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Professor Ed Jernigan
Systems Design Engineering
University of Waterloo
Class Log
Class sessions will be in workshop format, consisting of brief lecture segments
alternating with short discussion, exercise, and problem solving sessions. This format is
intended to encourage participation, allowing more active involvement in learning than is
usually the case with conventional lecture presentations. The class log consists of
worksheets and helps structure the sessions by outlining the material to be covered and the
exercises and problems to be done. A specific reading assignment and relevant problems
in the text, Signals and Systems, Second Edition by Oppenheim, Willsky, and Nawab,
are indicated for each session. The worksheets leave room for notes and workspace for
the problems. You may want additional paper for more extensive notes and problem
solving exercises.
Expectations:
Before each class, review your notes from the previous class, make sure you have
completed and understood the problems from the previous session, and make note of any
outstanding questions. Read the assignment in the text, give some thought to what you
think the key ideas to be covered are, and formulate one or more questions you hope to
have answered during the class.
During each class, engage actively with the material, doing the in class exercises,
asking questions, and helping those around you do the same.
After each class, do the assigned problems for that class to insure that you have
understood the material and know how to use the ideas covered so that you will be
prepared for the next class.
This is a challenging course. It is your job to keep up. Your ability to understand
and use the material in each session depends on your successful completion of the
previous sessions. Your success in this course and subsequent courses that depend on it
will depend on how actively you engage with the material presented in these notes.
1
Session 1: Our Purpose
Text: xxviixxx, 114
To be a systems design engineer you need to be able to design systems to solve problems. To do
that, you need tools for the quantitative analysis and design of systems. In SYDE 252 we will
develop a framework for modeling, analyzing, and designing the important class of systems known
as linear systems.
• Some typical problems...
• Systems
Input System Output
2
• Signals:
Continuous:
) ( ), ( ), ( ), ( x g x f t y t x
 Discrete: ) ( ), ( n y n x
• Representing systems: [ ] ) ( ) ( t x T t y ·
3
Session 2: Some Basic Periodic Signals
Text: 1430 Problems 1.48, 1.49, 1.52, 1.53, 1.54; 1.36
For both continuous and discrete signals and systems we will be interested in both transient and
periodic phenomena. Our representation of these phenomena builds on two general classes of
signals: sinusoids and singularity functions.
• Examples:
• Continuous time signals: x(t)
 Sinusoids and complex exponentials
 periodic phenomena: oscillations: sinusoids:
x t A t ( ) cos( ) · + ω φ
 complex exponentials:
Ce
at
(See problems 1.481.56 and pages 71, 72 for a review of complex numbers.)
x t Ae A t jA t
j t
( ) cos sin · · +
ω
ω ω
4
 harmonically related complex exponentials:
{ ; , , , } e k
jk t ω
0
0 1 2 · t t
• Discrete time signals: x(n)
 oscillations: Sinusoids and complex exponentials: x n C
n
( ) · α
e n j n
j n ω
ω ω
0
0 0
· + cos sin
 harmonically related: φ
π
k
jk
N
n
n e k N ( ) ; , , , · · −
¹
'
¹
¹
'
¹
2
0 1 1
5
Session 3: Some Basic Transient Signals
Text: 3038
Singularity functions include the unit impulse and step functions, used to model events that occur
“instantaneously”.
Continuous Singularity functions
 transient phenomena: changes
unit step: u t
t
t
( ) ·
>
<
¹
'
¹
1 0
0 0
impulse: δ( )
?
t
t
t
·
≠
·
¹
'
¹
0 0
0
with
δ( ) t dt ·
−∞
∞
∫
1
What is
x t t t dt ( ) ( ) δ −
−∞
∞
∫
0
?
6
• Discrete time signals: sequences: x(n)
 transients: Singularity functions
unit step: u n
n
n
( ) ·
≥
<
¹
'
¹
1 0
0 0
impulse: δ( ) n
n
n
·
·
≠
¹
'
¹
1 0
0 0
Can you express δ( ) n in terms of u n ( ) and vice versa?
7
Session 4: Systems Properties
Text: 3856 Problems 1.18, 1.31
You will be concerned with the behavior of many types of systems over the course of your career.
While our attention is restricted to single input, single output, deterministic, one dimensional
systems, there are six properties a system may or may not have that are of special interest.
• Memory:
• Causality:
• Invertibility:
• Stability:
• Time Invariance:
• Linearity:
8
Some Examples:
1. y t ax t bx t c ( ) ( ) ( ) · + +
2
2. [ ] y n x n x n x n ( ) ( ) ( ) ( ) · + − + +
1
3
1 1
3. ′ − · y t ay t x t ( ) ( ) ( )
4. y n x n ay n ( ) ( ) ( ) · + −1
Some Real Examples:
9
Session 5: Discrete Linear Time Invariant Systems
Text: 7490 Problems: 2.21, 2.24
In this session we develop what is referred to as the time domain representation of linear, shift
invariant, discrete time systems in which the system is characterized by its impulse response and its
behaviour is expressed as the convolution sum.
Impulses and Impulse Responses:
• Discrete LTI Systems:
Suppose we define the impulse response of a discrete LTI system as h n ( ) :
δ( ) n
System
h n ( )
Example:
0 for 0 ) ( if 0 for 0 ) ( where ) ( ) 1 ( ) ( < · < · · − − n n x n n y n x n ay n y ⇒ · h n ( ) ?
10
Now suppose you have an LTI system whose impulse response is h ( n ) . What are the outputs for
the following inputs?
x n y n
n
n
n n n
x n x n x n
x k n k
k
( ) ( )
( )
( )
( ) ( ) ( )
( ) ( ) ( ) ( ) ( ) ( )
( ) ( )
δ
δ
δ δ δ
δ δ δ
δ
−
+
+ + − −
− + + + −
−
·−∞
∞
∑
1
3 2
2 1
1
2
7 1
1 1 0 1 1
The result you've just derived is called the Convolution Sum. It is a general expression
relating the input and output of an LTI system through its response to a unit impulse at the
origin.
y n x k h n k
k
( ) ( ) ( ) · −
·−∞
∞
∑
11
Session 6: Continuous Linear Time Invariant Systems
Text: 91102 Problems: 2.22, 2.43, 2.40
Today we develop a time domain representation for continuous linear time invariant systems using
the impulse response and the convolution integral.
Impulses and Impulse Responses:
• Continuous LTI Systems:
Suppose we define the impulse response of a continuous LTI system
as h ( t ) :
δ( ) t
System
h t ( )
Example:
0 for 0 ) ( if 0 for 0 ) ( where ) ( ) ( ) ( < · < · · + ′ t t x t t y t x t ay t y ⇒ · h t ( ) ?
12
Now suppose you have an LTI system whose impulse response is h ( t ) . What are the outputs for
the following inputs?
x t y t
t
t
t t t
x t x t x t
x t d
( ) ( )
( )
( )
( ) ( ) ( )
( ) ( ) ( ) ( ) ( ) ( )
( ) ( )
δ
δ
δ δ δ
δ δ δ
τ δ τ τ
−
+
+ + − −
− + + + −
−
−∞
∞
∫
1
3 2
2 1
1
2
7 1
1 1 0 1 1
The result you've just derived is called the Convolution Integral. It is a general expression
relating the input and output of an LTI system through its response to a unit impulse at the
origin.
y t x h t d ( ) ( ) ( ) · −
−∞
∞
∫
τ τ τ
13
Session 7: Impulse Response and System Properties
Text: 103116 Problem 2.48
Since the impulse response completely characterizes an LTI system, we should be able to deduce
other properties (memory, causality, stability, and invertibility) from it.
• Continuous systems:
Consider the simple continuous system whose impulse response is:
h t e u t
at
( ) ( ) ·
−
Sketch h t a ( ) if > 0 .
What characteristics of h t ( ) allow you to determine whether the system has memory, is
causal, stable, or invertible?
Notes:
1. h t ( ) is said to be absolutely integrable if h t dt ( )
−∞
∞
∫
< ∞.
2. Can you devise a system whose response to e u t
at −
( ) is δ( ) t ?
14
• Discrete systems:
As a discrete example, what are the properties of the system:
h n a a
n
( ) · < < , with ? 0 1
Notes:
1. h n ( ) is said to be absolutely summable if h n ( )
−∞
∞
∑
< ∞.
2. Can you devise a system whose response to
a
n
is δ( ) n ?
15
Session 8: Systems and Linear Differential Equations
Text: 117121 Problem 2.56
While the impulse response completely defines an LTI system, it does not reveal the system's
components and internal structure, which are of course necessary if we are interested in designing
and building the system. The linear differential equation is a model from which we can obtain a
realization of a desired system. In this session we explore the relation between the impulse
response and the LDE.
• First order systems:
The simplest example: ′ + · y t ay t x t ( ) ( ) ( )
What is h t ( ) ?
 Note: ′ + · h t ah t t ( ) ( ) ( ) δ , so h t ( ) is just the homogeneous solution for t > 0 . We will
assume that the system is at initial rest, i.e. h t ( ) · 0 for t < 0 . What is h t ( ) at t · 0 ?
• Second order systems:
A second example: ′′ + · y t y t x t ( ) ( ) ( )
 Note: You should be able to show that the initial conditions are h( ) 0 0 · and ′ · h ( ) 0 1, if
the system is initially at rest.
16
• The general case: N
th
order systems:
The general N
th
order system:
a
d y t
dt
b
d x t
dt
k
k
N k
k l
l
M l
l
· ·
∑ ∑
·
0 0
( ) ( )
The general impulse response:
h t b
d h t
dt
l
l
M l
l
( )
( )
·
·
∑
0
1
where h t
1
( ) is the homogeneous solution:
a
d h t
dt
k
k
N k
k
·
∑
·
0
1
0
( )
with initial conditions:
( )
h h h
N
1 1 1
2
0 0 0 0 ( ) ( ) ( ) · ′ · · ·
−
; and
( )
h
a
N
N
−
·
1
0
1
( )
.
Problem 2.56 in the text develops this approach to finding the impulse response for a system given
its LDE. Before we can address the reverse problem  given a desired impulse response, how do
we get the LDE in order to actually realize, or implement a desired system  we will need to
develop a third description of LTI systems based on the frequency domain.
17
Session 9: Difference Equations and the Impulse Response
Text 121124 Problems 2.31, 2.55
Discrete LTI systems may be represented by linear difference equations which are readily
expressed in terms of block diagrams and are thus more directly connected to physical components
of systems than the impulse response. In this session we develop a method to find the impulse
response for a system whose difference equation is known.
• A second order example:
Suppose a system obeys the LDE:
y n y n y n x n [ ] [ ] [ ] [ ] − − + − ·
5
6
1
1
6
2
Assuming initial rest, what is h n [ ] ?
Hint: Assume a solution of the form
n
Az
, find a condition that z must satisfy, then use initial
rest and the equation to determine h[ ] −1 and h[ ] 0 , and thence A. You should find
( ) ( )
( )
h n u n
n n
[ ] [ ] · − 3 2
1
2
1
3 .
18
Now suppose the system is:
y n y n y n x n x n [ ] [ ] [ ] [ ] [ ] − − + − · − −
5
6
1
1
6
2
1
6
1 .
Think of the right side of the LDE as the sum of two inputs and use linearity and shift
invariance to express the impulse response of this system in terms of the one above. After
simplifying you should get ( ) ( )
( )
h n u n
n n
[ ] [ ] · − 2
1
2
1
3 .
• The N
th
order case:
A general N
th
order discrete LTI system has an LDE of the form:
a y n k b x n l
k
k
N
l
l
M
· ·
∑ ∑
− · −
0 0
[ ] [ ]
and an impulse response: h n b h n l
l
l
M
[ ] [ ] · −
·
∑
0
1
where h
1
[ n ] is the homogeneous solution: a h n k
k
k
N
·
∑
− ·
0
1
0 [ ]
with initial conditions:
0 1 1
1 ] 0 [ and , 1 1 for 0 ] [ a h n N n h · − ≤ ≤ + − · .
Note the characteristic equation is an
th
N
order polynomial in z:
a z a z a z a
N N
N N 0 1
1
1
0 + + + + ·
−
−
.
19
Session 10: Realizations of LTI Systems
Text: 124127 Problem 2.58, 2.60
We have seen how to find impulse responses from differential and difference equations. Before
exploring the reverse problem let's look at block diagrams as realizations of LDEs (and therefore
LTI systems).
• Block Diagrams:
 Discrete systems: Draw Direct Form I and II diagrams for:
a y n a y n a y n b x n b x n
0 1 2 0 1
1 2 1 [ ] [ ] [ ] [ ] [ ] + − + − · + −
20
 Continuous systems: Consider the system:
a y t a y t a y t b x t b x t
2 1 0 1 0
′′ + ′ + · ′ + ( ) ( ) ( ) ( ) ( )
What practical issues motivate expressing this system in integral form?
Draw Direct Form I and II diagrams for the integral form.
21
Session 11: Singularity Functions
Text: 127137
Today we consider briefly some useful properties of singularity functions (impulses, steps, etc.) in
the context of the convolution operation.
• Singularity functions:
We introduced the impulse function in order to represent LTI systems by their impulse
responses. Its integral, the unit step, and derivative, the unit doublet, are also useful concepts.
Verify the following relations:
1. x t t x t ( ) ( ) ( ) ∗ · δ .
2.
x t u t x d
t
( ) ( ) ( ) ∗ ·
−∞
∫
τ τ
.
3. x t t x t ( ) ( ) ( ) ∗ ′ · ′ δ .
Higher order singularity functions are just successive derivatives or integrals of δ( ) t :
u t
d t
dt
k
d d k
t k
k
k
k
t
( )
( )
( )
( )
·
>
<
·
¹
'
¹
¹
¹
¹
¹
¹
¹
−∞ −∞
∫ ∫
δ
δ σ σ τ
δ
τ
for
for
for
0
0
0
.
22
Use the properties of convolution and singularity functions to show that if y t x t h t ( ) ( ) ( ) · ∗ , then:
1. ′ · ′ ∗ · ∗ ′ y t x t h t x t h t ( ) ( ) ( ) ( ) ( ) .
2. ′′ · ′ ∗ ′ y t x t h t ( ) ( ) ( ) .
3.
y t x t h d
t
( ) ( ) ( ) · ′ ∗
−∞
∫
τ τ
.
We will see later on how these properties can be exploited to simplify the analysis and design of
LTI systems.
23
Session 12: Time Domain Analysis, Review and Quiz
Here’s a review session, in the form of a previous quiz:
SYDE 252 Quiz 1 October 10, 2003
Professor Ed Jernigan
Aids permitted: 1 8 1/2 x 11 crib sheet, no calculators.
Each part of each problem is worth 10 marks.
1. Evaluate the following convolutions, showing your work clearly:
a.
e
−at
u(t) ∗u(t) −u t −
1
a
( )
]
]
]
b.
u(t) −u(t −T) [ ]∗u(t) −u(t +2T) [ ]
c.
a
n
u(n) ∗δ(n) −aδ(n −1) [ ]
d.
cos
π
2
n

.
`
,
u(n) ∗u(n)
2. Suppose an LTI system has an impulse response that is causal, with a decaying oscillation at a
frequency of one cycle per second which decays to
e
−2
times its initial value after 10 seconds. You
can assume its impulse response is of the form:
h(t) ·e
−at
cosbt u(t)
a. What values of the parameters a and b are consistent with the system’s behaviour? Sketch and
carefully label the impulse response.
b. What can you say about the linear differential equation that represents the system? Explain,
addressing the order of the system, the nature of the coefficients, and the nature of the right hand
side of the LDE.
c. Find the LDE whose impulse response is that given above and draw the Direct Form II
realization of the system.
3. A rather obscure mathematician—let’s call him Flubanacci—proposed a new sequence whose terms
were each found by taking the difference of the two previous terms.
a. Assuming the first two terms are 0 and 1, respectively, find the first several terms of the
Flubanacci sequence by direct recursive calculation. Can you extrapolate the general form of the
sequence? Explain.
b. What are the properties (memory, causality, stability, invertibility) of an LTI system whose
impulse response is the sequence, assuming the first nonzero term of the impulse response is the
initial 1. Explain.
c. What is the linear difference equation whose impulse response is the Flubanacci sequence? Solve
the equation to find the impulse response and obtain a closed form expression for the nth term of
the sequence.
24
Session 13: LTI Systems in the Frequency Domain
Text: 177193 Problems 3.1, 3.3
The time domain description of linear time invariant systems expresses signals in terms of time
components (impulses) and systems in terms of their response to these components (impulse
response). Unfortunately, except for memoryless systems, each input component contributes to
multiple output components (through convolution), which complicates the design of systems to
accomplish a desired behavior expressed through specified effects on input signal components. We
would like a representation of signals in terms of components that are treated distinctly by LTI
systems, which can then be represented by their response to these new components.
Formally, we can state the problem as: Find { ¦
φ
k
t ( ) such that:
x t x t
k
k
k
( ) ( ) ·
∑
φ
where
φ
k
t ( )
satisfies
φ φ
k k k
t h t H t ( ) ( ) ( ) ∗ ·
.
• Eigenfunctions of LTI systems:
 Show
φ φ
k k k
t h t H t ( ) ( ) ( ) ∗ ·
if
φ τ φ φ τ
k k k
t t ( ) ( ) ( ) − · −
.
 Verify that complex exponentials { ¦
e
s t
k
satisfy this condition and are therefore
eigenfunctions of all LTI systems:
e
s t
k
H s e
k
s t
k
( )
 Show that
H s h t e dt
k
s t
k
( ) ( ) ·
−
−∞
∞
∫
.
25
h t ( )
• Components of periodic signals:
Periodic signals can be expressed as sums of harmonically related complex exponentials:
x t x e
k
jk t
k
( ) ·
∑
ω
0
where x t ( ) has period
0
2 ω π · T .
Find the coefficients { ¦
x
k
for the following signals:
1. x t t ( ) cos · 2π .
2. x t t t ( ) sin cos · + 2 3 π π .
26
Session 14: LTI Systems in the Frequency Domain (continued)
Text: 193201 Problems 3.4, 3.62
In our last session, we saw that the sinusoids can be represented readily in terms of complex
exponentials. Consider a less obvious case: the square wave:
x t
T
t kT
T
k
( ) ·
−
≤ + ≤ − ∞ < < ∞
¹
'
¹
1
4 4
0
for ;
else
.
For the square wave you will need to use the orthogonality of the complex exponentials.
For any periodic signal which can be represented as a sum of complex exponentials, you can find
the coefficients as:
x x t e dt
k T
jk t
T
·
−
∫
1 0
( )
ω
.
This is the well known Fourier Series representation for periodic signals. The complex
exponentials which are the basis functions (signal components) for this representation have the
special virtue that they are treated (processed) separately by LTI systems.
27
Now, find the Fourier Series coefficients for the periodic square as given above, and sketch the
representation obtained with the first three harmonics.
28
Session 15: The Fourier Transform
Text: 284296 Problems 4.1
Can we use complex exponentials, or frequency components, to represent nonperiodic as well as
periodic signals? As shown in the text, taking the limit as the period goes to infinity in the Fourier
Series representation leads to a representation of aperiodic x t ( ) :
x t X j e d
j t
( ) ( ) ·
−∞
∞
∫
1
2π
ω
ω ω
This expression is a superposition of complex exponentials with weights or "coefficients" X j ( ) ω
given by:
X j x t e dt
j t
( ) ( ) ω
ω
·
−
−∞
∞
∫
X j ( ) ω is the Fourier Transform of x t ( ) and is referred to as the spectrum. It is generally
complex valued and expressed in terms of its magnitude X j ( ) ω and phase ∠X j ( ) ω .
• Examples and Properties of the Fourier Transform:
Find and sketch the spectrum for the signals:
1. x t u t T u t T ( ) ( ) ( ) · + − − .
29
2. h t e u t
at
( ) ( ) ·
−
.
3. h t e
a t
( ) ·
−
.
30
Session 16: The Fourier Transform for periodic signals
Text: 296300 Problems 4.22, 4.23
Periodic signals can also be represented in the frequency domain, if we permit spectra to include
impulses. Find and sketch the signals/spectra for:
1. X j ( ) ( ) ω δ ω · .
2. [ ]
X j ( ) ( ) ( ) ω π δ ω ω δ ω ω · − + +
0 0
.
31
3. x t x e
k
jk t
k
( ) ·
·−∞
∞
∑
ω
0
.
4. x t t kT
k
( ) ( ) · −
·−∞
∞
∑
δ .
Notes:
1. If x t ( ) is real then X j X j ( ) ( ) ω ω · −
∗
, and if x t x t ( ) ( ) · − , then X j ( ) ω
is real.
2. The spectra of periodic signals comprise impulses whose
areas are given by the Fourier Series coefficients (times 2π ).
3. Impulses in the signal produce periodic spectra.
32
Session 17: Using the Fourier Transform
Text: 300322 Problems 4.22, 4.23, 4.25, 4.32
The Fourier Transform, by virtue of its use of the complex exponential eigenfunctions of LTI
systems, has many properties that facilitate the analysis and design of linear systems. These
include linearity, shift, differentiation, integration, modulation, convolution and many others, all
clearly described in the text. Arguably the most important of these is the convolution property
which is explored in this session.
• A first order example:
Consider the system whose linear differential equation is:
′ + · y t ay t x t ( ) ( ) ( )
By direct solution, you can find the impulse response to be:
h t e u t
at
( ) ( ) ·
−
The Fourier Transform of the impulse response is the frequency response:
H j
a j
( ) ω
ω
·
+
1
Show that you can also obtain H j ( ) ω directly from the LDE by taking the transform of both
sides and using the linearity, differentiation, and convolution properties.
33
• A first design problem:
Suppose you wanted a system whose impulse response is:
h t e bt u t
at
( ) cos ( ) ·
−
How might you obtain an LDE from which you could draw a block diagram and thus achieve a
realization?
• An example: When to avoid convolution:
Suppose a square wave with period T is applied to a system whose impulse response is:
h t
Bt
t
( )
sin
·
π
.
What is the output if T B π · ? If T B π 4 · ?
Note: This system is known as an ideal low pass filter. Although it is not realizable in practice
(Why?), it is an important conceptual building block in signal processing systems.
34
Session 18: A Systems Framework
Text: 330333 Problems 4.33, 4.36
The Fourier Transform links three complementary models of linear time invariant systems:
• LDE:
( ) ( )
a y t b x t
k
k
k
N
l
l
l
M
( ) ( ) ·
· ·
∑ ∑
0 0
• Impulse response: h t A e a s
n
s t
n
N
k n
k
k
N
n
( ) · ·
· ·
∑ ∑
1 1
0 where
• Frequency response: H j
b j
a j
l
l
l
M
k
k
k
N
( )
( )
( )
ω
ω
ω
·
·
·
∑
∑
0
0
These three views of LTI systems form a framework in which we can address many analysis
and design problems.
Realization
Time Domain Frequency Domain
FT
Direct
Solution
Ratio of
Polynomials
35
• A second design problem:
Design an oscillator whose impulse response is:
h t e t u t
at
( ) sin ( ) ·
−
ω
0
.
1. Find H j ( ) ω .
2. Write the LDE.
3. Draw the Direct Form II block diagram.
4. What happens as a ⇒ 0 ?
36
Session 19: The Modulation Property
Text: 322330, 582594 Problems 8.22, 8.26
The multiplication of two signals is a useful operation. It can represent truncation in which we
treat only a limited segment of a signal, modulation of a sinusoidal carrier by a message signal in
communications, or regular sampling of a continuous signal by an impulse train. What effect does
multiplying two signals have on their spectra, and how can we use the properties of the Fourier
Transform to understand and exploit that effect?
The similarity of the Fourier Transform and its inverse leads not only to the duality property which
is useful in obtaining transform pairs, but also to a duality for the properties of the transform:
[ ]
Time domain Frequency domain
g t f j
f t g j
x t j X j
jtx t X j
x t h t X j H j
s t p t S j P j
( ) ( )
( ) ( )
( ) ( )
( ) ( )
( ) ( ) ( ) ( )
( ) ( ) ( ) ( )
ω
π ω
ω ω
ω
ω ω
π
ω ω
2
1
2
−
′
− ′
∗
∗
The last of these is called the modulation property.
• Truncation:
 Consider a truncated sinusoid: ( ) ( ) [ ]
x t t u t T u t T
T
( ) cos · + − − ω
0
 How does truncation affect the spectrum?
 What effect would a more gradual truncation window have?
37
• Modulation:
 Consider an amplitude modulated sinusoid:
x t a t t
c
( ) ( ) cos · ω
 Suppose that ( ) A jω is band limited, i.e. is zero for ω ≥ B. Sketch ( ) X jω in terms of
( ) A jω .
 Why would you want to do Amplitude Modulation?
 How can you recover the message, a t ( ) , at the receiver?
38
Session 20: From Continuous to Discrete Signals
Text: 514534
Signals often represent continuous time phenomena: sound pressure levels as a function of time as
recorded by a microphone, light intensity as a function of spatial location, for example. In the
modern era, such signals are typically processed by discrete methods with digital signal and image
processing systems. What are the issues that arise when we try to represent a continuous signal
with a discrete one?
A continuous signal can be represented by a discrete sequence comprised of samples of the
continuous signal at discrete intervals:
x n x t
d c
t nT
( ) ( ) ·
·
What should the sampling interval, T , be if
x n
d
( )
is to accurately represent
x t
c
( )
?
• Intuitive approach:
 How would you approach this problem?
 What assumptions do you need to make?
 How can you formulate the problem quantitatively?
39
• Mathematical formulation:
We can model the sampling process as a product of the continuous signal and a periodic train
of impulses:
x t x t t kT
s
k
( ) ( ) ( ) · −
·−∞
∞
∑
δ .
The result is a weighted impulse train: x t x kT t kT
s
k
( ) ( ) ( ) · −
·−∞
∞
∑
δ .
Can we choose T such that x t ( ) can be recovered from the samples { ¦ x kT ( ) using an LTI
system?
 Interpolation in the time domain: Express y t ( ) in terms of the samples { ¦ x kT ( ) and h t ( ) . Can
you choose h t ( ) such that y t x t ( ) ( ) · ?
40
Session 21: Sampling Theorem
Text: 514534 Problems 7.6, 7.23
Time domain analysis of the sampling problem is limited to the design of more or less ad hoc
interpolation systems. Today we explore a more formal, in principle exact solution to the problem
using the frequency domain. Using the same notation from Session 20, we consider the spectra of
the reconstructed, sampled, and original signals.
 Frequency domain: Express Y j ( ) ω in terms of
X j
s
( ) ω
and H j ( ) ω . Can you choose
H j ( ) ω such that Y j X j ( ) ( ) ω ω · ? Hint: You will need to impose a condition on X j ( ) ω as
well as a constraint on T .
41
• Shannon Sampling Theorem: A band limited signal can be recovered in principal from
samples at intervals T if the sampling frequency ω
π
s
T
·
2
is at least twice the maximum
frequency component of the signal:
ω ω
s m
≥ 2
• Summary and discussion:
 Sampling and interpolation.
 Realizability.
 Aliasing.
42
Session 22: Frequency Domain analysis, Review and Quiz
Here’s a review session, in the form of a previous quiz:
SYDE 252 QUIZ 2 Nov. 7, 2003
Linear Systems and Signals Professor Ed Jernigan
Aids permitted: 2
8 11
1
2
x
pages of notes. Each part of each problem is worth 10 marks.
1. Suppose a causal second order LTI system has the following characteristics:
• Roots of the auxiliary equation are
j s t − · 1
.
• DC gain is 1.
• Impulse response is continuous at 0 · t .
a. Find the system frequency response,
) ( ω j H
.
b. Carefully sketch and clearly label the magnitude and phase of the frequency response.
c. Find and sketch the impulse response of this system.
2. Consider an LTI system whose LDE is:
) ( 2 ) ( 2 ) ( 2 ) ( t x t y t y t y · + ′ + ′ ′
a. Find the frequency response,
) ( ω j H
. Is the system stable? Realizable? Explain.
b. Find the output for each of the following inputs:
1. t t x 2 cos ) ( ·
2.
) ( ) ( t t x δ ′ ·
3. An important family of filters for signal processing are the Gaussian band pass filters, or Gabor filters,
whose impulse responses are of the form:
h(t) ·
1
2πσ
e
−
1
2
t
σ

.
`
,
2
cosω
c
t
.
Note that the Fourier Transform of the Gaussian impulse response alone (without the cos term) is
H( jω) ·e
−
ω
2
σ
2
2
.
a. Find and sketch the frequency response of the Gabor filter if
ω
c
·
2
σ
.
b. Is the Gabor filter realizable as a linear difference equation of finite order?
Explain, and give the LDE if possible.
4. An alternative to the Gaussian band pass filter is the exponential band pass filter with frequency
response:
H( jω) ·
1
1+
ω−ω
c
a

.
`
,
2
+
1
1+
ω+ω
c
a

.
`
,
2
a. Find and sketch the impulse response if
ω
c
·3a
.
43
b. Is the exponential band pass filter realizable as a linear difference equation of
finite order? Explain, and give the LDE if possible.
c. Is the exponential band pass filter invertible? Explain, and give the LDE of the inverse
system if possible.
44
Session 23: Discrete Frequency Domain Representations
Text: 211217
We would like a frequency domain description of discrete signals and systems with the same useful
properties we found for the continuous case.
Formally, we can state the problem as: Find { ¦
φ
l
n ( ) such that:
x ( n ) x
l
l
l
( n )
where
φ
l
n ( )
satisfies
φ φ
l l l
n h n H n ( ) ( ) ( ) ∗ ·
.
• Eigenfunctions of LTI systems:
 Show
φ φ
l l l
n h n H n ( ) ( ) ( ) ∗ ·
if
φ φ φ
l l l
n k n k ( ) ( ) ( ) − · −
.
 Verify that complex exponentials
{ ¦
z
l
n
satisfy this condition and are therefore
eigenfunctions of all LTI systems:
z
l
n
h n ( )
n
l l
z z H ) (
 Show that H z h n z
l l
n
n
( ) ( ) ·
−
·−∞
∞
∑
.
45
• Components of periodic signals:
Discrete periodic signals can be expressed as sums of harmonically related complex
exponentials:
x n x e
k
jk n
k
N
( ) ·
·
−
∑
ω
0
0
1
where ) (n x has period
0
2 ω π · N . Recall that there are only N distinct discrete
harmonically related complex exponentials.
Find the coefficients { ¦
x
k
for the following signals:
1. x n
n
N
( ) cos ·
2π
.
2. x n
n
N
n
N
( ) sin cos · +
2 3 π π
.
46
Session 24: Discrete Frequency Domain Representations, continued
Text: 218226 Problem 3.28
Today we consider Fourier Series representations which require the use of the so called analysis
equation which is derived from orthogonality of the complex exponentials. Consider the discrete
square wave:
x n
kN n kN k
( )
;
·
≤ ≤ +
¹
'
¹
1 1
0
1 for integer
else
.
Sketch this discrete signal.
For the square wave you will need to use the orthogonality of the complex exponentials to find the
coefficients as:
x x n e
k N
jk n N
n
N
·
−
·
−
∑
1
2
0
1
( )
π
.
This is the well known Fourier Series representation for periodic signals. The complex
exponentials which are the basis functions (signal components) for this representation have the
special virtue that they are treated (processed) separately by LTI systems.
47
Now find the Fourier series coefficients for the square wave using the analysis equation, and then
sketch the coefficients.
48
Session 25: Discrete Time Fourier Transform
Text: 358367 Problems 5.21 a,c,g,j: 5.22 a,c,d,f
As in the continuous case, we can extend the complex exponential representation of discrete signals
to include aperiodic as well as periodic sequences. The discrete time Fourier Transform is defined
as:
X e x n e
j j n
n
( ) ( )
ω ω
·
−
·−∞
∞
∑
.
X e
j
( )
ω
is called the spectrum of the discrete sequence x n ( ) . It is in general complex valued.
Note that
ω
is a continuous variable and that X e
j
( )
ω
is periodic with period 2π . The sequence
can be recovered from its spectrum using:
x n X e e d
j j n
( ) ( ) ·
∫
1
2
2
π
ω ω
π
ω .
• Some DTFT pairs:
1. x n
n N
( ) ·
≤ ¹
'
¹
1
0 else
. Find X e
j
( )
ω
.
49
2. h n a u n
n
( ) ( ) · . Find H e
j
( )
ω
. Sketch H e
j
( )
ω
and ∠H e
j
( )
ω
.
3. H e
k
j
( )
ω
π ω π π
·
− ≤ + ≤
¹
'
¹
1 2 2 2
0 else
. Find h n ( ) .
50
Session 26: Discrete Time Fourier Transform continued
Text: 367400 Problems 5.23, 5.50
The representation of periodic discrete signals in the frequency domain also involves impulses.
DTFT of periodic signals:
When a discrete signal is periodic, its DTFT contains impulses:
1. Find the sequence whose spectrum is 2 2
0
π δ ω ω π ( ) − +
·−∞
∞
∑
k
k
.
2. Find the spectrum of
cosω
0
n
.
3. Find the spectrum of δ( ) n kN
k
−
·−∞
∞
∑
.
51
• Properties of the DTFT
The DTFT has many useful properties which facilitate the analysis and design of discrete
systems. The convolution and shift properties together provide a connection between linear
difference equations and the frequency response of discrete LTI systems.
x n k e X e
x n h n X e H e
jkw j
j j
( ) ( )
( ) ( ) ( ) ( )
− ⇔
∗ ⇔
− ω
ω ω
Consider a second order system whose LDE is:
y n y n y n x n x n ( ) ( ) ( ) ( ) ( ) − − + − · − −
9
20
1
1
20
2
1
3
1 .
 Use the properties of the DTFT to find H e
j
( )
ω
.
 Find h n ( ) . Hint: Remember partial fraction expansion.
52
Session 27: Laplace Transform and Continuous Systems
Text: 654673 Problems 9.21
e
st
h t ( ) H s e
st
( )
When we found the eigenfunctions of LTI systems in Session 13 we saw that the response to a
complex exponential
e
st
was H s e
st
( ) where the function H s ( ) is called the system transfer
function and is given by:
H s h t e dt
st
( ) ( ) ·
−
−∞
∞
∫
.
H s ( ) is the Laplace Transform of the impulse response h t ( ) . The Laplace Transform is a
generalization of the Fourier Transform in that it converges for a broader class of signals and has
some additional features which make it more useful in the analysis and design of LTI systems.
• Examples, and Regions of Convergence:
1. Find H s ( ) for h t e u t
at
( ) ( ) ·
−
. Does H s ( ) converge for all
s
? What is the Region of
Convergence (ROC) in the
s
plane? What can you say about stability and causality from the
ROC? What if h t e u t
at
( ) ( ) · − −
−
?
53
2. If x t e u t e u t
at bt
( ) ( ) ( ) · − +
− −
, find X s ( ) and its ROC.
54
Session 28: Laplace Transform and Continuous Systems
Text: 673692 Problems 9.30
As with the Fourier Transform, the Laplace Transform's properties lead to a powerful framework
for understanding LTI systems. The properties are generally direct extensions of the Fourier
Transform results.
Properties, H s ( ) , and the LDE:
The two which relate H s ( ) and the LDE are the differentiation and convolution properties:
′ ⇔
∗ ⇔
x t sX s
x t h t X s H s
( ) ( )
( ) ( ) ( ) ( )
Suppose an LTI system is described by the LDE:
′′ + ′ + · ′ + y t y t y t x t x t ( ) ( ) ( ) ( ) ( ) 5 6 .
 What is the system transfer function, H s ( ) ?
55
 What can you say about the ROC if the system is causal? Anti causal? Non causal?
 What is the impulse response h t ( ) if the system is causal?
56
Session 29: The System Transfer Function
Text: 693721 Problems 9.31, 9.45
The relationship between the LDE and the system transfer function, H s ( ) , we saw last time for a
second order example generalizes directly to the general N
th
order case. If the LDE is:
( )
( )
( )
( ) a y t b x t
k
k
k
N
l
l
l
M
· ·
∑ ∑
·
0 0
.
then the transfer function is:
H s
b s
a s
l
l
l
M
k
k
k
N
( ) ·
·
·
∑
∑
0
0
.
We can obtain the impulse response with partial fraction expansion, but the transfer function also
gives us a representation of the system in the splane. By factoring both the numerator and the
denominator polynomials in s we have:
( )
( )
H s
b s z
a s p
M i
i
M
N i
i
N
( ) ·
−
−
·
·
∏
∏
1
1
.
The roots of the numerator, { ¦
z
i
, and denominator, { ¦
p
i
, are called zeroes and poles,
respectively.
57
Now consider a problem we addressed before using
H j ( ) ω
:
Design an oscillator whose impulse response is:
h t e t u t
at
( ) cos ( ) ·
−
ω
0
.
 Find H s ( ) and express in both polynomial and factored form.
 Sketch the polezero plot and indicate the ROC if a > 0 .
58
Expressing H s ( ) in factored form allows us to visualize it as the ratio of products of vectors in
the splane from the zeroes and poles to any s of interest. Letting
s j · ω
, we obtain a graphical
method of visualizing the magnitude and phase of the frequency response of the system.
( ) H
b s z
a s p
M i
i
M
N i
i
N
s j
ω
ω
·
−
−
·
·
·
∏
∏
1
1
.
( ) ( ) ( ) ∠ · ∠ − − ∠ −
]
]
]
+ ∠

.
`
,
· ·
·
∑ ∑
H s z s p
b
a
i
i
M
i
i
N
s j
M
N
ω
ω
1 1
.
Sketch ( ) H ω and ( ) ∠H ω by drawing vectors from the zero and the two poles to the
jω
axis
for the oscillator. Note how both the frequency response and the impulse response change as the
zero and the poles move toward and away from the σ
and jω axes.
59
Session 30: Z Transform and Discrete Systems
Text: 741748 Problems 10.21
z
n
h n ( ) H z z
n
( )
When we found the eigenfunctions of discrete LTI systems in Session 23 we saw that the response
to a complex exponential
z
n
was H z z
n
( ) where the function H z ( ) is called the system transfer
function and is given by:
H z h n z
n
n
( ) ( ) ·
−
·−∞
∞
∑
.
H z ( ) is the Z Transform of the impulse response h n ( ) . The Z Transform is a generalization of
the Fourier Transform in that it converges for a broader class of signals and has some additional
features which make it more useful in the analysis and design of LTI systems.
• Examples, and Regions of Convergence:
1. Find H z ( ) for h n a u n
n
( ) ( ) · . Does H z ( ) converge for all z? What is the Region of
Convergence (ROC) in the zplane? What can you say about stability and causality from the
ROC? What if h n a u n
n
( ) ( ) · − − −1 ?
60
2. If x n a u n b u n
n n
( ) ( ) ( ) · − − + 1 , find X z ( ) and its ROC.
61
Session 31: Z Transform and Discrete Systems, continued
Text: 748763 Problems: 10.22
As with the Fourier Transform, the Z Transform's properties lead to a powerful framework for
understanding LTI systems. The properties are generally direct extensions of the Fourier
Transform results.
Properties, H z ( ) , and the LDE:
The two which relate H z ( ) and the LDE are the shift and convolution properties:
x n z X z
x n h n X z H z
( ) ( )
( ) ( ) ( ) ( )
− ⇔
∗ ⇔
−
1
1
Suppose an LTI system is described by the LDE:
y n y n y n x n ( ) ( ) ( ) ( ) − − + − ·
5
2
1 2 .
 What is the system transfer function, H z ( ) ?
 What can you say about the ROC if the system is causal? Anti causal? Non causal?
62
 What is the impulse response, h n ( ) , if the system is causal?
63
Session 32: The System Transfer Function
Text: 763797 Problems 10.33, 10.34
The relationship between the LDE and the system transfer function, H z ( ) , we saw last time for a
second order example generalizes directly to the general
th
N
order case. If the LDE is:
( ) ( ) a y n k b x n l
k
k
N
l
l
M
− · −
· ·
∑ ∑
0 0
.
then the transfer function is:
H z
b z
a z
l
l
l
M
k
k
k
N
( ) ·
−
·
−
·
∑
∑
0
0
.
We can obtain the impulse response with partial fraction expansion, but the transfer function also
gives us a representation of the system in the zplane. By factoring both the numerator and the
denominator polynomials in z we have:
( )
( )
H z
Kz z z
z p
N M
i
i
M
i
i
N
( ) ·
−
−
−
·
·
∏
∏
1
1
.
The roots of the numerator, { ¦
z
i
, and denominator, { ¦
p
i
, are called zeroes and poles,
respectively.
64
Now consider a second order discrete oscillator:
h n r n u n
n
( ) cos ( ) · ω
0
.
 Find H z ( ) and express in both polynomial and factored form.
 Sketch the polezero plot and indicate the ROC if r < 1.
65
Expressing H z ( ) in factored form allows us to visualize it as the ratio of products of vectors in
the zplane from the zeroes and poles to any z of interest. Letting
z e
j
·
ω
, we obtain a graphical
method of visualizing the magnitude and phase of the frequency response of the system.
( )
H e
K z z
z p
j
i
i
M
i
i
N
z e
j
ω
ω
·
−
−
·
·
·
∏
∏
1
1
.
( ) ( ) ( ) ∠ · ∠ + ∠ − − ∠ −
]
]
]
· ·
·
∑ ∑
H e K z z z p
j
i
i
M
i
i
N
z e
j
ω
ω 1 1
.
Sketch
( )
H e
jω
and
( )
∠H e
jω
by drawing vectors from the zero and the two poles to the unit
circle for the oscillator. Note how both the frequency response and the impulse response change as
the zero and poles move toward and away from the real axis and the unit circle.
66
Session 33: System Transfer Functions, Review, Any Other Business…
FYI: The exam from 2003:
SYDE 252 Final Exam Dec. 4, 2003
Aids permitted: 3
8 11
1
2
x
pages of notes, calculator.
Each part of each problem is of equal weight.
Professor Ed Jernigan
1. Consider a linear time invariant system with the LDE:
) ( ) ( ) ( 10 ) ( 2 ) ( t x t x t y t y t y + ′ · + ′ + ′ ′
.
a. Find the system frequency response and sketch and label its magnitude and
phase.
b. Find, sketch, and label the impulse response,
) (t h
.
c. Find the output for inputs:
t t x 3 cos ) ( ·
,
) ( ) ( t t x δ ′ ·
.
2. Suppose a discrete LTI system has the LDE:
( ) ( ) ) ( 1 ) 1 ( ) 1 ( ) ( 1
2 2
n x a n ay n ay n y a − · + − − − + .
a. Find, sketch, and label the system frequency response, its magnitude and
phase.
b. Find, sketch, and label the impulse response.
67
c. If the parameter
2
1
· a
, find the output for the inputs
) ( ) ( n u n x ·
and
) 1 ( 2 ) 1 ( 2 ) ( 5 ) ( + − − − · n n n n x δ δ δ
.
68
3. Suppose you are interested in detecting brain waves in EEG (electro
encephalograph) signals. Because of broadband noise, you decide to process the
signal with a narrow band bandpass filter. The signals you want are concentrated
at frequencies between 5.4 kHz and 5.6 kHz. If your sampling rate is 44 kHz, you
want DC and maximum frequency gain to be zero, and your gain at 5.5 kHz to be
10.
a. Determine the poles, zeroes, and system transfer function,
) (z H
, of a second
order system with the desired characteristics.
b. Sketch and label the frequency response magnitude and phase.
c. What is the linear difference equation and direct form II realization of your
EEG filter?
4. An oversimplified model of the human auditory system is the second order
Butterworth low pass filter with a cutoff frequency at 4 kHz. Recalling, or
reviewing your crib sheet, the LDE for the second order Butterworth filter is
) ( ) ( ) ( 2 ) (
2 2
t x t y t y t y
c c c
ω ω ω · + ′ + ′ ′
. A more accurate model accounts for the
lack of response at frequencies below 30 Hz using an initial notch filter followed
by the low pass filter.
a. Create a first order notch filter with notch width Hz 30 t , DC gain zero, and
gain approaching one as frequency becomes very large . Draw the pole zero
plot of the modified model comprising the sequence of the notch and low
pass filters. Find the full model’s system transfer function.
b. Sketch the magnitude and phase of the full model frequency response.
c. Write the LDE and give the direct form II realization of the full model of the
auditory system.
69
70