1438 Chapter1 PDF

Chapter 1: Classification of Signal and System
Houshou Chen
Dept. of Electrical Engineering,

National Chung Hsing University
E-mail: houshou@nchu.edu.tw
H.S. Chen Chapter1: Classification of signals and systems 1
• Siganls:
1. What is a signal
2. Classification of signals
3. Basic operations on signals
4. Elementary signals
• Systems:
1. What is a system
2. Classification of systems
3. LTI systems: circuit example
4. More example and motivation
Department of Electrical Engineering, National Chung Hsing University

Signals
• Signal: a continuous-time signal x(t) (discrete-time signal x[n]) is

a function of an independent continuous variable t (discrete
variable n).
• Elementary continuous-time signals:
1. x(t) = es0 t , s0 = σ0 + jω0 (complex exponential)
2. x(t) = ejω0 t , s0 = jω0 (periodic complex exponential)
3. x(t) = eσ0 t , s0 = σ0 (real exponential)
4. x(t) = cos ω0 t = Re{ejω0 t } (sinusoidal signals)
5. impulse function: δ(t)
6. unit function: u(t)
7. ramp function: r(t)

• Elementary discrete-time signals:

1. x[n] = z0n , z0 = r0 ejω0 (complex exponential)
2. x[n] = ejΩ0 n , z0 = ejΩ0 (periodic complex exponential)
3. x[n] = r0n , z0 = r0 (real exponential)
4. x[n] = cos Ω0 n = Re{ejΩ0 n } (sinusoidal signals)
5. impulse function: δ[n]
6. unit function: u[n]
7. ramp function: r[n]
• We will treat continuous-time and discrete-time signals
separately but in parallel.

Classification of signals
1. continuous-time x(t) vs. discrete-time x[n]

• Usually a discrete-time signal x[n] is obtained from a
continuous time signal x(t) by sampling:
x[n] = x(nT ), n = 0, ±1, ±2... for some fixed T.

2. even vs. odd signals
• even (real): x(−t) = x(t)
• odd (real): x(−t) = −x(t)
• symmetric (complex): x(−t) = x∗ (t)
• anti-symmetric (complex): x(−t) = −x∗ (t)

Any signal x(t) can be decompose into the even part xe (t) and
the odd part xo (t) by:
1 1
x(t) = [x(t) + x(−t)] + [x(t) − x(−t)],
2 2
where
1 1
xe (t) = [x(t) + x(−t)] and xo (t) = [x(t) − x(−t)]
2 2
• It is easy to check that xe (t) = xe (−t) , xo (t) = −xo (t).

3. periodic vs. aperiodic signals

• A signal x(t) (x[n]) is called a periodic signal if there exist real
number T (integer N ) such that:
x(t + T ) = x(t) (x[n + N ] = x[n]).
• The smallest T0 (N0 ) such that :
x(t + T0 ) = x(t) (x[n + N0 ) = x[n])

is called the (fundamental) period of x(t) (x[n]).
• 2π 2π
T0 ( N0 ) is called the fundamental frequency ( rad
sec ) of x(t) (x[n]).
• x(t) (x[n]) is called aperiodic if it is not periodic.

4. deterministic vs. random

• deterministic signal x(t)
⇒ x(t0 ) is a number, no uncertainity
• random signal x(t)
⇒ x(t0 )is a random variable (with some probability specification)
x(t) = random signal = random process = stochastic process
5. energy signal vs. power signal
• for a continuous signal x(t):
∞ 2
E = −∞ x (t)dt : energy
1
T2 2
P=limT →∞ T −T x (t)dt : power
2
T
= T1 −T2
x2 (t)dt if x(t) is periodic with period T
2

• for a discrete signal x[n]

∞
E = n=−∞ x[n]: energy
1
N −1 2
P = limn→∞ 2N n=−N x [n]: power
1
N −1 2
= N n=0 x [n] periodic with period N
• x(t)(x[n]) is an energy signal
if 0 < E < ∞
or is a power signal
if 0 < P < ∞
• A signal x(t) (x[n]) can not be an energy signal and a power
signal simultaneously.

Difference between x(t) and x[n]
• There are many similarities between x(t) and x[n] , but there is
one important difference.
• For a continuous time x(t) = ejw0 t we have:
1. ejw1 t = ejw2 t if w1 = w2 , i.e., any two signals with two
different frequencies are distinct.
2. w1 > w2 ⇒ ejw1 t oscillates faster than ejw2 t .
2π
3. ejw0 t is periodic for any w0 , T0 = w0 .

• The above three properties are not true for a discrete-time signal
x[n] = ejΩ0 n .
1. For a discrete-time signal, we have
x[n] = ej(Ω0 +2π)n = ejΩ0 n × ej2πn = ejωo n
i.e., the signal x[n] at frequency (Ω0 + 2π) is the same as that at
frequency Ω0 , that is unlike the continuous case:
ejw1 t = ejw2 t if w1 = w2
2. I.e., for continuous-time signal, ejw0 t are all distinct for distinct
w0 . On the other hand, in discrete-time, the signal
x[n] = ejΩ0 n = ej(Ω0 +2mπ)n for any m ∈ Z.
=⇒ we only need to consider a frequency interval of length 2π,
usually −π ≤ Ω < π or 0 ≤ Ω < 2π.

3. Ω0 is larger ⇒ ejΩ0 n oscillate faster is not true in discrete-time

case
• In discrete-time, since we only need to consider a frequency
interval of length 2π, say −π ≤ Ω < π or 0 ≤ Ω < 2π. We
have: frequencies close to 0, 2π are termed as low frequencies
and frequencies close to π, or −π are termed as high
frequencies.
• I.e., As Ω → 0, 2π, ejΩ0 n oscillates slower, and as Ω → π, −π,
ejΩ0 n oscillates faster.
• cos(0n) = 1, cos( πn
8 ), cos( πn
4 ), cos( πn
2 ), cos( πn
1 ), Ω from 0 to
π, ejΩn oscillates slower to faster
• cos( 3πn 3πn 8πn
2 ), cos( 4 ), cos( 7 )cos(2πn) = 1, Ω from π to 2π,
ejΩn oscillates faster to slower

4. The period of discrete-time signal ejΩ0 n

• ejΩ0 (n+N ) = ejΩ0 n ∗ ejΩ0 N = ejΩ0 n ( need ejΩ0 N = 1)
⇒ Ω0 N = 2πm ⇒ Ω 2π
0
= m
N
i.e., a discrete-time signal ejΩ0 n is not necessary periodic for any
Ω0 . For a periodic ejΩ0 n , we must have Ω0 = s2π, where s ∈ Q.
nπ
• ej 4 (Ωo = π
4 = 18 2π, N = 8) periodic
• ej3n (Ωo = 3 = m
N 2π) not periodic

Figure 1: (−1)n

Operations on signals
⎧
⎨ t − axis
• operation on of x(t)
⎩ x − axis
• On dependent variable x(t)

i.e.,
⎧ given x(t), =⇒ want to find y(t) = Ax(t) + B
⎨ y (t) = Ax(t) scaling first
1
⎩ y2 (t) = y1 (t) + B shift next
⇒ y2 (t) = y(t) = Ax(t) + B.

• y(t) = Ax(t) + B
⎧
⎪
⎪ |A| > 1 expand(A < 0 reverse)
⎪
⎪
⎪
⎨ |A| < 1 compress
– Remark:
⎪
⎪ B > 0 shift up
⎪
⎪
⎪
⎩ B < 0 shift down

• y(t) = 3x(t) + 4
Figure 2:

⎧ we do
If
⎨ y (t) = x(t) + B shift next
1
⎩ y2 (t) = Ay1 (t) scaling first
=⇒ y2 (t) = A(x(t) + B)
• Conclusion:
– y(t) = Ax(t) + B then A first ⇒ B next
– y(t) = A(x(t) + B) then B first ⇒ A next

• On independent variable t
⎧ given x(t) ⇒ y(t) = x(at + b)

i.e.,
⎨ y (t) = x(t + b) shift first
1
⎩ y2 (t) = y1 (at) scaling next
⇒ y2 (t) = y(t) = y1 (at + b)
⎧
⎪
⎪ |a| > 1 compress(a < 0 reverse)
⎪
⎪
⎪
⎨ |a| < 1 expand
• Remark:
⎪
⎪ b > 0 shift left (advance version)
⎪
⎪
⎪
⎩ b < 0 shift right (delayed version)

Figure 3:

⎧
⎨ y (t) = x(at) scaling first
1
If we do
⎩ y2 (t) = y1 (t + b) shift next
⇒ y2 (t) = y1 (t + b) = x(a(t + b)) = x(at + ab)
Conclusion:
y(t) = x(at + b) b first⇒ a next
y(t) = x(a(t + b)) a first⇒ b next

Why need this: convolutional sum, integral
• x(t) ⇒ Ax(t) + B A first,B next

• x(t) ⇒ x(at + b) b > 0 shift left
b first, a next b < 0 shift right
or equivalent x(t) ⇒ x(at − b) b > 0 shift right
x(t) ⇒ x(at − b) b < 0 shift left
by changing variable
∞
−∞
h(t − τ )x(τ )dτ ⇒ t − τ = λ ⇒ τ = t − λ ⇒ dτ = −dλ
−∞ ∞
= ∞ h(λ)x(t − λ)(−dλ) = −∞ x(λ)h(t − λ)(dλ) = x(t) h(t)
−∞
x[n] h[n] = k=∞ h[n − k]x[k]
−∞
= m=∞ h[m]x[n − m] = x[n] h[n]

Recall h(τ ) ⇒ h(t − τ ) = h(−τ + t)(h(−τ − (−t)) = h(−(τ − t)))

∞
1. y(t) = −∞ h(t − τ )x(τ ) = h(t) x(t)

2. y[n] = k h[n − k]x[k] = h[n] x[n]
3. X(D)h(D)
Figure 4:

Figure 5:

Other Elementary signals
1. ramp function:
⎧
⎨ 0 t≤0
r(t) =
⎩ t t≥0
⎧
⎨ 0 n≤0
r[n] =
⎩ n n≥0
Figure 6:

2. unit function
⎧
⎨ 0 t≤0
u(t) =
⎩ 1 t≥1 step function
⎧
⎨ 0 n = −1, −2, . . .
u[n] =
⎩ 1 n = 0, 1, . . .
Figure 7:

Remark: Many functions x(t) can be written in term of step

function. This will be very useful since we can deal with the
transform of x(t) by the transform of u(t), e.g., r(t) = tu(t).

• u(t) − u(t − 1)
• u(t − a) − u(t − b)
Figure 8:

• t · (u(t) − u(t − 1))

• t · (u(t) − u(t − 1)) + (u(t − 1) − u(t − 2))
Figure 9:

In general, if we have x(t) in the form as follows.
Figure 10:

We can always partition x(t) into:

x(t) = g1 (t)[u(t − a1 ) − u(t − a2 )]
+ g2 (t)[u(t − a2 ) − u(t − a3 )]
..
+ .
+ gn (t)[u(t − an ) − u(t − an+1 )] as follows.
Figure 11:

3. impulse function⎧
⎨ 0 t = 0
δ(t) =
⎩ 1·∞ t=0 impulse function
⎧
⎨ 0 n = 0
δ[n] =
⎩ 1 n=0 delta function
In general, δ(t) is not a function, it is a generalized function.

(but δ[n] is a function).

For example, δ(t) can be defined as the limit of some function.

• We can think of the continuous-time impulse function with the
property ∞
δ(t)dt = 1
−∞
⎧
⎨ 0 (t = 0)
and δ(t) =
⎩ ∞ (t = 0)
• In other words, continuous-time impulse δ(t) has the property:

δ(t) = 0 for all t except at t = 0 and the total area under δ(t) is 1.

Figure 12:

Properties of impulse function
There are many property of δ(t)

1. sampling property:
x(t) ∗ δ(t − t0 ) = x(t0 ) ∗ δ(t − t0 )
2. sifting property:
∞
−∞
x(t)δ(t − t0 )dt = x(t0 )
⎧
⎪
b ⎨ x(t0 ) if t0 ∈ [a, b]
⎪
x(t)δ(t − t0 )dt =
a ⎪
⎪
⎩
0 else

sampling and sifting property
Figure 13:

1
3. δ(at) = |a| δ(t)
Figure 14:

4. δ(at + b) = δ(a(t + ab )) = 1
|a| δ(t + ab )
Figure 15:

• All of these properties can be proved by thinking δ(t) as a

generalized function.
• From the above properties, we have
∞
x(t0 ) = −∞ x(t)δ(t − t0 )dt ( by 1)
∞
= −∞ x(τ )δ(τ − t0 )dτ ( replace t by τ )
∞
= −∞ x(τ )δ(t0 − τ )dτ ( by 3)
Since this is true for ∀t0 ∈ (−∞, ∞), we can replace t0 by t.

• Finally, we have
∞
x(τ )δ(t − τ )dτ = x(t), ∀t
−∞
⇒ x(t) = x(t) ⊗ δ(t)

From this property, δ(t) (or δ[n]) is the identity of convolutional

integral (convolutional sum)
∞
• x(t) = −∞ x(τ )δ(t − τ )dτ
∞
or = −∞
x(t − τ )δ(τ )dτ (continuous-time)
• x[n] = Σ∞
k=−∞ x[k]δ[n − k]
or = Σ∞
k=−∞ δ[k]x[n − k] (discret-time)
We see that any signal x(t) (x[n]) can be written as the ”linear
combination” of δ(t) (δ[n]) and it’s shift version δ(t − τ ) (δ[n − k]),
i.e., the linear integral for continuous-time, and linear sum for
discrete-time.

• Remark:
⎧
⎪
⎪

⎨ (t) = u(t)
r
⎪
⎪
⎩
u (t) = δ(t)
⎧ t
⎪
⎪ δ(τ )dτ = u(t)
⎨ −∞
⎪
⎪
⎩ t
−∞
u(τ )dτ = r(t)

Also
⎧
⎪
⎨ r[n] − r[n − 1] = u[n]
⎪
⎪
⎪
⎩
u[n] − u[n − 1] = δ[n]
⎧
⎪
⎪
n
Σ
⎨ k=−∞ δ[k] = u[n]
⎪
⎪
⎩
Σnk=−∞ u[k] = r[n]

• The relationship between u[n] and δ[n]

• From the identity of convolutional sum, we have
∞
u(t) = u(t − τ )δ(τ )dτ
−∞
t
= δ(τ )dτ
−∞
• Similarly, we have
∞
u(t) = u(τ )δ(t − τ )dτ
−∞
∞
= δ(t − τ )dτ
0

• The relationship between u[n] and δ[n]

• From the identity of convolutional sum, we have
∞

u[n] = u[n − k]δ[k]
k=−∞

n
= δ[k]
k=−∞
• Similarly, we have
∞

u[n] = δ[n − k]u[k]
k=∞
∞

= δ[n − k]
k=0

System
A continuous-time (discrete-time) system H is an operator that

transfer the input x(t) (x[n]) into the output y(t) (y[n]). We denote
the process by
Figure 16:

Example: the RLC circuit
Figure 17:
How to describe the relationship between the input vi (t) and the
output v0 (t)?

Classification of system
1. linear vs. nonlinear

H is called
⎧ linear if H has the superposition property:
⎨ H{x (t) + x (t)} = H{x (t)} + H{x (t)}
1 2 1 2
⎩ H{cx(t)} = cH{x(t)}
⇔ H{c1 x1 (t) + c2 x2 (t)} = c1 H{x1 (t)} + c2 H{x2 (t)}
n n
⇔ H{ i=1 ci xi (t)} = i=1 ci H{xi (t)}

Figure 18:

2. time-invariant vs. time-variant
• H is called time-invariant if the following is true

H{x(t)} = y(t) =⇒ H{x(t − t0 )} = y(t − t0 )
• I.e., a time-shift to in the input x(t) results in an identical
time-shift to in the output

Figure 19:

3. memory vs. memoryless
• A system H is memoryless if the value y(t0 ) (i.e.,y(t = t0 )) only

depends on the value x(t0 ) for any t0 .
• example: y(t) = x2 (t) is memoryless since y(t0 ) = x2 (t0 ) for ∀t0 .
• example: y(t) = x(t − 1) is a system with memory since
y(t0 ) = x(t0 − 1), e.g., y(0) = x(−1). y(t0 ) depends on x(t) at
t = t0 − 1, not at t0 .
• In other words, output y(t) at current time t = t0 is only affected
by input x(t) at current time t = t0

4. causal vs. noncausal
• A system H is causal if the value y(t0 ) only depends on

{x(t) : t ≤ t0 }.
• I.e., current output is produce by current input and past input,
not future input.
• the system y[n] = x[n − 1] is causal (y[0] = x[−1])
• the system y[n] = x[n + 1] is noncausal (y[0] = x[1])
• the system y(t) = x(t + a) is causal if a ≤ 0 and is noncausal if
a>0

5. stable vs. nonstable
• H is stable if | x(t) |≤ Mx < ∞ ∀t

then | y(t) |≤ My < ∞ ∀t
• I.e., bounded input x(t) produces bounded output y(t)

We will focus on a linear time-invariant system (LTI system) H.

If H is a LTI system, x(t) and y(t) are usually described by
• impulse response h(t)
• transfer function H(s)
• differential equation
• block diagram

Preview and Review: t and s domain
1. t-domain: impulse response h(t)
∞
x(t) = −∞
x(τ )δ(t − τ )dτ
∞
⇒ y(t) = H{x(t)} = H{ −∞ x(τ )δ(t − τ )dτ }
∞ ∞
= −∞
x(τ )H{δ(t − τ )}dτ = −∞
x(τ )h(t − τ )dτ
2. s-domain: transfer function H(s)
∞
x(t) = −∞
X(w)ejwt
dw ⇒ y(t) = H{x(t)}
∞ ∞
= −∞
X(w)H{e jwt
}dw = −∞
X(w)H(w)ejwt
dw

• est is an eigenfunction of a continuous-time LTL system

∞ ∞
y(t) = −∞ h(τ )x(t − τ )dτ = −∞ h(τ )es(t−τ ) dτ
∞
= ( −∞ h(τ )e−sτ dτ )est = H(s)est (= H(s)x(t))
• z n is an eigenfunction of a discrete-time LTL system

∞ ∞
y[n] = −∞ h[k]x[n − k] = −∞ h[k]z n−k
∞
= ( −∞ h[k]z −k )z n = H(z)z n (= H(z)x[n])

Change of basis: two domains
A vector x in terms of one basis {e1 , e2 · · · , en }

x = (x1 , x2 , · · · xn ) = x1 (100 · · · 0) + x2 (010 · · · 0) + · · · + xn (000 · · · 1)
= x1 e1 + x2 e2 + · · · xn en (∈ e1 , e2 · · · en )
The same vector x in terms of another basis {v1 , v2 · · · vn }
x = x1 e1 + x2 e2 + · · · xn en = x1 v1 + x2 v2 + · · · + xn vn = x
• A vector x has two representations in terms of two bases

x = (x1 , x2 , · · · , xn ) = (x1 , x2 , · · · , xn )
• We can change from {ei }ni=1 to {vi }ni=1 and vice versa; if {vi }ni=1
are eigenvectors, we can simplify operation y = Ax in {ei }ni=1
domain to y = Dx in {vi }ni=1 domain.

• The reason is as follows. In {ei }ni=1 domain, we have y = Ax.

• If Avi = λvi for all i
{v1 , v2 · · · vn } = eigenvectors with eigenvalues {λ1 , λ2 · · · λn }
x = x1 e1 + x2 e2 + · · · xn en = x1 v1 + x2 v2 + · · · + xn vn = x
x = (x1 x2 · · · xn ) = x1 v1 + x2 v2 + · · · + xn vn
y = Ax = A(x1 v1 + x2 v2 + · · · + xn vn )
= x1 λ1 v1 + x2 λ2 v2 + · · · + xn λn vn =y1 v1 + · · · yn vn
where yi = λi xi

Or equivalently,
A(v1 v2 · · · vn ) = (Av1 , Av2 , · · · Avn ) = (λ1 v1 , λ2 v2 , · · · λn vn )
⎡ ⎤
λ 0 0
⎢ 1 ⎥
⎢ .. ⎥
= (v1 v2 · · · vn ) ⎢ 0 . 0 ⎥ ⇒ AV = V D ⇒ A = V DV −1
⎣ ⎦
0 0 λn
y = V DV −1 x ⇒ y = Dx ⇒ V −1 y = DV −1 x

Motivation of LTI system
• Motivation I: O.D.E and Circuit ⇔ signal and system

A RLC circuit
Figure 20:

Or block diagram
Figure 21:

From
⎧ the circuit theory, we have
⎪
⎪ VR (t) = R · i(t)
⎪
⎪
⎪
⎪
⎪
⎪
⎨
VL (t) = L di(t)
⎪
⎪
dt
⎪
⎪
⎪
⎪
⎪
⎪
⎩ i(t) = C dVC (t) ⇒ di(t) = C d2 VC (t)
dt dt dt2
Therefore, by KVL, we have :VC (t) + VL (t) + VR (t) = Vs (t)
⇒ VR (t) = R · i(t) = RC dVdt

C (t)
d2 VC (t)
VL (t) = L · C dt2

Finally, we have
d2 VC (t)
L· C dt2 + RC dVdt
C (t)
+ VC (t) = Vs (t)
⇒ Vc (t) + R
L Vc (t) + 1
Lc Vc (t) = 1
LC Vs (t)
Input signal: x(t) = Vs (t)
output signal: y(t) = Vc (t)
⇒ The differential equation describing the relationship between

input x(t) & output y(t) is as follows.
y (t) + R
L y (t) + 1
LC y(t) = 1
LC x(t)
This is a 2nd order constant coefficient linear ODE.

A complete solution y(t) is given by:
y(t) = yh (t) + yp (t) (O.D.E.)
= yZ.I.R (t) + yZ.S.R. (t) (circuit)
= ynatural (t) + yforced (t) (circuit)
In general, y(t) for t t0 depends on both the initial state s(t0 ) and
the input function x(τ ), t t0 we write:
y(t) = F (s(t0 ); x(τ ), τ t0 )
then ZIR(t) = f (s(t0 ); 0); ZSR(t) = f (0; x(τ ), τ t0 )
1. For a linear-system, Complete system response=ZIR+ZSR
2. We will assume s(t0 ) = 0 from now on and turn attention
to ZIR when we discuss the Laplace Transform.

1. Solving 2nd oreder O.D.E.:

yh (t): solving λ2 + R
L λ + 1
LC = 0 (two roots λ1 & λ2 )
⇒ yh (t) = c1 eλ1 t + c2 eλ2 t (λ1 = λ2 distinct roots )
or yh (t) = c1 eλ1 t + c2 teλ2 t (λ1 = λ2 repeat roots )
or yn (t) = eα1 t (c1 cos β1 t + c2 sin β1 t)
where λ1 = α1 + ıβ1 ,λ2 = λ1 = α1 − ıβ1

2. Solving 1st order differential system:

states:i(t) & vC (t)
⇒ VC (t) = 1c i(t)
i (t) = L1 VL (t)= L1 (Vs (t) − VC (t) − VR (t))

= L1 (−VC (t) − Ri(t) + Vs (t))
⎡ ⎤ ⎡ ⎤⎡ ⎤ ⎡ ⎤
1
VC (t) 0 VC (t) 0
⇒⎣ ⎦ =⎣ C ⎦⎣ ⎦+⎣ ⎦
−1 −R 1
i(t) L L i(t) L Vs (t)
⎡ ⎤ ⎡ ⎤
x1 (t) x1 (t)
⇒⎣ ⎦ = A⎣ ⎦ + F (t)
x2 (t) x2 (t)

in general,we have X (t) = Ax(t) + F (t)

and we have the solution of the first order differential system:
X(t) = Xh (t) + Xp (t) where Xh (t) is obtained by
diagonalizing the matrix A
⎡ ⎤
λ1 0
A V1 V2 = λ1 V 1 λ2 V2 = V1 V2 ⎣ ⎦
0 λ2
⇒ A = V DV −1
x (t) = V DV −1 x(t)
⇒ V −1 x−1 (t) = D V x(t)

Y (t) Y (t)

⎧
⎨ y (t) = c eλ1 t
1 1
⇒
⎩ y2 (t) = c2 eλ2 t
⎡ ⎤ ⎡ ⎤
x1 (t) y1 (t)
⇒⎣ ⎦= v1 v2 ⎣ ⎦
x2 (t) y2 (t)
⎡ ⎤ ⎡ ⎤
x1 (t) c eλ1 t
⇒⎣ ⎦ = v1 (t) v2 (t) ⎣ 1 ⎦
x2 (t) c2 eλ2 t
= c1 eλ1 t v1 + c2 eλ2 t v2

Summary
From the above example, we can see that there are several ways to
describe the relationship between the input x(t) and the output y(t)
for a LIT sytem x(t) ↔ y(t). These are:
1. Block diagram
Figure 22:

2. differential equation (SISO system)
y + R
L y (t) + 1
LC y(t) = 1
LC x(t) (λ2 + R
Lλ + 1
LC = 0 two roots)
⇒ y(t) = yh (t) + yp (t) = yZIR (t) + yZSR (t)
where ⎧
⎪
⎪ c eλt
+ c eλt
(λ1 = λ2 real)
⎨ 1 2
yh (t) = c1 eλt + c2 teλt (λ1 = λ2 real)

⎪
⎪
⎩
yh (t) = c1 eα1 t (cos βt + sin βt) (λ1 = λ2 = α + ıβ)

3. differential system (MIMO system)

⎡ ⎤ ⎡ ⎤
y1 (t) y1 (t)

y (t) = ⎣ ⎦ =A ⎣ ⎦ + F (t)
y2 (t) y2 (t)
⇒ y(t) = yh (t) + yp (t)

⎡ ⎤
c1 eλ1 t
& yh (t) = v1 v2 ⎣ ⎦
c2 eλ2 t
where Av1 = λ1 v1 , Av2 = λ2 v2 (λ1 = λ2 )

4. our focus
⎧
⎨ time domain h(t): impulse response
⎩ frequency domain H(s): transfer function
We can find the transfer function H(s), or the frequency

response H(jw) (H(ejΩ )) directly from the circuit diagram or
from the differential equation (system). After that, we can get
the impulse response h(t) from H(s). The idea is connecting
with phasors in circuit theory.

Phasors
R: VR (t) = Ri(t)
ZR

i(t) = ejwt ⇒ VR (t) = R ejwt ⇒ ZR = R( independce)
L: VL (t) = L di(t)
dt
ZL

i(t) = ejwt ⇒ VL (t) = L · jw ejwt ⇒ ZL = jwL (SL)
C: i(t) = C dVdt
C (t)
ZC

VC (t) = ejwt ⇒ i(t) = jwC ejwt ⇒ ZC = 1
jwC
1
( sC )

Figure 23:
We can replace R by R, C by 1/jwC, and L by jwL; then by KVL

or KCL we can solve the transfer function H(s) directly from the
circuit diagram.

therefore by voltage divider, we have
1
jwc
Vc = 1 Vs , (∗jw L1 on top and bottom)
jwc + R + jwL

H(jw)
1
LC
i.e. H(jw) = (jw)2 + R 1
L jw+ LC
1
LC
or H(s) = S2 + R 1
L S+ LC
Note: O.D.E. Vc (t) + R 1

L Vc (t) LC + Vc (t) = 1
LC Vs (t)
• It seems that we can find H(s) aslo from the ODE.

Figure 24:
• x(t) = ejwt (or in general x(t) = est ) is an eigenfunction of a

continuous-time LTI system.
• x[n] = ejΩn (or in general x[n] = z n ) is an eigenfunction of a
discrete-time LTI system.
• Let x(t) = ejwt then y(t) = H(jw)ejwt
• Let x[n] = ejΩn then y[n] = H(ejΩn )ejωn

Figure 25:
I.e., mathematically, for a LTI system H, we have

1. h(t) = H{δ(t)}, h[n] = H{δ[n]}
H{ejwt } jΩ H{ejΩn }
2. H(jw) = ejwt , H(e ) = ejΩn

e.g. the ODE for RLC circuit is:

Let x(t) = ejwt , then y(t) = H(jw)ejwt y (t)+ R
L y
+ 1
LC y(t) =
1
LC x(t)
then y (t) = (jw)H(jw)ejwt , y (t) = (jw)2 H(jw)ejwt
⇒ ((jw)2 + R
L jw + 1
RL )H(jw)ejwt
= 1 jwt
RL e
1
⇒ H(jw) = LC
(jw)2 + R 1
L jw+ LC

This is always true for any nth order linear constant coefficient ODE.
That is, given a differential equation for a LTI system
an y (n) (t) + an−1 y (n−1) (t) + · · · + a1 y (t) + a0 y(t)
= bm x(m) (t) + bm−1 x(m−1) (t) + · · · + b1 x1 (t) + b0 x(t)
n (i)
m (j)
i.e., i=1 ai y (t) = j=1 b j x (t)

Substitute: x(t) = ejwt & y(t) = H(jw)ejwt
di jw
into the ODE & use the fact dti e = (jwt)i ejwt we have
(an (jw)n + an−1 (jw)n−1 + · · · + a1 (jw) + a0 )H(jw)ejwt
= (bm (jw)m + bm−1 (jw)m−1 + · · · + b1 (jw) + b0 )ejwt
bm (jw)m +···+b1 (jw)+b0

↔ H(jw) = an (jw)n +···+a1 (jw)+a0
bm sm +···+b1 sm +b0
H(s) = an sn +···+a1 s+a0

Figure 26:

N (s)
Usually H(s) = D(s) (degD(s) = n)
= A1
s+p1 + + · · · + s+p
A2
s+p2
An
n
(assume D(s) has n distinct toots)
(by P.E.F. partial fraction Expansion)
⇒ h(t) = L−1 {H(s)}
⇒ h(t) = A1 e−p1 t u(t) + A2 e−p2 t u(t) + · · · + An e−pn t u(t)

In general,
block diagram > differential system
> O.D.E
> h(t)(H(S))
where > means providing more information.
In signal & system,we study the zero-state response
Figure 27:
in particular,the system H will be a L.I.T. system.(linear & time

invariant)

Motivation II: (linear algebra⇔ signal & system)
⎡ ⎤
a d c b
⎢ ⎥
⎢ b a c d ⎥
⎢ ⎥
A=⎢ ⎥ (circulant matrix)
⎢ c b a d ⎥
⎣ ⎦
d c b a
• How to find the eigenvectors and eigenvalues for the circulant
matrix A?
• We can use the fact that A represents a discrete-time LTI system
to find the eigenvectors and eigenvalues.

The matrix A represents a LTI system for a discrete-time with

periodic input x[n]. That is, if x is a periodic input, then y = Ax is
the periodic output with the fact that y[n] is obtained by the circular
convolution between x[n] and h[n]:

N
y[n] = x[k]h[n − k]
k=1
In this example, we have h[n] = (a, b, c, d).

Find the eigenvalues and eigenvectors for A. First,we can find

eigenvalues of A by
Av = λv ⇒ (λI − A)v = 0
with v = 0
Therefore we must have λI − A is a singular matrix, i.e.
det(λI − A) = 0 (characteristic polynomial).
This is a poly of degree n if A is a n × n matrix.
In general, it is not easy to find the eigenvalues for a given n × n
matrix A.

For this circulant

⎡ ⎤ matrix,we can show that
1
⎢ ⎥
⎢ 1 ⎥
⎢ ⎥ j 2π
v1 = ⎢ ⎥ = (e 4 ·0·n )n=0,1,2,3 = (i0 )n=0,1,2,3
⎢ 1 ⎥
⎣ ⎦
1
⎡ ⎤
1
⎢ ⎥
⎢ i ⎥
⎢ ⎥ j 2π
v2 = ⎢ ⎥ = (e 4 ·1·n )0≤n≤3 = (i1·n )0≤n≤3
⎢ −1 ⎥
⎣ ⎦
−i

⎡ ⎤
1
⎢ ⎥
⎢ −1 ⎥
⎢ ⎥ j 2π
v3 = ⎢ ⎥ = (e 4 ·2·n )0≤n≤3 = (i2·n )0≤n≤3
⎢ 1 ⎥
⎣ ⎦
−1
⎡ ⎤
1
⎢ ⎥
⎢ −i ⎥
⎢ ⎥ j 2π
v4 = ⎢ ⎥ = (e 4 ·3·n )0≤n≤3 = (i3·n )0≤n≤3
⎢ −1 ⎥
⎣ ⎦
i
are eigenvectors of A.

eigenvalue of v1
=a+d+c+b
eigenvalue of v2
(a − c) + i(d − b)
eigenvalue of v3
(a + c) − (d + b)
eigenvalue of v4
(a − c) − i(d − b)

Moveover, v1 , v2 , v3 , v4 are orthogonal vectors, i.e.,
(vi , vj ) = 0 for any i = j
.
Let ei = √1 vi
4
⇒ {e1 , e2 , e3 , e4 } are orthonormal eigenvector for A.
In other words,we have A [e1 , e2 , e3 , e4 ] = [e1 , e2 , e3 , e4 ] D

⎡ ⎤
V V
λ1 0
⎢ ⎥
⎢ ⎥
⎢ λ2 ⎥
where D = ⎢ ⎥,
⎢ λ ⎥
⎣ 3 ⎦
0 λ4
and λi is an eigenvalue of ei .

we can define a = h(0), b = h(1), c = h(2), d = h(3) then

⎡ ⎤
h(0) h(3) h(2) h(1)
⎢ ⎥
⎢ h(1) h(0) h(3) h(2) ⎥
⎢ ⎥
A=⎢ ⎥ = h((n − k))4
⎢ h(2) h(1) h(0) h(3) ⎥
⎣ ⎦
h(3) h(2) h(1) h(0)
where h(3)4 = h(−1), h(2)4 = h(−2), · · ·

Then

3
3
Ax = h[n − k]x[k] = h[k]x[n − k]
k=0 k=0
• This is just the discrete-time convolution sum.

j 2π
• If we let x[n] = e 4 nk0
(k0 = 0, 1, 2, 3)
3 2π
⇒ Ax = k=0 h[k]ej 4 (n−k)k0
3
−j 2π j 2π
= h[k]e 4 kk0
· e 4 nk0 .

k=0
x[n]
λ

j 2π
• i.e., e , (0 ≤ k0 ≤ 3) is an eigenvector of A with eigenvalue
4 nk0
−j 2π
h[k]e 4 kk0 .
k
In matrix language, we have

⇒ y = Ax -time domain
y = V DV −1 x (since V −1 = V t )
= V DV T x
⇒ V T y = DV T x
⇒ y = Dx -frequency domain
• If V is an orthonormal matrix,then V T = V −1

In general,we can show

⎡ ⎤
h(0) h(N − 1) h(1)
⎢ ⎥
⎢ h(1) h(0) h(2) ⎥
⎢ ⎥
⎢ ⎥
A=⎢ ⎢ h(2) h(1) h(3) ⎥
⎥
⎢ . .. ⎥
⎢ .. ⎥
⎣ . ⎦
h(N − 1) h(N − 2) h(0)
always has eigenvectors
2π
√1 (ej N ·0n )0≤n≤N −1 = e1
N
2π
√1 (ej N ·1n )0≤n≤N −1 = e2
N
..
.
2π
√1 (ej N ·(N −1)n )0≤n≤N −1 = eN , (N eigenvectors)
N

Such {e1 , . . . , eN } are orthonormal eigenvector for A and

Ax = h[n − k]x[k] = h[k]x[n − k]
k k
j 2π
Similarly, if we let x[n] = e , 0 ≤ k0 ≤ N − 1
N nk0

j 2π
⇒ Ax = h[k]e N (n−k)k0
k

j 2π j 2π
= h[k]e N kk0 · e
N nk0
k
x[n]
λ
Also y = Ax = V DV −1 x ⇒ V −1 y = DV −1 x
⇒ y = DV T x
⇒ y = Dx

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Chapter 1: Classiﬁcation of Signal and System

Dept. of Electrical Engineering,

Department of Electrical Engineering, National Chung Hsing University

• Signal: a continuous-time signal x(t) (discrete-time signal x[n]) is

Department of Electrical Engineering, National Chung Hsing University

• Elementary discrete-time signals:

Department of Electrical Engineering, National Chung Hsing University

1. continuous-time x(t) vs. discrete-time x[n]

x[n] = x(nT ), n = 0, ±1, ±2... for some ﬁxed T.

Department of Electrical Engineering, National Chung Hsing University

• It is easy to check that xe (t) = xe (−t) , xo (t) = −xo (t).

Department of Electrical Engineering, National Chung Hsing University

3. periodic vs. aperiodic signals

x(t + T ) = x(t) (x[n + N ] = x[n]).

• The smallest T0 (N0 ) such that :

x(t + T0 ) = x(t) (x[n + N0 ) = x[n])

Department of Electrical Engineering, National Chung Hsing University

4. deterministic vs. random

Department of Electrical Engineering, National Chung Hsing University

• for a discrete signal x[n]

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Diﬀerence between x(t) and x[n]

Department of Electrical Engineering, National Chung Hsing University

Department of Electrical Engineering, National Chung Hsing University

3. Ω0 is larger ⇒ ejΩ0 n oscillate faster is not true in discrete-time

Department of Electrical Engineering, National Chung Hsing University

4. The period of discrete-time signal ejΩ0 n

Department of Electrical Engineering, National Chung Hsing University

Department of Electrical Engineering, National Chung Hsing University

• On dependent variable x(t)

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Department of Electrical Engineering, National Chung Hsing University

Department of Electrical Engineering, National Chung Hsing University

Department of Electrical Engineering, National Chung Hsing University

⎧ given x(t) ⇒ y(t) = x(at + b)

Department of Electrical Engineering, National Chung Hsing University

Department of Electrical Engineering, National Chung Hsing University

Department of Electrical Engineering, National Chung Hsing University

Why need this: convolutional sum, integral

• x(t) ⇒ Ax(t) + B A ﬁrst,B next

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Recall h(τ ) ⇒ h(t − τ ) = h(−τ + t)(h(−τ − (−t)) = h(−(τ − t)))

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Department of Electrical Engineering, National Chung Hsing University

Other Elementary signals

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Department of Electrical Engineering, National Chung Hsing University

Remark: Many functions x(t) can be written in term of step

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Department of Electrical Engineering, National Chung Hsing University

• t · (u(t) − u(t − 1))

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In general, if we have x(t) in the form as follows.

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We can always partition x(t) into:

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In general, δ(t) is not a function, it is a generalized function.

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For example, δ(t) can be deﬁned as the limit of some function.

• In other words, continuous-time impulse δ(t) has the property:

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Department of Electrical Engineering, National Chung Hsing University

Properties of impulse function