Signals and Systems Course
Signals and Systems Course
Part I
Prof. Dr. Ahmed Kamel
Signals and Systems (EPE 2040)
References
1. “Fundamentals of Signals and Systems Using
MATLAB” by Edward W. Kamen and B. S. Heck
2. Signal Operations
Amplification and Attenuation
Reflection
Shifting (Delay and Advance)
Linear Scale Change (Slow Down or Expansion and Speed Up or
Contraction)
−0.5(𝑡 + 4) −4 ≤𝑡 ≤0
𝑧 𝑡 = −0.5𝑥(𝑡) =
−0.5(4) 0≤𝑡≤2
2. SIGNAL OPERATIONS
1. Amplification and Attenuation (Example 1)
𝑡+4 −4 ≤𝑡 ≤0
Graphical Solution Given 𝑥 𝑡 =
4 0≤𝑡≤2
, y(t)
4 X(t)
t
-4 2
z(t)
2. SIGNAL OPERATIONS
1. Amplification and Attenuation (Example 2)
Given 𝑥 𝑛 = 𝑛 + 2 − 3 ≤ 𝑛 ≤ 3, find 0.5𝑥[𝑛] and −1.5 𝑥[𝑛]
Graphical Solution
𝟎. 𝟓 𝒏 + 𝟏
−𝟏. 𝟓 𝒏 − 𝟑
2. SIGNAL OPERATIONS
2. Reflection
Assume that 𝑥 𝑡 is a continuous signal.
−𝑡 + 4 − 4 ≤ −𝑡 ≤ 0
𝑥 −𝑡 =
4 0 ≤ −𝑡 ≤ 2
−𝑡 + 4 4 ≥𝑡≥0
𝑥 −𝑡 = 𝑦(𝑡) =
4 0 ≥ 𝑡 ≥ −2
2. SIGNAL OPERATIONS
2. Reflection (Example 1)
𝑡+4 −4 ≤𝑡 ≤0
Graphical Solution Given 𝑥 𝑡 =
4 0≤𝑡≤2
X(t) X(-t)
4 4
t t
-4 2
-2 4
2. SIGNAL OPERATIONS
2. Reflection (Example 2)
Given 𝑥 𝑛 = 𝑛 + 2 − 3 ≤ 𝑛 ≤ 3, find 𝑥[−𝑛]
Graphical Solution
−𝒏+𝟐
2. SIGNAL OPERATIONS
3. Shifting
Assume that 𝑥 𝑡 is a continuous signal.
𝑡+1 +4 −4 ≤𝑡+1≤0
𝑥 𝑡+1 =
4 0≤𝑡+1≤2
𝑡+5 − 5 ≤ 𝑡 ≤ −1
𝑥(𝑡 + 1) =
4 −1≤𝑡 ≤1
2. SIGNAL OPERATIONS
3. Shifting (Example 1)
𝑡+4 −4 ≤𝑡 ≤0
Given 𝑥 𝑡 = , find 𝑥(𝑡 + 1) and 𝑥(𝑡 − 2)
4 0≤𝑡≤2
.Analytical Solution
𝑡−2 +4 −4 ≤𝑡−2≤0
𝑥 𝑡−2 =
4 0≤𝑡−2≤2
𝑡+2 −2 ≤𝑡 ≤2
𝑥(𝑡 − 2) =
4 2≤𝑡≤4
2. SIGNAL OPERATIONS
3. Shifting (Example 1)
𝑡+4 −4 ≤𝑡 ≤0
Graphical Solution Given 𝑥 𝑡 =
4 0≤𝑡≤2
X(t) X(t+1)
4 4
t t
-4 2
-5 -1 1
2. SIGNAL OPERATIONS
3. Shifting (Example 1)
𝑡+4 −4 ≤𝑡 ≤0
Graphical Solution Given 𝑥 𝑡 =
4 0≤𝑡≤2
X(t) X(t-2)
4 4
t t
-4 2
-2 2 4
2. SIGNAL OPERATIONS
3. Shifting (Example 2)
Given 𝑥 𝑛 = 𝑛 + 2 − 3 ≤ 𝑛 ≤ 3, find 𝑥[𝑛 + 2] and 𝑥[𝑛 − 1]
Graphical Solution
2. SIGNAL OPERATIONS
3. Shifting (Example 2)
Given 𝑥 𝑛 = 𝑛 + 2 − 3 ≤ 𝑛 ≤ 3, find 𝑥[𝑛 + 2] and 𝑥[𝑛 − 1]
Graphical Solution
2. SIGNAL OPERATIONS
3. Shifting (Important Remark)
Given 𝑥 𝑛 , how can we graphically find 𝑥 −𝑛 + 2 ?
Advancing the signal 𝒙[𝒏] we get 𝒙[𝒏 + 𝟐]. Then reversing the signal 𝒙[𝒏 + 𝟐]
we get 𝒙 −𝒏 + 𝟐 . This will be write.
Reversing the signal 𝒙[𝒏] we get 𝒙[−𝒏]. Then advancing the signal 𝒙[−𝒏] we
get 𝒙 − 𝒏 + 𝟐 = 𝒙[−𝒏 − 𝟐]. This will be wrong.
Reversing the signal 𝒙[𝒏] we get 𝒙[−𝒏]. Then delaying the signal 𝒙[−𝒏] we get
𝒙 − 𝒏 − 𝟐 = 𝒙[−𝒏 + 𝟐]. This will be write.
Analytical Solution
4
3.5
2.5
2 𝒙(𝟎. 𝟓 𝒕)
1.5
𝒙(𝒕) 𝒙(𝟐 𝒕)
1
0.5
0
-8 -6 -4 -2 0 2 4
2. SIGNAL OPERATIONS
4. Linear Scale Change (Example 1)
𝑡+4 −4 ≤𝑡 ≤0
Graphical Solution Given 𝑥 𝑡 =
4 0≤𝑡≤2
X(t) X(2 t)
4 4
t t
-4 2
-2 1
2. SIGNAL OPERATIONS
4. Linear Scale Change (Example 1)
𝑡+4 −4 ≤𝑡 ≤0
Graphical Solution Given 𝑥 𝑡 =
4 0≤𝑡≤2
X(t) X(0.5 t)
4 4
t t
-4 2
-8 4
2. SIGNAL OPERATIONS
4. Linear Scale Change (Example 2)
𝜋
Given 𝑥 𝑡 = sin( 𝑡), find 𝑥(2𝑡) and 𝑥(0.5 𝑡) .
4
𝜋 𝜋 The period of 𝒙 𝒕 = 𝟖 𝒔.
𝑥 2 𝑡 = sin 2𝑡 = sin( 𝑡)
4 2
The period of 𝒙 𝟐 𝒕 = 𝟒 𝒔.
𝜋 𝜋
𝑥 0.5 𝑡 = sin 0.5𝑡 = sin( 𝑡) The period of 𝒙 𝟎. 𝟓 𝒕 = 𝟏𝟔 𝒔.
4 8
2. SIGNAL OPERATIONS
4. Linear Scale Change (Example 3)
Given 𝑥 𝑛 = 𝑛 + 2 − 3 ≤ 𝑛 ≤ 3, find 𝑥[2𝑛] and 𝑥[0.5𝑛]
Analytical Solution
𝑥 2𝑛 =2𝑛+2 −3 ≤2𝑛 ≤3
𝑥 0.5 𝑛 = 0.5 𝑛 + 2 −𝟔 ≤ 𝑛 ≤𝟔
2. SIGNAL OPERATIONS
4. Linear Scale Change (Example 3)
Given 𝑥 𝑛 = 𝑛 + 2 − 3 ≤ 𝑛 ≤ 3, find 𝑥[2𝑛] and 𝑥[0.5𝑛]
Graphical Solution
X[2n] 4
n
-1 0 1
Contracting the signal 𝒙[𝒏], by a factor of 2, we get 𝒙[𝟐𝒏]. Then advancing the
signal 𝒙[𝟐𝒏] by 4, we get 𝒙 𝟐 𝒏 + 𝟒 = 𝒙[𝟐𝒏 + 𝟖]. This will be wrong.
Contracting the signal 𝒙[𝒏], by a factor of 2, we get 𝒙[𝟐𝒏]. Then advancing the
signal 𝒙[𝟐𝒏] by (4/2), we get 𝒙 𝟐 𝒏 + 𝟐 = 𝒙[𝟐𝒏 + 𝟒]. This will be write.
X(t)
An even signal is
y(t) symmetrical around the
vertical axis.
Z(t)
3. EVEN AND ODD SIGNALs
The signal 𝑥 𝑡 is said to be odd if and only if 𝒙 𝒕 = −𝒙(−𝒕).
For example 𝑥 𝑡 = 0.25 𝑡 , 𝑦 𝑡 = −0.02 ∗ 𝑡 3 and
𝜋
𝑧 𝑡 = sin( 𝑡) are odd signals.
2
X(t)
X(t)
An odd signal is
symmetrical around the
y(t) origin.
Z(t)
Z(t)
3. EVEN AND ODD SIGNALs
Any signal 𝑥 𝑡 can be expressed as 𝑥 𝑡 = 𝑥𝑒𝑣𝑒𝑛 𝑡 + 𝑥𝑜𝑑𝑑 (𝑡).
𝒙 𝒕 +𝒙(−𝒕) 𝒙 𝒕 − 𝒙(−𝒕)
𝒙𝒆𝒗𝒆𝒏 𝒕 = and 𝒙𝒐𝒅𝒅 𝒕 =
𝟐 𝟐
3. EVEN AND ODD SIGNALs
Example
𝑡+4 −4 ≤𝑡 ≤0
Given 𝑥 𝑡 = , find 𝑥𝑒𝑣𝑒𝑛 (𝑡) and 𝑥𝑜𝑑𝑑 (𝑡)
4 0≤𝑡≤2
.Analytical Solution
−𝑡 + 4 4 ≥𝑡≥0
𝑥 −𝑡 = 𝑦(𝑡) =
4 0 ≥ 𝑡 ≥ −2
X(t) starts at t=-4 and ends at t = 2 while X(-t) starts at t=-2 and
ends at t=4.
𝒕+𝟒 𝟒
X(t)
intervals
-4 0 2
𝟒 -𝒕 + 𝟒
X(-t)
intervals
-2 0 4
𝟎. 𝟓𝒕 + 𝟐 𝟎. 𝟓𝒕 + 𝟒 −𝟎. 𝟓𝒕 + 𝟒 −𝟎. 𝟓𝒕 + 𝟐
Xeven
intervals
-4 -2 0 2 4
3. EVEN AND ODD SIGNALs
Example Analytical Solution ctd
𝒕+𝟒 𝟒
X(t)
intervals
-4 0 2
𝟒 -𝒕 + 𝟒
X(-t)
intervals
-2 0 4
𝟎. 𝟓𝒕 + 𝟐 𝟎. 𝟓𝒕 𝟎. 𝟓𝒕 𝟎. 𝟓𝒕 − 𝟐
Xodd
intervals
-4 -2 0 2 4
3. EVEN AND ODD SIGNALs
Example Graphical Solution
X(t)
4
-4 2 t
xeven
X(-t)
4
t
-2 4
3. EVEN AND ODD SIGNALs
Example Graphical Solution
X(t)
4
xodd
-4 2 t
X(-t)
4
t
-2 4
4. PERIODIC SIGNALs
A signal 𝑥 𝑡 is said to be periodic of period “T” if and only if
𝑥 𝑡 = 𝑥(𝑡 + 𝑇). “T” is a real number.
𝟐𝝅
If 𝑥 𝑡 = sin(𝜔 𝑡) , then its period is 𝑻 = for any value of 𝝎
𝝎
𝟐𝝅
If 𝑥 𝑛 = sin [ 𝜔 𝑛], then its period is N = for those values of
𝝎
𝝎 that make 𝑵 𝒊𝒏𝒕𝒆𝒈𝒆𝒓.
𝒙𝟐 𝒕 = 𝟎. 𝟓 𝒔𝒊𝒏(𝟑𝝅𝒕)
𝐲 𝒕 = 𝒙 𝟏 𝒕 + 𝒙𝟐 𝒕
4. PERIODIC SIGNALs
Important notes
Another example 𝑥1 𝑡 = sin(2𝜋𝑡) has a period of 𝑇1 = 1 𝑠𝑒𝑐𝑜𝑛𝑑.
2
𝑥2 𝑡 = 0.5 sin( 3𝜋𝑡) has a period of 𝑇2 = 𝑠𝑒𝑐𝑜𝑛𝑑.
3
𝑻𝟏 𝟑
=
𝑻𝟐 𝟐
𝑻𝟏
Therefore is not a rational number.
𝑻𝟐
𝒙𝟐 𝒕 = 𝟎. 𝟓 𝒔𝒊𝒏( 𝟑𝝅𝒕)
𝐲 𝒕 = 𝒙𝟏 𝒕 + 𝒙𝟐 𝒕
5. BASIC SIGNALS
1. Complex Exponential
𝑥 𝑡 = 𝑒 𝑎+𝑗𝑏 𝑡
𝑢 𝑡
1 𝑡 ≥0
𝑢 𝑡 =
0 𝑡<0
𝑢 −𝑡
𝑢 𝑡+2
5. BASIC SIGNALS
2. Unit Step Signal
1 𝑛 ≥0
𝑢[𝑛] = 𝑢[𝑛]
0 𝑛<0
𝑢[−𝑛 − 1]
𝑢[𝑛 − 2]
5. BASIC SIGNALS
3. Unit Impulse Signal
1 𝑡=0 𝛿 𝑡
𝛿 𝑡 =
0 𝑡≠0
𝜹 −𝒕 = 𝜹(𝒕)
𝛿 −𝑡 + 1 𝛿 𝑡−2
5. BASIC SIGNALS
3. Unit Impulse Signal
𝛿[𝑛]
1 𝑛=0
𝛿[𝑛] =
0 𝑛≠0
𝜹[−𝒏] = 𝜹[𝒏]
𝛿[𝑛 + 2]
𝛿[−𝑛 − 1]
5. BASIC SIGNALS
4. Relation Between Unit Step and Unit Impulse Signal
𝑛
𝑢𝑛 = 𝛿[𝑘]
𝑘=−∞
𝛿[𝑛] 𝑢[𝑛]
𝑡
𝑢 𝑡 = 𝛿 𝑡 𝑑𝑡
−∞
5. BASIC SIGNALS
4. Relation Between Unit Step and Unit Impulse Signal
𝛿 𝑛 = 𝑢 𝑛 − 𝑢[𝑛 − 1]
𝑢[𝑛] 𝑢[𝑛 − 1]
𝑑
𝛿 𝑡 = 𝑢(𝑡)
𝑑𝑡
5. BASIC SIGNALS
4. Relation Between Unit Step and Unit Impulse Signal
𝑑
𝛿 𝑡 = 𝑢(𝑡)
𝑑𝑡
𝑓(𝑡) 𝑑𝑓(𝑡)
𝑑𝑡
1 1
∆
𝑡 𝑡
−∆ ∆ −∆ ∆
2 2 2 2
𝑑𝑓(𝑡)
As ∆ → 0, 𝑓 𝑡 → 𝑢 𝑡 and = 𝛿(𝑡).
𝑑𝑡
5. BASIC SIGNALS
5. Important Notes 𝑥(𝑡)
a) 𝑥 𝑡 = 𝑢 𝑡 + 4 − 𝑢(𝑡 − 3)
1
𝑢[𝑛]
𝑡
-4 3
b) 𝑢 𝑛 = 𝛿 𝑛 + 𝛿 𝑛 − 1 + 𝛿 𝑛 − 2 + ⋯
∞
𝒖𝒏 = 𝜹[𝒏 − 𝒌]
𝒌=𝟎
5. BASIC SIGNALS
5. Important Notes
We can generalize
𝑢 𝑛 =𝛿 𝑛 +𝛿 𝑛−1 + 𝛿 𝑛−2 +⋯
+𝑥 3 𝛿 𝑛 − 3 + ⋯
∞
∞
𝒙𝒏 = 𝒙 𝒌 𝜹[𝒏 − 𝒌] 𝒙 𝒕 = 𝒙 𝝉 𝜹 𝒕 − 𝝉 𝒅𝝉
𝒌=−∞ −∞
5. BASIC SIGNALS
5. Important Notes
𝒙 𝒕 𝟎≤𝒕<∞
𝐲 𝒕 =
𝟎 −∞<𝒕<𝟎
𝒛 𝒕 has one value at t=1. This value is 𝐬𝐢𝐧(𝝎).
∞
d) sin 𝜔 𝑡 𝑘=−∞ 𝛿[𝑛 − 𝑘] is the discrete version of
sin 𝜔 𝑡 .
6. SYSTEM PROPERTIES
1. Memory
If the output of a system at every value of the
independent variable is dependent only on the input at
the same time, the system is memory less.
𝑣(𝑡) 𝑖(𝑡) 𝑣(𝑡)
Resistance 𝑖 𝑡 =
𝑅
𝑣(𝑡) 𝑣0 (𝑡)
Amplifier 𝑣𝑜 𝑡 = 𝑎 𝑣(𝑡)
𝑣(𝑡) 𝑖(𝑡) 1
Inductor 𝑖 𝑡 = 𝑣 𝑡 𝑑𝑡
𝐿
𝑥[𝑛] 𝑦[n]
Digital system
𝑦 𝑛 = 𝑎 𝑥 𝑛 + 𝑏 𝑥[𝑛] 2
memory less system.
𝑦 𝑛 + 𝑦[𝑛 − 1] = 𝑎 𝑥 𝑛 + 𝑏 𝑥[𝑛] 2
memory system.
𝑦 𝑛 + 𝑦[𝑛 − 1] = 𝑎 𝑥 𝑛 + 𝑏 𝑥[𝑛] 2
Causal system.
So we have to get 𝑖1 (𝑡 − 𝑡0 ).
𝑣(𝑡 − 𝑡0 )
Obviously, 𝑖1 𝑡 − 𝑡0 = .
𝑅
So we have to get 𝑖1 (𝑡 − 𝑡0 ).
1
Since 𝑖1 𝑡 = 𝑣 𝑡 𝑑𝑡 ,
𝐿
1
then 𝑖1 𝑡 − 𝑡0 = 𝑣 𝑡 − 𝑡0 𝑑𝑡.
𝐿
1
But 𝑖2 𝑡 = 𝑣 𝑡 − 𝑡0 𝑑𝑡
𝐿
Therefore, the inductor is TI system.
6. SYSTEM PROPERTIES
3. Time Invariance
𝑥3 𝑡 = 𝑎 𝑥1 𝑡 + 𝑏 𝑥2 (𝑡) 𝑦3 (𝑡)
ℎ(𝑡)
𝑽𝒄 𝒕 = 𝑬 − 𝑬 − 𝑽𝒄 𝒕𝟎 𝒆−(𝒕 − 𝒕𝟎 ) 𝝉
𝑽𝒄𝟏 𝒕 = 𝑬𝟏 − 𝑬𝟏 − 𝑽𝒄 𝒕𝟎 𝒆−(𝒕 − 𝒕𝟎 ) 𝝉
𝑽𝒄𝟐 𝒕 = 𝑬𝟐 − 𝑬𝟐 − 𝑽𝒄 𝒕𝟎 𝒆−(𝒕 − 𝒕𝟎 ) 𝝉
𝑫𝑽𝒄 𝒕 = 𝑫𝑬 − 𝑫𝑬 𝒆−(𝒕 − 𝒕𝟎 ) 𝝉
𝒙 𝒏 =𝒙 𝟎 𝜹 𝒏−𝟎 𝒚 𝒏 =𝒙 𝟎 𝒉 𝒏−𝟎
+𝒙 𝟏 𝜹 𝒏−𝟏 +𝒙 𝟏 𝒉 𝒏−𝟏
+ 𝒙 𝟐 𝜹[𝒏 + 𝒙 𝟐 𝒉[𝒏
LTI
ℎ[𝑛]
𝒙𝒏 𝒚𝒏
∞ ∞
= 𝒙 𝒌 𝜹[𝒏 − 𝒌] = 𝒙 𝒌 𝒉[𝒏 − 𝒌]
𝒌=𝟎 𝒌=𝟎
7. LTI SYSTEMS
1. Convolution Sum
∞
𝒚𝟎 = 𝒙 𝒌 𝒉[𝟎 − 𝒌]
𝒌=𝟎
To get 𝑦 0
𝒚𝟏 = 𝒙 𝒌 𝒉[𝟏 − 𝒌]
𝒌=𝟎 Repeat these steps at every
instant of the output.
To get 𝑦 1
ℎ(𝑡)
𝜏
1
ℎ(𝑡 − 𝜏)
𝑡 1
𝜏
𝑡
7. LTI SYSTEMS
2. Convolution Integral (Example 1)
Find the output of the system ℎ 𝑡 = 𝑒 −𝑡 𝑢(𝑡) when its input is a
unit step.
ℎ(𝑡 − 𝜏)
The output has no values when t < 0. 1
𝜏
𝒕 −(𝒕−𝝉) 𝑡
𝒚 𝒕 = 𝟎
𝒆 ∗ 𝟏 𝒅𝝉 𝑥(𝜏)
1
𝒚 𝒕 = 𝟏 − 𝒆−𝒕 𝒖 𝒕 ∀𝒕 ≥𝟎
𝜏
7. LTI SYSTEMS
2. Convolution Integral (Example 2)
Find the output of the system ℎ 𝑡 = 𝑢 𝑡 − 𝑢(𝑡 − 4) when its
input is 𝑥 𝑡 = ℎ(𝑡).
ℎ(−𝜏)
1
ℎ(𝑡)
𝜏
1 -4
ℎ(𝑡 − 𝜏)
𝑡 1
4
𝜏
-4 + t 𝑡
7. LTI SYSTEMS
2. Convolution Integral (Example 2)
Find the output of the system ℎ 𝑡 = 𝑢 𝑡 − 𝑢(𝑡 − 4) when its
input is 𝑥 𝑡 = ℎ(𝑡).
ℎ(𝑡 − 𝜏)
The output has no 1
values when t < 0.
𝜏
-4 + t 𝑡
𝑥(𝜏)
During the period 0 < t < 4
𝒕
1
𝒚 𝒕 = 𝟎
𝟏 ∗ 𝟏 𝒅𝝉
𝜏
𝒚 𝒕 =𝒕
4
7. LTI SYSTEMS
2. Convolution Integral (Example 2)
Find the output of the system ℎ 𝑡 = 𝑢 𝑡 − 𝑢(𝑡 − 4) when its
input is 𝑥 𝑡 = ℎ(𝑡).
ℎ(𝑡 − 𝜏)
1
During the period 4 < t < 8
𝟒 𝜏
𝒚 𝒕 = −𝟒+𝒕
𝟏 ∗ 𝟏 𝒅𝝉 -4 + t 𝑡
𝑥(𝜏)
𝒚 𝒕 =𝟖 −𝒕 1
𝒚 𝒕 =𝟎 ∀𝒕>𝟖 𝜏
4
7. LTI SYSTEMS
3. Convolution Properties
∞
𝒚𝒏 = 𝒙 𝒌 𝒉 𝒏 − 𝒌 = 𝒙 𝒏 ⊗ 𝒉[𝒏]
𝒌=𝟎
∞
𝒚(𝒕) = 𝒙 𝝉 𝒉 𝒕 − 𝝉 𝒅𝝉 = 𝒙 𝒕 ⊗ 𝒉(𝒕)
𝟎
Property 1 : Commutative
𝒚 𝒏 = 𝒙 𝒏 ⊗ 𝒉[𝒏] = 𝒉 𝒏 ⊗ 𝒙[𝒏]
∞ ∞
𝒚𝒏 = 𝒙 𝒌 𝒉 𝒏−𝒌 = 𝒉 𝒌 𝒙 𝒏−𝒌
𝒌=𝟎 𝒌=𝟎
7. LTI SYSTEMS
3. Convolution Properties
Property 1 : Commutative
Property 2 : Associative
𝒚 𝒏 = 𝒙 𝒏 ⊗ 𝒉𝟏 𝒏 ⊗ 𝒉𝟐 𝒏
= 𝒙 𝒏 ⊗ (𝒉𝟏 𝒏 ⊗ 𝒉𝟐 𝒏 )
= (𝒙 𝒏 ⊗ 𝒉𝟏 𝒏 ) ⊗ 𝒉𝟐 𝒏
7. LTI SYSTEMS
3. Convolution Properties
Property 2 : Associative
Property 3 : Distributive
𝒚 𝒏 = 𝒙 𝒏 ⊗ (𝒉𝟏 𝒏 + 𝒉𝟐 𝒏 )
= (𝒙 𝒏 ⊗ 𝒉𝟏 𝒏 ) + (𝒙[𝒏] ⊗ 𝒉𝟐 𝒏 )
𝑥[𝑛]
ℎ1 [𝑛]
𝑦[𝑛] 𝑥[𝑛] 𝑦[𝑛]
𝑥[𝑛]
Σ ≡ ℎ1 𝑛 + ℎ2 [𝑛]
ℎ2 [𝑛]
7. LTI SYSTEMS
4. Convolution and Laplace Transform
∞
𝑥(𝑡) 𝑦(𝑡)
𝒚(𝒕) = 𝒙 𝝉 𝒉 𝒕 − 𝝉 𝒅𝝉 ℎ(𝑡)
𝟎
∞
𝒀(𝑺) = 𝒚 𝒕 𝒆−𝑺𝒕 𝒅𝒕
𝟎
∞
𝒀 𝑺 = 𝒙 𝝉 𝒉 𝒕 − 𝝉 𝒆−𝑺𝒕 𝒅𝝉 𝒅𝒕
𝟎
Let 𝒕𝟏 = 𝒕 − 𝝉 , We will integrate with respect to 𝒕𝟏 instead of t.
∞ ∞
𝒀 𝑺 = 𝒙 𝝉 𝒉(𝒕𝟏 ) 𝒆−𝒔(𝒕𝟏 +𝝉) 𝒅𝒕𝟏 𝒅𝝉
𝟎 −𝝉
7. LTI SYSTEMS
4. Convolution and Laplace Transform
∞ ∞
𝒀 𝑺 = 𝒙 𝝉 𝒉(𝒕𝟏 ) 𝒆−𝒔(𝒕𝟏 +𝝉) 𝒅𝒕𝟏 𝒅𝝉
𝟎 −𝝉
∞ ∞
𝒀 𝑺 = 𝒙 𝝉 𝒆−𝒔𝝉 𝒉(𝒕𝟏 ) 𝒆−𝒔𝒕𝟏 𝒅𝒕𝟏 𝒅𝝉
𝟎 𝟎
∞ ∞
𝒀 𝑺 = 𝒙 𝝉 𝒆−𝒔𝝉 𝑯 𝑺 𝒅𝝉 = 𝑯(𝑺) 𝒙 𝝉 𝒆−𝒔𝝉 𝒅𝝉
𝟎 𝟎
𝒀 𝑺 = 𝑯 𝑺 𝑿(𝑺)
∞
𝒚(𝒕) = 𝒖 𝒕 − 𝝉 𝒉 𝝉 𝒅𝝉 1 𝜏<𝑡
𝑢 𝑡 − 𝜏 =
𝟎 0 𝜏>𝑡
𝒕
𝒚 𝒕 = 𝟏 ∗ 𝒉 𝝉 𝒅𝝉
𝟎
𝑥1 (𝑡) 𝑦1 (𝑡)
ℎ(𝑡)
𝑑𝑥1 𝑑𝑦1
𝑑𝑡 ℎ(𝑡) 𝑑𝑡
7. LTI SYSTEMS
4. Convolution and Laplace Transform (Frequency Response)
𝐴 sin(𝜔𝑡) 𝐵 sin(𝜔𝑡 + 𝜑)
ℎ(𝑡)
Where
𝑩
= 𝑯(𝑺) 𝑾𝒉𝒆𝒏 𝒔 𝒊𝒔 𝒓𝒆𝒑𝒍𝒂𝒄𝒆𝒅 𝒃𝒚 𝒋𝝎
𝑨
𝝋 = ∠𝑯 𝑺 𝑾𝒉𝒆𝒏 𝒔 𝒊𝒔 𝒓𝒆𝒑𝒍𝒂𝒄𝒆𝒅 𝒃𝒚 𝒋𝝎
7. LTI SYSTEMS
4. Convolution and Laplace Transform (Frequency Response)
For example
𝑽𝑪 𝟏
=
𝑽 𝟏 + 𝝎𝑪𝑹 𝟐 The same results are achieved using
the laws of electrical circuits as you
𝝋 = − tan−𝟏 𝝎𝑪𝑹 have leant in the previous year.
8. THE Z-TRANSFORM
1. Definition
Given a discrete signal y[n] in the discrete-time domain, its Z-
transform to the Z-domain is given by
∞
𝒀(𝒁) = 𝒚 𝒌 𝒁−𝒌
𝒌=𝟎
𝑦 𝑡 =2𝑡+1
𝒚∗ 𝒕
1
t
0 0.1 0.2 0.3
Sampling y(t) with sampling period T = 0.1 second, we get y*(t) as
shown.
8. THE Z-TRANSFORM
1. Definition
Y(t)
𝑦 𝑡 =2𝑡+1
𝒚∗ 𝒕
1
t
0 0.1 0.2 0.3
𝒚∗ 𝒕
= 𝒚 𝟎 𝜹 𝒕 − 𝟎 + 𝒚 𝟎. 𝟏 𝜹 𝒕 − 𝟎. 𝟏 + 𝒚 𝟎. 𝟐 𝜹 𝒕 − 𝟎. 𝟐
+ 𝒚 𝟎. 𝟑 𝜹 𝒕 − 𝟎. 𝟑 + ⋯
8. THE Z-TRANSFORM
1. Definition
𝒚∗ 𝒕
= 𝒚 𝟎 𝜹 𝒕 − 𝟎 + 𝒚 𝟎. 𝟏 𝜹 𝒕 − 𝟎. 𝟏 + 𝒚 𝟎. 𝟐 𝜹 𝒕 − 𝟎. 𝟐
+ 𝒚 𝟎. 𝟑 𝜹 𝒕 − 𝟎. 𝟑 + ⋯
Since T= 0.1 seconds, we can write
𝒚∗ 𝒕
=𝒚 𝟎𝑻 𝜹 𝒕−𝟎𝑻 +𝒚 𝟏𝑻 𝜹 𝒕−𝟏𝑻 +𝒚 𝟐𝑻 𝜹 𝒕−𝟐𝑻
+𝒚 𝟑𝑻 𝜹 𝒕−𝟑𝑻 + …
∞ ∞
𝒚∗ 𝒕 = 𝒚 𝒌𝑻 𝜹(𝒕 − 𝒌𝑻) 𝒀∗ 𝑺 = 𝒚 𝒌𝑻 𝒆−𝒌𝑻𝑺
𝒌=𝟎 𝒌=𝟎
𝜹(𝒁) = 𝜹 𝒌 𝒁−𝒌
𝒌=𝟎
𝜹(𝒁) = 𝟏
8. THE Z-TRANSFORM
2. Simple Examples
Example 2 : Find the Z-transform of 𝒖(𝒕)
𝒖 𝒌𝑻 = 𝟏 ∀ 𝒌 𝒂𝒏𝒅∀ 𝑻
∞ ∞
𝑼 𝒁 = 𝟏 + 𝒁−𝟏 + 𝒁−𝟐 + …
𝟏 𝒁
𝑼 𝒁 = −𝟏
=
𝟏−𝒁 𝒁−𝟏
8. THE Z-TRANSFORM
2. Simple Examples
𝑡 0 ≤𝑡 ≤1
Example 3 : Find the Z-transform of 𝒚 𝒕 =
1 𝑡≥𝟏
when T = 0.5 seconds
Y(t)
t
0 T 2T 3T 4T
𝒁
𝒀 𝒁 = 𝟎. 𝟓 𝒁−𝟏 + 𝒁−𝟐
𝒁−𝟏
8. THE Z-TRANSFORM
3. Z-Transform properties
Property 1 : Linearity
Ƶ 𝒂𝟏 𝒚𝟏 𝒌 𝑻 + 𝒂𝟐 𝒚𝟐 𝒌 𝑻 = 𝒂𝟏 𝒀𝟏 (𝒁) + 𝒂𝟐 𝒀𝟐 (𝒁)
Ƶ 𝒚 𝒌𝑻+ 𝑻 = 𝒁 𝒀 𝒁 − 𝒁 𝒚(𝟎)
Ƶ 𝒚 𝒌𝑻+𝟐𝑻 = 𝒁𝟐 𝒀 𝒁 − 𝒁𝟐 𝒚 𝟎 − 𝒁 𝒚(𝑻)
8. THE Z-TRANSFORM
3. Z-Transform properties
Ƶ 𝒚 𝒌𝑻+𝟑𝑻 = 𝒁𝟑 𝒀 𝒁 − 𝒁𝟑 𝒚 𝟎 − 𝒁𝟐 𝒚 𝑻 − 𝒁 𝒚(𝟐 𝑻)
In general
Ƶ 𝒚 𝒌𝑻+𝒎𝑻
= 𝒁𝒎 𝒀 𝒁 − 𝒁𝒎 𝒚 𝟎 − 𝒁𝒎−𝟏 𝒚 𝑻 − 𝒁𝒎−𝟐 𝒀 𝟐 𝑻
− ⋯ … … . . − 𝒁 𝒚((𝒎 − 𝟏) 𝑻)
𝒎−𝟏
Ƶ 𝒆𝒋𝝎𝒌𝑻 𝒚 𝒌 𝑻 = 𝒀(𝒆−𝒋𝝎𝑻 𝒁)
𝒁
Ƶ 𝒂𝒏 𝒚[𝒏] = 𝒀
𝒂
We can use this property to get the Z-Transform of 𝑦 𝑡
= 𝑒 −𝑎𝑡 𝑢(𝑡) as follows
8. THE Z-TRANSFORM
3. Z-Transform properties
𝑍
The Z-Transform of 𝑢(𝑘𝑇) is 𝑈 𝑍 =
𝑍 −1
𝑒 𝑎𝑇 𝑍 𝑍
𝑌 𝑍 = 𝑎𝑇 =
𝑒 𝑍 −1 𝑍 − 𝑒 −𝑎𝑇
8. THE Z-TRANSFORM
3. Z-Transform properties
Property 5 : Multiplication by time
𝑍
The Z-Transform of 𝑢(𝑘𝑇) is 𝑈 𝑍 =
𝑍 −1
𝒅 𝒀(𝒁)
Recall Ƶ 𝒌𝑻𝒚 𝒌𝑻 = −𝑻 𝒁
𝒅𝒁
𝒅 𝑼(𝒁)
Then Ƶ 𝒚 𝒌𝑻 = 𝒌𝑻 𝒖 𝒌 𝑻 = −𝑻 𝒁
𝒅𝒁
𝑍−1 ∗1−𝑍 ∗1 𝑇𝑍
𝑌 𝑍 = −𝑇 𝑍 2
=
(𝑍 − 1) (𝑍 − 1)2
8. THE Z-TRANSFORM
3. Z-Transform properties
Property 6 : Convolution
Ƶ 𝒚𝟏 𝒌 𝑻 ⊗ 𝒚𝟐 𝒌 𝑻 = 𝒀𝟏 𝒁 𝒀𝟐 (𝒁)
𝒚 𝟎 = lim 𝒀(𝒁)
𝒁→∞
𝒚 ∞ = lim 𝒛 − 𝟏 𝒀(𝒁)
𝒁 →𝟏
8. THE Z-TRANSFORM
4. Inverse Z-Transform
Z transform
Discrete time
Z domain
domain
Inverse Z transform
𝑌 𝑍 = y 0 + y T 𝑍 −1 + 𝑦 2 𝑇 𝑍 −2 + 𝑦 3𝑇 𝑍 −3 + …
𝑁(𝑍)
So, given that 𝑌 𝑍 = , we can divide 𝑁(𝑍) by 𝐷(𝑍) to
𝐷(𝑍)
get 𝑦(0), 𝑦(𝑇), 𝑦(2𝑇) and so on
8. THE Z-TRANSFORM
4. Inverse Z-Transform
Dividing 𝑍 + 1 by 𝑍2 + 1, we get
𝑍+1
𝑌 𝑍 = 2 = 𝑍 −1 + 𝑍 −2 − 𝑍 −3 − 𝑍 −4 + …
𝑍 + 1
Recall 𝑌 𝑍 = y 0 + y T 𝑍 −1 + 𝑦 2 𝑇 𝑍 −2 + 𝑦 3𝑇 𝑍 −3 + …
Therefore 𝑦 0 = 0 , 𝑦 𝑇 = 1, 𝑦 2𝑇 = 1 𝑎𝑛𝑑 𝑦 3𝑇 = −1
8. THE Z-TRANSFORM
4. Inverse Z-Transform
Method 2 : Partial Fraction
Notice that using the properties of the Z transform, tables of the Z transform have been
prepared. These are similar to the Laplace transform tables.
So, we can use partial fraction and these tables to get the inverse Z transform of any
function. We, also, can solve the difference equations.
8. THE Z-TRANSFORM
4. Inverse Z-Transform
Method 2 : Partial Fraction (Example 1)
𝑧 (𝑍+2)
Find 𝑦(𝑘𝑇) given that 𝑌 𝑍 = .
(𝑍−1)(𝑍−2)
−3 𝑍 4𝑍
𝑌 𝑍 = +
𝑍−1 𝑍−2
𝑦 𝑘𝑇 = −3 𝑢 𝑘 + 4 2 𝑘
8. THE Z-TRANSFORM
4. Inverse Z-Transform
Method 2 : Partial Fraction (Example 2)
(𝑍+1)
Find 𝑦(𝑘𝑇) given that 𝑌 𝑍 = .
(𝑍 −1)2 (𝑍+2)
𝐵𝑍 𝐶𝑍 𝐷𝑍
𝑌 𝑍 =𝐴+ + +
(𝑍 −1)2 𝑍−1 𝑍+2
𝐵 𝑘
𝑦 𝑘𝑇 = 𝐴 𝛿 𝑘 + 𝑘𝑇 + 𝐶 𝑢 𝑘 + 𝐷 −2
𝑇
8. THE Z-TRANSFORM
4. Inverse Z-Transform
Method 2 : Partial Fraction (Example 3)
Given the difference equation of a second order discrete system as
follows
𝑦 𝑛 + 2 − 0.4 𝑦 𝑛 + 1 + 0.03 𝑦 𝑛 = 𝑥 𝑛 + 1 + 𝑥 𝑛
Find its discrete unit step response, given that 𝑦[0] = 0 and 𝑦[1]
= 1.
We can use the Z transform to get 𝒀(𝒛). Then we use the
inverse Z transform to get 𝒚[𝒌].
𝑍 2 𝑌 𝑍 − 𝑍 2 𝑦 0 − 𝑍 𝑦 1 − 0.4 𝑍 𝑌 𝑍 − 𝑍 𝑦 0
+ 0.03 𝑌 𝑍 = 𝑍 𝑈 𝑍 − 𝑍 𝑢 0 + 𝑈(𝑍)
8. THE Z-TRANSFORM
4. Inverse Z-Transform
Method 2 : Partial Fraction (Example 3)
𝑍 2 𝑌 𝑍 − 𝑍 2 𝑦 0 − 𝑍 𝑦 1 − 0.4 𝑍 𝑌 𝑍 − 𝑍 𝑦 0
+ 0.03 𝑌 𝑍 = 𝑍 𝑈 𝑍 − 𝑍 𝑢 0 + 𝑈(𝑍)
𝐴𝑍 𝐵𝑍 𝐶𝑍
𝑌(𝑍) = + +
𝑍 − 1 𝑍 − 0.3 𝑍 − 0.1
𝒌 𝒌
𝒚 𝒌 = 𝑨 𝒖 𝒌 + 𝑩 𝟎. 𝟑 + 𝑪 𝟎. 𝟏
BEST WISHES
AND
GOOD LUCK