Signals and Systems

Department of Electric and Electronic

Engineering Uskudar University

Instructor: Asst Prof Betül Gürünlü

Office: Main Block Room 334
Tel.: 2484
Email: [email protected]
Syllabus Outline
 Signals and Systems in Time Domain
Overview of Signals and Systems, Continuous-Time and
Discrete-Time Signals, System Classification, Linear Time-
Invariant System (LTI) Properties

 Signals and Systems in Frequency Domain

Signal Representation using Fourier Series, Fourier
Transform and discrete-time Fourier Transform, and their
Properties, LTI System in Transform Domain

 Analysis of Signals and Systems

Conversion between Continuous-Time and Discrete-Time
Signals, Analysis of LTI Systems using z-Transform and
Laplace Transform
Intended Learning Outcomes
You will learn what is “Signals and Systems”, why it is
important, and how it can be applied.

On completion of this course, you will be able to

 Classify continuous-time and discrete-time signals and

systems as well as describe their properties.

 Describe and perform operations and transformations in

different domains.

 Analyze LTI systems and calculate system responses

using time-domain and transform methods.
Assessment
Coursework & Examination:
 1 Midterm exam: 30%
 2 Homeworks: 20%
 1 Final exam: 50%

Act of academic dishonesty (e.g., plagiarism,

submission for assessment of material that is not
your own work) will be liable to disciplinary actions
Book List
References:
1. A.V. Oppenheim and A.S. Willsky, Signals & Systems,
2nd Edition, Prentice Hall, 1997
2. S. Haykin and B. Van Veen, Signals and Systems, 2nd
Edition, Wiley, 2003
3. R.E. Ziemer, W.H. Tranter and D.R. Fannin, Signals and
Systems: Continuous and Discrete, 4th Edition,
Prentice Hall, 1998
4. M.N.O. Sadiku and W.H. Ali, Signals and Systems: A
Primer with MATLAB, CRC Press, 2016
5. H.C. So, Digital Signal Processing: Foundations,
Transforms and Filters, with Hands-on MATLAB
Illustrations, McGraw-Hill, 2010
Overview of Signals and Systems
Chapter Intended Learning Outcomes:

(i) Get basic concepts of signals and systems

(ii) Realize that signals and systems arise in our daily life
What is Signal?
 Anything that conveys information, e.g.,
 Speech
 Electrocardiogram (ECG)
 Radar pulse
 DNA sequence
 Stock price
 Code division multiple access (CDMA) signal
 Image
 Video
 0.8

0.6

0.4

vowel of "a"
0.2

-0.2

-0.4

-0.6
0 0.005 0.01 0.015 0.02
time (s)

Fig.1.1: Speech
 250

200

150

ECG 100

50

-50
0 0.5 1 1.5 2 2.5
time (s)

Fig.1.2: ECG
 1

transmitted pulse
0.5

-0.5

-1
0 0.2 0.4 0.6 0.8 1
time

1
received pulse

0.5

-0.5

-1
0 0.2 0.4 0.6 0.8 1
time

Fig.1.3: Transmitted & received radar

H. C. So waveforms: &
 Fig.1.4: Radar ranging
Given the signal propagation speed, denoted by , the time
delay is related to as:

(1.1)

Hence radar pulse contains the object range information.

 Can be a function of one, two or three independent
variables, e.g., speech is 1-D signal, function of time;
image is 2-D, function of space; wind is 3-D, function of
latitude, longitude and elevation.

 3 types of signals that are functions of time:

 Continuous-time (analog) : defined on a continuous
range of time , amplitude can be any value.
 Discrete-time (sampled): defined only at discrete
instants of time , amplitude can be
any value.
 Digital (quantized) : both time and amplitude are
discrete, i.e., it is defined only at and
amplitude is confined to a finite set of numbers.
 sample at

computer
analog sampled quantized
signal signal signal

amplitude

amplitude

amplitude
1 1
0 t 0 t 0 t

time and amplitude time discrete time and amplitude

continuous amplitude continuous discrete
Fig. 1.5: Relationships between , and
 at is close to 2 and .

at and .

Using 4-bit representation, and , and

in general, the value of is restricted to be an integer
between and according to the two’s complement
representation.

In this course, we focus on continuous-time and discrete-

time signals. Discrete-time signal is also commonly
represented by with being the time
index (You can just consider normalizing in to be 1).

The digital signal can be considered as discrete-time if the

quantizer has very high resolution.
What is System?
 Mathematical model or abstraction of a physical process
that relates input to output:

system
input output

Fig.1.6: System with input and output

 It operates on an input to produce an output, e.g.:

 Grading system: inputs are coursework and examination
marks, output is grade.
  Squaring system: input is 5, then the output is 25.
 Amplifier: input is , then output is .
 Communication system: input to mobile phone is voice,
output from mobile phone is CDMA signal.
 Noise reduction system: input is a noisy speech, output
is a noise-reduced speech.
 Feature extraction system: input is , output is .

 An analog system deals with continuous-time input and

output while a discrete-time system deals discrete-time
input and output.

 A system can be realized in hardware or software via an

algorithm.
 analog system
analog analog
input output

Fig.1.7: Continuous-time system

discrete-time
system
discrete-time discrete-time
input output

Fig.1.8: Discrete-time system

Fig.1.9: Hardware system of resistor-capacitor circuit

Fig.1.10: Pop-art production using an algorithm

 11000

DJIA
10500
20-day MA
10000

9500

9000

8500

8000

7500

7000

6500
50 100 150 200 250
Trading day of 2009

Fig.1.11: Software system for moving average of Dow Jones

What will You Learn?
 Signal representation and characterization, which includes
generating signals, classifying signal types and properties,
performing operations on signals.
 System classification and analysis, which includes analysis
of system stability and causality, understanding the
importance of impulse response in linear time-invariant
(LTI) systems.
 Transform tools include Fourier series and Fourier
transform as well as their applications in signal and LTI
system analysis, e.g.: a periodic continuous-time signal
can be represented as sum of complex exponentials:

(1.2)
Why Important?
 Signals and systems arise in our daily life, studying it will
lay a good foundation for you in other relevant/higher-
level courses and to solve real-world problems:
 Generate signals which meet certain specifications, e.g.,
synthesized speech and music.
 Design systems which produce desired outputs, e.g., a
system which suppresses noise in the measured data
 New signal representation for efficient data processing,
e.g., David Donoho proposed sparse representation
and obtained the Shaw Prize 2013 (邵逸夫數學科學獎).
https://www.youtube.com/watch?v=5wv4grOMgIU

How to Study?
Make sure you have a clear concept and then practice.
Introduction
• Digital Signal Processing (DSP) is the application of a digital computer
to modify an analog or digital signal. Typically, the signal being
processed is either temporal, spatial, or both. For example, an audio
signal is temporal, while an image is spatial.
• A movie is both temporal and spatial. The analysis of temporal signals
makes heavy use of the Fourier transform in one time variable and
one frequency variable. Spatial signals require two independent
variables. Analysis of such signals relies on the Fourier transform in
two frequency variables.
• Our main goal is to be able to design digital LTI filters. Such filters are
using widely in applications such as audio entertainment systems,
telecommunication and other kinds of communication systems, radar,
video enhancement, and biomedical engineering. The first half of the
course will be spent reviewing and developing the fundamentals
necessary to understand the design of digital filters. Then we will
examine the basic types of filters and the myriad of design issues
surrounding them.
• From the outset, the student should recognize that there are two
distinct classes of applications for digital filters. Real-time applications
are those where data streams into the filter and must be processed
immediately. A significant delay in generating the filter output data
cannot be tolerated. Such applications include communication
networks of all sorts, musical performance, public address systems,
and patient monitoring. Real-time filtering is sometimes called on-line
processing and is based on the theory of causal systems.
• Non-real-time applications are those where a filter used to process a pre-existing
(i.e. stored) file of data. In this case, the engineer is typically allotted a large amount
of time over which the processing of data may be performed.
• Such applications include audio recording and mastering, image processing, and the
analysis of seismic data. Non-real-time filtering is sometimes called off-line
processing and is based on the theory of noncausal systems.
• In these applications, the fact that noncausal filters may be employed opens the
door to a much wider range of filters commensurately better results. For example,
one problem typical of real-time filtering is phase distortion, which we will study in
detail in this course. Phase distortion can be eliminated completely if noncausal
filters are permitted.
• The first part of the course will consist of review material from signals
and systems. Throughout the course, we will rely heavily on the
theory of Fourier transforms, since much of signal processing and
filter theory is most easily addressed in the frequency domain. It will
be convenient to refer to commonly used transform concepts by the
following acronyms:
• CTFT: Continuous-Time Fourier Transform
• DTFT: Discrete-Time Fourier Transform
• CFS: Continuous-Time Fourier Series
• DFS: Discrete-Time Fourier Series
• LT: Laplace Transform
• DFT: Discrete Fourier Transform
• ZT: z-Transform
An «I» preceding an acronym indicates «Inverse» as in IDTFT and IDFT. All of
these concepts should be familiar to the student, except the DFT and ZT,
which we will define and study in detail.
Review of the DT Fourier Transform
• Definition and Properties
The CT Fourier transform (CTFT) of a CT signal x (t) is

The Inverse CT Fourier Transform (ICTFT) is

• Recall the CT unit impulse δ(t) ; the DT unit impulse δ[n] ; and their
basic properties:
• For any DT signal x [n] ; we may define its DT Fourier transform (DTFT)
by associating with x [n] the CT impulse train

• and taking the transform

• Thus we may write

• expressing X as a function of ejw: For this reason, the DTFT is normally

written
• Technically, this is an abuse of notation, since the two X’s are actually
different functions, but the meaning will usually be clear from
context. In order to help distinguish between CT and DT transforms,
we will henceforth denote the frequency variable in DT transforms as
Ω:
• Although your text writes frequency as w for both CT and DT
transforms, the notation has numerous advantages. For example, it
keeps the units of frequency straight: w is in rad/sec, while is in
radians. By Euler’s formula,

• so ejΩ is periodic with fundamental period 2: Hence, X ejΩ has period

2: We also write
• and

• The Inverse DTFT is

• The integral may be evaluated over any interval of length 2π:

Properties:
• Periodicity:

• Linearity:

• Time Shift:
• Frequency Shift:

• Time/Frequency Scaling:

• Convolution:
• Multiplication:

• Time Differencing:

• Accumulation:

• Frequency Differentiation:
• Conjugation:

• Reflection:

• Real Time Signal:

• Even-Odd:

• Parseval’s Theorem:
Example 2.1 The DT unit impulse

• has DTFT
Example 2.2 The unit impulse train in
frequency

has Inverse DTFT

• But

• so
• and
Example 2.3 Define the DT rectangular
window

• The DTFT is
• The real factor in WN (ejΩ ) is the «periodic sinc» function:
Periodic Convolution
• The multiplication property involves the periodic convolution

• Since X ejΩ and Y ejΩ both have period 2π; the linear (i.e. ordinary) convolution
blows up:

• On the other hand, the periodic convolution is well-defined with period 2 π :

Example 2.4 Consider the square wave

with period 2 π : We wish to convolve X (ejΩ with itself. We need to look

at two cases:
1) 0 ≤ Ω < π
Fourier Series
• Let ak be a sequence of complex numbers with period N and

• Suppose we restrict attention to DT signals whose DTFT’s are impulse

trains of the form
• Then
• But

• So

• Note that
• so ejΩ0kn and, therefore, x [n] have period N:

• Formula

is the DT Fourier series (DFS) representation of the periodic signal x [n]:

The (complex) numbers ak are the Fourier coefficients of x [n] : In this
case, we write

so ejΩ0kn and, therefore, x [n] have period N:

• Formula

• is the DT Fourier series (DFS) representation of the periodic signal x

[n] : The (complex) numbers ak are the Fourier coefficients of x [n] : In
this case, we write
• Note that
• so ejΩ0kn and, therefore, x [n] have period N:

• Formula

is the DT Fourier series (DFS) representation of the periodic signal x [n]:

The (complex) numbers ak are the Fourier coefficients of x [n] : In this
case, we write
• Every DT signal x [n] with period N has DTFT

and DFS

• The Fourier coefficients also have period N and may be derived from x
[n] via the summation
In both the DFS

and its inverse

the sum may be taken over any interval of length N:

• The properties of the DFS are similar to those of the DTFT.
• Linearity:

• Time-Shift:

• Frequency Shift:

• Time/Frequency Scaling:
• Convolution:

• Multiplication:

• Time Differencing:

• Accumulation:
• Frequency Differencing:

• Conjugation:

• Reflection:

• Real Time Signal:

• Even-Odd:

• Parseval’s Theorem:
• Many of the properties of the DFS appear to be «mirror images» of
one another. This principle is called duality and is the result of the
similarity of equations

and

• The same phenomenon can be seen with regard to transforms of

specific signals.
Example 2.5 Find the DTFT and DFS of

• The coefficients are

• But

• so ak = 1/N for every k: The DFS is

• and the DTFT is
Example 2.6
• The Fourier coefficients corresponding to an impulse train are
constant. Now find the Fourier coefficients of x [n] = 1: By duality, we
should get an impulse train.
• But

• so