Signal 22
Signal 22
Signals are represented mathematically as functions of one or more independent variables. Here
we focus attention on signals involving a single independent variable. For convenience, this will
generally refer to the independent variable as time.
There are two types of signals: continuous-time signals and discrete-time signals.
Discrete-time signal: the variable of time is discrete. The weekly Dow Jones stock market index
is an example of discrete-time signal.
x(t) x[n]
x[0]
x[-1] x[1]
x[-2] x[2]
-5 -4 -3 3 4 5
n
t -2 -1 0 1 2
Fig. 1.1 Graphical representation of continuous- Fig. 1.2 Graphical representation of discrete-time
time signal. signal.
To distinguish between continuous-time and discrete-time signals we use symbol t to denote the
continuous variable and n to denote the discrete-time variable. And for continuous-time signals
we will enclose the independent variable in parentheses (•), for discrete-time signals we will
enclose the independent variable in bracket [•].
A discrete-time signal x[n] may represent a phenomenon for which the independent variable is
inherently discrete. A discrete-time signal x[n] may represent successive samples of an
underlying phenomenon for which the independent variable is continuous. For example, the
processing of speech on a digital computer requires the use of a discrete time sequence
representing the values of the continuous-time speech signal at discrete points of time.
1/1 Yao
ELG 3120 Signals and Systems Chapter 1
If v(t ) and i (t ) are respectively the voltage and current across a resistor with resistance R , then
the instantaneous power is
1 2
p(t ) = v(t )i(t ) = v (t ) . (1.1)
R
1 2
∫ p(t )dt = ∫
t2 t2
v (t )dt , (1.2)
t1 t1 R
1 1 1 2
∫ ∫
t2 t2
p (t )dt = v (t )dt . (1.3)
t 2 − t1 t1 t 2 − t1 t1 R
For any continuous-time signal x(t ) or any discrete-time signal x[n] , the total energy over the
time interval t1 ≤ t ≤ t 2 in a continuous-time signal x(t ) is defined as
t2 2
∫t1
x (t ) dt , (1.4)
where x denotes the magnitude of the (possibly complex) number x . The time-averaged power
1 2
∫
t2
is x (t ) dt . Similarly the total energy in a discrete-time signal x[n] over the time
t 2 − t1 t1
interval n1 ≤ n ≤ n2 is defined as
n2
∑ x[n]
2
(1.5)
n1
1 n2
∑
2
The average power is x[n ]
n2 − n1 + 1 n1
In many systems, we will be interested in examining the power and energy in signals over an
infinite time interval, that is, for − ∞ ≤ t ≤ +∞ or − ∞ ≤ n ≤ +∞ . The total energy in continuous
time is then defined
T 2 ∞ 2
E ∞ = lim ∫ x(t ) dt = ∫ x(t ) dt , (1.6)
T → ∞ −T −∞
2/1 Yao
ELG 3120 Signals and Systems Chapter 1
+N +∞
E ∞ = lim ∑ x[n] = ∑ x[n ] .
2 2
(1.7)
N →∞
−N −∞
For some signals, the integral in Eq. (1.6) or sum in Eq. (1.7) might not converge, that is, if x(t )
or x[n] equals a nonzero constant value for all time. Such signals have infinite energy, while
signals with E ∞ < ∞ have finite energy.
1 2
∫
T
P∞ = lim x (t ) dt (1.8)
T → ∞ 2T −T
1 +N
∑
2
P∞ = lim x[n ] (1.9)
N →∞ 2 N + 1
−N
• Class 1: signals with finite total energy, E ∞ < ∞ and zero average power, (Energy Signal)
E∞
P∞ = lim =0 (1.10)
T → ∞ 2T
• Class 2: with finite average power P∞ . If P∞ > 0 , then E ∞ = ∞ . An example is the signal
x[n ] = 4 , it has infinite energy, but has an average power of P∞ =16. (Power Signal)
Class 3: signals for which neither P∞ and E∞ are finite. An example of this signal is x(t ) = t .
3/1 Yao
ELG 3120 Signals and Systems Chapter 1
x[n] x[n-n 0]
n n
n0
(a) (b)
t
t0
t
x[n] x[-n]
n n
(a) (b)
Fig. 1.5 (a) A discrete-time signal x[n] ; (b) its reflection, x[− n] about n = 0 .
x(t) x(-t)
t t
0 0
(a) (b)
Fig. 1.6 (a) A continuous-time signal x(t ) ; (b) its reflection, x(−t ) about t = 0 .
4/1 Yao
ELG 3120 Signals and Systems Chapter 1
x(t)
x(2t)
t
t 0
(a) (b)
x(t/2)
t
0
(c)
A periodic continuous-time signal x(t ) has the property that there is a positive value of T for
which
From Eq. (1.11), we can deduce that if x(t ) is periodic with period T, then x(t ) = x(t + mT ) for
all t and for all integers m . Thus, x(t ) is also periodic with period 2T, 3T, …. The fundamental
period T0 of x(t ) is the smallest positive value of T for which Eq. (1.11) holds.
x(t)
...... ......
5/1 Yao
ELG 3120 Signals and Systems Chapter 1
for all values of n. If Eq. (1.12) holds, then x[n] is also periodic with period 2 N , 3 N , …. The
fundamental period N0 is the smallest positive value of N for which Eq. (1.12) holds.
x[n]
...... ......
n
In addition to their use in representing physical phenomena such as the time shift in a radar
signal and the reversal of an audio tape, transformations of the independent variable are
extremely useful in examining some of the important properties that signal may possess.
Signal with these properties can be even or odd signal, periodic signal:
An important fact is that any signal can be decomposed into a sum of two signals, one of which
is even and one of which is odd.
x(t)
x(t)
t
0
t
0
(a) (b)
6/1 Yao
ELG 3120 Signals and Systems Chapter 1
1
EV {x(t)} = [x (t ) + x( −t) ] (1.13)
2
which is referred to as the even part of x(t ) . Similarly, the odd part of x(t ) is given by
1
OD{x (t )} = [x(t ) − x (−t )] (1.14)
2
1, n ≥ 0 1
x[n] x[n ] = x[n]
0, n < 0 , n<0
2
EV {x[ n]} = 1, n=0
1
1 1 , n>0
2
1
2
n n
(a) (b)
1
x[n] − 2 , n < 0
OD{x[n]}= 0, n = 0
1
, n>0
2
1
2
n
1
−
2
(c)
7/1 Yao
ELG 3120 Signals and Systems Chapter 1
x(t) x(t)
C
C
t t
(a) (b)
Fig. 1.12 The continuous-time complex exponential signal x(t ) = Ce , (a) a > 0 ; (b) a < 0 .
at
x(t ) = e j ω0 t (1.16)
An important property of this signal is that it is periodic. We know x(t ) is periodic with period
T if
e j ω0T = 1 (1.18)
2π
T0 = (1.19)
ω0
Thus, the signals e jω0 t and e − jω0 t have the same fundamental period.
A signal closely related to the periodic complex exponential is the sinusoidal signal
With seconds as the unit of t, the units of φ and ω 0 are radians and radians per second. It is also
known ω 0 = 2πf 0 , where f 0 has the unit of circles per second or Hz.
8/1 Yao
ELG 3120 Signals and Systems Chapter 1
x ( t ) = A cos(ω 0 t + φ )
2π
T0 =
ω0
A cos φ
Using Euler’s relation, a complex exponential can be expressed in terms of sinusoidal signals
with the same fundamental period:
Similarly, a sinusoidal signal can also be expressed in terms of periodic complex exponentials
with the same fundamental period:
A jφ j ω0 t A − jφ − jω 0 t
A cos(ω 0 t + φ ) = e e + e e (1.22)
2 2
{
A cos(ω 0 t + φ ) = A Re e j (ω 0t +φ ) } (1.23)
and
{
A sin(ω 0 t + φ ) = A Im e j (ω 0 t +φ ) } (1.24)
Periodic signals, such as the sinusoidal signals provide important examples of signal with infinite
total energy, but finite average power. For example:
E period = ∫ e j ω0 t dt = ∫
T0 T0
1dt = T0 (1.25)
0 0
1
∫ e jω 0t dt = ∫ 1dt = 1
T0 T0
Pperiod = (1.26)
T0 0 0
9/1 Yao
ELG 3120 Signals and Systems Chapter 1
Since there are an infinite number of periods as t ranges from − ∞ to + ∞ , the total energy
integrated over all time is infinite. The average power is finite since
1 2
∫
T
P∞ = lim e jω 0t dt = 1 (1.27)
T → ∞ 2T −T
φ k (t ) = e jk ω0 t , k = 0, ± 1, ± 2, ...... (1.28)
Example:
Signal x(t ) = e j 2t + e j 3t can be expressed as x(t ) = e j 2.5t (e − j 0.5t + e j 0.5t ) = 2e j 2.5t cos(0.5t ) , the
magnitude of x(t ) is x(t ) = 2 cos(0.5t ) , which is commonly referred to as a full-wave rectified
sinusoid, shown in Fig. 1.14.
x (t )
t
− 4π − 2π 0 2π 4π
Thus, for r = 0 , the real and imaginary parts of a complex exponential are sinusoidal.
For r > 0 , sinusoidal signals multiplied by a growing exponential.
For r < 0 , sinusoidal signals multiplied by a decaying exponential.
Damped signal – Sinusoidal signals multiplied by decaying exponentials are commonly refereed
to as damped signal.
10/1 Yao
ELG 3120 Signals and Systems Chapter 1
x(t) x(t)
t t
(a) (b)
Fig. 1.15 (a) Growing sinusoidal signal; (b) decaying sinusoidal signal.
x[n ] = C α n , (1.30)
where C and α are in general complex numbers. This can be alternatively expressed
x[n ] = Ce βn , (1.31)
where α = e β .
x[n] x[n]
n n
(a) (b)
x[n] x[n]
n n
(c) (d)
11/1 Yao
ELG 3120 Signals and Systems Chapter 1
Fig. 1.16 Real Exponential Signal x[n ] = C α n : (a) α >1; (b) 0< α <1; (c) –1< α <0; (d) α <-1.
Sinusoidal Signals
Similarly, a sinusoidal signal can also be expresses in terms of periodic complex exponentials
with the same fundamental period:
A jφ jω 0n A − jφ − j ω0 n
A cos(ω0 n + φ) = e e + e e (1.34)
2 2
{
A cos(ω0 n + φ) = A Re e j ( ω0 n+φ ) } (1.35)
and
{
A sin( ω0 n + φ) = A Im e j (ω0 n +φ ) } (1.36)
The above signals are examples of discrete signals with infinite total energy, but finite average
power. For example: every sample of x[n ] = e jω0 n contributes 1 to the signal’s energy. Thus the
total energy − ∞ < n < +∞ is infinite, while the average power is equal to 1.
12/1 Yao
ELG 3120 Signals and Systems Chapter 1
Thus, for α = 1 , the real and imaginary parts of a complex exponential are sinusoidal.
For α < 1 , sinusoidal signals multiplied by a decaying exponential.
For α > 1 , sinusoidal signals multiplied by a growing exponential.
13/1 Yao
ELG 3120 Signals and Systems Chapter 1
(a) (b)
Fig. 1.18 (a) Growing sinusoidal signal; (b) decaying sinusoidal signal.
The discrete-time signal x[n ] = e jω0 n does not have a continuously increasing rate of oscillation
as ω 0 is increased in magnitude, but as ω 0 is increased from 0, the signal oscillates more and
more rapidly until ω 0 reaches π , and when ω 0 is continuously increased, the rate of oscillation
14/1 Yao
ELG 3120 Signals and Systems Chapter 1
In order for the signal x[n ] = e jω0 n to be periodic with period N > 0 , we must have
e j ω0 (n + N ) = e jω 0 n , (1.39)
or equivalently
e j ω0 N = 1 . (1.40)
For Eq. (1.40) to hold, ω 0 N must be a multiple of 2π . That is, there must be an integer m such
that
ω 0 N = 2πm , (1.41)
or equivalently
ω0 m
= . (1.42)
2π N
From Eq. (1.40), x[n ] = e jω0 n is a periodic if ω 0 / 2π is a rational number and is not periodic
otherwise.
2π ω 0
= , (1.43)
N m
2π
N = m .
(1.44)
ω0
The comparison of the continuous-time and discrete-time signals are summarized in the table
below:
15/1 Yao
ELG 3120 Signals and Systems Chapter 1
e j ω0 t e j ω 0n
Distinct signals for distinct values of ω 0 Identical signals for values of ω 0 separated
by multiples of 2π
Periodic for any choice of ω 0 Periodic only if ω 0 = 2πm / N for some
integers N > 0 and m .
Fundamental frequency ω 0 Fundamental frequency ω 0 / m
Fundamental period Fundamental period
ω 0 = 0 : undefined ω 0 = 0 : undefined
2π 2π
ω0 ≠ 0 : ω 0 ≠ 0 : m
ω0 ω0
Example: Suppose that we wish to determine the fundamental period of the discrete-time signal
x[n ] = e j ( 2π / 3) n + e j ( 3π / 4 )n (1.45)
Solution:
The first exponential on the right hand side has a fundamental period of 3. The second
exponential has a fundamental period of 8.
For the entire signal to repeat, each of the terms in Eq. (1.45) must go through an integer number
of its own fundamental period. The smallest increment of n the accomplished this is 24. That is,
over an interval of 24 points, the first term will have gone through 8 of its fundamental periods,
and the second term through three of its fundamental periods, and the overall signal through
exactly one of its fundamental periods.
φ k [n ] = e jk ( 2π / N ) n , k = 0, ± 1, ...... (1.46)
There are only N distinct period exponentials in the set given in Eq. (1.46).
16/1 Yao
ELG 3120 Signals and Systems Chapter 1
The unit impulse and unit step functions in continuous and discrete time are considerably
important in signal and system analysis.
0, n≠0
δ [n] = , (1.48)
1, n=0
δ [n ]
0, n<0
u[n ] = , (1.49)
1, n≥0
u [ n]
1
n
0
The discrete-time impulse unit is the first difference of the discrete-time step
The discrete-time unit step is the running sum of the unit sample:
17/1 Yao
ELG 3120 Signals and Systems Chapter 1
n
u[n ] = ∑δ [m] ,
m = −∞
(1.51)
It can be seen that for n < 0 , the running sum is zero, and for n ≥ 0 , the running sum is 1.
∞
If we change the variable of summation from m to k = n − m we have, u[n ] = ∑δ [ n − k ] .
k =0
The unit impulse sequence can be used to sample the value of a signal at n = 0 . Since δ [n] is
nonzero only for n = 0 , it follows that
0, t<0
u (t ) = , (1.54)
1, t≥0
u (t )
1
t
0
The continuous-time unit step is the running integral of the unit impulse
u (t ) = ∫ δ (τ )dτ .
t
(1.55)
−∞
The continuous-time unit impulse can also be considered as the first derivative of the continuous-
time unit step,
18/1 Yao
ELG 3120 Signals and Systems Chapter 1
du (t )
δ (t ) = . (1.56)
dt
u ∆ (t )
δ ∆ (t )
1
1
∆
t t
0 ∆ 0 ∆
(a) (b)
Fig. 1.22 (a) Continuous approximation to the unit step u ∆ (t ) ; (b) Derivative of u ∆ (t ) .
The derivative is
du ∆ (t )
δ ∆ (t ) = , (1.57)
dt
1
, 0≤t<∆
δ ∆ (t ) = ∆ , (1.58)
0, otherwise
Note that δ ∆ (t ) is a short pulse, of duration ∆ and with unit area for any value of ∆ . As ∆ → 0 ,
δ ∆ (t ) becomes narrower and higher, maintaining its unit area. At the limit,
u (t ) = lim u ∆ (t ) , (1.60)
∆ →0
and
19/1 Yao
ELG 3120 Signals and Systems Chapter 1
du (t )
δ (t ) = . (1.61)
dt
Graphically, δ (t) is represented by an arrow pointing to infinity at t = 0 , “1” next to the arrow
represents the area of the impulse.
δ (t ) k δ (t )
1 k
t t
0 0
Or more generally,
x(t )δ (t − t0 ) = x (t 0 )δ (t − t 0 ) (1.63)
Example:
2
x (t )
1
2 t
0
1 -1
t -2
0
-1 -3
20/1 Yao
ELG 3120 Signals and Systems Chapter 1
Note that the derivative of a unit step with a discontinuity of size of k gives rise to an impulse of
area k at the point of discontinuity.
A system can be viewed as a process in which input signals are transformed by the system or
cause the system to respond in some way, resulting in other signals as outputs.
Examples
+
v s (t ) +
- C v 0 (t )
i (t )
-
(a)
f (t )
(b)
Fig. 1. 25 Examples of systems. (a) A system with input voltage vs (t ) and output voltage v0 (t ) .
(b) A system with input equal to the force f (t ) and output equal to the velocity v(t ) .
A continuous-time system is a system in which continuous-time input signals are applied and
results in continuous-time output signals.
Continuous-time
x (t ) y (t )
system
A discrete-time system is a system in which discrete-time input signals are applied and results in
discrete-time output signals.
Discrete-time
x[n ] y[n ]
system
21/1 Yao
ELG 3120 Signals and Systems Chapter 1
dv C (t )
i (t ) = C . (1.65)
dt
Equating the right-hand sides of Eqs. 1.64 and 1.65, we obtain a differential equation describing
the relationship between the input and output:
dvC (t ) 1 1
+ vC ( t ) = v s (t ) , (1.66)
dt RC RC
Example 2: Consider the system in Fig. 25 (b), where the force f (t ) as the input and the velocity
v(t ) as the output. If we let m denote the mass of the car and ρv the resistance due to friction.
Equating the acceleration with the net force divided by mass, we obtain
dv(t ) 1 dv(t ) ρ 1
= [ f (t ) − ρv(t)] ⇒ + v (t ) = f (t ) . (1.67)
dt m dt m m
Eqs.1.66 and 1.77 are two examples of first-order linear differential equations of the form:
dy(t )
+ ay (t ) = bx(t ) . (1.66)
dt
Example 3: Consider a simple model for the balance in a bank account from month to month.
Let y[n] denote the balance at the end of nth month, and suppose that y[n] evolves from month
to month according the equation:
or
where x[n] is the net deposit (deposits minus withdraws) during the nth month 1.01 y[n − 1]
models the fact that we accrue 1% interest each month.
22/1 Yao
ELG 3120 Signals and Systems Chapter 1
Example 4: Consider a simple digital simulation of the differential equation in Eq. (1.67), in
which we resolve time into discrete intervals of length ∆ and approximate dv(t ) / d (t ) at t = n∆
by the first backward difference, i.e.,
Let v[n] = v (n∆ ) and f [n] = f (n∆ ) , we obtain the following discrete-time model relating the
sampled signals v[n ] and f [n ] ,
m ∆
v[n] − v[n − 1] = f [n] . (1.69)
( m + ρ∆ ) ( m + ρ∆ )
Comparing Eqs. 1.68 and 1.69, we see that they are two examples of the first-order linear
difference equation, that is,
Some conclusions:
(a)
System1
Input + Output
System 2
(b)
23/1 Yao
ELG 3120 Signals and Systems Chapter 1
System1 System 2
Input + Output
System 3
(c)
Fig. 1.26 Interconnection of systems. (a) A series or cascade interconnection of two systems; (b)
A parallel interconnection of two systems; (c) Combination of both series and parallel systems.
System 2
Rs
+
Vi A Vo
-
Vs ±
RL
Vf •
R2
R1
(a)
+ vi = vs − v f BASIC
v L = A vi
vs + AMPLIFIER
A
-
Feedback
Signal FEEDBACK vL
NETWORK
v f = β vL
FB
(b)
24/1 Yao
ELG 3120 Signals and Systems Chapter 1
A system is memoryless if its output for each value of the independent variable as a given time is
dependent only on the input at the same time. For example:
y[ n] = (2 x[ n] − x 2 [n]) 2 , (1.71)
is memoryless.
A resistor is a memoryless system, since the input current and output voltage has the relationship:
i (t )
+
v(t) = R i(t) , (1.72)
v (t )
where R is the resistance. -
One particularly simple memoryless system is the identity system, whose output is identical to its
input, that is
n n −1
y[ n] = ∑ x[k ] = ∑ x[k ] + x[n] = y[n − 1] + x[n] , or
k = −∞ k = −∞
(1.73)
25/1 Yao
ELG 3120 Signals and Systems Chapter 1
y[n] Inverse
x[n] System w[n]=x[n]
system
y(t)
x(t) y(t)=2x(t) w(t)=0.5y(t) w(t)=x(t)
n
y(t)
x[n] y[n] = ∑ x[k ] w [ n ] = y [ n ] − y[ n − 1] w[ n ] = x [ n ]
k= − ∞
y[ n] = 0 ,
the system produces zero output sequence for any input sequence.
y (t ) = x 2 (t ) ,
in which case, one cannot determine the sign of the input from the knowledge of the output.
Encoder in communication systems is an example of invertible system, that is, the input to the
encoder must be exactly recoverable from the output.
1.6.3 Causality
A system is causal if the output at any time depends only on the values of the input at present
time and in the past. Such a system is often referred to as being nonanticipative, as the system
output does not anticipate future values of the input.
The RC circuit in Fig. 25 (a) is causal, since the capacitor voltage responds only to the present
and past values of the source voltage. The motion of a car is causal, since it does not anticipate
future actions of the driver.
26/1 Yao
ELG 3120 Signals and Systems Chapter 1
y[ n] = x[n ] − x[ n + 1] , (1.77)
and
y (t ) = x(t + 1) . (1.78)
All memoryless systems are causal, since the output responds only to the current value of input.
(1) y[ n] = x[− n]
(2) y (t ) = x(t ) cos(t + 1)
Solution: System (1) is not causal, since when n < 0 , e.g. n = −4 , we see that y[−4] = x[ 4] , so
that the output at this time depends on a future value of input.
System (2) is causal. The output at any time equals the input at the same time multiplied by a
number that varies with time.
1.6.4 Stability
A stable system is one in which small inputs leads to responses that do not diverge. More
formally, if the input to a stable system is bounded, then the output must be also bounded and
therefore cannot diverge.
+
v s (t ) +
- C v0 ( t )
i (t )
- f (t )
(a) (b)
n
The accumulator y[ n] = ∑ x[k ] is not stable, since the sum grows continuously even if
k = −∞
x[n] is
bounded.
27/1 Yao
ELG 3120 Signals and Systems Chapter 1
• S1; y (t ) = tx(t ) ;
• S2: y (t ) = e x (t )
• S1 is not stable, since a constant input x(t ) = 1 , yields y (t ) = t , which is not bounded – no
matter what finite constant we pick, y(t ) will exceed the constant for some t.
• S2 is stable. Assume the input is bounded x(t ) < B , or − B < x (t ) < B for all t. We then see
that y(t ) is bounded e − B < y (t) < e B .
A system is time invariant if a time shift in the input signal results in an identical time shift in
the output signal. Mathematically, if the system output is y(t ) when the input is x(t ) , a time-
invariant system will have an output of y (t − t 0 ) when input is x(t − t 0 ) .
Examples:
• The system y[n ] = nx[n] is not time invariant. This can be demonstrated by using
counterexample. Consider the input signal x1 [n ] = δ [n] , which yields y1[n] = 0 . However,
the input x 2 [n] = δ [ n − 1] yields the output y 2 [ n] = nδ [ n − 1] = δ [n − 1] . Thus, while x 2 [n] is
the shifted version of x1 [n] , y 2 [n ] is not the shifted version of y1[ n] .
28/1 Yao
ELG 3120 Signals and Systems Chapter 1
x1 ( t ) y1 (t ) x 2 (t ) = x 1 (t − 2 )
1 1 1
-2 2 -1 1 0 4
(a) (b) (c)
y 2 (t ) y 2 (t − 2 )
1 1
0 2 1 3
(d) (e)
1.6.6 Linearity
The two properties defining a linear system can be combined into a single statement:
Superposition property: If x k [ n], k = 1, 2, 3, ... are a set of inputs with corresponding outputs
y k [n], k = 1, 2, 3, ... , then the response to a linear combination of these inputs given by
is
29/1 Yao
ELG 3120 Signals and Systems Chapter 1
which holds for linear systems in both continuous and discrete time.
Examples:
x[n ] → 2 x[n] ,
y 0 [n] = 3
y 0 (t )
x (t ) Linear system + y (t )
Fig. 1.31 Structure of an incrementally linear system. y 0 (t ) is the zero-input response of the
system.
The system represented in Fig. 1.31 is called incrementally linear system. The system responds
linearly to the changes in the input.
The overall system output consists of the superposition of the response of a linear system with a
zero-input response.
30/1 Yao
ELG 3120 Signals and Systems Chapter 2
2.0 Introduction
Example:
x[n]
1
-2 3
n
-4 -3 -1 1 2 4
-1
Fig. 2.1 Decomposition of a discrete-time signal into a weighted sum of shifted impulses.
The signal in Fig. 2.1 can be expressed as a sum of the shifted impulses:
(2.1)
or in a more compact form
∞
x[n ] = ∑ x[k ]δ [n − k ] .
k = −∞
(2.2)
1/2 Yao
ELG 3120 Signals and Systems Chapter 2
2.1.2 Discrete-Time Unit Impulse Response and the Convolution – Sum Representation of LTI
Systems
Let hk [n ] be the response of the LTI system to the shifted unit impulse δ [n − k ] , then from the
superposition property for a linear system, the response of the linear system to the input x[n] in
Eq. (2.2) is simply the weighted linear combination of these basic responses:
∞
y[ n] = ∑ x[k ]h [n] .
k = −∞
k (2.3)
If the linear system is time invariant, then the responses to time-shifted unit impulses are all
time-shifted versions of the same impulse responses:
hk [n] = h0 [ n − k ] . (2.4)
Therefore the impulse response h[n ] = h0 [n] of an LTI system characterizes the system
completely. This is not the case for a linear time-varying system: one has to specify all the
impulse responses hk [n ] (an infinite number) to characterize the system.
∞
y[ n] = ∑ x[k ]h[n − k ] .
k = −∞
(2.5)
This result is referred to as the convolution sum or superposition sum and the operation on the
right-hand side of the equation is known as the convolution of the sequences of x[n] and h[n] .
• One way to visualize the convolution sum of Eq. (2.5) is to draw the weighted and shifted
impulse responses one above the other and to add them up.
2/2 Yao
ELG 3120 Signals and Systems Chapter 2
Example: Consider the LTI system with impulse response h[n] and input x[n] , as illustrated in
Fig. 2. 2.
h[n]
1 1 1
n
0 1 2
x[n]
2
0.5
n
0 1
(a)
The output response based on Eq. (2.5) can be expressed
1
y[ n] = ∑ x[ k ] h[ n − k ] = x[ 0]h[ n − 0] + x[1]h[ n − 1] = 0.5h[ n] + 2h[ n − 1] .
k =0
x[0]h[n]=0.5h[n]
0.5
n
0 1 2
2
x[1]h[n-1]=2h[n-1]
n
0 1 2 3
(b)
2.5 2.5
2
y[n]
0.5
n
0 1 2 3
(c)
Fig. 2.2 (a) The impulse response h[n] of an LTI system and an input x[n] to the system; (b) the
responses to the nonzero values of the input; (c) the overall responses.
3/2 Yao
ELG 3120 Signals and Systems Chapter 2
• Another way to visualize the convolution sum is to draw the signals x[k ] and h[n − k ] as
functions of k (for a fixed n), multiply them to form the signal g[k ] , and then sum all
values of g[k ] .
Example: Calculate the convolution of x[k ] and h[n] shown in Fig. 2.2 (a).
x[k]
0.5
k
0 1
1
h[n-k], n<0
0 1 2
1
h[0-k], n=0
k
-2 -1 0 1 2
1
h[1-k], n=1
k
-1 0 1
1
h[2-k], n=2
k
0 1 2
1
h[3-k], n=3
k
0 1 2 3
h[n-k], n>3 1
k
0
Fig. 2.3 Interpretation of Eq. (2.5) for the signals x[k ] and h[n] .
4/2 Yao
ELG 3120 Signals and Systems Chapter 2
For n < 0 , y[ n] = 0
∞
For n = 0 , y[0] = ∑ x[k ]h[0 − k ] = 0.5
k = −∞
∞
For n = 1 , y[1] = ∑ x[k ]h[1 − k ] = 0.5 + 2 = 2.5
k = −∞
∞
For n = 1 , y[ 2] = ∑ x[k ]h[2 − k ] = 0.5 + 2 = 2.5
k = −∞
∞
For n = 1 , y[3] = ∑ x[k ]h[ 2 − k ] = 2
k = −∞
For n > 3 , y[ n] = 0
The resulting output values agree with those obtained in the preceding example.
Example: Compute the response of an LTI system described by its impulse response
α n , 0≤n≤6 1, 0≤n≤4
h[n ] = to the input signal x[n ] = .
0, otherwise 0, otherwise
x[n]
1
n
0 1 2 3 4
h[n], α > 1
n
0 1 2 3 4
For n < 0 , there is no overlap between the nonzero portions of x[n] and h[n − k ] , and
consequently, y[ n] = 0.
α n − k , 0≤ k ≤n
For 0 ≤ n ≤ 4 , x[k ]h[n − k ] = ,
0, otherwise
5/2 Yao
ELG 3120 Signals and Systems Chapter 2
n n
1 − α − n−1 1 − α n +1
Thus, in this interval y[ n] = ∑ α n − k =α n ∑ α − k =α n −1
=
k =0 k =0 1−α 1−α
α n − k , 0≤ k ≤4
For 4 < n ≤ 6 , x[k ]h[n − k ] =
0, otherwise
( )
1 − α −1
5
α n− 4 − α n +1
∑ (α )
4 4
y[ n] = ∑α n −k
=α n −1 k
=α n
= .
k =0 k =0 1 − α −1 1−α
α n− k , ( n − 6) ≤ k ≤ 4
For 6 < n ≤ 10 , x[k ]h[n − k ] =
0, otherwise
4
y[n ] = ∑α
k = n− 6
n −k
.
1 − α n −11 α n− 4 − α 7
∑ (α )
10− n 10 − n
Let r = k − n + 6 , y[ n] = ∑α 6− r
=α 6 −1 r
=α 6
1 − α −1
=
1−α
.
r =0 r =0
For n − 6 > 4 , or n > 10 , there is no overlap between the nonzero portions of x[k ] and h[n − k ] ,
and hence, y[ n] = 0 .
y[n]
n
0 1 2 3 4 5 6 7 8 9 10
6/2 Yao
ELG 3120 Signals and Systems Chapter 2
The response of a continuous-time LTI system can be computed by convolution of the impulse
response of the system with the input signal, using a convolution integral, rather than a sum.
∞
x(t ) = ∫ x(τ )δ (t − τ )dτ . (2.7)
−∞
The result is obtained by chopping up the signal x(t ) in sections of width ∆ , and taking sum
x (t )
t
−∆ 0 ∆ 2∆ 3∆
Recall the definition of the unit pulse δ ∆ (t ) ; we can define a signal xˆ(t ) as a linear combination
of delayed pulses of height x( k∆ )
∞
xˆ(t ) = ∑ x(k∆)δ
k = −∞
∆ (t − k∆) ∆ (2.8)
Taking the limit as ∆ → 0 , we obtain the integral of Eq. (2.7), in which when ∆ → 0
Eq. (2.7) can also be obtained by using the sampling property of the impulse function. If we
consider t is fixed and τ is time variable, then we have x(τ )δ (t − τ )
= x (τ )δ (−(τ − t )) = x(t )δ (τ − t ) . Hence
7/2 Yao
ELG 3120 Signals and Systems Chapter 2
∞ ∞ ∞
∫−∞
x(τ )δ (t − τ )dτ = ∫ x(τ )δ (τ − t )dτ = x (t )∫ δ (τ − t )dτ = x(t ) .
−∞ −∞
(2.9)
2.2.2 Continuous-Time Unit Impulse Response and the Convolution Integral Representation
of an LTI system
The linearity property of an LTI system allows us to calculate the system response to an input
signal xˆ(t ) using Superposition Principle. Let hˆk∆ (t ) be the pulse response of the linear-varying
system to the unit pulses δ ∆ (t − k∆) for − ∞ < k < +∞ . The response of the system to xˆ(t ) is
∞
yˆ (t ) = ∑ x( k∆ ) h
k = −∞
k∆ (t − k∆ )∆ . (2.10)
Note that the response hˆk∆ (t ) tends to the impulse response hτ (t ) as ∆ → 0 . Then at the limit,
we obtain the response of the system to the input signal x(t ) = lim xˆ (t) :
∆ →0
+∞
y (t ) = lim yˆ (t ) =
∆ →0 ∫
−∞
x (τ )hτ (t )dτ . (2.11)
For an LTI system, the impulse responses hτ (t ) are the same as h0 (t ) , except they are shifted by
τ , that is, hτ (t ) = h0 (t − k ) . Then we may define the unit impulse response of the LTI system
h(t ) = h0 (t ) , (2.12)
So the response to the input signal x(t ) can be written as a convolution integral:
+∞
y (t ) = ∫ x (τ )h(t − τ ) dτ , (2.13)
−∞
y (t ) = x (t ) ∗ h(t ) . (2.14)
8/2 Yao
ELG 3120 Signals and Systems Chapter 2
The output y(t ) is a weighted integral of the input, where the weight on x(τ ) is h(t − τ ) . To
evaluate this integral for a specific value of t ,
• First obtain the signal h(t − τ ) (regarded as a function of τ with t fixed) from h(τ ) by a
reflection about the origin and a shift to the right by t if t >0 or a shift to the left by t is t <0.
• Then multiply together the signals x(τ ) and h(t − τ ) .
• y(t ) is obtained by integrating the resulting product from τ = −∞ to τ = +∞ .
Example: Let x(t ) be the input to an LTI system with unit impulse response h(t ) , where
h (τ )
τ
0
x (τ )
τ
0
h( t − τ )
1 t<0
τ
t 0
9/2 Yao
ELG 3120 Signals and Systems Chapter 2
h( t − τ )
1
t> 0
τ
0 t
Step 2: From the figure we can see that for t < 0 , the product of the product x(τ ) and h(t − τ ) is
zero, and consequently, y(t ) is zero. For t > 0
e − at , t0><0τ < t
x(τ )h (t − τ ) =
0, otherwise
1 1
y (t ) = ∫ e −aτ dτ = − e− aτ 0 = (1 − e −at ) .
t t
0 a a
1
y (t ) = (1 − e −at )u (t) , and is shown in figure below.
a
y (t )
1
a
t
0
For this example, it is convenient to calculate the convolution in separate intervals. x(τ ) is
sketched and h(t − τ ) is sketched in each of the intervals:
10/2 Yao
ELG 3120 Signals and Systems Chapter 2
For t < 0 , and t > 3T , x(τ )h (t −τ ) = 0 for all the values of τ , and consequently y(t ) =0.
For other intervals, the product x(τ )h (t − τ ) can be found in the figure on the next page. Thus for
these three intervals, the integration can be calculated with the result shown below:
11/2 Yao
ELG 3120 Signals and Systems Chapter 2
x (τ )
τ
0 T
h (t − τ )
2T
t< 0
τ
t − 2T t 0
h (t − τ ) x(τ ) h ( t − τ )
2T 2T
h (t − τ ) x(τ ) h ( t − τ )
2T 2T
τ
t − 2T 0 t 0 T
h (t − τ ) x(τ ) h ( t − τ )
2T 2T
t−T
2T < t < 3T 2 T < t < 3T
τ
0 t − 2T t 0 T
h (t − τ )
2T
t > 3T
τ
0 t − 2T t
12/2 Yao
ELG 3120 Signals and Systems Chapter 2
0, t<0 y (t )
1 2
t , 0<t <T
2
1 2
y (t ) = Tt − T , T < t < 2T
2
1 3
− t + Tt + T 2 ,
2
2T < t < 3T
2 2
t
0, t > 3T
0 T 2T 3T
LTI systems can be characterized completely by their impulse response. The properties can also
be characterized by their impulse response.
∞ ∞
x[n ] ∗ h[n] = h[n ] ∗ x[n] = ∑ x[k ]h[n − k ] = ∑ h[k ]k[n − k ] ,
k = −∞ k = −∞
(2.15)
∞ ∞
x(t ) ∗ h(t) = h(t ) ∗ x(t ) = ∫ x(τ )h(t − τ )dτ = ∫ h (τ ) x(t − τ )dτ . (2.16)
−∞ −∞
x h y h x y
x ∗ (h1 + h2 ) = x ∗ h1 + x ∗ h2 (2.17)
for both discrete-time and continuous-time systems. The property means that summing the
outputs of two systems is equivalent to a system with an impulse response equal to the sum of
the impulse response of the two individual systems, as shown in the figure below.
13/2 Yao
ELG 3120 Signals and Systems Chapter 2
h1
x + y
h2
x h 1 +h 2 y
For example, an LTI system has an impulse response h[n ] = u[n ] , with an input
n
1
x[n ] = u[ n] + 2 n u[ −n] . Since the sequence x[n] is nonzero along the entire time axis. Direct
2
evaluation of such a convolution is somewhat tedious. Instead, we may use the distributive
property to express y[n] as the sum of the results of two simpler convolution problems. That is,
n
1
x1 [n] = u[n] , x 2 [n] = 2 n u[− n] , using the distributive property we have
2
x ∗ (h1 ∗ h2 ) = (x ∗ h1 ) ∗ h2 . (2.18)
x h1 h2 y
x h 1*h 2 y
• For LTI systems, the change of order of the cascaded systems will not affect the response.
14/2 Yao
ELG 3120 Signals and Systems Chapter 2
• For nonlinear systems, the order of cascaded systems in general cannot be changed. For
example, a two memoryless systems, one being multiplication by 2 and the other squaring the
input, the outputs are different if the order is changed, as shown in the figure below.
w=2x
x 2 w2 y=4x 2
2
w=x 2
x x 2 y=2x 2
A system is memoryless if its output at any time depends only on the value of its input at the
same time. This is true for a discrete-time system, if h[n ] = 0 for n ≠ 0 . In this case, the impulse
response has the form
h[n ] = Kδ [n ] , (2.19)
where K = h[0] is a constant and the convolution sum reduces to the relation
y[ n] = Kx[ n] . (2.20)
h(t ) = Kδ (t ) , (2.21)
y (t ) = Kx(t ) . (2.22)
Note that if K = 1 in Eqs. (2.19) and (2.21), the systems become identity systems, with output
equal to the input.
We have seen that a system S is invertible if and only if there exists an inverse system S-1 such
that S -1S is an identity system.
x h h1 y=x
15/2 Yao
ELG 3120 Signals and Systems Chapter 2
Since the overall impulse response in the figure above is h ∗ h1 , h1 must satisfy for it to be the
impulse response of the inverse system, namely h ∗ h1 = δ .
identity
x y=x
system
The impulse response of this system is h(t ) = δ (t − t0 ) , since x(t − t 0 ) = x(t ) ∗ δ (t − t 0 ) , that is,
convolution of a signal with a shifted impulse simply shifts the signal
To recover the signal from the output, that is, to invert the system, all that is required is to shift
the output back. So the inverse system should have a impulse response of δ (t + t0 ) , then
δ (t − t0 ) ∗ δ (t + t0 ) = δ (t )
Example: Consider the LTI system with impulse response h[n ] = u[n ] .
+∞
y[ n] = ∑ x[k ]u[n − k ] .
−∞
n
y[ n] = ∑ x[k ] .
−∞
This is a system that calculates the running sum of all the values of the input up to the present
time, and is called a summer or accumulator. This system is invertible, and its inverse is given as
h1[n] = δ [ n] − δ [n − 1] ,
16/2 Yao
ELG 3120 Signals and Systems Chapter 2
We may check that the two systems are really inverses to each other:
A system is causal if its output depends only on the past and present values of the input signal.
Specifically, for a discrete-time LTI system, this requirement is y[n] should not depend on x[k ]
for k > n . Based on the convolution sum equation, all the coefficients h[n − k ] that multiply
values of x[k ] for k > n must be zero, which means that the impulse response of a causal
discrete-time LTI system should satisfy the condition
h[n ] = 0 , for n < 0 (2.23)
A causal system is causal if its impulse response is zero for negative time; this makes sense as
the system should not have a response before impulse is applied.
Examples: The accumulator h[n ] = u[n ] , and its inverse h[n ] = δ [n] − δ [n − 1] are causal. The
pure time shift with impulse response y (t ) = x(t − t0 ) for t 0 > 0 is causal, but is not causal
for t 0 < 0 .
Recall that a system is stable if every bounded input produces a bounded output.
If this input signal is applied to an LTI system with unit impulse response h[n] , the magnitude of
the output
+∞ +∞ +∞
y[n ] = ∑ h[ k ]x[ n − k ] ≤ ∑ h[k ] x[n − k ] ≤ B ∑ h[k ]
k = −∞ k = −∞ k = −∞
(2.25)
17/2 Yao
ELG 3120 Signals and Systems Chapter 2
+∞
∑ h[k ] < ∞ .
k = −∞
(2.26)
The similar analysis applies to continuous-time LTI systems, for which the stability is equivalent
to
+∞
∫−∞
h (τ ) dτ < ∞ . (2.27)
Example: consider a system that is pure time shift in either continuous time or discrete time.
+∞ +∞
In discrete time, ∑ h[k ] = ∑ δ [ n − n
k = −∞ k = −∞
0 = 1,
+∞ +∞
while in continuous time, ∫
−∞
h(τ ) dτ = ∫
−∞
δ ( t − t 0 ) dτ = 1 ,
+∞ +∞
Example: The accumulator h[n ] = u[n ] is unstable because ∑ h[k ] = ∑ u[n] = ∞ .
k = −∞ k =0
The step response of an LTI system is simply the response of the system to a unit step. It conveys
a lot of information about the system. For a discrete-time system with impulse response h[n] , the
step response is s[n] = u[n ] ∗ h[n] . However, based on the commutative property of convolution,
s[n] = h[n ] ∗ u[n] , and therefore, s[n] can be viewed as the response to input h[n] of a discrete-
time LTI system with unit impulse response. We know that u[n] is the unit impulse response of
the accumulator. Therefore,
n
s[n] = ∑ h[k ] .
k = −∞
(2.28)
From this equation, h[n] can be recovered from s[n] using the relation
It can be seen the step response of a discrete-time LTI system is the running sum of its impulse
response. Conversely, the impulse response of a discrete-time LTI system is the first difference
of its step response.
18/2 Yao
ELG 3120 Signals and Systems Chapter 2
Similarly, in continuous time, the step response of an LTI system is the running integral of its
impulse response,
∫
t
s (t ) = h (τ )dτ , (2.30)
−∞
and the unit impulse response is the first derivative of the unit step response,
ds(t)
h(t ) = = s' ( t ) . (2.31)
dt
Therefore, in both continuous and discrete time, the unit step response can also be used to
characterize an LTI system.
This is a class of systems for which the input and output are related through
In a causal LTI difference system, the discrete-time input and output signals are related
implicitly through a linear constant-coefficient differential equation.
dy(t )
+ 2 y (t ) = x(t ) , (2.32)
dt
where y(t ) denotes the output of the system and x(t ) is the input.
This equation can be explained as the velocity of a car y(t ) subjected to friction force
proportional to its speed, in which x(t ) would be the force applied to the car.
In general, an Nth-order linear constant coefficient differential equation has the form
N
d k y (t) M d k x( t )
∑ a k dt k = ∑ bk dt k , (2.33)
k =0 k =0
19/2 Yao
ELG 3120 Signals and Systems Chapter 2
The solution of the differential equation can be obtained if we have the N initial conditions (or
auxiliary conditions) on the output variable and its derivatives.
Recall that the solution to the differential equation is the sum of the homogeneous solution of the
N
d k y (t)
differential equation ∑ a k = 0 (a solution with input set to zero) and of a particular
k =0 dt k
solution (a function that satisfy the differential equation).
Forced response of the system = particular solution (usually has the form of the input signal)
Natural response of the system = homogeneous solution (depends on the initial conditions and
forced response).
dy(t )
Example: Solve the system described by + 2 y (t ) = x(t ) . Given the input is x(t ) = Ke 3t u (t) ,
dt
where K is a real number.
As mentioned above, the solution consists of the homogeneous response and the particular
solution:
y (t ) = y h (t ) + y p (t ) , (2.34)
dy(t )
where the particular solution y p (t ) satisfies + 2 y (t ) = x(t ) and homogenous solution y h (t)
dt
satisfies
dy(t )
+ 2 y (t ) = 0 . (2.35)
dt
For the particular solution for t > 0 , y p (t ) is a signal that has the same form as x(t ) for t > 0 ,
that is
y p (t ) = Ye 3t . (2.36)
dy(t )
Substituting x(t ) = Ke 3t u (t) and y p (t ) = Ye 3t into + 2 y (t ) = x(t ) , we get
dt
K 3t
y p (t ) = e , t>0 (2.38)
5
20/2 Yao
ELG 3120 Signals and Systems Chapter 2
To determine the natural response y h (t) of the system, we hypothesize a solution of the form of
an exponential,
y h (t ) = Ae st . (2.39)
which holds for s = −2 . With this value of s, Ae −2t is a solution to the homogeneous equation
dy(t )
+ 2 y (t ) = 0 for any choice of A.
dt
Combining the natural response and the forced response, we get the solution to the differential
dy(t )
equation + 2 y (t ) = x(t ) :
dt
K 3t
y (t ) = y h (t ) + y p (t ) = Ae −2t + e , t>0 (2.41)
5
Because the initial condition on y(t ) is not specified, so the response is not completely
determined, as the value of A is not known.
For causal LTI systems defined by linear constant coefficient differential equations, the initial
dy (0) dy N −1 (0)
conditions are always y (0) = = ... = = 0 , which is called initial rest.
dt dt N −1
K K
For this example, the initial rest implies that y (0) = 0 , so that y (0) = A + = 0 ⇒ A = − , the
5 5
solution is
K 3t
y (t ) = ( e − e − 2t ) , t > 0 (2.42)
5
For t < 0 , the condition of initial rest and causality of the system implies that y (t ) = 0 , t < 0 ,
since x(t ) = 0 , t < 0 .
In a causal LTI difference system, the discrete-time input and output signals are related
implicitly through a linear constant-coefficient difference equation.
21/2 Yao
ELG 3120 Signals and Systems Chapter 2
In general, an Nth-order linear constant coefficient difference equation has the form
N M
∑ a k y[n − k ] = ∑ bk x[ n − k ] ,
k =0 k =0
(2.43)
The solution of the differential equation can be obtained when we have the N initial conditions
(or auxiliary conditions) on the output variable.
The solution to the difference equation is the sum of the homogeneous solution
N
∑a
k =0
k y[n − k ] = 0 (a solution with input set to zero, or natural response) and of a particular
solution (a function that satisfy the difference equation).
y[ n] = y h [ n] + y p [n] , (2.44)
The concept of initial rest of the LTI causal system described by difference equation means that
x[n ] = 0 , n < n0 implies y[ n] = 0 , n < n0 .
1
y[ n] − y[n − 1] = x[n] , (2.45)
2
1
y[ n] = y[ n − 1] + x[n ] , (2.46)
2
It can be seen from Eq. (2.46) that we need the previous value of the output, y[ n − 1] , to
calculate the current value.
Suppose that we impose the condition of initial rest and consider the input
x[n ] = Kδ [n ] . (2.47)
Since x[n ] = 0 for n ≤ −1 , the condition of initial rest implies that y[ n] = 0 , for n ≤ −1 , so that
we have as an initial condition: y[ −1] = 0 . Starting from this initial condition, we can solve for
successive values of y[n] for n ≥ 0 :
1
y[0] = y[ −1] + x[0] = K ,
2
22/2 Yao
ELG 3120 Signals and Systems Chapter 2
1 1
y[1] = y[0] + x[1] = K ,
2 2
2
1 1
y[ 2] = y[1] + x[2] = K ,
2 2
3
1 1
y[3] = y[2] + x[3] = K ,
2 2
…
n
1 1
y[ n] = y[n − 1] + x[n] = K .
2 2
Since for an LTI system, the input-output behavior is completely characterized by its impulse
response. Setting K = 1 , , x[n ] = δ [n] we see that the impulse response for the system is
n
1
h[n ] = u[n] . (2.48)
2
Note that the causal system in the above example has an impulse response of infinite duration. In
fact, if N ≥ 1 in Eq. (2.43), the difference equation is recursive, it is usually the case that the LTI
system corresponding to this equation together with the condition of initial rest will have an
impulse response of infinite duration. Such systems are referred to as infinite impulse response
(IIR) systems.
Block diagram interconnection is very simple and nature way to represent the systems described
by linear constant-coefficient difference and differential equations.
For example, the causal system described by the first-order difference equation is
y[ n] + ay[n − 1] = bx[n ] . (2.49)
It can be rewritten as
y[ n] = − ay[n − 1] + bx[n ]
23/2 Yao
ELG 3120 Signals and Systems Chapter 2
b
x[n ] + y[n ]
−a
y [ n − 1]
Three elementary operations are required in the block diagram representation: addition,
multiplication by a coefficient, and delay:
x 2 [n ]
adder
multiplication by
a coefficient
a
x1[ n ] + x1 [ n ] + x 2 [ n ] x[n ] ax[n ]
a unit delay
x[n ] D x[ n − 1]
Consider the block diagram representation for continuous-time systems described by a first-order
differential equation:
dy(t )
+ ay (t) = bx(t ) . (2.48)
dt
1 dy (t ) b
y (t ) = − + bx(t ) .
a dt a
Similarly, the right-hand side involves three basic operations: addition, multiplication by a
coefficient, and differentiation:
24/2 Yao
ELG 3120 Signals and Systems Chapter 2
b /a
x (t ) + y (t )
− 1/ a
dy ( t )
dt
x 2 (t )
adder
multiplication by
a coefficient
a
x1 ( t ) + x1 ( t ) + x 2 ( t ) x (t ) ax (t )]
differentiator
dx (t )
x (t ) D
dt
However, the above representation is not frequently used or the representation does not lead to
practical implementation, since differentiators are both difficult to implemented and extremely
sensitive to errors and noise.
An alternative implementation is to used integrators rather than the differentiators. Eq. (2.48) can
be rewritten as
dy(t )
= bx(t ) − ay (t ) , (2.49)
dt
In this form, the system can be implemented using the adder and coefficient multiplier, together
with an integrator, as shown in the figure below.
25/2 Yao
ELG 3120 Signals and Systems Chapter 2
integrator
∫
t
x (t )
∫ −∞
x (τ )d τ
b
x (t ) +
∫ y (t )
−a
The integrator can be readily implemented using operational amplifiers, the above
representations lead directly to analog implementations. This is the basis for both early analog
computers and modern analog computation systems.
y (t ) = y (t 0 ) + ∫ [bx(τ ) − ay (τ )]dτ ,
t
(2.51)
t0
where we consider integrating Eq. (2.50) from a finite point in time t 0 . It makes clear the fact
that the specification of y(t ) requires an initial condition, namely y (t 0 ) .
Any higher-order systems can be developed using the block diagram for the simplest first-order
differential and difference equations.
26/2 Yao
ELG 3120 Signals and Systems Chapter 3
3.0 Introduction
By 1807, Fourier had completed a work that series of harmonically related sinusoids were useful
in representing temperature distribution of a body. He claimed that any periodic signal could be
represented by such series – Fourier Series. He also obtained a representation for aperidic
signals as weighted integrals of sinusoids – Fourier Transform.
• The set of basic signals can be used to construct a broad and useful class of signals.
1/3 Yao
ELG 3120 Signals and Systems Chapter 3
• The response of an LTI system to each signal should be simple enough in structure to provide
us with a convenient representation for the response of the system to any signal constructed
as a linear combination of the basic signal.
The importance of complex exponentials in the study of LTI system is that the response of an
LTI system to a complex exponential input is the same complex exponential with only a change
in amplitude; that is
Discrete-time: z n → H ( z ) z n , (3.2)
where the complex amplitude factor H (s) or H (z) will be in general be a function of the
complex variable s or z.
A signal for which the system output is a (possible complex) constant times the input is referred
to as an eigenfunction of the system, and the amplitude factor is referred to as the system’s
eigenvalue. Complex exponentials are eigenfunctions.
For an input x(t ) applied to an LTI system with impulse response of h(t ) , the output is
+∞ +∞
y (t ) = ∫ h(τ ) x(t − τ )dτ = ∫ h(τ )e s( t −τ ) dτ
−∞ −∞
, (3.3)
+∞ +∞
= ∫ h (τ )e s (t −τ ) dτ = e st ∫ h(τ )e − sτ dτ
−∞ −∞
+∞
where we assume that the integral ∫−∞
h(τ )e − sτ dτ converges and is expressed as
+∞
H (s ) = ∫ h (τ )e − sτ dτ , (3.4)
−∞
y (t ) = H (s )e st , (3.5)
It is shown the complex exponentials are eigenfunctions of LTI systems and H (s) for a
specific value of s is then the eigenvalues associated with the eigenfunctions.
Complex exponential sequences are eigenfunctions of discrete-time LTI systems. That is,
suppose that an LTI system with impulse response h[n] has as its input sequence
2/3 Yao
ELG 3120 Signals and Systems Chapter 3
x[n ] = z n , (3.6)
where z is a complex number. Then the output of the system can be determined from the
convolution sum as
∞ ∞ ∞
y[ n] = ∑ h[k ]x[n − k ] = ∑ h[k ]z
k = −∞ k = −∞
n −k
=z n ∑ h[k ]z
k = −∞
−k
. (3.7)
Assuming that the summation on the right-hand side of Eq. (3.7) converges, the output is the
same complex exponential multiplied by a constant that depends on the value of z . That is,
y[ n] = H ( z ) z n , (3.8)
∞
where H ( z ) = ∑ h[k ]z
k = −∞
−k
. (3.9)
It is shown the complex exponentials are eigenfunctions of LTI systems and H (z) for a
specific value of z is then the eigenvalues associated with the eigenfunctions z n .
The example here shows the usefulness of decomposing general signals in terms of
eigenfunctions for LTI system analysis:
and from the superposition property the response to the sum is the sum of the responses,
x( t ) = ∑ a k e s k t , (3.12)
k
3/3 Yao
ELG 3120 Signals and Systems Chapter 3
y (t ) = ∑ ak H ( sk )e skt , (3.13)
k
the output is
y[ n] = ∑ ak H ( z k ) zkn , (3.15)
k
j ω 0t
x( t ) = e , (3.18)
Both these signals are periodic with fundamental frequency ω 0 and fundamental period
T = 2π / ω 0 . Associated with the signal in Eq. (3.18) is the set of harmonically related complex
exponentials
φ k (t ) = e jk ω0 t = e jk ( 2π / T )t , k = 0, ± 1, ± 2, ...... (3.19)
Each of these signals is periodic with period of T (although for k ≥ 2 , the fundamental period of
φ k (t ) is a fraction of T ). Thus, a linear combination of harmonically related complex
exponentials of the form
4/3 Yao
ELG 3120 Signals and Systems Chapter 3
+∞ +∞
x( t ) = ∑a e
k = −∞
k
jkω 0 t
= ∑a e
k = −∞
k
jk ( 2π / T ) t
, (3.20)
• k = 0 , x(t ) is a constant.
• k = +1 and k = −1 , both have fundamental frequency equal to ω 0 and are collectively
referred to as the fundamental components or the first harmonic components.
• k = +2 and k = −2 , the components are referred to as the second harmonic components.
• k = + N and k = − N , the components are referred to as the Nth harmonic components.
+∞
x( t ) = x * ( t ) = ∑a*
k = −∞
k e − jkω 0t , (3.21)
+∞
x( t ) = ∑a*
k = −∞
−k e jkω 0t , (3.22)
a * k = a −k . (3.23)
To derive the alternative forms of the Fourier series, we rewrite the summation in Eq. (2.20) as
[ ]
+∞
x(t ) = a 0 + ∑ a k e jk ω0 t + a −k e − jk ( 2π / T ) t . (3.24)
k =1
[ ]
+∞
x(t ) = a 0 + ∑ a k e jk ω0 t + a *k e − jk (2π / T )t . (3.25)
k =1
Since the two terms inside the summation are complex conjugate of each other, this can be
expressed as
{ }
+∞
x(t ) = a 0 + ∑ 2 Re a k e jkω 0t . (3.26)
k =1
5/3 Yao
ELG 3120 Signals and Systems Chapter 3
a k = Ak e jθ k ,
{ }
+∞
x(t ) = a 0 + ∑ 2 Re Ak e j ( kω 0t +θ k ) .
k =1
That is
+∞
x(t ) = a 0 + 2 ∑ Ak cos(kω 0 t + θ k ) . (3.27)
k =1
It is one commonly encountered form for the Fourier series of real periodic signals in continuous
time.
a k = Bk + jCk
+∞
x(t ) = a 0 + 2 ∑ [B k cos kω 0 t − Ck sin kω 0 t ]. (3.28)
k =1
For real periodic functions, the Fourier series in terms of complex exponential has the following
three equivalent forms:
+∞ +∞
x( t ) = ∑a e
k = −∞
k
jkω 0t
= ∑a e
k = −∞
k
jk ( 2π / T ) t
+∞
x(t ) = a0 + 2∑ Ak cos(kω 0t + θ k )
k =1
+∞
x(t ) = a 0 + 2 ∑ [B k cos kω 0 t − C k sin kω 0 t ]
k =1
6/3 Yao
ELG 3120 Signals and Systems Chapter 3
+∞
Multiply both side of x(t ) = ∑a e
k = −∞
k
jkω 0t
by e − jnω0 t , we obtain
+∞
x(t )e − jn ω0 t = ∑a e
k = −∞
k
jkω 0 t
e − jnω0 t , (3.29)
+∞ +∞
∑ a k ∫ e jk ω 0t e − jnω 0t dt = ∑ a k ∫ e j ( k −n )ω 0t dt ,
T T T
∫0
x(t )e − jnω 0t dt =
k = −∞ 0 k =−∞ 0
(3.30)
Note that
T , k =n
∫
T
e j ( k −n )ω0 t dt =
0
0, k≠n
1 T
an =
T ∫0
x(t )e − jnω 0 t dt , (3.31)
+∞ +∞
x (t ) = ∑ ak e
k = −∞
jk ω 0 t
= ∑ k
a e
k = −∞
jk ( 2π / T ) t
(3.32)
1 1
ak =
T ∫ T
x(t )e − jkω 0 t dt =
T ∫T
x (t )e − jk ( 2π / T )t dt (3.33)
Eq. (3.32) is referred to as the Synthesis equation, and Eq. (3.33) is referred to as analysis
equation. The set of coefficient {a k } are often called the Fourier series coefficients of the
spectral coefficients of x(t ) .
7/3 Yao
ELG 3120 Signals and Systems Chapter 3
1
T ∫T
a0 = x(t ) dt , (3.34)
1 jω 0t 1 − jω 0t
sin ω 0 t = e − e .
2j 2j
Comparing the right-hand sides of this equation and Eq. (3.32), we have
1 1
a1 = , a −1 = −
2j 2j
ak = 0 , k ≠ +1 or − 1
Example: The periodic square wave, sketched in the figure below and define over one period is
1, t < T1
x( t ) = , (3.35)
0, T1 < t < T / 2
x (t )
− 2T −T T − T1 T1 T T 2T
−
2 2
To determine the Fourier series coefficients for x(t ) , we use Eq. (3.33). Because of the
symmetry of x(t ) about t = 0 , we choose − T / 2 ≤ t ≤ T / 2 as the interval over which the
integration is performed, although any other interval of length T is valid the thus lead to the same
result.
For k = 0 ,
1 1 2T1
∫ ∫
T1 T1
a0 = x(t) dt = dt = , (3.36)
T − T1 T − T1 T
For k ≠ 0 , we obtain
8/3 Yao
ELG 3120 Signals and Systems Chapter 3
T1
1 1
∫
T1
− jkω 0t
ak = e dt =− e − jkω 0 t
T −T1 jkω 0T −T1
2 e jk ω 0T1 − e − jk ω 0T1
= (3.37)
kω 0T 2j
The above figure is a bar graph of the Fourier series coefficients for a fixed T 1 and several
values of T . For this example, the coefficients are real, so they can be depicted with a single
graph. For complex coefficients, two graphs corresponding to the real and imaginary parts or
amplitude and phase of each coefficient, would be required.
N
x N (t ) = ∑a e
k= − N
k
jk ω 0t
. (3.38)
9/3 Yao
ELG 3120 Signals and Systems Chapter 3
N
e N (t ) = x (t ) − x N (t ) = x (t ) − ∑a e
k =− N
k
jkω 0t
. (3.39)
The criterion used to measure quantitatively the approximation error is the energy in the error
over one period:
∫
2
EN = e N (t ) dt . (3.40)
T
It is shown (problem 3.66) that the particular choice for the coefficients that minimize the energy
in the error is
1
ak = ∫
T T
x(t ) e − jkω 0t dt . (3.41)
It can be seen that Eq. (3.41) is identical to the expression used to determine the Fourier series
coefficients. Thus, if x(t ) has a Fourier series representation, the best approximation using only
a finite number of harmonically related complex exponentials is obtained by truncating the
Fourier series to the desired number of terms.
One class of periodic signals that are representable through Fourier series is those signals which
have finite energy over a period,
∫ x (t ) dt < ∞ ,
2
(3.42)
T
When this condition is satisfied, we can guarantee that the coefficients obtained from Eq. (3.33)
are finite. We define
∞
e(t ) = x (t ) − ∑a e
k = −∞
k
jk ω0 t
, (3.43)
then
∫
2
e(t) dt = 0 , (3.44)
T
10/3 Yao
ELG 3120 Signals and Systems Chapter 3
The convergence guaranteed when x(t ) has finite energy over a period is very useful. In this
case, we may say that x(t ) and its Fourier series representation are indistinguishable.
Alternative set of conditions developed by Dirichlet that guarantees the equivalence of the signal
and its Fourier series representation:
∫T
x (t ) dt < ∞ , (3.45)
1 1
ak =
T ∫T
x(t)e − jkω 0 t dt = ∫ x(t ) dt < ∞ .
T T
(3.46)
1
x( t ) = , 0 < t < 1.
t
Condition 2: In any finite interval of time, x(t ) is of bounded variation; that is, there are no
more than a finite number of maxima and minima during a single period of the signal.
2π
x(t ) = sin , 0 < t ≤ 1, (3.47)
t
Condition 3: In any finite interval of time, there are only a finite number of discontinuities.
Furthermore, each of these discontinuities is finite.
x(t ) = 1 , 0 ≤ t < 4 , x(t ) = 1 / 2 , 4 ≤ t < 6 , x(t ) = 1 / 4 , 6 ≤ t < 7 , x(t ) = 1 / 8 , 7 ≤ t < 7.5 , etc.
11/3 Yao
ELG 3120 Signals and Systems Chapter 3
The above are generally pathological in nature and consequently do not typically arise in
practical contexts.
Summary:
• For a periodic signal that has no discontinuities, the Fourier series representation converges
and equals to the original signal at all the values of t .
• For a periodic signal with a finite number of discontinuities in each period, the Fourier series
representation equals to the original signal at all the values of t except the isolated points of
discontinuity.
Gibbs Phenomenon:
Near a point, where x(t ) has a jump discontinuity, the partial sums x N (t ) of a Fourier series
exhibit a substantial overshoot near these endpoints, and an increase in N will not diminish the
amplitude of the overshoot, although with increasing N the overshoot occurs over smaller and
smaller intervals. This phenomenon is called Gibbs phenomenon.
12/3 Yao
ELG 3120 Signals and Systems Chapter 3
A large enough value of N should be chosen so as to guarantee that the total energy in these
ripples is insignificant.
Notation: suppose x(t ) is a periodic signal with period T and fundamental frequency ω 0 . Then if
the Fourier series coefficients of x(t ) are denoted by a k , we use the notation
x(t ) ←→
FS
ak ,
to signify the pairing of a periodic signal with its Fourier series coefficients.
13/3 Yao
ELG 3120 Signals and Systems Chapter 3
3.5.1 Linearity
Let x(t ) and y(t ) denote two periodic signals with period T and which have Fourier series
coefficients denoted by a k and b k , that is
x(t ) ←→
FS
a k and y (t ) ←→
FS
bk ,
then we have
z (t ) = Ax (t ) + By (t ) ←→
FS
c k = Aa k + Bb k . (3.48)
When a time shift to a periodic signal x(t ) , the period T of the signal is preserved.
If x(t ) ←→
FS
a k , then we have
x(t − t0 ) ←→
FS
e − jk ω0 t ak . (3.49)
If x(t ) ←→
FS
a k , then
x( −t ) ←→
FS
a −k . (3.50)
Time reversal applied to a continuous-time signal results in a time reversal of the corresponding
sequence of Fourier series coefficients.
If x(t ) is even, that is x(t ) = x(−t ) , the Fourier series coefficients are also even, a −k = a k .
Similarly, if x(t ) is odd, that is x( −t) = − x (t ) , the Fourier series coefficients are also odd,
a −k = − ak .
+∞
If x(t ) has the Fourier series representation x(t ) = ∑a e
k = −∞
k
jkω 0t
, then the Fourier series
14/3 Yao
ELG 3120 Signals and Systems Chapter 3
+∞
x(αt ) = ∑a e
k = −∞
k
jk (αω0 ) t
. (3.51)
The Fourier series coefficients have not changes, the Fourier series representation has changed
because of the change in the fundamental frequency.
3.5.5 Multiplication
Suppose x(t ) and y(t ) are two periodic signals with period T and that
x(t ) ←→
FS
ak ,
y (t ) ←→
FS
bk .
Since the product x(t ) y(t ) is also periodic with period T, its Fourier series coefficients hk is
∞
x(t ) y (t ) ←→
FS
hk = ∑a b
l = −∞
l k −l . (3.52)
The sum on the right-hand side of Eq. (3.52) may be interpreted as the discrete-time convolution
of the sequence representing the Fourier coefficients of x(t ) and the sequence representing the
Fourier coefficients of y(t ) .
Taking the complex conjugate of a periodic signal x(t ) has the effect of complex conjugation
and time reversal on the corresponding Fourier series coefficients. That is, if
x(t ) ←→
FS
ak ,
then
x * (t ) ←→
FS
a * −k . (3.53)
If x(t ) is real, that is, x(t ) = x * (t) , the Fourier series coefficients will be conjugate symmetric,
that is
a −k = a * k . (3.54)
15/3 Yao
ELG 3120 Signals and Systems Chapter 3
From this expression, we may get various symmetry properties for the magnitude, phase, real
parts and imaginary parts of the Fourier series coefficients of real signals. For example:
∞
1
∑ ak
2
T ∫T
2
x ( t ) dt = , (3.55)
k = −∞
Since
1 1
∫ ∫
2 2
jkω 0t
= dt = a k ,
2
a k e dt ak
T T T T
2
so that a k is the average power in the kth harmonic component.
Thus, Parseval’s Relation states that the total average power in a periodic signal equals the sum
of the average powers in all of its harmonic components.
16/3 Yao
ELG 3120 Signals and Systems Chapter 3
Differentiation dx(t ) 2π
jkω 0 ak = jk ak
dt T
Integration 1
∫
t
x (t )dt (finite valued and periodic only 1
ak = ak
jk (2π / T )
−∞
if a0 = 0 ) jkω 0
Im{ak } = − Im{a −k }
a k = a −k
∠a k = −∠a −k
Real and Even Signals x(t ) real and even ak real and even
Real and Odd Signals x(t ) real and odd ak purely imaginary and
odd
Even-Odd Decomposition
of Real Signals xe (t ) = Ev{x(t )} [x (t ) real ]
Re{a k }
xe (t ) = Od {x(t)} [x (t ) real ]
j Im{a k }
Parseval’s Relation for Periodic Signals
∞
1
x(t) dt = ∑ ak
2
∫
2
T T
k = −∞
17/3 Yao
ELG 3120 Signals and Systems Chapter 3
g (t )
1/ 2
t
−2 −1 1 2
− 1/ 2
The Fourier series representation can be obtained directly using the analysis equation (3.33). We
may also use the relation of g (t ) to the symmetric periodic square wave x(t ) discussed on page
8. Referring to that example, T = 4 and T1 = 1 ,
g (t ) = x(t − 1) − 1 / 2 . (3.56)
The time-shift property indicates that if the Fourier series coefficients of x(t ) are denoted by a k
the Fourier series coefficients of x(t − 1) can be expressed as
bk = a k e − jkπ / 2 . (3.57)
The Fourier coefficients of the dc offset in g (t ) , that is the term –1/2 on the right-hand side of
Eq. (3.56) are given by
0, for k ≠ 0
ck = 1 . (3.58)
− 2 , for k = 0
Applying the linearity property, we conclude that the coefficients for g (t ) can be expressed as
a k e − jkπ / 2 , for k ≠ 0
dk = 1 , (3.59)
a 0 − , for k = 0
2
sin(πk / 2) jk π / 2
replacing a k = e , then we have
kπ
sin(πk / 2) − jkπ / 2
e , for k ≠ 0
d k = πk . (3.60)
0, for k = 0
18/3 Yao
ELG 3120 Signals and Systems Chapter 3
Example: The triangular wave signal x(t ) with period T = 4 , and fundamental frequency
ω 0 = π / 2 is shown in the figure below.
x (t )
t
−2 2
The derivative of this function is the signal g (t ) in the previous preceding example. Denoting
the Fourier series coefficients of g (t ) by d k , and those of x(t ) by ek , based on the
differentiation property, we have
d k = jk (π / 2)e k . (3.61)
This equation can be expressed in terms of ek except when k = 0 . From Eq. (3.60),
2d k 2 sin(πk / 2) − jkπ / 2
ek = = e . (3.62)
jkπ j(kπ )
2
For k = 0 , e0 can be simply calculated by calculating the area of the signal under one period and
divide by the length of the period, that is
e0 = 1 / 2 . (3.63)
Example: The properties of the Fourier series representation of periodic train of impulse,
∞
x( t ) = ∑ δ (t − kT ) .
k = −∞
(3.64)
We use Eq. (3.33) and select the integration interval to be − T / 2 ≤ t ≤ T / 2 , avoiding the
placement of impulses at the integration limits.
1 T/2 1
ak = ∫
T −T / 2
δ (t )e − jk ( 2π / T )t dt = .
T
(3.65)
All the Fourier series coefficients of this periodic train of impulse are identical, real and even.
19/3 Yao
ELG 3120 Signals and Systems Chapter 3
The periodic train of impulse has a straightforward relation to square-wave signals such as g (t )
on page 8. The derivative of g (t ) is the signal q (t ) shown in the figure below,
x (t )
− 2T −T T 2T
g (t )
− 2T −T T − T1 T1 T T 2T
−
2 2
q (t )
T1
T − T1 T
−
2 2
which can also interpreted as the difference of two shifted versions of the impulse train x(t ) .
That is,
Based on the time-shifting and linearity properties, we may express the Fourier coefficients b k of
q (t ) in terms of the Fourier series coefficient of a k ; that is
bk = jkω 0 c k , (3.68)
20/3 Yao
ELG 3120 Signals and Systems Chapter 3
2T1
c0 = . (3.70)
T
Example: Suppose we are given the following facts about a signal x(t )
Show that the information is sufficient to determine the signal x(t ) to within a sign factor.
• According to Fact 3, x(t ) has at most three nonzero Fourier series coefficients a k : a −1 , a 0
and a1 . Since the fundamental frequency ω 0 = 2π / T = 2π / 4 = π / 2 , it follows that
• Since x(t ) is real (Fact 1), based on the symmetry property a 0 is real and a1 = a *−1 .
Consequently,
( ) { }
x(t ) = a 0 + a1e jπt / 2 + a1 e j πt / 2 * = a0 + 2 Re a1 e jπt / 2 . (3.72)
• Based on the Fact 4 and considering the time-reversal property, we note that a −k corresponds
to x(−t ) . Also the multiplication property indicates that multiplication of kth Fourier series
by e − jkπ / 2 corresponds to the signal being shifted by 1 to the right. We conclude that the
coefficients b k correspond to the signal x( −(t − 1)) = x(−t + 1) , which according to Fact 4
must be odd. Since x(t ) is real, x(−t + 1) must also be real. So based the property, the
Fourier series coefficients must be purely imaginary and odd. Thus, b0 = 0 , b−1 = −b1 .
• Since time reversal and time shift cannot change the average power per period, Fact 5 holds
even if x(t ) is replaced by x(−t + 1) . That is
1 1
∫
2
x(−t + 1) dt = . (3.73)
4 4 2
21/3 Yao
ELG 3120 Signals and Systems Chapter 3
b1 + b−1 = 1 / 2 .
2 2
(3.74)
• Finally we translate the conditions on b0 and b1 into the equivalent statement on a 0 and
a1 . First, since b0 = 0 , Fact 4 implies that a 0 = 0 . With k = 1 , this condition implies that
a1 = e − j π / 2 b−1 = − jb−1 = jb1 . Thus, if we take b1 = j / 2 , a1 = −1 / 2 , from Eq. (3.72),
x(t ) = − cos(πt / 2) . Alternatively, if we take b1 = − j / 2 , the a1 = 1 / 2 , and therefore,
x(t ) = cos(πt / 2) .
The Fourier series representation of a discrete-time periodic signal is finite, as opposed to the
infinite series representation required for continuous-time periodic signals
The fundamental period is the smallest positive N for which Eq. (3.75) holds, and the
fundamental frequency is ω 0 = 2π / N .
The set of all discrete-time complex exponential signals that are periodic with period N is given
by
All of these signals have fundamental frequencies that are multiples of 2π / N and thus are
harmonically related.
There are only N distinct signals in the set given by Eq. (3.76); this is because the discrete-time
complex exponentials which differ in frequency by a multiple of 2π are identical, that is,
22/3 Yao
ELG 3120 Signals and Systems Chapter 3
The representation of periodic sequences in terms of linear combinations of the sequences φ k [n]
is
Since the sequences φ k [n] are distinct over a range of N successive values of k, the summation in
Eq. (3.78) need include terms over this range. We indicate this by expressing the limits of the
summation as k = N . That is,
x[n] = ∑ a φ [ n] = ∑ a e
k= N
k k
k= N
k
jkω 0n
= ∑ ak e jk ( 2π / N ) n .
k= N
(3.79)
Eq. (3.79) is referred to as the discrete-time Fourier series and the coefficients ak as the Fourier
series coefficients.
x[n] = ∑ a φ [ n] = ∑ a e
k= N
k k
k= N
k
jkω 0 n
= ∑a e
k= N
k
jk ( 2π / N ) n
, (3.80)
∑ ∑
1 − jkω0 n 1 − jk ( 2π / N ) n . (3.81)
ak = x[ n ]e = x[ n ]e
N n= N N n= N
Eq. (3.80) is called synthesis equation and Eq. (3.81) is called analysis equation.
x[n] is periodic only if 2π / ω 0 is an integer, or a ratio of integer. For the case the when 2π / ω 0
is an integer N, that is, when
2π
ω0 = , (3.83)
N
x[n] is periodic with the fundamental period N. Expanding the signal as a sum of two complex
exponentials, we get
23/3 Yao
ELG 3120 Signals and Systems Chapter 3
1 j ( 2π / N )n 1 − j ( 2π / N ) n
x[n ] = e − e , (3.84)
2j 2j
1 1
a1 = , a−1 = − , (3.85)
2j 2j
and the remaining coefficients over the interval of summation are zero. As discussed previously,
these coefficients repeat with period N.
The Fourier series coefficients for this example with N = 5 are illustrated in the figure below.
2πM
ω0 = , (3.86)
N
Assuming the M and N do not have any common factors, x[n] has a fundamental period of N.
Again expanding x[n] as a sum of two complex exponentials, we have
1 jM ( 2π / N )n 1 − jM ( 2π / N ) n
x[n ] = e − e , (3.87)
2j 2j
24/3 Yao
ELG 3120 Signals and Systems Chapter 3
2π 2π 4π π
x[n ] = 1 + sin n + 3 cos n + cos n+ .
N N N 2
3 1 3 1 1 1
x[n ] = 1 + ( + )e j ( 2π / N ) n + ( − )e − j ( 2π / N ) n + e jπ / 2 e j 2( 2π / N ) n + e − jπ / 2 e − j 2 ( 2π / N )n .
2 2j 2 2j 2 2
a0 = 1 ,
3 1 3 1
a1 = + = − j,
2 2j 2 2
3 1 3 1
a −1 = − = + j,
2 2j 2 2
1
a2 = j ,
2
1
a −2 = − j .
2
with a k = 0 for other values of k in the interval of summation in the synthesis equation. The real
and imaginary parts of these coefficients for N = 10 , and the magnitude and phase of the
coefficients are depicted in the figure below.
25/3 Yao
ELG 3120 Signals and Systems Chapter 3
N1
1
ak =
N
∑e
n= − N 1
− jk ( 2π / N ) n
, (3.88)
26/3 Yao
ELG 3120 Signals and Systems Chapter 3
1 2 N1 − jk ( 2π / N )(m − N1 ) 1 jk ( 2π / N ) N1 2 N1 − jk (2π / N ) m
ak = ∑ e = e ∑e , (3.89)
N n= 0 N n =0
1 jk ( 2π / N ) N1 1 − e jk 2π ( 2 N1 +1) / N 1 sin[2πk ( N 1 + 1 / 2) / N ]
ak = e − jk ( 2π / N )
= , k ≠ 0, ± N , ± 2 N , .... (3.90)
N 1− e N sin( π k / N )
and
2 N1 + 1
ak = , k = 0, ± N , ± 2 N , .... (3.91)
N
The coefficients a k for 2 N 1 + 1 = 5 are sketched for N = 10, 20, and 40 in the figure below.
The partial sums for the discrete-time square wave for M = 1, 2, 3, and 4 are depicted in the
figure below, where N = 9 , 2 N 1 + 1 = 5 .
We see for M = 4 , the partial sum exactly equals to x[n] . In contrast to the continuous-time
case, there are no convergence issues and there is no Gibbs phenomenon.
27/3 Yao
ELG 3120 Signals and Systems Chapter 3
28/3 Yao
ELG 3120 Signals and Systems Chapter 3
only if a0 = 0 )
Conjugate Symmetry for x[n] real a k = a * −k
Real Signals Re{a } = Re{a }
k −k
Im{ak } = − Im{a −k }
a k = a −k
∠a k = −∠a −k
Real and Even Signals x[n] real and even ak real and even
Real and Odd Signals x[n] real and odd ak purely imaginary and odd
xe [n] = Ev{x[n ]} [x[n ] real ]
Even-Odd Decomposition
of Real Signals Re{a k }
xe [n] = Od {x[n]} [x[n] real] j Im{a k }
Parseval’s Relation for Periodic
Signals
∑ x[ n] = ∑ ak
1 2 2
3.7.1 Multiplication
Eq. (3.92) is analogous to the convolution, except that the summation variable is now restricted
to in interval of N consecutive samples. This type of operation is referred to as a Periodic
Convolution between the two periodic sequences of Fourier coefficients.
The usual form of the convolution sum, where the summation variable ranges from − ∞ to + ∞ ,
is sometimes referred to as Aperiodic Convolution.
29/3 Yao
ELG 3120 Signals and Systems Chapter 3
x[ n] − x[ n − 1] ←→
FS
(
1 − e − jk ( 2π / N ) a k ) . (3.93)
1
∑ = ∑ ak
2 2.
x [ n ]
T n=< N > k =< N >
(3.94)
3.7.4 Examples
x[n]
2
n
-5 0 5
x1 [n]
1
n
-5 0 5
x2 [n]
1
n
-5 0 5
30/3 Yao
ELG 3120 Signals and Systems Chapter 3
The signal x[n] may be viewed as the sum of the square wave x1 [n] with Fourier series
coefficients b k and x 2 [n] with Fourier series coefficients c k .
a k = bk + c k , (3.95)
1 sin( 3πk / 5)
5 sin(πk / 5) , for k ≠ 0, ± 5, ± 10, ....
bk = . (3.96)
,3
for k = 0, ± 5, ± 10, ....
5
The sequence x 2 [n] has only a dc value, which is captured by its zeroth Fourier series
coefficient:
1 4
c0 = ∑ x [n] = 1 ,
5 n= 0 2
(3.97)
Since the discrete-time Fourier series coefficients are periodic, it follows that ck = 1 whenever k
is an integer multiple of 5.
1 sin( 3πk / 5)
5 sin(πk / 5) , for k ≠ 0, ± 5, ± 10, ....
ak = (3.98)
8 , for k = 0, ± 5, ± 10, ....
5
Example: Suppose we are given the following facts about a sequence x[n] :
∑
7
3. n= 2
(−1) n x[n] = 1 .
4. x[n] has minimum power per period among the set of signals satisfying the preceding three
conditions.
1 5 1
• From Fact 2, we have a 0 = ∑
6 n =0
x[ n] = .
3
1 7 1
• Note that (−1) n = e − j πn = e − j ( 2π / 6)3 n , we see from Fact 3 that a 3 =
6
∑ 2
x[ n]e − j 3( 2π / N ) n = .
6
• From Parseval’s relation, the average power in x[n] is
31/3 Yao
ELG 3120 Signals and Systems Chapter 3
5
P = ∑ ak .
2
k =0
Since each nonzero coefficient contributes a positive amount to P, and since the values of a 0 and
a3 are specified, the value of P is minimized by choosing a1 = a 2 = a 4 = a5 = 0 . It follows that
1 1
x[n ] = a0 + a 3 e jπn = + (−1) n ,
3 6
1/2
x[n]
1/6
n
-5 0 5
We have seen that the response of a continuous-time LTI system with impulse response h(t ) to a
complex exponential signal e st is the same complex exponential multiplied by a complex gain:
y (t ) = H (s )e st ,
where
∞
H (s ) = ∫ h (τ )e − sτ dτ , (3.99)
−∞
In particular, for s = jω , the output is y (t ) = H ( jω)e jωt . The complex functions H (s) and
H ( jω ) ?are called the system function (or transfer function) and the frequency response,
respectively.
By superposition, the output of an LTI system to a periodic signal represented by a Fourier series
+∞ +∞
x( t ) = ∑ a k e jkω 0t =
k = −∞
∑a e
k = −∞
k
jk ( 2π / T ) t
is given by
32/3 Yao
ELG 3120 Signals and Systems Chapter 3
+∞
y (t ) = ∑a
k = −∞
k H ( jkω 0 )e jkω 0t . (3.99)
That is, the Fourier series coefficients b k of the periodic output y(t ) are given by
bk = ak H ( jkω 0 ) , (3.100)
Similarly, for discrete-time signals and systems, response h[n] to a complex exponential signal
e j ωn is the same complex exponential multiplied by a complex gain:
where
∞
H (e j ω ) = ∑ h[n]e
n = −∞
− jωn
. (3.102)
+3
1
Example: Suppose that the periodic signal x(t ) = ∑a e
k = −3
k
jk 2π t
with a 0 = 1 , a1 = a−1 =
4
,
1 1
a 2 = a −2 = , and a 3 = a −3 = is the input signal to an LTI system with impulse response
2 3
h(t ) = e −t u (t )
To calculate the Fourier series coefficients of the output y(t ) , we first compute the frequency
response:
∞
∞ 1 1
H ( jω ) = ∫ e e −τ − jωτ
dτ = e −τ e −ωτ = , (3.103)
0 1 + jω 0
1 + jω
The output is
+3
y (t ) = ∑b e
k = −3
k
jk 2πt
, (3.104)
1 1 1 1
b0 = 0 , b1 = , b−1 = ,
4 1 + j 2π 4 1 − j 2π
33/3 Yao
ELG 3120 Signals and Systems Chapter 3
1 1 1 1
b2 = , b−2 = ,
4 1 + j 4π 4 1 − j 4π
1 1 1 1
b3 = , b−3 = .
4 1 + j6π 4 1 − j6π
Example: Consider an LTI system with impulse response h[n ] = α n u[n] , − 1 < α < 1 , and with
the input
2πn
x[n ] = cos . (3.105)
N
1 1
x[n ] = e j ( 2π / N ) n + e − j (2π / N ) n .
2 2
( )
∞ ∞
1
H (e j ω ) = ∑ α n e − jωn = ∑ α e − j ω
n
= . (3.106)
n =0 n =0 1 − α e − jω
y[ n] =
1
2
( ) 1
( )
H e j 2 π / N e j ( 2 π / N ) n + H e − j 2 π / N e − j ( 2 π / N )n
2
. (3.107)
1 1 j ( 2 π / N )n 1 1 − j ( 2π / N ) n
= e + e
2 1 − α e − jω 2 1 − α e − jω
34/3 Yao
ELG 3120 Signals and Systems Chapter 3
3.9 Filtering
Filtering – to change the relative amplitude of the frequency components in a signal or eliminate
some frequency components entirely.
Filtering can be conveniently accomplished through the use of LTI systems with an appropriately
chosen frequency response.
LTI systems that change the shape of the spectrum of the input signal are referred to as
frequency-shaping filters.
LTI systems that are designed to pass some frequencies essentially undistorted and significantly
attenuate or eliminate others are referred to as frequency-selective filters.
Example: A first-order low-pass filter with impulse response h(t ) = e −t u (t ) cuts off the high
frequencies in a periodic input signal, while low frequency harmonics are mostly left intact. The
frequency response of this filter
+∞ 1
H ( jω ) = ∫
0
e −τ e − jωτ dτ =
1 + jω
. (3.107)
We can see that as the frequency ω increase, the magnitude of the frequency response of the
filter H ( jω ) decreases. If the periodic input signal is a rectangular wave, then the output signal
will have its Fourier series coefficients b k given by
sin( kω 0T1 )
bk = a k H ( jkω 0 ) = , k ≠0 (3.108)
kπ (1 + jkω 0 )
2T1
b0 = a 0 H ( 0) = . (3.109)
T
The reduced power at high frequencies produced an output signal that is smother than the input
signal.
t
−T − T1 T1 T
35/3 Yao
ELG 3120 Signals and Systems Chapter 3
The first-order RC circuit is one of the electrical circuits used to perform continuous-time
filtering. The circuit can perform either Lowpass or highpass filtering depending on what we
take as the output signal.
v r (t )
+
v s (t ) -
v c (t )
If we take the voltage cross the capacitor as the output, then the output voltage is related to the
input through the linear constant-coefficient differential equation:
dvc (t )
RC + vc (t ) = v s (t ) . (3.111)
dt
Assuming initial rest, the system described by Eq. (3.111) is LTI. If the input is vs (t ) = e jωt , we
must have voltage output vc (t ) = H ( jω )e jωt . Substituting these expressions into Eq. (3.111), we
have
RC
d
dt
[ ]
H ( jω )e jωt + H ( jω )e jωt = e j ωt , (3.112)
or
36/3 Yao
ELG 3120 Signals and Systems Chapter 3
1
Then we have H ( jω ) = . (3.114)
1 + RCj ω
1 −t / RC
h(t ) = e u (t ) , (3.115)
RC
h(t ) = (1 − e −t / RC )u (t ) , (3.116)
37/3 Yao
ELG 3120 Signals and Systems Chapter 3
If we choose the output from the resistor, then we get an RC highpass filter.
Form the eigenfunction property of complex exponential signals, if x[n ] = e jωn , then
y[ n] = H (e jω )e j ωn , where H (e j ω ) is the frequency response of the system.
1
H (e j ω ) = . (3.117)
1 − ae − jω
1 − a n+1
s[n] = u[n ] . (3.119)
1− a
From the above plots we can see that for a = 0.6 the system acts as a Lowpass filter and
a = −0.6 , the system is a highpass filter. In fact, for any positive value of a < 1 , the system
approximates a highpass filter, and for any negative value of a > −1 , the system approximates a
38/3 Yao
ELG 3120 Signals and Systems Chapter 3
highpass filter, where a controls the size of bandpass, with broader pass bands as a in
decreased.
The trade-off between time domain and frequency domain characteristics, as discussed in
continuous time, also exists in the discrete-time systems.
M
y[ n] = ∑ b x[n − k ] .
k =− N
k (3.120)
It is a weighted average of the (N + M + 1) values of x[n] , with the weights given by the
coefficients b k .
One frequently used example is a moving-average filter, where the output of y[n] is an average
of values of x[n] in the vicinity of n0 - the result corresponding a smooth operation or lowpass
filtering.
An example: y[ n] =
1
(x[ n − 1] + x[n] + x[ n + 1]) . (3.121)
3
h[n ] =
1
(δ [n − 1] + δ [ n] + δ [n + 1]) , (3.122)
3
H (e j ω ) =
3
(
1 jω
e + 1 + e − jω .) (3.123)
39/3 Yao
ELG 3120 Signals and Systems Chapter 3
M
1
y[ n] = ∑ b x[ n − k ] .
N + M + 1 k =− N k
(3.124)
1 M
1 sin[ω (M + N + 1) / 2]
jω
H (e ) = ∑
M + N + 1 k =− N
e − jω k =
M + N +1
e j ω [ ( N − M ) / 2]
sin(ω / 2)
. (3.125)
The frequency responses with different average window lengths are plotted in the figure below.
40/3 Yao
ELG 3120 Signals and Systems Chapter 3
x[n] − x[n − 1]
y[ n] = . (3.126)
2
H (e j ω ) =
1
2
( )
1 − e − jω = je jω / 2 sin(ω / 2) . (3.127)
41/3 Yao
ELG 3120 Signals and Systems Chapter 4
4.0 Introduction
Starting from the Fourier series representation for the continuous-time periodic square wave:
1, t < T1
x( t ) = , (4.1)
0, T1 < t < T / 2
x (t )
− 2T −T T − T1 T1 T T 2T
−
2 2
The Fourier coefficients a k for this square wave are
2 sin( kω 0 T1 )
ak = . (4.2)
kω 0 T
or alternatively
1/4 Yao
ELG 3120 Signals and Systems Chapter 4
2 sin(ωT1 )
Ta k = , (4.3)
ω ω = kω0
• Ta k becomes more and more closely spaced samples of the envelope, as T → ∞ , the Fourier
series coefficients approaches the envelope function.
This example illustrates the basic idea behind Fourier’s development of a representation for
aperiodic signals.
Based on this idea, we can derive the Fourier transform for aperiodic signals.
Suppose a signal x(t ) with a finite duration, that is, x(t ) = 0 for t > T1 , as illustrated in the
figure below.
2/4 Yao
ELG 3120 Signals and Systems Chapter 4
• As T → ∞ , ~
x (t ) = x(t) , for any infinite value of t .
+∞
~
x (t ) = ∑a e
k = −∞
k
jkω 0t
, (4.4)
1 T/2 ~
ak =
T ∫−T / 2
x (t )e − jk ω0 t dt . (4.5)
• Since ~
x (t ) = x(t) for t < T / 2 , and also, since x(t ) = 0 outside this interval, so we have
1 T/2 1 ∞
ak =
T ∫−T / 2
x(t)e − jkω 0 t dt = ∫ x (t )e − jkω 0t dt .
T −∞
∞
X ( jω ) = ∫ −∞
x(t )e − jωt dt . (4.6)
1
ak = X ( jkω 0 )
T
Then ~
x (t) can be expressed in terms of X ( jω ) , that is
+∞ +∞
1 1
~
x (t ) = ∑
k = −∞ T
X ( jkω 0 )e jk ω 0t =
2π
∑ X ( jkω
k = −∞
0 )e jk ω0 t ω 0 . (4.7)
3/4 Yao
ELG 3120 Signals and Systems Chapter 4
• As T → ∞ , ~
x (t ) = x(t) and consequently, Eq. (4.7) becomes a representation of x(t ) .
1 ∞
∫−∞
jω t
x( t ) = X ( j ω ) e dω Inverse Fourier Transform
2π (4.8)
and
∞
X ( j ω ) = ∫ x(t )e − jωt dt Fourier Transform (4.9)
−∞
If the signal x(t ) has finite energy, that is, it is square integrable,
∞ 2
∫−∞
x (t ) dt < ∞ , (4.10)
∞ 2
∫−∞
e(t ) dt = 0 . (4.11)
∞
∫−∞
x (t ) dt < ∞ , (4.12)
Condition 2: In any finite interval of time, x(t ) have a finite number of maxima and mi nima.
Condition 3: In any finite interval of time, there are only a finite number of discontinuities.
Furthermore, each of these discontinuities is finite.
4/4 Yao
ELG 3120 Signals and Systems Chapter 4
∞
∞ 1 1
X ( jω ) = ∫ e e − at − j ωt
dt = − e −( a+ jω )t = , a >0 (4.12)
0 a + jω 0
a + jω
If a is complex rather then real, we get the same result if Re{a} > 0
The Fourier transform can be plotted in terms of the magnitude and phase, as shown in the figure
below.
1 ω
X ( jω ) = , ∠X ( jω ) = − tan −1 . (4.13)
a +ω2 2
a
∞ ∞ 1 1 2a
∫ ∫ e at e − j ωt dt + ∫ e −at e − jωt dt =
−a t 0
X ( jω ) = e e − jωt dt = + = 2
−∞ −∞ 0 a − jω a + jω a + ω 2
The signal and the Fourier transform are sketched in the figure below.
5/4 Yao
ELG 3120 Signals and Systems Chapter 4
∞
X ( jω ) = ∫
−∞
δ (t )e − jωt dt = 1 . (4.15)
That is, the impulse has a Fourier transform consisting of equal contributions at all frequencies.
1, t < T1
x( t ) = . (4.16)
0, t > T1
x (t )
− T1 T1
∞ sin ωT1
∫ ∫
T1
X ( jω ) = x(t )e − j ωt dt = 1e − jωt dt = 2 .
−∞ −T1 ω
(4.17)
∞ 2
e(t ) = ∫ x(t ) − xˆ(t ) dt = 0 . (4.19)
−∞
xˆ(t ) converges to x(t ) everywhere except at the discontinuity, t = ±T1 , where xˆ(t ) converges to
½, which is the average value of x(t ) on both sides of the discontinuity.
In addition, the convergence of xˆ(t ) to x(t ) also exhibits Gibbs phenomenon. Specifically, the
integral over a finite-length interval of frequencies
6/4 Yao
ELG 3120 Signals and Systems Chapter 4
As W → ∞ , this signal converges to x(t ) everywhere, except at the discontinuities. More over,
the signal exhibits ripples near the discontinuities. The peak values of these ripples do not
decrease as W increases, although the ripples do become compressed toward the discontinuity,
and the energy in the ripples converges to zero.
1, ω <W
X ( jω ) = .
0, ω >W
1 sin Wt
∫
W
x( t ) = e jωt dω = .
2π −W πt
Comparing the results in the preceding example and this example, we have
→
FT
This means a square wave in the time domain, its Fourier transform is a sinc function. However,
if the signal in the time domain is a sinc function, then its Fourier transform is a square wave.
This property is referred to as Duality Property.
We also note that when the width of X ( jω ) increases, its inverse Fourier transform x(t ) will be
compressed. When W → ∞ , X ( jω ) converges to an impulse. The transform pair with several
different values of W is shown in the figure below.
7/4 Yao
ELG 3120 Signals and Systems Chapter 4
∞
x( t ) = ∑a e
k = −∞
k
jkω 0t
. (4.20)
∞
X ( jω ) = ∑ 2πa δ (ω −kω
k = −∞
k 0 ).
(4.21)
Example: If the Fourier series coefficients for the square wave below are given
x (t )
− 2T −T T − T1 T1 T T 2T
−
2 2
sin kω 0 T1
ak = , (4.22)
πk
∞
2 sin kω 0T1
X ( jω ) = ∑
k = −∞ k
δ (ω −kω 0 ) . (4.23)
8/4 Yao
ELG 3120 Signals and Systems Chapter 4
Example: The Fourier transforms for x(t ) = sin ω 0 t and x(t ) = cosω 0 t are shown in the figure
below.
9/4 Yao
ELG 3120 Signals and Systems Chapter 4
∞
Example: Calculate the Fourier transform for signal x(t ) = ∑ δ (t − kT ) .
k = −∞
1 +T / 2 1
ak = ∫
T −T / 2
δ (t )e − jω 0t = .
T
2π ∞
2πk
X ( jω ) =
T
∑ δ (ω −
k = −∞ T 0
).
The Fourier transform of a periodic impulse train in the time domain with period T is a periodic
impulse train in the frequency domain with period 2π / T , as sketched din the figure below.
If x(t ) ←→
F
X ( jω ) and y (t ) ←→
F
Y ( jω )
Then
10/4 Yao
ELG 3120 Signals and Systems Chapter 4
ax (t ) + by (t ) ←→
F
aX ( jω ) + bY ( jω ) . (4. 20)
If x(t ) ←→
F
X ( jω )
Then
x (t − t0 ) ←→
F
e − jω t0 X ( jω ) . (4. 20)
Or
Thus, the effect of a time shift on a signal is to introduce into its transform a phase shift, namely,
− ω 0t .
Example: To evaluate the Fourier transform of the signal x(t ) shown in the figure below.
x (t )
1.5
1
t
1 2 3 4
x 2 (t ) x1 ( t )
1 1
t t
3 3 1 1
− −
2 2 2 2
1
x (t ) = x1 (t − 2.5) + x2 (t − 2.5) . (4. 20)
2
x1 (t ) and x 2 (t ) are rectangular pulse signals and their Fourier transforms are
11/4 Yao
ELG 3120 Signals and Systems Chapter 4
2 sin(ω / 2) 2 sin( 3ω / 2)
X 1 ( jω ) = and X 2 ( jω ) =
ω ω
Using the linearity and time-shifting properties of the Fourier transform yields
sin(ω / 2) + 2 sin( 3ω / 2)
X ( j ω ) = e − j 5ω / 2
ω
If x(t ) ←→
F
X ( jω )
Then
x * (t ) ←→
F
X * (− jω ) . (4. 20)
∗
Since X * ( jω ) = ∫ x(t )e − jω t dt =
+∞ +∞
− ∞ ∫−∞
x * (t )e j ωt dt ,
+∞
X * (− jω ) = ∫ x * (t )e − jωt dt , (4. 20)
−∞
X (− jω ) = X * ( jω ) . (4. 20)
We can also prove that if x(t ) is both real and even, then X ( jω ) will also be real and even.
Similarly, if x(t ) is both real and odd, then X ( jω ) will also be purely imaginary and odd.
A real function x(t ) can be expressed in terms of the sum of an even function
xe (t ) = Ev{x(t )}and an odd function xo (t ) = Od {x (t )} . That is
x( t ) = xe ( t ) + xo ( t )
12/4 Yao
ELG 3120 Signals and Systems Chapter 4
From the preceding discussion, F {x e (t )} is real function and F {x o (t )} is purely imaginary. Thus
we conclude with x(t ) real,
x(t ) ←→
F
X ( jω )
Ev{x(t)}←→
F
Re{X ( jω )}
Od {x (t )}←→
F
j Im{X ( jω )}
Example: Using the symmetry properties of the Fourier transform and the result
1
e −at u (t) ←→
F
to evaluate the Fourier transform of the signal x(t ) = e − a t , where a > 0 .
a + jω
e − at u (t) + e at u( −t )
Since x (t ) = e − a t = e − at u(t ) + e at u ( −t ) = 2 = 2 Ev{e u (t )},
− at
2
1 2a
So X ( jω ) = 2 Re = 2
a + jω a + ω
2
If x(t ) ←→
F
X ( jω )
Then
dx(t ) F
←→ jωX ( jω ) . (4. 20)
dt
1
∫
t
x (τ )dτ ←→
F
X ( jω ) + πX (0)δ (ω )
−∞ jω . (4. 20)
Example: Consider the Fourier transform of the unit step x(t ) = u (t) .
It is know that
13/4 Yao
ELG 3120 Signals and Systems Chapter 4
g (t ) = δ (t ) ←→
F
1
x(t ) = ∫ g (τ ) dτ
t
−∞
1 1
X ( jω ) = + πG (0)δ (ω ) = + πδ (ω ) .
jω jω
where G (0) = 1 .
Example: Consider the Fourier transform of the function x(t ) shown in the figure below.
x(t) 1
1
1 −1 1
−1 t
t t
1 −1 −1
= 1
+ −1
dx(t )
g (t ) =
dt
From the above figure we can see that g (t ) is the sum of a rectangular pulse and two impulses.
2 sin ω
G ( jω ) = − e jω − e − jω
ω
G( jω ) 2 sin ω 2 cos ω
X ( jω ) = + πG(0)δ (ω ) = − .
jω jω 2 jω
It can be found X ( jω ) is purely imaginary and odd, which is consistent with the fact that x(t ) is
real and odd.
14/4 Yao
ELG 3120 Signals and Systems Chapter 4
x(t ) ←→
F
X ( jω ) ,
Then
1 jω
x( at) ←→
F
X( ). (4. 20)
a a
From the equation we see that the signal is compressed in the time domain, the spectrum will be
extended in the frequency domain. Conversely, if the signal is extended, the corresponding
spectrum will be compressed.
x( −t ) ←→
F
X (− jω ) . (4. 20)
That is, reversing a signal in time also reverses its Fourier transform.
4.3.6 Duality
The duality of the Fourier transform can be demonstrated using the following example.
0, t > T1 ω
15/4 Yao
ELG 3120 Signals and Systems Chapter 4
The symmetry exhibited by these two examples extends to Fourier transform in general. For any
transform pair, there is a dual pair with the time and frequency variables interchanged.
2
Example: Consider using duality and the result e − t ←→
F
X ( jω ) = to find the Fourier
1+ ω 2
transform G ( jω ) of the signal
2
g (t ) = .
1+ t 2
−t 2
Since e ←→
F
X ( jω ) = , that is,
1+ ω 2
1 ∞ 2 jωt
∫
−t
e = e dω ,
2π −∞ 1 + ω 2
∞ 2 − jωt
=∫
−t
2πe e dω
−∞ 1 + ω 2
Interchanging the names of the variables t and ω , we find that
∞ 2 − jωt 2
=∫
−ω −ω
2πe e dω ⇒ F −1 = 2πe .
−∞ 1 + t
1 + t
2 2
Based on the duality property we can get some other properties of Fourier transform:
dX ( jω )
− jtx (t ) ←→
F
dω
e jω 0t x(t ) ←→
F
X ( j (ω − ω 0 ))
1 ω
− x (t ) + πx( 0)δ (t ) ←→ ∫ x(η ) dη
F
jt − ∞
16/4 Yao
ELG 3120 Signals and Systems Chapter 4
If x(t ) ←→
F
X ( jω ) ,
We have
∞ 1 ∞
∫ x (t ) dt = ∫ X ( jω ) dω
2 2
−∞ 2π −∞
Parseval’s relation states that the total energy may be determined either by computing the energy
2
per unit time x(t ) and integrating over all time or by computing the energy per unit frequency
X ( jω ) / 2π and integrating over all frequencies. For this reason, X ( jω ) is often referred to
2 2
y (t ) = h(t ) ∗ x (t ) ←→
F
Y ( jω ) = H ( jω ) X ( jω )
The equation shows that the Fourier transform maps the convolution of two signals into product
of their Fourier transforms.
H ( jω ) , the transform of the impulse response, is the frequency response of the LTI system,
which also completely characterizes an LTI system.
dx(t )
y (t ) = .
dt
Y ( jω ) = jωX ( jω ) ,
Y ( jω
H ( jω ) = ) = jω .
X ( jω )
17/4 Yao
ELG 3120 Signals and Systems Chapter 4
y (t ) = ∫ x(τ )dτ .
t
−∞
The impulse response of an integrator is the unit step, and therefore the frequency response of
the system:
1
H ( jω ) = + πδ (ω ) .
jω
So we have
1
Y ( jω ) = H ( jω ) X ( jω ) = X ( jω ) + πX (0)δ (ω ) ,
jω
1
X ( jω ) = , and
b + jω
1
H ( jω ) = .
a + jω
Therefore,
1
Y ( jω ) = ,
(a + jω )(b + jω )
1 1 1
Y ( jω ) = −
b − a a + jω b + jω
The inverse transform for each of the two terms can be written directly. Using the linearity
property, we have
18/4 Yao
ELG 3120 Signals and Systems Chapter 4
y (t ) =
1
b−a
[
e −at u (t ) − e −bt u (t) . ]
We should note that when a = b , the above partial fraction expansion is not valid. However,
with a = b , we have
1
Y ( jω ) = ,
(a + jω )
2
1 d 1
= j
dω a + jω
Considering , and
(a + jω ) 2
1
e −at u (t) ←→
F
, and
a + jω
d 1
te −at u (t ) ←→
F
j a + jω ,
dω
so we have
Y (t ) = te −at u (t ) .
1 +∞
r (t ) = s(t ) p (t ) ←
→ R ( jω ) =
2π ∫
−∞
S ( jθ ) P ( j (ω − θ )) dθ
Multiplication of one signal by another can be thought of as one signal to scale or modulate the
amplitude of the other, and consequently, the multiplication of two signals is often referred to as
amplitude modulation.
19/4 Yao
ELG 3120 Signals and Systems Chapter 4
p(t ) = cos ω 0 t ,
then
P( jω ) = πδ (ω − ω 0 ) + πδ (ω + ω 0 ) .
1 +∞
R( jω ) =
2π ∫
−∞
S ( jω ) P ( j(ω − θ ))dθ
,
1 1
= S ( jω − ω 0 ) + S ( jω + ω 0 )
2 2
From the figure we can see that the signal is preserved although the information has been shifted
to higher frequencies. This forms the basic for sinusoidal amplitude modulation systems for
communications.
Example: If we perform the following multiplication using the signal r (t ) obtained in the
preceding example and p(t ) = cos ω 0 t , that is,
g (t ) = r (t) p (t )
20/4 Yao
ELG 3120 Signals and Systems Chapter 4
If we use a lowpass filter with frequency response H ( jω ) that is constant at low frequencies and
zero at high frequencies, then the output will be a scaled replica of S ( jω ) . Then the output will
be scaled version of s (t ) - the modulated signal is recovered.
21/4 Yao
ELG 3120 Signals and Systems Chapter 4
22/4 Yao
ELG 3120 Signals and Systems Chapter 4
23/4 Yao
ELG 3120 Signals and Systems Chapter 4
N
d k y (t) M d k x( t )
∑a k
dt k
= ∑ b k
dt k
, (4. 67)
k =0 k =0
Y ( jω )
H ( jω ) = , (4. 68)
X ( jω )
where X ( jω ) , Y ( jω ) and H ( jω ) are the Fourier transforms of the input x(t ) , output y(t ) and
the impulse response h(t ) , respectively.
N d k y( t ) M d k x( t )
F ∑ a k = F ∑ k b , (4. 69)
k =0 dt k k =0 dt k
N
d k y( t ) M d k x( t )
∑ k dt k ∑ k dt k .
a F = b F (4. 70)
k =0 k =0
∑
M
N M
Y ( jω ) bk ( j ω ) k
∑a ( jω ) Y ( jω ) = ∑ bk ( jω ) X ( jω )
k k
⇒ H ( jω ) = = k =0
(4. 71)
X ( jω ) ∑
k
a ( jω ) k
N
k =0 k =0
k =0 k
dy(t )
+ ay (t ) = x(t) , with a > 0 .
dt
24/4 Yao
ELG 3120 Signals and Systems Chapter 4
1
H ( jω ) = .
jω + a
Example: Consider a stable LTI system that is characterized by the differential equation
d 2 y( t ) dy(t ) dx (t )
2
+4 + 3 y (t) = + 2 x( t ) .
dt dt dt
( jω ) + 2 jω + 2
H ( jω ) = = .
( jω ) + 4( jω ) + 3 ( jω + 1)( jω + 3)
2
1/ 2 1/ 2
H ( jω ) = + .
jω + 1 jω + 3
1 −t 1
h(t ) = e u (t ) + e −3t u (t ) .
2 2
jω + 2
Example: Consider a system with frequency response of H ( jω ) = and suppose
( jω + 1)( jω + 3)
that the input to the system is
x( t ) = e − t u ( t ) ,
jω + 2 1 jω + 2
Y ( jω ) = H ( jω ) X ( jω ) = = ,
( jω + 1)( jω + 3) jω + 1 ( jω + 1) ( jω + 3) )
2
25/4 Yao
ELG 3120 Signals and Systems Chapter 4
1/ 4 1/ 2 1/ 4
Y ( jω ) = + + ,
jω + 1 ( jω + 1) 2
( jω + 3) )
By inspection, we get directly the inverse Fourier transform:
1 1 1
h(t ) = e −t + te −t − e −3t u (t ) .
4 2 4
26/4 Yao
ELG 3120 Signals and Systems Chapter 5
5.0 Introduction
• There are many similarities and strong parallels in analyzing continuous-time and discrete-
time signals.
• There are also important differences. For example, the Fourier series representation of a
discrete-time periodic signal is finite series, as opposed to the infinite series representation
required for continuous-time period signal.
• In this chapter, the analysis will be carried out by taking advantage of the similarities
between continuous-time and discrete-time Fourier analysis.
Consider a general sequence that is a finite duration. That is, for some integers N 1 and N 2 , x[n]
equals to zero outside the range N 1 ≤ n ≤ N 2 , as shown in the figure below.
We can construct a periodic sequence ~ x [n] using the aperiodic sequence x[n] as one period. As
~
we choose the period N to be larger, x [n] is identical to x[n] over a longer interval, as N → ∞ ,
~
x [n] = x[n] .
Based on the Fourier series representation of a periodic signal given in Eqs. (3.80) and (3.81), we
have
1/5 Yao
ELG 3120 Signals and Systems Chapter 5
~
x [ n] = ∑a e k
jk (2π / N ) n
, (5.1)
k =< N >
ak = ∑ ~x [n]e − jk (2π / N ) n
. (5.2)
k= N
N2 ∞
1 1
ak =
N
∑ x[n]e − jk ( 2π / N ) n = N
∑ x[n]e − jk ( 2π / N ) n
, (5.3)
k = N1 k = −∞
∞
jω
X (e ) = ∑ x[n ]e
n = −∞
− j ωn
, (5.4)
So a k can be written as
1
ak = X (e jkω 0 ) , (5.5)
N
Then ~
x [n] can be expressed as
1 1
~
x [n] = ∑
k =< N > N
X (e jk ω 0 )e jk (2π / N ) n =
2π
∑ X (e jk ω0
)e jk ( 2π / N ) nω 0 . (5.6)
k =< N >
As N → ∞ ~
x [n] = x[n] , and the above expression passes to an integral,
1
x[n ] =
2π ∫ 2π
X (e jω )e jωn dω , (5.7)
1
x[n ] =
2π ∫ 2π
X (e jω )e jωn dω , (5.8)
∞
X (e ) = jω
∑ x[n]e
n = −∞
− jω n
. (5.9)
2/5 Yao
ELG 3120 Signals and Systems Chapter 5
Eq. (5.8) is referred to as synthesis equation, and Eq. (5.9) is referred to as analysis equation
and X (e jkω 0 ) is referred to as the spectrum of x[n] .
∞ ∞ ∞
X (e jω ) = ∑ x[n]e − jωn = ∑ a n u[n ]e − jωn = ∑ ae − jω ( ) −n
=
1
1 − ae − jω
. (5.11)
n = −∞ n= −∞ n= 0
The magnitude and phase for this example are show in the figure below, where a > 0 and a < 0
are shown in (a) and (b).
∞ −1 ∞
X (e jω ) = ∑ a u[n ]e − jωn =
n = −∞
n
∑ a −n e − jωn + ∑ a n e − jωn
n = −∞ n =0
∞ ∞ ∞
X (e jω ) = ∑ a u[ n]e − jωn = ∑ a m e jωm + ∑ a n e − jωn
n
n = −∞ m =1 n =0
. (5.13)
jω
ae 1 1− a 2
= jω
+ − jω
=
1 − ae 1 − ae 1 − 2 a cos ω + a 2
3/5 Yao
ELG 3120 Signals and Systems Chapter 5
1, n ≤ N1
x[n ] = , (5.14)
0, n > N1
sin ω (N1 + 1 / 2 )
N1
X ( jω ) = ∑e
n= − N
− j ωn
=
sin (ω / 2 )
. (5.15)
1
5.1.3 Convergence
∞
The equation X (e jω ) = ∑ x[n ]e
n = −∞
− j ωn
converges either if x[n] is absolutely summable, that is
∑ x[n] < ∞ ,
n = −∞
(5.16)
∞ 2
4/5 Yao
ELG 3120 Signals and Systems Chapter 5
And there is no convergence issues associated with the synthesis equation (5.8).
1
∫
W
xˆ[ n] = X ( e jω )e jω n dω , (5.18)
2π −W
and xˆ[n ] = x[n ] for W = π . Therefore, the Gibbs phenomenon does not exist in the discrete-time
Fourier transform.
5/5 Yao
ELG 3120 Signals and Systems Chapter 5
x[n ] = e jω 0 n , (5.19)
its Fourier transform of this signal is periodic in ω with period 2π , and is given
+∞
jω
X (e ) = ∑ 2πδ (ω − ω
l = −∞
0
− 2πl ) . (5.20)
Now consider a periodic sequence x[n] with period N and with the Fourier series representation
x[n ] = ∑a e k
jk ( 2π / N ) n
. (5.21)
k =< N >
+∞
2πk
jω
X (e ) = ∑ 2πa δ (ω −
k = −∞
k
N
). (5.22)
1 jω0n 1 − jω0 n 2π
x[n ] = cos ω0 n = e + e , with ω 0 = , (5.23)
2 2 3
is given as
2π 2π
X (e jω ) = πδ ω − + πδ ω + , −π ≤ ω < π . (5.24)
3 3
6/5 Yao
ELG 3120 Signals and Systems Chapter 5
+∞
x[n ] = ∑δ [n − kN ] .
k = −∞
(5.25)
ak = ∑ x[n ]e − jk (2π / N ) n
. (5.26)
n =< N >
1
ak = . (5.27)
N
2π ∞
2πk
X (e jω ) =
N
∑ δ ω −
k = −∞ N
. (5.28)
7/5 Yao
ELG 3120 Signals and Systems Chapter 5
Notations to be used
X (e jω ) = F {x[n]},
{ }
x[n ] = F −1 X (e jω ) ,
x[n ] ←→
F
X (e jω ) .
( ) ( )
X e j (ω +2π ) = X e jω . (5.29)
5.3.2 Linearity
If x1 [n] ←→
F
X 1 (e j ω ) , and x 2 [n] ←→
F
X 2 (e j ω ) ,
then
If x[n ] ←→
F
X (e jω ) ,
then
x[ n − n0 ] ←→
F
e − jωn0 X ( e jω ) (5.31)
and
e jω0n x[ n] ←→
F
X ( e j (ω− ω0 ) ) (5.32)
8/5 Yao
ELG 3120 Signals and Systems Chapter 5
If x[n ] ←→
F
X (e jω ) ,
then
x *[n]←→
F
X * (e− jω ) (5.33)
X (e jω ) = X * (e− jω ) (5.34)
{ } { }
From this, it follows that Re X (e jω ) is an even function of ω and Im X (e j ω ) is an odd
function of ω . Similarly, the magnitude of X (e jω ) is an even function and the phase angle is
an odd function. Furthermore,
Ev{x[n]}←→
F
{
Re X (e jω , } (5.35)
and
Od {x[ n]}←→
F
{
j Im X (e jω . } (5.36)
If x[n ] ←→
F
X (e jω ) ,
then
For signal
n
y[ n] = ∑ x[ m] ,
m = −∞
(5.38)
9/5 Yao
ELG 3120 Signals and Systems Chapter 5
n +∞
1
∑
m = −∞
x[ m] ←→
1−e
F
− jω
X ( e ) + πX (e ) ∑ δ (ω − 2πk ) .
jω j0
m =−∞
(5.39)
The impulse train on the right-hand side reflects the dc or average value that can result from
summation.
For example, the Fourier transform of the unit step x[n ] = u[n ] can be obtained by using the
accumulation property.
n +∞ +∞
1 1
x[n ] = ∑ g[m] ←→
m = −∞
F
(
1 − e − jω)
G (e jω
) + π G ( e j0
) ∑
k = −∞
δ (ω − 2π k
(
) =
)
1 − e − jω
+ π ∑ δ (ω − 2πk ) .
k = −∞
(5.40)
If x[n ] ←→
F
X (e jω ) ,
then
x[−n] ←→
F
X (−e jω ) . (5.41)
1 jω
x( at) ←→
F
X . (5.42)
a a
For discrete-time signals, however, a should be an integer. Let us define a signal with k a
positive integer,
x[n / k ], if n is a multiple of k
x( k ) [n] = . (5.43)
0, if n is not a multiple of k
x( k ) [n] is obtained from x[n] by placing k − 1 zeros between successive values of the original
signal.
10/5 Yao
ELG 3120 Signals and Systems Chapter 5
+∞ +∞ +∞
X ( k ) (e j ω ) = ∑ x( k ) [n ]e − jωn =
n = −∞
∑ x ( k ) [rk ]e − jωrk =
r = −∞
∑ x[r ]e
r = −∞
− j ( kω ) r
= X (e jk ω ) . (5.44)
That is,
For k > 1 , the signal is spread out and slowed down in time, while its Fourier transform is
compressed.
Example: Consider the sequence x[n] displayed in the figure (a) below. This sequence can be
related to the simpler sequence y[n] as shown in (b).
x[n ] = y( 2 ) [n ] + 2 y (2 ) [ n − 1] ,
where
As can be seen from the figure below, y[n] is a rectangular pulse with N 1 = 2 , its Fourier
transform is given by
sin( 5ω / 2)
Y (e jω ) = e − j 2ω .
sin(ω / 2)
11/5 Yao
ELG 3120 Signals and Systems Chapter 5
sin( 5ω )
y ( 2) [n] ←→
F
e − j 4ω
sin(ω )
sin( 5ω )
2 y ( 2) [n − 1] ←→
F
2e − j 5ω
sin(ω )
sin( 5ω )
X (e jω ) = e − j 4ω (1 + 2e − jω ) .
sin(ω )
If x[n ] ←→
F
X (e jω ) ,
∞
Differentiate both sides of the analysis equation X (e jω ) = ∑ x[n ]e
n = −∞
− jωn
jω
dX (e ) +∞
= ∑ − jnx[n]e − jωn .
dω n= −∞
(5.46)
The right-hand side of the Eq. (5.46) is the Fourier transform of − jnx[n] . Therefore, multiplying
both sides by j , we see that
dX (e jω )
nx[n]←→ j F
dω . (5.47)
If x[n ] ←→
F
X (e jω ) , then we have
+∞
1
∑ x[n] = ∫
2
X (e jω ) dω
2
n = −∞ 2π 2π (5.48)
12/5 Yao
ELG 3120 Signals and Systems Chapter 5
Example: Consider the sequence x[n] whose Fourier transform X (e jω ) is depicted for
− π ≤ ω ≤ π in the figure below. Determine whether or not, in the time domain, x[n] is periodic,
real, even, and /or of finite energy.
• The periodicity in time domain implies that the Fourier transform has only impulses located
at various integer multiples of the fundamental frequency. This is not true for X (e jω ) . We
conclude that x[n] is not periodic.
• Since real-valued sequence should have a Fourier transform of even magnitude and a phase
function that is odd. This is true for X (e jω ) and ∠X (e jω ) . We conclude that x[n] is real.
• If x[n] is real and even, then its Fourier transform should be real and even. However, since
X (e jω ) = X (e jω ) e − j 2ω , X (e jω ) is not real, so we conclude that x[n] is not even.
2
• Based on the Parseval’s relation, integrating X (e j ω ) from − π to π will yield a finite
quantity. We conclude that x[n] has finite energy.
If x[n] , h[n] and y[n] are the input, impulse response, and output, respectively, of an LTI
system, so that
then,
Y (e jω ) = X (e jω ) H (e jω ) , (5.50)
13/5 Yao
ELG 3120 Signals and Systems Chapter 5
where X (e jω ) , H (e j ω ) and Y (e jω ) are the Fourier transforms of x[n] , h[n] and y[n] ,
respectively.
Example: Consider the discrete-time ideal lowpass filter with a frequency response H (e j ω )
illustrated in the figure below. Using − π ≤ ω ≤ π as the interval of integration in the synthesis
equation, we have
1 π
h[ n] =
2π ∫ −π
H (e j ω )e jωn dω
1 π sin ω c n
=
2π ∫
−π
e jωn dω =
πn
1
H (e j ω ) = ,
1 − α e − jω
and
1
X (e jω ) = ,
1 − β e − jω
so that
1
Y (e jω ) = H (e jω ) X (e jω ) = − jω
.
(1 − α e )(1 − β e − j ω )
14/5 Yao
ELG 3120 Signals and Systems Chapter 5
α β
−
A B α−β α −β
Y (e jω ) = + = + ,
(1 − α e ) (1 − β e ) (1 − α e ) (1 − β e − jω )
− jω − jω − jω
α β
y[ n] =
α−β
α n u[n] −
α−β
β n u[n ] =
1
α−β
( )
α n +1u[n ] − ββ n +1u[n ] .
For α = β ,
1
Y (e jω ) = , which can be expressed as
(1 − α e − j ω ) 2
j jω d 1
Y (e jω ) = e .
− jω
α dω 1 − α e
Using the frequency differentiation property, we have
d 1
nα n u[n] ←→ j
F
,
dω 1 − α e − j ω
d 1
(n + 1)α n +1u[n + 1] ←→ je jω
F
,
dω 1 − α e − jω
y[ n] = (n + 1)α n u[n + 1] .
y[ n] = (n + 1)α n u[n] .
Example: Consider the system shown in the figure below. The LTI systems with frequency
response H lp (e j ω ) are ideal lowpass filters with cutoff frequency π / 4 and unity gain in the
passband.
15/5 Yao
ELG 3120 Signals and Systems Chapter 5
⇒ W1 (e jω ) = X (e j (ω −π ) ) .
• W2 (e jω ) = H lp (e j ω ) X (e j (ω − π ) ) .
• w3 [ n] = (−1) n w2 [n ] = e jπn w2 [ n]
⇒ W3 (e j ω ) = W2 (e j (ω −π ) ) = H lp (e ( j ω − π ) ) X (e j (ω − 2π ) ) .
• W4 (e jω ) = H lp (e j ω ) ) X (e jω ) .
• [ ]
Y (e jω ) = W3 (e jω ) + W4 (e j ω ) = H lp (e ( j ω −π ) ) + H lp (e jω ) X (e j ω ) .
[ ]
H lp (e jω ) = H lp (e ( jω −π ) ) + H lp (e jω ) X (e jω ) ,
It is important to note that not every discrete-time LTI system has a frequency response. If an
LTI system is stable, then its impulse response is absolutely summable; that is,
+∞
∑ h[n] < ∞ ,
n = −∞
(5.51)
Consider y[n] equal to the product of x1 [n] and x 2 [n] , with Y (e jω ) , X 1 (e jω ) , and X 2 (e jω )
denoting the corresponding Fourier transforms. Then
16/5 Yao
ELG 3120 Signals and Systems Chapter 5
1
y[ n] = x1 [n] x2 [n ] ←→ ∫ X 1 (e jω ) X 2 (e j ( ω −θ ) ) dθ
F
(5.52)
2π 2π
Example: Consider the Fourier transform of a signal x[n] which the product of two signals; that
is
where
sin( 3πn / 4)
x1 [n] = , and
πn
sin(πn / 2)
x 2 [n ] = .
πn
1 π
X (e jω ) =
2π ∫
−π
X 1 (e jω ) X 2 (e j (ω −θ ) )dθ . (5.53)
Eq. (5.53) resembles aperiodic convolution, except for the fact that the integration is limited to
the interval of − π < θ < π . The equation can be converted to ordinary convolution with
integration interval − ∞ < θ < ∞ by defining
Then replacing X 1 ( e jω ) in Eq. (5.53) by Xˆ 1 (e jω ) , and using the fact that Xˆ 1 (e jω ) is zero for
− π < ω < π , we see that
1 π 1 ∞
X (e jω ) =
2π ∫
−π
X 1 (e jω ) X 2 (e j (ω −θ ) )dθ =
2π ∫
−∞
Xˆ 1 (e j ω ) X 2 (e j (ω −θ ) )dθ .
Thus, X (e jω ) is 1 / 2π times the aperiodic convolution of the rectangular pulse Xˆ 1 (e jω ) and the
periodic square wave X 2 (e jω ) . The result of thus convolution is the Fourier transform X (e jω ) ,
as shown in the figure below.
17/5 Yao
ELG 3120 Signals and Systems Chapter 5
18/5 Yao
ELG 3120 Signals and Systems Chapter 5
19/5 Yao
ELG 3120 Signals and Systems Chapter 5
5.7 Duality
For continuous-time Fourier transform, we observed a symmetry or duality between the analysis
and synthesis equations. For discrete-time Fourier transform, such duality does not exist.
However, there is a duality in the discrete-time series equations. In addition, there is a duality
relationship between the discrete-time Fourier transform and the continuous-time Fourier
series.
Consider the periodic sequences with period N, related through the summation
1
f [m ] = ∑ g (r )e − jr ( 2π / N ) m .
N r =< N >
(5.54)
1
f [ n] = ∑ N
g (− r )e jr ( 2π / N ) n . (5.55)
k =< N >
x[n] = ∑a e
k= N
k
jk ( 2π / N ) n
, (3.80)
1
ak =
N
∑ x[n]e
k= N
− jk ( 2π / N ) n
. (3.81)
1
we fond that g (− r ) corresponds to the sequence of Fourier series coefficients of f [n ] . That is
N
1
f [n] ←→
FS
g[− k ] . (5.56)
N
This duality implies that every property of the discrete-time Fourier series has a dual. For
example,
x[n − n 0 ] ←→
FS
a k e − jk ( 2π / N ) n 0 (5.57)
e jm ( 2π / N ) n ←→
FS
a k −m (5.58)
20/5 Yao
ELG 3120 Signals and Systems Chapter 5
are dual.
1 sin( 5πn / 9)
9 sin(πn/9) , n ≠ multiple of 9
x[n ] = (5.59)
5 , n = multiple of 9
9
We know that a rectangular square wave has Fourier coefficients in a form much as in Eq. (5.59).
Duality suggests that the coefficients of x[n] must be in the form of a rectangular square wave.
1, n ≤2
g[ n ] = , (5.60)
0, 2< n ≤4
The Fourier series coefficients b k for g[n] can be given (refer to example on page 27/3)
1 sin( 5πk / 9)
9 sin(πk/9) , k ≠ multiple of 9
bk = . (5.61)
5 , k = multiple of 9
9
1 2
bk = ∑ (1)e − j 2πnk / 9 . (5.62)
9 n =−2
Interchanging the names of the variable k and n and noting that x[n ] = bk , we find that
1 2
x[n ] = ∑
9 k =−2
(1)e − j 2πnk / 9 .
1 2
x[n ] = ∑
9 k =−2
(1)e + j 2πnk ' / 9 .
21/5 Yao
ELG 3120 Signals and Systems Chapter 5
Finally, moving the factor 1 / 9 inside the summation, we see that the right side of the equation
has the form of the synthesis equation for x[n] . Thus, we conclude that the Fourier coefficients
for x[n] are given by
1 / 9, k ≤2
ak = ,
0, 2< k ≤4
with period of N = 9 .
A general linear constant-coefficient difference equation for an LTI system with input x[n] and
output x[n] is of the form
N M
∑a
k =0
k y[n − k ] =∑ bk x[n − k ] ,
k =0
(5.63)
• The first way is to apply an input x[n ] = e jωn to the system, and the output must be of the
form H (e j ω )e j ωn . Substituting these expressions into the Eq. (5.63), and performing some
algebra allows us to solve for H (e j ω ) .
• The second approach is to use discrete-time Fourier transform properties to solve for
H (e j ω ) .
Y (e j ω )
jω
H (e ) = . (5.64)
X (e jω )
Applying the Fourier transform to both sides and using the linearity and time-shifting properties,
we obtain the expression
N M
∑ a k e − jkω Y (e jω ) = ∑ bk e − jkω X (e jω ) .
k =0 k =0
(5.65)
22/5 Yao
ELG 3120 Signals and Systems Chapter 5
or equivalently
∑
M
jω Y (e jω ) k =0
bk e − jk ω
H (e ) = = . (5.66)
X (e jω ) ∑ a e − jkω
N
k =0 k
Example: Consider the causal LTI system that is characterized by the difference equation,
Y (e jω ) 1
H (e j ω ) = = .
X (e ) 1 − ae jω
jω
h[n ] = a n u[n] .
Example: Consider a causal LTI system that is characterized by the difference equation
3 1
y[ n] − y[n − 1] + y[n − 2] = 2 x[n] .
4 8
1 2
H (e j ω ) = = .
1 − 12 e − jω
+ 18 e − j 2 ω
(1 − 4 e )(1 − 14 e − jω )
3 − jω
4 2
H (e j ω ) == − ,
1 − 12 e − jω
1 − 14 e − jω
n n
1 1
h[n ] = 4 u[n] − 2 u[n ] .
2 4
23/5 Yao
ELG 3120 Signals and Systems Chapter 5
2 1
Y (e jω ) = H (e jω ) X (e jω ) = 3 − jω 1 − jω 1 − jω
(1 − 4 e )(1 − 4 e ) 1 − 4 e
.
2
= − jω
(1 − e
3
4
)(1 − e − jω )(1 − 14 e − jω )
1
4
4 2 8
Y (e jω ) = H (e jω ) X (e jω ) = − − +
1 − 14 e − jω
(
1 − 14 e − jω )
2
1 − 12 e − j ω
1 n 1
n
1
2
y[ n] = − 4 − 2( n + 1) + 8 u[n ] .
2 4 2
24/5 Yao
Laplace Transform and Continuous-Time
Frequency Response
• We will see in Section 2 that the ROC is a region in the complex plane
which is bounded by lines parallel to the imaginary axis (i.e., the line
Re(s) = 0).
• Examples:
∞
1. The Laplace transform of δ(t) is −∞ δ(t)e−st dt = 1. The Laplace
R
1
As in the previous example, we note that the real part of (s − a)
should be greater than zero for e−(s−a)∞ to be well defined. The
requirement that the real part of (s−a) should be greater than zero
is equivalent to the requirement that the real part of s should be
greater than the real part of a, i.e., that Re(s) > Re(a). Hence, the
1
Laplace transform of eat u(t) is s−a with the ROC Re(s) > Re(a).
4. Consider the signal x(t) = e−at u(−t). The Laplace transform of
x(t) is
Z ∞ Z 0
X(s) = e−at u(−t)e−st dt = e−at e−st dt
−∞ −∞
(s+a)∞
Z 0 −1 + e
= e−(s+a)t dt = . (3)
−∞ s+a
2
• Given any signal x(t), the ROC of its Laplace transform is bounded by
a pole of X(s) in the sense that the boundary of the ROC has a pole
on it. If x(t) is causal, then the ROC of its Laplace transform lies to
the right hand side of all its poles and the boundary of the ROC is at
its rightmost pole.
• A system is BIBO
R∞
stable if and only if its impulse response satisfies
the property −∞ |h(t)|dt < ∞. This is equivalent to requiring that the
ROC of the Laplace transform of h(t) should include the imaginary axis.
For a causal signal, we know that the ROC of its Laplace transform
lies to the right hand side of all its poles with its boundary being at its
rightmost pole. Hence, for a causal signal, BIBO stability is equivalent
to requiring that all the poles should lie in the left half plane (i.e., the
half of the complex s plane containing complex numbers with negative
real parts).
3
Z ∞ Z ∞
= x1 (τ )x2 (t − τ )e−s(t−τ +τ ) dτ dt
−∞ −∞
Z ∞ Z ∞
= x1 (τ )e−sτ x2 (t − τ )e−s(t−τ ) dτ dt
−∞ −∞
Z ∞ Z ∞
= x1 (τ )e−sτ dτ x2 (τ1 )e−sτ1 dτ1
−∞ −∞
= X1 (s)X2 (s) (4)
where the dummy variable τ1 = t − τ was used.
3. Time shift in time domain is equivalent to modulation in
Laplace domain: If the Laplace transform of x(t) is X(s), then the
Laplace transform of x(t − t0 ) is e−st0 X(s).
Proof: By definition, the Laplace transform of x(t − t0 ) is
Z ∞ Z ∞
−st
x(t − t0 )e dt = x(t − t0 )e−s(t−t0 ) e−st0 dt
−∞ −∞
Z ∞
−st0
= e x(t1 )e−st1 dt1 = e−st0 X(s) (5)
−∞
4
Example: The Laplace transform of the signal x(t) = ejωt u(t) can
1
be found to be X(s) = s−jω . Therefore, the Laplace transform of
1 1
x∗ (t) = e−jωt u(t) is X ∗ (s∗ ) = (s∗ −jω) ∗ = s+jω .
5
Example: In previous examples, we found the Laplace transforms of
1 1
ejωt u(t) and e−jωt u(t) to be s−jω and s+jω , respectively. Therefore, the
Laplace transform of the signal x1 (t) = sin(ωt)u(t) is
" #
1 1 1
X1 (s) = −
2j s − jω s + jω
ω
= 2 . (12)
s + ω2
6
Alternative proof: Consider a system with the impulse response h(t) =
u(t), i.e, with the transfer function H(s) = 1s . If x(t) is the input to
Rt
this system, the output
Rt
is y(t) = u(t) ∗ x(t) = −∞ x(τ )dτ . Hence, the
1
transfer function of −∞ x(τ )dτ is H(s)X(s) = s X(s).
Example: The Laplace transform of u(t) is 1s . Hence, the Laplace
Rt
transform of tu(t) = −∞ u(τ )dτ is s12 . In general, by applying the
same procedure (n − 1) times, we find that the Laplace transform of
tn−1
the signal (n−1)! u(t) is s1n .
9. Multiplication by −t in time domain is equivalent to differen-
tiation in Laplace domain: If the Laplace transform of x(t) is X(s),
then the Laplace transform of −tx(t) is dX(s)
ds
.
Proof: By definition, the Laplace transform of −tx(t) is
Z ∞
−st
Z ∞ de−st
[−tx(t)]e dt = x(t) dt
−∞ −∞ ds
d Z∞ dX(s)
= x(t)e−st dt = . (16)
ds −∞ ds
1
Example: The Laplace transform of e−αt u(t) is s+α . Hence, the
−αt d 1 1
Laplace transform of −te u(t) is ds s+α = − (s+α)2 , i.e, the Laplace
1
transform of te−αt u(t) is (s+α) 2 . In general for any positive integer n,
tn−1 −αt 1
the Laplace transform of (n−1)!
e u(t) is (s+α)n
.
7
4.1 Inverse Laplace Transform Using Partial Fractions
In this method, we decompose the given function H(s) into partial fractions
and take the inverse Laplace transform of each term in the partial fraction.
Remember that the ROC of a causal signal is the right hand side of a line
parallel to the imaginary axis while the ROC of an anticausal signal is the left
hand side of a line parallel to the imaginary axis. Hence, the inverse Laplace
1
transform of s−a given the ROC Re(s) > Re(a) is eat u(t) while the inverse
1
Laplace transform of s−a given the ROC Re(s) < Re(a) is −eat u(−t). The
following examples will further illustrate the method of finding the inverse
Laplace transform by using partial fractions.
1
Example: Find the inverse Laplace transform of H(s) = (s+1)(s+2)
with the
ROC Re(s) > −1: Taking partial fractions, we have
1 1 1
= − . (17)
(s + 1)(s + 2) s+1 s+2
The poles of the two terms in the above equation are −1 and −2, respectively.
The given ROC is to the right hand side of both the lines Re(s) = −1 and
Re(s) = −2. Therefore, both terms in (17) yield causal terms. Hence,
h(t) = e−t u(t) − e−2t u(t). (18)
1
Example: Find the inverse Laplace transform of H(s) = (s+1)(s+2) with the
ROC −2 < Re(s) < −1: Taking partial fractions, we have
1 1 1
= − . (19)
(s + 1)(s + 2) s+1 s+2
The poles of the two terms in the above equation are −1 and −2, respectively.
The given ROC is to the right hand side of the line Re(s) = −2 and to the
left hand side of the line Re(s) = −1. Therefore, the first term in (19) yields
an anticausal term while the second term in (19) yields a causal term. Hence,
h(t) = −e−t u(−t) − e−2t u(t). (20)
1
Example: Find the inverse Laplace transform of H(s) = (s+1)(s+2)2
with the
ROC Re(s) > −1: Taking partial fractions, we obtain
1 1 −1 −1
2
= + + . (21)
(s + 1)(s + 2) s + 1 s + 2 (s + 2)2
8
As in the previous example, the given ROC implies that all the terms in (21)
yield causal terms. Hence,
By definition, h(t) is the response of the system when δ(t) is applied as the
input signal. Hence, h(t) satisfies the equation
9
We have guessed the form of h(t) to be as in (23). Hence, ḣ(t) and ḧ(t) are
of the form
Substituting the guessed forms of h(t), ḣ(t), and ḧ(t) into (25) and equating
the coefficients of δ(t), δ̇(t), e−t u(t), and e−2t u(t) on the two sides of the
equation, we get the following relations between c1 and c2 :
2c1 + c2 = 1
c1 + c2 = 0. (27)
Hence, c1 = 1 and c2 = −1. Therefore, from (23), h(t) = e−t u(t) − e−2t u(t).
where σ is any real constant such that the line (σ − j∞, σ + j∞) lies in the
ROC. Note that the line (σ − j∞, σ + j∞) is parallel to the imaginary axis.
(28) implies that if X(s) is known on the line (σ − j∞, σ + j∞), then x(t)
can be found which means that the values of X(s) for all values of s can be
found. In other words, all the information content in X(s) is encapsulated
within the values of X(s) on the line (σ − j∞, σ + j∞) in the sense that
knowing X(s) on the line (σ − j∞, σ + j∞) is equivalent to knowing X(s)
throughout the complex plane.
5 Frequency Response
If the input signal is the sinusoidal signal x(t) = Aejφ ejωt u(t), then
1
Y (s) = H(s)X(s) = H(s)Aejφ . (29)
s − jω
10
y(t) can be found by taking the (causal) inverse Laplace transform of Y (s).
This can be done, for instance, by partial fractions. If the system is BIBO
stable, then the terms in the partial fraction expansion corresponding to poles
of the system yield terms that exponentially go to zero as t → ∞. Hence,
for a BIBO stable system, it can be shown that the output signal resulting
due to the input signal x(t) = Aejφ ejωt u(t) converges at steady state to the
scaled and shifted sinusoidal signal
6 H(jω) jωt
ys (t) = Aejφ |H(jω)|ej e u(t). (30)
The same conclusion can also be reached using convolution. Assuming that
the system is BIBO stable, we can neglect the homogeneous response (i.e.,
the effect of initial conditions). Hence,
Z ∞
y(t) = h(τ )Aejφ ejω(t−τ ) u(t − τ )dτ.
−∞
Z t
= Ae e jφ jωt
h(τ )e−jωτ dτ. (31)
−∞
Similarly, for a BIBO stable system, the output signal resulting due to
the input signal x(t) = A sin(ωt + φ)u(t) converges at steady state to the
scaled and shifted sinusoidal signal
11
Chapter 5
z-transform
where the integral is taken as a line integral along a suitable closed contour C in the complex plane. While
the integral form of the inverse Laplace transform can be a powerful tool in the analysis of continuous-time
signals and systems, we can often avoid its direct evaluation by algebraically manipulating the expression for
X(s) such that it can be represented as a sum of terms, each of which can be immediately recognized as the
Laplace transform of a known signal x(t). Then, using linearity of the Laplace transform, we can construct
the inverse transform, term by term. We can view the inverse Laplace transform as a way of constructing
x(t), piece by piece, from many (an uncountably innite number, actually) simpler signals of the form est ,
where the amount of each such signal contained in the signal x(t) is given by X(s)ds. To determine how
much of each complex exponential signal est is contained in x(t), we have the Laplace transform formula
given by
ˆ∞
X(s) = x(t)e−st dt.
−∞
For signals that are zero, for negative time, this integral can be taken over positive time, giving the one-sided,
or unilateral Laplace transform,
ˆ∞
X(s) = x(t)e−st dt.
0
For many linear time-invariant (LTI) continuous-time systems, the relationship between the input and output
signals can be expressed in terms of linear constant coecient dierential equations. The one-sided Laplace
transform can be a useful tool for solving these dierential equations. For such systems, the Laplace transform
of the input signal and that of the output signal can be expressed in terms of a transfer function or system
function. In fact, many of the properties, such as causality or stability, of LTI systems can be conveniently
explored by considering the system function of the continous-time system. Another helpful property of the
Laplace transform is that it maps the convolution relationship between the input and output signals in the
time domain to a conceptually simpler multiplicative relationship. In this form, LTI systems can be thought
of in terms of how they change the magnitude and phase of each of the kernel signals est individually, and
then the output of the system is given by a superposition of each of these scaled kernel signals.
For discrete-time signals, we will see that an analogous relationship can be developed between signals
and systems using the z-transform. The discrete-time complex exponential signal, zn , where z is a complex
st
number, plays a similar role to the continuous-time complex exponential signal e . We have already seen
that discrete-time signals of this form play an important role in the analysis of linear, constant coecient
dierence equations (LCCDEs), through the their aid in developing the characteristic equation and nding
solutions to homogenous LCCDEs. There is great elegance in the mathematics linking discrete-time signals
and systems through the z-transform and we could delve deeply into this theory, devoting much more time
than we will be able to here. While our treatment of the z-transform will be limited in scope, we will see
that it is an equally valuable tool for the analysis of discrete-time signals and systems. We will use the
z-transform to solve linear constant-coecient dierence equations, as well as develop the notion of discrete-
time transfer functions. We can then use it to readily compute convolution and to analyze properties of
discrete-time linear shift-invariant systems.
We note that as with the Laplace transform, the z-transform is a function of a complex variable. The
transform itself can also take on complex values. As a result, it is a complex function of a complex variable.
∞
X
X(z) = x[n]z −n (5.1)
n=0
for all z such that (5.1) converges. Here, z is a complex variable and the set of values of z for which the
sum (5.1) converges is called the region of convergence (ROC) of the z-transform. The z-transform maps
sequences to functions and their associated region of convergence, such that X (z) is the z-transform of the
sequence {x[n]}∞
n=0 . When it is clear that we are discussing sequences dened for non-negative values of the
independent time axis, or n-axis, we will write x[n] simply, and omit the brace notation {}∞
n=0 indicating
the positive n axis. The sequences for which the z-transform is dened can be real-valued, or complex valued.
Note that the summation (5.1) multiplies x[n] by a complex geometric sequence of the form z −n , such that
the series will converge whenever |x[n]| grows no faster than exponentially. The region of convergence will be
all z such that the geometrically-weighted series (5.1) converges. This region will be all values of z outside
of some circle in the complex z-plane of radius R, the radius of convergence for the series (5.1) as depicted
in Figure (5.1).
When we call X(z) {x[n]}∞
the transform of the sequencen=0 , we imply a form of uniqueness for the z-
∞
transform. Namely, we imply that for a given sequence {x[n]}n=0 , there exists one and only one z-transform
X(z) and its associated region of convergence. Similarly, for a given z-transform X(z) , there exists one
∞
and only one sequence {x[n]}n=0 for which the series in (5.1)converges for |z| > R. The uniqueness for the
z-transform derives from properties of power series expansions of complex functions of complex variables.
Example Consider the sequence x[n] = 2n , dened for non-negative n as shown in Figure .
This discrete-time sequence has a z-transform given by
∞
X
X(z) = 2n z −n ,
n=0
∞
X
S= an
n=0
Figure 5.1: A typical region of convergence (ROC) for a unilateral z-transform. The radius of convergence,
R, is shown and the ROC is all values of z such that |z| > R.
where a is a complex number, we note that this is really shorthand notation for the limit
N
X
S = lim SN = lim an .
N →∞ N →∞
n=0
SN = (1 + a + a2 + . . . + aN ).
aSN = (a + a2 + . . . + aN + aN +1 ).
Subtracting, we obtain
SN − aSN = (1 − aN +1 )
SN (1 − a) = (1 − aN −1 ).
1 − aN +1
SN =
1−a
which is valid for all a 6= 1. Returning to the denition of S, we have that
1 − aN +1
S = lim SN = lim ,
N →∞ N →∞ 1−a
which will only be nite when |a| < 1, for which we have
1
S= .
1−a
This is a special case of the series
N2
X
S = an = (aN1 + aN1 +1 + . . . + aN2 )
n=N1
leading to
S(1 − a) = (aN1 − aN2 +1 )
or
aN1 − aN2 +1
S=
1−a
so long as a 6= 1.Note that this holds even for values of a that have magnitude greater than one. When
N2 = ∞ , we may consider
aN1 − aN2 +1 aN1
lim S = lim = ,
N2 →∞ N2 →∞ 1−a 1−a
1
so long as |a| < 1. When N1 = 0, this takes the form S= 1−a seen above. To summarize, we have seen that
N2
X aN1 − aN2 +1
an = , for a 6= 1 (5.2)
1−a
n=N1
and
∞
X aN1
an = , for |a| < 1 . (5.3)
1−a
n=N1
Now returning to our example, for x[n] = 2n , n ≥ 0, let us nd the ROC for X(z), the z-transform of x[n].
Is z=1 in the ROC of X(z)? Is z = 3 in the ROC? First consider z = 1.
∞
X
X(1) = 2n 1−n
n=0
X∞
= 2n ,
n=0
which clearly diverges. Therefore, z=1 is not in the ROC. Now consider z = 3.
∞
X
Z(3) = 2n 3−n
n=0
∞ n
X 2
=
n=0
3
1
= 2
1− 3
= 3.
Thus, X(z) is well-dened at z=3 and therefore z = 3 is a point in the ROC of X(z).
In this example, we saw that a larger value of z was in the ROC, whereas a smaller value was not. It
should not be a surprise that larger values of z are more likely to be in the ROC. Why so? Because, in the
denition of the z-transform, z is raised to a negative power and multiplied by the sequence x[n]. Therefore,
the z-transform is essentially a sum of the signal x[n] multiplied by either a damped or a growing complex
exponential signal z −n . Thus, larger values of z oer greater likelihood for convergence of the z-transform
sum, since these correspond to more rapidly decaying exponential signals. In general, X(z) converges for
all z that are large enough, that is, when z is suciently large, that the signal x[n]z =n becomes summable.
Specically, X(z) converges for all z such that |z| > R (for some R). Thus, the ROC of X(z) includes all
points z lying outside a circle of radius R, as illustrated in Figure 5.1. To discover the value of R for a given
sequence, we need only consider the convergence test that we need to apply when we try to compute the
z-transform sum.
For our example, we have
∞ n
X 2
,
n=0
z
which, when applying the formula (5.3)for a geometric series, yields
∞ n
X 2
X(z) = .
n=0
z
1 2
= 2 ,
<1
1− z z
z
= , |z| > 2,
z−2
that is the ROC of X(z) is |z| > 2. We can look at a more general example, such as that considered next.
Example
Consider the sequence x[n] = an , for n ≥ 0, where a is a possibly complex constant. To determine X(z),
we consider the sum
∞
X
X(z) = an z −n
n=0
∞
X a n
= ,
n=0
z
Example
Now, to determine the z-transform of a sequence of the form x[n] = nan , we can use linearity of the
n
transform to obtain the desired result. We know that for the sequence x[n] = a we have
∞
X z
X(z) = an z −n = , |z| > |a|
n=0
z−a
∞
!
d d X
n −n d z
X(z) = a z = , |z| > |a|
dz dz n=0
dz z−a
∞
X −a
= − nan z −n−1 = , |z| > |a|.
n=0
(z − a)2
∞
d X az
−z X(z) = nan z −n = , |z| > |a|.
dz n=0
(z − a)2
for X(z) the z-transform of x[n]. We can continue to dierentiate to obtain the relation
1 a2 z
n(n − 1)x[n] ⇔ , |z| > |a|,
2 (z − a)3
1 am z
n(n − 1) · · · (n − m + 1)an ⇔ , |z| > |a|.
m! (z − a)m+1
Example
We can use linearity of the z-transform to compute the z-transform of trigonometric functions, such as
x[n] = cos(ωn), for n ≥ 0. Note that rather than using x[n] = cos(ωn)u[n], we instead use the notation
n ≥ 0, since the unilateral z-transform for both sequences would be the same. From Euler's relation, we
have
∞
X
X(z) = cos(ωn)z −n
n=0
∞
X 1 jωn
= (e + e−jωn )z −n
n=0
2
∞ ∞
1 X jω −1 n 1 X −jω −1 n
= (e z ) + (e z )
2 n=0 2 n=0
1 1 1 1
= + , |z| > |ejω | = 1
2 1 − ejω z −1 2 1 − e−jω z −1
1 z 1 z
= + , |z| > 1
2z−e jω 2 z − e−jω
z(z − e−jω ) z(z − ejω )
1
= + , |z| > 1
2 z 2 − z(ejω + e−jω ) + 1 z 2 − z(ejω + e−jω ) + 1
z 2 − z cos(ω)
= , |z| > 1.
z 2 − 2z cos(ω) + 1
We could have shortened the derivation by using our knowledge that cos(ωn) is a sum of two complex
exponentials of the form an where a = e±jω and then use linearity together with our knowledge of the
z-transform for an . Let us now use this approach to nd the z-transform for x[n] = sin(ωn). We have that
1 jωn
− e−jωn
x[n] = e
2j
1 jω n 1 −jω n
= e − e
2j 2j
to which we can apply transform pairs we already know. From the z-transform of a single complex exponen-
tial, we have
1 z 1 z
X(z) = − , |z| > 1
2j z − ejω 2j z − e−jω
1 z(z − e−jω ) − z(z − ejω )
= , |z| > 1
2j z 2 − 2z cos(ω) + 1
z sin(ω)
= , |z| > 1.
z 2 − 2z cos(ω) + 1
Example
From the denition of the z-transform, it should be clear that the unit sample function, i.e. the discrete-
time impulse, has a z-transform
δ[n] ⇔ 1.
Similarly, directly from the denition of the z-transform, a discrete-time impulse at n = k, i.e. δ[n − k] has
the z-transform
δ[n − k] ⇔ z −k ,
so long as k ≥ 0. Note that if k < 0, then the summation for the unilateral z-transform will never see the
only non-zero term, and hence the z-transform will be zero for δ[n + k] for k > 0.
Another sequence for which we can apply knowledge of an existing transform is the unit step, u[n]. Note
that for n ≥ 0, the unit step is a complex exponential sequence of the form an for the specic case a = 1.
As a result, we know that the z-transform for u[n] is given by
z
u[n] ⇔ , |z| > 1.
z−1
5.3.1 Linearity
The unilateral z-transform is a linear operation, i.e. it satises superposition. This has been shown previously,
and we have that
Z(ay1 [n] + by2 [n]) = aY1 (z) + bY2 (z).
This is readily shown from the denition of the z-transform, i.e.
∞
X ∞
X ∞
X
(ay1 [n] + by2 [n])z −n = a y1 [n] + b y2 [n]
n=0 n=0 n=0
= aY1 (z) + bY2 (z).
This can be shown from linearity and delay property #1. Specically, we note that for n ≥ 0, we have that
k
X
y[n − k] = y[n − k]u[n − k] + y[−m]δ[n − k + m]
m=1
by simply adding back into the sequence the new values that shift into the region n ≥ 0 from the left.
We now can use linearity together with delay property #1 and the z-transform for a shifted discrete-time
impulse to obtain
k
X
Z(y[n − k]) = z −k Y (z) + y[−m]z −(k−m)
m=1
" k
#
X
−k m
= z Y (z) + y[−m]z .
m=1
∞
X
Z(y[n + k]u[n]) = y[n + k]z −n
n=0
∞
X
= zk y[n + k]z −(n+k)
n=0
X∞
= zk y[m]z −m
m=k
∞ k−1
!
X X
k −m −m
= z y[m]z − y[m]z
m=0 m=0
k−1
!
X
k −m
= z Y (z) − y[m]z .
m=0
5.3.5 Convolution
One of the useful properties of the z-transform is that it maps convolution in the time domain into multipli-
cation in the z-transform domain. We will show this here for the unilateral z-tranform and sequences that
are only nonzero for n ≥ 0 and revisit the more general case when we explore the two-sided z-transform.
Specally, we assume that x[n] = h[n] = 0, n < 0 and consider the convolution
∞
X
y[n] = h[m]x[n − m].
m=−∞
∞
X
Y (z) = y[n]z −n
n=0
X∞ ∞
X
= h[m]x[n − m]z −n
n=0 m=−∞
X∞ ∞
X
= h[m] x[n − m]z −n
m=−∞ n=0
∞
X
= h[m]X(z)z −m
m=−∞
∞
X
= X(z) h[m]z −m
m=−∞
= X(z)H(z),
where in the third line we used the delay property and that both sequences were zero for n < 0. When the
sequences x[n] and h[n] are not both zero for n < 0, then multiplication of one-sided z-transforms cam be
shown to be equivalent to convolution of the sequences x[n]u[n] and h[n]u[n], i.e.
∞
X n
X
x[n − k]y[n − k]h[k]u[k] = x[n − k]h[k] ←→ X(z)H(z),
k=−∞ k=0
where X(z) and H(z) are the one-sided z-transforms of the sequences x[n] and h[n].
1
y[n] = Y (z)z n−1 dz
2πj
which is an integral taken over a closed contour in a counter clockwise direction in the region of converge
of Y (z), as shown in Figure . Other inversion methods exist if Y (z) is a rational function (i.e., a ratio of
polynomials), e.g.,
b0 + b1 z + . . . + bM z M
Y (z) = .
a0 + a1 z + . . . + aN z N
Example
©A.C Singer and D.C. Munson, Jr. March 12, 2011
5.3 Properties of the unilateral z-transform 109
z
Y (z) =
z−a
a2
1 + az + z2
z − a)z
z−a
z 0+a+0
=
z−a 0 + a − az
2
2
0 + 0 + az
2
a3
0 + 0 + az − z2
Note that from the above series expansion, together with the denition of the unilateral z-transform, i.e.
Y (z) = y[0] + y[1]z −1 + y[2]z −2 + · · · , we can immediately identify all of the terms of the sequence y[n].
That is we have that
Y (z) = 1 + az −1 + a2 z −2 + a3 z −3 + · · ·
= y[0] + y[1]z −1 + y[2]z −2 + y[3]z −3 + · · · ,
m=1
∞
X
x[n] ⇔ X(z) = x[n]z −n ROCX
( n=0
1, n = 0
δ[n] = ⇔ 1 all z
6 0
0, n =
(
z −k , k ≥ 0
δ[n − k] ⇔ z 6= 1
0, k<0
z
an ⇔ |z| > |a|
z−a
az
nan ⇔ |z| > |a|
(z − a)2
az sin(ω)
an sin(ωn) ⇔ |z| > |a|
z 2 − 2az cos(ω) + a2
1 − az cos(ω)
an cos(ωn) ⇔ |z| > |a|
( z 2 − 2az cos(ω) + a2
1, n = 0 z
u[n] = ⇔ |z| > 1
0, n 6= 0 z−1
z
1 ⇔ |z| > 1
z−1
N
X Ak
X(z) = ,
z − zk
k=1
where the constants Ak are called the residues of X(z) . In this form, we can use a simple method to nd
the residues when all of the roots are distinct. We see that they can be obtained by the formula
Ak = (z − rk )X(z) |z=rk ,
since the term (z rk ) makes each term in the sum become zero when evaluated at z = rk , except for the
one term in the sum that had(z rk ) in the denominator. This term is has Ak in the numerator, and hence
yields the formula above.
Once we have expanded X(z) in this form, we can then read o the inverse transform as
N N N
X Ak X Ak z X
X(z) = = z −1 ⇔ x[n] = Ak rkn−1 u[n − 1],
z − zk z − rk
k=1 k=1 k=1
once again using a combination of the linearity property of the unilateral z-transform and the delay property.
We can see how this works in practice by looking at an example.
Example
We can use this approach to nd the inverse transform for the following unilateral z-transform:
z−1
Y (z) = .
(z − 2)(z − 3)
Now, we wish to nd the sequence y[n], for n ≥ 0. We have that
z−1 A1 A2
Y (z) = = + ,
(z − 2)(z − 3) z−2 z−3
so that when we multiply Y (z) by z−2 we obtain
(z − 2)A2
(z − 2)Y (z) = A1 + .
z−3
z−1 1
A1 = = = −1.
z−3 z=2 −1
Similarly we nd that
z−1 2
A2 = = = 2.
z−2 z=3 1
Putting these together yeilds that
−1 2
Y (z) = +
z−2 z−3
−1 z −1 z
= −z + 2z .
z−2 z−3
From the table of unilateral z-transform pairs, we have that
z
an ⇔ ,
z−a
and applying Delay Property #1, we ahve that
z
an−1 u[n − 1] ⇔ z −1 .
z−a
From the linearity of the z-transform, we can now invert each of the terms individually, and then put them
together to obtain
y[n] = −(2)n−1 u[n − 1] + 2(3)n−1 u[n − 1].
If we prefer, we can re-write this as
(
− 21 (2)n + 32 3n , n≥1
y[n] =
0, n=0.
We do not evaluate y[n] for values of n < 0, since the unilateral z-transform does not tell us anything about
this region. In this example, we needed to apply both linearity and Delay Property #1. We can avoid the
need to apply the delay property to each term, by expanding z =1 Y (z) in a PFE as
Y (z) A1 A2 A3
= + + .
z z z−2 z−3
Then we can obtain
A2 z A3 z
Y (z) = A1 + + ,
z−2 z−3
and each of the terms in this expansion can be inverted directly, without the need for the delay property.
Working out the details for this example, we have
Y (z) z−1
=
z z(z − 2)(z − 3)
A1 A2 A3
= + + ,
z z−2 z−3
and that
z−1 −1 1
A1 = = =− ,
(z − 2)(z − 3) z=0 (−2)(−3) 6
z−1 1 1
A1 = = =− ,
z(z − 3) z=2 (2)(−1) 2
z−1 2 2
A3 = = = .
z(z − 2) z=3 (3)(1) 3
Y (z) − 16 − 12 2
= + + 3
z z z−2 z−3
1
−6z −1z 2
z
Y (z) = + 2 + 3 .
z z−2 z−3
We can again invert each term, term by term, to obtain
1 1 2
y[n] = − δ[n] − (2)n u[n] + (3)n u[n].
6 2 3
Here we have identied that the inverse transform of a constant is a discrete-time impulse. This can be
obtained either from the table of transforms, or by noting that if a z-transform is constant, say X(z) = C ,
then we have that
X(z) = x[0] + x[1]z −1 + x[2]z −2 + x[3]z −2 + · · ·
and we see that the only way that X(z) can be a constant (i.e. the only power of z in the expression is z0)
is for x[0] = C, i.e. we have that
1 1
X(z) = − ⇔ x[n] = − δ[n].
6 6
Putting all of the terms together yields,
(
− 21 (2)n + 23 (3)n , n ≥ 1
y[n] =
− 61 − 12 + 23 , n=0
(
− 21 (2)n + 23 (3)n , n ≥ 1
=
0, n = 0,
as we had before. In this example, the PFE for z =1 Y (z) was more complicated (involved one more term)
than the PFE for Y (z) . In many cases this extra complication does not arise. If the numerator of Y (z)
2
contains a power of z (say z or z ), then the z in the denominator of z
=1 Y (z) is cancelled, in which case the
PFE for z
= 1
Y (z) has exactly the same form as the PFE of Y (z).
If the ri are not distinct, we will need to modify the partial fraction expansion slightly. Suppose rj is
a root that is repeated q times. We then must replace the single term corresponding to rj with a set of q
terms, one for each occurrence of the root, where the denominator is raised to each power, starting from the
rst power up to the q th power, i.e. we replace
q
Ak X B`
⇒
(z − rk ) (z − rk )`
`=1
dq−`
1 q
B` = (z − rk ) Y (z) .
(q − `)! dz q−` z=rk
While it is important to know that this formula exists, in practice, the form of the expansion is more
important than the explicit formula for determination of the constants. For example, you can determine the
constants by simply matching terms in the expansion as shown in the next example.
Example
Determine the partial fraction expansion of the z-transform
z
Y (z) = .
(z − 1)(z − 3)2
To accomplish this, we need only know the form of the expansion, and not dwell on the formula for the
constants of the repeated roots. First, we obtain
Y (z) 1 A1 A2 A3
= = + +
z (z − 1)(z − 3)2 (z − 1) (z − 3) (z − 3)2
as the form of the partial fraction expansion. We can now obtain the rst term directly, using the non-
repeated roots formula
1 1
A1 = = ,
(z − 3)2 z=1 4
to get started. Now, we nd A3 before we nd A2 . In general, if we nd the coecient over the highest
power denominator rst, the resulting algebra will be simplied. By multiplying both sides of the PFE by
(z 3)2 we obtain
(z − 3)2 Y (z) 1 A1 (z − 3)2
= = + A2 (z − 3) + A3 .
z (z − 1) (z − 1)
Setting z = 3, we have
1 1
A3 = = .
z−1 z=3 2
There are a few ways to determine A2 . One is to rst dierentiate the expression (z − 3)2 Y (z)/z with
respect to z, which yields
1 1
1 4 A2 2
= + +
(z − 1)(z − 3)2 (z − 1) (z − 3) (z − 3)2
1 2 1
4 (z − 3) + 2 (z − 1) + A2 (z − 1)(z − 3)
= .
(z − 1)(z − 3)2
Now, the numerators must match, so we must have
1 1
1= (z − 3)2 + (z − 1) + A2 (z − 1)(z − 3),
4 2
which can be easily solved for A2 . For example, both sides must have the same coecient to the term
z 2 ,which, on the left hand side is zero, and on the right hand side is
1
0= + A2 ,
4
which yields that
1
A2 = −
4
as before. Substituting these values into the original PFE yields
1 1 1
4z 4z 2z
Y (z) = − + .
(z − 1) (z − 3) (z − 3)2
The rst two terms are easy to invert from our table of known transforms. For the third term, we recall that
az
nan ⇔ .
(z − a)2
Therefore we have that
1 n 1 n 1 1
y[n] = (1) − (3) + n(3)n , n ≥ 0
4 4 2 3
1 1 n 1
= − (3) + n(3)n , n ≥ 0.
4 4 6
2z 3 + z 2 − z + 4
Y (z) = ,
(z − 2)3
nd y[n]. Recall that for a strictly proper rational function, we require that the degree of the numerator
polynomial be strictly less than the degree of the denominator polynomial. This condition is necessary for
us to use the form of the partial fraction expansion we have considered thus far. We can use the PFE form
if we choose to expand Y (z)/z in PFE, since this will be a strictly proper rational function. We begin with
Y (z) 2z 3 + z 2 − z + 4
=
z z(z − 2)3
A1 A2 A3 A4
= + + +
z (z − 2) (z − 2)2 (z − 2)3
2z 3 + z 2 − z + 4 (z − 2)3
=− + A2 (z − 2)2 + A3 (z − 2) + A4 ,
z 2z
which when evaluated for z = 2, yields
16 + 4 − 2 + 4
= A4
2
11 = A4 .
Now putting the PFE into a common demonimator and setting the numerators equal yields,
1
2z 3 + z 2 − z + 4 = − (z − 2)3 + A2 z(z − 2)2 + A3 z(z − 2) + 11z.
2
We can now match terms with corresponding powers of z to obtain
1
2z 3 = − z 3 + A2
2
5
= A2 ,
2
and
1 2 5
z2 = 6z + (−4)z 2 + A3 z 2
2 2
8 = A3 .
5
1 z 8z 11z
Y (z) = − + 2 + 2
+ .
2 z − 2 (z − 2) (z − 2)3
1 5 11
y[n] = − δ[n] + (2)n + 4n(2)n + (n − 1)n(2)n−2 , n ≥ 0,
2 2 2
1 a2 z
n(n − 1)an ⇔ .
2 (z − a)3
We could combine all of the results to obtain
(
2, n=0
y[n] = 1 2
n
8 11n + 21n + 20 (2) , n ≥ 1.
N
X M
X
ak y[n − k] = bk x[n − k]
k=0 k=0
in the form
N
X M
X
a0 y[0] = − ak y[n − k] = bk x[n − k],
k=1 k=0
from which y[0] could be found. Iterating this process forward could nd each value of the output without
ever explicitly obtaining a general expression for y[n].
In this chapter we will explore the z-transform for the explicit solution of linear constant coecient
dierence equations. The properties of the z-transform that we have developed can be used to map the
dierence equations describing the relationship between the input and the output, into a simple set of linear
algebraic equations involving the z-transforms of the input and output sequences. By solving the resulting
algebraic equations for the z-transform of the output, we can then use the methods we've developed for
inverting the transform to obtain an explicit expression for the output. We begin with an example.
Example
We revisit this simple linear, homogeneous dierence equation, now using the unilateral ztransform.
Again consider the dierence equation
6z
Y (z) = ,
z−3
n
y[n] = 6(3) u[n].
−8 − 4z −1
Y (z) =
1 + 4z −1 + 4z −2
−8z 2 − 4z
= .
z 2 + 4z + 4
This is not in strictly proper rational form, i.e. the degree of the numerator is not strictly less than that of
the denominator, however when we expand z −1 Y (z), we have
16 − 4 = 12 = A2 .
We can also immediately see from the cross multiplication that
A1 = −8,
by matching the terms on both sides that each multiply z. Putting these terms together, we have the full
partial fraction expansion for Y (z),
−8z 12z
Y (z) = + .
(z + 2) (z + 2)2
Using linearity to invert each term of the z-transform independently, we obtain
3 1 z
z 2 Y (z) − y[0] − z −1 y[1] − z [Y (z) − y[0]] + Y (z) =
1
2 2 z− 3
3 1 z
z 2 [Y (z) − 4] − z [Y (z) − 4] + Y (z) = 1
2 2 z− 3
3 1 z
Y (z) z 2 − z + = 1 + 4z 2 − 6z.
2 2 z− 3
We can now solve for Y (z) and keep the terms on the right hand side separated into two distinct groups,
namely,
1 z
Y (z) = + 4z 2 − 6z .
z 2 − 32 z + 12 z−1
| {z }
| {z 3}
term due to initial conditions
term due to input
We can now write the z-transform as a sum of two terms, one due to the input, and one due to the initial
conditions. Recall from our analysis of linear constant coecient dierence equations that these correspond
to the zero-state response and the zero-input response of the system. Taking these two terms separately,
again through linearity of the transform, we have that
where
z
T1 (z) = 3
,
+ 12 z − 31
z2 − 2z
4z 2 − 6z
T2 (z) = .
z − 32 z + 12
2
Here, T1 (z) is the z-transform of the zero-state repsonse, and T2 (z) is the z-transform of the zero-input
response. We can then take a pratial fraction expanson of each of the terms independently. For the rst
term, we nd it convenient to express the partial fraction expansion as
T1 (z) 1 A1 A2 A3
= = + + .
z (z − 12 )(z − 1)(z − 31 ) (z − 21 ) (z − 1) (z − 31 )
This leads to
A1 = −12, A2 = 3, A3 = 9,
−12z 3z 9z
T1 (z) = 1 + (z − 1) + ,
(z − 2 ) (z − 31 )
n n
1 1
yx [n] = −12 +3+9 , n ≥ 0.
2 3
T2 (z) 4z − 6 B1 B2
= = + ,
z (z − 12 )(z − 1) (z − 21 ) (z − 1)
B1 = 8, B2 = −4,
which gives the partial fraction expansion for the zero-input response as
8z 4z
T2 = − .
z − 12 (z − 1)
n
1
ys [n] = 8 − 4, n ≥ 0.
2
Putting the zero-state response and the zero-input response together, we obtain the total response
n n
1 1
y[n] = yx [n] + ys [n] = −4 −1+9 , n ≥ 0.
2 3
In general, this method of solution can be applied to linear constant coecient dierence equations of
arbitrary order. Note that while in this particular case, we applied the time advance property of the
unilateral z-transform, when solving dierence equations of the form
which initial conditions y[−k],k = 1, . . . , N, we can use the Delay Property #2.
together with initial conditions y[k], k = 0, 1, . . . K − 1. Taking the one-sided z-transform of both sides, and
using the Advance Property, we obtain
" K−1
# " K−2
#
X X
K −m K−1 −m
z Y (z) − y[m]z + a1 z Y (z) − y[m]z + · · · + aK−1 z [Y (z) − y[0]] + aK Y (z) = X(z).
m=0 m=0
By dening
"K−1 # "K−2 #
X X
K −m K−1 −m
S(z) = z y[m]z + a1 z y[m]z + · · · + aK−1 zy[0],
m=0 m=0
we have that
Y (z)[z K + a1 z K−1 + · · · + aK ] = X(z) + S(z),
where the characteristic polynomial is given by
z K + a1 z K−1 + · · · + aK .
We now dene the transfer function H(z) of the system described by the LCCDE as
1
H(z) = .
z K + a1 z K−1 + · · · + aK
We then obtain that
ys [n] = Z −1 {H(z)S(z)}
yx [n] = Z −1 {H(z)X(z)} .
Both homogeneity and superposition hold with respect to ys [n] and yx [n] because the z-tranform is linear.
Linear constant coecient dierence equations (LCCDE)s describe linear systems, which have already ex-
plored the time-domain (sequence-domain). It is worthwhile to consider the form of the solution that ys [n]
will take.
Consider rst the case when the roots of the characteristic polynomial are distinct. In this case, we have
S(z)H(z) B1 B2 BK
= + + ··· + .
z (z − r1 ) (z − r2 ) (z − rK )
From the denition of S(z), z is a factor in S(z), so there is no need for a z −1 B0 term in the partial fraction
expansion. Multiplying by z, we have
B1 z B2 z BKz
S(z)H(z) = + + ··· + ,
(z − r1 ) (z − r2 ) (z − rK )
K
X
ys [n] = Bi (ri )n , n ≥ 0,
i=1
which is in the same form as the homogeneous solution that would be obtained from a time-domain solution
of the LCCDE.
We can now observe the form of yx [n]. Since we have that
yx [n] = Z −1 {H(z)X(z)} ,
the partial fraction expansion shows that yx [n] will involve terms in both y[n] and x[n]. We can also rewrite
yx [n] using the convolution property:
n
X
yx [n] = h[m]x[n − m],
m=0
where
H(z)
h[m] = Z −1 {H(z)} = Z −1 z
z
D0 D1 DK
= Z −1 z + ++
z z − r1 z − rK
( PK n
D0 + i=1 Di (ri ) , n = 0
= PK n
i=1 Di (ri ) , n ≥ 1.
So, we see that yx [n] is given by a convolution of the input with h[n] = Z −1 {H(z)}. Note that the sequence
h[n], n ≥ 0, can be interpreted as the system unit pulse response (u.p.r), or impulse response, assuming zero
initial conditions.
Denition
The unit-pulse seqeunce, or the discrete-time impulse, is given by
(
1, n=0
δ[n] =
0, n 6= 0.
n
X
y[n] = yx [n]|assuming zero initial conditions = h[m]δ[n − m] = h[n].
m=0
We can explore the use of the impulse response to derive the response to more general signals through
another example.
Example
Consider the following linear system with input x[n] and output y[n] as shown in Figure 5.4 .
x[n] −→ −→ y[n]
LSI System
Suppose that when the input x[n] = δ[n] with zero initial conditions, then the output satises y[n] = an
for n ≥ 0. Again, assuming zero initial conditions (i.e. that the system is initially at rest ), determine y[n]
due to the input x[n] = bn , n ≥ 0.
Solution
Given h[n] = an , n ≥ 0, we know that the output satises y[n] = yx [n], since the initial conditions are all
zero, i.e. the system is initially at rest. We know from the convolution property that
n n m
X
m n−m
X
na
y[n] = a b =b
m=0 m=0
b
n+1
bn+1 1 − ab
= a , a 6= b
b 1− b
bn+1 − an+1
= , a 6= b.
b−a
Comments
This discussion and these examples lead us to a number of conclusions about the solutions to linear
constant coecient dierence equations. First, we can show (and we will see in the next sections) that the
solution to a linear constant coecient dierence equation will have a essentially the same form when the
input is merely shifted in time. Also, we will see that a similar form is maintained for inputs that are linear
combinations of shifted versions of the input. For example, the response to an input of the form x[n] will
be similar in form to the response to the input x[n] − 2x[n − 1]. We will also see that the solution methods
developed here, as well as the unilateral z-transform, can be modied to accommodate situations when the
input is applied earlier or later than for n = 0. While we discussed situations here that included both
the zero-input response and the zero-state response, in practice we are generally interested in the zero-state
response, or equivalently, we are interested in the response to an input when the system of interest is initially
at rest. The reason for this is that we either have a system where the initial conditions are all zero, or for
a stable system, such that the roots of the characteristic polynomial are all of modulus less than unity,
|ri | < 1, and that after some time, ys [n] has suciently decayed, such that for time scales of interest for
a given application, y[n] ≈ yx [n]. As a result, from this point forward, we will assume that systems under
discussion are initially at rest, and that all initial conditions are set to zero. As a result, the output of a linear
system will be taken as the zero-state response, and we will be interested in the convolution relationship
between the input and the output.
ˆ∞
y(t) = h(τ )x(t − τ )dτ,
−∞
where h(τ ) is the impulse repsonse of the continuous-time LTI system. Letting the input take the form of a
complex exponential, we have
ˆ∞
y(t) = h(τ )es(t−τ ) dτ
−∞
ˆ∞
= est h(τ )e−sτ dτ
−∞
st
= e H(s),
where H(s) is the Laplace transform of the impulse response, when the integral exists. We call the signals
of the form est eigenfunctions of continuous-time LTI systems, since they satisfy the property that, when
taken as input to an LTI system, they produce an output that is identical except for a (possibly complex)
scale factor. The scale factor H(s) is called the eigenvalue associated with the eigenfunction. Note that
eigenvalue for a given s is the same as the Laplace transform of the impulse response, evaluated at that value
of s. The only signals that have this property, i.e. the only eigenfunctions for LTI systems, are signals of the
form est , for dierent possible values of the complex parameter s. Note that sinusoids are not eigenfunctions
for LTI systems! That means that if a sinusoid is input to an LTI system, the output will not be a simple
scaled version of the input. However, since a sinusoid can be simply constructed as a sum of two such
eigenfunctions, we can easily see what the output will be:
ˆ∞
y(t) = h(τ ) cos(ω(t − τ ))dτ
−∞
ˆ∞
1 jω(t−τ )
= h(τ ) e + e−jω(t−τ ) dτ
2
−∞
ˆ∞ ˆ∞
1 jω(t−τ ) 1 −jω(t−τ )
= h(τ ) e dτ + h(τ ) e dτ
2 2
−∞ −∞
1 jωt
e H(jω) + e−jωt H(−jω) .
=
2
Now, if the impulse response is a purely real-valued function, then its Fourier transform will have complex
conjugate symmetry, such that
1 jωt
e H(jω) + e−jωt H ∗ (jω)
y(t) =
2
1 jωt
= e |H(jω)|ej∠H(jω) + e−jωt |H(jω)|e−j∠H(jω)
2
1
= |H(jω)| ejωt ej∠H(jω) + e−jωt e−j∠H(jω)
2
= |H(jω)| cos (ωt + ∠H(jω)) .
While the output is not simply a scaled version of the input, when we decompose the sinusoid into a sum
of two eigenfunctions, we can use linearity of the LTI system to construct the output as a sum of the two
eigenfunction outputs.
Returning to discrete-time LSI systems, when the input to an LSI system is of the form zn for all n, the
∞
X
y[n] = h[m]z (n−m)
m=−∞
∞
X
= z n
h[m]z −m
m=−∞
= z n H(z),
when the sum converges. Once again, we call signals of the form zn eigenfunctions of discrete time LSI
systems, and the associated eigenvalues, H(z), correspond to the two-sided z-transform of the impulse
response, evaluated at the particular value of z .
We dene the two-sided z-transform of a sequence y[n] as follows
∞
X
Y (z) = y[n]z −n ,
n=−∞
for values of z for which the sum converges. We call the values of z for which the sum converges the region
of convergence of Y (z), or simply the ROCY . Note that as with the unilateral z-transform, the two-sided
(or bilateral) z-transform is again a complex function of a complex variable, meaning that it can take on
complex values and that its argument is itself a complex variable.
For the two-sided transform, we can consider again a few example sequences for which the sequence values
are non-zero for both positive and negative index values.
Example
Consider the following sequence,
(
n n an , n ≥ 0
y[n] = a u[n] + b u[−n − 1] =
bn , n < 0.
Now, using the denition of the z-transform, we have for this sequence,
∞
X
Y (z) = (an u[n] + bn u[−n − 1]) z −n
n=−∞
X∞ ∞
X
= (an u[n]) z −n (bn u[−n − 1]) z −n
n=−∞ n=−∞
∞
X −1
X
= an z −n bn z −n
n=0 n=−∞
∞ −1 n
X a n X b
= +
n=0
z n=−∞
z
−1 n
z X b
= , |z| > |a| +
z−a n=−∞
z
∞ m
z X z
= , |z| > |a| +
z−a m=1
b
z z
= , |z| > |a| + , |z| < |b|,
z−a b−z
where we must combine the two conditions on |z|, to ensure convergence of both of the summations in
the expression. Otherwise, one of the terms in the expression will be invalid, and the resulting algebraic
expression will not be meaningful. Hence, we have
z z
Y (z) = + , |a| < |z| < |b|.
z−a b−z
Figure 5.5: Region of convergence of the two-sided z-transform for a two-sided sequence.
Note that the region of convergence, ROCY , in this case is a ring, or annulus, in the complex plane as shown
in Figure 5.5.
In this example,
R− = |a|, R+ = |b|.
If |a| ≥ |b| then ROCY would be the empty set and z-transform would be undened (i.e. is innite) for
all z . The reason that the region of convergence turns out to be a ring in the complex plane comes from
properties of the summations that were assumed to converge in deriving the algebraic expression for the
resulting z-transform. Specically, looking at the denition of the z-transform, we obtain
−1
X ∞
X
Y (z) = y[n]z −1 + y[n]z −1
n=−∞ n=0
| {z } | {z }
converges for zsmall enough, i.e. |z| < R+ converges for zlarge enough, i.e. |z| > R− .
Note that R− is determined by y[n], n ≥ 0 and R+ is determined by y[n], n < 0. If y[n] = 0 for n < 0, then
we have
∞
X
Y (z) = y[n]z −n
n=0
and R+ = ∞, which is essentially a one-sided (unilateral) z-transform. As a result, the region of convergence
corresponds to |z| > R− , as in Figure 5.6. If y[n] = 0 for n > 0, then we have that
0
X
Y (z) = y[n]z −n
n=−∞
and R− = 0, which implies that the region of convergence corresponds to a solid disk in the complex plain,
i.e. we have |z| < R+ as in Figure 5.7. Note that in contrast to the one-sided z-transform, the two-sided
z-transform can accommodate a wider range of signal behaviors, since they can be left-sided, right-sided,
or two-sided and still have a bilateral z-transform. As such, we must state the ROC for Y (z) to uniquely
identify y[n].
A right sided sequence is one that is zero for all n before some time index, i.e. y[n] = 0, n < n0 , for some
n0 . A left-sided sequence is one that is zero for all n after some index, i.e. y[n] = 0, n > n0 , for some n0 , and
a two-sided sequence is one that is neither left-sided nor right sided, i.e. it has non-zero terms for arbitrarily
large positive and negative indices. Examples of a right-sided sequence, include the unit step sequence, u[n],
and the complex exponential sequence an u[n]. An example left-sided sequence could be u[−n] or an u[−n−1].
−|n|
A two-sided sequence is one such as a , where, for |a| < 1 is a decaying geometric seqeunce for positive
and negative n. Since the two-sided z-transform multiplies the sequence y[n] by z
n and then sums the
resulting modulated sequence for each value of z , in Y (z), then whether a sequence is left-sided, rightsided
or two-sided play an important role in the convergence (and the ROC) of the z-transform. Specically, a
right-sided sequence will have an innite number of terms for large positive n, and, hence, the z-transform can
converge when the magnitude of z is suciently large that z n dominates, making the sequence convergent.
Therefore, right-sided sequences will have a ROC that is the entire z-plane outside of a circle of some radius
(with the possible exception of innity). Similarly, a left-sided sequence can converge when the magnitude of
z is suciently small, such that z n , for large negative n decays suciently rapidly to dominate, making the
series convergent. Therefore, a left-sided sequence will have a ROC for a disc-shaped region in the complex
plane (with the possible exception of zero). A two-sided sequence, having both left-sided and right-sided
elements must balance the eects such that the ROC will result in an annulus (ring) in the complex plane.
Example
Consider the following two sequences,
(
−(an ), n < 0
x[n] = −(an )u[−n − 1] =
0, n≥0
(
an , n ≥ 0
y[n] = an u[n] =
0, n < 0.
For x[n], we have
∞
X
X(z) = x[n]z −n
n=−∞
−1
X
= − an z −n
n=−∞
−1 n
X a
= −
n=−∞
z
∞ k
X z
= −
a
k=1
z
a z
= z , <1
a−1 a
z
= , |z| < |a|.
z−a
Similarly, we have already seen that
z
Y (z) = , |z| > |a|.
z−a
So, we see that the algebraic form of X(z) and Y (z) are identical, but they are not the same functions, since
they are dened on completely dierent regions of the complex plane. The z-transform of a sequence is not
simply dened by the algebraic expression alone, but rather, the combination of the algebraic expression to-
gether with the region of convergence. In order to uniquely specify a sequence from its z-transform, we must
include both the algebraic form as well as the region of the complex plane over which the form is valid. This
leads to the following set of relations.
B(z)
X(z) = , z ∈ ROCX ,
A(z)
we refer to the values of z such that B(z) = 0, as the zeros of X(z), and the values of z for which A(z) = 0,
as the poles of X(z). That is,
zeros: = {z : B(z) = 0}
poles: = {z : A(z) = 0},
for rational X(z). Rational z-transforms always have ROCs that are bounded by poles. This means that the
ROC is either a disc, an annulus, or the entire plane minus a disc, with the possible exclusion of zero and
innity.
Example
Consider the rational transform
z
Y (z) = , |z| > 1,
z−1
which has a pole at z = 1. This corresponds to the seqeunce x[n] = u[n]. The region of convergence for the
z-transform is given by |z| > 1 as shown in Figure 5.8.
Example
Consider the sequence with rational transform
z
Y (z) = , |z| < 2,
z−2
which has a pole at z = 2. This corresponds to the seqeunce y[n] = −(2n )u[−n−1]. The region of convergence
is now the disk shown in Figure 5.9 .
Example
©A.C Singer and D.C. Munson, Jr. March 12, 2011
128 z-transform
z
Y (z) = 2, |z| < 2,
(z − 2)
which has a second-order pole at z = 2. For muiltiple poles and a left-sided seqeunce, we use the same
methods we did for the right-sided case. We can easily show that
−az
nan u[−n − 1] ⇐⇒ 2, |z| < |a|.
(z − a)
z z
Y (z) = + , 1 < |z|| < 2,
z−1 z−2
which has poles at z=1 and z = 2. The region of convergence is therefore an annulus in the complex plane,
and the sequence will turn out to be two sided,
(
1, n≥0
y[n] =
−(2n ), n<0
= u[n] − (2n )u[−n − 1].
n
1
x[n] = , −∞ < n < ∞.
3
Figure 5.10: Region of convergence for the sequence y[n] = u[n] − (2n )u[−n − 1].
For such a two-sided sequence, does the two-sided z-transform, X(z) exist? Let us examine the z-transform
of the seqeunce from the denition, from which we have
∞ n
X 1
X(z) = z −n
n=−∞
3
−1 n ∞ n
X 1 −n
X 1
= z + z −n .
n=−∞
3 n=0
3
From here, we can see that the rst sum will converge for |z| < 13 , but the second sum will only converge
1
for |z| > . As such, there is no value of z for which both sums will converge. Thus, X(z) does not exist for
3
any z. The z-tranform of this sequence cannot be dened, since the sums do not converge.
Example
Now let us consider a slightly dierent variation on the two-sided above, let
|n|
1
x[n] = , −∞ < n < ∞.
3
For this sequence, we might have some hope of nding a range of values of z for which the z-transform will
converge, since the sequence remains bounded for all n. In this case we write
n
1
x[n] = u[n] + 3n u[−n − 1].
3
We can transform the right-sided and left-sided pieces individually, and add the results, by linearity of the
transform, taking into account the regions in the complex plane for which the series will converge. Since each
series has a dierent region of convergence, we need to consider, for the total sequence, only that portion of
the complex plane that is common to both the ROC for the right-sided part and the left-sided part. That
is, we need to know for which values of the complex plain will the total z-transform converge. This leads us
to the following transform for the sequence:
z z 1
X(z) = 1 − , < |z| < 3.
z− 3
z−3 3
This transform brings to bear an important property of the region of convergence for a two-sided z-transform,
i.e. the two-sided transform of a two-sided sequence. If the algebraic form for a z-transform is A(z), e.g.
X(z) = A(z), z ∈ ROCX , where
N (z)
A(z) = ,
(z − p1 )(z − p2 ) · · · (z − pN )
then ROCX is generally smaller than the set of z where A(z) alone is well dened. Indeed, A(z) is well
dened at all z except the pole locations z = pi , 1 ≤ i ≤ N, whereas ROCX must be a ring in the complex
plane. It is important to remember that the z-transform of a sequence is not dened solely by an algebraic
expression, but rather by the combination of an algebraic expression and the region of the complex plane
over which the expression is correct. Outside of this region, the algebraic expression is not the z-transform
of the sequence of interest. Some points to remember are that
1. Poles cannot lie in ROCX (because even A(z) is undened at the pole locations).
z
1 = −1.
z− 2 z= 14
However, this does not imply that X( 41 ) = −1. Indeed, at z = 41 , X(z) is not dened, since this is not in the
region of convergence of the z-transform, i.e.,
∞ n ∞
1 X 1 X
X = u[n]z −n = 2n ,
4 n=−∞
2 n=0
z= 41
that is, the region of convergence is at least as large as the intersection ROCX ∩ ROCY .
Example
Let us consider w[n] = x[n] + y[n] with
z
X(z) = , |z| < 2,
(z + 2)(z + 3)
2
Y (z) = , |z| < 2,
z+2
from which we have that
and the region of convergence of the shifted sequence remains unchanged, except for the possible addition
or deletion of z=0 or |z| = ∞.
Example
Consder the seqeunce x[n] = δ[n − 2] for which we have Y (z) = z −2 , |z| > 0. now, if we let y[n] =
x[n + 3] = δ[n + 1], then we have Y (z) = z, |z| < ∞. In this case, we see that z = 0 was added to the region
of convergence and |z| = ∞ was removed from the region of convergence. The proof of the shifting property
follows that for the unilateral z-transform, only simpler. We have
∞
X
X(z) = x[n]z −n
n=−∞
X∞
Y (z) = y[n]z −n
n=−∞
X∞
= x[n − k]z −n
n=−∞
X∞
= x[m]z −(m+k)
m=−∞
∞
X
= z −k x[m]z −m
m=−∞
−k
= z X(z),
where in the fourth line, the change of variable m=n−k was made.
5.7.3 Convolution
The convolution property for the two-sided z-transform follows similary from the unilateral case, for which
we have
∞
X
y[n] = h[m]x[n − m] ⇐⇒ Y (z) = H(z)X(z), ROCY ⊇ ROCX ∩ ROCH ,
m=−∞
so long as there exists a non-null intersection ROCX ∩ ROCH . Just as with linearity, if there is pole-zero
cancellation on a boundary of the intersection, then ROCY expands to the next pole.
Example
Consider the seqeunces x[n] and h[n] for which we have z-transforms X(z) and H(z) and dene Y (z) as
follows
Y (z) = H(z)X(z),
where
1
H(z) = , 1 < |z| < 2,
(z + 1)(z + 2)
z+1
X(z) = , |z| < 2.
z+2
Note that ROCH ∩ ROCX = {z : 1 < |z| < 2}, however we have that ROCY = {z : |z| < 2}.
The convolution formula can be readily shown by taking the z-transform of both sides of the convolution
sum. Since each of the steps in this derivation is reversible, this shows the if and only if nature of the
∞
X
y[n] = h[m]x[n − m]
m=−∞
∞ ∞
!
X X
Y (z) = h[m]x[n − m] z −n
n=−∞ m=−∞
∞ ∞
!
X X
= h[m] x[n − m]z −n
m=−∞ n=−∞
∞
!
X
−m
= h[m]z X(z)
m=−∞
= H(z)X(z).
5.8 The system function and poles and zeros of an LSI system
The transfer function of an LSI system with input x[n] and output y[n] is dened for two-sided z-transforms
using
Y (z)
H(z) =
X(z) zero initial conditions.
Indeed, we have seen that H(z) is independent of X(z), and therefore independent of x[n]. For an LSI system,
we can nd H(z) by a number of means. For example, we can
2. Compute the quantity H(z) = Y (z)/X(z), for a given pair of input and output sequences x[n] and
y[n].
3. Determine H(z) directly from a block diagram description of the LSI system.
To further examine the last option, we will consider in more detail the methods used for analysis of LSI
systems using a block diagram comprising delay, adder, and gain elements in Section 5.10.
Figure 5.12: A graphical representation of the ROC for a two-sided rational z-transform that includes the
locations of the poles.
Since the poles are outside the ROC, the only possibility (out of the two choices, |z| < |pk | and |z| > |pk |)
that could possibly overlap with that of the overall ROC, R− < |z| < R+ is |z| < |pk |, which imples that
each of these poles, labeled pLHS
k correspond to right-sided
n
inverse transforms, of the form − (pk ) u[−n − 1],
assuming again that the poles are not repeated roots.
Example
Let us consider a two-sided z-transform to invert as an example. Let Y (z) be given such that the algebraic
form is as follows
z
Y (z) = .
(z − 1)(z − 2)
From this information alone, we are unable to compute y[n], since there are three dierent regions of conver-
gence that could be possible for this algebraic expression, and each would lead to a distinct, and dierent,
y[n]. The three possibilities are ROC1 = {z : |z| < 1}, ROC2 = {z : 1 < |z| < 2}, and ROC3 = {z : |z| > 2},
depicted in Figure 5.13.
These three possible ROCs lead to three dierent sequences, since we know that ROC1 yields a left-sided
sequence, y1 [n], ROC2 yields a two-sided sequence, y2 [n], and ROC3 yields a right sided sequence, y3 [n].
From the partial fraction expansion, we have
Y (z) A B
= +
z z−1 z−2
−z z
Y (z) = + .
z−1 z−2
Example
Let us consider another example, this time with the ROC given. Let
z
Y (z) = , 2 < |z| < 3.
(z − 2)(z − 3)(z − 4)
(a)
(b) (c)
Figure 5.13: Three possible regions of convergence for the algebraic expression for Y (z). Shown in (a) is
ROC1 corresponding to y1 [n], in (b) is ROC2 for y2 [n] and in (c) is ROC3 for y3 [n].
1 1
2z z z
Y (z) = − + 2 ,
z−2 z−3 z−4
| {z } | {z } | {z }
right sided left sided left sided
which yields,
1 n 1
y[n] = (2 )u[n] + 3n u[−n − 1] − (4n ) u[−n − 1].
2 2
Example
For another example, we consider a sequence with complex poles, i.e.
1
X(z) = , |z| < 1.
(z + 1)2
1
= ,
(z + j)(z − j)
1 A B C
= + +
z(z + j)(z − j) z (z + j) (z − j)
1 − 12 − 12
= + + /
z (z + j) (z − j)
This yields,
1 1
2z z
X(z) = 1 − − 2 ,
z+j z−j
| {z }
left sided
w[n] W(z)
Figure 5.14: Basic elements of a delay-adder-gain owgraph. To the left, the delay, gain, and adder elements
are shown with their corresponding time-domain representation. To the right, the delay, gain and adder
blocks are indicated with their corresponding z-transform representation.
1 1
x[n] = δ[n] + (−j)n u[−n − 1] + (j)n u[−n − 1]
2 2
1 −j(π/2)n j(π/2)n
= δ[n] + e +e u[−n − 1]
2
π
= δ[n] + cos n u[−n − 1]
π 2
= cos n u[−n].
2
Shown in Figure 5.15 is a common delay-adder-gain block diagram for a second-order LSI system. In
the gure, the notation for a delay element is that of a box labeled with z −1 inside. This is to denote that
the operation of a delay element in the z-transform domain (through the delay property of z-transforms)
is to multiply the input by z −1 . For example, the rst delay element in the owgraph, to the left, takes
as input x[n], which we depict in the z-transform domain as X(z). The output of the delay element is the
signal x[n − 1], i.e. the signal x[n] delayed by one time unit. In the z-transform domain we write x[n − 1] as
z −1 X(z).
The transfer function of the LSI system shown in Figure 5.15 can be shown to be
Y (z) b0 + b1 z −1 + b2 z −2
H(z) = = .
X(z) 1 − a1 z −1 − a2 z −2
This can be shown as follows. First, we note that the owgraph structure has only one adder node. If we
write an equation for the output of the adder node as a function of its inputs, and do so using z-transform
x[n] y[n]
b0
z-1 z-1
b1 a1
z-1 z-1
b2 a2
Figure 5.15: A direct-form I structure is a common delay-adder-gain model. Shown is a second-order DFI
structure.
x[n] b0 y[n]
z-1
a1 b1
z-1
a2 b2
Figure 5.16: A delay-adder-gain model for a second order direct form II structure.
Y (z) b0 + b1 z −1 + b2 z −2
H(z) = = .
X(z) 1 − a1 z −1 − a2 z −2
A second structure, called a direct form II structure is shown in Figure 5.16.
This structure can also be shown to have the same transfer function given by
b0 + b1 z −1 + b2 z −2
H(z) =
1 − a1 z −1 − a2 z −2
through a method similar to that employed for the direct form I structure. Here we introduce a three-step
method that is systematic and guaranteed to determine H(z) for any cycle-free delay adder gain owgraph.
A cycle-free delay adder gain owgraph is one in which all closed cycles contain at least one delay element.
The three steps are as follows.
1. Label the output of each adder node in the owgraph with a unique z-transform domain label.
2. Write an equation setting the output of each adder node in the owgraph to the sum of the inputs to
the adder node.
3. Use the resulting equations to remove all labels except for X(z) and Y (z), to obtain a single input-
output relation from which H(z) can be obtained by setting H(z) = Y (z)/X(z).
The three steps are illustrated here for the direct for II structure. First, we note that there are two adder
nodes in the owgraph. The adder node to the left does not have a label, so we introduce a new sequence
q[n] as its output and label this Q(z) in the z-transform domain. For this node, we obtain
The output of the adder node to the right has already been labeled y[n], so that in the z-transform domain
we obtain
Y (z) = b0 Q(z) + b1 z −1 Q(z) + b2 z −2 Q(z).
Finally, from these two equations, we can eliminate Q(z) as follows
Q(z) 1 − a1 z −1 − a2 z −2 = X(z)
X(z)
Q(z) =
1 − a1 z −1 − a2 z −2
which can then be substituted into the expression for Y (z) to yield
b0 + b1 z −1 + b2 z −2 Q(z)
Y (z) =
X(z)
Y (z) = b0 + b1 z −1 + b2 z −2
1 − a1 z −1 − a2 z −2
−1 −2
Y (z) b0 + b1 z + b2 z
= ,
X(z) 1 − a1 z −1 − a2 z −2
as before. To futher illustrate this method, we consider another example.
Example
Consider the LSI system shown in Figure 5.17 .
The rst step in our three step method is to label the outputs of each of the adder nodes. The rst adder
node to the left has q[n] as its output and the second adder node has y[n] as its output. For the rst adder
node, we have
Q(z) = X(z) + az −1 Q(z) + cz −1 Y (z)
and for the second adder node, we have
Note that the impulse response h[n] and the system transfer function H(z) are input-output descriptions of
discrete-time LSI systems. These are also called digital lters. Given an input x[n] we can use either the
impulse response to determine the output y[n] through the convolution sum or we can use the system transfer
function to compute the output through the z-transform. In this sense, both h[n] and H(z) summarize the
behavior of the LSI system. However neither tells use what the internal structure of the digital lter
is. Indeed, for any given system transfer function H(z), there are an unlimited number of possible lter
structures that have this same transfer function. For a second-order transfer function of the form
b0 + b1 z −1 + b2 z −2
H(z) =
1 − a1 z −1 − a2 z −2
just two of the possible realizations are the direct form I and direct form II structures we have just visited.
At this point, you may wonder how the lter structure or delay-adder-gain owgraph relates to the actual
lter implementaiton. The answer to this is multifacted. For example, let us consider the direct form I
structure of Figure 5.15.
If the direct form I structure is implemeted in a digital signal processing microprocessor, then we note
that there is a system clock that guides the operation of the lter. While the clock is not shown in the
owgraph, we know that the operation of the system depends on shifting values of the input into the system
and computing values of the output that are then shifted out. It may take several clock cycles (microprocessor
instructions) to compute each single value of the output sequence y[n]. For example, if the DSP has a single
multiplier/accumulator (MAC), then the clock might trigger the following sequence of instructions
1. multiply x[n] by b0
2. multiply x[n − 1] by b1 and add the result to 1)
3. multiply x[n − 2] by b2 and add the result to 2)
4. multiply y[n − 1] by b1 and add the result to 3)
5. multiply y[n − 2] by b2 and add the result to 4) to give y[n].
The values of x[n], x[n − 1], x[n − 2], y[n − 1], y[n − 2] are each stored in memory locations. You might
expect that after y[n] is computed, then in preparation for computing y[n + 1] we would use a sequence of
instructions to move x[n + 1] into the old location for x[n], move x[n] into the old location for x[n − 1], move
x[n − 1] into the old location for x[n − 2], move y[n] into the old location for y[n − 1], and move y[n − 1] into
the old location for y[n − 2]. However, especially in higher order lters, this would be a huge waste of clock
cycles. Instead, a pointer is used to address the proper memory location at each clock cycle. Therefore, it is
not necessary to move data from memory location to memory location after computer each y[n].
Just as there are a large number of lter structures that implement the same transfer, there are many
algorithms (for a specic DSP) that can implement a given lter structure. Two important factors that you
might consider in selecting a particular algorithm are the speed (number of clock cycles required to compute
each output value) and the errors introduced through nite-precision eects, due to nite length registers
used to represent the real-valued coecients of the lter as well as the sequence values. We have not yet
discussed nite register length eects, i.e. that the DSP has nite length registers for both memory locations
as well as for the computations in the arithmetic units. This means that the digital ltering algorithm is not
implemented in an exact manner. There will be error at the lter output due to coecient quantization, and
arithmetic roundo. Of course, longer register lengths will reduce the error at the lter output. Generally,
there is a tradeo between algorithm speed and numerical precision. For a xed register length, error
usually can be reduced by using a more complicated (than Direct Form I or II) lter structure, requiring
more multiplications, additions, and memory locations. This in turn reduces the speed of the lter. The
lter structure used in practice depends on H(z) (some transfer functions are more dicult to implement
with low error), on the available register length, and on the number of clock cycles available per output.
Example
Find the transfer function of the system in Figure 5.18 and construct a Direct Form II lter structure
that implements the same transfer function.
We immediately label the output of the two adder nodes with the labels y[n] and q[n]. From these we
can then write
2
Q(z) 1 + 3z −1 2X(z) + z −1 Y (z)
=
5
2X(z) + 52 z −1 Y (z)
Q(z) =
(1 + 3z −1 )
which yields
2X(z) + 52 z −1 Y (z)
Y (z) = 6 + 4X(z)
(1 + 3z −1 )
12 −1
5 z 12
Y (z) 1 − = + 4 X(z)
1 + 3z −1 (1 + 3z −1 )
12
Y (z) (1+3z )−1 + 4
H(z) = = 12 −1
X(z) 5 z
1 − 1+3z −1
16 + 12z −1
H(z) = .
1 + 35 z −1
The Direct Form II structure having this transfer function is now given in Figure 5.19 .
This structure is far simpler than the previous one and it computes exactly the same output y[n]. It is
important to note that digital lter structures cannot have delay-free loops.
Example
Consider the lter structure shown in Figure 5.20.
This owgraph depicts a system that is unrealizable. If we attempt to determine the input-output
relation, we nd
y[n] = x[n] + 3y[n] + 2y[n − 1],
however the adder node has a delay-free loop which implies that the output at time n requires the addition
of terms that include the output at time n. It is impossible therefore to compute y[n] at any n.
w[n]
x[n] −→ −→ −→ y[n]
H1 (z) H2 (z)
−→ H1 (z) −→
x[n] −→ | ⊕ −→ y[n]
−→ H2 (z) −→
The transfer function for a feedback connection of LSI systems can readily be obtained by again labeling
the output of the adder node and writing an equation for its output. In this case, we have
and nally,
F (z)
H(z) = .
1 − F (z)G(z)
We see that for a feedback connection, the overall transfer function is given by the so-called open loop gain
F (z) divided by one minus the closed loop gain, i.e. 1 − F (z)G(z).
number system used to represent the signals. If the signals are represented using xed-point arithmetic,
there may be strict bounds on the dynamic range of the signals involved. For example, any real number
−1 ≤ x[n] ≤ 1 can be represented as an innite binary string in two's complement notation as
N
X
x = −b0 + bk 2−k .
k=1
In a practical implementation, only nite-precision representations are available, such that all values might
be represented and computed using xed-point two's compliment arithmetic where any signal at a given
point in time would be represented as a B + 1-bit binary string −1 ≤ x[n] < 1,
B
X
x = −b0 + bk 2−k .
k=1
Now, if the input signal such a system was carefully conditioned such that it was less than 1 in magnitude,
it is important that not only does the output remain less than 1 in magnitude, but also all intermediate
calculations must also. If not, then the numbers would overow, and produce incorrect results, i.e. they
would not represent the true output of the LSI system to the given input. If the discrete-time system
were used to control a mechanical system such as an aircraft, such miscalculations due to instability of the
discrete-time system could produce erratic or even catastrophic results.
where the constants α and β are xed, meaning that they do not depend on n. Graphically, if every bounded
input x[n] as shown in Figure 5.24
causes a bounded output y[n] as shown in Figure 5.25
then the system is BIBO stable.then system is BIBO stable. Note that BIBO stability is a property of
the system and not the inputs or outputs. While it may be possible to nd specic bounded inputs such
that the outputs remain bounded, a system is only BIBO stable if the output remains stable for all possible
inputs. If there exists even one input for which the output grows unbounded, then the system is not stable
in the BIBO sense.
How do we check if a system is BIBO stable? We cannot possibly try every bounded input and check that
the resulting outputs are bounded. Rather, the input-output relationship must be used to prove that BIBO
stability holds. Similarly, the following theorems can be used to provide simple tests for BIBO stability. It
turns out that we can show that BIBO stability can be determined directly from the impulse respnse of an
LSI system. Specically, an LSI system with impulse response h[n] is BIBO stable if and only if the impulse
response is absolutely summable. That is,
∞
X
LSI system is BIBO stable ⇐⇒ |h[n]| < ∞.
n=−∞
To show both sides of the if and only if relationship, we start with assuming that h[n] is absolutely summable,
and seek to show that the output is bounded (suciency). This can be shown directly from the denition
of an LSI system, i.e. from the convolution sum. We can write
∞
X
y[n] = x[n − m]h[m].
m=−∞
∞
X
|y[n]| = x[n − m]h[m] ,
m=−∞
Now we want to see that if |x[n]| < αthat we can nd a suitable β such that |y[n]| < β. We have that
∞
X
|y[n]| ≤ α |h[m]|,
m=−∞
we have
|y[n]| ≤ αγ = β < ∞.
To show the other direction of the if and only if relation (necessity), we need to show that when the impulse
response is not absolutely summable, then there exists a sequence
Px[n]
∞
that is bounded, but for which the
output of the system is not bounded. That is, given that the sum m=−∞ |h[m]| diverges, we need to show
that there exists a bounded sequence x[n] that produces an output y[n] such that for some xed n0 the
convolution sum diverges, i.e., y[n0 ] is not bounded. From the convolution sum, we have
∞
X
y[n0 ] = x[m]h[n0 − m].
m=−∞
By selecting the sequence x[n] to be such that x[m] = h∗ [n0 − m]/|h[n0 − m]|, (for real-valued h[n], this
amounts to x[m] = sgn (h[n0 − m]) = ±1), then we have that
∞
X h∗ [n0 − m]h[n0 − m]
y[n0 ] =
m=−∞
|h[n0 − m]|
∞
X |h[n0 − m]|2
=
m=−∞
|h[n0 − m]|
∞
X
= |h[n0 − m]|
m=−∞
An LSI system with transfer function H(z)is BIBO stable ⇐⇒ROCH ⊆ |z| = 1.
We will show this result specically for causal systems, noting that generalizing the result to left-sided and
two-sided seqeunces is straightforward. First, to prove suciency, assume the region of convergence
P∞ ROCH
includes the unit circle. Next, to illustrate that this implies absolute summability, i.e. n=−∞ |h[n]| < ∞,
we consider the poles of the system function. First, the poles (roots of the denominator polynomial) must
lie inside the unit circle since we have assumed that the region of convergence includes the unit circle, and
for causal systems, i.e. systems for which h[n] = 0 for n < 0, we know ROCH is given by |z| > R for some
R > 0. Since this must include the unit circle, then we have that R < 1 and all of the poles lie inside the
unit circle.
The inverse z-transform, as determined by the partial fraction expansion of the system function H(z)
takes the form
N
X
h[n] = bk (pk )n , n ≥ 0,
k=0
assuming there are no repeated roots in the denominator polynomial. Since we have that |pk | < 1 for all of
the poles, we know that
∞
X ∞ X
X N
|h[n]| = |bk ||pk |n u[n]
n=−∞ n=−∞ k=0
N
X ∞
X
= |bk | |pk |n u[n]
k=0 n=−∞
N
X |bk |
= < ∞.
1 − |pk |
k=0
For the case of repeated roots, we would simply have to show that series of the form
∞
X
nL (pk )n
k=0
are convergent. This is readily shown by the ratio test, where we compare the (n + 1)th term to the nth
term in the series. Here we have
∞
X
|H(z)||z|=1 = h[n]z −n
n=0 |z|=1
∞
X
≤ |h[n]||z|−n
n=0 |z|=1
∞
X
≤ |h[n]||1|−n
n=0
X∞
≤ |h[n]| < ∞,
n=0
which implies that the region of convergence includes the unit circle and completes the proof. This indeed
implies that for a causal LSI system with a rational transfer function (in minimal form), the system is BIBO
stable if and only if all of its poles are inside the unit circle.
h[n] = cos(θn)u[n]
which leads to
∞
X ∞
X
|h[n]| = | cos(θn)|,
n=−∞ n=0
z 2 − 3z + 2
H(z) = ,
z 3 − 2z 2 + 21 z − 1
(z − 1)(z − 2) (z − 1)
H(z) = 2 1 = 2 1.
(z + 2 )(z − 2) z +2
We see that H(z) has poles at z = ± √j2 . The system is therefore causal and has all of its poles inside the unit
circle. Therefore the system is BIBO stable. Note that as done in this example, factors that are common to
the numerator and denominator must be cancelled before applying the stability test.
Example
Consider the following system function of an LSI system,
z
H(z) = , |z| < 100.
z + 100
Note that this is a non-causal system, with a left-sided impulse response. The ROC in this case includes the
unit circle, and therefore the system is BIBO stable.
Example
Consider the following impulse response of an LSI system,
n
4 ,
0 ≤ n ≤ 106 ,
n
h[n] = n 21 , n > 106
0, n < 0.
6
∞ 10 ∞ n
X X X 1
|h[n]| = 4n + n < ∞,
n=0 n=0
2
n=106 +1
z
H(z) = 1 ,
(z − 4 )(z − 2)
can it be causal?
Answer: No, it cannot be causal. First, note that although the region of convergence is not explicitly
stated, it is implicitly determined. Noting that the system is stable, we know that the region of convergence
must include the unit circle. Given the pole locations, we know that the region of convergence must be
z : 14 < |z| < 2 implying that the impulse response will have leftsided and right-sided components and that
h[n] must be two-sided, i.e. that H(z) is a two-sided z-transform. Since the impulse response is two-sided,
this implies that the system cannot be causal, i.e. h[n] is non-zero for n<0 and from the convolution sum,
∞
X
y[n] = h[m]x[n − m],
k=−∞
we see that this implies that y[n] depends on values of x[m] for m > n.
Example
Consider the following discrete time system,
2
y[n] = (x[n]) .
z
H(z) = , |z| > 1.
z−1
Although the system is not stable, the impulse response remains bounded, as h[n] = u[n], in this case. Here
we could choose x[n] = u[n] (which is bounded) so that y[n] will be a linear ramp in time. Looking at the
z-transform of the output, this corresponds to forcing Y (z) to have a double pole at z = 1, i.e.
z2
Y (z) = H(z)X(z) = ,
(z − 1)
which for the region of convergence of this output corresponds to a sequence that grows linearly in time.
Example
Here we consider an LSI system with a complex-conjugate pole pair on the unit circle. Let
z 2 − z cos(α)
H(z) = , |z| > 1.
(z − ejα ) (z − e−jα )
The complex conjugate pair of poles on the unit circle corresponds to a sinusoidal oscillating impulse response,
h[n] = cos(αn)u[n].
Thinking of the z-transform of the output, note that choosing x[n] = h[n] will cause Y (z) to have double
poles at z = e±jα , which will in turn cause y[n] to have the form of n times cos(αn), which grows unbounded.
From these examples with causal systems, we see that for systems with poles outside the unit circle, since the
impulse response itself grows unbounded, substantial eort would be required to nd a bounded input that
will not cause an unbounded output. For poles on the unit circle, it is more dicult to nd bounded inputs
that ultimately cause the output to be unbounded. In some elds, such as dynamic systems or control, LSI
systems with poles on the unit circle are called marginally stable systems. In our terminology, they are
simply unstable systems.
i
Contents of Course
Signals and Systems Analysis
System Classification and Properties ,Signal Classification and Properties ,Basic Operations on
Signals ,Elementary Signals ,Properties of Systems ,Discrete Time Signals ,Useful Signals
,Discrete-Time Systems in the Time-Domain ,Periodic and Non-Periodic Signals ,Periodic
Signals – 1 ,The Impulse Function ,BIBO Stability & Systems in the Time Domain ,Continuous
Time Convolution ,LTI Systems – Properties ,Fourier Series ,Fourier Series & Coefficients ,
Fourier Series Properties ,Exponential Fourier Series and Fourier Transforms ,Fourier
Transforms ,Inverse Fourier Transform ,Discrete Fourier Transform ,Sampling ,The Laplace
Transform ,ROC Properties ,Inverse Laplace Transform ,Z-Transform ,Inverse Z-Transform ,
Convolution .
ii
SIGNALS
AND
SYSTEMS
ANALYSIS
Contents
System Classification and Properties ............................................................................................................ 1
Signal Classification and Properties .............................................................................................................. 4
Basic Operations on Signals ........................................................................................................................ 12
Elementary Signals ...................................................................................................................................... 17
Properties of Systems ................................................................................................................................. 23
Discrete Time Signals .................................................................................................................................. 33
Useful Signals .............................................................................................................................................. 36
Discrete-Time Systems in the Time-Domain............................................................................................... 40
Periodic and Non-Periodic Signals .............................................................................................................. 44
Periodic Signals ........................................................................................................................................... 48
The Impulse Function.................................................................................................................................. 54
BIBO Stability & Systems in the Time Domain ............................................................................................ 58
Continuous Time Convolution .................................................................................................................... 60
LTI Systems – Properties ............................................................................................................................. 62
Fourier Series .............................................................................................................................................. 64
Fourier Series & Coefficients....................................................................................................................... 66
Fourier Series Properties ............................................................................................................................ 68
Exponential Fourier Series and Fourier Transforms ................................................................................... 71
Fourier Transforms ..................................................................................................................................... 74
Inverse Fourier Transform .......................................................................................................................... 76
Discrete Fourier Transform ......................................................................................................................... 79
Sampling...................................................................................................................................................... 84
The Laplace Transform ................................................................................................................................ 88
ROC Properties ............................................................................................................................................ 93
Inverse Laplace Transform .......................................................................................................................... 97
Z-Transform............................................................................................................................................... 100
Inverse Z-Transform .................................................................................................................................. 102
Convolution ............................................................................................................................................... 105
Wollo University Kombolcha Institute of Technology
2. The type of systems which are characterized by input and the output capable of taking any
value in a particular set of values are called as
a) analog
b) discrete
c) digital
d) continuous
Answer: d
Explanation: Continuous systems have a restriction on the basis of the upper bound and lower
bound, but within this set, the input and output can assume any value. Thus, there are infinite
values attainable in this system
7. All real time systems concerned with the concept of causality are
a) non causal
b) causal
c) neither causal nor non causal
d) memoryless
Answer: b
Explanation: All real time systems are causal, since they cannot have perception of the future,
and only depend on their memory.
9. When we take up design of systems, ideally how do we define the stability of a system?
a) A system is stable, if a bounded input gives a bounded output, for some values of the input
b) A system is unstable, if a bounded input gives a bounded output, for all values of the input
c) A system is stable, if a bounded input gives a bounded output, for all values of the input
d) A system is unstable, if a bounded input gives a bounded output, for some values of the input
Answer: c
Explanation: For designing a system, it should be kept in mind that the system does not blow out
for a finite input. Thus, every finite input should give a finite output.
Explanation: Causal systems depend on the functional value at an earlier time, compelling the
system to possess memory.
12. A system produces zero output for one input and same gives the same output for several
other inputs. What is the system called?
a) Non – invertible System
b) Invertible system
c) Non – causal system
d) Causal system
Answer: a
Explanation: A system is said to be invertible if the input fed to the system can be retrieved from
the output of the system. Otherwise the system is non-invertible. Also, if a system gives zero
output for any input and gives the same output for many inputs, then the system is non-invertible.
14. Amplifiers, motors, filters etc. are examples for which type of system?
a) Distributed parameter systems
b) Unstable systems
c) Discrete time systems
d) Continuous time systems
Answer: d
Explanation: Amplifiers, motors, filters etc. are examples of continuous time systems as these
systems operate on a continuous time input signal and produce a continuous time output signal.
Whereas discrete time systems operate on discrete time signals, distributed parameter systems
have signals which are functions of space as well as time and unstable systems produce
unbounded output from bounded or unbounded input.
15. Which among the following systems are described by partial differential functions?
a) Causal Systems and Dynamic systems
b) Distributed parameter systems and linear systems
c) Distributed parameter systems and Dynamic systems
d) Causal systems and linear systems
Answer: c
Explanation: In distributed parameter systems, signals are functions of space as well as time. In
dynamic systems the output depends on past, present and future values of input, hence, both of
these systems are described by differential functions.
18. What is the period of the following signal, x(t) = sin(18*pi*t + 78 deg)?
a) 1⁄9
b) 2⁄9
c) 1⁄3
d) 4⁄9
Answer: b
Explanation: The signal can be expressed as sin(wt + d), where the time period = 2*pi/w.
20. For the signal, x(t) = log(cos(a*pi*t+d)) for a = 50 Hz, what is the time period of the signal,
if periodic?
a) 0.16s
b) 0.08s
c) 0.12s
d) 0.04s
Answer: d
Explanation: Time period = 2*pi/(50)pi = 1/25 = 0.04s
21. What are the steady state values of the signals, 1-exp(-t), and 1-k*exp(-k*t)?
a) 1, k
b) 1, 1/k
c) k, k
d) 1, 1
Answer: d
Explanation: Consider limit at t tending to infinity, we obtain 1 for both cases.
22. For a bounded function, is the integral of the function from -infinity to +infinity defined and
finite?
a) Yes
b) Never
c) Not always
d) None of the mentioned
Answer: c
Explanation: If the bounded function, is say y = 2, then the integral ceases to hold. Similarly, if it
is just the block square function, it is finite. Hence, it depends upon the spread of the signal on
either side. If the spread is finite, the integral will be finite.
23. For the signal x(t) = a – b*exp(-ct), what is the steady state value, and the initial value?
a) c, b
b) c, c-a
c) a, a-b
d) b, a-b
Answer: c
Explanation: Put the limits as t tends to infinity and as t tends to zero.
24. For a double sided function, which is odd, what will be the integral of the function from -
infinity to +infinity equal to?
a) Non-zero Finite
b) Zero
c) Infinite
d) None of the mentioned
Answer: b
Explanation: For an odd function, f(-x) = -f(x), thus the integrals will cancel each other, giving
zero.
25. Find where the signal x(t) = 1/(t2 – 3t + 2) finds its maximum value between (1.25, 1.75):
a) 1.40
b) 1.45
c) 1.55
d) 1.50
Answer: d
Explanation: Differentiate the function for an optima, put it to zero, we will obtain t = 1.5 as the
required instant.
27. A signal is a physical quantity which does not vary with ____________
a) Time
b) Space
c) Independent Variables
d) Dependent Variables
Answer: d
Explanation: A signal is a physical quantity which varies with time, space or any other
independent variables. Therefore, it does not vary with dependent variables.
Answer: d
Explanation: Signals naturally are continuous-time signals. These are also known as analog
signals. Continuous-time or analog signals are defined for all values of time t.
31. Sum of two periodic signals is a periodic signal when the ratio of their time periods is
____________
a) A rational number
b) An irrational number
c) A complex number
d) An integer
Answer: a
Explanation: Sum of two periodic signals is a periodic signal only when the ratio of their time
periods is a rational number or it is the ratio of two integers. For e.g., T1/T2 = 5/7 → Periodic;
T1/T2 = 5 → Aperiodic.
Answer: b
Explanation: Here is the explanation.
Answer: a
Explanation: A signal is said to be anti-symmetric or odd signal when it satisfies the following
condition:
⇒ x(t) = – x(t)
Now, here, x(t) = sin(t) ⇒ x(-t) = sin(-t) = – sin(t)
∴ Sin(t) is an anti-symmetric signal or an odd signal.
40. In real valued function and complex valued function, time is _______________
a) Real
b) Complex
c) Imaginary
d) Not predictable
Answer: a
Explanation: Time is an independent variable and it is real valued irrespective of real valued or
complex valued function. And time is always real.
41. Discrete time signal is derived from continuous time signal by _____________ process.
a) Addition
b) Multiplying
c) Sampling
d) Addition and multiplication
Answer: c
Explanation: Sampling is a process wherein continuous time signal is converted to its equivalent
discrete time signal. It is given by t = N*t.
c) Periodic signal
d) Non periodic signal
Answer: a
Explanation: Signals is said to be odd if it is anti- symmetry over the time origin. And it is given
by the equation x (-t) = -x (t).
48. Energy signal has zero average power and power signal has zero energy.
a) True
b) False
Answer: b
Explanation: Energy and power signals are mutually exclusive. Energy signal has zero average
power and power signal has infinite energy.
49. What is the fundamental frequency of discrete –time wave shown in fig a?
a) π/6
b) π/3
c) 2π/8
d) π
Answer: b
Explanation: Omega = 2* π / N. In the given example the number of samples in one period is N
= 6. By substituting the value of N =6 in the above equation then we get fundamental frequency
as π/3
51. Resistor performs amplitude scaling when x (t) is voltage, a is resistance and y (t) is output
current.
a) True
b) False
Answer: b
Explanation: The given statement is not true. The relation between voltage, current and
resistance is given by V = IR. Comparing with equation y (t) = a x (t), we can see that y (t) is the
output voltage for given current x (t) with resistance R.
52. Which of the following is an example of physical device which adds the signals?
a) Radio
b) Audio mixer
c) Frequency divider
d) Subtractor
Answer: b
Explanation: Audio mixer is a device which combines music and voice signals. It is given by
Y (t) = x1 (t) + x2 (t).
c) Shifted signal
d) Amplitude scaled signal by a factor of 2
Answer: a
Explanation: By comparing the given equation with y (t) = x (at) we get a=2. If a>1 then it is
compressed version of x (t).
60. In the following diagram, X [n] and y [n] are related by ______
Explanation: Y [n] = 2*x [n] is an example for amplitude scaling of discrete time signal. The
given figure is an example for 2*x [n] hence Y [n] = 2*x [n] is correct.
61. X [n] and y [n] is as shown below, the relationship between x [n] and y [n] is given by
______
a) X [n] = y [n]/3
b) X [n] = 3* y [n]
c) Y [n] = x [n]/3
d) Y [n] = 3*x [n]
Answer: c
Explanation: The given y [n] is amplitude scaling of a discrete time signal by a factor 1/3.
Hence the amplitude is reduced by 1/3.
62. Considering figure 3 above, is the following figure true for y [n] = x [2n]?
a) True
b) False
Answer: a
Explanation: X [2n] is an example of time scaling. For discrete time signal x [k*n], k>1 the
samples will be lost.
63. Considering figure 3 above, is the following figure true for y [n] = x [n/2]?
a) True
b) False
Answer: b
Explanation: X [n/2] is an example for time scaling by factor ½ and it will be a stretched signal.
The discrete time signal should extend from -10 to 10.
Answer: a
Explanation: The given y (t) is differentiation of x (t) and hence we have impulses at -1, 0 and 1.
Elementary Signals
67. The general form of real exponential signal is________
a) X (t) = beat
b) X (t) = (b+1)eat
c) X (t) = b (at)
d) X (t) = be (a+1)t
Department of Electrical and Computer Engineering 17
Wollo University Kombolcha Institute of Technology
Answer: a
Explanation: X (t) = beat is the most general way of representing the exponential signals where
both b and a are real parameters.
69. In the below figure if R value is increased then which of the following is true?
Answer: a
Explanation: Wo is the natural angular frequency and for parallel LC circuit it is given by
wo=1⁄√LC where, L is value of inductor and C is value of capacitor.
73. Check whether x [n] = 7 sin (6πn) is periodic and if it is period calculate its fundamental
period?
a) Periodic with fundamental period 6π
b) Periodic with fundamental period 3
c) Periodic with fundamental period 1
d) Non periodic
Answer: c
Explanation: X [n] = 7 sin (6πn) is a periodic discrete time signal with period 1. By substituting
w = 6π and m=3 in w=2πm⁄N we get N =1.
74. Find the smallest angular frequency for which the discrete time signal with fundamental
period N=8 would be periodic?
a) π⁄4
b) π⁄2
c) 3π⁄4
d) π⁄16
Answer: a
Explanation: By substituting N=8 and m=1 in the equation w=2πm⁄N we get the smallest angular
frequency as π⁄4.
Explanation: The complex exponential ejθ is expanded as cos θ + j sin θ and is called Euler’s
identity with cos θ as real part sin θ as imaginary part.
Answer: a
Explanation: Unit impulse is an elementary signal with zero amplitude everywhere except at n =
0.
80. Which of the following is not true about unit impulse function?
Answer: d
Explanation: One option gives the definition of discrete-time version of impulse function, other
options gives continuous-time representation of impulse function.
81. The step function u (t) is integral of _______ with respect to time t.
a) Ramp function
b) Impulse function
c) Sinusoidal function
d) Exponential function
Answer: b
Explanation: Step function is an integral of impulse function and conversely, impulse is the
derivative of step function u (t).
82. The area under the pulse defines _____ of the impulse.
a) Strength
b) Energy
c) Power
d) Duration
Answer: a
Explanation: The area under the pulse defines strength of the impulse and the strength of the
impulse is denoted by the label next to the arrow.
Answer: a
Explanation: X (t) be a function and the product of x (t) with time shifted delta function ∂(t – to)
gives x(to), this is referred to as shifting property of impulse function.
85. ∂(at) = 1⁄a ∂(t), this property of unit impulse is called ______
a) Time shifting property
b) Time scaling property
c) Amplitude scaling property
d) Time reversal property
Answer: b
Explanation: Impulse function exhibits shifting property, time scaling property. And time scaling
property is given by∂(at) = 1⁄a ∂(t).
86. Which of the following is not true about the ramp function?
a)
b) r (t) = t u (t)
c) Ramp function with unit slope is integral of unit step
d) Integral of unit step is a ramp function of unit slope
Answer: d
Explanation: The impulse function is derivative of the step function. In the same way the integral
of step function is a ramp function of unit slope.
∫u(t) = r(t).
Properties of Systems
87. Is the system y(t) = Rx(t), where R is a arbitrary constant, a memoryless system?
a) Yes
b) No
Answer: a
Explanation: The output of the system depends on the input of the system at the same time
instant. Hence, the system has to be memoryless.
88. Does the following discrete system have the parameter of memory, y[n] = x[n-1] + x[n] ?
a) Yes
b) No
Answer: a
Explanation: y[n] depends upon x[n-1], i.e at the earlier time instant, thus forcing the system to
have memory.
92. y(t) = x2(t). Is y(t) = sqrt(x(t)) the inverse of the first system?
a) Yes
b) No
c) Inverse doesn’t exist
d) Inverse exist
Answer: b
Explanation: We cannot determine the sign of the input from the second function, thus, the
output doesn’t replicate the input. Thus, the second function is not an inverse of the first one.
97. What is the following type of system called? y[n] = x[n] + y[n-1].
a) Subtractor system
b) Adder system
c) Product System
d) Divisor System
Answer: b
Explanation: If we write for n-1, n-2, .. we will obtain y[n] = x[n] + x[n-1] + x[n-2] …,
thus obtaining an adder system.
Explanation: The derivative of a function can be unbounded at some bounded inputs, like tan(x)
at x=pi/2, hence the differentiator system is unstable in general, when the input is not specified.
104. For what value of k, will the following system be time invariant?
y(t) = x(t) + x(kt) – x(2t) + x(t-1)
a) 1
b) 2
c) 3
d) 2.5
Answer: b
Explanation: A system possessing no memory has its output depending upon the input at the
same time instant, which is prevalent only in option b.
106. State whether the following system is periodic or not. y(t) = log(sin(x(t)).
a) Yes
b) No
Answer: b
Explanation: Sin x is a periodic function, but log x is not a periodic function. Thus y is log t,
where t= sin x, thus y is not periodic.
110. A system with memory which anticipates future values of input is called _________
a) Non-causal System
b) Non-anticipative System
c) Causal System
d) Static System
Answer: a
Explanation: A system which anticipates the future values of input is called a non-causal system.
A causal depends only on the past and present values of input. Non-anticipative is another name
for the causal system. A static system is memory less system.
b) RC circuit
c) Stock market Analysis
d) Automobile
Answer: c
Explanation: Image processing, RC circuit, and an automobile are all causal systems as they do
not anticipate the future values of an image, RC circuit and future actions of a driver
respectively. Instead, they function upon either the stored information or on the current values of
the input. Whereas, in the stock market, analysts try to figure out a trend in the future based upon
the stored information. Therefore, it is non-causal.
115. An inverse system with the original system gives an output equal to the input. How is the
inverse system connected to the original system?
a) Series
b) Cascaded
c) parallel
d) No connection
Answer: c
Explanation: An inverse system when cascaded with the original system gives an output equal to
the input.
118. Determine the nature of the system: y[n] = x[n]x[n – 1] with unit impulse function as an
input.
a) Dynamic, output always zero, non-invertible
b) Static, output always zero, non-invertible
c) Dynamic, output always 1, invertible
d) Dynamic, output always 1, invertible
Answer: a
Explanation: Since the system depends on present and past values, therefore, it is not memory
less(dynamic).
Now, input is a unit impulse function. Unit impulse function = 1 at n = 0, otherwise it is equal to
0.
For, y[0] = x[0]x[-1] = 1 × 0 = 0
For, y[1] = x[1]x[0] = 0 × 1 = 0
For, y[2] = x[2]x[1] = 0 × 0 = 0
∴ For any time, output is always zero.
Since, the output is always same, the system is non-invertible
121. If x(t)= ∂(t-1) and y(t)= e-t. This is an example for ______ system.
a) Stable
b) BIBO
c) Bounded input
d) Unstable
Answer: d
Explanation: In this example, the input is finite and output is not finite. Hence the given system
is unstable.
123. Which of the following is not true about systems having memory?
a) It is also called dynamic systems
b) The output signal depends on the past values of the input signal
c) It is also called static system
d) Resistive circuit
Answer: c
Explanation: The system is said to have memory if its output signal depends on the past values of
the input signal and also it is called dynamic system.
Department of Electrical and Computer Engineering 30
Wollo University Kombolcha Institute of Technology
124. How far does the memory of the given system y[n]=1/2{x[n]+ x[n-1]} extend into past?
a) Two time units
b) One time unit
c) Three time units
d) Not predictable
Answer: b
Explanation: The given memory system extends into past by one time unit. It is determined by
the term x [n-1].
125. The input- output relation of a device is represented asi(t)=ao+a1v1(t)+a2v2 (t)+⋯. Does
this device have memory?
a) Has memory
b) Does not have memory
c) It is dynamic
d) Insufficient information
Answer: b
Explanation: In the given equation, v (t) is the voltage applied I (t) is the current flowing through
the device and a0, a1, a2 are the constants. It does not involve any past value of the input signal
and hence memory less.
127. What is the memory of the system if its input-output relation is given by
?
a) Memory extends from time t to the infinite future
b) Memory extends from time t to the infinite past
c) Does not have memory
d) Insufficient information
Answer: b
Explanation: Given system has inductor involved in it. Hence it has memory. Since integral is
from -∞ to time t, its memory extends from time t to infinite past.
Explanation: A differentiator or integrator maybe realized with capacitors and inductors and
cannot be realized using resistors. Hence differentiators and integrators can be considered as
systems with memory.
130. Is Ideal low pass filter is an example for Non –causal system?
a) True
b) False
Answer: a
Explanation: Ideal low pass filter has sharp transitions which cannot be physically realized.
Hence non – causal.
Explanation: By the definition of invertible system we can say that input of the invertible system
can be recovered from the system output.
139. What is the nature of the following function: y[n] = y[n-1] + x[n]?
a) Integrator
b) Differentiator
c) Subtractor
d) Accumulator
Answer: d
Explanation: If the above recursive definition is repeated for all n, starting from 1,2.. then y[n]
will be the sum of all x[n] ranging from 1 to n, making it an accumulator system.
Explanation: The system would be unstable, as the output will grow out of bound at the
maximally worst possible case.
145. We define y[n] = nx[n] – (n-1)x[n]. Now, z[n] = z[n-1] + y[n], is z[n] stable?
a) Yes
b) No
Answer: a
Explanation: As we take the sum of y[n], terms cancel out and deem z[n] to be BIBO stable.
146. We define y[n] = nx[n] – (n-1)x[n]. Now, z[n] = z[n-1] + y[n]. Is z[n] a causal system?
a) No
b) Yes
Answer: b
Explanation: As the value of the function depends solely on the value of the input at a time
presently and/or in the past, it is a causal system.
148. Determine the discrete-time signal: x(n)=1 for n≥0 and x(n)=0 for n<0
a) Unit ramp sequence
b) Unit impulse sequence
c) Exponential sequence
d) Unit step sequence
Answer: d
Explanation: Unit step is defined by: x(n)=1 for n≥0 and x(n)=0 for n<0.
151. Determine the product of two signals: x1 (n) = {2,1,1.5,3}; x2 (n) = { 1,1.5,0,2}.
a) {2,1.5,0,6}
b) {2,1.5,6,0}
c) {2,0,1.5,6}
d) {2,1.5,0,3}
Answer: a
Explanation: Product of discrete-time signals is computed element by element.
⇒ x(n) = x1 (n) * x2 (n) = {2×1, 1×1.5, 1.5×0, 3×2} = {2,1.5,0,6}
Useful Signals
152. What is the value of d[0], such that d[n] is the unit impulse function?
a) 0
b) 0.5
c) 1.5
d) 1
Answer: d
Explanation: The unit impulse function has value 1 at n = 0 and zero everywhere else.
153. What is the value of u[1], where u[n] is the unit step function?
a) 1
b) 0.5
c) 0
d) -1
Answer: a
Explanation: The unit step function u[n] = 1 for all n>=0, hence u[1] = 1.
154. Evaluate the following function in terms of t: {sum from -1 to infinity:d[n]}/{Integral from
0 to t: u(t)}
a) t
b) 1⁄t
c) t2
d) 1⁄t2
Answer: b
Explanation: The numerator evaluates to 1, and the denominator is t, hence the answer is 1/t.
155. Evaluate the following function in terms of t: {integral from 0 to t}{Integral from -inf to
inf}d(t)
a) 1⁄t
b) 1⁄t2
c) t
d) t2
Answer: c
Explanation: The first integral is 1, and the overall integral evaluates to t.
157. Find the magnitude of exp(jwt). Find the boundness of sin(t) and cos(t).
a) 1, [-1,2], [-1,2]
b) 0.5, [-1,1], [-1,1]
c) 1, [-1,1], [-1,2]
d) 1, [-1,1], [-1,1]
Answer: d
Explanation: The sin(t)and cos(t) can be found using Euler’s rule.
160. Defining u(t), r(t) and s(t) in their standard ways, are their derivatives defined at t = 0?
a) Yes, Yes, No
b) No, Yes, No
c) No, No, Yes
d) No, No, No
Answer: d
Explanation: None of the derivatives are defined at t=0.
162. The range for unit step function for u(t – a), is ________
a) t < a
b) t ≤ a
c) t = a
d) t ≥ a
Answer: d
Explanation: A unit step signal u(t) = 1 when t ≥ 0 and 0 when t < 0
∴ u(t – a) = 1 when t – a ≥ 0 ⇒ t ≥ a
Answer: d
Explanation: Unit step function, u(t) = 1 for t ≥ 0 and u(t) = 0 for t < 0. Also,
165 Unit Impulse function is obtained by using the limiting process on which among the
following functions?
a) Triangular Function
b) Rectangular Function
c) Signum Function
d) Sinc Function
Answer: b
Explanation: Unit impulse function can be obtained by using a limiting process on the
rectangular pulse function. Area under the rectangular pulse is equal to unity.
166. Evaluate:
a) {2,1.5,0,6}
b) {2,1.5,6,0}
c) {2,0,1.5,6}
d) {2,1.5,0,3}
Answer: a
Explanation: From the impulse function property,
170. Comment on the causality of the following discrete time system: y[n] = x[-n].
a) Causal
b) Non causal
c) Both Casual and Non casual
d) None of the mentioned
Answer: b
Explanation: For positive time, the output depends on the input at an earlier time, giving
causality for this portion. However, at a negative time, the output depends on the input at a
positive time, i.e. at a time in the future, rendering it non causal.
171. Comment on the causality of the discrete time system: y[n] = x[n+3].
a) Causal
b) Non Causal
c) Anti Causal
d) None of the mentioned
Answer: c
Explanation: The output always depends on the input at a time in the future, rendering it anti-
causal.
173.Comment on the time invariance of the following discrete system: y[n] = x[2n+4].
a) Time invariant
b) Time variant
c) Both Time variant and Time invariant
d) None of the mentioned
Answer: b
Explanation: A time shift in the input scale gives double the time shift in the output scale, and
hence is time variant.
178. The difference equation for an Nth order discrete-time system is ___________
Answer: c
Explanation: The difference equation for an Nth order discrete-time system is:
179. The response of any discrete time system can be decomposed as _____________
a) Total Response=Impulse+step
b) Total Response=Impulse+Ramp
c) Total Response=zero-output response
d) Total Response=zero-state response+zero-input response
Answer: d
Explanation: There are two approaches to analyzing response of a system:
Direct solution of difference solution
Decomposing in terms of impulse signals
In the first method, the response of the system can be decomposed as:
Total Response = zero-state response + zero-input response.
Answer: c
Explanation: Natural Response of the system:
Homogenous equation ⇒ y(n)-y(n-1)-2y(n-2)=0
The homogenous solution: yh(n)= λn
⇒ λn– λ(n-1)-2λ(n-2)=0
⇒ λ(n-2) [λ2– λ1-2]=0
⇒ λ2– λ-2=0
⇒ λ2-2λ+λ-2=0
⇒ λ(λ-2)+1(λ-2)=0
⇒ (λ-2)(λ+1)=0
⇒ λ1=2,λ2=-1
General form of homogenous solution is
yh (n)= c1 (2)n+c2(-1)n (1)
⇒ y(0)= c1+c2 (2)
⇒ y(1)=2c1– c2 (3)
⇒ y(0)-y(-1)-2y(-2)=0
Given, y(-1) = 1 and y(-2) = 0
⇒ y(0)-1=0⇒y(0)=1
Similarly, y(1)-y(0)-2y(-1)=0⇒y(1)=1+2=3
∴ y(0) = 1 and y(1) = 3
Comparing the above values with equations (2) and (3)
⇒ c1+c2=1 and 2c1– c2=3
Solving the two equations we get, c1 = 4/3 and c2 = -1/3
187. The fundamental period of the signal X (t) = 10 cos2(10 πt) is __________
a) 0.2
b) 0.1
c) 0.5
d) No fundamental period exists
Answer: b
Explanation: X (t) = 10 cos2 (10 πt)
Since, cos 2t = 2cos2 t – 1
Or, cos2 t = 1+cos2t2
∴ X (t) = 5 + 5 cos 20πt
Now, Y (t) = cos 20πt
Fundamental period of the signal is = 2π20π=110 = 0.1.
= 12[ejt + e-jt]
= cos t.
192. The period of the signal X (t) = 4 sin 6t + 3 sin 3–√t is ________________
a) 2π3 s
b) 2π3√ s
c) 2π s
d) Non-periodic
Answer: d
Explanation: Period of sin t = 2π
Period of sin at = 2πa
Here, a = 6
So, period of sin 6t = 2π6
Again, a = 3–√
So, period of sin 3–√t = 2π3√
∴ Period of X (t) = LCM [Period of X1 (t), Period of X2 (t)]
∴ Period of X (t) = LCM (π3,2π3√) = Indefinite.
= ∈∞∞e−4tdt=14
So, this is not a power signal but an energy signal.
P∞=limT→∞12T∫T−T|x(t)|2dt=∞.
b) 32
c) 252
d) Non-periodic
Answer: a
Explanation: Given that, N1 = 18, N2 = 14
We know that period of X [n] (say N) = LCM (N1, N2)
∴ Period of X [n] = LCM (18, 14) = 126.
Periodic Signals
200. What are periodic signals?
a) The signals which change with time
b) The signals which change with frequency
c) The signal that repeats itself in time
d) The signals that repeat itself over a fixed frequency
Answer: c
Explanation: Those signals which repeat themselves in a fixed interval of time are called periodic
signals. The continuous-time signal x(t) is periodic if and only if
x(t+T)= x(t).
Department of Electrical and Computer Engineering 48
Wollo University Kombolcha Institute of Technology
201. Periodic signals are different in case of continuous time and discrete time signals.
a) True
b) False
Answer: b
Explanation: Periodic signals are same in case of continuous time and discrete time signals.
In case of continuous time signal, x(t)=x(t+T), for all t>0
In case of discrete time signal,
x(n)=x(n+N), for all n>0.
d) T *(n+m)
Answer: a
Explanation: If a signal is periodic then we have to convert each of the periods to the ratio of
integers. We have to take the ratio of greatest common divisor(gcd) from the numerator to the
gcd of denominator. The LCM of the denominators of the resulting ratios is the value of n the
period of the sum signal is T*n.
211. What is the necessary and sufficient condition for a sum of a periodic continuous time
signal to be periodic?
a) Ratio of period of the first signal to period of other signals should be constant
b) Ratio of period of the first signal to period of other signals should be finite
c) Ratio of period of the first signal to period of other signals should be real
d) Ratio of period of first signal to period of other signal should be rational
Answer: d
Explanation: The necessary and sufficient condition for a sum of a periodic continuous time
signal to be periodic is that the ratio of a period of the first signal to the period of other signals
should be rational.
I.e T/Ti = a rational number
212. Under what conditions the three signals x(t), y(t) and z(t) with period t1 t2 and t3
respectively are periodic?
a) t1/t2= t2/t3
b) t1/t2 is rational
c) All the ratios of the three periods in any order is rational
d) t1/t2/t3= rational
Answer: c
Explanation: if x(t) , y(t) and z(t) are to be periodic then,
t1/t2 should be rational and simultaneously
t1/t3 should be rational and
t2/t3 should be rational. Hence, all the ratios of the three periods in any order is rational.
d) 4π/11
Answer: b
Explanation: From the definition of periodic signal, we express a periodic exponential signal as :
ejw11t= ejwt+jwT
Hence, 11wt=2 π,
which gives the fundamental period as
2π/11.
216. How can we generate a periodic signal from a periodic signal itself?
a) By extending a signal with duration T
b) Cannot be extended
c) By extending the periodic signal’s amplitude
d) By extending the sugar with duration 2π
Answer: a
Explanation: A periodic signal x(t) can be generated by a periodic extension of any segment of x
of duration T( the period).
As a result, we can generate x(t) from any segment x(t) having a duration of one period by
replacing this segment and reproduction thereof end to end ad infinitum on either side.
219. When a continuous signal is a mixture of two continuous periodic signals, what is its
periodicity?
a) LCM of the periods of the two signals, provide their ratio is unity
b) LCM of the periods of the two signals, provide their ratio is rational
c) HCF of the periods of the two signals, provide their ratio is rational
d) LCM of the periods of the two signals provide their ratio is real
Answer: b
Explanation: When a continuous signal is a mixture of two continuous periodic signals if their
time periods are T1 and T2, and their ratio is rational number, then, the periodicity of the
continuous time signal will be the LCM of T1 and T2.
226. What is the definition of the delta function in time space intuitively?
a) Defines that there is a point 1 at t=0, and zero everywhere else
b) Defines that there is a point 0 at t=0, and 1 everywhere else
c) Defines 1 for all t > 0, and 0 else
d) Defines an impulse of area 1 at t=0, zero everywhere else
Answer: d
Explanation: Arises from the definition of the delta function. There is a clear difference between
just the functional value and the impulse area of the delta function.
Answer: b
Explanation: The spread of the impulse can never be restricted to a single point in time, and thus,
we cannot achieve a perfect impulse.
228. The convolution of a discrete time system with a delta function gives
a) the square of the system
b) the system itself
c) the derivative of the system
d) the integral of the system
Answer: b
Explanation: The integral reduces to the the integral calculated at a single point, determined by
the centre of the delta function.
229. Find the value of 2sgn(0)d[0] + d[1] + d[45], where sgn(x) is the signum function.
a) 2
b) -2
c) 1
d) 0
Answer: d
Explanation: sgn(0)=0, and d[n] = 0 for all n not equal to zero. Hence the sum reduces to zero.
231. Where h*x denotes h convolved with x, find the value of d[n]*d[n-1].
a) d[n].
b) d[n-1].
c) d2[n].
d) d2[n-1].
Answer: b
Explanation: Using the corollary, if we take d[n] to be the ‘x’ function, it will be shifted by -1
when convolved with d[n-1], thus rendering d[n-1].
232. How is the continuous time impulse function defined in terms of the step function?
a) u(t) = d(d(t))/dt
b) u(t) = d(t)
c) d(t) = du/dt
d) d(t) = u2(t)
View AnswerAnswer: c
Explanation: Using the definition of the Heaviside function, we can come to this conclusion.
233. In which of the following useful signals, is the bilateral Laplace Transform different from
the unilateral Laplace Transform?
a) d(t)
b) s(t)
c) u(t)
d) all of the mentioned
Answer: c
Explanation: The bilateral LT is different from the aspect that the integral is applied for the entire
time axis, but the unilateral LT is applied only for the positive time axis. Hence, the u(t) [unit
step function] differs in that aspect and hence can be used to differentiate the same.
234. What is the relation between the unit impulse function and the unit ramp function?
a) r = dd(t)/dt
b) d = dr/dt
c) d = d2(r)/dt2
d) r = d2(d)/dt2
Answer: c
Explanation: Now, d = du/dt and u = dr/dt. Hence, we obtain the above answer.
235. What is the other name of a Continuous Time Unit Impulse Function?
a) Dirac delta function
b) Unit function
c) Area function
d ) Direct delta function
Answer: a
Explanation: The continuous time unit impulse function is also known as the Dirac delta
function. This because it was first defined by Paul Adrein Maurice Dirac as ∂(t)=0.
fact that its effective duration (pulse width) approaches zero, while the area remains unity.
Hence, ∫∂(t)dt=1.
239. What properties does a Continuous time unit Impulse function follow?
a) Shifting, sampling, differentiation, multiplication
b) Multiplication, sampling, shifting
c) Shifting, multiplication, differentiation
d) Sampling only
Answer: a
Explanation: Continuous time impulse functions follows all the properties like shifting, scaling,
sampling or multiplication property, differential.
241. Multiplication of a signal with a Unit Impulse function gives the value of the signal at
which the impulse is located.
a) True
b) False
Answer: a
Explanation: Multiplying the signal by a unit impulse samples the value of the signal at the point
at which the impulse is located. That is x(t)*∂(t)=x(t)|t=0=x(0)∂(t).
derivatives of all orders of the impulse functions are also singularity functions. It is defined as
d∂(t)/dt=∂’(t)=0.
244. How are discrete unit impulse functions and discrete time unit step functions related?
a) They are inverse of each other
b) ∂(n)=u(n)-u(n-1)
c) ∂(n)=u(n)*2∂
d) Integration of unit step function gives unit step function.
Answer: b
Explanation: From definition of u(n) and u(n-1),
u(n) – u(n-1)=∂(n)+sigma k=1 to infinity∂(n-k)- sigma k=1 to infinity ∂(n-k) = ∂(n). In
continuous time, ∂(t)=du(t)/dt.
252. Time domain is easier for mathematical operation than frequency domain.
a) True
b) False
Answer: b
Explanation: Time domain analysis is much tedious and difficult to perform when it comes to
lengthy solvable problems. Whereas, in a frequency domain, it is very quick to perform. Even
stability is easily attained in frequency domain analysis.
253. What are the mathematical tools to convert a system from a time domain to frequency
domain?
a) Fourier series, Fourier transform, Laplace transform, Z-transform
b) Fourier series only
c) Fourier series and Laplace transform only
d) Fourier series, Fourier transform and Laplace transform only
Answer: a
Explanation: Fourier series, Fourier transform, Laplace transform, z-transform are some tools to
convert a system from a time domain to frequency domain analysis to make it simpler. In fact,
the concept of frequency domain has emerged from these transformations. It was first given by
Joseph Fourier.
254. One of the main limitations of time domain analysis is the noise and frequency.
a) True
b) False
Answer: a
Explanation: True, one of the main limitations of time domain analysis is the noise and
frequency. This is because it is easier in the frequency domain to read it and detect it and solve it.
Time domain analysis is much tedious and difficult to perform when it comes to lengthy solvable
problems.
255. Find the value of h[n]*d[n-1], d[n] being the delta function.
a) h[n-2].
b) h[n].
c) h[n-1].
d) h[n+1].
Answer: c
Explanation: Convolution of a function with a delta function shifts accordingly.
d) (1+exp(-at)) u(t)/a
Answer: c
Explanation: Use the convolution formula.
257. Find the value of h[n]*d[n-5], d[n] being the delta function.
a) h[n-2].
b) h[n-5].
c) h[n-4].
d) h[n+5].
Answer: b
Explanation: Convolution of a function with a delta function shifts accordingly.
259. Find the value of h[n-1]*d[n-1], d[n] being the delta function.
a) h[n-2].
b) h[n].
c) h[n-1].
d) h[n+1].
Answer: a
Explanation: Convolution of a function with a delta function shifts accordingly.
261. Find the value of h[n]*d[n+1], d[n] being the delta function.
a) h[n-2].
b) h[n].
c) h[n-1].
d) h[n+1].
Answer: d
Explanation: Convolution of a function with a delta function shifts accordingly.
263. Find the value of d(t-34)*x(t+56), d(t) being the delta function.
a) x(t + 56)
b) x(t + 32)
c) x(t + 22)
d) x(t – 22)
Answer: c
Explanation: Convolution of a function with a delta function shifts accordingly.
271. What is the following expression equal to: h*(c*(b+d(t))), d(t) is the delta function
a) h*c + h*b
b) h*c*b + b
c) h*c*b + h*c
d) h*c*b + h
Answer: c
Explanation: Apply commutative and associative rules
b) No
c) Marginally Stable
d) None of the mentioned
Answer: b
Explanation: The system corresponds to an unstable system, as the Re(exp) term is a positive
quantity.
273. The system transfer function and the input if exchanged will still give the same response.
a) True
b) False
Answer: a
Explanation: By definition, the commutative rule i h*x=x*h=y. Thus, the response will be the
same.
274. For an LTI discrete system to be stable, the square sum of the impulse response should be
a) Integral multiple of 2pi
b) Infinity
c) Finite
d) Zero
Answer: c
Explanation: If the square sum is infinite, the system is an unstable system. If it is zero, it means
h(t) = 0 for all t. However, this cannot be possible. Thus, it has to be finite.
Fourier Series
275. What is Fourier series?
a) The representation of periodic signals in a mathematical manner is called a Fourier series
b) The representation of non periodic signals in a mathematical manner is called a Fourier series
c) The representation of non periodic signals in terms of complex exponentials or sinusoids is
called a Fourier series
d) The representation of periodic signals in terms of complex exponentials or sinusoids is called
a Fourier series
Answer: d
Explanation: The Fourier series is the representation of non periodic signals in terms of complex
exponentials, or equivalently in terms of sine and cosine waveform leads to Fourier series. In
other words, Fourier series is a mathematical tool that allows representation of any periodic wave
as a sum of harmonically related sinusoids.
exponentials or sine or cosine waveform. This was discovered by Jean Baptiste Joseph Fourier in
18th century.
277. Fourier series representation can be used in case of Non-periodic signals too. True or false?
a) True
b) False
Answer: b
Explanation: False. The Fourier series is the representation of periodic signals in terms of
complex exponentials, or equivalently in terms of sine and cosine waveform leads to Fourier
series. In other words, Fourier series is a mathematical tool that allows representation of any
periodic wave as a sum of harmonically related sinusoids. They are for periodic signals only.
278. What are the conditions called which are required for a signal to fulfil to be represented as
Fourier series?
a) Dirichlet’s conditions
b) Gibbs phenomenon
c) Fourier conditions
d) Fourier phenomenon
Answer: a
Explanation: When the Dirichlet’s conditions are satisfied, then only for a signal, the fourier
series exist. Fourier series is of two types- trigonometric series and exponential series.
279. Choose the condition from below that is not a part of Dirichlet’s conditions?
a) If it is continuous then there are a finite number of discontinuities in the period T1
b) It has a finite average value over the period T
c) It has a finite number of positive and negative maxima in the period T
d) It is a periodic signal
Answer: d
Explanation: Even if the Fourier series demands periodicity as the major necessity for its
formation still it is not a part of Dirichlet’s condition. It is the basic necessity for Fourier series.
Answer: a
Explanation: A0 + ∑[ancos(w0t)+ ansin(w0t)] is the correct representation of a trigonometric
Fourier series. Here A0 = 1/T∫x(t)dt and an =2/T∫x(t)cos(w0t)dt and bn= 2/T∫x(t)sin(w0t)dt.
288. The fourier series coefficients of the signal are carried from –T/2 to T/2.
a) True
b) False
Answer: a
Explanation: Yes, the coefficients evaluation can be done from –T/2 to T/2. It is done for the
simplification of the signal.
Answer: b
Explanation: Fourier series is also true in case of discrete time signals. They just need to follow
the dirichlet’s conditions.
294. How does Fourier series make it easier to represent periodic signals?
a) Harmonically related
b) Periodically related
c) Sinusoidally related
d) Exponentially related
Answer: a
Explanation: Fourier series makes it easier to represent periodic signals as it is a mathematical
tool that allows the representation of any periodic signals as the sum of harmonically related
sinusoids
x(t) ↔ Xn
here, x(t) is the signal and Xn is the fourier series coefficient.
297. Integration and conjugation are also followed by continuous time fourier series?
a) True
b) False
Answer: a
Explanation: Linearity, time shifting, frequency shifting, time reversal, time scaling, periodic
convolution, multiplication, differentiation are some of the properties followed by continuous
time fourier series. Integration and conjugation are also followed by continuous time fourier
series.
298. If x(t) and y(t) are two periodic signals with coefficients Xn and Yn then the linearity is
represented as?
a) ax(t) + by(t) = aXn + bYn
b) ax (t) + by(t) = Xn + bYn
c) ax(t) + by(t) = aXn + Yn
d) ax(t) + by(t) = Xn + Yn
Answer: a
Explanation: ax(t) + by(t) = aXn + bYn, x(t) and y(t) are two periodic signals with coefficients Xn
and Yn.
300. What is the frequency shifting property of continuous time fourier series?
a) Multiplication in the time domain by a real sinusoid
b) Multiplication in the time domain by a complex sinusoid
c) Multiplication in the time domain by a sinusoid
d) Addition in the time domain by a complex sinusoid
Answer: b
Explanation: If x(t) and y(t) are two periodic signals with coefficients Xn and Yn,
Then y(t)= ejmwtx(t)↔Yn=Xn-m.
Hence, we can see that a frequency shift corresponds to multiplication in the time domain by
complex sinusoid whose frequency is equal to the time shift.
302. It does not depend whether the signal is odd or even, it is always reversal of the
corresponding sequence of fourier series.
a) True
b) False
Answer: b
Explanation: It does depend whether the signal is odd or even.
If the signal is even, the reversal is positive and if the signal is odd, the reversal is negative.
307. The input and output of an LTI system are x (t) = e-3t u (t) and y (t) = e-t u (t). The
differential equation which characterizes the system is ___________
a) dy(t)dt+y(t)=dx(t)dt+3x(t)
b) dy(t)dt+2y(t)=dx(t)dt+3x(t)
c) dy(t)dt–y(t)=dx(t)dt+3x(t)
d) dy(t)dt–2y(t)=dx(t)dt+3x(t)
Answer: a
Explanation: X (s) = 1s+3, Y (s) = 1s+1
∴ H(s) = Y(s)X(s)=1/(s+1)1/(s+3)=s+3s+1
Now, s Y(s) + Y(s) = s X(s) + 3 X(s)
So, the differential equation together with the condition of initial rest that characterizes the
system is dy(t)dt+y(t)=dx(t)dt+3x(t).
313. A band pass signal extends from 1 KHz to 2 KHz. The minimum sampling frequency that is
needed to retain all information of the sampled signal is ___________
a) 1 KHz
b) 2 KHz
c) 3 KHz
d) 4 KHz
Answer: b
Explanation: We know that the minimum sampling frequency is twice the maximum bandwidth.
Here, maximum bandwidth = 2-1 = 1 KHz
So, Minimum sampling frequency = 2(Bandwidth) = 2(2-1) = 2 KHz.
d) 0.5 + 0.5e-2t-e-t)
Answer: b
Explanation: Let G(s) = 1s(s2+3s+2)
Or, F(s) = G(s) e-3s
G (t) = L-1{G(s)}
= L-1{As+Bs+2+Cs+1}
Solving we get, A=0.5, B=0.5, C=-1
So, G (t) = 0.5 + 0.5e-2t-e-t
The inverse Laplace transform is F (t) = {0.5 + 0.5e-2(t-3)-e-(t-3)} u (t-3).
Fourier Transforms
317. Which of the following is the Analysis equation of Fourier Transform?
a) F(ω)=∫∞−∞f(t)ejωtdt
b) F(ω)=∫∞0f(t)e−jωtdt
c) F(ω)=∫∞0f(t)ejωtdt
d) F(ω)=∫∞−∞f(t)e−jωtdt
Answer: d
Explanation: For converting time domain to frequency domain, we use analysis equation. The
Analysis equation of Fourier Transform is F(ω)=∫∞−∞f(t)e−jωtdt.
319. Find the fourier transform of an exponential signal f(t) = e-at u(t), a>0.
a) 1a+jω
Department of Electrical and Computer Engineering 74
Wollo University Kombolcha Institute of Technology
b) 1a−jω
c) 1−a+jω
d) 1−a−jω
Answer: a
Explanation: Given f(t)= e-at u(t)
We know that u(t)={01t<0t>0
Fourier transform,
F(ω)=∫∞−∞f(t)e−jωtdt=∫∞−∞e−atu(t)e−jωtdt=∫∞0e−(a+jω)tdt
F(ω) = 1a+jω, a>0.
320. Find the fourier transform of the function f(t) = e-a|t|, a>0.
a) 2aa2−ω2
b) 2aa2+ω2
c) 2aω2−a2
d) aa2+ω2
Answer: b
Explanation: The given two-sided exponential function f(t) = e-a|t|, a>0 can be expressed as
f(t)={e−ateatt≥0t≤0
The Fourier transform is
F(ω)=∫∞−∞f(t)e−jωtdt=∫0−∞f(t)e−jωtdt+∫∞0f(t)e−jωtdt
F(ω)=1a+jω+1a−jω=2aa2+ω2.
312. Gate function is defined as ______________
a) G(t)={10|t|<τ2elsewhere
b) G(t)={10|t|>τ2elsewhere
c) G(t)={10|t|≤τ2elsewhere
d) G(t)={10|t|≥τ2elsewhere
Answer: a
Explanation: A gate function is a rectangular function defined as
G(t)=rect(tτ)={10|t|<τ2elsewhere
Where τ is pulse width.
b) 12π(2−jt)
c) 12(2+jt)
d) 1π(2+jt)
Answer: b
Explanation: We know that x(t) = 12π∫∞−∞X(ω)ejωtdω
x(t) = 12π∫∞−∞e−2ωu(ω)ejωtdω=12π∫∞−∞e−2ωejωtdω=12π(2−jt).
334. Find the convolution of the signals x1 (t) = e-2t u(t) and x2 (t) = e-3t u(t).
a) e-2t u(t) – e-3t u(t)
b) e-2t u(t) + e-3t u(t)
c) e2t u(t) – e3t u(t)
d) e2t u(t) – e-3t u(t)
Answer: a
Explanation: Convolution property, x1 (t)*x2 (t) ↔ X1 (ω) X2 (ω)
∴ x1 (t)*x2 (t) = F-1 [X1 (ω) X2 (ω)]
Given x1 (t) = e-2t u(t)
∴ X1 (ω) = 1jω+2
Given x2 (t) = e-3t u(t)
∴ X1 (ω) = 1jω+3
x1 (t)*x2 (t) = F-1 [X1 (ω) X2 (ω)] = F-1 [1jω+21jω+3]=F−1[1jω+2–1jω+3]
∴ x1 (t)*x2 (t) = e-2t u(t)-e-3t u(t).
F(t) = 2πδ(t)
As per duality property F(t) ↔ 2πf(-ω), we have
2πδ(t) ↔ 2π(1)
δ(t) ↔ 1
Hence, the inverse Fourier transform of 1 is δ(t).
338. For two discrete time systems, consider the following statements:
i) If S1 and S2 are linear and time invariant, then interchanging their order does not change the
system.
ii) If S1 and S2 are linear and time variant, then interchanging their order does not change the
system
The correct statement from the above is __________
a) Both i & ii
b) Only i
c) Only ii
d) Neither i, nor ii
Answer: b
Explanation: S1: y[n] = n x[n]
And S2: y[n] = n x [n+1]
If x[n] = δ[n], then S2 {S1 {δ[n]}} = S2 [0] = 0
S1 {S2 {δ[n]}} = S1 {δ[n+1]} = – δ[n+1]≠0.
339. The following input-output pairs have been observed during the operation of a time
invariant system
i) x1[n] = {1, 0, 2} (Laplace transform) y1 [n] = {0, 1,2}
ii) x2[n] = {0,0, 3} (Laplace transform) y2[n] = {0,1,0,2}
iii) x3[n] = {0,0,0,1} (Laplace transform) y3[n] = {1,2,1}
The conclusion regarding the linearity of the system is _____________
a) Linear
b) Non-linear
c) One more observation is required
d) Conclusion cannot be drawn from observation
Answer: b
Explanation: System is not linear. This is evident from the observation of the pairs, x3[n] – y3[n]
and x2[n] and y2[n]. If the system were linear y2[n] would be of the form y2[n] = {3, 6, 3}.
340. S1 and S2 are two DT systems which are connected together to form a new system. Consider
the following statements:
i) If S1 and S2 are non-causal, then S is non-causal
ii) If S1 and/or S2 are unstable, then S is unstable
The correct statement from the above is ____________
a) Both i and ii
b) Only i
c) Only ii
d) Neither i nor ii
Answer: d
Explanation: S1: y[n] = x [n+1] …… (Non-causal)
S2: y[n] = x [n-2] ……… (Causal)
S: y[n] = x [n-1] which is causal ………. (False)
S1: y[n] = ex[n] stable, S2: y[n] = ln(x[n]) ……… (Unstable)
But S: y[n] = x[n] ………. (Stable, false)
341. Given a signal x[n] = δ[n] + 0.9 δ [n − 6]. The Discrete Time Fourier Transform for 8 points
is __________
a) 1 – 0.9 e−j2π8k6
b) 1 + 0.9 e−j2π8k6
c) 1 + 0.9 ej2π8k6
d) 1 – 0.9 ej2π8k6
Answer: b
Explanation: Given N = 8.
Now, x[k] = ∑N−10x[n]e−j2πNkn
= ∑70x[n]e−j2π8kn
= ∑7N=0(δ[n]+0.9δ[n–6])e−j2π8kn
= 1 + 0.9 e−j2π8kn
Here, n = 6, from given question.
Hence, x[k] = 1 + 0.9 e−j2π8k6.
343. A 10 V is connected across a load whose V-I characteristics is given by 7I = V2 + 2V. The
internal resistance of the battery is of magnitude 1Ω. The current delivered by the battery is
____________
a) 6 A
b) 5 A
c) 7 A
d) 8 A
Answer: b
Explanation: 7I = V2 + 2V …………………. (1)
Now, V = 10 – 1 × I
Putting the value of V in eqt (1), we get,
&I = (10 – I) 2 + 2(10 – I) …………………. (2)
Or, I = 100 + I2 – 20I + 20 – 2I
Or, I2 – 29I + 120 = 0
∴ I=+29±292–4(120)√2=29±192
I = 5 A, 24 A
Now, I = 24 A is not possible because V will be negative from eqt (2)
∴ I = 5 A.
Answer: d
Explanation: There are two waveforms of frequencies 6 and 9, respectively. Hence the combined
frequency is the highest common factor between 6 and 9 which is 3. Therefore the period is 13.
345. Given a series RLC circuit with V = 5V, R = 200 kΩ, C = 10µF. Sampling frequency of the
circuit is 10 Hz. The expression and the ROC of the z-transform of the sampled signal are
____________
a) 5zz−e−5', |z|<e-5
b) 5zz−e−0.05', |z|<e-0.05
c) 5zz−e−0.05', |z|>e-0.05
d) 5zz−e−5', |z|>e-5
Answer: c
Explanation: I (t) = VRe−t/RC
Voltage across resistor = R I (t)
= V e-t/RC = 5 e-t/RC
= 5 e−t200×10×10−6×103 = 5 e-t/2
Given that, the Sampling frequency of the circuit = 10 Hz
Hence, x (n) = 5e-n/2 X 10 = 5e-0.05n
Now, X (z) = ∑∞n=−∞x[n]z−n
= 5 ∑∞n=−∞(e−0.05z−n)n
= 5. 11−e−0.05Z−1', ROC |z|>e-0.05
= 5zz−e−0.05', |z|>e-0.05.
346. Given a series RLC circuit with V = 5V, R = 200 kΩ, C = 10µF. Sampling frequency of the
circuit is 10 Hz. The samples x (n), where n=0,1,2,…., is ___________
a) 5(1-e-0.05n)
b) 5e-0.05n
c) 5(1-e-5n)
d) 5e-5n
Answer: b
Explanation: The charging current in circuit I (t) = I (0+) e-t/RC
Since the capacitor acts as short circuit, I (0+) = VR
∴ I (t) = VR e-t/RC
Voltage across resistor = R I (t)
= V e-t/RC = 5 e-t/RC
= 5 e−t200×10×10−6×103 = 5 e-t/2
Given that, the Sampling frequency of the circuit is 10 Hz
∴ x (n) = 5e-n/2 X 10 = 5e-0.05n.
347. For the circuit given below, if the frequency of the source is 50 Hz, then a value of to which
results in a transient free response is _________________
a) 0
b) 1.78 ms
c) 7.23 ms
d) 9.21 ms
Answer: b
Explanation: T = LR
Or, T = 0.015 = 0.002 s = 2 ms
For the ideal case, transient response will die out with time constant.
Practically, T will be less than 2 ms.
348. If G(f) represents the Fourier Transform of a signal g (t) which is real and odd symmetric in
time, then G (f) is ____________
a) Complex
b) Imaginary
c) Real
d) Real and non- negative
Answer: b
Explanation: Fourier transform of g (t) is G (f)
Given that, g (t) is real, odd and symmetric with respect to time.
∴G*(jm) = – G(jm); G(jm) purely imaginary.
349. If R1 is the region of convergence of x (n) and R2 is the region of convergence of y(n), then
the region of convergence of x (n) convoluted y (n) is ___________
a) R1 + R2
b) R1 – R2
c) R1 ∩ R2
d) R1 ∪ R2
Answer: c
Explanation: The z-transform of x (n) = X (z). Let the region of convergence be R1
The z-transform of y (n) = y (z). Let the region of convergence be R2
The z-transform of x (n) * y (n) is X (z).Y (z) [from property]
So, the region of convergence is R1 ∩ R2.
350. The system under consideration is an RC low-pass filter with R = 1 kΩ and C = 1 µF. Let H
(f) denotes the frequency response of the RC, low-pass filter. Let f1 be the highest frequency,
such that 0≤|f|≤f1, |H(f1)|H(0)≥0.95 Then f1 is ___________
a) 327.8
b) 163.9
c) 52.2
d) 104.4
Answer: c
Explanation: H (ω) = 1jωCR+(1jωC)=11+jωRC
H (f) = 11+j2πfRC
|H (f)| = 11+4π2f21R2C2√
H (0) = 1
Given that |H(f1)|H(0)≥0.95
Or, 1 + 4π2 f12 R2 C2 ≤ 1.108
Simplifying, f1 ≤ 0.3292πRC
∴f1 ≤ 52.2 Hz.
351. The response of the LTI system for d2y(t)dt2+dy(t)dt+5y(t)=dx(t)dt. Given that y(0–) = 2,
dx(t)dt (at t=0) = 0, x(t) = u(t) is __________
a) 2e-t cos t u(t)
b) 0.5 e-t sin t u(t)
c) 2e-t cos t u(t) + 0.5 e-t sin t u(t)
d) 0.5 e-t cos t u(t-1) + 2e-t sin t u(t-1)
Answer: c
Explanation: s2Y(s) – 2s + 2sY(s) – 2 + 5Y(s) = 1
∴ (s2+2s+5) Y(s) = 3+2s
Or, Y(s) = 2s+3s2+2s+5
= 2(s+1)(s+1)2+22+1(s+1)2+22
Hence, y (t) = 2e-t cos t u(t) + 0.5 e-t sin t u(t)
Sampling
352. Find the Nyquist rate and Nyquist interval of sin(2πt).
a) 2 Hz, 12 sec
b) 12 Hz, 12 sec
c) 12 Hz, 2 sec
d) 2 Hz, 2 sec
Answer: a
Explanation: We know that sin ω0 t ↔ jπ[δ(ω+ω0) – δ(ω-ω0)]
sin 2πt ↔ jπ[δ(ω+2π)-δ(ω-2π)]
Here ωm = 2π
But ωm = 2πfm
∴ fm = 1 Hz
Nyquist rate, Fs = 2fm = 2 Hz
Nyquist interval, T = 12fm=12sec.
Answer: d
Explanation: Aliasing is defined as the phenomenon in which a high frequency component in the
frequency spectrum of the signal takes the identity of a lower frequency component in the
spectrum of the sampled signal.
Aliasing can occur if either of the following condition exists:
• The signal is not band-limited to a finite range.
• The sampling rate is too low.
357. Find the Nyquist rate and Nyquist interval for the signal f(t)=sin500πtπt.
a) 500 Hz, 2 sec
b) 500 Hz, 2 msec
c) 2 Hz, 500 sec
d) 2 Hz, 500 msec
Answer: b
Explanation: Given f(t) = sin500πtπt
Frequency, ωm = 500π
2πfm = 500π
2fm = 500 Hz
Nyquist rate, Fs = 2fm = 500 Hz
Nyquist interval, T = 12fm=1500 = 2 msec.
358. Find the Nyquist rate and Nyquist interval for the signal f(t) = [sin500πtπt]2.
a) 1000 Hz, 1 msec
b) 1 Hz, 1000 sec
c) 1000 Hz, 1 sec
d) 1000 Hz, 1000 sec
Answer: a
Explanation: Given f(t) = [sin500πtπt]2=1−cos1000πt(πt)2
Frequency, ωm = 1000π
2πfm = 1000π
2fm = 1000 Hz
Nyquist rate, Fs = 2fm = 1000 Hz
Nyquist interval, T = 12fm=11000 = 1 msec.
359. Find the Nyquist rate and Nyquist interval for the signal f(t) = 1 + sinc300πt.
a) 300 Hz, 3 msec
b) 300 Hz, 3.3 msec
c) 30 Hz, 3 msec
d) 3 Hz, 3 msec
Answer: b
Explanation: Given f(t) = 1 + sinc300πt
Frequency, ωm = 300π
2πfm = 300π
2fm = 300 Hz
360. Find the Nyquist rate and Nyquist interval for the signal f(t) = rect(200t).
a) ∞ Hz, 0 sec
b) 0 Hz, ∞ sec
c) ∞ Hz, ∞ Hz
d) 0 Hz, 0 sec
Answer: a
Explanation: Given f(t) = rect(200t), which is a rectangular pulse signal having pulse width of
1/200 seconds. Since the signal is a finite duration signal, it is not band-limited. The signal
spectrum consists of infinite frequencies.
Hence, Nyquist rate is infinity and Nyquist interval is zero.
361. The sampling frequency of a signal is Fs = 2000 samples per second. Find its Nyquist
interval.
a) 0.5 sec
b) 5 msec
c) 5 sec
d) 0.5 msec
Answer: b
Explanation: Given Fs = 2000 samples per second
Nyquist interval, T = 1Fs=12000 = 0.5 msec.
362. Determine the Nyquist rate of the signal x(t) = 1 + cos 2000πt + sin 4000πt.
a) 2000 Hz
b) 4000 Hz
c) 1 Hz
d) 6000 Hz
Answer: b
Explanation: Given x(t) = 1 + cos 2000πt + sin 4000πt
Highest frequency component in 1 is zero
Highest frequency component in cos2000πt is ωm1 = 2000π
Highest frequency component in sin4000πt is ωm2 = 4000π
So the maximum frequency component in x(t) is ωm = 4000π [highest of 0, 2000π, 4000π]
∴ 2πfm = 4000π
2fm = 4000
Nyquist rate, Fs = 2fm = 4000 Hz.
363. Find the Nyquist rate and Nyquist interval for the signal f(t) = -10 sin 40πt cos 300πt.
a) 40 Hz, 40 sec
b) 340 Hz, 340 sec
c) 300 Hz, 300 sec
d) 340 Hz, 1340 sec
Answer: d
Explanation: sin 40πt has highest frequency ωm1 = 40π
Department of Electrical and Computer Engineering 87
Wollo University Kombolcha Institute of Technology
365. Find the Laplace transform of e-at u(t) and its ROC.
a) 1s−a, Re{s}>-a
b) 1s, Re{s}>a
c) 1s×a, Re{s}>a
d) 1s+a, Re{s}>-a
Answer: d
Explanation: Laplace transform, L{x(t)} = X(s) = ∫∞−∞x(t)e−stdt
L{e-at) u(t)} = ∫∞−∞e−atu(t)e−stdt=∫∞0e−ate−stdt=1s+a when (s+a)>0
(σ+a)>0
σ>-a
ROC is Re{s}>-a.
= ∫∞−∞δ(t)dt
= 1.
X(s) = 12j[1s+(a−jω)–1s+(a+jω)]=12j[2jω(s+a)2+ω2]=ω(s+a)2+ω2
e^-at sinωt u(t) LT←→ω(s+a)2+ω2;ROC Re(s)>-a.
371. Find the Laplace transform of the signal x(t)=et sin2t for t≤0.
a) 2(s−1)2+22
b) −2(s−1)2+22
c) 2(s+1)2+22
d) −2(s+1)2+22
Answer: b
Explanation: Given x(t) = et sin2t for t≤0
∴ x(t) = et sin2t u(-t)
L{x(t)} = X(s) = ∫∞−∞x(t)e−stdt=∫∞−∞etsin2tu(−t)e−stdt
= ∫0−∞(ej2t–e−j2t2j)=12j∫0−∞[e(1−s+j2)t–e(1−s−j2)t]dt
= 12j(11−s+j2−11−s−j2)
=−2(s−1)2+22.
Answer: b
Explanation: Given x(t)=[1 + sin 2t cos 2t]u(t) = (1 + 12sin4t)u(t)
L{x(t)} = X(s) = L[u(t) + 12 sin4t u(t)] = L[u(t)] + 12 L[sin4t u(t)] =
1s+124(s2+42)=s2+2s+16s(s2+42).
376. Find the Laplace transform of the signal x(t) = e-2t cos(200πt)u(t).
a) ss2+(200π)2
b) ss2−(200π)2
c) s−2(s−2)2+(200π)2
d) s+2(s+2)2+(200π)2
Answer: d
Explanation: Given x(t) = e-2t cos(200πt)u(t)
We know that L{cosωt u(t)} = ss2+ω2
∴L{cos(200πt)u(t)} = ss2+(200π)2
Frequency shifting property states that L{e-at x(t)} = X(s+a)
L{e-2t cos(200πt)u(t)} = L{cos(200πt)u(t)}|s=s+2 = [ss2+(200π)2]s=s+2=s+2(s+2)2+(200π)2.
Answer: b
Explanation: Given x(t) = dδ(t)dt
We know that L{δ(t)} = 1
Time differentiation property, L{dδ(t)dt} = sF(s)
L{dδ(t)dt} = sL{δ(t)} = s × 1 = s.
382. Find the final value of the function F(s) given by (s−1)s(s2−1).
a) 1
b) 0
c) -1
d) ∞
Answer: a
Explanation: Given F(s) = (s−1)s(s2−1)
Department of Electrical and Computer Engineering 92
Wollo University Kombolcha Institute of Technology
383. Determine the initial value x(0+) for the Laplace transform X(s) = 4s2+3s−5.
a) -1
b) 0
c) 1
d) ∞
Answer: b
Explanation: Given X(s) = 4s2+3s−5
Initial value, x(0+) = lims→∞ sX(s) = lims→∞ s(4s2+3s−5) = limx→0 4x1+3x−5x2=0 [let s =
1/x].
ROC Properties
385. Given a system function H(s) = 1s+3. Let us consider a signal sin 2t. Then the steady state
response is ___________
a) 18
b) Infinite
c) 0
d) 8
Answer: c
Explanation: H(s) = V(s)J(s)
= 1s+3
V(s) = 1s+3. J(s)
J(s) = L (sin 2t) = 2s2+4
V (s) = 1s2+4.2s+3
VSS = lims→0 sV(s)
= 0.
d) exp(-j2nft)
Answer: c
Explanation: Let us consider x (t) = e2jnft
So, y (t) = ∫∞−∞h(τ)x(t−τ)dτ
= ∫∞−∞h(τ)ej2nπf(t−τ)dτ
= ej2nft H (f)
Or, H (f) = y(t)ej2nft
So, x (t) = ej2nft.
389. If a system has N different poles, then the system can have ______________
a) N ROC’s
b) (N-1) ROC’s
c) (N+1) ROC’s
d) 2N ROC’s
Answer: c
Explanation: Let us consider 2 poles. For 2 poles, we will have 3 ROC conditions. Hence, if a
system has N poles then the system will have (N+1) ROC’s.
390. Given 2 signals (-3)k u(k) and u (k-1). These two signals are superimposed. This
superimposed signal is _______________
a) zz+3+1z−1
b) zz+3–1z−1
c) zz−3+1z−1
d) zz+3+1z+1
Answer: a
Explanation: We know that superposition means addition of these 2 signals.
So, superimposed f[k] = (-3)k u(k) + u(k-1)
Hence, z[k] = zz+3+1z−1.
c) Non-causal
d) Cannot be determined
Answer: c
Explanation: Taking the z-transform, we get,
X (z) = 7(1z−13)–6(1z−12)
∴ the ROC for given condition is as derived above.
∴ the bounded signal as a whole is non-causal.
396. In the circuit given below, the value of ZL for maximum power to be transferred is
_____________
a) R
b) R + jωL
c) R – jωL
d) jωL
Answer: c
Explanation: The value of load for maximum power transfer is given by the complex conjugate
of ZAB
ZAB = R + jXL
= R + jωL
∴ ZL for maximum power transfer is given by ZL = R – jωL.
b) 1a2cos(ba)t
c) 1a2sin(ba)t
d) 1a2sin(ab)t
Answer: b
Explanation: Given X(s) = ss2a2+b2=1a2[ss2+(b/a)2]
We know that L-1 (ss2+ω2) = cosωt
∴x(t) = L-1 [X(s)] = 1a2L−1[ss2+(b/a)2]=1a2cos(ba)t.
403. If F1 (s) = 1s+2 and F2 (s) = 1s+3, find the inverse Laplace transform of F(s) = F1 (s) F2 (s).
a) [e-2t + e-3t]u(t)
b) [e-2t – e-3t]u(t)
c) [e2t + e3t]u(t)
d) [e2t + e-3t]u(t)
Answer: b
Explanation: Given F1 (s) = 1s+2 and F2 (s) = 1s+3.
F(s) = F1 (s) F2 (s) = (1s+2)(1s+3)=1s+2–1s+3
Applying inverse Laplace transform, we get
f(t) = [e-2t – e-3t]u(t).
c) e−at+e−btt
d) ebt+e−att
Answer: b
Explanation: Given X(s) = ln(s+as+b)
x(t) = L-1 [X(s)] = L-1 [ln(s+as+b)]
L[x(t)] = ln(s+as+b) = ln(s+a)-ln(s+b)
L[tx(t)] = –dds [ln(s+a)-ln(s+b)] = −1s+a+1s+b=1s+b–1s+a
tx(t) = L−1(1s+b–1s+a) = e-bt – e-at
x(t) = e−bt–e−att.
406. Find the inverse Laplace transform for the function X(s) = 2s−1s2+4s+8.
a) e-2t cos2t u(t) – e-2t sin2t u(t)
b) 2e-2t cos2t u(t) – 52 e-2t sin2t u(t)
c) 2e-2t cos2t u(t) – e-2t sin2t u(t)
d) e-2t cos2t u(t) – 52 e-2t sin2t u(t)
Answer: b
Explanation: Given function X(s) = 2s−1s2+4s+8=2s−1(s+2)2+22=2(s+2)−5(s+2)2+22
= 2(s+2)(s+2)2+22–522(s+2)2+22
Applying inverse Laplace transform, we get
x(t) = 2e-2t cos2t u(t) – 52 e-2t sin2t u(t).
407. Find the inverse Laplace transform for the function X(s) = 1+e−2s3s2+2s.
a) e-(2/3)t u(t) – u(t) + e-(2/3)(t-2) u(t-2)-u(t-2)
b) e-(2/3)t u(t) + e-(2/3)(t-2) u(t-2)
c) e-(2/3)(t-2) u(t-2) – u(t-2)
d) e-(2/3)t u(t) – u(t)
Answer: a
Explanation: Given function X(s) = 1+e−2s3s2+2s
x(t) = L-1 [X(s)] = L−1[1+e−2s3s2+2s]=L−1[13s2+2s]+L−1[e−2s3s2+2s]
L−1[13s2+2s]=L−1{13s[s+(2/3)]}=L−1{−1s+1[s+(2/3)]} = e-(2/3)t u(t) – u(t)
L−1[e−2s3s2+2s]=L−1(13s2+2s)t=t−2 = e-(2/3)(t-2) u(t-2)-u(t-2)
∴x(t) = e-(2/3)t u(t) – u(t) + e-(2/3)(t-2) u(t-2)-u(t-2).
408. Given x(t)=e-t u(t). Find the inverse Laplace transform of e-3s X(2s).
a) 12 e-(t-3)/2 u(t+3)
b) 12 e-(t-3)/2 u(t-3)
c) 12 e(t-3)/2 u(t-3)
d) 12 e(t-3)/2 u(t+3)
Answer: b
Explanation: Given x(t) = e-t u(t)
X(s) = L[x(t)] = L[e-t u(t)] = 1s+1
X(2s) = 12s+1=1/2s+(1/2)
Z-Transform
409. When do DTFT and ZT are equal?
a) When σ = 0
b) When r = 1
c) When σ = 1
d) When r = 0
Answer: b
Explanation: Discrete Time Fourier Transform, X(e-jω) = ∑∞n=−∞x(n)e−jωn
Z-Transform, X(Z) = ∑∞n=−∞x(n)z−n, z = r ejω
When r=1, z = ejω and hence DTFT and ZT are equal.
d) z(z+cosω)z2+2zcosω+1
Answer: b
Explanation: Given x(n) = cosωn u(n)
We know that u(n)={10n≥0n<0
Z[cosωn u(n)] = Z[ejωn+e−jωn2u(n)]=12Z[ejωnu(n)]+12Z[e−jωnu(n)]
=12(zz−ejω+zz−e−jω)=12[z(z−e−jω)+z(z−ejω)(z−ejω)(z−e−jω)]
=12{z[2z−(ejω+e−jω)]z2−z(ejω+e−jω)+1}=z(z−cosω)z2−2zcosω+1.
413. For causal sequences, the ROC is the exterior of a circle of radius r.
a) True
b) False
Answer: a
Explanation: Consider a causal sequence, x(n) = rn u(n)
X(Z) = ∑n=−∞∞x(n)z−n=∑n=−∞∞rnu(n)z−n=∑n=0∞rn(1)z−n=∑n=0∞(rz−1)n
The above summation converges for |rz-1|<1, i.e. for |z|>r
Hence, for the causal sequences, the ROC is the exterior of a circle of radius r.
d) z1+z
Answer: a
Explanation: Given x(n) = u(-n)
Z[x(n)] = X(Z) = ∑∞n=−∞x(n)z−n=∑∞n=−∞u(−n)z−n=∑0n=−∞(1)z−n
=∑∞n=0zn=11−z.
Inverse Z-Transform
418. Given the z-transform pair 3nn2 u[n] ↔ X (z). The time signal corresponding to X(2z) is
___________
a) n23n u[2n]
b) (−32)nn2u[n]
c) (32)nn2u[n]
d) 6nn2u[n]
Answer: c
Explanation: Y (z) = X (2z) ↔ y[n] = 12n x[n]
Or, y[n] = 12n n2 3n u[n]
Or, y[n] = (32)nn2u[n].
419. Given the z-transform pair 3nn2 u[n] ↔ X (z). The time signal corresponding to X(z-1) is
___________
a) n23-nu[n]
b) n23-nu[-n]
c) 1n231nu[n]
d) 1n231nu[−n]
Answer: b
Explanation: Y (z) = X (1z) ↔ y[n] = X [-n]
Or, y[n] = n23-nu[-n].
420. Given the z-transform pair 3nn2 u[n] ↔ X (z). The time signal corresponding to dX(z)dz is
___________
a) (n-1)33n-1u[n-1]
b) n33nu[n-1]
c) (1-n)33n-1u[n-1]
d) (n-1)33n-1u[n]
Answer: c
421. Given the z-transform pair 3nn2 u[n] ↔ X (z). The time signal corresponding to z2−z−22 X(z)
is ___________
a) 12(x[n+2]-x[n-2])
b) (x[n+2]-x[n-2])
c) 12(x[n-2]-x[n+2])
d) (x[n-2]-x[n+2])
Answer: a
Explanation: Y (z) = z2−z−22 X (z) ↔ y[n] = 12(x[n+2]-x[n-2]).
422. Given the z-transform pair 3nn2 u[n] ↔ X (z). The time signal corresponding to {X(z)}2 is
___________
a) {x[n]}2
b) x[n]*x[n]
c) x[n]*x[-n]
d) x[-n]*x[-n]
Answer: b
Explanation: Y (z) = X (z) H (z)
Y (z) = X (z) X (z) ↔ y[n] Or, y [n] = x[n]*x[n]
423. The system described by the difference equation y(n) – 2y(n-1) + y(n-2) = X(n) – X(n-1)
has y(n) = 0 and n<0. If x (n) = δ(n), then y (z) will be?
a) 2
b) 1
c) 0
d) -1
Answer: c
Explanation: Given equation = y (n) – 2y (n-1) + y (n-2) = X (n) – X (n-1) has y (n) = 0
For n = 0, y (0)2y (-1) + y (-2) = x (0) – x (-1)
∴ y(0) = x(0) – x(-1)
Or, y (n) = 0 for n<0
For n=1, y (1) = -2y (0) + y (-1) = x (1) – x (0)
Or, y (1) = x (1) – x (0) + 2x (0) – 2x (-1)
Or, y (1) = x (1) + x (0) – 2x (-1)
For n=2, y (2) = x (2) – x (1) + 2y (1) – y (0)
Or, y(2) = x(2) – x(1) + 2x(1) + 2x(0) – 4x(-1) – x(0) + x(-1)
∴y (2) = d (2) + d (1) + d (0) – 3d (-1).
Answer: b
Explanation: We know that, Z−1zz−a=an andZ−1zz−b=bn
∴Z−1{z2(z−a)(z−b)}=Z−1zz−a.zz−b=an∗bn
= ∑nm=0am.bn−m
= bn∑nm=0amb
= bn.an+1b−1ab−1
= an+1–bn+1a−b.
Convolution
428. The resulting signal when a continuous time periodic signal x(t) having period T, is
convolved with itself is ___________
a) Non-Periodic
b) Periodic having period 2T
c) Periodic having period T
d) Periodic having period T/2
Answer: c
Explanation: The solution lies with the definition of convolution. Given a periodic signal x (t)
having period T. When convolution of a periodic signal with period T occurs with itself, it will
give the same period T.
429. Convolution of step signal 49 times that is 49 convolution operations. The Laplace
transform is ______________
a) 1s49
b) 1s50
c) 1
d) s49
Answer: a
Explanation: n times = u (t) * u (t) * …… * u (t)
Laplace transform of the above function = 1sn, where n is number of convolutions.
∴ Laplace transform for 49 convolutions = 1s49.
431. For any given signal, average power in its 6 harmonic components as 10 mw each and
fundamental component also has 10 mV power. Then, average power in the periodic signal is
_______________
a) 70
b) 60
c) 10
d) 5
Answer: b
Explanation: We know that according to Parseval’s relation, the average power is equal to the
sum of the average powers in all of its harmonic components.
∴ Pavg = 10 × 6 = 60.
432. One of the types of signal is an Impulse train. The type of discontinuity in an impulse train
is ______________
a) Infinite
b) Zero
c) One
d) Finite
Answer: a
Explanation: From any Impulse train waveform, we can infer that it is a kind of signal having
infinite discontinuity.
433. Given a signal f (t) = 3t2+2t+1, which is multiplied by 2 unit delayed version of impulse and
integrated over period -∞ to ∞. The resultant is ______________
a) 1
b) 6
c) 17
d) 16
Answer: c
Explanation: ∫∞−∞f(t)δ(t−t0)=f(t0)
Here, t0 = 2
So, ∫∞−∞f(t)δ(t−2) = f (2)
Hence, f (2) = 3(2)2 + 2(2) + 1
= 12 + 4 + 1 = 17.
435. The CT supplies current to the current coil of a power factor meter, energy meter and, an
ammeter. These are connected as?
a) All coils in parallel
b) All coils in series
c) Series-parallel connection with two in each arm
d) Series-parallel connection with one in each arm
Answer: b
Explanation: Since the CT supplies the current to the current coil, therefore the coils are
connected in series so that the current remains the same. If they were connected in parallel then
Department of Electrical and Computer Engineering 106
Wollo University Kombolcha Institute of Technology
the voltages would have been same but the currents would not be the same and thus efficiency
would decrease.
436. If a signal f(t) has energy E, the energy of the signal f(100t) is equal to ____________
a) E
b) 100E
c) E/100
d) 400E
Answer: c
Explanation: We know that, E = ∫∞−∞f(t)2dt
Let, Es = ∫∞−∞f(t)2dt
Let 100t = p
Or, dt = dp/100
= ∫∞−∞f(t)2dp/100
So, Es = E/100.
437. Two sequences x1 (n) and x2 (n) are related by x2 (n) = x1 (- n). In the z-domain, their region
of convergences are _______________
a) The same
b) Reciprocal of each other
c) Negative of each other
d) Complementary
Answer: b
Explanation: x1(n) has z-transform X1(z)
The ROC = Rx (say)
Again, x2(n) = x1(-n) has z-transform X1(1/z)
The ROC = 1/Rx
Hence they are reciprocals.
438. If the Laplace transform of f (t) = ws2+w2. The value of limt→∞ f(t) is ____________
a) Cannot be determined
b) Zero
c) Unity
d) Infinity
Answer: b
Explanation: We know that,
By final value theorem, limt→∞ f(t) = lims→0 s F (s)
= lims→0 s.ws2+w2
= 0.
440. The power in the signal (t) = 8cos (20πt – π2) + 4sin (15πt) is equal to ______________
a) 40
b) 42
c) 41
d) 82
Answer: a
Explanation: Power of Signal = limT→ ∞ 1T∫T/2−T/2|f(t)|2dt
Signal power P is mean of the signal amplitude squared value of f (t).
Rms value of signal = P−−√
Now, (t) = 8cos (20πt – π2) + 4sin (15πt)
= 8 sin (20πt) + 4 sin (15πt)
= 822+422
= 32 + 8 = 40.
441. The Fourier transform (FT) of a function x (t) is X (f). The FT of dx(t)dt will be
___________
a) dX(f)df
b) 2πjf X(f)
c) X(f) jf
d) X(f)jf
Answer: b
Explanation: x(t)→12π∫∞−∞X(f)ej2πtdt
Now, differentiating both sides,
We get, dx(t)dt=j2π12π∫∞−∞X(f)ej2πtdt
= j2πf X(f).
Explanation: From the graphs of cos and sin, we can infer that at t=0, the function becomes
discontinuous.
Since, cos 0 = 1, but sin 0 = 0
As 1 ≠ 0, so, the function X (t) is discontinuous and therefore Non-periodic.