Unit 1
Signals as Functions
Unit Impulse Unit Step Unit Ramp
𝛿(𝑡) = 𝑙𝑖𝑚𝑔(𝑡)
𝜖→0
1 0, 𝑡<0 0, 𝑡<0
𝑢(𝑡) = { 𝑟(𝑡) = {
𝑔(𝑡) = { 𝜖 , 0≤𝑡≤𝜖 1, 𝑡>0 𝑡, 𝑡>0
0, otherwise
Signal Symmetry
Even Odd
𝑥(𝑡) = 𝑥(−𝑡) 𝑥(𝑡) = −𝑥(−𝑡)
Any signal can be expressed as the sum of an even and odd part
𝑥(𝑡) = 𝑥𝑒 (𝑡) + 𝑥𝑜 (𝑡)
𝑥(𝑡) + 𝑥(−𝑡) 𝑥(𝑡) − 𝑥(−𝑡)
𝑥𝑒 (𝑡) = 𝑥𝑜 (𝑡) =
2 2
Operation Notation in CT Notation in DT
Time reversal 𝑥(−𝑡) 𝑥[−𝑛]
Time scaling 𝑥(𝑎𝑡) 𝑥[𝑎𝑛]
Time delay 𝑥(𝑡 − 𝑡0 ) 𝑥[𝑛 − 𝑛0 ]
Time advance 𝑥(𝑡 + 𝑡0 ) 𝑥[𝑛 + 𝑛0 ]
Amplitude reversal −𝑥(𝑡) −𝑥[𝑛]
Amplitude scaling 𝐴𝑥(𝑡) 𝐴𝑥[𝑛]
Amplitude shifting 𝑥(𝑡) + 𝐵 𝑥[𝑛] + 𝐵
Systems as Functions
Energy Signals Power Signals
finite energy, zero power infinite energy, finite power
∞ ∞ 𝑁
1 1
𝐸=∫ |𝑥(𝑡)|2 ⅆ𝑡 = ∑ |𝑥(𝑛)|2 𝑃 = 𝑙𝑖𝑚 ∫|𝑥(𝑡)|2 ⅆ𝑡 = 𝑙𝑖𝑚 ∑ |𝑥(𝑛)|2
−∞ 𝑇→∞ 𝑇 𝑇 𝑁→∞ 2𝑁 + 1
𝑛=−∞ 𝑛=−𝑁
Block Diagrams
DT CT
Direct Form I Direct Form II
Classification of Systems
1. Linearity – linear if the ff. hold:
• Homogeneity 𝐹(𝑎𝑥) = 𝑎𝐹(𝑥)
• Superposition 𝐹(𝑥1 + 𝑥2 ) = 𝐹(𝑥1 ) + 𝐹(𝑥2 )
2. Time-invariance
3. Causality – causal if output is dependent on input for 𝑡 < 𝑡0
4. Memory
• Static – previous input not remembered
• Dynamic – previous input used for output
5. Stability – BIBO (bounded-input bounded-output) stable if output remains bounded
6. Invertibility
Continuous-Time LTI Systems Analysis
Convolution Operation
Steps:
∞ 1. Flip ℎ(−𝜏)
𝑦(𝑡) = ∫ 𝑥(𝜏)ℎ(𝑡 − 𝜏) ⅆ𝜏 2. Shift ℎ(𝑡 − 𝜏)
−∞ 3. Multiply 𝑥(𝜏)ℎ(𝑡 − 𝜏)
∞
4. Integrate ∫−∞ 𝑥(𝜏)ℎ(𝑡 − 𝜏) ⅆ𝜏
Linear Ordinary Differential Equations
𝑛 𝑛−1
ⅆ ⅆ ⅆ𝑚 ⅆ𝑚−1
𝑎𝑛 𝑛 𝑦(𝑡) + 𝑎𝑛−1 𝑛−1 𝑦(𝑡) + ⋯ + 𝑎0 𝑦(𝑡) = 𝑏𝑚 𝑚 𝑥(𝑡) + 𝑎𝑚−1 𝑚−1 𝑥(𝑡) + ⋯ + 𝑏0 𝑥(𝑡)
ⅆ𝑡 ⅆ𝑡 ⅆ𝑡 ⅆ𝑡
Transient and Steady-state Zero-Input and Zero-state
Natural and Forced Response
Response Response
𝑇𝑜𝑡𝑎𝑙 𝑅𝑒𝑠𝑝𝑜𝑛𝑠𝑒 = 𝑁𝑎𝑡𝑢𝑟𝑎𝑙 𝑅𝑒𝑠𝑝𝑜𝑛𝑠 𝑇𝑜𝑡𝑎𝑙 𝑅𝑒𝑠𝑝𝑜𝑛𝑠𝑒 = 𝑍𝑒𝑟𝑜 − 𝑖𝑛𝑝𝑢𝑡 𝑅𝑒𝑠𝑝𝑜𝑛𝑠𝑒
+ 𝐹𝑜𝑟𝑐𝑒ⅆ 𝑅𝑒𝑠𝑝𝑜𝑛𝑠𝑒 𝑇𝑜𝑡𝑎𝑙 𝑅𝑒𝑠𝑝𝑜𝑛𝑠𝑒 = 𝑇𝑟𝑎𝑛𝑠𝑖𝑒𝑛𝑡 𝑅𝑒𝑠𝑝𝑜𝑛𝑠𝑒 +𝑍𝑒𝑟𝑜 − 𝑠𝑡𝑎𝑡𝑒 𝑅𝑒𝑠𝑝𝑜𝑛𝑠𝑒
+𝑆𝑡𝑒𝑎ⅆ𝑦 − 𝑠𝑡𝑎𝑡𝑒 𝑅𝑒𝑠𝑝𝑜𝑛𝑠𝑒
natural = input is zero zero-state = system is in “rest”
General Procedure in Solving Linear ODEs
1. Determine the characteristic polynomial set 𝑥(𝑡) = 0
2. Determine its roots
3. Write the form of the homogeneous solution 𝑦ℎ (𝑡) = 𝐾1 𝑒 𝑠1 𝑡 + 𝐾2 𝑒 𝑠2 𝑡 + ⋯ + 𝐾𝑛 𝑒 𝑠𝑛 𝑡
4. Determine the form of the particular solution
Input Signal Particular Solution
𝑥(𝑡) = 𝐾𝑢(𝑡) 𝑦𝑝 (𝑡) = 𝐶𝑢(𝑡)
𝑥(𝑡) = 𝐾𝑒 −𝑠𝑡 𝑢(𝑡) 𝑦𝑝 (𝑡) = 𝐶𝑒 −𝑠𝑡 𝑢(𝑡)
𝑥(𝑡) = 𝐾𝑡 𝑛 𝑢(𝑡) 𝑦𝑝 (𝑡) = [𝐶𝑛 𝑡 𝑛 + ⋯ + 𝐶1 𝑡 + 𝐶0 ]𝑢(𝑡)
𝑥(𝑡) = 𝐾 cos 𝜔0 𝑡𝑢(𝑡) 𝑦𝑝 (𝑡) = [𝐶1 cos 𝜔0 𝑡 + 𝐶2 sin 𝜔0 𝑡]𝑢(𝑡)
5. Solve for the coefficients 𝑪𝒏 plug in 𝑦𝑝 (𝑡) and 𝑥(𝑡) into the DE
6. Solve for the coefficients 𝑲𝒏 use initial conditions and total response
𝑦(𝑡) = 𝑦ℎ (𝑡) + 𝑦𝑝 (𝑡)
7. Solve for the coefficients 𝐾𝑛 of the zero-input response use initial conditions
𝑦𝑧𝑖 (𝑡) = 𝐾1 𝑒 𝑠1 𝑡 +. . . +𝐾𝑛 𝑒 𝑠𝑛 𝑡
8. Solve for the zero-state response 𝑦𝑧s (𝑡) = 𝑦(𝑡) − 𝑦𝑧𝑖 (𝑡)
9. Solve for the steady-state response 𝑦𝑠𝑠 (𝑡) = 𝑙𝑖𝑚 𝑦(𝑡)
𝑡→∞
10. Solve for the transient response 𝑦𝑡𝑟 (𝑡) = 𝑦(𝑡) − 𝑦𝑠𝑠 (𝑡)
Discrete-Time LTI Systems Analysis
Convolutional Sum
∞
Steps:
𝑦(𝑛) = ∑ 𝑥 (𝑘)ℎ(𝑛 − 𝑘) 1. Flip
𝑘=−∞ 2. Shift
3. Multiply
𝑦(𝑛) = 𝑥(𝑛) ∗ ℎ(𝑛)
4. Sum
How to Solve DEs
1. Decomposition 𝑥(𝑛) as a sum of elementary signals
2. Convolution convolve 𝑥(𝑛) and the impulse response ℎ(𝑛)
3. Iterative Method directly from DE iteratively
4. Direct Method closed-form solution from DE
General Procedure in Solving Linear Constant-Coefficient DEs (LCCDEs)
1. Determine the characteristic polynomial 𝑎𝑛 𝜆𝑛 + ⋯ + 𝑎1 𝜆 + 𝑎0 = 0
2. Determine its roots
3. Write the form of the homogeneous solution 𝑦ℎ (𝑛) = 𝐾1 𝜆𝑛1 + 𝐾2 𝜆𝑛2 + ⋯ + 𝐾𝑛 𝜆𝑛𝑛
4. Determine the form of the particular solution
Input Signal Particular Solution
𝑥(𝑛) = 𝐾𝑢(𝑛) 𝑦𝑝 (𝑛) = 𝐶𝑢(𝑛)
𝑥(𝑛) = 𝐾𝑀𝑛 𝑢(𝑛) 𝑦𝑝 (𝑛) = 𝐶𝑀𝑛 𝑢(𝑛)
𝑥(𝑛) = 𝐾𝑛𝑀 𝑢(𝑛) 𝑦𝑝 (𝑛) = [𝐶0 𝑛𝑀 + ⋯ + 𝐶𝑀−1 𝑛 + 𝐶𝑀 ]𝑢(𝑛)
𝑥(𝑛) = 𝐾 𝑛 𝑛𝑀 𝑢(𝑛) 𝑦𝑝 (𝑛) = [𝐾 𝑛 (𝐶0 𝑛𝑀 + ⋯ + 𝐶𝑀−1 𝑛 + 𝐶𝑀 )]𝑢(𝑛)
𝑥(𝑛) = 𝐾 cos(𝜔0 𝑛)𝑢(𝑛)
𝑦𝑝 (𝑛) = [𝐶1 𝑐𝑜𝑠(𝜔0 𝑛) + 𝐶2 (𝑠𝑖𝑛 𝜔0 𝑛)]𝑢(𝑛)
𝑥(𝑛) = 𝐾 sin(𝜔0 𝑛)𝑢(𝑛)
5. Solve for the coefficients 𝑪𝒏 plug in 𝑦𝑝 (𝑛) and 𝑥(𝑛) into the DE
6. Solve for the coefficients 𝑲𝒏 use initial conditions and total response
𝑦(𝑛) = 𝑦ℎ (𝑛) + 𝑦𝑝 (𝑛)
7. Solve for the coefficients 𝐾𝑛 of the zero-input response use initial conditions
𝑦𝑧𝑖 (𝑛) = 𝐾1 𝜆1𝑛 +. . . +𝐾𝑛 𝜆𝑛𝑛
8. Solve for the zero-state response 𝑦𝑧s (n) = 𝑦(n) − 𝑦𝑧𝑖 (n)
9. Solve for the impulse response assume initial conditions are zero and 𝑥(𝑛) = 𝛿(𝑛)
h(𝑛) = 𝐾1 𝜆1𝑛 + 𝐾2 𝜆𝑛2 + ⋯ + 𝐾𝑛 𝜆𝑛𝑛