AT77.

02 Signals, Systems and Stochastic Processes

Asian Institute of Technology
Handout 11
Mon 16 Aug 2010

Introduction
Signals
A signal is defined as any physical quantity that varies with time, space or any other
independent variable or variables. Mathematically, we describe a signal as a function of
one or more independent variables.
Examples of signals

1. Current from a current sensor.

2. The variation in pressure in the cylinder of an IC engine during operation.

3. The variation in the number of shoes sold in a certain shop during the month.

4. The variation in temperature at noon on successive days at a holiday resort.

5. The picture on a television.

Although all these signals have time as their independent variable, the signals in examples
1 and 2 are basically different from those in examples 3 and 4.
In examples 1 and 2 the signals representing the variables are present at all instants
of time. These types of signals are known as continuous time signals.
In examples 3 and 4 the signals are only available at discrete time intervals. These type
of signals are called discrete-time signals. It should be noted that the processes producing
the variables in examples 3 and 4 are continuous processes (the resort temperature has a
value at all times as does the number of shoes sold). However, because the measurements
are taken at discrete intervals, they give rise to discrete-time signals.
The discrete-time signals arise due to the sampling of a continuous signal. Selecting
values of an analog signal at discrete-time instants is called sampling. All measuring
instruments that take measurements at a regular interval of time provide discrete-time
signals. For example, counting the number of cars using a street every hour or recording
the value of gold every day results in discrete-time signals. The continuous time signals
can also be defined as those signals that can take any value at any given instant of time.
Whereas the discrete-time signals are defined only for discrete instants of time. That is
the time variable of these signals can take only certain values.
A signal is typically written as x(t). The notation x(t) can actually be interpreted in
two ways: (i) as the signal value at a paricular time instant t, (ii) as a function defined
over all time t.

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Course notes were prepared by Dr. R.M.A.P. Rajatheva and revised by Dr. Poompat Saengudomlert
and Dr. Attaphongse Taparugssanagorn.

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 The difference between a continuous and a discrete-time signal is explained further
with the help of Figure 1. The continuous signal is represented by
x(t) = sin(t).
To obtain the discrete-time signal, values of the continuous time signals are taken at
equally spaced time intervals of 0.4 seconds. In other words, the continuous time signal is
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sampled at the rate of 0.4 samples per second or 2.5 samples per second. So the discrete
time signal is represented
x(n) = sin(0.4n).
Therefore in general, if the continuous time signal is represented as x(t) = f (t), then the
discrete-time signal, which is obtained by sampling the continuous time signal every T
seconds is represented as x(n) = f (nT )
Quantization of the discrete signals gives rise to digital signals or discrete valued
signals. A quantized signal assumes only discrete amplitude values. In other words, in
these signals both the amplitude and time variable can take only certain values. Example
5, pictures on television is an example of a signal which is represented as a function of
two spatial variables.
For the purposes of communication system analysis, we define a signal as a single-
valued function of time that conveys information. For every time instant, there is a
unique function value. This value can be either a real number, in which case we have a
real-valued signal, or a complex number, in which case we have a complex-valued signal.

Figure 1: The difference between a continuous signal and a discrete signal.

Systems
A system is a mapping (transformation) of the input signal, denoted by x(t), into the
output signal, denoted by y(t). Let f denote this mapping. Then, we can write
y(t) = f (x(t)).
In other words, a system is any (physical) device that produces an output signal in
response to an input signal. A typical system includes several components, including

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electrical circuits, microprocessors, etc. However, in this course, we are not interested in
implementation details of a system. Instead, we shall consider a system as a black box
described by the input-output relations.
A system may be defined as a physical device that performs an operation on a signal.
It can also be regarded as a process that transforms one signal into another. The input
to a system and the output from a system are signals.
A system can also be defined as a group of physical components assembled to perform
a specific function. It may be electrical, mechanical, hydraulic, pneumatic, thermal or a
combination of any of these systems.
A car riding on a road:
The input variables could be the throttle position, position of the steering wheel or
the road conditions like the slope and roughness.
The choice of the output variables is arbitrary and is determined by the objective of
the analysis. The position, velocity or acceleration of the car or the average fuel rate or
the engine temperature can be selected as the outputs.
Another example of a system is an amplifier, which modifies the amplitude of the
input signal by a gain factor at every time instant. In general the relationship between
the input signal to the system X(t) and the output signal from the system, Y (t) is given
by Y (t) = aX(t), where a is a constant.
The main objective of system analysis is to predict relevant performance characteris-
tics of a system operating under specified environmental conditions. To understand and
control complex systems, one must therefore establish an adequate mathematical model
of the system. The term model means a set of differential equations that describe the
dynamic behavior of the system. System models can be classified into various types.
Some of the types are considered below.
Systems where the input and the output signals are continuous in nature are con-
tinuous systems. Example of a continuous time system or an analog system is a sensor.
Continuous systems can be expressed in the form of differential equations. Systems where
both the input and the output signals are discrete in nature are called discrete-time sys-
tems. These systems are expressed in the form of time-difference equations. If both the
input and output of a system are digital in nature, then the system is called a digital
system. Example of a digital system is a computer.
The concept of linear system can be illustrated by an example.
For example, one is listening to some instrumental music from a tape via an amplifier.
One instrument plays the tune, this instrument stops and another instrument plays the
same tune, then both instruments play the tune together. When the instruments play
together, one would expect the sound produced to be the combination of the sounds of
the individual instruments and if the system is linear this will be the case. But we all
know that this is not the case.
Hence the basis of linear system is that if the inputs are superimposed then the
responses to these individual inputs are also superimposed. In other words If an arbitrary
input x1 (t) produces the output y1 (t) and an arbitrary input x2 (t) produces an output
y2 (t), then if the system is linear input (x1 (t)+x2 (t)) will produce an output (y1 (t)+y2 (t)).
This principle is called the principle of superposition . All linear systems satisfy the
principle of superposition.
One example of a linear system is the simplified model of the suspension system of an
automobile (spring-mass-damper system). Example of a non-linear system is a pendulum
of a clock. Non-linear systems do not satisfy the principle of superposition.

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Model of a Communication System
A communication system consists of three major parts, as illustrated below.

Information Transmitter Communication Receiver Information

source channel destination

Distortion, noise
and interference

Communication system

• Transmitter : A transmitter modifies the input signal into a form suitable for trans-
mission over the communication channel.

• Communication channel : A communication channel is the medium that bridges

the distance from the source to the destination. It can be a pair of wires, a coaxial
cable, an optical fiber, open air, etc.

• Receiver : A receiver regenerates the original information signal from the degraded
version of the transmitted signal after it propagates through the channel.

Every communication channel introduces attenuation such that the signal power de-
creases as the transmission distance increases. In addition, a communication channel
alters the waveform of the transmitted signal. Sources of alterations of the transmitted
signal waveform can be divided into three classes.

• Distortion: Distortion is waveform perturbation caused by an imperfect channel

response of a communication system.

• Interference: Interference is contamination by other signals from man-made sources,

including other transmitters, power lines and machinery, switching circuits, etc.

• Noise: Noise refers to random signals produced by natural processes both internal
and external to a communication system.

1 Fourier Analysis and Linear Systems

1.1 Classifications and Representations of Signals
1.1.1 Periodic and Nonperiodic signals
A signal v(t) is periodic if it satisfies the condition

v(t) = v(t + T0 ), t ∈ R.

The smallest value of T0 that satisfies this condition is called the period of v(t). A periodic
signal is fully described by specifying its behavior over any single period.
A signal for which there is no value of T0 to satisfy the above condition is called a
nonperiodic or aperiodic signal.

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1.1.2 Deterministic and Random Signals
A signal is deterministic if its value is completely defined, i.e. equal to a specific constant,
for any time instant. Accordingly, a deterministic signal can be modeled as a specific
function of time, e.g. sinusoidal function.
On the other hand, a random signal is a signal in which there is some degree of
uncertainty about its values. Such a signal can be viewed as belonging to a collection
or ensemble of different signals, from which the signal is randomly selected from this
ensemble.

1.1.3 Energy Signals and Power Signals

The instantaneous power of voltage signal v(t) over resistor R, producing current i(t), is
|v(t)|2
p(t) = = R|i(t)|2 .
R
If we normalize the power by assuming that R = 1 Ohm, we can calculate the instanta-
neous power associated with v(t) as
p(t) = |v(t)|2
regardless of whether it represents a voltage or a current.
The total energy of signal v(t) can be found by integrating the instantaneous power
over all time instants, i.e. ∫ ∞
E= |v(t)|2 dt,
−∞
and the average power can be found as the time average of the instantaneous power, i.e.
∫
⟨ ⟩ 1 T /2
P = |v(t)| = lim
2
|v(t)|2 dt.
T →∞ T −T /2

For a periodic signal with period T0 , the definition of the average power reduces to
∫ t1 +T0 ∫
1 1
P = |v(t)| dt =
2
|v(t)|2 dt.
T 0 t1 T0 T0
We say that signal v(t) is an energy signal if its total energy is positive and finite, i.e.
0 < E < ∞.
In addition, the signal v(t) is a power signal if its average power is positive and finite,
i.e. 0 < P < ∞.
The two classes of signals are mutually exclusive. In particular, an energy signal has
zero average power, whereas a power signal has infinite energy. Usually, periodic signals
and random signals are power signals, while deterministic nonperiodic signals are energy
signals.

1.1.4 Continuous-Time and Discrete-Time Signals

For the purposes of this course, we define a signal as a single-valued function of time.
The time variable can be either continuous or discrete. In the former case, we have a
continuous-time signal. In the latter case, we have a discrete-time signal.
A continuous-time signal is defined at every time instant, whereas a discrete-time
signal is defined only at a set of discrete-time instants. A discrete-time signal is undefined
at any time instant between successive discrete-time instants, e.g. between two successive
samples. In this course, we focus on continuous-time signals.

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1.1.5 Signal Representation
Consider a sinusoidal signal
v(t) = A cos(ω0 t + φ),
where A is the peak value or the amplitude, ω0 is the radian frequency, and φ is the phase
angle. With the phase angle equal to φ, the peak is shifted from t = 0 to t = −φ/ω0 .
The above signal v(t) is a period signal with period T0 and with the cyclical frequency
or simply frequency
1 ω0
f0 = = .
T0 2π
The above signal v(t) can also be written as
{ }
v(t) = A cos(ω0 t + φ) = Re Aej(ω0 t+φ) ,

which suggests a phasor representation for a sinusoidal signal, where a signal is repre-
sented by a rotating vector or phasor which
• has length A,
• rotates counterclockwise at rate f0 revolutions per second, and
• makes an angle φ with respect to the positive real axis at time t = 0.
Figure 2 illustrates a phasor.

Imaginary

Real
Figure 2: Phasor representation of a sinusoidal signal.

Notice that three parameters

• amplitude (A),
• phase (φ), and
• frequency (f0 )
completely define a phasor or the corresponding sinusoidal signal. Thus, to describe a
sinusoidal signal in the frequency domain, we must associate the amplitude and phase
with a particular frequency. Thus, a sinusoidal signal is represented by the following
one-sided line spectrum, as shown in figure 3.
In the above discussion, we have found a spectral representation by associating the
amplitude and phase with sinusoidal signal cos(ω0 t + φ). We can find another spectral
representation by using complex exponentials e±jω0 t as base functions. In particular, the
sinusoidal signal v(t) can be written as
A j(ω0 t+φ) A −j(ω0 t+φ)
v(t) = A cos(ω0 t + φ) = e + e ,
2 2
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 Amplitude Phase

0 0
Figure 3: One-sided line spectrum of a sinusoidal signal.

which suggests a different phase representation for a sinusoidal signal, consisting of a pair
of conjugate phasors, which

• have length A/2,

• rotate in opposite directions at rate f0 revolutions per second, and

• make opposite angles ±φ with respect to the positive real axis at time t = 0.

Figure 4 illustrates a pair of conjugate phasors.

Imaginary

Real

Figure 4: Pair of complex phasors of a sinusoidal signal.

Because we now have, in addition to the phasor rotating counterclockwise (in positive
direction of rotation), the phasor rotating clockwise (in negative direction of rotation),
we introduce the concept of negative frequency. The corresponding line spectrum then
becomes a two-sided spectrum, as shown in figure 5.

Amplitude Phase

0
Figure 5: Two-sided line spectrum of a sinusoidal signal.

The negative frequencies we have introduced have no physical meaning. The pres-
ence of negative frequencies is simply a result of using complex-valued base functions
e±j(ω0 t+φ) , which also have no physical meaning (in contrast to real-valued cosine func-
tion). However, as we shall see in context of Fourier series and Fourier transform, the
use of complex exponentials provides a compact mathematical description of frequency
contents of signals.

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1.2 Fourier Series and Fourier Transforms
1.2.1 Fourier Series and Discrete Spectrum
Let v(t) be a periodic (power) signal with period T0 = 1/f0 . The Fourier series expan-
sion of v(t) together with the coefficients of the expansion are defined by the following
equations.
∑
∞
v(t) = Vn ej2πnf0 t
n=−∞
∫ T0 /2
1
Vn = v(t)e−j2πnf0 t dt
T0 −T0 /2

The spectrum of periodic signal consists of discrete spectral lines with uniform spacing
located at Harmonic frequency components 0, ±f0 , ±2f0 , ±3f0 , . . ..
The coefficient Vn = V (nf0 ) = |Vn |ej arg Vn is a complex function of frequency, where
|Vn | represents the amplitude spectrum while arg Vn represents the phase spectrum. When
v(t) is a real function, we have V (−nf0 ) = V ∗ (nf0 ), yielding
• |V (−nf0 )| = |V (nf0 )|, i.e. even amplitude spectrum
• arg V (−nf0 ) = − arg V (nf0 ), i.e. odd phase spectrum

Example 1 (Retangular pulse train): Consider a rectangular pulse train

∑∞ ( )
t − nT0
v(t) = Arect ,
n=−∞
τ
which is illustrated in figure 6.

period of integration
Figure 6: Rectangular pulse train with width τ and period T0 .

It follows that
∫ τ /2
1 A τ /2
Vn = Ae−j2πnf0 t dt = × e−j2πnf0 t −τ /2
T0 −τ /2 −j2πn
A
= sin(πnf0 τ ) = Af0 τ sinc(nf0 τ ),
πn
where we define
sin(πx)
sinc(x) = .
πx
The function sinc(x) is plotted in figure 7. Note that sinc(0) = 1 while sinc(nf0 τ ) = 0 if
nf0 = ± τ1 , ± τ2 , ± τ3 , . . ..
The line spectral of rectangular pulse train is shown in figure 8.

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 1
sinc(x)
0.8

0.6

0.4

0.2

-0.2

-0.4
-6 -4 -2 0 2 4 6
x
Figure 7: Sinc function.

0.25
A=1,T0=1,τ=1/5
0.2
Vn=(1/5)× sinc(n/5)
0.15
Envelope:
V(f)=(1/5)× sinc((f/f0)/5)
0.1

0.05

-0.05

-0.1
-30 -20 -10 0 10 20 30
f/f0

Figure 8: Line spectrum of a rectangular pulse train.

• Widening the pulse width τ will narrow the envelope of in the spectrum, and vice
versa.

• Decreasing the period T0 yields less dense line spacing in the spectrum, and vice
versa. 

Example 2 (Impulse train): Consider the impulse train

∑
∞
v(t) = δ(t − nT0 ),
n=−∞

which is illustrated in figure 9.

Suppose the impuse is created by a rectangular pulse with decreasing pulse width τ .
This is one specification of the Dirac delta function denoted by δ(t). Note that δ(t) has

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 1

Figure 9: Impulse train.

∫∞
an infinite amplitude, zero pulse width, and the area (i.e. −∞
δ(t)dt) equal to 1.
( )
1 t
δ(t) = lim rect
τ →0 τ τ

It follows that

Vn = lim f0 sinc(nf0 τ )
τ →0
1
= f0 sinc(0) = f0 = ,
T0
yielding the line spectrum as shown in figure 10. Note that the coefficients Vn ’s are
constant from n = −∞ to n = ∞. 

Figure 10: Line spectrum of impulse train.

Example 3 (Sinusoidal burst): Consider

( ∞ ( ))
∑ t − nT0
v(t) = Arect cos(ωc t),
n=−∞
τ

which is illustrated in figure 11.

It follows that
∫ τ /2
1
Vn = A cos(ωc t)e−jnω0 t dt
T0 −τ /2
∫ τ /2
1
= A cos(ωc t) (cos(nω0 t) − j sin(nω0 t)) dt
T0 −τ /2
∫ τ /2
1
= A cos(ωc t) cos(nω0 t)dt,
T0 −τ /2

where the last equality follows from the odd symmetry of the function cos(ωc t) sin(nω0 t),
∫ τ /2
yielding −τ /2 cos(ωc t) sin(nω0 t)dt = 0.

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 1.5
A=1,T0=1,τ=1/4,ωc=22π
v(t)
1

0.5

-0.5

-1

-1.5
-2 -1.5 -1 -0.5 0 0.5 1 1.5 2
x
Figure 11: Sinusoidal burst.

0.15
Vn=1/8×(sinc((n+11)/4)+sinc((n-11)/4))

0.1

0.05

-0.05
-30 -20 -10 0 10 20 30
f/f0

Figure 12: Line spectrum of a sinusoidal burst.

Using the identity 2 cos x cos y = cos(x + y) + cos(x − y) and after straightforward
computation,
∫ τ /2
A
Vn = [cos((nω0 + ωc )t) + cos((nω0 − ωc )t)] dt
2T0 −τ /2
Aτ
= [sinc((nf0 + fc )τ ) + sinc((nf0 − fc )τ )] .
2T0
The line spectrum of Vn ’s is shown in figure 12.
Recall that the line spectrum of the rectangular pulse train has the sinc envelope.
Now the same spectrum appears around ±fc .

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1.2.2 Even/Odd Symmetry with a Real Periodic Signal
If a periodic signal v(t) is real and odd, i.e. v(−t) = −v(t), then Vn is purely imaginary
and odd, and is given below.
∫ T0 /2
2j
Vn = − v(t) sin(nω0 t)dt
T0 0

If a periodic signal v(t) is real and even, i.e. v(−t) = v(t), then Vn is purely real and
even, and is given below.
∫ T0 /2
2
Vn = v(t) cos(nω0 t)dt
T0 0

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