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Module 1: Signals & System

Lecture 6: Basic Signals in Detail

Basic Signals in detail

We now introduce formally some of the basic signals namely

1) The Unit Impulse function.

2) The Unit Step function

These signals are of considerable importance in signals and systems analysis. Later in the course
we will see these signals as the building blocks for representation of other signals. We will cover
both signals in continuous and discrete time. However, these concepts are easily comprehended
in Discrete Time domain, so we begin with Discrete Time Unit Impulse and Unit Step function.

The Discrete Time Unit Impulse Function: This is the simplest discrete time signal and is defined
as

The Discrete Time Unit Step Function u[n]: It is defined as

Unit step in terms of unit impulse function

Having studied the basic signal operations namely Time Shifting, Time Scaling and Time
Inversion it is easy to see that

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Similarly,

Summing over we get

Looking directly at the Unit Step Function we observe that it can be constructed as a sum of
shifted Unit Impulse Functions

The unit function can also be expressed as a running sum of the Unit Impulse Function

We see that the running sum is 0 for n < 0 and equal to 1 for n >= 0 thus defining the Unit Step
Function u[n].

Sifting property

Consider the product . The delta function is non zero only at the origin so it follows the
signal is the same as .

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More generally

It is important to understand the above expression. It means the product of a given signal x[n]
with the shifted Unit Impulse Function is equal to the time shifted Unit Impulse Function
multiplied by x[k]. Thus the signal is 0 at time not equal to k and at time k the amplitude is x[k].
So we see that the unit impulse sequence can be used to obtain the value of the signal at any time
k. This is called the Sampling Property of the Unit Impulse Function. This property will be used
in the discussion of LTI systems. For example consider the product . It gives
.

Likewise, the product x[n] u[n] i.e. the product of the signal u[n] with x[n] truncates the signal
for n < 0 since u[n] = 0 for n <0

Similarly, the product x[n] u[n-1] will truncate the signal for n < 1.

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Now we move to the Continuous Time domain. We now introduce the Continuous Time Unit
Impulse Function and Unit Step Function.

Continuous time unit step and unit impulse functions

The Continuous Time Unit Step Function: The definition is analogous to its Discrete Time
counterpart i.e.

u(t) = 0, t < 0
= 1, t ≥ 0

The unit step function is discontinuous at the origin.

The Continuous Time Unit Impulse Function: The unit impulse function also known as the
Dirac Delta Function, was first defined by Dirac as

In the strict mathematical sense the impulse function is a rather delicate concept. The Impulse
function is not an ordinary function. An ordinary function is defined at all values of t. The
impulse function is 0 everywhere except at t = 0 where it is undefined. This difficulty is resolved
by defining the function as a GENERALIZED FUNCTION. A generalized function is one
which is defined by its effect on other functions instead of its value at every instant of time.

Analogy from discrete domain

We will see that the impulse function is defined by its sampling property. We shall develop the
theory by drawing analogy from the Discrete Time domain. Consider the equation

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The discrete time unit step function is a running sum of the delta function. The continuous time
unit impulse and unit step function are then related by

The continuous time unit step function is a running integral of the delta function. It follows that
the continuous time unit impulse can be thought of as the derivative of the continuous time unit
step function.

Now here arises the difficulty. The unit Step function is not differentiable at the origin. We take
a different approach. Consider the signal whose value increases from 0 to 1 in a short interval of
time say delta. The function u(t) can be seen as the limit of the above signal as delta tends to 0.
Given this definition of Unit Step function we look into its derivative. The unit impulse function
can be regarded as a rectangular pulse with a width of and height (1 / ). As tends to 0 the
function approaches the Unit Impulse function and its derivative becomes narrower and higher
and eventually a pulse of infinitesimal width of infinite height. All throughout the area under the
pulse is maintained at unity no matter the value of . In effect the delta function has no duration
but unit area. Graphically the function is denoted as spear like symbol at t = 0 and the "1" next to
the arrow indicates the area of the impulse. After this discussion we have still not cleared the
ambiguity regarding the value or the shape of the Unit Impulse Function at t = 0. We were only
able to derive that the the effective duration of the pulse approaches zero while maintaining its
area at unity. As we said earlier an Impulse Function is a Generalized Function and is defined by
its effect on other functions and not by its value at every instant of time. Consider the product of
an impulse function and a more well behaved continuous function. We will take the impulse
function as the limiting case of a rectangular pulse of width and height (1/ ) as earlier. As
evident from the figure the product function is 0 everywhere except in the small interval. In this
interval the value of x(t) can be assumed to be constant and equal to x(0). Thus the product
function is equal to the function scaled by a value equal to x(0). Now as tends to 0 the product
tends to x(0) times the impulse function.

i.e. The area under the product of the signal and the unit impulse function is equal to the value of
the signal at the point of impulse. This is called the Sampling Property of the Delta function and
defines the impulse function in the generalized function approach. As in discrete time

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Or more generally,

Also the product x(t)u(t) truncates the signal for t < 0.

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Lecture 7: Linear Shift Invariant Systems

Linear Shift-Invariant systems, called LSI systems for short, form a very important class of
practical systems, and hence are of interest to us. They are also referred to as Linear Time-
Invariant systems, in case the independent variable for the input and output signals is time.
Remember that linearity means that is y1(t) and y2(t) are responses of the system to signals x1(t)
and x2(t) respectively, then the response to ax1(t) + bx2(t) is ay1(t) + by2(t).

Shift invariance implies that the response of the system to x1(t - t0) is given by y1(t - t0) for all
values of t and t0. Linear systems are of interest to us for primarily two reasons: first, several
real-life systems can be well approximated by linear systems. Second, linear systems come with
several properties which make their analysis simple. Similarly, shift-invariant systems allow us
to use simpler math to analyse the system. As we proceed with our analysis, we will point out
cases where some results (which are rather intuitive) are valid for only LSI systems.

The unit impulse (discrete time):

How do we go on with studying the responses of systems to various signals? It would be great if
we can study the response of the system to one (or a few) signal(s) and predict the responses to
all signals. It turns out that LSI systems can in fact be treated in such manner. The signal whose
response we study is the unit impulse signal. If we know the response of the system to the unit
impulse (called, for obvious reasons, the unit impulse response), then the system is completely
characterized - we can find the response of the system to all possible inputs. This follows rather
intuitively in discrete signals, so let us begin our analysis with discrete signals. In discrete
signals, the unit impulse is a signal which has zero values everywhere except at one point, where
its values is 1. Typically, this point is taken to be the origin (n=0).

The unit impulse is denoted by the Greek letter delta . For example, the above impulses are
denoted by and respectively.

Note: We are towards invoking shift invariance of the system here - we have shifted the signal
by 4 units.

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We can thus use to pick up a certain point from a discrete signal: suppose our signal x[n] is

multiplied by then the value of is zero at all point except n=k. At

this point, the value of x1[k] equals the value x[k].

Now, we can express any discrete signal as a sum of several such terms:

This may seem redundant now, but later we shall find this notation useful when we take a look at
convolutions etc. Here, we also want to introduce a convention for denoting discrete signals. For
example, the signal x[n] and its representation are shown below:

The number below the arrow shows the starting point of the time sequence, and the numbers
above are the values of the dependent variable at successive instants from then onwards. We may
not use this too much on the web site, but this turns out to be a convenient notation on paper.

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The unit impulse response:

The response of a system to the unit impulse is of importance, for as we shall show below, it
characterizes the LSI system completely. Let us consider the following system and calculate the
unit step response to it: y[n] = x[n] - 2x[n-1] + 3x[n-2]. Now, we apply a unit step x[n]=δ[n] to
the system and calculate the response :

n x[n] x[n-1] x[n-2] y[n]

..., -1 0 0 0 0
0 1 0 0 1
1 0 1 0 -2
2 0 0 1 3
3, ... 0 0 0 0

The graphical calculation and the response are as follows:

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Arbitrary input signals:

Now let us consider some other input, say x[0]=1, x[1]=1 and x=0 for n other than 0 and 1. What
will be the response of the above LSI system to this input? We calculate the response in a table
as below

y[n] = x[n] - 2x[n-1] + 3x[n-2]

x[n]= +

n y[n] = y1[n] + y2[n]

y1[n] from y2[n] from -

..., -1 0 0 0

0 1 0 1

1 -2 1 -1

2 3 -2 1

3 0 3 3

4, ... 0 0 0

Ah! What we have actually done, is applied the additive (linear), homogenous (linear) and shift
invariance properties of the system to get the output. First, we decomposed the input signal as a
sum of known signals: first being the unit step . The second signal is derived from the unit
step by shifting it by 1. Thus, our input signal is as shown in the figure below. Then, we invoke
the LSI properties of the system to get the responses to the individual signals: the first calculation
is show above, while the calculation of response for is shown below.

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Finally, we add the two responses to get the response y[n] of the system to the input x[n]. The
image below shows the final response with an alternative method of calculating
it:

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This brings us up to the concept of convolutions, covered in detail in a later section.

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Lecture 8: Classification of Systems

Properties of discrete variable systems

We have classified systems into three classes - Continuous-time systems, Discrete-time systems
and Hybrid systems. Now that we have introduced some system properties, let us see what
properties are relevant to which classes of systems.

Let us first consider examples of different classes of systems.

Continuous-time systems Discrete-time systems

Continuous-Continuous systems Discrete-Discrete systems

1. Tree swaying in the wind: 1. Logic circuits:

Wind - described by its speed, direction - is Discrete logic inputs are processed to give
a continuous-time input. discrete logic outputs.
Movement of branches is continuous-time
output signal.

Hybrid systems Hybrid systems

Continuous-Discrete systems Discrete-Continuous systems

1.Eye: sees continuous image, but sends a 1.Brain : gets a discrete map from the eye,
discrete map to the brain and completes a smooth, continuous
picture
2.Computer microphone: Sampler converts
a continuous time signal into a discrete 2. Computer speaker and sound card - a
time signal.(Sampler forms an important digital music output given by the computer
system in today’s digital world - we shall is smoothed out and played as a continuous
look at this in great detail later in the waveform.
course)

Properties of systems

In early parts of this course, we shall concern ourselves with mainly the first two classes, viz.
Continuous-time and Discrete-time systems, but later we shall also deal with Hybrid systems as
well. So, we find it worthwhile here to take a look at what properties the systems of various
classes can have:

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Property Continuous input - Discrete input- Continuous-

Continuous output Discrete output Discrete input/
Discrete-
Continuous output

Memory Yes Yes No

If input and output If input and output However, we can

are of the same type are of the same type define a restricted
version of memory
if there is a
correspondence in
the input and output
variables (e.g.:
continuous and
discrete time)

Causality Yes Yes No

If input and output If input and output A restricted version

are of the same type are of the same type of causality can be
defined: “If the
inputs are same
upto an instant
corresponding to a
discrete variable,
then the outputs of a
causal system are
same

Shift invariance Yes Yes No

(Time invariance)
If input and output If input and output We can define shift
are of the same type are of the same type invariance in cases
where the inputs are
shifted by certain
quanta
corresponding to
the spacing in
discrete variables.

Stability Yes Yes Yes

Linearity Yes Yes Yes

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Note that this is a table of properties which the system can have; they are not necessary
properties of a system. Hence, we can find a Continuous-time system that is stable (though there
may be Continuous-time systems which are unstable), but it is impossible to apply the concept of
memory to a discrete-continuous system without modifying the concept itself.

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Lecture 9: Continuous LTI Systems

In this section our goal is to derive the response of a LTI system for any arbitrary continuous
input x(t). In complete analogy with the discussion on Discrete time analysis we begin by
expressing x(t) in terms of impulses. In discrete time we represented a signal in terms of scaled
and shifted unit impulses. In continuous time, however the unit impulse function is not an
ordinary function (i.e. it is not defined at all points and we prefer to call the unit impulse function
a "mathematical object"), it is a generalized function ( it is defined by its effect on other signals) .

Recall the previous discussion on the development of the unit impulse function. It can be
regarded as the idealization of a pulse of width and height 1/ .

One can arrive at an expression for an arbitrary input, say x(t) by scaling the height of the
rectangular impulse by a factor such that it's value at t coincides with the value of x(t) at the mid-
point of the width of the rectangular impulse. The entire function is hence divided into such
rectangular impulses which give a close approximation to the actual function depending upon
how small the interval is taken to be. For example let x(t) be a signal. It can be approximated as :

The given input x(t) is approximated with such narrow rectangular pulses, each scaled to the
appropriate value of x(t) at the corresponding t (which lies at the midpoint of the base of width
. This is called the staircase approximation of x(t). In the limit as the pulse-width ( )
approaches zero, the rectangular pulse becomes finer in width and the function x(t) can be
represented in terms of impulses by the following expression,

This summation is an approximation. As approaches zero, the approximation increases in

accuracy and when delta becomes infinitesimally small, this error becomes zero and the above
summation is converted into the following integral expression.

For example, take x(t) = u(t)

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since u(t) = 0 for t < 0 and u(t) = 1 for t > 0. In complete analogy with the development on
sampling property of discrete unit impulse we have,

This is known as Sifting Property of the continuous time impulse. Note that the unit impulse
puts unit area into zero width.

The Convolution Integral

We now want to find the response for an arbitrary continuous time signal as the superposition of
scaled and shifted pulses just as we did for discrete time signal. For a continuous LSI system, let
h(t) be the response to the unit impulse signal. Then,

by shift invariance,

by homogeneity,

by additivity, ( Note : We can perform additivity on infinite terms only if the sum/integral
converges. )

This is known as the continuous time convolution of x(t) and h(t). This gives the system
response y(t) to the input x(t) in terms of unit impulse response h(t). The convolution of two
signals h(t) and x(t) will be represented symbolically as

where as previously seen,

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To explain this graphically,

Consider the following input which (as explained above) can be considered to be an
approximation of a series of rectangular impulses. And it can be represented using the
convolution sum as

Hence, by merely knowing the impulse response one can predict the response of the signal x(t)
by using the given formula for convolution.

RC System

Consider a RC system consisting of a resistor and a capacitor. We have to find out what the
response of this system is to the unit impulse

First let us understand the response to

If the input is the unit step function u(t) then the output of the system will be .
Let us call this output of the system S(t). Hence we can say that the response to will be
given as follows:

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Now as the response of will be equal to h(t)

Taking limit as on both sides and using we get

By the sifting property we get

Hence if we are given the unit step response u(t) we have been able to calculate the continuous
impulse response of the system. Next we shall see how we can get the unit step response from
the impulse response of the same system.

Impulse response of RC system

We have seen how we could calculate the impulse response from the unit step
response of a system. Now we shall calculate the unit step response, or in general the
response to any input signal, given its impulse response. We shall use convolution to
obtain the required result.

The unit impulse , when fed into the RC system gives the corresponding impulse response
h(t), which in this case is given by

We shall now find the response to the input signal u(t).

The convolution of an input signal x(t) and the impulse response of a system h(t) is given by the
formula:

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But in this case x(t) = u(t), and so the output signal y(t) will be given by :

Now we have if and only if . In all other cases

Hence the given equation for y(t) will now simplify to :

Solving which we get,

which is the response to the unit step function.

Hence we have now shown how to calculate the impulse response given the unit step response
and also any response given the impulse response. Moreover we can now say that given either
the unit step response or the impulse response we can calculate the response to any other input
signals.

Convolution Operation

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We now interpret the convolution (x*h)(t) as the common (shaded) area enclosed under the
curves x(v) and h(t-v) as v varies over the entire real axis.

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x(v) is the given input function, with the independent variable now called v. h(t-v) is the impulse
response obtained by inverting h(v) and then shifting it by t units on the v-axis.

As t increases clearly h(t-v) can be considered to be a train moving towards the right, and at
each point on the v-axis, the area under the product x(v) and h(t-v) is the value of y(t) at that t.

Lecture 10: Properties of LTI Systems

Properties of LTI System

In the preceding chapters, we have already derived expressions for discrete as well as continuous
time convolution operations.

Discrete : Continuous :

We shall now discuss the important properties of convolution for LTI systems.

1) Commutative property:

By the commutative property, the following equations hold true:

a) Discrete time:

Proof: We know that

Hence we make the following substitution (n - k = l)

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The above expression can be written as

So it is clear from the derived expression that

Note:

1. 'n' remains constant during the convolution operation so 'n' remains constant in the substitution
“n-k = l” even as 'k' and 'l' change.

2. “l” goes from to + , this would not have been so had 'k' been bounded.( e.g :- 0 < k < 11
would make n < l < n – 11)

b) Continuous Time:

Proof:

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Thus we proved that convolution is commutative in both discrete and continuous variables.

Thus the following two systems: One with input signal x(t) and impulse response h(t) and the
other with input signal h(t) and impulse response x(t) both give the same output y(t).

2) Distributive Property:

By this property we mean that convolution is distributive over addition.

a) Discrete:

b) Continuous:

A parallel combination of LTI systems can be replaced by an equivalent LTI system which is
described by the sum of the individual impulse responses in the parallel combination.

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3) Associative property

a) Discrete time:

Proof: We know that

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Making the substitutions: p = k ; q = (l - k) and comparing the two equations makes our proof
complete.

Note: As k and l go from to + independently of each other, so do p and q, however p

depends on k, and q depends on l and k.

b) Continuous time :

Lets substitute

The Jacobian for the above transformation is

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Doing some further algebra helps us see equation (2) transforming into equation (1) ,i.e.
essentially they are the same. The limits are also the same. Thus the proof is complete.

Implications

This property (Associativity) makes the representation y[n] = x[n]*h[n] *g[n] unambiguous.

From this property, we can conclude that the effective impulse response of a cascaded
LTI system is given by the convolution of their individual impulse responses.

Consequently the unit impulse response of a cascaded LTI system is independent of the order in
which the individual LTI systems are connected.

Note: All the above three properties are certainly obeyed by LTI systems, but may / may not
hold for non-LTI systems in, as seen from the following example:

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4) LTI systems and Memory

Recall that a system is memory less if its output depends on the current input only. From the
expression:

It is easily seen that y[n] depends only on x[n] if and only if

Hence

5) Invertibility:

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A system is said to be invertible if there exists an inverse system which when connected in series
with the original system produces an output identical to the input.

We know that

6) Causality:

a) Discrete time:

{By Commutative Property}

In order for a discrete LTI system to be causal, y[n] must not depend on x[k] for k > n. For this to
be true h[n-k]'s corresponding to the x[k]'s for k > n must be zero. This then requires the impulse
response of a causal discrete time LTI system satisfy the following conditions:

Essentially the system output depends only on the past and the present values of the input.

Proof: (By contradiction)

Let in particular h[k] is not equal to 0, for some k<0

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{Refer the eqn.

above}

So we need to prove that for all x[n] = 0, n < 0, y[0] = 0

Now we take a signal defined as

This signal is zero elsewhere. Therefore we get the following result :

We have come to the result that y[0] 0, for the above assumption. Our assumption stands
void. So we conclude that y[n] cannot be independent of x[k] unless h[k] = 0 for k < 0

Note: Here we ensured a non-zero summation by choosing x[n-k]'s as conjugate of h[k]'s.

b) Continuous time:

In order for a continuous LTI system to be causal, y(t) must not depend on x(v) for v > t . For
this to be true h(t-v)’s corresponding to the x(v)’s for v > t must be zero.

This then requires the impulse response of a causal continuous time LTI system satisfy the
following conditions:

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As stated before in the discrete time analysis, the system output depends only on the past and the
present values of the input.

Proof: ( By contradiction )

Suppose, there exists > 0, such that h(- ) 0.

Now consider

Since,

System is not causal, a contradiction. Hence,

7) Stability:

A system is said to be stable if its impulse response satisfies the following criterion:

Theorem:

Stability , in the Discrete domain, OR

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Stability , in the Continuous domain.

Proof of sufficiency:

Suppose ,

We have

If x[n] is bounded i.e. , then:

But as

Proof of Necessity:

Take any n.

If | h[k] | = 0, then x[n-k] is bounded with bound 0

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Then,

Hence But since the system is stable , which in turn

implies that

Hence if y[n] is bounded then the condition must hold.

Hence Proved

A similar proof follows in continuous time when you replace by integral .

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