Complete Short Notes
Complete Short Notes
EC 205
Unit 1
• Introduction: Basic concepts & definitions of continuous and discrete
time Signals & their classification, continuous & discrete time system
and their properties, elementary Signals. Linear time invariant
systems response for continuous time systems and discrete time
systems. Properties of continuous and discrete LTI systems. System
representation through differential equations and difference
equations.
To show a scaled input on a graph, its area is shown on the vertical axis. In
the diagram below the area of the impulse function is "A." For a scaled
impulse (i.e., A·δ(t)), the multiplier in front of the impulse is the area.
LTI-system Relationship between the time
domain and the frequency domain
System
representation
through
differential
equations
Unit 2
Analysis of Continuous and Discrete -Time Signals
• Fourier Series
• Fourier Transform
• DTFT
Periodic Function
• What is a periodic Function?
• A function which remains unchanged when time-shifted by one period
• f(t) = f(t + To) for all values of t
To To
• What is To
Properties of a periodic function 1
• A periodic function must be everlasting
• From –∞ to ∞
• Why?
• Periodic or Aperiodic?
Properties of a periodic function
• You only need one period of the signal to generate the entire
signal
• Why?
• A periodic signal can be expressed as a sum of sinusoids of
frequency F0 = 1/T0 and all its harmonics
Visualization
Can you represent this simple function using
sinusoids?
Single sinusoid
representation
• Trigonometric Fourier Series
• Exponential Fourier Series
Trigonometric
Fourier Series
• If a function has half-wave symmetry and symmetry about
the midpoint of the positive and negative half-cycles, the
periodic function is said to have quarter--wave symmetry.
Magnitude and
Phase spectra of
continuous time
signal
Magnitude and Phase spectra of discrete time signal
Unit 3
Important Properties of Laplace Transforms
Statement of FVT:
lim y ( t ) = lim sY ( s )
t → s →0
204
Step, ramp,
impulse and
sinusoidal
excitations
Example
Solution
Cont.
Partial Fraction Expansions
Basic idea: Expand a complex expression for Y(s) into
simpler terms, each of which appears in the Laplace
Transform table. Then you can take the L-1 of both sides of
the equation to obtain y(t).
Example:
s+5
Y (s) = (3-41)
( s + 1)( s + 4 )
Perform a partial fraction expansion (PFE)
s+5 1 2
= + (3-42)
( s + 1)( s + 4 ) s + 1 s + 4
A General PFE
Consider a general expression,
N (s) N (s)
Y (s) = = (3-46a)
D(s) n
( s + bi )
i =1
221
Here D(s) is an n-th order polynomial with the roots ( s = −bi )
all being real numbers which are distinct so there are no repeated
roots.
The PFE is:
N (s) n
i
Y (s) = = (3-46b)
n s + bi
( s + bi ) i =1
i =1
Note: D(s) is called the “characteristic polynomial”.
Special Situations:
Two other types of situations commonly occur when D(s) has:
i) Complex roots: e.g., bi = 3 4 j (j −1 )
ii) Repeated roots (e.g., b = b = −3 )
1 2
For these situations, the PFE has a different form. See SEM
text (pp. 61-64) for details.
222
Example 3.2 (continued)
( )
s s 3 + 6 s 2 + 11s + 6 = s ( s + 1)( s + 2 )( s + 3) (3-50)
Note: Normally, numerical techniques are required in order to
calculate the roots.
The PFE for (3-40) is
1 1 2 3 4
Y (s) = = + + + (3-51)
s ( s + 1)( s + 2 )( s + 3) s s + 1 s + 2 s + 3
223
Solve for coefficients to get
1 1 1 1
1 = , 2 = − , 3 = , 4 = −
6 2 2 6
(For example, find , by multiplying both sides by s and then
setting s = 0.)
Substitute numerical values into (3-51):
1/ 6 1/ 2 1/ 2 1/ 6
Y ( s) = − + −
s s +1 s + 2 s + 3
Suppose,
5s + 2
Y (s) = (3-34)
s ( 5s + 4 )
Then,
5s + 2
y ( ) = lim y ( t ) = lim = 0.5
t → s →0 5s + 4
2. Time Delay
Time delays occur due to fluid flow, time required to do an
analysis (e.g., gas chromatograph). The delayed signal can be
represented as
y ( t − θ ) θ = time delay
Also,
L y ( t −225θ ) = e−θsY ( s )
Unit 4
The z-Transform
Introduction
Why z-Transform?
• A generalization of Fourier transform
• Why generalize it?
• FT does not converge on all sequence
• Notation good for analysis
• Bring the power of complex variable theory deal with the discrete-time
signals and systems
Definition
• The z-transform of sequence x(n) is defined by
X ( z) = x ( n) z
n = −
−n
Fourier
Transform
⚫ Let z = e−j.
X (e ) = j
x ( n )e
n =−
− j n
z-Plane
x ( n) z
Im
−n
X ( z) =
z = e−j
n = −
Re
j
X (e ) = x ( n )e
n =−
− j n
Im
Re
Periodic Property of FT
X(ej)
X(z)
−
Im
| X ( z ) |= x (
n = −
n ) z −n
= | x
n = −
( n ) || z | −n
| X ( z ) |= x (
n = −
n ) z −n
= | x
n = −
( n ) || z | −n
r
Re Rx − | z | Rx +
j
ROC = {z = re | Rx − r Rx + }
Stable Systems
x ( n) = a n u ( n)
x(n)
... n
-8 -7 -6 -5 -4 -3 -2 -1 1 2 3 4 5 6 7 8 9 10
Example: A right sided Sequence
|
−1
| az −1 | 1
X ( z) = a u(n)z
n = −
n −n | az
n =0
| z || a |
= a n z −n
1 z
n =0 X ( z ) = (az ) =
−1 n
−1
=
n =0 1 − az z−a
= (az −1 ) n
| z || a |
n =0
Example: A right sided Sequence ROC for
x(n)=anu(n)
z
X ( z) = , | z || a | Which one is stable?
z−a
Im Im
1 1
−a a −a a
Re Re
Example: A left sided Sequence
x(n) = −a nu (−n − 1)
-8 -7 -6 -5 -4 -3 -2 -1 1 2 3 4 5 6 7 8 9 10
... n
x(n)
Example: A left sided Sequence
n = −
| a
−1
n =0
= − a n z −n
n = −
| z || a |
= − a − n z n
1 z
n =1 X ( z ) = 1 − (a z ) = 1 −
−1 n
−1
=
n =0 1− a z z − a
= 1 − a −n z n
n =0 | z || a |
Example: A left sided Sequence ROC for
x(n)=−anu(− n−1)
z
X ( z) = , | z || a | Which one is stable?
z−a
Im Im
1 1
−a a −a a
Re Re
The z-Transform
Region of
Convergence
Represent z-transform as a Rational Function
P( z )
X ( z) =
where P(z) and Q(z) are
polynomials in z.
Q( z )
z
x ( n) = a n u ( n) X ( z) = , | z || a |
z−a
Im
z
x(n) = −a nu (−n − 1) X ( z) = , | z || a |
z−a
Im
x ( n) = a n , 0 n N −1
N −1 N −1
1 − (az −1 ) N 1 zN − aN
X ( z) = a z n −n
= ( az )
−1 n
= = N −1
n =0 n =0 1 − az −1 z z−a
Im
N-1 zeros
ROC: 0 < z <
N-1 poles ROC does not include any pole.
Re
Always Stable
Properties of ROC
• A ring or disk in the z-plane centered at the origin.
• The Fourier Transform of x(n) is converge absolutely iff the ROC includes the unit circle.
• The ROC cannot include any poles
• Finite Duration Sequences: The ROC is the entire z-plane except possibly z=0 or z=.
• Right sided sequences: The ROC extends outward from the outermost finite pole in X(z) to z=.
• Left sided sequences: The ROC extends inward from the innermost nonzero pole in X(z) to z=0.
More on Rational z-Transform
a b c
Re
More on Rational z-Transform
a b c
Re
More on Rational z-Transform
a b c
Re
More on Rational z-Transform
a b c
Re
Bounded Signals
5 5 5 1
0 0 0 0
-0.5
-5 -5 -5
-1
0 2 4 6 8
5 5 5 1
a=-0.4 a=-0.9 a=-1.2
1
0.5
0.8
0 0 0
0.6 0
0.4
-5 0.2 -5 -5 -0.5
0 5 10 0 5 10 0 5 10
0 -1
0 5 10 15 20
0 10 20 30 40 50 60 70
BIBO Stability
• Bounded Input Bounded Output Stability
• If the Input is bounded, we want the Output is bounded, too
• If the Input is unbounded, it’s okay for the Output to be unbounded
• For some computing systems, the output is intrinsically bounded
(constrained), but limit cycle may happen
The z-Transform
Important
z-Transform Pairs
Z-Transform Pairs
1
n | z || a |
a u (n) 1 − az −1
1
− a n u (− n − 1) | z || a |
1 − az −1
Z-Transform Pairs
[sin 0 ]z −1
[sin 0 n]u (n) | z | 1
1 − [2 cos 0 ]z −1 + z − 2
1 − [r cos 0 ]z −1
[r n cos 0 n]u (n) | z | r
1 − [2r cos 0 ]z −1 + r 2 z −2
[r sin 0 ]z −1
[r n sin 0 n]u (n) | z | r
1 − [2r cos 0 ]z −1 + r 2 z −2
a n 0 n N −1 1− aN z−N
| z | 0
0 otherwise 1 − az −1
Some Common z-Transform Pairs
Sequence Transform ROC
1. [n] 1 all z
2. u[n] z/(z-1) |z|>1
3. -u[-n-1] z/(z-1) |z|<1
4. [n-m] z-m all z except 0 if m>0 or ฅ if m<0
5. anu[n] z/(z-a) |z|>|a|
6. -anu[-n-1] z/(z-a) |z|<|a|
7. nanu[n] az/(z-a)2 |z|>|a|
8. -nanu[-n-1] az/(z-a)2 |z|<|a|
9. [cos0n]u[n] (z2-[cos0]z)/(z2-[2cos0]z+1) |z|>1
10. [sin0n]u[n] [sin0]z)/(z2-[2cos0]z+1) |z|>1
11. [rncos0n]u[n] (z2-[rcos0]z)/(z2-[2rcos0]z+r2) |z|>r
12. [rnsin0n]u[n] [rsin0]z)/(z2-[2rcos0]z+r2) |z|>r
13. anu[n] - anu[n-N] (zN-aN)/zN-1(z-a) |z|>0
Signal Type ROC
Finite-Duration Signals
Causal
Entire z-plane
Except z = 0
Anticausal
Entire z-plane
Except z = infinity
Two-sided Entire z-plane
Except z = 0
And z = infinity
Causal Infinite-Duration Signals
|z| > r2
Anticausal
|z| < r1
Two-sided
b z k
−k
M −N N
Ak s
Cm
X (z ) = k =0 X(z) = Brz−r + +
N k =1,k i 1 − dk z
−1
(
m =1 1 − d z
−1
)
m
a z
r =0
−k i
k
k =0
M −N N
Ak s
Cm
X(z) = B z −r
+ +
r =0
r
k =1,k i 1 − dk z
−1
(
m =1 1 − d z
i
−1
)
m
Cm =
1
(s − m)! (− di ) s −m
ds −m
dw s −m
(1− diw )s
X w −1
( )
w = di−1
X (z ) =
1 1
ROC : z
1 −1 1 −1 2
1 − z 1 − z
4 2
A1 A2
X(z ) = +
1 −1 1 −1
1 − z 1 − z
4 2
1 1
A1 = 1 − z −1 X(z ) = = −1
4 1 1 1
−1
z=
4 1 −
2 4
1 1
A 2 = 1 − z −1 X(z ) = =2
2 1 1 1
−1
z=
2 1 −
4 2
Example Continued
−1 2 1
X(z ) = + z
1 −1 1 −1 2
1 − z 1 − z
4 2
n n
1 1
xn = 2 un - un
2 4
Example #2
X(z ) =
1 + 2z −1 + z −2
=
1 + z −1 ( )
2
z 1
3 1 1
(
1 − z −1 + z −2 1 − z −1 1 − z −1
2 2 2
)
− 1 + 5z −1
• Long division to obtain Bo X(z ) = 2 +
1 − 2 3 −1
2 1 −1
1 − z 1 − z
2
−1
( )
−2
z − z + 1 z + 2z
−1
+1
2 2
z −2 − 3z −1 + 2 A1 A2
X(z ) = 2 + +
1 −1 1 − z −1
5z −1 − 1 1− z
2
1
A1 = 1 − z −1 X(z )
2 1
= −9 ( )
A 2 = 1 − z −1 X(z )
z =1
=8
z=
2
Example #2 Continued
9 8
X(z ) = 2 − + z 1
1 −1 1 − z −1
1− z
2
n
1
xn = 2n − 9 un - 8un
2
An Example – Complete Solution
3z 2 − 14z + 14 c1 c
U(z) = U(z) = c0 + + 2
z 2 − 6z + 8 z −2 z −4
3z 2 − 14z + 14
c0 = limU(z) = lim =3
z → z → z 2 − 6z + 8
3z 2 − 14z + 14
U2(z) = (z − 2)
z 2 − 6z + 8 3 2 2 − 14 2 + 14
c1 = U2(2) = =1
3z 2 − 14z + 14 2-4
=
z-4
3 42 − 14 4 + 14
2
3z − 14z + 14 c2 = U4(4) = =3
U4(z) = (z − 4) 4-2
z 2 − 6z + 8
3z 2 − 14z + 14
=
z-2
1 3 3, k=0
U(z) = 3 + + u(k) = k −1 k −1
z −2 z −4 2 + 3 4 , k 0
Inverse Z-Transform by Power Series Expansion
• In expanded form
X (z ) = + x− 2 z 2 + x− 1 z1 + x0 + x1 z −1 + x2 z −2 +
• Z-transforms of this form can generally be inversed easily
• Especially useful for finite-length series
• Example
1
2
( )(
X(z ) = z2 1 − z −1 1 + z −1 1 − z −1 ) 1 n = −2
1
− 2 n = −1
1 1
= z 2 − z − 1 + z −1 xn = − 1 n = 0
2 2 1
2 n=1
1 1 0
xn = n + 2 − n + 1 − n + n − 1 n=2
2 2
Z-Transform Properties: Linearity
• Notation xn ⎯
⎯Z
→ X(z ) ROC = R x
• Note that the ROC of combined sequence may be larger than either ROC
• This would happen if some pole/zero cancellation occurs
• Example:
xn = a un - a un - N
n n
xn − no ⎯
⎯Z
→ z −no X(z ) ROC = R x
• Here no is an integer
• If positive the sequence is shifted right
• If negative the sequence is shifted left
• The ROC can change the new term may
• Add or remove poles at z=0 or z=
• Example
1 1
X(z ) = z
−1
z
1
1 − z −1 4
4
n-1
1
xn = un - 1
4
Z-Transform Properties: Multiplication by Exponential
zon xn⎯→
Z
X ( z / zo ) ROC = zo Rx
1/2 1/2
X(z) = + z r
1 − re jo z −1 1 − re− jo z −1
Z-Transform Properties: Differentiation
dX(z)
nxn ⎯
⎯Z
→ −z ROC = R x
dz
• Example: We want the inverse z-transform of
(
X(z ) = log 1 + az −1 ) z a
an
xn = (− 1) un − 1
n −1
n
Z-Transform Properties: Conjugation
x* n ⎯
⎯Z
→ X * z* ( ) ROC = R x
• Example
X(z ) = xn z
n = −
−n
X (z ) = xn z −n =
x
n zn
n = − n = −
( ) x n (z ) = x n z
X z = n −n
= Z x n
n = − n = −
Z-Transform Properties: Time Reversal
1
x− n ⎯
⎯Z
→ X(1 / z) ROC =
Rx
• ROC is inverted
• Example:
xn = a−nu− n
anun
• Time reversed version of
1 - a-1z −1
X(z) = = z a−1
1 − az 1 - a-1z −1
Inverse Z-Transform
Residue Theorem
IZT obtained by evaluating the contour integral:
Example:
Find the inverse z transform :
• Recalling the Fourier transform properties of linearity (the transform of a sum is the sum
of the transforms) and modulation (multiplication by a complex exponential produces a
shift in the frequency domain), we can write an expression for the Fourier transform of
our sampled signal:
Xs e( )j 1
= Fp (t ) x(t ) = F x(t )e jk0t 1
= F x(t )e 0
jk t
k = − T T k = −
1
= X (e j ( − k0 ) )
T k = −
• Note that if s 2, B
the replicas of ( )
e jnot
Xdo overlap in the frequency domain. We can
recover the original signal exactly.
= x(nT ) (t − nT )h(t − )d = x(nT ) (t − nT )h(t − )d
− n = − − n = −
= x(nT ) (t − nT )h(t − )d
n = − −
• Using the sifting property of the impulse:
y (t ) = x(nT ) (t − nT )h(t − )d
n = − −
= x(nT )h(t − nT )
n = −
•END