Chapter 1

Fundamentals of Signals
1.1

What is a Signal?

A signal is a quantitative description of a physical phenomenon, event or process.

Some common examples include:
1. Electrical current or voltage in a circuit.
2. Daily closing value of a share of stock last week.
3. Audio signal: continuous-time in its original form, or discrete-time when stored
on a CD.
More precisely, a signal is a function, usually of one variable in time. However, in
general, signals can be functions of more than one variable, e.g., image signals.
In this class we are interested in two types of signals:
1. Continuous-time signal x(t), where t is a real-valued variable denoting time,
i.e., t R. We use parenthesis () to denote a continuous-time signal.
2. Discrete-time signal x[n], where n is an integer-valued variable denoting the
discrete samples of time, i.e., n Z. We use square brackets [] to denote a
discrete-time signal. Under the definition of a discrete-time signal, x[1.5] is not
defined, for example.
1

1.2

CHAPTER 1. FUNDAMENTALS OF SIGNALS

Review on Complex Numbers

We are interested in the general complex signals:

x(t) C

and

x[n] C,

where the set of complex numbers is defined as

C = {z | z = x + jy, x, y R, j =

1.}

A complex number z can be represented in Cartesian form as

z = x + jy,
or in polar form as
z = rej .

Theorem 1. Eulers Formula

ej = cos + j sin .

(1.1)

Using Eulers formula, the relation between x, y, r, and is given by

(
(
p
x = r cos
r = x2 + y 2 ,
and
= tan1 xy .
y = r sin

Figure 1.1: A complex number z can be expressed in its Cartesian form z = x + jy, or in its polar
form z = rej .

1.3. BASIC OPERATIONS OF SIGNALS

A complex number can be drawn on the complex plane as shown in Fig. 1.1. The
y-axis of the complex plane is known as the imaginary axis, and the x-axis of the
complex plane is known as the real axis. A complex number is uniquely defined by
z = x + jy in the Cartesian form, or z = rej in the polar form.
Example. Convert the following complex numbers from Cartesian form to polar
form: (a) 1 + 2j; (b) 1 j.
For (a), we apply Eulers formula and find that
 

2
1
2
2
63.64 .
r = 1 + 2 = 5, and = tan
1
Therefore,
1 + 2j =

5ej63.64 .

For (b), we apply Eulers formula again and find that

 
p

1
1
2
2
= 45 .
r = 1 + (1) = 2, and = tan
1
Therefore,
1j =

j/4
2e
.

Recall that: in radian = 180 in degree.

Example. Calculate the value of j j .
j j = (ej/2 )j = e/2 0.2078.

1.3
1.3.1

Basic Operations of Signals

Time Shift

For any t0 R and n0 Z, time shift is an operation defined as

x(t) x(t t0 )
x[n] x[n n0 ].

(1.2)

If t0 > 0, the time shift is known as delay. If t0 < 0, the time shift is known as
advance.
Example. In Fig. 1.2, the left image shows a continuous-time signal x(t). A timeshifted version x(t 2) is shown in the right image.

CHAPTER 1. FUNDAMENTALS OF SIGNALS

Figure 1.2: An example of time shift.

1.3.2

Time Reversal

Time reversal is defined as

x(t) x(t)
x[n] x[n],

(1.3)

which can be interpreted as the flip over the y-axis.

Example.

Figure 1.3: An example of time reversal.

1.3.3

Time Scaling

Time scaling is the operation where the time variable t is multiplied by a constant a:
x(t) x(at),

a>0

(1.4)

If a > 1, the time scale of the resultant signal is decimated (speed up). If 0 < a < 1,
the time scale of the resultant signal is expanded (slowed down).

1.3. BASIC OPERATIONS OF SIGNALS

Figure 1.4: An example of time scaling.

1.3.4

Combination of Operations

In general, linear operation (in time) on a signal x(t) can be expressed as y(t) = x(at
b), a, b R. There are two methods to describe the output signal y(t) = x(at b).
Method A: Shift, then Scale (Recommended)
1. Define v(t) = x(t b),
2. Define y(t) = v(at) = x(at b).
Method B: Scale, then Shift
1. Define v(t) = x(at),
2. Define y(t) = v(t ab ) = x(at b).
Example.
For the signal x(t) shown in Fig. 1.5, sketch x(3t 5).

Figure 1.5: Example 1. x(3t 5).

Example.
For the signal x(t) shown in Fig. 1.6, sketch x(1 t).

CHAPTER 1. FUNDAMENTALS OF SIGNALS

Figure 1.6: Example 2. x(t + 1).

1.3.5

Decimation and Expansion

Decimation and expansion are standard discrete-time signal processing operations.

Figure 1.7: Decimation and expansion.

Decimation.
Decimation is defined as
yD [n] = x[M n],

(1.5)

for some integers M . M is called the decimation factor.

Expansion.
Expansion is defined as
(  
x Ln ,
yE [n] =
0,
L is called the expansion factor.

n = integer multiple of L
otherwise.

(1.6)

1.4. PERIODICITY

Figure 1.8: Examples of decimation and expansion for M = 2 and L = 2.

1.4

Periodicity

1.4.1

Definitions

Definition 1. A continuous time signal x(t) is periodic if there is a constant T > 0

such that
x(t) = x(t + T ),
(1.7)
for all t R.
Definition 2. A discrete time signal x[n] is periodic if there is an integer constant
N > 0 such that
x[n] = x[n + N ],
(1.8)
for all n Z.
Signals do not satisfy the periodicity conditions are called aperiodic signals.
Example. Consider the signal x(t) = sin(0 t), 0 > 0. It can be shown that
x(t) = x(t + T ), where T = k 20 for any k Z+ :
 

2
x(t + T ) = sin 0 t + k
0
= sin (0 t + 2k)
= sin(0 t) = x(t).
Therefore, x(t) is a periodic signal.

CHAPTER 1. FUNDAMENTALS OF SIGNALS

Definition 3. T0 is called the fundamental period of x(t) if it is the smallest value

is called the
of T > 0 satisfying the periodicity condition. The number 0 = 2
T0
fundamental frequency of x(t).
Definition 4. N0 is called the fundamental period of x[n] if it is the smallest value
of N > 0 where N Z satisfying the periodicity condition. The number 0 = N20 is
called the fundamental frequency of x[n].
Example. Determine the fundamental period of the following signals: (a) ej3t/5 ;
(b) ej3n/5 .
For (a), we let x(t) = ej3t/5 . If x(t) is a periodic signal, then there exists T > 0 such
that x(t) = x(t + T ). Therefore,

x(t) = x(t + T )
3
3
ej 5 t = ej 5 (t+T )
3
1 = ej 5 T
3
ej2k = ej 5 T , for somek Z+ .
T = 10
. (k = 1)
3

For (b), we let x[n] = ej3n/5 . If x[n] is a periodic signal, then there exists an integer
N > 0 such that x[n] = x[n + N ]. So,

1.4.2

x[n] = x[n + N ]
3
3
ej 5 n = ej 5 (n+N )
3
ej2k = ej 5 N , for somek Z+
N = 10k
3
N = 10. (k = 3).

A More Difficult Example

Consider the following two signals


t2
x(t) = cos
,
8
 2
n
x[n] = cos
.
8


We will show that x(t) is aperiodic whereas x[n] is periodic with fundamental period
N0 = 8.

1.4. PERIODICITY

(a) cos

t2
8

(b) cos

Figure 1.9: Difference between x(t) = cos

t2
8

and x[n] = cos

n2
8

n2
8

. Note that x(t) is aperiodic,

whereas x[n] is periodic.

Fig. 1.9 plots the signals

t2
8

n2
8


x(t) = cos
for 8 t 8 and

x[n] = cos

for n = 8, 7, . . . , 8. It is clear that x(t) is aperiodic, since the values of t > 0 for
which x(t) = 0 form a sequence which the difference between consecutive elements is
monotonically decreasing.
On the other hand, x[n] is periodic, with fundamental period N0 = 8. To see this,
consider the periodicity condition x[n] = x[n + N ], which becomes:




cos (n + N )2 /8 = cos n2 /8 ,
for all n Z. This means
(n + N )2
n2
=
+ 2k,
8
8
for some k Z, where k may depend on a particular time instant n. We can simplify

10

CHAPTER 1. FUNDAMENTALS OF SIGNALS

this condition by dividing both sides of the equation by /8 to yield

(n + N )2 = n2 +

8
(2k),

or
n2 + 2nN + N 2 = n2 + 16k,
implying
2nN + N 2 = 16k,
for some k Z. Next, we want to find an N such that 2nN + N 2 is divisible by 16
for all n Z. Now we claim: N = 8 satisfies this condition, and no smaller N > 0
does.
Setting N = 8, we get
2nN + N 2 = 16n + 64,
which, for any n Z, is clearly divisible by 16. So N = 8 is a period of x[n]. You can
check directly that, for any 1 N < 8, there is a value n Z such that 2nN + N 2 is
not divisible by 16. For example if we consider N = 4, we get
2nN + N 2 = 8n + 16,
which, for n = 1, is not divisible by 16. So N = 4 is not a period of x[n].

1.4.3

Periodicity and Scaling

1. Suppose x(t) is periodic, and let a > 0. Is y(t) = x(at) periodic?

Yes, and if T0 is the fundamental period of x(t), then T0 /a is the fundamental
period of y(t).
2. Suppose x[n] is periodic, and let m Z+ . Is y[n] = x[mn] periodic?
Yes, and if N0 is the fundamental period of x[n], then the fundamental period
N of y[n] is the smallest positive integer such that mN is divisible by N0 , i.e.
mN 0 (
Example 1: N0 = 8, m = 2, then N = 4.
Example 2: N0 = 6, m = 4, then N = 3.

mod N0 ).

1.5. EVEN AND ODD SIGNALS

1.5

11

Even and Odd Signals

1.5.1

Definitions

Definition 5. A continuous-time signal x(t) is even if

x(t) = x(t)

(1.9)

x(t) = x(t).

(1.10)

and it is odd if

Definition 6. A discrete-time signal x[n] is even if

x[n] = x[n]

(1.11)

x[n] = x[n].

(1.12)

and odd if

Remark: The all-zero signal is both even and odd. Any other signal cannot be both
even and odd, but may be neither. The following simple example illustrate these
properties.
Example 1: x(t) = t2 40 is even.
Example 2: x(t) = 0.1t3 is odd.
Example 3: x(t) = e0.4t is neither even nor odd.

(a) x(t) = t2 40

(b) x(t) = 0.1t3

(c) x(t) = e0.4t

Figure 1.10: Illustrations of odd and even functions. (a) Even; (b) Odd; (c) Neither.

12

1.5.2

CHAPTER 1. FUNDAMENTALS OF SIGNALS

Decomposition Theorem

Theorem 2. Every continuous-time signal x(t) can be expressed as:

x(t) = y(t) + z(t),
where y(t) is even, and z(t) is odd.
Proof. Define
y(t) =

x(t) + x(t)
2

and

x(t) x(t)
.
2
Clearly y(t) = y(t) and z(t) = z(t). We can also check that x(t) = y(t)+z(t).
z(t) =

Terminology: The signal y(t) is called the even part of x(t), denoted by Ev{x(t)}.
The signal z(t) is called the odd part of x(t), denoted by Odd{x(t)}.
Example: Let us consider the signal x(t) = et .
et + et
= cosh(t).
2
et et
Odd{x(t)} =
= sinh(t).
2
Ev{x(t)} =

Similarly, we can define even and odd parts of a discrete-time signal x[n]:
x[n] + x[n]
2
x[n] x[n]
Odd{x[n]} =
.
2
Ev{x[n]} =

It is easy to check that

x[n] = Ev{x[n]} + Odd{x[n]}
Theorem 3. The decomposition is unique, i.e., if
x[n] = y[n] + z[n],
then y[n] is even and z[n] is odd if and only if y[n] = Ev{x[n]} and z[n] = Odd{x[n]}.

1.6. IMPULSE AND STEP FUNCTIONS

13

Proof. If y[n] is even and z[n] is odd, then

x[n] = y[n] + z[n] = y[n] z[n].
Therefore,
x[n] + x[n] = (y[n] + z[n]) + (y[n] z[n]) = 2y[n],
implying y[n] =

x[n]+x[n]
2

= Ev{x[n]}. Similarly z[n] =

x[n]x[n]
2

= Odd{x[n]}.

The converse is trivial by definition, as Ev{x[n]} must be even and Odd{x[n]} must
be odd.

1.6
1.6.1

Impulse and Step Functions

Discrete-time Impulse and Step Functions

Definition 7. The discrete-time unit impulse signal [n] is defined as

(
1,
[n] =
0,

n = 0,
n 6= 0.

(1.13)

Definition 8. The discrete-time unit step signal [n] is defined as

(
1,
u[n] =
0,

n 0,
n < 0.

It can be shown that

[n] = u[n] u[n 1]

X
u[n] =
[n k]
u[n] =

k=0

X
k=

u[k][n k].

(1.14)

14

CHAPTER 1. FUNDAMENTALS OF SIGNALS

(a) [n]

(b) u[n]

Figure 1.11: Definitions of impulse function and a step function.

1.6.2

Property of [n]

Sampling Property
By the definition of [n], [n n0 ] = 1 if n = n0 , and 0 otherwise. Therefore,
(
x[n],
n = n0
x[n][n n0 ] =
0,
n 6= n0
= x[n0 ][n n0 ].

(1.15)

As a special case when n0 = 0, we have x[n][n] = x[0][n]. Pictorially, when a signal

x[n] is multiplied with [n], the output is a unit impulse with amplitude x[0].

Figure 1.12: Illustration of x[n][n] = x[0][n].

1.6. IMPULSE AND STEP FUNCTIONS

Shifting Property
Since x[n][n] = x[0][n] and

15

[n] = 1, we have

n=

x[n][n] =

n=

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

n=

[n] = x[0],

n=

and similarly

x[n][n n0 ] =

n=

x[n0 ][n n0 ] = x[n0 ].

(1.16)

n=

In general, the following result holds:

(
x[n0 ],
x[n][n n0 ] =
0,
n=a

b
X

if n0 [a, b]
if n0
6 [a, b]

(1.17)

Representation Property
Using the sampling property, it holds that
x[k][n k] = x[n][n k].
Summing the both sides over the index k yields

X
k=

x[k][n k] =

x[n][n k] = x[n]

k=

[n k] = x[n].

k=

This result shows that every discrete-time signal x[n] can be represented as a linear
combination of shifted unit impulses
x[n] =

x[k][n k].

(1.18)

k=

For example, the unit step function can be expressed as

u[n] =

u[k][n k].

k=

Why do we use these complicated representation of x[n]? Because, when we consider

linear time-invariant systems (Chapter 2), it will allow us to determine the system
response to any signal x[n] from the impulse response.

16

CHAPTER 1. FUNDAMENTALS OF SIGNALS

Figure 1.13: Representing of a signal x[n] using a train of impulses [n k].

1.6.3

Continuous-time Impulse and Step Functions

Definition 9. The dirac delta function is defined as

(
0,
if t 6= 0
(t) =
,
, if t = 0
where

(t)dt = 1.

Definition 10. The unit step function is defined as

(
0,
t<0
u(t) =
1,
t 0.

1.6.4

Property of (t)

The properties of (t) are analogous to the discrete-time case.

1.6. IMPULSE AND STEP FUNCTIONS

17

Sampling Property
x(t)(t) = x(0)(t).

(1.19)

To see this, note that x(t)(t) = x(0) when t = 0 and x(t)(t) = 0 when t 6= 0.
Similarly, we have
x(t)(t t0 ) = x(t0 )(t t0 ),
(1.20)
for any t0 R.
Shifting Property
The shifting property follows from the sampling property. Integrating x(t)(t) yields
Z
Z
Z
(t)dt = x(0).
(1.21)
x(0)(t)dt = x(0)
x(t)(t)dt =

Similarly, one can show that

Z

x(t)(t t0 )dt = x(t0 )

(1.22)

Representation Property
The representation property is also analogous to the discrete-time case:
Z
x( )(t )d,
x(t) =

(1.23)

where the special case of u(t) is given by

Z
u( )(t )d.
u(t) =

As an example of the properties, let us consider dtd u(t).

Z
u( )(t )d, (representation property)
u(t) =

Z
=
(t )d, because u( ) = 0 if 0
0
Z t
=
()d, let = t .

Then by fundamental theorem of calculus, we have

Z
d
d t
u(t) =
()d = (t).
dt
dt

(1.24)

18

1.7

CHAPTER 1. FUNDAMENTALS OF SIGNALS

Continuous-time Complex Exponential Functions

Definition 11. A complex exponential function is defined as

x(t) = Ceat ,

1.7.1

where C, a C

(1.25)

Real-valued Exponential

We first consider the case of real-valued exponential functions, i.e., C R and a R.

(a) x(t) = 12 e 2 t

(b) x(t) = 21 e 2 t

Figure 1.14: Real exponential functions.

When a = 0, then x(t) = C, which is a constant function.

1.7.2

Periodic Complex Exponential

Let us consider the case where a is purely imaginary, i.e., a = j0 , 0 R. Since C

is a complex number, we have
C = Aej ,
where A, R. Consequently,
x(t) = Cej0 t = Aej ej0 t
= Aej(0 t+) = A cos(0 t + ) + jA sin(0 t + ).

1.7. CONTINUOUS-TIME COMPLEX EXPONENTIAL FUNCTIONS

19

The real and imaginary parts of x(t) are given by

Re{x(t)} = A cos(0 t + )
Im{x(t)} = A sin(0 t + ).
We can think of x(t) as a pair of sinusoidal signals of the same amplitude A, 0 and
phase shift with one a cosine and the other a sine.

(a) Re{Cej0 t }

(b) Im{Cej0 t }

Figure 1.15: Periodic complex exponential function x(t) = Cej0 t (C = 1, 0 = 2).

Claims. x(t) = Cej0 t is periodic with
1. fundamental period: T0 =

2
.
|0 |

2. fundamental frequency: |0 |.
The second claim is the immediate result from the first claim. To show the first claim,
we need to show x(t+T0 ) = x(t) and no smaller T0 can satisfy the periodicity criteria.
2
j0 (t+ |
)
|

x(t + T0 ) = Ce

= Cej0 t ej2

= Cej0 t = x(t).
It is easy to show that T0 is the smallest period!

20

1.7.3

CHAPTER 1. FUNDAMENTALS OF SIGNALS

General Complex Exponential

In the general setting, we have C = Aej where A, R and a = r + j0 where

r, 0 R. Therefore,


x(t) = Aejr e(r+j0 )t = Aert ej(0 t+) .
Rewrite this in the rectangular form:
x(t) = Aert cos(0 t + ) + jAert sin(0 t + )

(a) Re{Aert ej0 t }

(b) Im{Aert ej0 t }

Figure 1.16: Periodic complex exponential function x(t) = Aert ej0 t (A = 1, r = 1/2, 0 = 2).

1.8
1.8.1

Discrete-time Complex Exponentials

Definitions

A discrete-time complex exponential function has the form:

x[n] = Cen ,
where C, C. Letting = e gives
x[n] = Cn .
In the following subsections, we shall study the behavior of x[n] for difference cases
of C and .

1.8. DISCRETE-TIME COMPLEX EXPONENTIALS

1.8.2

21

Real-valued Complex Exponential

x[n] is a real-valued complex exponential when C R and R. In this case,

x[n] = Cn is a monotonic decreasing function when 0 < < 1, and is a monotonic
increasing function when > 1.

1.8.3

Complex-valued Complex Exponential

x[n] is a complex-valued complex exponential when C, C. In this case, C and

can be written as C = |C|ej , and = ||ej0 . Consequently,

n
x[n] = Cn = |C|ej ||ej0
= |C|||n ej(0 n+)
= |C|||n cos(0 n + ) + j|C|||n sin(0 n + ).
Three cases can be considered here:
1. When || = 1, then x[n] = |C| cos(0 n + ) + j|C| sin(0 n + ) and it has
sinusoidal real and imaginary parts (not necessarily periodic, though).
2. When || > 1, then ||n is a growing exponential, so the real and imaginary
parts of x[n] are the product of this with sinusoids.
3. When || < 1, then the real and imaginary parts of x[n] are sinusoids sealed by
a decaying exponential.

1.8.4

Periodic Complex Exponentials

Consider x[n] = Cej0 n , 0 R. We want to study the condition for x[n] to be

periodic. The periodicity condition requires that, for some N > 0,
x[n + N ] = x[n],

n Z.

Since x[n] = Cej0 n , it holds that

ej0 (n+N ) = ej0 n ej0 N = ej0 n ,

n Z.

This is equivalent to
ej0 N = 1

or

0 N = 2m,

for some m Z.

22

CHAPTER 1. FUNDAMENTALS OF SIGNALS

Therefore, the condition for periodicity of x[n] is

0 =

2m
,
N

for some m Z, and some N > 0, N Z.

Thus x[n] = ej0 n is periodic if and only if 0 is a rational multiple of 2. The

fundamental period is
2m
,
N=
0
where we assume that m and N are relatively prime, gcd(m, n) = 1, i.e.,
reduced form.

1.8.5

m
N

is in

Periodicity in Frequency

Suppose that x[n] = ej0 n , where 0 R. If we increase 0 by 2, we find

x1 [n] = ej(0 +2)n = ej0 n ej2n .
But n Z, so ej2n = 1, and we see that
x1 [n] = ej0 n = x[n].
More generally, for any k Z, we have
xk [n] = ej(0 +2k)n = ej0 n = x[n].
This means that we can limit the range of values of 0 to any real interval of length 2.
The periodicity in frequency applies, of course, to the periodic complex exponential
signals, so we have a different notion of low and high frequencies in the discrete-time
setting.