1 Signals

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Basic Concepts about Signals and

Systems
Introduction to Signals
• Signals are represented mathematically as functions of
one or more independent variables.
• In simple terms, a signal is a mathematical function.
• Examples
– a speech signal: acoustic pressure as a function of time
– a picture: brightness as a function of two spatial variables
– voltage across a circuit element as a function of time
– current in a circuit as a function of time
– http://en.wikipedia.org/wiki/Signal_(electrical_engineering)
Continuous Time Signals
• Continuous time signals
– The signals are defined for a continuum of values of the
independent variable.
– Caution: “Continuous ” here talks about the independent
variable “time”. The signals may or may not be continuous.
– E.g., sin(𝑡)
– E.g., step function
Discrete Time Signals
• Discrete time signals are defined only at
discrete times.
• The independent variable “time” takes on the
integers.
-> A discrete time signal is a sequence 𝑥[𝑛].
• … , 𝑥[−2], 𝑥[−1], 𝑥[0], 𝑥[1], 𝑥[2], …
Energy and Power
• Recall circuit theory:
– Instantaneous power 𝑝(𝑡): 𝑣2(𝑡)/𝑅 or 𝑖2(𝑡)𝑅
– With 𝑅 = 1, 𝑝(𝑡) = 𝑣2(𝑡) or 𝑖2(𝑡)
• For general signals:
– Instantaneous power
• CT: 𝑝(𝑡) = |𝑥(𝑡)|2
• DT: 𝑝[𝑛] = |𝑥[𝑛]|2
Energy and Power
– Energy

• CT: 𝐸 = ‫׬‬−∞ |𝑥 𝑡 |2 𝑑𝑡
• DT: 𝐸 = σ∞ 𝑛=−∞ |𝑥 𝑛 |
2

• A finite energy signal is a signal with 𝐸 < ∞.


– Average power
1 𝑇 2 𝑑𝑡
• CT: 𝑃 = lim ‫׬‬ |𝑥 𝑡 |
𝑇→∞ 2𝑇 −𝑇
1
• DT: 𝑃 = lim σ𝑁
𝑛=−𝑁 |𝑥 𝑛 |2
𝑁→∞ 2𝑁+1
• A finite power signal is a signal with 𝑃 < ∞.
• A finite energy signal has zero average power.
• A signal with 𝑃 > 0 has infinite energy.
Transformation of the Independent
Variable
• It is NOT any complicated transform!
Understand the notations!
• Given 𝑥(𝑡).
– When we talk about 𝑥(−𝑡), we are just talking
about a new function.
– Let’s call this new function 𝑦 𝑡 .
– We are interested in knowing the values of 𝑦(𝑡).
– It can be looked up from 𝑥(𝑡). At any time 𝑡0 ,
𝑦(𝑡0) = 𝑥(−𝑡0).
Transformation of the Independent
Variable
• In general, given 𝑥(𝑡) and a real function 𝑔(𝑡).
– When we talk about 𝑥(𝑔(𝑡)), we are just talking
about a new function.
– Let’s call this new function 𝑦(𝑡).
– We are interested in knowing the values of 𝑦(𝑡).
– It can be looked up from 𝑥(𝑡). At any time 𝑡0 ,
𝑦(𝑡0) = 𝑥(𝑔(𝑡0)).
Transformation of the Independent
Variable
• A few examples:
• 𝑥(−𝑡)
-> time reversal
• 𝑥 𝑡 − 𝑡1
-> time shift
• 𝑥(2𝑡)
-> compressing
• 𝑥(𝑡/2)
-> stretching
Some Useful Functions
• Unit Step:
0, 𝑡 < 0,
– CT: 𝑢 𝑡 = ቊ
1, 𝑡 ≥ 0.
– CT: delta function 𝛿(𝑡)
𝛿 𝑡 = 0 for 𝑡 ≠ 0

‫׬‬−∞ 𝑥(𝜏)𝛿 𝜏 𝑑𝜏 = 𝑥(0)
for any 𝑥 𝑡 which is continuous at 𝑡 = 0.
Systems
• A system is an operator that takes signals as its
inputs and produces signals as its outputs.
– A discrete time system takes discrete time signals as
its inputs and produces discrete time signals as its
outputs.
𝑥 𝑛 +𝑥[𝑛−1]
• E.g., 𝑦 𝑛 =
2
– A continuous time system takes continuous time
signals as its inputs and produces continuous time
signals as its outputs.
• E.g., an RC circuits
𝑡
• 𝑦 𝑡 = ‫׬‬−∞ 𝑥 𝜏 𝑑𝜏
Some Classes of Systems
• Time invariant or time varying
– A system is time invariant if a time shift in the
input signal results in an identical time shift in the
output signal.
• Mathematically, for a continuous time time-invariant
system, for any input 𝑥(𝑡), if 𝑦(𝑡) is the output to 𝑥(𝑡),
then 𝑦(𝑡 − 𝑇) is the output to 𝑥(𝑡 − 𝑇) for any 𝑇.
𝑡
• E.g., 𝑦 𝑡 = ‫׬‬−∞ 𝑥 𝜏 𝑑𝜏
• Otherwise, the system is time varying.
Some Classes of Systems
• Linear or non-linear
– A system 𝒯[. ] is linear if for any inputs 𝑥1 (𝑡) and
𝑥2 (𝑡) and any constants 𝑎 and 𝑏,
𝒯 𝑎𝑥1 𝑡 + 𝑏𝑥2 𝑡 = 𝑎𝒯 𝑥1 𝑡 + 𝑏𝒯[𝑥2 𝑡 ]
– In simple terms,
• Additivity holds:
𝒯 𝑥1 𝑡 + 𝑥2 𝑡 = 𝒯 𝑥1 𝑡 + 𝒯[𝑥2 𝑡 ]
• Scaling holds: 𝒯 𝑎𝑥1 𝑡 = 𝑎𝒯 𝑥1 𝑡
– E.g., 𝑦(𝑡) = 𝑡𝑥(𝑡)
– Otherwise, it is non-linear
Examples
• Consider the system 𝑦 𝑡 = 𝑡𝑥 𝑡 .
– It is not time invariant.
Consider the unit step function as its input.
𝑥 𝑡 =𝑢 𝑡
0 0≤𝑡
Then 𝑦 𝑡 = 𝑡𝑢(𝑡) = ቊ
𝑡 𝑡>0
Now consider a delayed input.
𝑥1 𝑡 = 𝑢(𝑡 − 1)
0 1<𝑡
Then 𝑦1 𝑡 = 𝑡𝑢(𝑡 − 1) = ቊ
𝑡 𝑡≥1
Plot to see that 𝑦1 𝑡 is not a delayed version of 𝑦 𝑡 .
Examples
– It is linear.
Consider any inputs 𝑥1 𝑡 , 𝑥2 𝑡 and constants 𝑎
and 𝑏.
Output to 𝑥1 𝑡 : 𝑦1 𝑡 = 𝑡𝑥1 𝑡
Output to 𝑥2 𝑡 : 𝑦2 𝑡 = 𝑡𝑥2 𝑡
Output to 𝑥3 𝑡 where 𝑥3 𝑡 = 𝑎𝑥1 𝑡 + 𝑏𝑥2 𝑡 :
𝑦3 𝑡 = 𝑡𝑥3 𝑡 = 𝑡[𝑎𝑥1 𝑡 + 𝑏𝑥2 𝑡 ]
𝑦3 𝑡 = 𝑎𝑦1 𝑡 + 𝑏𝑦2 𝑡
Examples
• Consider the system 𝑦 𝑡 = 𝑥 2 𝑡 .
– It is non-linear.
Consider the constant sequence 𝑥(𝑡) = 1 for all t as
its input.
Then 𝑦 𝑡 = 1 for all 𝑡.
Consider a scaled version of 𝑥 𝑡 :
𝑥1 𝑡 = 2𝑥 𝑡 = 2 for all 𝑡
The output 𝑦1 𝑡 = 𝑥1 2 𝑡 = 4 for all 𝑡.
While 𝑥1 𝑡 = 2𝑥(𝑡), 𝑦1 (𝑡) ≠ 2𝑦(𝑡).
Examples
– It is time-invariant.
Consider a delayed input 𝑥1 𝑡 = 𝑥(𝑡 − 𝑇).
The output
𝑦1 𝑡 = 𝑥1 2 𝑡 = 𝑥 2 𝑡 − 𝑇 = 𝑦 𝑡 − 𝑇 .
The result holds for any input 𝑥 𝑡 and any delay 𝑇.

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