WOLDIA UNIVERSITY

SCHOOL OF ELECTRICAL AND COMPUTER

ENGINEERING

SIGNAL AND SYSTEM ANALYSIS

1ST DRAFTED

BY

1. ABEMELEK .M
2. MEKDES .M

JANUARY 2023

WOLDIA, ETHIOPIA
 ABSTRACT
This course will introduce students to mathematical descriptions of signals & systems, and
mathematical tools for analyzing and designing systems that can operate on signals to achieve a
desired effect. Classification of signals and systems; signal representation and approximation
orthogonal and basic functions, Fourier series representation; singularity functions; convolution
analytical, graphical and numerical computations; single and a system of ordinary linear
differential equations as applied to network analysis; the Fourier transform; the sampling
theorem; forward and inverse Laplace transformations - system function and other applications;
forward and inverse Z-transformations and applications, solving difference equations;
introduction to discrete time Fourier transform (DTFT).

This Module will enable student to understand and apply the representation, classification,
characterization and analysis of signals and systems in time and frequency domains.

I
Table Contents
ABSTRACT ..................................................................................................................................... I
CHAPTER ONE ............................................................................................................................. 1
1 INTRODUCTION SIGNAL AND SYSTEM ANALYSIS ........................................................ 1
1.1 Classification, representation modeling of signal and system .............................................. 1
1.2 System and classification of system ..................................................................................... 5
1.3 Signal Approximation ........................................................................................................... 7
1.3.1 Orthogonal functions ..................................................................................................... 7
1.3.2 Orthonormal Functions .................................................................................................. 7
1.3.1 Orthogonal/orthonormal and basis functions; ................................................................ 8
1.3.1 The Wavelet Transform ................................................................................................. 8
CHAPTER TOW ............................................................................................................................ 9
2. FOURIER SERIES REPRESENTATION SIGNALS ............................................................... 9
2.1 Periodic Signals ................................................................................................................ 9
2.2 Complex Exponential Fourier Series Representation: ...................................................... 9
2.3 Trigonometric Fourier Series: ......................................................................................... 10
2.4 Even and Odd Signals: .................................................................................................... 11
2.5 Harmonic Form Fourier Series: ...................................................................................... 11
CHAPTER THREE ...................................................................................................................... 13
3. SINGULARITY FUNCTIONS ................................................................................................ 13
3.1 The impulse function .......................................................................................................... 13
3.3 The Unit Step Function ....................................................................................................... 14
3.4 Unit Ramp Signal function ................................................................................................. 15
3.5 Unit Parabolic Signal .......................................................................................................... 16
CHAPTER FOUR ......................................................................................................................... 17
4 CONVOLUTIONS OF CONTINUOUS TIME SIGNALS ...................................................... 17
4.1 The convolution integral ..................................................................................................... 17
4.2 Properties of convolution integral ....................................................................................... 20
4.3 Properties of continuous-time LTI systems ........................................................................ 22
4.4 Graphical Evaluation of Convolution of integral................................................................ 23

II
5 FOURIER TRANSFORMS AND INVERSE TRANSFORMS ............................................... 36
5.1 Fourier Transforms function ............................................................................................... 36
5.1.1 Fourier Transform Pair: ............................................................................................... 38
5.1.2 Fourier Spectra: ............................................................................................................ 38
5.1.3 Fourier Sine and Cosine Transform ............................................................................. 39
5.2 Some Special functions and their transform ....................................................................... 41
5.3 Properties of the Continuous-Time Fourier Transform ...................................................... 43
5.4 The Sampling Theorem....................................................................................................... 51
CHAPTER SIX ............................................................................................................................. 56
6 THE LAPLACE TRANSFORMS AND INVERS LAPLACE TRANSFORMS ..................... 56
6.1 The Laplace Transform ....................................................................................................... 56
6.2 Properties of Laplace Transform ........................................................................................ 58
6.3 The Inverse Laplace Transform .......................................................................................... 62
6.3.1 Partial Fraction Expansion ........................................................................................... 63
6.3.2 Inverse Laplace Transform by Convolution Theorem ................................................. 66
6.4 System functions ................................................................................................................. 67
6.4.1 Finding the Output of an LTI System via Laplace Transforms ................................... 67
6.4.2 Finding the Impulse Response of a Differential Equation ........................................... 68
6.4.3 Systems Interconnection .............................................................................................. 69
6.5 Modeling of electrical systems and ordinary linear differential equations (OLDE) .......... 71
6.5.1 Modeling of electrical systems .................................................................................... 71
6.5.2 Differential Equation Model ........................................................................................ 72
CHAPTER SEVEN ...................................................................................................................... 74
7 .Z-TRANSFORMS AND INVERSE TRANSFORMS ............................................................. 74
7.1 Z transform.......................................................................................................................... 74
7.1.1 The Region of Convergence: ....................................................................................... 75
7.1.2 Properties of the ROC: ................................................................................................. 77
7.2 Z-Transforms of some common sequences ........................................................................ 78
7.3 Properties of z transform ..................................................................................................... 79
7.4 The Inverse Z-Transform .................................................................................................... 81
7.4.1 Inversion Formula ........................................................................................................ 81

III
 7.4.2 Use of Tables of z-Transform Pairs ............................................................................. 82
7.5 The System Function of Discrete-Time LTI Systems ........................................................ 83
7.5.1 The System Function: .................................................................................................. 83
7.5.2 Characterization of Discrete-Time LTI Systems: ........................................................ 83
7.5.3 System Function for LTI Systems Described by Linear Constant-Coefficient
Difference Equations: ........................................................................................................... 85
7.5.4 Systems Interconnection: ............................................................................................. 85

IV
 CHAPTER ONE

1 INTRODUCTION SIGNAL AND SYSTEM ANALYSIS

Characterization, classification, and representation/modeling of signals and systems

 A signal is any physical phenomenon which conveys information
 A signal is a function of one or more variables that conveys information about some
(usually physical) phenomenon.

• Some examples of signals include:

• a voltage or current in an electronic circuit

• the position, velocity, or acceleration of any object
• a force or torque in mechanical system
• flow rate of liquid or gas in a chemical process
• a digital image .digital video or digital
audio
 Systems respond to signals and produce new signals
 Excitation signals are applied at system inputs and response signals are produced at
system outputs

1.1 Classification, representation modeling of signal and system

A. continuous and discrete time signal

A signal is a continuous-time signal if t is a continuous variable. If t is a discrete variable,

that is, is defined at discrete times, then is a discrete-time signal. Since a discrete-time

signal is defined at discrete times, a discrete-time signal is often identified as a sequence of

numbers, denoted by {x, ) or x[n], where n = integer. Illustrations of a continuous-time signal

and of a discrete-time signal are shown in Fig. 1-1.

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 (a) (b)
Fig. 1-1 Graphical representation of (a) continuous-time and (b) discrete-time signals.

B. Analog and digital signal

If a continuous-time signal can take on any value in the continuous interval (a, b), where a

may be - and b may be + then the continuous-time signal is called an analog signal. If a

discrete-time signal can take on only a finite number of distinct values, then we call this

signal a digital signal.

C. Real and Complex Signal

A signal is a real signal if its value is a real number, and a signal is a complex signal if

its value is a complex number. A general complex signal is a function of the from

1.1

Where and are real signal

Note that in Eq. (1.1) t represents either a continuous or a discrete variable.

D. Deterministic and random signal

Deterministic signals are those signals whose values are completely specified for any given time.
Thus, a deterministic signal can be modeled by a known function of time t .
Random signals are those signals that take random values at any given time and must be
characterized statistically. Random signals will not be discussed in this text.

E. even and odd signal

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A signal x(t) or x(n) is referred to as an even signal if

A signal and is referred to as an odd signal if

Fig : Examples of even signals (a and b ) and odd signals( c and d ).

Any signal or can be expressed as a sum of two signals, one of which is even

and one of which is odd. That is,

3
 1.4

Note that the product of two even signals or of two odd signals is an even signal and
that the product of an even signal and an odd signal is an odd signal.

F. Periodic and Non periodic Signals

A continuous-time signal x(t) is said to be periodic with period if there is a positive

nonzero value of for which all t

Fig. 1-3 Examples of periodic signals.

signal (known as a dc signal). For a constant signal the fundamental period is

undefined since is periodic for any choice of T (and so there is no smallest positive

4
value). Any continuous-time signal which is not periodic is called a non-periodic (or aperiodic)
signal.

Periodic discrete-time signals are defined analogously. A sequence (discrete-time signal) is

periodic with period N if there is a positive integer N for which

G. Energy and power signal

Consider to be the voltage across a resistor producing a current i(t)). The instantaneous

power per ohm is defined as Total energy and average power

on a per-ohm basis are

For an arbitrary continuous-time signal the normalized energy content E of is

defined as

The normalized average power of is defined as

1.2 System and classification of system

A Continuous and discreet system

This may be the simplest classification to understand as the idea of discrete-time and continuous-
time is one of the most fundamental properties to all of signals and system.

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A system where the input and output signals are continuous is a continuous system , and one
where the input and ouput signals are discrete is a discrete system .

B. Linear and none linear

A linear system is any system that obeys the properties of scaling (homogeneity) and
superposition (additivity), while a nonlinear system is any system that does not obey at
least one of these.

To show that a system H obeys the scaling property is to show that

To demonstrate that a system H obeys the superposition property of linearity is to show that

Time invariant and Time variant

A time invariant system is one that does not depend on when it occurs: the shape of the
output does not change with a delay of the input. That is to say that for a system H where
is time invariant if for all

C. Causal and none causal

A causal system is one that is no anticipative ; that is, the output may depend on current
and past inputs, but not future inputs. All ”real time” systems must be causal, since they
cannot have future inputs available to them. One may think the idea of future inputs does not
seem to make much physical sense; however, we have only been dealing with time as our
dependent variable so far, which is not always the case. Imagine rather that we wanted to do
image processing. Then the dependent variable might represent pixels to the left and right (the
”future”) of the current position on the image, and we would have a noncausal system.
D. Stable vs Unstable

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A stable system is one where the output does not diverge as long as the input does not
diverge. A bounded input produces a bounded output. It is from this property that this
type of system is referred to as bounded input-bounded output (BIBO) stable.
Representing this in a mathematical way, a stable system must have the following property,
where x (t) is the input and y (t) is the output. The output must satisfy the condition

when we have an input to the system that can be described as

both represent a set of finite positive numbers and these relationships hold for all of
t.
If these conditions are not met, i.e. a system’s output grows without limit (diverges) from a
bounded input, then the system is unstable.

1.3 Signal Approximation

1.3.1 Orthogonal functions

In mathematics, orthogonal functions belong to a function space that is a vector space equipped
with a bilinear form. When the function space has an interval as the domain, the bilinear form
may be the integral of the product of functions over the interval:

The functions and are orthogonal when this integral is zero, i.e. whenever As
with a basis of vectors in a finite-dimensional space, orthogonal functions can form an infinite
basis for a function space. Conceptually, the above integral is the equivalent of a vector dot-
product; two vectors are mutually independent (orthogonal) if their dot-product is zero.

1.3.2 Orthonormal Functions

Orthonormal functions are orthogonal and normalized. They are often used to find
approximations for other difficult to compute functions. You can construct any well behaved
function f using a complete set of orthonormal functions

f(x) = a0u0 + a1u1 + a2u2 + a3u3 + …

A set of signals can be represented by a set of orthonormal basis functions; All possible
linear combinations are called a signal space (which is a function-space coordinate system). The
coordinate axes in this space are the orthonormal functions.

7
Orthogonal: A set S of vectors in an inner product space is said to be orthogonal if < x,y >= 0
whenever x,y ∈ S and x y.

Orthonormal: A set S of vectors in an inner product space is said to be orthonormal if each

element has norm 1 and if < x,y >= 0 whenever x,y ∈ S and x y.

An orthogonal set of nonzero vectors is a linearly independent set.

1.3.1 Orthogonal/orthonormal and basis functions;

Orthonormal + Basis.
Formally, it is any maximal orthonormal set in X.
“maximal” → not properly contained in another orthonormal set Every nontrivial inner-product
space has an orthonormal basis.
The Gram-Schmidt Process. Let [v1,v2,v3,···] be a linearly independent sequence in an inner
product space. Having set u1 = v1/kv1k, we define recursively.

Then is an orthonormal sequence and for each n, span

1.3.1 The Wavelet Transform

We start our exposition by recalling that the fundamental operation in orthonormal basis
function analysis is the correlation (inner product) between the observed signal x(n) and the basis
functions φk(n)

The resulting coefficients wk define the series expansion of basis functions that describe x(n). In
wavelet analysis, the two operations of scaling and translation in time are most simply
introduced when the continuous-time description is adopted.

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 CHAPTER TOW

2. FOURIER SERIES REPRESENTATION SIGNALS

Introduction
The Fourier series is a representation for periodic signals. With a Fourier series, a signal is
represented as a linear combination of complex sinusoids.
The use of complex sinusoids is desirable due to the innumerous attractive properties. For
example, complex sinusoids are continuous and differentiable. They are also easy to integrate
and differentiate. Perhaps, most importantly, complex sinusoids are Eigen functions of LTI
systems.

2.1 Periodic Signals

Recall that a periodic function is a function that repeats itself exactly after some given
period, or cycle. We represent the definition of a periodic function mathematically as:

where represents the period . Because of this, you may also see a signal referred to

as a -periodic signal. Any function that satisfies this equation is periodic.

We can think of periodic functions (with period T) two different ways:

1) as functions on all of R
2) or, we can cut out all of the redundancy, and think of them as functions on an
interval (or, more generally, ). If we know the signal is T-periodic then all

the information of the signal is captured by the above interval.

2.2 Complex Exponential Fourier Series Representation:

The complex exponential Fourier series representation of a periodic signal x ( t ) with
fundamental period is given by

where

9
where are known as the complex Fourier coefficients and are given by

2.2

Where denotes the integral over any one period and 0 to , or is commonly used

for the integration. Setting k = 0 in Eq. (2.2) we have

2.3
Which indicates that equals the average value of over a period. When is real, then

from Eq. (2.2 ) it follows that

2.4

Where asterisk indicates the complex conjugate

2.3 Trigonometric Fourier Series:

The trigonometric Fourier series representation of a periodic signal x ( t ) with fundamental
period is given by

2.5

Where are the Fourier coefficient given by

2.6

The coefficient are the complex Fourier coefficient are related by

From the eq. 2.7 we obtain when x(t) is real then and are real

10
2.4 Even and Odd Signals:
If a periodic signal is even, then = 0 and its Fourier series (2.5) contains
only cosine terms

If is odd, then = 0 and its Fourier series contains only sine terms:

2.5 Harmonic Form Fourier Series:

Another form of the Fourier series representation of a real periodic signal with

fundamental period is

Equation (2.10) is known as the harmonic form Fourier series of The term is known as

the dc component, and the term is referred to as the kth harmonic component of

The first harmonic component is commonly called the fundamental

component because it has the same fundamental period as The coefficients and the

angles are called the harmonic amplitudes and phase angles, respectively, and they are related

to the Fourier coefficients and by

F. Convergence of Fourier Series

11
It is known that a periodic signal has a Fourier series representation if it satisfies

the following Dirichlet conditions:

1. is absolutely integrable over any period, that is,

2. has a finite number of maxima and minima within any finite interval of .

3 has a finite number of discontinuities within any finite interval of t, and each of

these discontinuities is finite.

Note that the Dirichlet conditions are sufficient but not necessary conditions for the Fourier
series representation.

G. Amplitude and Phase Spectra of a Periodic Signal:

Symmetry
We will discuss three types of symmetry that can be used to facilitate the computation of the
trigonometric Fourier series form. These are:

1. Odd symmetry - If a waveform has odd symmetry, that is, if it is an odd function, the series
will consist of sine terms only. In other words, if is an odd function, all the coefficients

including , will be zero.

2.Even symmetry - If a waveform has even symmetry, that is, if it is an even function, the series
will consist of cosine terms only, and may or may not be zero. In other words, if is an

even function, all the coefficients will be zero.

3. Half-wave symmetry - If a waveform has half-wave symmetry (to be defined shortly), only
odd (odd cosine and odd sine) harmonics will be present. In other words, all even (even cosine
and even sine) harmonics will be zero.

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 CHAPTER THREE

3. SINGULARITY FUNCTIONS

3.1 The impulse function

The unit-impulse function (also known as the Dirac delta function or delta function), denoted δ,
is defined by the following two properties:
δ(t) = 0 for t 0 and Technically is not a function in the ordinary sense.

Rather, it is what is known as a generalized function. Consequently, the function sometimes

behaves in unusual ways. Graphically, the delta function is represented as shown below

Define
The function has a plot of the form shown below

13
Clearly, for any choice of

The function δ can be obtained as the following limit

That is, δ can be viewed as a limiting case of a rectangular pulse where the pulse width becomes
infinitesimally small and the pulse height becomes infinitely large in such a way that the integral.
of the resulting function remains unity.
Property of impulse function

Equivalence property. For any continuous function x and any real constant

3.1

Sifting property. For any continuous function x and any real constant

3.2

The δ function also has the following properties:

and where a is a nonzero real constant.

3.3 The Unit Step Function

The unit step function u(t), also known as the Heaciside unit function, is defined as

3.3

u(t)= 3.4

which is shown in Fig. 1-3(a). Note that it is discontinuous at t = 0 and that the value at
t = 0 is undefined. Similarly, the shifted unit step function u(t - to) is defined as

3.5

14
 which is shown in Fig. 1-3(b).

Fig. 3.1 ( a )Unit step function; ( b )shifted unit step function

3.4 Unit Ramp Signal function

A unit ramp signal, r(t) is defined as

3.6

We can write unit ramp signal, r(t) in terms of unit step signal, u(t) as

3.7

Following figure shows unit ramp signal.

So, the unit ramp signal exists for all positive values of‘t’ including zero. And its value increases
linearly with respect to‘t’ during this interval. The value of unit ramp signal is zero for all
negative values of‘t’.

15
3.5 Unit Parabolic Signal

A unit parabolic signal, p(t) is defined as,

3.8

We can write unit parabolic signal, p(t) in terms of the unit step signal, u(t) as,

3.9

The following figure shows the unit parabolic signal.

So, the unit parabolic signal exists for all the positive values of ‘t’ including zero. And its value
increases non-linearly with respect to‘t’ during this interval. The value of the unit parabolic
signal is zero for all the negative values of t.

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 CHAPTER FOUR

4 CONVOLUTIONS OF CONTINUOUS TIME SIGNALS

Convolution is a mathematical tool to combining two signals to form a third signal. Therefore, in
signals and systems, the convolution is very important because it relates the input signal and the
impulse response of the system to produce the output signal from the system. In other words, the
convolution is used to express the input and output relationship of an LTI system.

Fig Continuous-time LTl system

4.1 The convolution integral

Consider a continuous-time LTI system which is relaxed at t = 0, i.e., initially, no input is
applied to it. Now, if the impulse signal [δ (t)] is input to the system, then output of the system is
called the impulse response h (t) of the system and is given by,

17
 4.1

Now, if the response of the system due to impulse signal δ(t) is h(t), then the response of the
linear system due to delayed impulse signal is given by,

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 4.2

The expression in equation (3) is called the convolution integral or simply convolution.
Therefore, the convolution of two continuous-time signals x (t) and h (t) is represented as,

4.3

The limits of the integration in the convolution integral depends on whether the arbitrary signal
x (t) and the impulse response h (t) are causal or not.

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 Either of the integrals is known as the convolution integral; it states that if we know the impulse
response of a network, we can compute the response to any input u(t) using either of the integrals
of equation 4.4

4.2 Properties of convolution integral

The following properties of convolution are very helpful for solving problems

1. Commutativity

Commutativity states that

4.5

Commutativity is a very useful property because it lets us choose which function to flip and shift.

Associativity

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Convolution is associative in that

It can be proved by writing out both of the double integrals (one on each side of the equation)
and making appropriate changes in variables until they are of the same form.

Distributive

Convolution is distributive with respect to addition

It is easily proved by distributing the sum of functions inside the convolution integral.

Time shift

The time shift property of convolution states that if the inputs are shifted, the output is shifted by
the sum of the input shifts.

Differentiation

The differentiation property states that if either of the inputs is differentiated, the output is also
differentiated. If

4.9

Convolution with an Impulse

As a consequence of the sifting property of the delta function, any function convolved with an
impulse is itself.

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When combined with the time shift property, it is clear that a shifted impulse is a delay operator:

4.3 Properties of continuous-time LTI systems

I. Systems with or without Memory:
Since the output y(t) of a memoryless system depends on only the present input x(t), then, if the
system is also linear and time-invariant, this relationship can only be of the form

Y ( t)= Kx(t) 4.12

Where K is a (gain) constant. Thus, the corresponding impulse response h(t) is simply
h(t) =K (t) 4.13

Therefore, if for , the continuous-time LTI system has memory.

II. Causality:
As discussed before causal system does not respond to an input event until that event actually
occurs. Therefore, for a causal continuous-time LTI system, we have

4.14

Applying the causality condition (5.14) to convolution integral equation, the output of a causal
continuous-time LTI system is expressed as

 If both x(t) and h(t) are non-causal, then,

 If the signal x(t) is non-causal and the impulse response h(t) is causal, then

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 a) If the signal x(t) is causal and h(t) is non-causal, then

A. If both x(t) and h(t) are causal, then,

III. Stability:
The BIBO (bounded-input/bounded-output) stability of an LTI system is readily ascertained
from its impulse response. A continuous-time LTI system is BIBO stable if its impulse response
is absolutely integrable, that is,

4.15

4.4 Graphical Evaluation of Convolution of integral

The graphical presentation of the convolution integral helps in the understanding of every step in
the convolution procedure. According to the definition integral, the convolution procedure
involves the following steps:

Step 1: Re-Write the signals as functions of τ: x (τ) and h(τ).

Step 2: Flip about the vertical axis one of the signals (the one that has a simpler form (shape)
since the commutativity holds), that is, represent one of the signals, just one of the signals around
t = 0 to get either x(-τ) or h(-τ).

a) It is usually best to flip the signal with shorter duration

b) For notational purposes here: we’ll flip h(τ) to get h(-τ)

Step 3: Find Edges of the flipped signal by Vary the parameter from to that is, slide the

flipped signal from the left to the right, look for the intervals where it overlaps with the other
signal, and evaluate the integral of the product of two signals in the corresponding intervals.

Find the left-hand-edge τ-value of h(-τ): call it τL,0

23
Find the right-hand-edge τ-value of h(-τ): call it τR,0

Step 4: Shift h(-τ) by an arbitrary value of t to get h(t - τ) and get its edges

a) Find the left-hand-edge τ-value of h(t - τ) as a function of t: call it τL,t

o Important: It will always be… τL,t = t + τL,0
b) Find the right-hand-edge τ-value of h(t - τ) as a function of t: call it τR,t
o Important: It will always be… τR,t = t + τR,0

Note: If the signal you flipped is NOT finite duration, one or both of τ L,t and τR,t will be infinite
(τL,t = –∞ and/or τR,t= ∞)

Step 5: Find Regions of τ-Overlap

a) What you are trying to do here is find intervals of t over which the product x(τ) h(t - τ)
has a single mathematical form in terms of τ.
b) In each region find: Interval of t that makes the identified overlap happen

NB Regions should be contiguous with no gaps, don’t worry about vs .

Step 6: For each Region form the product x(τ) h(t - τ) and Integrate

a. Form product x(τ) h(t - τ)

b. Find the Limits of Integration by finding the interval of τ over which the product
is nonzero
i. Found by seeing where the edges of x(τ) and h(t - τ) lie
ii. Recall that the edges of h(t - τ) are τL,t and τR,t , which often depend on the
value of t.
c. Integrate the product x(τ) h(t - τ) over the limits found in step 6 b
i. The result is generally a function of t, but is only valid for the interval
of t found for the current region
ii. Think of the result as a “time-section” of the output y(t)

Step 7: Assemble the output from the output time-sections for all the regions

24
 a. Note: you do NOT add the sections together

b. You define the output “piecewise”

c. Finally, if possible, look for a way to write the output in a simpler form

In the above steps one can also incorporate (if applicable) the convolution time shifting property
such that all signals start at the origin. In such a case, after the final convolution result is obtained
the convolution time shifting formula should be applied appropriately. In addition, the
convolution continuity property may be used to check the obtained convolution result, which
requires that at the boundaries of adjacent intervals the convolution remains a continuous
function of the parameter

Examples for Convolution

25
26
Fig Convolution result y(t) for Example 4.

27
5 find y(t) for the following signals using graphical evaluation methods of convolution.

and

28
29
30
31
32
33
Example

The signals and are shown below. Compute using the graphical technique

The signal h(t) is the straight line=-t+1 f(t) but this is defined only between t=0 and t=1 and .
We thus need to gate the function by multiplying it by as illustrated below:

Thus

u(t) The input u(t) is the gating function:

Summary of result

1.

2.

34
3.

4. -2t+1

5.

35
 CHAPTER FIVE

5 FOURIER TRANSFORMS AND INVERSE TRANSFORMS

5.1 Fourier Transforms function

We recall that the Fourier series for periodic functions of time, such as those we discussed on the
previous chapter, produce discrete line spectra with non-zero values only at specific frequencies
referred to as harmonics. However, other functions of interest such as the unit step, the unit
impulse, the unit ramp, and a single rectangular pulse are not periodic functions. The frequency
spectra for these functions are continuous as we will see later in this chapter.

Let X ( t ) be a non-periodic signal of finite duration, that is,

Let be a periodic signal formed by repeating x(t) with fundamental period T0 in such

that 5.1

The complex exponential Fourier series of is given by

36
 5.2

Where

Since for |t|<T0/2 and also since x(t)= 0 outside this interval

5.3

Let us define X( ) as

As , 0=2 /T0 becomes infinitesimal ( ). Thus, let then

Therefore

5.4

The sum on the right-hand side of Equation above can be viewed as the area under the function
as show

37
Fig Graphical interpretation of Eq. 6.4
Therefore, the Fourier representation of a non-periodic x (t) is

5.5

5.1.1 Fourier Transform Pair:

Define the function X( ) as the Fourier transform of x(t) and x(t) is inverse

Fourier transform of X( ). Then

F. T. 5.6

I. F. T. 5.7

The pair of a Fourier transform denoted by

5.1.2 Fourier Spectra:

The Fourier transform X( ) is the frequency domain of non-periodic signal

x(t) and is referred to as the spectrum or Fourier spectrum of x(t). In general

it is complex and can be expressed as:
5.8

38
Where |X ( )| is the magnitude spectrum of x(t)

Is the phase spectrum of x (t)

Exampl : Plot the spectrum for the gate function shown.

Solution: x(t)

t
-1 1

X(0)=

X( )=0 for w=

5.1.3 Fourier Sine and Cosine Transform

For even function:

,and

For odd function:

,and

39
Example: Repeat Example 5 using odd or even properties

Solution:

HW 4: plot the spectrum for the following function

x(t)
2
Answer:

t
-1 1

40
5.2 Some Special functions and their transform
1- The Dirac Delta (unit impulse function)

Assume rectangle function (top-hat function) as shown below. It can be

denoted by the symbol and is defined as:

And

Then dirac delta function is defined as

5.9

t t
-a/2 a/2 0

Properties of dirac delta:



41
  and

The Fourier transform of dirac delta is given by:

5.10

Also,

Example: find the Fourier transform for the following function

Solution:
x(t)
1

sgn(t)
2-Signum function sgn(t) 1
t

-1
sgn(t)=

42
 7.11

3-Unit step function u(t) u(t)

1
u(t)=
t
u(t)= 0
u(t)= sgn(t)

7.12

4- The triangle function

1/a

t
-a a
(see HW 4)

Example 8:

5.3 Properties of the Continuous-Time Fourier Transform

We will now discuss various properties of the Fourier transform. As with the Fourier series, we
will find it useful to introduce the following notation. Suppose x (t) is a time-domain signal, and
X (j ) is its Fourier transform. We then say

43
 A. Linearity

The first property of Fourier transforms is easy to show:

B. Time-Shifting

C. Conjugation

44
only have to plot the magnitude and phase for positive values of , as the plots for negative

values of can be easily recovered according to the relationships described above.

45
46
D. Differentiation

E. Time and Frequency Scaling

F. Duality

47
 G. Parseval's Theorem

Just as with periodic signals, we have the following.

48
 H. Convolution

In other words the Fourier transform of the output of an LTI system is given by the product of
the Fourier transforms of the input and the impulse response.

Let's derive another way just to reinforce the fact.

49
 I. Multiplication

By duality, we obtain that multiplication in the frequency domain corresponds to convolution in

the time-domain. Specifically, consider two signals x1(t) and x2(t), and define g (t) = x1(t) x2 (t).
Then we have

50
Multiplication of one signal x1(t) by another signal x2(t) can be viewed as modulating the
amplitude of one signal by the other. This plays a key role in communication systems.

5.4 The Sampling Theorem

51
52
 Properties of Fourier transform

1-Linearity: +

2-Time shifting: x(t-t0)

3-Frequecny shifting:

4-Time scaling:

5-Time reversal:

6-Complex Conjugate:

7- Duality (symmetry):

8- Differentiation in the Time Domain:

9- Differentiation in the Frequency Domain:

10-Integration in the Time Domain:

11-Time convolution: if

then

53
12-Multiplication (Frequency convolution):

13- Parseval’s Relation:

Example : using properties above to find the Fourier transform of the

Following functions:
1-

2-

3- =

4-

Since use Duality property

w
-
If a=2

5- (Ex.) x(t)=
1

Example : Use differentiation property to find X( )

t
-1 1
for the function shown.
1

54 -1 1
-1
Solution :

Ex: show that

Example: =

u( )
Example : find the following convolution
i-

ii- u(

iii- )

Solution: i) h(t)= = u(t) t

u( ) u( )
ii) h(t)=

iii)

55
 CHAPTER SIX

6 THE LAPLACE TRANSFORMS AND INVERS LAPLACE

TRANSFORMS

6.1 The Laplace Transform

To develop this, first recall that complex exponentials of the form are Eigen functions of LTI

systems, even when s is a general complex number. Specifically, if x(t) = is the input to an

LTI system with impulse response h(t), we have

Note that the limits of the integration go from to , and this is called the bilateral Laplace

transform. When the limits only go from 0 to it is called the unilateral Laplace transform. For

the purposes of this course, if we leave out the qualifier, we mean the bilateral transform. Note
that when s = j then X(s) is just the Fourier transform of x(t) (assuming the transform exists).

However, the benefit of the Laplace transform is that it also applies to signals that do not have a

56
Fourier transform. Specifically, note that s can be written as s = where and are real

numbers. Then we have

Consider a signal x(t). The range of values of s for which the Laplace transform integral
converges is called the Region of Convergence (ROC) of the Laplace transform.

Note Thus, in order to specify the Laplace transform of a signal, we have to specify both the

 Algebraic expression
 The region of convergence either ROC will
o Parallel to the j -axis in the s-plane.

o Entire s-plane
o Values s such that , Or

o Bounded by poles or extends to infinity.

57
Note that we modify the definition of u(t) in this expression so that u(0) = 1/2 , so that x(0) = 1
as required. As this modification is only at a single point (of zero width and finite height), it will
not make a difference to the quantities calculated by integrating the signals.

6.2 Properties of Laplace Transform

The Laplace transform has various properties that are quite similar to those for Fourier
transforms (linearity, time-shifting, etc.) We will focus on two important ones here.

A. Linearity

B. Convolution

58
Consider two signals x1(t) and x2(t) with Laplace transforms X1(s) and X2(s) and ROCs R1 and
R2, respectively. Then

With ROC containing R1 R2. Thus, convolution in the time-domain maps to multiplication in

the s-domain (as was the case with Fourier transforms).

C. Differentiation

D. Integration

59
E. Time Periodicity

F. Time shifting

60
61
6.3 The Inverse Laplace Transform
Inversion of the Laplace transform to find the signal x (t) from its Laplace transform X(s) is
called the inverse Laplace transform, symbolically denoted as

6.8

Consider again the Laplace transform evaluated at s =

62
This is the inverse Fourier transform formula. It involves an integration over the line in the
complex plane consisting of points satisfying Re{s}= . There are actually simpler ways to

calculate the inverse Fourier transform, using the notion of partial fraction expansion, which we
will consider here.

6.3.1 Partial Fraction Expansion

A simple technique based on partial-fraction expansion can be used for the inversion of X(s).
If X(s) is a rational function, that is, of the form

6.11

If m n, the rational function is called proper. If m < n, it is strictly proper.

63
I. Simple Pole Case:

6.14

64
Where A=4 and B=-1 are constant coefficients from the equation above

II. Multiple Pole Case:

6.15

65
6.3.2 Inverse Laplace Transform by Convolution Theorem
There is no restriction on the form of the expression F(s): – they can be rational functions of
polynomial, trigonometric functions or exponential functions. The convolution theorem works in
the following ways for inverse Laplace transforms.

6.16

Example

One will get the same result by using another convolution integral in Equation above, or using
partial fraction method in Equation above.

66
6.4 System functions

6.4.1 Finding the Output of an LTI System via Laplace Transforms

The Laplace transform properties (time-domain convolution corresponding to frequency-domain
multiplication, in particular) are very useful in analyzing the output of LTI systems to inputs.
Specially, consider an LTI system with impulse response h(t) and input y(t). We know that

Assuming all Laplace transforms exist. Using the expressions for H(s) and X(s), we can thus
calculate Y (s) (and its ROC), and then use an inverse Laplace transform to determine y(t).

We showed that the output y(t) of a continuous-time LTI system equals the convolution of the
input x ( t ) with the impulse response h(t); that is

6.17

Applying the convolution property we obtain

6.18

Where Y(s), X(s), and H(s) are the Laplace transforms of y ( t ) , x(t), and h(t), respectively.
Equation (6.18) can be expressed as

6.19

Fig impulse response with system function

67
The Laplace transform H(s) of h(t) is referred to as the system function (or the transfer
function) of the system. The system function H(s) can also be defined as the ratio of the Laplace
transforms of the output y(t) and the input x(t). The system function H(s) completely characterizes
the system because the impulse response h (t) completely characterizes the system.

6.4.2 Finding the Impulse Response of a Differential Equation

The differentiation property of Laplace transforms is also extremely useful for analyzing
differential equations. Specially, suppose that we have a constant coefficient differential equation
of the form

6.20

6.21

Thus, the impulse response of the differential equation is just the inverse Laplace transform of
H(s) (corresponding to an appropriate region of convergence).

68
6.4.3 Systems Interconnection
For two LTI systems [with hl(t) and h2(t), respectively] in cascade [Fig. below)], the overall
impulse response h(t) is given by

6.21

Thus, the corresponding system functions are related by the product

6.22

69
Fig two systems in cascade. ( a ) Time-domain representation; (b) s-domain representation

Similarly, the impulse response of a parallel combination of two LTI systems

6.23

Thus,

6.24

Fig Two systems in parallel. (a) Time-domain representation; Ib) s-domain representation.

70
6.5 Modeling of electrical systems and ordinary linear differential equations
(OLDE)

6.5.1 Modeling of electrical systems

Electrical circuits involving resistors, capacitors and inductors are considered. The behavior of
such systems is governed by Ohm’s law and Kirchhoff’s laws.
Resistor: Consider a resistance of ‘R’ Ω carrying current ‘I’ Amps as shown in Fig
(a), then the voltage drop across it is
v=RI 6.25

Fig (a)
Inductor: Consider an inductor ― L’ H carrying current ’i ’ Amps as shown in Fig (b), then the
voltage drop across it can be written as
v = L di/dt 6.26

Fig (b)
Capacitor: Consider a capacitor ’C’ F carrying current ’i ’ Amps as shown in Fig (a), then the
voltage drop across it can be written as
v = (1/C)∫ i dt 6.27

Fig (c)

71
Steps for modeling of electrical system

 Apply Kirchhoff’s voltage law or Kirchhoff’s current law to form the differential
equations describing electrical circuits comprising of resistors, capacitors, and inductors.
 Form Transfer Functions from the describing differential equations.
 Then simulate the model.

6.5.2 Differential Equation Model

Differential equation model is a time domain mathematical model of control systems. Follow
these steps for differential equation model.

 Apply basic laws to the given control system.

 Get the differential equation in terms of input and output by eliminating the intermediate
variable(s).

Consider the following electrical system as shown in the following figure. This circuit consists of
resistor, inductor and capacitor. All these electrical elements are connected in series. The input
voltage applied to this circuit is vi and the voltage across the capacitor is the output voltage vo.

Mesh equation for this circuit is

vi=Ri+Ldi/dt+vo 6.27

Substitute, the current passing through capacitor i=cdvo/dt in the above equation.

72
The above equation is a second order differential equation.

Differential Equation model

As we have seen at system function (transfer function) section The Transfer function of a
Linear Time Invariant (LTI) system is defined as the ratio of Laplace transform of output and
Laplace transform of input by assuming all the initial conditions are zero.

If x(t) and y(t) are the input and output of an LTI system, then the corresponding Laplace
transforms are X(s) and Y(s) Therefore, the transfer function of LTI system is equal to the ratio of
Y(s) and X(s).

The transfer function model of an LTI system is shown in the following figure.

Previously, we got the ordinary linear differential equation of an electrical system as

6.29

6.30

Here, we have got a second order electrical system.

73
 CHAPTER SEVEN

7 .Z-TRANSFORMS AND INVERSE TRANSFORMS

Introduction

The z-transform is introduced to represent discrete-time signals (or sequences) in the z-domain (z
is a complex variable), and the concept of the system function for a discrete-time LTI system
will be described. The Laplace transform converts integro differential equations into algebraic
equations. In a similar manner, the z-transform converts difference equations into algebraic
equations, thereby simplifying the analysis of discrete-time systems.

7.1 Z transform
A.discrete-time LTI system with impulse response h[n], the output y[n] of the system to the
complex exponential input of the form z" is

7.1

where

7.2

The function H(z) in Eq. (9.2) is referred to as the z-transform of h[n]. For a general discrete
time signal x[n], the z-transform X(z) is defined as

7.3

The variable z is generally complex-valued and is expressed in polar form as

7.4

74
Where r is the magnitude of z and R is the angle of z . The z-transform defined in Eq.
(7.3) is often called the bilateral (or two-sided) z-transform in contrast to the unilateral (or one-
sided) z-transform, which is defined as

7.5

Clearly the bilateral and unilateral z-transforms are equivalent only if x[n] = 0 for n < 0

The x[n] and X ( z ) are said to form a z-transform pair denoted as

7.6

7.1.1 The Region of Convergence:

As in the case of the Laplace transform, the range of values of the complex variable z
for which the z-transform converges is called the region of convergence. To illustrate the
z-transform and the associated R O C let us consider example.

EXAMPLE Consider the sequence

By eq.9.3 the z transform of x(n) is

For the convergence of X(z) we require that

Thus, the ROC is the range of values of z for which or, equivalently . Then

75
Alternatively, by multiplying the numerator and denominator of Eq. (7.9) by z, we may write
X(z) as

Both forms of X ( z ) in and (7.10) are useful depending upon the application.

From Eq. (7.10) we see that X(z) is a rational function of z. Consequently, just as with
rational Laplace transforms, it can be characterized by its zeros (the roots of the numerator
polynomial) and its poles (the roots of the denominator polynomial). From Eq. (7.10) we see
that there is one zero at z =0 and one pole The ROC and the pole-zero plot for

this example are shown in Fig. 4-1. In z-transform applications, the complex plane is
commonly referred to as the z-plane

76
 Fig. ROC of the form

7.1.2 Properties of the ROC:

As we saw in Example 4.1 the ROC of depends on the nature of .

The properties of the ROC are summarized below. We assume that is a rational

function of .

Property

1: The ROC does not contain any poles.

2. If is a finite sequence (that is, x(n) = 0 except in a finite interval

where are finite) and X(z) converges for some value of z, then the ROC is

the entire z-plane except possibly .

3. If is a right-sided sequence (that is, x(n) =0 for ) and converges

for some value of z, then the ROC is of the form

77
Where equals the largest magnitude of any of the poles of X(z). Thus, the ROC is the

exterior of the circle lzl= in the z-plane with the possible exception of

4 If x(n )is a left-sided sequence (that is, and converges for

some value of , then the ROC is of the form Where is

the smallest magnitude of any of the poles of X(z). Thus, the ROC is the interior of the circle
the z-plane with the possible exception of z=0.

5. If x(n) is a two-sided sequence (that is, x(n) is an infinite-duration sequence that is

neither right-sided nor left-sided) and converges for some value of z, then the ROC of the

form

Where and , are the magnitudes of the two poles of ). Thus, the ROC is an

annular ring in the z-plane between the circles and not containing any

poles.

7.2 Z-Transforms of some common sequences

A. Unit Impulse Sequence

Thus
B. Unit Step Sequence
Setting a = 1 in Eqs. (8.8) to (8.10, we obtain

78
Z-Transform Pairs:

The z-transforms of some common sequences are tabulated in Table below

7.3 Properties of z transform

Basic properties of the z-transform are presented in the following discussion.

79
 A. Linearity:
If

then

where arbitrary constant

B. Time Shifting:
If

Then

B. Multiplication by

If

Then

In particular, a pole (or zero) at in X(z) moves to after multiplication by

and .the ROC expands or contracts by the factor .

Time reversal
If

Then

Therefore, a pole (or zero) in at moves to after time reversal. The

relationship indicates the inversion of R , reflecting the fact that a right-sided

sequence becomes left-sided if time-reversed, and vice versa.

Convolution

80
 If

7.4 The Inverse Z-Transform

Inversion of the z-transform to find the sequence x [ n ] from its z-transform X(z) is
called the inverse z-transform, symbolically denoted as

7.4.1 Inversion Formula

As in the case of the Laplace transform, there is a formal expression for the inverse
z-transform in terms of an integration in the z-plane; that is,

81
 Where C is a counterclockwise contour of integration enclosing the origin.

7.4.2 Use of Tables of z-Transform Pairs

In the second method for the inversion of X(z), we attempt to express X(z) as a sum

Where are functions with known inverse transforms

7.4.3 Power Series Expansion:

A power series where the sequence values x[n] are the coefficients of . Thus, if X( z) is

given as a power series in the form

X(Z)= =

Assuming and all poles are simple, then

Hence we obtain

82
If has multiple-order poles, say pi is the multiple pole with multiplicity r, then

the expansion of will consist of terms of the form

7.5 The System Function of Discrete-Time LTI Systems

7.5.1 The System Function:

We showed that the output y[n] of a discrete-time LTI system equals the convolution of the input
x[n] with the impulse response h[n];

Applying the convolution property the z-transform, we obtain

The z-transform H(z) of h[n] is referred to as the system function (or the transfer
function) of the system. the system function H(z) can also be defined as the
ratio of the z-transforms of the output y[n] and the input x[n.l. The system function H(z)
completely characterizes the system.

7.5.2 Characterization of Discrete-Time LTI Systems:

Many properties of discrete-time LTI systems can be closely associated with the
characteristics of H(z) in the z-plane and in particular with the pole locations and the
ROC.

83
Causality:
For a causal discrete-time LTI system, we have

since h[n] is a right-sided signal, the corresponding requirement on H(z) is that the ROC
of H ( z ) must be of the form

That is, the ROC is the exterior of a circle containing all of the poles of H(z) in the
z-plane. Similarly, if the system is anticausal, that is,

Then h[n] is left-sided and the ROC of H(z) must be of the form

That is, the ROC is the interior of a circle containing no poles of in the z-plane.

2. Stability:

we stated that a discrete-time LTI system is BIB0 stable if and only if

The corresponding requirement on H(z) is that the ROC of H(z1 contains the unit circle
(that is,

3. Causal and Stable Systems:

If the system is both causal and stable, then all of the poles of H(z) must lie inside the
unit circle of the z-plane because the ROC is of the form lzl> r,,, and since the unit
circle is included in the ROC, we must have r,, < 1.

84
7.5.3 System Function for LTI Systems Described by Linear Constant-Coefficient
Difference Equations:
we considered a discrete-time LTI system for which input x[n] and output y[n] satisfy the
general linear constant-coefficient difference equation of the form

Applying the z-transform and using the time-shift property and the linearity of the z-transform,
we obtain

or

Thus

7.5.4 Systems Interconnection:

For two LTI systems (with and respectively) in cascade, the overall

impulse response h[n] is given by

. Thus, the corresponding system functions are related by the product

Similarly, the impulse response of a parallel combination of two LTI systems is given by

and

85