Signals and Systems Lecture 1
Signals and Systems Lecture 1
Time domain:
Discrete time space functions:
Def: General space including all functions that their time index is discrete and gets real
values.
F – sampling frequency
Def: Discrete time functions group includes all functions with final value and defined for
points on the axis with constant non zero distance between successive points
Def: given f and g, two vectors in the discrete time functions vector space, the inner
multiplication is defined by
∞
( f , g) = ∑ f ¿ [ n] g [ n ]
n=−∞
Constant multiplication:
6 n=−3
6 ∙ δ [ n+3 ] +3 ∙ δ [ n−5 ] ={ 3 n=5
0 else
1) f [ n ] ∙ δ [ n−k ] =f [k ] ∙ δ[n−k ]
∞
2) ∑ f [ n ] ∙ δ [ n−k ] =f [k ]
n=−∞
Example:
∞
1) y ( a )= ∑ e jωn ∙ ¿ ¿
n=−∞
if m< 0 X [ m ]=0
10
1
2) X [ m ] =∑ sin ( n)∙ δ [n−m]={if 0 <m< 10 X [ m ] =sin ( m )
n=0 (2 π ) 2π
if m>10 X [ m ] =0
Vx=δ[n-k] infinite number of functions k indicates the place of one value on the time axis
Basis orthogonality
∞
(Vi,Vj)=[δ[n-i],δ[n-j]]= ∑ δ [ n−i ] ∙ δ [ n− j ] ={
1 i= j Delta basis function is outonormal
n=−∞ 0 else
Transformation: a k =( V k , a )
∞
Inverse transformation: a= ∑ ak , V k
n=−∞
a k =¿
∞ ∞
f [ n ] = ∑ ak ∙δ [ n−k ] = ∑ f [k ]∙ δ [ n−k ]
k=−∞ k=−∞
δ [n]→ H → h[n]
δ [ n ] → h[n]
aδ [ n−k ] → ah[n−k ]
x [ k ] ∙ δ [ n−k ] → x [ k ] h[n−k ]
∞ ∞
∑ x [ k ] δ [n−k ]→ ∑ x [ k ] h[n−k ]
k=−∞ k=−∞
h∗x=x∗h
Convolution features: x∗[ h 1+h 2 ] =x∗h1+ x∗h 2
x∗[ h 1∗h2 ] =[ x∗h 1]∗h 2
Example: Given a System with impulse response of: h [ n ] =an u [ n ]. What is the system
response to a unit function?
h (n)=
{a0 ,∧n<
n
0
,∧n ≥ 0
X ( n ) = 0 ,∧n<0
{
1 ,∧n ≥0
∞
y [ n ]= ∑ x [ k ] h[n−k ]
k=−∞
h ( n−k ) =
{a0 ,∧n<k
n−k
,∧n ≥ k
X ( k )= 0 ,∧k <0
{
1 ,∧k ≥ 0
∞ ∞
n−k k k−1 1 1−a n+1
y [ n ]= ∑ x [ k ] h[n−k ]= ∑ 1 ∙ a =a +a +∙ ∙ ∙+ a +1=
k=−∞ k=−∞ 1−a
Example: Given an LTI System H with impulse response of:
h [ n ] =δ [ n+1 ] + 2δ [ n ] +2 δ [ n−1 ] −δ [n−2] . Compute the output of the system foe an input
of X [ n ] =δ [ n ] + δ [ n−1 ] + δ[n−2]
Inner multiplication
N −1
( f [ n ] , g [ n ]) ≜ ∑ f ¿ [ n ] g [ n ] this i s summation period
n=0 one
Transformation:
N −1
a n= ∑ δ [ ( n−k ) mod N ] ∙ f [ k ] =f [ n ]
n=0
Inverse Transformation
N −1
f [ n ] = ∑ δ [ ( n−k ) mod N ] ∙ f [ k ]
n=0
Cyclic convolution
δ [ n−k ] → h [ n−k ]
Example: A System with a train impulse response which one period of it is h[n]=[3,1,0,2]
0 ≤ n ≤ N −1 N =4 . Assume that the input is one period : X[n]=[-1,2,1,-2]. Compute the
output.
N −1
y [ n ] =¿ X [ n ] ⊙ h [ n ] = ∑ x [ k ] h [ ( n−k ) mod N ]=-1[3,1,0,2]+2[2,3,1,0]+1[0,2,3,1]-
n=0
2[1,0,2,3]=[-1,7,1,-7]
Example:
x [ n ] =?
n+1=0 ; n=-1
2 δ [ n−1 ] →2 h [ n−1 ]
And repeating the same algorithem in orther to find the third term
H [ α 1 x 1 ( nT ) +α 2 x 2 ( nT ) ]=α 1 H [ x 1 ( nT ) ] +α 2 H [ x 2 ( nT ) ]
Examples:
y [ n ] =x 2 [ n ]
x 1 [ n ] → y 1 [ n ] =x 21 [n]
x 2 [ n ] → y 2 [ n ] =x 22 [n]
2
x 3 [ n ] =α 1 x 1 [ n ] +α 2 x 2 [ n ] → y 3 [ n ] =( α 1 x 1 [ n ] + α 2 x 2 [ n ] ) =α 21 x21 [ n ] + α 1 α 2 x 1 [ n ] x2 [ n ] +α 22 x 22 [ n ] ≠ α 1 y 1 [ n ] +α 2 y 2 [ n
Therefore the system is not linear
Example:
y [ n ] =x [ n ] −2 x [ n−1 ]
x 1 [ n ] → y 1 [ n ] =x 1 [ n ]−2 x 1 [ n−1 ]
x 2 [ n ] → y 2 [ n ] =x 2 [ n ]−2 x 2 [ n−1 ]
Since the equation fit to the description of linearity we can say the system is linear.
Example 1: Example 2:
y[n]=2x[n]-x[n-1] y[n]=nx[n]
Time Invariance Time variance
x[n+n ] =x[n]
0 x[n]=x[n+n ] 0
LTI System:
∞ ∞
y [ n ] =h [ n ]∗x [ n ] = ∑ h[k ]∙ x [n−k ]=x [ n ]∗h [ n ] = ∑ x [k ]∙ h[n−k ]
k=−∞ k=−∞
Proof:
∞
h1 [ n ]∗h 2 [ n ] = ∑ h1 [ k ] ∙ h 2 [ n−k ] m=n−k → k =n−m
k=−∞
k =−∞ →m=∞ ; k=∞ → m=−∞
∞
For example the addition of two outputs with the same input for their system
H1
X[n] y[n]
H2
The good thing about this property is that we can take two system responses and by
convoluting them we can form only one total response.
x [ n ] → H 1 → H 2 → y [ n ] ↔ x [ n ] → H 1∗H 2 → y [ n ]
Example:
H1
h1 [ n ] =4 δ [ n−2 ] +3 δ [ n−1 ] +2 δ [ n+1 ] +δ [ δn+2]
x n ∗δ [ n ]=x [n]
While using the property of the convolution by delta
{ [ ] [ ][
x n ∗δ n−1 ]=x [n−1]
System Categories:
Real Systems:
A system with an impulse response h[n] is a Real System if and only if the values of h[n] are
real for any value of n.
Memoryless:
A system is said to be Memoryless if its input for each value of n is dependent on the input at
only that same time.
y [ n ] =kx [ n ] y n =x n−1 ]
without memory
{ 2
y [ n ] =( 2 x [ n ] −x [ n ] )
2 with memory
{ [ ] [ ][ ] [
y n =x n + 6 x [n−1]
Casuality:
A system is causal if the system’s output at any time depends on values of the input at only
present and past times. Such a system is called also an anticipatory system.
Invertibility:
• If a system is invertible that an inverse system exists that when cascaded with the
original system yield an output y[n] that equals to the input x[n] of the original system.
h[n]=u[n]
∞ ∞
y [ n ] =x [ n ]∗h [ n ] =∑ x [ k ] u [n−k ]=∑ x [ k ]
−∞ −∞
∞
y [ n ] − y [ n−1 ] =∑ x [ k ]
−∞
System is stable in BIBO (Bounded Input Bounded Output) sense if and only if for any
bounded
∞ input the output is bounded. |x [ n ]|≤B 1 ⇒|y [ n ]|≤B2 ∀ n
∑ |h [ n]|<∞
n=−∞
Sentence:
∞
System with impulse response h[n] is stable in BIBO sense if and only if ∑|h [ k ]|<∞
−∞
∞
Proof: system – h[n] output= y [ n ] =x [ n ]∗h [ n ] = ∑ x [ k ] h [n−k ] and input x[n]<B1
−∞
∞ ∞ ∞
| −∞
|
| y [ n ]|= ∑ x [ n−k ] h [ k ] <∑ |x [ n−k ]||h [ n ]|< B 1 ∑ |h [ n ]|
−∞ −∞
Example:
Difference Equation:
Example:
1
y [ n ] = y [ n−1 ] + x [n ] y [ n−1 ] =0
2
1
y [ 0 ] = y [−1 ] + x [ 0 ] =x [0 ]
2
1 1
y [ 1 ] = y [ 0 ] + x [ 1 ] = x [ 0 ] + x [1] …………..
2 2
n
1
y [ n ] =∑ x [i]
i=0 2n−i
Example:
1 n
h [ n ]= ()
3
u[n]
∞ ∞ k
1
y [ n ] =x [ n ]∗h [ n ] = ∑
k=−∞
x [ n−k ] h [ k ] =∑ x [ n−k ] ∙
k=0
() 3
∞ ∞ −1 ∞
1 k k−1 k
1 1
y [ n−1 ] =∑ ()
3
x [n−k−1]=∑ () x [n−k ]= () ∑ ( 13 ) x [ n−k ]
k=0 k=1 3 3 k=1
∞ ∞
1 k 1 k 1
y [ n ] =∑
k=0
()
3
x [ n−k ] =x [ n ] + ∑
k=1 3
() x [n−k ]=x [ n ] + y [n−1]
3
1
y [ n ] =x [ n ] + y [n−1]
3
Step Response:
- Similar to impulse response where the input is a unit step function u[n]
- Unlike delta functions does not form an orthonormal basis functions
Example:
Given a system by: a 1 y [ n−1 ] +b0 x [ n ] +b 1 x [n−1] first order difference equation. Also
given x [ n ] =δ [ n ] ; y [ −1 ] =0
y [ n ] =a1n b 0+ an−1
1 b1=a n−1
1 ( a1 b0 +b1 )