Signals and Systems

Signals and systems as functions

Linear time-invariant (LTI) systems
Impulse response and convolution
Frequency response
Fourier transform
Discrete Fourier transform

Some illustrations taken from

© Lee and Varaiya, Structure and Interpretation of Signals and
Systems, 2011, https://ptolemy.berkeley.edu/books/leevaraiya/

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 Recap - Impulse response and LTI systems

The same for cont.-time systems:

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 LTI system/Impulse response example
L-point moving average lter

Impulse response:

Block diagram
(signal ow graph):

example of a nite impulse response (FIR) lter

3
fl
fi
fi
fi
 LTI system/Impulse response example
bank account system

Impulse response:
unit step function
stipulate causal system:

example of an in nite impulse response (IIR) lter

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.
.

fi
fi
LTI system property
e j2⇡f n
LTI system, impulse H(f )ej2⇡f n
response h

P
1
x(n) = ej2⇡f n = h(k)ej2⇡f (n k)
k= 1

P
1
= ej2⇡f n h(k)e j2⇡f k
H(f)
k= 1

P
1
Frequency response: 8f 2 R,
j2⇡f k
H(f ) = h(k)e
k= 1

5
 Same for continuous-time systems
H(f )ej2⇡f t
ej2⇡f t LTI system, impulse
response h

R1
8t 2 R, y(t) = h(⌧ )x(t ⌧ )d⌧
1
j2⇡f t
x(t) = e
R1
= h(⌧ )ej2⇡f (t ⌧)
d⌧
1
R1
= ej2⇡f t h(⌧ )e j2⇡f ⌧
d⌧ H(f)
1

R1
Frequency response: 8f 2 R, H(f ) = h(t)e j2⇡f t
dt
1

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Complex exponential

ej( t+ )
= cos( t + ) + j sin( t + )

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 Fourier transform
Express signals as a superposition of complex sinusoids

R1
8t 2 R, x(t) = X(f )ej2⇡f t df
1 complex sinusoid at frequency f
scaling factor at frequency f

R1
8f 2 R, X(f ) = x(t)e j2⇡f t
dt Fourier transform of x
1
 Fourier transform
Express signals as a superposition of complex sinusoids
 Fourier transform
Express signals as a superposition
of complex sinusoids

https://wiki.seg.org/wiki/Dictionary:Fourier_transform
 Fourier transform
Express signals as a superposition of complex sinusoids

R1
8t 2 R, x(t) = X(f )ej2⇡f t df
1 complex sinusoid at frequency f
scaling factor at frequency f

R1
8f 2 R, X(f ) = x(t)e j2⇡f t
dt Fourier transform of x
1

1/2
R
Discrete-time case: 8n 2 Z, x(n) = X(f )ej2⇡f n df
1/2

P
1
periodic with period 1 8f 2 R, X(f ) = x(n)e j2⇡f n
n= 1

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 LTI systems and Fourier transform
e j2⇡f n LTI system with H(f )ej2⇡f n
impulse response h
frequency response H

j2⇡f n
X(f )e j2⇡f n
LTI system with
H(f )X(f )e
impulse response h
frequency response H

P
P j2⇡f n H(f )X(f )e j2⇡f n
X(f )e LTI system with f
f impulse response h
frequency response H

1/2
R
1/2
R j2⇡f n
j2⇡f n H(f )X(f )e df
X(f )e df LTI system with 1/2
1/2 impulse response h
frequency response H

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LTI systems and Fourier transform

x LTI system with y(t) = (x ⇤ h)(t)

impulse response h
frequency response H Y (f ) = X(f )H(f )
X

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 Interpretation of frequency response

Delay system

Moving average system Recursive average system

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