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SIGNALS AND SYSTEMS

EEE 221
Syed Athar Bin Amir
North South University
15 March 2019 2

What is a Signal?
• A Signal is a set of information, or data
• In terms of Math
• a Signal is a function that changes with respect to one or more
independent variable.
• y=f(t), y=(x1,x2) etc
• For this course, we will deal with signals that are
functions of continuous time t and discrete time n
15 March 2019 3

In the audio clip


1
• The voice is the
0.8
Signal – transmitting
0.6
information.
0.4
• The independent
0.2
variable is time.

Signal x
0
• Example of a 1D
-0.2
signal.
-0.4

-0.6

-0.8

-1
0 1 2 3 4 5 6 7 8
Time in seconds
15 March 2019 4

What is a System?
• A System takes in an input signal, processes and modifies it, and produces
an output signal.
• Think of it like a black box – an input signal goes in on one end, and an output
comes out on the other.
• In mathematical terms  Systems are functions as well
• In general, a system transforms input signals into output signals

INPUT SYSTEM OUTPUT

x(t) h(t) y(t)


15 March 2019 5

Note that…
• The Signals and Systems approach has broad application – any time/space
dependent set of measurable information can be characterized as a signal
• Signals can be electrical, mechanical, optical, acoustic, biological, financial etc
• The representation does not depend upon the physical medium in Signals and
Systems – it instead focuses on the flow on information
15 March 2019 6

Example: water tanks


15 March 2019 7

Example: cell phone system


COMPLEX NUMBERS
15 March 2019 Background Math review 9

What is a complex number?


• A complex number is represented in the form:
𝒛 = 𝒙 + 𝒋𝒚
• x and y are real numbers, and j is a symbol (called the imaginary unit) that has
the following property:
𝒋𝟐 = −𝟏

So you can think of ±j as equal to √-1

• x  real part of the complex number z


• y  imaginary part of the complex z
15 March 2019 Background Math review 10

What is a complex number? (cont’d)


• Using the j notation allows us to calculate the square root of any negative
number

−16
= 16 ∗ −1
= 4 ∗ ±j

• Note: In most disciplines, the imaginary unit is described by an i . Electrical


Engineering uses j to distinguish from the unit for current.
15 March 2019 Background Math review 11

Graphical representation of complex numbers


• Complex numbers can be plotted in a plane with coordinates (think of the real
part as the x coordinate, and the imaginary part as the y coordinate).
• This plane is called the complex plane
15 March 2019 Background Math review 12

Graphical representation of complex numbers


• In the complex plane:
• All real numbers lie on the x-axis
• All imaginary numbers lie on the y-axis
• Complex numbers have a real component, and an imaginary
component, and they are seen as vectors
15 March 2019 Background Math review 13

Polar coordinates for complex numbers


• We can represent complex numbers by the angle they
make with the real x-axis and by their total length instead
of the Cartesian system.
15 March 2019 Background Math review 14

Polar coordinates for complex numbers


𝑥 = 𝑟 cos 𝜃
𝑦 = 𝑟sin(𝜃)

𝑟= 𝑥2 + 𝑦2

𝑦
𝜃= 𝑡𝑎𝑛−1 ( )
𝑥

𝑧 = 𝑥 + 𝑗𝑦
= 𝑟 cos 𝜃 + 𝑟𝑗 sin 𝜃
= 𝑟(cos 𝜃 + 𝑗 sin 𝜃 )
15 March 2019 Background Math review 15

Euler’s formula

𝑒 𝑗𝜃 = cos 𝜃 + 𝑗 sin 𝜃

• We know from before that any complex number z can


be written as:
z = r(cos 𝜃 + 𝑗 sin 𝜃 )

• Therefore, any complex number can be expressed,


using Euler’s formula, as:

𝑧 = 𝑟𝑒 𝑗𝜃
15 March 2019 Background Math review 16

Magnitude and Phase


• r is the distance of the point z on the complex plane
from the origin, and it is called the magnitude of z
• θ is the angle z makes with the x-axis. This is the
angle or the phase of z.

𝑧 =𝑟

∠𝑧 = 𝜃
15 March 2019 Background Math review 17

Complex Conjugate
• A complex conjugate is a
number that is the mirror
image of another
complex number with
respect to the x-axis

• 𝑧 ∗ = 𝑥 − 𝑗𝑦 is a complex
conjugate of z = 𝑥 + 𝑗𝑦

• 𝑧𝑧 ∗ = 𝑥 2 + 𝑦 2
15 March 2019 Trigonometry 18

Trigonometry
• Consider the equation:
𝑓 𝑡 = 𝐶 cos(2𝜋𝐹0 𝑡 + 𝜃)
• Cosine is a periodic signal  it repeats itself!
• If we consider
𝜑 = 2𝜋𝐹0 𝑡 + 𝜃
The cosine will repeat itself at every 2𝜋 change in 𝜑

• For the equation of 𝑓 𝑡 , the angle will change by 2𝜋


when 𝑡 changes by 1/𝐹0
15 March 2019 Trigonometry 19

Radian Frequency 𝜔0
• In this equation:
𝑓 𝑡 = 𝐶 cos(2𝜋𝐹0 𝑡 + 𝜃)
• 𝐹0  Frequency of the sinusoid (unit: Hz)
• 𝑇0 = 1/𝐹0  Period of the sinusoid
• 𝐶  Amplitude of the sinusoid
• 𝜃  Phase of the sinusoid

• For convenience, we can use the variable 𝜔0 to define the


radian frequency (unit: radian/sec)

𝜔0 = 2𝜋𝐹0
15 March 2019 Trigonometry 20

Relationship between sine and cosine


• Delaying a Cosine by 𝜋/2 radians, or 90 degrees, makes
a sine
𝜋
𝐶 cos(𝜔0 𝑡 − ) = 𝐶 sin 𝜔0 𝑡
2
• The opposite is also valid: we can advance a sine by 90
degrees and get a cosine
𝜋
𝐶 sin(𝜔0 𝑡 + ) = 𝐶 cos(𝜔0 𝑡 )
2
15 March 2019 Trigonometry 21

Addition of Sinusoids
• Two sinusoids with the same frequency can be added
together:

𝐶 cos 𝜔0 𝑡 + 𝜃 = 𝐶 cos 𝜃 cos 𝜔0 𝑡 − 𝐶 sin 𝜃 sin 𝜔0 𝑡


= 𝑎 cos 𝜔0 𝑡 + 𝑏 sin 𝜔0 𝑡
where 𝑎 = 𝐶 cos 𝜃 and 𝑏 = −𝐶 sin 𝜃
𝐶 = 𝑎2 + 𝑏 2
−1
−𝑏
𝜃 = tan ( )
𝑎
• Note  We can see that C corresponds to the magnitude
and θ corresponds to the angle of the complex number
𝑎 − 𝑗𝑏.
15 March 2019 Trigonometry 22

Sinusoids in terms of Exponential


• Euler’s formula states:
𝑒 𝑗𝜑 = cos 𝜑 + 𝑗 sin 𝜑
𝑒 −𝑗𝜑 = cos 𝜑 − 𝑗 sin 𝜑
• Combining these equations can give us expressions of
sinusoids in terms of exponentials.
𝑒 𝑗𝜑 + 𝑒 −𝑗𝜑 = 2 cos 𝜑
𝑒 𝑗𝜑 + 𝑒 −𝑗𝜑
cos 𝜑 =
2

𝑒 𝑗𝜑 − 𝑒 −𝑗𝜑 = 2𝑗 sin 𝜑
𝑒 𝑗𝜑 − 𝑒 −𝑗𝜑
sin 𝜑 =
2𝑗
SIGNAL CLASSIFICATION
15 March 2019 Classification of Signals 24

Continuous Time vs Discrete Time


• Continuous time signals have
values for every instance of the
independent variable time { x(t),
y(t) }
• Example: your own voice/speech
• Discrete Time Signals have
values at specific instances
of time { x[n], y[n] }
• Example: daily stock market
prices
15 March 2019 Classification of Signals 25

Analog vs Digital
• Instead of the x-axis (time)
variable being discretized, it is
the y-axis values that are
discretized
• The amplitude of analog signals
can take any value – digital
signals can only take values at
certain levels
• Example: A song performed at a
concert is analog – but an mp3
file made from that song is
digital
15 March 2019 Classification of Signals 26

0.8

Periodic vs Aperiodic 0.6

0.4

• Periodic signals repeat – as the


Periodic 0.2

signal (x)
name suggests. signal 0

-0.2

• Aperiodic signals do not repeat. -0.4

-0.6

• Periodic signals satisfy the -0.8

following condition: -1
0 5 10 15 20 25 30 35 40 45 50
time (t)
f(t) = f(t+T) 50


45
The smallest value of T that 40

satisfies that condition is called 35

the fundamental period

aperiodic signal x
Aperiodic 30

25

• Example: x = sin(t) signal 20

15

10

0
0 5 10 15 20 25 30 35 40 45 50
time (t)
15 March 2019 Classification of Signals 27

Deterministic vs Random
• A Deterministic signal can be directly expressed in the form of a function. We
can describe these signals directly.
• A Random/Stochastic signal doesn’t have values that can be determined
directly – but we can know them in terms of probability.
• This course will almost entirely involve deterministic signals – so no need to
be nervous
ENERGY AND POWER
15 March 2019 Energy and Power 29

Signal Energy
• The Energy of a signal 𝑓(𝑡) is defined as the area under
𝑓 2 (𝑡)

𝐸𝑓 = 𝑓 2 (𝑡) 𝑑𝑡
−∞
Generalized to a complex signal, we can get Energy as:

𝐸𝑓 = 𝑓(𝑡) 2 𝑑𝑡
−∞

Note that the limits of the integral span from negative


infinity to infinity, and the signal amplitude has to go to zero
as time approaches infinity!
15 March 2019 Energy and Power 30

Signal Power
• Sometimes, the amplitude of 𝑓 𝑡 does not go to 0 as we
approach infinity in time. Those signals have infinite
energy.
• The Power of a signal 𝑓(𝑡) is defined as
𝑇
1 2
𝑃𝑓 = lim 𝑓 2 (𝑡) 𝑑𝑡
𝑇→∞ 𝑇 −𝑇
2
• Generalized to a complex signal, we can get Power as:
𝑇
1 2
𝑃𝑓 = lim 𝑓(𝑡) 2 𝑑𝑡
𝑇→∞ 𝑇 −𝑇 2

• This generally applies to periodic signals


15 March 2019 Energy and Power 31

Energy Signal vs Power Signal


• A signal with finite energy is called an energy signal
• A signal with finite and nonzero power is called a power
signal.

• A signal with finite energy has zero power because the


averaging has to happen over an infinitely large period of
time.

• A signal with finite power has infinite energy

• Therefore, a signal can’t be both a power signal AND an


energy signal at the same time (but it could be neither 
the ramp signal is an example)
SIGNAL OPERATIONS
15 March 2019 Signal Operations 33

Amplitude Scaling
• The scaled continuous-time signal ax(t) is x(t) multiplied by the constant a

• The scaled discrete-time signal ax[n] is x[n] multiplied by the constant a


15 March 2019 Signal Operations 34

Signal operations
• Other than the general mathematical operations (addition,
subtraction etc.) there are three useful operations for us to
learn.

• They are:
1. Time Shifting
2. Time Scaling
3. Time Inversion (Time Reversal)
15 March 2019 Signal Operations 35

Time Shifting
• 𝑓 𝑡 ± 𝑇 is a time shifted version
of the function 𝑓 𝑡
• In physical terms, it’s a
delayed/advanced version of the same
signal
• 𝑓 𝑡 + 𝑇 is a negative shift. This
means the function is shifted to the
left, or to the past, on the graph.
• 𝑓 𝑡 − 𝑇 is a positive shift. This
means the function is shifted to the
right, or to the future, on the
graph.
15 March 2019 Signal Operations 36

Time Scaling
• The compression/expansion of a signal in
time is time scaling.

• Consider a signal 𝑓(𝑎𝑡), where 𝑎 is a factor


for scaling the signal.

• If 𝑎>1, the signal will be more compressed


than the original signal 𝑓(𝑡)

• If 𝑎<1, the signal will be more expanded


than the original signal 𝑓(𝑡)
15 March 2019 Signal Operations 37

Time Inversion
• Time Inversion involves
flipping the function 𝑓 𝑡
about the y-axis.
• To time-invert a signal, simply
replace 𝑓 𝑡 with 𝑓 −𝑡
• The part of the signal on the
positive x-axis will now be on
the negative side, and vice
versa.
• Note: You will need this
property A LOT when we start
covering convolution!
15 March 2019 Signal Operations 38

Exercise
• You are given a function 𝑓 𝑡 = cos(𝑡). Make a rough
sketch of the following:
1. 𝑓 𝑡 − 3
2. 𝑓 𝑡 + 1
3. 𝑓 2𝑡
4. 𝑓 𝑡/2
5. 𝑓 −𝑡
EVEN AND ODD FUNCTIONS
15 March 2019 Even and Odd 40

Even and Odd Functions


• A function is considered an even function of t if
𝑓𝑒 𝑡 = 𝑓𝑒 (−𝑡)
• Even functions are essentially mirrored on the y-axis. Example is a
cosine

• A function is considered an odd function of t if


𝑓𝑜 𝑡 = −𝑓𝑜 (−𝑡)
• Odd functions look flipped about the x-axis. The sine is an example
of an odd function.
15 March 2019 Even and Odd 41

Properties of Even and Odd Functions


• Multiplication rules are the same as even and odd
numbers
𝑓𝑒 𝑡 ∗ 𝑓𝑒 𝑡 = 𝑓𝑒 𝑡
𝑓𝑒 𝑡 *𝑓𝑜 𝑡 = 𝑓𝑜 𝑡
𝑓𝑜 𝑡 *𝑓𝑜 𝑡 =𝑓𝑒 𝑡

• Due to the symmetry of even functions,


𝑎 𝑎
𝑓𝑒 𝑡 𝑑𝑡 = 2 𝑓𝑒 𝑡 𝑑𝑡
−𝑎 0
• Similarly, due to the asymmetry of odd functions,
𝑎
𝑓𝑜 𝑡 𝑑𝑡 = 0
−𝑎
15 March 2019 Even and Odd 42

Even and Odd components of Signals


• Every signal can be expressed as a sum of even and odd
components!
1 1
𝑓 𝑡 = 𝑓 𝑡 + 𝑓(−𝑡) + 𝑓 𝑡 − 𝑓(−𝑡)
2 2

• Exercise:

Find the even and odd components of the function 𝑓 𝑡 = 𝑒 𝑗𝜔𝑡 using the
formula above.
USEFUL SIGNAL MODELS
15 March 2019 Useful Signal Models 44

Unit Step Function u(t)


• The unit step function u(t) is described by the following
equation:
1 𝑡≥0
𝑢 𝑡 =
0 𝑡<0

• Think of it as a SWITCH
• At t>=0, u(t) can turn a signal ON and vice versa
15 March 2019 Useful Signal Models 45

Uses for the Unit Step Function


• We can use the Step function to extract parts of another
signal. For example, take the following function:

𝑒 −𝑡 , 𝑡≥0
𝑥 𝑡 =
0, 𝑡<0

• We can write this function using step function as:

𝑥 𝑡 = 𝑢(𝑡)𝑒 −𝑡
15 March 2019 Useful Signal Models 46

Uses for the Unit Step Function


• We can also combine different step functions (i.e. starting at
different times) to create other functions. Say we want to create
the following pulse:

0, 𝑡≥1
𝑥 𝑡 = 1, 0≤𝑡<1
0, 𝑡<0

• We can write that using step functions as:


𝑥 𝑡 = 𝑢 𝑡 − 𝑢(𝑡 − 1)
15 March 2019 Useful Signal Models 47

Reasoning behind the step function


• The step function is an extremely useful tool for signal
analysis.
• By using time shifting operations with the step function
properly, we can turn certain parts of the signal ON or OFF.

• Note: The unit step function is also known as the Heaviside


step function.

• Exercise: Sketch the following signals

a) 𝑓 𝑡 = 𝑢 𝑡 − 3 − 𝑢 𝑡 − 7
b) 𝑓 𝑡 = 𝑢 𝑡 − 1 − 𝑢 𝑡 + 6
c) 𝑓 𝑡 = 𝑡 2 𝑢 𝑡 − 𝑢 𝑡 − 3
15 March 2019 Useful Signal Models 48

Unit Impulse function 𝛿(𝑡)


• This is also called the Dirac Delta Function

• It is described by the following conditions:

𝛿 𝑡 =0 𝑓𝑜𝑟 𝑡 ≠ 0


𝛿 𝑡 𝑑𝑡 = 1
−∞
15 March 2019 Useful Signal Models 49

Impulse Function
• The impulse function 𝛿 𝑡 is an idealization of a signal that:
• Is very large near 𝑡 = 0
• Is very small away from 𝑡 = 0
• Has an integral value of 1.

• 𝜺 is very small
15 March 2019 Useful Signal Models 50

Impulse Function
• In Signals courses (and elsewhere), we plot the impulse function with a solid
arrow.
15 March 2019 Useful Signal Models 51

Use of Impulse Function


• The impulse function can be understood with the following property ( Provided
that 𝑓 𝑡 is continuous during the “delta spike”, at t=0)


−∞
𝑓 𝑡 𝛿 𝑡 𝑑𝑡 = 𝑓(0)

• Although it isn’t a “real” signal, the operations on signals we learned earlier


can be applied to the impulse function as well!
15 March 2019 Useful Signal Models 52

SIFTING PROPERTY
• Also called the sampling property
• For any function 𝑓 continuous at 𝑡 = 𝑇,


𝑓(𝑡)𝛿(𝑡 − 𝑇) 𝑑𝑡 = 𝑓(𝑇)
−∞

• Multiplying any function 𝑓(𝑡) by a unit impulse function that is time-shifted to


time 𝑇 and integrating gives us the value of 𝑓(𝑡) at 𝑇, or 𝑓(𝑇)

• This will be very important – make sure you understand this!


15 March 2019 Useful Signal Models 53

Scaled Impulses
• 𝛼𝛿(𝑡) is an impulse at time 0, with magnitude of 𝛼
We have,

𝛼𝛿 𝑡 𝑓(𝑡) 𝑑𝑡 = 𝛼𝑓(0)
−∞

Provided the function 𝑓 is continuous at 0


• On a plot, you can write the magnitude value next to the arrow (example, for
2𝛿(𝑡))
15 March 2019 Useful Signal Models 54

Relationship between unit step and unit impulse


• The derivative of the unit step
function 𝑢(𝑡) is the impulse
function 𝛿(𝑡)
• The slope of the step function
is zero before and after it’s
rising edge – it’s only during
the rising edge itself that it has
a nonzero value for slope
• The steep rise translates to an
infinitely large value for slope
at the rising edge – which
mimics the delta function.
SYSTEMS
15 March 2019 Classification of systems 56

What’s a System…again?
• A system processes, modifies, and transforms an
input signal 𝑥(𝑡) into an output signal 𝑦(𝑡).

• In terms of math?
• A system is a function that maps an input signal into an output
signal.
15 March 2019 Classification of systems 57

How do we represent systems?


• Systems are denoted by block diagrams:

x(t) y(t)
S

• Lines with arrows denote signals coming in and out of


the system
• Boxes denote systems
15 March 2019 Classification of systems 58

Interconnection of Systems
• We can interconnect systems together to form new
systems:
• They can be in cascade (or series): 𝑦 = 𝐺(𝐹 𝑥 )

x(t) y(t)
F G

• Or they can be in parallel: 𝑦 = 𝐹 𝑥 + 𝐺(𝑥)


F

x(t) y(t)
+

• Throwback to circuits (series and parallel)


15 March 2019 Classification of systems 59

Which Systems do we care about?


• The field of Signals and Systems is HUGE!

• For this class, we essentially focus on a specific type of


systems called Linear, Time-Invariant Systems (LTI
Systems)

• They are called as such because:


1. They hold up the property of Linearity
2. They hold up the property of Time-Invariance
15 March 2019 Classification of systems 60

Linearity
• In general, a system whose output is proportional to its
input is a linear system.

• A system 𝐹 is linear if two properties hold:

• Homogeneity: If 𝑥 is a signal and 𝑎 is a scalar number,

𝐹 𝑎𝑥 = 𝑎𝐹(𝑥)

• Superposition: If 𝑥1 and 𝑥2 are any two signals:

𝐹 𝑥1 + 𝑥2 = 𝐹 𝑥1 + 𝐹(𝑥2)
15 March 2019 Classification of systems 61

Example of a basic linear system


• A scaling system, 𝑦 = 𝑎𝑥(𝑡)
• Say 𝑎=2
• Just multiplies any input signal by a constant value 𝑎 = 2

• Suppose I passed a signal 𝑥 𝑡 = 𝑢(𝑡) through this


system.

• What would y(𝑡) look like?


15 March 2019 Classification of systems 62

Linearity
• In simpler words 
• Scaling the signal before or after the system gives us the
same result
• Summing before or after the signal gives the same result
• Which of the following systems is linear?
𝑦 𝑡 = 𝑥 𝑡 ∗ cos(𝑤𝑡)

𝑦 𝑡 = 𝑥 2 (𝑡)
15 March 2019 Classification of systems 63

Time Invariance
• Systems whose parameters do not change with respect
to time are time invariant.

• The idea is, if I were to delay or advance an input signal


by 𝑇, I wouldn’t get a different type of output. The output
will just have an equivalent shift, whether delay or
advance.
15 March 2019 Classification of systems 64

Time Invariance
• So a system is time-invariant if a time shift in the input
produces the same time shift in the output.

• In terms of math, for a system 𝐹,

𝑦 𝑡 =𝐹 𝑥 𝑡

implies that

𝑦 𝑡−𝑇 =𝐹 𝑥 𝑡−𝑇

For any time shift 𝑇


15 March 2019 Classification of systems 65

Exercise
• Are these systems linear? Time invariant?

•𝑦 𝑡 = 𝑥(𝑡)
• 𝑦 𝑡 = 𝑥(𝑎𝑡)
• 𝑦 𝑡 = 𝑥(𝑇 − 𝑡)
15 March 2019 Classification of systems 66

Time Invariance
• Time invariance implies that a time shift and the system
are commutative.
• Commutative means we can flip the order of operations
and get the same result.

• Linearity and Time invariance are the two most important


properties for us – but we’ll look at some more
15 March 2019 Classification of systems 67

System Memory
• A system is memoryless if the present output only
depends on the present input
• These are ideal systems such as an ideal amplifier, ideal
transmission etc.
• But they’re very hard to actuate in real life
• A simple resistor circuit can be thought of as a memoryless system
– the current through the resistor only depends on the voltage
provided at that instant, not on past values.

• A system with memory has an output that depends on


inputs in the past as well.
• An example of this are RC circuits – the capacitor stores the
energy depending on the voltage provided in the past as well as
present
15 March 2019 Classification of systems 68

Causality
• A causal system is one where an output at a given time
does not depend on future values of the input
• We only need to know the value of the input at present
and/or past to figure out what the output will be.
• Vice versa – a noncausal system depends on future
values of the input
• Since we cannot know ahead of time what the input will
be in the future, noncausal systems cannot be made in
real time.
15 March 2019 Classification of systems 69

Causality

• Take the following system:


𝑦 𝑡 = 𝑓 𝑡 − 2 + 𝑓(𝑡 + 2)

• Is this system causal or noncausal?


15 March 2019 Classification of systems 70

Invertibility
• We have learned that a system performs certain
operations on an input signal to create an output signal.
• What if we wanted to get the input signal back from
the output signal?
x(t) y(t)
S

y(t) x(t)
S-1

• If a system 𝑆 −1 exists that can recreate the unique signal


𝑥(𝑡) from the output  The system is invertible
15 March 2019 Classification of systems 71

Invertibility
• In order for a system to be truly invertible, a single input
must map directly to a single output.
• If multiple different inputs produce the same output, then
we can’t invert that and find the original input signal.
• In terms of math, this means that there must be one-to-
one mapping

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