Signal and System
Signal and System
Systems
Signals and Systems Defined
• A signal is any physical phenomenon which
conveys information
• Systems respond to signals and produce new
signals
• Excitation signals are applied at system
inputs and response signals are produced at
system outputs
2
A Communication System as a
System Example
• A communication system has an information
signal plus noise signals
• This is an example of a system that consists
of an interconnection of smaller systems
3
Signal Types
4
Conversions Between Signal Types
Sampling
Quantizing
Encoding
5
Message Encoded in ASCII
6
Noisy Message Encoded in ASCII
Progressively
noisier
signals
7
Bit Recovery in a Digital Signal
Using Filtering
8
Image Filtering to Aid Perception
Original X-Ray Image Filtered X-Ray Image
9
Discrete-Time Systems
In a discrete-time system events occur at points in time but not
between those points. The most important example is a digital
computer. Significant events occur at the end of each clock
cycle and nothing of significance (to the computer user) happens
between those points in time.
10
Discrete-Time Systems
The equation
y [ n] = 1.97 y [ n - 1] - y [ n - 2]
says in words
“The signal value at any time n is 1.97 times the signal value at the
previous time [n -1] minus the signal value at the time before that
[n - 2].”
If we know the signal value at any two times, we can compute its
value at all other (discrete) times. This is quite similar to a
second-order differential equation for which knowledge of two
independent initial conditions allows us to find the solution for all
time and the solution methods are very similar.
11
Discrete-Time Systems
y [ n] = 1.97 y [ n - 1] - y [ n - 2]
We could solve this equation by iteration using a computer.
yn = 1 ; yn1 = 0 ; Initial Conditions
while 1,
yn2 = yn1 ; yn1 = yn ; yn = 1.97*yn1 - yn2 ;
end
12
Discrete-Time Systems
y [ n] = 1.97 y [ n - 1] - y [ n - 2]
With the initial conditions y[1] = 1 and y[0] = 0 the response
is
13
Feedback Systems
In a feedback system the response of the system is “fed back”
and combined with the excitation is such a way as to optimize
the response in some desired sense. Examples of feedback
systems are
1. Temperature control in a house using a thermostat
2. Water level control in the tank of a flush toilet.
3. Pouring a glass of lemonade to the top of the glass without
overflowing.
4. A refrigerator ice maker that keeps the bin full of ice
but does not make extra ice.
5. Driving a car.
15
Feedback Systems
Responses to an excitation that changes from 0 to 1 at n = 0.
16
Sound Recording System
17
Recorded Sound as a Signal Example
• “s” “i” “gn” “al”
18
Mathematical Description of
Continuous-Time Signals
Typical Continuous-Time Signals
2
Continuous vs Continuous-Time
Signals
All continuous signals that are functions of time are
continuous-time but not all continuous-time signals are
continuous
3
Continuous-Time Sinusoids
() (
g t = Acos 2p t / T0 + q ) = Acos ( 2p f0t + q ) = Acos (w 0
t +q )
- - - - -
Amplitude Period Phase Shift Cyclic Radian
(s) (radians) Frequency Frequency
( Hz) (radians/s)
4
Continuous-Time Exponentials
g ( t ) = Ae- t /t
- -
Amplitude Time Constant (s)
5
Complex Sinusoids
6
The Signum Function
ì 1 , t > 0ü
ï ï
sgn ( t ) = í 0 , t = 0 ý
ï- 1 , t < 0 ï
î þ
7
The Unit Step Function
ì1 , t > 0
ï
u ( t ) = í1 / 2 , t = 0
ï
î0 , t < 0
8
The Unit Step Function
()
v RC t = Vb u t ()
i ( t ) = (V / R) e
b
u (t )
- t / RC
v ( t ) = V (1- e
C b ) u (t )
- t / RC
9
The Unit Ramp Function
ìt , t > 0 ü t
ramp ( t ) = í ý = ò u(l ) dl = t u(t )
î0 , t £ 0 þ - ¥
10
The Unit Ramp Function
Product of a sine wave and a ramp function.
11
Introduction to the Impulse
ì1 / a , t < a / 2
Define a function D ( t ) = í
î0 , t > a/2
12
Introduction to the Impulse
The area under the product of the two functions is
a/2
1
A=
a- ò g ( t ) dt
a/2
g (0) = ò d ( t ) g ( t ) dt
- ¥
13
The Unit Step and Unit Impulse
As a approaches zero, g ( t ) approaches a unit
step and g¢ ( t ) approaches a unit impulse.
14
Graphical Representation of the
Impulse
The impulse is not a function in the ordinary sense because its
value at the time of its occurrence is not defined. It is represented
graphically by a vertical arrow. Its strength is either written beside
it or is represented by its length.
15
Properties of the Impulse
The Sampling Property
¥
- ¥
ò g ( t )d ( t - t ) dt = g ( t )
0 0
16
The Unit Periodic Impulse
17
The Periodic Impulse
18
The Unit Rectangle Function
ì 1 , t <1/ 2ü
ï ï
rect ( t ) = í1 / 2 , t = 1 / 2 ý = u ( t + 1 / 2 ) - u ( t - 1 / 2 )
ï 0 , t > 1 / 2ï
î þ
19
Combinations of Functions
20
Shifting and Scaling Functions
Let a function be defined graphically by
21
Shifting and Scaling Functions
Amplitude Scaling, g(t ) ® Ag(t )
22
Shifting and Scaling Functions
Time shifting, t ® t - t 0
23
Shifting and Scaling Functions
Time scaling, t ®t /a
24
Shifting and Scaling Functions
æ t - t0 ö
g ( t ) ® Ag ç
è a ø÷
Multiple transformations
25
Shifting and Scaling Functions
æ t - t0 ö
Simultaneous scaling and shifting g ( t ) ® Ag ç
è a ÷ø
26
Shifting and Scaling Functions
Simultaneous scaling
and shifting, Ag ( bt - t0 )
27
Shifting and Scaling Functions
28
Shifting and Scaling Functions
() (( ) )
If g 2 t = Ag1 t - t0 / w what are A, t0 and w?
29
Shifting and Scaling Functions
Height +5 ® - 2 Þ A = - 0.4 , g1 t ® - 0.4 g1 t
() ()
Width +6 ® +2 Þ w = 1 / 3 Þ - 0.4 g1 t ® - 0.4 g1 3t
() ( )
Shift left by 5/3 Þ t0 = - 5 / 3 Þ - 0.4 g ( 3t ) ® -
1 (( ))
0.4 g1 3 t + 5 / 3
30
Shifting and Scaling Functions
() ( )
If g 2 t = Ag1 wt - t0 what are A, t0 and w?
31
Shifting and Scaling Functions
Height +5 ® - 2 Þ A = - 0.4 Þ g1 t ® - 0.4 g1 t
() ()
Shift left 5 Þ t = - 5 Þ - 0.4 g ( t ) ® - 0.4 g ( t + 5)
0 1 1
32
Shifting and Scaling Functions
() ( (
If g 2 t = Ag1 w t - t0 )) what are A, t
0
and w?
33
Shifting and Scaling Functions
Height +5 ® - 3 Þ A = - 0.6 Þ g1 t ® - 0.6 g1 t
() ()
Width +6 ® - 3 Þ w = - 2 Þ - 0.6 g ( t ) ® - 0.6 g ( - 2t )
1 1
34
Shifting and Scaling Functions
() ( )
If g 2 t = Ag1 t / w- t0 what are A, t0 and w?
35
Shifting and Scaling Functions
Height +5 ® - 3 Þ A = - 0.6 Þ g1 t ® - 0.6 g1 t
() ()
Shift Left 1 Þ t = - 1 Þ - 0.6 g ( t ) ® - 0.6 g ( t + 1)
0 1 1
36
Differentiation
37
Integration
38
Even and Odd Signals
Even Functions Odd Functions
g (t ) = g ( - t ) g (t ) = - g ( - t )
39
Even and Odd Parts of Functions
g (t ) + g ( - t )
The even part of a function is g e ( t ) = .
2
g (t ) - g ( - t )
The odd part of a function is g o ( t ) = .
2
A function whose even part is zero is odd and a function
whose odd part is zero is even.
The derivative of an even function is odd and the derivative
of an odd function is even.
The integral of an even function is an odd function, plus a
constant, and the integral of an odd function is even.
40
Even and Odd Parts of Functions
41
Products of Even and Odd Functions
Two Even Functions
42
Products of Even and Odd Functions
An Even Function and an Odd Function
43
Products of Even and Odd Functions
An Even Function and an Odd Function
44
Products of Even and Odd Functions
Two Odd Functions
45
Integrals of Even and Odd Functions
a a a
ò g ( t ) dt = 2 ò g ( t ) dt
- a 0
ò g ( t ) dt = 0
- a
46
Integrals of Even and Odd Functions
47
Periodic Signals
If a function g(t) is periodic, g ( t ) = g ( t + nT ) where n is any integer
and T is a period of the function. The minimum positive value of T
for which g ( t ) = g ( t + T ) is called the fundamental period T0 of the
function. The reciprocal of the fundamental period is the fundamental
frequency f0 = 1 / T0 .
48
Sums of Periodic Functions
The period of the sum of periodic functions is the least common
multiple of the periods of the individual functions summed. If the
least common multiple is infinite, the sum function is aperiodic.
49
ADC Waveforms
50
Signal Energy and Power
51
Signal Energy and Power
52
Signal Energy and Power
é æ t + 1ö ù
Find the signal energy of x ( t ) = ê 2 rect ( t / 2 ) - 4 rect ç ÷ ú u (t + 2)
ë è 4 ûø
¥ ¥ 2
é æ t + 1ö ù
ò x (t ) ò
2
Ex = dt = ê 2 rect ( t / 2 ) - 4 rect èç 4 ø÷ ú u ( t + 2 ) dt
- ¥ - ¥ ë û
¥ 2
é æ t + 1ö ù
Ex = ò ê 2 rect ( t / 2 ) - 4 rect ç ÷ ú dt
- 2ë
è 4 ûø
¥
é 2 æ t + 1ö æ t + 1ö ù
Ex = ò ê 4 rect ( t / 2 ) + 16 rect ç
2
÷ - 16 rect ( t / 2 ) rect èç ÷ ú dt
- 2ë
è 4 ø 4 ûø
¥ ¥ ¥
æ t + 1ö æ t + 1ö
Ex = 4 ò rect ( t / 2 ) dt + 16 ò rect ç ÷ dt - 16 ò rect ( t / 2 ) rect ç ÷ dt
- 2 - 2
è 4 ø - 2
è 4 ø
1 1 1
Ex = 4 ò dt + 16 ò dt - 16 ò dt = 8 + 48 - 32 = 24
- 1 - 2 - 1
53
Signal Energy and Power
54
Signal Energy and Power
55
Signal Energy and Power
Find the average signal power of a signal x ( t ) with fundamental
period 12, one period of which is described by
x ( t ) = ramp ( - t / 5 ) , - 4 < t < 8
8 0
1 1 1
ò x (t ) ò ò
2 2 2
Px = dt = ramp ( - t / 5 ) dt = ( - t / 5 ) dt
T T 12 - 4 12 - 4
0
1 t2 1 0 - ( - 64 / 3) 16
ò
0
Px = dt = éët / 3ùû =
3
= @ 0.0711
12 - 4 25 300 - 4 300 225
56
Discrete-Time Signal
Description
1
Sampling and Discrete Time
2
Sampling and Discrete Time
3
Sinusoids
4
Sinusoids
Periodic Periodic
Periodic Aperiodic
5
Sinusoids
An Aperiodic Sinusoid
6
Sinusoids
7
Sinusoids
8
Sinusoids
9
Exponentials
10
The Unit Impulse Function
11
The Unit Sequence Function
12
The Signum Function
13
The Unit Ramp Function
14
The Periodic Impulse Function
15
Scaling and Shifting Functions
16
Scaling and Shifting Functions
17
Scaling and Shifting Functions
18
Scaling and Shifting Functions
19
Scaling and Shifting Functions
20
Differencing
21
Accumulation
22
Even and Odd Signals
23
Products of Even and Odd
Functions
Two Even Functions
24
Products of Even and Odd
Functions
An Even Function and an Odd Function
25
Products of Even and Odd
Functions
Two Odd Functions
26
Symmetric Finite Summation
27
Periodic Functions
28
Periodic Functions
29
Signal Energy and Power
30
Signal Energy and Power
31
Signal Energy and Power
32
Signal Energy and Power
33
Signal Energy and Power
34
Signal Energy and Power
35
Description of Systems
1
Systems
• Broadly speaking, a system is anything that
responds when stimulated or excited
• The systems most commonly analyzed by
engineers are artificial systems designed and
built by humans
• Engineering system analysis is the
application of mathematical methods to the
design and analysis of systems
2
System Examples
3
Feedback Systems
In a feedback system the response of the system is “fed back”
and combined with the excitation is such a way as to optimize
the response in some desired sense. Examples of feedback
systems are
1. Temperature control in a house using a thermostat
2. Water level control in the tank of a flush toilet.
3. Pouring a glass of lemonade to the top of the glass without
overflowing.
4. A refrigerator ice maker which keeps the bin full of ice
but does not make extra ice.
5. Driving a car.
4
Systems
• Systems have inputs and outputs
• Systems accept excitations or input signals
at their inputs and produce responses or
output signals at their outputs
• Systems are often usefully represented by
block diagrams
A single-input, single-output system block diagram
5
A Multiple-Input, Multiple-
Output System Block Diagram
6
Block Diagram Symbols
Three common block diagram symbols for an amplifier (we will
use the last one).
7
Block Diagram Symbols
8
An Electrical Circuit Viewed as a
System
9
Zero-State Response of an RC
Lowpass Filter to a Step Excitation
10
Zero-Input Response of an RC
Lowpass Filter
11
Homogeneity
• In a homogeneous system, multiplying the
excitation by any constant (including complex
constants), multiplies the zero-state response by the
same constant.
12
Homogeneity
13
Homogeneity
15
Time Invariance
16
Additivity
If one excitation causes a zero-state response and another excitation
causes another zero-state response and if, for any arbitrary
excitations, the sum of the two excitations causes a zero-state
response that is the sum of the
two zero-state responses, the
system is said to be additive.
17
Additivity
18
Linearity and LTI Systems
• If a system is both homogeneous and additive
it is linear.
• If a system is both linear and time-invariant it
is called an LTI system
• Some systems which are non-linear can be
accurately approximated for analytical
purposes by a linear system for small
excitations
19
Linearity and LTI Systems
20
Stability
• Any system for which the response is
bounded for any arbitrary bounded excitation,
is called a bounded-input-bounded-output
(BIBO) stable system
• A continuous-time LTI system described by a
differential equation is stable if the
eigenvalues of the solution of the equation all
have negative real parts
22
Memory
• If a system’s zero-state response at any arbitrary
time depends only on the excitation at that same
time and not on the excitation or response at any
other time it is called a static system and is said to
have no memory. All static systems are causal.
• A system whose zero-state response at some
arbitrary time depends on anything other than
the excitation at that same time is called a dynamic
system and is said to have memory
• Any system containing an integrator has memory
23
Static Non-Linearity
• Many real systems are non-linear because the
relationship between excitation amplitude and
response amplitude is non-linear
24
Static Non-Linearity
• For an analog multiplier, if the two excitations are the same
single excitation signal, the response signal is the square of
that single excitation signal and doubling the excitation
would cause the response to increase by a factor of 4
• Such a system is not homogeneous and therefore not linear
25
Invertibility
A system is said to be invertible if unique
excitations produce unique zero-state responses. In
other words, if a system is invertible, knowledge of
the zero-state response is sufficient to determine the
excitation
26
Dynamics of Second-Order
Systems
27
Dynamics of Second-Order Systems
28
Complex Sinusoid Excitation
29
Discrete-Time Systems
30
Block Diagram Symbols
31
Discrete-Time Systems
In a discrete-time system events occur at points in time but not
between those points. The most important example is a digital
computer. Significant events occur at the end of each clock
cycle and nothing of significance (to the computer user) happens
between those points in time.
32
Discrete-Time Systems
33
Discrete-Time Systems
34
Discrete-Time Systems
36
Solving Difference Equations
37
Solving Difference Equations
38
Solving Difference Equations
39
A System
40
A System
41
System Properties
42
Eigenfunctions of LTI Systems
• The eigenfunction of an LTI system is the
complex exponential
• The eigenvalues are either real or, if
complex, occur in complex conjugate pairs
• Any LTI system excited by a complex
sinusoid responds with another complex
sinusoid of the same frequency, but generally
a different amplitude and phase
• All these statements are true of both
continuous-time and discrete-time systems
43