ELC2410 Signals and Systems

Athar Ali Moinuddin

Dept. of Electronics Engineering
Z H College of Engineering & Technology
Aligarh Muslim University, Aligarh 202002
Unit 1 Representation and
Classification of Signals
Signals
• A signal is used to describe variations in some physical phenomenon.
• Example 1
• When we speak, acoustic pressure vibrates the vocal chord.
• Variation in acoustic pressure with time  speech signal
• A microphone converts acoustic pressure into corresponding voltage
(transducer)
• Example 2
• Variation in brightness as function of position (x, y)  picture signal
Signals (contd.)
• A signal with one independent variable is said to be one-dimensional
(e.g., audio).
• A signal with two independent variable is said to be two-dimensional
(e.g., image).
• A signal with more than two independent variable is said to be multi-
dimensional (e.g., video is a 3-D signal).
 This course deals with only one-dimensional (time or frequency
variable) real valued signals.
Classification of Signals
• Signals can be classified in a number of ways. However, following
classification is useful for the present course:
• Continuous Time (CT) or Discrete Time (DT) Signals
• Periodic or Aperiodic Signals
• Even or Odd Signals
• Energy or Power Signals
Continuous-Time (CT) or Discrete-Time (DT) Signals
• This classification is based on the independent variable time
• A signal which is defined for continuous values of time t is said to be a
continuous-time (CT) signal.
• A signal which is defined for only discrete values of time t is said to be
a discrete-time (DT) signal.
CT or DT Signals (Contd.)….
• A DT signal is also known as a sequence.
• A DT signal is obtained by sampling a CT signal 𝑥(𝑡) at integer
multiples of T (sampling interval)
• Mathematically
𝑥(𝑡) at 𝑡 = 𝑛𝑇 = 𝑥 𝑛𝑇 = 𝑥[𝑛]
Even Signals
• A signal x(t) is said to be even if it satisfies
x(-t) = x(t) for all t.
• A sequence x[n] is said to be even if it satisfies
x[-n] = x[n] for all n.
• Geometrically, the graph of an even signal is symmetric about the
origin.
• Examples are:
Odd Signals
• A signal x(t) is said to be odd if it satisfies
x(-t) = -x(t) for all t.
• A sequence x[n] is said to be even if it satisfies
x[-n] = -x[n] for all n.
• Geometrically, the graph of an even signal is antisymmetric about the
origin.
• An odd signal must be such that x(0) = 0.
• Examples
Even or Odd Signals (contd.)
• Any signal x(t) can be broken into its even 𝑥𝑒 (𝑡) and odd 𝑥𝑜 (𝑡) signals
𝑥 𝑡 = 𝑥𝑒 𝑡 + 𝑥𝑜 (𝑡) (1)
𝑥 −𝑡 = 𝑥𝑒 −𝑡 + 𝑥𝑜 −𝑡
= 𝑥𝑒 𝑡 − 𝑥𝑜 𝑡 (2) ∵ 𝑥𝑒 −𝑡 = 𝑥𝑒 𝑡 , 𝑥𝑜 −𝑡 = −𝑥𝑜 𝑡
Using (1) and (2)
1 1
𝑥𝑒 𝑡 = 𝑥 𝑡 + 𝑥 −𝑡 and 𝑥𝑜 𝑡 = 𝑥 𝑡 − 𝑥 −𝑡
2 2

• For sequence 𝑥[𝑛]

1 1
𝑥𝑒 [𝑛] = 𝑥[𝑛] + 𝑥[−𝑛] and 𝑥𝑜 𝑛 = 𝑥[𝑛] − 𝑥[−𝑛]
2 2
Energy Signals
• In electrical systems, signals are represented as voltage or current waveform.
• Consider a voltage 𝑣(𝑡) developed across a resistor R, producing a current 𝑖(𝑡)
Instantaneous power dissipated in the resistor R
𝑣(𝑡)2
𝑝 𝑡 =𝑣 𝑡 𝑖 𝑡 = = 𝑖(𝑡)2 𝑅
𝑅
If R = 1  (standard load), then
𝑝 𝑡 = 𝑣(𝑡)2 = 𝑖(𝑡)2
 regardless of voltage or current waveform, instantaneous power is equal to
the square of the waveform
• Instantaneous power of a real CT signal 𝑥 𝑡 is 𝑥(𝑡)2 and for complex signal is
𝑥(𝑡) 2 .
• Instantaneous power of a real sequence 𝑥[𝑛] is 𝑥[𝑛]2 and for complex
sequence is 𝑥[𝑛] 2 .
Energy Signal (contd.)
• Energy E of a real signal 𝑥 𝑡 is the area under 𝑥(𝑡)2
• If 𝐸 < ∞ (i.e., energy is finite), then signal is an energy signal
• Finite duration signals
• Let the signal 𝑥 𝑡 be of duration 𝑡1 ≤ 𝑡 ≤ 𝑡2
Energy over the interval
𝑡
𝐸 = ‫ 𝑡׬‬2 𝑥(𝑡)2 𝑑𝑡 < ∞
2
• Let the sequence 𝑥[𝑛] be of duration 𝑛1 ≤ 𝑛 ≤ 𝑛2
Energy over the interval
𝑛2 2
𝐸 = σ𝑛=𝑛 1
𝑥[𝑛] <∞
 Finite duration signals are energy signals
Energy Signal (contd.)
• Infinite Duration Signals
• Let the signal 𝑥 𝑡 be of infinite duration −∞ ≤ 𝑡 ≤ ∞
Energy over the interval
𝑇 ∞
𝐸= lim ‫׬‬−𝑇 𝑥(𝑡)2 𝑑𝑡 = ‫׬‬−∞ 𝑥(𝑡)2 𝑑𝑡
𝑇→∞
𝐸 < ∞ for signal for which 𝑥(𝑡) → ∞ as 𝑡 → ∞
 A decaying signal 𝑥(𝑡) is an energy signal as it has finite energy.
• Let the sequence 𝑥[𝑛] be of infionite duration −∞ ≤ 𝑛 ≤ ∞
Energy over the interval
𝐸 = σ∞
−∞ 𝑥[𝑛] 2

 A decaying sequence 𝑥[𝑛] is an energy signal as it has finite energy.

Power Signals
• Signals for which 𝐸 → ∞
• Examples are 𝑥 𝑡 = 2, 𝑥 𝑡 is a periodic signal
• For such signals energy per unit time known as Power is used.
1 𝑇 2 𝑑𝑡
𝑃 = lim ‫׬‬ 𝑥(𝑡)
𝑇→∞ 2𝑇 −𝑇
This is also known as time-averaged power.
For periodic signal with fundamental period T, average power
𝑇/2
1
𝑃 = lim න 𝑥(𝑡)2 𝑑𝑡
𝑇→∞ 𝑇
−𝑇/2
• For a sequence x[n]
1
𝑃= lim σ𝑁
𝑛=−𝑁 𝑥[𝑛]2 ,
𝑁→∞ 2𝑁+1
1 𝑁−1
For periodic sequence with period N, average power 𝑃 = σ𝑛=0 𝑥[𝑛]2
𝑁
Signal Classification
• Energy Signals
• E <  and P = 0
• Examples: Finite duration signals, Non-terminating decaying signals
• Power Signals
• E =  and P > 0
• Examples: Periodic signals, Non-terminating signals
• Neither Power nor Energy Signals
• Neither P nor E is finite
• Examples: x(t) = t and x[n] = n
𝑥 𝑡 = 𝑒 2𝑡 and 𝑥 𝑛 = 𝑒 𝑛
1.2 Independent Variable Transformations
• Operations are Shifting, Scaling and Inversion
• If variable is time then the operations are:
• Time Shifting, Time Scaling and Time Inversion
Time Shifting (Translation)
• Time shifting (also called Translation) maps the input signal 𝑥(𝑡) to
the output signal 𝑦(𝑡) as given by
𝑦 𝑡 = 𝑥(𝑡 − 𝑏), where b is a real number.
• Such a transformation shifts the signal (to the left or right) along the
time (horizontal) axis.
• If b > 0, then
𝑦 𝑡 = 𝑥(𝑡 − 𝑏)
putting 𝑡 = 𝑡 + 𝑏 in the above equation, we get
𝑦 𝑡 + 𝑏 = 𝑥(𝑡)
 the value of x at time t is same as the value of y at time t + b
i.e., 𝑦(𝑡) is shifted to the right by b, relative to 𝑥(𝑡) (i.e., delayed in
time).
Time Shifting (contd.)
• If b < 0, then
𝑦 𝑡 = 𝑥(𝑡 + 𝑏)
putting 𝑡 = 𝑡 − 𝑏 in the above equation, we get
𝑦 𝑡 − 𝑏 = 𝑥(𝑡)
 the value of x at time t is same as the value of y at time t - b
i.e., 𝑦(𝑡) is shifted to the left by b, relative to 𝑥(𝑡) (i.e., advanced in
time).
• For sequence 𝑥[𝑛]
𝑦[𝑛] = 𝑥[𝑛 − 𝑏]
• If 𝑏 > 0, 𝑦[𝑛] is shifted to the right by b
• If 𝑏 < 0, 𝑦[𝑛] is shifted to the left by b
Time Shifting: Example
Time Shifting: Example
Time Scaling (Dilation)
• Time scaling (also called dilation) maps the input signal 𝑥(𝑡) to the
output signal 𝑦(𝑡) as given by
𝑦 𝑡 = 𝑥(𝑎𝑡)
where a is a non-zero positive real number.
• Such a transformation results in compression/expansion along the
time axis.
• If a > 1, 𝑦(𝑡) is compressed by a factor of a, relative to 𝑥(𝑡).
• If a < 1, 𝑦(𝑡) is expanded by a factor of 1/a, relative to 𝑥(𝑡).
• For sequence 𝑥[𝑛]
𝑦 𝑛 = 𝑥[𝑎𝑛]
• If a > 1, 𝑦[𝑛] is compressed (decimated) by a factor of a, relative to 𝑥[𝑛].
• If a < 1, 𝑦[𝑛] is expanded (interpolated) by a factor of 1/a, relative to 𝑥[𝑛].
Time Scaling: Example
Time Reversal
• If a = -1 in the time scaling equation, then
𝑦 𝑡 = 𝑥 −𝑡 , 𝑦[𝑛] = 𝑥[−𝑛]
• Geometrically, the output signal y is a reflection of the input signal x
about the vertical axis.
• Time dilation and time reversal commute
Combined Time Scaling and Time Shifting
• Consider a transformation that maps the input signal 𝑥(𝑡) to the
output signal 𝑦(𝑡) as given by
𝑦 𝑡 = 𝑥(𝑎𝑡 − 𝑏)
where a and b are real numbers and 𝑎 ≠ 0.
• Since time scaling and time shifting do not commute, therefore, the
order in which these transformations are applied do matter.
• The above transformation has two distinct but equivalent
interpretations:
• first, time shifting x(t) by b, and then time scaling the result by a
• first, time scaling x(t) by a, and then time shifting the result by b/a.
• Note that the time shift is not by the same amount in both cases.
Combined Time Scaling and Dilation: Example
1.3 Basic Signals
• These are the signals which occur frequently
• They represent a variety of physical phenomena
• They are the basic building block of other signals
CT Complex Exponential Signals
• Continuous-time complex exponential signal is of the form
𝑥 𝑡 = 𝐶𝑒 𝑎𝑡 (1)
where C and a are, in general, complex numbers.
• Depending upon the values of C and a, complex exponential exhibit
several different characteristics.
• Real Exponential Signals
• If in Eqn. (1), C and a are real  𝑥 𝑡 is real exponential signal
• For a > 0  𝑥 𝑡 increases exponentially as t increases (growing exponential)
• For a < 0  𝑥 𝑡 decreases exponentially as t increases (decaying exponential)
• For a = 0  𝑥 𝑡 is constant
CT Complex Exponential Signals (contd.)
Real Exponential Signals

Growing Exponential Decaying Exponential

CT Complex Exponential Signals (contd.)
• Periodic Complex Exponential Signals
• If in Eqn. (1), C is real and 𝑎 = 𝑗𝜔𝑜 (purely imaginary), then
𝑥 𝑡 = C𝑒 𝑗𝜔𝑜 𝑡 (2)
2𝜋
is a periodic complex exponential signal with period 𝑇𝑜 = .
𝜔𝑜
• Sinusoidal Signals
Special case of periodic complex exponential signal of Eqn. (2)
𝑥 𝑡 = A cos 𝜔𝑜 𝑡 + ∅  Real part of 𝑥 𝑡
𝑥 𝑡 = A 𝑠𝑖𝑛 𝜔𝑜 𝑡 + ∅  Imaginary part of 𝑥 𝑡
CT Complex Exponential Signals (contd.)
• General Complex Exponential Signals
From Eqn. (1)
𝑥 𝑡 = 𝐶𝑒 𝑎𝑡 , where C and a are complex numbers
Expressing C in polar form and a in rectangular form
C = 𝐶 𝑒 𝑗𝜃 and 𝑎 = 𝑟 + 𝑗𝜔𝑜 , then
𝑥 𝑡 = 𝐶 𝑒 𝑗𝜃 𝑒 𝑟+𝑗𝜔𝑜 𝑡
𝑥 𝑡 = 𝐶 𝑒 𝑟𝑡 𝑒 𝑗(𝜔𝑜 𝑡+𝜃)
𝑥 𝑡 = 𝐶 𝑒 𝑟𝑡 cos 𝜔𝑜 𝑡 + 𝜃 + 𝑗 𝐶 𝑒 𝑟𝑡 sin 𝜔𝑜 𝑡 + 𝜃 (3)
CT Complex Exponential Signals (contd.)
• Three distinct behaviour of 𝑥(𝑡) depending on the value of r
• If r = 0, then Eqn. (3)becomes
𝑥 𝑡 = 𝐶 cos 𝜔𝑜 𝑡 + 𝜃 + 𝑗 𝐶 sin 𝜔𝑜 𝑡 + 𝜃
Real and Imaginary parts of a complex exponential are sinusoidal
• If r > 0, then from Eqn. (3)
Re{𝑥 𝑡 } and Im{𝑥 𝑡 } each are product of sinusoid and a growing exponential
• If r < 0, then from Eqn. (3)
Re{𝑥 𝑡 } and Im{𝑥 𝑡 } each are product of sinusoid and a decaying exponential,
commonly referred to as damped sinusoid.
CT Complex Exponential Signals (contd.)

𝐶 𝑒 𝑟𝑡
𝐶 𝑒 𝑟𝑡
𝐶

r>0 r=0 r<0

DT Complex Exponential Signals
• A complex exponential sequence is of the form
𝑥[𝑛] = 𝐶𝛼 𝑛 (1) (More convenient to use)
where C and  are, in general, complex numbers.
Alternatively,
𝑥[𝑛] = 𝐶𝑒 𝛽𝑛 (2) (similar to CT)
where 𝛼 = 𝑒 𝛽
• Depending upon the values of C and , complex exponential exhibit several
different characteristics
• Real Exponential Signals
• If in Eqn. (1), C and  are real  𝑥[𝑛] is real exponential signal
• For 𝛼 > 1  𝑥 𝑛 grows exponentially with n.
• For 𝛼 < 1  𝑥 𝑛 decays exponentially with n.
• For 𝛼 = 1  𝑥 𝑛 is constant.
>1
-1 <  < 0

0<<1

 < -1
DT Complex Exponential Signals (contd.)
• Periodic Complex Exponential Signals
• If in Eqn. (2), C is real and 𝛼 = 𝑗𝜔𝑜 is purely imaginary, then
𝑥[n] = C𝑒 𝑗𝜔𝑜 𝑛 (3)
2𝜋
is a periodic complex exponential signal with period 𝑁 = 𝑚 .
𝜔𝑜
• Sinusoidal Signals
Special case of periodic complex exponential signal of Eqn. (3)
𝑥[n] = A cos 𝜔𝑜 𝑛 + ∅  Real part of 𝑥[𝑛], 𝑅𝑒 𝑥[𝑛]
𝑥[n] = A 𝑠𝑖𝑛 𝜔𝑜 𝑛 + ∅  Imaginary part of 𝑥 𝑛 , 𝐼𝑚 𝑥[𝑛]
DT Complex Exponential Signals (contd.)
• General Complex Exponential Signals
From Eqn. (1)
𝑥[𝑛] = 𝐶𝛼 𝑛 , where C and  are complex numbers
Expressing C in polar form and a in rectangular form
C = 𝐶 𝑒 𝑗𝜃 and 𝛼 = 𝛼 𝑒 𝑗𝜔𝑜 , then
𝑥[𝑛] = 𝐶 𝛼 𝑛 𝑒 𝑗(𝜔𝑜 𝑛+𝜃)
𝑥[𝑛] = 𝐶 𝛼 𝑛 cos(𝜔𝑜 𝑛 + 𝜃) + 𝑗 𝐶 𝛼 𝑛 sin(𝜔𝑜 𝑛 + 𝜃)
• For 𝛼 > 1  real and imaginary parts of 𝑥[𝑛] are growing sinusoidal signals.
• For 𝛼 < 1  real and imaginary parts of 𝑥[𝑛] are decaying sinusoidal signals.
• For 𝛼 = 1  real and imaginary parts of of 𝑥[𝑛] are sinusoidal signals.
 Growing DT Sinusoid

Decaying DT Sinusoid
Unit Step Signal
1, 𝑡>0
• A CT unit step signal is defined as 𝑢 𝑡 = ቊ
0 𝑡<0
𝑢 𝑡 is discontinuous at t = 0.
1, 𝑛≥0
• A DT unit step signal is defined as 𝑢[𝑛] = ቊ
0 𝑛<0
Unit Impulse Signal
1, 𝑛=0
• A DT unit impulse signal is defined as 𝛿[𝑛] = ቊ
0 𝑛≠0
• DT unit impulse is the first difference
of the DT unit step signal. i.e.,
𝛿 𝑛 = 𝑢 𝑛 − 𝑢[𝑛 − 1]
• DT unit step is the running sum of the
DT unit impulse. i.e.,
𝑢 𝑛 = σ𝑛𝑚=−∞ 𝛿[𝑚]
• As evident from the following figure, running sum is 0 for n < 0 and 1 for 𝑛 ≥ 0.
Unit Impulse Signal (contd.)

Fig. Running sum of unit impulse (a) n < 0 and

(b) n  0.
 Unit Impulse Signal (contd.)
• Alternatively, from the plot of DT unit
step signal, it can be written as
𝑢 𝑛 = 𝛿 𝑛 + 𝛿 𝑛 − 1 + 𝛿 𝑛 − 2 +……
𝑢 𝑛 = σ∞
𝑘=0 𝛿[𝑛 − 𝑘]
Unit Impulse Signal (contd.)
• A CT unit impulse signal is defined by the following two properties:
𝛿 𝑡 = 0, 𝑡 ≠ 0
∞
‫׬‬−∞ 𝛿 𝑡 𝑑𝑡 = 1
• Technically 𝛿 is not a function. Rather it is a
generalized function.
• Consider the rectangular pulse 𝑥(𝑡) 𝑥(𝑡)
∞
Clearly, for any choice of , ‫׬‬−∞ 𝑥 𝑡 𝑑𝑡 = 1
The function  can be obtained as the limit
𝛿 𝑡 = lim 𝑥(𝑡)
𝜀→0
Unit Impulse Signal (contd.)
• Properties of 𝛿 𝑡
• 𝛿 −𝑡 = 𝛿 𝑡 , it is an even function
1
• 𝛿 𝑎𝑡 = δ(t)
𝑎
• 𝑥 𝑡 𝛿 𝑡 = 𝑥(0)𝛿(𝑡) and
𝑥 𝑡 𝛿 𝑡 − 𝑏 = 𝑥(𝑏)𝛿(𝑡 − 𝑏)
∞ ∞
• ‫׬‬−∞ 𝑥 𝑡 𝛿 𝑡 𝑑𝑡 = ‫׬‬−∞ 𝑥 0 𝛿 𝑡 𝑑𝑡
∞
= 𝑥 0 ‫׬‬−∞ 𝛿 𝑡 𝑑𝑡 = 𝑥 0 or
∞ ∞
• ‫׬‬−∞ 𝑥 𝑡 𝛿 𝑡− 𝑏 𝑑𝑡 = ‫׬‬−∞ 𝑥 𝑏 𝛿 𝑡 𝑑𝑡
∞
= 𝑥(𝑏) ‫׬‬−∞ 𝛿 𝑡 𝑑𝑡 = 𝑥(𝑏), sampling or sifting property.
Unit Impulse Signal (contd.)
• Considering an approximation to the unit step 𝑢∆ (𝑡) as illustrated in Figure, which
rises from the value 0 to the value 1 in a short time interval of length .
• The unit step can be thought of as an idealization of 𝑢∆ (𝑡) for  so short that its
duration doesn't matter for any practical purpose.
• Formally, u(t) is the limit of 𝑢∆ (𝑡) as  →0.
• Let us now consider the derivative
𝑑𝑢∆ 𝑡
𝛿∆ 𝑡 =
𝑑𝑡
𝛿 𝑡 = lim 𝛿∆ (𝑡)
∆→0
𝑡
𝑢 𝑡 = ‫׬‬−∞ 𝛿 𝑡 𝑑𝑡
Systems
• A system can be viewed as a process in which input signal is
transformed by the system or cause the system to respond in some
way, resulting in other signal as output.
• For Example
• The circuit shown below can be viewed as a system with input voltage 𝑣𝑠 (𝑡)
and output voltage 𝑣𝑐 (𝑡).
• An image-enhancement system transforms an input image into an output
image that has some desired properties, such as improved contrast.
CT System
• A continuous-time (CT) system is a system in which CT input signal is
applied and result in CT output signal.
• Often a CT system is represented in the form of block diagram as
shown below, where 𝑥(𝑡) is the input and 𝑦(𝑡) is the output.

• Alternatively, the input-output relation of a CT system is represented

by the notation
𝑥(𝑡) → 𝑦(𝑡)
DT System
• A discrete-time (DT) system is a system in which DT input signal is
applied and result in DT output signal.
• Often a DT system is represented in the form of block diagram as
shown below, where 𝑥[𝑛] is the input and 𝑦[𝑛] is the output.

• Alternatively, the input-output relation of a DT system is represented

by the notation
𝑥[𝑛] → 𝑦[𝑛]
Interconnection of Systems
• Real systems are built as interconnections of several subsystems
• Basic Interconnection Methods are:
• Series (cascade) Interconnection

• Parallel Interconnection
Interconnection of Systems (contd.)
• Series-Parallel Interconnection

• Feedback Interconnection
Basic System Properties
• Systems with and without memory
• Invertibility and Inverse Systems
• Causality
• Stability
• Time invariance
• Linearity
• On basis of the above properties, systems are also classified.
Systems without memory (memoryless)
• A system is said to be memoryless if its output at any instant of time is
dependent only on the input at that same time.
• Examples: The systems specified by the following relationships
𝑦 𝑡 = 𝐴𝑥(𝑡); an amplifier
𝑦 𝑡 = 𝐴𝑐 1 + 𝑘𝑥 𝑡 cos(2𝜋𝑓𝑐 𝑡); AM signal
𝑦 𝑛 = 2𝑥 𝑛 − 𝑥 2 [𝑛]
Systems with memory
• A system is said to be with memory if its current output is dependent
on the past or future input and output.
• Examples: The systems specified by the following relationships
𝑡
𝑦 𝑡 = ‫׬‬−∞ 𝑥𝜏 𝑑𝜏
𝑦 𝑛 = 𝑥 𝑛 − 1 ; time delay
𝑦 𝑛 = 𝑥[𝑛 + 1]; time advance
• In many physical systems, memory is directly associated with the
storage of energy.
Invertibility
• A system is invertible if distinct input leads to distinct output.
• If a system is invertible, then an inverse system exists that when
cascaded with the original system, yields an output equal to the
input.

• Examples:
𝑡
• 𝑦 𝑡 = 𝑥 2𝑡 ; time compression and 𝑤 𝑡 = 𝑦( ); time expansion
2
• Encoding and decoding
• Modulation and demodulation
• 𝑦 𝑛 = σ𝑛−∞ 𝑥 𝑘 = 𝑦 𝑛 − 1 + 𝑥[𝑛] and 𝑥 𝑛 = 𝑦 𝑛 − 𝑦[𝑛 − 1]
Invertibility (contd.)

• A system is non-invertible if distinct input leads to multiple outputs or

multiple inputs leads to same output.
• Examples:
• 𝑦 𝑡 = 𝑥 2 (𝑡); same output 𝑦(𝑡) for ±𝑥(𝑡)
Causal Systems
• A system is causal if the output at any time depends only on values of the
input up to that time. i.e.,
• The output at time 𝑡0 depends only on the input for 𝑡 ≤ 𝑡0 .
• Examples
• 𝑦 𝑡 = 𝑥(𝑡 − 1) and 𝑦 𝑛 = 𝑥[𝑛 − 1]
𝑦 0 = 𝑥(−1), 𝑦 1 = 𝑥(0), 𝑦 2 = 𝑥(1) and so on
 System is causal
• 𝑦 𝑡 = 𝑥(𝑡 + 1) and 𝑦 𝑛 = 𝑥[𝑛 + 1]
𝑦 0 = 𝑥(1), 𝑦 1 = 𝑥(2), 𝑦 −1 = 𝑥(0) and so on
 System is non-causal
• 𝑦 𝑡 = 𝑥(−𝑡) and 𝑦 𝑛 = 𝑥[−𝑛]
𝑦 1 = 𝑥(−1), 𝑦 −1 = 𝑥(1), 𝑦 −2 = 𝑥(2) and so on
 System is non-causal
𝑡
• 𝑦 𝑡 = ‫׬‬−∞ 𝑥 𝑡 𝑑𝑡  system is causal
2𝑡
• 𝑦 𝑡 = ‫׬‬−∞ 𝑥 𝑡 𝑑𝑡  system is non-causal
Causal Systems (contd.)

• Example 1.12 [1]

• All real-time physical systems are causal, because time only moves forward. Effect
occurs after cause.
• Causality does not apply to systems processing recorded signals
• Recorded audio
Stability
• Stable system
• A system is stable if a small input leads to an output that do not diverge.
• Stability of physical systems generally results from the presence of
mechanisms that dissipate energy.
• In the RC circuit, the resistor dissipates energy and
this circuit is a stable system.
• BIBO (bounded input bounded output) stable system
A system with input 𝑥(𝑡) and output 𝑦(𝑡) is BIBO stable if, for every bounded 𝑥(𝑡),
𝑦(𝑡) is bounded (i.e., |x(t)| <  for all t implies that |y(t)| <  for all t).
• To show that a system is BIBO stable, we must show that every bounded
input leads to a bounded output.
• To show that a system is not BIBO stable, we only need to find a single
bounded input that leads to an unbounded output.
Stability (contd.)
• Example
• 𝑦 𝑡 = 50𝑥 𝑡 + 10
Let −B ≤ 𝑥 𝑡 ≤ 𝐵, then 𝑦(𝑡) is bounded  BIBO stable
• Example 1.13 [1]
• 𝑦 𝑡 = 𝑒 𝑥(𝑡)  BIBO stable
• 𝑦 𝑡 = 𝑡𝑥(𝑡)
For 𝑥(𝑡) ≤ 𝐵
𝑦(𝑡) ≤ 𝑡𝐵, i.e., output grows with 𝑡.
 system is BIBO unstable.
Time Invariance
• A system whose behavior does not change with respect to time is
time invariant (TI) system.
• Assuming that the value of R and C does not change
with time, this RC circuit represent a TI system. i.e.,
For the same value of input, the output of the circuit
will be same at different times.
• Mathematically, a CT system 𝑥(𝑡) → 𝑦(𝑡) is TI if for any input 𝑥(𝑡)
and for any time shift 𝑡𝑜 ,
If 𝑥(𝑡) → 𝑦(𝑡)
then 𝑥(𝑡 − 𝑡𝑜 ) → 𝑦(𝑡 − 𝑡𝑜 )
• A DT system 𝑥[𝑛] → 𝑦[𝑛] is TI if for any input 𝑥[𝑛] and for any time
shift 𝑛𝑜 ,
If 𝑥[𝑛] → 𝑦[𝑛]
then 𝑥[𝑛 − 𝑛𝑜 ] → 𝑦[𝑛 − 𝑛𝑜 ]
Time Invariance (contd.)
• In other words, a system is TI if a time shift (i.e., advance or delay) in the input
always results only in an identical time shift in the output.
• A system that is not TI is said to be time varying system.
• Very large number of physical systems are TI systems.
• Examples
• 𝑦 𝑡 = sin[𝑥 𝑡 ]
𝑥 𝑡 → 𝑦 𝑡 = sin[𝑥 𝑡 ]
𝑥 𝑡 → 𝑦 𝑡 − 𝑡𝑜 = sin[𝑥 𝑡 − 𝑡𝑜 ] (1)
𝑥 𝑡 − 𝑡𝑜 → 𝑦 𝑡 − 𝑡𝑜 = sin[𝑥 𝑡 − 𝑡𝑜 ] (2)
since (1) and (2) are same  TI system
• 𝑦 𝑡 = 𝑡 sin[𝑥 𝑡 ]
𝑥 𝑡 → 𝑦 𝑡 = 𝑡 sin[𝑥 𝑡 ]
𝑥 𝑡 → 𝑦 𝑡 − 𝑡𝑜 = 𝑡 − 𝑡𝑜 sin[𝑥 𝑡 − 𝑡𝑜 ] (1)
𝑥 𝑡 − 𝑡𝑜 → 𝑦 𝑡 − 𝑡𝑜 = 𝑡 sin[𝑥 𝑡 − 𝑡𝑜 ] (2)
since (1) and (2) are not same  TV system
• Examples 1.14, 1.15 and 1.16 [1]
Linearity
Linearity (contd.)
• Key property of linear system  Superposition property
• Two properties
• Additivity
If 𝑥1 (𝑡) → 𝑦1 (𝑡) and 𝑥2 (𝑡) → 𝑦2 (𝑡)
then 𝑥1 (𝑡) + 𝑥2 (𝑡) → 𝑦1 𝑡 + 𝑦2 (𝑡)
• Scaling (homogeneity)
If 𝑥1 (𝑡) → 𝑦1 (𝑡)
then 𝑎 𝑥1 (𝑡) → 𝑎 𝑦1 (𝑡)
Combining the two properties
σ𝑘 𝑎𝑘 𝑥𝑘 (𝑡) → σ𝑘 𝑎𝑘 𝑦𝑘 (𝑡) for CT system
σ𝑘 𝑎𝑘 𝑥𝑘 [𝑛] → σ𝑘 𝑎𝑘 𝑦𝑘 [𝑛] for DT system
If an input consists of weighted sum of several signals, then the output is
the superposition (weighted sum) of the responses of the system to each
of those signals.
Linearity (contd.)
• Examples
• For each of the following input-output relations, determine whether the
corresponding system is linear, TI or both.
(a). 𝑦 𝑡 = 𝑡 2 𝑥(𝑡 − 1)

(b). 𝑦 𝑛 = 𝑥 𝑛 + 1 − 𝑥[𝑛 − 1]

𝑑𝑥(𝑡)
(c). 𝑦 𝑡 =
𝑑𝑡

• Examples 1.17-1.20 [1]

Representation of DT Signals with Sums of Unit Impulses
Representation of DT Signals …….
• Written analytically
𝑥 𝑛 = ⋯ + 𝑥 −2 𝛿 𝑛 + 2 + 𝑥 −1 𝛿 𝑛 + 1 + 𝑥 0 𝛿 𝑛 + 𝑥 1 𝛿 𝑛 − 1 + 𝑥 2 𝛿 n − 2 + ⋯

𝑥 𝑛 = σ∞
𝑘=−∞ 𝑥 𝑘 𝛿[𝑛 − 𝑘]
 An arbitrary sequence 𝑥[𝑛]can be represented as a linear combination of shifted
unit impulses 𝛿 𝑛 − 𝑘 , where the weights in this linear combination are 𝑥[𝑘].
 The above equation is called the sifting property of the DT unit impulse.
Superposition Sum for DT LTI System
Graphic View
Derivation of Superposition Sum

Impulse Response

 If response of an LTI system to an impulse is known, then the response to an

arbitrary input can be reconstructed.
Convolution Sum
• The conclusion of the derivation is that for an arbitrary input 𝑥[𝑛], the
output is
𝑦 𝑛 = σ𝑘 𝑥 𝑘 ℎ[𝑛 − 𝑘] (1)
The above equation is referred to as the convolution sum or superposition sum.
• The operation on the right-hand side is known as the convolution of the
sequences 𝑥 𝑛 and ℎ 𝑛 and symbolically represented as
𝑦 𝑛 = 𝑥[𝑛] ∗ ℎ[𝑛]
Convolution Sum (contd.)
• Problem 2.1 [1]
𝑥 𝑛 = 𝛿 𝑛 + 2𝛿 𝑛 − 1 − 𝛿[𝑛 − 3] and
ℎ 𝑛 = 2𝛿 𝑛 + 1 + 2𝛿[𝑛 − 1], Determine 𝑦[𝑛].
𝑦 𝑛 = ℎ 𝑛 + 2ℎ 𝑛 − 1 − ℎ 𝑛 − 3
= 2𝛿 𝑛 + 1 + 2𝛿 𝑛 − 1 + 2 2𝛿 𝑛 − 1 + 1 + 2𝛿[𝑛 − 1 − 1] −
2𝛿 𝑛 − 3 + 1 + 2𝛿[𝑛 − 3 − 1]
= 2𝛿 𝑛 + 1 + 4𝛿 𝑛 + 2𝛿 𝑛 − 1 + 2𝛿 𝑛 − 2 − 2𝛿 𝑛 − 4
Convolution Computation: Graphical Method
1. Plot 𝑥 and ℎ vs 𝑘 since the convolution sum is on 𝑘.
2. Flip ℎ 𝑘 around the vertical axis to obtain ℎ −𝑘 .
3. Shift ℎ −𝑘 by 𝑛 to obtain ℎ −𝑘 + 𝑛 .
4. Multiply to obtain 𝑥 𝑘 ℎ 𝑛 − 𝑘 .
5. Sum on 𝑘 to compute σ𝑘 𝑥 𝑘 ℎ[𝑛 − 𝑘].
6. Index 𝑛 and repeat steps 3-6.
• Examples 2.1-2.5 [1]
 Example 1: Tabular Method
k -4 -3 -2 -1 0 1 2 3 4 5 n y[n]
x[k] 1 2 0 -1

h[k] 2 0 2

h[-k] 2 0 2 0 y[0]= 4

h[-k-1] 2 0 2 -1 y[-1]= 2

h[-k-2] 2 0 2 -2 y[-2]= 0

h[-k+1] 2 0 2 1 y[1]= 2

h[-k+2] 2 0 2 2 y[2]= 2

h[-k+3] 2 0 2 3 y[3]= 0

h[-k+4] 2 0 2 4 y[4]= -2

h[-k+5] 2 0 2 5 y[5]= 0
 Example 2: Tabular Method: 𝑦 𝑛 = σ𝑘 𝑥 𝑘 ℎ[𝑛 − 𝑘]
k -4 -3 -2 -1 0 1 2 3 4 5 n y[n]
x[k] -1 1 2

h[k] 3 1 -2 3 -2

h[-k] -2 3 -2 1 3 0 y[0]= 9

h[-k-1] -2 3 -2 1 3 -1 y[-1]= 2

h[-k-2] -2 3 -2 1 3 -2 y[-2]= -3

h[-k-3] -2 3 -2 1 3 -3 y[-3]= 0

h[-k+1] -2 3 -2 1 3 1 y[1]= -3

h[-k+2] -2 3 -2 1 3 2 y[2]= 1

h[-k+3] -2 3 -2 1 3 3 y[3]= 4

h[-k+4] -2 3 -2 1 3 4 y[4]= -4

h[-k+5] -2 3 -2 1 3 5 y[5]= 0
 Example 2: Tabular Method: 𝑦 𝑛 = σ𝑘 ℎ 𝑘 𝑥[𝑛 − 𝑘]
k -4 -3 -2 -1 0 1 2 3 4 5 n y[n]
h[k] 3 1 -2 3 -2

x[k] -1 1 2

x[-k] 2 1 -1 0 y[0]= 9

x[-k-1] 2 1 -1 -1 y[-1]= 2

x[-k-2] 2 1 -1 -2 y[-2]= -3

x[-k-3] 2 1 -1 -3 y[-3]= 0

x[-k+1] 2 1 -1 1 y[1]= -3

h[-k+2] 2 1 -1 2 y[2]= 1

h[-k+3] 2 1 -1 3 y[3]= 4

h[-k+4] 2 1 -1 4 y[4]= -4

h[-k+5] 2 1 -1 5 y[5]= 0
Example 3
• Given ℎ 𝑛 = 0.5𝑛 𝑢[n] and 𝑥 𝑛 = 0.8𝑛 𝑢[n]. Determine 𝑦 𝑛 = 𝑥[𝑛] ∗ ℎ[𝑛].
𝑦 𝑛 = σ∞ 𝑘=−∞ 𝑥 𝑘 ℎ[𝑛 − 𝑘]
= σ∞ 𝑘
𝑘=−∞ 0.8 𝑢[𝑘] × 0.5
𝑛−𝑘 𝑢[n − k]

= σ∞ 𝑘
𝑘=−∞ 0.8 0.5
𝑛−𝑘 𝑢[𝑘]𝑢[𝑛 − k]

𝑢 𝑘 = 1, 𝑘 ≥ 0 and 𝑢 𝑛 − 𝑘 = 1, 𝑛 − 𝑘 ≥ 0 or 𝑘 ≤ 𝑛.
∴ 0 ≤ 𝑘 ≤ 𝑛 and 𝑛 ≥ 0.
For 𝑛 < 0, 𝑦 𝑛 = 0.
For 𝑛 ≥ 0,
𝑦[𝑛] = σ𝑛𝑘=0 0.8𝑘 0.5𝑛−𝑘
𝑛 σ𝑛 0.8 𝑘
= 0.5 𝑘=0
0.5
CT LTI SYSTEMS
• DT signal
𝑥 𝑛 = σ∞ 𝑘=−∞ 𝑥 𝑘 𝛿[𝑛 − 𝑘] using sifting property of unit impulse
• CT signal
∞
𝑥 𝑡 = ‫׬‬−∞ 𝑥 𝜏 𝛿 𝑡 − 𝜏 𝑑𝜏
• CT LTI system
If 𝛿(𝑡) → ℎ(𝑡) impulse response, then
∞ ∞
‫׬‬−∞ 𝑥 𝜏 𝛿 𝑡 − 𝜏 𝑑𝜏 → ‫׬‬−∞ 𝑥 𝜏 ℎ 𝑡 − 𝜏 𝑑𝜏
• For input 𝑥 𝑡 and IR ℎ(𝑡), output is
∞
y(t)=‫׬‬−∞ 𝑥 𝜏 ℎ 𝑡 − 𝜏 𝑑𝜏
Convolution Properties
• Commutative Property

• For CT system
𝑥 𝑡 ∗ ℎ 𝑡 = ℎ(𝑡) ∗ 𝑥(𝑡)
Convolution Properties (contd.)
• Associative Property

• For CT system
𝑥 𝑡 ∗ ℎ1 (𝑡) ∗ ℎ2 (𝑡) = 𝑥 𝑡 ∗ ℎ1 (𝑡) ∗ ℎ2 (𝑡)

• Used for simplification

Convolution Properties (contd.)
• Distributive Property

• For CT system
𝑥 𝑡 ∗ ℎ1 𝑡 + ℎ2 𝑡 = 𝑥 𝑡 ∗ ℎ1 𝑡 + 𝑥 𝑡 ∗ ℎ2 𝑡
Convolution Properties (contd.)
• Combined Commutative and Distributive Properties
• DT System
𝑥1 [𝑛] + 𝑥2 [𝑛] ∗ ℎ[𝑛] = 𝑥1 [𝑛] ∗ ℎ[𝑛] + 𝑥2 [𝑛] ∗ ℎ[𝑛]
• CT System
𝑥1 𝑡 + 𝑥2 𝑡 ∗ ℎ 𝑡 = 𝑥1 𝑡 ∗ ℎ 𝑡 + 𝑥2 𝑡 ∗ ℎ 𝑡

The response of an LTI system to the sum of input signals is equal to the
sum of the responses of the system to these signals individually.
Convolution Properties (contd.)
• Time Shifting Property
• DT System
If 𝑥 𝑛 ∗ ℎ 𝑛 = 𝑦[𝑛]
then 𝑥 𝑛 ∗ ℎ 𝑛 − 𝑛𝑜 = 𝑥 𝑛 − 𝑛𝑜 ∗ ℎ 𝑛 = 𝑦[𝑛 − 𝑛𝑜 ]
and 𝑥 𝑛 − 𝑛1 ∗ ℎ 𝑛 − 𝑛2 = 𝑦[𝑛 − 𝑛1 − 𝑛2 ]
• CT System
If 𝑥(𝑡) ∗ ℎ(𝑡) = 𝑦(𝑡)
then 𝑥 𝑡 ∗ ℎ 𝑡 − 𝑡𝑜 = 𝑥 𝑡 − 𝑡𝑜 ∗ ℎ 𝑡 = 𝑦 𝑡 − 𝑡𝑜
and ℎ 𝑡 − 𝑡1 ∗ ℎ 𝑡 − 𝑡2 = ℎ 𝑡 − 𝑡1 − 𝑡2
Convolution Properties (contd.)
• Convolution with an Impulse
• DT Signal
𝑥 𝑛 ∗ 𝛿 𝑛 = 𝑥[𝑛] [From sifting property]

• CT Signal
𝑥(𝑡) ∗ 𝛿(𝑡) = 𝑥(𝑡) [From sifting property]
LTI System Characterization using IR
• Since an LTI system is completely specified by its impulse response (IR),
therefore, system properties can also be determined from its IR.
• System Properties
• Memory
• Invertibility
• Causality
• Stability
Memory
• A system is memoryless if output at any instant of time depends on the value of input at that
time.
• Consider a DT LTI system with input 𝑥[𝑛] and IR ℎ[𝑛], then the output
𝑦 𝑛 = σ∞
𝑘=−∞ 𝑥 𝑘 ℎ[𝑛 − 𝑘]
𝑦 𝑛 = ⋯ + 𝑥 −1 ℎ 𝑛 + 1 + 𝑥 0 ℎ 𝑛 + 𝑥 1 ℎ 𝑛 − 1 + ⋯
𝑦 −1 = ⋯ + 𝑥 −1 ℎ 0 + 𝑥 0 ℎ −1 + 𝑥 1 ℎ −2 + ⋯
𝑦 0 = ⋯ + 𝑥 −1 ℎ 1 + 𝑥 0 ℎ 0 + 𝑥 1 ℎ −1 + ⋯
𝑦 1 = ⋯ + 𝑥 −1 ℎ 2 + 𝑥 0 ℎ 1 + 𝑥 1 ℎ 0 + ⋯
• By definition, for memoryless system
𝑦 −1 = 𝑥 −1 ℎ 0
𝑦0 =𝑥 0ℎ 0
𝑦1 =𝑥 1ℎ 0
Memory (contd.)
 for memoryless system
ℎ 𝑛 = 0 for 𝑛 ≠ 0
or ℎ 𝑛 = 𝐾𝛿[𝑛], where 𝐾 = ℎ[0] is a constant
and 𝑦 𝑛 = 𝐾𝑥[𝑛]
• For memoryless CT system
ℎ(𝑡) = 0 for 𝑡 ≠ 0
or ℎ(𝑡) = 𝐾𝛿(𝑡), where 𝐾 = ℎ(0) is a constant
and 𝑦(𝑡) = 𝐾𝑥(𝑡),
Memory (contd.)
• Example
For each of the following IRs, determine whether the corresponding
system is memoryless.
(a). ℎ 𝑡 = 𝑢 𝑡 + 1 − 𝑢(𝑡 − 1)

(b). ℎ 𝑡 = 𝑒 𝑎𝑡 𝑢(𝑡)

(c). ℎ 𝑛 = 𝛿 𝑛 − 𝛿[𝑛 − 1]
Invertibility
• DT System

𝑦 𝑛 = 𝑥[𝑛] ∗ ℎ[𝑛] and

𝑤 𝑛 = 𝑦 𝑛 ∗ ℎ1 𝑛 = 𝑥 𝑛 ∗ ℎ 𝑛 ∗ ℎ1 𝑛 = 𝑥[𝑛], if
ℎ 𝑛 ∗ ℎ1 𝑛 = 𝛿[𝑛]
• For CT system
ℎ(𝑡) ∗ ℎ1 (𝑡) = 𝛿(𝑡)
Causality
• The output of a causal system depends on the present and past values of
the input to the system.
𝑦 𝑛 = σ∞ 𝑘=−∞ 𝑥 𝑘 ℎ[𝑛 − 𝑘]
𝑦 𝑛 = ⋯ + 𝑥 −1 ℎ 𝑛 + 1 + 𝑥 0 ℎ 𝑛 + 𝑥 1 ℎ 𝑛 − 1 + ⋯
Example:
𝑦 0 = ⋯ + 𝑥 −1 ℎ 1 + 𝑥 0 ℎ 0 + 𝑥 1 ℎ −1 + ⋯
𝑦 0 must not depend on 𝑥 1 , 𝑥 2 , 𝑥 3 , ………….For this to happen,
ℎ 𝑛 − 𝑘 = 0 for 𝑛 − 𝑘 < 0, or
ℎ 𝑛 = 0 for 𝑛 < 0
ℎ(𝑡) = 0 for 𝑡 < 0
Causality (contd.)
• Examples:
(a). ℎ 𝑛 = 𝑢[𝑛]

(b). ℎ 𝑛 = 𝛿 𝑛 − 𝛿[𝑛 − 1]

(c). ℎ 𝑡 = 𝛿(𝑡 − 𝑡𝑜 )
Stability
• System is BIBO stable, if a bounded input produces a bounded output.
Consider a DT LTI system with IR ℎ 𝑛 and a bounded input 𝑥[𝑛].
Let 𝑥[𝑛] < 𝐵 for all 𝑛
𝑦 𝑛 = σ∞ 𝑘=−∞ 𝑥 𝑘 ℎ 𝑛 − 𝑘
= σ∞𝑘=−∞ ℎ 𝑘 𝑥 𝑛 − 𝑘
Magnitude of 𝑦 𝑛
𝑦 𝑛 = σ∞ 𝑘=−∞ ℎ 𝑘 𝑥 𝑛 − 𝑘
≤ σ∞−∞ ℎ 𝑘 𝑥 𝑛 − 𝑘 𝑎+𝑏 ≤ 𝑎 + 𝑏
𝑎𝑏 ≤ 𝑎 𝑏
≤ σ∞−∞ ℎ 𝑘 𝑥 𝑛 − 𝑘
Since 𝑥[𝑛 − 𝑘] < 𝐵 for all 𝑛 and k
∴ 𝑦[𝑛] ≤ 𝐵 σ∞ −∞ ℎ 𝑘 ≤ ∞, if σ∞ ℎ 𝑘 ≤ ∞.
−∞
Stability (contd.)
• For DT LTI system to be BIBO stable
σ∞𝑘=−∞ ℎ[𝑘] < ∞
i.e., IR is absolutely summable.
• For CT LTI system
∞
‫׬‬−∞ ℎ(𝑡) dt < 
i.e., IR is absolutely integrable.
System Properties: Summary
Unit 2 Fourier Analysis
Outline
• Complex Exponentials as Eigenfunctions of LTI Systems
• Fourier Series representation of CT periodic signals
• Determining the Fourier coefficients
• Convergence of Fourier Series and Gibbs’ Phenomenon
• Fourier Transform representation of CT signals
• Properties of Fourier Transform
• Hilbert Transform and Representation of Bandpass Signals
Eigenfunction
• An input 𝑥 to a system is said to be an eigenfunction of the system
with the eigenvalue λ if the corresponding output 𝑦 is of the form
𝑦= 𝜆𝑥
where λ is a (complex) constant.
• Different systems have different eigenfunction.
• Of particular interest are the eigenfunctions of LTI systems.
Eigenfunction of LTI System

eigenvalue eigenfunction

 Eigen function in → Same function out with a ‘gain’

• From the superposition property of LTI system

• Now the task of finding response of LTI systems is to determine k.

The solution is simple as no convolution operation is involved.
Eigenfunction of LTI System (contd.)
• Two Key Questions
• What are the eigenfunctions of LTI systems?
• What kinds of signals can be expressed as superpositions of these
eigenfunctions?
Eigenfunction of LTI System (contd.)

s is complex
s = +j

eigenvalue eigenfunction

eigenvalue eigenfunction
Eigenfunction of LTI System (contd.)
• Complex Exponentials are the only Eigenfunctions of any LTI Systems
CT
Eigenfunction of LTI System (contd.)

DT:
Signal Representation as Sum of Eigenfunction
• What kinds of signals can we represent as “sums” of complex
exponentials?
CT:

Magnitude 1
DT:


CT & DT Fourier Series and Transforms
Periodic Signals
2.2 Fourier Series
Signal Representation as Sum of Eigenfunction
• What kinds of signals can we represent as “sums” of complex
exponentials?
CT:

Magnitude 1
DT:


CT & DT Fourier Series and Transforms
Periodic Signals
Fourier Series Representation of CT Periodic Signals

• smallest such T is the fundamental period

•  o = 2 is the fundamental frequency
T

(1) Linear combination of harmonically

related complex exponentials

• 𝑥(𝑡) is periodic with period T

• {ak} are the Fourier (series) coefficients
• k = 0, DC
• k = ±1, first harmonic
• k = ±2, second harmonic
3
 Question #1: How do we find the Fourier coefficients?
First, for simple periodic signals consisting of a few sinusoidal terms

Euler's relation

0 – no dc component

0
0

4
Special Case: Real Signals
𝑥(𝑡) = σ∞
𝑘=−∞ 𝑎𝑘 𝑒
𝑗𝑘𝜔0 𝑡
(1) Complex exponential Fourier series
If 𝑥(𝑡) is real, then 𝑥 ∗ 𝑡 = 𝑥(𝑡)
Taking the complex conjugate of (1)
𝑥 ∗ (𝑡) = σ∞ ∗ −𝑗𝑘𝜔0 𝑡
𝑘=−∞ 𝑎𝑘 𝑒

Replacing k with –k, we have

𝑥 ∗ (𝑡) = σ∞ ∗
𝑘=−∞ 𝑎−𝑘 𝑒
𝑗𝑘𝜔0 𝑡 = 𝑥(𝑡) (2)
Comparing (1) and (2), we have
∗
𝑎𝑘 = 𝑎−𝑘 or 𝑎𝑘∗ = 𝑎−𝑘 (3)
Expanding (1)
𝑥 𝑡 = 𝑎0 + σ∞
𝑘=1 𝑎𝑘 𝑒
𝑗𝑘𝜔0 𝑡 + 𝑎
−𝑘 𝑒
−𝑗𝑘𝜔0 𝑡

𝑥 𝑡 = 𝑎0 + σ∞
𝑘=1 𝑎𝑘 𝑒
𝑗𝑘𝜔0 𝑡 + 𝑎 ∗ 𝑒 −𝑗𝑘𝜔0 𝑡
𝑘
Real Signals (contd.)
𝑥 𝑡 = 𝑎0 + 2 σ∞
𝑘=1 𝑅𝑒 𝑎𝑘 𝑒
𝑗𝑘𝜔0 𝑡 (4)
Writing 𝑎𝑘 in polar form
𝑎𝑘 = 𝐴𝑘 𝑒 𝑗𝜃𝑘 , where 𝐴𝑘 = 𝑎𝑘
𝑥 𝑡 = 𝑎0 + 2 σ∞
𝑘=1 𝑅𝑒 𝐴 𝑘 𝑒 𝑗(𝑘𝜔0 𝑡+𝜃𝑘 )

𝑥 𝑡 = 𝑎0 + 2 σ∞
𝑘=1 𝐴𝑘 𝑐𝑜𝑠 𝑘𝜔0 𝑡 + 𝜃𝑘 (5)

Writing 𝑎𝑘 in cartesian form: 𝑎𝑘 = 𝐵𝑘 + 𝑗𝐶𝑘 , then (4), becomes

𝑥 𝑡 = 𝑎0 + 2 σ∞
𝑘=1 𝐵𝑘 𝑐𝑜𝑠 𝑘𝜔0 𝑡 − 𝐶𝑘 𝑠𝑖𝑛 𝑘𝜔0 𝑡 (6)

 (5) and (6) are known as trigonometric Fourier series.

How to Determine Fourier Coefficient 𝑎𝑘
𝑥(𝑡) = σ∞ 𝑘=−∞ 𝑎𝑘 𝑒
𝑗𝑘𝜔0 𝑡 (1)
Multiplying both sides by 𝑒 −𝑗𝑘𝜔0 𝑡 and Integrating over one period

8
Examples 3.3 and 3.4 [1]
Example 3.5 [1]: Periodic Square Wave
2𝑇1
= Duty Cycle
𝑇

DC component is just the average

Duty Cycle = 0.25

10
Periodic Square Wave (contd.)
• Plot for Duty cycle = 0.5, 0.75 and 1.0
1 2𝑇1
𝑎𝑘 = sin(𝑘𝜋 )
𝑘𝜋 𝑇
𝑎𝑘 = real, so in trigonometric FS, only cosine terms are present
 Even symmetry → Only cosine terms
Odd symmetry → Only sine terms
Convergence of Fourier Series
𝑥(𝑡) = σ∞
𝑘=−∞ 𝑎𝑘 𝑒
𝑗𝑘𝜔0 𝑡 (1)
• FS of a periodic signal 𝑥(𝑡) converges, if 𝑥(𝑡) satisfies the following Dirichlet Conditions:
1. Over any period, 𝑥(𝑡) must be absolutely integrable; i.e.,
‫∞ < 𝑡𝑑 )𝑡(𝑥 𝑇׬‬
• A periodic signal that violates the above condition is
1
𝑥 𝑡 = , 0<t≤1
𝑡
Convergence of Fourier Series……
• Dirichlet conditions……..
2. In any finite interval of time, 𝑥(𝑡) has finite number of maxima and minima.
• A signal that violates this condition is
2𝜋
𝑥 𝑡 = 𝑠𝑖𝑛 , 0<𝑡≤1
𝑡
 The signal has infinite number of maxima and minima in a period.
Convergence of Fourier Series……
• Dirichlet conditions……..
3. In any finite interval of time, 𝑥(𝑡) has finite number of discontinuities.
Furthermore, each of these discontinuities is finite.
• A signal that violates this condition is

 It has infinite number of discontinuities in one period.

• Dirichlet conditions are met for most of the signals we encounter in the
real world. Then
• The Fourier series = 𝑥(𝑡) at points where 𝑥(𝑡) is continuous
• The Fourier series = “midpoint” at points of discontinuity
Gibbs Phenomena
• How the Fourier series converges for a periodic signal with discontinuities?
• Example: Representation of square wave (duty cycle 0.5)
• Approximating periodic signal 𝑥 𝑡 with
finite no. of terms 𝑥𝑁 (𝑡) introduces error.
• As more terms are added (increasing N),
approximate signal 𝑥𝑁 (𝑡) becomes closer to
𝑥 𝑡 except at the point of discontinuity.
• In the vicinity of discontinuity, 𝑥𝑁 (𝑡) exhibits
ripples and the peak amplitude of the
ripples does not decreases as N increases.
• Presence of ripples in the vicinity of
discontinuity is a limitation of Fourier series
representation of discontinuous signals and
is know as Gibbs phenomenon.
Parseval’s Relation for CT Periodic Signal
1
‫׬‬ 𝑥(𝑡) 2 𝑑𝑡 = σ∞
𝑘=−∞ 𝑎𝑘
2
𝑇 𝑇

 Total average power in a periodic signal equals the sum of the

average powers in all of its harmonic components.
2.3 Fourier Transform
Continuous Time Fourier Transform
• CT Fourier series is applicable for CT periodic signals.
• However, many CT signals are not periodic.
• Fourier extended the result for CT aperiodic signal by viewing an
aperiodic signal as the limiting case of a periodic signal with period T
where T → .
• The resultant extension is called CT Fourier transform (CTFT).
• CTFT can be used for both aperiodic and periodic signals.
• CTFT of a signal 𝑥 𝑡 exist if it satisfies the Dirichlet conditions.
∞
• 𝑥(𝑡) must be absolutely integrable; i.e.,
‫׬‬−∞ 𝑥(𝑡) 𝑑𝑡 < ∞
• 𝑥(𝑡) has finite number of maxima and minima within any finite time interval.
• 𝑥(𝑡) has finite number of discontinuities within any finite interval of time, and
each of these discontinuities is finite.
Fourier Transform……………
• FT of an aperiodic signal 𝑥(𝑡) is defined as
∞
𝐹 𝑥(𝑡) ≜ 𝑋 𝑗𝜔 = ‫׬‬−∞ 𝑥(𝑡)𝑒 −𝑗𝜔𝑡 𝑑𝑡 (1) Analysis equation
Variable is  not j
∞
𝐹 𝑥(𝑡) ≜ 𝑋 𝑓 = ‫׬‬−∞ 𝑥(𝑡)𝑒 −𝑗2𝜋𝑓𝑡 𝑑𝑡
• Inverse FT
−1 1 ∞
𝐹 𝑋 𝑗𝜔 ≜ 𝑥 𝑡 = ‫׬‬−∞ 𝑋 𝑗𝜔 𝑒 𝑗𝜔𝑡 𝑑𝜔 (2) Synthesis equation
2𝜋
∞
𝐹 −1 𝑋(𝑓) ≜ 𝑥 𝑡 = ‫׬‬−∞ 𝑋 𝑓 𝑒 𝑗2𝜋𝑓𝑡 𝑑𝑓
• Fourier transform pair 𝑥(𝑡) ⇔ 𝑋 𝑗𝜔
𝑥(𝑡) ⇔ 𝑋 𝑓
 𝑡
Example: Rectangular Pulse 𝑥 𝑡 = 𝑟𝑒𝑐𝑡
2𝑇1
sin 𝜋𝜔𝑇1 /𝜋 𝜔𝑇1
= 2𝑇1 = 2𝑇1 𝑠𝑖𝑛𝑐
𝜋𝜔𝑇1 /𝜋 𝜋

Useful facts about CTFT

4
Example: Unit Impulse
(a) (t) 1

0 t 0 

𝛿 𝑡 ⇔ 1

1/2 ()

(b) t 0 
0
1 ∞ 1
𝐹 −1 𝛿 𝜔 = 𝑗𝜔𝑡
න 𝛿 𝜔 𝑒 𝑑𝜔 =
2𝜋 −∞ 2𝜋

1 ⇔ 2𝜋 𝛿 𝜔

𝛿 𝑡 ∓ 𝑡𝑜 ⇔ 𝑒 ∓𝑗𝜔𝑡𝑜
5
Example: Right-Sided Exponential
𝑥(𝑡)

[1] Examples 4.1-4.5

Problems 4.1-4.2
Even symmetry Odd symmetry
6
CTFT of Periodic Signals
(- 𝜔𝑜 )

0 𝜔𝑜 

Periodic exponential with

fundamental frequency 𝜔𝑜

7
Fourier Transform of Cosine Signal

Fourier Transform of Sine Signal

1 𝑗𝜔 𝑡 1 −𝑗𝜔 𝑡
𝑥 𝑡 = 𝑠𝑖𝑛 𝜔𝑜 𝑡 = 𝑒 𝑜 − 𝑒 𝑜
2𝑗 2𝑗
𝜋
𝑋 𝑗𝜔 = 𝛿 𝜔 − 𝜔𝑜 − 𝛿 𝜔 + 𝜔𝑜
𝑗

8
Fourier Transform of General Periodic Signal

𝑒 𝑗𝜔𝑜 𝑡 ↔ 2𝜋 𝛿 𝜔 −𝜔𝑜

𝑒 𝑗𝑘𝜔𝑜 𝑡 ↔ 2𝜋 𝛿 𝜔 −𝑘𝜔𝑜

𝑎𝑘 𝑒 𝑗𝑘𝜔𝑜 𝑡 ↔ 2𝜋𝑎𝑘 𝛿 𝜔 −𝑘𝜔𝑜

∞ ∞

𝑥 𝑡 = ෍ 𝑎𝑘 𝑒 𝑗𝑘𝜔𝑜 𝑡 ↔ ෍ 2𝜋𝑎𝑘 𝛿 𝜔 −𝑘𝜔𝑜

𝑘=−∞ 𝑘=−∞

Linear combination of harmonically Linear combination of equally

related complex exponentials spaced impulses in frequency
Example: Impulse Train

Note: (period in t) T
 (period in ) 2/T

10
 Example: Periodic Square Wave

g(t)
𝜔𝑇1
↔ 𝐺 𝑗𝜔 = 2𝑇1 𝑠𝑖𝑛𝑐
𝜋

1 2𝑇1 𝑘𝜔𝑜 𝑇1 2𝑇1 𝑘2𝑇1

𝑎𝑘 = 𝐺 𝑗𝑘𝜔𝑜 = 𝑠𝑖𝑛𝑐 = 𝑠𝑖𝑛𝑐
𝑇 𝑇 𝜋 𝑇 𝑇

2𝑇1 𝑘2𝑇1
𝑋 𝑗𝜔 = σ∞ ∞
𝑘=−∞ 2𝜋𝑎𝑘 𝛿 𝜔 −𝑘𝜔𝑜 = σ𝑘=−∞ 2𝜋 𝑠𝑖𝑛𝑐 𝛿 𝜔 −𝑘𝜔𝑜
𝑇 𝑇

Periodicity in time domain  Discrete spectra

 Example: Periodic Square Wave………..
(i). T = 4 𝑇1 (duty cycle = 50%)
∞
𝑘
𝑋 𝑗𝜔 = 𝜋 ෍ 𝑠𝑖𝑛𝑐 𝛿 𝜔 −𝑘𝜔𝑜
2
𝑘=−∞

(ii). Plot 𝑋 𝑗𝜔 for different duty cycles.

[1] Examples 4.6-4.8

 Properties of Fourier Transform

1. Linearity

If 𝑥 𝑡 ↔ 𝑋 𝑗𝜔 𝑎𝑛𝑑 𝑦 𝑡 ↔ 𝑌 𝑗𝜔 , then

a 𝑥 𝑡 + 𝑏 𝑦 𝑡 ↔ 𝑎 𝑋 𝑗𝜔 + 𝑏 𝑌 𝑗𝜔

Example 1: Determine the FT of the following signal

2
𝑡 𝜔𝑇
𝑟𝑒𝑐𝑡 ⟷ 𝑇𝑠𝑖𝑛𝑐
𝑇 2𝜋
-2 -1 0 1 2
𝑡 𝑡 2𝜔 𝜔
𝑥 𝑡 = 𝑟𝑒𝑐𝑡 + 𝑟𝑒𝑐𝑡 ↔ 4 𝑠𝑖𝑛𝑐 + 2 𝑠𝑖𝑛𝑐
4 2 𝜋 𝜋
 Properties of Fourier Transform……….
2. Time Shifting

If 𝑥 𝑡 ↔ 𝑋 𝑗𝜔 , then

FT magnitude unchanged

Linear change in FT phase

14
Time Shifting: Example

x(t) 1

𝑡 𝜔𝑇
𝑥 𝑡 = 𝑟𝑒𝑐𝑡 ⟷ 𝑇𝑠𝑖𝑛𝑐
𝑇 2𝜋
-T/2 0 T/2

y(t) 1

𝑡 1 𝜔𝑇 −𝑗𝜔𝑇/2
𝑦 𝑡 = 𝑥 𝑡 − 𝑇/2 = 𝑟𝑒𝑐𝑡 − ⟷ 𝑇𝑠𝑖𝑛𝑐 𝑒
0 T 𝑇 2 2𝜋

[1] Example 4.9

 Properties of Fourier Transform……….
3. Frequency Shifting

If 𝑥 𝑡 ↔ 𝑋 𝑗𝜔 , then

𝑒 −𝑗𝜔𝑜 𝑡 𝑥 𝑡 ↔ 𝑋 𝑗(𝜔 − 𝜔𝑜 )
X(j)
Also known as Modulation Property

Example:
-
2𝜋 2𝜋 
𝑇 𝑇
𝑡 𝜔𝑇
If 𝑥 𝑡 = 𝑟𝑒𝑡 ↔ 𝑋 𝑗𝜔 = 𝑇𝑠𝑖𝑛𝑐 , then X(j(- 𝜔𝑜 ))
𝑇 2𝜋

−𝑗𝜔𝑜 𝑡 𝑡 (𝜔−𝜔𝑜 )𝑇
𝑒 𝑟𝑒𝑡 ↔ 𝑋 𝑗(𝜔 − 𝜔𝑜 ) = 𝑇𝑠𝑖𝑛𝑐
𝑇 2𝜋
0 𝜔𝑜 
𝜔𝑜
[1] Problem 4.21-4.22 16
Properties of Fourier Transform……….
If 𝑥 𝑡 is real and even, then
4. Conjugate Symmetry
𝑋 −𝑗𝜔 = 𝑋 𝑗𝜔
If 𝑥 𝑡 ↔ 𝑋 𝑗𝜔 , then From (1)
∗
Even
𝑥 ∗ 𝑡 ↔ 𝑋 ∗ −𝑗𝜔 𝑋 −𝑗𝜔 = 𝑋 𝑗𝜔
∴ 𝑋 −𝑗𝜔 = 𝑋 𝑗𝜔 = 𝑋 ∗ 𝑗𝜔
If 𝑥 𝑡 is real, then
 𝑋 𝑗𝜔 is real
𝑋 ∗ −𝑗𝜔 = 𝑋 𝑗𝜔 , or  If 𝑥 𝑡 is real and even, then 𝑋 𝑗𝜔 is
Or
𝑋 −𝑗𝜔 = 𝑋 ∗ 𝑗𝜔 (1) Conjugate Symmetry also real and even.
Even  If 𝑥 𝑡 is real and odd, then 𝑋 𝑗𝜔 is
purely imaginary and odd.
Odd  𝑥 𝑡 = 𝑥𝑒 𝑡 + 𝑥𝑜 (𝑡), then
F[𝑥 𝑡 ] = 𝐹[𝑥𝑒 𝑡 ] + F[𝑥𝑜 𝑡 ]
Even
𝐹[𝑥𝑒 𝑡 ] = Re 𝑋 𝑗𝜔
Odd 𝐹[𝑥𝑜 𝑡 ] = jIm 𝑋 𝑗𝜔 18
Example 4.10 [1]
Evaluate the FT of 𝑥 𝑡 = 𝑒 −𝑎 𝑡 , 𝑎 > 0 using the symmetry property.

Fig. 𝑥 𝑡 = 𝑒 −𝑎 𝑡

Problem 4.23 [1]

Properties of Fourier Transform……….
5. Time-Scaling

a) x(t) real and even

b) x(t) real and odd

c)

20
 Properties of Fourier Transform……….
6. Time Differentiation Frequency Differentiation

If 𝑥 𝑡 ↔ 𝑋 𝑗𝜔 , then If 𝑥 𝑡 ↔ 𝑋 𝑗𝜔 , then

𝑑𝑥(𝑡) 𝑑𝑋 𝑗𝜔
↔ 𝑗𝜔 𝑋 𝑗𝜔 , and 𝑡𝑥 𝑡 ↔𝑗 , and
𝑑𝑡 𝑑𝜔

𝑑 𝑛 𝑥(𝑡) 𝑑 𝑛 𝑋 𝑗𝜔
↔ 𝑗𝜔 𝑛 𝑋 𝑗𝜔 𝑡 𝑛 𝑥(𝑡) ↔ 𝑗 𝑛
𝑑𝑡 𝑛 𝑑𝜔𝑛

 Useful for LTI System Analysis

21
Example

x(t) 1

𝑡 𝜔𝑇
𝑥 𝑡 = 𝑟𝑒𝑐𝑡 ⟷ 𝑋 𝑗𝜔 = 𝑇𝑠𝑖𝑛𝑐
t 𝑇 2𝜋
-T/2 0 T/2

𝑑𝑥(𝑡)
𝑑𝑥(𝑡) 𝜔𝑇
𝑑𝑡 FT = jω 𝑋 𝑗𝜔 = 2 𝑗 𝑠𝑖𝑛( )
𝑑𝑡 2

T/2
-T/2 0 t Directly
𝑗𝜔𝑇 𝑗𝜔𝑇
𝑑𝑥(𝑡) 𝑇 𝑇 − 𝜔𝑇
= δ 𝑡+ − δ 𝑡− ⟷ 𝑒 2 −𝑒 2 = 2 𝑗 𝑠𝑖𝑛( )
𝑑𝑡 2 2 2
 Properties of Fourier Transform……….
7. Time Integration

If 𝑥 𝑡 ↔ 𝑋 𝑗𝜔 , then
𝑡 1
‫׬‬−∞ 𝑥 𝜏 𝑑𝜏 ↔
𝑗𝜔
𝑋 𝑗𝜔 + π𝑋 0 𝛿(𝜔)and
DC value due to integration

23
 Properties of Fourier Transform……….
8. Duality

If 𝑥 𝑡 ↔ 𝑋 𝑗𝜔 , then

𝑋 𝑡 ↔ 2𝜋 𝑥 −𝑗𝜔
X(j)
x(t) 1
Example 1:

𝜔
If 𝑥 𝑡 = 𝑟𝑒𝑡 𝑡 ↔ 𝑋 𝑗𝜔 = 𝑠𝑖𝑛𝑐 , then t
2𝜋 -1/2 0 1/2 -2 2 
𝑡
𝑋 𝑡 = 𝑠𝑖𝑛𝑐 ↔ 2𝜋𝑥 −jω = 2𝜋 𝑟𝑒𝑡 𝜔 Even function
2𝜋
x(t)
X(j) 1
Scaling by a = 2𝜋,

𝜔
𝑠𝑖𝑛𝑐 𝑡 ↔ 𝑟𝑒𝑡 
2𝜋 - 0 
-1 1 t
 Useful for computation of FT of typical signals 24
Example 4.13 1 :
2
Determine the FT of signal 𝑥 𝑡 =
1+𝑡 2

2𝑎
𝑒 −𝑎 𝑡 ↔ 2 , a>0
𝑎+𝜔

If a = 1
2
𝑒− 𝑡 ↔
1+𝜔2

Using Duality property

2
↔ 2𝜋 𝑒 − 𝜔
1+𝑡 2
 Properties of Fourier Transform……….
9. Parseval’s Relation
If 𝑥 𝑡 ↔ 𝑋 𝑗𝜔 , then total energy
∞ 1 ∞
‫׬‬−∞ 𝑥(𝑡) 2 𝑑𝑡 = 2𝜋 ‫׬‬−∞ 𝑋(𝑗𝜔) 2 𝑑𝜔

Where 𝑋(𝑗𝜔) 2 is energy density spectrum

x(t)
X(j) 1
Example 1:

𝜔
𝑠𝑖𝑛𝑐 𝑡 ↔ 𝑟𝑒𝑡 
2𝜋 - 0 
-1 1 t
1 ∞
E= ‫׬‬ 𝑋(𝑗𝜔) 2 𝑑𝜔
2𝜋 −∞

1 𝜋
= ‫׬‬ 1 2 𝑑𝜔 = 1
2𝜋 −𝜋

 Easy to compute in frequency domain for some signals Example 4.14 [1]
26
 Properties of Fourier Transform……….
10. Convolution in Time Domain

If 𝑥 𝑡 ↔ 𝑋 𝑗𝜔 and 𝑦 𝑡 ↔ 𝑌 𝑗𝜔 then,
𝑥 𝑡 ∗ 𝑦(𝑡) ↔ 𝑋 𝑗𝜔 𝑌 𝑗𝜔

Applications:
1. Determining the response of an LTI system
𝑦 t = 𝑥 𝑡 ∗ ℎ 𝑡 ↔ 𝑌 𝑗𝜔 = 𝑋 𝑗𝜔 𝐻 𝑗𝜔
𝑌 𝑗𝜔 ↔ 𝑦(𝑡)
2. Design of Inverse system
𝑦(𝑡)
ℎ(𝑡) ℎ1 (𝑡)
ℎ 𝑡 ∗ ℎ1 𝑡 = 𝛿 𝑡 ↔ 𝐻 𝑗𝜔 𝐻1 𝑗𝜔 = 1
1
𝐻1 𝑗𝜔 =
𝐻 𝑗𝜔 27
Convolution in Time Domain…………..

Examples 4.15 - 4.20 [1]

28
 Properties of Fourier Transform……….
11. Multiplication in Time Domain

If 𝑥 𝑡 ↔ 𝑋 𝑗𝜔 and 𝑦 𝑡 ↔ 𝑌 𝑗𝜔 then,

1
𝑥 𝑡 𝑦(𝑡) ↔ 𝑋 𝑗𝜔 ∗ 𝑌 𝑗𝜔
2𝜋

Examples 4.21 - 4.23 [1]

29
 LTI System Analysis using Fourier Transform
An LTI system can be chracterized in terms of
• Linear-constant coefficient differential equation
𝑑𝑦(𝑡) 1 1
+ 𝑦 𝑡 = 𝑥(𝑡)
𝑑𝑡 𝑅𝐶 𝑅𝐶 𝑦(𝑡)
𝑥(𝑡)
• Impulse Response
𝑦 t =𝑥 𝑡 ∗ℎ 𝑡
• Transfer function or Frequency response of the system
𝑌 𝑗𝜔 = 𝑋 𝑗𝜔 𝐻 𝑗𝜔

or 𝐻 𝑗𝜔 = 𝑋𝑌 𝑗𝜔
𝑗𝜔
, System Transfer function or Frequency response of the system

1
Example 4.16 [1]
Determining System IR

• An important class of LTI system for which input-output satisfies Linear-constant

coefficient differential equation. Example (following RC circuit)
𝑑𝑦(𝑡) 1 1
+ 𝑦 𝑡 = 𝑥(𝑡)
𝑑𝑡 𝑅𝐶 𝑅𝐶
𝑥(𝑡) 𝑦(𝑡)
Taking the FT of the above equation
1 1
𝑗𝜔 𝑌 𝑗𝜔 + 𝑌 𝑗𝜔 = 𝑋 𝑗𝜔
𝑅𝐶 𝑅𝐶
1
𝑌 𝑗𝜔 𝑅𝐶
or System Transfer Function 𝐻 𝑗𝜔 = = 1
𝑋 𝑗𝜔 𝑗𝜔+𝑅𝐶
1
∵ 𝑒 −𝑎𝑡 𝑢(𝑡) ↔ , for a > 0
𝑎+𝑗𝜔
𝑡
1 −𝑅𝐶
∴ℎ 𝑡 = 𝑒 𝑢(𝑡)
𝑅𝐶
5
Writing Differential Equation of the System

• Cascade of two networks

ℎ 𝑡 = ℎ1 𝑡 ∗ ℎ2 𝑡
𝑥(𝑡) 𝑦(𝑡)
𝐻 𝑗𝜔 = 𝐻1 𝑗𝜔 𝐻2 𝑗𝜔
1
1
• 𝐻1 𝑗𝜔 = 𝐻2 𝑗𝜔 = 𝑅𝐶
1 =
𝑗𝜔+𝑅𝐶 𝑗𝜔 𝑅𝐶+1
1 1 𝑦(𝑡)
• 𝐻 𝑗𝜔 = × ℎ1 (𝑡) ℎ2 (𝑡)
𝑗𝜔 𝑅𝐶+1 𝑗𝜔 𝑅𝐶+1
𝑌(𝑗𝜔) 1
=
𝑋(𝑗𝜔) 1+2𝑗𝜔 𝑅𝐶+(𝑗𝜔)2 (𝑅𝐶)2
Or
𝑌 𝑗𝜔 + 2𝑅𝐶 𝑗𝜔 𝑌(𝑗𝜔) + (𝑅𝐶)2 (𝑗𝜔)2 𝑌 𝑗𝜔 = 𝑋(𝑗𝜔)

6
Frequency Selective Filter Design
• Filter: Selects the desired frequency and rejects all other frequencies
• Ideal Low Pass Filter (LPF)
• It passes frequencies from 0 to 𝜔𝑐 and rejects other frequencies
• Frequency response 𝐻 𝑗𝜔 is

𝜔
𝐻 𝑗𝜔 = 𝑟𝑒𝑐𝑡
2𝜔𝑐 h(t)
𝜔 𝜔
∴ℎ 𝑡 = 𝑐 𝑠𝑖𝑛𝑐 𝑐 𝑡
𝜋 𝜋
• Perfect frequency selectivity, but IR
• ℎ 𝑡 ≠ 0 for t < 0  non-causal, not applicable 𝜋
-𝜔 𝜋 t
for real-time applications. Also, non-realizable. 𝑐 𝜔𝑐

Example 4.24 – 4.26 [1] 7

A Simple RC Low Pass Filter [1] 3.10.1
1
𝑌 𝑗𝜔 𝑅𝐶 1 1 𝑥(𝑡) 𝑦(𝑡)
𝐻 𝑗𝜔 = = 1 =
𝑋 𝑗𝜔 +𝑗𝜔 𝑅𝐶 1 +𝑗𝜔
𝑅𝐶 𝑅𝐶
Magnitude response
1 1
𝐻 𝑗𝜔 = 2
𝑅𝐶 1
+ 𝜔 2
𝑅𝐶
Phase response
Arg 𝐻 𝑗𝜔 = 𝑡𝑎𝑛−1 (𝜔𝑅𝐶)
𝑡
1 −𝑅𝐶
∴ℎ 𝑡 = 𝑒 𝑢(𝑡)
𝑅𝐶

8
 Hilbert Transform
Hilbert Transformer is a system whose frequency response is characterized as follows :
• Magnitude response is unity for all frequencies
• Phase response is -90⁰ for +𝜔 and +90⁰ for −𝜔

Magnitude Response

H jω = −j , ω > 0 Phase Response

= +j, ω < 0

∴ H jω = −j. sgn(ω)
h t =?
1
 Hilbert Transform……….
t
1
න x(t)dt ⟺ X jω + πδ ω X(0)
jω
−∞

u t = න δ(t) dt
−∞

since, δ t ⟺ 1

t
1
x t = u t = න δ(t)dt ⟺ + πδ ω = X(jω)
jω
−∞

2
sgn t = 2odd u t ⟺ [xodd t ⟺ Im X jω ]
jω

j 1
sgn(t) ⟺
2π πω
 Hilbert Transform……….
Using duality

1 j
⟺ 2π. sgn −ω = −j. sgn ω = H(jω)
πt 2π

∴ Impulse Response of Hilbert transform

1
h t =
πt

y t = x t ∗ h(t)
+∞

y(t) = න x τ h t − τ dτ
−∞

+∞
1 x τ
y(t) = න dτ
π (t − τ)
−∞
 Hilbert Transform……….
Examples:

1. Determine the HT of 𝑥 𝑡 = cos 𝜔𝑐 𝑡

X jω = F(cos ωc t) = π[δ ω − ωc + δ(ω + ωc )]

H jω = −j. sgn(ω)
xො t = x t ∗ h t ⟺ X jω . H(jω)
෡ jω = π δ ω − ωc + δ ω + ωc . (−j sgn ω )
X
π
= [δ ω − ωc − δ ω + ωc ] ⟺ sin ωc t = xො (t)
j

2. Determine the HT of x t = sin ωc t

………………..
Similar to above example
xො t = − cos ωc t
Pre-Envelope
Consider a real valued signal g(t)
The pre- envelope of signal g(t) is defined as
g + t = g t + j gො t 1

1 1
where, gො t = ∗g t =g t ∗
πt πt
• Given signal g t is the real part of pre-envelope g + t
• H.T of g t , gො t is the imaginary part of pre-envelope g + t
One important feature of pre-envelope g + t is the behavior of its FT.
Let , g + (t) ⟺ G+ (jω)
Taking FT of eq (1)
G+ jω = G jω + j −j sgn ω G(jω)
G+ jω = 2G jω , ω>0
=G 0 , ω=0 (2)

=0, 5
ω < 0 ⇒ pre envelope of a signal has no frequency content for negative frequencies
Pre-Envelope………….

For a signal g t , its pre-envelope g + t can be determined using

i. Equation (1) g + t = g t + j gො t

ii. Equation (2)

Determine FT of g t = G jω and then take inverse FT of Eqn. (2)
∞

g + t = 2 න G jω ejωt dω (3)
0
Band Pass Signal

A signal g t is a band-pass signal if its FT G jω is non negligible only in the band of

frequencies

ωc = Carrier frequency
2ω1 = Bandwidth

In the majority of communication applications,2ω1 ≪ ωc ⇒ g t is narrowband

signal
Band Pass Signal………

Let the pre-envelope of narrowband signal g t with its FT G(jω) centerd around
±ωc is expressed as
g + t = g෤ t ejωc t (4)
where g෤ (t) is complex envelope of g t .
From Eqn. (2), we have
G+ jω = 2G jω , ω>0
=G 0 , ω=0
=0, ω<0
Band Pass Signal………

From Eqn. (4), we can equivalently write,

g෤ t = g + t e−jωc t (5)
෩(jω)
g෤ t ⟺ G [using frequency shifting]

∴ Complex envelope g෤ t is a low pass signal.

By definition, from (1)
g t = Re[g + t ]
= real part of pre-envelope g + t = g෤ t ejωc t for BP signal
∴ g t = Re[෤g t ejωc t ] (6) [from (4)]  Standard way to write a BP signal
Band Pass Signal………
In general g෤ t is complex,
∴ g෤ t = g I t − jg Q (t) (7)
∴ Eqn. (6) becomes
g t = g I t cos ωc t − g Q (t) sin ωc t (8)
Eqn. (8) is the representation of BP signal in canonical form.
where g I t = in-phase component of BP signal g t .
g Q t = quadrature phase component of BP signal g t .
g I t and g Q t can be obtained from BP signal g t as shown below :
g I t = Re[෤g t ] [from (7)]
= Re[ g + t e−jωc t ] [from (5)]
= Re[(g t + j. gො t )e−jωc t ] [from (1)]
Band Pass Signal………
g I t = g t cos ωc t + gො t sin ωc t (9)
Similarly, it can be shown that
g Q t = gො t cos ωc t − g(t) sin ωc t (10)
Alternate form of (7) [polar form]
Complex Envelope
g෤ t = a t ejφ t

where a t = g෤ t = g 2I t + g 2Q t , envelope of BP signal g(t) (11)

−1 gQ t
And 𝜑 𝑡 = tan ( ൗgI t ), phase of BP signal g(t)

g t = a(t) cos(ωc t + φ t ) [from (4)]

Summary of Band Pass Signal Representation

1. Pre-envelope g + t of a BP signal g(t) is defined as

g + t = g t + j gො t ,  g + t is a complex BP signal.
In frequency domain,
G+ jω = 2G jω ω>0
=0 ω<0
2. Complex envelope g෤ (t) is a frequency shifted version of g + (t)
g෤ t = g + t e−jωc t ,  g෤ t is a complex LP signal.
where ωc is a carrier (centre) frequency of the BP signal.
3. The envelope a(t) equals the magnitude of the complex envelope g෤ (t) and that
of the pre-envelope g + t
a t = g෤ t = g+ t  a t is a real LP signal.
Example:
2π
g(t) is RF pulse defined by g t = A rect(tΤT) cosωc t , assuming ωc ≫ ;
T
Determine different envelopes of g(t).
• Pre-envelope
g + t = g t + j gො t
g + t = A rect tൗT ejωc t
• Complex envelope
g෤ t = g + (t)e−jωc t
= A rect(tΤT)
• Envelope
a t = g෤ t = g+ t = A rect(tൗT)
This is a special where g෤ t is real valued and is same as a t .
 Unit III
Time and Frequency Domain Analysis
of CT Systems
Outline
• Review of Laplace Transform
• Region of Convergence (ROC) of Laplace Transform
• Inverse Laplace Transform
• LTI System Representation and Characterization using Laplace Transform
• Time Response of I & II Order Systems
• Frequency Response of I & II Order Systems
Eigenfunction of LTI System

s is complex
s = +j

eigenvalue eigenfunction

 Complex exponential 𝑒 𝑠𝑡 is an eigen function of LTI system

∞
 𝐻 𝑠 = ‫׬‬−∞ ℎ 𝑡 𝑒 −𝑠𝑡 𝑑𝑡 is Laplace Transform of IR h(t)
Laplace Transform
• Laplace Transform (LT) of a signal 𝑥(𝑡) is defined as
∞
𝑋 𝑠 ≜ ‫׬‬−∞ 𝑥(𝑡)𝑒 −𝑠𝑡 𝑑𝑡 (1)
where 𝑠 = 𝜎 + 𝑗𝜔
𝑥(𝑡) ⇔ 𝑋 𝑠
• Relation with Fourier Transform
If 𝑠 = 𝑗𝜔 ; purely imaginary, then (1) becomes
∞
𝑋 𝑗𝜔 = ‫׬‬−∞ 𝑥 𝑡 𝑒 −𝑗𝜔𝑡 𝑑𝑡 = F[𝑥 𝑡 ] (2)
𝑋 𝑠 |𝑠=𝑗𝜔 = 𝐹 𝑥(𝑡)
• Also,
∞
𝑋 𝑠 = 𝑋 𝜎 + 𝑗𝜔 = ‫׬‬−∞ 𝑥 𝑡 𝑒 −(𝜎+𝑗𝜔)𝑡 𝑑𝑡
∞ −𝜎𝑡
= ‫׬‬−∞ 𝑒 𝑥 𝑡 𝑒 −𝑗𝜔𝑡 𝑑𝑡
= 𝐹 𝑒 −𝜎𝑡 𝑥(𝑡) ; 𝜎 may be +ve or -ve (3)
Laplace Transform: Example 1 (9.1 [1])
• Determine the LT of 𝑥 𝑡 = 𝑒 −𝑎𝑡 𝑢(𝑡).
Laplace Transform: Example 1 ……
Laplace Transform: Example 2 (9.2 [1])
• Determine the LT of 𝑥 𝑡 = −𝑒 −𝑎𝑡 𝑢(−𝑡).
ROC of Laplace Transform
• Property 1:
The ROC of the Laplace transform X(s) consists of strips parallel to the imaginary
axis in the s-plane

X(s) = 𝐹 𝑒 −𝜎𝑡 𝑥(𝑡)

ROC: Those values of s for which 𝐹 𝑒 −𝜎𝑡 𝑥(𝑡) exist, which depends on  only.
• Property 2:
For rational Laplace transforms, the ROC does not contain any poles.

Since X (s) is infinite at a pole, therefore 𝐹 𝑒 −𝜎𝑡 𝑥(𝑡) clearly does not converge at
a pole, and thus the ROC cannot contain values of s that are poles.
ROC of Laplace Transform……
• Property 3:
If 𝑥(𝑡) is of finite duration and is absolutely integrable, then the ROC is the entire
s-plane.

If 𝑥(𝑡) is of finite duration, then 𝐹 𝑒 −𝜎𝑡 𝑥(𝑡) will converge irrespective of

𝑒 −𝜎𝑡 being decaying or growing exponential. Example 9.6 [1]
• Property 4:

If 𝑥(𝑡) is right sided, and if the line ℜ 𝑠 = 𝜎0 is in the ROC, then all values of s for
which ℜ 𝑠 > 𝜎0 will also be in the ROC.

If 𝑒 −𝜎0 𝑡 𝑥(𝑡) is integrable, then for 𝜎1 > 𝜎0 , 𝑒 −𝜎1 𝑡 𝑥(𝑡) is also integrable.
ROC of Laplace Transform……
• Property 5:

If 𝑥(𝑡) is left sided, and if the line ℜ 𝑠 = 𝜎0 is in the ROC, then all values of s for
which ℜ 𝑠 < 𝜎0 will also be in the ROC.
• Property 6:

If 𝑥(𝑡) is two sided, and if the line ℜ 𝑠 = 𝜎0 is in the ROC, then the ROC will consist
of a strip in the s-plane that includes the ℜ 𝑠 = 𝜎0 .
 Example 9.7
ROC for 𝑥𝑅 (t) ROC for 𝑥𝐿 (t) ROC for 𝑥 𝑡 = 𝑥𝑅 (t) + 𝑥𝑅 (t)
ROC of Laplace Transform……
• Property 7:

If the Laplace transform X(s) of 𝑥(𝑡) is rational, then its ROC is bounded by poles or
extends to infinity. In addition, no poles of X(s) are contained in the ROC.

• Property 8:

If the Laplace transform X(s) of 𝑥(𝑡) is rational, then if 𝑥(𝑡) is right sided, the ROC is
the region in the s-plane to the right of the rightmost pole. If 𝑥(𝑡) is left sided, the
ROC is the region in the s-plane to the left of the leftmost pole.
 Example 9.8 [1]

1
Let 𝑋 𝑠 =
𝑠+1 (𝑠+2)

Pole-zero pattern

ROC corresponding to a ROC corresponding to a ROC corresponding to a

right-sided sequence left-sided sequence two-sided sequence.
 LTI System Representation using Laplace Transform
Consider an LTI system with input 𝑥 𝑡 and impulse response ℎ(t). Output 𝑦 𝑡 is
𝑦 t =𝑥 𝑡 ∗ℎ 𝑡
ℒ
𝑥 𝑡 ՞𝑋 𝑠 , ROC = 𝑅1
ℒ
ℎ 𝑡 ՞ 𝐻 𝑠 , ROC = 𝑅2
ℒ
𝑦 𝑡 ՞ 𝑌 𝑠 , then
𝑌 𝑠 = 𝑋 𝑠 𝐻 𝑠 , 𝑅1 ∩ 𝑅2 [convolution property of LT]

or 𝐻 𝑠 = 𝑋𝑌 𝑠𝑠 , System function or Transfer function of the system

1
Example:
• Determine the Transfer function of the following systems:
(i). An ideal delay of T second
𝑦 𝑡 = 𝑥(𝑡 − 𝑇)
Taking LT
𝑌 𝑠 = 𝑋 𝑠 𝑒 −𝑠𝑇 [Time shifting property of LT]
𝑌(𝑠)
or H s = = 𝑒 −𝑠𝑇
𝑋(𝑠)

(ii). An ideal differentiator

𝑑𝑥(𝑡)
𝑦 𝑡 = Taking LT
𝑑𝑡
𝑌 𝑠 = 𝑠𝑋 𝑠 [Time differentiation property]
𝑌(𝑠)
or H s = =𝑠
𝑋(𝑠)
Example……..
(iii). An ideal integrator with zero initial state
𝑡
𝑦 𝑡 = ‫׬‬−∞ 𝑥 𝜏 𝑑𝜏
Taking LT
1
𝑌 𝑠 = 𝑋 𝑠 [Time integration property of LT]
𝑠
𝑌(𝑠) 1
or H s = =
𝑋(𝑠) 𝑠
LTI System Characterization with Transfer Function
1. Causality
For causal system,
ℎ 𝑡 = 0 for 𝑡 < 0
 ℎ 𝑡 is right sided.

The ROC associated with the system function for a causal system is a
right-half plane.
However, an ROC to the right of the rightmost pole does not guarantee that the
system is causal.
However,
For a system with a rational system function, causality of the system is
equivalent to the ROC being the right-half plane to the right of the
rightmost pole.
Example:
1
𝐻 𝑠 = , 𝑅𝑒 𝑠 > 1
(𝑠−1)(𝑠+2)

Causal
1
𝐻 𝑠 = , 𝑅𝑒 𝑠 < −𝑎
(𝑠+𝑎)

Non-causal
Examples 9.17, 9.18 and 9.19 [1]
System Characterization…..
2. Stability
System is stable if Fourie transform of its IR converges. And
𝐹𝑇 ℎ(𝑡) = 𝐿𝑇[ℎ 𝑡 ]𝑠=𝑗𝜔

An LTI system is stable if and only if the ROC of its system function H(s)
includes the 𝑗𝜔 − axis.

For causal system

A causal system with rational transfer function H(s) is stable if and only if
all of the poles of H(s) lie in the left-half of the s-plane i.e., all of the poles
have negative real parts.
 Example:

1
Let 𝑋 𝑠 =
𝑠+1 (𝑠+2)

Pole-zero pattern

Causal and stable Anti-causal and unstable Unstable

Examples 9.20, 9.21 and 9.22

LTI System Characterized by Linear Constant-Coefficient DE
Example 9.23 [1]
Consider and LTI system for which the input 𝑥(𝑡) and output 𝑦 𝑡 satisfy the LCCDE
𝑑𝑦(𝑡)
+ 3 𝑦(𝑡) = 𝑥(𝑡)
𝑑𝑡
Taking LT
𝑠 𝑌 𝑠 + 3 𝑌 𝑠 = 𝑋(𝑠)
1
Or 𝐻 𝑠 = , Re{s} = ?
(𝑠+3)

If system is causal, then Re{s} > -3 and IR

ℎ 𝑡 = 𝑒 −3𝑡 𝑢(𝑡)
If system is anti-causal, then Re{s} < -3 and IR
ℎ 𝑡 = −𝑒 −3𝑡 𝑢(−𝑡)
 Information about ROC is inferred from additional information such as causality etc.
LTI System Characterized……
From system function H(s), DE describing LTI system
System function of the circuit
1ൗ
𝑌 𝑠 = 𝑠𝐶 X(s)
1
𝑅 + 𝑠𝐿 + ൗ𝑠𝐶
1
𝑌 𝑠 = 𝑋(𝑠)
𝑠 2 𝐿𝐶+𝑠 𝑅𝐶+1
𝐿𝐶 𝑠 2 𝑌 𝑠 + 𝑅𝐶 𝑠 𝑌 𝑠 + 𝑌 𝑠 = 𝑋(𝑠)
2
𝑅 1 1
𝑠 𝑌 𝑠 + 𝑠𝑌 𝑠 + 𝑌 𝑠 = 𝑋(𝑠)
𝐿 𝐿𝐶 𝐿𝐶
𝑑 2 𝑦(𝑡) 𝑅 𝑑𝑦(𝑡) 1 1
+ + 𝑦 𝑡 = 𝑥(𝑡)
𝑑𝑡 2 𝐿 𝑑𝑡 𝐿𝐶 𝐿𝐶
E 9.38, P 9.20, P 9.40 [1]
Time and Frequency Response of First-Order and Second-Order
Continuous-Time Systems
• Many physical systems can be described by linear constant-coefficient differential
equations.
• It is convenient to implement higher-order systems by combining first-order and
second-order systems in cascade or parallel arrangements.
• Consequently, properties of low-order systems play an important role in analyzing,
designing, and understanding of the time-domain and frequency-domain behavior of
higher order systems.
Time Response of First-Order Systems
Differential equation for the first-order system is of the form
𝑑𝑦(𝑡)
𝜏 + 𝑦 𝑡 = 𝑥(𝑡) (1)
𝑑𝑡

where 𝜏 is a constant coefficient.

For example, for the RC circuit, DE is
𝑑𝑦(𝑡)
𝑦 𝑡
𝑅𝐶 + 𝑦 𝑡 = 𝑥(𝑡) 𝑥 𝑡
𝑑𝑡

Taking Laplace transform of (1), we have

𝜏𝑠𝑌 𝑠 + 𝑌 𝑠 = 𝑋 𝑠
Transfer function
1
𝐻 𝑠 = (2)
(𝜏𝑠+1)

(2) is applicable for any first order system.

Time Response of Firs-Order Systems……..
1 1
𝐻 𝑠 =
𝜏 (𝑠+1/𝜏)

IR of the system
1 −𝑡ൗ
ℎ 𝑡 = 𝑒 𝜏 𝑢(𝑡)
𝜏
Step Response
𝑡
1
𝑥 𝑡 = 𝑢 𝑡 = න 𝛿 𝜏 𝑑𝜏 ↔ 𝑋 𝑠 =
−∞ 𝑠
1 𝐴 𝐵
𝑌 𝑠 =𝑋 𝑠 𝐻 𝑠 = = +
𝑠(𝜏𝑠 + 1) 𝑠 (𝜏𝑠 + 1)
A = 1 and B = −𝜏
1 𝜏 1 1
𝑌 𝑠 = − = −
𝑠 𝜏𝑠+1 𝑠 (𝑠+1/𝜏)
𝑡 𝑡
𝑦 𝑡 = 𝑢 𝑡 − 𝑒 − Τ𝜏 𝑢 𝑡 = 1 − 𝑒 − Τ𝜏 𝑢 𝑡
Final value of the step response

lim 𝑦 𝑡 = 1
𝑡→∞

lim 𝑦 𝑡 = lim 𝑠 𝑌 𝑠 = 1 ; Final value theorem of LT

𝑡→∞ 𝑠→0

• The parameter 𝜏 is the time constant of the system

• It controls the rate at which the first-order system responds.
• As 𝜏 is decreased, the impulse response decreases more sharply
• As 𝜏 is decreased, the step response rises more sharply
Time Response of Second-Order Systems
Standard form
𝑑 2 𝑦(𝑡) 𝑑𝑦(𝑡)
+ 2 𝜉 𝜔𝑛 + 𝜔𝑛 2 𝑦 𝑡 = 𝜔𝑛 2 𝑥(𝑡)
𝑑𝑡 2 𝑑𝑡

Where 𝜉 = damping factor

𝜔𝑛 = underdamped natural frequency
Transfer function
𝜔𝑛 2
𝐻 𝑠 =
(𝑠 2 +2 𝜉 𝜔𝑛 𝑠+ 𝜔𝑛 2 )

Time response is characterized by the roots of denominator polynomial

𝑠 2 + 2 𝜉 𝜔𝑛 𝑠 + 𝜔𝑛 2 = 0
(𝑠 − 𝑠1 )(𝑠 − 𝑠2 ) = 0
Time Response of IInd Order System……

−2 𝜉 𝜔𝑛 ± 4 𝜉 2 𝜔𝑛 2 −4 𝜔𝑛 2
𝑠1 , 𝑠2 =
2

𝑠1 , 𝑠2 = − 𝜉 𝜔𝑛 ± 𝜔𝑛 𝜉2 − 1
1. 𝜉 = 0,
𝑠1 = 𝑗𝜔𝑛 and 𝑠2 = −𝑗𝜔𝑛 = 𝑠1 ∗ (lie on Im axis)
2. 𝜉 = 1,
𝑠1 = 𝑠2 = −𝜔𝑛 (lie on real axis)
3. 𝜉 > 1,
𝑠1 = − 𝜉 𝜔𝑛 + 𝜔𝑛 𝜉 2 − 1 and 𝑠2 = − 𝜉 𝜔𝑛 − 𝜔𝑛 𝜉2 − 1
𝑠1 and 𝑠2 are real and negative
4. 0 < 𝜉 < 1,

𝑠1 = − 𝜉 𝜔𝑛 + 𝑗𝜔𝑛 1 − 𝜉 2 and 𝑠2 = − 𝜉 𝜔𝑛 − 𝑗 𝜔𝑛 1 − 𝜉2
𝑠1 and 𝑠2 are complex conjugate

𝜔𝑑 = 𝜔𝑛 1 − 𝜉 2 , damped natural frequency

Unit Step Response
𝜔𝑛 2
𝐻 𝑠 = ,
(𝑠−𝑠1 )(𝑠−𝑠2 )

1
𝑋 𝑠 =
𝑠

𝜔𝑛 2
𝑌 𝑠 =𝑋 𝑠 𝐻 𝑠 =
𝑠 (𝑠 − 𝑠1 )(𝑠 − 𝑠2 )
1. 𝜉 = 0
𝜔𝑛 2 𝐴 𝐵 𝐶
𝑌 𝑠 = = + +
𝑠 (𝑠 − 𝑗𝜔𝑛 )(𝑠 + 𝑗𝜔𝑛 ) 𝑠 (𝑠 − 𝑗𝜔𝑛 ) (𝑠 + 𝑗𝜔𝑛 )

A = 1, B = -1/2 and C = -1/2

1 𝑗𝜔 𝑡 1 −𝑗𝜔 𝑡
𝑦 𝑡 =𝑢 𝑡 − 𝑒 𝑛 𝑢 𝑡 − 𝑒 𝑛 𝑢 𝑡
2 2

𝑦 𝑡 = 1 − cos 𝜔𝑛 𝑡 𝑢(𝑡)
 2. 0 < 𝜉 < 1, under damped system
Step response
𝑒 −𝜉𝜔𝑛 𝑡 1 − 𝜉2
𝑦 𝑡 = 1− sin 𝜔𝑛 1 − 𝜉 2 𝑡 + 𝑡𝑎𝑛−1 𝑢(𝑡
1 − 𝜉2 𝜉
Step response is plotted below for different values of 𝜉.

• As discussed earlier, for 𝜉 = 0 response is oscillatory.

• For underdamped case ( 0 < 𝜉 < 1 ), the step
response exhibits both overshoot (exceeds its final
value) and ringing (oscillatory behavior).
• As 𝜉 increases, the response becomes progressively
less oscillatory.
• At 𝜉 = 1, the response becomes non-oscillatory
(critically damped).
• The step response is fastest for critically damped case (𝜉 = 1) i.e., requires shortest time for settling.
• For 𝜉 > 1 (overdamped), system response become slow.
Frequency Response of Ist Order System
1
𝐻 𝑠 =
(𝜏𝑠+1)

Put 𝑠 = 𝑗𝜔 for frequency response

1
𝐻 𝑗𝜔 =
(𝜏𝑗𝜔+1)
1
𝐻 𝑗𝜔 =
1+ 𝜔𝜏 2

➢ 𝜔𝜏 ≪ 1 or 𝜔 ≪ 1Τ𝜏 , low frequencies

𝐻 𝑗𝜔 ≈ 1, or 20log 𝐻 𝑗𝜔 = 0 (in dB) (1)
➢ 𝜔𝜏 ≫ 1 or 𝜔 ≫ 1Τ𝜏 , high frequencies
𝐻 𝑗𝜔 ≈ 1Τ𝜔𝜏 , or 20log 𝐻 𝑗𝜔 = −20log(𝜔𝜏) (in dB) (2)
 decreases linearly with 𝜔
➢ At 𝜔 = 1Τ𝜏 , low and high frequency asymptotes meet
 1ൗ =
2

At 𝜔 = 10/𝜏 , 𝐻 𝑗𝜔 = −20 𝑑𝐵; 20 dB per decade decrease .

Frequency Response of IInd Order System
Transfer function
𝜔𝑛 2
𝐻 𝑠 =
(𝑠 2 +2 𝜉 𝜔𝑛 𝑠+ 𝜔𝑛 2 )

𝜔𝑛 2 𝜔𝑛 2
𝐻 𝑗𝜔 = 𝑗𝜔 2 𝑗𝜔
= 𝜔 2 𝜔
+2 𝜉 +1 1− 𝜔 +𝑗 2 𝜉 𝜔
𝜔𝑛 𝜔𝑛 𝑛 𝑛
1
𝐻 𝑗𝜔 =
2 2 2
𝜔 𝜔
1− + 4 𝜉2
𝜔𝑛 𝜔𝑛
𝜔
➢ ≪ 1 or 𝜔 ≪ 𝜔𝑛 , low frequencies
𝜔𝑛

𝐻 𝑗𝜔 ≈ 1, or 20log 𝐻 𝑗𝜔 = 0 (in dB) (1)

 𝜔
➢ ≫ 1 or 𝜔 ≫ 𝜔𝑛 , high frequencies
𝜔𝑛

𝜔𝑛 2
𝐻 𝑗𝜔 ≈ , or 20log 𝐻 𝑗𝜔 = −40 log 𝜔 + 40 log 𝜔𝑛 (in dB) (2)
𝜔

 decreases 40 dB/decade
➢ At 𝜔 = 𝜔𝑛 , low and high frequency asymptotes meet.
➢ Actual magnitude response is a function of 𝜉
▪ For 𝜉 > 0.707, no peak

▪ For 𝜉 < 0.707, 𝐻 𝑗𝜔 has peak at 𝜔𝑚𝑎𝑥 = 1 − 2𝜉 2 and the value is

1
𝐻 𝑗𝜔𝑚𝑎𝑥 =
2𝜉 1 − 𝜉 2
 Unit IV
Analysis of Discrete-Time Systems
Outline
• Overview of Sampling
• Discrete Time Fourier Transform (DTFT)
• Discrete Fourier Transforms (DFT)
• z-Transform
• ROC for z-transform
• Inverse z-transform
• Properties of z-transform
• Discrete-Time System Analysis using Difference Equations and Z-Transform
Overview of Sampling
• Real world signals are continuous-time (CT)

• Aavailability of low cost power full digital processors, digital storage media and digital
transmission requires a discrete-time (DT) signal

• Sampling converts a CT signal into corresponding sequence of samples that are usually
spaced uniformly in time domain (DT signal).
• The sampling duration/period should be chosen such that the sequence of samples
uniquely defined the original analog signal.
Impulse-Train (Ideal) Sampling
• Let 𝑥(𝑡) be the CT signal and 𝑥[𝑛𝑇] = value of 𝑥(𝑡) at
time 𝑡 = 𝑛𝑇.
• 𝑥[𝑛𝑇] is the nth sample value and is obtained by
performing 𝑥(𝑡)𝛿(𝑡 − 𝑛𝑇)
(sampling property of delta function).
• Therefore, the signal to be sampled is multiplied with
a periodic impulse train with period 𝑇 as shown in
Fig.1.
• The period T is called sampling period (or interval)
2𝜋
and 𝜔𝑆 = is called sampling frequency.
𝑇
➢ How to choose sampling period T such that
sequence of samples {𝑥[𝑛𝑇]} uniquely specify 𝑥(𝑡)?

Fig. 1
Ideal Sampling……..
The sampled signal is given as
𝑥𝑝 𝑡 = 𝑥 𝑡 𝑝(𝑡) (1)
where,
𝑝(𝑡) = σ∞
𝑛=−∞ 𝛿 (𝑡 − 𝑛𝑇); impulse train (2)
Putting (2) in (1), we have
𝑥𝑝 (𝑡) = 𝑥(𝑡) σ∞ ∞
𝑛=−∞ 𝛿 (𝑡 − 𝑛𝑇) = σ𝑛=−∞ 𝑥[𝑛𝑇] 𝛿 (𝑡 − 𝑛𝑇) (3)
We know that
σ∞ σ ∞
𝑛=−∞ 𝛿(𝑡 − 𝑛𝑇) ⇔ 𝜔𝑆 𝑘=−∞ 𝛿(𝜔 − 𝑘𝜔𝑆 ) (4)
If 𝑥(𝑡) ⇔ 𝑋(𝑗𝜔), then by multiplication in time domain property, Fourier transform
(FT) of the sampled signal (3) is given as
Ideal Sampling……..
∞
1
𝑋𝑝 = [𝑋(𝑗𝜔) ⊕ 𝜔𝑆 ෍ 𝛿(𝜔 − 𝑘𝜔𝑆 )]
2𝜋
𝑘=−∞
1
= σ∞
𝑘=−∞ 𝑋(𝑗(𝜔 − 𝑘 𝜔𝑆 )) (5)
𝑇

 The spectrum of the sampled signal is a

periodic function of 𝜔 consisting of a
superposition of shifted replicas of 𝑋(𝑗𝜔)
scaled by 1/T as shown in Fig.2.

Fig. 2
Ideal Sampling……..
• Periodic signal  Discrete spectra (from Fourier series)
• Discrete time signal  Periodic spectra (from sampling)
• For a signal with band limited spectra as shown in Fig. 2(a)
• There is no overlap between the shifted replicas of X(j) for S ≥ 2M as
shown in Fig. 2(c).
• X(j) is reproduced at integer multiples of the sampling frequency S.
• Consequently, original signal x(t) can be recovered exactly from its sampled
version xp(t) by using a low pass filter with gain T and cutoff frequency greater
than M and less than S-M shown in Fig. 3
Fig. 3 Exact recovery of a CT signal from its samples using
an ideal LPF.
Examples
• Toll quality speech (PSTN): frequency band 300 – 3400 Hz
fM = 3400 Hz
fS = 8000 samples/sec ; standard sampling rate
• Problem 7.1 [1]
𝑥(𝑡) is sampled at 𝜔𝑠 = 10,000 π . For what values of 𝜔 is 𝑋(𝑗𝜔) guaranteed to be zero.
Soln.
𝜔𝑠 ≥ 2 𝜔𝑀
or 𝜔𝑀 ≤ 𝜔𝑆 /2
𝜔𝑀 ≤ 10000 π/2 or 𝜔𝑀 ≤ 5000 π
• Problem 7.3 [1]
Determine the Nyquist rate corresponding to each of the following signals:
(a). 𝑥 𝑡 = 1 + cos 2000𝜋𝑡 + 𝑠𝑖𝑛(4000𝜋𝑡)
𝜔0 = 0, 𝜔1 = 2000𝜋, 𝜔2 = 4000𝜋
𝜔𝑀 = 4000𝜋 (highest signal frequency)
Examples……..
sin(4000𝜋𝑡)
(b). 𝑥 𝑡 = = 4000 𝑠𝑖𝑛𝑐(4000𝑡)
𝜋𝑡
.
.
𝜔
4000 𝑠𝑖𝑛𝑐(4000𝑡) ⇔ 𝑟𝑒𝑐𝑡
8000𝜋
𝜔𝑀 = 4000𝜋 − 4000𝜋 4000𝜋

𝜔𝑆 = 2𝜔𝑀 = 8000𝜋
sin(4000𝜋𝑡) 2
(c). 𝑥 𝑡 =
𝜋𝑡
𝜔 𝜔
𝑥 𝑡 = 4000 𝑠𝑖𝑛𝑐(4000𝑡) × 4000 𝑠𝑖𝑛𝑐(4000𝑡) ⇔ 𝑟𝑒𝑐𝑡 ∗ 𝑟𝑒𝑐𝑡
8000𝜋 8000𝜋
𝜔
=∆
8000𝜋

𝜔𝑀 = 8000𝜋
𝜔𝑆 = 2𝜔𝑀 = 16000𝜋 − 8000𝜋 8000𝜋
Sampling….
• Sampling Theorem
A band limited signal of finite energy, which has no frequency components higher than 𝜔𝑀 , may be
completely recovered from the knowledge of its samples taken at the rate of 2𝜔𝑀 samples per
second. Sampling rate of 𝜔𝑆 = 2𝜔𝑀 is called the Nyquist sampling rate.
• Aliasing
If sampling rate is less than the Nyquist rate, then high frequency components in the spectrum
of the signal appear as lower frequencies in the spectrum of its sampled version as shown in
Figure 2(d). This gives distortion.
• A chance of Aliasing is there since messages to be sampled are time limited, and hence their
spectra cannot be strictly band limited.
• To avoid aliasing:
• Prior to sampling, signal to be sampled is filtered with a LPF.
• Filtered signal is sampled at rate slightly higher than the Nyquist rate.
Signal Reconstruction from Its Samples
• For reconstruction, interpolation (i.e., the fitting of a continuous signal to a set of sample values)
is commonly used.
• Reconstruction may be either approximately or exactly.
• As discussed earlier for a band-limited signal, if the sampling rate is greater than the Nyquist rate,
then the signal can be reconstructed exactly; i.e., through the use of a lowpass filter, exact
interpolation can be carried out between the sample points as shown below.

𝑋𝑟 𝑗𝜔 = 𝑋𝑝 𝑗𝜔 𝐻 𝑗𝜔
Or

𝑥𝑟 𝑡 = 𝑥𝑝 𝑡 ∗ ℎ 𝑡
𝜔 𝜔𝑐 𝑡
𝐻 𝑗𝜔 = 𝑇 𝑟𝑒𝑐𝑡 ↔ ℎ 𝑡 = 2 𝑇𝜔𝑐 𝑠𝑖𝑛𝑐
2𝜔𝑐 𝜋
Signal Reconstruction…….
∵ 𝑥𝑝 (𝑡) = σ∞
𝑛=−∞ 𝑥[𝑛𝑇] 𝛿 (𝑡 − 𝑛𝑇)

∴ 𝑥𝑟 (𝑡) = σ∞
𝑛=−∞ 𝑥 𝑛𝑇 𝛿 (𝑡 − 𝑛𝑇) ∗ ℎ(𝑡)

𝑥𝑟 (𝑡) = σ∞
𝑛=−∞ 𝑥 𝑛𝑇 ℎ (𝑡 − 𝑛𝑇)

𝜔𝑐 (𝑡−𝑛𝑇)
𝑥𝑟 (𝑡) = 2 𝑇𝜔𝑐 σ∞
𝑛=−∞ 𝑥 𝑛𝑇 𝑠𝑖𝑛𝑐 𝜋
𝜔𝑠 𝜋
For 𝜔𝑐 = =𝑇
2

𝑡
𝑥𝑟 (𝑡) = 2 𝜋 σ∞
𝑛=−∞ 𝑥 𝑛𝑇 𝑠𝑖𝑛𝑐 −𝑛
𝑇
Discrete-Time Fourier Transform (DTFT)
• CTFT 𝑥(𝑡) ⇔ 𝑋 𝑗𝜔
where
∞
F 𝑥(𝑡) = 𝑋 𝑗𝜔 = ‫׬‬−∞ 𝑥(𝑡)𝑒 −𝑗𝜔𝑡 𝑑𝑡 (1)
and
1 ∞
𝑥 𝑡 = ‫𝑋 ׬‬ 𝑗𝜔 𝑒 𝑗𝜔𝑡 𝑑𝜔 (2)
2𝜋 −∞
• FT of ideal sampled signal
1 ∞
F σ∞
𝑛=−∞ 𝑥 𝑛𝑇 𝛿 (𝑡 − 𝑛𝑇) = σ 𝑋(𝑗(𝜔 − 𝑘 𝜔𝑆 )) (3)
𝑇 𝑘=−∞
2𝜋
Periodic with period 𝜔𝑆 =
𝑇
If T = 1, then (3) becomes
∞
F σ∞ 𝑛=−∞ 𝑥 𝑛 𝛿 (𝑡 − 𝑛) = σ𝑘=−∞ 𝑋(𝑗(𝜔 − 𝑘 2𝜋)); Periodic with period = 2𝜋

σ∞ −𝑗𝜔𝑛 = σ∞
𝑛=−∞ 𝑥 𝑛 𝑒 𝑘=−∞ 𝑋(𝑗(𝜔 − 𝑘 2𝜋)) [left side is from (1)]
DTFT………
• DTFT
𝑋 𝑒 𝑗𝜔 = σ∞
𝑛=−∞ 𝑥 𝑛 𝑒 −𝑗𝜔𝑛 (4) analysis equation
Variable is 𝜔 (0 − 2π)
IDFT
1
𝑥[𝑛] = ‫𝑋 ׬‬ 𝑒 𝑗𝜔 𝑒 𝑗𝜔𝑛 𝑑𝜔 (5) synthesis equation
2𝜋 2𝜋
a>0
a<0
DTFT of Periodic Signals
• CTFT of Periodic Signal
𝛿 𝑡 ↔1
1 ↔ 2𝜋 𝛿 𝜔
𝑒 𝑗𝜔𝑜 𝑡 ↔ 2𝜋 𝛿 𝜔 −𝜔𝑜
𝑒 𝑗𝑘𝜔𝑜 𝑡 ↔ 2𝜋 𝛿 𝜔 −𝑘𝜔𝑜
𝑎𝑘 𝑒 𝑗𝑘𝜔𝑜 𝑡 ↔ 2𝜋𝑎𝑘 𝛿 𝜔 −𝑘𝜔𝑜
σ∞ 𝑎
𝑘=−∞ 𝑘 𝑒 𝑗𝑘𝜔𝑜 𝑡 ↔ σ∞
𝑘=−∞ 2𝜋𝑎𝑘 𝛿 𝜔 −𝑘𝜔𝑜

• DTFT of Periodic Signal

𝑥[𝑛] = 𝛿[𝑛]
𝑋 𝑒 𝑗𝜔 = σ∞
𝑛=−∞ 𝑥 𝑛 𝑒 −𝑗𝜔𝑛
= 1 , same as CTFT
DTFT of Periodic Signals……
• 𝑥 𝑛 = 𝑒 𝑗𝜔𝑜 𝑛
𝑒 𝑗𝜔𝑜 𝑡 ↔ 2𝜋 𝛿 𝜔 −𝜔𝑜
For 𝑒 𝑗𝜔𝑜 𝑛 , spectrum will be periodic in 𝜔 with period 2𝜋.
∞
∵ 𝑋 𝑒 𝑗𝜔 = σ∞
𝑛=−∞ 𝑥 𝑛 𝑒 −𝑗𝜔𝑛
= σ 𝑙=−∞ 𝑋(𝑗(𝜔 − 2𝜋𝑙))

∴ 𝑋 𝑒 𝑗𝜔 = σ∞ 𝑒 𝑗𝜔𝑜 𝑛 𝑒 −𝑗𝜔𝑛 = σ∞
𝑛=−∞ 𝑙=−∞ 2𝜋 𝛿 𝜔 −𝜔𝑜 −2𝜋𝑙
DTFT of Periodic Signals……
2𝜋
• Periodic sequence 𝑥[𝑛] with period N, 𝜔𝑜 =
𝑁

CTFT of periodic signal

σ∞ 𝑎
𝑘=−∞ 𝑘 𝑒 𝑗𝑘𝜔𝑜 𝑡
↔ σ ∞
𝑘=−∞ 2𝜋𝑎𝑘 𝛿 𝜔 −𝑘𝜔𝑜

Fourier series representation of a periodic signal

Fourier series representation of periodic sequence 𝑥[𝑛]
2𝜋Τ
𝑥 𝑛 = σ𝑘= 𝑁 𝑎𝑘 𝑒 𝑗𝑘 𝑁 𝑛

For one period (𝑛 = 0, 1, … … … 𝑁 − 1)

2𝜋Τ 2𝜋Τ 2𝜋Τ
𝑥 𝑛 = 𝑎0 + 𝑎1 𝑒 𝑗 𝑁 𝑛 + 𝑎𝑘 𝑒 𝑗2 𝑁 𝑛 … . + 𝑎𝑁−1 𝑒 𝑗(𝑁−1) 𝑁 𝑛
 FT of the first term

FT of the second term

FT of the last term

FT of x[n]
 ∞

∴ 𝑋 𝑒 𝑗𝜔 = ෍ 2𝜋𝑎𝑘 𝛿 𝜔 − 2𝜋𝑘ൗ𝑁
𝑘=−∞
 Fourier transform of a DT periodic signal can be directly constructed from its Fourier
coefficients.
where
DTFT of Sine Function

12
 DTFT of DT Unit Sample Train

— Also periodic impulse train – in the frequency domain!

13
Discrete Fourier Transform (DFT)
Fourier series representation of periodic sequence 𝑥[𝑛]
2𝜋Τ
𝑥 𝑛 = σ𝑘= 𝑁 𝑎𝑘 𝑒 𝑗𝑘 𝑁 𝑛

𝑋 𝑒 𝑗𝜔 = ෍ 2𝜋𝑎𝑘 𝛿 𝜔 − 2𝜋𝑘ൗ𝑁
𝑘=−∞
 Fourier transform of a DT periodic signal can be directly
constructed from its Fourier coefficients. Where,
Discrete Fourier Transform (DFT)
• DTFT 𝑋 𝑒 𝑗𝜔 = σ∞
𝑛=−∞ 𝑥 𝑛 𝑒
−𝑗𝜔𝑛

𝑋 𝑒 𝑗𝜔 is periodic with period 2𝜋 (i.e., sampling rate 𝜔𝑠 )

2𝜋
If 𝑥[𝑛] is periodic with period N (fundamental frequency 𝜔𝑜 = ), then
𝑁
𝑋 𝑒 𝑗𝜔 will be discrete (defined for 𝑘𝜔𝑜 ) and periodic
𝜔𝑠
Number of samples in period 𝜔𝑠 = = 𝑁 samples
𝜔𝑜
 DTFT of a periodic sequence is obtained by sampling 𝑋 𝑒 𝑗𝜔 at 𝜔 = 𝑘𝜔𝑜
2𝜋
𝑗𝑘 𝑁
𝑋 𝑒 𝑗𝑘𝜔𝑜 = 𝑋 𝑒 , denoted as 𝑋 𝑘
2𝜋𝑘𝑛
−𝑗
𝑋 𝑘 = σ𝑁−1
𝑛=0 𝑥 𝑛 𝑒 𝑁 , 𝑘 = 0, 1, … … , N − 1. N point DFT
2𝜋𝑘𝑛
1 𝑁−1
and 𝑥𝑛 = σ 𝑋 𝑘 𝑒𝑗 𝑁 , 𝑛 = 0, 1, … … , N − 1. N point IDFT
𝑁 𝑘=0
DFT……
Or alternatively
2𝜋𝑘𝑛
1 𝑁−1 −𝑗
𝑋𝑘 = σ 𝑥 𝑛 𝑒 𝑁 , 𝑘 = 0, 1, … … , N − 1. N point DFT
𝑁 𝑛=0
2𝜋𝑘𝑛
and 𝑥 𝑛 = σ𝑁−1 𝑘=0 𝑋 𝑘 𝑒𝑗 𝑁 , 𝑛 = 0, 1, … … , N − 1. N point IDFT
If 𝑁 = 2𝑛 , Fast algorithm exists for the computation of DFT (FFT) and IDFT (IFFT)
DFT……

• Examples: Find the N-point DFT of the following sequences 𝛿[𝑛]
(a). 𝑥 𝑛 = 𝛿[𝑛]
𝑋𝑘 = σ𝑁−1
𝑛=0 𝑥 𝑛
2𝜋𝑘𝑛
𝑒 −𝑗 𝑁 0
   N-1 n
2𝜋𝑘𝑛
σ𝑁−1 𝑒 −𝑗 𝑁
  
= 𝑛=0 𝛿𝑛 =1 𝑋[𝑘]
(b). 𝑥 𝑛 = 𝑢 𝑛 − 𝑢[𝑛 − 𝑁]
𝑥[𝑘]
   0 N-1 n

0 N-1 n

2𝜋𝑘 4𝜋𝑘 2𝜋𝑘(𝑁−1)

𝑋 𝑘 =1 + 𝑒 −𝑗 𝑁 +𝑒 −𝑗 𝑁 +⋯𝑒 −𝑗 𝑁
z-transform
• Discrete-time counterpart of the Laplace Transform
• DTFT
𝑋 𝑒 𝑗𝜔 = σ∞𝑛=−∞ 𝑥 𝑛 𝑒 −𝑗𝜔𝑛
(1)
• z-transform
𝑋 𝑧 = σ∞ 𝑛=−∞ 𝑥 𝑛 𝑧
−𝑛
(2)
𝑥[𝑛] ↔ 𝑋(𝑧)
z is complex variable
𝑧 = 𝑟𝑒 𝑗𝜔 polar form (3)
Putting (3) in (2), we have
𝑋 𝑟𝑒 𝑗𝜔 = σ∞ 𝑛=−∞ 𝑥[𝑛] 𝑟
−𝑛 𝑒 −𝑗𝜔𝑛 (4)

Comparing (1) and (4)

z-transform is DTFT of 𝑥[𝑛] 𝑟 −𝑛
z-transform……
𝑟 −𝑛 : exponential weight
𝑟 > 1; decaying exponential
𝑟 < 1; growing exponential
For 𝑟 = 1, 𝑧 = 1
𝑋 𝑧 ȁ𝑧= 𝑒 𝑗𝜔 = 𝑋 𝑒 𝑗𝜔 = DTFT of 𝑥[𝑛]
For convergence of z-transform, DTFT of 𝑥 𝑛 𝑟 −𝑛 must
exist. For a given 𝑥 𝑛 , this will happen for some value
Complex z-plane
of r.
 The magnitude of z, 𝑧 = 𝑟 for which z-transform converges is called ROC
 if the ROC includes the unit circle (i.e., r > 1), then DTFT also converges.
Example 1

ROC does not contain poles

For 𝑎 > 1, ROC does not contain unit circle, hence DTFT of 𝑎𝑛 𝑢 𝑛 does not exist.
Example 2
Inverse z-transform
• Partial Fraction Method
8𝑧−19
(i). 𝑋 𝑧 = , 𝑧 >3
(𝑧−2)(𝑧−3)

8−19𝑧 −1 𝐴 𝐵
𝑋 𝑧 = = +
(1−2𝑧 −1 )(1−3𝑧 −1 ) (1−2𝑧 −1 ) (1−3𝑧 −1 )

𝐴 = 𝑋 𝑧 (1 − 2𝑧 −1 )ȁ𝑧=2 = 3, 𝐵 = 𝑋 𝑧 (1 − 3𝑧 −1 )ȁ𝑧=3 = 5
3 5
𝑋 𝑧 = +
(1−2𝑧 −1 ) (1−3𝑧 −1 )

1
𝑎𝑛 𝑢 𝑛 ↔ , 𝑧 > 𝑎
1−𝑎𝑧 −1

3 5
, 𝑧 > 2 ↔ 3 2𝑛 𝑢 𝑛 and , 𝑧 > 3 ↔ 5 3𝑛 𝑢 𝑛
(1−2𝑧 −1 ) (1−3𝑧 −1 )
Inverse z-transform……..
𝑥 𝑛 = 3 2𝑛 𝑢 𝑛 + 5 3𝑛 𝑢 𝑛
Examples 10.9, 10.10, 10.11 [1].
3 5
𝑋 𝑧 = + , 2< 𝑧 <3
(1−2𝑧 −1 ) (1−3𝑧 −1 )

3
, 𝑧 > 2 ↔ 3 2𝑛 𝑢 𝑛
(1−2𝑧 −1 )

5
and , 𝑧 < 3 ↔ −5 3𝑛 𝑢 −𝑛 − 1
(1−3𝑧 −1 )

𝑥 𝑛 = 3 2𝑛 𝑢 𝑛 − 5 3𝑛 𝑢 −𝑛 − 1
Inverse z-transform…….
(b). When X(z) is not rational
By power series expansion of X(z)
𝑋 𝑧 = σ∞ 𝑛=−∞ 𝑥 𝑛 𝑧 −𝑛

X(z) = ⋯ + 𝑥 −2 𝑧 2 + 𝑥 −1 𝑧 + 𝑥 0 𝑧 0 + 𝑥 1 𝑧 −1 + 𝑥 2 𝑧 −2 + ⋯
Example:
X z = 4 𝑧 2 + 2 + 3 𝑧 −1 , 0 < 𝑧 < ∞
𝑥 −2 = 4
𝑥 0 =2
𝑥 1 =3

𝑥 𝑛 = 4 δ n + 2 + 2 δ n + 3 δ[n − 1]
Inverse z-transform…….
By long division method
Properties of z-transform
• Linearity
If 𝑥1 [𝑛] ↔ 𝑋1 (𝑧), ROC = 𝑅1
𝑥2 [𝑛] ↔ 𝑋2 (𝑧), ROC = 𝑅2
then
𝑎 𝑥1 𝑛 + 𝑏 𝑥2 𝑛 ↔ 𝑎 𝑋1 𝑧 + b 𝑋2 (𝑧), ROC = 𝑅1 ∩ 𝑅2
• Time Shifting
If 𝑥[𝑛] ↔ 𝑋 𝑧 , ROC = 𝑅, then
𝑥 𝑛 − 𝑛𝑜 ↔ 𝑧 −𝑛𝑜 𝑋 𝑧
𝑥 𝑛 + 𝑛𝑜 ↔ 𝑧 𝑛𝑜 𝑋 𝑧 , ROC = R except possible addition or
deletion of origin or ∞
Properties of z- transform…….
• Scaling in z-domain
𝑥[𝑛] ↔ 𝑋 𝑧 , ROC = 𝑅
𝑧𝑜𝑛 𝑥[𝑛] ↔ 𝑋 𝑧Τ𝑧𝑜 , ROC = 𝑧𝑜 𝑅
• Time Reversal
𝑥[𝑛] ↔ 𝑋 𝑧 , ROC = 𝑅
1 1
𝑥[−𝑛] ↔ 𝑋 , ROC =
𝑧 𝑅
• Convolution in time domain
If 𝑥1 [𝑛] ↔ 𝑋1 (𝑧), ROC = 𝑅1
𝑥2 [𝑛] ↔ 𝑋2 (𝑧), ROC = 𝑅2 , then
𝑥1 𝑛 ∗ 𝑥2 [𝑛] ↔ 𝑋1 𝑧 𝑋2 𝑧 , ROC = 𝑅1 ∩ 𝑅2
Exp 10.15 , 10.16 [1]
Properties of z- transform……..
• Differentiation in the z- domain
if 𝑥[𝑛] ↔ 𝑋 𝑧 , ROC = 𝑅
𝑑𝑋(𝑧)
then 𝑛 𝑥[𝑛] ↔ −𝑧 , ROC = 𝑅
𝑑𝑧
Exp 10.17 , 10.18 [1]
For other properties, refer to [1]
Analysis and characterization of LTI systems using z-transform

𝑦 𝑛 = 𝑥[𝑛] ∗ ℎ[𝑛]
Using convolution property
𝑌 𝑧 =𝑋 𝑧 𝐻 𝑧
𝑌(𝑧)
or 𝐻 𝑧 = ; System function or transfer function
𝑋(𝑧)
 For 𝑧 = 𝑒 𝑗𝑤 , evaluated on unit circle
𝐻 𝑧 will be the frequency respons.
* Many properties of the system can be described using H(z)
Causality
IR ℎ𝑛
𝐻 𝑧 = σ∞ −∞ ℎ 𝑛 𝑧 −𝑛

For casual system ℎ 𝑛 = 0 𝑛<0

∴ ℎ 𝑛 𝑢 𝑛 → right sided
(i) ROC of 𝐻 𝑧 of a causal system is exterior of a circle including 
Causality……..
𝑁(𝑧)
(ii) If 𝐻 𝑧 = ; rational
𝐷(𝑧)
• DT-LTI system with H(z) is causal if ROC is the exterior of a circle
outside in outermost poles , and
• Order of N(z) < 𝑜𝑟𝑑𝑒𝑟 𝑜𝑓 𝐷 𝑧
Example 10.20 [1]
𝑧 3 −2𝑧 2 +𝑧
H(z)= 1 1 𝑜𝑟𝑑𝑒𝑟 𝑜𝑓 𝑁 𝑧 > 𝑜𝑟𝑑𝑒𝑟𝑜𝑓 𝐷 𝑧
𝑧 2 + 𝑧+
4 8
Non –causal
9 23
=𝑧 − + 𝑧 −1 + ⋯
4 16
↑
time advanced
Stability
• For stability IR should be absolutely summable
i.e. σ∞
𝑛=−∞ ℎ[𝑛] < ∞
Then , DTFT will converge , consequently ROC of H(z) must include unit circle.
 A DT-LTI system is stable if and only if the ROC of its system function H(z)
includes unit circle, |z|=1.

Example 10.22 [1]

1 1
𝐻 𝑧 = 1 + , |z|> 2  Not stable
1− 𝑧 −1 1−2𝑧 −1
2

1 1 1
𝐻 𝑧 = 1 + , < 𝑧 < 2  stable
1− 𝑧 −1 1−2𝑧 −1 2
2
right sided left sided

Examples 10.23 , 10.24 [1]

DT-LTI System Characterized by Linear Constant-Coefficient
Difference Equation

• z-transform
• To obtain system function H(z)
• To obtain frequency response 𝐻 𝑗𝜔 = 𝐻 𝑧 ȁ𝑧= 𝑒 𝑗𝜔
• To obtain time domain response
Block Diagram Representation of LTI System
• Consider an LTI system with input 𝑥(𝑡), output 𝑦(𝑡)and impulse response ℎ(𝑡)

• Series interconnection of LTI systems

Block Diagram Representation of LTI System….
• Parallel Interconnection

• Feedback Interconnection
𝑦(𝑧) 𝐻1 (𝑧)
𝐻 𝑧 = =
𝑥(𝑧) 1+𝐻1 (𝑧)𝐻2 (𝑧)