SIGNALS AND SYSTEMS

EEE 221 Lec 2

Syed Athar Bin Amir
North South University
meiling chen signals & systems 2

system
A system is an entity that manipulates one or more
signals to accomplish a function, thereby yielding new
signals.
meiling chen signals & systems 3
Example of system
meiling chen signals & systems 4

System interconnection
9 March 2019 Classification of systems 5

Linearity
• In general, a system whose output is proportional to its
input is a linear system.

• A system 𝐹 is linear if two properties hold:

• Homogeneity: If 𝑥 is a signal and 𝑎 is a scalar number,

𝐹 𝑎𝑥 = 𝑎𝐹(𝑥)

• Superposition: If 𝑥1 and 𝑥2 are any two signals:

𝐹 𝑥1 + 𝑥2 = 𝐹 𝑥1 + 𝐹(𝑥2)
meiling chen signals & systems 6
Example 1.19
x[n] y[n]
y[n]  nx[n]

y[n]  nx[n]
let x[n]  x1[n]  y1[n]  nx1[n]
let x[n]  x2 [n]  y2 [n]  nx2 [n]
let x[n]  ax1[n]  bx2 [n]
 y[n]  n{ax1[n]  bx2 [n]}
 anx1[n]  bnx2 [n]
 ay1[n]  by2 [n] linear system
meiling chen signals & systems 7
Example 1.20
x(t ) y (t )
y(t )  x(t ) x(t  1)

let x(t )  x1 (t )
y1 (t )  x1 (t ) x1 (t  1)
let x(t )  ax1 (t )
y (t )  ax1 (t )ax1 (t  1)  a 2 x1 (t ) x1 (t  1)  a 2 y1 (t )

y(t )  ay1 (t ) Non linear system

meiling chen signals & systems 8

Properties of linear system :

(1)

(2)
9 March 2019 Classification of systems 9

Time Invariance
• Systems whose parameters do not change with respect
to time are time invariant.

• The idea is, if I were to delay or advance an input signal

by 𝑇, I wouldn’t get a different type of output. The output
will just have an equivalent shift, whether delay or
advance.
meiling chen signals & systems 10
Example 1.18
x(t ) x(t ) y (t )
y(t ) 
R(t )
x1 (t )
y1 (t ) 
R(t )
x2 (t )  x1 (t  t0 )
x2 (t ) x1 (t  t0 )
 y2 (t )  
R(t ) R(t )
x1 (t  t0 )
but y1 (t ) 
R(t  t0 )
y1 (t  t0 )  y2 (t ), for t0  0

Time varying system

meiling chen signals & systems 11

LTI System representations

Continuous-time LTI system
1. Order-N Ordinary Differential equation
2. Transfer function (Laplace transform)

Discrete-time LTI system

1. Ordinary Difference equation
2. Transfer function (Z transform)
meiling chen signals & systems 12
Continuous-time LTI system

d 2 y(t ) dy(t )
LC 2
 RC  y(t )  u (t )
dt dt
Order-2 ordinary differential equation
constants

LCs2Y ( s)  RCsY ( s)  Y ( s)  U ( s) Linear system  initial rest

Y ( s) 1
 Transfer function
U ( s) LCs  RCs  1
2

U (s) 1 Y (s)
LCs2  RCs  1
9 March 2019 System Equation 13

System Equation
• The System Equation relates the outputs of a system to its inputs.
• Solving the system equation tells us the output for a given input
• The output consists of two components: zero-input response and zero-state
response

• Total response=zero-input response + zero-state response

meiling chen signals & systems 14

System response: Output signals due to inputs and ICs.

1. The point of view of Mathematic:

Homogenous solution y h (t ) ＋ Particular solution y p (t )

2. The point of view of Engineer:

Natural response y n (t ) ＋ Forced response y f (t )

3. The point of view of systems engineer:

Zero-input response y zi (t ) ＋ Zero-state response y zs (t )
Transient response Steady state response
9 March 2019 System Equation 15

Zero-Input Response
• The zero-input response is what the system does without any input. This can
be due to initial conditions, such as energy stored in capacitors and inductors.
9 March 2019 System Equation 16

Zero-State Response
• The zero-state response is the output of the system with all initial conditions
zero, but with an external input
IMPULSE RESPONSE
9 March 2019 Impulse Response 18

Impulse Response
• The impulse response of a linear system ℎ𝜏 (𝑡) is the output of the system at
time t to an unit impulse at time 𝜏

ℎ𝜏 = 𝐻(𝛿𝜏 )
9 March 2019 Impulse Response 19

Note
• Be aware of potential confusion here! When you write:

ℎ𝜏 (𝑡) = 𝐻(𝛿𝜏 (𝑡))

• The variable t serves different roles for each side of the equation.
• t on the left is a specific value for time, the time at which the output is being sampled.
• t on the right is changing over all real numbers, it is not the same as the t on the left.
• The output at a specific time t (on the left) depends on the input at all times t (on the right)
9 March 2019 Impulse Response 20

Time Invariance
• If H is time invariant, delaying the input and output both by a time 𝜏 will
produce the same response:

ℎ𝜏 (𝑡) = ℎ(𝑡 − 𝜏)
• In this case we don’t need to worry about ℎ𝜏 because it is just ℎ shifted in time.
9 March 2019 Impulse Response 21

Output of an LTI System

• We want to determine an expression for the output 𝑦(𝑡) of a linear, time
invariant (LTI) system, given an input 𝑥(𝑡)

• We can write the signal 𝑥(𝑡) as a sample of itself using unit impulse function
∞
𝑥 𝑡 = 𝑥 𝜏 𝛿𝜏 𝑡 𝑑𝜏
−∞
• In other words, we can write 𝑥(𝑡) as a weighted integral of unit impulse
functions
9 March 2019 Impulse Response 22

Output of an LTI System

• Applying the system H to the input x(t),

𝑦 𝑡 =𝐻 𝑥 𝑡
∞
= 𝐻( −∞
𝑥 𝜏 𝛿𝜏 𝑡 𝑑𝜏)
• For linear systems, we can switch the order of the system operator (H) and the
integral, giving us:

∞
𝑦 𝑡 = 𝑥(𝜏)𝐻 𝛿𝜏 𝑡 𝑑𝜏
−∞
The impulse response is
ℎ𝜏 𝑡 = 𝐻(𝛿𝜏 𝑡 )
9 March 2019 Impulse Response 23

Impulse response simplified

• The basic idea is as follows:

• If we put in a unit impulse function 𝛿(𝑡) as an input

• To a system H
• The output we observe is called the impulse response denoted as h(t)
9 March 2019 Impulse Response 24

Graphical Representation
CONVOLUTION
9 March 2019 Convolution 26

Convolution
• The response of a Linear, Time Invariant (LTI) system is completely
characterized by its impulse response h(t)
• i.e. If I know what the impulse response of a system is, I will be able to analytically obtain an
output y(t) from the input x(t)

• For an input x(t), the output of a LTI system is given by the convolution
integral
∞
𝑦 𝑡 = 𝑥 𝜏 ℎ(𝑡 − 𝜏) 𝑑𝜏
−∞
9 March 2019 Convolution 27

Convolution Notation
• The convolution of an input signal x(t) with an impulse response h(t) is expressed as

∞
𝑦 𝑡 = 𝑥 𝜏 ℎ(𝑡 − 𝜏) 𝑑𝜏
−∞
𝑦 =𝑥∗ℎ

This is also often written as

𝑦 𝑡 =𝑥 𝑡 ∗ℎ 𝑡

Which is potentially confusing, since the t on the left and right have different
interpretations. On the left, it denotes a single time point where we are calculating y.
On the right, it denotes the entire signal x and h.
9 March 2019 Convolution 28

Convolution Integral for causal systems

• For a causal system with ℎ 𝑡 = 0 for 𝑡 < 0, and
∞
𝑦 𝑡 = 𝑥 𝜏 ℎ(𝑡 − 𝜏) 𝑑𝜏
−∞
• Since ℎ 𝑡 − 𝜏 = 0 for 𝑡 < 𝜏, the upper limit of the convolution integral is t

𝑡
𝑦 𝑡 = 𝑥 𝜏 ℎ(𝑡 − 𝜏) 𝑑𝜏
−∞

• In English  only past and present values of 𝑥(𝜏) contribute to 𝑦(𝑡)

9 March 2019 Convolution 29

Convolution Integral for causal systems

• On top of a causal system, if the input signal 𝑥(𝑡) is also causal, with
x 𝑡 = 0 for 𝑡 < 0,

The integral further simplifies down to

𝑡
𝑦 𝑡 = 𝑥 𝜏 ℎ(𝑡 − 𝜏) 𝑑𝜏
0
9 March 2019 Convolution 30

Graphical Interpretation of Convolution

• If we look at ℎ𝜏 𝑡 = ℎ(𝑡 − 𝜏) as a function of t, then it’s the impulse response
delayed to time 𝜏
• If we look at ℎ 𝑡 − 𝜏 as a function of 𝜏, then ℎ 𝑡 − 𝜏 is delayed to time t, and
reversed/inverted

𝑡
𝑦 𝑡 = 𝑥 𝜏 ℎ(𝑡 − 𝜏) 𝑑𝜏
0
9 March 2019 Convolution 31

Graphical Interpretation of Convolution

• This is multiplied point-by-point with the input signal 𝑥(𝜏)

• Then integrated over 𝜏 to find the value of 𝑦(𝑡) for this t.

9 March 2019 Convolution 32

Steps for Graphical Procedure

1. Keep the input function 𝑥(𝜏) fixed
2. Visualize the function ℎ(𝜏) as a rigid wire frame, and invert this frame about
the y-axis (𝜏 = 0). This step gives us ℎ(−𝜏)
3. Shift the inverted frame ℎ(−𝜏) along the 𝜏 axis by t seconds. This gives us
ℎ − 𝜏 − 𝑡 , which is equal to ℎ(𝑡 − 𝜏)
4. Multiply point-by-point with x. This gives us the value of the output 𝑦(𝑡) at
that particular instant t, which is x(τ)ℎ(𝑡 − 𝜏)
5. Shift the frame over the entire 𝜏 axis by different values of t, and repeat step
4 – this essentially solves the convolution integral
∞
𝑦 𝑡 = 𝑥 𝜏 ℎ(𝑡 − 𝜏) 𝑑𝜏
−∞
9 March 2019 Convolution 33

Example
9 March 2019 Convolution 34

Example
PROPERTIES OF
CONVOLUTION
9 March 2019 Differential Equations 36

Commutative
• Convolution is commutative - that is,

𝑓1 𝑡 ∗ 𝑓2 𝑡 = 𝑓2 𝑡 ∗ 𝑓1(𝑡)

• A simple change of variable can show us this:

∞
𝑦 𝑡 = 𝑓1 𝜏 𝑓2(𝑡 − 𝜏) 𝑑𝜏
−∞
Setting 𝑥 = 𝑡 − 𝜏 and 𝜏 = 𝑡 − 𝑥, we get
−∞ ∞
𝑦 𝑡 =− 𝑓2 𝑥 𝑓1 𝑡 − 𝑥 𝑑𝑥 = 𝑓2 𝑥 𝑓1 𝑡 − 𝑥 𝑑𝑥 = 𝑓2 𝑥 ∗ 𝑓1(𝑥)
∞ −∞
9 March 2019 Differential Equations 37

Distributive
• Distributive means the following:

𝑓1 𝑡 ∗ 𝑓2 𝑡 + 𝑓3 𝑡 = 𝑓1 𝑡 ∗ 𝑓2 𝑡 + 𝑓1 𝑡 ∗ 𝑓3(𝑡)
9 March 2019 Differential Equations 38

Associative
• Associative means the following:

𝑓1 𝑡 ∗ 𝑓2 𝑡 ∗ 𝑓3 𝑡 = [𝑓1 𝑡 ∗ 𝑓2 𝑡 ] ∗ 𝑓3(𝑡)
9 March 2019 Differential Equations 39

Shift
• If 𝑓1 𝑡 ∗ 𝑓2 𝑡 = 𝑐 𝑡 , then

𝑓1 𝑡 ∗ 𝑓2 𝑡 − 𝑇 = 𝑐 𝑡 − 𝑇
𝑓1 𝑡 − 𝑇 ∗ 𝑓2 𝑡 = 𝑐 𝑡 − 𝑇
𝑓1 𝑡 − 𝑇1 ∗ 𝑓2 𝑡 − 𝑇2 = 𝑐(𝑡 − 𝑇1 − 𝑇2)
9 March 2019 Differential Equations 40

Convolution with an impulse

• Convolution of a function 𝑓(𝑡) with an unit impulse results in the function 𝑓(𝑡)
itself

∞
𝑓 𝑡 ∗𝛿 𝑡−𝑇 = 𝑓 𝜏 𝛿 𝑡 − 𝜏 𝑑𝜏
−∞
• By definition of the sifting/sampling property of the unit impulse function, we
know that 𝛿 𝑡 − 𝜏 will pick up the value of the function at 𝜏

𝑓 𝑡 ∗ 𝛿 𝑡 = 𝑓(𝑡)
9 March 2019 Differential Equations 41

Width Property
• If the duration(width) of the two convolved signals 𝑓1(𝑡) and 𝑓2(𝑡) are T1 and
T2, respectively

• Then the duration of the convolved output signal 𝑓1 𝑡 ∗ 𝑓2(𝑡) is T1+T2

9 March 2019 Differential Equations 42

Stability
• A system is stable if every bounded input produces a bounded output
(BIBO Stability)

• A continuous time, linear, time invariant system is stable if and only if

∞
ℎ(𝑡) 𝑑𝑡 < ∞
−∞
9 March 2019 Review 43

Cross correlation and Convolution

• Nearly identical formulas with one big
difference
• In convolution, we flip one of the two functions
(time inversion)
• Correlation does not require flipping either
function - you simply take the complex
conjugate of one of the functions and slide.
∞
𝑓∗𝑔 = −∞
𝑓 𝜏 𝑔 𝑡 − 𝜏 𝑑𝜏 Convolution
∞ ∗ 𝜏 𝑔 𝑡 + 𝜏 𝑑𝜏
𝑓⋆𝑔 = −∞
𝑓 Correlation
9 March 2019 Review 44

Visualization of Convolution

https://www.youtube.com/watch?v=Ma0YONjMZ
LI
PRACTICE PROBLEMS -
CONVOLUTION
9 March 2019 Review 46

Practice Problem 1
Given:
𝑓 𝑡 = 𝑒 𝑡 𝑢 −𝑡
And
ℎ 𝑡 = −𝛿 𝑡 + 2𝑒 −𝑡 𝑢(𝑡)

Find the zero-state response: 𝑦 𝑡 = 𝑓 𝑡 ∗ ℎ(𝑡)

f(t) y(t)
h(t)
9 March 2019 Review 47

𝑦 𝑡 = 𝑓 𝑡 ∗ ℎ 𝑡 = 𝑓 𝑡 ∗ [−𝛿 𝑡 + 2𝑒 −𝑡 𝑢 𝑡 ]

Let’s use properties of convolution to make this

problem simpler.

By the Distributive property, we know that:

𝑦 𝑡 = 𝑓 𝑡 ∗ −𝛿 𝑡 + 𝑓 𝑡 ∗ 2𝑒 −𝑡 𝑢 𝑡
= −𝑓 𝑡 ∗ 𝛿 𝑡 + 𝑓 𝑡 ∗ 2𝑒 −𝑡 𝑢(𝑡)
9 March 2019 Review 48

𝑦 𝑡 = −𝑓 𝑡 ∗ 𝛿 𝑡 + 𝑓 𝑡 ∗ 2𝑒 −𝑡 𝑢(𝑡)

Convolution with a unit impulse function  just picks

out the value of −𝑓(𝑡) at 𝑡

Also, consider ℎ1 𝑡 = 2𝑒 −𝑡 𝑢(𝑡)

Therefore

𝑦 𝑡 = −𝑓 𝑡 + 𝑓 𝑡 ∗ 2𝑒 −𝑡 𝑢(𝑡)

Let’s call the second part 𝑦1 (𝑡)

𝑦 𝑡 = −𝑓 𝑡 + 𝑦1 (𝑡)
9 March 2019 Review 49

Start solving for 𝑦1 (𝑡) – write the input and

impulse response as functions of 𝜏 and sketch
9 March 2019 Review 50

Only two cases for the product ℎ1 𝜏 𝑓 𝑡 − 𝜏 :

Case 1:

∞
𝑦1 𝑡 = 𝑒 𝑡−𝜏 2𝑒 −𝜏 𝑑𝜏
0
∞
= 2𝑒 𝑡 𝑒 −2𝜏 𝑑𝜏
0
−1 −2𝜏 ∞
= 2𝑒 𝑡 𝑒
2 0
= −𝑒 𝑡 0 − 1
= 𝑒𝑡
𝒚𝟏 (𝒕) = 𝒆𝒕 when t<0
9 March 2019 Review 51

Case 2:

∞
𝑦1 𝑡 = 𝑒 𝑡−𝜏 2𝑒 −𝜏 𝑑𝜏
𝑡
∞
= 2𝑒 𝑡 𝑒 −2𝜏 𝑑𝜏
𝑡
∞
= −𝑒 𝑡 𝑒 −2𝜏
𝑡
= −𝑒 𝑡 0 − 𝑒 −2𝑡
= 𝑒 −𝑡
𝒚𝟏 (𝒕) = 𝒆−𝒕 when t>=0
9 March 2019 Review 52

Putting the two results together,

𝑦 𝑡 = −𝑓 𝑡 + 𝑦1 (𝑡)
So:

−𝑒 𝑡 + 𝑒 𝑡 = 0 𝑓𝑜𝑟 𝑡 < 0
𝑦 𝑡 =
0 + 𝑒 −𝑡 = 𝑒 −𝑡 𝑓𝑜𝑟 𝑡 ≥ 0
-f(t) y1(t)

Therefore
0 𝑓𝑜𝑟 𝑡 < 0
𝑦 𝑡 = −𝑡
𝑒 𝑓𝑜𝑟 𝑡 ≥ 0
9 March 2019 Review 53

Practice Problem 2
Given:
𝑓 𝑡 = sin 𝑡 [𝑢 𝑡 − 𝑢 𝑡 − 2𝜋 ]
And
g 𝑡 = [𝑢 𝑡 − 𝑢 𝑡 − 2𝜋 ]

Find:
c 𝑡 = 𝑓 𝑡 ∗ 𝑔(𝑡)
9 March 2019 Review 54

First write “as 𝜏” and flip one of the signals:

How many regions do we have?

9 March 2019 Review 55

There’s four cases:

Case 1:

No overlap  integrand will be zero

9 March 2019 Review 56

Case 2:

There is overlap here

9 March 2019 Review 57

Case 3:

There is overlap here as well

9 March 2019 Review 58

Case 4:

No overlap  integrand will be zero

9 March 2019 Review 59

So we already know that

𝑐 𝑡 = 0 𝑓𝑜𝑟 𝑡 < 0

And

𝑐 𝑡 = 0 𝑓𝑜𝑟 𝑡 > 4𝜋

We only need to do the integration for Case 2

and 3
9 March 2019 Review 60

Case 2:

𝑡
𝑡
sin 𝜏 𝑑𝜏 = [− cos 𝜏 ] = −[cos(𝑡) − 1]
0 0
= 1 − cos(𝑡) 𝑓𝑜𝑟 0 < 𝑡 ≤ 2𝜋
9 March 2019 Review 61

Case 3:

2𝜋
2𝜋
sin 𝜏 𝑑𝜏 = [− cos 𝜏 ]
𝑡−2𝜋 𝑡 − 2𝜋
= − cos 2𝜋 − cos 𝑡 − 2𝜋 = cos 𝑡 − 1 𝑓𝑜𝑟 2𝜋
< 𝑡 ≤ 4𝜋
9 March 2019 Review 62

Putting it all together:

0, 𝑡≤0
1 − cos 𝑡 , 0 < 𝑡 ≤ 2𝜋
𝑐 𝑡 =
cos 𝑡 − 1, 2𝜋 < 𝑡 ≤ 4𝜋
0, 𝑡 > 4𝜋