Lecture 1

Signals and systems

Prof. Tadeusz Stepinski

tstepin@agh.edu.pl

POPRAWIC pszyklady

Introduction to linear time-invariant (LTI) systems

Time domain description of LTI systems
Frequency response of LTI systems
Sampling and Discrete Fourier Transform
Laplace transform and continuous filters
z-Transform and digital filter design
Correlation and spectral analysis
Hilbert Transform and wavelets

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Lectures in Signals and Systems

REQUIREMENTS to pass the course

– Participate in the lectures

– Study the textbook – solve recommended problems in the book
– Solve the Matlab lab exercises (homework problems)
– Solve the MATLAB problems in the Examination (Assignments will be
provided in the end of May)
– Submit written report with solutions before June 14th

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Recommended textbook
- Hwei P. Hsu, Theory and Problems of Signals and Systems,
Schaum’s Outlines, McGraw-Hill, 1995.
- Monson H. Hayes, Theory and Problems of Digital Signal
Processing, Schaum’s Outlines, McGraw-Hill, 1999.

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Feb 2020
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Signals and systems

Prof. Tadeusz Stepinski

Lecture 1.

Introduction to signals and systems

• Signal classification
• Complex numbers
• Description of continuous-time signals
• Description of discrete-time signals

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Lectures in Signals and Systems

Signals and systems – basic terms

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Signals and Systems Defined

• A signal is any physical phenomenon which conveys information

• Systems respond to signals and produce new signals
• Excitation signals are applied at system inputs and response signals are
produced at system outputs

Input signal x(t) Output signal y(t)

Input
SYSTEM Output

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System?

A system is an object with one or more input signals and one or more
outputs

System

x(t) y(t)

Insignaler Utsignaler

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Signal examples
A signal carries an information

• Seismic exploration • Seismic signal

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Signal transmitted via a system

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Signal classification

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Determinstic signals

Real valued signals

A complex valued sine

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Stochastic signals (noise)

• How do we model an ECG signal?

– For example, adjusting the model features + stochastic variations

Variations that cannot be easily

modelled
(e.g. Gaussian noise)

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Signal Types

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Signal-to-noise ratio

• Signal-to-Noise Ratio = SNR

PS
SNR = 10 log
PN
– PS = signal power
– PN = noise power

– Measurement of SNR is problematic.

How to measure the signal without
noise?
Sound of the word “signal” with
different noise level added

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Quantization

• Quantization in amplitude means that you

lose accuracy
• General: the more quantization levels the
better the image.
• The number quantization levels determined
by the number of bits in the A/D converter

– Ex. N = 8 bits represent 2^8 = 256 levels.

Amplitude quantization

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Signal processing

Signal filtering to reveal information Image processing to reveal

information

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Signal processing – JPEG compression

Example – Lena’s image

Original

JPEG (4:1) JPEG (100:1)

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Continuous and discrete signals

Original signal
1
• Continuous-time signals 0.5
– Continuous amplitude
0
– Discrete amplitude (A/D resolution)
-0.5

-1
0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1
t/p
• Discrete-time signals (discrete time) 1
Time-discrete signal

– Continuous amplitude 0.5

-0.5

-1
0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1
t/p
Time- & amplitude-discrete signal
• Digital = discrete-time and discrete- 1

amplitude 0.5

-0.5

-1
0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1
t/p
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Sampling

• Discretization of an analog signal is called sampling, and means that one reads the
signal amplitude at certain specified times.

• How is the information of the signal is sampled? Is there any information left after
sampling? (Answer later in this course)

Music signal

0.3
0.2
0.1
0
-0.1
-0.2

1 2 3 4 5 6 7 8 9 10 11
Time [ms]
Sampled music signal
0.4
0.3
0.2
0.1
0
-0.1
-0.2
-0.3
0 10 20 30 40 50 60 70 80 90 100
Samples

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Conversions Between Signal Types

Sampling

Quantizing

Encoding

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Periodic Sampling
• Sampling is, in general, not reversible

0.5

-0.5

-1
0 20 40 60 80 100

Fundamental issue:
• Under which conditions an analog signal can be sampled without loss so that it
can be reconstructed perfectly?

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Discrete-Time Systems

In a discrete-time system events occur at points in time but not

between those points. The most important example is a digital
computer. Significant events occur at the end of each clock
cycle and nothing of significance (to the computer user) happens
between those points in time.

Discrete-time systems can be described by difference (not differential)

equations. Let a discrete-time system generate an excitation signal y[n]
where n is the number of discrete-time intervals that have elapsed since
some beginning time n = 0.

Then, for example a simple discrete-time system might be

described by

y [ n ] = 1.97 y [ n − 1] − y [ n − 2 ]

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Discrete-Time Systems
The equation

y [ n ] = 1.97 y [ n − 1] − y [ n − 2 ]
says in words

“The signal value at any time n is 1.97 times the signal value at the
previous time [n -1] minus the signal value at the time before that
[n - 2].”

If we know the signal value at any two times, we can compute its
value at all other (discrete) times. This is quite similar to a
second-order differential equation for which knowledge of two
independent initial conditions allows us to find the solution for all
time and the solution methods are very similar.

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Discrete-Time Systems
y [ n ] = 1.97 y [ n − 1] − y [ n − 2 ]
We could solve this equation by iteration using a computer.
yn = 1 ; yn1 = 0 ; Initial Conditions
while 1,
yn2 = yn1 ; yn1 = yn ; yn = 1.97*yn1 - yn2 ;
end

We could also describe the system with a

block diagram.

(“D” means delay one unit in discrete time.)

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Discrete-Time Systems

y [ n ] = 1.97 y [ n − 1] − y [ n − 2 ]
With the initial conditions y[1] = 1 and y[0] = 0 the response is

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Feedback Systems
In a feedback system the response of the system is “fed back” and
combined with the excitation is such a way as to optimize
the response in some desired sense. Examples of feedback
systems are:

1. Temperature control in a house using a thermostat

2. Water level control in the tank of a flush toilet.
3. Pouring a glass of lemonade to the top of the glass without
overflowing.
4. A refrigerator ice maker that keeps the bin full of ice
but does not make extra ice.
5. Driving a car.

Feedback systems can be continuous-time or discrete-time

or a mixture of the two.

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Feedback Systems

Below is an example of a discrete-time feedback system. The

response y[n] is fed back through two delays and gains b and c
and combined with the excitation x[n]. Different values of a,
b and c can create dramatically different responses to the same
excitation.

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Feedback Systems

Responses to an excitation that changes from 0 to 1 at n = 0.

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Sound Recording System

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Recorded Sound as a Signal Example

• “s” “i” “gn” “al”

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Complex numbers

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Complex Numbers (repetition)

Girolamo’s Problem

In The Great Art, published in 1545, Girolamo Cardano discusses the following problem.

No Intersection!
x + y = 10
xy = 40
12

10

To find x and y, use substitution 8

x(10 - x) = 40
6

- x 2 + 10 x - 40 = 0 2

Apply the Quadratic Formula. 5 10 15 20

- 10 ± 10 2 - 4 × (-1) × (-40)
x=
-2
= 5 ± - 15
Due to the symmetry in the problem, x and y take on ± values.
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Complex Numbers, that * Thing

We can take the complex conjugate of a complex number

Example:

We can find its modulus

Example:

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Complex Numbers, Modulus

Modulus

Modulus is the length of the complex number in the complex plane

real axis

imaginary axis

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Complex Numbers, Euler

Euler’s formula

Example:

The modulus of

Some important cases:

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Complex Numbers, Phases

Euler’s formula geometrically

real axis

phase angle

imaginary axis

Multiplying phases is beautiful

Conjugating phases is also beautiful

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Mathematical Description of
Continuous-Time Signals

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Typical Continuous-Time Signals

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Continuous vs Continuous-Time Signals

All continuous signals that are functions of time are

continuous-time but not all continuous-time signals are continuous

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Continuous-Time Sinusoids

() ( ) (
g t = Acos 2π t / T0 + θ = Acos 2π f0t + θ = Acos ω 0t + θ ) ( )
↑ ↑ ↑ ↑ ↑
Amplitude Period Phase Shift Cyclic Radian
(s) (radians) Frequency Frequency
(Hz) (radians/s)

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Continuous-Time Exponentials

g ( t ) = Ae−t /τ
↑ ↑
Amplitude Time Constant (s)

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Complex Sinusoids

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Basic signals
sign

ì sign(t ) = 1 "t > 0 1

ï
• Sign signal í sign(t ) = -1 "t < 0 t
ïsign(0) = 0 by convention
î -1
U

• Step signal also called ìU (t ) = 1 "t > 0 1

í
î U (t ) = 0 else
Heavyside signal
t
r

r (t ) = t.U (t )
• Ramp signal 1

t
u 1

• Door signal ìP(t ) = 1 " t < 1 1

í
î P(t ) = 0 else t
-1 1

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The Signum Function

⎧ 1 , t > 0⎫
⎪ ⎪
sgn ( t ) = ⎨ 0 , t = 0 ⎬
⎪−1 , t < 0 ⎪
⎩ ⎭

Precise Graph Commonly-Used Graph

The signum function, in a sense, returns an indication of the sign of its

argument.

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The Unit Step Function

⎧1 , t > 0
⎪
u ( t ) = ⎨1 / 2 , t = 0
⎪0 , t < 0
⎩

The product signal g ( t ) u ( t ) can be thought of as the signal g ( t )

“turned on” at time t = 0.

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The Unit Ramp Function

⎧t , t > 0 ⎫ t
ramp ( t ) = ⎨ ⎬ = ∫ u (λ ) dλ = t u (t )
⎩ 0 , t ≤ 0 ⎭ −∞

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The Unit Rectangle Function

⎧ 1 , t <1/ 2⎫
⎪ ⎪
rect ( t ) = ⎨1 / 2 , t = 1 / 2 ⎬ = u ( t + 1 / 2 ) − u ( t − 1 / 2 )
⎪ 0 , t > 1 / 2⎪
⎩ ⎭

The product signal g ( t ) rect ( t ) can be thought of as the signal g ( t )

“turned on” at time t = − 1 / 2 and “turned back off” at time t = + 1 / 2.

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The Unit Step and Unit Impulse

As a approaches zero, g ( t ) approaches a unit

step and g′ ( t ) approaches a unit impulse.

The unit step is the integral of the unit impulse and

the unit impulse is the generalized derivative of the
unit step.

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Graphical Representation of the Impulse

The impulse is not a function in the ordinary sense because its

value at the time of its occurrence is not defined. It is represented
graphically by a vertical arrow. Its strength is either written beside
it or is represented by its length.

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Properties of the Impulse

The Sampling Property

∞

∫ g (t )δ (t − t ) dt = g (t )
−∞
0 0

The sampling property “extracts” the value of a function at

a point.
The Scaling Property

δ ( a ( t − t 0 )) =
1
δ (t − t0 )
a
This property illustrates that the impulse is different from
ordinary mathematical functions.

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The Unit Periodic Impulse

The unit periodic impulse is defined by

∞
δT (t ) = ∑ δ (t − nT ) , n an integer
n=−∞

The periodic impulse is a sum of infinitely many uniformly-

spaced impulses.

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Combinations of Functions

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Shifting and Scaling Functions

⎛ t − t0 ⎞
Simultaneous scaling and shifting g ( t ) → Ag ⎜
⎝ a ⎟⎠

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Sums of Periodic Functions

The period of the sum of periodic functions is the least common

multiple of the periods of the individual functions summed. If the
least common multiple is infinite, the sum function is aperiodic.

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Signal Energy and Power

The signal energy of a signal x ( t ) is

∞

∫ x ( t ) dt
2
Ex =
−∞

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Signal Energy and Power

Some signals have infinite signal energy. In that case

It is more convenient to deal with average signal power.
The average signal power of a signal x ( t ) is
T /2
1
∫ x ( t ) dt
2
Px = lim
T →∞ T
−T /2

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

1
Px = ∫ x ( t ) dt
2

T T
where T is any period of the signal.

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Signal Energy and Power

A signal with finite signal energy is called an energy signal.

A signal with infinite signal energy and finite average signal power
is called a power signal.

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Mathematical Description of
Discrete-Time Signals

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Sampling and Discrete Time

Sampling is the acquisition of the values of a continuous-time signal

()
at discrete points in time. x t is a continuous-time signal, x ⎡⎣ n ⎤⎦ is a
discrete-time signal.

( )
x ⎡⎣ n ⎤⎦ = x nTs where Ts is the time between samples

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Sampling and Discrete Time

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Sinusoids

Periodic Periodic

Periodic Aperiodic

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Sinusoids

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Exponentials

Real α Complex α

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The Unit Impulse Function

⎧1 , n = 0
δ [n] = ⎨
⎩0 , n ≠ 0

The discrete-time unit impulse (also known as the “Kronecker

delta function”) is a function in the ordinary sense (in contrast
with the continuous-time unit impulse). It has a sampling property,
∞

∑ Aδ [ n − n ] x [ n ] = A x [ n ]
0 0
n=−∞

but no scaling property. That is,

δ [ n ] = δ [ an ] for any non-zero, finite integer a.

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The Unit Sequence Function

⎧1 , n ≥ 0
u[n] = ⎨
⎩0 , n < 0

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The Signum Function

⎧1 , n > 0
⎪
sgn ⎡⎣ n ⎤⎦ = ⎨0 , n = 0
⎪−1 , n < 0
⎩

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The Unit Ramp Function

⎧n , n ≥ 0 ⎫ n
ramp [ n ] = ⎨ ⎬ = n u [ n ] = ∑ u [ m − 1]
⎩0 , n < 0 ⎭ m=−∞

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The Periodic Impulse Function

∞
δ N [n] = ∑ δ [ n − mN ]
m=−∞

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Differencing

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Periodic Functions

A periodic function is one that is invariant to the

change of variable n → n + mN where N is a period of the
function and m is any integer.

The minimum positive integer value of N for which

g [ n ] = g [ n + N ] is called the fundamental period N 0 .

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Signal Energy and Power

The signal energy of a signal x [ n ] is

∞

∑ x[n]
2
Ex =
n=−∞

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Signal Energy and Power

x [ n ] = 0 , n > 31

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Signal Energy and Power

Some signals have infinite signal energy. In that case

It is usually more convenient to deal with average signal
power. The average signal power of a signal x [ n ] is
1 N −1
∑ x[n]
2
Px = lim
N →∞ 2N
n=− N

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

1
∑ x[n]
2
Px =
N n= N
⎛ The notation ∑ means the sum over any set of ⎞
n= N
⎜ ⎟
⎝ consecutive n 's exactly N in length. ⎠

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Signal Energy and Power

A signal with finite signal energy is called an energy signal.

A signal with infinite signal energy and finite average signal

power is called a power signal.

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Matlab Homework

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Matlab Homework

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