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# EE-295 Image Processing, Spring 2008 Lecture 1 Material presented here is from the course 6.

003, Signals & Systems oered by MIT faculty member, Prof. Alan Willsky, Copyright c 2003. This material is subject to the MIT OpenCourseWare Creative Commons license, http://ocw.mit.edu/OcwWeb/web/terms/terms/index.htm#cc.

## Signals and Systems

Fall 2003 Lecture #1 Prof. Alan S. Willsky
4 September 2003

1) 2) 3) 4)

## Administrative details Signals Systems For examples ...

Figures and images used in these lecture notes by permission, copyright 1997 by Alan V. Oppenheim and Alan S. Willsky 1

SIGNALS Signals are functions of independent variables that carry information. For example:

Electrical signals --- voltages and currents in a circuit Acoustic signals --- audio or speech signals (analog or digital) Video signals --- intensity variations in an image (e.g. a CAT scan) Biological signals --- sequence of bases in a gene
. . .

## THE INDEPENDENT VARIABLES

Can be continuous Trajectory of a space shuttle Mass density in a cross-section of a brain Can be discrete DNA base sequence Digital image pixels Can be 1-D, 2-D, N-D For this course: Focus on a single (1-D) independent variable which we call time. Continuous-Time (CT) signals: x(t), t continuous values Discrete-Time (DT) signals: x[n], n integer values only
3

CT Signals

Most of the signals in the physical world are CT signalsE.g. voltage & current, pressure, temperature, velocity, etc.

DT Signals

## x[n], n integer, time varies discretely

Examples of DT signals in nature: DNA base sequence Population of the nth generation of certain species
5

## Courtesy of Jason Oppenheim. Used with permission.

Why DT? Can be processed by modern digital computers and digital signal processors (DSPs).
6

SYSTEMS

For the most part, our view of systems will be from an input-output perspective:
A system responds to applied input signals, and its response is described in terms of one or more output signals
x(t) CT System y(t)

x[n]

DT System

y[n]

## EXAMPLES OF SYSTEMS An RLC circuit

Dynamics of an aircraft or space vehicle An algorithm for analyzing financial and economic factors to predict bond prices An algorithm for post-flight analysis of a space launch An edge detection algorithm for medical images

SYSTEM INTERCONNECTIOINS
An important concept is that of interconnecting systems To build more complex systems by interconnecting simpler subsystems To modify response of a system Signal flow (Block) diagram

Parallel

Feedback

## Signals and Systems

Fall 2003 Lecture #10
7 October 2003
1. 2. 3. Examples of the DT Fourier Transform Properties of the DT Fourier Transform The Convolution Property and its Implications and Uses

## Analysis Equation FT Synthesis Equation Inverse FT

Convergence Issues
Synthesis Equation: Analysis Equation: None, since integrating over a finite interval Need conditions analogous to CTFT, e.g.

Finite energy

Absolutely summable

Examples
Parallel with the CT examples in Lecture #8

More Examples

## Infinite sum formula

Still More
4) DT Rectangular pulse (Drawn for N1 = 2)

5)

## DTFTs of Sums of Complex Exponentials

Recall CT result: What about DT: a) We expect an impulse (of area 2) at = o b) But X(ej) must be periodic with period 2 In fact

Note: The integration in the synthesis equation is over 2 period, only need X(ej) in one 2 period. Thus,

## DTFS synthesis eq.

Linearity of DTFT

Example #1:

DT sine function

Example #2:

More Properties

## Yet Still More Properties

7) Time Expansion Recall CT property: But in DT: x[n/2] makes no sense x[2n] misses odd values of x[n] Time scale in CT is infinitely fine

But we can slow a DT signal down by inserting zeros: k an integer 1 x(k)[n] insert (k - 1) zeros between successive values

## Is There No End to These Properties?

8) Differentiation in Frequency

## Multiplication by n 9) Parsevals Relation

Differentiation in frequency

Example #1:

Example #2:

Example #3:

## Signals and Systems

Fall 2003 Lecture #11
9 October 2003
1. 2. 3. DTFT Properties and Examples Duality in FS & FT Magnitude/Phase of Transforms and Frequency Responses

Example:

Example:

## Duality in Fourier Analysis

Fourier Transform is highly symmetric CTFT: Both time and frequency are continuous and in general aperiodic
Same except for these differences

Then

## Example of CTFT duality

Square pulse in either time or frequency domain

DTFS

Duality in DTFS

Then

## Duality between CTFS and DTFT

CTFS

DTFT

CTFS-DTFT Duality

## Magnitude and Phase of FT, and Parseval Relation

CT:

Parseval Relation:
Energy density in

DT:

Parseval Relation:

Effects of Phase
Not on signal energy distribution as a function of frequency Can have dramatic effect on signal shape/character Constructive/Destructive interference Is that important? Depends on the signal and the context

Demo:

## Plotting Log-Magnitude and Phase

a) For real-valued signals and systems
Plot for 0, often with a logarithmic scale for frequency in CT

b) In DT, need only plot for 0 (with linear scale) c) For historical reasons, log-magnitude is usually plotted in units of decibels (dB):
power magnitude

## So 20 dB or 2 bels: = 10 amplitude gain = 100 power gain

A Typical Bode plot for a second-order CT system 20 log|H(j)| and H(j) vs. log

Changes by -

## A typical plot of the magnitude and phase of a secondorder DT frequency response

20log|H(ej)| and H(ej) vs.

## Signals and Systems

Fall 2003 Lecture #12
16 October 2003
1. 2. 3. 4. Linear and Nonlinear Phase Ideal and Nonideal Frequency-Selective Filters CT & DT Rational Frequency Responses DT First- and Second-Order Systems

Linear Phase
CT

Result: Linear phase simply a rigid shift in time, no distortion Nonlinear phase distortion as well as shift DT

Question:

All-Pass Systems

CT

DT

Demo:

## Impulse response and output of an all-pass system with nonlinear phase

How do we think about signal delay when the phase is nonlinear? Group Delay

CT

## Nonideal Lowpass Filter

Sometimes we dont want a sharp cutoff, e.g.

## Often have specifications in time and frequency domain Trade-offs

Step response Freq. Response

## CT Rational Frequency Responses

CT: If the system is described by LCCDEs, then

Prototypical Systems

## DT Rational Frequency Responses

If the system is described by LCCDEs (Linear-Constant-Coefficient Difference Equations), then

DT First-Order Systems

## Demo: Unit-sample, unit-step, and frequency response of DT first-order systems

DT Second-Order System

decaying

oscillations

## Signals and Systems

Fall 2003 Lecture #13
21 October 2003
1. 2. 3. 4. 5. The Concept and Representation of Periodic Sampling of a CT Signal Analysis of Sampling in the Frequency Domain The Sampling Theorem the Nyquist Rate In the Time Domain: Interpolation Undersampling and Aliasing

SAMPLING
We live in a continuous-time world: most of the signals we encounter are CT signals, e.g. x(t). How do we convert them into DT signals x[n]? Sampling, taking snap shots of x(t) every T seconds. T sampling period x[n] x(nT), n = ..., -1, 0, 1, 2, ... regularly spaced samples Applications and Examples Digital Processing of Signals Strobe Images in Newspapers Sampling Oscilloscope How do we perform sampling?

## Why/When Would a Set of Samples Be Adequate?

Observation: Lots of signals have the same samples

By sampling we throw out lots of information all values of x(t) between sampling points are lost. Key Question for Sampling: Under what conditions can we reconstruct the original CT signal x(t) from its samples?

## Important to note: s1/T

Illustration of sampling in the frequency-domain for a band-limited (X(j)=0 for ||> M) signal

## Reconstruction of x(t) from sampled signals

If there is no overlap between shifted spectra, a LPF can reproduce x(t) from xp(t)

## Then x(t) is uniquely determined by its samples {x(nT)} if

Observations on Sampling
(1) In practice, we obviously dont sample with impulses or implement ideal lowpass filters. One practical example: The Zero-Order Hold

Observations (Continued)
(2) Sampling is fundamentally a time-varying operation, since we multiply x(t) with a time-varying function p(t). However,

is the identity system (which is TI) for bandlimited x(t) satisfying the sampling theorem (s > 2M). (3) What if s 2M? Something different: more later.

## Time-Domain Interpretation of Reconstruction of Sampled Signals Band-Limited Interpolation

The lowpass filter interpolates the samples assuming x(t) contains no energy at frequencies c

## Graphic Illustration of Time-Domain Interpolation

Original CT signal
h(t)

After sampling

## After passing the LPF

Interpolation Methods
Bandlimited Interpolation Zero-Order Hold First-Order Hold Linear interpolation

## Undersampling and Aliasing

When s 2 M Undersampling

## Xr(j) X(j) Distortion because of aliasing

Higher frequencies of x(t) are folded back and take on the aliases of lower frequencies Note that at the sample times, xr(nT) = x(nT)

A Simple Example

## Signals and Systems

Fall 2003 Lecture #14
23 October 2003
1. 2. Review/Examples of Sampling/Aliasing DT Processing of CT Signals

Sampling Review

## Demo: Effect of aliasing on music.

Strobe Demo

> 0, strobed image moves forward, but at a slower pace = 0, strobed image still < 0, strobed image moves backward. Applications of the strobe effect (aliasing can be useful sometimes): E.g., Sampling oscilloscope

## DT Processing of Band-Limited CT Signals

Why do this? Inexpensive, versatile, and higher noise margin. How do we analyze this system? We will need to do it in the frequency domain in both CT and DT In order to avoid confusion about notations, specify CT frequency variable DT frequency variable ( = ) Step 1: Find the relation between xc(t) and xd[n], or Xc(j) and Xd(ej)

## Time-Domain Interpretation of C/D Conversion

Note: Not full analog/digital (A/D) conversion not quantizing the x[n] values

Note: s 2 CT DT

X d (e )

X d (e j )

= T1

= T2

## Now the whole picture

Overall system is time-varying if sampling theorem is not satisfied It is LTI if the sampling theorem is satisfied, i.e. for bandlimited inputs xc(t), with M < s 2 When the input xc(t) is band-limited (X(j) = 0 at || > ) and the sampling theorem is satisfied (s > 2M), then

DT filter

Sampling

DT freq CT freq

CT freq DT freq

## Interpolate (LPF) equivalent CT filter

Assuming No Aliasing

## In practice, first specify the desired Hc(j), then design Hd(ej).

Example:

Digital Differentiator

## Construction of Digital Differentiator

Bandlimited Differentiator

CT

DT

## Signals and Systems

Fall 2003 Lecture #2
9 September 2003

1) 2)

Some examples of systems System properties and examples a) Causality b) Linearity c) Time invariance

SYSTEM EXAMPLES
x(t) CT System y(t) x[n] DT System y[n]

Ex. #1

RLC circuit

Ex. #2

Mechanical system

Force Balance:

Observation: Very different physical systems may be modeled mathematically in very similar ways.

Ex. #3

Thermal system

## Cooling Fin in Steady State

Ex. #3 (Continued)

Observations Independent variable can be something other than time, such as space. Such systems may, more naturally, have boundary conditions, rather than initial conditions.

Ex. #4

Financial system

Fluctuations in the price of zero-coupon bonds t = 0 Time of purchase at price y0 t = T Time of maturity at value yT y(t) = Values of bond at time t x(t) = Influence of external factors on fluctuations in bond price

Observation: Even if the independent variable is time, there are interesting and important systems which have boundary conditions.

## This system detects changes in signal slope

Observations 1) A very rich class of systems (but by no means all systems of interest to us) are described by differential and difference equations. 2) Such an equation, by itself, does not completely describe the input-output behavior of a system: we need auxiliary conditions (initial conditions, boundary conditions). 3) In some cases the system of interest has time as the natural independent variable and is causal. However, that is not always the case. 4) Very different physical systems may have very similar mathematical descriptions.

## SYSTEM PROPERTIES (Causality, Linearity, Time-invariance, etc.)

WHY ?
Important practical/physical implications

They provide us with insight and structure that we can exploit both to analyze and understand systems more deeply.

CAUSALITY

A system is causal if the output does not anticipate future values of the input, i.e., if the output at any time depends only on values of the input up to that time. All real-time physical systems are causal, because time only moves forward. Effect occurs after cause. (Imagine if you own a noncausal system whose output depends on tomorrows stock price.) Causality does not apply to spatially varying signals. (We can move both left and right, up and down.) Causality does not apply to systems processing recorded signals, e.g. taped sports games vs. live broadcast.

CAUSALITY (continued)
Mathematically (in CT): A system x(t) y(t) is causal if

## when and Then

x1(t) y1(t) x2(t) y2(t) x1(t) = x2(t) for all t to y1(t) = y2(t) for all t to

CAUSAL OR NONCAUSAL

TIME-INVARIANCE (TI) Informally, a system is time-invariant (TI) if its behavior does not depend on what time it is.

Mathematically (in DT): A system x[n] y[n] is TI if for any input x[n] and any time shift n0,
If then x[n] y[n] x[n - n0] y[n - n0] .

Similarly for a CT time-invariant system, If x(t) y(t) then x(t - to) y(t - to) .

TIME-INVARIANT OR TIME-VARYING ?

TI

## Time-varying (NOT time-invariant)

NOW WE CAN DEDUCE SOMETHING! Fact: If the input to a TI System is periodic, then the output is periodic with the same period. Proof: Suppose and Then by TI x(t + T) y(t + T). x(t + T) = x(t) x(t) y(t)

## So these must be the same output, i.e., y(t) = y(t + T).

LINEAR AND NONLINEAR SYSTEMS Many systems are nonlinear. For example: many circuit elements (e.g., diodes), dynamics of aircraft, econometric models, However, in 6.003 we focus exclusively on linear systems. Why? Linear models represent accurate representations of behavior of many systems (e.g., linear resistors, capacitors, other examples given previously,) Can often linearize models to examine small signal perturbations around operating points Linear systems are analytically tractable, providing basis for important tools and considerable insight

LINEARITY A (CT) system is linear if it has the superposition property: If then x1(t) y1(t) and x2(t) y2(t)

y[n] = x2[n]
y(t) = x(2t)

## Nonlinear, TI, Causal

Linear, not TI, Noncausal

Can you find systems with other combinations ? - e.g. Linear, TI, Noncausal Linear, not TI, Causal

PROPERTIES OF LINEAR SYSTEMS Superposition If Then For linear systems, zero input zero output

"Proof"

0 = 0 x[n] 0 y[n] = 0

Properties of Linear Systems (Continued) A linear system is causal if and only if it satisfies the condition of initial rest:

Proof

a)

b)

## LINEAR TIME-INVARIANT (LTI) SYSTEMS

Focus of most of this course - Practical importance (Eg. #1-3 earlier this lecture are all LTI systems.) - The powerful analysis tools associated with LTI systems

A basic fact: If we know the response of an LTI system to some inputs, we actually know the response to many inputs

Example:

DT LTI System

## Signals and Systems

Fall 2003 Lecture #21
25 November 2003
1. Feedback
a) b) c) d) Root Locus Tracking Disturbance Rejection The Inverted Pendulum

2.

## The Concept of a Root Locus

C(s), G(s) Designed with one or more free parameters Question: How do the closed-loop poles move as we vary these parameters? Root locus of 1+ C(s)G(s)H(s)

## The Classical Root Locus Problem

C(s) = K a simple linear amplifier

A Simple Example

## In either case, pole is at so = -2 - K

Sketch where pole moves as |K| increases...

## What Happens More Generally ?

For simplicity, suppose there is no pole-zero cancellation in G(s)H(s)

Closed-loop poles are the solutions of That is Difficult to solve explicitly for solutions given any specific value of K, unless G(s)H(s) is second-order or lower. Much easier to plot the root locus, the values of s that are solutions for some value of K, because: 1) It is easier to find the roots in the limiting cases for K = 0, . 2) There are rules on how to connect between these limiting points.

## Rules for Plotting Root Locus

End points At K = 0, G(so)H(so) = so are poles of the open-loop system function G(s)H(s). At |K| = , G(so)H(so) = 0 so are zeros of the open-loop system function G(s)H(s). Thus: Rule #1: A root locus starts (at K = 0) from a pole of G(s)H(s) and ends (at |K| = ) at a zero of G(s)H(s). Question: Answer: What if the number of poles the number of zeros? Start or end at .

Rule #2:

## Example of Root Locus.

One zero at -2, two poles at 0, -1.

Tracking

In addition to stability, we may want good tracking behavior, i.e. for at least some set of input signals.

E (s) =

1 X ( s) 1 + C ( s) H (s)

## We want C ( j ) P ( j ) to be large in frequency bands in which we want good tracking

1 E ( j ) = X ( j ) 1 + C ( j ) H ( j )

Tracking (continued)

## Basic example: Tracking error for a step input

Disturbance Rejection
There may be other objectives in feedback controls due to unavoidable disturbances.

Clearly, sensitivities to the disturbances D1(s) and D2(s) are much reduced when the amplitude of the loop gain

C (s) =

1 s ( s + 1)

, H (s) =

s s+2

Y (s) =

However
W (s) =

Stable

## s+2 C (s) X ( s) X ( s) = 2 s ( s + 3s + 3) 1 + C (s) H ( s)

Unstable

Inverted Pendulum

Unstable!

## Feedback System to Stabilize the Pendulum

PI feedback stabilizes Subtle problem: internal instability in x(t)! Additional PD feedback around motor / amplifier centers the pendulum

## Root Locus & the Inverted Pendulum

Attempt #1: Negative feedback driving the motor

## Root locus of M(s)G(s) Remains unstable!

after K. Lundberg

## Root Locus & the Inverted Pendulum

Attempt #2: Proportional/Integral Compensator

## Root locus of K(s)M(s)G(s) Stable for large enough K

after K. Lundberg

## Root Locus & the Inverted Pendulum

BUT x(t) unstable:

System subject to drift... Solution: add PD feedback around motor and compensator:
after K. Lundberg

The z-Transform
Motivation: Analogous to Laplace Transform in CT

## The ROC and the Relation Between zT and DTFT

, r = |z|

depends only on r = |z|, just like the ROC in s-plane only depends on Re(s) Unit circle (r = 1) in the ROC DTFT X(ej) exists

Example #1

## This form for PFE and inverse ztransform

1 z = 1 az 1 za
This form to find pole and zero locations

Example #2:

## Same X(z) as in Ex #1, but different ROC.

Rational z-Transforms
x[n] = linear combination of exponentials for n > 0 and for n < 0

## Signals and Systems

Fall 2003 Lecture #22
2 December 2003
1. 2. 3. 4. 5. Properties of the ROC of the z-Transform Inverse z-Transform Examples Properties of the z-Transform System Functions of DT LTI Systems a. Causality b. Stability

The z-Transform

-depends only on r = |z|, just like the ROC in s-plane only depends on Re(s) Last time: Unit circle (r = 1) in the ROC DTFT X(ej) exists Rational transforms correspond to signals that are linear combinations of DT exponentials

## More intuition on zT-LT, s-plane - z-plane relationship

LHP in s-plane, Re(s) < 0 |z| = | esT| < 1, inside the |z| = 1 circle. Special case, Re(s) = - |z| = 0. RHP in s-plane, Re(s) > 0 |z| = | esT| > 1, outside the |z| = 1 circle. Special case, Re(s) = + |z| = . A vertical line in s-plane, Re(s) = constant | esT| = constant, a circle in z-plane.

## Properties of the ROCs of z-Transforms

(1) The ROC of X(z) consists of a ring in the z-plane centered about the origin (equivalent to a vertical strip in the s-plane)

(2) The ROC does not contain any poles (same as in LT).

## More ROC Properties

(3) If x[n] is of finite duration, then the ROC is the entire z-plane, except possibly at z = 0 and/or z = . Why?

Examples:

CT counterpart

## ROC Properties Continued

(4) If x[n] is a right-sided sequence, and if |z| = ro is in the ROC, then all finite values of z for which |z| > ro are also in the ROC.

Side by Side
(5) If x[n] is a left-sided sequence, and if |z| = ro is in the ROC, then all finite values of z for which 0 < |z| < ro are also in the ROC. (6) If x[n] is two-sided, and if |z| = ro is in the ROC, then the ROC consists of a ring in the z-plane including the circle |z| = ro. What types of signals do the following ROC correspond to?

right-sided

left-sided

two-sided

Example #1

Example #1 continued

## Clearly, ROC does not exist if b > 1 No z-transform for b|n|.

Inverse z-Transforms

for fixed r:

Example #2

## Partial Fraction Expansion Algebra:

A = 1, B = 2

Note, particular to z-transforms: 1) When finding poles and zeros, express X(z) as a function of z. 2) When doing inverse z-transform using PFE, express X(z) as a function of z-1.

ROC III:

ROC II:

ROC I:

Example #3:

## 3 -1 2 0 for all other ns

A finite-duration DT sequence

## Example #4: (a)

(b)

Properties of z-Transforms
(1) Time Shifting The rationality of X(z) unchanged, different from LT. ROC unchanged except for the possible addition or deletion of the origin or infinity no> 0 ROC z 0 (maybe) no< 0 ROC z (maybe) (2) z-Domain Differentiation Derivation: same ROC

## Convolution Property and System Functions

Y(z) = H(z)X(z) , ROC at least the intersection of the ROCs of H(z) and X(z), can be bigger if there is pole/zero cancellation. e.g.

## H(z) + ROC tells us everything about system

CAUSALITY
(1) h[n] right-sided ROC is the exterior of a circle possibly including z = :

A DT LTI system with system function H(z) is causal the ROC of H(z) is the exterior of a circle including z =

## Causality for Systems with Rational System Functions

A DT LTI system with rational system function H(z) is causal (a) the ROC is the exterior of a circle outside the outermost pole; and (b) if we write H(z) as a ratio of polynomials

then

Stability
LTI System Stable ROC of H(z) includes the unit circle |z| = 1

## Frequency Response H(ej) (DTFT of h[n]) exists.

A causal LTI system with rational system function is stable all poles are inside the unit circle, i.e. have magnitudes < 1

## Signals and Systems

Fall 2003 Lecture #23
4 December 2003

1. 2. 3. 4.

Geometric Evaluation of z-Transforms and DT Frequency Responses First- and Second-Order Systems System Function Algebra and Block Diagrams Unilateral z-Transforms

Example #1:

Example #2:

Example #3:

## Geometric Evaluation of DT Frequency Responses

First-Order System one real pole

Second-Order System Two poles that are a complex conjugate pair (z1= rej =z2*)

## Clearly, |H| peaks near =

Demo: DT pole-zero diagrams, frequency response, vector diagrams, and impulse- & step-responses

## Use the time-shift property

Rational ROC: Depends on Boundary Conditions, left-, right-, or two-sided. For Causal Systems ROC is outside the outermost pole

## System Function Algebra and Block Diagrams

Feedback System (causal systems)
negative feedback configuration

Example #1:

z-1 D Delay

## Example #2: Cascade of two systems

Unilateral z-Transform

## Note: (1) If x[n] = 0 for n < 0, then

(2) UZT of x[n] = BZT of x[n]u[n] ROC always outside a circle and includes z = (3) For causal LTI systems,

## Properties of Unilateral z-Transform

Many properties are analogous to properties of the BZT e.g. Convolution property (for x1[n<0] = x2[n<0] = 0)

## But there are important differences. For example, time-shift Derivation:

Initial condition

## UZT of Difference Equation

ZIR Output purely due to the initial conditions, ZSR Output purely due to the input.

## Signals and Systems

Fall 2003 Lecture #3
11 September 2003
1) 2) 3) 4) Representation of DT signals in terms of shifted unit samples Convolution sum representation of DT LTI systems Examples The unit sample response and properties of DT LTI systems

Question: a)

## Are there sets of basic signals so that:

We can represent rich classes of signals as linear combinations of these building block signals.

b) The response of LTI Systems to these basic signals are both simple and insightful. Fact: For LTI Systems (CT or DT) there are two natural choices for these building blocks Focus for now:

DT CT

That is ...

Coefficients

Basic Signals

## The Sifting Property of the Unit Sample

x[n]

DT System

y[n]

Suppose the system is linear, and define hk[n] as the response to [n - k]:

From superposition:

x[n]

DT System

y[n]

Now suppose the system is LTI, and define the unit sample response h[n]:

Interpretation

## Visualizing the calculation of

Choose value of n and consider it fixed

## View as functions of k with n fixed

y[0] = prod of overlap for n=0 y[1] = prod of overlap for n=1

## Calculating Successive Values: Shift, Multiply, Sum

-1 11=1 01 + 1 2=2 (-1) 1 + 0 2 + 1 (-1) = -2 (-1) 2 + 0 (-1) + 1 (-1) = -3 (-1) (-1) + 0 (-1) = 1 (-1) (-1) = 1 4

## Properties of Convolution and DT LTI Systems

1) A DT LTI System is completely characterized by its unit sample response

Ex:

step input

input

Interpretation

1) Causality

2) Stability

## Signals and Systems

Fall 2003 Lecture #4
16 September 2003

1. 2. 3. 4.

Representation of CT Signals in terms of shifted unit impulses Convolution integral representation of CT LTI systems Properties and Examples The unit impulse as an idealized pulse that is short enough: The operational definition of (t)

Representation of CT Signals

## Response of a CT LTI System

LTI

Operation of CT Convolution

Example:

CT convolution

-1 -1 0

## PROPERTIES AND EXAMPLES

1) Commutativity: 2) 3) An integrator:

4) Step response:

DISTRIBUTIVITY

ASSOCIATIVITY

## The impulse as an idealized short pulse

Consider response from initial rest to pulses of different shapes and durations, but with unit area. As the duration decreases, the responses become similar for different pulse shapes.

## The Operational Definition of the Unit Impulse (t)

(t) idealization of a unit-area pulse that is so short that, for any physical systems of interest to us, the system responds only to the area of the pulse and is insensitive to its duration Operationally: The unit impulse is the signal which when applied to any LTI system results in an output equal to the impulse response of the system. That is,

## Triplets and beyond!

n is number of differentiations

Integrators

## -1 derivatives" = integral I.R. = unit step

Integrators (continued)

Notation

Define Then

E.g.

## Differentiate first, then convolve, then integrate

Example

1 1 2 2

Example (continued)

## Signals and Systems

Fall 2003 Lecture #5
18 September 2003
1. 2. 3. 4. Complex Exponentials as Eigenfunctions of LTI Systems Fourier Series representation of CT periodic signals How do we calculate the Fourier coefficients? Convergence and Gibbs Phenomenon

## Portrait of Jean Baptiste Joseph Fourier

Image removed due to copyright considerations. Signals & Systems, 2nd ed. Upper Saddle River, N.J.: Prentice Hall, 1997, p. 179.

## Desirable Characteristics of a Set of Basic Signals

a. We can represent large and useful classes of signals using these building blocks

b. The response of LTI systems to these basic signals is particularly simple, useful, and insightful

Previous focus: Unit samples and impulses Focus now: Eigenfunctions of all LTI systems

## The eigenfunctions k(t) and their properties

(Focus on CT systems now, but results apply to DT systems as well.)

eigenvalue

eigenfunction

Eigenfunction in same function out with a gain From the superposition property of LTI systems:

eigenvalue

eigenfunction

eigenvalue

eigenfunction

DT:

For Now:

## CT: DT: CT & DT Fourier Series and Transforms

Periodic Signals Magnitude 1

## - smallest such T is the fundamental period - o = 2 is the fundamental frequency

T

- periodic with period T - {ak} are the Fourier (series) coefficients - k = 0 DC - k = 1 first harmonic - k = 2 second harmonic

Question #1:

## Euler's relation (memorize!)

0 no dc component

0 0

For real periodic signals, there are two other commonly used forms for CT Fourier series:

Because of the eigenfunction property of ejt, we will usually use the complex exponential form in 6.003. - A consequence of this is that we need to include terms for both positive and negative frequencies:

## Convergence of CT Fourier Series

How can the Fourier series for the square wave possibly make sense? The key is: What do we mean by

## (just need x(t) to have finite energy per period)

Under a different, but reasonable set of conditions (the Dirichlet conditions) Condition 1. x(t) is absolutely integrable over one period, i. e.

And
Condition 2. of Ex. In a finite time interval, x(t) has a finite number maxima and minima. An example that violates Condition 2.

And
Condition 3. Ex. In a finite time interval, x(t) has only a finite number of discontinuities. An example that violates Condition 3.

Dirichlet conditions are met for the signals we will encounter in the real world. Then - The Fourier series = x(t) at points where x(t) is continuous - The Fourier series = midpoint at points of discontinuity

## Still, convergence has some interesting characteristics:

- As N , xN(t) exhibits Gibbs phenomenon at points of discontinuity Demo: Fourier Series for CT square wave (Gibbs phenomenon).

## Signals and Systems

Fall 2003 Lecture #6
23 September 2003
1. 2. 3. CT Fourier series reprise, properties, and examples DT Fourier series DT Fourier series examples and differences with CTFS

## Another (important!) example: Periodic Impulse Train

All components have: (1) the same amplitude, & (2) the same phase.

## (A few of the) Properties of CT Fourier Series

Linearity Conjugate Symmetry

Time shift
Introduces a linear phase shift to

Example:

## Shift by half period

Parsevals Relation

Energy is the same whether measured in the time-domain or the frequency-domain Multiplication Property

Periodic Convolution
x(t), y(t) periodic with period T

## Periodic Convolution (continued)

Periodic convolution: Integrate over any one period (e.g. -T/2 to T/2)

## Periodic Convolution (continued) Facts

1) z(t) is periodic with period T (why?)

## 2) Doesnt matter what period over which we choose to integrate:

Periodic 3) convolution in time

Multiplication in frequency!

## Fourier Series Representation of DT Periodic Signals

x[n] - periodic with fundamental period N, fundamental frequency

## There are only N distinct signals of this form

So we could just use However, it is often useful to allow the choice of N consecutive values of k to be arbitrary.

k =<N >

{ak} Questions:

## 1) What DT periodic signals have such a representation? 2) How do we find ak?

Answer to Question #1: Any DT periodic signal has a Fourier series representation

## A More Direct Way to Solve for ak

Finite geometric series

So, from

## DT Fourier Series Pair

Note: 1)

It is convenient to think of ak as being defined for all integers k. So: ak+N = ak Special property of DT Fourier Coefficients.

2) We only use N consecutive values of ak in the synthesis equation. (Since x[n] is periodic, it is specified by N numbers, either in the time or frequency domain)

Example #1:

Example #2:

DT Square Wave

Using n = m - N1

Example #2:

## DT Square wave (continued)

Convergence Issues for DT Fourier Series: Not an issue, since all series are finite sums. Properties of DT Fourier Series: Example: Lots, just as with CT Fourier Series

## Signals and Systems

Fall 2003 Lecture #7
25 September 2003
1. 2. 3. Fourier Series and LTI Systems Frequency Response and Filtering Examples and Demos

## The Eigenfunction Property of Complex Exponentials

CT:

CT "System Function"

DT:

DT "System Function"

CT notation

## Frequency Shaping and Filtering

By choice of H(j) (or H(ej)) as a function of , we can shape the frequency composition of the output - Preferential amplification - Selective filtering of some frequencies

Equalizer

Speaker

## Bass, Mid-range, Treble controls

For audio signals, the amplitude is much more important than the phase.

Example #2:

## Frequency Selective Filters

Filter out signals outside of the frequency range of interest Lowpass Filters: Only show amplitude here.

low frequency

low frequency

Highpass Filters

Remember:

high frequency

high frequency

Bandpass Filters

## Demo: Filtering effects on audio signals

Idealized Filters
CT
c cutoff frequency

DT

Note:

|H| = 1 and H = 0 for the ideal filters in the passbands, no need for the phase plot.

Highpass
CT

DT

Bandpass
CT

lower cut-off

upper cut-off

DT

Example #3:

DT Averager/Smoother

LPF

Example #4:

Example #5:

Demo:

Example #7:

A Filter Bank

Demo:

## Face of a monkey. Image removed do to copyright considerations

HP LP

LP HP BP

BP

Note: To really understand these examples, we need to understand frequency contents of aperiodic signals the Fourier Transform

## Signals and Systems

Fall 2003 Lecture #8
30 September 2003
1. 2. 3. 4. Derivation of the CT Fourier Transform pair Examples of Fourier Transforms Fourier Transforms of Periodic Signals Properties of the CT Fourier Transform

## Fouriers Derivation of the CT Fourier Transform

x(t) - an aperiodic signal - view it as the limit of a periodic signal as T For a periodic signal, the harmonic components are spaced 0 = 2/T apart ... As T , 0 0, and harmonic components are spaced closer and closer in frequency Fourier series

Fourier integral

increases

kept fixed

## For simplicity, assume x(t) has a finite duration.

Derivation (continued)

Derivation (continued)

## For what kinds of signals can we do this?

(1) It works also even if x(t) is infinite duration, but satisfies: a) Finite energy
In this case, there is zero energy in the error

b) Dirichlet conditions

c) By allowing impulses in x(t) or in X(j), we can represent even more signals E.g. It allows us to consider FT for periodic signals

Example #1 (a)

(b)

Example #2:

Exponential function

Even symmetry

Odd symmetry

Example #3:

## A square pulse in the time-domain

Note the inverse relation between the two widths Uncertainty principle

Example #4:

x(t) = e

at 2

Also a Gaussian!

## periodic in t with frequency o All the energy is concentrated in one frequency o

Example #4:

Line spectrum

Example #5:

Sampling function

Same function in the frequency-domain! Note: (period in t) T (period in ) 2/T Inverse relationship again!

## Properties of the CT Fourier Transform

1) Linearity

2) Time Shifting

FT magnitude unchanged

## Linear change in FT phase

Properties (continued)
3) Conjugate Symmetry

4) Time-Scaling

a) b)

c)

## Signals and Systems

Fall 2003 Lecture #9
2 October 2003
1. 2. 3. 4. The Convolution Property of the CTFT Frequency Response and LTI Systems Revisited Multiplication Property and Parsevals Relation The DT Fourier Transform

## The CT Fourier Transform Pair

(Analysis Equation)

## (Synthesis Equation) Last lecture: Today: some properties further exploration

Convolution Property

## The Frequency Response Revisited

impulse response

frequency response

The frequency response of a CT LTI system is simply the Fourier transform of its impulse response Example #1:

Example #2:

A differentiator

Differentiation property:

## 1) Amplifies high frequencies (enhances sharp edges)

Larger at high o phase shift

No.

H(j)

Example #5:

Example #6:

Example #7:

## Using the Differentiation Property

1) 2)

Rational, can use PFE to get h(t) If X(j) is rational e.g. then Y(j) is also rational

Parsevals Relation

FT is highly symmetric,

Multiplication Property

## We already know that: Then it isnt a surprise that:

Convolution in

A consequence of Duality

## For any s(t) ...

Example (continued)

## DTFT Derivation (Continued)

DTFS synthesis eq. DTFS analysis eq.

Define