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# Lecture 2

## Prof. Paul Cuff

Princeton University

Fall 2011-12

## Cuff (Lecture 2) ELE 301: Signals and Systems Fall 2011-12 1 / 70

Models of Continuous Time Signals
Todays topics:
Signals
I Sinuoidal signals
I Exponential signals
I Complex exponential signals
I Unit step and unit ramp
I Impulse functions

Systems
I Memory
I Invertibility
I Causality
I Stability
I Time invariance
I Linearity

## Cuff (Lecture 2) ELE 301: Signals and Systems Fall 2011-12 2 / 70

Sinusoidal Signals

## A sinusoidal signal is of the form

x(t) = cos(t + ).

## where the radian frequency is , which has the units of radians/s.

Also very commonly written as

x(t) = A cos(2ft + ).

## where f is the frequency in Hertz.

We will often refer to as the frequency, but it must be kept in mind
that it is really the radian frequency, and the frequency is actually f .

## Cuff (Lecture 2) ELE 301: Signals and Systems Fall 2011-12 3 / 70

The period of the sinuoid is
1 2
T = =
f
with the units of seconds.
The phase or phase angle of the signal is , given in radians.

cos(t) cos(t )

-2T -T 0 T 2T -2T -T 0 T 2T
t t

## Cuff (Lecture 2) ELE 301: Signals and Systems Fall 2011-12 4 / 70

Complex Sinusoids

## The Euler relation defines e j = cos + j sin .

A complex sinusoid is

e jt

-2T -T 0 T 2T

## Cuff (Lecture 2) ELE 301: Signals and Systems Fall 2011-12 5 / 70

Exponential Signals

x(t) = e t

## If < 0 this is exponential decay.

If > 0 this is exponential growth.

2 2

1 et 1 et

-2 -1 0 1 2 -2 -1 0 1 2
t t

## Cuff (Lecture 2) ELE 301: Signals and Systems Fall 2011-12 6 / 70

Damped or Growing Sinusoids

## A damped or growing sinusoid is given by

x(t) = e t cos(t + )

## Exponential growth ( > 0) or decay ( < 0), modulated by a

sinusoid.

et cos(t) et cos(t)
<0 >0

-2T -T 0 T 2T t -2T -T 0 T 2T t

## Cuff (Lecture 2) ELE 301: Signals and Systems Fall 2011-12 7 / 70

Complex Exponential Signals

## A exponential growth or decay, modulated by a complex sinusoid.

Includes all of the previous signals as special cases.

## e(+ j)t e(+ j)t

<0 >0

-2T -T 0 T 2T t -2T -T 0 T 2T t

## Cuff (Lecture 2) ELE 301: Signals and Systems Fall 2011-12 8 / 70

Complex Plane
Each complex frequency s = + j corresponds to a position in the
complex plane.

j
Left Half Plane Right Half Plane
<0 >0

Decreasing Increasing
Signals Signals

Demonstration

## Take a look at complex exponentials in 3-dimensions by using

TheComplexExponential at demonstrations.wolfram.com

## Cuff (Lecture 2) ELE 301: Signals and Systems Fall 2011-12 10 / 70

Unit Step Functions

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

## Also known as the Heaviside step function.

Alternate definitions of value exactly at zero, such as 1/2.

1
u(t)

2 1 0 1 2 t

## Cuff (Lecture 2) ELE 301: Signals and Systems Fall 2011-12 11 / 70

Uses for the unit step:

## Extracting part of another signal. For example, the piecewise-defined

signal  t
e , t0
x(t) =
0, t < 0
can be written as
x(t) = u(t)e t

2 2
t 1 u(t)et
1 e

-2 -1 0 1 2 -2 -1 0 1 2
t t

## Cuff (Lecture 2) ELE 301: Signals and Systems Fall 2011-12 12 / 70

Combinations of unit steps to create other signals. The offset
rectangular signal

0, t 1
x(t) = 1, 0 t < 1
0, t < 0

can be written as
x(t) = u(t) u(t 1).

1 1 1
u(t) u(t) u(t 1)
u(t 1)

1 0 1 2 t 1 0 1 2 t 1 0 1 2 t

Unit Rectangle


1 if |t| 1/2
rect(t) =
0 otherwise.

1
rect(t)

t
-1/2 0 1/2

## Cuff (Lecture 2) ELE 301: Signals and Systems Fall 2011-12 14 / 70

Unit Ramp
The unit ramp is defined as

t, t 0
r (t) =
0, t < 0

Z t
r (t) = u( )d

2 r(t)
1

2 1 0 1 2 t

Unit Triangle


1 |t| if |t| < 1
(t) =
0 otherwise.

1
(t)

t
-1 0 1

## Cuff (Lecture 2) ELE 301: Signals and Systems Fall 2011-12 16 / 70

More Complex Signals

elements.

cos(t)
A
0
A
-2T -T 0 T 2T

1 rect(t)

1 1/2 0 1/2 1

A A rect(t/)

-2T -T 0 T 2T

2
A rect((t nT )/)
A n=2

-2T -T 0 T 2T

## This is the envelope of the signal.

Cuff (Lecture 2) ELE 301: Signals and Systems Fall 2011-12 18 / 70
Then multiply by the RF carrier, shown below

cos(t)
1
0
1
-2T -T 0 T 2T

## to produce the pulsed Doppler waveform

2
A rect((t nT )/) cos(t)
n=2
A
0
A
-2T -T 0 T 2T

## Cuff (Lecture 2) ELE 301: Signals and Systems Fall 2011-12 19 / 70

Impulsive signals

## is very large near t = 0

is very small away from t = 0
has integral 1

for example:
1/ 1/

t
t 2

## the exact shape of the function doesnt matter

 is small (which depends on context)

## Cuff (Lecture 2) ELE 301: Signals and Systems Fall 2011-12 20 / 70

On plots is shown as a solid arrow:

(t)

1 0 1 t

t + 1 + (t)

1 0 1 t

## Cuff (Lecture 2) ELE 301: Signals and Systems Fall 2011-12 21 / 70

Delta function is not a function

## Cuff (Lecture 2) ELE 301: Signals and Systems Fall 2011-12 22 / 70

Formal properties

## Formally we define by the property that

Z
f (t)(t) dt = f (0)

provided f is continuous at t = 0
idea: acts over a time interval very small, over which f (t) f (0)

(t) is not really defined for any t, only its behavior in an integral.
Conceptually (t) = 0 for t 6= 0, infinite at t = 0, but this doesnt
make sense mathematically.

## Cuff (Lecture 2) ELE 301: Signals and Systems Fall 2011-12 23 / 70

Example: Model (t) as
gn (t) = n rect(nt)
as n . This has an area (n)(1/n) = 1. If f (t) is continuous at t = 0,
then
Z Z Z
f (t)(t) dt = lim f (t)gn (t) dt = f (0) gn (t) dt = f (0)
n

gn(t)

1
g2(t)
g1(t) t
1 0 1

gn(t)
f (t)

f (0)
t
1 0 1
Cuff (Lecture 2) ELE 301: Signals and Systems Fall 2011-12 24 / 70
Scaled impulses
(t) is an impulse at time T , with magnitude or strength
We have Z
(t)f (t) dt = f (0)

provided f is continuous at 0

ag replacements
2

t
0

## Cuff (Lecture 2) ELE 301: Signals and Systems Fall 2011-12 25 / 70

Multiplication of a Function by an Impulse

(t)(t)

## If (t) is continuous at t = 0, can this be simplified?

Substitute into the formal definition with a continuous f (t) and
evaluate,
Z Z
f (t) [(t)(t)] dt = [f (t)(t)] (t) dt

= f (0)(0)

Hence
(t)(t) = (0)(t)
is a scaled impulse, with strength (0).

Sifting property

## The signal x(t) = (t T ) is an impulse function with impulse at

t = T.
For f continuous at Zt = T ,

f (t)(t T ) dt = f (T )

## Multiplying by a function f (t) by an impulse at time T and

integrating, extracts the value of f (T ).
This will be important in modeling sampling later in the course.

## Cuff (Lecture 2) ELE 301: Signals and Systems Fall 2011-12 27 / 70

Limits of Integration

Z b
(t) dt = 1
a

## because the is within the limits.

If a > 0 or b < 0, and a < b then
Z b
(t) dt = 0
a

## because the is outside the integration interval.

Ambiguous if a = 0 or b = 0

## Cuff (Lecture 2) ELE 301: Signals and Systems Fall 2011-12 28 / 70

Our convention: to avoid confusion we use limits such as a or b+ to
denote whether we include the impulse or not.

Z 1 Z 1 Z 0 Z 0+
(t) dt = 0, (t) dt = 1, (t) dt = 0, (t) dt = 1
0+ 0 1 1

example:
Z 3
f (t)(2 + (t + 1) 3(t 1) + 2(t + 3)) dt
2
Z 3 Z 3 Z 3
= 2 f (t) dt + f (t)(t + 1) dt 3 f (t)(t 1) dt
2 2 2
Z 3
+2 f (t)(t + 3)) dt
2
Z 3
= 2 f (t) dt + f (1) 3f (1)
2

## Cuff (Lecture 2) ELE 301: Signals and Systems Fall 2011-12 29 / 70

Physical interpretation

## Impulse functions are used to model physical signals

that act over short time intervals
whose effect depends on integral of signal

## example: hammer blow, or bat hitting ball, at t = 2

force f acts on mass m between t = 1.999 sec and t = 2.001 sec
R 2.001
1.999 f (t) dt = I (mechanical impulse, N sec)
blow induces change in velocity of
2.001
1
Z
v (2.001) v (1.999) = f ( ) d = I /m
m 1.999

## Cuff (Lecture 2) ELE 301: Signals and Systems Fall 2011-12 30 / 70

example: rapid charging of capacitor

t =0
i
+
1V +
1F

v(t)

## i(t) is very large, for a very short time

a unit charge is transferred to the capacitor almost instantaneously
v (t) increases to v (t) = 1 almost instantaneously

## Cuff (Lecture 2) ELE 301: Signals and Systems Fall 2011-12 31 / 70

For example, assume the current delivered by the source is limited: if
v (t) < 1, the source acts as a current source i(t) = Imax

i
+
IMAX 1F v(t)

dv (t)
i(t) = = Imax , v (0) = 0
dt

v(t) IMAX
1

i(t)
0 0
t t

## Cuff (Lecture 2) ELE 301: Signals and Systems Fall 2011-12 32 / 70

In conclusion,
large current i acts overZ very short time between t = 0 and 

total charge transfer is i(t) dt = 1
0
resulting change in v (t) is v () v (0) = 1
can approximate i as impulse at t = 0 with magnitude 1

## Modeling current as impulse

obscures details of current signal
obscures details of voltage change during the rapid charging
preserves total change in charge, voltage
is reasonable model for time scales  

## Cuff (Lecture 2) ELE 301: Signals and Systems Fall 2011-12 33 / 70

Integrals of impulsive functions

Integral of a function with impulses has jump at each impulse, equal to the
magnitude of impulse
Z t
example: x(t) = 1 + (t 1) 2(t 2); define y (t) = x( ) d
0

1 x(t) y(t)
2 2
1 1

0 1 2 t 0 1 2 t
-2

## Cuff (Lecture 2) ELE 301: Signals and Systems Fall 2011-12 34 / 70

Derivatives of discontinuous functions
Conversely, derivative of function with discontinuities has impulse at each
jump in function

## Derivative of unit step function u(t) is (t)

Signal y of previous page

y 0 (t) = 1 + (t 1) 2(t 2)

y(t) 1 x(t)
2 2
1 1

0 1 2
0 1 2 t t
-2

## Cuff (Lecture 2) ELE 301: Signals and Systems Fall 2011-12 35 / 70

Derivatives of impulse functions

## Integration by parts suggests we define

Z Z
0
(t)f 0 (t) dt = f 0 (0)

(t)f (t) dt = (t)f (t)

provided f 0 continuous at t = 0

0 is called doublet
0 , 00 , etc. are called higher-order impulses
Similar rules for higher-order impulses:
Z
(k) (t)f (t) dt = (1)k f (k) (0)

if f (k) continuous at t = 0

## Cuff (Lecture 2) ELE 301: Signals and Systems Fall 2011-12 36 / 70

interpretation of doublet 0 : take two impulses with magnitude 1/, a
distance  apart, and let  0

1/
t =
t =0
1/

Then
(t) (t ) f (0) f ()
Z  
f (t) dt =
  
converges to f 0 (0) if  0

Caveat

## (t) is not a signal or function in the ordinary sense, it only makes

mathematical sense when inside an integral sign

## We manipulate impulsive functions as if they were real functions,

which they arent
It is safe to use impulsive functions in expressions like
Z Z
f (t)(t T ) dt, f (t) 0 (t T ) dt

## provided f (resp, f 0 ) is continuous at t = T .

Some innocent looking expressions dont make any sense at all (e.g.,
(t)2 or (t 2 ))

Break

Systems

## A system transforms input signals into output signals.

A system is a function mapping input signals into output signals.
We will concentrate on systems with one input and one output i.e.
single-input, single-output (SISO) systems.
Notation:
y = Sx or y = S(x), meaning the system S acts on an input signal x
to produce output signal y .
y = Sx does not (in general) mean multiplication!

Block diagrams

x y
S

## Lines with arrows denote signals (not wires).

Boxes denote systems; arrows show inputs & outputs.
Special symbols for some systems.

Examples

## (with input signal x and output signal y )

Scaling system: y (t) = ax(t)
Called an amplifier if |a| > 1.
Called an attenuator if |a| < 1.
Called inverting if a < 0.
a is called the gain or scale factor.
Sometimes denoted by triangle or circle in block diagram:

x y x y x y
a a a

## Cuff (Lecture 2) ELE 301: Signals and Systems Fall 2011-12 42 / 70

Differentiator: y (t) = x 0 (t)

x d y
dt

Z t
Integrator: y (t) = x( ) d (a is often 0 or )
a
Common notation for integrator:

x Z y

## Cuff (Lecture 2) ELE 301: Signals and Systems Fall 2011-12 43 / 70

time shift system: y (t) = x(t T )
called a delay system if T > 0
called a predictor system if T < 0

## Cuff (Lecture 2) ELE 301: Signals and Systems Fall 2011-12 44 / 70

convolution system:
Z
y (t) = x(t )h( ) d,

## Cuff (Lecture 2) ELE 301: Signals and Systems Fall 2011-12 45 / 70

Examples with multiple inputs

## Inputs x1 (t), x2 (t), and Output y (t))

x1 y
+
summing system: y (t) = x1 (t) + x2 (t)
x2
x1 + y
+
difference system: y (t) = x1 (t) x2 (t)
x2

x1 + y
multiplier system: y (t) = x1 (t)x2 (t)
x2

## Cuff (Lecture 2) ELE 301: Signals and Systems Fall 2011-12 46 / 70

Interconnection of Systems

## We can interconnect systems to form new systems,

cascade (or series): y = G (F (x)) = GFx
x y
F G

## (note that block diagrams and algebra are reversed)

sum (or parallel): y = Fx + Gx
F
x +
y

## Cuff (Lecture 2) ELE 301: Signals and Systems Fall 2011-12 47 / 70

feedback: y = F (x Gy )
x + y
+
-
F

In general,
Block diagrams are a symbolic way to describe a connection of
systems.
We can just as well write out the equations relating the signals.
We can go back and forth between the system block diagram and the
system equations.

## Cuff (Lecture 2) ELE 301: Signals and Systems Fall 2011-12 48 / 70

Example: Integrator with feedback

x +
+
Z y
-

Input to integrator is x ay , so
Z t
(x( ) ay ( )) d = y (t)
Another useful method: the input to an integrator is the derivative of its
output, so we have
x ay = y 0
(of course, same as above)

Linearity

## A system F is linear if the following two properties hold:

1 homogeneity: if x is any signal and a is any scalar,

F (ax) = aF (x)

## 2 superposition: if x and x are any two signals,

F (x + x) = F (x) + F (x)

## In words, linearity means:

Scaling before or after the system is the same.
Summing before or after the system is the same.

## Cuff (Lecture 2) ELE 301: Signals and Systems Fall 2011-12 50 / 70

Linearity means the following pairs of block diagrams are equivalent, i.e.,
have the same output for any input(s)

x1
x y y
a F + F
x2

x1
F
x y y
F a +
x2
F

## Examples of linear systems: scaling system, differentiator, integrator,

running average, time shift, convolution, modulator, sampler.
Examples of nonlinear systems: sign detector, multiplier (sometimes),

## Cuff (Lecture 2) ELE 301: Signals and Systems Fall 2011-12 51 / 70

Multiplier as a modulator, y (t) = x(t) cos(2ft), is linear.
x + y

cos(2 f t)

x + y

System Memory

## A system is memoryless if the output depends only on the present

input.
I Ideal amplifier
I Ideal gear, transmission, or lever in a mechanical system
A system with memory has an output signal that depends on inputs
in the past or future.
I Energy storage circuit elements such as capacitors and inductors
I Springs or moving masses in mechanical systems
A causal system has an output that depends only on past or present
inputs.
I Any real physical circuit, or mechanical system.

Time-Invariance

## A system is time-invariant if a time shift in the input produces the

same time shift in the output.
For a system F ,
y (t) = Fx(t)
implies that
y (t ) = Fx(t )
for any time shift .

## Cuff (Lecture 2) ELE 301: Signals and Systems Fall 2011-12 54 / 70

Implies that delay and the system F commute. These block diagrams
are equivalent:

x y
Delay by F

x y
F Delay by

## Time invariance is an important system property. It greatly simplifies

the analysis of systems.

System Stability

## Stability important for most engineering applications.

Many definitions
If a bounded input
|x(t)| Mx <
always results in a bounded output

|y (t)| My < ,

## where Mx and My are finite positive numbers, the system is Bounded

Input Bounded Output (BIBO) stable.

## Cuff (Lecture 2) ELE 301: Signals and Systems Fall 2011-12 56 / 70

Example: Cruise control, from introduction,

requested
speed error gas speed
+ + k H
x - e y
Car

The output y is
y = H(k(x y ))
Well see later that this system can become unstable if k is too large
(depending on H)

Delay car velocity change, speed overshoots
Negative error cuts gas off
Delay in velocity change, speed undershoots
Repeat!

## Cuff (Lecture 2) ELE 301: Signals and Systems Fall 2011-12 57 / 70

System Invertibility

## A system is invertible if the input signal can be recovered from the

output signal.
If F is an invertible system, and

y = Fx

## then there is an inverse system F INV such that

x = F INV y = F INV Fx

x y x
F F INV

## Cuff (Lecture 2) ELE 301: Signals and Systems Fall 2011-12 58 / 70

Example: Multipath echo cancelation

Direct Path

Reflected Path

x(t) y(t)

x(t) y(t)

Input Output

## Cuff (Lecture 2) ELE 301: Signals and Systems Fall 2011-12 59 / 70

Generally there will be multiple echoes.
Multipath can be described by a system y = Fx

## If we transmit an impulse, we receive multiple delayed impulses.

One transmitted message gives multiple overlapping messages

We want to find a system F INV that takes the multipath corrupted signal
y and recovers x

= (F INV F ) x
= x

## m(t) 2 h(t) A + m(t)

+ Propagation
||
[A + m(t)] cos(ct)

A cos(ct)
Transmitter

## Multiple input systems

Linear and non-linear systems

## Cuff (Lecture 2) ELE 301: Signals and Systems Fall 2011-12 61 / 70

Systems Described by Differential Equations

## Many systems are described by a linear constant coefficient ordinary

differential equation (LCCODE):

## n is called the order of the system

b0 , . . . , bm , a0 , . . . , an are the coefficients of the system

## Cuff (Lecture 2) ELE 301: Signals and Systems Fall 2011-12 62 / 70

This is important because LCCODE systems are linear when initial
conditions are all zero.

## Many systems can be described this way

If we can describe a system this way, we know it is linear

## It describes how x(t), y (t), and their derivatives interrelate

It doesnt give you an explicit solution for y (t) in terms of x(t)

## Cuff (Lecture 2) ELE 301: Signals and Systems Fall 2011-12 63 / 70

Examples
Simple examples
scaling system (a0 = 1, b0 = a)

y = ax

integrator (a1 = 1, b0 = 1)

y0 = x

differentiator (a0 = 1, b1 = 1)

y = x0

y 0 + ay = x

## Cuff (Lecture 2) ELE 301: Signals and Systems Fall 2011-12 64 / 70

2nd Order Circuit Example

i L R

+
x(t) +
C y(t)

## By Kirchoffs voltage law

x Li 0 Ri y = 0

Using i = Cy 0 ,
x LCy 00 RCy 0 y = 0
or
LCy 00 + RCy 0 + y = x
which is an LCCODE. This is a linear system.
Cuff (Lecture 2) ELE 301: Signals and Systems Fall 2011-12 65 / 70
Mechanical System

## Mass (car body)

y Output
m (car height)

Damper
Springs k b (Shock Absorbers)

Input
x

y
m

k b

## x(t) is displacement of base; y (t) is displacement of mass

spring force is k(x y ); damping force is b(x y )0
Newtons equation is my 00 = b(x y )0 + k(x y )

## Rewrite as second-order LCCODE

my 00 + by 0 + ky = bx 0 + kx

## This is a linear system.

Cuff (Lecture 2) ELE 301: Signals and Systems Fall 2011-12 67 / 70
Discrete-Time Systems

## Many of the same block diagram elements

Scaling and delay blocks common
The system equations are difference equations

## Cuff (Lecture 2) ELE 301: Signals and Systems Fall 2011-12 68 / 70

Discrete-Time System Example

x[n] + y[n]
+ Delay by T
-

Questions

## Are these systems linear? Time invariant?

p
y (t) = x(t)
y (t) = x(t)z(t), where z(t) is a known function
y (t) = x(at)
y (t) = 0
y (t) = x(T t)