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2
Signals & Systems
3
What is a signal ?
A flow of information
Mathematically, x(t)
a function of independent variables
such as time (e.g. speech signal),
position (e.g. image)
t : a common convention is to refer to
the independent variable as time,
although may in fact not
4
Example signals
5
Signals: Examples
Example signals
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Continuous to discrete?
t
4
x(t ) e
x[n] [0.5 2.4 3.2 4.5]
Computers and other digital devices are restricted to
discrete time
7
Continuous to discrete?
From http://www.ece.rochester.edu/courses/ECE446
Key History of Signals &Systems
Transducers Analog-to-digital
e.g. microphones converters
Speech processing
Enhancement – noise filtering
Coding, synthesis and recognition
Image processing
Enhancement, coding, pattern recognition (e.g.
OCR)
Multimedia processing
Media transmission, digital TV, video conferencing
Communications
Biomedical engineering
Navigation, radar, GPS
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Control, robotics, machine vision
Pros and cons of DT Signals
&System
Pros
Easy to duplicate
Stable and robust: not varying with temperature,
storage without deterioration
Flexibility and upgrade: use a general computer or
microprocessor
Cons
Limitations of ADC and DAC
High power consumption and complexity of a DSP
implementation: unsuitable for simple, low-power
applications
12
Limited to signals with relatively low bandwidths
Outline
Introduction
Types of signals
CT Signals
Sinusoidal and exponential signals
Periodic and aperiodic signals
Signal energy and power
Transformation of the independent variable
Even and odd signals
Special signals
14
Types of signals
15
Types of signals
Exponential x (t ) e j 0t
1 t 0 (t )dt 1
Unit Impulse (t )
0 t 0
1 t 0
Unit Step u (t )
0 t 0
17 An arbitrary signal can be expressed as a sum of many
sinusoidal signals with different frequencies, amplitudes
and phases
Periodic CT Signals
A CT signal is periodic if there is a positive value
for which
x(t ) cos( t ), 0 t 3
3
18
Sinusoidal Signals
f0 = 1000Hz
f0 = 2000Hz
Sinusoidal signals: important because they can be used to synthesize any signal
Phase shift: how much the sinusoidal signal is shifted away from t=0
Music notes are essentially sinusoids at different frequencies
19
Constant Signal
Case: o 0
• Let the fundamental frequency be zero,
i.e.,constant signal (d.c) has zero f=0
rate of oscillation
21
Frequency content in signals
A constant : only zero frequency (DC) component
A sinusoid : Contain only a single frequency component
Slowly varying : contain low frequency only
Fast varying : contain very high frequency
Sharp transition : contain from low to high frequency
Music: :
contain both slowly varying and fast varying
components
22
What is frequency of an
arbitrary signal?
Sinusoidal signals have a distinct (unique) frequency
An arbitrary signal x(t) does not have a unique frequency
x(t) can be decomposed into many sinusoidal signals
with different frequencies, each with different magnitude
and phase
3
x(t ) cos( t ) 7 cos( t )
4 2 3
23
Deterministic vs. random
signals
A deterministic signal is a signal in which each value of
the signal is fixed and can be determined by a
mathematical expression, rule, or table x(t ) e at
Future values of the signal can be calculated from
past values with complete confidence
A random signal cannot be described by a
mathematical formula
has a lot of uncertainty about its behavior
Future values of a random signal cannot be
accurately predicted
Future values can usually only be guessed based on
the averages of sets of signals
24
Random Signals
25
Types of Signals:
Continuous-Time (CT) vs. Discrete-time (DT)
Analog vs. digital
Periodic vs. non-periodic
26
Types of Signals
(Discrete ~ countable)
27
Outline
Introduction
Types of signals
CT Signals
Sinusoidal and exponential signals
Periodic and aperiodic signals
Signal energy and power
Transformation of the independent variable
Even and odd signals
Special signals
29
Periodic Complex Exponential
& Sinusoidal Signal Src: Wikipedia
•Sinusoidal signal
x(t ) A cos( 0 t )
A : Signal Amplitude A CT sinusoidal signal
x : Signal 1. has one unique frequency
Two signals with different
t : time instant frequencies are never
x(t) : value of the signal at t identical
2. is always periodic for any 0
0 : Angular frequency 0 2 f0
2
f0 1 / T0 Fundementa l Frequency 0
T
T0 : Fundementa l Period
: Phase angle
• Complex exponential signal:
30 They can be written in terms of sinusoidal
signals j t
e o
cos o t j sin o t
Complex numbers
Cartesian or rectangula r for :
z a jb,
where j 1 and a and b are real numbers,
Polar form : -
z re j where r 0 is the magnitude of z,
and is the angle or phase of z,
r | z |, z.
Euler ' s relation :
ej cos j sin
31
ej e j
2 cos
ej e j
2 j sin
Periodic Complex Exponential
& Sinusoidal Signal
The sinusoidal signal, with
fundamenta l period, can be
written in terms of periodic
complex exponentia l :
A j j ot
A j j ot
A cos( o t ) e e e e
32
2 2
Periodic Complex Exponential & Sinusoidal Signal
It follows :
j ( ot )
A cos( o t ) A. Re{e }
j ( ot )
or A sin( o t ) A. IM {e }
wit h
To t hefundamental period
37
General Complex Exponential
Signals
x(t ) Ce at , where both ' C' and ' a' are complex
numbers.
If C is expressed in polar form and
a in cartesian form :
C | C | e j and a j o .
at
Then x(t ) Ce
j ( j o )t t j( ot )
|C|e e |C |e e .
38
General Complex Exponential
Signals
Using Euler's relation,
x(t ) Ce at | C | e t cos( ot ) j | C | e t sin( ot )
If 0,
the real & imaginary parts are sinusoidal.
If 0,
x(t) is sinusoidal signals multipled by growing exponential.
If 0,
x(t) is sinusoidal signals multipled by decaying exponential.
39
Growing & Decaying
Sinusoidal Signals
σ>0
σ<0
40
Matlab Program for
Growing & Decaying Sinusoids
pi=3.142; sigma=-0.1;
t=-10:.1:10; x=zeros(size(t));
f=2000; x=exp((sigma+w*i)*t);
w=2*pi*f; theta=pi/4;
sigma=0.1; c=1*exp(i*theta);
x=zeros(size(t)); y=c*x;
x=exp((sigma+w*i)*t); subplot(2,1,2);
theta=pi/4; plot(t,y);
c=1*exp(i*theta); grid;
y=c*x; end;
subplot(2,1,1);
41
plot(t,y);
grid;
Outline
Introduction
Types of signals
CT Signals
Sinusoidal and exponential signals
Periodic and aperiodic signals
Signal energy and power
Transformation of the independent variable
Even and odd signals
Special signals
44
Periodic CT Signals
45
Example: ,
Periodic CT Signals:
Examples
46
Sum of CT periodic signals
47
Periodic CT Signals:
Examples
48
Aperiodic CT Signals
cos( t ) 0 t 3
x(t ) 3
0 otherwise
49
Outline
Introduction
Types of signals
CT Signals
Sinusoidal and exponential signals
Periodic and aperiodic signals
Signal energy and power
Transformation of the independent variable
Even and odd signals
Special signals
51
Energy of CT Signals
52
Energy of
CT Signal
53
Signal Energy and Power
54
Energy of
CT Signal: Example
55
Energy of
CT Signal: Example
56
Signal Power
57
Signal Power
58
Signal Power: Example
59
Outline
Introduction
Types of signals
CT Signals
Sinusoidal and exponential signals
Periodic and aperiodic signals
Signal energy and power
Transformation of the independent variable
Even and odd signals
Special signals
62
Transformation of CT Signals:
Differentiation d
dt x
x (t t ) x (t )
t
63
Transformation of CT
Signals: Integration
64
Transformation of Independent
Variable or Modification of
independent variable t
Modifying signals through elementary
transformations
Examples of elementary transformation
time shift, x(t-t0)
time reversal, x(-t)
time scaling, x(0.5t)
65
Shifting right or lagging
signal x(t)
X(t)
0 t
X(t-t0)
t
66
0 t0
is a positive value
Shifting left or leading signal
x(t)
X(t)
0 t
X(t+t1)
t
67
-t1 0
Folded or Flipped x(t)
=x(-t), time reversal
68
Time scaling of continuous
signal
x(t)
x(2t) t
Compression a>1
t
x(t/2)
69
Linearly stretching a<1
Transformation of Independent
Variable: Applications
71
Transformations of CT signals:
Time Scaling Applications
Examples:
Playing an audio tape at a faster or slower speed
Doppler effect: standing by the side of a road
while a fire truck approaches and then passes by
72
Modification of independent
variable (time axes)
y (t ) x( t )
x : a function of t
t : is the independent variable of x
, : are parameters of x
t : is the argument of x
for a fixed what is x(t )
for a fixed what is x( t )
• Recommended approach:
o Sketch y(t) for a selected set of t until y(t) becomes clear
o Steps:
1. Rewrite: y(t) = x(α(t+β/ α))
2. Scale by |α|: x(|α|t)
3. Invert x(|α|t) if α<0
73 4. Shift to the LEFT by |β/ α| if β/ α>0
5. Shift to the RIGHT by |β/ α| if β/ α<0
Modification of independent
variable (time axes)
74
Transformation of CT Signals
75
Transformation of CT Signals
76
Transformation of CT
Signals
77
Transformation of CT
Signals
78
Transformation of CT
Signals: Examples
x(t)
1
0 1 2 t
x(t+1), x(t) shifted left by 1sec
1
79
-1 0 1 2 t
Tables of x(t) & x(t+1) & x(-t+1)
-1 0 1 2 t
x(-t+1) is x(t+1) flipped about t=0
1
81
-1 0 1 2 t
Example: Alternative 1
x(t-1) is x(t) shifted right by 1sec
1
0 1 2 t
1 x(-t+1)=x(-1(t-1))
Flip about axis t=1
82
-1 0 1 2 t
Example , Method 2
x(-t), flip about axis t=0
1
-1 0 1 2 t
x(-t+1), shift right (because -t) by 1
1
83
-1 0 1 2 t
Example
x(t)
1
0 1 2 t
x(t+1), x(t) shifted left by 1sec
1
84
-1 0 1 2 t
Example
x(3t/2), x(t) compressed by 2/3
1
-1 0 2/3 1 4/3 2 t
x((3/2)*(t+2/3)),
1 x(t) compressed by 2/3
& shifted left by 2/3
85 -1 -2/3 0 2/3 1 t
Transformations of CT
signals: Examples
86
Transformations of CT
signals: Examples
87
Transformation of CT
Signals: Examples
88
Outline
Introduction
Types of signals
CT Signals
Sinusoidal and exponential signals
Periodic and aperiodic signals
Signal energy and power
Transformation of the independent variable
Even and odd signals
Special signals
Example:
90
Even and Odd CT Signals
91
Even and Odd Parts of CT
Signals
The even part of a CT function is
92
Even and Odd Signals:
Example
93
Products of Even and Odd CT
Functions
94
Product of 2 Odd Functions
95
Integrals of Even and Odd CT
Functions
96
Outline
Introduction
Types of signals
CT Signals
Sinusoidal and exponential signals
Periodic and aperiodic signals
Signal energy and power
Transformation of the independent variable
Even and odd signals
Special signals
100
CT Unit Impulse
(t )dt 1
101
Properties of CT Impulse
Scaling Property
1
(at b) |a| (t b / a)
102
Properties of CT Impulse
Equivalence Property
103
CT Unit Step
104
Relationship: CT unit step and
unit impulse
The CT unit impulse is the first derivative of the
continuous-time unit step
105
Relationship: CT unit step and
unit impulse
Example: consider a mass with zero velocity. Assume
that a force is applied to it to change its velocity from
zero to 1 on a surface with no friction. The acceleration
of the mass will be a unit impulse
106
Relationship: CT unit step and
unit impulse
The CT unit step is not differentiable at t=0
One can use continuous approximation to the unit
step
107
The CT Signum
108
The CT Unit Ramp
109
The CT Unit Rectangle
110
The CT Unit Triangle
111
The CT Unit Sinc Signal
112
Outline
Introduction
Types of signals
CT Signals
Sinusoidal and exponential signals
Periodic and aperiodic signals
Signal energy and power
Transformation of the independent variable
Even and odd signals
Special signals
115
Introduction to Systems:
a Communication System
A communication system has an information
signal plus noise signals
This is an example of a system that consists of
an interconnection of smaller systems
Cellphones are based on such systems
116
Introduction to Systems:
Image System to Aid
Perception
117
Introduction to Systems:
Sound Recording
118
Introduction to Systems:
Interconnections of Systems
Systems can be interconnected in series (cascade),
parallel, feedback, or combination
119
Introduction to Systems:
Response of Systems
Systems respond to signals and produce new
signals
Real signals are applied at system inputs and
response signals are produced at system outputs
123
Basic System Properties:
Examples
Linearity:
Is y (t ) x 2 (t ) linear?
Let x(t ) a x1 (t ) b x2 (t )
Then y (t ) [a x1 (t ) b x2 (t )]2 a y1 (t ) b y2 (t )
a 2 x12 2abx1 x2 b 2 x22
y1 (t ) y2 (t )
2
Time Invariance: Is y (t ) x (t ) TI?
x(t) ~ (x(t))2
124
x(t-t0) ~ (x(t-t0))2 = y(t-t0)
Basic System Properties
Memory:
System is memoryless if its output for each
value of the independent variable at a given
time is dependent only on the input at that
same time
Memoryless CT system: the input-output
relationship of a resistor v(t ) Ri(t )
125
Basic System Properties
x(t) y(t) INV x(t)
S S
Invertibility:
System is invertible if distinct inputs lead to
distinct outputs
If a system is invertible
• inverse system exists, when cascaded with the
original system, yields an output equal to the input
to the first system.
Example
128
CT Systems: Example
y(t ) sin(t / 2) x(t / 2)
A system is defined by the following relationship:
Is this system: BIBO Stable; Casual; Linear; Memoryless; Time-Invariant;
Invertible?
All answers must be justified (i.e. a simple “Yes” or “No” is not sufficient).
The system is Stable: 1 sin(t / 2) 1
So, for any bounded input, the output is bounded.
The system is Casual: Output at time t depends on input at time t/2 - which is
the past. The system is Casual.
The system is Linear: Consider:
y1 (t ) sin(t / 2) x1 (t / 2)
y 2 (t ) sin(t / 2) x 2 (t / 2)
let x1 (t ) x(t t 0 )
x1 (t ) (t )
y1 (t ) sin(t / 2) x1 (t / 2) sin(0) x1 (t / 2) 0
x 2 (t ) (t 2 )
y1 (t ) sin(t / 2) x 2 (t / 2) sin( ) x 2 (t / 2) 0
131
Outline
Introduction
CT Signals
Sinusoidal and exponential signals
Periodic and aperiodic signals
Signal energy and power
Transformation of the independent variable
Even and odd signals
Special signals
Periodic sampling of an
analog signal
x[n] xa (nT ), n
where T is called the sampling period.
ADC
133
DT Signals: Examples
134
Periodic DT Signals
135
Basic DT Signals
Exponential x[ n] e j 0n
1 n 0
Unit Impulse [ n]
0 n 0
1 n 0
Unit Step u[n]
0 n 0
136
DT Sinusoidal signals
A DT sinusoidal signal
x[n] A sin( 0 n ) 1. is NOT always periodic
** Periodic only if its frequency
A : Signal Amplitude is a rational number
x : Signal 2. Two signals with different
frequencies maybe identical
n : time index
e j( o 2 )n
ej on
138
Discrete-time Sinusoidal
Signals
x[n] cos( 2 n / 12)
x[n] cos(n / 6)
139
DT Sinusoidal Signals
DT signals possess:
1) Infinite total energy
2) Finite average power
140
Decaying or
Damped Sinusoids
x[n] = eσn.cos(ω0n)
σ>0 : grows
Examples: σ<0 : decays
142
Decaying Real Exponential Signal
n
x[n] A * n
where 0 1 x[ n ] 2 * 0.9
143
Real Exponential Signal
145
Real Exponential Signal
x[n] A * n
where 1 x[n] 2 * ( 1.1) n
146
Real Exponential Signal
n n
x[n] A * where 1 x[n] 2 * ( 1)
147
Complex exponential signals
Exponential Signal
x[n] Ae n , let A 1 & j o ( purely imaginary)
x[n] e j o n
This signal is closely related to sinusoidal signal :
x[n] A cos( o n )
Taking n as dimensionl ess, then both
o and have units of radians
From Euler' s relation : e j on
cos o n j sin o n
148
A j j on
A j j on
A cos( on ) e e e e
2 2
General Complex
Exponential Sequence
n
x[n] A ,
where A and are in general complex numbers.
j
If | |e 0
and A | A | e j ,
x[n] A n
| A|ej | |n e j 0n
| A || |n e j ( 0n )
| A || |n cos( 0n ) j | A || |n sin( 0 n )
149
General complex exponential
signals
150
General complex exponential
sequence
When | | 1,
x[n] | A | e j ( 0n )
| A | cos( 0 n ) j | A | sin( 0 n )
1
152
Periodicity Properties of DT
Complex Exponentials
j ot
Two properties of CT counterpart e
1)The larger is o , the higher is the rate of oscillation
2) e j ot
is periodic for any value of o
155
Periodicity Properties of DT
Complex Exponentials
Fundamenta l frequency range of 2 :
0 2 or
Therefore,
1. low frequencie s occurs at o 0, 2 ,
even multiple of
2. High frequencie s are at o , 3 , odd multiple of
j n j n n
Note : for o , odd multiple of , e (e ) ( 1) ,
the signal oscillates rapidly, changing sign at each point in time
156
Periodicity Properties of DT
Complex Exponentials
e j( o 2 k )n
ej on
; k is an integer
j n
e
has a fundamenta l frequency range of 2 :
0 2 or
All frequencies k o 2 k; - o
159
Periodicity Properties of DT
Complex Exponentials
x[n] cos(0n) 1 x[n] cos( n / 8) x[n] cos( n / 4)
x[n] cos( n)
x[n] cos( n / 2)
x[n] cos(3 n / 2)
160
In order for e j on
to be periodic with period N 0,
ej o (n N)
ej on
, or equivalent ly e j oN
1.
o N must be a multiple of 2
m o
i.e. o N 2 m, or equvalentl y ,
2 N
This means that the signal e j o n is periodic if o /2
is a rational number and is not periodic otherwise
j on
If x[n] e is periodic with fundamenta l period N,
2 o
its fundamenta l frequency is ,
N m
The fundamenta l period is written as
2
N m( )
o
162
DT Sinusoidal Signals
x[n] cos( n / 6)
not periodic because o 1 / 6,
o
rational number
163
2
Periodic & Aperiodic
DT sinusoidal signals
164
DT Sinusoids
165
DT Sinusoids
166
DT Sinusoids
167
DT Periodic Sinusoids
168
j ot j on
Comparison of the signal e and e
ej ot
ej on
values of o
separated by multiples of 2
2 m
Periodic only if o ,
Periodic for any choice of o
N
for some integers N 0 and m
0
Fundamenta l frequency o Fundamenta l frequency
Fundamenta l period m
Fundamenta l period
o 0 : undefined o 0 : undefined
169
2 2
o 0: o 0 : m( )
o o
CT vs. DT : Frequency
Consider a frequency ( 0 2 )
x[n] Ae j ( 0 2 )n
Ae j 0n
e j2 n
Ae j 0n
171
CT vs. DT: periodicity
A cos( 0 n ) A cos( 0 n 0 N )
which requires that 0 N 2 k or N 2 k/ 0
177
Energy of
DT Signal
178
Energy of
DT Signal: Example
179
DT Signal Power
180
DT Signal Power
181
Outline
Introduction
Types of signals
CT Signals
Sinusoidal and exponential signals
Periodic and aperiodic signals
Signal energy and power
Transformation of the independent variable
Even and odd signals
Special signals
183
Combination of signals
184
Combination of signals::
Differencing
185
Combination of signals::
Accumulation
186
Summation Operation of x[n]
187
Transformation of Independent
Variable or Modification of
independent variable n
Modifying signals through elementary
transformations
Examples of elementary transformation
time shift, x[n-n0)
time reversal, x[-n]
time scaling, x[n/2]
188
Modification of independent
variable (time axes)
y ( n) x ( n )
x : a function of n
n : is the independent variable of x
, : are parameters of x
n : is the argument of x
n : must be an integer
for a fixed what is x(n )
• Recommended approach: for a fixed what is x( n)
o Sketch y[n] for a selected set of n until y[n] becomes clear
o Steps:
1. Rewrite: y(n) = x(α(n+β/ α))
2. Scale by |α|: x(|α|n)
3. Invert x(|α|n) if α<0
189 4. Shift to the LEFT by |β/ α| if β/ α>0
5. Shift to the RIGHT by |β/ α| if β/ α<0
Signal Flip about y- axes
x[-n], time reversal
190
Signal delay
x[n]
x[n-5]
191
Example of Delayed Signal
192
Signal advance
x[n]
x[n+5]
193
Signal shift and reversal
x[n]
x[-n+5]
194
Transformation of DT
Signals
195
Transformations of DT
signals: Time Shifting
196
Transformations of DT
signals: Time Scaling
197
Transformations of DT
signals: Time Scaling
198
Outline
Introduction
Types of signals
CT Signals
Sinusoidal and exponential signals
Periodic and aperiodic signals
Signal energy and power
Transformation of the independent variable
Even and odd signals
Special signals
Example :
200
Even and Odd DT Signals
201
Outline
Introduction
Types of signals
CT Signals
Sinusoidal and exponential signals
Periodic and aperiodic signals
Signal energy and power
Transformation of the independent variable
Even and odd signals
Special signals
203
DT Unit Impulse
x[n] a 3 [n 3] a 2 [n 2] ... a5 [n 5]
More generally
204
x[n] x[k ] [n k ]
k
DT Unit Step
205
Relationship: DT unit impulse
and unit step
Defined as
1, n 0,
u[n]
0, n 0,
u[n] [ n] [n 1] [n 2] ...
or
u[n] u[k ] [n k ] [n k ]
k k 0
Conversely,
206
[n] u[n] u[n 1]
Relationship: DT unit
impulse and unit step
It can be shown that
207
Exponential
n
x[n] A u[n]
209
Outline
Introduction
Types of signals
CT Signals
Sinusoidal and exponential signals
Periodic and aperiodic signals
Signal energy and power
Transformation of the independent variable
Even and odd signals
Special signals
Examples:
The ideal delay system
y[n] x[n nd ], n
A memoryless system
212
y[n] ( x[n]) 2 , n
Basic System Properties
Linearity:
A Linear system possesses the property of superposition
any constant values a and b, the following equation is
satisfied
213
Basic System Properties
214
Examples
216
Basic System Properties:
Example
Accumulator system
x1[n] x[n n0 ] y1[n] y[n n0 ]
n n0
y[ n n0 ] x[ k ]
k
n n
y1[ n] x1[ k ] x[ k n0 ]
k k
n n0
x[ k1 ] y[ n n0 ]
k1
217
Basic System Properties:Causality
Example
y[n] x[n nd ], n
Example
y[n] ( x[n]) 2 , n
stable
219
Outline
Introduction
Types of signals
CT Signals
Sinusoidal and exponential signals
Periodic and aperiodic signals
Signal energy and power
Transformation of the independent variable
Even and odd signals
Special signals
221