then
y(t)

:
=
=

is the response to the input x

(t)
Z

x
( )h(t )d
x( )h(t )d

let s , sorry for so many dummy variables

=
y(t ) =
4. (a) y(t) =
(b) y[n] =
(c) y(t) =
y[n] =
(d) y(t) =

x(t

Zs

x(s)h(t s)ds
x( )h(t )d, from the definition of y(t) =

x( )h(t

Pn

Rt

m] =

m: x[n

m]h[m] is LTI. (discrete-time convolution)

)d is a causal LTI system.

m: x[m]h[n

x(t

x( )h(t )d

)h( )d is LTI, too. (commutative law for convolution)

m: x[m]h[n

Rt

m] is a causal LTI system.

)h( )d is a noncausal, linear, time-varying system.

t
0
[Pf] Say h(t) = 1, then y(t) =
x(t )d we can see that y(0) =
x( )d =
x(u)du,
which
means
that
y(0)
is
the
integral
of
future
input
x(0+)
upto
x().
Non0
causal!

5. (a)

d
dt y(t)

+ ty(t) = x(t) is a linear system.

d
d
y1 (t) + ty1 (t) = x1 (t)
y2 (t) + ty2 (t) = x2 (t)
dt
dt

d
d
y1 (t) + 2 y2 (t) + t[1 y1 (t) + 2 y2 (t)] = 1 x1 (t) + 2 x2 (t)
dt
dt

d
[1 y1 (t) + 2 y2 (t)] + t[1 y1 (t) + 2 y2 (t)] = 1 x1 (t) + 2 x2 (t)
dt
Thus the response to the input 1 x1 (t) + 2 x2 (t) is 1 y1 (t) + 2 y2 (t).
(b)

d
dt y(t)

+ 10y(t) + 5 = x(t) is a nonlinear system.

I - 14

(c) y(t) = x(t2 ) is linear, noncausal, and time-varying.

y(2) depends on x(4); thus noncausal. Let x
(t) = x(t ), then y(t) = x
(t2 ) = x(t2 ) 6=
y(t ) = x((t )2 ); thus time-varying.

(d) y(t) = sin[x(t)] is time-invariant.

(e) y(t) = x(2t) is NOT time-invariant.

[Pf] Suppose x(t) = y(t) = x(2t). Let x
(t) = x(t ), then the output from x
(t) is
y(t) = x
(2t) = x
(s)|s=2t = x(s )|s=2t = x(2t )
Compared with the delayed output y(t ):
y(t ) = y(s)|s=t = x(2s)|s=t = x(2(t )) = x(2t 2 )
We find that y(t) 6= y(t ), it is NOT TI!

(f) ny[n] + a1 y[n 1] = x[n] is a linear and time-varying(because of n before y[n]).

(g) y[n] + 0.8y[n 1] + 5 = x[n] is a nonlinear system(because of the constant 5).

(h) y[n] = x[n2 ] is linear, noncausal, and time-varying.

(i) y[n] = sin(x[n]) is time-invariant.

9.2

Questions

1. If some system: x(t) y(t) is linear, and another system: y(t) z(t) is linear, too, Is the
cascaded system x(t) z(t) linear?
2. If some system: x(t) y(t) is linear, and another system: x(t) z(t) is linear, too, Is the
parallel system x(t) w(t) = y(t) + z(t) linear?
3. Redo the above two questions, when the systems are time-invariant.
4. Is the cascaded connection of two nonlinear systems is nonlinear?
5. (Oppenheim et al.) Consider three systems with the following input/output relationships:
system 1 : y[n] =

x[n/2], n : even
0,
n : odd

1
1
system 2 : y[n] = x[n] + x[n 1] + x[n 2]
2
4
system 3 : y[n] = x[2n]
Suppose these systems are cascaded in series. Find the input/ouput relationship for the overall
cascaded system. Is it linear? Is it time-invariant?
6. Can you generalize the definitions of linearity and time-invariance for a system processing 3D
signals with 2 independent variables: s(t1 , t2 ), where s = [s1 , s2 , s3 ]?

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