Chapter 1

Fundamental Concepts

1
 Signals

• A signal is a pattern of variation of a

physical quantity, often as a function of time
(but also space, distance, position, etc).
• These quantities are usually the independent
variables of the function defining the signal
• A signal encodes information,
information which is the
variation itself

2
 Signal Processing

• Signal processing is the discipline concerned

with extracting, analyzing, and manipulating
the information carried by signals
• The processing method depends on the type
of signal and on the nature of the information
carried by the signal

3
Characterization and Classification
of Signals
• The type of signal depends on the nature of
the independent variables and on the value
of the function defining the signal
• For example, the independent variables can
be continuous or discrete
• Likewise, the signal can be a continuous or
discrete function of the independent
variables
4
 Characterization and Classification
of Signals – Cont’d

• Moreover, the signal can be either a real-

valued function or a complex-valued function
• A signal consisting of a single component is
called a scalar or one-dimensional (1-D)
signal

5
 Examples: CT vs. DT Signals

x(t ) x[n]

t n

plot(t,x) stem(n,x)
6
 Sampling

• Discrete-time signals are often obtained by

sampling continuous-time signals

x(t ) . . x[n]  x(t ) t nT  x(nT )

7
 Systems

• A system is any device that can process

signals for analysis, synthesis, enhancement,
format conversion, recording, transmission,
etc.
• A system is usually mathematically defined
by the equation(s) relating input to output
signals (I/O characterization)
characterization
• A system may have single or multiple inputs
and single or multiple outputs
8
 Block Diagram Representation
of Single-Input Single-Output
(SISO) CT Systems

input signal output signal

x(t ) T y (t )  T x(t )
t  t 

9
 Types of input/output
representations considered

• Differential equation
• Convolution model
• Transfer function representation (Fourier
transform, Laplace transform)

10
Examples of 1-D, Real-Valued, CT Signals:
Temporal Evolution of Currents and
Voltages in Electrical Circuits

y (t )

t 11
Examples of 1-D, Real-Valued, CT Signals:
Temporal Evolution of Some Physical
Quantities in Mechanical Systems

y (t )

t 12
 Continuous-Time (CT) Signals
1, t0
• Unit-step function u (t )  
0, t0
 t, t 0
• Unit-ramp function r (t )  
0, t0

13
Unit-Ramp and Unit-Step Functions:
Some Properties

 x(t ), t  0
x(t )u (t )  
0, t0

t
r (t )   u ( )d 


dr (t )
u (t )  (with exception of t  0 )
dt
14
The Rectangular Pulse Function

p (t )  u (t   / 2)  u (t   / 2)

15
 The Unit Impulse

• A.k.a. the delta function or Dirac distribution

• It is defined by:
 (t )  0, t  0

  ( )d   1,   0

• The value  (0) is not defined, in particular
 (0)  
16
 The Unit Impulse:
Graphical Interpretation

 (t )  lim p A( t )
A 

A is a very large number

17
 The Scaled Impulse K(t)
• If K   , K  (t ) is the impulse with area K ,
i.e.,
K  (t )  0, t  0

 K  ( ) d   K ,   0


18
 Properties of the Delta Function

t
1) u (t )    ( ) d 

t except t  0
t0 

2)  x(t ) (t  t )dt  x(t )

t0 
0 0   0
(sifting property)
property

19
 Periodic Signals

• Definition: a signal x(t ) is said to be periodic

with period T , if

x(t  T )  x(t ) t  
• Notice that x(t ) is also periodic with period
qT where q is any positive integer
• T is called the fundamental period

20
 Example: The Sinusoid
x(t )  A cos( t   ), t  

 [ rad / sec] 
f  [1/ sec]  [ Hz ]
 [ rad ] 2 21
Time-Shifted Signals

22
 Points of Discontinuity

• A continuous-time signal x(t ) is said to be

discontinuous at a point t0 if x(t0 )  x(t0 )
 

t0  t0  

where 0  t0  
tand

 , being
a small positive number
x(t )

t
t0 23
 Continuous Signals

• A signal x(t ) is continuous at the point t0 if

x(t )  x(t )

0

0

• If a signal x(t ) is continuous at all points t,

x(t ) is said to be a continuous signal

24
Example of Continuous Signal:
The Triangular Pulse Function

25
 Piecewise-Continuous Signals

• A signal x(t ) is said to be piecewise

continuous if it is continuous at all t
except a finite or countably infinite
collection of points ti , i  1, 2,3,

26
 Example of Piecewise-Continuous
Signal: The Rectangular Pulse Function

p (t )  u (t   / 2)  u (t   / 2)

27
Another Example of Piecewise-
Continuous Signal:
The Pulse Train Function

28
Derivative of a Continuous-Time Signal
• A signal x(t ) is said to be differentiable at a
point t0 if the quantity
x(t0  h)  x(t0 )
h
has limit as h  0 independent of whether h
approaches 0 from above ( h  0) or from
below ( h  0)
• If the limit exists, x(t ) has a derivative at t0
dx(t ) x (t0  h)  x (t0 )
t t  lim
dt 0 h 0
h 29
 Generalized Derivative

• However, piecewise-continuous signals

may have a derivative in a generalized
sense x(t ) t
• Supposet that
t0 is differentiable at all
except x(t )
• The generalized derivative of is
defineddxto(tbe
)
  x(t )  x (t )   (t  t0 )

0

0
dt
ordinary derivative of x(t ) at all t except t  t0 30
 Example: Generalized Derivative
of the Step Function
K

• Define x(t )  Ku (t )
K

• The ordinary derivative of x(t ) is 0 at all

points except t  0
• Therefore, the generalized derivative of x(t ) is

K u (0 )  u (0 )   (t  0)  K  (t )
 

31
 Another Example
of Generalized Derivative

• Consider the function defined as

 2t  1, 0  t  1
1, 1 t  2

x (t )  
  t  3, 2  t  3
0, all other t

32
 Another Example
of Generalized Derivative: Cont’d

33
 Example of CT System:
An RC Circuit

Kirchhoff’s current law: iC (t )  iR (t )  i (t )

34
 RC Circuit: Cont’d

• The v-i law for the capacitor is

dvC (t ) dy (t )
iC (t )  C C
dt dt
• Whereas for the resistor it is
1 1
iR (t )  vC (t )  y (t )
R R

35
 RC Circuit: Cont’d

• Constant-coefficient linear differential

equation describing the I/O relationship if
the circuit

dy (t ) 1
C  y (t )  i (t )  x (t )
dt R

36
 RC Circuit: Cont’d

• Step response when R=C=1

37
 Basic System Properties: Causality

• A system is said to be causal if, for any time

t1, the output response at time t1 resulting
from input x(t) does not depend on values
of the input for t > t1.
• A system is said to be noncausal if it is not
causal

38
Example: The Ideal Predictor

y (t )  x (t  1)

39
Example: The Ideal Delay

y (t )  x(t  1)

40
 Memoryless Systems
and Systems with Memory
• A causal system is memoryless or static if, for
any time t1, the value of the output at time t1
depends only on the value of the input at time t1

• A causal system that is not memoryless is said

to have memory.
memory A system has memory if the
output at time t1 depends in general on the past
values of the input x(t) for some range of values
of t up to t = t1
41
 Examples

• Ideal Amplifier/Attenuator
y (t )  K x(t )

• RC Circuit
t
1  (1/ RC )( t  )
y (t )   e x( )d , t  0
C0

42
 Basic System Properties:
Additive Systems
• A system is said to be additive if, for any
two inputs x1(t) and x2(t), the response to the
sum of inputs x1(t) + x 2(t) is equal to the
sum of the responses to the inputs
(assuming no initial energy before the
application of the inputs)

x1 (t )  x2 (t ) system y1 (t )  y2 (t )
43
 Basic System Properties:
Homogeneous Systems

• A system is said to be homogeneous if, for

any input x(t) and any scalar a, the response
to the input ax(t) is equal to a times the
response to x(t), assuming no energy before
the application of the input

ax(t ) system ay (t )
44
 Basic System Properties: Linearity

• A system is said to be linear if it is both

additive and homogeneous

ax1 (t )  bx2 (t ) system ay1 (t )  by2 (t )

• A system that is not linear is said to be

nonlinear

45
Example of Nonlinear System:
Circuit with a Diode

 R2
 x(t ), when x(t )  0
y (t )   R1  R2
0, when x(t )  0
 46
Example of Nonlinear System:
Square-Law Device

y (t )  x (t )
2

47
Example of Linear System:
The Ideal Amplifier

y (t )  K x(t )

48
Example of Nonlinear System:
A Real Amplifier

49
 Basic System Properties:
Time Invariance
• A system is said to be time invariant if, for any
input x(t) and any time t1, the response to the
shifted input x(t – t1) is equal to y(t – t1) where
y(t) is the response to x(t) with zero initial energy

x(t  t1 ) system y (t  t1 )
• A system that is not time invariant is said to be
time varying or time variant
50
 Examples of Time Varying Systems

• Amplifier with Time-Varying Gain

y (t )  tx(t )
• First-Order System

y (t )  a (t ) y (t )  bx(t )

51
 Basic System Properties:
CT Linear Finite-Dimensional
Systems
• If the N-th derivative of a CT system can be
written in the form
N 1 M
y (N)
(t )   ai (t ) y (t )   bi (t ) x (t )
(i ) (i )

i 0 i 0
then the system is both linear and finite
dimensional
• To be time-invariant
ai (t )  ai and bi (t )  bi  i and t  
52