Signals and Systems: Lecture Notes
Signals and Systems: Lecture Notes
Signals and Systems: Lecture Notes
LECTURE NOTES
ON
SIGNALS AND SYSTEMS
(19A04301)
II B.TECH – I SEMESTER
Prepared By
Mrs. K. JAYASREE
ASSOCIATE PROFESSOR
Unit I
Signals & Systems: Basic definitions and classification of Signals and Systems (Continuous
time and discrete time), operations on signals, Concepts of Convolution and Correlation of
signals, Analogy between vectors and signals-Orthogonality, mean square error, Fourier series:
Trigonometric & Exponential, Properties of Fourier series, concept of discrete spectrum,
Illustrative Problems.
Unit II
Continuous Time Fourier Transform: Definition, Computation and properties of Fourier
transform for different types of signals and systems, Inverse Fourier transform. Statement and
proof of sampling theorem of low pass signals, Illustrative Problems.
Unit III
Discrete Time Fourier Transform: Definition, Computation and properties of Discrete Time
Fourier transform for different types of signals and systems, Illustrative Problems.
Unit IV
Signal Transmission Through Linear Systems: Linear system, impulse response, Response of
a linear system for different input signals, linear time-invariant (LTI) system, linear time variant
(LTV) system, Transfer function of a LTI system. Filter characteristics of linear systems.
Distortion less transmission through a system, Signal bandwidth, System bandwidth, Ideal LPF,
HPF and BPF characteristics, Causality and Paley-Wiener criterion for physical realization,
Relationship between bandwidth and rise time, Energy and Power spectral densities, Illustrative
Problems.
Unit V
Laplace Transform: Definition, ROC, Properties, Inverse Laplace transforms, the S-plane and
BIBO stability, Transfer functions, System Response to standard signals, Solution of differential
equations with initial conditions.
Z–Transform: Definition, ROC, Properties, Poles and Zeros in Z-plane, The inverse ZTransform,
System analysis, Transfer function, BIBO stability, System Response to standard
signals, Solution of difference equations with initial conditions, Illustrative Problems.
UNIT-I
SIGNALS & SYSTEMS
UNIT-1
Example: voice signal, video signal, signals on telephone wires, EEG, ECG etc.
System :System is a device or combination of devices, which can operate on signals and
produces corresponding response. Input to a system is called as excitation and output from it is
called as response. (or) System is a combination of sub units which will interact with each other
to achieve a common interest.
For one or more inputs, the system can have one or more outputs.
0; �≠ 0
Impulsefunctionisdenotedbyδ(t).anditisdefinedasδ(t)={∞; �= 0 }
∞
∫−(�)��= 1
∞
Ramp Signal
Parabolic Signal
sgn(t) = 2u(t) – 1
Exponential Signal
Rectangular Signal
Sinusoidal Signal
Where T0 = 2π/w0
Classification of Signals:
Let x(t) = t2
∴ t2is evenfunction
Example 2: As shown in the following diagram, rectangle function x(t) = x(-t) so it is also even
function.
A signal is said to be odd when it satisfies the condition x(t) = -x(-t)
Any function ƒ(t) can be expressed as the sum of its even function ƒe(t) and odd function ƒo(t).
where
A signal is said to be periodic if it satisfies the condition x(t) = x(t + T) or x(n) = x(n + N).
Where
1/T = f = fundamentalfrequency.
The above signal will repeat for every time interval T0 hence it is periodic with period T0.
NOTE:A signal cannot be both, energy and power simultaneously. Also, a signal may be neither
energy nor power signal.
1. Amplitude
2. Time
Amplitude Scaling
Addition
Addition of two signals is nothing but addition of their corresponding amplitudes. This
can be best explained by using the following example:
Multiplication
Time Shifting
Time Scaling
x(At) is time scaled version of the signal x(t). where A is always positive.
|A| > 1 → Compression of the signal
Note: u(at) = u(t) time scaling is not applicable for unit step function.
Time Reversal
Classification of Systems:
From the above expression, is clear that response of overall system is equal to response of
individual system.
Example:
y(t) = x2(t)
Solution:
Which is not equal to a1y1(t) + a2 y2(t). Hence the system is said to be non linear.
A system is said to be time variant if its input and output characteristics vary with time.
Otherwise, the system is considered as time invariant.
y (n , t) = y(n-t)
y(n) = x(-n)
Liner Time variant (LTV) and Liner Time Invariant (LTI) Systems
If a system is both liner and time variant, then it is called liner time variant (LTV) system.
If a system is both liner and time Invariant then that system is called liner time invariant (LTI)
system.
For present value t=0, the system output is y(0) = 2x(0). Here, the output is only dependent upon
present input. Hence the system is memory less or static.
For present value t=0, the system output is y(0) = 2x(0) + 3x(-3).
Here x(-3) is past value for the present input for which the system requires memory to get this
output. Hence, the system is a dynamic system.
A system is said to be causal if its output depends upon present and past inputs, and does not
depend upon future input.
For non causal system, the output depends upon future inputs also.
For present value t=1, the system output is y(1) = 2x(1) + 3x(-2).
Here, the system output only depends upon present and past inputs. Hence, the system is causal.
Example 2: y(n) = 2 x(t) + 3 x(t-3) + 6x(t + 3)
For present value t=1, the system output is y(1) = 2x(1) + 3x(-2) + 6x(4) Here, the system output
depends upon future input. Hence the system is non-causal system.
A system is said to invertible if the input of the system appears at the output.
∴ Y(S) = X(S)
→ y(t) = x(t)
Hence, the system is invertible.
The system is said to be stable only when the output is bounded for bounded input. For a
bounded input, if the output is unbounded in the system then it is said to be unstable.
Let the input is u(t) (unit step bounded input) then the output y(t) = u2(t) = u(t) = bounded
output.
Let the input is u (t) (unit step bounded input) then the output y(t) = ∫u(t)dt= ramp signal
(unbounded because amplitude of ramp is not finite it goes to infinite when t → infinite).
Vector
A vector contains magnitude and direction. The name of the vector is denoted by bold
face type and their magnitude is denoted by light face type.
Example: V is a vector with magnitude V. Consider two vectors V1 and V2 as shown in the
following diagram. Let the component of V1 along with V2is given by C12V2. The component of
a vector V1along with the vector V2 can obtained by taking a perpendicular from the end of V1 to
the vector V2 as shown indiagram:
V1= C12V2 + Ve
But this is not the only way of expressing vector V1 in terms of V2. The alternate possibilities
are:
V1=C1V2+Ve1
V2=C2V2+Ve2
The error signal is minimum for large component value. If C12=0, then two signals are said to be
orthogonal.
V1 . V2 = V1.V2cosθ
V1. V2 =V2.V1
The concept of orthogonality can be applied to signals. Let us consider two signals f1(t) and f2(t).
Similar to vectors, you can approximate f1(t) in terms of f2(t) as
One possible way of minimizing the error is integrating over the interval t1 to t2.
However, this step also does not reduce the error to appreciable extent. This can be corrected by
taking the square of error function.
Where ε is the mean square value of error signal. The value of C12 which minimizes the error,
you need to calculate dε/dC12=0
Derivative of the terms which do not have C12 term are zero.
A complete set of orthogonal vectors is referred to as orthogonal vector space. Consider a three
dimensional vector space as shown below:
Consider a vector A at a point (X1, Y1, Z1). Consider three unit vectors (VX, VY, VZ) in the
direction of X, Y, Z axis respectively. Since these unit vectors are mutually orthogonal, it satisfies
that
Any vectors in this three dimensional space can be represented in terms of these three unit
vectors only.
If you consider n dimensional space, then any vector A in that space can be represented as
=A.VG....................... (3)
Substitute equation 2 in equation 3.
Orthogonal Signal Space
Let us consider a set of n mutually orthogonal functions x1(t), x2(t)... xn(t) over the
interval t1 to t2. As these functions are orthogonal to each other, any two signals xj(t), xk(t) have
to satisfy the orthogonality condition.i.e.
Let a function f(t), it can be approximated with this orthogonal signal space by adding the
components along mutually orthogonal signals i.e.
The component which minimizes the mean square error can be found by
All terms that do not contain Ck is zero. i.e. in summation, r=k term remains and all other terms
are zero.
The average of square of error function fe(t) is called as mean square error. It is denoted by ε
(epsilon).
The above equation is used to evaluate the mean square error.
For k=1,2,.. then f(t) is said to be orthogonal to each and every function of orthogonal set.
This set is incomplete without f(t). It becomes closed and complete set when f(t) is included.
f(t) can be approximated with this orthogonal set by adding the components along mutually
orthogonal signals i.e.
If f1(t) and f2(t) are two complex functions, then f1(t) can be expressed in terms of f2(t) as
Fourier series:
To represent any periodic signal x(t), Fourier developed an expression called Fourier
series. This is in terms of an infinite sum of sines and cosines or exponentials. Fourier series uses
orthoganality condition.
We know that
Multiplye−jnω0tonbothsides.Then
Hence in equation 2, the integral is zero for all values of k except at k = n. Put k = n in
equation 2.
Replace n by k
Properties of Fourier series:
Linearity Property
Equation 1 represents exponential Fourier series representation of a signal f(t) over the interval
(t0, t0+T). The Fourier coefficient is given as
Relation Between Trigonometric and Exponential Fourier Series:
Consider a periodic signal x(t), the TFS & EFS representations are given below respectively
Similarly,
Problems
1. Acontinuous-timesignalx(t)isshowninthefollowingfigure.Sketchandlabeleach of the
following signals.
Sol:
2. Determine whether the following signals are energy signals, power signals,or
neither.
And by using
we obtain
Sol:
1. Determine the even and odd components of the followingsignals:
UNIT– II
CONTINUOUS TIME
FOURIER TRANSFORM
UNIT - II
The main drawback of Fourier series is, it is only applicable to periodic signals. There
aresome naturally produced signals such as nonperiodic or aperiodic, which we cannot represent
using Fourier series. To overcome this shortcoming, Fourier developed a mathematical model to
transform signals between time (or spatial) domain to frequency domain & vice versa, which is
called 'Fouriertransform'.
Fourier transform has many applications in physics and engineering such as analysis of
LTI systems, RADAR, astronomy, signal processing etc.
FT of GATE Function
FT of Impulse Function:
FT of Exponentials:
FT of SignumFunction :
Linearity Property:
Let gs(t) be the sampled signal. Its Fourier Transform Gs(ω) is given by
Aliasing:
Aliasing is a phenomenon where the high frequency components of the sampled signal
interfere with each other because of inadequate sampling ωs<ωm
Aliasing leads to distortion in recovered signal. This is the reason why sampling
frequency should be atleast twice the bandwidth of the signal.
Oversampling:
In practice signal are oversampled, where fs is signi_cantly higher than Nyquist rate to
avoid aliasing.
Problems
1. Find the Fourier transform of the rectangular pulse signal x(t) definedby
The following figure shows the Fourier transform of the given signal x(t)
(a) (b)
Fig: (a) Signal x(t) (b) Fourier transform X(w) of x(t)
Note that sgn(t) is an odd function, and therefore its Fourier transform is a pure imaginary
function of w
Properties of Fourier Transform:
Fourier Transform of Basic Functions:
DISCRETE TIME FOURIER TRANSFORM
(1)
Where
(2)
Equation (1) and (2) give the Fourier representation of the signal. Equation (1) is referred
as synthesis equation or the inverse discrete time Fourier transform (IDTFT) and equation (2)is
Fourier transform in the analysis equation. Fourier transform of a signal in general is a complex
valued function, we can write
where is magnitude and is the phase of. We also use the term Fourier
spectrumorsimply,thespectrumtoreferto.Thus iscalledthemagnitudespectrumand is
called the phase spectrum. From equation (2) we can see that is a periodic function
with period i.e.. We can interpret (1) as Fourier coefficients in the representation of a
periodic function. In the Fourier series analysis our attention is on the periodic function, here we
are concerned with the representation of the signal. So the roles of the two equation are
interchanged compared to the Fourier series analysis of periodicsignals.
Now we show that if we put equation (2) in equation (1) we indeed get the signal.
Let
where we have substituted from (2) into equation (1) and called the result as.
Since we have used n as index on the left hand side we have used m as the index variable forthe
sum defining the Fourier transform. Under ourassumptionthat sequence isabsolutely
summable we can interchange the order of integration and summation.Thus
Example: Let
its Fourier transform of this signal is periodic in w with period 2∏ , and is given
Now consider a periodic sequence x[n] with period N and with the Fourier series representation
Let and be two signal, then their DTFT is denoted by and. Thenotation
is used to say that left hand side is the signal x[n] whose DTFT is is given at right hand
side.
1. Periodicity of theDTFT:
2. Linearity of theDTFT:
From this, it follows that ReX(e jw)is an even function of w and ImX(e jw)is
an odd function of w . Similarly, the magnitude of X(e jw) is an even function and the
phase angle is
an odd function. Furthermore,
5. Differencing andAccumulation
The impulse train on the right-hand side reflects the dc or average value that can result from
summation.
For example, the Fourier transform of the unit step x[n] u[n] can be obtained by using
the accumulation property.
6. TimeReversal
7. Time Expansion
For discrete-time signals, however, a should be an integer. Let us define a signal with k a
positive integer,
For k 1, the signal is spread out and slowed down in time, while its Fourier transform is
compressed.
Example: Consider the sequence x[n] displayed in the figure (a) below. This sequence can be
related to the simpler sequence y[n] as shown in (b).
As can be seen from the figure below, y[n] is a rectangular pulse with 2 1 N , its Fourier
transform is given by
Using the time-expansion property, we then obtain
8. Differentiation inFrequency
The right-hand side of the above equation is the Fourier transform of jnx[n] .Therefore,
multiplying both sides by j , we see that
9. Parseval’sRelation
Properties of the Discrete Time Fourier Transform:
Basic Discrete Time Fourier Transform Pairs:
UNIT– III
SIGNAL TRANSMISSION
THROUGH LINEAR SYSTEMS
UNIT – III
SIGNAL TRANSMISSION THROUGH LINEAR SYSTEMS
Linear Systems:
From the above expression, is clear that response of overall system is equal to response of
individual system.
Example:
y(t) = 2x(t)
Solution:
Impulse Response:
The impulse response of a system is its response to the input δ(t) when the system is
initially at rest. The impulse response is usually denoted h(t). In other words, if the input to an
initially at rest system is δ(t) then the output is named h(t).
δ(t) h(t)
system
Liner Time variant (LTV) and Liner Time Invariant (LTI) Systems
If a system is both liner and time variant, then it is called liner time variant (LTV) system.
If a system is both liner and time Invariant then that system is called liner time invariant (LTI)
system.
Response of a continuous-time LTI system and the convolution integral
h(t)=T{δ(t)}------------ (1)
(ii) Response to an ArbitraryInput:
--------(2)
Since the system is linear, the response y(t of the system to an arbitrary input x( t ) can be
expressed as
--------(3)
--------(4)
Substituting Eq. (4) into Eq. (3), we obtain
-------(5)
Equation (5) indicates that a continuous-time LTI system is completely characterized by its impulse
response h( t).
(iii) ConvolutionIntegral:
Equation (5) defines the convolution of two continuous-time signals x ( t ) and h(t) denoted
by
-------(6)
Equation (6) is commonly called the convolution integral. Thus, we have the fundamental
result that the output of any continuous-time LTI system is the convolution of the input x ( t ) with
the impulse response h(t) of the system. The following figure illustrates the definition of the impulse
response h(t) and the relationship of Eq.(6).
(v) StepResponse:
The step response s(t) of a continuous-time LTI system (represented by T) is defined to
be the response of the system when the input is u(t); that is,
S(t)= T{u(t)}
In many applications, the step response s(t) is also a useful characterization of the system.
The step response s(t) can be easily determined by,
Thus, the step response s(t) can be obtained by integrating the impulse response h(t).
Differentiating the above equation with respect to t, we get
Thus, the impulse response h(t) can be determined by differentiating the step response s(t).
Distortion less transmission through a system:
Transmission is said to be distortion-less if the input and output have identical wave
shapes. i.e., in distortion-less transmission, the input x(t) and output y(t) satisfy the condition:
k = constant.
= K FT[x(t -td)]
Thus, distortion less transmission of a signal x(t) through a system with impulse response h(t) is
achieved when
FILTERING
One of the most basic operations in any signal processing system is filtering. Filtering is
the process by which the relative amplitudes of the frequency components in a signal are
changed or perhaps some frequency components are suppressed. As we saw in the preceding
section, for continuous-time LTI systems, the spectrum of the output is that of the input
multiplied by the frequency response of the system. Therefore, an LTI system acts as a filter on
the input signal. Here the word "filter" is used to denote a system that exhibits some sort of
frequency-selectivebehavior.
1. Ideal Low-PassFilter:
An ideal low-pass filter (LPF) is specified by
2. Ideal High-PassFilter:
An ideal high-pass filter (HPF) is specified by
3. Ideal BandpassFilter:
An ideal bandpass filter (BPF) is specified by
4. Ideal BandstopFilter:
An ideal bandstop filter (BSF) is specified by
Fig: Magnitude responses of ideal filters (a) Ideal Low-Pass Filter (b)Ideal High-Pass Filter
we know that for a continuous-time LTI system with impulse response h(t), the output y(t)of the
system to the complex exponential input of the form estis
A. Definition:
The function H(s) is referred to as the Laplace transform of h(t). For a general continuous-time
signal x(t), the Laplace transform X(s) is defined as
We know that
Dirichlet's conditions are used to define the existence of Laplace transform. i.e.
The function f has finite number of maxima and minima.
There must be finite number of discontinuities in the signal f ,in the given interval of
time.
It must be absolutely integrable in the given interval of time. i.e.
Initial and Final Value Theorems
If the Laplace transform of an unknown function x(t) is known, then it is possible to determine
the initial and the final values of that unknown signal i.e. x(t) at t=0+ and t=∞.
Linearity Property
Region of convergence.
The range variation of σ for which the Laplace transform converges is called region of
convergence.
If x(t) is a two sided sequence then ROC is the combination of two regions.
ROC: −a<Res<a
Causality and Stability
For a system to be causal, all poles of its transfer function must be right half of s-plane.
A system is said to be stable when all poles of its transfer function lay on the left half of
s-plane.
A system is said to be unstable when at least one pole of its transfer function is shifted to
the right half of s-plane.
• A system is said to be marginally stable when at least one pole of its transferfunction
lies on the jωaxis ofs-plane
The bilateral (two sided) z-transform of a discrete time signal x(n) is given as
The unilateral (one sided) z-transform of a discrete time signal x(n) is given as
Z-transform may exist for some signals for which Discrete Time Fourier Transform (DTFT) does
not exist.
Z-transform of a discrete time signal x(n) can be represented with X(Z), and it is defined as
The above equation represents the relation between Fourier transform and Z-transform
Inverse Z-transform:
Z-Transform Properties:
Linearity Property:
Convolution Property
Correlation Property
Initial value and final value theorems of z-transform are defined for causal signal.
For a causal signal x(n), the initial value theorem states that
This is used to find the initial value of the signal without taking inverse z-transform
Final Value Theorem
For a causal signal x(n), the final value theorem states that
This is used to find the final value of the signal without taking inverse z-transform
The range of variation of z for which z-transform converges is called region of convergence of z-
transform.
• If x(n) is a finite duration causal sequence or right sided sequence, then the ROC isentire
z-plane except at z =0.
• If x(n) is a finite duration anti-causal sequence or left sided sequence, then the ROCis
entire z-plane except at z =∞.
• If x(n) is a infinite duration causal sequence, ROC is exterior of the circle with radiusa.
i.e. |z| > a.
• If x(n) is a infinite duration anti-causal sequence, ROC is interior of the circle withradius
a. i.e. |z| < a.
• If x(n) is a finite duration two sided sequence, then the ROC is entire z-plane except atz
= 0 & z = ∞.
The plot of ROC has two conditions as a > 1 and a < 1, as we do not know a.
In this case, there is no combination ROC.
• In The transfer function H[Z], the order of numerator cannot be grater than the order of
denominator.
Stability Condition for Discrete Time LTI Systems
A discrete time LTI system is stable when
Inverse Z transform:
Three different methods are:
1. Partial fractionmethod
2. Power seriesmethod
3. Long divisionmethod
Example: A finite sequence x [ n ] is defined as
Sol:
From the above equation we see that there is a pole of ( N- 1)thorder at z = 0 and a pole at z = a .
Since x[n] is a finite sequence and is zero for n < 0, the ROC is IzI>0. The N roots of the
numerator polynomial are at