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TEL252E

Signals and Systems

Prof.Dr.
f Muhittin
hi i Gökmen
G k
Dept. Of Computer Eng.

MG2011 TEL252E Signals and Systems 1

Lecture 1
1) General Informations about course
2) Signals
3) Systems
4) Examples

MG2011 TEL252E Signals and Systems 2

1
General Information
Course Name:
TEL252E Signals and Systems
Course Staff:
Instructors: Prof.Dr.Muhittin Gökmen
Room #: EEB 4316
e-mail:gokmen@cs.itu.edu.tr
Doç.Dr. Sabih Atadan
Room #:EEB 5109
e-mail: satadan@cs.itu.edu.tr
Teaching Assistant: Muzaffer Ege Alper
R
Room #
#: R
Research
hLLab3
b3

MG2011 TEL252E Signals and Systems 3

General Information (Cnt’d)

Course Material:
Lecture Notes
Oppenheim, A. V., and A. S. Willsky, with
S. H. Nawab. Signals and Systems. 2nd ed.
New Jersey: Prentice-Hall, 1997.
ISBN: 0138147574.

MG2011 TEL252E Signals and Systems 4

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General Information

Evaluation:
4 Homeworks %10
2 Quizes  %15
Mid-Term  %35
Final  %40

Detailed information can be found in the course


web-page:
http://www.cs.itu.edu.tr/~canberk/tel252e.htm

MG2011 TEL252E Signals and Systems 5

Calendar
Week 1 Introduction
Week 2 Continuous-Time and Discrete-Time Signals and Systems. System Properties.
Singular functions.
Week 3 Convolution. Periodic Signals.
Week 4 Continuous- and Discrete-Time Fourier Series.
Week 5 Continuous-Time Fourier Transform.
Week 6 Continuous-Time Fourier Transform (cont.). Discrete-Time Fourier Transform.
Week 7 Discrete-Time Fourier Transform (cont.).
Week 8 First and Second Order Continuous- and Discrete-Time Systems. Ideal and Non-Ideal
Filters.
Week 9 Midterm Exam
Week 10 Sampling. Impulse-Train Sampling. Sampling Theorem and Aliasing. Zero and First
Order Hold. Analog-to-Digital and Digital-to-Analog Conversions.
Week 11 Laplace Transforms
Transforms, Unilateral and Bilateral z-Transforms,
z-Transforms Region of Convergence
(ROC). The relationships between Laplace Transform, (Continuous and Discrete) Fourier
Transforms and z-Transform.
Week 12 Transfer Functions using the Laplace- and z-Transforms, Pole-Zero Plot in s- and z-
planes, Stability.
Week 13 Constant Coefficient Linear Differential and Difference Equations.
Week 14 Block Diagram Representation of Continuous- and Discrete-Time Systems. Direct
Form, Series and Cascade Filter Realizations. Feedback Structure in s-Domain.

MG2011 TEL252E Signals and Systems 6

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Course Outline (Tentative)
 Fundamental Concepts of Signals and Systems
 Signals
 Systems
 Linear Time-Invariant (LTI) Systems
 Convolution integral and sum
 Properties of LTI Systems …
 Fourier Series
 Response to complex exponentials
 Harmonically related complex exponentials …
 Fourier Integral
 Fourier Transform & Properties …
 Modulation (An application example)
 Discrete-Time Frequency Domain Methods
 DT Fourier Series
 DT Fourier Transform
 Sampling Theorem
 Z Transform
 Stability analysis in z domain
MG2011 TEL252E Signals and Systems 7

Chapter
p I
Signals and Systems

MG2011 TEL252E Signals and Systems 8

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SIGNALS
Signals are functions of independent variables
that carry information about the behavior or
nature of some phenomenon
For example:
• 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
MG2011 TEL252E Signals and Systems 9

What is Signal?

 Signal is the variation of a physical phenomenon / quantity with respect


to one or more independent variable
 A signal is a function
function.

Example 1: Voltage on a capacitor as a function of time.

R
+
Vs I
i C Vc
-

RC circuit

MG2011 TEL252E Signals and Systems 10

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What is Signal?
Example 2 : Closing value of the stock exchange Example 3:Image as a function of x-y coordinates
index as a function of days (e.g. 256 X 256 pixel image)

Index

M T W T F S S
Fig. Stock exchange

MG2011 TEL252E Signals and Systems 11

THE INDEPENDENT VARIABLES

• Can be continuous
— Trajectory of a space shuttle
— Mass
M density
d it iin a cross-section
ti off a brain
b i
•Can be discrete
— DNA base sequence
— Digital image pixels
• Can be 1-D, 2-D, ••• N-D
• For this course: Focus on a single (1-D) independent variable
which we call “time”.

Continuous-Time (CT) signals: x(t), t — continuous values


Discrete-Time (DT) signals: x[n], n — integer values only

MG2011 TEL252E Signals and Systems 12

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CT Signals

Most of the signals in the physical world are CT


signals—E.g. voltage & current, pressure,
temperature, velocity, etc.

MG2011 TEL252E Signals and Systems 13

DT Signals
• x[n], n — integer, time varies discretely

• Examples of DT signals in nature:


— DNA base sequence
— Population of the nth generation of certain
species

MG2011 TEL252E Signals and Systems 14

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Many human-made DT Signals
Ex.#1 Weekly Dow-Jones Ex.#2 digital image
industrial average

Courtesy of Jason Oppenheim.


Used with
ith permission.
permission

Why DT? — Can be processed by modern digital computers


and digital signal processors (DSPs).

MG2011 TEL252E Signals and Systems 15

Continuous-Time vs. Discrete Time


 Signals are classified as continuous-time (CT) signals and
discrete-time (DT) signals based on the continuity of the
independent variable!

 In CT signals, the independent variable is continuous (See


Example 1 (Time))
 In DT signals, the independent variable is discrete (See
Ex 2 (Days), Example 3 (x-y coordinates, also a 2-D
signal))
i l))
 DT signal is defined only for specified time instants!
 also referred as DT sequence!

MG2011 TEL252E Signals and Systems 16

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Continuous-Time vs. Discrete Time

 The postfix (-time) is accepted as a convention, although some


independent variables are not time

 To distinguish CT and DT signals, t is used to denote CT


independent variable in (.), and n is used to denote DT
independent variable in [.]
 Discrete x[n], n is integer

 Continuous x(t), t is real

 Signals can be represented in mathematical form:


 x(t) = et, x[n] = n/2
0 ,tt  5
 y(t) = 
 t
2
,t  5
 Discrete signals can also be represented as sequences:
 {y[n]} = {…,1,0,1,0,1,0,1,0,1,0,…}

MG2011 TEL252E Signals and Systems 17

Continuous-Time vs. Discrete Time


Graphically,
x[n]
x(t )
... x[3] x[2] ...
x[2] x[1]
x[1] x[0]

0 t ... -3 -2 -1 0 1 2 3 4 ... n

(Fig.1.7 Oppenheim)

 It is meaningless to say 3/2th sample of a DT signal because it is not defined.

 The signal values may well also be complex numbers (e.g. Phasor of the
capacitor voltage in Example 1 when the input is sinusoidal and R is time
varying)

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Signal Energy and Power
 In many applications, signals are directly related to physical quantities
capturing power and energy in a physical systems
t2

 x(t )
2
 Total energy of a CT signal x(t ) over t1  t  t 2is dt
t1
t
1 2


2
 The time average of total energy is x(t ) dtand referred to as
(t2  t1 ) t1
average power of x(t ) over t1  t  t 2
n2

 x[n]
2
 Similarly, total energy of a DT signal x[n] over n1  n  nis2
n1

 Average power of x[n] over n1  n  n2is


n2
1

2
x[n]
( n2  n1  1) n1

MG2011 TEL252E Signals and Systems 19

Signal Energy and Power


 For infinite time intervals:
 Energy: accumulation of absolute of the signal
 T 

li  x(t ) dt  x(t )
2 2
E  lim d  d
dt Total energy in CT signal
T  T 

 N 

 
2 2
E   lim x[ n ]  x[ n ] Total energy in DT signal
T  n N n  

 Signals with E    are of finite energy

 In order to define the power over infinite intervals we need to take limit of
the average:
T
 1 E Note: Signals with E  
T   2T 
2
P  lim x ( t ) dt  lim 
T   2T have P  0
T
N
 1 E

2
P  lim x[ n ]  lim
N  2 N  1 N  2 N  1
n N

MG2011 TEL252E Signals and Systems 20

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Signal Energy and Power

 Energy signal iff 0<E<, and so P=0


 e.g:  0, t  0
x(t )   t
e , t  0
 Power signal iff 0<P<, and so E=
 e.g: {x[n]}  ...  1,1,  1,1,1,1...}

 Neither
et e e energy
e gy nor
o po
power,
e , when
e bot
both E a
and
dPa
are
e infinite
te
 e.g: x(t )  e t

 Exercise: Calculate power and energy for the above signals

MG2011 TEL252E Signals and Systems 21

Transformation of Independent
Variable
 Sometimes we need to change the independent variable
axis for teoretical analysis or for just practical purposes
(both in CT and DT signals)

 Time shift x[n]  x[n  n0 ]

 Time reversal x(t )  x(t ) (reverse playing of magnetic tape)

 Time scaling x(t )  x(t / 2) (slow playing, fast playing)

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Examples of Transformations
x[n]
Time shift

... ... n

x[n-n0]

........ ... n
n0

If n0 > 0  x[n-n0] is the delayed version of x[n]


(Each point in x[n] occurs later in x[n-n0])

MG2011 TEL252E Signals and Systems 23

Examples of Transformations
x(t)
Time shift

x(t-t0)

t
t0

t0 < 0  x(t-t0) is an advanced version of x(t)

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Examples of Transformations
x(t)

Time reversal

x(-t)

Reflection about t=0

MG2011 TEL252E Signals and Systems 25

Examples of Transformations

Time scaling
x(t)

x(2t)

compressed!

x(t/2)

stretched!
t

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Examples of Transformations

 It is possible to transform the independent variable with a general nonlinear


function h(t) ( we can find x(h(t)) )
 However, we are interested in 1st order polynomial transforms of t, i.e.,
x(t+) x(t)

Given the signal x(t): 1

t
0 1 2
x(t+1)
Let us find x(t+1): 1

(It is a time shift to the left) t


-1 0 1
x(-t+1)
1
Let us find x(-t+1):
(Time reversal of x(t+1)) -1 0 1
t

MG2011 TEL252E Signals and Systems 27

Examples of Transformations

For the general case, i.e., x(t+),


1. first apply the shift (),
2. and then perform time scaling (or reversal) based on .
x(t+1)
Example: Find x(3t/2+1)
1

t
-1 0 1

x((3/2)t+1)
1

t
-2/3 0 2/3

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Periodic Signals
 A periodic signal satisfies: x(t )  x(t  T ) t , T  0
p
Example: A CT p
periodic signal
g
x (t )

 2T T
2T
0 T

 If x(t) is periodic with T then T ) for m  Z 


x(t )  x(t  mT
 Thus, x(t) is also periodic with 2T, 3T, 4T, ...

 The fundamental period T0 of x(t) is the smallest value of T for which


x(t )  x(t  T ) t , T  0 holds
MG2011 TEL252E Signals and Systems 29

Periodic Signals
 A non-periodic signal is called aperiodic.
Period must be
 For DT we must have integer!

x[n  N ]  x[n] n, N  0

Here the smallest N can be 1,  a constant signal

 The smallest positive value N0 of N is the fundamental


period
i d

MG2011 TEL252E Signals and Systems 30

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Even and Odd Signals
 If x(t )  x(t ) or x[n]  x[n] even signal (symmetric wrt y-axis)

 If x(t )   x(t ) or x[n]   x[n] odd signal (symmetric wrt origin)

x(t) x(t)
even odd

t t

 Decomposition of signals to even and odd parts:

1
EVx(t )  x(t )  x(t)
2
x(t )  EV x(t ) ODx(t )
1
OD x(t)   x(t )  x(t)
2
MG2011 TEL252E Signals and Systems 31

Exponential and Sinusoidal Signals

 Occur frequently and serve as building blocks to construct many


other signals
 CT Complex Exponential:

x(t )  Ce
at

where a and C are in general complex.

 Depending on the values of these parameters, the complex


exponential can exhibit several different characteristics

a>0 Real Exponential a<0


(C and a are real)
x(t) x(t)

C t C
t
MG2011 TEL252E Signals and Systems 32

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Exponential and Sinusoidal Signals

 Periodic Complex Exponential (C real, a purely imaginary)

x(t )  e jw0t
 Is this function periodic?

2πn
x(t )  e jw0t  e jw0 ( t T )  e jw0t .e jw0T T n Z 
ω0
for periodicity =1

 The fundamental period is T0 


2
0
 Thus, the signals ejω0t and e-jω0t have the same fundamental
period
MG2011 TEL252E Signals and Systems 33

Exponential and Sinusoidal Signals

 By using the Euler’s relations:

e j  cos   j sin 
e  j  cos   j sin 

We can express: (put   0 t  

e j0t  cos 0t  j sin 0t

A cos(0t   ) 
2
e 
A j (0t  )  j (0t  )
e
A
 
 e j e j 0 t  e  j e  j 0 t
2

A sin(0t   ) 
2j
e 
A j (0t  )  j (0t  )
e 
A j j 0 t
2j

e e  e  j e  j 0 t  
Sinusoidals in terms of complex exponentials
MG2011 TEL252E Signals and Systems 34

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Exponential and Sinusoidal Signals

Alternatively,

A cos((0t   )  A Re e j (0t  ) 
A sin( t   )  A Ime
0
j (0t  )

2
T0 
x (t ) 0
CT sinusoidal signal
A cos 

A cos(0t   )
t

x ( t )  A cos(  0 t   )

MG2011 TEL252E Signals and Systems 35

Exponential and Sinusoidal Signals

 Complex periodic exponential and sinusoidal signals are of infinite


total energy but finite average power

T T0 T T0
j 0 t 2
E period  
T
e dt   1  dt (T  T0 )  T  T0
T

1
Pperiod  E period  1
(T  T0 )  T

 As the upper limit of integrand is increased as T  2T0 , T  3T0 ,...E period 

 However, always Pperiod  1


 Thus, Finite average power!
T
1 2

T  2T 
P  lim  e j t dt  1 IMPORTANT
0

T

MG2011 TEL252E Signals and Systems 36

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Harmonically Related Complex
Exponentials
 Set of periodic exponentials with fundamental
frequencies that are multiplies of a single
positive frequency 0

xk (t )  e jk0t for k  0,1,2,...

k  0  xk (t ) is a constant
k  0  xk (t ) is periodic with fundamental frequency k 0

2 T 2
and fundamental period  0 , where T0 
k 0 k 0

MG2011 TEL252E Signals and Systems 37

Harmonically Related Complex


Exponentials
 kth harmonic xk(t) is still periodic with T0 as well
 H
Harmonic i (f
(from music):
i ) ttones resulting
lti ffrom
variations in acoustic pressures that are integer
multiples of a fundamental frequency
 Used to build very rich class of periodic signals

MG2011 TEL252E Signals and Systems 38

19
General Complex Exponential Signals

Here, C and a are general complex numbers

y C  C e j and a  r  j0 x(t )  Ceat


Say,
Then
x(t )  Ceat  C erte j (0t  )  C ert cos(0t  )  j C ert sin(0t  )

(Real and imaginary parts) Growing and damping sinusoids for r>0 and r<0
x(t )

t, r  0 t, r  0

x(t )  Ce rt cos(0t   )
envelope
MG2011 TEL252E Signals and Systems 39

DT Complex Exponential and Sinusoidal Signals

xn   C n where C and  are in general complex numbers


It is more convenient and customaryy to use α instead of en
Real exponentia l signals : C and  are real

for   1,0    1,1    0,   1


(Sign alternatio n for   0)

 1 0  1
1    0   1
MG2011 TEL252E Signals and Systems 40

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DT Sinusoidal Signals

Consider e j0 n we then have similar to the CT case


A j j 0 n  j  j 0 n
A cos((0 n   )  (e e e e )
2
Infinite energy, finite average power with 1.

 1
General complex exp signals

If C and  are in polar form as


C  C e j ,    e j 0
then
n n
C n  C  cos(0 n   )  j C  sin(0 n   )
 1
Real and imaginary parts of DT general complex exp are
sinusoidals (growing   1, and decaying   1)
MG2011 TEL252E Signals and Systems 41

Periodicity Properties of DT Signals

Consider the DT complex exp : e j0 n


Let' s find e j(0  2 )n  e j0 n e
j 2n

1

SO THE FN WITH FREQ 0 IS THE SAME AS THE FN WITH 0  2


This is very different from CT complex exp.
CT exp has distinct freq values 0
DT exp has identical freq values 0  2k , k  Z

Result:

It is sufficient to consider an interval from 0 to 0 +2 to completely


characterize the DT complex exponential!

MG2011 TEL252E Signals and Systems 42

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Periodicity Properties of DT Signals

One usually takes 0  0  2 or -   0  


 For CT exp as 0  the rate of oscillation  indefinitely
 For DT exp as 0  from 0 to  , the rate of oscillation ,
as 0  more until 2 , the rate of oscillation  to zero.
Hence, low freq (slow varying) DT complex exp is around 0  0 and 0  2
High freq (rapidly varying) DT complex exp is around 0  
What about the periodicity of DT complex exp?

MG2011 TEL252E Signals and Systems 43

Periodicity Properties of DT Signals

Periodicity condition : e j0 ( n  N )  e j0 n e


j 0 N
(*)
must be unity

This holds if 0 N is an integer multiple of 2 . (**)


In other words some integer m we must have 0 N  2m
0 m
Or equivalently  (* * *)
2 N
We have the conditions from (*) and (**) that m and N
must be integers.
0 m
So DT exp is periodic when  is a rational number,
2 N
not periodic otherwise!!!
MG2011 TEL252E Signals and Systems 44

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Periodicity Properties of DT Signals

Take the common factor out


2 0
The fundamental frequency is then 
N m
 2 
The fundamental period is then N  m  (* * **)

 0
Therefore to find the fund freq of an complex exp we need to express
0
as in ((* * *))
2
(The same development is also valid for DT sinusoidal signals.)!!

MG2011 TEL252E Signals and Systems 45

Periodicity Properties of DT Signals


Examples

Ex : x[n]  cos(2n ) is periodic with fund period 12.


12
2  1
x[n]  cos(2n )  cos(0 n) 0   0  no factors in common,
common
12 12 2 12
 12 
so by using (* * **) , N  1   12
1
Ex : x[n]  cos(4n ) is periodic with fundamental period 6.
12
4  2 (n  1)
[ ]  cos((4n )  cos((0 n)) 0 
x[n]  0   ,
12 12 2 12 ( N  6)
 12 
then using (* * **) , N  1   6
2

MG2011 TEL252E Signals and Systems 46

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Periodicity Properties of DT Signals
Examples

 OBSERVATION:
 With no common factors between N and m, N in (***) is the
fundamental period of the signal
 Hence, if we take common factors out

0 1
 N 6
2 6

 Comparison of Periodicity of CT and DT Signals:

 Consider x(t) and x[n]

x(t)  cos ( 2πt ) x[n]  cos ( 2πn )


12 12
x(t) is periodic with T=12, x[n] is periodic with N=12.

MG2011 TEL252E Signals and Systems 47

Periodicity Properties of DT Signals


Examples

 But, if 
x(t )  cos 8t
31
 and x[n]  cos 8n  
31
x(t) is periodic with 31/4.
0 4
 In DT there can be no fractional periods, for x[n] we have 
2 31
then N=31.

If  6  and x[n]  cosn 6 


x(t )  cos t
0 1 there is
x(t) is periodic with 12π, but x[n] is not periodic, because 
no way to express it as in (***) 2 12

Study Fig.1.27 page 27, Table 1.1 in Opp. Example 1.6 as well
MG2011 TEL252E Signals and Systems 48

24
Harmonically Related Complex
Exponentials (Discrete Time)
 Set of periodic exponentials with a common period
N
2
 Si
Signals
l att frequencies
f i multiples
lti l off
N
(from 0N=2m)
 2 
jk  n
k [n]  e  N 
for k  0 ,  1,  2 ,...

 In CT, all of the HRCE, e jk 0t for k  0,1,2,... are


distinct
 Different in DT case!

MG2011 TEL252E Signals and Systems 49

Harmonically Related Complex


Exponentials (Discrete Time)
 Let’s look at (k+N)th harmonic:
 2   2 
j ( k  N ) n jk  n
j 2n
k  N [ n]  e  N 
e  N 
.e  k [ n]
1

 Only N distinct periodic exponentials in k[n] !!


 That is,
2 4 2
j n j n j ( N 1) n
0 [n]  1, 1[n]  e N
, 2 [ n]  e N
,  ,  N 1[n]  e N

0[n]  N [n], 1[n]  N 1[n]

MG2011 TEL252E Signals and Systems 50

25
Unit Impulse and Unit Step Functions

 Basic signals used to construct and represent other signals

 0, n  0 δ[n]
DT unit impulse:
p  [n]   Unit impulse (unit sample)

1, n  0 - - - - - -
n

u[n]
0, n  0
DT unit step: u[ n ]  
1, n  0 - - - - - -
n

Relation between DT unit impulse and unit step (?):

 [n]  u[n]  u[n  1]


(DT unit impulse is the first difference of the DT step)

MG2011 TEL252E Signals and Systems 51

Unit Impulse and Unit Step Functions

 Interval of summation
u[ n ]    [n - k]
0
[n-k] n<0
- - - - - -
k
n 0
(DT step is the
running sum of DT Interval of summation
unit sample)
[n-k] n>0
- - - - - -
k
n
x[n] [n]  x[0] [n] 0

More generally for a unit impulse [n-n0] at n0 :

x[n] [n  n0 ]  x[n0 ] [n  n0 ] Sampling property

MG2011 TEL252E Signals and Systems 52

26
Unit Impulse and Unit Step Functions
(Continuous-Time)

0, t  0 u(t)
CT unit step: u(t )  
1, t  0 t

δ(t)
CT unit impulse is the
CT impulse: du(t ) 1
 (t )  t
1st derivative of the
dt 0 unit sample

t
CT unit step is the running integral
u (t )    ( )d of the unit impulse


MG2011 TEL252E Signals and Systems 53

Continuous-Time Impulse

 CT impulse is the 1st derivative of unit step


du(t )
 (t ) 
dt
 There is discontinuity at t=0, therefore we define u  (tas
)
u  (t ) u (t )  lim u  (t )
 0
1
du (t )
0 
t   (t )    (t )  lim   (t )
dt  0

  (t )  (t )
1/
1

t t
0  0

MG2011 TEL252E Signals and Systems 54

27
Continuous-Time Impulse

REMARKS:
 Signal
g of a unit area
 Derivative of unit step function

 Sampling property x(t ) (t  t0 )  x(t0 ) (t  t0 )

 The integral of product of (t) and (t) equals (0) for


any (t)
( ) continuous
i at the
h origin
i i and d if the
h iintervall off
integration includes the origin, i.e.,
t2

  ( ) ( ) d 
t1
 ( 0 ) for t 1  0  t 2

MG2011 TEL252E Signals and Systems 55

CT and DT Systems
What is a system?

 A system: any process that results in the transformation


of signals
 A system has an input-output relationship
 Discrete-Time System: x[n]  y[n] : y[n] = H[x[n]]
x[n] DT y[n]
System

 Continuous-Time System: x(t)  y(t) : y(t) = H(x(t))

x(t) CT y(t)
System

MG2011 TEL252E Signals and Systems 56

28
CT and DT Systems
Examples

 In CT, differential equations are examples of systems


 Zero state response of the capacitor voltage in a series
RC circuit
R

+ dvc (t ) 1 1
Vs I
i C Vc  vc (t )  vs (t )
dt RC RC
-
vc(t): output, vs(t): input
RC circuit
 In DT, we have difference equations
 Consider a bank account with %1 monthly interest rate
added on: y[n]  1.01y[n  1]  x[n]
y[n]: output: account balance at the end of each month
x[n]: input: net deposit (deposits-withdrawals)
MG2011 TEL252E Signals and Systems 57

Interconnection of Systems
 Series (or cascade) Connection: y(t) = H2( H1( x(t) ) )
x(t) System 1 System 2 y(t)
H1 H2

 e.g. radio receiver followed by an amplifier

 Parallel Connection: y(t) = H2( x(t) ) + H1( x(t) )


System 1
H1
x(t) y(t)
+
System 1
H2

 e.g. phone line connecting parallel phone microphones

MG2011 TEL252E Signals and Systems 58

29
Interconnection of Systems

 Previous interconnections were “feedforward systems”


 The systems has no idea what the output is
 Feedback Connection: y(t) = H2( y(t) ) + H1( x(t) )
x(t) System 1 y(t)
+ H1

System 2
H2

 In feedback connection, the system has the knowledge of output


 e.g. cruise control
 Possible
MG2011 to have combinations of connections..
TEL252E Signals and Systems 59

System Properties
Memory vs. Memoryless Systems

 Memoryless Systems: System output y(t) depends only


on the input
p at time t, i.e. y(
y(t)) is a function of x(t).
()
 e.g. y(t)=2x(t)
 Memory Systems: System output y(t) depends on input
at past or future of the current time t, i.e. y(t) is a function
of x() where - <  <.
 Examples:
 A resistor: y(t) = R x(t)
t
1
C 
y (t )  x( )d
 A capacitor:

 A one unit delayer: y[n] = x[n-1]


n

 An accumulator:
y[n]   x[k ]
k  

MG2011 TEL252E Signals and Systems 60

30
System Properties
Invertibility

 A system is invertible if distinct inputs result in distinct outputs.


 If a system is invertible, then there exists an inverse system which
converts output of the original system to the original input
input.
 Examples:

x(t) y(t) Inverse w(t)=x(t)


System
System

n t

y (t )  4 x(t ) y[n]   x[k ]


k  
y (t )   x(t )dt

1 dy (t )
w(t )  y (t ) w[n]  y[n]  y[n  1] w(t ) 
4 dt
y (t )  x 4 (t ) Not invertible

MG2011 TEL252E Signals and Systems 61

System Properties
Causality

 A system is causal if the output at any time depends only on values of


the input at the present time and in the past
 Examples:
 Capacitor voltage in series RC circuit (casual)

y (t )  2 x(t  4) Non-causal

y[n]  x[ n] Non-causal (why?) (For n<0, system requires future


inputs)

y (t )  2 x(t  4) cos(t  1) Causal (why?)

 Systems of practical importance are usually casual


 However, with pre-recorded data available we do not constrain
ourselves to causal systems (or if independent variable is not time, any
example??) 1 M
y[n]   x[n  k ]
2M  1 k  M
Averaging system in a block of data

MG2011 TEL252E Signals and Systems 62

31
System Properties
Stability

 A system is stable if small inputs lead to responses that do not diverge


 More formally, a system is stable if it results in a bounded output for any
bounded input
input, ii.e.
e bounded
bounded-input/bounded-output
input/bounded output (BIBO).
(BIBO)
 If |x(t)| < k1, then |y(t)| < k2.
 Example:
t
y (t )   x(t )dt y[ n]  100 x[ n] stable
0

Ball at the base of valley Ball at the top of hill


x(t)
y(t)
y(t)
x(t)
M
1
 Averaging system: y[ n ]  
2M  1 k  M
x[ n  k ] stable

 Interest system: y[n]  1.01 y[n  1]  x[n] unstable (say x[n]=[n], y[n]
grows without bound

MG2011 TEL252E Signals and Systems 63

System Properties
Time-Invariance

 A system is time-invariant if the behavior and characteristics of the


system are fixed over time
 More formally: A system is time-invariant
time invariant if a delay (or a time
time-shift)
shift)
in the input signal causes the same amount of delay (or time-shift)
in the output signal, i.e.:
x(t) = x1(t-t0)  y(t) = y1(t-t0)
x[n] = x1[n-n0]  y[n] = y1[n-n0]
 Examples:
y[n]  nx[n] y (t )  x(2t ) y (t )  sin x(t )
x1[n]  y1[n]  nx1[ n]
x2 [n]  x1[n  n0 ]  y2 [n]  nx1[n  n0 ] Not TIV
TIV
y1[n  n0 ]  (n  n0 ) x1[n  n0 ]  y2 [n] (explicit operation
on time) (Ex. 1.14)
(Ex. 1.16)
(Ex. 1.15) When showing a system is not TIV, try to
Not TIV find counter examples…
MG2011 TEL252E Signals and Systems 64

32
System Properties
Linearity

 A system is linear if it possesses superposition property,


i.e., weighted sum of inputs lead to weighted sum of
responses of the system to those inputs
 In other words, a system is linear if it satisfies the
properties:
 It is additivity: x(t) = x1(t) + x2(t)  y(t) = y1(t) + y2(t)
 And it is homogeneity (or scaling): x(t) = a x1(t)  y(t) = a y1(t), for
a any complex constant.
 The two properties can be combined into a single
property:
 Superposition:
x(t) = a x1(t) + b x2(t)  y(t) = a y1(t) + b y2(t)
x[n] = a x1[n] + b x2[n]  y[n] = a y1[n] + b y2[n]
How
MG2011 do you check linearity of a given system?
TEL252E Signals and Systems 65

System Properties
Linearity

 Examples:
y[n]  2 x[n]  3
y (t )  x 2 (t ) y[n]  Re{x[n]}
x1[n]  2, x2 [n]  3
x1[n]  r[n]  js[ n]  y1[n]  r[n] x1[n]  y1[n]  2.2  3  7
x2 [n]  ax1[n]  j (r[n]  js[ n]) for a  j x2 [n]  y2 [n]  2.3  3  9
nonlinear
 x2 [n]   s[n]  jr[ n]
x1[n]  x2 [n]  2  3  5
x2 [n]  y2 [ n]   s[ n]  ay1[n]
x1[n]  x2 [n]  y1 2 [n]  2.5  3  13
y1[n]  y2 [ n]  7  9  16  y1 2 [n]
nonlinear

nonlinear

y[n]  2 x[n  1]
linear
MG2011 TEL252E Signals and Systems 66

33
Superposition in LTI Systems

 For an LTI system:


 given response y(t) of the system to an input signal x(t)
 it is possible to figure out response of the system to any signal
x1(t) that can be obtained by “scaling” or “time-shifting” the input
signal x(t), i.e.:
x1(t) = a0 x(t-t0) + a1 x(t-t1) + a2 x(t-t2) + … 
y1(t) = a0 y(t-t0) + a1 y(t-t1) + a2 y(t-t2) + …
 Very useful property since it becomes possible to solve a
wider range of problems.
 This property will be basis for many other techniques
that we will cover throughout the rest of the course.

MG2011 TEL252E Signals and Systems 67

Superposition in LTI Systems

 Exercise: Given response y(t) of an LTI system to the input signal x(t) below,
find response of that system to the input signals x1(t) and x2(t) shown below.

x(t)
() y(t)
2
1
t t
1 -1 1

x1(t) x2(t) 4
2
2
1 3 t
t
-1
-1/2 1/2 1
MG2011 TEL252E Signals and Systems 68

34
3
Audio Physics Of Acoustics
Sound can be thought of in one of two ways:
• In the time domain
• In the frequency domain
• Transformation
T f ti is
i accomplished
li h d by
b a Fourier
F i transform
t f

Fourier:
• Any waveform can be represented by a sum of sine waves

MG2011 TEL252E Signals and Systems 69

3
Physics Of Acoustics con’t
Audio

Loudness measured in dB (decibel): logarithm

+10 dB perceived as „double“ loudness β


loudness  10log  I I 
 
0

• I0 tthreshold
es o d (just pe
perceived) ( 0-12 Jou
ce ved) (10 Joule/s
e/s . m²),
), OdB
Od
• +10 dB (double loudness) equals 10-fold energy

MG2011 TEL252E Signals and Systems 70

35
3
Audio Physics Of Acoustics con’t

Frequency  Pitch

Amplitude  Loudness

MG2011 TEL252E Signals and Systems 71

3
Analog to Digital: Theory of Sampling
Audio

From analog to digital:


0. Filter (low-pass): Remove frequencies larger than fmax
1. Sample: Measure signal value (1a: hold=store temporarily)
2 Quantize: Relate value to interval (A/D conv.
2. conv quantizes,
quantizes too)
3. Encode: Assign binary code (e.g., integer no. of interval)

Steps 1,2,3 standardized as "Pulse Code Modulation" PCM


Important factors:
• Sampling rate: Number of sampled values per second
• Quantization depth: Number of bits per digitized value
MG2011 TEL252E Signals and Systems 72

36
3 Analog to Digital: Theory of Sampling con’t
Sampling rate determined by properties of recorded sound:
Audio

• Nyquist: “For lossless digitization, the sampling rate (frequency fs)


should be at least twice the maximum frequency considered, fmax”
• Mathematically precise: "any epsilon larger than...", i.e. fs > 2fmax
• Attention:
Att ti assumes 0 quantization
ti ti error, unrealistic
li ti → quantization
ti ti
noise
• Music typically extends from 20 Hz to 20 kHz
• Speech 100 Hz to 10 kHz, major energy in band from 200Hz to 4kHz

Quantization depth determined by desired sound


quality (quant. noise): Typically 8 (256 levels) or
16 (65
(65,536
536 levels)
l l)
Samples always "per channel": (e.g., 2x for stereo)
Logarithmic Quantization:
compensates for fact that quantization
error much more audible around 0 amplitude
MG2011 TEL252E Signals and Systems 73

3
Audio Quality of Common Appliances
Audio

MG2011 TEL252E Signals and Systems 74

37
3
Audio Sampling Rates

MG2011 TEL252E Signals and Systems 75

3
Common Coding Methods
Audio

Coding = representation of sampled values by integers / bits


PCM (Pulse Code Modulation)
• integer value = (quantized) sampled value
p but requires
• simple q high
g number of bits
DPCM (Differential PCM)
• integer value = difference between current value and predicted value
• prediction based on previous values
• requires less bits than PCM for same quality
DM (Delta Modulation)
• as DPCM but only differences of 1 and -1 allowed
• requires minimal number of bits but quality can be poor
ADPCM (Adaptive Differential PCM):
• as DPCM but adapts predictor to signal characteristics
• simplest prediction: "difference remains"
• also adapts width of quantization steps to signal characteristics
• better quality than DPCM with same storage requirements
MG2011 TEL252E Signals and Systems 76

38
3
Audio Physics Of Acoustics con’t

Frequency  Pitch

Amplitude  Loudness

MG2011 TEL252E Signals and Systems 77

3 Example
Audio

Phonem: Stairs

Di h
Diphon

Half syllable

Syllable

MG2011 TEL252E Signals and Systems 78

39
3 Speech Synthesis in Frequency Domain
Audio

MG2011 TEL252E Signals and Systems 79

3 Speech Input
Audio

MG2011 TEL252E Signals and Systems 80

40
3 Speech Recognition
Audio

Sound pattern
Word model

MG2011 TEL252E Signals and Systems 81

3
Sound Enhancement
Audio

• Declicking
• Noise Reduction
• Echo suppression

MG2011 TEL252E Signals and Systems 82

41
3
Audio Declicking

Removing impulse distortions, also called declicking of


recorded sound, is performed in two steps. In a first step
impulse distortions - clicks - are detected within a signal,
which are going to be removed from the signal in the second
step.

MG2011 TEL252E Signals and Systems 83

3
Declicking con’t
Audio

MG2011 TEL252E Signals and Systems 84

42
3
Audio Noise Reduction

MG2011 TEL252E Signals and Systems 85

3
Echo Suppression
Audio

sonogram

MG2011 TEL252E Signals and Systems 86

43
Baseline JPEG Encoder Block Diagram

MG2011 TEL252E Signals and Systems 87

Baseline JPEG Decoder


Decoder Block Diagram

MG2011 TEL252E Signals and Systems 88

44
Baseline JPEG Pros and Cons

• Advantages • Disadvantages
• Memory Efficient • Single resolution
• Low complexity • Single quality
• Compression efficiency • No target bit rate
• Visual model utilization • No lossless capability
• Robustness • No tiling
• No ROI
• Blocking artifacts
• Poor error resilience

MG2011 TEL252E Signals and Systems 89

MG2011 TEL252E Signals and Systems 90

45
MG2011 TEL252E Signals and Systems 91

Noise reduction Edge Enhancement

Zooming

MG2011 TEL252E Signals and Systems 92

46
1 1 1 1 1 1 1 1 1
1 1 1 1 1 1 1 1 1
1 1 1 1 1 1 1 1 1
1 1 1 1 1 1 1 1 1

* 1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
=
1 1 1 1 1 1 1 1 1
1 1 1 1 1 1 1 1 1
1 1 1 1 1 1 1 1 1

MG2011 TEL252E Signals and Systems 93

Median Operation
9 65

8 63

7 62
61 621 59
1 651 6 60
62 59 65
57 601 63 561 rank 59
1 60 63 56 5
59 551 58
1 571 4 58
55 58 57
49 53 55 45 3 57

2 56
C1,2= 59 55
1
MG2011 TEL252E Signals and Systems 94

47
9x9 Median

MG2011 TEL252E Signals and Systems 95

Edge Detection

 What is an edge
 A large
l change
h iin iimage b
brightness
i ht off a short
h t
spatial distance
 Edge strength = (I(x,y)-I(x+dx,y))/dx

MG2011 TEL252E Signals and Systems 96

48
Roberts Operator

I ( x , y )  I ( x  1 , y  1 )   I ( x , y  1 )  I ( x  1 , y ) 
2 2

or
I ( x , y )  I ( x  1, y  1 )  I ( x , y  1 )  I ( x  1, y )

1 0 0 1
0 -1 + -1 0

 Does not return any information about the


orientation of the edge

MG2011 TEL252E Signals and Systems 97

Prewitt Operator

-1 -1 -1 -1 0 1
P1= 0 0 0 P2 -1 0 1
1 1 1 = -1 0 1

Edge Magnitude = P12  P22

P 
Edge Direction = tan 1  1 
 P2 

MG2011 TEL252E Signals and Systems 98

49
Robinson Compass Masks

-1 0 1 0 1 2 1 2 1 2 1 0
-2 0 2 -1 0 1 0 0 0 1 0 -1
-1 0 1 -2 -1 0 -1 -2 -1 0 -1 -2

1 0 -1 0 -1 -2 -1 -2 -1 -2 -1 0
2 0 -2 -1 0 -1 0 0 0 -1 0 1
1 1 -1 2 1 0 1 2 1 0 1 2

MG2011 TEL252E Signals and Systems 99

0 1 2
-1 0 1
-2 -1 0

1 2 1
0 0 0
-1 -2 -1

MG2011 TEL252E Signals and Systems 100

50
2D Laplacian Operator

 2 f  x, y   2 f  x, y 
 f ( x, y ) 
2

x 2
y 2

Convolution masks approximating a Laplacian

0 -1 0 1 -2 1 -1 -1 -1
-1 4 -1 -2 4 -2 -1 8 -1
0 -1 0 1 -2 1 -1 -1 -1

MG2011 TEL252E Signals and Systems 101

0 -1 0
-1 4 -1
0 -1 0

Input Mask Output

MG2011 TEL252E Signals and Systems 102

51
Chapter 4
Image Enhancement in the
Frequency Domain

MG2011 TEL252E Signals and Systems 103

Chapter 4
Image Enhancement in the
Frequency Domain

MG2011 TEL252E Signals and Systems 104

52
Chapter 3
Image Enhancement in the
Spatial Domain

MG2011 TEL252E Signals and Systems 105

Chapter 3
Image Enhancement in the
Spatial Domain

MG2011 TEL252E Signals and Systems 106

53

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