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Signal and System

The document provides an introduction to signals and systems. It defines signals and systems, discusses different types of signals and conversions between them. It also covers topics like sampling, quantizing, encoding, filtering, and discrete-time systems.

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0% found this document useful (0 votes)
28 views152 pages

Signal and System

The document provides an introduction to signals and systems. It defines signals and systems, discusses different types of signals and conversions between them. It also covers topics like sampling, quantizing, encoding, filtering, and discrete-time systems.

Uploaded by

22bei001
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
You are on page 1/ 152

Introduction to Signals and

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.

Discrete-time systems can be described by difference (not


differential) equations. Let a discrete-time system generate an
excitation signal y[n] where n is the number of discrete-time
intervals that have elapsed since some beginning time n = 0.
Then, for example a simple discrete-time system might be
described by
y [ n] = 1.97 y [ n - 1] - y [ n - 2]

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

We could also describe the system


with a block diagram.

(“D” means delay one unit in discrete


time.)

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.

Feedback systems can be continuous-time or discrete-time


or a mixture of the two.

M. J. Roberts - All Rights Reserved. Edited by Dr. Robert Akl 14


Feedback Systems
Below is an example of a discrete-time feedback system. The
response y[n] is fed back through two delays and gains b and c
and combined with the excitation x[n]. Different values of a,
b and c can create dramatically different responses to the same
excitation.

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

Precise Graph Commonly-Used Graph

The signum function, in a sense, returns an indication of


the sign of its argument.

7
The Unit Step Function

ì1 , t > 0
ï
u ( t ) = í1 / 2 , t = 0
ï
î0 , t < 0

The product signal g ( t ) u ( t ) can be thought of as the signal g ( t )


“turned on” at time t = 0.

8
The Unit Step Function

The unit step function can mathematically describe a


signal that is zero up to some point in time and non-
zero after that.

()
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

Let another function g ( t ) be finite and continuous at t = 0.

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

As the width of D ( t ) approaches zero,


a/2
1 1
lim A = g ( 0 ) lim
a®0 a®0 a
-
òa/2 dt = g ( 0 ) lim
a®0 a
( a) = g ( 0 )
The continuous-time unit impulse is implicitly defined by
¥

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.

The unit step is the integral of the unit impulse and


the unit impulse is the generalized derivative of the
unit step.

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

The sampling property “extracts” the value of a function at


a point.
The Scaling Property
1
d ( a( t - t 0 )) = d (t - t0 )
a
This property illustrates that the impulse is different from
ordinary mathematical functions.

16
The Unit Periodic Impulse

The unit periodic impulse is defined by


¥
d T (t ) = å d ( t - nT ) , n an integer
n=- ¥

The periodic impulse is a sum of infinitely many uniformly-


spaced impulses.

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

The product signal g ( t ) rect ( t ) can be thought of as the signal g ( t )


“turned on” at time t = - 1 / 2 and “turned back off” at time t = + 1 / 2.

19
Combinations of Functions

20
Shifting and Scaling Functions
Let a function be defined graphically by

and let g ( t ) = 0 , t > 5

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

A multiple transformation can be done in steps


amplitude
ætö æ t - t0 ö
® Ag ( t ) ¾t®t
g ( t ) ¾ ¾¾¾
scaling, A
¾¾ /a
® Ag ç ÷ ¾t®t
¾¾ - t0
® Ag ç
è aø è a ø÷
The sequence of the steps is significant
amplitude
æt ö æ t - t0 ö
® Ag ( t ) ¾t®t
g ( t ) ¾ ¾¾¾
scaling, A
¾¾ - t0
® Ag ( t - t 0 ) ¾t®t
¾¾ /a
® Ag ç - t 0 ÷ ¹ Ag ç
èa ø è a ø÷

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

Width +6 to +2 Þ w = 3 Þ - 0.4 g ( t + 5) ® - 0.4 g ( 3t + 5)


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

Shift Right 1/2 Þ t = 1 / 2 Þ - 0.6 g ( - 2t ) ® - 0.6 g ( - 2 ( t -


0 1 1
1/ 2 ))

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

Width +6 ® - 3 Þ w = - 1 / 2 Þ - 0.6 g ( t + 1) ® - 0.6 g ( -


1 1 )
2t + 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 .

A function that is not periodic is aperiodic.

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

Examples of waveforms which


may appear in analog-to-digital
converters. They can be
described by a periodic repetition
of a ramp returned to zero by a
negative step or by a periodic
repetition of a triangle-shaped
function.

50
Signal Energy and Power

The signal energy of a signal x ( t ) is


¥
2
Ex = ò x (t )
- ¥
dt

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

Some signals have infinite signal energy. In that case


It is more convenient to deal with average signal power.
The average signal power of a signal x ( t ) is
T /2
1
ò x (t )
2
Px = lim dt
T ®¥ T
- T /2

For a periodic signal x ( t ) the average signal power is


1
ò
2
Px = x ( t ) dt
T T
where T is any period of the signal.

54
Signal Energy and Power

A signal with finite signal energy is


called an energy signal.

A signal with infinite signal energy and


finite average signal power is called a
power signal.

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

A signal with finite signal energy is


called an energy signal.

A signal with infinite signal energy and


finite average signal power is called a
power signal.

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).

Three common block diagram symbols for a summing junction


(we will use the first one).

7
Block Diagram Symbols

Block diagram symbol for an integrator

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

M. J. Roberts - All Rights Reserved. Edited by Dr. Robert Akl 14


Time Invariance
• If an excitation causes a zero-state response and
delaying the excitation simply delays the zero-
state response by the same amount of time,
regardless of the amount of delay, the system is
time invariant.

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

M. J. Roberts - All Rights Reserved. Edited by Dr. Robert Akl 21


Causality
• Any system for which the zero-state response
occurs only during or after the time in which
the excitation is applied is called a causal
system.
• Strictly speaking, all real physical systems are
causal

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

V-I Diagram for a


V-I Diagram for a Diode
Linear Resistor

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

This full-wave rectifier is


a non-invertible system

26
Dynamics of Second-Order
Systems

27
Dynamics of Second-Order Systems

28
Complex Sinusoid Excitation

29
Discrete-Time Systems

• With the increase in speed and decrease in


cost of digital system components, discrete-
time systems have experienced, and are still
experiencing, rapid growth in modern
engineering system design
• Discrete-time systems are usually described
by difference equations

30
Block Diagram Symbols

The block diagram symbols for a summing junction and an


amplifier are the same for discrete-time systems as they are
for continuous-time systems.

Block diagram symbol for a delay

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.

Discrete-time systems can be described by difference (not


differential) equations. Let a discrete-time system generate an
excitation signal y[n] where n is the number of discrete-time
intervals that have elapsed since some beginning time n = 0.
Then, for example a simple discrete-time system might be
described by

32
Discrete-Time Systems

33
Discrete-Time Systems

34
Discrete-Time Systems

M. J. Roberts - All Rights Reserved. Edited by Dr. Robert Akl 35


Solving Difference Equations

36
Solving Difference Equations

37
Solving Difference Equations

38
Solving Difference Equations

39
A System

40
A System

If the excitation is doubled, the zero-state response doubles.


If two signals are added to form the excitation, the zero-state
response is the sum of the zero-state responses to those two
signals. If the excitation is delayed by some time, the zero-state
response is delayed by the same time. This system is linear and
time invariant.

41
System Properties

• The properties of discrete-time systems have


the same meaning as they do in continuous-
time systems

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

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