METU Computer Engineering

Ceng 384– Spring 2013

Week 2a
Signals and Systems
for Computer Engineers
Some slides, figures
and partial text are borrowed
from Lathi’s “Signal Processing &
Linear Systems” and Oppenheim &
Willsky’s “Signals and Systems”.

Apr-14 F. Y. Vural & S. Kalkan - CEng 384 1

 What is a signal?
METU Computer Engineering

 Wikipedia: “a signal is
any time-varying or
spatial-varying quantity”
 A signal is a function of
an independent variable
(i.e., time or space).
 A signal is a flow of
information in time or
space.

Apr-14 F. Y. Vural & S. Kalkan - CEng 384 2

 Example Signals
Speech:
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 1 dimensional signal
 A function of time, f(t)

 Image:
 2 dimensional signal y
 A function of space: f(x,y)
x

 Video:
 3 dimensional signal
 A function of space&time: f(x,y,t) y
t

Apr-14 F. Y. Vural & S. Kalkan - CEng 384

x 3
 More Example Signals
The universe
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
 4 dimensional signal?
 A function of space&time: f(x,y,z,t)?

 Neural Signals:
 n+1 dimensional signal for a
neuron with n inputs:
 f(x1, .., xn,t)

Apr-14 F. Y. Vural & S. Kalkan - CEng 384 4

 Properties of Signals
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Important properties:
1: Peak amplitude
2: Peak-to-peak amplitude
4: Period T

Energy of a signal:
∞
𝐸𝑥 = 𝑥 𝑡 2 𝑑𝑡
−∞
Power of a signal: time average of energy, or
energy per unit time
𝑇/2
1 2
𝑃𝑥 = lim 𝑥 𝑡 𝑑𝑡
𝑇→∞ 𝑇
−𝑇/2
Apr-14 F. Y. Vural & S. Kalkan - CEng 384 5
 Types of Signals
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 Continuous-time vs. discrete-time signals

 The independent variable is continuous or discrete
𝑥(𝑡) 𝑥𝑛

𝑥 𝑡 = 𝑓1 (𝑡) 𝑥 𝑛 = 𝑓2 𝑛

 Most of the information in the physical world is a

continuous-time signal
 E.g., pressure, temperature, force, velocity…
http://netlecturer.com/NTOnLine/T13_SIGNALS/p01types.htm

Apr-14 F. Y. Vural & S. Kalkan - CEng 384 6

 Types of Signals (cont’d)
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Continuous-time Signals Discrete-time Signals

 𝑥 𝑡 = 𝑓(𝑡)  𝑥 𝑛 =𝑔 𝑛

∞ ∞
𝐸𝑥 = 𝑥 𝑡 2 𝑑𝑡 2
𝐸𝑥 = 𝑥𝑛
−∞
−∞

http://netlecturer.com/NTOnLine/T13_SIGNALS/p01types.htm

Apr-14 F. Y. Vural & S. Kalkan - CEng 384 7

 Types of Signals
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 Digital vs. analog signals

 The signal amplitude is either continuous or discrete

http://netlecturer.com/NTOnLine/T13_SIGNALS/p01types.htm

Apr-14 F. Y. Vural & S. Kalkan - CEng 384 8

 Types of Signals (cont’d)
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 Periodic vs. aperiodic signals

 Continuous: 𝑥 𝑡 = 𝑥 𝑡 + 𝑇 for all t
 Discrete: 𝑥 𝑛 = 𝑥[𝑛 + 𝑁] for all n.

 Energy vs. power signals

 A signal with finite energy is an energy signal.
 A signal with finite and non-zero power is a power signal.
 Q: Then, is a periodic signal power signal or energy
signal? http://netlecturer.com/NTOnLine/T13_SIGNALS/p01types.htm

Apr-14 F. Y. Vural & S. Kalkan - CEng 384 9

 Types of Signals (cont’d)
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 Deterministic vs. random signals

 Based on the predictability of the signal over time/space.
 E.g., can we predict x(t+1) given x(−∞)…x(t)?

 Even vs. odd signals

 Even: 𝑥 𝑡 = 𝑥 −𝑡 𝑜𝑟 𝑥 𝑛 = 𝑥[−𝑛]
 Odd: 𝑥 𝑡 = −𝑥 −𝑡 𝑜𝑟 𝑥 𝑛 = −𝑥[−𝑛]

Figures from: Peter Chung, ICL.

Apr-14 F. Y. Vural & S. Kalkan - CEng 384 10
 Basic Operations with Signals
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 Amplitude scaling:
 𝑥1 𝑡 = 𝑐 × 𝑥2 (𝑡)
 How about scaling
of DT signals?

 Time scaling:
 𝑥1 𝑡 = 𝑥2 (𝑐 × 𝑡)

Apr-14 F. Y. Vural & S. Kalkan - CEng 384 11

 Basic Operations with Signals
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 Time shift:
 𝑥1 𝑡 = 𝑥2 𝑡 + 𝑡0

 Addition:
 𝑥1 𝑡 = 𝑥2 𝑡 + 𝑥3 𝑡

 More operations can be defined.

Apr-14 F. Y. Vural & S. Kalkan - CEng 384 12
 Basic Operations with
Sinusoidal Signals
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 How to draw e.g. 𝐴𝑐𝑜𝑠 𝑤𝑜 𝑡 + 𝜙 .

 First scale
𝜙
 Then shift the time axis by - 𝑤0
.
 Then scale the amplitude

Apr-14 F. Y. Vural & S. Kalkan - CEng 384 13

 Types of Signals (cont’d)
METU Computer Engineering

 Complex signals:
 𝑥 𝑡 = 𝐴 × 𝑒 𝑠𝑡
 𝑥 𝑛 = 𝐴 × 𝑧𝑛
 where 𝐴, 𝑠, 𝑧 are complex numbers

Figures from: Peter Chung, ICL.

Apr-14 F. Y. Vural & S. Kalkan - CEng 384 14
 Complex Numbers (Cont’d)
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 𝑒 𝑗𝜃 = 𝑐𝑜𝑠𝜃 + 𝑗 𝑠𝑖𝑛𝜃

 A special case:
 Euler’s Identity:
 𝑒 𝑗𝜋 + 1 = 0
 e => Euler’s number,
base of natural
logarithms (~ 2.71828)

Apr-14 F. Y. Vural & S. Kalkan - CEng 384 15

 Complex Numbers (Cont’d)
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Apr-14 F. Y. Vural & S. Kalkan - CEng 384 16

METU Computer Engineering

 How 𝑒 𝑗𝑥 looks like:

Apr-14 F. Y. Vural & S. Kalkan - CEng 384 17

 Complex exponential with non-
zero real part
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Apr-14 F. Y. Vural & S. Kalkan - CEng 384 18

 Fundamental Period (CT)
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 𝜔0 : Fundamental frequency
of 𝑒 𝑗𝜔0 𝑡
 𝑇0 : Fundamental period
 𝑇0 is the smallest number that
satisfies: 𝑒 𝑗𝜔0 𝑇 = 1
2𝜋
 𝑇0 = 𝜔0

 Properties:
 Larger 𝜔0 => higher rate of
oscillation
 𝑒 𝑗𝜔0 𝑡 is periodic for any value
of 𝜔0 .
Apr-14 F. Y. Vural & S. Kalkan - CEng 384 19
 Fundamental Period (DT)
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 Ω0 : Fundamental frequency of 𝑒 𝑗Ω0 𝑡

 𝑁0 : Fundamental period

 Properties:
 Larger Ω0 => higher rate of oscillation?
 NO: since 𝑒 𝑗 Ω0+2𝜋 𝑛 = 𝑒 𝑗2𝜋𝑛 𝑒 𝑗Ω0𝑛 = 𝑒 𝑗Ω0𝑛
 i.e., Ω0 can take values in 2𝜋 ranges.
Why is it different from CT?
 𝑒 𝑗Ω0𝑡 is periodic for any value of Ω0 ?
Ω0 𝑚
 NO: 𝑁0 Ω0 = 𝑚2𝜋 => =
2𝜋 𝑁0
 𝑚, 𝑁: integers.
Apr-14 F. Y. Vural & S. Kalkan - CEng 384 20
METU Computer Engineering 𝑥 𝑛 = cos(0 ⋅ 𝑛) 𝑥 𝑛 = cos(𝜋𝑛/8) 𝑥 𝑛 = cos(𝜋𝑛/4)

𝑥 𝑛 = cos(𝜋𝑛/2) 𝑥 𝑛 = cos(𝜋𝑛) 𝑥 𝑛 = cos(3𝜋𝑛/2)

𝑥 𝑛 = cos(7𝜋𝑛/4) 𝑥 𝑛 = cos(15𝜋𝑛/8) 𝑥 𝑛 = cos(2𝜋𝑛)

Apr-14 F. Y. Vural & S. Kalkan - CEng 384 21

METU Computer Engineering

Apr-14 F. Y. Vural & S. Kalkan - CEng 384 22

 Rehearse your trigonometry
knowledge
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 A simple exercise
 What is sin b / tan b?

 sin b / tan b =

Bill Cosby

Apr-14 F. Y. Vural & S. Kalkan - CEng 384 23

 Rehearse your trigonometry
knowledge
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 They will help you in

this course
 … and may be in your
‘social life’ ;)

Apr-14 F. Y. Vural & S. Kalkan - CEng 384 24

 Today
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 Signals
 Unit impulse and step signals

 Systems
 And their properties

Apr-14 F. Y. Vural & S. Kalkan - CEng 384 25

 Unit Impulse & Step Functions
[Discrete]
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Unit Impulse Unit Step

1, 𝑛=0 1, 𝑛≥0
𝛿[𝑛] = 𝑢[𝑛] =
0, 𝑛≠0 0, 𝑛<0

Summation

Difference
Apr-14 F. Y. Vural & S. Kalkan - CEng 384 26
 Unit Impulse & Step Functions
[Continuous]
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Undefined at t=0.

Unit Impulse Unit Step

𝛿(𝑡) 1, 𝑡>0
𝑢(𝑡) =
0, 𝑡<0

Integral

Differentiation
Apr-14 F. Y. Vural & S. Kalkan - CEng 384 27
METU Computer Engineering

SYSTEMS

Apr-14 F. Y. Vural & S. Kalkan - CEng 384 28

 Systems
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Qing Hu, MIT

Apr-14 F. Y. Vural & S. Kalkan - CEng 384 29
 Example Systems
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Qing Hu, MIT

Apr-14 F. Y. Vural & S. Kalkan - CEng 384 30
 Example Systems
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Qing Hu, MIT

Apr-14 F. Y. Vural & S. Kalkan - CEng 384 31
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 Different systems can be described similarly, in

the same form.

Qing Hu, MIT

Apr-14 F. Y. Vural & S. Kalkan - CEng 384 32
 Why study systems?
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 “A very rich class of systems are described by differential and

difference equations.
 Such an equation, by itself, does not completely describe the
input-output behavior of a system: we need auxiliary
conditions (initial conditions, boundary conditions).
 In some cases the system of interest has time as the natural
independent variable and is causal. However, that is not
always the case.
 Very different physical systems may have very similar
mathematical descriptions.”
Qing Hu, MIT

Apr-14 F. Y. Vural & S. Kalkan - CEng 384 33

 Systems can be combined
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 Concatenation x y
System 1 System 2
or Series or Cascade

System 1
x y
 Parallel +
System 2

x y
 Feedback + System 1

System 2
 …

Apr-14 F. Y. Vural & S. Kalkan - CEng 384 34

 System Properties: Causality
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 A systems is causal if the output at any time t

depends only on the input up to time t.

 Are these causal?

1. 𝑦 𝑡 = sin 𝑡 − 1 + 𝑥(𝑡)
2. y 𝑛 = 𝑥 𝑛 + 1 × sin(𝑛)
3. y 𝑡 = 𝑥(2 × 𝑡)
4. 𝑦[𝑛] = 𝑥[−𝑛]
5. 𝑦 𝑡 = 𝑥 𝑡 − 1 × cos(𝑡 + 1)
Apr-14 F. Y. Vural & S. Kalkan - CEng 384 35
 System Properties: Linearity
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 Given:
 𝑦1 𝑡 = 𝐻{𝑥1 𝑡 } and 𝑦2 𝑡 = 𝐻 𝑥2 𝑡
 If 𝛼𝑦1 𝑡 + 𝛽𝑦2 (𝑡) = 𝐻{𝛼𝑥1 𝑡 + 𝛽𝑥2 (𝑡)}
then, the system 𝐻{} is linear.
 This is due to:
 Superposition: 𝐻 𝛼𝑥1 𝑡 + 𝛽𝑦2 𝑡 =
𝐻 𝛼𝑥1 𝑡 + 𝐻 𝛽𝑥2 𝑡
 Scaling: 𝐻 𝛼𝑥1 𝑡 = 𝛼𝐻{𝑥1 𝑡 }

Apr-14 F. Y. Vural & S. Kalkan - CEng 384 36

 Linear and Non-linear Systems
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 More generally:
 If 𝑥𝑘 𝑡 → 𝑦𝑘 𝑡 then 𝑘 𝑎𝑘 𝑥𝑘 (𝑡) → 𝑘 𝑎𝑘 𝑦𝑘 (𝑡)
 The discrete case is similar.

 Are the following linear?

1. 𝑦 𝑡 = 2𝑥(𝑡)
2. 𝑦 𝑡 = 𝑥(𝑡) + 1
3. 𝑦 𝑡 = 𝑥 𝑡 2
4. 𝑦 𝑛 = 𝑛/(𝑥[𝑛 − 1])2
Apr-14 F. Y. Vural & S. Kalkan - CEng 384 37
 System Properties: Time-invariance
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 A system is time-invariant if:

 Shifting time shifts the output as well, i.e.:
 𝑦 𝑡 = 𝐻{𝑥 𝑡 } implies 𝑦 𝑡 + 𝛿 = 𝐻{𝑥 𝑡 + 𝛿 }

 Are these time-invariant?

1. 𝑦 𝑡 = 𝑥 𝑡 + 1
2. 𝑦 𝑡 = 𝑥 𝑡 × 𝑡
3. 𝑦 𝑛 = 𝑛 × 𝑥 𝑛 2

Apr-14 F. Y. Vural & S. Kalkan - CEng 384 38

 System Properties: Memory
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 A system is said to be memoryless if the

output at time 𝑡0 depends on only at the input
at time 𝑡0 .
 i.e., 𝑦 𝑡 = 𝑓(𝑥 𝑡 ).
 Are the following memoryless?
1. 𝑦 𝑡 = 𝑥 𝑡 + 𝑡 − 1
2. 𝑦 𝑡 = 𝑥(𝑡 − 1)
3. 𝑦 𝑛 = 𝑛𝑘=−∞ 𝑥[𝑘]
4. 𝑦 𝑛 = 𝑥[−𝑛]
Apr-14 F. Y. Vural & S. Kalkan - CEng 384 39
 System Properties: Invertibility
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 A system is invertible if distinct inputs lead to

distinct outputs.
 E.g., 𝑦(𝑡) = 2𝑥(𝑡) is invertible whereas
𝑦(𝑡) = 𝑥 𝑡 2 is not.
 Invertibility is an important property that we
seek in systems
 Especially in transmitting information

Apr-14 F. Y. Vural & S. Kalkan - CEng 384 40

 System Properties: Stability
A system is said to be stable if small changes in input
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do not lead to divergence in output.

 Put differently, in stable systems, bounded inputs
lead to bounded outputs.
 Tip for checking stability:
 Replace x(t) with a constant and see whether the output is
constant.

 Are the following stable?

1. 𝑦 𝑡 = 𝑥 𝑡 2 − 3𝑥(𝑡)
2. 𝑦 𝑡 = 𝑡 × 𝑥(𝑡)
Apr-14 F. Y. Vural & S. Kalkan - CEng 384 41
 Summary
Properties
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Signals Systems
 Periodic Signals  Memory

 Energy vs. Power Signals  Stability

 Odd vs. Even Signals  Time-invariance

 Exponential Signals  Linearity

 Complex Signals  Causality

 Invertibility

Apr-14 F. Y. Vural & S. Kalkan - CEng 384 42