SIGNALS AND SYSTEM I Signals

Signals and Systems I: Signals
Juan Felipe Gutiérrez Gómez

{jufgutierrezgo}@unal.edu.co
Universidad Nacional de Colombia - Sede Bogotá

Faculty of Engineering
Department of Electrical and Electronics Engineering
August 21, 2022
J.F. Gutiérrez Signals and Systems I August 21, 2022 1 / 65

The Concept of Signals
Signal
A signal is a function whose information describes the time profile of a
physical quantity.
I In other words, a signal is a measurable (physical) function whose values
describe a physical quantity.
? The mathematical model for a signal is in the form of a formula, function,

algorithm or a graph that approximately describes the time variations of a
physical quantity of interest.

The Concept of Signas
Figure: Example of signal.

The Concept of Signals
A signal does not necessarily have to be a time-dependent function. Some

signals could describe variations of a physical quantity over a spatial variable
I Distribution of force along the length of a steel beam

I Distribution of light intensity at different points in an image

Classification of Signals
Figure: Classification of signals

Continuous Time, Discrete Time-Time
Continuous-Time Signal x(t)

A signal is called a continuous-time (CT) signal if it is defined at every time
instant in a time interval of interest, and its amplitude can assume any value
in a continuous range.
Discrete-Time Signal x[n]

A signal is called a discrete-time (DT) signal (or a time sequence) if it is
defined only at discrete time instants, and its amplitude can assume any value
in a continuous range.

Continuous Time, Discrete Time-Time
Figure: A discrete-signal time.

Figure: A continuous-signal time.
SAMPLING
I Sampling a CT signal yields a DT signal.
I The sampling time T is the time interval existent between two immediate
sampling instants.

Periodic and Non-Periodic Signals
CT Periodic Signals
A CT periodic signal is one that repeats itself every T seconds and therefore
satisfies:
x (t) = x (t + nT ) (1)
where n is an integer, T is the period of the signal.
DT Periodic Signals
A DT signal x[n] is periodic with period N samples if it satisfies:
x [n] = x [n + N] (2)
Non-periodic Signal
Any signal that does not satisfy the periodicity condition (Equation 1 or 2) is
called a non-periodic CT or DT signal.

CT Sinusoidal Signal
A CT Sinusoidal Signal has the form
x (t) = A · sin(ωt + θ) (3)

where A is the amplitude, ω0 = 2πf0 is the angular frequency and θ the initial
phase.
Figure: The CT sinusoidal signal.

A signal is called a pure sinusoid if it is either a cosine or sine function.
For instance, x1 (t) and x2 (t) dened as follows are pure sinusoidals (A, B ∈ R)
x1 (t) = Asin(ω1 t + θ1 ) (4)

x2 (t) = Bsin(ω2 t + θ2 ) (5)
All CT pure sinusoids are periodic.
Question
All linear combination of two or more pure sinusoids are periodics ?
x3 = Asin(ω1 t + θ1 ) + Bsin(ω2 t + θ2 ) (6)

To find the period T > 0 of a general continuous-time sinusoid:
x (t) = x (t + T )
Acos(ωt + θ) = Acos(ω(t + T ) + θ)
Acos(ωt + θ) = Acos(ωt + ωT + θ)
2πk = ωT
2πk
T =
ω
Therefore, there exists a T > 0 such that x (t) = x (t + T ) and therefore x (t) is
periodic .

DT Sinusoidal Signal
The DT Sinusoidal Signal is given by
x [n] = Asin(Ω0 n + θ) (7)

where A is the amplitude and Ω0 = 2πF0 the angular frequency. F0 the
normalized frequency of the sinusoidal signal (dimensionless quantity). and θ
the initial phase.
Figure: DT sinusoid signal.

The proofs of the following assertions will be shown later in the course
Periodicity of DT Sinusoidal Signals

Not all DT Sinusoidals are periodic
Frequency of DT Sinusoidal Signals

I To every DT Sinusoidal, periodic or not, can be assigned multiple
frequencies.
I Even if the DT sinusoidal is periodic, its frequency is not defined in the
same way as in CT (i.e., it is NOT defined directly by the period).

To find the integer period N > 0 of a general continuous-time sinusoid:
x [n] = x [n + N]
Acos(Ωn + θ) = Acos(Ω(n + N) + θ)
Acos(Ωn + θ) = Acos(Ωn + ΩN + θ)
2πk = ωN
2πk
N=
Ω
Therefore, a discrete-time sinusoid is periodic if its radian frequency Ω is a
rational multiple of π. Otherwise, the discrete-time sinusoid is non-periodic.

Let
x1 [n] = Acos(Ω1 n + θ)
x2 [n] = Acos(Ω2 n + θ)
and Ω2 = Ω1 + 2πk where k ∈ N.
x2 [n] = Acos(Ω2 n + θ)
x2 [n] = Acos((Ω1 + 2πk)n + θ)
x2 [n] = Acos(Ω1 n + 2πkn + θ)
x2 [n] = Acos((Ω1 + θ)
x2 [n] = x1 [n]

Figure: Discrete cosine signal.

CT Exponential Signals
A CT (complex) Exponential Signal is defined as:
x (t) = Āe āt (8)

where Ā ∈ C is the amplitude parameter, and ā = σ + jω is the complex
frequency.

CT Real Exponential Signals
When the amplitude and complex frequency parameters of the exponential

function are real numbers (A, a ∈ R), the signal is real valued:
x (t) = Ae at (9)
Let A > 0. Then, a real exponential signal is said to be:
I Incresing if a > 0 (that is, the exponent is positive for t > 0);
I Decreasing if a < 0 (that is, the exponent is negative for t > 0);
The derivative of a real exponential signal is proportional to its value at

that time:
d d
[x (t)] = [Ae at ] = aAe at = ax (t) (10)
dt dt

CT Imaginary Exponential Signals
If the amplitude parameter is real and the complex frequency parameter is
imaginary, we have the CT imaginary exponential signal:
x (t) = Ae jω0 t (11)

Using Euler’s formula:
x (t) = Acos(ω0 t) + jAsin(ω0 t) (12)

I An imaginary exponential function is a complex-valued function whose real and
imaginary parts correspond to sinusoidal signals:
Re{x (t)} = Acos(ω0 t)

Im{x (t)} = Asin(ω0 t)
I A CT imaginary exponential can be understood as a linear combination (with

complex coefficients) of two pure sinusoids, having the same frequency.
I CT imaginary exponentials are always periodic.
I CT imaginary exponentials are referred to in most books as complex
exponentials.
Figure: Example of x (t) = Ae (σ+jω)t where A ∈ R and σ < 0.
Figure: Example of x (t) = Ae (σ+jω)t where A ∈ R and σ > 0.

DT Exponential Signals
DT Real Exponential Signal

The DT Real Exponential is dened as
x [n] = b n (13)
for some real number b.
I |b| > 1 Ï the sequence grows unbounded as n Ï ∞ and it is called

exponentially increasing sequence;
I b = 1 Ï the sequence corresponds to the unit step sequence (more on this
on next session);
I b = −1 Ï the sequence assumes −1 and 1 alternatively;
I |b| < 1 Ï the sequences approaches zero exponentially, and it is called
exponentially decreasing sequence.

DT Exponential Signal
DT Complex Exponential Signal

The DT Complex Exponential Signal is given by
x [n] = Āb̄ n (14)
where Ā, b̄ ∈ C.
A special case of the DT Complex Exponential is the DT Imaginary

Exponential Signal:
x [n] = Ae jΩ0 n = Acos(Ω0 n) + jAsin(Ω0 n) (15)

Periodicity of Complex Exponentials
Since complex exponentials (imaginary exponent) can be seen as linear

combinations of pure sinusoids, the criterium for linear combinations of
CT and DT sinusoids holds as well.

Even and Odd Signals

An even or symmetric signal x(t) or x[n] is one for which
x (−t) = x (t)
x [−n] = x [n]
An odd or anti-symmetric signal y(t) or y[n] is one for which
y (−t) = −y (t)
y [−n] = −y [n]
This definition holds if t, n are interchanged by other variables.

Even and Odd Parts of a Signal
Any signal x(t) or x[n] can be represented as the sum of even and odd parts as
x (t) = xe (t) + xo (t) x [n] = xe [n] + xo [n] (16)

where the even part xe and the odd part xo are given by
1 1
xe (t) = [x (t) + x (−t)] xo (t) = [x (t) − x (−t)] (17)
2 2
1 1
xe [n] = [x [n] + x [−n]] xo [n] = [x [n] − x [−n]] (18)
2 2

Even and Odd Parts of a Signal
Figure: Examples of CT and DT even and odd signals.

Exercise
Determine if the following signals are even, odd or neither:
sin(t)
1 x1 (t) = t
2 x2 (t) = tcos(t) + sin(2t)
3 x3 (t) = e −a|t| sin(t)

Properties of Even and Odd Functions
I The product of two even functions is also an even function.

I The product of two odd functions is an even function.
I The product of an even function and an odd function is an odd function.
I The sum (or difference) of two even functions is also an even function.
I The sum (or difference) of two odd functions is an odd function).
I The sum (or difference) of an even function and an odd function is neither
even nor odd.

Normalized Energy and Power of a Signal
Normalized Energy (CT)

For a CT signal x (t), the normalized energy E of a complex-valued x(t) is
Z ∞
E = ||x (t)||22 = x (t)x ∗ (t)dt (19)
−∞
Average Power for a CT Signal

For a CT signal x (t), the average or normalized power P of a complex-valued
x (t) is:
Z
1
P = lim x (t)x ∗ (t)dt (20)
TÏ
− ∞ T <T >

Normalized Energy and Power of a Signal
Normalized Energy (DT)

For a DT signal x [N], the normalized energy E of a complex-valued x [n] is
∞
X
E = ||x [n]||22 = x [n]x ∗ [n] (21)
−∞
Average Power for a DT Signal

For a DT signal x [n], the average or normalized power P of a complex-valued
x [n] is:
N
1 X
P= x [n]x ∗ [n] (22)
2N + 1
n=−N

Energy and Power Signals
Energy Signal
A signal x (t) or x [n] is an energy signal if and only if
0 < E < ∞ ⇐Ñ P = 0 (23)
THEOREM: If x[n] is absolutely summable, then it has finite total energy (i.e., it is squared
absolutely summable).
THEOREM: If x (t) is absolutely integrable and bounded for all t in (−∞, ∞), then it has
finite total energy (i.e., it is squared absolutely integrable)
Power Signal
A signal x (t) or x [n] is an power signal if and only if
0 < P < ∞ ⇐Ñ P = ∞ (24)
? Almost all periodic functions of practical interest are power signals.

? If a signal is a power signal, then it cannot be an energy signal or vice versa; power
and energy signals are mutually exclusive [Sadiku, 2015].

Signal Transformations
I Arithmetic Operations
1 Addition of a Constant
2 Constant Multiplications
3 Signal Addition
4 Signal Multiplication
I Operations in the Independent Variable
1 Time Shifting
2 Time reversal
3 Time Scalind
I Precedence Rule

Addition of a Constant
Addition of a constant A(A ∈ R) to the signal x (t) (or x [n]) is expressed as
g(t) = x (t) + A
g[n] = x [n] + A
At each instant, the amplitude of the result g(t) (g[n]) is equal to the
amplitude of the signal x (t) (x [n]) plus the constant offset value A.

Figure: Addition of a constant A to the signal x (t) and x[n].

Multiplication of a Constant
Addition of a constant A(A ∈ R) to the signal x (t) (or x [n]) is expressed as
g(t) = Ax (t)
g[n] = Ax [n]
The result of this operation is a signal g(t) (g[n]), whose amplitude equals
the product of the value of the signal x(t) (x[n]) and the constant gain
factor B at each time instant

Figure: Multiplication of a constant A to the signal x (t) and x[n].

Signal Addition
Signal Addition
Signal addition is accomplished by adding the amplitudes of the signals at each
time instant. For two (or more) signals x1 (t) and x2 (t) (x1 [n] and x2 [n]), then
g(t) = x1 (t) + x2 (t)

g[n] = x1 [n] + x1 [n]

Signal Addition
Figure: CT and DT signal addition.

Signal Multiplication
Given two (or more) signals x1 (t) and x2 (t) (x1 [n] and x2 [n]), their product is
given by
g(t) = x1 (t)x2 (t)

g[n] = x1 [n]x1 [n]
The amplitude of g(t) (g[n]) at any time instant is equal to the product
of the values of the signals x1 (t) and x2 (t) (x1 [n] and x2 [n]) at any time
instant.

Figure: CT and DT signal multiplication.

Time Shifting
Time Shifting
Given a signal x (t) or x [n], their time-shifted forms g(t) = x (t − td ) and
g[n] = x [n − k] (td ∈ R, k ∈ Z are constants) are obtained as follows:
I If td > 0 or k > 0, the signals x (t − td ) and x [n − k] are delayed and
shifted to the right relative to t = 0 and n = 0 respectively.
I If td < 0 or k < 0, the signals x (t − td ) and x [n − k] are delayed and
shifted to the left relative to t = 0 and n = 0 respectively.

Time Shifting
Figure: CT and DT time shifting.

Time Reversal
Time Reversal
A time reversed version of the signal x (t) or x [n] is obtained through
g(t) = x (−t)
g[n] = x [−n]
This transformation is a reflection of x (t) or x [n] about the vertical axis

I We obtain x (−t) by replacing every t with −t
I We obtain x [−n] by replacing every n with −n

Time Reversal
Figure: CT and DT time reversal.

Time Scaling in CT
Time Scaling in CT
A time scaled version of the signal x (t) is obtained through the relationship
g(t) = x (at) (25)
This transformation is a reflection of x (t) or x [n] about the vertical axis

I The scaled signal x (at) will be compressed if |a| > 1 (i.e., time goes faster)
I The scaled signal will be expanded if |a| < 1 (i.e., time goes slower)

Time Scaling in DT
Time Scaling in DT
For DT signals, we consider time scaling in the following two forms
g[n] = x [kn] k ∈ Z (downsampling) (26)

g[n] = x [n/k] k ∈ Z (upsampling) (27)
When k = −1, time scaling corresponds to time reversal

Downsampling
Consider k = 2, then
g[n] = x [2n]
For several values of n we have:
n = −1 Ï
− g[−1] = x [−2]
n=0Ï
− g[0] = x [0]
n=1Ï
− g[1] = x [2]
n=2Ï
− g[2] = x [4]
g[n] retains every other sample of x [n] and discards the samples between
them

Downsampling
Figure: Downsampling (g[n] = x [2n]).

Upsampling
Consider k = 2, then
g[n] = x [n/2]
For several values of n we have:
n = −2 Ï
− g[−2] = x [−1]
n = −1 Ï
− g[−1] = x [−0.5] = 0
n=0Ï
− g[0] = x [0]
n=1Ï
− g[1] = x [0.5] = 0
n=2Ï
− g[2] = x [1]

Upsampling
Figure: Downsampling (g[n] = x [2n]).

Definition of Singularity Function
Definition (CT Singularity Function)

A (CT) singularity function is one that is discontinuous or has discontinuous
derivatives

CT Unit Step
CT Unit Step or Heaviside Function
The CT unit step function is defined as

1 if t ≥ 0
u(t) = (28)
0 if t < 0
The information or energy of

CT signals depends on not only
amplitude but also time dura-
tion [Chen, 2004, Chen, 2009]
The unit-step function is useful Figure: CT unit step function.

in situations where we need to
model a signal that is turned on
or off at a specific time instant

CT Unit Step
Figure: Turning on a signal after t1 s (modeled by shifted CT unit step)

CT Unit Step
Figure: Turning off a signal after t1 s (modeled by shifted CT unit step)

DT Unit Step
DT Unit Step
The unit step sequence is defined as

1 if n ≥ 0
u[n] = (29)
0 if n < 0

CT Unit Impulse
CT Unit Impulse
The unit impulse function, or Dirac-delta function, occurs at t = 0 and is
defined as

∞ if t = 0
δ(t) = (30)
0 if t , 0
and it has the property
Z ∞
δ(t)dt = 1 (31)
−∞
Figure: CT unit impulse (delta-dirac function).

How to Obtain a CT Unit Impulse?
Figure: Pulse approximation to unit impulse.

DT Unit Impulse
DT Unit Impulse
The unit impulse sequence (Kronecker delta function) is defined as

1 if n = 0
δ[n] = (32)
0 if n , 0

DT Unitec Impulse
Figure: DT unit impulse and Shifted and scaled DT unit impulse.

Sampling Property (CT)
Sampling Property (CT)
f (t)δ(t − t1 ) = f (t1 )δ(t − t1 ) (33)
Figure: Sampling property of the CT unit impulse.

Impulse Decomposition for DT Signals
Consider an arbitrary discrete-time signal x [n].Let us define a new signal by

using the kth sample of the signal x [n]

k if n = 0
xk [n] = x [k]δ[n − k] = (34)
0 if n , 0
If we repeat this definition for all possible values of k (k = −∞, . . . , ∞), we
would obtain an infinite number of signals xk [n]. In each of these signals there
would only be one non-trivial sample, the amplitude of which equals the
corresponding value of x [n] at n = k. If we add all of those samples, we
reconstruct the signal x [n]
∞
X ∞
X
x [n] = xk [n] x [k]δ[n − k] (35)
k=−∞ k=−∞

Unit Ramp
Unit Ramp Function

The unit ramp function is defined as:

t if t ≥ 0
r (t) = (36)
0 if t , 0
Unit Ramp Sequence

The unit ramp sequence is defined as

n if n ≥ 0
r [n] == (37)
0 if n = 0

Unit Ramp
Figure: CT and DT ramp functions.

Relationships between Singularity Functions
Continuous-Time
I u(t) = d
dt [r (t)]
I δ(t) = d
dt [u(t)]
Rt
I r (t) = −∞ u(τ)dτ
Rt
I u(t) = −∞ δ(τ)dτ
Discrete-Time
I δ[n] = u[n] − u[n − 1]
I u[n] = r [n] − r [n − 1]
I r [n] = n−∞ u[n]
P
I u(t) = n−∞ δ[n]

P

Examples
Examples
Express the following signals in terms of singularity functions
Figure: Examples of signals.


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Signals and Systems I: Signals

Juan Felipe Gutiérrez Gómez

Universidad Nacional de Colombia - Sede Bogotá

August 21, 2022

J.F. Gutiérrez Signals and Systems I August 21, 2022 1 / 65

? The mathematical model for a signal is in the form of a formula, function,

J.F. Gutiérrez Signals and Systems I August 21, 2022 2 / 65

Figure: Example of signal.

J.F. Gutiérrez Signals and Systems I August 21, 2022 3 / 65

A signal does not necessarily have to be a time-dependent function. Some

I Distribution of force along the length of a steel beam

J.F. Gutiérrez Signals and Systems I August 21, 2022 4 / 65

Figure: Classification of signals

J.F. Gutiérrez Signals and Systems I August 21, 2022 5 / 65

Continuous-Time Signal x(t)

Discrete-Time Signal x[n]

J.F. Gutiérrez Signals and Systems I August 21, 2022 6 / 65

Figure: A discrete-signal time.

J.F. Gutiérrez Signals and Systems I August 21, 2022 7 / 65

J.F. Gutiérrez Signals and Systems I August 21, 2022 8 / 65

x (t) = A · sin(ωt + θ) (3)

Figure: The CT sinusoidal signal.

J.F. Gutiérrez Signals and Systems I August 21, 2022 9 / 65

A signal is called a pure sinusoid if it is either a cosine or sine function.

x1 (t) = Asin(ω1 t + θ1 ) (4)

All CT pure sinusoids are periodic.

x3 = Asin(ω1 t + θ1 ) + Bsin(ω2 t + θ2 ) (6)

J.F. Gutiérrez Signals and Systems I August 21, 2022 10 / 65

To find the period T > 0 of a general continuous-time sinusoid:

J.F. Gutiérrez Signals and Systems I August 21, 2022 11 / 65

x [n] = Asin(Ω0 n + θ) (7)

Figure: DT sinusoid signal.

J.F. Gutiérrez Signals and Systems I August 21, 2022 12 / 65

Periodicity of DT Sinusoidal Signals

Frequency of DT Sinusoidal Signals

J.F. Gutiérrez Signals and Systems I August 21, 2022 13 / 65

To find the integer period N > 0 of a general continuous-time sinusoid:

J.F. Gutiérrez Signals and Systems I August 21, 2022 14 / 65

and Ω2 = Ω1 + 2πk where k ∈ N.

J.F. Gutiérrez Signals and Systems I August 21, 2022 15 / 65

Figure: Discrete cosine signal.

J.F. Gutiérrez Signals and Systems I August 21, 2022 16 / 65

x (t) = Āe āt (8)

J.F. Gutiérrez Signals and Systems I August 21, 2022 17 / 65

When the amplitude and complex frequency parameters of the exponential

The derivative of a real exponential signal is proportional to its value at

J.F. Gutiérrez Signals and Systems I August 21, 2022 18 / 65

x (t) = Ae jω0 t (11)

x (t) = Acos(ω0 t) + jAsin(ω0 t) (12)

Re{x (t)} = Acos(ω0 t)

I A CT imaginary exponential can be understood as a linear combination (with

Figure: Example of x (t) = Ae (σ+jω)t where A ∈ R and σ < 0.

Figure: Example of x (t) = Ae (σ+jω)t where A ∈ R and σ > 0.

J.F. Gutiérrez Signals and Systems I August 21, 2022 20 / 65

DT Real Exponential Signal

for some real number b.

I |b| > 1 Ï the sequence grows unbounded as n Ï ∞ and it is called