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Jan 06, 2019

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Lecture notes

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Lecture notes

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Types of signals

Continuous / Discrete

variable points (e.g., an uncountably inﬁnite number of values across time).

number of dependent variable values (e.g., ﬁve values across time).

Notation warning: Some texts use the same bracket notation for both continuous-tim

time signals (i.e., x(t) is continuous-time and x(n) is discrete-time). Furthermore, t

discrete-time using m (common in controls literature) rather than n (common in s

literature). In this course, we will denote continuous-time signal with round b

discrete-time signals by square brackets [⋅] . Further, we will typically use t to den

time signals and n to denote discrete-time signals. Note though that the dependent v

need to be time. It could be anything -- time, space, speed, force, etc.

Even / Odd

x(−t) = x(t)

x(−t) = −x(t)

x[−n] = x[n]

x[−n] = −x[n]

Causal / Acausal

x(t) = 0 for t ≥ 0

x[n] = 0 for n ≥ 0

Signals that are not causal are also called acausal. Anticausal signals are are a type a

Periodic / Aperiodic

known as the fundamental period of the signal. The reciprocal value (f0 = 1/T0 o

known as the fundamental frequency of the signal. We will discuss how to ﬁnd t

frequency in the next lecture.

Caveat for discrete-time signals: Note that determining periodicity for discrete

more complicated than it may initially seem. Some signals that are periodic in con

not satisfy periodicity in discrete-time (for example, x[n] = cos(n) does not satisfy

property).

Measures of signal "size"

Energy

∞

2

Ex = ∫ |x(t)| dt

−∞

∞

2

Ex = ∑ |x[n]|

n=−∞

Instead, it describes the "size" of a signal. Our energy, however, can be related to elec

x(t) is a voltage signal across a load of resistance R , then the energy supplied to tha

T /2

1 2

Px = lim ∫ |x(t)| dt .

T →∞ T −T /2

T /2

1 2

Px = ∫ |x(t)| dt ,

T −T /2

where T is a period of the periodic signal. This is equivalent to saying that the pow

signal is equal to the average energy in one period in the signal.

N

1 2

Px = lim ∑ |x[n]| .

N →∞ 2N + 1

n=−N

N −1

1 2

Px = ∑ |x[n]| ,

N

n=0

where N is a period of the periodic signal. This is equivalent to saying that the pow

signal is equal to the average energy in one period in the signal.

Instead, it describes the "size" of a periodic signal. Our power, however, can be rela

power. If x(t) is a voltage signal across a load of resistance R , then the power supp

is Px /R.

Time shifting

The continuous-time signal y(t) = x(t − T ) is the signal x(t) shifted to the right by

The continuous-time signal y(t) = x(t + T ) is the signal x(t) shifted to the left by T

The discrete-time signal y[n] = x[n − N ] is the signal x[n] shifted to the right by N

The discrete-time signal y[n] = x[n + N ] is the signal x[n] shifted to the left by N s

Time scaling

The continuous-time signal y(t) = x(at) is the signal x(t) condensed by a factor of a

The continuous-time signal y(t) = x(t/a) is the signal x(t) expanded by a factor of a

The discrete-time signal y[n] = x[an] is the signal x[n] condensed by a factor of a.

The discrete-time signal y[n] = x[n/a] is the signal x[n] expanded by a factor of a.

Time reversal

The discrete-time signal y[n] = x[−n] is the time-reversed replica of signal x[n] .

Representation

Let N0 be deﬁned as the fundamental period of a periodic signal. Using the assumption

periodic, the limit representation of discrete-time power can be simpliﬁed to

N

1 2

Px = lim ∑ |x[n]|

N →∞ 2N + 1

n=−N

N0

1 2

2N 2

= lim [|x[0]| + ∑ |x[n]| ]

N →∞ 2N + 1 N0

n=1

We broke up the summation into two terms. The ﬁrst term is the value of the signal at n

term is the energy in one period multiplied by , which is the ratio of the total ran

2N

N0

and (i.e., ) and the fundamental period. That is, for any given , there are

2N

N 2N N

N0

−N and N . Note that this simpliﬁcation is not true for any N but is true for the

approaches inﬁnity.

N0 2

1 2 2N 2

|x[0]| 2N

lim [|x[0]| + ∑ |x[n]| ] = lim +

N →∞ 2N + 1 N0 N →∞ 2N + 1 N0 (2N + 1)

n=1

When we evaluate the limit, the ﬁrst term in the above equation goes to zero as N go

second term, after applying L'Hopsital's rule, converges to

N0

1 2

∑ |x[n]| .

N0

n=1

N0

1 2

Px = ∑ |x[n]|

N0

n=1

N0 −1

1 2

= ∑ |x[n]|

N0

n=0

Periodic signals

for any integer value m . That is, this is a small length of time for which the signal rep

For a discrete-time, periodic signal, the fundamental period is the smallest N0 valu

for any integer value of m . Again, this is a small length of time for which the signal r

this value must be an integer. If there are no integer-valued periods, the signal is not

The fundamental frequency

reciprocal of the fundamental period, such that

f0 = 1/T0 or f0 = 1/N0 .

The fundamental frequency speciﬁces such that all of frequencies in the signal

where m is some m is some integer. These frequencies are known as harmonics

deﬁned by

ω0 = 2πf0 .

Angular frequency is notationally convenient since the functions cos(ω1 t) and sin

For a single periodic signal, the fundamental period is the smallest period in the sign

the fundamental period of x(t) = cos(2πt) is T0 = 1. For a sum of periodic signa

the fundamental period is more complicated.

The fundamental periodT0 of x1 (t) + x2 (t) + x3 (t) + … + xN (t)is the least com

of the individual periods T1 , T2 , T3 , … , TN. Conceptually, this implies that the fund

is the ﬁrst common period in each component signal.

Example 1: 120 = 2 × 2 × 2 × 3 × 5

Example 2: 102 = 2 × 3 × 17

Example 1: 120 = 2 × 3 × 5

3

Example 2: 102 = 2 × 3 × 17

3. The least common multiple is the product of the highest-power unique factors

Example: LCM(120, 102) = 23 × 3 × 5 × 17 = 2040

n1 n2 nN

LCM ( , ,…, ) n1 , n2 , … , nN d1 , d2 , … , dN

d1 d2 dN

compute

n1 n2 nN LCM (n1 , n2 , … , nN )

LCM ( , ,…, ) =

d1 d2 dN GCD (d1 , d2 , … , dN )

See the next section on how to compute the greatest common divisor (GCD).

divisor of the individual frequencies f1 , f2 , f3 , … , fN. Similarly, the fundam

frequency ω0 of x1 (t) + x2 (t) + x3 (t) + … + xN (t) is the greatest common

individual angular frequencies ω1 , ω2 , ω3 , … , ωN.

Example 1: 120 = 2 × 2 × 2 × 3 × 5

Example 2: 102 = 2 × 3 × 17

Example: GCD(120, 102) = 2 × 3 = 6

n1 n2 nN

GCD ( , ,…, ) n1 , n2 , … , nN d1 , d2 , … , dN

d1 d2 dN

compute

n1 n2 nN GCD (n1 , n2 , … , nN )

GCD ( , ,…, ) =

d1 d2 dN LCM (d1 , d2 , … , dN )

See the previous section on how to compute the least common multiple (LCM).

Impulse functions

∞ for t = 0

δ(t) = {

0 for t ≠ 0

where

∞

∫ δ(t)dt = 1

−∞

1 for n = 0

δ[n] = {

0 for n ≠ 0

Energy: Ex = not well defined

Power: Px = 0

Even / Odd?: Even (Understanding why is beyond the purview of this course. You

tested on this.)

Periodic?: No

Causal?: Yes

Heaviside step functions

t

1 for t ≥ 0

u(t) = ∫ δ(τ )dτ = {

−∞ 0 for t < 0

n

1 for n ≥ 0

u[n] = ∑ δ[k] = {

0 for n < 0

k=−∞

Energy: Ex = ∞

Power: Px = 1/2

Even / Odd?: Neither

Periodic?: No

Causal?: Yes

Enegry: Ex = ∞

Power: Px = 1/2

Even / Odd?: cos(ω0 t) is even and sin(ω0 t) is odd

Periodic?: Yes

Fundamental frequency: f0 = ω0 /(2π)

Fundamental period: T0 = 1/f0

Causal?: No

Stepped exponential

a0 t

x(t) = e u(t)

∞ for a0 ≥ 0

Enegry: Ex = {

−1/(2a0 ) for a0 < 0

Power: Px = 0

Even / Odd?: No

Periodic?: No

Causal?: Yes

Complex exponentials

(jω0 +a0 )t

x(t) = e

= cos(ω0 t) + j sin(ω0 t)

Enegry: Ex = ∞

Power: Px = 1

Even / Odd?: No, but its components are: cos(ω0 t) is even and sin(ω0 t) is odd

Periodic?: Yes

Fundamental frequency: f0 = ω0 /(2π)

Fundamental period: T0 = 1/f0

Causal?: No

(jω0 +a0 )t

x(t) = e u(t)

a0 t a0 t

= [e cos(ω0 t) + je sin(ω0 t)] u(t)

∞ for a0 ≥ 0

Enegry: Ex = {

−1/(2a0 ) for a0 < 0

Power: Px = 0

Even / Odd?: No

Periodic?: No

Causal?: Yes

Throughout the course, we will visualize systems using block diagrams, such as the o

Block diagram illustrating a generic system

In this diagram, the x(t) is the input, which the system manipulates, and y(t) is

general systems, we can represent a system by a function H{⋅} that operates on si

the system above can be formally expressed as

y(t) = H{x(t)}.

Note that this notation will disappear when we start focusing on linear, time-invar

class.

System properties

Continuous-time or discrete-time

system is one whose inputs and outputs are discrete-time signals.

Linear or nonlinear

or x2 (t) and output y2 (t) or y1 (t) such that

Block diagrams illustrating the linearity property

A system is time-invariant if the system does not change with time. Formally, if H{

time t with input x(t) and output y(t), such that y(t) = H{x(t)}, then the

invariant if

y(t + τ ) = H{x(t + τ )}

for any arbitrary time delay τ . That is, if we delay our input, we expect the output t

the same amount. In a time-invariant system, an input delay may not affect the outp

other way.

Block diagrams illustrating input and output for a time-invariant system.

system.

t. A system is dynamic (or has memory) if the output on t depends on the input at

previous inputs t − τ for τ > 0. That is, the system "remembers" previous input

Block diagrams illustrating input and output for a memoryless system.

Block diagrams illustrating input and output for a system with memory.

Causal or non-causal

current input at time t and its past outputs at time t − τ for τ > 0. Hence, the

depend on future inputs.

A system is BIBO stable if any amplitude-bounded input (i.e., the signal x(t) n

approaches ∞ for all t) yields and amplitude-bounded output (i.e., the signal y(t) n

approaches ∞ for all t).

Note that there are many different types of stability criteria for systems. We will dis

much greater detail after learning about the Laplace transform.

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