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A Nagoor Kani is a multifaceted personality with efficient technical expertise and management skills. He
obtained his BE degree in Electrical and Electronics Engineering from Thiagarajar College of Engineering,
Madurai, and MS (Electronics and Control) through Distance Learning program of BITS, Pilani. He is a
life member of ISTE and IETE.
He started his career as a self-employed industrialist (1986 1989) and then changed over to teaching in
1989. He has worked as Lecturer in Dr M G R Engineering College (19891990) and as Asst. Professor
in Satyabhama Engineering College (19901997). In 1993, he started a teaching centre for BE students
named Institute of Electrical Engineering, which was renamed RBA Tutorials in 2005.
A Nagoor Kani launched his own organisation in 1997. The ventures currently run by him are RBA
engineering (involved in manufacturing of lab equipments, microprocessor trainer kits and undertake
Electrical contracts and provide electrical consultancy), RBA Innovations (involved in developing projects
for engineering students and industries), RBA Tutorials (conducting tutorial classes for engineering students
and coaching for GATE, IES, IAS) and RBA Publications (publishing of engineering books), RBA Software
(involved in web-design and maintenance). His optimistic and innovative ideas have made the RBA Group
a very successful venture.
A Nagoor Kani is a well-known name in major engineering colleges in India. He is an eminent writer and
till now he has authored several engineering books (published by RBA Publications) which are very
popular among engineering students. He has written books in the areas of Control Systems,
Microprocessors, Microcontrollers, Digital Signal Processing, Electric Circuits, Electrical Machines and
Power Systems.
A Nagoor Kani
Founder
RBA Group
Chennai
McGraw-Hill Offices
New Delhi New York St Louis San Francisco Auckland Bogotá Caracas
Kuala Lumpur Lisbon London Madrid Mexico City Milan Montreal
San Juan Santiago Singapore Sydney Tokyo Toronto
Contents iv
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v Contents
Dedicated to my father
vii Contents
Contents
Preface xv
Acknowledgements xviii
List of Symbols and Abbreviations xx
Chapter 7 : Z - Transform
7.1 Introduction 7. 1
7.2 Region of Convergence 7. 3
7.3 Properties of Z-Transform 7. 11
7.4 Poles and Zeros of Rational Function of z 7. 27
7.4.1 Representation of Poles and Zeros in z-plane 7. 28
xii Contents
Chapter 9 : Discrete Fourier Transform (DFT) and Fast Fourier Transform (FFT)
9.1 Introduction 9. 1
9.2 Discrete Fourier Transform (DFT) of Discrete Time Signal 9. 1
9.2.1 Development of DFT from DTFT 9. 1
9.2.2 Definition of Discrete Fourier Transform (DFT) 9. 2
9.2.3 Frequency Spectrum Using DFT 9. 2
9.2.4 Inverse DFT 9. 3
9.3 Properties of DFT 9. 4
9.4 Relation Between DFT and Z-Transform 9. 10
9.5 Analysis of LTI Discrete Time Systems Using DFT 9. 10
9.6 Fast Fourier Transform (FFT) 9. 19
9.7 Decimation In Time (DIT) Radix-2 FFT 9. 21
9.7.1 8-Point DFT Using Radix-2 DIT FFT 9. 23
9.7.2 Flow Graph for 8-Point DIT Radix-2 FFT 9. 27
9.8 Decimation In Frequency (DIF) Radix-2 FFT 9. 29
9.8.1 8-Point DFT Using Radix-2 DIF FFT 9. 32
9.8.2 Flow Graph for 8-Point DIF Radix-2 FFT 9. 34
9.8.3 Comparison of DIT and DIF Radix-2 FFT 9. 37
9.9 Computation of Inverse DFT Using FFT 9. 37
9.10 Summary of Important Concepts 9. 56
9.11 Short Questions and Answers 9. 57
9.12 MATLAB Programs 9. 60
9.13 Exercises 9. 65
Preface
The main objective of this book is to explore the basic concepts of signals and systems in a simple and
easy-to-understand manner.
This text on signals and system has been crafted and designed to meet students requirements. Considering
the highly mathematical nature of this subject, more emphasis has been given on the problem-solving
methodology. Considerable effort has been made to elucidate mathematical derivations in a step-by-step
manner. Exercise problems with varied difficulty levels are given in the text to help students get an
intuitive grasp on the subject.
This book with its lucid writing style and germane pedagogical features will prove to be a master text for
engineering students and practitioners.
Salient Features
The salient features of this book are
Separate discussions on continuous time and discrete time signals for thorough understanding of the
concepts
Proof of properties of transforms clearly highlighted by shaded boxes for quick review
Additional explanations for solutions and proofs provided in separate boxes
Different types of fonts used for text, proof and solved problems providing better clarity and user-friendliness
Organization
In this book, the concepts of continuous time signals and systems are organized in four chapters. The
concepts of discrete time signals and systems are organized in six chapters, and one chapter is devoted to
a general discussion on signals and systems. Each chapter provides the foundations and practical implications
with a large number of solved numerical examples for better understanding.
The important concepts are summarized at the end of each chapter which help in quick reference. Another
significant aspect of this book is MATLAB based computer exercises with complete explanations given in
each chapter. This will be of great assistance to both instructors and students.
Chapter 1 deals with a general introduction to various types of signals, systems and their importance in
real life. Basic definitions of signals, their mathematical representation, significance of their frequency
domain analysis and usage of MATLAB in this course are presented in a brief manner.
Chapter 2 introduces analysis of continuous time signals and systems in depth. It explores various
classifications of continuous time signals, systems, and possible mathematical operations such as
scaling, folding, time shifting, addition, multiplication, differentiation and integration on them. Then, it
discusses block diagrams and signal flow graph representation of continuous time systems, LTI systems
characterized by linear differential equations and methods to solve those equations.
Another vital aspect of Chapter 2 is the discussion on graphical convolution operation of continuous-time
signals by clearly separating the shift index and the time index. This will aid in clear understanding of the
concepts.
Chapter 3 discusses the analysis of continuous time systems using Laplace transform. The rational
functions of 's' and their representation in terms of poles and zeros, region of convergence of Laplace
transform and its properties are presented in a crisp and easy manner. The stability of the LTI systems and
their response via Laplace transforms are dealt with lucidly.
xvi Preface
Further, the inverse Laplace transform using partial-fraction method and convolution theorem are
discussed. The convolution and deconvolution operations are explained with simple numerical examples.
The realization structures for continuous-time systems characterized by differential equations are also
presented in this chapter.
Chapter 4 is concerned with Fourier analysis of continuous-time systems which forms the basis for
frequency domain analysis. The first half of this chapter is dedicated to Fourier series in both
trigonometric and exponential forms, Fourier coefficients of various signals with symmetry, properties
of Fourier series and the Gibbs phenomenon.
The second half of the chapter explains the development of Fourier transform from Fourier series, frequency
spectrum, various properties of Fourier transform, and Fourier transform of some standard signals. It
also covers the computation of frequency responses of LTI systems using Fourier transform explained
with examples. The chapter also talks about the relation between Fourier transform and Laplace transform
of continuous-time signals.
Chapter 5 deals with the concepts of state space analysis of continuous-time systems. In this chapter,
the development of state model, solutions to state equations and response of continuous-time systems to
state models are discussed.
Chapter 6 is devoted to concepts of discrete-time signals and systems and is more concerned with the
generation, representation, classification, mathematical operations of discrete time signals and systems,
block diagrams and signal-flow graph notations.
The chapter also presents the methods of obtaining responses of LTI discrete-time systems and various
convolution methods. The deconvolution, correlation techniques and the inverse systems are clearly
explained with solved numerical examples. In addition, the concept of sampling and its importance are
dealt with briefly.
Chapter 7 explains Z-transform and its application to signals and systems. The concepts are similar to
Laplace transform except as applied to discrete-time signals and systems. All the important properties of
Z-transform are presented explicitly. Inverse Z-transform and solution of difference equations describing
the discrete-time systems are demonstrated with numerical examples. Also given are the systems
interconnections and standard system realization using structures.
Chapter 8 is dedicated to discrete-time Fourier series and Fourier transform which forms the basis for
frequency domain analysis of discrete-time signals and systems. In the first half of this chapter, the
discrete-time Fourier series and the frequency spectrum using discrete-time Fourier series are discussed
with relevant examples.
The second half of the chapter details the development of discrete-time Fourier transform from discrete-
time Fourier series, frequency spectrum, various properties of Fourier transform, and Fourier transform
of some standard discrete-time signals. In addition, the computation of frequency responses of LTI
discrete-time systems using Fourier transform are also explained with numerous examples. The relation
between Fourier transform and Z-transform of discrete-time signals is also discussed in the chapter.
Chapter 9 extends the understanding of the concepts of Discrete-Time Fourier Transform (DTFT) to
DFT (Discrete Fourier Transform) and FFT (Fast Fourier Transform). Development of DFT from DTFT,
properties of DFT, relation between DFT and Z-transform, analysis of the LTI systems using DFT and
FFT are extensively discussed.
Chapter 10 focuses on structures for realization of discrete-time systems with special attention to IIR
and FIR systems.
Preface xvii
Chapter 11 presents the concepts of state space analysis of discrete-time systems. In this chapter, the
development of state model of discrete-time systems, solutions to state equations and response of discrete-
time systems from state models are discussed in an easy manner.
Web Supplements
This book is accompanied by a comprehensive website which can be accessed at http://www.mhhe.com/
nagoorkani/signals1e. It has been designed to provide valuable resources for students, instructors and
professionals.
Students can access Interactive Quiz, Objective-Type Questions and Short-Answer-Type Questions
on the website.
Supplementary teaching material for Instructors includes chapterwise PowerPoint slides for effective
lecture presentation and an on-request Solution Manual.
Feedback
I have taken care to present the concepts of signals and systems in a user-friendly manner and hope that
the teaching and student community will welcome the book. The readers may feel free to convey their
criticism and suggestions for further improvement of the book. The feedback is welcome at my email
address: kani@vsnl.com
A Nagoor Kani
Publisher's Note
Tata McGraw Hill Education looks forward to receiving views, comments and suggestions for improvement
from teachers and students, all of which may be sent to tmh.ecefeedback@gmail.com, mentioning the
title and author's name in the subject line. Piracy-related issues may also be reported.
Contents xviii
Acknowledgements
I express my heartfelt thanks to my wife, Ms C Gnanaparanjothi Nagoor Kani, and my sons N Bharath
Raj, alias Chandrakani Allaudeen, and N Vikram Raj for the support, encouragement and cooperation they
have extended to me throughout my career.
It's my pleasure to acknowledge the contribution of our technical editors Ms K Jayashree, Ms B
Srimathi, Ms B Hemavathy for editing and proofreading of the manuscript, and Mrs A Selvi towards
typesetting and preparing the layout of the book.
I am thankful to all the reviewers for their valuable suggestions and comments which helped me explore
the subject to a greater depth.
I am also grateful to Mr Michael Hays, Mr Raghu Srinivasan, Ms Vibha Mahajan, Mr Ebi John,
Mr Manish Choudhary, Mr H R Nagaraja, Mr Suman Sen, Mr P L Pandita and Ms Sohini Mukherjee of
Tata McGraw Hill Education for their concern and care in publishing this work.
I thank all my office staff for their cooperation in carrying out my day-to-day activities.
Finally, a special note of appreciation is due to my sisters, brothers, relatives, friends, students
and the entire teaching community for their overwhelming support and encouragement during the process
of book writing.
A Nagoor Kani
Contents xx
Symbols
a o, a n , b n - Fourier coefficients of trigonometric form of Fourier series of x(t)
B - Bandwidth in Hz
Cn - Fourier coefficients of exponential form of Fourier series of x(t)
ck - Fourier coefficients of discrete time signal x(n)
E - Energy of a signal
f - Frequency of discrete time signal in Hz/sample
F - Frequency of continuous time signal in Hz
Fo - Fundamental frequency of continuous time signal in Hz
Fm - Maximum frequency of continuous time signal
Fs - Sampling frequency of continuous time signal in Hz
H - System operator
j - Complex operator, -1
L - Inductance
nWo - Harmonic angular frequency, where n = 1,2,3.......
P - Power of a signal
p - Pole
R - Resistor
s - Complex frequency (s = s + jW)
t - Time in seconds
T - Time period in seconds
W - Phase factor or Twiddle factor
z - Complex variable (z = u + jv)
z - Unit advance operator or zero
z1 - Unit delay operator
W - Angular frequency of continuous time signal in rad/sec
Wo - Fundamental angular frequency
W max - Maximum angular frequency in rad/sec
w - Angular frequency of discrete time signal
wk - Sampling frequency point
s - Neper frequency (Real part of s)
* - Convolution operator
* - Circular convolution operator
zd
- Integration operator
- Differentiation operator
dt
List of Symbols and Abbreviations xxi
Standard/Input/Output Signals
h(n) - Impulse response of discrete time system
h(t) - Impulse response of continuous time system
r xy(m) - Cross-correlation sequence of x(n) and y(n)
rxx(m) - Auto-correlation sequence of x(n)
rxy ( m) - Circular cross-correlation sequence of x(n) and y(n)
rxx ( m) - Circular auto-correlation sequence of x(n)
sgn(t) - Signum signal
sinc (t) - Sinc signal
u(n) - Discrete time unit step signal
u(t) - Continuous time unit step signal
x(n) - Discrete time signal
x(n) - Input of discrete time system
xo(n) - Odd part of discrete time signal x(n)
x e(n) - Even part of discrete-time signal x(n)
x(nm) - Delayed or linearly shifted x(n) by m units
x((nm)) N - Circularly shifted x(n) by m units, where N is period
x(t) - Continuous time signal or Input of continuous time system
xo(t) - Odd part of continuous time signal x(t)
x e(t) - Even part of continuous time signal x(t)
x(tm) - Delayed or linearly shifted x(t) by m units
y(n) - Output / Response of discrete time system
yzs(n) - Zero state response of discrete time system
yzi(n) - Zero input response of discrete time time system
y(t) - Output / Response of continuous time system
yzs(t) - Zero state response of continuous time system
yzi(t) - Zero input response of continuous time system
d(t) - Continuous time impulse signal
d(n) - Discrete time impulse signal
P(t) - Unit pulse signal
Abbreviations
BIBO - Bounded Input Bounded Output
CT - Continuous Time
CTFS - Continuous Time Fourier Series
CTFT - Continuous Time Fourier Transform
DFT - Discrete Fourier Transform
DIF - Decimation In Frequency
DIT - Decimation In Time
DT - Discrete Time
DTFS - Discrete Time Fourier Series
DTFT - Discrete Time Fourier Transform
FFT - Fast Fourier Transform
FIR - Finite Impulse Response
IIR - Infinite Impulse Response
LHP - Left Half Plane
LTI - Linear Time Invariant
RHP - Right Half Plane
ROC - Region Of Convergence
1. 1 Signals & Systems
CHAPTER 1
Introduction to Signals and Systems
1.1 Signal
Any physical phenomenon that conveys or carries some information can be called a signal. The
music, speech, motion pictures, still photos, heart beat, etc., are examples of signals that we normally
encounter in day to day life.
Usually, the information carried by a signal will be a function of an independent variable. The
independent variable can be time, spatial coordinates, intensity of colours, pressure, temperature, etc.,.
The most popular independent variable in signals is time and it is represented by the letter “t”.
The value of a signal at any specified value of the independent variable is called its amplitude. The
sketch or plot of the amplitude of a signal as a function of independent variable is called its waveform.
Mathematically, any signal can be represented as a function of one or more independent
variables.Therefore, a signal is defined as any physical quantity that varies with one or more independent
variables.
For example, the functions x1(t) and x2(t) as defined by the equations (1.1) and (1.2) represents
two signals: one that varies linearly with time “t” and the other varies quadratically with time “t”. The
equation (1.3) represents a signal which is a function of two independent variables “p” and “q”.
x1(t) = 0.7t .....(1.1)
2
x2(t) = 1.8t .....(1.2)
2
x(p,q) = 0.6p + 0.5q + 1.1q .....(1.3)
The signals can be classified in number of ways. Some way of classifying the signals are,
I. Depending on the number of sources for the signals.
1.One-channel signals
2. Multichannel signals
II. Depending on the number of dependent variables.
1.One-dimensional signals
2. Multidimensional signals
III. Depending on whether the dependent variable is continuous or discrete.
1.Analog or Continuous signals
2. Discrete signals
1. One-channel signals
Signals that are generated by a single source or sensor are called one-channel signals.
The record of room temperature with respect to time, the audio output of a mono speaker, etc.,
are examples of one-channel signals.
Chapter 1 - Introduction to Signals and Systems 1. 2
2. Multichannel signals
Signals that are generated by multiple sources or sensors are called multichannel signals.
The audio output of two stereo speakers is an example of two-channel signal.The record of ECG
(Electro Cardio Graph) at eight different places in a human body is an example of eight-channel signal.
3. One-dimensional signals
A signal which is a function of single independent variable is called one-dimensional signal.
The signals represented by equation (1.1) and (1.2) are examples of one-dimensional signals.
The music, speech, heart beat, etc., are examples of one-dimensional signals where the single
independent variable is time.
4. Multidimensional signals
A signal which is a function of two or more independent variables is called multidimensional signal.
The equation (1.3) represents a two dimensional signal.
A photograph is an example of a two-dimensional signal. The intensity or brightness at each point
of a photograph is a function of two spatial coordinates “x” and “y”, (and so the spatial coordinates are
independent variables). Hence, the intensity or brightness of a photograph can be denoted by b(x, y).
The motion picture of a black and white TV is an example of a three-dimensional signal. The
intensity or brightness at each point of a black and white motion picture is a function of two spatial
coordinates “x” and “y”, and time “t”. Hence, the intensity or brightness of a black and white motion
picture can be denoted by b(x, y, t).
5. Analog or Continuous signals
When a signal is defined continuously for any value of independent variable, it is called analog or
continuous signal. Most of the signals encountered in science and engineering are analog in nature. When
the dependent variable of an analog signal is time, it is called continuous time signal.
6. Discrete signals
When a signal is defined for discrete intervals of independent variable, it is called discrete signal .
When the dependent variable of a discrete signal is time, it is called discrete time signal. Most of the
discrete signals are either sampled version of analog signals for processing by digital systems or output
of digital systems.
1.1.1 Continuous Time Signal
In a signal with time as independent variable, if the signal is defined continuously for any value of
the independent variable time “t”, then the signal is called continuous time signal. The continuous time
signal is denoted as “x(t)”.
The continuous time signal is defined for every instant of the independent variable time and so the
magnitude (or the value) of continuous time signal is continuous in the specified range of time. Here both
the magnitude of the signal and the independent variable are continuous.
In discrete time signal the independent variable time “t” is uniformely divided into discrete
intervals of time and each interval of time is denoted by an integer “n”, where “n” stands for discrete
interval of time and “n” can take any integer value in the range -¥ to +¥. Therefore, for a discrete time
signal the independent variable is “n” and the magnitude of the discrete time signal is defined only for
integer values of independent variable “n”. The discrete time signal is denoted by “x(n)”.
1.2 System
Any process that exhibits cause and effect relation can be called a system. A system will have an
input signal and an output signal. The output signal will be a processed version of the input signal. A
system is either interconnection of hardware devices or software / algorithm.
A system is denoted by letter H. The diagrammatic representation of a system is shown in fig 1.1.
System
Input signal Output signal
or Excitation
® H ® or Response
The operation performed by a system on input signal to produce output signal can be expressed as,
Output = H{Input}
where H denotes the system operation (also called system operator).
The systems can be classified in many ways.
Depending on type of energy used to operate the systems, the systems can be classified into
Electrical systems, Mechanical systems, Thermal systems, Hydraulic systems, etc.
Depending on the type of input and output signals, the systems can be classified into Continuous
time systems and Discrete time systems.
1.2.1 Continuous Time System
A system which can process continuous time signal is called continuous time system, and so the
input and output signals of a continuous time system are continuous time signals.
A continuous time system is denoted by letter H. The input of continuous time system is denoted
as x(t) and the output of continuous time system is denoted as y(t). The diagrammatic representation of
a continuous time system is shown in fig 1.2
Chapter 1 - Introduction to Signals and Systems 1. 4
Continuous
time system
x(t) y(t)
® H ®
Input signal Output signal
or Excitation or Response
Fig 1.2 : Representation of continuous time system.
The operation performed by a continuous time system on input to produce output or response can
be expressed as,
Response, y(t) = H{x(t)}
where, H denotes the system operation (also called system operator).
When a continuous time system satisfies the properties of linearity and time invariance then it is
called LTI (Linear Time Invariant) continuous time system . Most of the practical systems that we
encounter in science and engineering are LTI systems.
The input-output relation of an LTI continuous time system is represented by constant coefficient
differential equation shown below(equation (1.4)).
dN dN 1 dN 2 d dM
a0 y(t) + a 1 y(t) + a 2 y(t) +.......+ a N 1 y(t) + a N y(t) = b 0 x( t )
dt N dt N 1 dt N 2 dt dt M
dM 1 dM 2 d
b1 M 1 x( t ) + b 2 M 2 x( t ) +.......+b M 1 x( t ) b M x( t ) .....(1.4)
dt dt dt
where, N = Order of the system, M £ N, and a0 = 1.
The solution of the above differential equation is the response y(t) of the continuous time system,
for the input x(t).
1.2.2 Discrete Time System
A system which can process discrete time signal is called discrete time system, and so the input and
output signals of a discrete time system are discrete time signals.
A discrete time system is denoted by the letter H. The input of discrete time system is denoted as
“x(n)” and the output of discrete time system is denoted as “y(n)”. The diagrammatic representation of a
discrete time system is shown in fig 1.3.
Discrete
time system
x(n) y(n)
® H ®
Input signal Output signal
or Excitation or Response
Fig 1.3 : Representation of discrete time system.
The operation performed by a discrete time system on input to produce output or response can be
expressed as,
Response, y(n) = H{x(n)}
where, H denotes the system operation (also called system operator).
1. 5 Signals & Systems
When a discrete time system satisfies the properties of linearity and time invariance then it is called
LTI (Linear Time Invariant) discrete time system .
The input-output relation of an LTI discrete time system is represented by constant coefficient
difference equation shown below(equation (1.5)).
N M
bg
yn = b
am y n g
m + b
bm x n mg .....(1.5)
m 1 m 0
studied by taking Fourier transform of a signal. The Fourier transform of a signal is a particular class of
Laplace transform in which s = jW, where “W” is real frequency.
The Fourier transform, will transform a function of time “t” into a function of real frequency
“W”. Therefore, Fourier transform of a continuous time signal will transform the time domain signal
into frequency domain signal. From the Fourier transform of a continuous time signal, the frequency
spectrum of the signal can be obtained which is used to study the frequency content of a signal. The
frequency range of some of the signals are listed in table 1.1 and 1.2.
1. Biomedical
v ECG is used to predict heart diseases.
v EEG is used to study normal and abnormal behaviour of the brain.
v EMG is used to study the condition of muscles.
v X-ray images are used to predict the bone fractures and tuberclosis.
v Ultrasonic scan images of kidney and gall bladder is used to predict stones.
v. Ultrasonic scan images of foetus is used to predict abnormalities in a baby.
v MRI scan is used to study minute inner details of any part of the human body.
2. Speech Processing
v Speech compression and decompression to reduce memory requirement of storage systems.
v Speech compression and decompression for effective use of transmission channels.
v Speech recognization for voice operated systems and voice based security systems.
v Speech recognization for conversion of voice to text.
v Speech synthesis for various voice based warnings or annoucements.
4. Communication
v The spectrum analysis of modulated signals helps to identify the information bearing frequency
component that can be used for transmission.
Chapter 1 - Introduction to Signals and Systems 1. 8
v The analysis of signals received from radars are used to detect flying objects and thier velocity.
v Generation and detection of DTMF signals in telephones.
v Echo and noise cancellation in transmission channels.
5. Power electronics
v The spectrum analysis of the output of coverters and inverters will reveal the harmonics
present in the output, which in turn helps to design suitable filter to eliminate the harmonics.
v The analysis of switching currents and voltages in power devices will help to reduce losses.
6. Image processing
v Image compression and decompression to reduce memory requirement of storage systems.
v Image compression and decompression for effective use of transmission channels.
v Image recognization for security systems.
v Filtering operations on images to extract the features or hidden information.
7. Geology
v The seismic signals are used to determine the magnitude of earthquake and valconic eruptions.
v The seismic signals are also used to predict nuclear explosions.
v The seismic noise are also used to predict the movement of earth layers (tectonic plates).
8. Astronomy
v The analysis of light received from a star is used to determine the condition of the star.
v The analysis of images of various celestial bodies gives vital information about them.
CHAPTER 2
Continuous Time Signals and Systems
2.1 Introduction
Time is an important independent variable required to measure/monitor any activity. Hence, whatever
phenomena we observe in nature are always measured as a function of time.
Time is a continuous independent variable represented by the letter ‘t’. Any physical observation or
a measure is a continuous function of time represented by x(t) and called signal. The signal x(t) is called
the continuous time (CT) signal which is a function of the independent variable, time. In x(t),the unit of
time and the unit of the value of x(t) at any time is not considered but only the numerical values are
considered.
The signal x(t) can be used to represent any physical quantity, and the start of any observation or
a measure of the physical quantity is taken as time t = 0. The time after the start of observation is taken as
positive time and the time before the start of observation is taken as negative time.
The physical devices which are all sources of continuous time signals are called continuous time
systems. The standard continuous time signals, mathematical operation on continuous time signals and
classification of continuous time signals are discussed in this chapter. The mathematical representation of
continuous time systems and their analyses are also presented in this chapter. Wherever required, the
discussion on LTI systems are presented separately.
2.2 Standard Continuous Time Signals
d(t)
1. Impulse signal
¥
The impulse signal is a signal with infinite magnitude and zero duration,
but with an area of A. Mathematically, impulse signal is defined as,
+¥
Impulse Signal, d ( t ) = ¥ ; t = 0
= 0; t ¹ 0
and z
-¥
d ( t ) dt = A
0
t
The unit impulse signal is a signal with infinite magnitude and zero duration, Fig 2.1 : Impulse signal
but with unit area. Mathematically, unit impulse signal is defined as, (or Unit Impulse signal).
+¥
2. Step signal
The step signal is defined as, x(t) u(t)
x(t) = A ; t ³ 0
A 1
=0;t<0
The unit step signal is defined as,
0 0
t t
x(t) = u(t) = 1 ; t ³ 0
Fig 2.2 : Step signal. Fig 2.3 : Unit step signal.
=0;t<0
Chapter 2 - Continuous Time Signals and Systems 2. 2
3. Ramp signal
4. Parabolic signal
x(t) x(t)
The parabolic signal is defined as,
4.5A 4.5
At 2
x( t ) = ; for t ³ 0
2
2A 2
=0 ; t < 0
0.5
0.5A
0 1 2 3
The unit parabolic signal is defined as, 0 1 2 3
t t
FG
x ( t ) = P( t ) = u t + 1
IJ FG
- u t- 1
IJ 0.5 0.5
t
H2 K H 2 K Fig 2.8 : Unit pulse signal.
6. Sinusoidal signal
x(t) f =0 x(t) f =0
A A
0 0
t t
A
A
x(t) x(t)
f = Positive f = Positive
t t
f
-W
0 -W
f
0
x(t) x(t)
f = Negative f = Negative
f t
W0 t
f
W0
Fig 2.9 : Cosinusoidal signal. Fig 2.10 : Sinusoidal signal.
7. Exponential signal
Case i : Real exponential signal
x(t) x(t)
b = Positive b = Negative
A
A
0 t 0
t
x(t)
x(t) = A ebt sin W0t, x(t) x(t) = A ebt sin W0t,
where, b = Positive where, b = Negative
A
A
0 0
t t
Fig 2.13 : Exponentially rising sinusoid. Fig 2.14 : Exponentially decaying sinusoid.
t
x( t ) = D a (t) = 1 - ; t £ a a 0 a
t
a
Fig 2.15 : Triangular pulse signal.
= 0 ; t > a
t
sin t
x ( t ) = sinc(t) = ; -¥ < t < ¥
t Fig 2.17 : Sinc signal.
ga(t)
12. Gaussian signal
1
The Gaussian signal is defined as,
2t2
x(t) = g a (t) = e - a ; -¥ < t < ¥ t
Fig 2.18 : Gaussian signal.
Chapter 2 - Continuous Time Signals and Systems 2. 6
2.3 Classification of Continuous Time Signals
The continuous time signals are classified depending on their characteristics. Some ways of classifying
continuous time signals are,
1. Deterministic and Nondeterministic signals
2. Periodic and Nonperiodic signals
3. Symmetric and Antisymmetric signals (Even and Odd signals)
4. Energy and Power signals
5. Causal and Noncausal signals
The signal that can be completely specified by a mathematical equation is called a deterministic
signal. The step, ramp, exponential and sinusoidal signals are examples of deterministic signals.
Examples of deterministic signals: x1(t) = At
x2(t) = Xm sin W 0 t
The signal whose characteristics are random in nature is called a nondeterministic signal. The
noise signals from various sources like electronic amplifiers, oscillators, radio receivers, etc., are best
examples of nondeterministic signals.
A periodic signal will have a definite pattern that repeats again and again over a certain period of
time. Therefore the signal which satisfies the condition,
x(t + T ) = x(t) is called a periodic signal.
A signal which does not satisfy the condition, x(t + T) = x(t) is called an aperiodic or nonperiodic
signal. In periodic signals, the term T is called the fundamental time period of the signal. Hence, inverse
of T is called the fundamental frequency, F0 in cycles/sec or Hz, and 2pF0 = W0 is called the fundamental
angular frequency in rad/sec.
The sinusoidal signals and complex exponential signals are always periodic with a periodicity of T,
1 2p
where, T = =
F0 W 0 . The proof of this concept is given below.
Proof :
a) Cosinusoidal signal
Let, x(t) = A cosW0 t
b g b
\ x(t + T) = A cos W 0 t + T = A cos W 0t + W 0 T g
2p
FG
= A cos W0 t +
2p I
TJ
W 0 = 2 pF0 =
T
H T K
H 0
T K
T
When a continuous time signal is a mixture of two periodic signals with fundamental time periods
T1 and T2 , then the continuous time signal will be periodic, if the ratio of T1 and T2 (i.e., T1/T2) is a rational
number. Now the periodicity of the continuous time signal will be the LCM (Least Common Multiple) of
T1 and T2 .
Note : 1. The ratio of two integers is called a rational number.
5 7 8
Example of rational number : 2 , 9 , 11 .
2 7 4
Example of non-rational number : , , .
5 2p 7
2. When T1 /T2 is a rational number, then F01 /F02 and W01 /W02 are also rational numbers.
Example 2.1
Verify whether the following continuous time signals are periodic. If periodic, find the fundamental period.
g bg
a x t = 2 cos
t
g bg
b x t = e at ; a > 1 g
c x(t) = e
- j2 pt
7
g FG
d x(t) = 3cos 5t +
p IJ g FG
e x(t) = cos 2 2t -
p IJ
4 H 6 K H 4 K
Solution
t
a) Given that, x(t) = 2 cos
4
The given signal is a cosinusoidal signal, which is always periodic.
On comparing x(t) with the standard form A cos 2pF0t we get,
1 1
2pF0 = Þ F0 =
4 8p
1
Period, T = = 8p
F0
\ x(t) is periodic with period, T = 8p.
1 + cos 4t -
2p
+ 4T
FG IJ
=
3 H K
2
2p p
Let 4T = 2 p , \ T = =
4 2
1 + cos 4t -
FG 2p
+ 4 ´
p IJ 1 + cos 4t -
FG FG 2p IJ + 2p
IJ
\ x(t + T) =
H 3 2 K =
HH 3 K K
2 2
1 + cos 4t -
FG 2p IJ 1 + cos 2 2t -
FG p IJ
=
H 3 K =
H 3 K = cos 2 2t -
FG p IJ = x(t)
2 2 H 3 K
p For integer values of M,
Since x(t + T) = x(t), the signal x(t) is periodic with period, T = cos (q + 2pM) = cos q
2
Chapter 2 - Continuous Time Signals and Systems 2. 10
Since x1(t) and x2(t) are periodic and the ratio of T1 and T2 is a rational number, the signal x(t) is also periodic. Let
T be the periodicity of x(t). Now the periodicity of x(t) is the LCM (Least Common Multiple) of T1 and T2 , which is
calculated as shown below.
2p 2p 21 Note : To find LCM, first convert T1 and T2 to integers
T1 = = ´ = 7
3 3 2p by multiplying by a common number. Find LCM
2p 2p 21 of integer values of T1 and T2 . Then divide this
T2 = = ´ = 3 LCM by the common number.
7 7 2p
Now LCM of 7 and 3 is 21.
21 2p
\ Period, T = 21 ¸ = 21 ´ = 2p
2p 21
Proof : x(t + T) = 2 cos 3(t + T) + 3 sin 7(t + T)
= 2 cos(3t + 3T) + 3 sin(7t + 7T)
Put, T = 2p
= 2 cos(3t + 3 ´ 2p) + 3 sin (7t + 7 ´ 2p)
For integer values of M,
= 2 cos(3t + 6p) + 3 sin(7t + 14p) cos(q + 2pM) = cosq
= 2 cos 3t + 3 sin 7t = x(t) sin(q + 2pM) = sinq
1 1
F01 = 2 ; \ Period, T1 = =
F01 2
Let, x2(t) = 3 sin 8pt
Let T2 be the periodicity of x2(t). On comparing x2(t) with the standard form A sin 2pF02t, we get,
1 1
F02 = 4 ; \ Period, T2 = =
F02 4
T1 1 1 4
Now, = T1 ´ = ´ = 2
T2 T2 2 1
Since x1(t) and x2(t) are periodic and the ratio of T1 and T2 is a rational number, the signal x(t) is also periodic. Let
T be the periodicity of x(t). Now, the periodicity of x(t) is the LCM (Least Common Multiple) of T1 and T2, which is calculated
as shown below.
1 1 Note : To find LCM, first convert T1 and T2 to integers
T1 = = ´ 4 = 2
2 2 by multiplying by a common number. Find LCM
1 1 of integer values of T1 and T2 . Then divide this
T2 = = ´ 4 = 1 LCM by the common number.
4 4
Now LCM of 2 and 1 is 2.
1 1
\ Period, T = 2 ¸ 4 = 2 ´ =
4 2
Proof : x(t + T) = 5 cos 4p(t + T) + 3 sin 8p(t + T)
= 5 cos(4pt + 4pT) + 3 sin(8pt + 8pT)
1
FG
= 5 cos 4pt + 4p ´
1 IJ FG
+ 3 sin 8pt + 8p ´
1 IJ Put, T =
2
H 2 K H 2 K For integer values of M,
= 5 cos (4pt + 2p) + 3 sin (8pt + 2p) cos(q+ 2pM) = cosq
= 5 cos 4pt + 3 sin 8pt = x(t) sin(q + 2pM) = sinq
2. 11 Signals & Systems
2.3.3 Symmetric (Even) and Antisymmetric (Odd) Signals
The signals may exhibit symmetry or antisymmetry with respect to t = 0.
When a signal exhibits symmetry with respect to t = 0 then it is called an even signal. Therefore,
the even signal satisfies the condition, x(-t) = x(t).
When a signal exhibits antisymmetry with respect to t = 0, then it is called an odd signal. Therefore,
the odd signal satisfies the condition, x(-t) = -x(t).
Since cos(-q) = cosq, the cosinusoidal signals are even signals and since sin(-q) = -sinq, the
sinusoidal signals are odd signals.
x(t) x(t)
x(t) = A cosW 0 t x(t) = A sin W 0 t
A A
0 0
t t
A A
Fig 2.19a : Symmetric or Even signal. Fig 2.19b : Antisymmetric or Odd signal.
Fig 2.19 : Symmetric and antisymmetric continuous time signals.
A continuous time signal x(t) which is neither even nor odd can be expressed as a sum of even and
odd signal.
Let, x(t) = x e (t) + x o (t)
where, x e (t) = Even part of x(t) and x o (t) = Odd part of x(t)
Now, it can be proved that,
1
x e (t) = x(t) + x( - t)
2
1
x o (t) = x(t) - x( - t)
2
Proof :
Let, x(t) = xe(t) + xo(t) .....(2.1)
On replacing t by –t in equation (2.1) we get,
x(–t) = xe(–t) + xo(–t) .....(2.2)
Since xe(t) is even, xe(–t) = xe(t)
Since xo(t) is odd, xo(–t) = – xo(t)
Hence the equation (2.2) can be written as,
x(–t) = xe(t) – xo(t) .....(2.3)
On adding equations (2.1) & (2.3) we get,
x(t) + x(–t) = 2 xe(t)
1
\ x e (t) = x(t) + x( - t)
2
On subtracting equation (2.3) from equation (2.1) we get,
x(t) – x(–t) = 2 xo(t)
1
\ x o (t) = x(t) - x( - t)
2
Chapter 2 - Continuous Time Signals and Systems 2. 12
The properties of signals with symmetry are given below without proof.
1. When a signal is even, then its odd part will be zero.
2. When a signal is odd, then its even part will be zero.
3. The product of two odd signals will be an even signal.
4. The product of two even signals will be an even signal.
5. The product of an even and odd signal will be an odd signal.
Example 2.3
Determine the even and odd part of the following continuous time signals.
a) x(t) = et b) x(t) = 3 + 2t + 5t2 c) x(t) = sin 2t + cos t + sin t cos 2t
Solution
a) Given that, x(t) = et
\ x(t) = et
1 1 t
Even part, x e ( t) = [ x( t) + x(- t)] = [e + e - t ]
2 2
1 1 t
Odd part, x o (t ) = [ x(t ) - x(- t)] = [e - e - t ]
2 2
= 3 2t + 5t2
1 1
Even part, x e ( t) = [ x( t) + x(- t)] = [3 + 2t + 5t 2 + 3 - 2t + 5t 2 ]
2 2
1
= [6 + 10t 2 ] = 3 + 5t 2
2
1 1
Odd part, x o ( t) = [ x( t) - x(- t)] = [ 3 + 2t + 5t 2 - 3 + 2t - 5t 2 ]
2 2
1
= [4t ] = 2t
2
1 1
Even part, x e (t ) = [ x(t ) + x( - t)] = [sin 2t + cos t + sin t cos 2t - sin 2t + cos t - sin t cos 2t ]
2 2
1
= [2 cos t ] = cos t
2
1 1
Odd part, x o ( t) = [ x( t) - x(- t)] = [ sin 2t + cos t + sin t cos 2t + sin 2t - cos t + sin t cos 2t ]
2 2
1
= [2 sin 2t + 2 sin t cos 2t ] = sin 2t + sin t cos 2t
2
2. 13 Signals & Systems
2.3.4 Energy and Power Signals
The signals which have finite energy are called energy signals. The nonperiodic signals like
exponential signals will have constant energy and so nonperiodic signals are energy signals.
The signals which have finite average power are called power signals. The periodic signals like
sinusoidal and complex exponential signals will have constant power and so periodic signals are power
signals.
The energy E of a continuous time signal x(t) is defined as,
Energy, E = Lt
T®¥ z
-T
T
x(t)
2
dt in joules
Power, P = Lt
T®¥
1
2T z
T
-T
x(t)
2
dt in watts
For periodic signals, the average power over one period will be same as average power over an
infinite interval.
0
x(t)
2
dt
For energy signals, the energy will be finite (or constant) and average power will be zero.
For power signals the average power is finite (or constant) and energy will be infinite.
i.e., For energy signal, E is constant (i.e., 0 < E < ¥) and P = 0.
For power signal, P is constant (i.e., 0 < P < ¥) and E = ¥ .
Proof :
The energy of a signal x(t) is defined as ,
T
E = Lt
T®¥ z
-T
x(t)
2
dt .....(2.4)
1
P = Lt ´ E .....(2.6)
T®¥ 2T
In equation (2.6), When E = constant,
1
P = E ´ Lt
T®¥ 2T
1
= E ´ = E ´ 0= 0
2´¥
From the above analysis, we can say that when a signal has finite energy the power will be zero. Also, from the above
analysis we can say that the power is finite only when energy is infinite.
Chapter 2 - Continuous Time Signals and Systems 2. 14
Example 2.4
Determine the power and energy for the following continuous time signals.
a) x(t) = e2t u(t)
FG
j 2t +
p IJ
b) x( t ) = e H 4 K
c) x(t) = 3 cos 5 W0 t
Solution
a) Given that, x(t) = e 2t u(t)
Here, x(t) = e2t u(t) ; for all t
\ x(t) = e2t ; for t ³ 0
\
-T
z
T
x(t) dt =
2
zT
0
ee j -2t
2
dt =
z
T
0
-2t 2
de i dt =
T
z
0
e -4t dt =
LM e OP
-4t
N -4 Q
T
=
LM e -4T
-
e0 OP = LM 1 -
e -4T OP
MN -4 -4 PQ N 4 4 Q
Energy, E =
T® ¥
Lt
z
T
-T
x(t) dt =
2
T® ¥
Lt
LM 1
N4
-
e -4T
4
OP
Q
1 e -¥ 1 0 1
= - = - = joules
4 4 4 4 4
Power, P =
T ®¥
Lt
1
2T zT
-T
2
x(t) dt = Lt
T®¥
1 1
2T 4
-
LM
e -4T
N4
OP
Q
1 1
-
LM
e -¥ OP = 0 ´ L 1 - 0
OP =
=
¥ 4 4 N Q MN 4 Q 0
Since energy is constant and power is zero, the given signal is an energy signal.
FG
j 2t+
p IJ
b) Given that, x t af = e
H 4 K
FG p IJ
Here, x(t) = e
j 2t +
H 4 K = 1 Ð 2t +
FG p IJ
H 4 K
\ x( t) = 1
z
T
-T
2
x(t) dt =
z
T
-T
1 ´ dt = t
T
-T
= T + T = 2T
Energy, E =
T® ¥
Lt
z
T
-T
x(t) dt =
2
Lt
T® ¥
2T = ¥
Power, P =
T ®¥
Lt
1
2T z
T
-T
x(t) dt =
2
Lt
T ®¥
1
2T
´ 2T = 1 watt
Since power is constant and energy is infinite, the given signal is a power signal.
2. 15 Signals & Systems
c) Given that, x(t) = 3 cos 5 W 0 t
\
z
T
-T
2
x(t) dt =
zT
-T
d 3cos 5W t i0
2
dt =
z
T
-T
b3cos 5W tg0
2
dt =
zb
T
-T
g
2
3cos 5W 0t dt
=
z
T
-T
9 cos2 5W 0t dt = 9
z FGH
T
-T
1+ cos10W 0 t
2
dt
IJ
K cos 2 q =
1+ cos2q
2
zb LM t + sin10W t OP
T T
9 9
= 1+ cos10W 0t dt = g 0
2
-T
N 10W Q 2 0 -T
9 L sin10W T F sin10W ( - T ) I O
= M
2 MN
T +
10W
- G-T +
H
0
10W JK PPQ 0
0 0
L 2p O sin(- q ) = sin q
9 L sin10W T O 9 M
sin 10 T P
T
=
2 N
M 2T + 2
10W
P =
Q 2 MN M 2T + 2 0
2 p PP W 0 =2pF0 =
2p
0 10
T Q T
9 L T O
sin 20p P =
9 L T O For integer M,
=
2 MN
2T +
10p Q 2 MN 2T + 10p ´ 0 PQ = 9T
sin pM = 0
Energy, E = Lt
T® ¥ zT
-T
2
x(t) dt = Lt 9T = ¥
T® ¥
Power, P = Lt
T ®¥
1
2T z
T
-T
x(t) dt =
2
T®¥
Lt
1
2T
´ 9T = Lt
T ®¥
9
2
=
9
2
= 4.5 watts
Since energy is infinite and power is constant, the given signal is a power signal.
Example : 2
A continuous time signal and its amplitude scaled version are shown in fig 2.20.
x(t) 1
(t) n
2 2x tio
ifica 0 t
pl t1 t2 t3
1 Am
0
A
t1 t2 t3 t
tte
nu
0.
at
(t)
n
Let x1(t) and x2(t) be the time scaled versions of x(t), scaled by constants 4 and 1/4 (0.25)respectively.
Example : 2
A continuous time signal and its time scaled version are shown in fig 2.21.
0 When t =
t1 tFG IJ FG IJ
t
; x 1 1 = x 2 1 = x( t 1 )
t) ion
t1 t 2 t 3 t 2 2 H K H K
2
x(2 press 2 2 2
t2 Ft I F t I
2 2
x(t) om When t = ; x G J = xG 2 J = x(t )
1 2
2 imec 2 H 2K H 2K
T t3 Ft I F t I
3 3
When t = ; x G J = xG 2 J = x(t )
1 3
1 2 H 2K H 2K
0
t1 t2 t3 t
Ti
m (0.5
= 2 ; t1 < t < t2
x
an
= 1 ; t2 < t < t3
sio
t
x2(t)
x2(t) = x(0.5t)
2
0
2t 1 2t 2 2t 3 t
Fig 2.21 : A continuous time signal and its time scaled version.
Chapter 2 - Continuous Time Signals and Systems 2. 18
2.4.2 Folding (Reflection or Transpose) of Continuous Time Signals
The folding of a continuous time signal x(t) is performed by changing the sign of time base t in
the signal x(t).
The folding operation produces a signal x(t) which is a mirror image of the original signal x(t)
with respect to the time origin t = 0.
Example : 1
Example : 2
A continuous time signal and its folded version is shown in fig 2.22.
x(t) x1(t) = x(t) x1(t)
2
x(t)
2
Folding
1 1
0 t1 t2 t3 t 0
t3 t 2 t 1 t
x(t) = 1 ; 0 < t < t1 When t = –t1; x1(–t1) = x(–(–t1)) = x(t1)
=2; t1 < t < t2 When t = –t2; x1(–t2) = x(–(–t2)) = x(t2)
=1; t2 < t < t3 When t = –t3; x1(–t3) = x(–(–t3)) = x(t3)
Let x1(t) and x 2(t) be time shifted version of x(t), shifted by m units of time.
Let x1(t) be delayed version of x(t) and x2(t) be advanced version of x(t).
0 2 5 t
1 3 4
x(t)
)
2 2
x(t
l ay
1 De
0 1 2 3 t
e x2(t)
t+
2
When t = –1 ; x1(–1) = x(–1 + 2) = x(1) = 1
1 When t = 0 ; x1(0) = x(0 + 2) = x(2) = 2
When t = 1 ; x1(1) = x(1 + 2) = x(3) = 1
2 1 0 1 2 t
Fig 2.23 : A continuous time signal and its shifted version.
+ 1 1
1
0 t 0
0 1 2 3 1 2 3 t
1 2 3 t
x1(t) = 1 ; 0 < t < 1 x2(t) = t ;0<t<1 For t = 0 to 1 ; y(t) = x1(t) + x2(t) = 1 + t
=2 ;1<t<2 =1 ;1<t<2 For t = 1 to 2 ; y(t) = x1(t) + x2(t) = 2 + 1 = 3
=1 ;2<t<3 =3–t;2<t<3 For t = 2 to 3 ; y(t) = x 1(t) + x2(t) = 1 + 3 – t = 4 – t
2 2 2
1
´ 1 1
0 0 0
1 2 3 t 1 2 3 t 1 2 3 t
x1(t) = 1 ; 0 < t < 1 x 2(t) = t ; 0 < t < 1 For t = 0 to 1; y(t) = x1(t) ´ x2(t) = 1 ´ t = t
=2;1<t<2 =1;1<t<2 For t = 1 to 2; y(t) = x 1(t) ´ x2(t) = 2 ´ 1 = 2
=1;2<t<3 =3–t;2<t<3 For t = 2 to 3; y(t) = x1(t) ´ x2(t) = 1 ´ (3 – t) = 3 – t
dx(t)
Signal, x(t) Differentiation of x(t),
dt
Integration of x(t), z x(t) dt
d(t) 1
u(t) d(t) t
t u(t) t2
2
t3
t2 2t
3
sin t cost - cos t
e - at
eat aeat
-a
e at
eat aeat
a
-cos W 0 t
sin W 0 t W 0 cos W 0 t
W0
cosW 0 t sin W 0 t
- W 0 sin W 0 t
W0
Chapter 2 - Continuous Time Signals and Systems 2. 22
The standard signals such as impulse, step, ramp and parabolic signals are related through integration
and differentiation as shown below.
t2
d( t ) ¾integration
¾¾¾® u(t) ¾integration
¾¾¾® t ¾integration
¾¾¾®
bImpulseg bUnit stepg bUnit rampg 2
bUnit parabolicg
differentiation differentiation differentiation t2
d( t ) ¬¾¾¾ ¾¾ u(t) ¬¾¾¾ ¾¾ t ¬¾¾¾ ¾¾
bImpulseg b Unit stepg b Unit rampg 2
b Unit parabolicg
d Du u(0 + ) - u(0 - ) 1 - 0
Note : u(t) = = = = ¥ t =0
= Impulse
dt t =0 Dt t =0 Dt t =0
0
t =0
Example 2.5
A continuous time signal is defined as,
x(t) = t ; 0 £ t £ 3
=0 ;t>3
Solution
The given signal is shown in fig 1.
The signal x(t) is the folded version of x(t). The signal x(t) is shown in fig 2.
The signal x(2 t) = x(t + 2) is the advanced version of the folded signal. The signal x(t + 2) is shown in fig 3.
2 2 2
1 1 1
0 0 0
1 2 3 t 3 2 1 1 2 3 t 5 4 3 2 1 1 2 3 t
Fig 1 : x(t). Fig 2 : x(t). Fig 3 : x(2 t).
Example 2.6
Sketch the even and odd parts of the following signals.
a) b) x(t)
x(t)
1
1
0 a 0 a
t t
Solution
1 1 1
a) The even part of the signal is given by, x e (t ) = [x( t ) + x(- t)] = x( t) + x( - t) .....(1)
2 2 2
1 1 1
The odd part of the signal is given by, x o (t ) = [x( t ) - x( - t)] = x(t) - x(- t) .....(2)
2 2 2
2. 23 Signals & Systems
From equations (1) and (2), it is observed that the even and odd parts of the signal can be obtained from the folded
and scaled versions of the signal. Hence the given signal is folded, scaled and then graphically added and subtracted to
get the even and odd parts as shown below.
x(t) x(t)
1 Fold 1
0 a a 0
t t
1 1
Scale by Scale by
2 2
1 1
x(t) x( - t)
2 2
1 1
2 2
0 a a 0
t t
1 1 1 1 1 1
x e (t ) = [x(t ) + x( - t)] = x( t) + x( - t) x o (t ) = [x( t ) - x( - t)] = x(t) - x(- t)
2 2 2 2 2 2
xe(t) xo(t)
1 1
2 2
a
0 a
a 0 a - 1 t
t 2
1 1 1
b) The even part of the signal is given by, x e (t ) = [ x(t ) + x( - t)] = x( t) + x( - t) .....(1)
2 2 2
1 1 1
[x( t ) - x( - t)] =
The odd part of the signal is given by, x o (t ) = x(t) - x(- t) .....(2)
2 2 2
From equations (1) and (2), it is observed that the even and odd parts of the signal can be obtained from the
folded and scaled versions of the signal. Hence the given signal is folded, scaled and then graphically added and
subtracted to get the even and odd parts as shown below.
x(t) x(t)
1
Fold 1
0 a a 0
t t
1 1
Scale by Scale by
2 2
1
1 x( - t)
x(t) 2
2
1
1 2
2
a 0
0 a
t t
Chapter 2 - Continuous Time Signals and Systems 2. 24
1 1 1 1 1 1
x e (t ) = [x( t ) + x(- t)] = x( t) + x( - t) x o (t ) = [x(t ) - x(- t)] = x( t) - x(- t)
2 2 2 2 2 2
xe(t) xe(t)
1
1 2
2
a 0 a
t
- 1
a 0 a 2
t
2.5 Impulse Signal
The impulse signal is a special signal which can be derived as follows.
Consider a pulse signal, PD(t) with height A/D and width D as shown in fig 2.28. Now, the
pulse signal, PD(t) can be defined as, PD(t)
A
D
A
PD ( t ) = ; 0£t£D
D
= 0 ; t>D
The area of the pulse signal for any value of t is given by, 0 t
A D
Area = Height ´ Width = ´D =A
D Fig 2.28 : Pulse signal.
In the signal, PD(t) if the width D is reduced, then the height A /D increases, but the area of the
pulse remains same as A. When the width D tends to zero, the height A /D tends to infinity. This limiting
value of the pulse signal is called impulse signal, d(t). Even when the width D tends to zero, the area of
the pulse remains as A. d(t)
¥
A
\ Impulse Signal, d( t ) = Lt PD ( t ) = Lt ; t=0
D®0 D®0 D
= 0 ; t ¹0
+¥ 0 t
\ Impulse Signal, d( t ) = ¥ ; t = 0
= 0 ; t ¹0
and z
-¥
d( t ) dt = A Fig 2.29 : Impulse signal
(or Unit impulse signal).
In the above impulse signal if A=1, then the impulse signal is called a unit impulse signal.
The impulse signal or unit impulse signal can be represented graphically as shown in fig 2.29. An impulse
with infinite magnitude and zero duration is a mathematical fiction and does not exist in reality. However
a signal with large magnitude and short duration (when compared to time constant of a system) can be
considered as an impulse signal. Practically, the magnitude of the impulse is measured by its area.
Definition of impulse signal : The impulse signal is a signal with infinite magnitude and zero duration,
but with an area of A. Mathematically, an impulse signal is defined as,
+¥
Impulse Signal, d ( t ) = ¥ ; t = 0
= 0 ; t ¹0
and z
-¥
d ( t ) dt = A
Definition of unit impulse signal : The unit impulse signal is a signal with infinite magnitude and zero
duration, but with unit area. Mathematically, a unit impulse signal is defined as,
+¥
Proof :
Consider a narrow pulse signal, P D(t) of width D l and height 1/Dl as shown in fig 2.30.
Now the pulse signal is defined as, PD(t)
1
1 Dl
PD (t ) = ; 0 £ t £ Dl
Dl
= 0 ; t > Dl
Now the impulse signal can be represented as,
0 t
d(t) = Lt PD ( t)
Dl ® 0
Dl
On integrating the above equation we get, Fig 2.30.
+¥ +¥ +¥ Dl Dl
1 1
z
-¥
d(t)dt = z
-¥
Lt
Dl ® 0
PD (t) dt = Lt
Dl ® 0 z
-¥
PD (t) dt = Lt
Dl ® 0 z 0
Dl
dt = Lt
Dl ® 0 Dl z
0
dt
1 Dl 1
= Lt t 0
= Lt Dl - 0 = Lt 1 = 1
Dl ® 0 Dl Dl ® 0 Dl Dl ® 0
+¥
Property - 2: z
-¥
x(t) d( t ) dt = x(0)
Proof :
+¥ +¥ Since d(t) is nonzero only at t=0,
z
-¥
x( t) d(t) dt =
-¥
z x( 0) d(t) dt
+¥
x(t) is replaced by x(0).
Since x(0) is constant, it is
taken outside integration.
= x( 0) z
-¥
d(t) dt = x(0) ´ 1 = x(0)
Using property-1
+¥
Property - 3: z
-¥
x(t) d( t - t 0 ) dt = x( t 0 )
Proof :
+¥
Property - 4: z
-¥
x(l ) d( t - l ) dl = x(t)
Proof :
+¥
+¥
x(t 0 )
Since impulse signal is even, d(l-t) = d(t-l), Therefore the above equation is written as shown below.
x(t)
+¥
z
-¥
x( l ) d( t - l) dl = x(t)
1
Property - 5 : d(at ) =
a
dt bg
Proof :
Consider a narrow pulse signal, P D(t) of width D l and height 1/Dl as shown in fig 2.31(a).
P D (t) P D (at)
1 1
Dl Time scale Dl
0 t 0 t
Dl Fig 2.31 (a) . Dl a Fig 2.31 (b).
1 1
PD (t ) = ; 0 £ t £ Dl PD (at) = ; 0 £ t £ Dl
a
Dl Dl
Dl
= 0 ; t > Dl = 0 ; t> a
+¥ Dl
1
\ z
-¥
PD (t) dt = z
0
Dl
dt ....(2.7)
+¥ Dl a Dl +¥
1 1 1 1
z
-¥
PD (at) dt = z
0
Dl
dt =
a z
0
Dl
dt =
a z
-¥
PD (t) dt ....(2.8 ) Using equation (2.7)
Now the impulse signal and time scaled impulse signal can be represented as,
+¥ +¥ +¥ +¥
1
z
-¥
d(at) dt = z
-¥
Lt
Dl ® 0
PD ( at) dt = Lt
Dl ® 0 z
-¥
PD (at) dt = Lt
Dl ® 0 a z
-¥
PD (t ) dt
Using equation (2.8)
+¥ +¥
1 1
=
a z -¥
Lt PD (t ) dt =
Dl ® 0 a z
-¥
d(t) dt
Using definition of
+¥ +¥ impulse signal
1
\ z
-¥
d(at) dt =
a z
-¥
d(t) dt
x(t) ~x( t )
7Dt
t
5Dt
6Dt
3Dt
4Dt
2Dt
2Dt
Dt
3Dt
Dt
0 t
M
M
x( -2Dt) = ~
x(t) ; for - 2Dt < t < - Dt
x( - Dt ) = ~x(t) ; for - Dt < t < 0
x(0) = ~x(t) ; for 0 < t < Dt
x( Dt ) = ~x(t) ; for Dt < t < 2Dt
x(2Dt) = ~
x(t) ; for 2Dt < t < 3Dt
M
M
\ x( t ) = Lt ~x(t)
Dt ® 0
0
2Dt
Dt
Dt
0
2Dt
Dt
Dt
2Dt
Dt
3Dt
0
t t t
0
t
Fig 2.35.
If we multiply ~x ( t ) with shifted pulse signals shown in fig 2.35, then each product will select one
pulse of the signal ~x ( t ) as shown below.
M
M
x( -2Dt) = ~ x(t) PD (t + 2Dt ) Dt
~
x(- Dt) = x(t) PD (t + Dt ) Dt
x(0) = ~x(t) PD (t) Dt
x( Dt) = ~x(t) PD (t - Dt ) Dt
x(2 Dt) = ~ x(t) PD (t - 2Dt) Dt
M
M
In the above equation ~x ( t ) can be replaced by respective selected pulses itself as shown below,
M
M
\ x( -2 Dt) = ~ x( -2Dt) PD (t + 2Dt ) Dt
x( - Dt) = ~ x(- Dt ) PD (t + Dt ) Dt
~
x(0) = x(0) PD (t) Dt
x( Dt) = ~ x( Dt ) PD (t - Dt) Dt
x(2Dt) = ~x(2Dt ) PD (t - 2Dt ) Dt
M
M
On substituting the above equations in equation (2.9) we get,
~x(t) = Lt
LM..... ~x(~-2Dt) P (t + 2Dt) Dt ~+ ~x(- Dt) P (t + Dt) Dt + ~x(0) P (t) Dt OP
D D D
Dt ® 0
N + x(Dt) P (t - Dt) Dt + x(2Dt) P (t - 2Dt) Dt + ........................Q
+¥
D D
= Lt
Dt ® 0
å ~x(nDt) PD ( t - nDt) Dt
n = -¥
On applying limit Dt ® 0 the signal ~x( nDt ) becomes continuous, the signal PD(t - nDt) becomes
an impulse and so the summation becomes integration.
Hence the above equation can be expressed as,
+¥
x(t) = z
-¥
x( t) d (t - t ) dt ....(2.10)
The equation (2.10) is used to represent any continuous time signal x(t) as an integral of impulses.
2. 29 Signals & Systems
2.6 Continuous Time System
A continuous time system (or Analog system) is a physical device that operates on a continuous
time signal (or an analog signal) called input or excitation, according to some well defined rule, to produce
another continuous time signal (or an analog signal) called output or response. We can say that the input
signal x(t) is transformed by the system into a signal y(t), and the transformation can be expressed
mathematically as shown in equation (2.11).The diagrammatic representation of continuous time system
is shown in fig 2.36.
Response, y(t) = H{x(t)} .....(2.11)
where, H denotes the transformation (also called an operator).
Continuous
time system
x(t) y(t)
H
Input signal Output signal
or Excitation or Response
di(t)
L R i(t ) + L = n(t)
R dt
+ +
R i(t) di( t ) Replace i(t) by y(t) and n(t) by x(t)
L
dt ¯
i(t) = y(t) dy( t )
Ry( t ) + L = x(t)
dt
+- dy( t ) R 1
\ + y( t ) = x(t)
n(t) = x(t) dt L L
R C
R i( t) +
1
C z i(t) dt = n(t)
+ + differentiate
R i(t) 1
C z i ( t ) dt
R
di(t)
+
1
¯
i(t) =
dn(t)
i(t) = y(t) dt C dt
R i(t ) + L
di(t)
dt
+
1
C z i(t) dt = n(t)
R L C differentiate
+ + + ¯
di( t )
R i(t)
L
dt
1
C z i ( t ) dt
R
di(t)
dt
+ L
d 2i( t )
dt 2
+
1
C
i(t) =
dn(t)
dt
i(t) = y(t)
Replace i(t) by y(t) and n(t) by x(t)
+- ¯
n(t) = x(t) dy(t) d 2 y( t ) 1 dx(t)
R + L + y(t) =
dt dt 2 C dt
d 2 y( t ) R dy(t) 1 1 dx(t)
\ + + y(t) =
dt 2 L dt LC L dt
Fig 2.40 : RLC circuit and the mathematical equation governing RLC circuit.
2. 31 Signals & Systems
In general, the input-output relation of an LTI (Linear Time Invariant) continuous time system is
represented by a constant coefficient differential equation shown below (equation (2.18)).
dN d N -1 d N -2 d dM
a0 y(t) + a y(t) + a y(t) + ....... + a - y(t) + a y(t) = b x( t )
dt N - 1 dt N - 2
1 2 N 1 N 0
dt N dt dt M
d M -1 dM-2 d
+ b1 M - 1 x( t ) + b 2 M - 2 x( t ) + .......+ b M -1 x( t ) + b M x( t ) .....(2.13)
dt dt dt
where, N = Order of the system, M £ N, and a0 = 1.
The solution of the above differential equation is the response y(t) of the system, for the input x(t).
Note : A system is linear if it obeys the principle of superposition and it is time invariant if its
input-output relationship do not change with time.
2.6.2 Block Diagram and Signal Flow Graph Representation of LTI Continuous Time System
Block Diagram
A block diagram of a system is a pictorial representation of the functions performed by the system.
The block diagram of a system is constructed using the mathematical equation governing the system.
The basic elements of a block diagram are Differentiator, Integrator, Constant Multiplier and Signal
Adder. The symbols used for the basic elements and their input-ouput relation are listed in table 2.2.
Table 2.2 : Basic Elements of Block Diagram and Signal Flow Graph
d
d d d
Differentiator x(t) x( t ) dt
dt dt x(t) x( t )
dt
Integrator z
(with zero initial
condition)
x(t) z z x(t) dt x(t) z x(t) dt
a
Constant Multiplier x(t) a a x(t) x(t) a x(t)
x1(t) x1(t)
Signal Adder 1
x1(t) + x2(t)
+ x1(t) + x2(t)
x2(t) 1
x2(t)
Chapter 2 - Continuous Time Signals and Systems 2. 32
Signal Flow Graph
A signal flow graph of a system is a graphical representation of the functions performed by the
system. The signal flow graph shows the flow of signals from one point of a system to another and gives
the relationship among the signals. The signal flow graph of a system is constructed using the mathemetical
equation governing the system.
The basic elements of a signal flow graph are nodes and directed branches. Each node represents
a signal. The signal at a node is given by the sum of all incoming signals. Each branch has an input node
and an output node. The direction of signal flow is marked by an arrow on the branch and the operation
performed by the signal is indicated by an operator like integrator/differentiator. When the signal passes
from the input node to the output node, it is operated by the operation specified by the branch. The basic
operations performed by the branches of a signal flow graph are listed in table 2.2.
Example 2.7
Construct the block diagram and signal flow graph of the system described by the equation,
5
x( t)
5
3
x(t) 3 + + y(t)
d d
dt dt
d
dt
2
1 d y(t ) d 2 y ( t)
-
3 dt 2 -1 dt 2
3
4 dx(t)
3 dt
x(t ) +
5
y(t)
3
5
3
x(t) y(t)
d d
dt dt
4
3 -2
2 dy(t) 1 d2 y(t) 3 dy( t)
- -
dx(t ) 3 dt 3 dt 2 dt
dt d
-1 dt
3
d 2 y ( t)
Fig 2 : Signal flow graph using differentiators.
dt 2
initial conditions
¯
y( t) + 2 z y(t) dt + 3 zz y(t) dt dt = 4 z x(t) dt + 5 zz x(t) dt dt
The equation (2) is used to construct the block diagram and signal flow graph using integrators as shown in fig 3
and fig 4 respectively.
z x(t) dt z
4 x( t ) dt
x(t)
z 4 + + y(t)
z z
zz x(t) dt dt zz
5 x(t ) dtdt z
-2 y(t) dt z y(t) dt
5 + 2
3
zz y(t) dt dt
zz
-3 y( t) dt dt
Fig 3 : Block diagram using integrators.
Chapter 2 - Continuous Time Signals and Systems 2. 34
dt
dt
t)
x(
5
z
+
z x(t) dt
dt
z x(t)
z 4 y(t)
4
x(t) y(t)
z
5 z
2
zz x(t) dt dt z zz
-2 y(t) dt - 3 y(t ) dt dt z y(t) dt
3
z
zz y(t) dt dt
Fig 4 : Signal flow graph using integrators.
The homogeneous solution is obtained when x(t) = 0. On substituting x(t) = 0 in the system
equation (2.14) we get,
dN d N -1 d N -2 d
N
y(t) + a1 N -1 y(t) + a 2 N - 2 y(t) + .......+ a N -1 y(t) + a N y(t) = 0 .....(2.17)
dt dt dt dt
dN
N
y( t ) = C lN e lt
dt
On substituting the above assumed solution in equation (2.17) we get,
C lN e lt + a1 C lN -1 e lt + a 2 C lN - 2 e lt +......+ a N - 1C l e lt + a N C e lt = 0
\ lN + a 1 lN - 1 + a 2 lN - 2 + ......+ a N -1l + a N
d i Ce lt
=0
Now the characteristic polynomial of the system is given by,
lN + a 1 lN -1 + a 2 lN - 2 +......+ a N - 1l + a N = 0
The characteristic polynomial has N roots, which are denoted as l1, l2,...lN.
The roots of the characteristic polynomial may be distinct real roots, repeated real roots or complex
roots. The assumed solutions for various types of roots are given below.
Distinct Real Roots
Let the roots l1, l2, l3, ... lN be distinct real roots. Now the homogeneous solution will be in the
form,
where, C1, C2, .....CN are constants that can be evaluated using initial conditions.
Repeated Real Roots
Let one of the real roots l1 repeats p times and the remaining (N p) roots are distinct real roots.
Chapter 2 - Continuous Time Signals and Systems 2. 36
Now the homogeneous solution is in the form,
l p +1t
y h ( t ) = (C1 + C2 t + C3 t 2 + ..... + C p t p - 1 ) e l1t + C p + 1 e + .... + C N e l N t
where, C1 , C 2 , C3 ,...... C N are constants that can be evaluated using initial conditions.
Complex Roots
Let the characteristic polynomial have a pair of complex roots l and l* and the remaining (N 2) roots
be distinct real roots. Let, l = a + jb and l* = a - jb. Now, the homogeneous solution will be in the form,
l N - 1t
bg b g
y h t = e at C1cosbt + jC2 sinbt + C3 e l 3t +......+ C N -1 e + CN el N t
where, C1, C2, C3 ... CN are constants that can be evaluated using initial conditions.
The general form of a particular solution for various types of inputs are listed in table 2.3.
Table 2.3 : Particular Solution
of characteristic
x(t) = A sin W0 t yp(t) = K1 cos W 0 t + K2 sin W 0 t
polynomial.
\ Zero - input response, y zi ( t ) = yh ( t ) with constants evaluated using initial output conditions
The zero-state response yzs(t) (or forced response) is obtained from the sum of homogeneous
solution and particular solution and evaluating the constants with zero initial conditions.
\ Zero - state response, y zs ( t ) = y h ( t ) + yp ( t )
with const ants C 1 , C2 , ....CN evaluated with zero initial output cond itions
The sum of zero-input response and zero-state response will be the total response or complete
response of a system.
The total response y(t) of a continuous time system can be obtained by the following two methods.
Method -1
The total response y(t) is given by the sum of homogeneous solution and particular solution.
\ Total response, y(t) = yh(t) + yp(t)
Procedure to Determine Total Response
1. Determine homogeneous solution yh(t) with constants C1, C2, .....CN.
2. Determine particular solution yp(t) and estimate the constant K by evaluating the given system
equation using yp(t) for any value of t ³ 1 so that no term of the system equation vanishes.
3. Now the total response y(t) is given by, the sum of yh(t) and yp(t)
\ Total response, y(t) = yh (t) + yp(t)
4. The total response y(t) will have N number of constants C1, C2, .....CN. Evaluate the constants
C1, C2, .....CN using initial outputs (or initial conditions).
Method -2
The total response y(t) is given by the sum of zero-input response and zero-state response.
\ Total response, y(t) = yzi(t) + yzs(t)
Procedure to Determine Total Response
1. Determine the homogeneous solution yh(t) with constants C1, C2, ....CN.
2. Determine the zero-input response yzi(t) which is obtained from the homogeneous solution yh(t)
by evaluating the constants C1, C2, ....CN using initial outputs (or initial conditions).
3. Determine particular solution yp(t) and estimate the constant K by evaluating the given system
equation using yp(t) for any value of t ³ 1 so that no term of the system equation vanishes.
4. Determine the zero-state response, yzs(t) which is given by sum of homogeneous solution and
particular solution and evaluating the constants C1, C2, ....CN with zero initial conditions.
5. Now the total response y(t) is given by the sum of zero-input response and zero-state response.
\ Total response, y(t) = yzi(t) + yzs(t)
Chapter 2 - Continuous Time Signals and Systems 2. 38
Example 2.8
Determine the natural response of the system described by the equation,
Homogeneous Solution
The homogeneous solution is the solution of the system equation when x(t) = 0.
On substituting x(t) = 0 in system equation (equation (1)) we get,
d2 y(t) dy(t)
+ 6 + 5y(t) = 0 .....(2)
dt 2 dt
d d2
Let, y( t) = C e lt ; \ y( t) = C l elt ; y(t ) = C l2 elt
dt dt 2
On substituting the above terms in equation (2) we get,
C l2 e lt + 6 C l e lt + 5 C e lt = 0
\ l2 + 6 l + 5 C e lt = 0
d i
The characteristic polynomial of the above equation is,
l2 + 6l+ 5 = 0 Þ (l + 1) (l + 5) = 0 Þ l = 1, 5
Now the homogeneous solution is given by,
Zero - input response , y zi (t) = yh (t) with const ants evalu ated using initial c onditions
= C1 e - t + C 2 e -5 t
with C and C evaluated using ini tial condi tions
1 2
dy zi (t)
\ = - C1 e - t - 5C 2 e -5 t
dt
At t = 0, y zi (0) = C1 e 0 + C 2 e0 = C1 + C 2
dy zi (t)
At t = 0, = - C1 e0 - 5C 2 e0 = - C1 - 5C 2
dt
dy zi (t)
Given that, = - 2, \ - C1 - 5C 2 = - 2 .....(4)
dt t=0
2. 39 Signals & Systems
On adding equations (3) and (4) we get,
1
-4C2 = - 1 Þ C2 =
4
1 3
From equation (3), C1 = 1- C2 = 1 - =
4 4
3 -t 1 -5 t 1
\ Natural response, y zi (t) = e + e ; t³0 = 3e- t + e -5 t u(t)
d i
4 4 4
Example 2.9
Determine the forced response of the system described by the equation,
dy(t)
5 + 10 y(t) = 2 x(t) , for the input, x(t) = 2 u(t).
dt
Solution
The forced response is the response of the system due to input signal with zero initial conditions and so it is given
by zero-state response.
Zero state response , y zs (t) = yh (t) + y p (t)
with const ants evalu ated with zero initi al conditions
dy(t)
5 + 10 y(t) = 2 x(t) .....(1)
dt
Homogeneous Solution
The homogeneous solution is the solution of the system equation when x(t) = 0.
On substituting x(t) = 0 in system equation (equation (1)) we get,
dy(t)
5 + 10 y(t) = 0 .....(2)
dt
d
Let, y( t) = C elt ; \ y( t) = C l e lt
dt
On substituting the above terms in equation (2) we get,
5 C l e lt + 10 C elt = 0
b g
\ 5 l + 10 C elt = 0
Particular Solution
The particular solution is the solution of the system equation (equation (1)) for specific input.
Here input, x(t) = 2 u(t)
Let the particular solution, yp(t) is of the form,
yp(t) = K x(t)
Chapter 2 - Continuous Time Signals and Systems 2. 40
dy p (t) d
\ y p (t) = 2K u(t) ; = 2K d(t) u(t) = d(t)
dt dt
On substituting the above terms and the input in system equation (equation (1)) we get,
dy(t)
5 + 10 y(t) = 2 x(t)
dt
ß
10 K d(t) + 20 K u(t) = 4 u(t)
At t = 1, 10 K d(1) + 20 K u(1) = 4 u(1) Þ 20 K = 4 Þ K = 1/5 d(1) = 0, u(1) = 1
2
\Particular solution, y p (t) = u(t)
5
Forced Response (or Zero-State Response)
-2t 2
= Ce + u(t)
5
2 2
At t = o, y zs (t) = C e0 + u(0) = C +
5 5
2 2
Since, y zs (0) = 0, C+ =0 Þ C=-
5 5
2 -2 t 2 2
\ Forced Response, y zs (t ) = - e + u(t); for t ³ 0 = 1 - e -2 t d i u(t)
5 5 5
Example 2.10
Determine the complete response of the system described by the equation,
Solution
The given system equation is,
d2 y(t) dy(t)
+ 5 + 4 y(t) = 0 .....(2)
dt 2 dt
d d2
Let, y( t) = C e lt ; \ y( t) = C l e lt and y( t) = C l2 e lt
dt dt
On substituting the above terms in equation (2) we get,
C l2 e lt + 5 C l e lt + 4 C e lt = 0
\ l2 + 5 l + 4 C e lt = 0
d i
2. 41 Signals & Systems
The characteristic polynomial of the above equation is,
l2 + 5l + 4 = 0 Þ (l + 4) (l + 1) = 0 Þ l = 4, 1
Now the homogeneous solution is given by,
Particular Solution
The particular solution is the solution of the system equation (equation (1)) for specific input.
Here input, x(t) = e2t u(t)
\ x(t) = e2t ; for t ³ 0
dx(t)
\ = - 2e -2t
dt
Let the particular solution, yp(t) is of the form,
yp(t) = K x(t)
dyp (t) d2 y( t)
\ y p (t) = K e -2t ; = - 2K e -2t ; = 4K e -2t
dt dt 2
On substituting the above terms and the input in system equation (equation (1)) we get,
ß
4K e2t 10K e2t + 4K e2t = 2 e2t
On dividing throughout by e2t we get,
4K 10K + 4K = 2 Þ 2K = 2 Þ K=1
\ Particular solution, yp(t) = e 2t
Method - 1
Total response, y(t) = yh(t) + yp(t)
\ y(t) = C1 e4t + C2 et + e2t
When t = 0, y(t) = y(0) = C1 e0 + C2 e0 + e0 = C1 + C2 + 1
Given that y(0) = 0, \ C1 + C2 + 1 = 0 .....(3)
dy(t)
Here, = - 4C1 e -4t - C 2 e - t - 2 e -2t
dt
dy(t)
Now, = - 4C1 e0 - C 2 e0 - 2 e 0 = - 4C1 - C 2 - 2
dt t=0
dy(t) .....(4)
Given that, = 1; \ -4C1 - C 2 - 2 = 1
dt t=0
2 -4 t 1 -t
\ Total Response, y(t) = - e - e + e -2 t ; t ³ 0
3 3
(or) y(t) =
FG e -2 t
-
2 -4 t
e -
1 -t
e u(t)
IJ
H 3 3 K
Method - 2
Total response, y(t) = yzi(t) + yzs(t)
dyh (t)
At t = 0, = - 4C1 e 0 - C 2 e 0 = - 4C1 - C2
dt
dyh (t)
Given that, = 1, \ - 4C1 - C2 = 1 .....(6)
dt t=0
\ yzs(t) = C1 e 4t t
+ C2 e + e 2t
dy zs (t)
\ = - 4C1 e -4t - C2 e - t - 2 e -2 t
dt
At t = 0, y zs (0) = C1 e0 + C 2 e0 + e0 = C1 + C 2 + 1
dy zs (t)
At t = 0, = - 4C1 e 0 - C 2 e0 - 2 e0 = - 4C1 - C 2 - 2
dt
Since initial conditions are zero,
C1 + C2 + 1 = 0 .....(7)
4C1 C2 2 = 0 .....(8)
On adding equations (7) and (8) we get,
1
-3C1 - 1 = 0 Þ C1 = -
3
2. 43 Signals & Systems
1 2
From the equation (7), C2 = - 1 - C1 = -1 + = -
3 3
1 -4t 2 -t
\ y zs (t) = - e - e + e-2 t
3 3
\ Total Response, y(t) = y zi (t) + yzs (t)
1 -4 t 1 -t 1 -4 t 2 -t
= - e + e - e - e + e-2 t
3 3 3 3
2 -4 t 1 -t
= - e - e + e-2t ; t ³ 0
3 3
=
FG e -2 t
-
2 -4 t
e -
1 -t IJ
e u(t)
H 3 3 K
2.8 Classification of Continuous Time Systems
The continuous time systems are classified based on their characteristics. Some of the classifications
of continuous time systems are,
1. Static and dynamic systems
2. Time invariant and time variant systems
3. Linear and nonlinear systems
4. Causal and noncausal systems
5. Stable and unstable systems
6. Feedback and nonfeedback systems
2.8.1 Static and Dynamic Systems
A continuous time system is called static or memoryless if its output at any instant of time t
depends at most on the input signal at the same time but not on the past or future input. In any other case,
the system is said to be dynamic or to have memory.
Example :
123 123
y(t) = a x(t)
Static systems
y(t) = t x(t) + 6 x3(t)
Solution
a) Given that, y(t) = 2t x(t)
Solution
a) Given that, y(t) = 2 ex(t)
dx ( t)
d) Given that, y( t ) = x( t ) +
dt
e) Given that, y ( t) = x( t ) +
z x ( t) dt
x(t)
Input signal
Delay
x(t - m)
Delayed input
H
z
y1(t) = x(t - m) + x(t - m) dt
Response for
System delayed input
Test 2 : Delayed response
x(t)
Input signal
H
y(t ) = x( t) +
Response for
z x( t) dt
Delay
y2 (t) = x(t - m) + z x(t - m) dt
If a relaxed system does not satisfy the superposition principle as given by the above definition, the
system is nonlinear. The diagrammatic explanation of linearity is shown in fig. 2.42.
Chapter 2 - Continuous Time Signals and Systems 2. 48
x1(t) a1x1(t)
a1
a1H{x1(t)} + a2H{x2(t)}
+
The system, H is linear if and only if, H{a1 x1(t) + a2 x2(t)} = a1 H{x1(t)} + a2 H{x2(t)}
Example 2.13
Test the following systems for linearity.
a) y(t) = t x(t), b) y(t) = x(t2), c) y(t) = x2(t), d) y(t) = A x(t) + B, e) y(t) = ex(t).
Solution
a) Given that, y(t) = t x(t)
Let H be the system operating on x(t) to produce, y(t) = H{x(t)} = t x(t).
Consider two signals x1(t) and x2(t).
Let y1(t) and y2(t) be the response of the system H for inputs x1(t) and x2(t) respectively.
\ y1(t) = H{x1(t)} = t x1(t) ....(1)
y2(t) = H{x2(t)} = t x2(t) .....(2)
Let x3(t) = a1 x1(t) + a2 x2(t). A linear combination of inputs x1(t) and x2(t)
Let y3(t) be the response of the system H for input x3(t).
\ y3(t) = H{ x3(t)} = H{ a1 x1(t) + a2 x2(t)}
= t(a1 x1(t) + a2 x2(t)) = a1 t x1(t) + a2 t x2(t)
= a1 y1(t) + a2 y2(t)) Using equations (1) and (2)
Let x3(t) = a1 x1(t) + a2 x2(t). A linear combination of inputs x1(t) and x2(t)
Let x3(t) = a1 x1(t) + a2 x2(t). A linear combination of inputs x1(t) and x2(t)
Let y3(t) be the response of the system H for input x3(t).
\ y3(t) = H{x3(t)} = H{ a1 x1(t) + a2 x2(t)}
= e( a1 x1( t ) + a 2 x 2 ( t )) = e a1x1( t) ea 2 x 2 ( t )
a1 a2
e
= e x1( t ) j ee j x 2 (t)
b g by (t)g
= y1(t)
a1
2
a2
Using equations (1) and (2)
Example 2.14
Test the following systems for linearity.
\ y 3 (t) = H{ x 3 (t)}
dx 3 (t)
= 4 x 3 (t) + 2
dt
d
= 4(a1 x1(t) + a2 x 2 (t)) + 2 (a1 x1(t) + a 2 x 2 ( t))
dt
dx1( t) dx 2 ( t)
= 4a1 x1(t) + 4a 2 x 2 (t) + 2a1 + 2a 2
dt dt
FG
= a1 4 x1( t) + 2
dx1( t) IJ FG
+ a 2 4 x 2 (t ) + 2
dx 2 ( t) IJ
H dt K H dt K Using equations (1) and (2)
= a1 y1( t) + a2 y2 ( t)
d2 y1(t) dy1(t)
+ 2 + 3 y1(t) = x1(t) .....(1)
dt 2 dt
When the input is x2(t), the response is y2(t). Hence the system equation for the input x2(t) can be written as,
d2y1(t) dy1(t)
\ a1 + 2a 1 + 3a1 y1(t) = a1 x1(t) .....(4)
dt 2 dt
Let us multiply equation (2) by a2.
d2 y 2 (t) dy 2 (t)
\ a2 + 2a 2 + 3a 2 y 2 (t) = a 2 x 2 (t) .....(5)
dt 2 dt
On adding equation (4) and (5) we get,
d2 d
[ a1 y1(t ) + a 2 y 2 ( t)] + 2 [a1 y1(t ) + a 2 y 2 (t )] + 3[a1 y1(t ) + a 2 y 2 (t )] = a1 x1( t) + a2 x 2 (t ) .....(6)
dt 2 dt
On comparing equations (3) and (6) we can say that,
if, x3(t) = a1 x1(t) + a2 x2(t), then y3(t) = a1 y1(t) + a2 y2(t)
Hence the sytem is linear.
d) y(t) = x(t) + z
0
x(l) dl e) y(t) = x(t) + z
0
x(l) dl f) y(t) = 2x(t) +
dx(t)
dt
Solution
a) Given that, y(t) = x(t) x(t 1)
When t = 0, y(0) = x(0) x(1) Þ The response at t = 0, i.e., y(0) depends on the
present input x(0) and past input x(1).
When t = 1, y(1) = x(1) x(0) Þ The response at t = 1, i.e., y(1) depends on the
present input x(1) and past input x(0).
From the above analysis we can say that for any value of t, the system output depends on present and past inputs.
Hence the system is causal.
t
d) Given that, y(t) = x(t) + z 0
x( l ) dl
t
y(t) = x(t) + z
0
t
x(l ) dl = x(t) + z( l ) 0 = x( t) + z( t) - z(0), z
where, z(l ) = x(l ) dl
When t = 0, y(0) = x(0) + z(0) - z(0) Þ The response at t = 0, i.e., y(0) depends on present input.
When t = 1, y(1) = x(1) + z(1) - z(0) Þ The response at t = 1, i.e., y(1) depends on present and past input.
When t = 2, y(2) = x(2) + z(1) - z(0) Þ The response at t = 2, i.e., y(2) depends on present and past input.
From the above analysis we can say that the response for any value of t depends on the present and past input.
Hence the system is causal.
2. 53 Signals & Systems
3t
e) Given that, y(t) = x(t) + z0
x ( l ) dl
3t
y(t) = x(t) + z
0
3t
x(l) dl = x(t) + z(l) 0 = x(t) + z(3t) - z(0), z
where z(l) = x(l) dl
When t = 0, y(0) = x(0)+z(0)- z(0) Þ The response at t = 0, i.e., y(0) depends on present input.
When t = 1, y(1) = x(1) + z(3) - z(0) Þ The response at t =1, i.e., y(1) depends on present, past and future inputs.
When t = 2, y(2) = x(2) + z(6) - z(0) Þ The response at t = 2, i.e., y(2) depends on present, past and future inputs.
From the above analysis we can say that the response for t > 0 depends on the present, past and future inputs.
Hence the system is noncausal.
dx(t)
f) Given that, y(t) = 2x(t) +
dt
dx(t)
y(t) = 2 x(t) +
dt
x( t) - x( t - Dt)
= 2 x(t) + Lt (Using definition of differentiation, refer section 2.4.6)
Dt ® 0 Dt
In the above equation, for any value of t, the x(t) is present input and x(t-Dt) is the past input.
Therefore we can say that the response for any value of t depends on present and past input. Hence the system
is causal.
Example 2.16
Test the causality of the following systems.
a) y(t) = x(t) + 3 x(t + 4) b) y(t) = x(t2)
c) y(t) = x(2t) d) y(t) = x(t)
Solution
a) Given that, y(t) = x(t) + 3 x(t + 4)
W hen t = 0, y(0) = x(0) + 3 x(4) Þ The response at t = 0, i.e., y(0) depends on the
present input x(0) and future input x(4).
When t = 1, y(1) = x(1) + 3 x(5) Þ The response at t = 1, i.e., y(1) depends on the
present input x(1) and future input x(5).
From the above analysis we can say that the response for any value of t depends on present and future inputs.
Hence the system is noncausal.
\ z
-¥
| h( t )| dt < ¥ , for stability of an LTI system.
Proof :
The response of a system y(t) for any input x(t) is given by convolution of the input and impulse response.
+¥
y( t) = z
-¥
h( t) x(t - t) dt .....(2.18)
2. 55 Signals & Systems
On taking the absolute value on both sides of equation (2.18), we get,
+¥ +¥
y( t ) = z
-¥
+¥
h( t) x(t - t ) dt = z
-¥
h( t) x(t - t ) dt
= z
-¥
h( t ) x(t - t) dt .....(2.19)
If the input x(t) is bounded then there exists a constant MX, such that | x(t-t) | £ MX < ¥. Hence equation(2.19) can be written as,
+¥
y( t ) = M x z
-¥
h( t) dt .....(2.20)
From equation (2.20) we can say that the output y(t) is bounded, if the impulse response satisfies the condition,
z
+¥
-¥
h( t) dt < ¥
\ z
-¥
h(t ) dt < ¥
Example 2.17
Test the stability of the following systems.
Solution
a) Given that, y(t) = cos (x(t))
The given system is a nonlinear system, and so the test for stability should be performed for specific inputs.
The value of cos q lies between 1 to +1 for any value of q. Therefore the output y(t) is bounded for any value of input
x(t). Hence the given system is stable.
d) h(t) = t e3t u(t) e) h(t) = t cost u(t) f) h(t) = et sint u(t)
Solution
a) Given that, h(t) = e5|t|
+¥
For stability, z
-¥
h(t) dt < ¥
+¥ +¥ +¥
\ z
-¥
h(t) dt = z
-¥
e -5|t| dt = z
-¥
e -5|t| dt
0 +¥
LM e OP 0
LM e OP
- 5t ¥
= z
-¥
e5t dt + z
0
e-5t dt =
N5Q
5t
-¥
+
N -5 Q
0
0 -¥ -¥ 0
e e e e 1 1 2
= - + - = - 0 + 0 + =
5 5 -5 -5 5 5 5
+¥
Here, z
-¥
h(t) dt =
2
5
= constant. Hence the system is stable.
+¥ +¥ +¥
\ z
-¥
h(t) dt = z
-¥
e4t u(t) dt = z
-¥
e4t u(t) dt
+¥
LM e OP ¥
= z0
e4t dt =
N4Q
4t
0
=
e¥
4
-
e0
4
= ¥ -
1
4
= ¥
+¥
Here, z
-¥
h(t) dt = ¥. Hence the system is unstable.
+¥ +¥ +¥
\ z
-¥
h(t) dt = z
-¥
e-4t u(t) dt =
-¥
z e-4t u(t) dt
+¥
LM e OP
-4t ¥
= z0
e-4t dt =
N -4 Q 0
=
e-¥
-4
-
e0
-4
= 0 +
1
4
=
1
4
+¥
Here, z
-¥
h(t) dt =
1
4
= constant. Hence the system is stable.
2. 57 Signals & Systems
3t
d) Given that, h(t) = t e u(t)
+¥
For stability, z
-¥
h(t) dt < ¥
+¥ +¥ +¥
\ z
-¥
h(t) dt = z
-¥
t e -3t u(t) dt = z
0
t e-3t dt
=
LMt e
N -3
-3t
- z 1 ´
e
-3
-3t
dt
OP
Q
¥
0
=
LM- t e
N 3
-3t
-
e -3t
9
OP
¥
Q
0
z uv = u z z LNM z OQP
v - du v
¥ ´ e -¥ e -¥ 0 ´ e0 e0
=- - + +
3 9 3 9
¥ ´ 0 1 1
=- - 0 + 0 + =
3 9 9
+¥
Since, z
-¥
h(t) dt =
1
9
= constant, the system is stable.
+¥ +¥ +¥
\
z
-¥
h(t) dt =
z
-¥
t cost u(t) dt =
z
0
t cost dt
= LMt sint -
N z 1 ´ sint dt OP
Q
0
¥
= t sint + cost
¥
0 z z z LMN z OPQ
uv = u v - du v
+¥ +¥ +¥
\ z
-¥
h(t) dt =
-¥
z e- t sint u(t) dt = z
0
e- t sint dt .....(1)
¥ ¥
z
0
e - t sint dt = e - t ( - cost)
0
¥
- z
0
e- t
-1
( -cost ) dt
z uv = u z z LNM z OQP
v - du v
= -e- t cost
¥
0
- z
0
e - t cost dt
LM e ¥ OP
= -e - t cost
0
¥
-
MN
-t
sint
¥
0
- z 0
e- t
-1
sint dt
PQ z z z LNM z OQP
uv = u v - du v
= -e - t cost
0
¥
- e- t sint
¥
0
- z0
e- t sint dt .....(2)
Chapter 2 - Continuous Time Signals and Systems 2. 58
From equation (2) we can write,
2 z
0
e - t sint dt = -e- t cost
¥
0
- e- t sint
¥
\ z
0
e - t sint dt =
1
2
-e - t cost
¥
0
-
1 -t
2
e sint
¥
0
.....(3)
z
-¥
h(t) dt = z 0
e- t sint dt =
1
2
- e - t cost
¥
0
-
1 -t
2
e sint
¥
1 1 -¥
= -e -¥ cos ¥ + e0 cos 0 - e sin ¥ - e0 sin 0
2 2
1 1
= -0 ´ cos ¥ + 1 - 0 ´ sin ¥ - 0
2 2
1 1 1
= 0 + 1 - 0 - 0 =
2 2 2
+¥
Since, z
-¥
h(t) dt =
1
2
= constant, the system is stable.
Example 2.19
Determine the range of values of "a" and "b" for the stability of LTI system with impulse response.
h(t) = eat u(t) + e-bt u(t)
Solution
Given that, h(t) = eat u(t) + e-bt u(t).
+¥ +¥ +¥
z
-¥
|h(t )| dt = z
-¥
eat u(t) + e - bt u( t) dt = z
-¥
( e at u( t) + e -bt u(t)) dt
¥ ¥
LM e OP ¥
LM e OP ¥
= z
0
e at dt + z
0
e - bt dt =
NaQ
at
0
+
- bt
N -b Q 0
a´¥ a ´0 -b ´ ¥ -b ´ 0 a´¥
e e e e e 1 e -b ´ ¥ 1
= - + - = - + +
a a -b -b a a -b b
In the above equation if " a" is negative and " b" is positive then it converges to finite value.
Therefore, when " a" is negative and " b" is positive,
¥
z
0
|h(t )| dt =
0
a
-
1
a
+
0
-b
+
1
b
1 1 a-b
= - + = = Cons tan t
a b ab
Here the integral of impulse response is a constant when "a" is negative and "b" is positive.
Therefore the range of values of "a" and "b" for stability of LTI system are, a < 0 and b > 0.
2. 59 Signals & Systems
2.8.6 Feedback and Nonfeedback Systems
The system in which the output y(t) at any time t depends on past output, past input and present
input is called a feedback system. The integration and differentiation of a signal at any time depends on
past value and so the equations governing feedback systems will have terms involving differentiations
and integrations of output and input.
dN d N -1 dN-2 d dM
a0 N
y(t) + a 1 N -1
y(t) + a 2 N-2
y(t) + ....... + a N -1 y(t) + a N y(t) = b0 M x( t )
dt dt dt dt dt
M -1 M -2
d d d
+ b1 M - 1 x( t ) + b 2 M - 2 x( t ) +.......+ b M - 1 x( t ) + b M x( t )
dt dt dt
The system in which the output depends only on the present and past input is called a nonfeedback
system. The equations governing nonfeedback systems will not have terms involving differentiations and
integrations of output.
dM d M -1 dM-2 d
y(t) = b 0 x ( t ) + b 1 x( t ) + b 2 x( t ) +.......+ b M -1 x( t ) + b M x( t )
dt M dt M - 1 dt M - 2 dt
x3 (t) = z
-¥
x1 (l ) x 2 ( t - l ) dl ....(2.21)
y( t ) = x( t ) * h( t ) = z
-¥
x(l ) h( t - l ) dl ....(2.23)
LM +¥ OP
y( t ) = H
MN z
-¥
x(l ) d( t - l ) dl
PQ
+¥
= z
-¥
H x( l ) d( t - l ) dl In linear system, integration and system
operation H can be interchanged
+¥
The system H is a function of
= z
-¥
x( l ) H d(t - l ) dl .....(2.26) t and not a function of l.
Let the response of the LTI system to the unit impulse input d(t) be denoted by h(t).
\ h(t) = H[d(t)]
Then by time invariance property, the response of the system to delayed unit impulse input d(t – l) is given by,
H[d(t – l)] = h(t – l) .....(2.27)
Using equation (2.27), the equation (2.26) can be expressed as,
+¥
y( t ) = z
-¥
x( l ) h(t - l ) dl .....(2.28)
The equation (2.28) represents the convolution of input x(t) with the impulse response h(t) to yield the output
y(t). Hence it is proved that the response y(t) of LTI continuous time system for an arbitrary input x(t) is given
by convolution of input x(t) with impulse response h(t) of the system.
= x2(t) * x1(t)
= RHS
\ y 2 (t ) = z
q = -¥
x 2( q) x 3(t - q) dq
+¥
\ y 2 (t - m) = z
q = -¥
x 2 ( q) x 3(t - q - m) dq .....(2.33)
= z
p = -¥
y 1( p) x 3(t - p) dp
+¥ +¥
= z z
p = - ¥ m = -¥
x 1 ( m) x 2 (p - m) x 3 (t - p) dm dp
Using equation (2.31)
+¥ +¥
= z
m = -¥
z
x1 (m) dm
p = -¥
x 2 (p - m) x 3 (t - p) dp
.....(2.34)
Chapter 2 - Continuous Time Signals and Systems 2. 62
Let, p–m=q when p = –¥, q = p – m = –¥ – m = –¥
\p = q + m when p = +¥, q = p – m = +¥ – m = +¥
dp = dq
On replacing (p – m) by q and p by (q + m) in the equation (2.34) we get,
+¥ +¥
LHS = z
m = -¥
x 1(m) dm z
q = -¥
x2 ( q) x3 (t - q - m) dq
+¥
=
m = -¥
z x 1( m) y 2 (t - m) dm
Using equation (2.33)
= x1(t) * y2(t)
= x1(t) * [x2(t) * x3(t)]
Using equation (2.32)
= RHS
+¥ m is dummy variable
= z
m = -¥
x1( m) x 4 (t - m) dm used for integration
+¥
x4(t-m) = x2(t-m) + x3(t-m)
= z
m = -¥
x1( m) x2 (t - m) dm + z
m = -¥
x 1( m) x 3(t - m) dm
y2(t)
® h (t)2
Fig 2.45 : Parallel connected continuous time systems and their equivalent.
Proof:
With reference to fig 2.45 we can write,
y1(t) = x(t) * h1(t) .....(2.38)
y2(t) = x(t) * h2(t) .....(2.39)
y(t) = y1(t) + y2(t) .....(2.40)
On substituting for y1(t) and y 2(t) from equations (2.38) and (2.39) in equation (2.40) we get,
y(t) = [ x(t) * h1(t) ] + [ x(t) * h2(t) ] .....(2.41)
By using distributive property of convolution, the equation (2.41) can be written as shown below.
y(t) = x(t) * [ h1(t) + h2(t) ]
= x(t) * h(t) .....(2.42)
where, h(t) = h1(t) + h2(t)
From equation (2.42) we can say that the overall impulse response of two parallel connected continuous time
systems is given by the sum of individual impulse responses.
Chapter 2 - Continuous Time Signals and Systems 2. 64
x 3 ( t ) = x1 ( t ) * x 2 ( t ) = z
-¥
x1 (l ) x2 ( t - l ) dl
x 3 ( t) = z
l = l1
x1 (l ) x 2 ( t - l ) dl
If both x1(t) and x2(t) are defined for t > 0, (i.e., both x1(t) and x2(t)
are causal) then the product signal is nonzero in the interval l=0 to l=t ,
Now the signal x3(t) is given by,
l=t
x3 (t) = z
l=0
x1 (l ) x 2 ( t - l ) dl
In order to determine the range of values of l for product signal, graphical representation of
signals will be very useful. The operations like folding, shifting and multiplication can be performed
graphically to ascertain the range of values of l over which the product signal is nonzero.
In the above convolution, if the signals x1(t) and x2(t) are defined by a single mathematical equation
for t = -¥ to +¥, then time shift is valid for any value of t in the range t = -¥ to +¥. Therefore the time
shift, multiplication and integration are performed only once by taking general time shift t.
In the above convolution, if the signals x1(t) and x2(t) are defined by different mathematical equations
in various intervals of time, then the time shift, multiplication and integration are performed in each
interval of time by considering a time shift t in each interval.
2. 65 Signals & Systems
2.9.5 Unit Step Response Using Convolution
In general the response y(t) of a system is given by convolution of input x(t) and impulse response
h(t) of the system.
l = +¥
y( t ) = x( t ) * h( t ) =
l = -¥
z x(l ) h( t - l ) dl
Let the input x(t) be unit step input u(t), and the corresponding response be s(t). Now the unit step
response s(t) is given by,
Unit Step Response, s( t ) = u( t ) * h( t )
= h( t ) * u( t ) Using Commutative property
l =+¥
= z
l =-¥
h(l ) u( t - l ) dl
Example 2.20
Perform convolution of the following causal signals.
a) x1(t) = 2 u(t), x2(t) = u(t) b) x1(t) = e2t u(t) , x2(t) = e5t u(t)
c) x1(t) = t u(t), x2(t) = e5t u(t) d) x1(t) = cos t u(t) , x2(t) = t u(t)
Solution
a) Given that, x1(t) = 2 u(t) = 2 ; t ³ 0
x 2(t) = u(t) =1 ; t³0
Let, x3(t) = x1(t) * x2(t) Since x1(t) and x2(t) are causal,
By definition of convolution, the limits of integration is 0 to t.
l=t l=t l=t
t
= 2l 0
= 2 t-0 = 2t ; for t ³ 0 = 2 t u( t)
2t 2t
b) Given that, x1(t) = e u(t) = e ; t³0
5t 5t
x 2(t) = e u(t) = e ; t³0
Let, x3(t) = x1(t) * x2(t)
Since x1(t) and x2(t) are causal,
By definition of convolution, the limits of integration is 0 to t.
l=t l=t l=t
l=t l=t
LM e OP3l t
LM e 3t
e0 OP
= e -5 t z
l=0
e -2 l + 5 l dl = e -5 t
l=0
z e3 l dl = e -5 t
N3Q 0
= e -5 t
N3
-
3 Q
e -5 t 3 t 1 -2 t 1 -2 t
=
3
d
e -1 =
3
i
e - e -5 t ; for t ³ 0 =d3
e - e -5 t u( t) i d i
c) Given that, x1(t) = t u(t) = t ; t ³ 0
x 2(t) = e5t u(t) = e5t ; t ³ 0
Let, x3(t) = x1(t) * x2(t)
By definition of convolution,
l=t
the limits of integration is 0 to t.
= z l e -5( t - l ) dl = z l e -5 t e 5 l d l
l=0
l=t
l=0
LMl e5 l LM1 ´ e OP dl OP
5l
t z z z z
uv = u v - du v
= e -5 t
l=0
z l e 5l
dl = e -5 t
MN 5
- z N 5 Q PQ 0
u = l v = e5l
= e -5 t l
LM e - e OP = e LMt e - e - 0 ´ e + e OP
5l 5l t
-5 t
5t 5t 0 0
N 5 25 Q N 5 25 0
5 25 Q
-5 t
e 1
=
25
d5te - e + 1i ; for t ³ 0 = 25 de + 5t - 1i u(t)
5t 5t -5 t
z
l=0
x1(l ) x 2 ( t - l ) dl z z z z
uv = u v - du v
u = l v = cos l
l=t l=t l=t
= z
l=0
cos l ´ (t - l ) dl = t z
l=0
cos l dl -
l=0
z l cos l dl
= t sin l
t
0
- l sin l - z 1 ´ sin l dl
t
0
= t sin l
t
0
- l sin l + cos l
t
0
Example 2.21
Determine the unit step response of the following systems whose impulse responses are given below.
a) h(t) = 3t u(t) b) h(t) = e5t u(t) c) h(t) = u(t + 2)
=3
LM l OP
2 t
=3
LM t 2
-
0 OP = 3 2
t ; for t ³ 0 =
3 2
t u(t )
N2Q 0 N2 2 Q 2 2
l=t l=t
LM e OP
-5 l t
=
LM e -5 t
-
e0 OP =
1
( 1 - e -5 t ); for t ³ 0 =
1
( 1 - e -5 t ) u( t)
N -5 -5 Q 5 5
l=t l=t
= t+2; for t ³ -2 = ( t + 2) u( t + 2)
l=t l=t
= t - 2 ; for t ³ 2 = (t - 2) u(t - 2)
s1(t) = z
l = -¥
h1(l ) dl = z
l = -2
dl = l
t
-2
= t+2 = t+2 ; for t > - 2
s 2 (t) = z
l = -¥
h( l ) dl = z
l= 2
dl = z
l= 2
dl = l
t
2
= t - 2 = t - 2 ; for t > 2
Solution
a) Given that, x1(t) = e3t u(t) = e3t ; t ³ 0
x 2(t) = t u(t) =t ;t³0
Let, x3(t) = x1(t) * x2(t)
By definition of convolution,
l = +¥
x 3 (t) = z
l = -¥
x1(l) x 2 (t - l) dl
Let us change the time index t, in x1(t) and x2(t) to l, to get x1(l) and x2(l), and then fold x2(l) to get x2(l) graphically
as shown below.
0 ® 0 ®
t l
Fig 1 : x1(t). Fig 2 : x1(l).
0 0 l l l
Fig 3 : x2(t). Fig 4 : x2(l). Fig 5 : x2(l).
Let us shift x2(l) by t units of time to get x2(t l) and then multiply with x1(l) as shown below.
x1(l) = e3l
x1(l) = e3l
1
1
®
®
® 0
l
0 l
overlapping region
l l
x2(t l) = t l x2(t l) = t l
No overlap
region
®
®l ®l
0
l l
® ®
t 0 0 t
shift index shift index
Fig 6 : x1(l) and x2(t l) when time shift, t < 0. Fig 7 : x1(l) and x2(t l) when time shift, t > 0.
2. 69 Signals & Systems
From fig 6 and fig 7, it is observed that the product of x1(l) and x2(t l) is non-zero only for time shift t > 0.
For any time shift t > 0, the non-zero product exists in the overlapping region shown in fig 7. Here the overlapping
region is l = 0 to l = t. Hence integration of x1(l) and x2(t l) is performed from l = 0 to l = t.
l=t
\ x 3 ( l) = z
l= 0
x1(l) x 2 ( t - l) dl ; t ³ 0
= z
t
-3 l
e ( t - l) dl = z
t
t e -3 l dl -
t
z l e -3 l dl z z z z
uv = u v - du v
0 0 0
u = l v = e -3 l
t t t
t
LMl e - 1 ´
-3 l
e -3 l OP LM e OP
-3 l
LMl e-3 l
e -3l OP
= t z
0
e -3 l d l -
N -3 z -3
dl
Q 0
= t
N -3 Q 0
-
N -3
-
9 Q 0
= t
LM e -3t
-
e O
0
P - LMNt e-3 - e9
-3t -3t
- 0 +
e0 OP = -
t e -3 t
+
t
+
t e -3t
+
e -3t
-
1
N -3 -3 Q 9 Q 3 3 3 9 9
t e -3t 1
= + - ; t ³ 0
3 9 9
Ft e -3t
-
1 I 1 -3t
d
e + 3t - 1 u(t) i
= GH 3 +
9 9 JK
u(t) =
9
x 3 (t) = z
l = -¥
x1(l) x 2 (t - l) dl
Let us change the time index t in x1(t) and x2(t) to l, to get x1(l) and x2(l), and then fold x2(l) to get x2(l) graphically
as shown below.
®t ®l ®l
0 0 0
T 2T T 2T l 2T T
x1(l) x1(l)
1
1
®
® 0
l
0 l 2T T T 2T
l
Overlapping
l 2T T T 2T
region
x2(t l) x2(t l)
No overlap 1
1 region
®l ®
0
0 l 2T T T 2T l
l 2T T T 2T
® 0 t
®
t 2T
t 0 shift index shift index
t 2T
Fig 6 : x1(l) and x2(t l) when time shift, t < 0. Fig 7 : x1(l) and x2(t l) when time shift, t = 0 to T.
1 1
1
® ®
® ® ®l
Overlapping region
0 0
0 l
l l 3T T 2T 3T 4T
Overlapping region
T T 2T T 2T
No overlap
x2(t l) x2(t l) x2(t l)
region
1 1
1
® ®
®l ® ®l
0 0
l
0
T 2T T 2T 3T l T 2T 3T 4T
T
® ® 0 t ®
t 2T
0 t
t 2T
0 t
t 2T
From fig 6 to fig 10, it is observed that the product of x1(l) and x2(t l) is non-zero only for time shift t = 0 to 3T. For
any time shift in the range t = 0 to 3T, the non-zero product exists in the overlapping regions shown in fig 7, fig 8 and fig 9.
2. 71 Signals & Systems
For t = 0 to T : In this interval, the overlapping region is l = 0 to l = t. Hence the integration of the product of
x1(l) and x2(t l) is performed from l = 0 to l = t.
l=t t
LM e OP
- al t
\ x 3 (t) = z
l= 0
- at
x1(l) x 2 ( t - l) dl = z
0
e -al ´ 1 dl =
N -a Q 0
e e0 1 1 1
= - = - e -at + = (1 - e -at )
-a -a a a a
For t = T to 2T : In this interval, the overlapping region is l = 0 to l = T. Hence the integration of the product of
x1(l) and x2(t l) is performed from l = 0 to l = T.
l=T T
LM e OP
- al T
\ x 3 (t) = z
l= 0
- aT
x1(l) x 2 ( t - l) dl = z
0
e -al ´ 1 dl =
N -a Q 0
e e0 1 1 1
= - = - e -aT + = (1 - e -aT )
-a -a a a a
For t = 2T to 3T : In this interval, the overlapping region is l = t 2T to l = T. Hence the integration of the product
of x1(l) and x2(t l) is performed from l = t 2T to l = T.
l=T T
LM e OP
- al T
\ x 3 ( t) = z x1(l) x 2 ( t - l) dl =
l = t - 2T
- aT
z
t - 2T
e - a l ´ 1 dl =
N -a Q t - 2T
\ x 3 ( t) = 0 ; t < 0
1
= (1 - e - at ) ; 0 < t < T
a
1
= (1 - e - aT ) ; T < t < 2T
a
1 - a(t - 2T)
= (e - e - aT ) ; 2T < t < 3T
a
= 0 ; t > 3T
Example 2.23
Perform convolution of the following signals, by graphical method and sketch the resultant signal.
a) x1(t) x2(t)
1 1
0 ®t 0 1 2 ®t
1 2
1
b) x1(t) x2(t)
1 1
0 ® 0 ®
1 2 3 t 1 2 3 t
Chapter 2 - Continuous Time Signals and Systems 2. 72
Solution
a) Let, x3(t) = x1(t) * x2(t)
By definition of convolution,
l = +¥
x 3 (t) = z
l = -¥
x1(l) x 2 (t - l) dl
Let us change the time index t in x1(t) and x2(t) to l, to get x1(l) and x2(l), and then fold x2(l) to get x2(l) graphically
as shown below.
x1(t) x1(l)
t®l
®
1 Change of 1
index
® 0 ®
0
1 2 t 1 2 l
1 1 1
Let us shift x2(l) by t units of time to get x2(t l) and then multiply with x1(l) as shown below.
x1(l) x1(l)
1 1
®
® 0 ® ® 0 ®
l 3 2 1 1 2
l l 2 1 1 2 l
Overlapping
No overlap
x2(t l)
region
x2(t l) region
1
1
®
® ® ® ®
l 0 0
3 2 1 1 2 l l 2 1 1 2 l
1 1
® ®
0 t
t1
t2
t1
t2
t 0 shift index
shift index
Fig 6 : x1(l) and x2(t l) when time shift, t < 0. Fig 7 : x1(l) and x2(t l) when time shift, t = 0 to 1.
2. 73 Signals & Systems
x1(l) x1(l)
1 1
®
®
0 ® 0 ®
1 1 2 l 1 2 3 l
Overlapping
Overlapping
region
region
x2(t l) x2(t l)
1
1
®
® ® ®
0 l 0 ®1 2 l
1 1 2 3
1
1
® ®
t1
0
t1
t t
t2
0
t2
Fig 8 : x1(l) and x2(t l) when time shift, Fig 9 : x1(l) and x2(t l) when time shift,
t = 1 to 2. t = 2 to 3.
x1(l) x1(l)
1 1
®
0
®l ®
1 2 3 4
0
1 2 3 4 5 l
Overlapping
region
® ®
0 ® l
1 2 3 4 0
1 2 3 4 5 l
1 1
® ®
0 t
t1
0
t2
t1
t
t2
Fig 10 : x1(l) and x2(t l) when time shift, Fig 11 : x1(l) and x2(t l) when time shift,
t = 3 to 4. t > 4.
From fig 6 to fig 11, it is observed that the product of x1(l) and x2(t l) is non-zero only for time shift t = 0 to 4. For
any time shift in the range t = 0 to 4, the non-zero product exists in the overlapping regions shown in fig 7 to fig 10.
For t = 0 to 1 : In this interval, the overlapping region is l = 0 to l = t. Hence the integration of the product of x1(l)
and x2(t l) is performed from l = 0 to l = t.
l=t t
\ x 3 (t) =
l= 0
z x1( l) x 2 ( t - l) dl = z
0
1 ´ 1 dl = l
t
0
= t
Chapter 2 - Continuous Time Signals and Systems 2. 74
For t = 1 to 2 : In this interval, the overlapping region is l = 0 to l = t. Hence the integration of the product of x1(l)
and x2(t l) is performed from l = 0 to l = t.
l=t t -1 t
\ x 3 (t) = z
l= 0
x1( l) x 2 ( t - l ) dl = z
0
1 ´ ( -1) d l + z
t-1
1 ´ 1 dl = - l
t -1
0
+ l
t
t -1
= - ( t - 1) + 0 + t - (t - 1) = - t + 1 + t - t + 1 = 2 - t
For t = 2 to 3 : In this interval, the overlapping region is l = t 2 to l = 2. Hence the integration of the product of
x1(l) and x2(t l) is performed from l = t 2 to l = 2.
l=2 t-1 2
\ x 3 (t) = z
l=t -2
x1(l ) x 2 ( t - l ) dl =
t -2
z 1 ´ ( -1) d l +
t -1
z 1 ´ 1 dl = -l
t -1
t -2
+ l
2
t -1
= - ( t - 1) + (t - 2) + 2 - (t - 1) = - t + 1 + t - 2 + 2 - t + 1 = 2 - t
For t = 3 to 4 : In this interval, the overlapping region is l = t 2 to l = 2. Hence the integration of the product of
x1(l) and x2(t l) is performed from l = t 2 to l = 2.
l=2 2
\ x 3 (t) = z
l=t -2
x1(l ) x 2 ( t - l ) dl =
t -2
z 1 ´ ( -1) d l = - l
2
t -2
= - 2 + ( t - 2) = - 2 + t - 2 = t - 4
The result of the convolution of x1(t) with
®
x 3 (t) = z
l = -¥
x1(l) x 2 (t - l) dl
Let us change the time index t in x1(t) and x2(t) to l, to get x1(l) and x2(l), and then fold x2(l) to get x2(l) graphically
as shown below.
x1(t)
t®l
®
x1(l)
1 Change of 1
index
0 ® 0 ®
1 2 3 t 1 2 3 l
x1(l) x1(l)
1 1
0 ®l 0 ®l
1 2 3 1 2 3
® ®
t 0 0 t
t2
t2
x1(l)
From fig 6, fig 7 and fig 8, it is observed that the product
of x1(l) and x2(t l) is non-zero only for time shift t ³ 3. For any
1
time shift t > 3, the non-zero product exists in the overlapping
®
region shown in fig 8.
¬ 0 ®l
For t > 3 : l 2 1 1 2 3 4
x 3 (t) =
l=1
z x1(l ) x 2 (t - l ) d l
1
®
t>3
t-2
¬ ®l
= z 1
1 ´ 1 dl = l
t -2
1
l 2 1
0
1 2 3 4
= t - 2 - 1 ®
t2
0 t shift index
= t - 3 ; t ³ 3
Fig 8 : x1(l) and x2(t l) when time shift, t >3.
The result of the convolution of x1(t) with x2(t) is given
below and the resultant waveform is shown in fig 9.
x3(t)
4
At t = 3, x3(t) = t 3 = 3 3 = 0
3 At t = 4, x3(t) = t 3 = 4 3 = 1
2 At t = 5, x3(t) = t 3 = 5 3 = 2
1 At t = 6, x3(t) = t 3 = 6 3 = 3
0 1 2 3 4 5 6 7
® At t = 7, x3(t) = t 3 = 7 3 = 4
t
Fig 9 : x3( t ).
Chapter 2 - Continuous Time Signals and Systems 2. 76
2.10 Inverse System and Deconvolution
Inverse System
The inverse system is used to recover the input from the response of a system. For a given system,
the inverse system exists, if distinct inputs to a system leads to distinct outputs. The inverse systems exist
for all LTI systems. Consider an amplifier with gain A. When we pass the output of the amplifier
through an attenuator with gain 1/A then the output of the attenuator will be same as that of input of the
amplifier. Therefore the attenuator with gain 1/A is an inverse system for the amplifier with gain A.
The inverse system is denoted by H1. If x(t) is the input and y(t) is the output of a system, then
y(t) is the input and x(t) is the output of its inverse system.
x(t) y(t) y(t) w(t) = x(t)
® H ® ®H -1
®
Fig 2.46a : System. Fig 2.46b : Inverse system.
Fig 2.46 : A system and its inverse system.
Let h(t) be the impulse response of a system and h'(t) be the impulse response of inverse system.
Let us connect the system and its inverse in cascade as shown in fig 2.47.
Identity system
H H 1
y(t)
x(t) ® h(t) ® h'(t) ® w(t) = x(t)
Fig 2.47 : Cascade connection of a system and its inverse.
Now it can be proved that,
h(t) * h'(t) = d(t) .....(2.43)
Therefore the cascade of a system and its inverse is the identity system.
Proof :
With reference to fig 2.47 we can write,
y(t) = x(t) * h(t) .....(2.44)
w(t) = y(t) * h'(t) .....(2.45)
On substituting for y(t) from equation (2.44) in equation (2.45) we get,
w(t) = x(t) * h(t) * h'(t) .....(2.46)
In equation (2.46), if h(t) * h'(t) = d(t) then x(t) * d(t) = x(t)
In a inverse system, w(t) = x(t), and so, h(t) * h'(t) = d(t). Hence proved.
Deconvolution
In an LTI system the response y(t) is given by convolution of input x(t) and impulse response h(t).
i.e., y(t) = x(t) * h(t)
The process of recovering the input signal from the response of a system is called deconvolution.
Alternatively, the process of recovering x(t) from y(t), where y(t) = x(t)*h(t), is called deconvolution.
The deconvolution can be more conveniently handled in the Laplace domain (or s-domain), and so
solved problems on deconvolution are presented in Chapter-3. [Refer example 3.29]
2. 77 Signals & Systems
Solution
case i : a = a1
case ii : a + jW1
b g
x(t ) = Ae at + jWt = Ae jW1t + jWt = Ae
j W1 + W t
d b g
= A cos W1 + W t + j sin W1 + W t b gi
\ Real part of x( t) = A cos W1 + W t ; b g Imaginary part of x(t ) = A sin W1 + W t b g
case iii : a = a 1 + jW1
d b g
= Aea 1t cos W1 + W t + j sin W1 + W t b gi
\ Real part of x( t) = Ae a1t
b
cos W1 + W t ; g Imaginary part of x( t) = Ae a1t sin W1 + W t b g
Q2.3 Determine whether the signal, x( t ) = 3 cos 2 t + 7 cos 5p t is periodic.
Solution
Given that x(t ) = 3 cos 2 t + 7 cos 5p t
bg
Let, x1 t = 3 cos 2 t . Let T1 be period of x1(t). On comparing x1(t) with standard form A cos 2pF01t we get,
2 1 2p
2 pF01 = 2 Þ F01 = , \ T1 = =
2p F01 2
bg
Let, x 2 t = 7 cos 5pt . Let T2 be period of x2(t). On comparing x2(t) with standard form A cos 2pF02t we get,
5p 5 1 2
2 pF02 = 5p Þ F02 = = , \ T2 = =
2p 2 F02 5
T1 1 2p 5 5p
Now,
T2
= T1 ´
T2
= ´ =
2 2 2
. Here T1 T2 is not a rational number and so x t is nonperiodic. bg
2p
-j t
Q2.4 Determine the period of the signal x( t ) = 0 .1 e 3 + 0 .3 sin p t .
Solution
2p
-j t
Let, x1( t) = 0.1 e Let T1 be period of x1(t). On comparing x1(t) with standard form A e- j2pF01t we get,
3 .
2p 1 1
2pF01 = Þ F01 = \ T1 = =3
3 3 F01
Let, x2(t) = 0.3 sinpt. Let T2 be period of x2(t). On comparing x2(t) with standard form A sin2pF02 t we get,
1 1
2 pF02 = p Þ F02 = \ T2 = =2
2 F02
2. 79 Signals & Systems
T1 3
Here, = = Rational number. \x(t) is periodic.
T2 2
Let T be the period of x(t), which is given by LCM of T1 and T2. \T = LCM of 2 and 3 = 2 ´ 3 = 6.
Q2.5 Determine the even and odd parts of a complex exponential signal.
Solution
bg b
Complex exponential signal, x t = Ae jW0 t = A cos W0 t + j sin W0 t = A cos W0 t + jA sin W0 t g
b g b g
Now, x - t = A cos W0 - t + jA sin W0 - t = A cos W0 t - jA sin W0 t b g
1
bg bg b g
Even part, x e t = x t + x - t = A cos W0 t
2
1
bg bg b g
Odd part, x o t = x t - x - t = jA sin W0 t
2
Q2.6 Sketch the even parts and odd parts of a unit step signal.
Solution
u(t)
u(t) u( t)
1 1 0 t
1
0 t 0 t
bg
Even part , ue t = 0.5 u t + u - tbg b g bg
= 0.5 u t + 0.5 u - t b g bg bg b g
Odd part , uo t = 0.5 u t - u - t = 0.5u t - 0.5u - t bg b g
ue(t) uo(t)
0.5 0.5
0 t
0
t 0.5
T
Energy, E = Lt
T ®¥ z bg
-T
2
x t dt = Lt T = ¥
T ®¥
T
Power, P = Lt
T ®¥ z bg
1
2T -T
2
x t dt = Lt
T ®¥
1
2T
´T =
1
2
watts
1
+
0 1 2 3
t
t u(t)
2
+
1
x(t)
3
0 1 2 3 t
(t1)u(t1) 2
2
1
1
0 1 2 3
0 1 2 3
t t
3u(t2)
3
2
0 1 2 3 t
P(t)
1
P(t1) P c h
t -1
2
1 1 1
Time scale
delay (Time expansion)
0.5 0.5 t 0 0.5 1.5 t 0 0.5 1.0 1.5 2.0 2.5 3.0 t 0 0.5 1.0 1.5 2.0 2.5 3.0
t
g b g
a x t-3 g
b -2x t bg g b g
c x t-3 -2x t bg d g d xdtbt g 1 0 1 t
Solution
Fig Q : 2.12.
a) b) 2 x(t)
1 1
x (t3) 0
t
1
0 1 2 3 4 2
t
2. 81 Signals & Systems
c) b g b g
d) x(t ) = u t + 1 - u t - 1
d d d
x(t3) 2 x(t) \ x( t) =
dt dt
b g b g
u t +1 - u t -1
dt
1
b g b g
= d t +1 - d t -1 d
u( t) = d( t)
dt
1
Using time
0 1 2 3 4 t dx( t )
invariant property
1 ¥ dt
d
dt
b g b g
u t ±k =d t ±k
2
1 0 1
t
1 0 1 2
t
Solution
Fig Q : 2.13.
1
a) b)
x (t) x (t)
1
1
2 1 0 1 1 0 1 2
t t
1 1
x(t)
Q2.14 A continuous time signal is shown in fig Q 2.14 .
Find the following versions of the signal. 2
Solution 3 2 1 0 t
a) b) c)
x(t2) x(t) x(t+2)
2 2
2
1 1 1
1 0 1 2 t 0 1 2 3 t 2 1 0 1 t
Comment : The folded version of a delayed signal will be same as advance of its folded version
(i.e., delay and fold is equal to fold and advance).
Chapter 2 - Continuous Time Signals and Systems 2.82
Q2.15 A continuous time signal is shown in fig Q 2.15. x(t)
Find the following versions of the signal. 2
Comment on the result.
a) x(t +2) b) x(t) c) x(t 2) 1
Fig Q : 2.15.
Solution 0 1 2 3 t
1 1
1
2 1 0 1 3 2 1 0 1 0 2
t t 1 t
Comment : The folded version of an advanced signal will be same as delay of its folded version
(i.e., advance and fold is equal to fold and delay).
Q2.16 Evaluate the following integrals,
¥ ¥ 5
i g z d b t + 3g e -t
dt ii g z bg b g
d t cos t + d t - 1 sin t dt iii g z dbt g sin 2pt dt
-¥ -¥ 0
Solution
¥ ¥
Using Property of impulse
i) z
-¥
b g
d t + 3 e-t dt = z
-¥
c b gh
e - t d t - -3 dt = e - t
t = -3
= e3 = 20.0855
z bg b g
x t d t - t 0 dt = x t 0 b g
¥ ¥ ¥
ii) z bg
-¥
b g
d t cos t + d t - 1 sin t dt = z
-¥
bg
cos t d t dt + z
-¥
b g
sin t d t - 1 dt = cos t t =0 + sin t t =1
5 z bg bg
x t d t dt = x 0 bg
iii) z
0
d(t) sin2pt dt = sin2pt
t=0
= sin 0 = 0
Q2.17 Determine natural response of the first order system governed by the equation,
dy t bg bg bg bg
+ 3y t = x t ; y 0 = 2
dt
Solution
Homogeneous Solution, yh(t)
Put, x(t) = 0 in the given equation.
\
dy t bg bg
+ 3y t = 0 ..... (1)
dt
Let, y h t bg = Ce lt ; \
dyh t bg = C l e lt
dt
On substituting the above terms in equation 1 we get, bg
Cle lt
+ 3C e = 0lt
Þ C b l + 3ge lt
=0
2. 83 Signals & Systems
Natural Response
b
Natural response or zero input response , y zi t g bg bg
= yh t
with constants evaluated using initial conditions
= C e-3t
At t = 0, y zi (0) = C e0 = C
Given that, y(0) = 2, \ C = 2
bg
\ Natural response, y zi t = 2 e -3t ; t ³ 0 Þ bg
y zi t = 2e -3tu t bg
Q2.18 Determine the unit step response of the first order system governed by the equation,
dy( t )
+ 0 .5 y( t ) = x( t ), with zero intial conditions.
dt
Solution
Homogeneous Solution, yh(t)
Put, x(t) = 0 in the given equation.
dy( t )
\
dt
+ 0.5y( t) = 0 bg
..... 1
bg
Let, y h t = C e lt ; \ h
dy t
= C l e lt
bg
dt
On substituting the above terms in equation 1 we get, bg
Cle lt
+ 0.5C e = 0 lt
Þ b g
C l + 0.5 e lt = 0
The characteristic polynomial is, l + 0.5 = 0 \ l = -0.5
bg
\ yh t = C e -0.5 t ; t ³ 0 Þ bg
y h t = C e -0.5 t u tbg
Particular Solution, yp (t)
Here, x(t) = u(t)
dyp (t )
Let, yp (t) = k u(t), = k d( t)
\
dt
On substituting the above terms in the given equation we get,
K d( t) + 0.5 Ku( t) = u( t)
1
At t = 1, K d(1) + 0.5 K u(1) = u(1) Þ K ´ 0 + 0.5 K ´ 1 = 1 Þ \K = =2
0.5
\ yp (t ) = 2 u( t)
-
Q2.19 If two LTI systems with impulse responses, h1 ( t ) = e - at u( t ) and h2 ( t ) = e bt u( t ) are
connected in cascade, what will be the overall impulse response of cascaded system?
Solution
When LTI systems are in cascade, the overall impulse response is given by convolution of individual impulse
responses.
Chapter 2 - Continuous Time Signals and Systems 2.84
Let, bg
ho t = Overall impulse response of cascaded system.
t t
Now, h b tg = h b t g * h b tg
o 1 2 = z
l =0
bg b g
h1 l h2 t - l dl = z
l =0
e - al e b g dl
-b t - l
t t LM e b g OP
- a-b l
t
LM e b g - e OP
- a -b t 0
= z
l =0
e - al e - bte bl dl = e - bt z
l =0
e b g
- a -b l
dl = e - bt
MN -ba - bg PQ 0
= e - bt
MN -ba - bg -ba - bg PQ
1 1
= - e-at + e-bt ;t ³ 0 = - e - at + e -bt u(t)
a-b a-b
Q2.20 Find the overall impulse response of the system shown in fig Q2.20.
® h (t)
®
Take, h1(t) = t u(t); h2(t) = 3 u(t); h3(t) = 2 u(t). 1
® + ® h (t)®3
Solution
®
® h2(t)
Overall impulse response,ho (t) = h1(t ) + h2 ( t) * h3 (t ) = h1(t ) * h3 (t ) + h 2 ( t) * h3 ( t)
Fig Q : 2.20.
t t
=
z
l =0
bg b g
h1 l h3 t - l d l +
z
l =0
bg b g
h2 l h 3 t - l d l
t t t t
LM l OP
2 t
=
z
l =0
l ´ 2 dl +
z
l =0
3 ´ 2 d l = 2 l dl + 6
z
l =0
z
l =0
dl = 2
N2Q 0
+6 l
t
0
=
Lt O 2
2 M - 0P + 6 2
t - 0 = t + 6t ; t ³ 0 = 2
t + 6t u(t)
N2 Q
Q2.21 What is the importance of convolution?
The convolution operation can be used to determine the response of an LTI system for any input
from the knowledge of its impulse response. [The response of an LTI system is given by convolution
of input and impulse response of the LTI system].
2.13 MATLAB Programs
Program 2.1
Write a MATLAB program to generate standard signals like unit impulse,
unit step, unit ramp, parabolic, sinusoidal, triangular pulse, signum, sinc
and Gaussian signals.
OUTPUT
The output waveforms of program 2.1 are shown in fig P2.1.
Program 2.2
Write a MATLAB program to find the even and odd parts of the signal
x(t)=e2t.
if(x2==x1)
disp(The given signal is even signal);
else if (x2==(-x1))
disp(The given signal is odd signal);
else
disp(The given signal is neither even nor odd signal);
end
end
OUTPUT
The input and output waveforms of program 2.4 are shown in fig P2.4.
2. 89 Signals & Systems
Program 2.5
Write a MATLAB program to perform addition and multiplication on the
following two signals.
xa(t)=1; 0<t<1 xb(t)=t; 0<t<1
=2; 1<t<2 =1; 1<t<2
=1; 2<t<3 =3t; 2<t<3
%To perform addition and multiplication of the following two signals
%1) xa(t)=1;0<t<1 2) xb(t)=t;0<t<1
% =2;1<t<2 =1;1<t<2
% =1;2<t<3 =3-t;2<t<3
tmin=-1; tmax=5; dt=0.1;
t=tmin:dt:tmax; %Set a tim e vecto r
x1=1;
x2=2;
x3=3-t;
xa=x1.*(t>0&t<1)+x2.*(t>=1&t<=2)+x1.*(t>2&t<3);
xb=t.*(t>0&t<1)+x1.*(t>=1&t<=2)+x3.*(t>2&t<3);
xadd=xa+xb; %Add the two signals
xmul=xa.*xb; %Multiply two signals
xmin=min([min(xa), min(xb), min(xadd), min(xmul)]);
xmax=max([max(xa), max(xb), max(xadd), max(xmul)]);
subplot(2,3,1);plot(t,xa);axis([tmin tmax xmin xmax]);
xlabel(t);ylabel(xa(t));title(Signal xa(t));
subplot(2,3,2);plot(t,xb);axis([tmin tmax xmin xmax]);
xlabel(t);ylabel(xb(t));title(Signal xb(t));
Chapter 2 - Continuous Time Signals and Systems 2.90
subplot(2,3,3);plot(t,xadd);axis([tmin tmax xmin xmax]);
xlabel(t);ylabel(xadd(t));title(Sum of xa(t) and xb(t));
subplot(2,3,4);plot(t,xa);axis([tmin tmax xmin xmax]);
xlabel(t);ylabel(xa(t));title(Signal xa(t));
OUTPUT
The input and output waveforms of program 2.5 are shown in fig P2.5.
Program 2.6
Write a MATLAB program to perform convolution of the following two
signals.
x1(t)=1; 1<t<10 x2(t)=1; 2<t<10
n3=length(x3);
t1=0:1:n3-1; %set time vector for x3(t) signal
subplot(3,1,1);plot(t,x1);
xlabel(t);ylabel(x1(t));
title(signal x1(t));
subplot(3,1,2);plot(t,x2);
xlabel(t);ylabel(x2(t));
title(signal x2(t));
OUTPUT
The input and output waveforms of program 2.6 are shown in fig P2.6.
n3=length(x3);
t1=0:1:n3-1; %set time vector for signal x3(t)
subplot(3,1,1);plot(t,x1);
xlabel(t);ylabel(x1(t));title(signal x1(t));
subplot(3,1,2);plot(t,x2);
xlabel(t);ylabel(x2(t));title(signal x2(t));
subplot(3,1,3);plot(t1,x3);
xlabel(t / dt);ylabel(x3(t) / dt);
title(signal, x3(t) = x1(t)* x2(t));
OUTPUT
The input and output waveforms of program 2.7 are shown in fig P2.7.
Program 2.8
Given that, x1(t) = e-0.7t; 0<t<1 and x2(t)=1; 0<t<2
Write a MATLAB program to perform following operations.
1. Convolution of x1(t) and x2(t).
2. Deconvolution of output of convolution with x2(t) to extract x1(t).
3. Deconvolution of output of convolution with x1(t) to extract x2(t).
OUTPUT
The input and output waveforms of program 2.8 are shown in fig P2.8.
2.14 Exercises
I. Fill in the blanks with appropriate words
1. The signal is continuous function of an independent variable.
2. The signal can be represented by a rotating vector in a complex plane.
3. The sum of two periodic signals will also be periodic if the ratio of their fundamental periods is a
number.
4. When a periodic signal is a sum of two or more periodic signals then the period of the signal is given by
of the period of its components.
5. When a signal exhibits with respect to t ³ 0 it is called even signal.
6. When a signal exhibits antisymmetry with respect to t = 0 it is called signal.
7. The periodic signals will have constant .
8. The nonperiodic signals will have constant .
9. The signals are defined for t ³ 0.
10. When the sign of t is changed in x(t) the resultant signal is called signal.
11. The is the reverse process of differentiation.
12. A signal with large magnitude and short duration is called .
13 The response of a system for impulse input is called .
14. The system is governed by constant coefficient differential equation.
15. The response is the response of the system due to initial conditions alone.
16. The response is the response of the system due to input alone.
17. The systems that do not require memory are called systems.
18. A system is said to be if its input-output characteristics do not change with time.
19. A system is one that satisfies the superposition principle.
20. A system is one in which the response does not depend on future inputs/outputs.
21. When the output of a system is finite for any finite input then the system is called stable.
22. For of LTI system the integral of impulse response should be finite.
23. In system the present output depends on past outputs.
2. 95 Signals & Systems
24. The response of an LTI system is given by of input and impulse response.
25. In connection the output of a system becomes input for another system.
Answers
1. analog 9. causal 17. static
2. complex exponential 10. folded 18. time invariant
3. rational 11. integration 19. linear
4. LCM (Least Common Multiple) 12. impulse 20. causal
5. symmetry 13. impulse response 21. BIBO
6. odd 14. LTI 22. stability
7. power 15. natural or free or zero input 23. feedback
8. energy 16. forced or zero state 24. convolution
25. cascade
II. State whether the following statements are True/False
1. In an analog signal, both the magnitude of the signal and the independent variable are continuous.
2. A complex exponential signal is a three dimensional signal.
3. The sinc signal is a periodic signal.
4. The sinusoidal and complex exponential signals are always periodic.
5. The product of two odd signals will be an odd signal.
6. When the energy of a signal is finite then the power will be infinite.
7. When the power of a signal is finite then the energy will be zero.
8. The causal signals are defined for all t.
9. The time shift of a signal x(t) is obtained by replacing t by t ± m .
10. The rate of change of a signal is called differentiation.
11. An impulse signal has infinite magnitude but constant area.
12. A system which satisfies the property of linearity and time invariance is called an LTI system.
13. For a constant coefficient differential equations, the homogeneous solution will be always exponential.
14. For a constant coefficient differential equation, the particular solution and input will be the same type of signal.
15. The systems that require memory are called dynamic systems.
16. In a time invariant system, if a delay is introduced either at input or output, then the overall response will
remain same.
17. A nonlinear system is one which satisfies the principle of superposition.
18. The noncausal systems can be realised in real time.
19. The response of a noncausal system depends only on past inputs.
20. All LTI systems are BIBO stable.
21. The stability of non-LTI systems can be tested by using its impulse response.
22. The nonfeedback systems depend on past inputs.
23. Convolution is a linear operation.
24. The convolution can be used to determine the response of non-LTI systems.
25. The convolution operation satisfies commutative property.
Answers
1. True 6. False 11. True 16. True 21. False
2. True 7. False 12. True 17. False 22. True
3. False 8. False 13. True 18. False 23. True
4. True 9. True 14. True 19. False 24. False
5. False 10. True 15. True 20. False 25. True
Chapter 2 - Continuous Time Signals and Systems 2.96
III. Choose the right answer for the following questions
1. The unit impulse is defined as,
a) d( t ) = ¥;t = 0 b) d ( t ) = ¥;t = 0 c) d (t) = ¥; t = 0
+¥
bg
d) d t = ¥; t = 0
= 0;t ¹ 0
and z bg
-¥
d t dt = A
and
=0; t ¹0
+¥
z bg
d t dt = 1
-¥
13. If x(t) is a continuous time signal and d (t) is a unit impulse signal then,
z
-¥
¥
bg b
x t d t - t0 g is equal to,
a) x(t) b) d(t) c) x( t 0 ) d) d(t0)
2. 97 Signals & Systems
14. If x(t) is a continuous time signal and d(t) is unit impulse signal then,
z
-¥
¥
bg b g
x t d t - T dt is equal to,
a) y(t) = t x(t) z
b) y(t) = x(t) dt c) y(t) =
dx(t)
dt d) y(t) = x(t)
26. Which of the following impulse responses of LTI systems represents an unstable system?
a) h(t) = eat u(t) b) h(t) = e -at u(t) c) h(t) = t e - t u(t) d) h(t) = e - t sin t u(t)
27. Which of the following impulse responses of LTI systems represents a stable system?
a) h(t) = e t cost u(t) b) h(t) = e t sin t u(t) c) h(t) = e - t cost u(t) d) h(t) = t sin t u(t)
Chapter 2 - Continuous Time Signals and Systems 2.98
28. Which of the following represents the convolution of two causal signals x1(t) and x2(t)?
t t l l
i) z
l =0
x1 ( l ) x 2 ( t - l ) dl z
ii ) x 2 ( l ) x1 ( t - l ) dl
l=0
z
iii ) x1 ( t ) x2 (l - t ) dt
t=0
z
iv) x2 ( t ) x1 (l - t ) dt
t =0
E2.3 Determine the even part and odd part of the following continuous time signals.
a) x(t) = e j2 t b) x(t) = 4 + e3t c) x(t) = t + 3t 2 + cos2 t g
d x(t) = sin2 t + e j5 pt
E2.4 Determine the energy and power of the following continuous time signals.
a) x(t) = 0.9 e -3 t u(t) b) x(t) = 3 e- j0.5pt c) x(t) = 1.2 sin7W o t d) x(t) = t u(t)
E2.5 Sketch the even and odd parts of the signals shown in fig E2.5.1, E2.5.2, E2.5.3, E2.5.4.
x(t)
a) b) c) x(t) d)
2 2
x(t) x(t)
A A 1
1
0 2 t 0 2 t 1 0 1 2 t 1 0 1 2 t
Fig E2.5.1. Fig E2.5.2. Fig E2.5.3. Fig E2.5.4.
1
z
a) e -0.5 t d ( t - 3)dt
-¥
z
b) e j0.1t d( t - 10)dt
-¥
z
c) t 3d ( t + 1)dt
-¥
d 2 y( t ) dy( t ) dy( t )
b) 2
+9 + 14 y( t ) = 2x( t ) ;x(t) = 0.7 u( t ) ; = -0.5 ; y(0) = 0.2
dt dt dt t =0
d 2 y( t ) dy( t ) dy( t )
c) + 31
. + 2.2 y( t ) = 0.1x( t ) ;x(t) = 0.7e -2.5t u( t ) ; = -0.5 ; y(0) = 0
dt 2 dt dt t = 0
E2.11 Verify whether the following systems are time invariant or time variant.
a) y(t) = e t x(t) b) y(t) = cost x(t) c) y(t) = x - t + 2 b g
d) y(t) = 3 x(t) + 5 e) y(t) = 3
dx(t)
dt
+ 7 x(t) f) y(t) = ex (t) + x(t) dt z
E2.12 Verify whether the following systems are linear or nonlinear.
a) y(t) = t 2 x(t) b) y(t) = x (t) z
c) y(t) = e t x (t) d) y(t) = x (t) dt e) y(t) = t + x (t) g
f y(t) = cos t x(t)
E2.13 Determine the linearity of the LTI systems governed by the following differential equations.
d 2 y( t ) dy(t) d 2 x(t ) dx(t)
a) + 0.3 + 0.5y(t) = 2 x(t) b) y(t) = 4 +2 + 5 x(t)
dt 2 dt dt 2 dt
E2.14 Verify whether the following systems are causal or noncausal.
a) y(t) = e t x(t) b) y(t) = t - 2 u t + 2 b gb g
c) y(t) = t + 2 x(t) b g
dx(t)
x (t)
d) y(t) = e + e) y(t) = cost x(t) f) y(t) = sin t x(t + 2)
dt
E2.15 Verify whether the following systems are stable or unstable.
a) y(t) = e t x(t) b) y(t) = e- t x(t) c) y(t) = t 2 x(t)
d) y(t) = sin t x(t) e) y(t) = e- t sin t x(t) f) y(t) = x(t + 2)
E2.16 Verify the stability of LTI systems whose impulse responses are given below.
a) h(t) = t 2 u(t) b) h(t) = e-7 t u(t) c) h(t) = e5 t u(t)
d) h(t) = t sin t u(t) d
e) h(t) = A + Be- Ct u(t) i f) h(t) = 2e -3 t cost u(t)
E2.17 Determine the overall impulse response of the following system.
a) b)
® h1(t) ® h (t) ® h1(t)
®
®
® + ® ® + ® h (t)®
3
®
®
h1 (t) = e -6 t u(t); h2 (t) = e2 t u(t); h3 (t) = t u(t) h1 (t) = cos t u(t); h2 (t) = sin t u(t); h3 (t) = u(t)
E2.18 Perform the convolution of the following signals.
a) x1 ( t ) = t 2 u(t); x2 ( t ) = u(t - 1) b) x1 ( t ) = te -4 t u(t); x2 ( t ) = u(t)
c) x1 ( t ) = t u(t); x2 ( t ) = sin t u(t)
2. 101 Signals & Systems
E2.19 Determine the unit step response of the following systems whose impulse responses are given below.
1 0 t 0 1 2 t 1 0 1 t 0 1 t
Answers
2p p p
E2.1 a) T = b) nonperiodic c) T = 20 d) T = e) T = E2.2) a) T = 63 b) T = 5 c) nonperiodic
7 3 3
1 1
E2.3 a) xe ( t ) = cos 2t ; xo ( t ) = j sin 2t b) xe ( t ) = 4 + (e3t + e-3t ) ; xo ( t ) = (e 3t - e -3 t )
2 2
c) xe ( t ) = 3t 2 + cos2 t ; xo ( t ) = t d) xe ( t ) = sin2 t + cos5pt ; xo ( t ) = jsin 5pt
2 1 0 1 2
2 1 0 1 2 t t
A/2
Fig E2.5a.1 Fig E2.5a.2
b) xe(t) xo(t)
A/2
A/2
2 1 0 1 2 2 1 0 1 2
t t
Fig E2.5b.1 A/2 Fig E2.5b.2
c) xe(t) xo(t)
1.5
1
0.5
0.5
2 1 0 1 2 t 2 1 0 1 2 t
0.5
1 1 1
d) e) f)
6 5 4 3 2 1 0 t 0 1 2 3 4 5 6 t 0 1 2 3 t
Fig E2.6d Fig E2.6e Fig E2.6f
E2.8 a) y zi ( t ) =
FG 1 e
4 -2t 1 -5t
-t
e + e + u(t)
IJ b) y zi ( t ) = ( -0.16e -0.7t + 0.18e -0.9t ) u(t)
H2 3 6 K
c) y zi ( t ) = ( -0.625e -0.5t + 0.875e -1.5t ) u(t)
E2.9 a) y zs ( t ) =
FG -5 - t 5 -2 t 5 -4 t 5 -3t
e + e + e - e u(t)
IJ b) yzs ( t ) = ( -0.5e-0.3t + 0.1e -1.5t + 0.4) u(t)
H 12 4 12 4 K
F 8 + 4 e - 4e IJ u(t)
c) y ( t ) = G e -0 . 2 t -0.5t -0.3t
zs
H3 3 K
E2.10 a) y ( t ) = d -0.725e + 3.525e - 2.5e -0.2t -0 . 7 t -0.5 t
i u(t) d
b) y ( t ) = 0.04e -2 t + 0.06e -7 t + 01
. u(t) i
-1.1t -2 t -2.5 t
c) y zs ( t ) = ( -0.5e + 0.4e + 01
.e ) u(t)
E2.17 a) ho ( t ) =
F1 1 I
h b t g * h b t g + h b t g = G e - e + tJ u(t) 2t -6 t
1 2
H8 8 K 3
FG t - 1IJ u( t - 1)
3
1
E2.18 a)
H 3 K b)
16
d
1 - e -4t - 4te -4t u(t) i
c) b t + sin t g u(t)
1 1
E2.19 a) s(t) =
81
d
1 - e -9 t - 9 te -9 t u(t) i b) s(t) =
2
d i
1 + e - t sin t - e - t cos t u(t)
e -10
1 - e b g u(t - 2)
e j d) s(t) = b t - 3g ub t - 3g + b t + 2g ub t + 2g
-5 t - 2
c) s(t) =
5
E2.20 d
a) x1 ( t ) * x2 ( t ) = t + 1) 2 u( t + 1 i b) x ( t ) * x ( t ) = 2t - 2b t - 2) u ( t - 2g
1 2
Let us analyse the signal of equation (3.1) for various choice of s and W.
Case i : When s = 0, W =W0
On substituting s = 0 in equation (3.1) we get,
x( t ) = A e jW 0t
= A (cos W 0 t + j sin W 0 t)
= A cos W 0 t + j A sin W 0 t .....(3.2)
The real part of equation (3.2) represents a cosinusoidal signal and the imaginary part represents a
sinusoidal signal.
Chapter 3 - Laplace Transform 3. 2
i. e., Re[x(t)] = A cos W 0 t ..... Cosinusoidal signal
Im[ x( t )] = A sin W 0 t ..... Sinusoidal signal
Note : Re - stands for real part of
Im - stands for imaginary part of
Case ii : When W = 0
On substituting W = 0 in equation (3.1) we get,
x(t) = A est ....(3.3)
In equation (3.3) if s is positive then the signal will be an exponentially increasing signal.
In equation (3.3) if s is negative then the signal will be an exponentially decreasing signal.
i.e., x(t) = A est ..... Exponentially increasing signal
x(t) = A e-st ..... Exponentially decreasing signal
Case iii : When s = 0 and W = 0
On substituting s = 0 and W = 0 in equation (3.1) we get,
x(t) = A e0 = A .....(3.4)
The equation (3.4) represents a step signal.
Case iv : When s ¹ 0 ,W ¹ 0 and W =W0 .
When both s and W are non-zero and when W =W0 , the equation (3.1) can be expressed as shown
below.
x( t ) = A e( s + jW 0 ) t = A est A e jW 0t
= A est (cos W 0 t + j sin W 0 t )
= A est cos W 0 t + j A est sin W 0 t ) .....(3.5)
The real part of equation (3.5) represents an exponentially increasing/decreasing cosinusoidal signal.
The imaginary part of equation (3.5) represents an exponentially increasing/decreasing sinusoidal
signal.
s
where, s = Real part of s
W = Imaginary part of s
-jW
The s and W can take values from - ¥ to + ¥ . A two dimensional Fig 3.1: Complex frequency
complex plane with values of s on horizontal axis and values W on vertical plane or s-plane.
axis as shown in fig 3.1 is called complex frequency plane or
s-plane.
The s-plane is used to represent various critical frequencies (poles and zeros) of signals which are
functions of s and to study the path taken by these critical frequencies when some parameters of the
signals are varied. This study will be useful to design systems for a desired response.
Definition of Laplace Transform
In order to transform a time domain signal x(t) to s-domain, multiply the signal by est and then
integrate from ¥ to ¥. The transformed signal is represented as X(s) and the transformation is denoted
by the script letter L.
Symbolically the Laplace transform of x(t) is denoted as,
X(s) = L{x(t)}
Let x(t) be a continuous time signal defined for all values of t. Let X(s) be Laplace transform of
x(t). Now the Laplace transform of x(t) is defined as,
+¥
L{x( t )} = X(s) = z
-¥
x( t ) e - st dt .....(3.6)
L{x( t )} = X(s) = z
0
x( t ) e - st dt .....(3.7)
The definition of Laplace transform as given by equation (3.6) is called Two sided Laplace transform
or Bilateral Laplace Transform and the definition of Laplace transform as given by equation (3.7) is
called One sided Laplace transform or Unilateral Laplace transform.
Definition of Inverse Laplace Transform
The s-domain signal X(s) can be transformed to time domain signal x(t) by using inverse Laplace
transform.
The Inverse Laplace transform of X(s) is defined as,
s = s + jW
1
L-1 X(s) = x(t) =
l q 2 pj z X(s) e st ds
s = s - jW
Chapter 3 - Laplace Transform 3. 4
The signal x(t) and X(s) are called Laplace transform pair and can be expressed as,
L
x(t) ¬ ® X(s)
L1
Existence of Laplace Transform
The computation of Laplace transform involves integral of x(t) from t = -¥ to +¥.
+¥
Therefore Laplace transform of a signal exists if the integral,
z-¥
The integral will converge if the signal x(t) is sectionally continuous in every finite interval of t and if it is
x( t ) e - st dt converges (i.e., finite).
For a causal signal, if Lt e -st x( t ) = 0 for s > sc , and if Lt e - st x( t ) = ¥ for s < sc, then
t®¥ t®¥
sc is called abscissa of convergence, (where sc is a point on real axis in s-plane).
+¥
The integral z -¥
x( t ) e - st dt converges only if the real part of s is greater than the abscissa of
+¥
convergence sc. The values of s for which the integral z-¥
x( t ) e - st dt converges is called Region Of
Convergence (ROC). Therefore for a causal signal the ROC includes all points on the s-plane to the right
of abscissa of convergence.
+¥
The Laplace transform of a signal is given by
- st
z
-¥
x( t ) e - st dt . The values of s for which the integral
z x( t ) e
-¥
dt converges is called Region Of Convergence (ROC). The ROC for the following three types
of signals are discussed here.
Case i : Right sided (causal) signal
Case ii : Left sided (anticausal) signal
Case iii : Two sided signal.
Case i : Right sided (causal) signal
Let, x(t) = e-at u(t), where a > 0
= e-at for t ³ 0
Now, the Laplace transform of x(t) is given by,
+¥ +¥
L{x( t )} = X(s) = z
-¥
x( t ) e - st dt = z
-¥
e - at u(t) e- st dt
+¥ +¥ ¥
LM e OP
-(s + a) t
= z
0
e - at e - st dt = z
0
e- ( s + a ) t dt =
N - (s + a) Q 0
Put,
e - ( s + jW + a ) ¥ e0 e - ( s + a ) ´ ¥ e - jW ´ ¥ 1
= - = - + s=s+jW
-( s + a ) - (s + a) s + a s + a
3. 5 Signals & Systems
e - k ´ ¥ e - jW ´ ¥ 1
\ L x(t) = -
l q +
s + a s + a
where, k = s + a = s -(-a)
When s > -a, k = s -(-a) = Positive, \ e-k¥ = e-¥ = 0 jW
s-plane
When s < a, k = s -(-a) = Negative, \ e-k¥ = e+¥ = ¥
ROC
Hence we can say that, X(s) converges, when s > -a, and does X ®s
sc = a
not converge for s < -a.
Abscissa of
®
\ Abscissa of convergence, sc = -a. convergence
Fig 3.2 : ROC of x(t) = eat u(t).
When s > -a, the X(s) is given by,
e - k ´ ¥ e - jW ´ ¥ 1 0 ´ e - jW ´ ¥ 1 1
L{x( t )} = X(s) = - + = - + =
s + a s + a s + a s + a s + a
Therefore for a causal signal the ROC includes all points on the s-plane to the right of abscissa of
convergence, sc= -a, as shown in fig 3.2.
Case ii : Left sided (anticausal) signal
Let, x(t) = e-bt u(-t) = e-bt for t £ 0, where b > 0
Now, the Laplace transform of x(t) is given by,
+¥ +¥ 0
L{x( t )} = X(s) = z
-¥
x( t ) e - st dt = z
-¥
e - bt u(- t) e- st dt = z
-¥
e- bt e- st dt
0 0
LM e OP
- ( s + b) t
e 0
e ( s + jW + b) ¥
= z
-¥
e - ( s + b) t dt =
N -(s + b) Q -¥
=
-(s + b)
-
-(s + b) Put,
s=s+jW
( s + b) ´ ¥ jW ´ ¥ k´¥ jW ´ ¥
1 e e 1 e e
= - + = - +
s + b s + b s + b s + b
where, k = s + b = s -(-b)
jW
When s > -b, k = s -(-b) = Positive, \ ek¥ = e¥ = ¥
ROC s-plane
When s < -b, k = s -(-b) = Negative, \ ek¥ = e-¥ = 0
scX= -b s
®
Hence we can say that, X(s) converges, when s < -b, and
Abscissa of
does not converge for s > -b. ¬convergence
\ Abscissa of convergence, sc = -b.
Fig 3.3 : ROC of x(t) = ebtu(t).
When s < -b, the X(s) is given by,
1 e k ´ ¥ e jW ´ ¥ 1 0 ´ e jW ´ ¥ 1
L{x( t )} = X(s) = - + = - + = -
s + b s + b s + b s + b s + b
Therefore for an anticausal signal the ROC includes all points on the s-plane to the left of abscissa of
convergence, sc = -b, as shown in fig 3.3.
Chapter 3 - Laplace Transform 3. 6
Case iii: Two sided signal
Let, x(t) = e-at u(t) + e-bt u(-t) , where a > 0, b > 0, and a > b (i.e., - a < -b)
Now, the Laplace transform of x(t) is given by,
+¥ +¥
L{x( t )} = X(s) = z
-¥
x( t ) e - st dt = z
-¥
e - at u(t) + e - bt u(- t) e - st dt
+¥ 0 +¥ 0
= z
0
e - at
e - st
dt + z
-¥
e - bt
e - st
dt = z
0
e -(s + a) t
dt + z
-¥
e- ( s + b) t dt
¥ 0 ¥ 0
Le
= M
OP
-(s + a) t
Le
+ M
OP
- ( s + b) t
Le
= M
OP
- ( s + jW + a ) t
Le
+ M
OP
- ( s + jW + b ) t
N -( s + a ) Q 0 N -(s + b) Q -¥ N -(s + a) Q 0 N - ( s + b) Q -¥
e - ( s + jW + a ) ¥ e0 e0 e ( s + jW + b ) ¥
= - + - Put,
-(s + a ) -(s + a ) - (s + b) -(s + b) s=s +jW
e - p ´ ¥ e - jW ´ ¥ 1 1 eq ´ ¥ e jW ´ ¥
= - + - +
s + a s + a s + b s + b
where, p = s + a = s - (-a) and q = s + b = s - (-b)
When s > -a, p = s - (-a) = Positive, \ e-p¥ = e-¥ = 0
When s < -a, p = s - (-a) = Negative, \ e-p¥ = e+¥ = ¥
When s > -b, q = s - (-b) = Positive, \ eq¥ = e¥ = ¥
When s < -b, q = s - (-b) = Negative, \ eq¥ = e-¥ = 0
Hence we can say that, X(s) converges, when s lies between -a and -b (i.e., -a < s < -b ), and
does not converge for s < -a and s > -b.
\ Abscissa of convergences, sc1 = -a and sc2 = -b.
When -a < s < -b, the X(s) is given by,
e - p ´ ¥ e - jW ´ ¥ 1 1 e q ´ ¥ e jW ´ ¥
L{x( t )} = X(s) = - + - +
s + a s + a s + b s + b
0 ´ e - jW ´ ¥ 1 1 0 ´ e jW ´ ¥
= - + - +
s + a s + a s + b s + b
1 1
= - jW
s + a s + b s-plane
ROC
Therefore for a two sided signal the ROC
X
sc1 = a sc2 = b s
X ®
includes all points on the s-plane in the region in
between two abscissa of convergences, sc1= -a and Abscissa of®
convergence
¬Abscissa of
convergence
sc2= -b, as shown in fig 3.4.
Fig 3.4 : ROC of x(t) = eat u(t) + ebt u(t).
3. 7 Signals & Systems
Example 3.1
Determine the Laplace transform of the following continuous time signals and their ROC.
a) x(t) = A u(t) b) x(t) = t u(t) c) x(t) = e3t u(t) d) x(t) = e3t u(-t) e) x(t) = e-4½t½
Solution
a) Given that, x(t) = A u(t) = A ; t ³ 0
L{x(t )} = X(s) =
-¥
z x(t) e - st dt = z
0
A e - st dt = A z
0
e- st dt
Put,
s=s+jW
= A
LM e OP
- st ¥
= A
LM e - (s + jW )t
OP ¥
= A
LM e - (s + jW )¥
-
e0 OP = A LM e -s ´ ¥
e - jW ´ ¥
+
1 OP
N -s Q 0 N -s Q 0 N -s -s Q N -s s Q
jW
When, s > 0, (i.e., when s is positive), e-s¥ = e-¥ = 0
s-plane
When, s < 0, (i.e., when s is negative), e-s¥ = e¥ = ¥ ROC
Therefore we can say that, X(s) converges when s > 0. X ®s
s =0
When s > 0, the X(s) is given by,
X(s) = A
LM e -s ´ ¥
e- jW ´ ¥
+
1
= A
OP
0 ´ e - jW ´ ¥
+
1
=
LMA OP
N -s s -sQ s Ns Q
Fig 1 : ROC of x(t) = A u(t).
A
\ L lA u(t)q = ; with ROC as all points is s-plane to the right of line passing through s = 0.
s
(or ROC is right half of s-plane).
L{x(t )} = X(s) = z
-¥
x(t) e - st dt = z
0
t e - st dt
z uv = u z v - z du zv
LMt e OP ¥ ¥
LMt e OP - LM e OP
¥ ¥
LMt e OP - LM e ¥
OP ¥
=
- st
N -s Q 0
- z
0
1 ´
e - st
-s
dt =
- st
N -s Q N s Q 0
- st
2
0
=
N
- ( s + j W) t
-s Q N s 0
-( s + j W) t
2
Q 0
LM¥ ´ e e O
- ( s + jW ) ¥ - (s + jW )¥ Put,
e0 e 0
=
N -s
- 0 ´
-s
-
s
+2 P
s Q 2 s=s+jW
=
LM¥ ´ e -s ´ ¥
e - jW ´ ¥
- 0 -
e - s ´ ¥ e - jW ´ ¥
+ 2
1 OP jW
N -s s2 s Q s-plane
ROC
When, s > 0, (i.e., when s is positive), e-s¥ = e-¥ = 0
When, s < 0, (i.e., when s is negative), e-s¥ = e¥ = ¥ X ®s
s =0
Therefore we can say that, X(s) converges when s > 0.
When s > 0, the X(s) is given by,
X(s) =
LM¥ ´ e - s ´ ¥ e - jW ´ ¥
-
e - s ´ ¥ e - jW ´ ¥
+ 2
1 OP Fig 2 : ROC of x(t) = t u(t).
N -s s2 s Q
L
= M¥ ´
0 ´ e - jW ´ ¥
-
0 ´ e - jW ´ ¥
+ 2
1 OP = 1
N -s s2 s Q s2
Chapter 3 - Laplace Transform 3. 8
1
\ L{t u(t)} = ; with ROC as all points is s-plane to the right of line passing through s = 0.
s2
(or ROC is right half of s-plane).
L{x(t )} = X(s) = z
-¥
x(t) e - st dt = z
0
e -3t e - st dt = z
0
e - (s + 3 )t
dt
=
LM e OP
-( s + 3 ) t ¥
=
e -( s + 3 ) ¥
-
e0
= -
e -( s + j W + 3 ) ¥
+
1 Put,
N -(s + 3) Q 0
-(s + 3) -(s + 3) s + 3 s + 3 s=s +jW
e - (s + 3 ) ´ ¥ e - jW ´ ¥ 1 e - k ´ ¥ e - jW ´ ¥ 1
=- + = - +
s + 3 s + 3 s + 3 s + 3 jW
where, k = s + 3 = s - (- 3)
s-plane
When, s > -3, k = s - (- 3) = Positive. \ e -k¥ = e-¥ = 0 ROC
When, s < -3, k = s - (- 3) = Negative. \ e -k¥ = e¥ = ¥ X ®s
s = 3
Therefore we can say that, X(s) converges when s > -3.
When s > -3, the X(s) is given by,
Fig 3 : ROC of x(t) = e3t u(t).
-k ´ ¥ - jW ´ ¥ - jW ´ ¥
e e 1 0 ´ e 1 1
X(s) = - + = - + =
s + 3 s + 3 s + 3 s + 3 s + 3
1
n
\ L e -3 t u(t) =s s + 3
; with ROC as all points in s-plane to the right of line passing through s = - 3.
-¥
e -3t e - st dt = z
0
-¥
e -( s + 3)t
dt
Put,
=
LM e OP
-( s + 3 ) t 0
=
e0
-
e( s + 3 )¥
= -
1
+
e( s + j W + 3 )¥ s=s +jW
N -(s + 3) Q -¥
-(s + 3) -(s + 3) s + 3 s + 3
1 e(s + 3 ) ´ ¥ e jW ´ ¥ 1 ek ´ ¥ e jW ´ ¥
= - + = - +
s + 3 s + 3 s + 3 s + 3
jW
s-plane
where, k = s + 3 = s - (- 3)
ROC
When, s > -3, k = s - (- 3) = Positive. \ ek¥ = e¥ = ¥ ®s
® X
When, s < -3, k = s - (- 3) = Negative. \ ek¥ = e-¥ = 0 s s = 3
1
n s
\ L e -3 t u( - t) = -
s + 3
; with ROC as all points in s-plane to the left of line passing through s = - 3.
3. 9 Signals & Systems
e) Given that, x(t) = e-4½t½ = e4t ; t £ 0
= e4t ; t ³ 0
By definition of Laplace transform,
+¥ ¥ ¥
L{x(t )} = X(s) = z
-¥
x(t) e - st dt = z0
-¥
e 4t e - st dt + z
0
e -4 t e - st dt = z
0
-¥
e -( s - 4) t
dt + z
0
e -( s + 4 )t dt
=
LM e OP
-( s - 4 ) t 0
+
LM e OP
-( s + 4 ) t
¥
=
LM e 0
-
e( s - 4 )¥ OP + LM e -( s + 4 ) ¥
-
e0 OP
N -(s - 4) Q -¥ N -(s + 4) Q 0 N -(s - 4) -(s - 4) Q N -(s + 4) -(s + 4) Q
1 e ( s + jW - 4 ) ¥ e - ( s + jW + 4 ) ¥ 1
= - + - +
s - 4 s - 4 s + 4 s + 4 Put,
1 e( s - 4 ) ´ ¥ e jW ´ ¥ e - ( s + 4 ) ´ ¥ e - jW ´ ¥ 1 s=s+jW
= - + - +
s - 4 s - 4 s + 4 s + 4
When, s < 4, s - 4 = Negative. \ e(s - 4)¥ = e-¥ = 0
When, s > 4, s - 4 = Positive. \ e(s - 4)¥ = e¥ = ¥
When, s < - 4, s + 4 = Negative. \ e - (s + 4)¥ = e¥ = ¥
When, s > -4, s + 4 = Positive. \ e - (s + 4)¥ = e-¥ = 0
Therefore we can say that, X(s) converges when s lies between -4 and +4.
When s lies between - 4 and + 4, the X(s) is given by,
1 e( s - 4 ) ´ ¥ e jW ´ ¥ e - (s + 4 ) ´ ¥ e - jW ´ ¥ 1
X(s) = - + - +
s - 4 s - 4 s + 4 s + 4
jW
1 e -¥ e jW ´ ¥ e -¥ e - jW ´ ¥ 1
= - + - + s-plane
s - 4 s - 4 s + 4 s + 4 ROC
jW ´ ¥ - jW ´ ¥
1 0 ´ e 0 ´ e 1 ® X X
®s
= - + - + s s = 4 s =4
s - 4 s - 4 s + 4 s + 4
1 1
= - + 0 - 0 +
s - 4 s + 4
-4 t
1 1 s - 4 - (s + 4) 8 Fig 5 : ROC of x(t) = e .
= - = = - 2
s + 4 s - 4 (s + 4) (s - 4) s - 16
(a+b)(a-b) = a2-b2
-4 t 8
\L e { } = -
s 2 - 16
; with ROC as all points in s-plane in between the lines passing through s = - 4
and s = 4 .
Example 3.2
Determine the Laplace transform of the following signals.
a) x(t) = sin W0t u(t) b) x( t) = cos W0 t u(t) c) x( t) = cos h W0t u(t) d) x( t) = e - a sin W0 t u(t) e)x( t) = e - at cos W0 t u(t)
Solution
a) Given that, x(t) =sin W0 t u(t) =sin W0 t ; t ³ 0 e jq - e- jq
sinq =
By definition of Laplace transform, 2j
¥ ¥ ¥
L{x(t )} = X(s) = z0
x(t) e - st dt = z
0
sin W0 t e - st dt = z
0
e jW0 t - e - jW0 t - st
2j
e dt
¥
LM OP ¥
=
1
2j ze
0
e -( s - jW0 )t - e -( s + jW0 ) t dt =j 1 e - ( s - jW 0 ) t
MN
2 j -(s - jW0 )
-
e - ( s + jW 0 ) t
-(s + jW0 ) PQ 0
Chapter 3 - Laplace Transform 3. 10
=
1 LM e -¥
-
e -¥
-
e0
+
e0 OP
N
2 j -(s - jW0 ) -(s + jW0 ) -(s - jW0 ) -(s + jW0 ) Q
=
1L
2j N
M0 - 0 + s -1jW - s +1jW OPQ 0 0
=
1 L s + j W - s + jW O
M 0
P = 21j LMMN s 2+jWW OPPQ =
2 j N (s - jW ) (s + jW ) Q
0 0
0
2
0
0
2
W0
s 2 + W0 2
(a+b)(a-b) = a2-b2 j2 = -1
W0
\ L{sinW0 t u(t)} =
s 2 + W0 2
L{x(t )} = X(s) = z0
x(t) e- st dt = z
0
cos W0 t e - st dt = z 0
W0 t
ej + e
2
- jW 0 t
e - st dt
cos q =
e jq + e - jq
2
¥
LM OP ¥
=
1
2 z
0
ee -( s - j W 0 ) t W
+ e -( s + j 0 ) t dt = j 1 e -( s - jW 0 ) t
MN
2 -(s - jW0 )
+
e -( s + j W 0 ) t
-(s + jW0 ) PQ 0
=
1 LM
e -¥
+
e -¥
-
e0
-
e0 OP
N
2 -(s - jW0 ) -(s + jW0 ) -(s - jW 0 ) -(s + jW 0 ) Q
=
1L
M0 + 0 +
1
+
1 OP
2N s - jW s + jW Q 0 0
=
1 L s + jW + s - jW O
M 0
P = 21 LMMN s +2sW OPPQ =
2 N (s - jW ) (s + jW ) Q
0 0
0
2
0
2
s
s 2 + W0 2
(a+b)(a-b) = a2-b2 j2 = -1
s
\ L{cosW0 t u(t)} =
s 2 + W0 2
¥
LM OP ¥
=
1
2 z
0
ee -( s - W 0 ) t
+ e - (s + W0 )t dt = j 1 e -( s - W 0 ) t
MN
2 -(s - W0 )
+
e -( s + W 0 ) t
-(s + W0 ) PQ 0
=
1 LM
e -¥
+
e -¥
-
e0
-
e0 OP
N
2 -(s - W 0 ) -(s + W 0 ) -(s - W0 ) -(s + W0 ) Q
=
1L
2N
M0 + 0 + s -1 W + s +1 W OPQ 0 0
=
1 Ls + W + s - W O
M 0
P = 21 LMMN s -2sW OPPQ =
2 N (s - W ) (s + W ) Q
0 0
0
2
0
2
s
s 2 - W0 2
(a+b)(a-b) = a2-b2
s
\ L{coshW0 t u(t)} =
s 2 - W0 2
3. 11 Signals & Systems
d) Given that, x(t) = e - at sin W0 t u(t) = e- at sin W0 t ; t ³ 0
e jq - e- jq
By definition of Laplace transform, sinq =
2j
¥ ¥ ¥
L{x(t )} = X(s) = z
0
x(t) e- st dt = z
0
e - at sin W0 t e - st dt = z
0
e - at
ej
W 0t
- e
2j
- j W0 t
e - st dt
¥
LM OP ¥
=
1
2j z
0
ee - (s + a - j W 0 ) t -
j
- e (s + a + jW 0 )t dt =
1 e -( s + a - jW0 )t
MN
2 j -(s + a - jW0 )
-
e - (s + a + jW 0 )t
-(s + a + jW0 ) PQ 0
=
1L
M e -¥
-
e
-
e
+
-¥
e OP 0 0
2 j N -(s + a - jW ) -(s + a + jW )
0 -(s + a - jW ) -(s + a + jW ) Q
0 0 0
=
1 L
M0 - 0 + s + a1- jW - s + a1+ jW PQ = 21j MN (s(s+ +a a+ -jWjW) )-(s(s++a a+ -jWjW) ) OPQ
O L 0 0
2j N 0 0 0 0
1L OP =
= M 2 jW
2 j MN (s + a) + W PQ
2
0
0
W
(s + a) + W
2 2
0
(a + b)(a - b) = a - b
0
2
j = -1 2 2 2
W0
\ L{e - at sin W0 t u(t)} =
(s + a)2 + W0 2
L{x(t )} = X(s) = z
0
x(t) e- st dt = z
0
e- at cos W0 t e - st dt = z
0
e- at
e jW0 t + e - jW 0 t - st
2
e dt
¥
LM OP ¥
=
1
2 ze
0
e -( s + a - jW0 )t + e - (s + a + jW0 )t dt = j 1 e - (s + a - j W 0 ) t
MN
2 -(s + a - jW0 )
+
e -( s + a + jW0 )t
-(s + a + jW0 ) PQ 0
=
1 LM e -¥
+
e -¥
-
e0
-
e OP 0
N
2 -(s + a - jW0 ) -(s + a + jW0 ) -(s + a - jW0 ) -(s + a + jW ) Q 0
1L
=
2N
M0 + 0 + s + a1- jW + s + a1+ jW OPQ = 21 LMN (ss ++ aa +- jWjW )+(ss ++ aa +- jWjW ) OPQ
0 0
0
0 0
0
1L
= M 2(s + a) OP = (s + sa)+ a+ W
2 MN (s + a) + W PQ2
0
2 2 2
(a + b)(a - b) = a - b
0 j = -1 2 2 2
s + a
\ L{e - at cos W0 t u(t)} =
(s + a)2 + W0 2
Example 3.3
Determine the Laplace transform of the signals shown below.
a) b) c) d)
x(t)
x(t) x(t) x(t)
A a 1
1
0
T T t
2
A 0 a t 0 a 0 a t
t
Fig 3.3.1. Fig 3.3.2. Fig 3.3.3. Fig 3.3.4.
Chapter 3 - Laplace Transform 3. 12
Solution
a)
The mathematical equation of the signal shown in fig 3.3.1 is,
x (t) = A ;for 0 < t < T/2
= A ;for T/2 < t < T
By definition of Laplace transform,
¥
L{x(t)} = X(s) =
-¥
z x(t ) e - st dt = z
T
0
x( t) e - st dt
z zb-Ag e dt = LM A -es OP LM -A e OP
T/2 T - st T/2 - st T
= A e - st dt + - st
+
0 T/2 N Q 0 N -s Q T/2
LM A e - sT
2 Ae P
O LM A e
0
Ae - sT
- sT
2
OP
= MM -s -
- s PP
+ M - PP
Q MN
s s
N Q
- sT - sT
Ae 2 A A e - sT Ae 2
= - + + -
s s s s
=
A LM
1 + e - sT - 2 e
- sT
2
OP = A
1 - e
LM - sT
2
OP 2
(a - b)2 = a2 + b2 - 2ab
s MN PQ s MN PQ
b)
The mathematical equation of the signal shown in fig 3.3.2 is,
x(t) = 1 ;for 0 £ t £ a
= 0 ;for t > a
By definition of Laplace transform,
¥
LM e OP
z z z
a a - st a
- as 0 - as
e e e 1 1
=
-s
-
-s
= -
s
+
s
=
s
1 - e - asd i
c)
x(t)
To Find Mathematical Equation for x(t) a Q
y - y1 x - x1
Consider the equation of straight line, =
y1 - y 2 x1 - x 2 P
0 a t
Here, y = x(t), x = t. Fig 1.
x(t ) - x( t1) t - t1
\ The equation of straight line can be written as, = .....(1)
x( t1) - x(t 2 ) t1 - t 2
Consider points P and Q, as shown in fig 1.
Coordinates of point - P = [t1, x(t1)] = [0, 0]
x( t) - 0 t - 0 x( t) t
= Þ = Þ x(t) = t
0 - a 0 - a -a -a
\ x(t) = t ; for t = 0 to a
= 0 ;for t > a
+¥
z z
a
L{x(t)} = X(s) = x(t) e - st dt = t e - st dt
-¥ 0
LMt ´ e OP a
LM- t e OP a
=
N -s
- st
- z 1´
e - st
-s
dt
Q 0
=
N s
- st
-
e - st
s2 Q 0
z uv = uz v - z duz v
u=t v = e -st
L ae
= M-
- sa
-
e- sa
e0
+ 0 + 2
OP = 1
-
e
-
ae - as - as
N s s2 s Q s2 s2 s
1
= 1 - e - as (1 + as)
s2
d)
y - y1 x - x1
Consider the equation of straight line, =
y1 - y 2 x1 - x 2
Here, y = x(t), x = t.
x(t ) - x( t1) t - t1
\ The equation of straight line can be written as, = .....(1)
x( t1) - x(t 2 ) t1 - t 2
Consider points P and Q, as shown in fig 1.
Coordinates of point - P = [t1, x(t1)] = [0, 1]
x( t) - 1 t - 0 t t
= Þ x(t ) - 1 = - Þ x(t) = 1 -
1 - 0 0 - a a a Q
t 0 a
\ x(t) = 1 - ; for t = 0 to a t
a Fig 1.
= 0 ; for t > a
To Evaluate Laplace transform of x(t)
+¥
L{x(t )} = X(s) = z
-¥
x(t ) e - st dt
FG1- t IJ e dt =
z z z
a a a
- st 1
= e - st dt - t e - st dt
0
H aK 0
a
0
L e OP - 1 LMt ´ e OP z uv = uz v - z duz v
z
- st a - st a
e - st
=M - 1´ dt u=t v = e - st
N -s Q a N -s 0
-s Q 0
Chapter 3 - Laplace Transform 3. 14
LM e OP - 1 LM- t e - e OP
= -
- st a - st - st a
N s Q aN s 0
s Q 2
0
L e + e OP - 1 LM- a e -
= M-
- as 0 - as
e - as e0
+ 0 + 2
OP
N s s Q aN s s 2
s Q
e - as 1 e - as e - as 1
= - + + + -
s s s as2 as2
1 e - as 1 1
= + - = e - as + a s - 1
s as2 as2 as2
Solution
t
The mathematical equation of the sine pulse shown in fig 3.4.1. is, p
x(t) = A sin t ;for 0 < t < p
Fig 3.4.1.
=0 ;for t > p
¥ p
L{x(t)} = X(s) = z
0
x(t) e - st dt = z0
A sin t e- st dt
p p e jq - e - jq
= A z 0
sin t e - st
dt = A z
0
e jt - e - jt - st
2j
e dt sinq =
2j
p
LM e OP p
=
A
2j z0
e -( s - j)t - e - (s + j) t dt =
A
2j
-( s - j)t
N -(s - j)
-
e -( s + j)t
-(s + j) Q 0
=
A LM e -
-( s + j)t
e -( s - j)t
OP p
LM (s - j)e - (s + j) e
=
A - (s + j)t -( s - j)t
OP p
2j N (s + j) (s - j) Q 0 N (s + j)(s - j)
2j Q 0
A L (s - j) e - (s + j) e e O
- st - jt - st p
jt
e
=
2j N
M s2 - j 2 PQ
0
A p
= (s - j) e - st e - jt - (s + j) e - st e jt
d
2j s2 + 1 i 0
A
= (s - j) e - sp e - jp - (s + j) e- sp e jp - (s - j) e0 + (s + j) e0
d
2j s 2 + 1 i
A
= -(s - j) e - sp + (s + j) e - sp - (s - j) + (s + j) e ± jp = cos p ± j sin p
d
2j s + 1 2
i
= -1 ± j0 = -1
A
= e - ps ( -s + j + s + j) - s + j + s + j
d
2j s 2 + 1 i
A A
id i d i
- ps
= 2j e + 2j = e - ps + 1
d
2j s 2 + 1 s2 + 1
3. 15 Signals & Systems
Table 3.1 : Laplace Transform of Some Standard Signals
x(t)
x(t)
At A
A
x(t) = ; 0<t<T X(s) = 1 - e -sT (1 + sT)
T Ts2
0 T
t = 0 ; t>T
x(t)
A
2At T
x(t) = ; 0< t<
T 2
X(s) =
2A F - sT
I 2
0 t = 2A -
2At T
; <t<T Ts2 GH
1 - e 2
JK
T
2
T T 2
x(t)
A
T
x(t) = A ; 0 < t <
2 A -F sT
I 2
0 T
2
T t
= A ;
T
<t<T
X(s) =
s GH
1 - e 2 JK
A 2
x(t)
x(t)
2
x(t) = 1 ; 0<t<1
1 1
= 2 ; 1<t<2 X(s) = (1 - 3e-s + 4e-2s - 4e-4s + 2e-5s)
= 2 ; 2<t<4 s
0 1 2 3 4 5 t
-1 = 2 ; 4<t<5
= 0 ; t>5
-2
Chapter 3 - Laplace Transform 3. 16
Table 3.1 Continued.....
x(t)
x(t) = A sin t ; 0 < t < T A F
1 + e - sT I
A
0 T 2T 3T
t
and x(t + nT) = x(t)
X(s) = GH
s + 1 1 - e - sT
2 JK
T
x(t) x(t) = A sin t ; 0 < t <
A
2 A
T X(s) =
ds + 1i FGH1 - e IJK
sT
t =0 ; <t<T 2
-
2
0 T T 3T 2
2 2
and x(t + nT) = x(t)
x(t)
x(t)
T
A x(t) = A ; 0<t<
2
T
F1 - e -
sT
I
0
T
2
T 3T
2
2T t = A ;
2
<t<T A
X(s) = s GG 2
sT
JJ
-
A and x(t + nT) = x(t) H1 + e 2
K
x(t)
At
A x(t) =
T
; 0 < t < T
X(s) =
A LM1 - e (1 + sT) OP
- sT
- sT
Ts2 N 1-e Q
0
2T 3T t
and x(t + nT) = x(t)
T
3. 17 Signals & Systems
Table 3.2 : Some Standard Laplace Transform Pairs Note : s = Real part of s
u(t) 1 s>0
s
1
t u(t) s>0
s2
tn - 1
u(t) 1
(n - 1)! s>0
sn
where, n = 1, 2, 3, ......
e -at u(t) 1 s > a
s + a
1
e -at u(t) s < a
s + a
n
t u(t)
n!
n+1
where, n = 1, 2, 3 ..... s s>0
1
t e -at u(t) (s + a) 2 s > a
1
t n - 1 e - at u(t) 1
(n - 1)! s > a
(s + a) n
where, n = 1, 2, 3, .....
tn e -at u(t) n!
(s + a) n + 1 s > a
where, n = 1, 2, 3, .....
W0
bg
sin W 0 t u t
s + W 02
2 s>0
s
cosW t ub t g
0
s2 + W 0
2 s>0
sin h W t ub t g
0
W0
s > W0
s - W 02
2
s
cos h W 0 t u t bg s2 - W 0
2 s >W0
W0 s > a
e - at sin W 0 t u tbg (s + a) 2 + W 0 2
s+a s > a
e - at cosW 0 t u t bg 2
(s + a) 2 + W 0
Chapter 3 - Laplace Transform 3. 18
3.3 Properties and Theorems of Laplace Transform
The properties and theorems of Laplace transform are listed in table 3.3. The proof of properties
and theorems are presented in this section.
1. Amplitude Scaling
In amplitude scaling, if the amplitude (or magnitude) of a time domain signal is multiplied by a
constant A, then its Laplace transform is also multiplied by the same constant.
i.e., if L{x(t)} = X(s), then
L{A x(t)} = A X(s)
Proof :
z
+¥
X ( s ) = L {x( t ) } = x ( t ) e - st dt .....(3.8)
-¥
z
+¥
m r
L A x (t ) = A x(t ) e - st dt
-¥
z
+¥
= A x(t ) e - st dt
-¥
2. Linearity
The linearity property states that, Laplace transform of weighted sum of the two or more signals is
equal to similar weighted sum of Laplace transforms of the individual signals.
i.e., if L{x1(t)} = X1(s) and L{x2(t)} = X2(s), then
L{a1 x1(t) + a2 x2(t)} = a1 X1(s) + a2 X2(s)
Proof :
z
+¥
X 1( s) = L {x 1(t ) } = x 1( t) e - st dt .....(3.9)
-¥
z
+¥
X 2 ( s ) = L {x 2 ( t } = x 2 ( t) e - st dt .....(3.10)
-¥
z
+¥
m
L a1 x 1( t) + a2 x2 (t) = r a1 x 1( t) + a2 x 2 ( t) e - st dt
-¥
z z
+¥ +¥
= a1 x 1( t) e - st dt + a2 x 2 ( t) e - st dt
-¥ -¥ Using equations
= a1 X 1 (s) + a2 X 2 (s) (3.9) and (3.10)
3. 19 Signals & Systems
3. Time Differentiation
The time differentiation property states that if a causal signal x(t) is piecewise continuous, and
d
Laplace transform of x(t) is X(s) then, Laplace transform of x( t ) is given by sX(s) - x(0).
dt
i.e., If L{x(t)} = X(s), then
L
RS d x(t )UV = sX(s) - x(0)
T dt W ; where, x(0) is value of x(t) at t = 0.
Proof :
By definition of Laplace transform, the Laplace transform of a causal signal is given by,
z
¥
RS d x(t)UV =
z z
¥ ¥
dx( t) - st dx(t )
\L e dt = e - st dt
T dt W 0
dt
0
dt
zu v = u z v - z du zv
z
¥
¥
= e - st
x( t) - -se - st
x(t ) dt dx(t )
0 u = e - st v=
0 dt
z
¥
= e -¥ x(¥) - e 0 x( 0) + s x( t) e - st dt e -¥ = 0 and e 0 = 1
0
z
¥
= s x( t) e - st dt - x(0) = s X(s) - x( 0) Using equation (3.11)
0
4. Time Integration
The time integration property states that, if a causal signal x(t) is continuous and Laplace transform
s s
i.e., If L{x(t)} = X(s), then
L {z x( t ) dt =
X(s)
}
s
+
z x( t ) dt
s
t=0
Proof :
By definition of Laplace transform, the Laplace transform of a causal signal is given by,
z
¥
m r
X(s) = L x(t ) = x(t ) e - st dt .....(3.12)
0
z z LMNz
¥
\L { }
x( t) dt = OP
x(t ) dt e - st dt
Q
0
=
MNMN z PQ e - st
-s PQ
¥
0
- z
¥
0
x(t )
e - st
-s
dt z
u = x(t) dt v = e - st
Chapter 3 - Laplace Transform 3. 20
z z z
¥
= LM x( t) dt OP e -¥
- LM x(t ) dt OP e0
+
1
x(t ) e - st dt
N Q t=¥ -s N Q t= 0 -s s 0
z z
¥
=
1 LM x(t ) dt OP +
1
x( t) e - st dt e -¥ = 0 and e 0 = 1
s N Q t= 0 s
0
=
X(s)
s
+
LM
N z x(t ) dt
s
OP
Q t= 0 Using equation (3.12)
5. Frequency shifting
The frequency shifting property of Laplace transform says that,
l q
If, L x(t) = X( s), then
L ne x( t )s = X(s m a )
± at
n s
i. e., L e at x( t ) = X(s - a ) and L e - at x( t ) = X(s + a ) n s
Proof :
z
+¥
X ( s ) = L {x( t ) } = x ( t ) e - st dt .....(3.13)
-¥
+¥
z x(t) e - (s m a )t
dt is similar to the form
z The term
+¥
\L e { ± at
x(t) }= e ± at
x(t) e - st
dt -¥
of definition of Laplace transform (equation(3.13))
-¥
except that s is replaced by (s m a ) .
z
+¥
= x(t ) e -( s m a) t dt +¥
-¥
\
-¥
z x(t) e -(s m a ) t
dt = X s m a b g
= X(s m a)
6. Time shifting
The time shifting property of Laplace transform says that,
l q
If, L x(t) = X(s), then
L lx( t ± a )q = e ± as
X(s) l q
i.e., L x( t + a ) = e as X(s) and L x( t - a ) = e - as X(s) l q
Proof :
z
+¥
X ( s ) = L {x( t ) } = x ( t ) e - st dt .....(3.14)
-¥
Let, t ± a = t
z z
+¥ +¥
\t = t m a
m
\ L x(t ± a) = r x(t ± a) e - st
dt = x( t) e - s( t m a )
dt
On differentiating
-¥ -¥
dt = dt
= z +¥
-¥
x( t ) e - st ´ e ± as dt = e ± as z
+¥
-¥
x( t ) e - st dt Since t is a dummy
variable for integration
we can change t to t.
= e ± as z
+¥
-¥
x(t ) e - st dt = e ± as X ( s)
Using equation (3.14)
3. 21 Signals & Systems
7. Frequency Differentiation
The frequency differentiation property of Laplace transform says that,
i.e., If L{x(t)} = X(s), then
d
l q
L t x( t ) = - X(s)
ds
Proof :
By definition of Laplace transform,
z
+¥
X ( s) = L {x(t)} = x( t) e - st dt
-¥
On differentiating the above equation with respect to s we get,
F I
z
+¥
d d
X( s ) = GG x(t ) e - st dt JJ
ds ds H -¥ K
z FGH IJ
z
+¥ +¥
d - st Interchanging the order of
= x( t)
ds
e dt =
K e
x(t) -t e - st dt j integration and differentiation
-¥ -¥
zb
+¥
= g
-t x( t) e - st dt m r
= L -t x( t) = - L t x( t) m r
-¥
d
m r
\ L t x(t ) = -
ds
X( s )
8. Frequency Integration
The frequency integration property of Laplace transform says that,
i.e., If L{x(t)} = X(s), then
L
RS1 x(t)UV = z
¥
X(s) ds
Tt W s
Proof :
By definition of Laplace transform,
z
+¥
X ( s) = L {x(t)} = x( t) e - st dt
-¥
z z LMMN z OP
¥ ¥ +¥
X ( s) ds = x( t) e - st dt ds
s s -¥
PQ
z LMMNz O
+¥ ¥ Interchanging the
= x(t) e - st ds P dt order of integrations.
-¥ s
PQ
z LMMN OP LM e - e OP dt
¥
z
+¥ +¥
e - st -¥ - st
= x(t ) dt = x(t)
-¥
-t PQ s -¥ MN -t -t PQ
z LMMN OP
z LM 1 x(t)OP e dt = L RS 1 x(t)UV
+¥ +¥
e - st - st
= x(t) 0 + dt =
-¥
t PQ -¥
Nt Q Tt W
Chapter 3 - Laplace Transform 3. 22
9. Time scaling
The time scaling property of Laplace transform says that,
If L{x(t)} = X(s), then
1
l q
L x(at) =
a
X as ej
Proof :
z
+¥
X ( s) = L {x(t)} = x(t ) e - st dt .....(3.15)
-¥
FG t IJ Put, at = t
z z
+¥ +¥
-s
H aK dt
\ L { x(at) } = x(at) e - st dt = x( t ) e t
\t =
-¥ -¥
a a
FG s IJ t On differentiating
z
+¥
=
1
x( t) e
-
H aK dt =
1
X s
a
FH IK dt
a a dt =
-¥
a
The above transform is applicable for positive values of "a".
FG s IJ t
z
+¥ -
x( t) e
H a K dt
If "a" happens to be negative it can be proved that, The term is similar
-¥
1
\ x( t) e
-
H a K dt = X s FH IK
a
L{x(at)} =
a
X di s
a
for both positive and negative values of "a" -¥
10. Periodicity
The periodicity property of Laplace transform says that,
T
If x(t) = x(t+nT), and x1(t) be one period of x(t), and L x1 (t) = l q z x (t) e 0
1
- st
dt , then
l
L x(t + nT) = q 1
1 - e - sT z
T
0
x1 (t) e - st dt
Proof :
z
¥
= z
T
0
x 1 (t) e - st dt + z
2T
T
x 1( t - T ) e - s( t + T ) dt + z
3T
2T
x1 (t - 2 T ) e - s( t + 2 T ) dt + ..............
z
(p + 1) T
............ + x 1( t - pT ) e - s( t + pT ) dt + ..........
pT
3. 23 Signals & Systems
z
( p + 1) T
¥
= å x1 (t - pT ) e - s( t + pT ) dt
p=0 pT
z
¥ T
z
T ¥
=
0
x 1(t ) e - st GH å
p=0
- sT
JK Using infinite geometric
series sum formula
FG 1 IJ dt
z
T ¥
1
= x 1(t ) e - st
H1 - e - sT
K å Cn =
1 - C
0 n=0
1
z
T
1 The term
= x 1 (t) e - st dt 1 - e- sT
1 - e - sT 0 is independent of t
The initial value theorem states that, if x(t) and its derivative are Laplace transformable then,
Lt x( t ) = Lt s X(s)
t® 0 s®¥
Proof :
We know that, L
RS dx(t) UV = s X(s) - x(0)
T dt W
On taking limit s ® ¥ on both sides of the above equation we get,
Lt L
RS dx(t) UV = Lt s X( s) - x(0 )
s®¥ T dt W s®¥
z
¥
RS dx(t) UV =
dx(t ) - st
z
¥
Lt e dt = Lt s X ( s) - x(0 ) dx(t) - st
s®¥
dt L e dt
0
s® ¥
T dt W 0
dt
dx(t)
z
¥
dx(t) FH Lt IK
e - st dt = FH Lt IK
s X ( s) - x(0 ) Here
dt
and x(0) are
dt s® ¥ s® ¥
0 not functions of s
0 = Lt s X( s) - x( 0) Lt e - st = 0
s® ¥ s®¥
\ x( 0) = Lt s X ( s)
s® ¥
Lt x( t) =
\ t® Lt s X ( s)
0 s® ¥ x(0 ) = Lt x(t )
t®0
Chapter 3 - Laplace Transform 3. 24
12. Final Value Theorem
The final value theorem states that if x(t) and its derivative are Laplace transformable then
Lt x( t ) = Lt s X(s)
t®¥ s®0
Proof :
We know that, L
RS dx(t) UV = s X( s) - x(0)
T dt W
On taking limit s ® 0 on both sides of the above equation we get,
Lt L
RS dx(t) UV = Lt s X( s) - x(0) By definition of Laplace transform
s®0 T dt W s® 0
RS dx(t) UV =
z
¥
dx( t) - st
L e dt
T dt W dt
s®0
Lt z
¥
0
dx(t) - st
dt
e dt = Lt
s®0
s X(s) - x(0)
0
dx(t)
Here and x(0) are
z
¥
0
dx(t)
dt
FH Lt
s®0
IK
e - st dt = FH IK
Lt s X(s) - x(0)
s®0
dt
not functions of s
Lt e- st = 1
z
¥ s®0
dx(t)
dt = Lt s X ( s) - x(0)
dt s®0
0
¥
x(t) 0
= Lt s X ( s) - x(0)
s®0
x( ¥ ) - x(0) = Lt s X ( s ) - x(0)
s®0
\ x( ¥) = Lt s X ( s)
s®0
\ Lt x( t) = Lt s X( s) x(¥ ) = Lt x(t)
t®¥ s®0 t® ¥
x1 ( t ) * x 2 ( t ) =
+¥
-¥
z x1 (l ) x2 ( t - l ) dl ....(3.17)
Proof :
z
+¥
X 1( s) = L {x 1(t ) } = x 1( t) e - st dt .....(3.18)
-¥
z
+¥
X 2 ( s ) = L {x 2 ( t } = x 2 ( t) e - st dt .....(3.19)
-¥
Let x3(t) be the signal obtained by convolution of x1(t) and x2(t).Now from equation (3.17) we get,
z
+¥
z
+¥
m r
X 3 (s) = L x 3 (t = x 3 ( t) e - st dt ..... (3.21)
-¥
z LMMN z OP
+¥ +¥
X 3 ( s) = x 1 (l ) x2 ( t - l ) dl e - st dt
-¥ -¥
PQ ..... (3.22)
Let, e–st = esl ´ e–sl ´ e–st = e–sl ´ e–s(t – l) = e–sl ´ e–sM ..... (3.23)
Using equations (3.23) and (3.24), the equation (3.22) can be written as,
X 3 ( s) = zz
+¥ +¥
-¥ -¥
x 1( l ) x 2 (M) e - sl e - sM dl dM
= z
+¥
-¥
x 1( l ) e - sl dl ´ z
+¥
-¥
x 2 (M ) e - sM dM .....(3.25)
In equation (3.25), l and M are dummy variables used for integration, and so they can be changed to t.
z z
+¥ +¥
X 3 ( s) = x 1 (t) e - st dt ´ x2 ( t) e - st dt
-¥ -¥
Using equations
= X 1 ( s) X 2 ( s ) (3.18) and (3.19)
m r
\ L x 1 ( t ) * x 2 ( t ) = X 1 ( s) X 2 ( s)
Chapter 3 - Laplace Transform 3. 26
Table 3.3 : Properties of Laplace Transform
Note : L{x(t)} = X(s); L{x1(t)} = X1(s); L{x2(t)} = X2(s)
Property Time domain signal s-domain signal
z x(t) dt
Time integration
z x(t) dt
X(s)
s
+
s
t=0
where n = 1, 2, 3 ......
X(s)
s n
n 1
+ å n-K+1
K=1 s
LM
N z z
.... x( t ) (dt) k OP
Q t=0
dX(s)
Frequency differentiation t x(t) -
ds
dn
tn x(t) ( -1) n X(s)
ds n
where n = 1, 2, 3 ......
Frequency integration
1
t
x(t) z
¥
s
X(s) ds
1
Time scaling x(at) a
X s
a ej
0
x1 (t) e - st dt
where, x1(t) is one period of x(t).
x1 (t) * x2 (t)
Convolution theorem
z
+¥
X1 (s) X 2 ( s)
= x1 (l ) x 2 (t - l ) dl
-¥
3. 27 Signals & Systems
Example 3.5 x(t)
T 2T 3T t
A
Solution
Fig 3.5.1.
The given waveform satisfy the condition, x(t + nT) = x(t), and so it is periodic.
Let x1(t) be one period of x(t). The equation for one period of the periodic waveform of fig 3.5.1 is,
T
x1( t) = A ; for t = 0 to
2
T
= - A ; for t = to T
2
From periodicity property of Laplace transform,
z
T
1
l q
If X(s) = L x( t) , and if x( t) = x(t + nT ) then, X(s) =
1 - e - sT
x1(t) e - st dt, where x1( t) is one period of x( t).
0
z
T
1
l q
\ L x(t) = X(s) =
1 - e - sT
x1(t) e - st dt
0
z
T sT
LM A F IO sT
2
x1(t) e - st dt =
A
GH
-
JK 2
1 - e J P
1 -
X(s) =
M G K PQ
2
0
s
Ns H
- sT
1 - e
LM A F IO sT
2
1 - e J P
1 -
=
F1 + e I F1 - e I MN s H
-
sT
-
sTG K PQ
2
a 2 - b 2 = (a + b) (a - b)
GH JK GH
2
JK 2
F
A G1 - e
-I sT
JJ 2
s GG
=
H 1 + e JK
sT
-
2
z
T
1
l q
If X(s) = L x( t) , and if x( t) = x(t + nT ) then, X(s) =
1 - e - sT
x1(t) e - st dt, where x1( t) is one period of x( t).
0
Chapter 3 - Laplace Transform 3. 28
z z
T 2p
1 1
l q
\ X(s) = L x( t) =
1 - e - sT
x1(t ) e - st dt =
1 - e -2 ps
x1( t) e - st dt
0 0
Put, T = 2p
LM O
z z z
p 2p 2p
dt P =
1 1
= 0´e - st
dt + sin t ´ e - st
sin t e - st
dt e jq - e - j q
1 - e -2 ps MN 0 p
PQ 1 - e -2 ps
p
sinq =
2j
2p
=
1
1 - e -2 ps z
p
e jt
- e
2j
- jt
e - st dt =
d
1
2 j 1 - e -2 ps iz
2p
p
e b g
- s- j t
- e b g
- s+j t
dt
1 LM e b g - e b g OP =
- s- j t
1 Lee e e O
- s+ j t
2p
jt - st - jt - st 2p
=
d
2j 1- e -2 ps
Mi N -(s - j) -bs + jg PQ 2jd1 - e i MN- s - j + s + j PQ p
-2 ps
p
=
1 LM- e e + e e + e e - e e OP
j2 p -2 ps - j2 p -2 ps jp - ps - jp - ps
d
2 j 1 - e -2 ps iN s-j s+ j s-j s+ j Q
=
1 LM- e + e - e + e OP
-2 ps -2 ps - ps
e = -1 and e =1
- ps ± jp ± j2 p
d
2j 1- e -2 ps
iN s - j s + j s - j s + j Q a - b = (a + b) (a - b) 2 2
=
1 LM -(s + j) e + (s - j) e - (s + j) e + (s - j) e OP
-2 ps -2 ps
j = -1 - ps - ps 2
d
2 j 1 - e -2 ps iN (s - j) (s + j) Q
=
1 LM -se - je + se - j e - se - je + se - je OP
-2 ps -2 ps -2 ps -2 ps - ps - ps - ps - ps
d
2j 1- e -2 ps
iN s +1 Q 2
=
1 LM -2je - 2je OP = -2je d1+ e i =
- ps -2 ps
e
- ps - ps - ps
d
2 j 1- e -2 ps
i N s + 1 Q 2j ds + 1id1 + e id1- e i ds + 1ide - 1i
2 2 - ps - ps 2 - ps
Example 3.7
Determine the Laplace transform of the following signals using properties of Laplace transform.
a) x(t) = (t2 2t) u(t 1) b) Unit ramp signal starting at t = a. c) x(t)
4
Solution
a) Given that, x(t) = (t2 2t) u(t 1) = t2 u(t 1) 2t u(t 1)
0
2 t
From table 3.2 we get,
Fig 3.7.1.
2
n s
2
L t u(t ) = 3
s
.....(1)
1 2
l q
L t u( t) = 2 ;
s
l
\ L 2 t u( t) = q s2
.....(2)
{d i } n
\ X(s) = L{x( t)} = L t 2 - 2t u(t - 1) = L t 2 u(t - 1) - L 2t u(t - 1) s l q
= e- s Lnt u(t)s - e Ll2t u(t)q
2 -s
Using time delay property
= e- s
2
- e
2 F 1 - s IJ = 2e
= 2e G -s -s
-s
(1 - s)
s 3
s H s K 2 3
s3 Using equations (1) and (2)
3. 29 Signals & Systems
b) Given that, Unit ramp signal starting at t = a. x(t) x(t a)
The unit ramp starting at t = a, is unit ramp delayed by
a units of time. The unit ramp waveform and the ramp
waveform starting at t = a are shown in fig 1 and fig 2 respectively.
The equation of unit ramp and delayed ramp are given below.
0 t a t
Unit ramp, x(t) = t u(t)
Fig 1 : Ramp. Fig 2 : Ramp starting at t = a.
Delayed unit ramp, x(t - a) = (t - a) u(t - a)
From table 3.2 we get,
1
l q
L t u(t ) =
s2
.....(3)
l q
L x( t - a) = e - as L x(t) l q
= e - as
L lt u(t)q Using time delay property
1 e - as
= e - as 2
= Using equation (3)
s s2
c)
The given signal can be decomposed into two signals as shown in fig 4 and fig 5.
x1(t) 0 1 2 3 4
x(t) -t
8 2
4 6
Þ 4 + 4
2
3
0 2 0 1 2 4 x2(t)
t t
Fig 3. Fig 4. Fig 5.
The mathematical equations of signals, x1 (t) and x2(t) are given below.
x1(t) = 2t u(t)
x2(t) = -2(t - 2) u(t - 2)
\ x(t) = x1(t) + x2(t) = 2t u(t) - 2(t - 2) u(t - 2)
From table 3.2 we get,
1 2
l q
L t u(t ) =
s2
; l
\ L 2t u( t) = q s2
.....(4)
l q
\ X(s) = L {x(t )} = L x1(t ) + x 2 ( t) = L 2t u(t) - 2(t - 2) u(t - 2) l q
l q l q
= L 2t u(t) - L 2(t - 2) u(t - 2)
2 2 2d1 - e i
-2 s
-2 s
= - e
2
= 2 2
Using equation (4)
s s s
Chapter 3 - Laplace Transform 3. 30
Example 3.8
Let, X(s) = L{x(t)}. Determine the initial value, x(0) and the final value, x(¥), for the following signals using initial value
and final value theorems.
1 s + 1 7s + 6
a) X(s) = b) X(s) = c) X(s) =
s(s - 1) s 2 + 2s + 2 s(3s + 5)
s2 + 1 s + 5
d) X(s) = e) X(s) =
s 2 + 6s + 5 s2 (s + 9)
Solution
1
a) Given that, X(s) =
s(s - 1)
1 1 1
Initial value, x(0) = Lt s X(s) = Lt s = Lt = Lt
s®¥ s®¥ s(s - 1) s®¥ (s - 1) s®¥ F 1I
sG 1 - J
H sK
1 1 1 1 1
= Lt = = 0 ´ = 0
s®¥ s FG1 - 1IJ ¥ FG1 - 1 IJ 1 - 0
H sK H ¥K
1 1 1
Final value, x(¥) = Lt sX(s) = Lt s = Lt = = -1
s® 0 s® 0 s(s - 1) s® 0 (s - 1) 0 - 1
s + 1
b) Given that, X(s) =
s 2 + 2s + 2
FG
s 1 +
1 IJ
Initial value, x(0) = Lt sX(s) = Lt s 2
s + 1
= Lt s
H s K
s®¥ s®¥ s + 2s + 2 s®¥ FG
s2 1 +
2 2
+ 2
IJ
H s s K
1 1
1 + 1 +
s ¥ 1+ 0
= Lt = = = 1
s®¥ 2 2 2 2 1+ 0 + 0
1 + + 2
1 + +
s s ¥ ¥
s + 1
Final value, x( ¥) = Lt sX(s) = Lt s 2
s® 0 s® 0 s + 2s + 2
0 + 1
= 0´ = 0
0 + 0 + 2
7s + 6
c) Given that, X(s) =
s(3s + 5)
FG 6 IJ
s 7 +
Initial value, x(0) = Lt sX(s) = Lt s
7s + 6
= Lt s
H sK
s®¥ s®¥ s(3s + 5) s®¥ 2F 5I
s G3 + J
H sK
6 6
7 +7 +
= Lt s = ¥ = 7 + 0 = 7
s®¥ 5 5 3 + 0 3
3 + 3 +
s ¥
7s + 6
Final value, x(¥) = Lt sX(s) = Lt s
s® 0 s® 0 s(3s + 5)
7s + 6 0 + 6 6
= Lt = =
s® 0 3s + 5 0 + 5 5
3. 31 Signals & Systems
2
s + 1
d) Given that, X(s) =
s 2 + 6s + 5
FG
s2 1 +
1 IJ
Initial value, x(0) = Lt sX(s) = Lt s 2
s2 + 1
= Lt s
H s2 K
s®¥ s®¥ s + 6s + 5 s®¥ FG
s2 1 +
6
+ 2
1 IJ
H s s K
1 1
1+ 1+
s2 ¥ 1+ 0
= Lt s = ¥ ´ = ¥ ´ = ¥
s®¥ 6 1 6 1 1+ 0 + 0
1+ + 2 1+ +
s s ¥ ¥
s2 + 1 0 + 1
Final value, x(¥) = Lt sX(s) = Lt s 2
= 0 ´ = 0
s® 0 s® 0 s + 6s + 5 0 + 0 + 5
s + 5
e) Given that, X(s) =
s 2 (s + 9)
FG 5 IJ
s 1 +
Initial value, x(0) = Lt sX(s) = Lt s 2
s + 5
= Lt s
H sK
s®¥ s®¥ s (s + 9) s®¥ F 9I
s G1 + J
3
H sK
5 1
1 + 1 +
1 s = 1 ´ ¥ = 0 ´ 1+ 0 = 0
= Lt
s®¥ s 9 ¥ 9 1+ 0
1 + 1 +
s ¥
s + 5 s+5 0+5
Final value, x(¥) = Lt sX(s) = Lt s 2 = Lt = = ¥
s® 0 s® 0 s (s + 9) s ® 0 s 2 + 9s 0+0
Example 3.9
Perform convolution of x1(t) and x2(t) using convolution theorem of Laplace transform.
a) x1(t) = u(t + 5), x2(t) = d(t - 7) b) x1(t) = u(t 2), x2(t) = d(t + 6)
Solution 1
L {u( t)} = and L{d( t)} = 1
a) Given that, x1(t) = u(t + 5), x2(t) = d(t - 7) s
x1(t) = u(t + 5) l q
if L{x( t)} = X(s) then L x(t ± a ) = e ± as X(s)
1 e5 s
\ X1(s) = L {x1( t)} = L {u(t + 5)} = e5 s L {u( t )} = e 5 s ´ = .....(1)
s s
x2(t) = d(t - 7)
l q l q
\ X 2 (s) = L{x 2 ( t)} = L d( t - 7) = e -7s L d(t ) = e -7s ´ 1 = e -7s .....(2)
l q
L x1( t) * x 2 ( t) = X1(s) X 2 (s)
\ x1( t) * x 2 (t ) = L-1
RS e UV = L RS 1 UV
-2 s
-1
= u( t) t = t - 2 = u( t - 2)
TsW Ts W t = t -2
Chapter 3 - Laplace Transform 3. 32
b) Given that, x1(t) = u(t 2), x2(t) = d(t + 6) 1
L {u( t)} = and L{d( t)} = 1
s
x1(t) = u(t 2)
l q
if L{x( t)} = X(s) then L x(t ± a ) = e ± as X(s)
-2 s
1 e
l q l q
\ X1(s) = L x1( t) = L u( t - 2) = e -2 s L u( t) = e -2s l q ´ =
s s
.....(1)
x2(t) = d(t + 6)
l q l q l q
\ X 2 (s) = L x 2 ( t) = L d( t + 6) = e6 s L d( t) = e6 s ´ 1 = e6 s .....(2)
l q
L x1( t) * x 2 ( t) = X1(s) X2 (s)
e -2 s e -2 s + 6 s e4s
= ´ e6 s = =
s s s Using equations (1) and (2)
\ x1( t) * x 2 (t ) = L-1
RS e UV = L RS 1 UV
4s
-1
= u(t ) t = t + 4 = u( t + 4)
TsW TsW t= t + 4
c) Given that, x1(t) = u(t + 1), x2(t) = r(t 2) ; where r(t) = t u(t) 1 1
x1(t) = u(t + 1)
L {u( t)} =
s
l q l q
and L r( t ) = L t u( t) = 2
s
x2(t) = r(t 2)
e -2 s
l q l q
\ X 2 (s) = L x 2 ( t) = L r( t - 2 ) = e -2 s L {r( t)} =
s2
.....(2)
es e -2 s e- s
= ´ 2
=
s s s3 Using equations (1) and (2)
\ x1( t) * x 2 ( t) = L-1
RS e UV = L RS 1 UV
-s
-1
=
LM t
2 O
u( t)P RS t u(t)UV =
n - 1
1
T s W Ts W
3 3
t = t -1 N2 Q t = t -1
L
T(n - 1)! W sn
( t - 1)2
= u( t - 1)
2
Example 3.10
Perform convolution of x 1(t) and x2(t) using convolution theorem of Laplace transform and sketch the resultant
waveform, where, x1(t) = u(t) - u (t - 1) and x2(t) = u(t) - u(t - 2).
Solution
x1(t) = u(t) u(t 1)
1 e -s
l q l q l q l q l q
\ X1(s) = L x1(t ) = L u( t) - u( t - 1) = L u(t ) - L u( t - 1) = L u( t) - e - s L u( t) = l q s
-
s
.....(1)
1 e -2 s
l q l q l q l q l q
\ X 2 (s) = L x 2 ( t) = L u( t) - u(t - 2) = L u(t ) - L u( t - 2 ) = L u( t) - e -2 s L u(t ) = l q s
-
s
.....(2)
3. 33 Signals & Systems
From convolution theorem of Laplace transform,
l q F1 e-s I F1 e -2 s I
L x1( t ) * x 2 ( t ) = X1(s) X 2 (s) = GH s -
s JK GH s -
s JK Using equations (1) and (2)
1 e -2 s e-s e -3 s 1 e-s e -2 s e -3 s
= - 2
- 2
+ 2
= 2 - 2
- 2
+
s 2
s s s s s s s2
\ x1( t) * x 2 ( t ) = L-1
RS 1 - e - e + e
-s -2 s -3 s
UV L {t u( t)} =
1
Ts s
2 2
s 2
s 2
W s2
e - as
= L -1 RS 1 UV - L RS e UV - L RS e
-1
-s
-1
-2 s
UV + L RS e UV
-1
-3 s
l
L t - a ) u(t - a ) =q s2
Ts W
2
Ts W2
Ts 2
W Ts W 2
b 0 s M + b1 s M - 1 + b 2 s M - 2 + ..... + b M - 1 s + b M
= .....(3.26)
a 0 s N + a 1 s N - 1 + a 2 s N - 2 + ..... + a N - 1 s + a N
FG
b0 sM +
b1 M - 1
s
b b b
+ 2 s M - 2 + ..... + M - 1 s + M
IJ
X(S) =
H b0 b0 b0 b0 K
F
a Gs N
+
a1 N - 1
s
a a a
+ 2 s N - 2 + ..... + N - 1 s + N
IJ
0
H a0 a0 a0 a0 K
(s - z1 ) (s - z 2 ) ..... (s - z M )
= G .....(3.27)
(s - p1 ) (s - p 2 ) ..... (s - p N )
b0
where, G = = Scaling factor
a0
z1, z2, ....., zM = Roots of numerator polynomial, P(s)
p1, p2, ....., pN = Roots of denominator polynomial, Q(s)
In equation (3.27) if the value of s is equal to any one of the root of numerator polynomial then the
signal X(s) will become zero.
Therefore the roots of numerator polynomial z1, z2, ....., zM are called zeros of X(s). Since s is
complex frequency, the zeros can be defined as values of complex frequencies at which the signal X(s)
becomes zero.
In equation (3.27), if the value of s is equal to any one of the roots of the denominator polynomial
then the signal X(s) will become infinite. Therefore the roots of denominator polynomial p1, p2, ....., pN are
called poles of X(s). Since s is complex frequency, the poles can be defined as values of complex
frequencies at which the signal X(s) become infinite. Since the signal X(s) attains infinte value at poles,
the ROC of X(s) does not include poles.
In a realizable system, the number of zeros will be less than or equal to number of poles. Also for
every zero, we can associate one pole. (When number of finite zeros are less than poles, the missing zeros
are assumed to exist at infinity).
Let zi be the zero associated with the pole pi. If we evaluate |X(s)| for various values of s, then
|X(s)| will be zero for s = zi and infnite for s = pi. Hence the plot of |X(s)| in a three dimensional plane will
look like a pole (or pillar like structure) and so the point s = pi is called a pole.
3.4.1 Representation of Poles and Zeros in s-Plane
We know that, Complex frequency, s = s + jW
where, s = Real part of s, W = Imaginary part of s jW
s-plane
Hence the s-plane is a complex plane, with s on real axis and W on
imaginary axis as shown in fig 3.5. In the s-plane, the zeros are marked by
®
-6 ± 36 - 4 ´ 13 -6 ± j4
s = = = - 3 + j 2, - 3 - j 2
2 2
\ s2 + 6s + 13 = (s + 3 - j2) (s + 3 + j2)
(s + 2) (s + 5) (s + 2) (s + 5)
\ X(s) = = .....(3.28)
2
s(s + 6s + 13) s(s + 3 - j2) (s + 3 + j2)
The zeros of the above function are, jW
®
p2 s-plane
z1 = 2 X +j2
z2 = 5 z2 z1 +j1
p1
X
0 ®s
The poles of the above function are, -5 -4 -3 -2 -1 -j1
p1= 0 X -j2
p3
p2 = 3 + j2 Fig 3.6 : Pole-zero plot of the
p3 = 3 j2 function of equation (3.28).
The pole-zero plot of rational function of s of equation (3.28) is shown in fig 3.6.
sc X
s X X ®
Therefore ROC of X(s) is all points to the left of abscissa of
convergence (or left of the line passing through -a1) in s-plane as ¬Abscissa of
convergence
shown in fig.3.8. In terms of poles of X(s) we can say that the ROC
Fig 3.8 : ROC of an anticausal signal.
is left of left most pole of X(s), (i.e., left of the pole with smallest
real part).
Case iii : Two sided signal
Let x(t) be a two sided signal defined as,
x(t) = e - a1t u(t) + e - a 2 t u(t) + e - a 3t u( - t) + e - a 4 t u( - t) ; where -a1 < -a2 < -a3< -a4
Now, the Laplace transform of x(t) is,
1 1 1 1
X(s) = + - -
s + a1 s + a2 s + a3 s + a4
N(s)
=
(s + a1 ) (s + a 2 ) (s + a 3 ) (s + a 4 )
where, N(s) = (s + a2) (s + a3) (s + a4) + (s + a1) (s + a3) (s + a4)
- (s + a1) (s + a2) (s + a4) - (s + a 1) (s + a2) (s + a3)
The poles of X(s) are,
p1 = -a1 ; p2 = -a2 ; p3 = -a3 ; p4 = -a4
Let, s = Real part of s.
Now, the convergence criteria for X(s) are,
s > -a1 ; s > -a2 ; s < -a3 ; s < -a4
Since -a1 < -a2 < -a3< -a4, the function X(s) converges, when s lies between -a2 and -a3
(i.e., -a2 < s < -a3 ), and does not converge for s < -a2 and s > -a3.
3. 37 Signals & Systems
X(s) =
d
(s + 1) s2 + 10s + 41 i
d
(s + 4) s2 + 4s + 13 i
Solution
In the given function, both the numerator and denominator polynomials are third order polynomials. Hence the
given function has three zeros and three ploes.
Let z1, z2, z3, be zeros and p1, p2, p3, be poles of X(s).
Chapter 3 - Laplace Transform 3. 38
To Determine Zeros
Consider the numerator polynomial.
(s + 1) (s2 + 10s + 41) = 0
z1 = 1 ; z2 = 5 + j4 ; z3 = 5 j4
To Determine Poles
jW
®
Consider the denominator polynomial.
z2 s-plane
(s + 4) (s2 + 4s + 13) = 0 +j4
P2
2
The roots of quadratic s + 4s + 13 = 0 are, X +j3
+j2
-4 ± 4 2 - 4 ´ 13 -4 ± -36
s = = P1 +j1
2 2 z1
X
0 ®
s
-4 j 36 5 4 3 2 1
= ± = - 2 ± j3 = - 2 + j3, - 2 - j3 j1
2 2
\ (s + 4) (s2 + 4s + 13) = (s + 4) (s+ 2 j3) (s + 2 + j3) = 0 j2
P3
X j3
\ The roots of denominator polynomial are,
s = 4 ; s = 2 + j3 ; s = 2 j3 z3 j4
The pole-zero plot of function X(s) is shown in fig 1. The zeros are denoted by and poles are denoted by X.
l q
L-1 X(s) = x(t) =
1
2 pj z X(s) e st ds
s = s - jW
Performing inverse Laplace transform by using the above fundamental definition is tedious. But the
inverse Laplace transform by partial fraction expansion method will be much easier. In this method the
s-domain signal is expressed as a sum of first order and second order sections. Then the inverse Laplace
transform is obtained by comparing each section with standard transform pair, (listed in table 3.2).
In the following section the inverse Laplace transform by partial fraction exapansion method is
explained with example.
3. 39 Signals & Systems
3.5.1 Inverse Laplace Transform by Partial Fraction Expansion Method
Let Laplace transform of x(t) be X(s). The s-domain signal X(s) will be a ratio of two polynomials
in s (i.e., rational function of s). The roots of the denominator polynomial are called poles. The roots of
numerator polynomials are called zeros. (For definition of poles and zeros please refer section 3.4). In
signals and systems, three different types of s-domain signals are encountered. They are,
Case i : Signals with separate poles.
Case ii : Signals with multiple poles.
Case iii : Signals with complex conjugate poles.
The inverse Laplace transform by partial fraction expansion method of all the three cases are
explained with an example.
Case - i : When s-Domain Signal X(s) has Distinct Poles
K
Let, X(s) = .....(3.29)
s(s + p1 ) (s + p 2 )
By partial fraction expansion technique, the equation (3.29) can be expressed as,
K K K2 K3
X(s) = = 1 + + .....(3.30)
s(s + p1 ) (s + p 2 ) s s + p1 s + p2
The residues K1, K2 and K3 are given by,
K1 = X(s) ´ s s=0
K 2 = X(s) ´ (s + p1 ) s = - p1
K 3 = X(s) ´ (s + p 2 ) s = - p2
1 1
We Know that, L{u(t)} =
s
n
, L e - at u(t) =
s + a
s
By using the above standard Laplace transform pairs the inverse Laplace transform of equation
(3.30) can be obtained as shown below.
l q
L-1 X(s) = L-1
RS K + K + K UV
1 2 3
Ts s+p s+pW 1 2
R 1U R 1 UV + K
\ x( t ) = K L S V + K L S
-1 -1
L-1
RS 1 UV
1
T sW Ts + p W 2
1
3
Ts + p W
2
2
Determine the inverse Laplace transform of X(s) =
s(s + 1) (s + 2)
Solution
2
Given that, X(s) =
s(s + 1) (s + 2)
Chapter 3 - Laplace Transform 3. 40
By partial fraction expansion technique, X(s) can be expressed as,
2 K K2 K3
X(s) = = 1 + +
s(s + 1) (s + 2) s s + 1 s + 2
d
K 3 = X(s) ´ (s + p 2 ) 2 ; K4 = X(s) ´ (s + p 2 ) 2
s = - p2 ds s = - p2
1 1 1
We know that, L{u(t)} = , L e - at u(t) =
s s+ a
n
, L t e- at u(t) = s
(s + a ) 2
n s
By using the above standard Laplace transform pairs the inverse Laplace transform of
equation (3.31) can be obtained as shown below.
1
3
2
2
4
R 1U
\ x(t) = K L S V + K L S
-1 R 1 UV + K L RS 1 UV + K-1 -1
L-1
RS 1 UV
1
T sW Ts + p W 2
T (s + p ) W 1
3
2
2 4
Ts + p W
2
- p1 t - p2 t - p2 t
= K1 u(t) + K2 e u(t) + K3 t e u(t) + K4 e u(t)
3. 41 Signals & Systems
then the partial fraction of the above signal can be expressed as,
K K K2 K3 K12 K 22 K (q -1)2
X(s) = q
= 1+ + q
+ q -1
+ q -2
+ ...... +
s(s + p1 ) (s + p 2 ) s s + p1 ( s + p 2 ) (s + p 2 ) (s + p 2 ) s + p2
The residue K1, K2, K3 are evaluated as shown above. The q 1 residues K12 , K 22 , .... K (q-1) 2 can
be evaluated using the equation,
1 dr
Kr2 = X(s) ´ (s + 2) q ; r = 1, 2, .... q - 1
r ! dq r
Example 3.13
2
Determine the inverse Laplace transform of X(s) =
s(s + 1) (s + 2)2
Solution
2
Given that, X(s) =
s(s + 1) (s + 2)2
By partial fraction expansion technique, X(s) can be expressed as,
K K K2 K3 K4
X(s) = = 1 + + +
s(s + 1) (s + 2)2 s (s + 1) (s + 2)2 (s + 2)
The residue K 1 is obtained by multiplying X(s) by s and letting s = 0.
2 2 2
K 1 = X(s) ´ s = ´s = = = 0.5
s=0
s(s + 1) (s + 2)2 s=0
(s + 1) (s + 2)2 s=0
1 ´ 22
The residue K 4 is obtained by differentiating the product X(s) ´ (s + 2)2 with respect to s and then letting s = 2.
K4 =
d
X(s) ´ (s + 2)2 =
d LM 2
´ (s + 2)2
OP d uFG IJ du
dx
v - u dv
dx
ds s = -2 N
ds s(s + 1) (s + 2)2 Q s = -2 dx v
=
H K v2
=
d LM
2 OP =
-2(2s + 1)
=
-2(2(- 2) + 1)
= 1.5
u=2 v = s(s + 1)
N
ds s(s + 1) Q s2 (s + 1)2 ( -2)2 ( -2 + 1)2 = s2 + s
s = -2 s = -2
2 0.5 2 1 1.5
\ X(s) = = - + +
s(s + 1) (s + 2)2 s s + 1 (s + 2)2 s + 2
l q
Now, x(t) = L-1 X (s) = L-1
0.5
-
2 RS+
1
+
1.5 UV
s s + 1T (s + 2)2 s + 2 W
= 0.5 u(t) - 2 e - t u(t) + t e -2 t u(t) + 15
. e -2 t u(t)
d
= 0.5 - 2 e - t + t e-2 t + 15
. e -2 t u(t) i
Chapter 3 - Laplace Transform 3. 42
Case iii : When s-Domain Signal X(s) has Complex Conjugate Poles
K
Let, X(s) = .....(3.33)
(s + p1 ) (s2 + bs + c)
By partial fraction expansion technique, the equation (3.33) can be expressed as,
K K1 K s + K3
X(s) = = + 22 ..... (3.34)
(s + p1 ) (s2 + bs + c) s + p1 s + bs + c
The residues K 2 and K 3 are solved by cross multiplying the equation (3.34) and then equating the
coefficients of like power of s.
Finally express X(s) as shown below,
Arranging, s2 + bs ,
K1 K s + K3
X(s) = + 2 2 in the form of ( x + y) 2
s + p1 s + bs + c
K1 K2 s + K3 ( x + y) 2 = x 2 + 2 xy + y 2
= +
s + p1 b
s2 + 2 ´ s +
b
2
+ c -
FG IJ FG bIJ 2
2 2 H K H 2K
K1 K2 s + K3
= + b b2
s + p1 FG s + b IJ 2
F b IJ
+ Gc -
2
Put , = a and c - = W02
H 2K H 4K 2 4
K1 K2 s + K3
= + 2
s + p1 (s + a) 2 + W 0
K3 K3
s + s + a + - a
K1 K2 K1 K2
X(s) = + K2 = + K2
s + p1 (s + a) 2 + W 0 2 s + p1 (s + a ) 2 + W 0 2
K1 s + a + K4 K3
= + K2 Put , - a = K4
s + p1 (s + a) 2 + W 02 K2
K1 s + a K2 K4 W0
= + K2 2
+ K K
s + p1 2
(s + a) + W 0 W0 (s + a) 2 + W 0 2 Put , 2 4 = K5
W0
K1 s + a W0 ..... (3.35)
\ X(s) = + K2 + K5
s + p1 (s + a) 2 + W 0 2 (s + a ) 2 + W 0 2
1 s+a
n s
We know that, L e - at u(t) =
s+a
; n
L e - at cos W 0 t u(t) = s
(s + a) 2 + W 02
;
W0
n s
L e - at sin W 0 t u(t) =
(s + a) 2 + W 0 2
By using the above standard Laplace transform pairs the inverse Laplace transform of
equation (3.35) can be obtained as shown below.
3. 43 Signals & Systems
R| K + K s + a W0 U|
l q
L-1 X(s) = L-1 S| s + p
1
2
(s + a) 2 + W 02
+ K5
(s + a ) 2 + W 0 2
V|
T 1 W
\ x( t ) = K1 L-1
RS 1 UV + K L-1
RS s + a UV + K L-1
RS W 0
UV
Ts + p W 1
2
T (s + a) + W W2
0
2 5
T (s + a ) + W W
2
0
2
Example 3.14
1
Determine the inverse Laplace transform of X(s) =
(s + 2) (s2 + s + 1)
Solution
1
Given that, X(s) =
(s + 2) (s2 + s + 1)
By partial fraction expansion technique, X(s) can be expressed as,
1 K1 K s + K3
X(s) = = + 22
(s + 2) (s 2 + s + 1) s + 2 s + s + 1
To solve K 2 and K 3, cross multiply the following equation and substitute the value of K1. Then equate the coefficients
of like power of s.
1 K1 K s + K3
= + 22
(s + 2) (s 2 + s + 1) s + 2 s + s + 1
d i
1 = K1 s 2 + s + 1 + (K 2 s + K 3 ) (s + 2)
1
1 =
3
ds 2
+ s + 1i + K 2 s2 + 2 K 2 s + K 3 s + 2 K 3
s2 s 1
1 = + + + K 2 s2 + 2 K 2 s + K 3 s + 2 K 3
3 3 3
1 =
FG 1 + K IJ s 2
+
FG 1 + 2 K + K3
IJ s + 1
+ 2 K3
H3 K 2
H3 2
K 3
0 =
1
+ 2 K 2 + K3 Þ K3 = -
1
- 2 K2 = -
1
- 2´ -
1 FG IJ =
1
3 3 3 3 H K 3
Arranging, s2+s, in
1 -1 1 1 1
s + - (s - 1) the form of (x+y)2
1 3 + 3 3 = 3 + 3
\ X(s) = 2
= 2 2
(s + 2) (s + s + 1) s+2 s + s + 1 s+2 s + s + 1 (x+y)2 = x2+2xy+x2
1 1 1 s -1 1 1 1 s - 1
= - = -
3 s+2 3 (s2 + (2 ´ 0.5s) + 0.5 2 ) + (1 - 0.5 2 ) 3 s+2 3 (s + 0.5)2 + 0.75
Chapter 3 - Laplace Transform 3. 44
1 1 1 s + 0.5 - 1 - 0.5 1 1 1 s + 0.5 - 1.5
= - 2
= -
3 s+2 3 (s + 0.5)2 + 3 s+2 3 (s + 0.5)2 + 0.866 2
0.75 e j
1 1 1 s + 0.5 1 1.5 0.866
= - + ´
3 s+2 3 (s + 0.5)2 + 0.866 2 3 0.866 (s + 0.5)2 + 0.866 2
l q = L RST 31 s +1 2 - 31 (s + 0.5)
\ x(t) = L-1 X(s) -1 s + 0.5
+ 0.866
+ 0.577
0.866
(s + 0.5) + 0.866 W
2
UV
2 2 2
1 R 1 UV - 1 L RS s + 0.5 U R 0.866 U
T s + 2 W 3 T (s + 0.5) + (0.866) VW + 0.577 L ST (s + 0.5) + 0.866 VW
L S-1 -1 -1
= 2 2 2 2
3
1 -2t 1 -0.5t
= e u(t) - e cos 0.866t u(t) + 0.577 e -0.5t sin 0.866t u(t)
3 3
Example 3.15
4
Find the inverse Laplace transform of the s-domain signal, X(s) = using convolution theorem.
d
s2 s 2 + 16 i
Solution
4 4 4 1
Let, X(s) = = = ´ 2 = X1(s) X 2 (s)
d
s 2 s2 + 16 i d
s 2 s2 + 4 2 i s 2 + 42 s
4 1
where, X1(s) = and X 2 (s) =
s 2 + 42 s2
l q
x1(t) = L-1 X1(s) = L-1
RS 4 UV = sin4t u(t)
Ts 2
+ 42 W
3. 45 Signals & Systems
l q
x 2 (t) = L-1 X 2 (s) = L-1
RS 1 UV = t u(t)
Ts W 2
\ x(t) = L lX(s)q
-1
= L lX (s) X (s)q
-1
1 2
By convolution theorem, the inverse Laplace transform of X1(s) X2(s) is given by convolution of x1(t) and x2(t).
\ x(t) = L1{X1(s) X2(s)} = x1(t) * x2(t) Since x1(t) and x2(t) are causal, limits
of integration are changed to 0 to t.
+¥ t t
= z
-¥
x1 (l ) x 2 (t - l ) dl = z
0
sin 4l (t - l ) dl = z
0
(t - l ) sin 4l dl
LM
= (t - l )
N
FG -cos 4l IJ - (-1) FG -cos 4l IJ dl OP
H 4 K z
H 4 K Q
t
z z z LNM z OQP
uv=u v - du v
0 u= t-l v = sin4 l
L
= M-(t - l ) G
F cos 4l IJ - sin 4l OP t
N H 4 K 16 Q 0
L
= M-(t - t ) G
F cos 4t IJ - sin 4t + (t - 0) cos 0 + sin 0 OP
N H 4 K 16 4 16 Q cos 0 = 1, sin 0 = 0
1F
= 0 -
sin 4 t
16
+
4
t
+ 0 = G t - sin4 4t IJK ; t ³ 0 = 41 FGH t -
4H
sin 4 t
4
IJ
u(t)
K
Example 3.16
Find the inverse Laplace transform of the following s-domain signals.
3s2 + 8s + 23
a) Given that, X(s) =
(s + 3) (s2 + 2s + 10)
By partial fraction expansion technique, X(s) can be expressed as,
3s2 + 8s + 23 K1 K s + K3
X(s) = = + 2 2
(s + 3) (s 2 + 2s + 10) s + 3 s + 2s + 10
The residue K 1 is obtained by multiplying X(s) by (s + 3) and letting s = 3.
3s2 + 8s + 23
\ K1 = X(s) ´ (s + 3) = ´ (s + 3)
s = -3
(s + 3) (s 2 + 2s + 10) s = -3
3 ´ (-3)2 + 8 ´ ( -3) + 23 27 - 24 + 23 26
= = = =2
( -3)2 + 2 ´ (-3) + 10 9 - 6 + 10 13
To solve K 2 and K 3 cross multiply the following equation and substitute the value of K1. Then equate the coefficients
of like power of s.
3s2 + 8s + 23 K1 K s + K3
= + 2 2
(s + 3) (s2 + 2s + 10) s + 3 s + 2s + 10
d
3s2 + 8s + 23 = K1 s2 + 2s + 10 + (K 2 s + K 3 ) (s + 3)i
3s + 8s + 23 = K1 s + 2 K1 s + 10K1 + K 2 s2 + 3 K 2 s + K 3 s + 3 K 3
2 2
= L-1
RS 2 UV + L RS s + 1 UV = 2e
-1
2 2
-3t
u( t) + e - t cos 3 t u(t )
T s + 3 W T (s + 1) + 3 W
8s 2 + 11s
b) Given that, X(s) =
(s + 2) (s + 1) 3
By partial fraction expansion technique, X(s) can be expressed as,
8s2 + 11s K1 K2 K3 K
X(s) = = + + + 4
(s + 2) (s + 1)3 s + 2 (s + 1)3 (s +1)2 s +1
The residue K 1 is obtained by multiplying X(s) by (s + 2) and letting s = 2.
The residue K 3 is obtained by differentiating the product X(s) ´ (s + 1)3 with respect to s and then letting s = 1.
\ K3 =
d
X(s) ´ (s + 1)3 =
d LM 8s + 11s2
´ (s + 1)3
OP
3
ds s = -1 ds N (s + 2) (s + 1) Q s = -1
=
d LM 8s + 11s OP
2
=
(16s + 11) (s + 2) - (8s 2 + 11s) ´ 1 d uFG IJ
=
du
dx
v - u dv
dx
ds N s+2 Q (s + 2)2 s = -1
dx vH K v2
s = -1
2 2
16s + 32s + 11s + 22 - 8s - 11s
=
(s + 2)2 s = -1
2 2
8s + 32s + 22 8 ´ ( -1) - 32 + 22
= = = -2
(s + 2)2 s = -1
(-1 + 2)2
The residue K 4 is obtained by differentiating the product X(s) ´ (s + 1)3 twice with respect to s and then dividing by
2! and letting s = 1.
1 d2 1 d d LM OP
\ K4 = X(s) ´ (s + 1)3 = X(s) ´ (s + 1)3
2! ds2 s = -1
2 ds dsN Q s= -1
=
1 d LM 8s + 32s + 22 OP
2
=
1 (16s + 32) (s + 2)2 - (8s2 + 32s + 22) 2(s + 2)
2
2 ds N (s + 2) Q 2 (s + 2)4 s = -1
s = -1
2 2
1 (16 ´ ( -1) + 32)( -1 + 2) - (8 ´ ( -1) + 32 ´ ( -1) + 22) 2( -1 + 2)
=
2 ( -1 + 2)4
1 -16 + 32 - (8 - 32 + 22) ´ 2
= ´ = 10
2 1
3. 47 Signals & Systems
8s 2 + 11s -10 3 2 10
\ X(s) = = - - +
(s + 2) (s + 1)3 s + 2 (s + 1)3 (s + 1)2 s + 1
=
R 1 UV - 3 L RS 1 UV - 2 L RS 1 UV + 10 L RS 1 UV
-1
- 10 L S -1
3
-1
2
-1
Ts + 2 W T (s + 1) W T(s + 1) W Ts + 1 W
1 2 -t
= - 10 e -2t u(t) - 3 ´ t e u(t) - 2 t e -t u(t) + 10 e -t u(t)
2!
= ( -10 e -2t . t 2 e - t - 2 t e - t + 10 e -t ) u(t)
- 15
= . t 2 )e- t - 10 e -2t u(t)
(10 - 2 t - 15
Example 3.17
4
Find the inverse Laplace transform of X(s) = if the ROC is,
(s + 2) (s + 4)
i) 2 > Re {s} > 4 ii) Re {s} < 4 iii) Re {s} > 2
Solution
4
Given that , X(s) =
(s + 2) (s + 4)
By partial fraction expansion technique, X(s) can be expressed as,
4 K1 K2
X(s) = = +
(s + 2) (s + 4) s + 2 s + 4
The residue K 1 is obtained by multiplying X(s) by (s + 2) and letting s = 2.
4 4
\ K1 = X(s) ´ (s + 2) s = -2
= ´ (s + 2) = =2
(s + 2) (s + 4) s = -2
-2 + 4
4 4
\ K 2 = X(s) ´ (s + 4) s = -4
= ´ (s + 4) = = -2
(s + 2) (s + 4) s = -4
-4 + 2
4 2 2
\ X(s) = = -
(s + 2) (s + 4) s + 2 s+4
Case i :
Given that ROC lies between lines passing through s = 2 to s = 4. Hence x(t) will be two sided signal.
The term corresponding to the pole, p = 2 will be anticausal signal and the term corresponding to the pole, p = 4
will be causal signal.
\ x(t) = - 2 e-2t u(-t ) - 2 e -4 t u(t )
Case ii :
Given that ROC is left of the line passing through s = 4. Hence x(t) will be anticausal signal.
Case iii :
Given that ROC is right of the line passing through s = 2. Hence x(t) will be causal signal.
y( t ) = x( t ) * h( t ) = z
-¥
x(l ) h( t - l ) dl ....(3.39)
3. 49 Signals & Systems
On taking Laplace transform of equation(3.39) we get, If L{x(t)} = X(s)
L{y(t)} = L{x(t) * h(t)} and L{h(t)} = H(s)
Using convolution property of Laplace transform the above then by convolution property
L{x(t) * h(t)} = X(s) H(s)
equation can be written as,
Y(s) = X(s) H(s)
Y(s)
\ H(s) = .....(3.40)
X(s)
Y(s) (s - z1 ) (s - z 2 ) (s - z 3 ) ..... (s - z M )
\ H(s) = = G
X(s) (s - p1 ) (s - p 2 ) (s - p 3 ) ..... (s - p N ) Using equation (3.38)
From equation (3.40) we can conclude that the transfer function of LTI continuous time system is
also given by Laplace transform of the impulse response.
Alternatively we can say that the inverse Laplace transform of transfer function is the impulse
response of the system.
l q
\ Impulse response, h(t) = L-1 H(s) = L-1
Y(s) RS UV Using equation (3.40)
X(s) T W
3.6.3 Response of LTI Continuous Time System Using Laplace Transform
In general, the input-output relation of an LTI (Linear Time Invariant) continuous time system is
represented by the constant coefficient differential equation shown below, (equation (3.41)).
dN dN - 1 dN - 2 d
N
y(t) + a 1 N-1
y(t) + a 2 N- 2
y(t) + ..... + a N - 1 y(t) + a N y(t)
dt dt dt dt
dM dM - 1 dM - 2 d
= b 0 M x( t ) + b1 M - 1 x( t ) + b 2 M - 2 x( t ) + ..... + b M - 1 x( t ) + b M x( t ) .....(3.41)
dt dt dt dt
The solution of the above differential equation (equation (3.41)) is the (total) response y(t) of
LTI system, which consists of two parts.
In signals and systems the two parts of the solution y(t) are called zero-input response yzi(t) and
zero-state response yzs(t).
\ Response, y(t) = yzi(t) + yzs(t)
Zero-Input Response (or Free Response or Natural Response) Using Laplace Transform
The zero-input response yzi(t) is mainly due to initial output (or initial stored energy) in the system.
The zero-input response is obtained from system equation (equation (3.41)) when input x(t) = 0.
On substituting x(t) = 0 and y(t) = yzi(t) in equation (3.41) we get,
dN dN - 1 dN - 2 d
N
y zi (t) + a1 N - 1 y zi (t) + a 2 N - 2 y zi (t) + ..... + a N - 1 yzi (t) + a N yzi (t) = 0
dt dt dt dt
On taking Laplace transform of the above equation with non-zero initial conditions for output we
can form an equation for Yzi(s).
The zero-input response yzi(t) is given by inverse Laplace transform of Yzi(s).
Chapter 3 - Laplace Transform 3. 50
Zero-State Response (or Forced Response) Using Laplace Transform
The zero-state response yzs(t) is the response of the system due to input signal and with zero initial
output. The zero-state response is obtained from the differential equation governing the system
(equation(3.41)) for specific input signal x(t) for t ³ 0 and with zero initial output.
On substituting y(t) = yzs(t) in equation (3.41) we get,
dN dN - 1 dN - 2 d
N
y zs (t) + a 1 N-1
y zs (t) + a 2 N- 2
y zs (t) + ..... + a N - 1 y zs (t) + a N yzs (t)
dt dt dt dt
dM dM - 1 dM - 2 d
= b 0 M x( t ) + b1 M - 1 x( t ) + b2 M - 2 x( t ) + ..... + b M - 1 x( t ) + b M x( t )
dt dt dt dt
On taking Laplace transform of the above equation with zero initial conditions for output
(i.e., yzs(t)) and non-zero initial values for input (i.e., x(t)) we can form an equation for Yzs(s).
The zero-state response yzs(t) is given by inverse Laplace transform of Yzs(s).
Total Response
The total response y(t) is the response of the system due to input signal and initial output (or intial
stored energy). The total response is obtained from the differential equation governing the system
(equation(3.41)) for specific input signal x(t) for t ³ 0 and with non-zero initial conditions.
On taking Laplace transform of equation (3.41) with non-zero initial conditions for both input and
output, and then substituting for X(s) we can form an equation for Y(s).
The total response y(t) is given by inverse Laplace transform of Y(s).
Alternatively the total response y(t) is given by sum of zero-input response yzi(t) and zero-state
response yzs(t).
\ Total response, y(t) = yzi(t) + yzs(t)
3.6.4 Convolution and Deconvolution Using Laplace Transform
Convolution
The convolution operation is performed to find the response y(t) of LTI continuous time system
from the input x(t) and impulse response h(t).
If L{x(t)} = X(s)
\ Response, y(t) = x(t) * h(t) and L{h(t)} = H(s)
On taking Laplace transform of the above equation we get, then by convolution property
L{y(t)} = L{x(t) * h(t)} L{x(t) * h(t)} = X(s) H(s)
-¥
z
= A e - jW t + jW e - jW t dt
+¥
-¥
.....(3.44)
The evaluation of equation (3.44), is evaluation of Laplace transform for s = jW, (i.e., evaluation
of H(s) along imaginary axis) and so we can say that H(s) exists if the ROC includes the imaginary axis.
Hence for a stable LTI continuous time system the ROC should include the imaginary axis of s-plane.
Location of Poles for Stability of Causal Systems
Let h(t) be impulse response of an LTI causal system. Now if h(t) satisfies the condition,
¥
z
0
h( t ) dt < ¥ ....(3.45)
Now , z
0
h( t ) dt =
e a ´¥
a
-
1
a
=
e - k¥
-k
1
+ =
k
e -¥
-k
+
1
k
e -¥ = 0
0 1 1 ....(3.46)
= + = = Constant, and so system is stable.
-k k k
Let a be positive.
¥
ea ´¥
Now , z
0
h( t ) dt =
a
-
1
a e¥ = ¥
ea¥ 1 ¥ 1
= - = - = ¥ , and so system is unstable. .....(3.47)
a a a a
From the above discussion, the stability condition of equation (3.45) jW
s-plane
can be transformed as a condition on location of poles of transfer function
of the LTI continuous time causal system in s-plane. LHP RHP
®
-s s
Consider the s-plane shown in fig 3.10. The area to the right of
vertical axis is called right half plane (RHP) and the area to the left of vertical
axis is called left half plane (LHP). -jW
Fig 3.10 : s-plane.
The transfer function of a continuous time system is given by Laplace
transform of its impulse response.
Let, h(t) = eat u(t)
1
l q
\ Transfer function, H(s) = L h(t) = L eat u(t) =n s s - a
Here, the transfer function H(s) has pole at s = a.
If, a < 0, (i.e., if a is negative), then the pole will lie on the left half of s-plane, and
from equation (3.46) we can say that the causal system is stable.
If, a > 0, (i.e., if a is positive), then the pole will lie on the right half of s-plane. and
from equation (3.47) we can say that the causal system is unstable.
Therefore we can say that, for a stable LTI continuous time causal system the poles should lie on
the left half of s-plane.
General Condition for Stability in s-Plane
On combining the condition for location of poles and the ROC we can say that,
1. For a stable LTI continuous time causal system, the poles should lie on the left half of s-plane
and the imaginary axis should be included in the ROC.
2. For a stable LTI continuous time noncausal system, the imaginary axis should be included in
the ROC.
The various types of impulse response of LTI continuous time system and their transfer functions
and the locations of poles are summarized in table 3.4.
3. 53 Signals & Systems
Table-3.4 : Impulse Response and Location of Poles of Transfer Function in s-Plane
Impulse response Transfer function Location of poles in
h(t) H(s) = L{h(t)} s-plane and ROC
jW
h(t) = A e-at u(t) ; a > 0
s-plane
h(t)
A
ROC
A H ( s) =
s+a X
a
®s
Pole at s = -a.
ROC is s > a, The pole at s = -a, lies on left half of s-plane.
where s is real part of s. ROC includes imaginary axis. Causal system.
t
Since pole lies on LHP and the imaginary axis
is included in ROC, the system is stable.
Pole at s = -a.
ROC is s < a, The pole at s = -a, lies on left half of s-plane.
A
where s is real part of s. The ROC does not include imaginary axis.
Noncausal system. Since imaginary axis is not
t included in ROC, the system is unstable.
jW
h(t) = A eat u(t) ; a > 0 s-plane
h(t) A
H ( s) = ROC
s-a +a
X ®
s
Pole at s = +a.
ROC is s > +a, The pole at s = +a, lies on right half of s-plane.
A
where s is real part of s. ROC does not include imaginary axis. Causal
system. Since pole lies on RHP and imaginary
t axis is not included in ROC, the system is
unstable.
jW
h(t) = A eat u(-t) ; a > 0
s-plane
A
H ( s) = - ROC
h(t) s-a Xa ®
s
A
Pole at s = +a.
ROC is s < +a, The pole at s = +a, lies on right half of s-plane.
where s is real part of s. The ROC includes imaginary axis. Noncausal
system. Since imaginary axis is included in
t ROC, the system is stable.
Chapter 3 - Laplace Transform 3. 54
Table-3.4 : Continued....
Impulse response Transfer function Location of poles in
h(t) H(s) = L{h(t)} s-plane and ROC
jW
h(t) = A e-a½t½ ; a > 0
A A s-plane
h(t) H ( s) = - ROC
s+a s-a
®s
X X
A -a +a
jW
h ( t ) = A u(t) s-plane
A
H ( s) = ROC
s
h(t) 0
X ®s
A
Pole at s = 0.
t ROC is s > 0,
0 where s is real part of s. The pole at s = 0 lies on imaginary axis. The
ROC does not include the imaginary axis.
Causal system. Since the imaginary axis is not
included in ROC, the system is unstable.
jW
s-plane
h ( t ) = A t u(t)
A ROC
H ( s) =
s2 X
0
®s
h(t)
2A
Double pole at s = 0.
A ROC is s > 0,
The poles at s = 0 lie on imaginary axis. The
where s is real part of s.
ROC does not include the imaginary axis.
0 1 2 t Causal system. Since the imaginary axis is not
included in ROC, the system is unstable.
3. 55 Signals & Systems
Table-3.4 : Continued....
Impulse response Transfer function Location of poles in
h(t) H(s) = L{h(t)} s-plane and ROC
jW
h ( t ) = 2A cos bt u(t)
A A s-plane
H ( s) = + +jb X
s + jb s - jb ROC
h(t) 0
®s
2A
-jb X
0
Poles at s = jb, +jb.
t The poles at s = -jb, +jb, lie on imaginary axis.
-2A ROC is s > 0,
The ROC does not include the imaginary axis.
where s is real part of s.
Causal system. Since the imaginary axis is not
included in ROC, the system is unstable.
jW
h ( t ) = 2A e
- at
cos bt u(t), A A
+jb
X
H ( s) = + s-plane
where a > 0 s + a + jb s + a - jb
a
ROC
®s
h(t) -jb
X
Poles at s = a jb, a + jb. The poles at s = -a-jb, -a+jb, lie on left half
t ROC is s > a, of s-plane. The ROC includes the imaginary
where s is real part of s. axis. Causal system. Since poles lie on LHP
and the imaginary axis is included in ROC, the
system is stable.
jW
s-plane
A A +jb
X
at
h ( t ) = 2A e cos bt u(t),
H ( s) = +
s - a + jb s - a - jb ROC
where a > 0 +a ®s
h(t)
-jb X
Poles at s = a jb, a + jb. The poles at s = a-jb, a+jb, lie on right half of
t ROC is s > a, s-plane. The ROC does not include imaginary
where s is real part of s. axis. Causal system. Since poles lie on RHP
and the imaginary axis is not included in ROC,
the system is unstable.
jW
h ( t ) = 2A t cos bt u(t) H ( s) =
A
+
A s-plane
(s + jb ) 2 (s - jb ) 2 +jb X
ROC
0 ®s
h(t)
-jb X
Double poles at s = jb, + jb.
®t ROC is s > 0,
The poles at s = -jb, +jb, lie on imaginary axis.
where s is real part of s.
The ROC does not include the imaginary axis.
Causal system. Since the imaginary axis is not
included in ROC, the system is unstable.
Chapter 3 - Laplace Transform 3. 56
Example 3.18
Using Laplace transform, determine the natural response of the system described by the equation,
Solution
The natural response is the response of the system due to initial values of output alone. Hence for natural
response the input x(t) is considered as zero. Therefore the natural response is also called zero-input response, yzi(t).
On substituting input x(t) = 0 and y(t) = yzi(t) in the given system equation we get,
d2 y zi (t) dy zi (t)
+ 6 + 5 y zi (t) = 0
dt 2 dt
On taking Laplace transform of the above equation we get,
s 2 Yzi (s) - s y(0) - y ¢(0) + 6 [sYzi (s) - y(0)] + 5 Yzi (s) = 0
On substituting the given initial conditions of output in the above equation we get,
s2 Yzi(s) s ´ 1 (2) + 6 [s Yzi(s) 1] + 5 Yzi(s) = 0
s2 Yzi(s) s + 2 + 6s Yzi(s) 6 + 5 Yzi(s) = 0 The roots of quadratic
(s2 + 6s + 5) Yzi(s) s 4 = 0 s 2 + 6s + 5 = 0 are,
(s2 + 6s + 5) Yzi(s) = s + 4 -6 ± 6 2 - 4 ´ 5
s=
2
s + 4 s + 4 -6 ± 4
\ Yzi (s) = = = = -1, - 5
s2 + 6s + 5 (s + 1) (s + 5) 2
By partial fraction expansion technique, Yzi(s) can be expressed as shown below.
s + 4 A B
Yzi (s) = = +
(s + 1) (s + 5) s + 1 s + 5
s + 4 -1 + 4 3
A = ´ (s + 1) = =
(s + 1) (s + 5) s = -1
-1 + 5 4
s + 4 -5 + 4 1
B = ´ (s + 5) = =
(s + 1) (s + 5) s = -5
-5 + 1 4
3 1 1 1
\ Yzi (s) = +
4 s + 1 4 s + 5
On taking inverse Laplace transform of the above equation we get natural response.
T4 s + 1 4 s + 5 W
=
3
L S
R 1 UV + 1 L RS 1 UV
-1 -1
n s
L e -at u(t) =
1
4 T s + 1W 4 T s + 5 W s + a
3 -t 1 -5 t
= e u(t) + e u(t)
4 4
1
4
d
3 e - t + e -5 t u(t)
= i
Note : Compare the above result with example 2.8 of chapter - 2.
3. 57 Signals & Systems
Example 3.19
Using Laplace transform determine the forced response of the system described by the equation,
dy(t)
5 + 10 y(t) = 2 x(t) ; for the input, x(t) = 2 u(t)
dt
Solution
The forced response is the response of the system due to input alone. For forced response, the system equation
is solved for the given input with zero initial output. (But initial values of input should be considered).
Input, x(t) = 2 u(t)
2
\ X(s) = L {x(t)} = L {2 u(t)} = .....(1)
s
On substituting y(t) = yzs(t) in the given system equation we get,
dy zs (t)
5 + 10 y zs (t) = 2 x(t)
dt
On taking Laplace transform of the above equation with zero initial output conditions we get,
Yzs (s) =
4 1
=
4 LM A +
B OP
5 s(s + 2) 5 Ns s + 2 Q
1 1 1
A = ´ s = =
s(s + 2) s=0
0 + 2 2
1 1 1
B = ´ (s + 2) = = -
s(s + 2) s = -2
-2 2
\ Yzs (s) =
4 LM 1 1
-
1 1 OP = 2 LM 1 -
1 OP
5 N2 s 2 s + 2 Q 5 Ns s + 2 Q
On taking inverse Laplace transform of the above equation we get forced response.
T s + 2 WQ l q
L u(t) =
1
s
2
= u(t) - e -2t u(t) 1
5 n s
L e -at u(t) =
s + a
2
=
5
d
1 - e -2t u(t) i
Note : Compare the above result with example 2.9 of chapter - 2.
Chapter 3 - Laplace Transform 3. 58
Example 3.20
Using Laplace transform determine the complete response of the system described by the equation,
Solution
Method - I
Input, x(t) = e2t u(t)
1
n
\ X(s) = L {x(t)} = L e -2t u(t) = s s + 2
.....(1)
1
ds 2
i
+ 5s + 4 Y(s) = s ´
s + 2 Using equation (1)
s
\ Y(s) =
d
(s + 2) s 2 + 5s + 4 i The roots of quadratic
s s 2 + 5s + 4 = 0 are,
=
(s + 2) (s + 1) (s + 4) -5 ± 5 2 - 4 ´ 4
s=
2
s -5 ± 3
= = = -1, - 4
(s + 1) (s + 2) (s + 4) 2
By partial fraction expansion technique, Y(s) can be expressed as shown below.
s A B C
Y(s) = = + +
(s + 1) (s + 2) (s + 4) s + 1 s + 2 s + 4
s -1 -1 1
A = ´ (s + 1) = = = -
(s + 1) (s + 2) (s + 4) s = -1
( -1 + 2) ( -1 + 4) 1 ´ 3 3
s -2 -2
B = ´ (s + 2) = = = 1
(s + 1) (s + 2) (s + 4) s = -2
( -2 + 1) ( -2 + 4) -1 ´ 2
s -4 -4 2
C = ´ (s + 4) = = = -
(s + 1) (s + 2) (s + 4) s = -4
( -4 + 1) ( -4 + 2) -3 ´ ( -2) 3
1 1 1 2 1
\ Y(s) = - + -
3 s + 1 s + 2 3 s + 4
On taking inverse Laplace transform of the above equation we get complete / total response of the system.
3. 59 Signals & Systems
l q
\ Total response, y( t) = L-1 Y(s)
R 1 1 + 1 - 2 1 UV
= L S-
-1
T 3 s + 1 s + 2 3 s + 4W
1
= - L S
R 1 UV + L RS 1 UV - 2 L RS 1 UV
-1 -1 -1
3 T s + 1W T s + 2 W 3 T s + 4 W
1 -t 2 -4t 1
= - e u(t) + e -2t u(t) - e u(t) n s
L e -at u(t) =
3 3 s + a
=
FG - 1 e -t
+ e -2t -
2 -4t
e
IJ
u(t)
H 3 3 K
Method - II
Total response, y(t) = yzi(t) + yzs(t)
where, yzi(t) = Zero-input response
y zs(t) = Zero-state response
Zero-input Response
On substituting x(t) = 0 and y(t) = yzi(t) in the system equation we get,
d2 y zi (t) dy zi (t)
+ 5 + 4 y zi (t) = 0
dt 2 dt
On taking Laplace transform of the above equation we get,
s 2 Yzi (s) - s y(0) - y ¢(0) + 5 [s Yzi (s) - y(0)] + 4 Yzi (s) = 0
1 1 1
D = ´ (s + 1) = =
(s + 1) (s + 4) s = -1
-1 + 4 3
1 1 1
E = ´ (s + 4) = = -
(s + 1) (s + 4) s = -4
-4 + 1 3
1 1 1 1
\ Yzi (s) = -
3 s + 1 3 s + 4
On taking inverse Laplace transform of Yzi(s) we get zero-input response, yzi(t)
l
\ Zero - input response, y zi ( t) = L-1 Yzi (s) = L-1 q RS 1 1
-
1 1 UV
T3 s + 1 3 s + 4 W
=
1 -1
L
RS 1 UV - 1 -1
L
RS
1 UV n s
L e -at u(t) =
1
3 T s + 1W 3 T
s + 4 W s + a
1 -t 1 -4t
= e u(t) - e u(t)
3 3
Chapter 3 - Laplace Transform 3. 60
Zero-state Response
\ x(0) = x(t) t =0
= e0 u(0) = 1 .....(2)
1
n
X(s) = L {x(t)} = L e -2t u(t) = s
s + 2
.....(3)
1
d i
\ s2 + 5s + 4 Yzs (s) = s ´
s + 2
- 1
Using equations (2) and (3)
s - s - 2
(s + 1) (s + 4) Yzs (s) =
s + 2
-2
\ Yzs (s) =
(s + 1) (s + 2) (s + 4)
By partial fraction expansion technique, Yzs(s) can be expressed as shown below.
-2 F G H
Yzs (s) = = + +
(s + 1) (s + 2) (s + 4) s + 1 s + 2 s + 4
-2 -2 -2 2
F = ´ (s + 1) = = = -
(s + 1) (s + 2) (s + 4) s = -1
( -1 + 2) (-1 + 4) 1 ´ 3 3
-2 -2 -2
G = ´ (s + 2) = = = 1
(s + 1) (s + 2) (s + 4) s = -2
( -2 + 1) ( -2 + 4) -1 ´ 2
-2 -2 -2 1
H = ´ (s + 4) = = = -
(s + 1) (s + 2) (s + 4) s = -4
(-4 + 1) ( -4 + 2) -3 ´ ( -2) 3
2 1 1 1 1
\ Yzs (s) = - + -
3 s + 1 s + 2 3 s + 4
On taking inverse Laplace transform of Yzs(s) we get zero-state response, yzs(t)
m
\ Zero - state response, y zs (t ) = L-1 Yzs (s) = L-1 - r RS 2 1
+
1
-
1 1 UV
T 3 s + 1 s + 2 3 s + 4 W
= -
2 -1
L
RS 1 UV + L RS 1 UV -
-1 1 -1
L
1 RS UV
3 T s + 1W T s + 2 W 3 s + 4 T W
1
= -
2 -t
e u(t) + e -2t u(t) -
1 -4t
e u(t) n
L e -at u(t) = s s + a
3 3
Total / Complete Response
Total response, y(t) = yzi(t) + yzs(t)
=
LM 1 e -t
u(t) -
1 -4t
e u(t) +
OP LM- 2 e -t
u(t) + e -2t u(t) -
1 -4t
e u(t)
OP
N3 3 Q N 3 3 Q
= -
1 -t
e u(t) + e -2 t u(t) -
2 -4t
e u(t) =
FG - 1 e -t
+ e -2 t -
2 -4t
e
IJ u(t)
3 3 H 3 3 K
Note : Compare the above result with example 2.10 of chapter - 2.
3. 61 Signals & Systems
Example 3.21
Determine the impulse response h(t) of the following system. Assume zero initial conditions.
d2 y( t)
a) y(t) = x(t - t0 ) b) T0 + y(t) = x(t)
dt 2
d 2 y (t ) dy(t) dx(t) d2 y( t) dy(t)
c) + 4 + 3 y(t) = + 2 x(t) d) + 3 + 2 y(t) = x(t)
dt 2 dt dt dt 2 dt
Solution
a) Given that, y(t) = x(t t0)
On taking Laplace transform with zero initial condition we get,
= d(t - t0 )
m r
L d(t - t 0 ) = e - st 0
d2 y(t)
b) Given that, T0 + y(t) = x(t)
dt 2
On taking Laplace transform with zero initial condition we get,
T0 s2 Y(s) + Y(s) = X(s)
F 1 I
GH
T0 s2 +
T0
JK
Y(s) = X(s)
F 1 I F 1 I H(s) = 1
GH
\ T0 s 2 +
T0 JK Y(s) = X(s) Þ GH
T0 s2 +
T0 JK Y(s) = H(s) ; X(s) = 1
1
\ H(s) =
T Gs
F 1 I
0
H
2
+
T0 JK
R| U|
Impulse response, h( t) = L-1 H(s) = L-1 l q |S 1 |V
|| T FGs 1 I|
T JK |
2
+
T H
0
0 W L{sin W 0 t u(t)} =
W0
s 2 + W02
R| 1
U|
|| 1 T || 1 F 1 I
= L- 1 S| F
0
V= sin GH t JK u(t)
1 I |
2
T0 T0 T0
|| s 2
H T JK ||W
+ G
T 0
Chapter 3 - Laplace Transform 3. 62
2
d y(t) dy(t) dx(t)
c) Given that, + 4 + 3 y(t) = + 2 x(t)
dt 2 dt dt
On taking Laplace transform with zero initial condition we get,
s2 Y(s) + 4s Y(s) + 3 Y(s) = s X(s) + 2 X(s)
(s2 + 4s + 3) Y(s) = [s + 2] X(s)
Input, x(t) = d(t)
\ X(s) = L{x(t)} = L{d(t)} = 1
When the input is impulse, the output is denoted by h(t). Let L{h(t)} = H(s).
s + 2 -3 + 2 1
B = ´ (s + 3) = = = 0.5
(s + 1) (s + 3) s = -3
-3 + 1 2
\ H(s) = 0.5
1
+ 0.5
1
= 0.5
FG
1
+
1 IJ
s + 1 s + 3 H
s + 1 s + 3 K
\ Impulse response, -1 R F 1 + 1 IJ UV
h(t) = L {H(s)} = L S0.5 G
-1
T H s + 1 s + 3KW
L R 1 UV + L RS 1 UVOP
= 0.5 M L S-1 -1
n s
L e -at u(t) =
1
N T s + 1W T s + 3 WQ s + a
d2 y(t) dy(t)
d) Given that, + 3 + 2 y(t) = x(t)
dt2 dt
On taking Laplace transform with zero initial conditions we get,
s2 Y(s) + 3s Y(s) + 2 Y(s) = X(s)
(s2 + 3s + 2) Y(s) = X(s)
Input, x(t) = d(t) ; \ X(s) = L{x(t)} = L{d(t)} = 1
When the input is impulse, the output is denoted by h(t). Let L{h(t)} = H(s).
\ (s2 + 3s + 2) Y(s) = X(s) Þ (s2 + 3s + 2) H(s) = 1 Y(s) = H(s) ; X(s) = 1
1 1 The roots of quadratic
\ H(s) = =
s 2 + 3s + 2 (s + 1) (s + 2) s 2 + 3s + 2 = 0 are,
By partial fraction expansion technique, H(s) can be expressed as, -3 ± 3 2 - 4 ´ 2
s=
1 A B 2
H(s) = = + -3 ± 1
(s + 1) (s + 2) s + 1 s + 2 = = -1, - 2
2
3. 63 Signals & Systems
1 1
A = ´ (s + 1) = = 1
(s + 1) (s + 2) s = -1
-1 + 2
1 1
B = ´ (s + 2) = = -1
(s + 1) (s + 2) s = -2
-2 + 1
1
\ H(s) =
1
-
1 n s
L e -at u(t) =
s + a
s + 1 s + 2
\ Impulse response, h(t) = L-1{H(s)} = L-1
RS 1 - 1
= L-1
UV RS
1 UV
- L-1
RS
1 UV
Ts + 1 s + 2 W T
s + 1 W T
s + 2 W
= e - t u(t) - e -2 t u(t) = de -t
- e -2 t i u(t)
Example 3.22
Perform convolution of x1(t) = e2t cos 3t u(t) and x2(t) = 4 sin 3t u(t) using Laplace transform.
Solution
Given that, x1(t) = e2t cos 3t u(t) and x2(t) = 4 sin 3t u(t)
s + 2 s + 2
n
\ X1(s) = L {x1(t )} = L e -2t cos 3t u(t) = s (s + 2)2 + 32
= 2
s + 4s + 13
3 12
l q
X2 (s) = L {x 2 ( t)} = L 4 sin 3t u(t) = 4 ´
s 2 + 32
= 2
s + 9
Now by convolution theorem, x1(t) * x2(t) = L1{X1(s) X2(s)}
Let, X(s) = X1(s) X2(s)
s + 2 12 12(s + 2)
\ X(s) = ´ 2 = .....(1)
s 2 + 4s + 13 s + 9 (s2 + 4s + 13) (s 2 + 9)
12(s + 2) As + B Cs + D
X(s) = = 2 +
(s2 + 4s + 13)(s 2 + 9) s + 4s + 13 s2 + 9
On cross - multiplying the equation (1) we get,
12(s + 2) = (A s + B) (s2 + 9) + (C s + D) (s2 + 4s +13)
12s + 24 = A s3 + 9A s + B s2 + 9B + C s3 + 4C s2 + 13C s + D s2 + 4D s +13D
12s + 24 = (A + C)s3 + (B + 4C + D)s2 + (9A + 13C + 4D)s + (9B + 13D) .....(2)
3
On equating the coefficients of s terms of equation (2) we get,
A+C=0 Þ A = C .....(3)
On equating the coefficients of s2 terms of equation (2) we get,
B + 4C + D = 0 .....(4)
On equating the coefficients of s terms of equation (2) we get
9A + 13C + 4D = 12 .....(5)
On equating constants of equation (2) we get,
9B + 13D = 24 .....(6)
On substituting A = C in equation (5) we get,
9(C) + 13C + 4D = 12
\ 4C + 4D = 12 Þ C+D=3 Þ C=3D .....(7)
Chapter 3 - Laplace Transform 3. 64
On substituting C = 3 D in equation (4) we get
B + 4 (3 D) + D = 0
\ B 3 D = 12 .....(8)
Equation (8) ´ 9 Þ 9B + 27D = 108
Equation (6) ´ 1 Þ 9B + 13D = 24
132
40D = 132 \ D = = 3.3
40
From equation (7), C = 3 D = 3 3.3 = 0.3
From equation (3), A = C = 0.3
24 - 13D 24 - 13 ´ 3.3
From equation (6), B = = = - 2.1
9 9
As + B Cs + D 0.3s - 2.1 -0.3s + 3.3
\ X(s) = + 2 = +
s 2 + 4s + 13 s + 9 s 2 + 4s + 13 s2 + 9 Arranging, s2+4s, in
FG
0.3 s -
2.1IJ the form of (x+y)2
=
H 0.3 K +
-0.3s + 3.3 (x+y)2 = x2+2xy+x2
(s2 + (2 ´ 2s) + 2 2 ) + 32 s2 + 9
s + 2 3 W
= 0.3 - 0.9 Lne -at
sinW t u(t)s = 0
(s + 2)2 + 3 2 (s + 2)2 + 32 0 2
(s + a) + W 0
2
s 3 s
- 0.3 . 2
+ 11 L{cos W0t u(t)} =
s 2 + 32 s + 32 s2 + W02
Note : The result of Example 3.22 can be further simplified as shown below.
x(t) = e2t (cos 3t ´ 0.3 sin 3t ´ 0.9) + (sin 3t ´ 1.1 cos 3t ´ 0.3) ; t ³ 0
Let us construct two right angled triangles as shown below.
0.3 11.
4
1.1
cos q1 =
5
cos q2 =
0.9
0.95 114
.
=
2
=
0.
0.9
0.9 0.3
1.1 2
+
0.95 114
.
) q2
0.
) q1
\ 0.9 = 0.95 sin q1 1.1 \ 0.3 = 1.14 sin q 2
0.3
0.9 -1 0.9 0.3 0.3
tanq = ; \ q1 = tan = 716 . o
tanq = ; \ q 2 = tan -1 = 15.3o
0.3 0.3 1.1 1.1
Using the relations obtained from right angled triangle, the x(t) can be written as,
x(t) = e2t (cos 3t ´ 0.95 cos q1 sin 3t ´ 0.95 sin q1) + (sin 3t ´ 1.14 cos q2 cos 3t ´ 1.14 sin q2)
= 0.95 e2t (cos 3t cos 71.6o sin 3t sin 71.6o) + 1.14 (sin 3t cos 15.3o cos 3t sin 15.3o)
Y(s) 2s + 1 T dt W n
ds 3 2
i
+ 8s + 6s + 11 Y(s) = e -2 s
X(s) l q
then, L x(t - a) = e - asX(s)
Y(s) e -2 s
\ Transfer Function, =
X(s) s3 + 8s2 + 6s + 11
Example 3.24
Find the transfer function of the systems governed by the following impulse responses.
a) h(t) = (2 + t) e3t u(t) b) h(t) = t2 u(t) - e4t u(t) + e7t u(t) c) h(t) = u(t) + 0.5 e6t u(t) + 0.2 e3t cos t u(t)
Solution
a) Impulse response, h(t) = (2 + t) e3t u(t)
1 1
The transfer function is given by Laplace transform of Impulse response. n
L e - at u(t ) = s s+a
l q
, L t u( t) = 2
s
= L n(2 + t) e u(t )s = L n2 e
-3t -3t
s
u( t) + L t en -3t
s
u(t ) n s
then, L e - at x( t) = X(s + a)
1 1
= 2 L n e u( t)s + L lt u(t)q
-3t
= 2´ +
s= s+3 s + 3 s2 s = s +3
2 1 2(s + 3) + 1 2s + 7
= + = =
s + 3 (s + 3)2 (s + 3)2 s 2 + 6s + 9
c) Impulse response, h(t) = u(t) + 0.5 e6t u(t) + 0.2 e3t cos t u(t)
The transfer function is given by Laplace transform of Impulse response.
l q 1s
L u( t ) =
\ Transfer function, H(s) = L h(t) l q 1
L ne u( t)s =
- at
=
1
+ 0.5 ´
1
+ 0.2 ´ 2
s if, L lx(t )q = X(s),
s s+6 s + 1 s =s+3 then, L ne x(t )s = X(s + a)
- at
1 0.5 0.2(s + 3)
= + +
s s + 6 (s + 3)2 + 1
1 0.5 0.2(s + 3)
= + + 2
s s+6 s + 6s + 9 + 1
1 0.5 0.2(s + 3)
= + + 2
s s+6 s + 6s + 10
(s + 6)(s 2 + 6s + 10) + 0.5s (s2 + 6s + 10) + 0.2s(s + 3)(s + 6)
=
s (s + 6) (s2 + 6s + 10)
s 3 + 6s 2 + 10s + 6s 2 + 36s + 60 + 0.5s 3 + 3s2 + 5s + 0.2s(s2 + 9s + 18)
=
s (s 3 + 6s 2 + 10s + 6s2 + 36s + 60)
s 3 + 6s 2 + 10s + 6s 2 + 36s + 60 + 0.5s 3 + 3s2 + 5s + 0.2s3 + 18
. s2 + 3.6s
= 3 2
s(s + 12s + 46s + 60)
. s3 + 16.8s2 + 54.6s + 60
17
=
s 4 + 12s3 + 46s2 + 60s
Example 3.25
The unit step response of continuous time systems are given below. Determine the transfer function of the systems.
a) s(t) = u(t) + e2t u(t) b) s(t) = t2 u(t) + t e4t u(t) c) s(t) = t u(t) + sin t u(t)
Solution
a) Unit step response, s(t) = u(t) + e 2t u(t)
On taking Laplace transform of unit step response we get,
l q n
L s(t) = L u(t) + e -2tu(t ) s
Let, L ls(t)q = S(s)
1
l q
Let, U(s) = L u(t ) =
s
; where u( t) is unit step signal. .....(2)
l q = L nt u(t) + t e u(t)s
L s(t) 2 -4t
1
\ S(s) = L lt u(t) + sin t u( t)q = L lt u(t)q + L lsin t u( t)q L lsin t u(t )q = 2
s +1
.
2 2 2
1 1 s + 1+ s 2s + 1 ....(1)
= + 2 = 2 2 = 2 2
s2 s +1 s (s + 1) s (s + 1)
1
l q
Let, U(s) = L u(t ) =
s
; where u( t) is unit step signal .....(2)
Laplace transform of output S(s)
Transfer function, H(s) = =
Laplace transform of input U(s)
1 2s 2 + 1 2s2 + 1
= S(s) ´ = ´s = Using equations (1) and (2)
U(s) s 2 (s2 + 1) s3 + s
Example 3.26
Find the impulse response of continuous time systems governed by the following transfer functions.
1 1 1
a) H(s) = 2
s (s - 2)
b) H s =
s s +1 s - 2
b g b gb c) H s = 2
s + s +1 g bg
Solution
1
a) Transfer function, H(s) =
s 2 (s - 2)
Chapter 3 - Laplace Transform 3. 68
The impulse response is obtained by taking inverse Laplace transform of the transfer function.
l q
\ Im pulse response, h(t) = L -1 H(s) = L - 1
RS 1 UV = L -1
RS A + B + C UV Using partial fraction
expansion technique
T s (s - 2) W
2
Ts s s - 2 W
2
1 1 1
A = ´ s2 = =-
s 2 (s - 2) s=0
0 - 2 2
B =
d LM 1
´ s2
OP =
d LM
1 OP =
-1
=
-1
= -
1
N
ds s2 (s - 2) Q s=0
N
ds s - 2 Q s=0
(s - 2)2 s=0
(0 - 2)2 4
1 1 1
C = 2 ´ (s - 2) = =
s (s - 2) s= 2
22 4
l q s1
L u( t ) =
\ Impulse response, h( t) = L - 1 -
RS 1 1 1 1
- +
1 1 UV L lt u(t )q =
1
T 2 s2 4 s 4 s-2 W 2
s
1
1 1 1
= - tu( t) - u( t) + e2 tu( t) =
1 2t
e - 2t - 1 u( t) d i L ne u( t )s =
at
2 4 4 4 s-a
1
b) Transfer function, H(s) =
s(s + 1)(s - 2)
The impulse response is obtained by taking inverse Laplace transform of the transfer function.
l q
\ Im pulse response, h(t) = L - 1 H(s) = L -1
RS 1 UV = L RS A + B + C UV -1
T s(s + 1)(s - 2) W T s s + 1 s - 2 W
1 1 1
A = ´ s = =- Using partial fraction
s(s + 1)(s - 2) (0 + 1)(0 - 2) 2
s=0 expansion technique
1 1 1
B = ´ (s + 1) = =
s(s + 1)(s - 2) s = -1
-1 ´ ( -1 - 2) 3
1 1 1
C = ´ (s - 2) = =
s(s + 1)(s - 2) s=2
2 ´ (2 + 1) 6
l q s1
L u(t ) =
\ Impulse response, h( t ) = L - 1 -
RS 1 1
+
1 1
+
1 1 UV 1
T 2 s 3 s +1 6 s-2 W L ne u( t)s =
± at
sma
1 1 -t 1 2t 1 2t
= -
2
u( t) +
3
e u( t) +
6
e u( t ) =
6
e + 2e - t - 3 u(t ) d i
1
c) Transfer function, H(s) =
s2 + s + 1
The impulse response is obtained by taking inverse Laplace transform of the transfer function.
= L -1
RS 1 UV the form of (x+y)2
T (s2
+ 2 ´ 0 .5 ´ s + 0.5 ) + (1 - 0.5 )2
W 2
(x+y)2 = x2+2xy+ y2
RS 1 UV = L |S R 1
U|
|T (s + 0.5) + e 0.75 j V|W
= L -1 -1
T (s + 0.5) + 0.75 W
2
2
2
RS 1 U = L R 1 ´ 0.866 U
T (s + 0.5) + 0.866 VW ST 0.866 (s + 0.5) + 0.866 VW
= L -1 2 2
-1
2 2
3. 69 Signals & Systems
Solution
1
a) Given that, x(t) = d(t) and h(t) = eat u(t) l q n s
L d( t) = 1; L e - at u( t) =
s+a
l q l q
Let, X(s) = L x(t ) = L d(t ) = 1 .....(1)
1
H(s) = L lh( t)q = L ne u( t)s =
- at
.....(2)
s+a
Response / Output, y(t) = x(t) * h(t)
On taking Laplace transform of the above equation we get,
l q l
L y( t) = L x( t) * h( t) q
Using convolution theorem
= X(s) H(s)
of Laplace transform
1 1
= 1´ = Using equations (1) and (2)
s+a s +a
Response / Output is given by inverse Laplace transform of the above equation.
\ Response, y(t) = L -1
1 RS UV
= e - at u( t)
s+a T W
1 1
b) Given that, x(t) = e2t u(t) and h(t) = u(t) l q
L u( t ) =
s
n s
; L e - at u( t) =
s+a
1
l q n
Let, X(s) = L x(t ) = L e -2 t u(t ) = s
s+2
.....(1)
1
l q
H(s) = L h( t) = L u( t ) = l q
s
.....(2)
\ Response, y(t) = L -1
RS 1 UV = L RS A + B UV-1
Using partial fraction
expansion technique
T s(s + 2) W T s s + 2 W
1 1 1
A = ´ s = =
s (s + 2) s=0
0+2 2
1 1 1
B = ´ (s + 2) = = -
s (s + 2) s = -2
-2 2
Chapter 3 - Laplace Transform 3. 70
\ Response, y(t ) = L - 1
RS 1 1 - 1 1 UV
T 2 s 2 s+2 W
=
1 R 1 U 1 L RS 1 UV
L S V-
-1 -1
=
1
u(t ) -
1 -2 t
e u( t ) =
1
1 - e -2 t u(t ) d i
2 T s W 2 T s+2 W 2 2 2
c) Given that, x(t) = e3t u(t) and h(t) = u(t-1)
1
l q n
Let, X(s) = L x(t ) = L e -3 t u( t) = s
s+3
.....(1)
1 e-s
H(s) = L lh( t)q = L lu( t - 1)q = e -s
l q
´ L u( t) = e - s ´ = .....(2)
s s
Response / Output, y(t) = x(t) * h(t)
1 e - as
On taking Laplace transform of the above equation we get, l q
if L u( t) =
s
l
, then L u( t - a) =
s
q
l q l
L y(t ) = L x(t ) * h( t) q
Using convolution theorem
= X(s) H(s)
of Laplace transform
1 e -s e- s
= ´ = Using equations (1) and (2)
s+3 s s(s + 3)
Response / Output is given by inverse Laplace transform of the above equation.
\ Response, y(t) = L -1
RS e UV = L RS 1 UV
-s
-1
= L -1
RS A + B UV Using partial fraction
T s(s + 3) W T s(s + 3) W t = t -1
Ts s + 3W t = t -1
expansion technique
1 1 1
A = ´ s = =
s (s + 3) s=0
0+3 3
B =
1
´ (s + 3) =
1
= -
1 l q
if, L x( t) = X(s),
s (s + 3) s = -3
-3 3 l q
then, L x( t - a ) = e - as X(s)
\ Response, y(t ) = L - 1
RS 1 1 - 1 1 LM 1 L RS 1 UV - 1 L RS 1 UVOP
UV = -1 -1
T3 s 3 s+3 W
N 3 T s W 3 T s + 3 WQ
t = t -1 t = t -1
L1
= M u( t) -
1
e
L1 -3 t O
u(t )P
= M u( t - 1) -
1
e
O 1
u(t - 1)P = d1 - e iu(t - 1) -3( t -1) -3( t -1)
N3 3 N3 Q 3 t = t -1 Q 3
s
d) Given that, x(t) = cos 4t u(t) + cos 7t u(t) and h(t) = d(t-3) L mcos W t u(t )r = 0 2 2
s +W 0
s s
Let, X(s) = L lx(t )q = L lcos 4 t u(t ) + cos 7 t u( t)q = + 2 2 2
.....(1) 2
s +4 s +7
H(s) = L lh( t)q = L l d( t - 3)q = e ´ L l d( t)q = e ´ 1 = e -3s -3 s -3 s
.....(2)
Response / Output, y(t) = x(t) * h(t) if L ld( t)q = 1, then L ld( t - a)q = e - as
N T s + 4 W T s + 7 WQ 2 2 2 2
t= t- 3
t = t -3
Solution l q 1s
L u( t ) =
a) Given that, x1(t) = 2 u(t) 1
Llt u( t)q = 2
x2(t) = u(t) s
1 2
l q l q
Let, X1(s) = L x1( t) = L 2 u( t) = 2 L u(t ) = 2 ´ l q s
=
s
.....(1)
1
X (s) = Llx (t )q = Llu(t )q =
2 2 .....(2)
s
From convolution theorem of Laplace transform,
l q
L x1(t ) * x 2 (t ) = X1(s) X 2 (s)
2 1 2
= ´ = 2 Using equations (1) and (2)
s s s
\ x1( t) * x 2 ( t) = L-1
RS 2 UV = 2 L-1
RS 1 UV
Ts W 2
Ts W
2
= 2 ´ t u( t) = 2 t u( t )
l q
L x1( t) * x 2 ( t) = X1(s) X 2 (s)
1 1 1
= ´ = Using equations (1) and (2)
s + 2 s + 5 (s + 2) (s + 5)
\ x1( t) * x 2 (t ) = L-1
RS 1 U = L RS A -1 B UV
T (s + 2) (s + 5) VW
+ Using partial fraction
Ts + 2 s + 5 W expansion technique
1 1 1
A = ´ (s + 2) = =
(s + 2) (s + 5) s = -2
-2 + 5 3
1 1 1
B = ´ (s + 5) = = -
(s + 2) (s + 5) s = -5
-5 + 2 3
l q
L x1(t) * x 2 (t) = X1(s) X 2 (s)
1 1 1
= ´ = 2 Using equations (1) and (2)
s2 s + 5 s (s + 5)
1 1 1
A = ´ s2 = =
s2 (s + 5) s=0
0 + 5 5
B =
d LM 1
´ s2
OP =
d LM
1 OP =
-1
=
-1
= -
1
ds s2 (s + 5)
N Q s=0
N
ds s + 5 Q s=0
(s + 5)2 s=0
(0 + 5)2 25
1 1 1
C = 2 ´ (s + 5) = =
s (s + 5) s = -5
(-5)2 25
1
X (s) = Llx (t)q = Llt u(t)q =
2 2 .....(2)
s2
From convolution theorem of Laplace transform,
1 s
l q
L x1(t) * x 2 (t) = X1(s) X2 (s) = 2 ´ 2
s s + 1
Using equations (1) and (2)
A Cs + D
l
\ L x1(t) * x 2 (t) = q s
+
s2 + 1
1 s
= - 2
s s + 1
3. 73 Signals & Systems
Example 3.29
Perform deconvolution operation to extract the signal x1(t).
1 -2 t
a) x1(t) * x2(t) = 2t u(t) ; x2(t) = u(t) b) x1( t) * x 2 (t ) = e - e -5 t u(t ) ; x 2 (t ) = e -5 t u( t)
d i
3
1 -5 t
c) x1( t) * x 2 (t ) = e + 5 t - 1 u( t) ; x2 ( t) = e -5 t u(t )
d i d) x1(t) * x2(t) = u(t) cost u(t) ; x2(t) = t u(t)
25
Solution
a) Given that, x1(t) * x2(t) = 2t u(t) ; x2(t) = u(t)
Let, x1(t) * x2(t) = x3(t) .....(1)
\ x3(t) = 2t u(t)
2
m r l q
Let, X3 (s) = L x 3 (t ) = L 2t u(t) =
s2
.....(2)
1
X (s) = L lx ( t)q = L lu(t)q =
2 2 .....(3)
s
On taking Laplace transform of equation (1) we get,
l q m r
L x1( t ) * x 2 ( t) = L x 3 ( t) Using convolution property
X 1(s) X 2 (s) = X 3 (s) of Laplace transform
X 3 (s) 1 2 2
\ X1(s) = = X 3 (s) ´ = ´ s= Using equations (2) and (3)
X 2 (s) X 2 (s) s 2 s
RS 2 UV = 2 u(t)
\ x1(t) = L-1 X1(s) = L-1 l q
Ts W
1 -2t -5t -5t
b) Given that, x (t) * x (t) = de - e i u(t) ; x (t) = e
1 2 2 u(t)
3
Let, x1(t) * x2(t) = x3(t) .....(1)
1 e -2 t e -5 t
\ x 3 ( t) = e -2 t - e -5 t u(t ) =
d i u(t ) - u( t)
3 3 3
m r RST
Let, X 3 (s) = L x 3 (t ) = L
e -2 t
u(t ) -
e -5 t
u( t) =
1
-
1UV
.....(2)
3 3 3(s + 2) 3(s + 5)
W
1
l q n
X 2 (s) = L x 2 (t ) = L e -5 t u( t) =
s+5
s .....(3)
l q m r
L x1( t) * x 2 ( t) = L x 3 (t )
Using convolution property
X1(s) X 2 (s) = X 3 (s) of Laplace transform
X 3 (s) 1
\ X1(s) = = X 3 (s) ´
X 2 (s) X 2 (s)
=
LM 1 - 1 OP ´ (s + 5) Using equations (2) and (3)
N 3(s + 2) 3(s + 5) Q
s+5 1 s + 5 - (s + 2)
= - =
3(s + 2) 3 3(s + 2)
Chapter 3 - Laplace Transform 3. 74
s+5-s-2 3 1
\ X1(s) = = =
3(s + 2) 3(s + 2) s + 2
RS 1 UV = e u(t)
l
\ x1( t) = L-1 X1(s) = L-1 q -2 t
Ts + 2 W
1 -5t -5t
c) Given that, x (t) * x (t) =
1
25
de + 5t - 1iu(t) ; x (t) = e
2 2 u(t)
l q m r
L x1( t) * x 2 ( t) = L x 3 (t )
Using convolution property
X1(s) X 2 (s) = X 3 (s) of Laplace transform
X3 (s) 1
\ X1(s) = = X 3 (s) ´
X2 (s) X2 (s)
=
LM 1 + 1 -
1 OP
´ (s + 5) =
1 s+5 s+5
+ - Using equations (2) and (3)
2
N 25(s + 5) 5s 25 s Q 25 5 s2 25 s
s2 + 5(s + 5) - s(s + 5) s2 + 5 s + 25 - s2 - 5 s 25 1
= = = =
25 s 2 25 s 2 25 s2 s2
l
\ x1(t ) = L-1 X1(s) = L-1 q RS 1 UV = t u(t)
Ts W2
1
X (s) = L lx (t )q = L lt u(t)q =
2 2 2 .....(3)
s
On taking Laplace transform of equation (1) we get,
l q m r
L x1( t) * x 2 ( t) = L x 3 (t )
X1(s) X 2 (s) = X 3 (s) Using convolution property
of Laplace transform
\ X1(s) =
X 3(s)
= X 3 (s) ´
1
=
1
-
s
´ s2
LM OP Using equations (2) and (3)
X 2 (s) X 2 (s) s s2 + 1 N Q
s3 s(s2 + 1) - s 3 s 3 + s - s3 s
=s- =
2
= = 2
s +1 s2 + 1 s2 + 1 s +1
l
\ x1(t ) = L-1 X1(s) = L-1 q RS s UV = cos t u(t)
T s + 1W
2
Solution
a) Given that, h(t) = 3t u(t)
1 3
l q l q
Let, H(s) = L h(t) = L 3t u(t) = 3 L t u(t) = 3 ´ l q s2
= 2
s
.....(1)
1
U(s) = Llu(t)q = ; where u(t) is unit step signal .....(2)
s
Unit step response, s(t) = h(t) * u(t)
On taking Laplace transform of the above equation we get,
l q l
L s(t) = L h(t) * u(t) q
= H(s) U(s) Using convolution theorem
of Laplace transform
3 1 3
= ´ = 3
s2 s s Using equations (1) and (2)
Unit step response is given by inverse Laplace transform of the above equation.
1
U(s) = Llu(t)q = ; where u(t) is unit step signal .....(2)
s
Unit step response, s(t) = h(t) * u(t)
On taking Laplace transform of the above equation we get,
Using convolution theorem
l q l q
L s(t) = L h(t) * u(t) = H(s) U(s) of Laplace transform
1 1 1 Using equations (1) and (2)
= ´ =
s + 5 s s(s + 5)
Unit step response is given by inverse Laplace transform of the above equation.
1 1 1
A = ´ s = =
s (s + 5) s=0
0 + 5 5
1 1 1
B = ´ (s + 5) = = -
s (s + 5) s = -5
-5 5
RS 1 UV 1 1
\ Unit step response, s(t) = L-1
1
-
1 1 l q
L u(t) =
s
; L e - at u(t) =
n s s + a
T5 s 5 s + 5 W
1 1 -5t 1
= u(t) - e u(t) = 1 - e -5t u(t) d i
5 5 5
Chapter 3 - Laplace Transform 3. 76
c) Given that, h(t) = u(t + 2)
1 e 2s
l q l q
Let, H(s) = L h(t) = L u(t + 2) = e2s L u(t) = e 2s ´l q s
=
s
.....(1)
1
U(s) = Llu(t)q = ; where u(t) is unit step signal .....(2)
s
Unit step response, s(t) = h(t) * (t)
On taking Laplace transform of the above equation we get,
l q l
L s(t) = L h(t) * u(t) q Using convolution theorem
= H(s) U(s) of Laplace transform
l q l
L s(t) = L h(t) * u(t) q
= H(s) U(s) Using convolution theorem
of Laplace transform
e -2s 1 e -2s
= ´ =
s s s2 Using equations (1) and (2)
Unit step response is given by inverse Laplace transform of the above equation. 1
RS e UV = L RS 1 UV
-2s
l q
if L t u(t) =
s2
, then
\ Unit step response, s(t) = L-1 -1
= t u(t) = (t - 2) u(t - 2) e - as
T s W Ts W
2 2
t= t -2
t=t- 2
l q
L (t - a) u(t - a) = 2
s
To verify the above result with Example 2.21(d) of chapter-2
0 ®t 0 1 2 ®t 0 ® ®
1 2 1 2 3 t 0
t
1 2 3
1
Fig 3.31.1. Fig 3.31.2.
Solution
a)
x 1(t)
The mathematical equation of the signal shown in fig 1 is,
1 1
x1(t) = u(t) u(t 2) l q
if L u(t ) = , then
s
On taking Laplace transform of above equation we get,
l
L u( t - a ) =
e - as
q 0 ®
t
X1(s) = L {x1(t)} = L { u(t) - u(t - 2) } s 1 2
Fig 1.
1 e -2s
= L {u(t)} - e -2s L {u(t)} = - ......(1) x2(t)
s s
The mathematical equation of the signal shown in fig 2 is, 1
x2(t) = 1 ; 0<t<1
= 1 ; 1 < t < 2 0 1 2 ®t
Let, X2(s) = L{x2(t)} 1
- st 1 2
=
LM e OP L e OP
- M
- st
=
LM e -s
-
e O
P
0 Le
- M
-2s
-
e O
-s
P
N -s Q 0 N -s Q 1 N -s -s Q N -s -s Q
e -s 1 e -2s e-s
= - + + -
s s s s
1 2e - s e -2 s
= - + .....(2)
s s s
By using convolution property of Laplace transform,
L{x1(t) * x2(t)} = X1(s) X2(s)
l
\ x1(t) * x 2 (t) = L-1 X1(s) X1(s) q
|RF 1
-1
= L SG -
e -2s
I F1
JK GH s -
2e- s
+
e -2 s I |UV
JK W| Using equations (1) and (2)
T|H s s s s
= L S-1R1 -
2e - s
+
e -2 s
-
e -2 s
+
2e -3s
-
e -4 s UV
2
Ts s2 s2 s2 s2 s2 W
Chapter 3 - Laplace Transform 3. 78
RS 1 - 2e + 2e - e UV -s - 3s 1
-4 s
if L lt u(t)q = , then
\ x1(t) * x 2 (t) = L-1 2 2 2 s 2
2
T s s s s W L l(t - a) u(t - a)q =
e - as
R
-1 1U
= L S V - L S
R 2e U R 2e U
-1 R e U-s
-1
-3 s
s -1
-4 s 2
T s W T s VW + L ST s VW - L ST s VW
2 2 2 2
R1U
-1
= L S V - 2L S V
R1U R1U
+ 2L S V -1 R1U
- L S V -1 -1
Ts W 2
Ts W Ts W Ts W
2
t = t -1
2
t = t -3
2
t = t-4
e -2 s
X1(s) = L {u(t 2)} = e -2 s L {u(t)} = .....(2) 0 ®
s 1 2 3 t
By using convolution property of Laplace transform, Fig 2.
L{x1(t) * x2(t)} = X1(s) X2(s)
l
\ x1(t) * x 2 (t) = L-1 X1(s) X2 (s) = L-1 q RS e -s
´
e -2s UV = L RS e UV
-1
-3 s
dN dN - 1 dN - 2 d dM
a0 y(t) + a y(t) + a y(t)+.....+ a - y(t) + a y(t) = b x( t )
dt N - 1 dt N - 2
1 2 N 1 N 0
dt N dt dt M
dM - 1 dM - 2 d
+ b1 M - 1 x( t ) + b2 M - 2 x( t ) +..... bM - 1 x( t ) + b M x( t ) .....(3.48)
dt dt dt
In s-domain, the input-output relation of a LTI (Linear Time Invariant) continuous time system is
represented by the transfer function H(s), which is a rational function of s, as shown in equation (3.49).
Y(s) b 0 sM + b1 sM - 1 + b2 sM - 2 + ..... + b M - 1 s + b M
H(s) = = .....(3.49)
X(s) a 0 sN + a1 sN - 1 + a 2 sN - 2 + ..... + a N - 1 s + a N
where, N = Order of the system, M £ N and a0 = 1
The above two representations of continuous time system can be viewed as a computational procedure
(or algorithm) to determine the output signal y(t) from the input signal x(t).
The computations in the above equation can be arranged into various equivalent sets of differential
equations, with each set of equations defining a computational procedure or algorithm for implementing
the system.
Table 3.5 : Basic Elements of Block Diagram in Time Domain and s-Domain
d d X(s) s s X(s)
Differentiator x(t)
dt
x( t )
dt
Integrator
X( s)
(with zero initial
condition)
x(t) z z x(t) dt X(s) 1
s s
x1(t) X1(s)
Signal Adder x1(t) + x2(t) X1(s) + X2(s)
+ +
x2(t) X2(s)
Chapter 3 - Laplace Transform 3. 80
For each set of equations, we can construct a block diagram consisting of integrators, adders and
multipliers. Such block diagrams are referred to as realization of system or equivalently as structure for
realizing system.The basic elements used to construct block diagrams are listed in table 3.5. (For block
diagram representation of continuous time system refer chapter - 2, section 2.6.2).
Some of the block diagram representations of the system gives a direct relation between time
domain equation and s-domain equation.
The main advantage of rearranging the sets of differential equations is to reduce the computational
complexity and memory requirements.
The different types of structures for realizing continuous time systems are,
1. Direct form-I structure
2. Direct form-II structure
3. Cascade structure
4. Parallel structure
3.7.1 Direct Form-I Structure
Consider the differential equation governing the continuous time system.
dN dN - 1 dN - 2 d dM
y(t) + a y(t) + a y(t) + ..... + a - y(t) + a y(t) = b x( t )
dt N - 1 dt N - 2
1 2 N 1 N 0
dt N dt dt M
dM - 1 dM - 2 d
+ b1 M - 1 x( t ) + b 2 M - 2 x( t ) + ..... + b M - 1 x( t ) + b M x( t )
dt dt dt
dN dN - 1 dN - 2 d
\ N
y(t) = -a 1 N - 1 y(t) - a 2 N - 2 y(t) - ..... - a N - 1 y(t) - a N y(t)
dt dt dt dt
dM dM - 1 dM - 2 d
+ b 0 M x( t ) + b1 M - 1 x( t ) + b 2 M - 2 x( t ) + ..... + b M - 1 x( t ) + b M x( t )
dt dt dt dt
On taking Laplace transform of the above equation with zero initial conditions we get,
b0 X(s)
X(s) b0 + Y(s)
+
1 1
s X(s) Y(s) s
b1 -a 1
X( s) s s -a
b1 + + 1 Y(s)
s
s
1 1
s X(s) s
b2 Y( s)
-a 2
X(s) s2 s2
b2 + + -a2 Y( s)
s2 s2
........
........
........
........
1 1
s s
X(s) Y(s)
b N-1 -a N -1 N -1
X(s) b N1 sN -1 s Y( s)
+ + a N-1
sN-1 sN-1
1 1
s s
X(s) Y( s)
bN -a N
X( s) bN sN sN -a Y(s)
N
sN sN
dN dN - 1 dN - 2 d dM
y(t) + a y(t) + a y(t) + ..... + a N-1 y(t) + a y(t) = b x( t )
dt N - 1 dt N - 2
1 2 N 0
dt N dt dt M
dM - 1 dM - 2 d
+ b1 M - 1 x( t ) + b 2 M - 2 x( t ) + ..... + b M - 1 x( t ) + b M x( t )
dt dt dt
On taking Laplace transform of the above equation with zero initial conditions we get,
LM 1
Y(s) 1 + a 1
1 1
+ a 2 2 + ..... + a N - 1 N - 1 + a N N
1 OP
N s s s s Q
= X(s) b 0 + b1
1 1 LM 1
+ b 2 2 + ..... + b N - 1 N - 1 + b N N
1 OP
s s N s s Q
1 1 1 1
b 0 + b1 + b 2 2 + ..... + b N - 1 N - 1 + b N N
Y(s) s s s s
\ =
X(s) 1 1 1 1
1 + a1 + a 2 2 + ..... + a N - 1 N - 1 + a N N
s s s s
Y( s) W(s) Y( s)
Let, = ´
X( s) X( s) W(s)
W(s) 1
where, =
X(s) 1 1 1 1 .....(3.50)
1 + a1 + a 2 2 + ..... + a N - 1 N - 1 + a N N
s s s s
Y(s) 1 1 1 1
and = b 0 + b1 + b 2 2 + ..... + b N - 1 N - 1 + b N N .....(3.51)
W(s) s s s s
On cross multiplying equation (3.50) we get,
W(s) b0 W(s)
X(s) + b0 + Y(s)
1
W( s) W(s) s W(s) W( s)
-a1 b1
s s s s
+
+ -a1 b1 +
1
s
W(s) W(s) W(s) W(s)
-a 2 2 b2
s s2 s2 s2
+ -a2 b2 +
.......
............
...........
1
W(s) s W(s)
W( s) W(s)
- a N -1 b N -1 N -1
sN-1 sN-1 sN-1 b s
+ -aN-1 N- 1 +
1
s
W(s) W( s) W(s) W(s)
-a N N bN
s sN sN sN
aN bN
The direct form-I structure can be converted to direct form-II structure by considering the direct
form-I structure as cascade of two systems H1 and H2 as shown in fig 3.13. By linearity property the
order of cascading can be interchanged as shown in fig 3.14 and fig 3.15.
In fig 3.15 we can observe that the input to the integrators in H1 and H2 are same and so the output
of integrators in H1 and H2 are same. Therefore, instead of having separate integrators for H1 and H2, a
single set of integrators can be used. Hence the integrators can be merged to combine the cascaded
systems to a single system and the resultant structure will be direct form-II structure as that of fig 3.12.
X(s) Y(s)
b0 + +
1 1
s s
b1 + + -a1
1 1
s s
b2 + + -a2
...........
.........
.......
.......
b N-1 + + -aN-1
1 1
s s
bN aN
H1 H2
X(s) Y(s)
X(s) Y(s)
H2 H1 Þ H
X(s) + b0 + Y(s)
1 1
s s
a 1 b1
+ +
1 1
s s
+ a 2 b2 +
...........
.........
........
......
a N1 b N1
+ +
1 1
s s
a N bN
H2 H1
Fig 3.15 : Direct form-I structure after interchanging the order of cascading.
The transfer function H(s) of a continuous time system can be expressed as a product of a number
of second order or first order sections, as shown in equation (3.54).
Y(s)
H (s) = = H 1 (s) ´ H 2 (s) ´ H 3 (s) ..... H m (s) .....(3.54)
X(s)
m
= P H i (s)
i=1
1 1
c 0i + c1i
+ c 2i
where, H i (s) = s s2
1 1 Second order section
d 0i + d 1i + d 2i
s s2
1
c 0i + c1i
or H i (s) = s
1 First order section
d 0i + d 1i
s
The individual second order or first order sections can be realized either in direct form-I or direct
form-II structure. The overall system is obtained by cascading the individual sections as shown in
fig 3.16.
The transfer function H(s) of a continuous time system can be expressed as a sum of first and
second order sections, using partial fraction expansion technique as shown in equation (3.55).
Y(s)
H (s) = = C + H 1 (s) + H 2 (s) + H 3 (s) + ..... + H m (s) .....(3.55)
X(s)
m
= C + å
i=1
H i (s)
1
c 0i + c1i
where, H i (s) = s Second order section
1 1
d 0i + d 1i + d 2i 2
s s
c 0i
or H i (s) = First order section
1
d 0i + d 1i
s
The individual first and second order sections can be realized either in direct form-I or direct
form-II structure. The overall system is obtained by connecting individual sections in parallel as shown in
fig 3.17.
X(s) C + Y(s)
H1(s) +
H2(s) +
Hm-1(s) +
Hm(s)
s 2 Y(s) + 0.6s Y(s) + 0.7 Y(s) = s2 X(s) + 0.5s X(s) + 0.4 X(s)
On dividiing throughout by s2 we get,
Y(s) Y(s) X(s) X(s)
Y(s) + 0.6 + 0.7 2 = X(s) + 0.5 + 0.4 2 .....(1)
s s s s
Y(s) Y(s) X(s) X(s)
\ Y(s) = - 0.6 - 0.7 + X(s) + 0.5 + 0.4 .....(2)
s s2 s s2
The direct form-I structure of the given continuous time system is realized using equation (2) as shown in fig 1.
Direct Form-II Structure
X(s) + + Y(s)
1 1
s X(s) s
Y(s)
0.5 -0.6
X(s) s s Y(s)
0.5 + + 0.6
s s
1 1
s s
X(s) Y(s)
X(s) 0.4 2 -0.7 2
s s Y(s)
0.4 0.7
s2 s2
FG
Y(s) 1 + 0.6
1
+ 0.7 2
1 IJ = X(s) 1+ 0.5
FG 1
+ 0.4 2
1 IJ
H s s K H s s K
1 1
1 + 0.5 + 0.4 2
Y(s) s s
=
X(s) 1 1
1 + 0.6 + 0.7 2
s s
Y(s) W(s) Y(s)
Let, =
X(s) X(s) W(s)
W(s) 1
where, =
X(s) 1 1 .....(3)
1 + 0.6 + 0.7 2
s s
Y(s) 1 1
= 1+ 0.5 + 0.4 2
W(s) s s .....(4)
3. 87 Signals & Systems
On cross multiplying equation (3) we get,
W(s) W(s)
W(s) + 0.6 + 0.7 = X(s)
s s2
W(s) W(s)
\ W(s) = - 0.6 - 0.7 + X(s) .....(5)
s s2
On cross multiplying equation (4) we get,
W(s) W(s)
Y(s) = W(s) + 0.5 + 0.4 2 .....(6)
s s
The direct form-II structure of the given system is realized using equations (5) and (6) as shown in fig 2.
X(s) W(s) Y(s)
+ +
1
s
W(s) W (s ) W (s ) W( s )
-0.6 0.5
s s s s
+ 0.6 0.5 +
1
s
W(s ) W (s ) W (s ) W(s)
-0.7 0.4
s2 s2 s2 s2
0.7 0.4
Example 3.33
Find the direct form-I and direct form-II structures of the continuous time system represented by transfer function,
8s3 - 4s 2 + 11s - 2
H(s) = .
FG s -
1IJ FG
s2 - s +
1 IJ
H 4 KH 2 K
Solution
Direct Form-I Structure
8s3 - 4s 2 + 11s - 2
Given that, H(s) =
FG s - 1 IJ FG s
2
- s +
1 IJ
H 4K H 2 K
Y(s)
Let, H(s) = ; where Y(s) = Output in s- domain and X(s) = Input in s - domain.
X(s)
s3 8 - 4
1FG 1
+ 11 2 - 2 3
1 IJ
=
8s3 - 4s 2 + 11s - 2
=
s H s s K
s -
3 5 2
s +
3
s -
1 FG
s3 1 -
5 1
+
3 1
-
1 1 IJ
4 4 8 H4 s 4 s2 8 s3 K
Chapter 3 - Laplace Transform 3. 88
1 1 1
8 - 4 + 11 - 2 3
Y(s) s s2 s
\ =
X(s) 5 1 3 1 1 1 .....(1)
1 - + -
4 s 4 s2 8 s3
On cross multiplying equation (1) we get,
8X(s)
X(s) 8 + + Y(s)
1 X(s) 1
-4 5 Y(s)
s
s s
4 s
X(s) 4 + + 5/4 Y(s)
s s
1 1
s X(s) s
11 3 Y(s)
s2 -
X(s) 4 s2 Y(s)
11 + + 3/4
s2 s2
1 1
s s
X(s) 1 Y(s)
X(s) -2 Y(s)
s3 8 s3
s3 2 1/8 s3
1 1 1
8 - 4 + 11 - 2 3
Y(s) s s2 s
= 5 1 3 1 1 1
X(s) 1 - + -
4 s 4 s2 8 s3
Y(s) W(s) Y(s)
Let, =
X(s) X(s) W(s)
W(s) 1
where, =
X(s) 5 1 3 1 1 1 .....(3)
1 - + -
4 s 4 s2 8 s3
Y(s) 1 1 1
= 8 - 4 + 11 2 - 2 3 .....(4)
W(s) s s s
W(s) 8W(s)
X(s) + 8 + Y(s)
1
s
5 W(s) W(s) W(s)
-4
4 s s s
+ 5/4 4 +
1
s
3 W(s) W (s ) W(s )
- 11
4 s2 s2 s2
+ 3/4 11 +
1
s W (s)
1 W(s) W (s ) -2
8 s3 s3 s3
1/8 2
Example 3.34
Obtain the direct form-I, direct form-II, cascade and parallel structure of the continuous time LTI system governed
by the equation,
3 2 3 1
s 3 Y(s) + s Y(s) - s Y(s) - Y(s) = 3s3 X(s) + 2s 2 X(s) .....(1)
8 32 64
3 X(s)
X(s) 3 + + Y(s)
1 1
3 Y(s) s
s X(s) -
2 8 s
s + 3/8 Y(s)
X(s) 2
s
s
1
3 Y(s) s
32 s 2
+ 3/32 Y(s)
s2
1
1 Y(s) s
64 s 3 Y(s)
1/64
s3
Fig 1 : Direct form-I structure.
FG
Y(s) 1 +
3 1
-
3 1
-
1 1 IJ FG
= X(s) 3 + 2
1 IJ
H 8 s 32 s 2 64 s3 K H s K
1
3 + 2
Y(s) s
=
X(s) 3 1 3 1 1 1
1 + - -
8 s 32 s 2 64 s3
W(s) 1
where, =
X(s) 3 1 3 1 1 1 .....(4)
1+ - -
8 s 32 s 2 64 s3
Y(s) 1
= 3 + 2 .....(5)
W(s) s
W(s)
Y(s) = 3 W(s) + 2 .....(7)
s
The equations (6) and (7) can be realized by a direct form-II structure as shown in fig 2.
3. 91 Signals & Systems
W(s) 3 W(s)
X(s) + 3 + Y(s)
1
s
3 W(s) W(s) W(s)
- 2
8 s s s
+ 3/8 2
1
s
3 W(s)
32 s 2 W (s )
+ 3/32 s2
1
s
1 W(s)
W(s)
64 s3
1/64 s3
Cascade Structure
FG
Y(s) s 3 +
3 2
s -
3
s -
1 IJ d
= X(s) 3s 3 + 2s2 i
H 8 32 64 K
Y(s) 3s3 + 2s2
\ =
X(s) 3 3 1 .....(8)
s3 + s2 - s -
8 32 64
For cascade realization, the numerator and denominator polynomials of equation(8) should be expressed in the
factorized form, as shown below.
s = 1/8 is one of the root of
2
3s s +
2 FG IJ denominator polynomial of
\
Y(s)
=
3 H K equation (8).
X(s) FG
s +
1 IJ FG
s2 +
2
s -
8 IJ
1/8 1 3/8 3/32 1/64
H 8 KH8 64 K ¯ 1/8 2/64 +1/64
3s 2 s +
2 FG IJ 1 2/8 8/64 0
=
3 H K
FG
s +
1 IJ FG
s2 +
1
s -
1 IJ
H 8 KH 4 8 K
FG
3s 2 s +
2IJ
=
H 3 K
FG s + 1IJ FG s + 1I F
J G s - 41 IJK .....(9)
H 8K H 2K H
Since there are three first order factors in the denominator of equation (9), H(s) can be expressed as a product of
three sections as shown in equation (10).
Y(s) s s 3s + 2
Let, = H(s) = ´ ´ = H1(s) ´ H2 (s) ´ H3 (s)
X(s) 1 1 1 .....(10)
s + s + s -
8 2 4
Chapter 3 - Laplace Transform 3. 92
s s 3s + 2
where, H1(s) = ; H2 (s) = and H3 (s) =
1 1 1
s + s + s -
8 2 4
The transfer function H1(s) can be realized in direct form-II structure as shown below.
1 Y1(s)
\ Y1(s) = - + X(s) Fig 3 : Direct form-II structure of H1(s).
8 s
The direct form-II structure of H1(s) is obtained using the above equation as shown in fig 3.
The transfer function H2(s) can be realized in direct form-II structure as shown below.
Y2 (s) s 1
Let, H2 (s) = = = Y1(s) + Y2(s)
Y1(s) 1 1 1
s + 1 +
2 2 s
On cross multiplying the above function we get, 1
s
Y2 (s)
1 Y2 (s) 1 Y2 (s)
Y2 (s) + = Y1(s) - s
2 s 2 s -1/2
1 Y2 (s)
\ Y2 (s) = - + Y1(s) Fig 4 : Direct form-II structure of H2(s).
2 s
The direct form-II structure of H2(s) is obtained using the above equation as shown in fig 4.
The transfer function H3(s) can be realized in direct form-II structure as shown below.
W(s) 3 W(s)
1 Y2(s) 3
3 + 2 + + Y(s)
3s + 2 s
H3 (s) = =
1 1 1
s - 1 - 1
s
4 4 s
W(s)
1 1 W(s) W(s)
3 + 2 s 2
Y(s) W(s) Y(s) 4 s 1/4 2 s
Let, H3 (s) = = = s
Y2 (s) Y2 (s) W(s) 1 1
1- Fig 5 : Direct form-II structure of H3(s).
4 s
W(s) 1 Y(s) 1
where, = and = 3 + 2
Y2 (s) 1 1 W(s) s
1 -
4 s
On cross multiplying the above functions we get,
1 W(s) W(s)
W(s) = Y2 (s) + and Y(s) = 3 W(s) + 2
4 s s
The direct form-II structure of H 3(s) is obtained using the above equations as shown in fig 5.
The cascade structure of the given system is obtained by connecting the individual sections shown in fig 3, fig 4 and
fig 5 in cascade as shown in fig 6.
3. 93 Signals & Systems
1
s
1 1
s s 1 W(s) W(s)
s W(s)
Y1(s) Y2 (s) 4 s 2
1 Y1(s) 1 Y2 (s) 1/4 2 s
- s - s
8 s -1/8 2 s -1/2
Parallel Structure
From equation (8) we get, Dividing numerator by denominator
3 2 3
Y(s) 3s + 2s
= 3 3 1 3s3 + 2s2
X(s) 3 2 3 1 s3 + s2 - s-
3
s + s - s - 9 9 3
8 32 64 8 32 64 3s3 + s2 - s-
7 2 9 3 (-) (-) 8 (+) 32 (+)64
s + s +
= 3 + 8 32 64 7 2 9 3
3 2 3 1 s + s+
s3 + s - s - 8 32 64
8 32 64
7 2 9 3
s + s + Using equation (9)
= 3 + 8 32 64
FG s +
1
s +
IJ FG
1
s -
1 IJ FG IJ
H 8 2KH 4 KH K
By partial fraction expansion technique the above function can be expressed as shown below.
7 2 9 3
s + s +
Y(s) 8 32 64 A B C
= H(s) = 3 + = 3 + + +
X(s) FG s +
1 IJ FG
s +
1
s -
1 IJ FG IJ s +
1
s +
1
s -
1
H 8 KH2 4 KH K 8 2 4
2
7 2
s +
9
s +
3 7 FG - 1IJ + 9 FG - 1IJ + 3
A = 8 32 64 ´
FG s + 1IJ =
8 H 8 K 32 H 8 K 64
FG s +
1 IJ FG
s +
1
s -
1 IJ FG IJ H 8K FG - 1 + 1IJ FG - 1 - 1IJ
H 8 KH2 4 KH K s = - 81
H 8 2K H 8 4K
7 9 3 7 - 18 + 24 13
- +
= 512 256 64 = 512 = 512 =
13
´ -
64 FG IJ = - 13
3
-
FG IJ FG IJ
3
-
9
-
9 512 9 H K 72
8 H KH K
8 64 64
7 2
s +
9
s +
3 7 FG - 1IJ + 9 FG - 1IJ + 3
2
B = 8 32 64 ´
FG s + 1 IJ =
8 H 2 K 32 H 2 K 64
FG s +
1 IJ FG
s +
1
s -
1 IJ FG IJ H 2K FG - 1 + 1IJ FG - 1 - 1IJ
H 8 KH2 4 KH K s = - 21
H 2 8K H 2 4K
7 9 3 14 - 9 + 3 8
- +
32 64 64 64 64 8 32 4
= = = = ´ =
-
3 FG IJ FG IJ
-
3 9 9 64 9 9
8 H KH K
4 32 32
Chapter 3 - Laplace Transform 3. 94
7 2
s +
9
s +
3 7 FG 1 IJ + 9 FG 1 IJ + 3
2
C = 8 32 64 ´
FG s - 1IJ =
8 H 4 K 32 H 4 K 64
FG s +
1IJ FG
s +
1
s -
IJ FG
1 IJ H 4K FG 1 + 1 IJ FG 1 + 1 IJ
H 8 KH 2 KH
4 K s = 41
H 4 8 K H 4 2K
7 9 3 7 + 9 + 6 22
+ +
128 128 64 128 128 22 32 11
= = = = ´ =
3 FG IJ FG IJ
3 9 9 128 9 18
8 H KH K
4 32 32
13 4 11
A B C -
\ H(s) = 3 + + + = 3 + 72 + 9 + 18
1 1 1 1 1 1
s + s + s - s + s + s -
8 2 4 8 2 4
Let, H(s) = 3 + H1(s) + H2 (s) + H3 (s)
13 4 11
-
Y(s) 72 ; 9 18
where, H(s) = ; H1(s) = H2 (s) = ; H3 (s) =
X(s) 1 1 1
s + s + s -
8 2 4
Y(s)
Now, H(s) = = 3 + H1(s) + H2 (s) + H3 (s)
X(s)
13 13 1
- Y1(s) -
where, Y1(s) = H1(s) X(s) = 72 X(s) Þ = 72 s
1 X(s) 1 1
s + 1+
8 8 s
4 4 1
9 Y2 (s) 9 s
Y2 (s) = H2 (s) X(s) = X(s) Þ =
1 X(s) 1 1
s + 1+
2 2 s
11 11 1
18 Y3 (s) 18 s
Y3 (s) = H2 (s) X(s) = X(s) Þ =
1 X(s) 1 1
s - 1 -
4 4 s
In equation (11), the output Y(s) is expressed as sum of four components. The first component is simply the input
multiplied by a constant, and so it is realised as a constant multiplier in the parallel structure shown in fig 10. The other three
components involve first order section of transfer function, and so they are realized by direct form-II structures as shown
below.
The transfer function H1(s) can be realized in direct form-II structure as shown below.
13 1
Y1(s) W1(s) Y1(s) -
Let, = = 72 s
X(s) X(s) W1(s) 1 1
1+
8 s
1 W1(s) 13 W1(s)
W1(s) = X(s) - and Y1(s) = -
8 s 72 s
The direct form-II structure of H1(s) is obtained using the X(s) W1(s) Y1(s)
above equations as shown in fig 7. +
W2 (s) 1 Y2 (s) 4 1
where, = and =
X(s) 1 1 W2 (s) 9 s
1 +
2 s
On cross multiplying and rearranging the above functions we get,
1 W2 (s) 4 W2 (s)
W2 (s) = X(s) - and Y2 (s) =
2 s 9 s X(s) W2(s) Y2(s)
+
The direct form-II structure of H2(s) is obtained using the above
equations as shown in fig 8. 1
s
The transfer function H3(s) can be realized in direct form-II 1 W (s) W2 (s)
structure as shown below. - 2
s 4 W2 (s)
2 s -1/2 4/9 9 s
11 1
Y3 (s) W3 (s) Y3 (s) 18 s Fig 8 : Direct form-II structure of H2(s).
Let, = =
X(s) X(s) W3 (s) 1 1
1 -
4 s
W3 (s) 1 Y3 (s) 11 1
where, = and =
X(s) 1 1 W3 (s) 18 s
1 -
4 s
On cross multiplying and rearranging the above functions we get,
1 W3 (s) 11 W3 (s)
W3 (s) = X(s) + and Y3 (s) = .....(13)
4 s 18 s
The direct form-II structure of H3(s) is obtained using equation (13) as shown in fig 9.
X(s) W3(s) Y3(s)
+
1
s
W3 (s)
1 W3 (s) 11 W3 (s)
s
4 s 1/4 11/18 18 s
The parallel structure of the given system is obtained by connecting the individual sections shown in fig 7, fig 8 and
fig 9 in parallel as shown in fig 10.
Chapter 3 - Laplace Transform 3. 96
X(s) X(s) 3 X(s) Y(s)
3 +
1
s W1(s)
A ,
W1(s) s
1 W1(s) 13
- s where A = -
8 s -1/8 A 72
H1(s)
1
s
W2 (s)
1 W2 (s) 4 W2 (s)
- s
2 s -1/2 4/9 9 s
H2(s)
1
s
W3 (s)
1 W3 (s) 11 W3 (s)
s
4 s 1/4 11/18 18 s
H3(s)
s
Q3.2 Let x(t) and X(s) be Laplace transform pair. Given that, X(s) = . Find Laplace transform of
s2 + 1
y(t) = x
FG t IJ - x(2t).
H 5K
Solution
RS FG t IJ UV = 5 X (5s) = 5 5s = 25s = s s
l q
If L x(t) = X(s) then by
L x =
T H 5KW 2
(5s) + 1 25s + 1 s 2
2
+
1
25
2
s + 0.04
time scaling property
1
s
l q
L x(at) =
a
X s
e j
a
l q = 21 X FGH 2s IJK = 21 F s I = 41 s s = s s+ 4
L x(2 t) 2
2 2 2
GH 2 JK + 1 4 + 1
R F tI U R F t IU
Now, L ly(t)q = L Sx G J - x(2t)V = L SxG J V - L lx(2t)q
T H 5 K W T H 5K W
s s s(s 2 + 4) - s(s 2 + 0.04) 3.96 s
= 2
- 2 = = 2
s + 0.04 s + 4 (s 2 + 0.04) ( s 2 + 4) (s + 0.04 ) ( s 2 + 4 )
l q
x(t ) = L -1 X(s) == L -1
RS 1 L 1 + s OUV = 1 LM L RS 1 UV + L RS s UVOP -1 -1
T 2 MN s s + 4 PQW 2 N T s W T s + 4 WQ
2 2
1 1 + cos 2 t
= 1 + cos 2 t = = cos2 t
2 2
Q3.4 Let x(t) and X(s) be Laplace transform pair. Given that, x(t) = et u(t). Find inverse Laplace transform
of e3s X(2s).
Solution
l q n s s 1+ 1 Þ X(2s) = 2s1+ 1 = 21
X(s) = L x( t) = L e - t u(t) =
1
s + 21
-1 |R 1 1 |UV = 1 e u(t)
Now, L lX(2s)q = L S -1 -t
2
|T 2 s + |W 2 1
2
( t -3)
1 1 - 2t
\ L ne X(2ss = L lX(2s)q
-1 -3 s -1 - 2
= e u(t) = e u(t - 3)
2 2 t=t-3
t = t -3
Solution
i) When Re{s} > 0, the x(t) will be causal or right sided signal.
l q
\ x(t) = L-1 X(s) = L-1 2
RS UV RS
s
= L-1 2
s UV
= cos 3t u(t)
T W T
s +9 s + 32 W
ii) When Re{s} < 0, the x(t) will be anticausal and left sided signal.
\ x(t) = L lX(s)q = L S
-1 R s UV = L RS s UV = cos 3t u(-t)
-1 -1
Ts + 9W Ts + 3 W 2 2 2
4s + 1
Q3.6 l q
Given that, L x(t) = X(s) =
s 2 + 6s + 3
. Determine the initial value, x(0).
Solution
By initial value theorem,
4s + 1
Initial value, x(0) = Lt x(t ) = Lt sX(s) = Lt s ´
t ®0 s®¥ s®¥ s 2 + 6s + 3
s 4+
FG 1 IJ 1
= Lt s ´
H Lt
s K 4+
s 4+0
=4
s®¥ F 6 3 I = s®¥
s G1+ + J
2
6 3
1+ +
=
1+ 0 + 0
H s sK s s 2 2
s+4
Q3.7 l q
Given that, L x(t) = X(s) =
d 2
s s + 7s + 10
. Determine the final value, x(¥).
i
Solution
By final value theorem,
Final value, x(¥) = Lt x( ¥) = Lt sX(s)
t ®¥ s ®0
s+4 s+4 0+4 4
= Lt s ´ = Lt = = = 0.4
s®0 d
s s2 + 7s + 10 i s®0 s 2 + 7 s + 10 0 + 0 + 10 10
bm s m + bm - 1 s m - 1 + .....+ b1 s + b0
Q3.8 Given that, X(s) = . Find Lt x(t).
s(s n + an - 1 s n - 1 + .....+ a1 s + a0 t ®¥
Solution
Using final value theorem,
bm sm + bm - 1 sm -1 + ...... + b1s + b 0 0 + 0 + ...... + 0 + b0 b 0
Lt x(t ) = Lt s X(s) = Lt s = =
t ®¥ s® 0 s®0 s(sn + an - 1sn - 1 +.....+ a1s + a 0 ) 0 + 0 +.....+ 0 + a 0 a0
3. 99 Signals & Systems
2 d
Q3.9 If X(s) = . Find Laplace transform of x(t) .
s+3 dt
Solution
Using initial value theorem,
2 2 2 2
x(0) = Lt s X(s) = Lt s ´
s ®¥ s ®¥
= Lt s ´
s + 3 s ®¥ F 3 I = 3 = 1+ 0 = 2
s G1+ J 1+
H sK ¥
Using time differentiation property,
L
dRS UV
x(t) = s X(s) - x(0) = s ´
2
-2=
2s - 2(s + 3)
=
-6
dt T W s+3 s+3 s+3
0.4
Q3.10 If X(s) = . Find Laplace transform of t x(t).
s + 0.2
Solution
Using frequency differentiation property,
l q
L t x(t) = -
d
X(s) = -
d LM
0.4
=-
d OP
0.4 (s + 0.2)-1 = - 0.4 ´ ( -1) ´ (s + 0.2)-2 =
0.4
ds N
ds s + 0.2 ds Q (s + 0.2)2
Q3.11 The impulse response of a system is e 4t u(t), and for the input e(t), the response is (1 e 4t) u(t). Find
the input x(t).
Solution
Given that, h(t) = e4t u(t)
l q n s s +1 4
\ H(s) = L h( t) = L e -4t u(t) =
\ X(s) =
Y(s)
= Y(s) ´
1
=
1
-
1 FG
´ s+4 =
s+4
- 1=
IJ b
s+4-s 4
= g
H(s) H(s) s s+4 H s K
s s
6 5 3 1
Y (s) + Y (s) + 2 Y(s) = 2X(s) + X(s) s
s s s
5
3 6 5
\ Y (s) = 2X (s) + X(s) - Y(s) - 2 Y (s) Fig Q3.14 : Direct form-I structure.
s s s
The above equation can be used to construct the direct form-I structure as shown in fig Q3.14.
Q3.15 Draw the direct form-II structure for the system represented by the transfer function,
0.4s 2 + 0.7s
H(s) = .
s 2 + 0.5s + 0.9
Solution
FG0.7
s2 0.4 +
IJ
0.7
Let, H(s) =
Y(s) 0.4s 2 + 0.7s
= 2 =
H s
=
0.4 +
K
s
X(s) s + 0.5s + 0.9 FG
s2 1 +
0.5 0.9
+ 2 1+
0.5 0.9
+ 2 IJ
H s s s s K
Y(s) W(s) Y(s)
Let, = ´
X(s) X(s) W(s)
W(s)
W(s) 1 X(s) + 0.4
0.4 + Y(s)
where, = ..... (1)
X(s) 1 + 0.5 + 0.9
s s2 1
s
Y(s) 0.7
= 0.4 + ..... (2) + 0.5 0.7
W(s) s
On cross multiplying and rearranging equation (1) we get, 1
s
0.5 0.9
W(s) = X(s) - W(s) - 2 W(s) ..... (3)
s s 0.9
On cross multiplying equation (2) we get,
Fig Q3.15 : Direct form -II structure.
0.7
Y(s) = 0.4 W(s) + W(s) ..... (4)
s
The direct form-II structure is constructed using equations (3) and (4) as shown in fig Q3.15
3. 101 Signals & Systems
3.10 MATLAB Programs
Program 3.1
Write a MATLAB program to find Laplace transform of the following
standard causal signals.
a) t b) e-at c) te-at d) cosWt e) sinhWt f) e-at sinWt
clear all
syms t real; %Let a, t be any real variable
syms a real;
syms s complex; %Let s be complex variable
%(a)
x=t;
disp((a) Laplace transform of t is);
laplace(x)
%(b)
x=exp(-a*t);
disp((b) Laplace transform of exp(-a*t) is);
laplace(x)
%(c)
x=t*exp(-a*t);
disp((c) Laplace transform of t*exp(-a*t) is);
laplace(x)
%(d)
sg=real(s); %s - complex frequency ; sg - sigma ; o-omega
o=imag(s);
s=sg+(i*o);
x=cos(o*t);
disp((d) Laplace transform of cos(o*t) is);
laplace(x)
%(e)
x=sinh(o*t);
disp((e) Laplace transform of sinh(o*t) is);
laplace(x)
%(f)
x=exp(-a*t)*sin(o*t);
disp((f) Laplace transform of exp(-a*t)*sin(o*t) is);
laplace(x)
OUTPUT
(a) Laplace transform of t is
ans =
1/s^2
(b) Laplace transform of exp(-a*t) is
ans =
1/(s+a)
(c) Laplace transform of t*exp(-a*t) is
ans =
1/(s+a)^2
Chapter 3 - Laplace Transform 3. 102
(d) Laplace transform of cos(o*t) is
ans =
s/(s^2-(1/2*s-1/2*conj(s))^2)
(e) Laplace transform of sinh(o*t) is
ans =
-i*(1/2*s-1/2*conj(s))/(s^2+(1/2*s-1/2*conj(s))^2)
(f) Laplace transform of exp(-a*t)*sin(o*t) is
ans =
-i*(1/2*s-1/2*conj(s))/((s+a)^2-(1/2*s-1/2*conj(s))^2)
Program 3.2
Write a MATLAB program to find Laplace transform of the following
standard causal signals.
a) tn b) tn-1/(n-1)! c) tne-at d) tn-1 e-at/(n-1)!
clear all
syms t real; %Let t,a ,n be a ny r ea l va r ia ble
syms a real;
syms n real;
%(b)
x=t^(n-1)/factorial(n-1);
disp((b) Laplace transform of t^(n-1)/(n-1)! is);
laplace(x)
%(c)
x=(t^n)*exp(-a*t);
disp((c) Laplace transform of (t^n)*exp(-a*t) is);
laplace(x)
%(d)
x=(t^(n-1)*exp(-a*t))/factorial(n-1);
disp((d) Laplace transform of (t^(n-1)*exp(-a*t))/(n-1)! is);
laplace(x)
OUTPUT
Enter the value of n4
(a) Laplace transform of t^n is
ans =
24/s^5
(b) Laplace transform of t^(n-1)/(n-1)! is
ans =
1/s^4
(c) Laplace transform of (t^n)*exp(-a*t) is
ans =
24/(s+a)^5
(d) Laplace transform of (t^(n-1)*exp(-a*t))/(n-1)! is
ans =
1/(s+a)^4
3. 103 Signals & Systems
Program 3.3
Write a MATLAB program to find Laplace transform of the following
causal signals.
a) t2-3t b) 1+0.4e-2tsin3t c) 3sin2t+3cos2t
%(a)
x=t^2-(3*t);
disp((a) Laplace transform of t^2-(3*t) is);
X=laplace(x);
simplify(X)
%(b)
x=1+0.4*exp(-(2*t))*sin(3*t);
disp((b) Laplace transform of 1+(0.4*exp(-(2*t)))*sin(3*t) is);
X=laplace(x);
simplify(X)
%(c)
x=3*sin(2*t)+3*cos(2*t);
disp((c) Laplace transform of 3*sin(2*t)+3*cos(2*t) is);
X=laplace(x);
simplify(X)
OUTPUT
(a) Laplace transform of t^2-(3*t) is
ans =
-(-2+3*s)/s^3
(b) Laplace transform of 1+(0.4*exp(-(2*t)))*sin(3*t) is
ans =
1/5*(5*s^2+26*s+65)/s/(s^2+4*s+13)
(c) Laplace transform of 3*sin(2*t)+3*cos(2*t) is
ans =
3*(s+2)/(s^2+4)
Program 3.4
Write a MATLAB program to find inverse Laplace transform of the following
s-domain signals.
a) 2/s(s+1)(s+2) b) 2/s(s+1)(s+2)2 c) 1/(s2+s+1)(s+2)
clear all;
syms s complex;
X=2/(s*(s+1)*(s+2));
disp(Inverse Laplace transform of 2/(s(s+1)(s+2)) is);
x=ilaplace(X);
simplify(x)
X=2/(s*(s+1)*(s+2)^2);
disp(Inverse Laplace transform of 2/(s(s+1)(s+2)^2) is);
x=ilaplace(X);
simplify(x)
Chapter 3 - Laplace Transform 3. 104
X=1/((s^2+s+1)*(s+2));
disp(Inverse Laplace transform of 1/((s^2+s+1)*(s+2)) is);
x=ilaplace(X);
simplify(x)
OUTPUT
Inverse Laplace transform of 2/(s(s+1)(s+2)) is
ans =
1+exp(-2*t)-2*exp(-t)
Inverse Laplace transform of 2/(s(s+1)(s+2)^2) is
ans =
t*exp(-2*t)-2*exp(-t)+3/2*exp(-2*t)+1/2
Inverse Laplace transform of 1/((s^2+s+1)*(s+2)) is
ans =
-1/3*exp(-1/2*t)*cos(1/2*3^(1/2)*t)
+1/3*3^(1/2)*exp(-1/2*t)*sin(1/2*3^(1/2)*t)+1/3*exp(-2*t)
Program 3.5
Write a MATLAB program to perform convolution of signals,x1(t)= t2-3t
and x 2(t)=t,using Laplace transform, and then to perform deconvolution
using the result of convolution to extract x1(t) and x2(t).
%****Program for convolution & deconvolution using Laplace transform
clear all;
syms t real;
x1t=(t^2-(2*t));
x2t=t;
X1s=laplace(x1t);
X2s=laplace(x2t);
X3s = X1s*X2s; %product of laplace transform of inputs
con12=ilaplace(X3s);
disp(Convolution of x1(t) and x2(t) is);
simplify(con12) % convolution output
decon_X1s=X3s/X1s;
decon_x1t=ilaplace(decon_X1s);
disp(The signal x1(t) obtained by deconvolution is);
simplify(decon_x1t)
decon_X2s=X3s/X2s;
decon_x2t=ilaplace(decon_X2s);
disp(The signal x2(t) obtained by deconvolution is);
simplify(decon_x2t)
OUTPUT
Convolution of x1(t) and x2(t) is
ans =
1/12*t^4-1/3*t^3
The signal x1(t) obtained by deconvolution is
ans =
t
The signal x2(t) obtained by deconvolution is
ans =
t^2-2*t
Program 3.6
Write a MATLAB program to find residues and poles of s-domain signal,
(1.5s3+4.45s 2+4.25s+0.2)/(s3 +3.5s2+3.5s+1)
3. 105 Signals & Systems
%*****Program to find residues and poles of s-domain signal
clear all
s=tf(s);
Program 3.7
Write a MATLAB program to find the impulse response of the LTI system
governed by the transfer function, H(s)=1/(s2+s+1).
syms s complex;
H=1/(s^2+s+1);
disp(Impulse response h(t) is);
h=ilaplace(H);
simplify(h)
s=tf(s);
H=1/(s^2+s+1);
t=0:0.01:20; % set a time vector
Fig P3.7 : Impulse response of continuous time LTI system. Fig P3.8 : Step response of first and
second order system.
Program 3.8
Write a MATLAB program to find the step response of the first and
second order LTI systems governed by the transfer functions,
H(s)=1/(s+2) and H(s)=1/(s2+2.5s+25).
H2=1/(s^2+2.5*s+25);
disp(Step response of second order system is);
h2=ilaplace(H2);
simplify(h2)
s=tf(s);
H1=1/(s+2);
H2=1/(s^2+2.5*s+25);
t1=0:0.0005:5; % set a time vector
s1=step(H1,t1); % step r espo nse o f fir st o r der system
s2=step(H2,t1); % step r espo nse o f seco nd o r der system
subplot(2,1,1);plot(t1,s1);
xlabel(Time in seconds); ylabel(s1(t));
subplot(2,1,2);plot(t1,s2);
xlabel(Time in seconds);
ylabel(s2(t));
3. 107 Signals & Systems
OUTPUT
Step response of first order system is
ans =
exp(-2*t)
Step response of second order system is
` ans =
4/75*15^(1/2)*exp(-5/4*t)*sin(5/4*15^(1/2)*t)
The sketch of step response of first and second order system are shown in fig P3.8.
3.11 Exercises
I. Fill in the blanks with appropriate words
1. The Laplace transform will transform a time domain signal to signal.
2. The imaginary part of complex frequency is called frequency.
3. The real part of complex frequency is called frequency.
4. The ROC of Laplace transform of a causal signal includes all points on the s-plane to the of
abscissa of convergence.
5. A signal is said to be if e - st x( t ) approaches zero as t approaches infinity.
6. If Laplace transform of x(t) is X(s) then Laplace transform of Kx(t) is .
7. If Laplace transform of x(t) is X(s) then Laplace transform of x(t a) is .
8. When X(s) is a ratio of two polynomials in s, then X(s) is called of s.
9. The are critical frequencies at which the signal X(s) become infinite.
10. The are critical frequencies at which the signal X(s) become zero.
11. The ROC of X(s) consists of stripes parallel to the in s-plane.
12. The is the ratio of Laplace transform of output and input.
13. The Laplace transform of gives the transfer function of the system.
14. For a stable LTI system the ROC should include of s-plane.
15. For a stable causal system should lie on left half of s-plane.
Answers
1. s-domain 6. K X(s) 11. jW - axis
2. radian / real 7. easX(s) 12. transfer function
3. neper 8. rational function 13. impulse response
4. right 9. poles 14. imaginary axis
5. exponential order 10. zeros 15. poles
z
2. The mathematical operation x(t) e - st dt is called,
-¥
a) Laplace transform b) two sided Laplace transform
c) one sided Laplace transform d) generalized frequency domain transform
3. The term W in s = s + jW is called,
a) frequency b) real frequency c) complex frequency d) critical frequency
4. A causal signal x(t) is said to be exponential order for any positive value of s if,
a) Lt e + st x ( t ) = ¥ b) Lt e -st x ( t ) = ¥ c) Lt e + st x( t ) = 0 d) Lt e - st x( t ) = 0
t ®¥ t ®¥ t ®¥ t ®¥
9. If x(t) is periodic with period T, then Laplace transform of x(t) is defined as,
T T T T
1 1 1 1
a)
1 - e -sT z
0
x(t) e- st dt b)
1 + e - sT z
0
x(t) e- st dt c)
1 - e sT z
0
x(t) e- st dt d)
1 + esT z
0
x(t) e- st dt
3. 109 Signals & Systems
10. If x(t) and X(s) are Laplace transform pair, and X(s) is rational, then which of the following statements are
true.
i) poles and zeros are critical frequencies.
ii) the ROC of X(s) does not include poles.
iii) the number of finite zeros will be less than or equal to number of poles.
a) i and iii only b) i only c) ii only d) all of the above
11. If x(t) and X(s) are Laplace transform pair, and X(s) is rational, then which of the following statements are
true regarding the ROC of X(s).
i) The ROC is bounded by poles or extends to infinity.
ii) If x(t) is right sided, then ROC is right of right most pole.
iii) If x(t) is left sided, then ROC is left of left most pole.
a) i only b) ii only c) ii and iii only d) all of the above
2
12. The inverse Laplace transform of X(s) = is,
s 2 + 2s + 5
a) x(t) = e - t cos2t b) x(t) = e - t sin 2t c) x(t) = e -2 t cos5t d) x(t) = e -2 t sin 5t
4
13. The inverse Laplace transform of X(s) = for ROC Re{s} > 4 and Re{s} < 4 are respectively.
s+5
a) 4 e -5 t u(t) and 4 e-5 t u( - t) b) 4 e5t u(t) and 4 e5 t u( - t)
c) 4 e -5t u(t) and - 4 e -5 t u( - t) d) - 4 e -5 t u(t) and - 4 e -5t u(t)
14. For a continuous time LTI system which of the following statements are true.
i) The transfer function is ratio of Laplace transform of output and input.
ii) The transfer function is ratio of Laplace transform of input and output.
iii) The transfer function is Laplace transform of impulse response.
a) i only b) i and iii c) ii only d) iii only
15. If x(t), y(t) and h(t) are input, output and impulse response of LTI continuous time system respectively then,
a) h(t) = x(t) * y(t) b) x(t) = y(t) * h(t) c) y(t) = x(t) * h(t) d) y(t) = h(t) * h(t)
16. If X(s), Y(s) and H(s) are Laplace transform of input, output and impulse response of LTI continuous time
system respectively then,
a) x(t) = L-1
RS H(s) UV b) x(t) = L-1
RS Y(s) UV c) x(t) = L-1
RS 1 UV l
d) x(t) = L-1 Y( s) H(s) q
T Y(s) W T H(s) W T Y(s) H(s) W
17. The convolution of u(t) with u(t) will be equal to,
a) d(t) b) u(t) c) t u(t) d) t 2 u(t)
18. The convolution of e at u(t) with e at u(t) will be equal to,
a) t u(t) b) e -at u(t) c) e -2at u(t) d) te -at u(t)
-4s
19. Given that H(s) = e . What is the impulse response of the system?
a) d (t - 4 ) b) u(t - 4) c) e-4t u(t) d) e4 t u(t)
20.Which of the following statements are true regarding the stability of continuous time system?
i) For stability of LTI system, the ROC should include imaginary axis.
ii) For stability of causal system the poles should lie on left half s-plane.
iii) For stability of noncausal system there is no restriction on location of poles in s-plane.
a) i and ii only b) i and iii only c) ii and iii only d) all of the above
Chapter 3 - Laplace Transform 3. 110
Answers
1. a 6. a 11. d 16. b
2. b 7. d 12. b 17. c
3. b 8. b 13. c 18. d
4. d 9. a 14. b 19. a
5. c 10. d 15. c 20. d
0 T 2T T t 0 T t t0 1+t 0 T 0 T t
3 3 t
Fig E3.3.1. Fig E3.3.2. Fig E3.3.3. Fig E3.3.4.
3. 111 Signals & Systems
E3.4 Find the Laplace transform of the signal shown in fig E3.4. x(t)
A
E3.5 Find the initial value, x(0) in time domain for the following
s-domain signals.
10(s + 1) 2s2 + 2 0 T T t
a) X(s) = b) X(s) = 3 2
(s + 2) (s + 6) 8s + 4s2 + 3s + 5 Fig E3.4.
4 1 7 4
c) X(s) = 3 d) X(s) = 3 + 2 +
s + 2s2 + 7s + 1 s s s
E3.6 Find the final value, x(¥) in time domain for the following s-domain signals.
10(s + 1) s (s + 2) (s + 3) s(s + 1)
a) X(s) = b) X(s) = c) X(s) = d) X(s) =
s(s + 2) (s + 4) 2
s +4 s2 (s + 5) s + 2s + 1
2
E3.7 Perform the convolution of x1(t) and x2(t) using Laplace transform.
a) x1 (t) = t e-2 t u(t) ; x 2 (t) = 3 sin4t u(t) b) x1 (t) = (t - 2 ) u(t - 2) ; x2 (t) = e-3t u(t)
c) x1 (t) = 4 t e -5 t u(t) ; x2 (t) = u(t) d) x1 (t) = t 2 u(t) ; x2 (t) = d (t - 7 )
e) x1 (t) = sin t u(t) ; x 2 (t) = t e - t u(t)
E3.8 Determine the poles and zeros of the following s-domain signal and sketch the pole-zero plot.
( s + 2) (s2 + 8s + 20)
X(s) =
(s + 3) (s2 + 2s + 2)
E3.9 Find the inverse Laplace transform of the following signals.
s 2s + 1
a) X(s) = 2 b) X(s) = 3
s + 4s + 3 s + 7s2 + 10s
1 (s + 2)
c) X(s) = 3 d) X(s) = 2
2
s + 2s + 2s + 1 s + 4s + 5
E3.10 Find the inverse Laplace transform of the following signals.
s2 + 2s - 2 4s2 + 15s + 62
a) X(s) = b) X(s) =
s(s + 2) (s - 3) (s + 1) (s2 + 4s + 20)
2s2 + 4s + 34 s3 + 8s2 + 23s + 28
c) X(s) = d) X(s) =
(s + 2) (s2 + 6s + 25) (s + 4s + 13) (s2 + 2s + 5)
2
1
E3.11 Find the inverse Laplace transform of X (s) = using convolution theorem.
s2 (s2 - a 2 )
E3.12 Find the impulse response of the systems represented by following differential equations.
dy(t) d 2 y( t )
a) = x( t - t 0 ) b) 3 + y( t ) = 0.5 x( t )
dt dt
d 2 y( t ) dy dx(t)
c) + 0.8 + 015 . y(t) = 0.2 + x( t )
dt 2 dt dt
E3.13 Using Laplace transform, determine the natural response of the system represented by following
equations.
d 2 y(t) dy( t ) dx( t ) dy( t )
a) + 15
. + 0.36 y(t) = 0.1 + 0.7 x( t ) ; y(0) = 0.3 ; = -0.2
dt 2 dt dt dt t = 0
d 2 y(t) dy( t ) dy( t )
b) 2
+ 10 + 21 y(t) = 8 x( t ) ; y(0) = 2 ; = -3
dt dt dt t =0
Chapter 3 - Laplace Transform 3. 112
E3.14 Using Laplace transform, determine the forced response of the system represented by following equations.
d 2 y(t) dy( t ) dx( t )
a) 2
+9 + 20 y(t) = 0.2 + 2 x( t ) ; Input x( t ) = 6 u(t)
dt dt dt
d 3y(t) d 2 y( t ) dy(t)
b) 3
+ 10 + 27 + 18 y(t) = 12 x( t ) ; Input x(t) = e-5t u(t)
dt dt 2 dt
E3.15 Using Laplace transform, determine the complete response of the system represented by following
equations.
d 2 y(t) dy( t ) dx( t ) dy( t )
a) + 14
. + 0.4 y(t) = 0.2 + 1.25 x( t ) ; y(0) = 1 ; = -2 ; for input x(t) = 2e-3t u( t )
dt 2 dt dt dt t=0
2
d y(t) dy( t ) dy( t )
b) + 11 + 24 y(t) = 3 x( t ) ; y(0) = 2 ; = -0.5 ; for input x(t) = 4 u( t )
dt 2 dt dt t=0
E3.16 Find the transfer function of the system governed by the following differential equations.
d 3y(t) d 2 y( t ) dy( t ) dx( t )
a) 3
+ 0.4 + 0.3 + 0.1 y(t) = 0.3 + x( t - 1)
dt dt 2 dt dt
d 3 y(t) d 2y( t ) dy( t ) d 2 x( t ) dx ( t )
b) 3
+7 2
+5 + 14 y(t) = 3 +2 + 4 x( t )
dt dt dt dt 2 dt
d 2 y(t) dy ( t )
c) 4 +2 + 8 y(t) = x( t - 3)
dt 2 dt
E3.17 Find the transfer function of the system governed by the following impulse responses.
a) h(t) = d (t - 2) + e -4t u(t) b) h(t) = d (t) + t e-3t u(t) + e -9 t u( t )
c) h(t) = 2 u(t) + 3e-6t u(t) + 4e -7t sin 2t u(t)
E3.18 Determine the transfer function of the system, whose unit step responses are given below.
a) s(t) = [t + cosh 2t] u(t) b) s(t) = [t 2 + 2 e -5t sin 3t] u(t )
c) s(t) = [3t 2 - 4e -7 t + 4e - t ] u(t)
E3.19 Find the impulse response of the continuous time systems governed by the following transfer functions.
1 4 3
a) H(s) = 2 b) H(s) = 2 c) H(s) = 2
s (s + 2 ) s(s - 16) s + 18s + 90
E3.20 Find the response of LTI systems whose input and impulse responses are given below.
Answers
4 2 s2 + 72
E3.1 a) X(s) = (s + 0.5s + 0.5) , ROC : s > 0 b) X(s) = , ROC : s > 0
s3 s(s2 + 144)
7 eb
c) X(s) = , ROC : s > -5 d) X(s) = , ROC s > -a
(s + 5) 2 + 49 s+ a
4s - 7 6 e -2s
E3.2 a) X(s) = b) X(s) =
s + 2s + 29
2
s4
2s2 s + 8s3 + 47s2 + 168s + 250
4
c) X(s) = d) X(s) =
(s + 1) 3 (s + 3)2 (s2 + 25)
E3.3 a) X(s) =
A LM
-
sT
-
2 sT
1 + e 3 - e 3 - e -sT
OP b) X(s) =
A
1- e - ( s+ a ) T
s N Q (s + a)
A - st 0 2A
c) X(s) = e (1 - e - s ) d) X(s) = (cosh sT - 1)
s Ts2
2A 1 - e 2
F -
sT
I
E3.4 X (s) = 2
Ts -
GG
sT
JJ
1+ e 2 H K
E3.5 a) x(0) = 10 b) x(0) = 0.25 c) x(0) = 0 d) x(0) = 4
E3.6 a) x(¥) = 1.25 b) x(¥) = 0 c) x(¥) = ¥ d) x(¥) = 0
E3.7 a) x1 ( t ) * x2 ( t ) = (0.6 te -2t + 0.12e -2t - 0.12 cos4t - 0.09 sin4t) u(t)
b) x1 ( t ) * x2 ( t ) =
1 LM 1 1 OP
( t - 2 ) - + e -3 ( t - 2 ) u ( t - 2 ) c) x1 (t) * x 2 (t) = 0.16 1 - 5 t e -5t - e -5t u(t)
3 N 3 3 Q
b g
d) x1 ( t ) * x2 ( t ) = t - 7
2
u(t - 7) e) x1 ( t ) * x 2 ( t ) = 0.5 ( t + 1)e - t - cost u(t)
E3.10 a) x(t) =
FG 1 - 1 e -2t
+
13 3 t
e u(t)
IJ z3 -j2
H3 5 15 K Fig 3.8: Pole-zero plot for exercise
b) x(t) = [3e - t + e -2 t cos4t] u(t) problem E3.8.
c) x(t) = 2[e -2 t - e -3 t sin 4t] u(t)
d) x(t) = [e -2 t sin 3t + e - t cos2t] u(t)
E3.11 x(t) =
1 FG sinhat - tIJ u(t)
a2 H a K
-3 t
E3.12 a) h(t) = u (t - t 0 ) d
E3.15 a) y(t) = 0.25 e + 15833
. e - t - 0.8333 e -0.4 t u(t) i
0.5 FG 1 tIJ u(t) b) y(t) = d0.5 - 0.8 e -8 t
+ 2.3 e -3t u(t)
b) h(t) =
3
sin
H 3K i
c) h(t) = [4.7e-0.3 t - 4.5e-0.5t ] u(t)
Y(s) 0.3s + e - s
E3.13 a) y zi (t) = 0.1778e -0.3t + 01222
. e -1.2t u(t) E3.16 a) = 3
X(s) s + 0.4s2 + 0.3s + 0.1
b) y zi (t) =
FG -3 e -7 t
+
11 -3t
e u(t)
IJ Y(s) 3s2 + 2s + 4
H4 4 K b) = 3
X(s) s + 7s2 + 5s + 14
Y(s) e -3s
c) = 2
X(s) 4s + 2s + 8
E3.14 d . -4 t + 1.2 e -5t u(t)
a) y zs (t) = 0.6 - 18e i
-t -3 t -5 t
b) y zs (t) = d0.3e -e + 15
. e - 0.8 e -6 t u(t)
i
-2 s
e (s + 4 ) + 1 2s2 - 4
E3.17 a) H(s) = E3.18 a) H(s) =
(s + 4) s2 - 4
s3 + 16s2 + 70s + 99 7s2 + 10s + 34
b) H(s) = 3 b) H(s) = 2
s + 15s2 + 63s + 81 s(s +10s + 34)
5s3 + 90s2 + 481s + 636 24s3 + 6s2 + 48s + 42
c) H(s) = 3 c) H(s) =
s(s + 20s2 + 137s + 318) s4 + 8s3 + 7s2
1
E3.19 a) h(t) = 2 t - 1 + e - 2 t u(t) E3.20 a) y(t) = 0.25 1 - e -2t u(t)
2
1
b) h(t) = [cosh 4t - 1] u(t) b) y(t) = ( t - 2) e -( t - 2 ) u(t - 2)
4
c) h(t) = e -9t sin 3t u(t) c) y(t) = 0.375 e -2 t ( sin 4t + cos4t) - e-6 t u(t)
Y(s) 1 W(s) 1
1 X(s) 5 5 s W(s) W(s)
s 4 s s 4
s s s s
X(s) Y(s)
4 + + 5 + 5 4 +
s s
1 1
s 6
X(s)
2
Y(s) s 2 W(s) 1
s W(s ) W(s)
X(s) s2 s2 Y(s) s2 6
6 2
s2 s2
s2 s2 2 6
E3.23 b)
W(s)
X(s) + Y(s) X(s) + Y(s)
1
1 X(s) Y(s) s W( s ) 1 W(s) W(s)
s 3.1 0.9 0.9 s 3.1
X(s) s s Y(s) s s s
3.1 + + 0.9 + 0.9 3.1 +
s s
1 X(s) Y(s)
s 0.6 2 1.2 1 W(s) 1 W(s) W(s)
X(s) s s2 s 1.2 s 0.6 2
0.6 + + Y(s) s2 s2 s
1.2 + 0.6 +
s2 s2 1.2
1 X(s) Y(s) 1
s 2.1 s Y(s) W(s) 1 W(s ) W(s)
X(s) 0.9 s3 2.1 s 0.9 3
0.9 s3 2.1 s3 s3 s
s3 s3 2.1 0.9
E3.24 a)
W(s)
X(s) + Y(s) X(s) + Y(s)
1 X(s) Y(s)
4 2 1 1
s s s s W(s) s W(s) W(s)
X(s) + + 2 Y(s) 2 4
4 s s
s + s
s 2 4 +
X(s) 1
1
s 2 13 Y(s) s
13
W(s) 1 W(s) W(s)
2 2
X(s) s2 s2 Y (s ) s
2 + + s2 s 2 s
13 + 2 +
s2 s2 13
1
s Y(s) 1 W(s ) 1
X(s) 0.2 s 0.2 s W(s) W(s)
X(s) 0.9 s3 0.9 3
s3 s3 Y(s)
0.2 s 3 0.9 s
s3 -0.9
s3
0.2
1 1
s 1 s
s
-6
6 5 2 2 1
W1(s) Y1(s)
X(s) + + Y(s)
1
s
A = 3/11
6 A H1(s)
1
s
B = 35/33
5 B H2(s)
1
s
C = 1/3
2 C
H3(s)
The trigonometric form of Fourier series of a periodic signal, x(t), with period T is defined as,
¥ ¥
1
x(t) = a +
2 0 åa
n=1
n cos nW 0 t + åb
n=1
n sin nW 0 t .....(4.1)
1
\ x( t ) = a + a 1 cos W 0 t + a 2 cos2W 0 t + a 3 cos3W 0 t + .....
2 0
+ b1 sin W 0 t + b 2 sin 2W 0 t + b3 sin 3W 0 t + ...........
2p
where, W0 = 2pF0 = = Fundamental frequency in rad/sec
T
F0 = Fundamental frequency in cycles/sec or Hz
nW0 = Harmonic frequencies
a0, an, bn = Fourier coefficients of trigonometric form of Fourier series
Chapter 4 - Fourier Series and Fourier Transform of Continuous Time Signals 4. 2
a0 =
2
T z
- T /2
x( t ) dt (or) a0 =
2
T z0
x( t ) dt .....(4.2)
+T/2 T
an =
2
T z
-T/2
+T/2
x( t ) cosnW 0 t dt (or) an =
2
T z0
T
x( t ) cos nW 0 t dt .....(4.3)
bn =
2
T z
-T/2
x( t ) sin nW 0 t dt (or) bn =
2
T z0
x( t ) sin nW 0 t dt .....(4.4)
In the above formulae, the limits of integration are either T/2 to +T/2 or 0 to T. In general,
the limit of integration is one period of the signal and so the limits can be from t0 to t0 + T, where t0 is
any time instant.
4.2.2 Conditions for Existence of Fourier Series
The Fourier series exists only if the following Dirichlets conditions are satisfied.
1. The signal x(t) is well defined and single valued, except possibly at a finite number of points.
2. The signal x(t) must possess only a finite number of discontinuities in the period T.
3. The signal must have a finite number of positive and negative maxima in the period T.
Note : 1. The value of signal x(t) at t = t0 is x(t0 ) if t = t0 is a point of continuity.
x(t0+ ) + x(t0- )
2. The value of signal x(t) at t = t0 is if t = t0 is a point of discontinuity.
2
a0 =
2
T z x( t ) dt
- T/ 2
(or) a0 =
2
T z
0
x( t ) dt
Proof :
Consider the trigonometric Fourier series of x(t), (equation (4.1)).
¥ ¥
a
x( t) = 0 +
2
å
an cosnW 0 t + bn sinnW 0tå
n= 1 n= 1
T ¥ T ¥ T
=
a0
2 z
0
dt + åa
n=1
n z
0
cosnW 0t dt + åb
n=1
n z
0
sinnW 0t dt
4. 3 Signals & Systems
T ¥
LM sinnW t OP + b LM -cosnW t OP
T ¥ T
\ z
0
x(t ) dt =
a0
2
t
T
0
+
n=1
å an
N nW Q å N nW Q
0
0
0 n= 1
n
0
0
a0 ¥
L sinnW T sin0 O L -cosnW T ¥
cos0 OP
=
2
T - 0 + å a MN nW - nW PQ + å b MN nW
n
0
0
0
n
0
0
+
nW 0 Q
n= 1 n=1
LM sinn 2 p T OP L -cosn 2p T O 2p
MM 2pT PP + å b MMM 2 pT + 21 p PPP
¥ ¥
T W0 =
=
2
a0 + åa n n T
n=1
MN n T PQ MN n T
n=1 n
T PQ sin 0 = 0
cos 0 = 1
=
T
a0 + å
¥
an TM
L sinn2 p OP + å b T LM -cosn2p + 1 OP
¥
n
2 N n2p Q N n2 p n2 p Q sin n2p = 0 ;
n= 1 n=1
cos n2p = 1
=
T
a0 + åa
¥
n T ´ 0 + å b T M-
¥
L 1 + 1 OP = T a
n 0
for integer n
2
T
n= 1 n=1N n2 p n2 p Q 2
\ a0 =
2
T z
0
x(t ) dt
Evaluation of an
The Fourier coefficient an is given by,
+ T/ 2 T
an =
2
T z
- T/ 2
x( t ) cos nW 0 t dt (or) a n =
2
T z 0
x( t ) cosnW 0 t dt
Proof :
Consider the trigonometric form of Fourier series of x(t), (equation (4.1)).
¥ ¥
a
x( t) = 0 +
2
å
an cosnW 0t + b n sinnW 0 t å
n= 1 n= 1
a0
= + a1 cos W 0 t + a2 cos 2W 0t + ..... + ak cos kW 0 t + .....
2
+ b 1 sin W 0 t + b 2 sin2 W 0 t + ..... + bk sinkW 0t + .....
T T T
a0
\ z
0
x(t) coskW 0 t dt = z
0
2
coskW 0 t dt + z
0
a1 cos W 0 t cosk W 0t dt
T T T
+ z 0
a2 cos 2 W 0 t coskW 0t dt + ..... + z 0
ak cos2 kW 0t dt + ..... + z
0
b 1 sin W 0t coskW 0t dt
T T
+ z
0
b 2 sin2W 0t cosk W 0 t dt + ..... + z
0
bk sinkW 0t coskW 0 t dt + ..... .....(4.5)
Chapter 4 - Fourier Series and Fourier Transform of Continuous Time Signals 4. 4
T
0
LMt + sin2kW t OP T
except z ak cos 2 kW 0t dt.
a
= k
2 z
0
a
(1 + cos2kW 0t) dt = k
2 N 2kW Q 0
0
0
0
W0 =
2p
L 2p OP T
ak M
sin2k T
ak LM
sin2kW 0 T sin0 O T T sin 0 = 0
=
2
T +
N
2kW 0
- 0 -
2kW 0 Q
P = 2 MMT + 2p
PP = 2
ak
sin 2k2p = 0
2k
MN T PQ for integer k
T
\ ak =
2
T z
0
x(t ) cos kW 0 t dt .....(4.6)
th th
The equation (4.6) gives the k coefficient ak. Hence the n coefficient an is given by,
T
an =
2
T z
0
x(t) cosnW 0t dt
Evaluation of bn
The Fourier coefficient bn is given by,
+ T/ 2 T
bn =
2
T z
- T/ 2
x( t ) sin nW 0 t dt (or) b n =
2
T z
0
x( t ) sin nW 0 t dt
Proof :
Consider the trigonometric form of Fourier series of x(t) (equation (4.1)).
¥ ¥
a0
x( t) =
2
+ åa n cos nW 0 t + åb n sin nW 0t
n= 1 n= 1
a0
= + a1 cos W 0t + a2 cos 2W 0t + ..... + ak cos kW 0 t + .....
2
+ b 1 sin W 0t + b 2 sin 2W 0 t + ..... + bk sin kW 0 t + .....
Let us multiply the above equation by sin kWot
a0
\ x(t ) sin kW 0 t = sin kW 0 t + a1 cos W 0t sin kW 0 t + a2 cos 2 W 0t sin kW 0t + .....
2
..... + ak cos kW 0t sin kW 0 t + ..... + b 1 sin W 0 t sin kW 0t
T T T
\ z
0
x(t) sinkW 0t dt = z
0
a0
2
sinkW 0 t dt + z
0
a1 cos W 0t sinkW 0 t dt
T T
+ z
0
a2 cos 2W 0 t sinkW 0t dt + ..... + z
0
ak coskW 0 t sink W 0 t dt + .....
T T
..... + z
0
b 1 sin W 0 t sinkW 0 t dt + z
0
b 2 sin2 W 0 t sinkW 0t dt + .....
T
+ z
0
bk sin2 kW0 t dt + ..... .....(4.7)
4. 5 Signals & Systems
T T T In equation (4.7) all definite
\ z x(t) sinkW 0 t dt = z b k sin2 kW 0t dt = bk z 1 - cos 2kW 0t
2
dt integrals will be zero,
T
0
b
= k
0
T
z b
(1 - cos2kW0 t) dt = k
0
LMt - sin2kW t OP 0
T except
z
0
b k sin2 kW 0 t dt.
2 0
2 N 2kW Q 0 0
T
bn =
2
T z
0
x(t) sinnW 0 t dt
cn =
1
T z
- T/ 2
x(t) e - jnW 0t dt (or) cn =
1
T z
0
x( t ) e - jnW ot dt .....(4.10)
In equation (4.10), the limits of integration are either T/2 to +T/2 or 0 to T. In general, the limit
of integration is one period of the signal and so the limits can be from t0 to t0 + T, where t0 is any time
instant.
4.3.2 Negative Frequency
The exponential form of Fourier series representation of a signal x(t) has complex exponential
harmonic components for both positive and negative frequencies. When the positive and negative complex
exponential components of same harmonic are added, it gives rise to real sine or cosine signals.
Alternatively, when the real sine or cosine signal has to be represented in terms of complex exponential
then a signal with negative frequency is required.
Chapter 4 - Fourier Series and Fourier Transform of Continuous Time Signals 4. 6
Here it should be understood that the signal with negative frequency is not a physically realizable
signal, but it is required for mathematical representation of real signals in terms of complex exponential
signals.
4.3.3 Derivation of Equation for cn
cn =
1
T z
- T/ 2
x(t) e - jnW 0t dt (or) cn =
1
T z
0
x( t ) e - jnW ot dt
Proof :
\ x(t ) e -jkW 0 t = ..... + c-k e -j2kW 0 t + ..... + c-2 e -j2W 0 t e -jkW 0 t + c-1 e -jW 0 t e - jkW 0 t
+ c0 e - jkW 0 t + c1 ejW 0t e -jkW 0 t + c2 ej2W 0t e -jkW 0 t + ..... + ck + .....
T T T
+ z 0
c -1 e -jW 0 t e -jkW 0t dt + z
0
c 0 e - jkW 0 t dt + z0
c 1 ejW 0 t e - jkW 0 t dt
T T
+ z
0
c 2 ej2W 0 t e -jkW 0 t dt + ..... + z
0
ck dt + .....
T
= z
0
c k dt = ck t
T
0
= ck T - 0 = T ck
integrals will be zero,
except
T
z ck dt
T 0
\ ck =
1
T z
0
x(t ) e -jkW 0 t dt .....(4.12)
The equation (4.12) gives the K th coefficient, ck. Hence the nth coefficient, cn is given by,
T
cn =
1
T z
0
x( t) e - jnW 0 t dt
1
c- n = (a + jb n ) for n = -1, -2, -3, -4, ...... .....(4.15)
2 n
1
\ cn = a 2n + b2n for all values of n, except when n = 0. .....(4.16)
2
Proof :
Consider the trigonometric form of Fourier series of x(t), (equation (4.1)).
¥ ¥
a
x( t) = 0 +
2
å
an cosnW 0t + b n sinnW 0t å cosq =
e jq + e - jq
n=1 n=1
2
a0 ¥ LM e jnW 0 t
+ e -jnW 0 t OP + b ¥ LM e jnW 0 t
- e -jnW 0 t OP e jq - e - jq
=
2
+ åa
n=1
n
MN 2 PQ å n=1
n
MN 2j PQ sinq =
2j
a
= 0 +
La
å MN 2
¥
n
e jnW 0 t a b b
+ n e -jnW 0t - j n e jnW 0 t + j n e -jnW 0 t
OP 1 j
= 2 = -j
2 n=1 2 2 2 Q j j
=
a0 La
+ å M
¥
n
- j e
OP
b n jnW 0 t
+
¥
å
LM a
n
+ j e
OP
b n -jnW 0 t
2 N2 n=1 2 Q n=1 N2 2 Q
a a - jbn an + jb n
Let, c 0 = 0 ; cn = n ; c*n =
2 2 2
¥ ¥
\ x(t) = c0 + åc n ejnW 0 t + åc *
n e -jnW 0 t
n=1 n=1
¥ -1
= c0 + åc n ejnW 0 t + åc -n e jnW 0 t C - n = C*n
n=1 n = -¥
-1 ¥
= åc -n ejnW 0 t + c 0 + åc n e jnW 0 t
n = -¥ n=1
+¥
= åc n e jnW 0 t e jnW 0 t = 1
n = -¥ for n = 0
a0
\ c0 =
2
1
cn = (an - jbn ) for n = 1, 2, 3, ....., ¥
2
1
c -n = (an + jbn ) for - n = - 1, - 2, - 3, ....., - ¥
2
The term, |cn| represents the magnitude of nth harmonic component and the term Ðcn represents
the phase of the nth harmonic component.
The plot of harmonic magnitude / phase of a signal versus "n" (or harmonic frequency nW0) is
called Frequency spectrum (or Line spectrum). The plot of harmonic magnitude versus "n" (or nW0) is
called magnitude (line) spectrum and the plot of harmonic phase versus "n" (or nW0) is called phase
(line) spectrum.
Consider the ramp waveform shown in fig 4.1. The Fourier coefficient cn for this ramp waveform
is given by, x(t)
A jA A
c0 = , cn =
2 2np
(Please refer example 4.12 for derivation of cn) 0 T 2T 3T t
j20 j10
Let, A = 20, \ cn = = Fig 4.1 : Ramp waveform.
2np np
.
.
. 10
When n = - 3, c -3 = - j = - j1.061 = 1.061 Ð - 90o = 1061 . Ð-p 2
3p
10
When n = - 2, c -2 = - j = - j1.592 = 1.592 Ð - 90o = 1592. Ð-p 2
2p
10
When n = - 1, c -1 = - j = - j3.183 = 3.183 Ð - 90o = 3183 . Ð-p 2
p
20
When n = 0, c 0 = = 10 = 10 Ð 0
2
10
When n = 1, c1 = j = j3.183 = 3.183 Ð + 90o = 3183. Ðp 2
p
10
When n = 2, c2 = j = j1.592 = 1.592 Ð + 90o = 1592. Ðp 2
2p
10
When n = 3, c 3 = j = j1.061 = 1.061 Ð + 90o = 1061
. Ðp 2
3p
.
.
.
Using the above calculated values the magnitude and phase spectrums are sketched as shown in
fig 4.2 and fig 4.3 respectively.
Ðc n
|cn| +p
10 2
8
.
.
.
.
.
6
3 2 1
0 1 2 3
4 n
2
.
.
.
.
.
.
.
.
.
-p
2
3 2 1 0 1 2 3 n
Fig 4.2 : Magnitude spectrum of ramp waveform. Fig 4.3 : Phase spectrum of ramp waveform.
4. 9 Signals & Systems
4.4 Fourier Coefficients of Signals With Symmetry
4.4.1 Even Symmetry
A signal, x(t) is called even signal, if the signal satisfies the condition x(-t) = x(t).
The waveform of an even periodic signal exhibits symmetry with respect to t = 0 (i.e., with respect
to vertical axis) and so the symmetry of a waveform with respect to t = 0 or vertical axis is called even
symmetry.
Examples of even signals are,
x(t) = 1 + t2 + t4 + t 6
x(t) = A cos W0t
In order to determine the even symmetry of a waveform, fold the waveform with respect to
vertical axis. After folding, if the waveshape remains same then it is said to have even symmetry.
For even signals the Fourier coefficient a0 is optional, an exists and bn are zero. The Fourier
coefficient a0 is zero if the average value of one period is equal to zero. For an even signal the Fourier
coefficients are given by,
T /2 + T/ 4
a0 =
4
T z
0
x(t) dt (or) a0 =
4
T z
- T/ 4
x(t) dt
T/ 2 + T/ 4
an =
4
T z0
x(t) cos nW 0 t dt (or) an =
4
T z
- T/ 4
x(t) cos nW 0 t dt ; bn = 0
Proof :
Consider the equation for a0, (equation (4.2)).
T 2 0 T 2
Dividing the integral into two parts.
a0 =
2
z
T -T 2
x( t) dt =
2
T -T 2 z
x( t) dt +
2
T z
0
x( t) dt
Change of integral index,
Let, t = -t ; \dt = –dt
0 T 2
When t = 0, t = –t = 0
=
2
TT2 z
x( - t) ( -dt) +
2
T z
0
x(t ) dt When t = –T/2, t = –t= –(–T/2) = T/2
T 2 T 2 T 2 T 2 Since t is dummy variable, Let t = t.
=
2
T z
0
x( - t) dt +
2
T z
0
x(t ) dt =
2
T z
0
x( - t) dt +
2
T z
0
x(t ) dt
Since x(t) is even, x(–t) = x(t)
T 2 T 2 T 2
=
2
T z
0
x( t) dt +
2
T z
0
x( t) dt =
4
T z
0
x( t) dt
an =
2
z
T -T 2
x(t ) cosn W 0 t dt =
2
T -T 2 z
x(t ) cosn W 0 t dt +
2
T z
0
x( t) cosn W 0t dt Dividing the integral
into two parts.
0 T 2
Change of integral index,
=
2
TT2 z
x( - t) cosn W 0 ( - t ) ( - dt ) +
2
T z0
x(t ) cosn W 0 t dt
Let, t = –t ; \dt = –dt
When t = 0, t = –t = 0
T 2 T 2
When t = –T/2, t = –t= –(–T/2) = T/2
=
2
T z
0
x( - t) cosn W 0 t dt +
2
T z
0
x(t ) cosn W 0 t dt
cos(–q) = cosq
T 2 T 2
=
2
T z0
x( -t ) cosn W 0 t dt +
2
T z
0
x(t ) cosn W 0 t dt Since t is dummy variable, Let t = t.
=
2
T z
0
x( t) cosn W 0t dt +
2
T z
0
x(t ) cosn W 0 t dt =
4
T z
0
x(t ) cosn W 0 t dt
Chapter 4 - Fourier Series and Fourier Transform of Continuous Time Signals 4. 10
Consider the equation for bn, (equation (4.4)).
T 2 0 T 2
bn =
2
T -T 2 z
x( t) sinn W 0t dt =
2
T -T 2 z
x(t ) sinn W 0t dt +
2
T z
0
x(t ) sinn W 0 t dt Dividing the integral
into two parts.
0 T 2
=
2
TT2 z
x( - t ) sinn W 0 ( - t ) ( -dt) +
2
T z
0
x(t ) sinn W 0t dt
Change of integral index,
Let, t = -t ; \dt = –dt
When t = 0, t = –t = 0
T 2 T 2
When t = –T/2, t = –t= –(–T/2) = T/2
=-
2
T 0
z x( - t ) sinn W 0 t dt +
2
T z
0
x( t) sinn W 0t dt
sin(–q) = –sinq
T 2 T 2
=-
2
T z
0
x( - t) sinn W 0t dt +
2
T z 0
x( t) sinn W 0t dt Since t is dummy variable, Let t = t.
T 2 T 2
=-
2
T z
0
x(t ) sinn W 0t dt +
2
T z
0
x( t) sinn W 0 t dt = 0 Since x(t) is even, x(–t) = x(t)
The waveform of some even periodic signals and their Fourier series are given below.
The waveform shown in fig 4.4, has even symmetry, half wave x(t)
A
symmetry and quarter wave symmetry.Hence for this waveform,
a0 = 0, bn= 0 and an exists only for odd values of n. Therefore the 0
t
Fourier series consists of odd harmonics of cosine terms. The T
-T A
trigonometric Fourier series representation of the waveform of fig 4.4 2 2
-T T
4 4
is given by equation (4.17). [Please refer example 4.1 for the derivation 2p
Fig 4.4. W0 =
of Fourier series] T
x( t ) =
LM
4A cos W 0 t
-
cos 3W 0 t
+
cos 5W 0 t
-
cos 7W 0 t
+
cos 9W 0 t
- .....
OP .....(4.17)
p N1 3 5 7 9 Q
The waveform shown in fig 4.5, has even symmetry and so x(t)
A
bn = 0. If the dc component (a0/2) is substracted from this waveform
then it will have half wave and quarter wave symmetry, and so the
0 t
Fourier series has odd harmonics of cosine terms. The trigonometric -T-T T T
2 4 4 2
Fourier series representation of the waveform of fig 4.5 is given by Fig 4.5.
equation (4.18). [Please refer example 4.3 for the derivation of Fourier 2p
W0 =
series] T
x( t ) =
A
+
2A LM cos W t 0
-
cos 3W 0 t
+
cos 5W 0 t
-
cos 7W 0 t
+
cos 9W 0 t
- ..... .....(4.18)
OP
2 p N 1 3 5 7 9 Q
The waveform shown in fig 4.6 has even symmetry and x(t)
so bn= 0. The trigonometric Fourier series representation of the A
x( t ) =
A
-
4A LM cos W t 0
+
cos3W 0 t
+
cos5W 0 t
+
cos7W 0 t
+ .....
OP .....(4.21)
2 p2 N 1 2
32
52
72 Q
The waveform shown in fig. 4.9 has even
x(t)
symmetry and so bn = 0. If the dc component
A
(a0/2) is subtracted from this waveform then it will
have half wave and quarter wave symmetry, and
-T 0 T
so the Fourier series has odd harmonics of cosine -T T
t
2 2
terms. The Fourier series representation of the
waveform of fig 4.9 is given by equation (4.22). Fig 4.9.
[Please refer example 4.11 for the derivation of 2p
W0 =
Fourier series]. T
x( t ) =
A
+
LM
4 A cos W 0 t
+
cos3W 0 t
+
cos5W 0 t
+
cos7W 0 t
+ .....
OP .....(4.22)
2 p2 12 N 32 52 72 Q
4.4.2 Odd Symmetry
A signal, x(t) is called odd signal if it satisfies the condition x(-t) = -x(t).
The waveform of odd periodic signal will exhibit anti-symmetry with respect to t = 0 (i.e., with
respect to vertical axis) and so the anti-symmetry of a waveform with respect to t = 0 or vertical axis is
called odd symmetry.
Examples of odd signals are,
x(t) = t + t3 + t5 + t7
x(t) = A sin W0t
In order to determine the odd symmetry of a waveform, invert either the right side (or the left
side) of the waveform with respect to horizontal axis and then fold the waveform with respect to vertical
axis. After inverting one half and folding, if the waveshape remains same then it is said to have odd
symmetry.
Chapter 4 - Fourier Series and Fourier Transform of Continuous Time Signals 4. 12
For odd signals a0 and an are zero and bn exists. For odd signal the Fourier coefficients are given by,
a0 = 0 ; an = 0
T/ 2 + T/ 4
bn =
4
T z0
x(t) sin nW 0 t dt or bn =
4
T z
- T/ 4
x(t) sin nW 0 t dt
Proof :
Consider the equation for a 0, (equation (4.2)).
T 2 0 T 2
a0 =
2
T -T 2 z
x( t) dt =
2
T -T 2
x(t ) dt +
2
Tz z
0
x(t ) dt Dividing the integral into two parts.
0 T 2
Change of integral index,
=
2
TT2 z
x( - t) ( - dt ) +
2
T z
0
x( t) dt Let, t = -t ; \dt = –dt
When t = 0, t = –t = 0
T 2 T 2 T 2 T 2 When t = –T/2, t = –t= –(–T/2) = T/2
=
2
T z
0
x( - t) dt +
2
T z
0
x( t) dt =
2
T z
0
x( - t ) dt +
2
T z
0
x(t ) dt
Since t is dummy variable, Let t = t.
T 2 T 2
=-
2
T z 0
x( t) dt +
2
T z
0
x( t) dt = 0
Since x(t) is odd, x(–t) =– x(t)
0 T 2
Change of integral index,
=
2
TT2 z
x( - t) cosn W 0 ( - t ) ( - dt ) +
2
T z0
x(t ) cosn W 0 t dt Let, t = -t ; \dt = –dt
When t = 0, t = –t = 0
T 2 T 2
When t = –T/2, t = –t= –(–T/2) = T/2
=
2
T z 0
x( - t) cosn W 0 t dt +
2
T z 0
x(t ) cosn W 0 t dt
cos(–q) = cosq
T 2 T 2
Since t is dummy variable, Let t = t.
=
2
T z0
x( -t ) cosn W 0 t dt +
2
T z
0
x(t ) cosn W 0 t dt
Since x(t) is odd, x(–t) =– x(t)
T 2 T 2
=-
2
T z 0
x( t) cosn W 0t dt +
2
T z
0
x(t ) cosn W 0 t dt = 0
bn =
2
T -T 2 z
x( t) sinn W 0t dt =
2
T -T 2 z
x(t ) sinn W 0t dt +
2
T z0
x(t ) sinn W 0 t dt Dividing the integral
into two parts.
0 T 2
Change of integral index,
=
2
TT2 z
x( - t ) sinn W 0 ( - t ) ( -dt) +
2
T z
0
x(t ) sinn W 0t dt Let, t = -t ; \dt = –dt
When t = 0, t = –t = 0
T 2 T 2
When t = –T/2, t = –t= –(–T/2) = T/2
=-
2
T z0
x( - t ) sinn W 0 t dt +
2
T z 0
x( t) sinn W 0t dt
sin(–q) = –sinq
T 2 T 2
=-
2
T z
0
x( - t) sinn W 0t dt +
2
T z0
x( t) sinn W 0t dt Since t is dummy variable, Let t = t.
A T
2 2p
W0 =
0 T t T
-T A 4
2
-T
4
Fig 4.11.
x( t ) =
8A LM sin W t0
-
sin 3W 0 t
+
sin 5W 0 t
-
sin 7W 0 t
+ .....
OP .....(4.24)
p2 N 1 3 2
5 2
72 Q
The waveform shown in fig 4.12 has odd symmetry and so a0 = 0, an = 0, and bn exists for all
values of n. Hence the Fourier series has both even and odd harmonics of sine terms. The trigonometric
Fourier series representation of the waveform of fig 4.12 is given by equation (4.25). [Please refer
example 4.7 for derivation of Fourier series].
x(t)
2p
A W0 =
T
T 0
T t
A
Fig 4.12.
x( t ) =
2A LM sin W t
0
-
sin 2W 0 t
+
sin 3W 0 t
-
sin 4W 0 t
+
sin 5W 0 t
- ..... .....(4.25)
OP
p N 1 2 3 4 5 Q
Chapter 4 - Fourier Series and Fourier Transform of Continuous Time Signals 4. 14
The waveform shown in fig 4.13 is neither even nor odd. But x(t)
it can be shown that if the dc component (a0/2) is subtracted from
A
this waveform it becomes odd signal. Hence the Fourier coefficients
an = 0 and bn exists for all values of n. Therefore the Fourier series 0 T 2T 3T t
has a dc component and all harmonics (both even and odd harmonics)
of sine terms. The trigonometric Fourier series representation of the Fig 4.13.
waveform of fig 4.13 is given by equation (4.26). [Please refer example
2p
4.8 for derivation of Fourier series]. W0 =
T
x( t ) =
A
-
A LM sin W t
0
+
sin 2W 0 t
+
sin 3W 0 t
+
sin 4W 0 t
+
sin 5W 0 t OP
+ ..... .....(4.26)
2 p N 1 2 3 4 5 Q
4.4.3 Half Wave Symmetry (or Alternation Symmetry)
The periodic waveforms in which each period/cycle consists of two equal and opposite half
period/cycle are called alternating waveforms, because this type of waveform will have alternate positive
and negative half cycles. Such waveforms are said to have half wave symmetry or alternation symmetry.
The waveforms with half wave symmetry will satisfy the condition,
FG
x t±
T IJ = - x(t)
H 2 K
When a waveform has half wave symmetry, the Fourier series will consist of odd harmonic terms
alone. The waveforms shown in fig 4.4, 4.10 and 4.11 exhibit half wave symmetry. Certain waveform
will exhibit half wave symmetry after subtraction of the dc component (a0/2), such waveforms are
shown in fig 4.5, 4.8 and 4.9.
Some of the waveforms with only half wave symmetry and their Fourier series are given below.
The waveform shown in fig 4.14 has half wave symmetry. Hence the Fourier series consists of
odd harmonic terms alone. The trigonometric Fourier series representation of the waveform of fig 4.14
is given by equation (4.27). [Please refer example 4.10 for the derivation of Fourier series].
x(t)
T 0 T
T
t
-T 2
2
A
Fig 4.14.
2p
4A
x(t) = - 2
FG cos W t + cos3W 0 t
+
cos5W 0 t
+ .....
IJ W0 =
T
p H 0
32
52 K
2A F sin 3W 0 t sin5W 0 t I .....(4.27)
+
p H
G sin W t +
0
3
+
5
+ .....J
K
4. 15 Signals & Systems
The waveform shown in fig 4.15 has half wave symmemtry. Hence the Fourier series consists of
odd harmonic terms alone. The trigonometric Fourier series representation of the waveform of fig 4.15
is given by equation (4.28).
x(t)
A
T -T 0 T T t
2 2
A
Fig 4.15.
x(t) =
4A FG
cos W 0 t +
cos3W 0 t
+
cos5W 0 t
+ .....
IJ W0 =
2p
p2 H 32 52 K T
-
2A FG
sin W 0 t +
sin 3W 0 t
+
sin5W 0 t
+ .....
IJ .....(4.28)
p H 3 5 K
4.4.4 Quarter Wave Symmetry
A waveform with half wave symmetry if in addition has even/odd symmetry then it is said to
have quarter wave symmetry. In a waveform with quarter wave symmetry, each quarter period will
have identical shape, but may have opposite sign. The existence of the type of Fourier coefficients for
waveform with quarter wave symmetry is shown below.
T FG
x t±
= - x( t )
IJ
2 H K
x(t) has half wave symmerty.
Fourier series has odd harmonic terms.
FG
x(t) = x(t) and x t ±
T
= - x( t )
IJ FG
x(t) = x(t) and x t ±
IJ
T
= - x( t )
H2 K H 2K
x(t) has even and half wave symmetries. x(t) has odd and half wave symmetries.
(i.e., x(t) has quarter wave symmetry). (i.e., x(t) has quarter wave symmetry).
Fourier series will have odd Fourier series will have odd
harmonics of cosine terms. harmonics of sine terms.
The waveforms shown in fig 4.4, 4.10 and 4.11 has quarter wave symmetry. Certain waveforms
will exhibit quarter wave symmetry after subtraction of dc component (a0/2), such waveforms are shown
in fig 4.5, 4.8 and 4.9.
d
Differentiation x( t ) jnW 0 c n
dt
t 1
Integration z-¥
x( t ) dt
(Finite valued and periodic only if a0 =0)
jnW 0
cn
Periodic convolution zT
x( t) y( t - t ) dt T cn dn
cn = c*- n
|cn | = |c- n | ; Ðcn = - Ðc- n
Symmetry of real signals x(t) is real Re{cn} = Re{c- n}
Im{cn} = - Im{c- n}
Real and even x(t) is real and even cn are real and even
Real and odd x(t) is real and odd cn are imaginary and odd
Parseval's relation Average power, P of x(t) is defined as, The average power, P in terms
1 of Fourier series coefficients is,
P =
T T z
|x(t)|2 dt
P =
+¥
å |c |
n = -¥
n
2
+¥
1
T z
T
|x(t)|2 dt = åc
n = -¥
n
2
2
Note : 1. The term cn respresent the power in nth harmonic component of x(t). The total average
power in a periodic signal is equal to the sum of power in all of its harmonics.
2
2. The term cn for n = 0, 1, 2, .... is the distribution of power as a function of frequency and
so it is called power density spectrum or power spectral density of the periodic signal
4. 17 Signals & Systems
Differentiation
It can be stated that the Fourier coefficients of the signals
Integration
1
will be proportional to k where k is the number of times, the x3(t)
n
signal has to be differentiated to produce impulse. jump continuity
If a waveform has square like structure with jump
t
continuity (or discontinuity) then it has to be differentiated one
time to produce impulse. In this case the Fourier coefficients x4(t)
1 ¥
an and bn will be proportional to n . (Refer Fourier series of
waveform shown in fig 4.4, 4.5 and 4.10). t
If a waveform has ramp like structure (and without jump
-¥ -¥
continuity) then it has to be differentiated twice to produce
Fig 4.16 : Waveform related through
impulse. In this case the Fourier coefficient an and bn will be integration and differentiation.
1
proportional to 2 .(Refer Fourier series of waveform shown
n
in fig 4.8, 4.9 and 4.11).
If a waveform has parabolic wiggles (and without jump continuity) then it has to be differentiated
thrice to produce impulse. In this case the Fourier coefficient an and bn will be proportional to 1 .The
n3
above concepts are summarized in table 4.2.
Table : 4.2
The above equation is frequency domain representation of the signal x(t) as a sum of infinite series
with each term in the series representing a harmonic frequency component. When the signal x(t) is
reconstructed or synthesised with only N number of terms of the infinite seires, the reconstructed signal
exhibits oscillations (or overshoot or ripples), especially in signals with discontinuities.
x(t)
A
Fig 4.17a. T 0
-
T t
2 x 1(t) 2
A n=1
A
2
T 0 T t
Fig 4.17b. -
2 2
x 3(t)
n=3
A
A
2
Fig 4.17c. -
T 0 T
t
2 2
x 5(t)
n=5
A
A
2
T 0 T t
Fig 4.17d. -
2 2
x59(t)
n=59
A
Fig 4.17e. T 0 T t
-
2 2
Fig 4.17 : Successively closer approximations to a square pulse signal.
Consider a periodic square pulse signal shown in fig 4.17a. The reconstructed signal using N-terms
of Fourier series are shown in fig 4.17b, c, d and e. (Refer MATLAB program 4.5 in section 4.18). It can
be observed that the reconstructed signal exhibits oscillations and the oscillations are compressed towards
points of discontinuities with increasing value of N. Also it can be observed that, at the points of
discontinuity, the Fourier series converges to average value of the signal on either side of discontinuity.
This phenomenon was named after a famous mathematician, Josiah Gibbs, as Gibbs phenomenon and
the oscillations are called Gibbs oscillations. (Josiah Gibbs is a famous mathematician who first provided
mathematical explanation for this phenomenon).
Also in reconstruction of signal with finite terms of Fourier series it can be observed that the peak
overshoot of the oscillations remains constant irrespective of the value of N, but with increasing N the
peak overshoot shifts towards the point of discontinuity.
4. 19 Signals & Systems
Fig 4.1.1.
4
an =
4
T z
0
x(t) cosnW 0 t dt =
4
T z 0
A cosnW 0 t dt +
4
T zb
T/4
g
- A cosnW0 t dt
L sinn 2p t OP T/4
LM sinn 2p t OP T/2
4A M
T/4 T/2
4A L sinnW t O 4A L sinnW t O 2p
= M
T N nW Q
P - T MN nW PQ = T MM 2pT PP - 4TA
0 0
MM 2pT PP W0 =
T
0 0 0
N nT Q
T/4
0 N nT Q T/4
2A np 2A np 4A np sin np = 0
= sin + sin = sin for integer n
np 2 np 2 np 2
np
For even values of n, sin = 0
2
np
For odd values of n, sin = ±1
2
\ an = 0 ; for even values of n
4A np
an = sin ; for odd values of n
np 2
4A p 4A
\ a1 = sin = +
1 ´ p 2 p
4A 3p 4A
a3 = sin = -
3 ´ p 2 3p
4A 5p 4A
a5 = sin = +
5 ´ p 2 5p
4A 7p 4A
a7 = sin = - and so on.
7 ´ p 2 7p
Chapter 4 - Fourier Series and Fourier Transform of Continuous Time Signals 4. 20
Fourier Series
\ x(t) = åa n cosnW 0 t
n = odd
=
4A LM
cos W0 t -
cos 3W0 t
+
cos5W0 t
-
cos7W 0 t
+ .....
OP
p N 3 5 7 Q
x(t)
Example 4.2
Find the Fourier series of the waveform shown in fig 4.2.1. A
Solution 2T T 0 T T 2T t
2
The given waveform has even symmetry and so bn = 0
T/2 T/2
Fig 4.2.1.
a0 =
4
T z
0
x( t) dt ; an =
4
T z0
x(t ) cosnW 0 t dt ; bn = 0
N2 Q P R
0 T T
On substituting the coordinates of points P and Q in equation (1) we get, 2
t
x(t ) - 0 t - 0 x(t ) -2t 2A Fig 1.
= Þ = Þ x(t) = t
0 - A T -A T T
0 -
2
2A T
\ x(t) = t ; for t = 0 to
T 2
Evaluation of a0
a0 =
4
T z
0
x(t ) dt =
4
T z0
2A
T
t dt =
8A
T
2 z0
t dt
T/2
=
8A LM t OP
2
=
8A LM T 2
- 0
OP = A
T2 N2Q 0
T2 N8 Q
4. 21 Signals & Systems
Evaluation an
T/2 T /2 T/2
an =
4
T z
0
x(t ) cosnW 0 t dt =
4
T z
0
2A
T
t cosnW 0 t dt =
8A
T2 z
0
t cosn W 0 t dt
=
LMt sinnW t - 1 ´ F sin nW t I dtOP
8A
G 0
J z
uv = u
u=t
0
T/2
z z z z
v - du v
v = cos W0t
T MN nW
2
H nW K PQ
0 0
0
L 2p cos n 2p t OP T/2
LM sinn 2p T cos n 2p T OP
=
8A T
M T 2 + T 2 - 0 ´ sin 0 - cos 0 P sin 0 = 0
T M2 2 2p 4 p 2p 4p P 2 2 cos 0 = 1
MN n T n
T
n
T
n 2
T PQ 2
2
2
sin np = 0
8A L T
M sin np + 4nTp cos np - 4nTp OPPQ = n2Ap cos np - 1
2 2 2
= for integer
T MN 4np2 2 2 2 2 2 2
values of n
For even integer values of n, cos np = + 1
For odd integer values of n, cos np = 1
\ an = 0 ; for even values of n, and
2A 4A
an = cos np - 1 = - 2 2 ; for odd values of n.
n2 p 2 n p
4A 4A 4A
\ a1 = - 2 2 ; a3 = - 2 2 ; a5 = - 2 2 ; and so on.
1p 3 p 5 p
Fourier Series
The trigonometric form of Fourier series of x(t) is,
¥ ¥
a0
x(t) =
2
+ åa n cosnW 0 t + åb n sinnW 0 t
n=1 n=1
Here, bn = 0, and an exists only for odd values of n.
a0
\ x(t) =
2
+ åa n cosnW 0 t
n = odd
a0
= + a1 cos W 0 t + a 3 cos 3W 0 t + a 5 cos 5W 0 t + .....
2
A 4A 4A 4A
= - 2 2 cos W 0 t - 2 2 cos 3W 0 t - 2 2 cos 5W 0 t - ......
2 1p 3 p 5 p
=
A
-
4A LMcos W t + 0
cos 3W 0 t
+
cos 5W 0 t
+ ......
OP
2 p2 N 32 52 Q
Example 4.3 x(t)
Determine the trigonometric form of Fourier series of the A
waveform shown in fig 4.3.1.
Solution 0 T t
T -T -T T T
The waveform of fig 4.3.1 has even symmetry. 2 4 4 2
T/2 T /2
\ bn = 0, a0 =
4
T z0
x(t) dt ; an =
4
T z
0
x( t) cosnW 0 t dt
Fig 4.3.1.
Chapter 4 - Fourier Series and Fourier Transform of Continuous Time Signals 4. 22
The mathematical equation of the given periodic rectangular pulse is,
T
x(t) = A ; for t = 0 to
4
T T
= 0 ; for t = to
4 2
Evaluation of a0
T/2 T/4
a0 =
4
T z0
x(t ) dt =
4
T z0
A dt =
4
T
At
T/4
0
=
4 LMA T - 0
OP = A
T N 4 Q
Evaluation of an
T/2 T/4
LM sinnW t OP T/4
an =
4
T z
0
x( t) cosnW 0 t dt =
4
T z
0
A cos nW 0 t dt =
4A
T N nW Q0
0
LM sinn 2p t OP T/4
LM sinn 2p T OP
4A 4A sin 0
=
T
MM 2pT PP =
T
MM 2Tp 4 -
2p PP W0 =
2p
N nT Q 0 N nT n
T Q T
sin 0 = 0
4A T np 2A np
= ´ sin = sin
T 2np 2 np 2
np
For even values of n, sin = 0
2
np
For odd values of n, sin = ±1
2
\ an = 0 ; for even values of n, and
2A np
an = sin ; for odd values of n.
np 2
2A p 2A
\ a1 = sin = +
1 ´ p 2 p
2A 3p 2A
a3 = sin = -
3 ´ p 2 3p
2A 5p 2A
a5 = sin = +
5 ´ p 2 5p
2A 7p 2A
a7 = sin = - and so on.
7 ´ p 2 7p
Fourier Series
The trigonomteric form of Fourier series of x(t) is,
¥ ¥
a
x(t ) = 0 +
2
åan cosnW 0 t + å
bn sinnW 0 t
n = 1 n = 1
Here, bn = 0 and an exists only for odd values of n.
a
\ x(t) = 0 +
2
åa n cosnW 0 t
n = odd
a0
= + a1 cos W 0 t + a 3 cos 3W 0 t + a 5 cos 5W 0 t + a 7 cos 7W 0 t + .....
2
A 2A 2A 2A 2A
= + cos W 0 t - cos 3W 0 t + cos 5W 0 t - cos 7W 0 t + .....
2 p 3p 5p 7p
=
A
+
2A LMcos W t - 0
cos 3W 0 t
+
cos 5W 0 t
-
cos 7W 0 t
+ .....
OP
2 p N 3 5 7 Q
4. 23 Signals & Systems
Example 4.4 x(t)
Determine the trigonometric form of Fourier series of A
T 2p
x(t ) = A sin W0t ; for t = 0 to and W0 =
2 T
Evaluation of a0
T/2 T/2
LM- cos W t OP T/2
a0 =
4
T z
0
x( t) dt =
4
T z
0
A sin W 0 t dt =
4A
T MN W PQ 0
0
LM cos 2p t OP T /2
LM cos 2p T O
4A 4A cos 0 P
=
T
MM- 2pT PP =
T
MM- 2pT 2 +
2p P
P W0 =
2p
T
N T Q 0 N T T Q
2A 2A 4A
= - cos p + cos 0 = 1 + 1 = cos p = 1 cos 0 = 1
p p p
Evaluation of an
T/2 T/2
an =
4
T z
0
x( t) cosnW 0 t dt =
4
T z
0
A sin W 0 t cos nW 0 t dt
T/2
=
4A
T z
0
sin(W 0 t + nW 0 t) + sin(W 0 t - nW 0 t )
2
dt 2 sin A cos B = sin(A + B) + sin(A B)
T/2 T/2
=
2A
T z
0
sin (1 + n) W 0 t dt +
2A
T z
0
sin (1 - n) W 0 t dt
=
2A LM -cos (1 + n) W0t OPT / 2 + 2A LM -cos (1 - n)W0t OPT /2
T N (1 + n)W0 Q0 T N (1 - n) W0 Q
0
L cos(1 + n) 2p t OP LT/2
2p O
T/2
2p
2A M - T 2A M -cos(1 - n) T t P W0 =
T
= M
T M (1 + n) 2 p
PP + T MM 2p PP
(1 - n)
N T Q N0 T Q 0
LM -cos(1 + n) 2p T OP LM -cos(1 - n) 2p T OP
2A T 2 + cos0 2A T 2 cos 0
=
T M
M 2p 2p P
P
+
T M
M 2p
+
2p P
P
(1 + n) (1 + n) (1 - n) (1 - n)
N T T Q N T T Q cos 0 = 1
A cos (1 + n)p A A cos (1 - n)p A
= - + - + .....(1)
(1 + n)p (1 + n)p (1 - n)p (1 - n)p
Chapter 4 - Fourier Series and Fourier Transform of Continuous Time Signals 4. 24
The equation (1) for an can be evaluated for all values of n except n = 1. For n = 1, an has to be estimated seperately
as shown below.
T/2 T/2
a1 =
4
T z
0
x( t) cos W 0 t dt =
4
T z
0
A sin W 0 t cos W 0 t dt
T/2 T/2
=
4
T z 0
A
sin 2W 0 t
2
dt =
2A
T z
0
sin 2W 0 t dt sin 2q = 2 sinq cosq
L F 2p T I OP 2p
=
2A LM - cos 2W t OP = 2A MM - cos GH 2 ´ T ´ 2 JK +
0
T/2
cos 0
PP
W0 =
T
T N 2W Q 0 T M 2 ´
2p
2 ´
2p
MN
0
T T PQ
cos 2p = cos 0 = 1
=
2A LM- T cos 2p + T OP = 2A LM- T + T OP = 0
T N 4p 4p Q T N 4p 4p Q
For values of n > 1, the an are calculated using equation (1) as shown below.
A cos(1 + n)p A A cos(1 - n)p A
\ an = - + - +
(1 + n)p (1 + n)p (1 - n)p (1 - n)p
When n is even integer, (1 + n) and (1 n) will be odd, \ cos( 1 + n)p = 1 ; cos(1 n)p = 1
When n is odd integer, (1 + n) and (1 n) will be even, \ cos(1 + n)p = 1 ; cos(1 n)p = 1
4A 4A
a4 = = -
d1 - 4 ip 2 15p
4A 4A
a6 = = -
d1 - 6 ip 2 35p
4A 4A
a8 = = - and so on
d1 - 8 ip 2 63p
Fourier Series
a0
= + a 2 cos 2W0 t + a 4 cos4W 0 t + a 6 cos 6W 0 t + a 8 cos8W 0 t + .....
2
2A 4A 4A 4A 4A
= - cos2W0 t - cos4W0 t - cos6W0 t - cos8W0 t - .....
p 3p 15p 35p 63p
=
2A
-
4A LM cos2W t 0
+
cos4W 0 t
+
cos 6W 0 t
+
cos 8W 0 t
+ .....
OP
p p N 3 15 35 63 Q
4. 25 Signals & Systems
Example 4.5 x(t)
Determine the Fourier series of the square wave shown in fig 4.5.1.
A
Solution T - T
0 T T t
2 2
The given waveform has odd symmetry, half-wave symmetry
A
and quarter wave symmetry.
T/2 Fig 4.5.1.
\ a 0 = 0, an = 0, bn =
4
T z0
x( t ) sin nW 0 t dt
0
T
cos 0 = 1
LM - cos n 2p t OP T/2
LM - cos n 2p T O
4A 4A cos 0 P 4A L T T OP
=
T
MM 2p T PP =
T
MM 2pT 2 +
2p P
P
=
T MN 2np
- cosnp +
2np Q
N nT Q 0 N nT n
T Q
cos np = 1, for n = odd
cos np = +1, for n = even
=
4A T
+
LM
T
=
4A OP
; for odd values of n
N
T 2np 2np np Q
4A 4A 4A
\ b1 = ; b3 = ; b5 = and so on.
p 3p 5p
Fourier Series
\ x(t) = åb n sinnW 0 t
n = odd
4A 4A 4A
= sin W 0 t + sin3W0 t + sin5W 0 t + .....
p 3p 5p
=
4A LMsin W0t + sin3W 0t
+
sin 5W0 t
+ .....
OP
p N 3 5 Q
Chapter 4 - Fourier Series and Fourier Transform of Continuous Time Signals 4. 26
Example 4.6 x(t)
Determine the trigonometric form of A
Fourier series of the signal shown in fig 4.6.1. - T
4
T T
-T t
Solution 2 4 2
A
The given signal has odd symmetry, half wave symmetry
and quarter wave symmetry, and so a0 = 0, an = 0,
T/2 +T / 4
Fig 4.6.1.
4 4
bn =
T z
0
x( t) sin nW0 t dt (or) bn =
T z
-T / 4
x( t) sin n W0 t dt
Note : Here x(t) is governed by single mathematical equation in the range - T to + T . And so the calculations will
T T 4 4
be simple, if the integral limit is - to +
4 4
To Find Mathematical Equation for x(t)
y - y1 x - x1
Consider the equation of straight line, =
y1 - y 2 x1 - x 2
Here, y = x(t), x = t.
x(t ) - x( t1) t - t1
\ The equation of straight line can be written as, = .....(1)
x( t1) - x(t 2 ) t1 - t 2
Consider points P and Q, as shown in fig 1. x(t)
Q
LM
T
Coordinates of point-P = [t1, x(t1)] = - , - A
OP A
N
4 Q
-T 0
L T O
Coordinates of point-Q = [t , x(t )] = M , AP
2 2
4
T
4
t
N4 Q P A
On substituting the coordinates of points P and Q in equation (1) we get,
Fig 1.
t - -
T FG IJ t +
T
x( t) - ( - A)
=
4 H K
Þ
x(t ) + A
= 4
-A - A T T -2 A T
- - -
4 4 2
E
x( t) 1 2t 1 x(t ) 2t 4A
- - = - - Þ - =- Þ x( t) = t
2A 2 T 2 2A T T
4A T T
\ x( t) = t ; for t = - to +
T 4 4
Evaluation of bn
+T/ 4 +T / 4 +T / 4
4 4 4A 16A
bn =
T z
-T /4
x( t) sinnW0 t dt =
T z
-T/ 4
T
t sinnW 0 t dt =
T2 z
-T / 4
t sin n W0 t dt
=
16A LMtF -cos nW t I 0
- zF -cosnW t I dtOP
1 ´ 0
uv = u
+T/ 4
z z z z
v - du v
T2 MN GH nW JK
0
GH nW JK PQ 0
u=t
-T/4
v = sin nW0t
+T / 4
L T/4
2p 2p O
=
16A LM- t cosnW t + sinnW t OP = 16A MM-t cos n T t + sin n T t PP
0 0
W0 =
2p
T2 MN nW n W QP 2 2
T M 2p 2
4p P 2 T
0 0
MN n T
-T /4 n
T PQ
2
2
-T /4
bn =
16A
-
LM
T2
cos
np
+
T2
sin
np
+
T2
cos
np
+
T2
sin
np OP
2 2 2
T 8npN 2 4n p 2 8np 2 4n2 p 2 2 Q
2A np 4A np 2A np 4A np
= - cos + 2 2 sin + cos + 2 2 sin
np 2 n p 2 np 2 n p 2
8A np
= sin
n2 p 2 2
np
For odd integer values of n, sin = ± 1
2
np
For even integer values of n, sin = 0
2
\bn = 0 ; for even values of n
8A np
= 2 2 sin ; for odd values of n
n p 2
8A p 8A
\ b1 = sin = + 2
12 p 2 2 p
8A 3p 8A
b3 = sin = - 2 2
32 p 2 2 3 p
8A 5p 8A
b5 = sin = + 2 2
52 p 2 2 5 p
8A 7p 8A
b7 = sin = - 2 2 and so on.
72 p 2 2 7 p
Fourier Series
The trigonometric form of Fourier series of x(t) is given by,
¥ ¥
a
x(t ) = 0 +
2
å
a n cos nW 0 t + bn sin nW0 tå
n = 1 n =1
=
8A LMsin W0 t - sin 3W0 t
+
sin 5W0 t
-
sin 7W0 t OP
+ .....
2 2 2 2
p N 3 5 7 Q
x(t)
Example 4.7
A
Determine the trigonometric form of Fourier series for
the signal shown in fig 4.7.1. 0
T T
2 t
Solution
A
The given signal has odd symmetry and so a0 = 0, an = 0,
Fig 4.7.1.
T/2
4
bn =
T z
0
x(t ) sin nW0 t dt
Chapter 4 - Fourier Series and Fourier Transform of Continuous Time Signals 4. 28
To Find Mathematical Equation for x(t)
y - y1 x - x1
Consider the equation of straight line, =
y1 - y 2 x1 - x 2
Here, y = x(t), x = t.
x(t ) - x( t1) t - t1
\ The equation of straight line can be written as, = .....(1)
x( t1) - x(t 2 ) t1 - t 2
Consider points P and Q, as shown in fig 1. x(t)
Coordinates of point-P = [t1, x(t1)] = [0, 0] Q
A
=
8A
t
LM F
- cos nW 0 t I - z F - cos nW t I dtOP
1´ 0
T/2
z uv = u v - z z z du v
T2 MN GH
n W0 JK GH nW JK PQ 0
0
u=t v = sin nW0t
T/2
L n 2p t 2p
t
OP 2p
8A M cos T sin n
T/2
=
8A
-t
LM
cos nW 0 t
+
sin nW t O
P = T MM-t 2p
0
+ T PP W0 =
T
T2 n W0 MN 2
n W PQ 2 2
4p 2
0 0
MN n T n2 2
T PQ 0
LM T cos n 2p T sin n
2p T OP
=
8A
MM- 2 2p T 2 + T 2 + 0 ´ cos 0 - sin 0 PP sin 0 = 0
T2 2 4p
2 2p 4p2
MN n T n
T 2
n
T
n2 2
T PQ
=
8A LM- T cos np +
2
T2
sinnp
OP = -
2A
cosnp
sin np = 0
T2 4n2 p 2 for integer n
N 4np Q np
= b1 sin W0 t + b 2 sin 2W0 t + b 3 sin 3W0 t + b 4 sin 4W0 t + b 5 sin 5W0 t + .....
2A 2A 2A 2A 2A
= sin W0 t - sin 2W0 t + sin 3W 0 t - sin 4W0 t + sin 5W0 t - .....
p 2p 3p 4p 5p
=
2A LM sin W t 0
-
sin 2W 0 t
+
sin 3W0 t
-
sin 4W0 t
+
sin 5W0 t
- .....
OP
p N 1 2 3 4 5 Q
Example 4.8 x(t)
Solution
0 T 2T 3T
The given signal is neither even nor odd. t
Fig 4.8.1.
T T T
2 2 2
\ a0 =
T z0
x(t ) dt ; an =
T z 0
x( t) cos nW 0 t dt ; bn =
T z
0
x(t ) sin nW 0 t dt
Note : It can be shown that after subtracting a0 /2 from the signal, it becomes odd. Hence an will be equal to zero.
To Find Mathematical Equation for x(t)
y - y1 x - x1
Consider the equation of straight line, =
y1 - y 2 x1 - x 2
Here, y = x(t), x = t.
x(t ) - x( t1) t - t1
\ The equation of straight line can be written as, = .....(1)
x( t1) - x(t 2 ) t1 - t 2
Consider points P and Q, as shown in fig 1. x(t)
Coordinates of point-P = [t1, x(t1)] = [0, 0] A Q
=
2A LM t OP
2
=
2A LM T2
- 0
OP = A
T2 MN 2 PQ 0
T2 N2 Q
Evaluation of an
T T T
2 2 At 2A
an =
T z
0
x( t) cosnW 0 t dt =
T z
0
T
cos nW 0 t dt =
T2 z
0
t cos nW0 t dt
=
2A LMtF sinnW t I 0
- z 1 ´
F sinnW t I dt OP
0
T
z uv = u v - z z z du v
T2 MN GH nW JK 0
GH nW JK PQ
0 0
u=t v = cos nW0t
Chapter 4 - Fourier Series and Fourier Transform of Continuous Time Signals 4. 30
T
L O
an =
2A LMt sinnW t - F - cos nW t I OP = 2A MM t sinn 2Tp t + cos n 2Tp t PP
0 0
T
W0 =
2p
T2 MN nW GH n W JK PQ T M n 2p
0
2 2
04p P 2
2
2 T
MN T n PQ 0
2
T 0
L T sinn 2p T cos n 2p T O
2A M T T 0 ´ sin 0 cos 0 P sin 0 = 0
=
T M 2
M 2p + 4p - 2p - 4p PP 2 2
cos 0 = 1
MN n T n
T
n
T
n 2
T PQ 2
2
2
2A L T 2
T T O 2 2
sin n2p = 0
= 2 M
T N 2np
sin n2p +
4n p
cos n2p - 0 -
4n p Q
P 2 2 2 2
cos n2p = 1
for integer n
2A L
M0 + 4nT p - 4nT p OPQ = 0
2 2
= 2 2 2 2 2
T N
Evaluation of bn
T T T
2 2 At 2A
bn =
T z
0
x(t ) sinnW 0 t dt =
T z0
T
sin nW0 t dt =
T2 z
0
t sin nW0 t dt
0
u=t v = sin nW0t
T
L cos n 2p t
T
2p OP 2p
2A M
LM-t cos nW t + sinn t
2A sin nW t O W0 =
=
T2 MN nW
0
2
n W PQ
P = T MM-t 2pT
0
2 2
+ T
4p 2
PP T
0 0
MN n T 0 n2 2
T PQ 0
LM T cos n 2p T sinn T 2p OP
=
2A
T2
MM- 2pT + 4Tp + 0 ´ 2cos p
0
2
-
sin 0
4p2
PP sin 0 = 0
MN n T n
T
n
T
2
2
n2 2
T PQ
sin n2p = 0
=
2A LM- T cos n2p + T sinn2pOP = - A
2 2
cos n2p = 1
T2 2 2 for integer n
N 2np 4n p Q np
A A A A
\ b1 = - ; b2 = - ; b3 = - ; b4 = - and so on.
p 2p 3p 4p
Fourier Series
The trigonometric form of Fourier series of x(t) is given by,
¥ ¥
a
x(t ) = 0 +
2
å
a n cos nW 0 t + bn sin nW0 t å
n = 1 n =1
Here, an = 0
¥
a
\ x( t) = 0 +
2
åb n sin nW 0 t
n = 1
a0
= + b1 sin W0 t + b 2 sin 2W0 t + b 3 sin 3W0 t + b 4 sin 4W 0 t + .....
2
A A A A A
= - sin W 0 t - sin 2W 0 t - sin 3W0 t - sin 4W 0 t - .....
2 p 2p 3p 4p
LM sin W t POQ
A A 0 sin 2W0 t sin 3W 0 t sin 4W 0 t
= - + + + + .....
2 p N 1 2 3 4
x(t)
Example 4.9
A
Determine the Fourier series representation of the
half-wave rectifier output shown in fig 4.9.1.
0 T T 2T t
2
Fig 4.9.1.
4. 31 Signals & Systems
Solution
The signal shown in fig 4.9.1 is neither even nor odd.
T T T
2 2 2
\ a0 =
T z0
x(t ) dt ; a n =
T z
0
x(t ) cosnW 0 t dt ; bn =
T z 0
x( t) sinnW0 t dt
0
T/2
LM - cos
OP
2p
t
LM -cos
2p T O 2p
2A T 2A T 2 cos 0 P W0 =
=
T
MM 2p PP =
T
MM 2p
+
2p P
P T
N T Q 0 N T T Q
=
2A LM- cos p +
T T OP = 2A LM- T ´ ( -1) +
T OP cos 0 = 1
T N 2p 2p Q T N 2p 2p Q cos p = 1
2A T 2A
= ´ =
T p p
Evaluation of an
T T/2
2 2
an =
T z
0
x( t) cosnW0 t dt =
T z
0
A sin W 0 t cos nW0 t dt 2 sin A cos B = sin(A + B) + sin(A B)
T /2 T/2
2A sin(W0 t + nW0 t) + sin (W0 t - nW0 t ) A
=
T z
0
2
dt =
T z
0
sin(1 + n) W 0 t + sin (1 - n) W0 t dt
T/2
The above expression for an can be evaluated for all values of n except for n = 1. For n = 1, an has to be evaluated
separately as shown below.
T T sin 2q = 2 sinq cosq
2 2
a1 =
T z
0
x( t) cos W 0 t dt =
T z
0
A sin W0 t cos W0 t dt
T
L cos 4p t OP T 2p
A M-
T
2A sin 2W t A L - cos 2W t O W0 =
=
T z2
dt = 0
M
T N 2W
PQ = T MM 4pT PP 0
0
T
0 0
N T Q 0
cos 4p = 1
=
A L T
- cos
4 pT
+
T O
cos 0P =
A LM- + T OP = 0
T
cos 0 = 1
T MN 4p T 4p Q T N 4p 4p Q
Chapter 4 - Fourier Series and Fourier Transform of Continuous Time Signals 4. 32
\ a1 = 0
A A A A
an = + + + ; for even values of n
(1 + n)2 p (1 - n)2 p (1 + n)2p (1 - n)2 p
A A A(1 - n) + A(1 + n) 2A
= + = =
(1 + n)p (1 - n)p (1 + n) (1 - n)p (1 - n 2 )p
2A 2A
\ a2 = = -
(1 - 22 )p 3p
2A 2A
a4 = = -
(1 - 4 2 )p 15p
2A 2A
a6 = = -
(1 - 6 2 )p 35p
2A 2A
a8 = = - and so on.
(1 - 82 )p 63p
Evaluation of bn
T T/2
2 2
bn =
T z
0
x( t) sinnW 0 t dt =
T z
0
A sin W 0 t sin nW0 t dt 2 sin A sin B = cos(A B) cos(A + B)
T/2 T/2
2A cos(W0 t - nW0 t) - cos(W0 t + nW0 t) A
=
T z
0
2
dt =
T z
0
cos(1 - n)W0 t - cos (1 + n)W0 t dt
T/2
LM sin(1 - n) 2p T sin (1 + n)
2p T OP
A T 2 T 2 - sin 0 sin 0
=
T
MM 2p
-
2p 2p
+
2p PP sin 0 = 0
(1 - n) (1 + n) (1 - n) (1 + n)
N T T T T Q
A sin(1 - n)p A sin(1 + n)p
= -
(1 - n)2p (1 + n)2p
The above expression for bn can be evaluated for all values of n except for n = 1. For n = 1, bn has to be evaluated
separately as shown below.
2
T
2
T /2
2A
T/ 2 1 - cos 2q
sin2q =
b1 =
T z
0
x( t) sin W 0 t dt =
T z
0
A sin W 0 t sin W0 t dt =
T z
0
sin2 W0 t dt 2
T /2
2A
T/ 2
1 - cos 2W0 t A
T /2
A LMt - sin 2W 0 t OP
=
T z 0
2
dt =
T z
0
(1 - cos 2W 0 t) dt =
T MN 2W 0 PQ 0
4. 33 Signals & Systems
T/2
LM sin
4p
t
OP LM sin
4p T OP 2p
A A
\ b1 =
T
MMt - T
4p PP =
T
MM T2 - T 2 - 0 +
4p
sin0
4p PP W0 =
T
N T Q MN T T PQ sin 0 = 0
0
A A A sin 2p = 0
= - sin 2 p =
2 4p 2
A
\ b1 =
2
Here, an exists only for even values of n and bn = 0 for all values of n except when n = 1.
a0
\ x( t) =
2
+ å
an cos nW0 t + b1 sin nW0 t
n = even
a0
= + a 2 cos 2W0 t + a 4 cos 4W0 t + a 6 cos6W 0 t + a 8 cos 8W0 t + ..... + b1 sin W0 t
2
A 2A 2A 2A 2A A
= - cos 2W 0 t - cos 4W0 t - cos 6W0 t - cos 8W0 t - ..... + sin W0 t
p 3p 15p 35p 63p 2
=
A
+
2A LM p sin W0 t -
cos 2W0 t
-
cos 4W0 t
-
cos 6W 0 t
-
cos 8W0 t
- .....
OP
p p N4 3 15 35 63 Q
Example 4.10 x(t)
A
Find the Fourier series of the signal shown in fig 4.10.1.
-T T T
2 2
t
A
Solution
The given signal has half-wave symmetry and so a0 will be zero. Fig 4.10.1.
The Fourier coefficients an and bn will exist only for odd integer values of n.
T T
2 2
\ a 0 = 0 ; an =
T z
0
x(t ) cosnW0 t dt ; bn =
T z
0
x( t) sinnW0 t dt
y - y1 x - x1
Consider the equation of straight line, =
y1 - y 2 x1 - x 2
Here, y = x(t), x = t.
Chapter 4 - Fourier Series and Fourier Transform of Continuous Time Signals 4. 34
x(t ) - x( t1) t - t1
\ The equation of straight line can be written as, = .....(1)
x( t1) - x(t 2 ) t1 - t 2
Consider points P and Q, as shown in fig 1. x(t)
Coordinates of point-P = [t1, x(t1)] = [0, 0]
A Q
T T
x(t) - 0 t - x( t ) t - x( t) 2t 2At
= 2 Þ = 2 Þ = - + 1 Þ x(t) = A -
0 - ( - A) T A T A T T
- T -
2 2
Now the mathematical equation of the waveform is given by,
2At T
x(t) = ; for t = 0 to
T 2
2At T
= A - ; for t = to T
T 2
Evaluation of a0
Proof :
T LM T 2 T
FG A - IJ OP 2 LML 2At O L 2At O OP
T 2 T
a0 =
2
T z
0
x(t) dt =
2
T MN z
0
2At
T
dt + z
T /2
H
2At
T
dt
K
2
T 2
2 LM 2AT 2
2AT 2
AT 2AT 2 OP = 2 L AT AT AT O
T MN 4 4 PQ
= - 0 + AT - - + + AT - AT - + = 0
T MN 8T 2T 2 8T PQ 2
Evaluation of an
T
an =
2
T z0
x(t) cos nW0 t dt
z FGH IJ
T 2 T
\ an =
2
T z
0
2At
T
cosnW0 t dt +
2
T T2
A -
2At
T
cosnW0 t dt
K
T 2 T T
=
4A
T2 z
0
t cosnW0 t dt +
2A
T z
T2
cosnW0 t dt -
4A
T2 z
T 2
t cosnW0 t dt
4. 35 Signals & Systems
\ an =
4A
T2 MN GH nW JK 0
0
z
GH nW JK PQ T MMN nW PPQ 0
0
0 0
0
T 2
-
4A L
T MN
M t ´ G
F sinnW t I - 1 ´ F sinnW t I dtOP
H nW JK
2
0
GH nW JK PQ
0
z 0
0
T
z u=t
z z z
uv = u v - du v
v = cos W0t
T2
= M
T MN nW
- G
H n W JK PQ
0
T N nW
0 0
2
0
2 2
0 Q 0 0 T/2
4A L t sinnW t F -cosnW t I OP T
- M
T NM nW 2
- G
H n W JK QP
0
2 2
0
0 0
T/2
L T 2p T cosn 2p T OP 2p
4A M 2 sinn T 2 0 ´ sin0 cos 0 W0 =
=
T M 2
M 2p + 4pT 2 - 2p - 4p PP 2 2
T
MN n T n
T
n2
T
n
T PQ
2
2
2
L 2p 2p T O sin 0 = 0
2A M sinn T T sinn
T 2 P
+ M
T M n 2p
-
2p PP cos 0 = 1
n
N T T Q
LM T sinn 2p T cosn 2p T T ´ sin n2p T cos
n2p T OP
4A
-
T M
M 2pT + 4pT - 2 2p T 2 -
2 2
T 2
2
PP
2 4p
MN n T n
T
n
T
2
2
n
T 2 PQ
A A A A A For integer n
= sinnp + 2 2 cosnp - 2 2 + sinn2p - sinnp
np n p n p np np sin np = 0
2A A A A sin n2p = 0
- sinn2p - 2 2 cosn2p + sinnp + 2 2 cosnp cos n2p = 1
np n p np n p
A A A A
= 0 + 2 2 cosnp - 2 2 + 0 - 0 - 0 - 2 2 + 0 + 2 2 cosnp
n p n p n p n p
2A 2A 2A
= 2 2 cosnp - 2 2 = 2 2 (cosnp - 1)
n p n p n p
When n is even integer, cos np = +1
When n is odd integer, cos np = 1
\ an = 0 ; for even integer values of n
4A
=- ; for odd integer values of n
p 2n2
4A 4A 4A
\ a1 = - ; a3 = - ; a5 = - and so on.
12 p 2 32 p 2 52 p 2
Evaluation of bn
z FGH IJ
T2 T
\ bn =
2
T z
0
2At
T
sinnW0 t dt +
2
T T2
A -
2At
T
sinnW0 t dt
K
T 2 T T
=
4A
T2 z
0
t sinnW0 t dt +
2A
T z
T2
sinnW 0 t dt -
4A
T2 z
T 2
t sinnW0 t dt
Chapter 4 - Fourier Series and Fourier Transform of Continuous Time Signals 4. 36
\ bn =
4A
T2MN GH nW JK 0
0
z
GH nW JK PQ 0
0
M
T MN nW
0
PPQ 0
0
T2
-
4A L
Mt ´ FGH -cosn
T MN 2
nW
W tI
0
0
F
JK - 1 ´ GH -cosn nW zW tI O
JK dtPPQ 0
0
u=t
T
uv = u v - du v
v = sin nW t
z z z z
T2 0
4A L - t cosnW0 t W0t I O
T /2
M nW - FG -sinn P + 2AT LM -cosn W0 t O
T
2 2 JP
N 0 PQT /2
= 2 M
T N 0 H n W0 K Q0 n W
4A L - t cosnW 0 t - sinnW 0 t I O
T
M F
- G P
H n2W02 JK PQT /2
-
T 2 MN n W0
L T 2p T sinn 2p T O 2p
4A M - 2 cosn T 2 0 ´ cos 0 sin 0 P W =
=
T M 2
M 2p
+
4
T
p
2 +
2p
2
-
4 p
PP 2
T
sin 0 = 0
0
MN n T n
T
2 n
T
2
n
T PQ
2
2
L 2p 2p T O
2A M cosn T T cos n
T 2 P
+
T M
M 2p
- +
2p PP
n n
N T T Q
LM -T cosn 2p T sinn 2p T T ´ cosn 2p T sinn 2p T OP
4A
-
T M
M 2p T + 4pT + 2 2p T 2 - 4Tp 2 PP
2 2 2
NM n T n
2 2
n
T 2 T
n
T QP 2
A A A A 2A
= - cosnp + 2 2 sinnp - cosn2p + cosnp + cosn2p
np n p np np np
A A A
+ 2 2 sinn2p - cosnp + 2 2 sinnp For integer n
n p np n p
sin np = 0
A A A 2A A sin n2p = 0
= - cosnp + 0 - + cosnp + + 0 - cosnp + 0
np np np np np cos n2p = 1
A A A
= - cosnp = (1 - cosnp)
np np np
When n is even integer, cos np = +1
When n is odd integer, cos np = 1
\ bn = 0 ; for even integer values of n.
2A
= ; for odd integer values of n.
np
2A 2A 2A
\ b1 = ; b3 = ; b5 = and so on.
p 3p 5p
Fourier Series of x(t)
Here a0 = 0 and the Fourier coefficients an and bn exist only for odd values of n.
\ x( t) = åa n cosnW 0 t + åb n sinnW0 t
n = odd n = odd
= -
4A FG cos W t + cos 3W0 t
+
cos 5W0 t
+ .....
IJ
p2 H 0
32 52 K
+
2A FG sin W t + sin 3 W0 t
+
sin5W0 t IJ
+ .....
p H 0
3 5 K
Example 4.11 x(t)
=
1
z0
FG A + 2At IJ
dt +
1
+T /2
z FG A - 2At
dt
IJ
T -T /2
H T K T 0
H T K
Chapter 4 - Fourier Series and Fourier Transform of Continuous Time Signals 4. 38
0 0 T /2 T/2
\ c0 =
A
T -T /2 z
dt +
2A
T2 -T /2
z t dt +
A
T z
0
dt -
2A
T2 z
0
t dt
=
A
t
0
+
LM t OP + A t
2A 2
0
T /2
-
LM t OP
2A 2
T/2
T -T/2
N2Q
T2 T -T /2
0
T2N2Q 0
2A L
LM0 + TO
M0 - T8 OPQ + LM T - 0OP - LM T OP
2 2
A A 2A
2 PQ
= + - 0
T N T N 2
T N2 Q T2 N8 Q
A A A A 2A 2A A A
= - + - = - = A - =
2 4 2 4 2 4 2 2
Evaluation of cn
+T 2
cn =
1
T z
-T /2
x(t) e - jnW 0 t dt
z FGH IJ z FGH IJ
0 T/ 2
1 2At 1 2At
= A + e - jnW 0 t dt + A - e - jnW 0 t dt
T -T / 2
T K T 0
T K
0 0 T/2 T/2
=
A
T z
-T / 2
e - jnW 0 t dt +
2A
T2 z
-T / 2
t e - jnW 0 t dt +
A
T z 0
e - jnW 0 t dt -
2A
T2 z0
t e - jnW 0 t dt
=
A
T
LM e - jnW 0 t
MN - jnW
OP
PQ
LM e
0
t
MN - jnW +
2A
T2
- 1 ´
e
- jnW
- jnW 0 tO
dt P
PQ z uv = u v - du v
u=t
- jnW 0 t
0
z z z z - jnW0 t
0
-T 2
0 v = e 0
-T 2
A Le OP - 2A LMt e O
T/2 T/ 2
+
T MN
M - jn W PQ T MN -
- jnW 0 t
jn W0
-
0
1 ´
e
- jnW 2
dt P
PQ
- jnW 0 t
0
z - jnW 0 t
0
0
A Le OP 2A L e OP A Le OP
0 0 +T 2
- jnW 0 t - jnW 0 t - jnW 0 t - jnW 0 t
e
= M +
T M
M t - + M
T M PQ ( - jnW ) PQ T M PQ
- jnW - jn W 2 - jnW 2
N 0
N -T 2
0
N 0 -T 2
0
0
2A L t e OP T /2
e
- jnW 0 t - jnW 0 t 2p
-
T M
M - W =
T
( - jnW ) PQ
0
- jn W 2 2
N 0
0 0
L FG IJ O L FG IJ FG IJ O
H K P 2A M 0 ´ e H KP
2p T 2p T 2p T
A M e
- jn - - jn - - jn -
H K
= M -
e0
P + M
T 2
-
e
+
T e 0
+
e P 0 T 2 T 2
T M - jn 2 p 2p P T M - jn 2 p 4p 2
2 2p 4p P 2 2
MN T - jn
T PQ MMN T -n T - jn
T
-n
T PQ
P 2
2
2
2
L 2p T OP LM OP
2p T 2p T
A Me
- jn - jn - jn
+ M
T M - jn 2p
-
e T 2
2p P
P - T M 2 2p - 4p - 2p + 4p PP
2A M T e 0
e
2
0 ´ e e T 2 T 2
2
0 0
MN T - jn
T QP MMN - jn T -n T - jn
T
-n
T PQ
P 2
2
2
2
A A e jnp A e - jnp
= 2
2
- 2 2
-
n p 2n p 2n2 p 2
4. 39 Signals & Systems
We know that,
e ± jnp = cosnp ± jsinnp
= + 1 ± j0 = 1 ; for even n
= - 1 ± j0 = - 1 ; for odd n.
\ When n is even,
A A A A A
cn = 2 2 - - = 2 2 - 2 2 = 0
n p 2n2 p 2 2n2 p 2 n p n p
\ When n is odd,
A A A A A 2A
cn = + + = 2 2 + 2 2 = 2 2
n2 p 2 2n2 p2 2n2 p2 n p n p n p
2A 2A 2A
\ c -1 = = 2 2 c1 =
(-1)2 p 2 1p 12 p 2
2A 2A 2A
c -3 = = 2 2 c3 =
( -3)2 p 2 3 p 32 p 2
2A 2A 2A
c -5 = = 2 2 c5 =
( -5)2 p 2 5 p 52 p2
and so on and so on
\ x( t) = å cn e jnW 0 t + c 0 + å cn e jnW 0 t
n = negative n = positive
odd integer odd integer
2A 2A 2A A 2A
x(t) = ..... + e - j5 W 0 t + 2 2 e - j3W 0 t + 2 2 e - jW 0 t + + 2 2 e jW 0 t
52 p 2 3 p 1p 2 1p
2A 2A
+ 2 2 e j3W 0 t + 2 2 e j5 W 0 t + .....
3 p 5 p
=
2A FG..... + 1 - j5 W 0 t
e
1 1
+ 2 e - j3 W 0 t + 2 e - jW 0 t
IJ +
A
p2 H 52 3 1 K 2
+
2A FG 1 e jW 0 t +
1 j3 W 0 t
e
1
+ 2 e j5 W 0 t + .....
IJ
p2 H12
32 5 K
Trigonometric Form of Fourier Series
x(t) =
A 2A
+ 2
LM 1 ee + e j + 1 ee + e j + 1 ee
jW 0 t - jW 0 t j3 W 0 t - j3 W 0 t j5 W 0 t
j OP
+ e - j5 W 0 t + .....
2 p N1 2
3 5 2 2
Q
A 2A L 1 1 1 O
2 cos5W t + .....P
p MN 1
= + 2 cos W t + 2 cos3W t +
2 2 2
3
0
5 2
Q 0 2 0
e jq + e - jq
A 4A L cos W t cos 3W t cos5W t O
+ .....P cosq =
p MN 1
0 0 0
= + + + 2
2 2 2
3 5 2
Q 2
Chapter 4 - Fourier Series and Fourier Transform of Continuous Time Signals 4. 40
Example 4.12 x(t)
x(t ) - x( t1) t - t1
\ The equation of straight line can be written as, = .....(1)
x( t1) - x(t 2 ) t1 - t 2
Consider points P and Q, as shown in fig 1.
x(t)
Coordinates of point-P = [t1, x(t1)] = [0, 0]
Coordinates of point-Q = [t 2, x(t2)] = [T, A] A Q
T T
LM t OP T
=
1
T z
0
At
T
dt =
A
T2 z 0
t dt =
A
T2
2
N2Q 0
=
A LM T 2 O
- 0P =
A
T2 N2 Q 2
Evaluation of cn
cn =
1
z
T
x(t) e - jnW 0 t dt =
1
T
z At - jnW 0 t
e
A
dt = 2
T
z t e - jnW 0 t dt
z uv = u v - z z z du v
T 0
T 0
T T 0
u=t v = e - jnW 0 t
LMt e OP = A LM t e
T
OP T
=
A
T2 MN - jnW
- jnW 0 t
0
- z 1´
e - jnW 0 t
- jnW0
dt
PQ T MN - jnW -
0
2
- jnW 0 t
0
e - jnW 0 t
( - jnW0 )2 PQ 0
LM - jn
2p
t - jn
2p
t
OP T
LM - jn
2p
T - jn
2p
T
OP
A T T T T e0
=
T2
MM t e 2p +
e
4p 2
PP =
A
T2
MM T e 2p + e 4p 2
- 0 -
4p2
PP 2p
- jn n2 - jn 2
n2 2
NM T T2 PQ 0 NM T n
T 2
T PQ W0 =
T
A A A
= - e - jn2p + 2 2 e - jn2 p - 2 2
jn2 p n 4p n 4p
A A A A ejn2p = cos n2p jsin n2p
= - + 2 2 - 2 2 = - = 1 j0 = 1; for integer n
jn2p n 4p n 4p jn2 p
4. 41 Signals & Systems
A A
\ c -1 = c1 = -
j2p j2p
A A
c -2 = c2 = -
j4 p j4 p
A A
c -3 = c3 = -
j6 p j6 p
and so on. and so on.
=
A LM
..... +
e - j3 W 0 t
+
e - j2 W 0 t
+
e - jW 0 t OP + A
-
A LM e
jW 0 t
+
e j2W 0 t
+
e j3W 0 t
+ .....
OP
j2p MN 3 2 1 PQ 2 j2p MN 1 2 3 PQ
Trigonometric Form of Fourier Series
A A LM1F e - e I + 1 F e - e I + 1 F e
jW 0 t - jW 0 t j2 W 0 t - j2 W 0 t j3 W 0 t
- e - j3 W 0 t I OP
x(t) =
2
-
p MN1GH 2j JK 2 GH 2j JK 3 GH 2j JK + .....
PQ
A A L sin W t sin 2W t sin 3 W t O
+ .....P
e jq - e - jq
p MN 1
0 0 0
= - + + sin q =
2 2 3 Q 2j
T2
where, c n =
1
z
x( t ) e - jnW 0 t dt
T -T 2
.....(4.30)
In the Fourier representation using equation (4.29), the cn for various values of n are the spectral
components of the signal x(t), located at intervals of fundamental frequency W0. Therefore the frequency
spectrum is discrete in nature.
The Fourier representation of a signal using equation (4.29) is applicable for periodic signals. For
Fourier representation of non-periodic signals, let us consider that the fundamental period tends to
infinity. When the fundamental period tends to infinity, the fundamental frequency W0 tends to zero or
becomes very small. Since fundamental frequency W0 is very small, the spectral components will lie very
close to each other and so the frequency spectrum becomes continuous.
Chapter 4 - Fourier Series and Fourier Transform of Continuous Time Signals 4. 42
In order to obtain the Fourier representation of a non-periodic signal let us consider that the
fundamental frequency W0 is very small.
Let, W0 ® DW
On replacing W0 by DW in equation (4.29) we get,
+¥
x( t ) = åc e
n =-¥
n
jnDW t
On substituting for cn in the above equation from equation (4.30) (by taking t as dummy variable
for integration) we get,
LM 1 OP
z
+¥ T2
2p 1 W0
We know that, W 0 = 2pF0 = ; \ =
T T 2p
1 DW .....(4.32)
Since W0 ® DW , =
T 2p
On substituting for 1 from equation (4.32) in equation (4.31) we get,
T
LM DW OP LM OP
z z
+¥ T2 +¥ T2
1
x(t) = å M 2p x( t) e - jnDWt dt e jnDWt =
PQ åM
2 p n= -¥
x(t ) e - jnDWt dt e jnDW t DW
PQ
N
n= -¥ -T 2 N -T 2
For non-periodic signals, the fundamental period T tends to infinity. On letting limit T tends to
infinity in the above equation we get,
L OP
z
+¥ T2
å MM
1
x( t ) = Lt x(t ) e - jnDWt dt e jnDW t DW
T® ¥ 2p n =-¥
N -T 2
PQ
When T ® ¥ ; å
LM
® z ; DW ® W
OP e
\ x( t ) =
1
2p zz
+¥
-¥ MN
+¥
-¥
x( t) e - jnWt dt
PQ
jnWt
dW
=
1
2p z
+¥
-¥
X( jW) e jnWt dW .....(4.33)
Since t is a dummy variable, Let t = t.
where, X( jW) =
+¥
-¥
z x(t ) e - jnWt dt = z
+¥
-¥
x( t ) e - jnWt dt .....(4.34)
The equation (4.34) is Fourier transform of x(t) and equation (4.33) is inverse Fourier transform
of x(t).
Since the equation (4.34) extracts the frequency components of the signal, transformation using
equation (4.34) is also called analysis of the signal x(t). Since the equation (4.33) combines the frequency
components of the signal, the inverse transformation using equation (4.33) is also called synthesis of the
signal x(t).
4. 43 Signals & Systems
Definition of Fourier Transform
Let, x(t) = Continuous time signal
X(jW) = Fourier transform of x(t)
The Fourier transform of continuous time signal, x(t) is defined as,
X( jW) = z
+¥
-¥
x(t) e - jWt dt
Also, X(jW) is denoted as F{x(t)} where "F" is the symbol used to denote the Fourier transform
operation.
l q
\ F x( t ) = X( jW) = z
+¥
-¥
x( t ) e - jWt dt .....(4.35)
Note : Sometimes the Fourier transform is expressed as a function of cyclic frequency F, rather than
radian frequency W. The Fourier transform as a function of cyclic frequency F, is defined as,
X(jF) = z
+¥
-¥
x(t) e - j2pFt dt
i. e., z
+¥
-¥
x( t ) dt < ¥
2. The x(t) should have a finite number of maxima and minima within any finite interval.
3. The x(t) can have a finite number of discontinuities within any interval.
Definition of Inverse Fourier Transform
The inverse Fourier transform of X(jW) is defined as,
l
x( t ) = F -1 X( jW) = q 1
2p z
+¥
-¥
X( jW ) e jWt dW .....(4.36)
The signals x(t) and X(jW) are called Fourier transform pair and can be expressed as shown
below,
F
x(t) ¬ ® X(jW)
F -1
Note : When Fourier transform is expressed as a function of cyclic frequency F, the inverse Fourier
transform is defined as,
x(t) = F -1
l X(jF)q = z
+¥
-¥
X(jF) e j2 pFt dF
(or)
z z
+¥ +¥
X 1(jW) = x 1( t) e - jWt dt and X 2 (jW ) = x2 (t ) e -jWt dt .....(4.40)
-¥ -¥
Consider the linear combination a1 x1(t) + a2 x2(t). On taking Fourier transform of this signal we get,
z z z
+¥ +¥ +¥
- jW t
m r
F a1 x 1 ( t ) + a2 x 2 (t ) = a1 x 1(t ) + a2 x 2 ( t) e - jWt dt = a1 x 1 (t) e - jWt dt + a 2 x 2 (t ) e dt
-¥ -¥ -¥
z z
+¥ +¥
- jWt
= a1 x 1( t) e - jWt dt + a2 x 2 ( t) e dt
-¥ -¥
Using equation (4.40)
= a1 X 1 (jW) + a2 X 2 (jW)
2. Time shifting
The time shifting property of Fourier transform says that,
l q = X( jW) then
If F x(t )
F lx(t - t )q = e
0 X( jW) - jW 0 t
4. 45 Signals & Systems
Proof :
By definition of Fourier transform,
z
+¥
m r
F x(t) = X (jW ) = x(t ) e -jWt dt .....(4.41)
-¥
Let, t – t0 = t
z z
+¥ +¥
\ t = t + t0
m
\ F x(t - t 0 ) =r x(t - t 0 ) e - jWt dt = x( t) e - jW( t + t 0 ) dt
On differentiating
-¥ -¥
dt = dt
z z
+¥ +¥
- jWt 0
= x( t ) e -jWt
´ e dt = e - jWt 0 x( t) e - jWt dt Since t is a dummy
-¥ -¥ variable for ingetration
z we can change t to t.
+¥
= e -jWt 0 x( t) e - jWt dt = e - jWt 0 X(jW )
-¥ Using equation (4.41)
3. Time scaling
The time scaling property of Fourier transform says that,
l q = X( jW) then
If F x(t )
1
F lx(at)q = Xe j jW
a
a
Proof :
By definition of Fourier transform,
z
+¥
z z
+¥ +¥
z
+¥
z
+¥
1 - je W jt 1 eaj
-j W t
a
= x( t ) e a dt =
a
jW
X a e j The term
-¥
x( t) e dt is
-¥
The above transform is applicable for positive values of "a". similar to the form of Fourier
If "a" happens to be negative then it can be proved that, transform except that W is
F {x(at)} = -
1
X e j
jW replaced by d i.
W
a
z
a +¥
a e j
-j W t
Hence in general,
\ x( t) e a
dt = X e j
jW
a
-¥
1
F {x(at)} =
a
X e jjW
a
for both positive and negative values of "a"
4. Time reversal
The time reversal property of Fourier transform says that,
If F {x(t)} = X( jW ) then
F {x( - t)} = X(- jW )
Proof :
From time scaling property we know that,
1
F { x(at) } =
a
X e jjW
a
Let, a = –1.
\ F { x( - t) } = X( -jW )
Chapter 4 - Fourier Series and Fourier Transform of Continuous Time Signals 4. 46
5. Conjugation
The conjugation property of Fourier transform says that,
l q
If F x(t) = X( jW ) then
F nx ( t )s = X ( - jW)
* *
Proof :
By definition of Fourier transform,
z
+¥
m r
F x(t) = X(jW ) = x(t ) e -jWt dt
-¥
R* U
\ F Sx (t)V = z
+¥
x*(t) e -jWt dt +¥
T W -¥ The term, z
-¥
x(t ) e - j( - W ) t dt
LM OP*
LM OP* is similar to the form of Fourier transform
MN z z
+¥ +¥
= x(t) e jWt dt = x(t) e -j( - W )t dt except that W is replaced by W.
PQMN PQ
z
+¥
-¥ -¥
*
\ x(t ) e -j( - W ) tdt = X - jW b g
= X( -jW ) = X * b-jWg -¥
6. Frequency shifting
The frequency shifting property of Fourier transform says that,
l q
If F x(t) = X( jW) then
F ne x( t )s = X(j(W - W ))
jW 0 t
0
Proof :
z
+¥
m r
F x(t) = X(jW ) = x(t ) e -jWt dt
-¥ +¥
The term z
x(t ) e -j( W - W 0 )t dt is similar to
z z
+¥ +¥
\F e { jW 0 t
}
x(t) = e jW 0 t
x(t ) e - jWt
dt = x(t ) e jW 0 t
e - jWt
dt the form of-¥Fourier transform except that
-¥ -¥
W is replaced by W W0.
z
+¥
+¥
= x(t) e - j( W - W 0 ) t dt = X j W - W0 db gi \ z
-¥
db
x(t ) e - j( W - W 0 ) tdt = X j W - W 0 gi
-¥
7. Time differentiation
The differentiation property of Fourier transform says that,
l q
If F x(t) = X( jW) then
Rd U
F S x(t)V = jW X(jW )
T dt W
Proof :
z
+¥
m r
F x(t) = X(jW ) =
x(t ) e dt -jWt
.....(4.42)
-¥
R d U FG d x(t)IJ e dt FG d x(t)IJ dt
z z
+¥ +¥
\ F S x(t)V = -jWt
= e - jWt
T dt W H dt K -¥ -¥
H dt K
4. 47 Signals & Systems
\F
RS d x(t)UV =
T dt W e - jWt x(t)
+¥
-¥
- z
+¥
-¥
( -jW) e - jWt x(t) dt z z z z
uv = u v - du v
z
+¥
x(-¥) = 0
= e -¥ x( ¥) - e + ¥ x( -¥) + jW x(t) e - jWt dt e–¥ = 0
-¥
z
+¥
= jW x(t) e -jWt dt = jW X(jW ) Using equation (4.42)
-¥
8. Time integration
The integration property of Fourier transform says that,
l q
If F x(t) = X( jW) and X(0) = 0 then
R| U|
|T z
t
F S x(t) dt V =
-¥ W|
1
jW
X(jW)
Proof :
Consider a continuous time signal x(t). Let X(jW) be Fourier transform of x(t). Since integration and differentiation
are inverse operations, x(t) can be expressed as shown below.
LM OP
z
t
d
x( t) dt = x(t)
dt MN -¥ PQ
On taking Fourier transform of the above equation we get,
R| d L OU
S| dt MM x( t) dtPP|V| = F mx(t)r
z
t
F
T N QW
-¥
R
| U
|
z
t
jW F S x( t) dt V = F mx(t )r Using time differentiation
|T-¥ |W property of Fourier transform.
R| U| 1 X(jW)
z
t
\ F S x( t ) dt V = m r
F x(t ) = X(jW )
|T-¥ |W jW
9. Frequency differentiation
The frequency differentiation property of Fourier transform says that,
If F{x(t)} = X(jW), then
d
l
F t x( t ) = j
dW
q
X ( jW )
Proof :
By definition of Fourier transform,
z
+¥
b g
X jW = F {x(t)} = x(t ) e -jWt dt
-¥
On differentiating the above equation with respect to W we get,
F I
GGH z
+¥
d d
dW
X jW =b g
dW
x( t) e - jWt dt JJK
-¥
FG d e IJ dt
z
+¥
= x(t ) -jWt Interchanging the order of
-¥
H dW K integration and differentiation
Chapter 4 - Fourier Series and Fourier Transform of Continuous Time Signals 4. 48
z zb
+¥ +¥
d 1
\
dW
b g
X jW = e j
x( t) -jt e -jWt dt =
j
g
t x(t ) e - jWt dt
-j = -j ´
j
=
1
-¥ -¥
j j
1
= m r
j
F t x(t) Using definition of
Fourier transform.
d
\ F mt x( t)r = j X bjW g
dW
x1 ( t ) * x 2 ( t ) =
+¥
-¥
z x1 ( t) x 2 ( t - t) dt .....(4.44)
Let x1(t) and x2(t) be two time domain signals. Now, by definition of Fourier transform,
z
+¥
b g
X 1 jW = F {x 1 (t ) } = x 1( t) e - jWt dt .....(4.45)
-¥
z
+¥
b g
X 2 jW = F {x 2 ( t } = x2 (t ) e -jWt dt .....(4.46)
-¥
z
¥
m r
F x 1 (t) * x 2 (t) = x 1(t) * x 2 (t e - jWt dt
-¥
z LMMN z OP
¥ +¥
.....(4.47)
= x 1 ( t) x2 ( t - t) dt e -jWt dt
-¥ -¥
PQ
Let, e–jWt = ejWt ´ e–jWt ´ e–jWt = e–jWt ´ e–jW(t – t) = e–jWt ´ e–jWM .....(4.48)
where, M = t – t and so, dM = dt .....(4.49)
Using equations (4.48) and (4.49), the equation (4.47) can be written as,
zz
+¥ +¥
m r
F x 1 (t) * x 2 (t) = x 1( t) x 2 (M) e -jWt e -jWM dt dM
-¥ -¥
=
+¥
-¥
z x 1( t ) e -jWt dt ´ z
+¥
-¥
x2 ( M) e - jWM dM .....(4.50)
In equation (4.50), t and M are dummy variables used for integration, and so they can be changed to t.
Therefore equation (4.50) can be written as,
z z
+¥ +¥
m r
F x 1 (t) * x2 (t) = x 1 (t) e - jWt dt ´ x2 (t ) e -jWt dt
Using equations
-¥ -¥
b g b g
= X 1 jW X 2 jW (4.45) and (4.46)
4. 49 Signals & Systems
11. Frequency convolution
l q
Let, F x1 ( t ) = X1 ( jW) ; F x 2 ( t ) = X2 ( jW) . l q
The frequency convolution property of Fourier transform says that,
{
F x1 ( t) x 2 ( t ) = } 1
2p z
l = +¥
l = -¥
X1 ( jl ) X 2 ( j(W - l )) dl
Proof :
z
+¥
m r
F x(t) = X (jW ) = x(t ) e -jWt dt
-¥
z
t = +¥
m
\ F x 1(t ) x 2 (t ) = r x 1(t ) x 2 (t ) e -jWt dt .....(4.51)
t = -¥
By the definition of inverse Fourier transform we get,
z z
W = +¥ l = +¥
1 1
m
x 1 (t) = F -1 X 1 (jW) = r 2p
X 1 (jW) ejWt dW =
2p
X 1 (jl ) e jlt dl .....(4.52)
W = -¥ l = -¥
On substituting for X1(t) from equation (4.52) in equation (4.51) we get, Here W is the vairable
used for ingetration.
LM 1 OP
z z
t = +¥ l = +¥
Let us change W to l.
m r
F x 1 (t ) x2 (t ) =
MN 2p X 1 (jl ) ejlt dl
PQ x 2 (t ) e -jWt dt
t = -¥ l = -¥
LM OP
z z
l = +¥ t = +¥
1 Interchanging the
= X 1 (jl ) x 2 (t ) e -jWt ejlt dt dl
2p
l = -¥
MN t = -¥
PQ t = +¥
order of integration.
L O The term, z x ( t) e
2
-j( W - l )t
dt
z z
l = +¥ t = +¥
1
X (jl ) M dt P dl
- j( W - l ) t t = -¥
= x 2 (t ) e is similar to the form of Fourier transform
2p
l = -¥
1
MN t = -¥
PQ except that W is replaced by W – l.
z
t = +¥
z
l = +¥
=
1
X 1 (jl ) X 2 (j(W - l )) dl \ b
x 2 ( t) e - j( W - l ) tdt = X 2 j(W - l ) g
2p t = -¥
l = -¥
l q
If F x(t) = X( jW) then
z z
+¥ +¥
21
| x( t )| dt = | X( jW)|2 dW
-¥
2p -¥
Proof :
Let x(t) be a continuous time signal and x*(t) be conjugate of x(t).
Now, |x(t)|2 = x(t) x* (t )
On integrating the above equation with respect to t we get,
z z
t = +¥ t = +¥
| x(t )|2 dt = x(t ) x* (t) dt .....(4.53)
t = -¥ t = -¥
z
W = +¥
1
m r
x( t) = F -1 X (jW ) =
2p
X (jW ) e jWt dW
W = -¥
Chapter 4 - Fourier Series and Fourier Transform of Continuous Time Signals 4. 50
On taking conjugate of the above equation we get,
z
W = +¥
1
x * (t ) = X * (jW ) e -jWt dW .....(4.54)
2p
W = -¥
Using equation (4.54) the equation (4.53) can be written as,
LM 1 OP
z z
t = +¥ t = +¥
z
W = +¥
Interchanging the
| x(t )|2 dt = x(t ) X * (jW ) e - jWt dW dt
t = -¥ t = -¥
MN 2p W = -¥ PQ order of integration.
LM O
z z
W = +¥ t = +¥
1 Using definition of
= X * (jW ) x(t) e - jWt dt P dW
2p W = -¥ MN t = -¥ PQ Fourier transform.
z
W = +¥
1 2
= X * (jW ) X(jW ) dW X(jW) X * (jW) = X (jW)
2p W = -¥
z
W = +¥
1
= | X (jW )|2 dW
2p
W = -¥
2
Note : The term X(jW ) represents the distribution of energy as function of W and so it is called
energy density spectrum or energy spectral density of the signal x(t).
13. Duality
l q
If F x1 (t) = X1 ( jW) and F x2 (t) = X2 ( jW ) l q
and if x2 ( t ) º X1 ( jW), i.e., x 2 ( t) and X1 ( jW) are similar functions
then X 2 ( jW) º 2 px1 ( - jW), i.e., X2 ( jW ) are 2 px 2 (- jW) are similar functions
Alternatively duality property is expressed as shown below.
If x2 ( t ) Û X1 ( jW)
then X2 ( jW) Û 2p x1 (- jW )
Proof :
m r
Let, F x 1 (t ) = X 1 (jW ) and m r
F x 2 ( t) = X 2 (jW )
Let, x 2 ( t) and X 1(jW ) are similar in form.
\ x 2 ( t) = X 1(jW ) .....(4.55)
jW = t
z
+¥
1
x 1 (t) = X 1(jW) ejWt dW
2 p -¥
z
+¥
1 Replacing t by –t
\ x 1( -t ) = X 1 (jW ) e -jWt dW
2 p -¥
ze
+¥
1
\ x 1( -t ) t = jW
=
2 p -¥
X 1 (jW ) jW = t je -jWt
dW interchanging jW and t
z
+¥
1 Using equation (4.55)
\ x 1( -jW ) = x 2 (t ) e - jWt dW
2 p -¥
z
+¥
\ x 2 (t ) e -jWt dW = 2 p x 1 ( -jW )
-¥
Using definition of
\ X 2 (jW ) = 2 p x 1( - jW ) Fourier transform
Note : For even function x 1(–jW) = x1(jW).
\ X2(jW) = 2p x1(jW)
4. 51 Signals & Systems
z
+¥
z
+¥
Proof :
By definition of Fourier transform,
z
+¥
X (jW ) = x( t) e - jWt dt
-¥
z
+¥
\ X (0 ) = Lt X(jW ) = Lt x(t ) e -jWt dt
jW ® 0 jW ® 0
-¥
z z
+¥ +¥
= x(t) e 0 dt = x( t) dt
-¥ -¥
z
+¥
\ x( t) dt = X( 0)
-¥
z
+¥
z
+¥
Proof :
By definition of inverse Fourier transform,
z
+¥
1
x( t) = X (jW ) e jWt dW
2 p -¥
z
+¥
1
\ x( 0) = Lt x(t ) = Lt X (jW ) e jWt dW
t ®0 t® 0 2 p -¥
z z
+¥ +¥
1 1
= X (jW ) e 0 dW = X(jW ) dW
2 p -¥ 2 p -¥
z
+¥
\ X(jW ) dW = 2 p x(0)
-¥
Chapter 4 - Fourier Series and Fourier Transform of Continuous Time Signals 4. 52
Table 4.3 : Summary of Properties of Fourier Transform
Let, F{x(t)} = X(jW) ; F{x1(t)} = X1(jW) ; F{x2(t)} = X2(jW)
Property Time domain signal Frequency domain signal
Linearity a1 x1(t) + a2 x2(t) a1 X1(jW) + a2 X2(jW)
Time integration z
t
-¥
x(t) dt X(jW)
jW
= p X(0) d(W)
d
Frequency differentiation t x(t) j dW X( jW)
Time convolution x1 ( t )* x 2 ( t) = z
+¥
-¥
x1 (t ) x2 ( t - t )dt X1(jW) X2(jW)
z
l =+¥
1
Frequency convolution x1(t) x2(t) X1( jl ) X2 ( j( W - l )) dl
(or Multiplication) 2p l =-¥
*
X(jW ) = X (jW )
Im{X(jW )} = - Im{X( - jW )}
Real and even x(t) is real and even X(jW) are real and even
Real and odd x(t) is real and odd X(jW) are imaginary and odd
Duality If x2(t) º X1(jW) [i.e., x2(t) and X1(jW) are similar functions]
then X2(jW) º 2px1(jW) [i.e.,X2(jW) and 2px1(jW) are similar functions]
z
+¥
z
+¥
z z
+¥ +¥
2 1 2
E= x(t) dt E= X(jW) dW
Parseval's relation 2p -¥
-¥
z
+¥
-¥
x( t ) dt =
21
2 p -¥ z
+¥
2
X(jW) dW
4. 53 Signals & Systems
z
+¥
x( t ) = d(t) = ¥ ; t = 0 and d( t ) dt = 1
-¥
= 0 ; t ¹ 0
X( jW) = z
+¥
-¥
x( t ) e - jWt dt = z
+¥
-¥
d( t ) e - jWt dt
- jW t
= 1 ´ e = 1 ´ e0 = 1 d(t) exists only for t = 0
t=0
\ F{x(t)} = 1
The plot of impulse signal and its magnitude spectrum are shown in fig 4.18 and fig 4.19 respectively.
|X(jW)| |X(jW)| = 1
x(t)
x(t) = d(t) 1
0 W
0 t Fig 4.19 : Magnitude spectrum of
Fig 4.18 : Impulse signal. impulse signal.
x( t ) = A e - at ; for t ³ 0
By definition of Fourier transform,
b g
X jW = z
+¥
-¥
x( t ) e - jWt dt = z
+¥
0
A e - at e - jWt dt
LA e OP +¥
= Ae z
+¥
0
dt = M - ( a + jW ) t
MN -ba + jWg PQ
- ( a + jW ) t
L A e - A e OP = A
= M
-¥ 0
A
\ F nA e u(t)s = - at
.....(4.56)
a + jW
Chapter 4 - Fourier Series and Fourier Transform of Continuous Time Signals 4. 54
The plot of exponential signal and its magnitude spectrum are shown in fig 4.20 and fig 4.21
respectively.
x(t) |X(jW)| A
X( jW) =
x(t) = A eat u(t)
A a + W2
2
A
a
0 0
t W
Fig 4.20: Single sided exponential Fig 4.21 : Magnitude spectrum of single
signal. sided exponential signal.
z z z
+¥ 0 +¥
LM A e OP 0
LM A e OP ¥
= z
0
-¥
A e( a - jW ) t dt + z
¥
0
A e - ( a + jW ) t dt =
MN a - jW PQ
( a - jW ) t
-¥
+
- ( a + jW ) t
MN -ba + jWg PQ 0
0 -¥ -¥ 0
Ae Ae Ae Ae A A
= - + - = +
a - jW a - jW -b a + jWg -ba + jWg a - jW a + jW
A(a + jW) + A(a - jW) 2aA e¥ = 0
= = 2 (a+b)(a-b) = a -b j2 = -1
2 2
(a - jW) (a + jW ) a + W2
2aA
n
\ F A e - a |t | s= a2 + W2
.....(4.57)
The plot of double sided exponential signal and its magnitude spectrum are shown in fig 4.22 and
fig 4.23 respectively.
x(t)
|X(jW)| 2aA
x(t) = A ea|t| X( jW ) =
A a2 + W 2
2A
a
0 t 0
W
Fig 4.22 : Double sided Fig 4.23 : Magnitude spectrum of double
exponential signal. sided exponential signal.
4. 55 Signals & Systems
Fourier Transform of a Constant
Let, x(t) = A, where A is a constant.
If definition of Fourier transform is directly applied, the constant will not satisfy the condition,
z
+¥
-¥
x( t ) dt < ¥
Hence the constant can be viewed as a double sided exponential with limit "a" tends to 0 as shown
below.
Let x1(t) = Double sided exponential signal.
The double sided exponential signal is defined as,
x1(t) = A ea|t|
i.e, x1(t) = A e at ; for t = ¥ to 0
= A eat ; for t = 0 to +¥
\ x(t) = A Lt x1 (t)
a®0
{
F {x( t )} = F Lt x1 ( t )
a®0
}
F {x( t )} = Lt F {x1 ( t )}
a®0
k = z
+¥
-¥
2aA
W + a2
2
dW = 2aA z
+¥
-¥
1
W + a2
2
dW z 2
dx
x + a 2
=
1
a
tan -1
x
a
The plot of constant and its magnitude spectrum are shown in fig 4.24 and fig 4.25 respectively.
0 t 0 W
Fig 4.24 : Constant. Fig 4.25 : Magnitude spectrum of constant.
\ sgn(t) = Lt e - at u( t ) - eat u( - t )
a®0
X(jW ) = z
+¥
-¥
x( t ) e - jWt
dt = z
+¥
-¥
Lt
a® 0
e - at u( t ) - eat u(- t) e- jWt dt
LM O
= Lt
a® 0 z
+¥
MN
0
- at
e e- jWt
dt -
z
0
e e
-¥
at
dt P
- jWt
PQ
LM O
= Lt
a® 0 z
+¥
0
MN
- ( a + jW ) t
e dt -
z
0
e
-¥
dt P
+ ( a - jW ) t
PQ
LML e O
MMM -(a + jW) OPP - LMM bea - jWg OPP PP
¥ 0
- ( a + jW ) t ( a - jW ) t
= Lt
e0 = 1 ; e¥ = 0
NN Q N Q Q
a® 0
0 -¥
= Lt LM e -¥
-
e 0
-
e
+
e OP0 -¥
a® 0
MN -(a + jW) -(a + jW) a - jW a - jW PQ
= a Lt
LM 1 - 1 OP = 1 + 1 = 2
® 0
N a + jW a - jW Q jW jW jW
2
l
\ F sgn( t ) = q jW
.....(4.59)
4. 57 Signals & Systems
The plot of signum function and its magnitude spectrum are shown in fig 4.26 and fig 4.27
respectively.
x(t) x(t) = +1 ; t > 0
= 1 ; t < 0 |X(jW)| 2
X ( jW ) =
W
+1
0
t
1 0 W
Fig 4.26 : Signum function. Fig 4.27 : Magnitude spectrum of signum function.
l q
F x(t) = F
RS 1 1 + sgn(t) UV
T2 W
R1U R1
\ X( jW) = F S V + F S sgn(t )V =
U 1 F {1} + 1 F {sgn(t )}
TW T
2 2 W 2 2
1 1 L 2 O 1 Using equations
=
2
[ 2 p d (W ) ] + M P
2 N jW Q
= p d(W) +
jW (4.58) and (4.59)
1 .....(4.60)
\ F {u(t)} = p d(W) +
jW
The plot of unit step signal and its magnitude spectrum are shown in fig 4.28 and fig 4.29
respectively. 1
X( jW) = pd ( W) +
|X(jW)| W
x(t) x(t) = u(t) = 1 ; t ³ 0
pd(W)
=0 ; t<0
1
0
t
0 W
Fig 4.28 : Unit step signal. Fig 4.29 : Magnitude spectrum of unit step signal.
Chapter 4 - Fourier Series and Fourier Transform of Continuous Time Signals 4. 58
Fourier Transform of Complex Exponential Signal
The complex exponential signal is defined as,
x ( t ) = A e jW 0 t
= e jW 0 t A Frequency shifting property.
On taking Fourier transform we get, If F{x(t)} = X(jW) then,
l q
F x(t) = F e jW 0t A n s n s
F e jW 0 t x( t ) = X(j(W - W 0 ))
= 2p d(W - W 0 )
n
\ F A e jW 0 t s = 2pA d(W - W ) 0
.....(4.61)
Similarly, F ne - jW 0 t
As = 2pA d (W + W ) 0
.....(4.62)
Im
complex plane Circle of magnitude A |X(jW)| = 2p A d(W+W0)
|X(jW)|
2pA d(W+W0)
W0t Re
A 0
-W 0 W
The signal Ae jW0t can be represented by a rotating vector of magnitude "A", in anticlockwise
direction in a complex plane with an angular speed of W0t as shown in fig 4.32. The magnitude spectrum
of Ae + jW 0 t is shown in fig 4.33.
Im
|X(jW)| |X(jW)| = 2pA d(WW0)
Complex plane
A 2pA d(WW0 )
Circle of W0 t
magnitude A Re
0 W0 W
l q
F x(t) = F
RS A de - e iUV = A F ne s - F ne s Using equations
jW 0 t - jW 0 t jW 0 t - jW 0 t
l q
F x(t) = F
RS A de + e iUV = A F ne s + F ne s Using equations
jW 0 t - jW 0 t jW 0 t - jW 0 t
The plot of cosinusoidal signal and its magnitude spectrum are shown in fig 4.36 and fig 4.37.
|X(jW)| |X(jW)| = Ap d(WW0) + Ap d(W+W0)
x(t)
Ap d(W+W0 ) Ap d(WW0 )
t
-W 0 0 W0 W
Fig 4.36 : Cosinusoidal signal. Fig 4.37 : Magnitude spectrum of cosinusoidal signal.
Chapter 4 - Fourier Series and Fourier Transform of Continuous Time Signals 4. 60
Table 4.4 : Fourier Transform of Standard Signals and their Magnitude Spectrum
1
¥
0 t0 t 0 W
Shifted impulse signal
bg
x t = cosW 0 t X( jW) = p[d (W - W 0 ) + d (W + W 0 )]
x(t) |X(jW)|
1 p d(W+W0) p d(WW0)
t
1
-W 0 0 W0 W
Cosinusoidal signal
p
bg
x t = sin W 0 t X( jW) =
j
d (W - W 0 ) - d (W + W 0 )
x(t) X(jW)
1 p d(WW0)
t -W 0
1 0 W W
0
Sinusoidal signal
p d(W+W0)
4. 61 Signals & Systems
Table 4.4 : Continued.....
x(t) = 1 b g
X jW = 2pd W bg
x(t) |X(jW)|
1
2p d(W)
0
t
0
Constant W
t 2
x(t) = sgn(t) = = 1 ;t > 0 X( jW) =
|t| jW
x(t) = -1 ; t < 0
|X(jW)|
+1
0 t
1 0 W
Signum signal
x(t) = u(t) = 1 ; t ³ 0 1
X(jW) = pd(W) +
= 0 ; t < 0 jW
|X(jW)|
x(t)
pd(W)
0 t
Unit step signal 0 W
0 t
Decaying exponential signal 0 W
1
x(t) = t e-at u(t) X(jW) =
(a + jW) 2
x(t)
|X(jW)|
1
a2
0 t
Product of ramp and decaying exponential signal 0 W
Chapter 4 - Fourier Series and Fourier Transform of Continuous Time Signals 4. 62
Table 4.4 : Continued.....
2a
x(t) = ea|t| X( jW ) =
a 2 + W2
x(t)
|X(jW)|
1
2
a
0 t 0 W
1 1
-
a a
Double exponential signal
a + jW
X( jW ) =
x(t) (a + jW )2 + W20
+1
|X(jW)|
0
t
1
-W 0 0 W W
Exponentially decaying cosinusoidal signal 0
WT
X( jW) = T
sin
2 = T sinc WT F I
WT 2 H K
X(jW) 2
x(t)
1 T
T 0 T t 2p 4p W
- 2 2 - 4Tp - 2Tp 0 T T
Rectangular pulse
F sin WT I 2
X( jW ) = TG
GH WT JJK
t
x( t ) = 1 + T
; t = - T to 0 2
t
= 1- T
; t = 0 to 0
|X(jW)| 2
x(t)
T
1
T T t 0
0
- 4p - 2p 2p 4p W
Triangular pulse T T T T
4. 63 Signals & Systems
Table 4.4 : Continued.....
sin
F W0 tI
x( t ) =
W0
2p
sinc e tj =
W0
2
1
p
H2 K
t
W
e W
X( jW) = u W + 20 - u W - 20 j e j
x(t)
|X(jW)|
W0
1
2p 2p
W0 = T
2p t
- W2 p0 W0 W W
W
0 0
-
Sinc pulse 2 2
2 2 2
- W e 2a j
x( t ) = e - a t
X( jW) = p
e
a
x(t) |X(jW)|
1
p
a
Gaussian pulse t 0 W
+¥
x( t ) = å dbt - nTg X( jW) =
2p
d W-
F
+¥
2 pn
å GH
IJ
n =-¥ T n= -¥ T K
x(t) |X(jW)|
1 2p
T
3T -2T T 0 T 2T 3T
t -6 p -4 p -2 p 0 2p 4p 6p W
Impulse train T T T T T T
x(t) X(jW)
d(t) 1
d(t-t0) e - jW t 0
A 2pAd W bg
where, A is constant
1
u(t) pd(W) +
jW
2
sgn(t)
jW
1
t u(t)
( jW) 2
1
tn - 1
u(t) ( jW) n
(n - 1)!
where, n = 1, 2, 3, .....
n!
t n u(t)
where, n = 1, 2, 3, ..... ( jW) n+1
1
eat u(t)
jW + a
1
t eat u(t)
( jW + a ) 2
-a t 2Aa
Ae
a2 + W 2
Ae jW 0t 2pA d ( W - W 0 )
p
sin W 0 t d ( W - W 0 ) - d (W + W 0 )
j
cosW 0 t p[d (W - W 0 ) + d (W + W 0 )]
4. 65 Signals & Systems
b g l q UV = c F ne s
RS
+¥ +¥
Tå
W å
X jW = F x( t ) = F c n e jnW 0 t n
jnW 0 t
n = -¥ n = -¥
+¥ +¥
Using equation (4.61)
= å c 2p dbW - nW g = 2p å c 2p dbW - nW g
n = -¥
n 0
n = -¥
n 0
On taking Fourier transform of the above equation and rearranging the resultant equation as a ratio
of Y(jW) and X(jW), the transfer function of LTI continuous time system in frequency domain is obtained.
Impulse Response and Transfer Function
Consider an LTI continuous time system, H shown in fig 4.38. Let x(t) and y(t) be the input and
output of the system respectively.
system system
x(t) H y(t) d(t) H h(t)
Impulse Impulse
input response
Fig 4.38. Fig 4.39.
For a continuous time system H, if the input is impulse signal d(t) as shown in fig 4.39, then the
output is called impulse response, which is denoted by h(t).
The importance of impulse response is that the response for any input to LTI system is given by
convolution of input and impulse response.
Symbolically, the convolution operation is denoted as,
y ( t ) = x( t ) * h(t) .....(4.67)
where, " * " is the symbol for convolution.
Mathematically, the convolution operation is defined as,
+¥
y( t ) = x( t ) * h(t) = z
-¥
x( t) h(t - t) dt
l q
F y( t ) = X( jW) H(jW)
\ Y( jW) = X( jW) H( jW)
Y( jW ) .....(4.69)
\ H( jW) =
X( jW)
From equations (4.66) and (4.69) we can say that the transfer function in frequency domain is
given by Fourier transform of impulse response.
Y( jW)
\ H(jW) = .....(4.70)
X( jW)
4. 67 Signals & Systems
Using equation (4.73), the inverse Fourier transform of equation (4.72) can be obtained as shown
below.
y( t ) = k 1 e - p1t u( t ) + k 2 e - p2 t u( t ) + k 3 e- p3t u( t ) + ..... .....(4.74)
Since the transfer function is defined with zero initial conditions, the response obtained by using
equation (4.74) is the time domain steady state (or forced) response of the LTI continuous time system.
Note: Only steady state or forced response alone can be computed via frequency domain
y( t ) = z
-¥
h( t) Ae jW (t - t ) dt
Chapter 4 - Fourier Series and Fourier Transform of Continuous Time Signals 4. 68
+¥
\ y( t ) = z
-¥
h( t) Ae jW t e - j W t dt
+¥
= Ae jW t z
-¥
h(t ) e - j W t dt
.....(4.78)
H(jW) = F {h(t)} = z
-¥
h( t ) e - jW t
dt = z
-¥
h( t) e - jW t
dt .....(4.79)
Using equations (4.76) and (4.79), the equation (4.78) can be written as,
y(t) = x(t) H(jW) .....(4.80)
From equation (4.80) we can say that if a complex sinusoidal signal is given as input signal to an
LTI continuous time system, then the output is also a sinusoidal signal of the same frequency modified
by H(jW). Hence H(jW) is called the frequency response of the continuous time system.
Since the H(jW) is a complex function of W, the multiplication of H(jW) with input produces a
change in the amplitude and phase of the input signal, and the modified input signal is the output signal.
Therefore, an LTI system is characterized in the frequency domain by its frequency response.
The function H(jW) is a complex quantity and so it can be expressed as magnitude function and
phase function.
\H(jW) = |H(jW)| ÐH(jW)
where, |H(jW)| = Magnitude function
ÐH(jW) = Phase function
The sketch of magnitude function and phase function with respect to W will give the frequency
response graphically.
Let, H(jW) = Hr(jW) + jHi(jW)
where, Hr(jW) = Real part of H(jW)
Hi(jW) = Imaginary part of H(jW)
The magnitude function is defined as,
|H(jW)|2 = H(jW) H*(jW) = [Hr(jW) + jHi(jW)] [Hr(jW) - jHi(jW)]
where, H*(jW) is complex conjugate of H(jW)
N H ( jW) Q
r
4. 69 Signals & Systems
From equation (4.70) we can say that the frequency response H(jW) of an LTI continuous time
system is same as transfer function in frequency domain and so, the frequency response is also given by
the ratio of Fourier transform of output to Fourier transform of input.
Y( jW)
\ Frequency response, H( jW ) = .....(4.81)
X( jW)
Advantages of frequency response analysis
1.The practical testing of systems can be easily carried with available sinusoidal signal generators
and precise measurement equipments .
2. The transfer function of complicated systems can be determined experimentally by frequency
response tests.
3. The design and parameter adjustment is carried out more easily in frequency domain.
4. In frequency domain, the effects of noise disturbance and parameter variations are relatively
easy to visualize and incorporate corrective measures.
5. The frequency response analysis and designs can be extended to certain nonlinear systems.
L{x(t)} = X(s) = z
-¥
x( t ) e - st dt
L{x(t)} = X(s) = z
-¥
x( t ) e - ( s + jW ) t dt .....(4.82)
l q
F x( t ) = X(jW) = z
-¥
x( t ) e - jWt dt .....(4.83)
On comparing equations (4.82) and (4.83) we can say that, the Fourier transform of a continuous
time signal, is obtained by letting s = 0 (i.e., s = jW) in the Laplace transform. Summary of this relation
is presented in table 4.6, for causal signals.
\ X( jW ) = X(s) s = jW
Since s = s + jW, we can say that, the Laplace transform is a generalized transform and Fourier
transform is a particular transform when s = jW. Since s = jW represents the points on an imaginary axis
in the s-plane, we can say that, the Fourier transform is an evaluation of the Laplace transform along the
imaginary axis in the s-plane.
Since Fourier transform is evaluation of Laplace transform along imaginary axis, the ROC of X(s)
should include the imaginary axis. For all causal signals, the imaginary axis is included in ROC. Therefore
for all causal signals the Fourier transform exist.
Chapter 4 - Fourier Series and Fourier Transform of Continuous Time Signals 4. 70
Table 4.6 : Summary of Laplace and Fourier Tranform for Causal Signals
d(t) 1 1
1 1
u(t)
s jW
1 1
t u(t)
s2 ( jW) 2
tn - 1 1 1
u(t)
(n - 1)! sn ( jW) n
where, n = 1, 2, 3, .....
t n u(t) n! n!
s n+1 ( jW) n+1
where, n = 1, 2, 3, .....
1 1
eat u(t)
s + a jW + a
1 1
t eat u(t)
(s + a) 2 ( jW + a) 2
W0 W0 W
sin W 0 t u(t) = 2 0 2
2
s + W 20 2 2
( jW) + W 0 W0 - W
s jW jW
cosW 0 t u(t) = 2
s2 + W 20 ( jW) 2 + W 20 W0 - W2
W0 W0 -W
sinh W 0 t u t bg = 2 02
s - W 20
2 ( jW) 2 - W 20 W + W0
s jW - jW
cosh W 0 t u t )bg s - W 20
2 2 2
( jW) - W 0
= 2
W + W 20
W0 W0
bg
e - at sin W 0 t u t
(s + a ) 2 + W 20 ( jW + a ) 2 + W 20
s + a jW + a
e - at cosW 0 t u tbg (s + a ) 2 + W 20 ( jW + a ) 2 + W 20
4. 71 Signals & Systems
4.15 Solved Problems in Fourier Transform
Example 4.13
Determine the Fourier transform of following continuous time domain signals.
\ x(t) = 1 t2 ; for t = 1 to + 1
By definition of Fourier transform,
+¥ +1 +1 +1
l q
F x(t ) = z
-¥
x(t ) e - jWt dt = z
-1
(1 - t 2 ) e - jWt dt = z
-1
e - jWt dt - z
-1
t 2 e - jWt dt
L e OP - jWt 1
L e - 2t e dtOP 1
z z z z
= M
N - jW Q -1
- Mt
N - jW
2
- jWt
- jW Q z - jW t
-1
uv = u v - du v
L e OP - jWt 1
L t e + 2 t e dt OP 1
= M
N - jW Q -1
- M-
N jW jW
2 - jWt
Q z - jWt
-1
= M
L e OP - jWt 1
N - jW Q -1
L t e + 2 F t e - 1 ´ e dtI OP
- M -
2 - jW t
MN jW jW GH - jW - jW JK PQ
- jWt
z - jWt
1
-1
z z z z
uv = u v - du v
L e OP - jWt 1
L t e + 2 e- t e + e dtjOP 1
= M-
N jW Q -1
- M-
N jW (jW)
2 - jWt
Q2
- jWt
z - jWt
-1
L e OP
= M-
- jWt 1
- M -
L t e - 2 F - t e + e I OP
2 - jW t - jWt
1
W GH
- jW t
N jW Q -1 MN jW - jW JK PQ 2
-1
L e OP
= M-
- jWt 1
- M -
L t e + 2t e + 2e OP
2 - jW t - jWt - jW t 1
N jW Q -1 N jW W jW Q 2 3
-1
= -
e- jW
+
e jWL e + 2e + 2e + e +
- M -
- jW - jW - jW jW
2 e jW
-
2e jW OP
jW jW N jW W jW jW 2 3
W 2
jW 3 Q
e - jW e jW e - jW 2 e - jW 2 e - jW e jW 2 e jW 2 e jW
= - + + - 2
- 3
- - 2
+
jW jW jW W jW jW W jW 3
2 2 e jq - e - j q
= -
W2
de jW
+ e - jW + i jW 3
de jW
- e - jW i sin q =
2j cos q =
e jq + e - j q
2
2 2
= - 2 cos W + 2 j sin W
W2 jW 3
4 cos W 4 sin W
= - +
W2 W3
=
4 FG sin W - cos W
IJ
W2 H W K
Chapter 4 - Fourier Series and Fourier Transform of Continuous Time Signals 4. 72
bg
(b) Given that, x t = e- at cosW0t u t bg
Since u(t) = 1, for t ³ 0, we can write,
¥ ¥
=
1
2 z
0
e - at e jW 0 t e - jWt dt +
1
2 z 0
e - at e - jW 0 t e - jWt dt
¥ ¥
=
1
2 z
0
e - (a - j W 0 + j W) t
dt +
1
2 z
0
e - ( a + jW 0 +jW )t
dt
1 LM e O 1L e
- ( a - jW 0 + j W ) t
O¥ - ( a + j W 0 + j W) t ¥
=
2 MN -(a - jW + jW) PPQ + 2 MMN -(a + jW + jW) PPQ
0 0 0 0
1 L e -¥
e OP + 1 LM e 0 -¥
e0 OP
= M
2 N -(a - jW + jW)
-
-(a - jW + jW) Q
0 2 N -(a + jW 0 0 + j W)
-
-(a + jW0 + jW) Q
1 L
=
2 N
M0 + a - jW1 + jW OPQ + 21 LMN 0 + a + jW1 + jW OPQ
0 0
e¥ = 0 ; e 0 = 1
1 L 1 1 OP
= M
2 N (a + jW ) - jW
+
(a + jW) + jW Q 0 0
(a+b)(a-b) = a2-b2 j2 = -1
=
1 LM (a + jW) + jW + (a + jW) - jW OP 0 0
2 N (a + jW ) + W Q 2 2
0
1 2 (a + jW) a + jW
= =
2 (a + jW)2 + W02 (a + jW )2 + W02
Solution
The mathematical equation of the rectangular pulse is, T 0 T t
x(t ) = 1 ; for t = - T to + T Fig 4.14.1.
By definition of Fourier transform,
+¥ +T
LM e OP +T
l q
F x(t ) = z
-¥
x(t ) e - jWt dt =
-T
z 1 ´ e - jWt dt =
- jW t
MN - jW PQ -T
e jq - e - j q
e - jW T e jWT 1 sinq =
=
- jW
-
- jW
=
jW
e jW T - e - j W T d i = jW1 2j sin WT 2j
sin W T sin WT
= 2 = 2T sin q
W WT = sinc q
q
= 2 T sinc WT
4. 73 Signals & Systems
Example 4.15 x(t)
1
Determine the Fourier transform of the triangular pulse shown in fig 4.15.1.
Solution T 0 T t
The mathematical equation of triangular pulse is, Fig 4.15.1.
t
x(t ) = 1 + ; for t = - T to 0
T
t
= 1 - ; for t = 0 to T
T
(Please refer example 4.11 for the mathematical equation of triangular pulse).
By definition of Fourier transform,
+¥
FG1 + t IJ e
z FGH IJ
0 T
l q
F x(t ) = z
-¥
x(t ) e - jWt dt = z
-T
H TK
- jW t
dt +
0
1 -
t
T
e - jWt dt
K
0 0 T T
= z
-T
e - jWt dt +
1
T
-T
z t e- jWt dt + z
0
e - jWt dt -
1
T z
0
t e - jWt dt
z uv = u v - z z z du v
LM e OP 0
LMt e OP 0
LM e OP T
LMt e - OP T
=
- jWt
N - jW Q -T
+
1
T N - jW
- jWt
- z 1 ´
e - jW t
- jW
dt
Q -T
+
- jW t
N - jW Q 0
-
1
T
- jW t
N - jW z 1 ´
e - jWt
- jW
dt
Q 0
= -
1
jW
e - jWt
0
-T
-
1
jWT
LMt e
N
- jWt
- z e - jWt dt O
QP
0
-T
-
1
jW
e - jW t
T
0
+
1 L
jWT NM
te - jWt
- z e - jWt dt OP
Q
T
= -
1
e - jWt
0
-
1 LMt e - jWt
-
e - jWt OP 0
-
1
e - jW t
T
+
1 L
Mt e -
- jW t e - jW t OP T
jW -T jWT N - jW Q -T
jW 0 jWT N - jW Q 0
= -
1
e0 - e jWT -
1 LM0 - e 0
+ T e jWT +
e OP - 1 e- jWT - e0 jWT
jW jWT MN - jW - jW PQ jW
+
1 L - jWT
M Te -
e - jWT
- 0 +
e0 OP
jWT MN - jW - jW PQ
1 e jWT 1 e jWT e jWT e - jWT 1 e - jWT e - jWT 1
=- + - 0 + 2
- - 2
- + + - 2
- 0 +
jW jW TW j W TW j W j W j W TW TW2
2 1 2 1
= 2
- 2
(e jWT + e - jWT ) = 2
- 2 cos WT e jq + e - j q
TW TW TW TW2 cos q =
2
2
= (1 - cos W T)
TW2
Alternatively the above result can be expressed as shown below.
l q
F x(t ) =
2
(1 - cos WT) =
2 FG1 - cos 2
FG WT IJ IJ
TW 2
TW 2 H H 2 KK
sin2
FG WT IJ
=
2 FG 2 sin2 WT IJ = T 2 2 sin
WT
= T
4 2 H2K sin2 q =
1 - cos 2q
TW 2 H 2 K T W 2 FG WT IJ 2 2
H2K
F sin WT I 2
G 2 JJ = T FG sinc WT IJ 2
= TG
sin q
= sinc q
GH W2T JK H 2 K q
Chapter 4 - Fourier Series and Fourier Transform of Continuous Time Signals 4. 74
Example 4.16
Determine the inverse Fourier transform of the following functions, using partial fraction expansion technique.
3( jW) + 14 jW + 7
a) X(jW) = b) X( jW ) =
( jW )2 + 7( jW ) + 12 ( jW + 3)2
Solution
3(jW ) + 14 3( jW) + 14
a) Given that, X(jW ) = =
(jW ) 2 + 7(jW ) + 12 ( jW + 3) ( jW + 4 )
3( jW) + 14 k1 k2
X( j W ) = = +
( j W + 3 ) ( j W + 4) jW + 3 jW + 4
3( jW) + 14 3(-3) + 14
k1 = ´ ( jW + 3 ) = = 5
( jW + 3) ( jW + 4) jW = - 3
-3 + 4
3( jW) + 14 3(-4) + 14
k2 = ´ ( jW + 4) = = -2
( jW + 3) ( jW + 4) jW = - 4
-4 + 3
5 2
\ X(jW) = - .....(1)
jW + 3 jW + 4
1
n
We know that, F e - at u( t) = s jW + a .....(2)
Using equation (2), the inverse Fourier transform of equation (1) is,
jW + 7
b) Given that, X(jW ) =
(jW + 3) 2
k1 k2
\ X(jW) = +
( jW + 3)2 jW + 3
jW + 7
k1 = ´ ( jW + 3)2 = -3 + 7 = 4
( jW + 3)2 jW = - 3
k2 =
d LMjW + 7
´ ( jW + 3)2
OP =
d
jW + 7 = 1
N
d( jW) ( jW + 3)2 Q jW = - 3
d( jW) jW = - 3
4 1
\ X(jW) = + .....(3)
( jW + 3)2 jW + 3
1
n
We know that, F e - at u( t) = s jW + a .....(4)
1
n s
F t e - at u(t ) =
( jW + a )2 .....(5)
Using equations (4) and (5), the inverse Fourier transform of equation (3) is,
x(t ) = 4t e -3t u( t) + e -3t u( t) = (4t + 1) e -3t u( t)
4. 75 Signals & Systems
Example 4.17
Determine the convolution of x1(t) = e2t u(t) and x2(t) = e6t u(t), using Fourier transform.
Solution
Let, X1(jW) = Fourier transform of x1(t)
X2(jW) = Fourier transform of x2(t)
By convolution property of Fourier transform,
l q
F x1(t ) * x 2 ( t) = X 1( jW ) X 2 ( jW)
n s
= F e -2t u(t) ´ F e -6t u(t) n s
1 1
= ´
jW + 2 jW + 6
By partial fraction expansion technique X(jW) can be expressed as,
1 k1 k2
X( j W ) = = +
(jW + 2) (jW + 6) jW + 2 jW + 6
1 1 1
k1 = ´ (jW + 2) = = = 0.25
( jW + 2) ( jW + 6) jW = - 2
-2 + 6 4
1 1 1
k2 = ´ (jW + 6) = = - = - 0.25
( jW + 2) ( jW + 6) jW = - 6
-6 + 2 4
0.25 0.25
\ X(jW) = -
jW + 2 jW + 6
On taking inverse Fourier transform of the above equation we get,
x(t) = 0.25 e2t u(t) 0.25 e6t u(t) 1
= 0.25(e 2t 6t
e ) u(t)
n
F e - at u(t) =s jW + a
Example 4.18
The impulse response of an LTI system is h(t) = 2 e3 t u(t).
Find the response of the system for the input x(t) = 2e5 t u(t), using Fourier transform.
Solution
Given that, x(t) = 2 e5 t u(t).
2
l q
\ X ( jW) = F x(t ) = F 2 e -5t u(t) = n s jW + 5 .....(1)
1
Given that, h(t) = 2 e3 t u(t). n
F e - at
s
u(t) =
jW + a
2
l q
\ H( jW) = F h( t) = F 2 e n -3t
s
u(t) =
jW + 3 .....(2)
4 4
k1 = ´ (jW + 5) = = -2
( jW + 5) (jW + 3) jW = - 5
-5 + 3
4 4
k2 = ´ (jW + 3) = = 2
( jW + 5) (jW + 3) jW = - 3
-3 + 5
2 2
\ Y ( jW) = - +
jW + 5 jW + 3
On taking inverse Fourier transform of Y(jW) we get y(t).
l
y( t) = F -1 Y ( jW) = F -1 - q RS 2
+
2 UV
T jW + 5 jW + 3 W
= - 2 e -5 t u(t) + 2 e -3 t u(t) = 2 e -3 t - e -5 t u(t) d i
Example 4.19 x(t)
1
Determine the Fourier transform of the
periodic pulse function shown in fig 4.19.1.
Solution
a 0 a t
2T T - T T T 2T
The mathematical equation for one 2 2
period of the periodic pulse function is,
Fig 4.19.1.
x(t ) = 1 ; t = - a to + a
T T
= 0 ; t = - to - a and t = a to
2 2
The Fourier coefficient cn is given by,
+ T /2 +a
LM e OP +a
LM e- jnW0t
OP +a
cn =
1
T z
-T /2
x(t ) e - jnW 0 t
dt =
1
T z
-a
e - jnW 0 t
dt =
1
T
- jnW 0 t
MN - jnW PQ
0 -a
=
1
T MN - jnW 0 PQ -a
W0 =
2p
T
1 LM e - jnW0 a
e
jnW0 a
OP 1 2 LM e jnW0 a
- e OP
- jnW0 a
sinq =
e jq - e - j q
= -
T MN - jnW 0 - jnW0 PQ = T nW0 MN 2j PQ 2j
1 2 T 1 ....(1)
= sin(nW0a ) = sin(anW0 )
T n 2p np
The exponential Fourier series representation of the periodic pulse function is,
+¥
x(t ) = åc n e jnW 0 t
n = -¥
l q
F x( t) = F
|RS å c
+¥
e jnW 0 t
|UV
|Tn = -¥
n
|W
4. 77 Signals & Systems
R|S c
+¥
U|V +¥
l q
e jnW 0 t =
|W å c F oe t
jnW 0 t
\ X(jW) = F
|T å
n = -¥
n
n = -¥
n
F x( t) = X( jW)
=
+¥
åc n 2 p d(W - nW0 )
o
F e jnW 0 t t = 2p d(W - nW ) 0
n = -¥
+¥
Substituting for c n
1 from equation (1).
= å np
sin(anW 0 ) 2 p d(W - nW0 )
n = -¥
+¥
2 sin(anW 0 ) sin q
= å n
d(W - nW0 )
q
= sinc q
n = -¥
+¥
F sin anW I d(W - nW ) +¥
= å 2aW 0 GH anW JK 0
0
0 = å 2aW 0 sin c (anW0 ) d(W - nW0 )
n = -¥ n = -¥
2T T 0 T 2T t
Solution
Fig 4.20.1.
The mathematical equation for one period of the
periodic impulse function is,
T T
x(t ) = A d(t) ; for t = - to +
2 2
The Fourier coefficient cn is given by, 2p
W0 =
+T/2 +T/2 T
cn =
1
T z
-T/2
x( t) e - jnW 0 t dt =
1
T z
-T/2
A d(t ) e - jnW 0 t dt =
A - jnW 0 t
T
e
t = 0
=
A
T ....(1)
The Exponential Fourier series representation of the periodic impulse train is,
+¥
x(t ) = åc n e jnW 0 t
n = -¥
l q
F x(t ) = F
|RS å c
+¥
e jnW 0 t
|UV
|T
n = -¥
n
|W
+¥
\ X(jW) = å c F oe t n
jnW 0 t
l q
F x( t) = X( jW)
n = -¥
+¥
= å c n 2p d(W - nW0 ) o
F e jnW 0 t t = 2p d(W - nW ) 0
n = -¥
+¥
A
+¥ On substituting for
= å
n = -¥
T
2 p d(W - nW 0 ) =
n =
å AW -¥
0 d(W - nW 0 ) cn from equation (1)
The magnitude spectrum of X(jW) is shown in fig 1, which is also a periodic impulse function of W.
|X(jW)|
AW0
Solution
Given that, x(t) = eat u(t).
The Fourier transform of x(t) is, (refer section 4.11 for Fourier transform of eat u(t)).
1
l q n s
X( jW) = F x( t) = F e - at u(t) =
a + jW
1 a - jW a - jW
= ´ =
a + jW a - jW (a + jW) (a - jW )
a - jW a W
= = -j 2
a 2 + W2 a 2 + W2 a + W2
The X(jW) is calculated for a = 0.5 and a = 1.0 and tabluted in table 1and table 2 respectively. Using the values listed
in table 1and table 2, the magnitude and phase spectrum are sketched as shown in fig 1 and fig 2 respectively.
Note : The function X(jW) is calculated using complex mode of calculator, the magnitude and phase are calculated
using rectangular to polar conversion technique.
0 2+ j 0 = 2 Ð0 = 2 Ð0 2.0 0
0 1+ j 0 = 1 Ð0 = 1 Ð0 1.0 0
X( jW)
2.0
1.8
1.6
1.4
¬ a = 0.5
1.2
1.0
¬ a =1.0
0.8
0.6
0.4
0.2
W 9 8 7 6 5 4 3 2 1 0 1 2 3 4 5 6 7 8 9 W
Fig 1 : Magnitude spectrum of X(jW).
Chapter 4 - Fourier Series and Fourier Transform of Continuous Time Signals 4. 80
ÐX(jW)
0.5 p
a = 0.5
0.4 p
a = 1.0
0.3 p
0.2 p
0.1 p
W 0
9 8 7 6 5 4 3 2 1 1 2 3 4 5 6 7 8 9 W
0.1 p
0.2 p
0.3 p
0.4 p
a = 1.0
0.5 p a = 0.5
ÐX(jW)
0
x t dt Fig Q4.2.
bg
Here, x t = 2 ; for t = 0 to 1 ms, and T = 10 ms
\ a0 =
2
10
z
1
0
2 dt =
2
10
2t
1
0
=
2
10
2 - 0 =
10
4
= 0.4
a0 0.4
\ Constant component = = = 0.2
2 2
Chapter 4 - Fourier Series and Fourier Transform of Continuous Time Signals 4. 82
Q4.3 Determine the magnitude of the fundamental frequency component of the periodic pulse signal
shown in fig Q4.3. x(t)
Solution: 10
The Fourier coefficient of nth harmonic component is given by,
cn =
1
T0
xt ez bg
T
- jnW 0 t
dt ; where W 0 =
2p
T
0
2 20
Fig Q4.3.
t
\ c1 =
1
T0 z bg
T
xt e
- j2 pt
T dt
LM OP - jpt
2 LM - jp 2
10
OP
0
e e
1 M -jp PP
z z
2 - j2 p 2 -jpt 10 -
1 1 1 Me P
\ c1 = 10 e 20 dt
t
= e 10 dt =
2 M -jp P
=
2 M
M -jp
10 P
20 0 2 0
MN 10 PQ MM 10 PP
0
N Q
5 F -j
p
I 5 FG cos p p I
- 1J
=
- jp
GH e 5 -1 =JK - jp H 5 - j sin
5 K
b g
= j 1.5915 0.8090 - j 0.5878 - 1 = 0.9355 - j 0.304 = 0.9836 Ð - 0.314 rad
Magnitude of fundamental component, |c1| = 0.9836
b g
X jW = X jW ÐX jW b g b g
where, |X(jW)| = Magnitude function or Magnitude spectrum.
ÐX(jW) = Phase function or phase spectrum.
Q 4.5 The Fourier transform of the signal shown in fig Q4.5.1 is,
1
b g
X jW =
W 2 de jW
- jW e
jW
-1 .i x(t)
1
x1(t)
1
x2(t)
1
Using the properties of Fourier transform find the
Fourier transform of the signal shown in fig Q4.5.2
and Q4.5.3. 1 0 t 0 1 t 1 0 t
Fig Q4.5.1. Fig Q4.5.2. Fig Q4.5.3.
Solution:
The signal shown in fig Q4.5.2 is the folded version of the signal shown in fig Q4.5.1.
i.e., x1( t) = x( -t)
e
X 2 ( jW) = 2p x1( t) t =- jW j = 2p FH e -t
u(t)
t = - jW
IK = 2p e jW
u( - jW)
Q 4.7 Find the Fourier constant a0 for the continuous time signal defined as,
T
x(t) = Kt ; 0£t£
2
T
= K(T - t) ; £ t £T
2
Solution:
T
Given that, x(t) = Kt ; 0£t£
2
T
= K(T - t) ; £t£T
2
T
z z z
T 2 T
2 2 2
a0 = x(t ) dt = Kt dt + K(T - t) dt
T 0
T 0
T T
2
T
=
LM OP + 2 LMKTt - Kt OP = 2 LM KT
2 Kt 2 2 2
T
2 OP
-0 +
2 LM
KT 2 -
KT 2 KT 2 KT 2
- +
OP
T 2N Q TN 0
2 Q TN 8 T
2
Q T N 2 2 8 Q
2 L KT O 2 L KT O
2 2 2
= M P + M P = 4 KT = KT2
TN 8 Q TN 8 Q T 8
Q 4.8 A periodic signal x(t) is defined as x(t) = (1 t) 2 ; 0 £ t £ T . Find the Fourier coefficient bn.
Solution
Given that, x(t) = (1 t)2 ; 0 £ t £ T.
Now, x(t) = (1(t)2) = 1 t2.
Here x(t) = x(t) and so the given signal is even signal.
For even signals, bn = 0.
a0
Q 4.9 A continuous time signal varies exponentially in the interval 0 to T. Find the Fourier constant of the
2
signal.
Solution
Given that, x(t) = et ; 0 £ t £ T.
z z
T T
2 2 t 2 T 2 T 2 T
Now, a 0 =
T0
x( t) dt =
T0
e dt = e t
T 0
=
T
e - e0 =
T
e -1 d i
a0 eT - 1
\ =
2 T
Chapter 4 - Fourier Series and Fourier Transform of Continuous Time Signals 4. 84
-3 t
Q 4.10 Find the Fourier transform of the signal e u(t) .
Solution
-3 t
x(t) = e = e -3t for t > 0
= e3t for t < 0
The Fourier transform of x(t) is,
z z z z z
¥ 0 ¥ 0 ¥
X(jW) = x( t) e - jWt dt = e 3t e - jWt dt + e -3t e - jWt dt = e( 3 - jW)t dt + e -( 3 + jW) t dt
-¥ -¥ 0 -¥ 0
=
LM e OP
( 3 - jW )t
0
+
LM e OP = LM e - e OP + LM- e + e OP
- (3 + jW) t
¥
0 -¥ -¥ 0
e¥ = 0 ; e0 = 1
N 3 - jW Q -¥ N - ( 3 + j W) Q N 3 - jW 3 - jW Q N 3 + jW 3 + jW Q
0
1 1 3 + jW + 3 - jW 6
= + = = 2 (a+b)(a-b) = a2-b2 j2 = -1
3 - jW 3 + jW 3 2 + W2 3 + W2
-3 t - t0 3 t + t0
Q 4.11 Determine the Fourier transform of x(t) using time shifting property, x(t) = e +e .
Solution
F e{ } = a 2+aW
-a t
2 2
l q {
X(jW) = F x(t) = F e
-3 t - t 0
+e
3 t +t0
}
By time shifting property,
= F {e } + F {e }
-3 t - t 0 3 t +t0
2
3´2 3´2 6
F e { -a t - t 0
}= a 2
+ W2
e - jWt 0
=
32 + W 2
´ e - jWt 0 + 2
3 + W2
´ e jWt 0 = 2
3 + W2
e - jWt 0 + e jWt 0 e j
e jq + e - jq
12 cos W t 0 cos q =
= 2
3 2 + W2
z x(t)
+¥
Q 4.12 For the signal shown in fig Q4.12. Find a) X(j0) b) X(jW ) dW . 2
-¥
Solution 1
z
+¥
a) X(j0) = x(t) dt = Area of the signal
1 0 1 2 3 t
-¥
1 Fig Q4.12.
= Area of rectangle Area of triangle = 4 ´ 2 - ´ 2 ´ 1 = 8 - 1 = 7
2
b) By definition of inverse Fourier transform,
z
+¥
1
x(t ) = X( jW) e jWt dW
2 p -¥
On letting t = 0 in the above equation we get,
e0 = 1
z
+¥
1
x(0) = X( jW) e 0 dW
2p -¥ from fig Q4.12 , x(0) = 2
z
+¥
\ X ( jW) dW = 2 p ´ x(0) = 2 p ´ 2 = 4 p
-¥
Q 4.13 Find energy in frequency domain for the signal shown in x(t)
fig Q4.13.1. 3
Solution 2
0 1 2 3 4 t
Fig Q4.13.1.
4. 85 Signals & Systems
The energy E in frequency domain is given by, x2(t)
9
z
+¥
1 2
E= X( jW) dW
2p -¥ 8
7
z
+¥
2
= x( t) dt Using Parsevals relation 6
-¥
a) Re{X(jW )} = 0 1
b) Im{X(jW )} = 0 0 1 2 3 4 t
z
+¥
Fig Q4.13.2.
c) X(jW ) dW = 0
-¥ x3(t) x4(t)
x1(t) x2(t)
t t
t
t
z
+¥
c) Given that X(jW) dW = 0
-¥
z
+¥
We know that, X(jW)dW = 2p x(0)
-¥
z
+¥
\ If x(0) = 0, then X(jW)dW = 0
-¥
z
+¥
Here the signals shown in fig b, c and d has x(0) = 0, and so they will satisfy the condition X(jW)dW = 0
-¥
Chapter 4 - Fourier Series and Fourier Transform of Continuous Time Signals 4. 86
Q 4.15 For the signal shown in fig Q4.15.1., find energy in frequency domain. x(t)
Solution 2
The square of the given signal is shown in fig Q4.15.2. 1
The energy E in frequency domain is given by,
z 3 t
+¥ 0
1 2
1 2
E= X( jW) dW
2p -¥ Fig Q4.15.1.
x(t)
z
+¥
2
= x( t ) dt Using Parsevals relation 4
-¥
3
= Area of x 2 (t ) = Area of triangle in fig Q4.15.2.
2
1
= ´ 2 ´ 4 = 4 joules 1
2
Q 4.16 The impulse response of a system in frequency domain is,
0 1 2 3 t
H(jW ) = + j ; W <0 Fig Q4.15.2.
= -j ; W >0
Find the response for the input, x(t) = cos t.
Solution
Given that, x(t) = cos t
l q l q
\ X( jW) = F x(t ) = F cos t = p d(W + 1) + d(W - 1)
\ X( jW) = p d(W + 1) ; W < 0
= p d(W - 1) ; W > 0
Let y(t) be response and h(t) be impulse response in time domain.
We know that, y(t) = x(t) * h(t)
On taking Fourier transform of above equation we get,
l
Y ( jW) = F x( t) * h(t) q
= X( jW) H( jW) Using convolution property
\ Y( jW) = j ´ p d(W + 1) ; W < 0 of Fourier transform
= - j ´ p d(W - 1) ; W > 0
p
\ Y( jW) = j p d(W + 1) - jp d(W - 1) = d(W - 1) - d(W + 1)
j
l q RST sinp (5t(-t -1)1) UVW = F RST sinp t5t UVW e-jW
H( jW) = F h( t) = F
Using time shifting property
= 1 ´ e - jW ; W < 5 = e - jW ; W < 5 F
RS sin W t UV = F RS W
0 0 sin W0 t UV
Similarly, X( jW) = e + jW ; W < 5
T pt W T p W0t W
= FS
RW 0
sin c W0 t
UV
We know that, Tp W
Response, y(t) = x(t) * h(t) .....(1) = 1 ; W < W0
4. 87 Signals & Systems
On taking Fourier transform of equation (1) we get,
l
Y(jW) = F x(t ) * h(t) = X ( jW) H( jW)q Using convolution property
jW - jW
=e e ; W <5 =1 ; W <5
5 5 sin 5t sin 5t
l
\ y( t) = F -1 Y(jW) = q p
sin c 5t =
p 5t
=
pt
1
Q 4.18 Find the inverse Fourier transform of, X(jW ) = . Using convolution property.
Solution
b4 + jW g 2
1 1 1
Let, X ( jW) = = ´ = X 1( jW) ´ X 2 ( jW)
b4 + jWg 2
4 + jW 4 + jW
1 1
where, X1( jW) = and X 2 ( jW) =
4 + jW 4 + jW
l
\ x1(t ) = F -1 X 1( jW) = F -1 q RS 1 UV = e -4t
u(t)
T 4 + jW W
x 2 (t ) = e -4t u(t)
By time convolution property,
z
+¥
x(t) = x1( t) * x 2 (t ) = x1( t) x1( t - t) dt
-¥
z
t
z
t
= e -4 t e -4( t - t) dt = e -4 t e -4 te 4 t dt
0 0
z
t
= e -4 t e -4 t + 4 t dt
0
z
t
= e -4 t dt = e -4 t T
0
t
0
= e -4 t t - 0 = t e -4 t ; t ³ 0 = t e -4 t u(t)
Using frequency
shifting property
Q 4.19 If x(t) and X(jW) are Fourier transform pair. Determine the Fourier transform of, x(t)sin W0 t.
Solution
m r |RS|
F x(t ) sin W0 t = F x( t)
|UV
e jW0 t - e - jW0 t 1
o 1
t
= F x( t) e jW0 t - F x( t) e - jW0 t o t
T 2j |W2j 2j
1 1 1
= X( W - W 0 ) - X( W + W 0 ) = X( W - W 0 ) - X( W + W 0 )
2j 2j 2j
Q 4.20 Determine the exponential Fourier series representation of the following signals.
a) x(t) = cos 4t + sin6t
b) x(t) = sin 2 t
Solution
a) x(t) = cos 4t + sin6t
e j4 t + e - j4 t e j6 t - e - j6 t 1 1 1 1
= + = - e - j6 t + e - j4 t + e j4 t + e j6 t
2 2j 2j 2 2 2j
b) x(t) = sin2 t
1 - cos2t 1 1 1 1 e j2t + e - j2t F I
=
2
= - cos2t = -
2 2 2 2 2 GH JK
1 1 j2t 1 - j2t 1 1 1
= - e - e = - e - j2t + - e j2t
2 4 4 4 2 4
Chapter 4 - Fourier Series and Fourier Transform of Continuous Time Signals 4. 88
4.18 MATLAB Programs
Program 4.1
Write a MATLAB program to find Fourier transform of the following
signals.
a) A b) u(t) c) Ae-tu(t) d) At e-btu(t) e) A cosW0t
%(a)
x = A;
disp((a) Fourier transform of A is);
X=fourier(x)
%(b)
x = heaviside(t); %heaviside(t) is unit step signal
disp((b) Fourier transform of u(t) is);
X=fourier(x)
%(c)
x = A*exp(-t)*heaviside(t);
disp((c) Fourier transform of A exp(-t) u(t) is);
X=fourier(x)
%(d)
x=A*t*exp(-b*t)*heaviside(t);
disp((d) Fourier transform of At exp(-b*t) u(t) is);
X=fourier(x)
%(e)
x=A*cos(o*t);
disp((e) Fourier transform of A cos(o*t) is);
X=fourier(x)
OUTPUT
(a) Fourier transform of A is
X =
2*i*pi*dirac(1,w)
(b) Fourier transform of u(t) is
X =
pi*dirac(w)-i/w
(c) Fourier transform of A exp(-t) u(t) is
X =
A/(1+i*w)
(d) Fourier transform of At exp(-b*t) u(t) is
X =
A/(b+i*w)^2
(e) Fourier transform of A cos(o*t) is
X =
A*pi*(dirac(w-o)+dirac(w+o))
4. 89 Signals & Systems
Program 4.2
Write a MATLAB program to find inverse Fourier transform of the following
frequency domain signals.
Ap
a) X1 ( jW) = Ap[d (W - W 0 ) + d (W + W 0 )] b) X 2 ( jW) = d (W - W 0 ) - d (W + W 0 )
j
A 3( jW) + 14
c) X 3 ( jW) = d) X 4 (jW) =
1 + jW ( jW) 2 + 7( jW) + 12
%(a)
X1=A*pi*(dirac(w-o)+dirac(w+o));
disp((a) Inverse Fourier transform of X1 is);
x1=ifourier(X1,t)
%(b)
X2=A*pi*(dirac(w-o)-dirac(w+o))/i;
disp((b) Inverse Fourier transform of X2 is);
x2=ifourier(X2,t)
%(c)
X3=A/(1+i*w);
disp((c) Inverse Fourier transform of X3 is);
x3=ifourier(X3,t)
%(d)
X4=(3*w+14)/(w^2+7*w+12);
disp((d) Inverse Fourier transform of X4 is);
x4=ifourier(X4,t)
OUTPUT
(a) Inverse Fourier transform of X1 is
x1 =
A*cos(o*t)
(b) Inverse Fourier transform of X2 is
x2 =
A*sin(o*t)
(c) Inverse Fourier transform of X3 is
x3 =
A*exp(-t)*heaviside(t)
(d) Inverse Fourier transform of X4 is
x4 =
1/2*i*(2*heaviside(t)-1)*(-2*exp(-4*i*t)+5*exp(-3*i*t))
Program 4.3
Write a MATLAB program to determine response of LTI system whose
impulse response is h(t)= 2e -3tu(t) for the input is x(t)=2e-5tu(t),using
Fourier transform.
% Program to find the response of LTI system using Fourier transform
syms t real;
h=2*exp(-3*t).*heaviside(t);
x=2*exp(-5*t).*heaviside(t);
Chapter 4 - Fourier Series and Fourier Transform of Continuous Time Signals 4. 90
disp(Fourier transform of the impulse response is);
H=fourier(h)
Y=H*X;
disp(The response of the given system is);
y_res=ifourier(Y,t)
OUTPUT
Fourier transform of the impulse response is
H =
2/(3+i*w)
Fourier transform of the input is
X =
2/(5+i*w)
The response of the given system is
y_res =
2*heaviside(t)*(exp(-3*t)-exp(-5*t))
Program 4.4
Write a MATLAB program to perform convolution of signals,x1(t)= e-2tu(t)
and x2(t)=e-6tu(t),using Fourier transform.
syms t real;
x1=exp(-2*t).*heaviside(t); %heaviside(t) is unit step signal
x2=exp(-6*t).*heaviside(t);
OUTPUT
Fourier transform of x1(t) is
X1 =
1/(2+i*w)
Fourier transform of x2(t) is
X2 =
1/(6+i*w)
Let x3 be convolution of x1(t) and x2(t).
x3 =
1/4*heaviside(t)*(exp(-2*t)-exp(-6*t))
Program 4.5
Write a MATLAB program to reconstruct the following periodic signal
represented by its Fourier series, by considering only 3,5 and 59 terms.
¥
1 2
x(t) =
2
+ åb
n=1
n sin nW 0 t ; b n =
pn
; W 0 = 2 pF; F = 1.
4. 91 Signals & Systems
% Program to reconstruct periodic square pulse signal using
% pa r tia l sum o f fo ur ier ser ies
syms t real;
t=-1:.002:1;
omega_o=2*pi;
for k=1:N
n=[];
n=[1:2:n_har(k)];
b_n=2 . /(pi*n);
L_n=leng th(n);
x=0.5+b_n*sin(omega_o*n*t);
subplot(N,1,k),plot(t,x),xlabel(t),ylabel(recons signal);
axis( [-1 1 -0.5 1.5]);
text(.55, 1.0,[no. of har. =,num2str(n_har(k))]);
end
OUTPUT
Enter number of signals to reconstruct 3
Enter no. of harmonics in each signal as array [3 5 59]
Fig P4.5 : Reconstructed signals using only 3, 5 and 59 terms of Fourier series.
Chapter 4 - Fourier Series and Fourier Transform of Continuous Time Signals 4. 92
4.19 Exercises
I. Fill in the blanks with appropriate words
1. In Fourier series representation of a signal, if W0 is the fundamental frequency then nW0 are called _________
frequencies.
2. Fourier series is useful for frequency domain analysis of __________ signals.
3. The plot of magnitude of Fourier coefficient cn with respect to "n" is called__________.
4. For a signal x(t), the condition to be satisfied for half wave symmetry is__________.
5. For a signal x(t), the condition to be satisfied for quarter wave symmetry is__________ and __________.
6. If x(t) and X(jW) are Fourier transform pair then magnitude of X(jW) is called__________.
7. If x(t) and X(jW) are Fourier transform pair then phase of X(jW) is called__________.
8. The ratio of Fourier transform of output and input of a system is called__________.
9. The Fourier transform of impulse response will be equal to__________.
10. If x(t) is real and odd, then X(jW) will be__________.
11. Fourier transform of periodic continuous time signal consists of __________ located at __________
frequencies of the signal.
12. Fourier transform is evalution of Laplace transform along the __________ axis in s-plane.
Answers
1. harmonic 2. periodic 3. magnitude line spectrum
4. x(t ± T/2) = x(t), 5. x(t ± T/2) = x(t); 6. magnitude spectrum
x(t) = ± x(t)
7. phase spectrum 8. transfer function 9. transfer function
10. imaginary and odd 11. impulses, harmonic 12. imaginary
T
¥
2 2
c) a n = z
T -T
x ( t ) sin nW0 t dt
2
d) a n =
2
T0 z
x( t ) cosnW 0 t dt
a) 2 / W b) 2 / jW c) 2 / (jW) 2 d) - 2 / jW
6. Fourier series of any periodic signal x(t) can only be obtained if,
a) finite number of discontinuities within finite time interval, T.
b) finite number of positive and negative maxima in the period, T.
c) well defined at infinite number of points.
d) both (a) and (b).
7. The inverse Fourier Transform of X(jW) is defined as,
¥ -¥ ¥ ¥
1 1 1 1
a)
2p 0 z
X ( jW) e jWt dW b) z
2p +¥
X ( jW) e - jWt dt c)
2p -¥z
X ( jW) e jWt dW d) z
2p 0
X ( jW) e - jWt dW
8. The frequency convolution property of Fourier transform says that, F x1 (t) x 2 (t) l q is given by,
l = +¥
1
a) X1(jW) X2(jW) b) z b
X1 ( jl ) X 2 j( W - l ) dt
2p l = -¥
g
¥ ¥
c)
1
2p z
-¥
X1 ( jW) X 2 ( jW) dW d)
1
2p z
-¥
X1 ( jW)
2 2
X 2 ( jW) dW
12. If the signal x(t) has odd and half wave symmetry, then, the Fourier series will have only,
a) odd harmonics of sine terms. b) constant term and odd harmonics of cosine terms.
c) even harmonics of sine terms d) odd harmonics of cosine terms.
FG
13. Differentiation of signum function is, i.e.,
d
sgn(t)
IJ
H dt K
1
a) 2d( t ) b) d (t) c) d( t ) d) 2 u(t)
2
14. Fourier transform of cosW0 t is,
a) X(W W0) + X(W + W0) b) p[d(W W0) + d(W + W0)]
1 1 p
c) X ( W - W 0 ) + X ( W + W0 ) d) X ( W - W 0 ) + X ( W + W0 )
2 2 2
15. The Fourier transform of x(t) exists only if,
¥ +¥ +¥ +¥
a) z
0
x ( t ) dt < ¥ b) z
-¥
x( t ) dt > 0 c) z
-¥
x ( t ) e jWt dt < ¥ d) z
-¥
x ( t ) dt < ¥
R|1 t < T 1
17. A periodic signal x(t) of period T0 is given by, x(t) = S|0 T < t < T . The constant component of x(t) is
0
T 2T 2
1
T0 T1 1 T1
a) b) c) d)
T1 T0 T0 2T0
18. For two periodic waveforms, square and triangular, the magnitude of the nth Fourier series coefficients,
for n > 0, are respectively proportional to,
19. When the waveform has parabolic structure/wiggles, the magnitude of higher harmonics,
a) increases rapidly b) decreases more rapidly
c) remain same d) become zero
20. The initial value of a continuous time signal in frequency domain is,
¥ ¥ ¥ ¥
1 1
z
a) X(0) = x ( t ) dt
0
b) X(0) = z
2p -¥
x ( jW) dt c) X(0) = z
2p -¥
x ( t ) dW z
d) X(0) = x ( t ) dt
-¥
4. 95 Signals & Systems
21. Which of the following cannot be the Fourier series expansion of a periodic signal?
a) x(t) = 2 cost + 3 cos3t b) x(t) = 2 cospt + 7 cost
c) x(t) = cost + 0.5 d) x(t) = 2 cos1.5pt + sin 3.5pt
22. Let Cn be a Fourier coefficient in exponential form. It is given that, Cn = 2 + j7 then Cn is,
a) 2 j7 b) 2 j7 c) 2 + j7 d) 2 + j7
d
23. The Fourier transform of a function x(t) is X(jW). Then, the Fourier transform of x(t) will be,
dx
dX(W) X ( W)
a) b) j2 p W X( W) c) jW X(jW) d)
dF jW
-t 2 2
24. If Fourier transform of the signal e is then, the Fourier transform of the signal , using
1 + W2 1 + t2
duality property is,
a) 2 p e jW b) 2 p e - jW c) 2p ( - jW) d) 2p ( jW)
31. If Fourier transform of x(t) is X(W) then Fourier transform of e - jW0 t x(t) is,
X( W)
a) b) X( W - W0 ) c) X( W + W 0 ) d) W 0 X(W )
W0
32. If a signal x(t) is differentiated m times to produce an impulse then its Fourier coefficients will be
proportional to,
1 1
a) nm b) m-1 c) nm 1 d) m
n n
Chapter 4 - Fourier Series and Fourier Transform of Continuous Time Signals 4. 96
2a d2
33. If Fourier transform of x(t) is 2 2 , then Fourier transform of x(t) is,
a +W dt 2
-2 a W 2 4a 2 2 aW a 2 + W2
a) b) c) d)
a 2 + W2 (a + W2 ) 2
2
( a + W2 ) 2
2
2a
-4 t - t0
34. The Fourier transform of the signal x(t) = e is,
a)
FG 4 IJ
e - jWt 0 b)
-4
e - jWt 0 c)
8
e - jWt 0 d)
-8
e - jWt 0
H4 2
+ W2 K 4 + W2
2
4 + W2
2
4 + W2
2
+¥
10
a) 10 b) 10p c) 5p d)
p
Answers
1. b 6. d 11. b 16. b 21. b 26. c 31. b
2. b 7. c 12. a 17. c 22. b 27. b 32. d
3. b 8. b 13. a 18. c 23. c 28. d 33. a
4. c 9. a 14. b 19. b 24. b 29. a 34. c
5. a 10. b 15. d 20. d 25. a 30. c 35. b
Fig E4.2.
E 4.2 Determine the trigonometric Fourier series representation of the signal shown in fig E4.2.
E 4.3 Determine the exponential Fourier series representation of the signal shown in fig E4.3 and hence obtain
the trigonometric Fourier series.
x(t)
A x(t)
A
0 T 2T 3T t
0 T T t Fig E4.4.
Fig E4.3. 2
E 4.4 Determine the exponential Fourier series representation of the signal shown in fig E4.4 and hence
obtain the trigonometric Fourier series.
E 4.5 Determine the exponential Fourier series representation of the signal shown in fig E4.5.
x(t)
1 et
3 2 1 0 1 2 3 t
Fig E4.5.
E 4.6 Find the Fourier transform of the time domain signals given below.
i) x(t) = t sinW0t ; t = 0 to + ¥
ii) x(t) = t cos W0t ; t = 0 to + ¥
E 4.7 Determine the Fourier transform of the rectangular pulse shown in fig E4.7.
E 4.8 Determine the Fourier transform of the triangular pulse shown in fig E4.8.
x(t) x(t)
x(t)
A A
A T
T t
0 T T t A
0 T t 2
Fig E4.7. Fig E4.8. Fig E4.9.
E 4.9 Determine the Fourier transform of the signal shown in fig E4.9.
E 4.10 Determine Fourier transform of the periodic signal shown in fig E4.10.
Chapter 4 - Fourier Series and Fourier Transform of Continuous Time Signals 4. 98
x(t)
A
-T a 0 a T t
2 2
Fig E4.10.
Answers
E4.1 x(t) =
A 2A
- 2
FG cos W t + 0 cos 3W 0 t
+
cos 5W 0 t
+..... +
A IJ FG sin W t - 0 sin 2W 0 t
+
sin 3W 0 t IJ
.....
4 p H 1 2
32 52 p K H 1 2 3 K
E4.2 x(t) =
FG cos W t + cos 3W t + cos 5W t +.........IJ
8A 0 0 0
p2H 1 2
3 2
5 K 2
A F
G .......- e 3 - e 2 - e 1 + jp + e 1 + e 2 + e 3 +.......IJK
- j3W 0 t - j2 W 0 t - jW 0 t jW0 t j2 W 0 t j3 W 0 t
E4.3 x(t) =
j2 p H
A A F sin W t sin 2W t sin 3W t I
x(t) = +
2 p H 1
G + 0
2
+
3
+....J
K
0 0
A F e - j5W 0 t
e e - j3 W 0 t
jp e e - jW 0 t
e I jW 0 t j3 W 0 t j5 W 0 t
E4.4 x(t) =
jp H
G .....-
5
-
3
-
1
+ +
2 1
+
3
+
5
+.....J
K
A 2 A F sin W t sin 3W t sin 5W t I
x(t) =
2
+
p H 1
G + 0
3
+
5
+....J
K
0 0
i LMN......+ 1e- j6p + 1e- j4p + 1e- j2 p + 1 + 1e+ j2 p + 1e+ j4 p + 1e+ j6p +....OPQ
- j3 W 0 t - j2 W 0 t - jW 0 t jW 0 t j2 W 0 t j3 W 0 t
d
E4.5 x(t) = 1 - e -1
-2WW 0 W02 - W 2
E4.6 i) X(jW) = ii) X(jW) =
( W2 + W 20 ) 2 ( W 02 + W2 ) 2
A
E4.7 X(j W) = (1 - e - jWT )
jW
2A
E4.8 X(jW) = ( 2 e- jWT /2 - e - jWT - 1)
TW 2
The state equations can be formed by taking first derivative of state variables as function of state
variables and inputs. Therefore, the N-state variables can be expressed as N-number of first order differential
equations as shown below.
LMq& ( t) OP LM a a a ...OP
1 11 12 13 LMq (t) OP LM b b b ...OP
1 11 12 13 LM x (t) OP
1
....(5.1)
B B B B B
& (t)
Q A Q( t ) B X( t )
where, A = System Matrix
B = Input Matrix
Q(t) = State Vector
X(t) = Input Vector
Therefore, the Matrix form of the state equation can be written as shown in equation (5.2).
Q& (t) = A Q(t) + B X(t) ....(5.2)
5. 3 Signals & Systems
Output Equations
The output equations can be formed by taking the outputs as function of state variables and inputs.
Therefore, the P-outputs can be expressed as shown below.
y1 (t) = F q1 ( t ), q 2 ( t ), q 3 ( t ), ....., q N ( t ), x1 (t ), x2 (t ), x 3 (t ), ....., x M (t )
y 2 (t) = F q1 ( t ), q 2 ( t ), q 3 ( t ), ....., q N (t ), x1 (t ), x 2 (t ), x 3 ( t ), ....., x M (t )
y 3 (t) = F q1 ( t ), q 2 ( t ), q 3 ( t ), ....., q N ( t ), x1 (t ), x2 (t ), x3 (t ), ....., x M (t )
M
M
y P (t) = F q1 ( t ), q 2 ( t ), q 3 ( t ), ....., q N ( t ), x1 (t ), x2 ( t ), x3 (t ), ....., x M (t )
Mathematically, the above functional form of the outputs can be expressed as shown below.
y1 (t) = c11 q 1 ( t ) + c12 q 2 ( t ) + c13 q 3 ( t ) + ..... + c1N q N ( t )
+ d11 x1 ( t ) + d12 x2 ( t ) + d13 x3 ( t ) + ..... + d1M xM ( t )
y 2 (t) = c21 q1 ( t ) + c 22 q 2 ( t ) + c23 q 3 ( t ) + ..... + c2 N q N ( t )
+ d 21 x1 ( t ) + d 22 x2 ( t ) + d 23 x3 ( t ) + ..... + d 2 M x M ( t )
y 3 (t) = c 31 q1 ( t ) + c 32 q 2 ( t ) + c 33 q 3 ( t ) + ..... + c 3N q N ( t )
+ d 31 x1 ( t ) + d 32 x2 ( t ) + d 33 x3 ( t ) + ..... + d3M xM ( t )
M
M
y P (t) = c P1 q 1 ( t ) + c P 2 q 2 ( t ) + c P 3 q 3 ( t ) + ..... + c PN q N ( t )
+ d P1 x1 ( t ) + d P 2 x2 ( t ) + d P 3 x3 ( t ) + ..... + d PM x M ( t )
The above equations are called output equations and can be expressed in the matrix form as
shown in equation (5.3).
LM y (t) OP LMc
1 c12 c13 ......
11 OP LMq (t) OP LMd
1 11 OP
d 12 d 13 ...... LM x (t) OP
1
....(5.3)
B B B B B
Y( t ) C Q( t ) D X( t )
where, C = Output Matrix ; D = Transmission Matrix
Q(t) = State Vector ; X(t) = Input Vector
Therefore the Matrix form of output equation can be written as shown in equation (5.4).
Y ( t ) = C Q( t ) + D X ( t ) ....(5.4)
State Model
The state model of a continuous time system is given by state equations and output equations.
State equations : & (t) = A Q(t) + B X(t)
Q
Output equations : Y ( t ) = C Q ( t ) + D X( t )
Chapter 5 - State Space Analysis of Continuous Time Systems 5. 4
5.3 State Model of a Continuous Time System from Direct Form-II Structure
Consider the equation of a 3rd order continuous time LTI system,
d3 d2 d d3 d2
3
y(t) + a1 2 y(t) + a 2 y(t) + a 3 y(t) = b0 3 x( t ) + b1 2 x( t )
dt dt dt dt dt
d
+ b2 x( t ) + b3 x( t )
dt
The direct form-II structure of the system described by the above equation is shown in fig 5.2.
b q& (t)
0
X(s) + b0 3
+ Y(s)
x(t) q& 3 (t) y(t)
1
s
a1 q3(t) q3(t) b1 q3(t)
+ a 1 b1 +
q& 2 (t)
11 s
s
a2 q2(t) q2(t) b2 q2(t)
+ a 2 b2 +
q& 1 (t)
11 s
s
a3 q1(t) q1(t) Q1(s) b3 q1(t)
a 3 b3
In a state model of a system, the choice of the number of state variables is equal to the number of
integrators. The direct form-II structure shown in fig 5.2 has one input x(t), one output y(t) and three
integrators, and so let us choose three state variables. Let, q1(t), q2(t) and q3(t) be the three state variables.
Assign state variables at the output of every integrator. Hence the first derivative of a state variable will be
available at the input of the integrator.
State Equations
The state equations are formed by equating the sum of incoming signals of the integrator to first
derivative of the state variable, as shown below.
q& 1 (t) = q 2 ( t ) U|
q& 2 (t) = q 3 ( t ) V|
State equations
q& 3 (t) = - a 3 q 1 ( t ) - a 2 q 2 ( t ) - a1 q 3 ( t ) + x( t ) W
E
q& 1 (t) = 0 ´ q1 ( t ) + 1 ´ q 2 ( t ) + 0 ´ q 3 ( t ) + 0 ´ x( t ) U|
q& 2 (t) = 0 ´ q1 ( t ) + 0 ´ q 2 ( t ) + 1 ´ q 3 ( t ) + 0 ´ x t State equations b gV
q& 3 (t) = -a 3 ´ q 1 ( t ) - a 2 ´ q 2 ( t ) - a1 ´ q 3 ( t ) + 1 ´ x( t ) |W
5. 5 Signals & Systems
On arranging the state equations in the matrix form we get,
LMq& (t) OP LM 0
1 1 OP LMq (t) OP LM0OP
0 1
MMq& (t)PP = MM 0
2 0 1 P Mq ( t ) P + M0P
2 x( t )
Nq& (t)Q N-a
3 3 - a -a PQ MNq ( t ) PQ
2 1 3
MN1PQ
BA B
B
Output Equations
The output equation y(t) is formed by equating the incoming signals of output node / summing
point to y(t) as shown below.
y( t ) = b 0 q& 3 ( t ) + b 3 q 1 ( t ) + b 2 q 2 ( t ) + b1 q 3 ( t )
y( t ) = b 0 -a 3 q 1 ( t ) - a 2 q 2 ( t ) - a 1 q 3 ( t ) + x( t ) + b 3 q1 ( t ) + b2 q 2 ( t ) + b1 q 3 ( t )
= (b3 - b 0 a 3 ) q1 ( t ) + ( b 2 - b 0 a 2 ) q 2 ( t ) + (b1 - b0 a1 ) q 3 ( t ) + b0 x( t )
LMq (t) OP
1
y ( t ) = b 3 - b 0 a 3 b 2 - b 0 a 2 b1 - b 0 a 1 MMq (t)PP +
2 b0 x( t )
Nq ( t ) Q
3
B B
C D
State Model
State model of a continuous time system is given by state equations and output equations.
MMq& (t)PP = MM 0
2 0 1 P Mq (t)P + M0P
2 x(t)
Nq& (t)Q N-a
3 3 -a 2 -a PQ MNq (t) PQ
1 3
MN1PQ
Output equations : Y (t) = C Q (t) + D X (t)
E
LMq (t) OP
1
d i
\ d e - At Q(t) = e - At B X(t) dt
e - At Q(t) = z
0
e - At B X(t ) dt + Q(0)
Q(0) is initial condition vector
t = Dummy variable substituted for t
On premultiplying the above equation by eAt we get,
t
e At e - At Q(t) = e At Q(0) + e At
t
z0
e - At B X(t ) dt
\ Q(t) = e At Q(0) + e At
t
z0
e - At B X( t ) dt e At e - At = e At - At = e 0 = I = Unit matrix
= e At Q(0) + z
t
0
e At e - At B X( t) dt
e At is independent of
integral variable t.
= e At Q(0) + z0
e A( t - t ) B X( t) dt
t
At
Q(t) = e1
42 (0)
3 +
Q4
Solution due to
initial condition
z e A( t - t ) B X( t) dt
0 44424443
1 .....(5.10)
Solution due to input
The equation (5.10) is the time domain solution of state equations of the continuous time system.
Here, the matrix eAt is called state transition matrix of continuous time system.
Solution of State Equations using Laplace Transform
Consider the state equation of the continuous time system.
& (t) = A Q (t) + B X(t)
Q
On taking Laplace transform of the above equation we get,
The equation (5.12) is the time domain solution of state equations of the continuous time system.
On comparing equations (5.10) and (5.12) we get,
n
State Transition Matrix, e At = L-1 (sI - A) -1 s ......(5.13)
The equation (5.13) is used to compute state transition matrix via Laplace transform.
Response of Continuous Time System
The response,Y(t) of continuous time system can be computed by substituting the solution of state
equations Q(t), from equation (5.10) or (5.12), in the output equation shown below.
Response of continuous time system, Y(t) = C Q(t) + D X(t) ......(5.14)
The response, when there is no input is called zero-input response, Yzi(t) and this can be obtained
from equations (5.12) and (5.14) by taking X(t) and X(s) as zero. The zero-input response is due to initial
conditions.
Zero-input response , Yzi(t) = C Q(t) ......(5.15)
where, Q(t) = L
-1
lQ(s)q = L n(sI - A) s Q(0)
-1 -1
The response, when there is no initial conditions is called zero-state response, Yzs(t) and this can be
obtained from equations (5.12) and (5.14) by taking Q(0) as zero. The zero-state response is due to
input.
Zero-state response , Yzs(t) = C Q(t) + D X(t) ......(5.16)
where, Q(t) = L -1
lQ(s)q = L n(sI - A)
-1 -1
s
B X(s)
1
s
2 q2(t) q2(t) 1.5 q 2(t)
+ 2 1.5 +
q& (t)
1
1
s
0.5 q1(t) q1(t) Q1(s) 2 q1(t)
0.5 2
MMq& (t)PP
2 = MM 0 0 1 P Mq (t)P + MM0PP
2 x( t)
Nq& (t)Q
3 N-0.5 2 -3PQ MNq ( t)PQ
3 N1Q
Output Equations
Output equation y(t) is formed by equating incoming signals of output node / summing point to y(t) as shown below.
y(t) = 4 q& 3 (t ) + 2 q1(t) + 1.5 q2 (t) + 2.5 q3 (t)
On substituting for q& 3 (t ) from state equation we get,
MMq& (t)PP
2 = MM 0 0 1 P Mq (t)P + MM0PP
2 x(t )
Nq& (t)Q
3 N-0.5 2 -3PQ MNq (t )PQ
3 N1Q
Chapter 5 - State Space Analysis of Continuous Time Systems 5. 10
Output equations : Y(t) = C Q(t) + D X(t)
E
LM q (t) OP
1
y(t ) = 0 9.5 - 9.5 MMq (t)PP +
2 4 x(t )
Nq (t)Q
3
Example 5.2
The transfer function of a continuous time system is given by,
. s3 + 2 s2 + 3 s + 2
15
H(s) =
s3 + 3 s2 + 2 s + 4
Determine the state model of the continuous time system.
Solution
. s 3 + 2 s2 + 3 s + 2
15
Given that, H(s) =
s3 + 3 s2 + 2 s + 4
On dividing the numerator and denominator by s3 we get,
1 1 1
15
. + 2 + 3 2 + 2 3
H(s) = s s s
1 1 1
1+ 3 + 2 2 + 4 3
s s s
1 1 1
15
. + 2 + 3 2 + 2 3
Y(s) s s s
Let, H(s) = =
X(s) 1 1 1
1+ 3 + 2 2 + 4 3
s s s
On cross multiplication we get,
Y(s) Y(s) Y(s) X(s) X(s) X(s)
Y (s) + 3 + 2 + 4 . X(s) + 2
= 15 + 3 + 2
s s2 s3 s s2 s3
Y(s) Y (s) Y(s) X(s) X(s) X(s)
\ Y (s) = - 3 - 2 - 4 . X(s) + 2
+ 15 + 3 + 2
s s2 s3 s s2 s3
The direct form-II structure of the continuous time system described by the above equation is shown in fig 1.
The choice of number of state variables is equal to the number of integrators. The direct form-II structure has one
input x(t), one output y(t) and three integrators, and so let us choose three state variables. Let, q1(t), q2(t) and q3(t) be the
three state variables. Assign state variables at the output of every integrator. Hence the first derivative of state variable will
be available at the input of integrator.
1.5 q& 3 (t)
X(s) + 1.5 + Y(s)
x(t) y(t)
q& 3 (t)
1
s
3 q3(t) q3(t) 2 q3(t)
+ 3 2 +
q& (t)
2
1
s
2 q2(t) q2(t) 3 q2(t)
+ 2 3 +
q& (t)
1
1
s
4 q1(t) q1(t) Q1(s) 2 q1(t)
4 2
q& 1( t) = q2 (t )
q& 2 ( t) = q3 (t )
q& 3 ( t) = - 4 q1( t) - 2 q2 ( t) - 3 q3 ( t) + x(t )
LM q& (t) OP
1 LM 0 1 OP LM q (t) OP LM0OP
0 1
MMq& (t)PP =
2 MM 0 0 PP MMq (t)PP + MM0PP
1 2 x( t)
Nq& (t)Q
3 N- 4 -2 -3Q Nq (t )Q 3 N1Q
Output Equations
Output equation y(t) is formed by equating incoming signals of output node / summing point to y(t) as shown below.
y(t) = 15
. q& 3 ( t) + 2 q1(t) + 3 q2 (t) + 2 q3 (t)
y( t) = 15
. -4 q1(t ) - 2 q2 (t ) - 3 q3 (t ) + x( t) + 2 q1( t) + 3 q2 (t ) + 2 q3 ( t)
= - 6 q1( t) - 3 q2 ( t) - 4.5 q3 ( t) + 15
. x(t ) + 2 q1( t) + 3 q2 (t ) + 2 q3 ( t )
= - 4 q1(t ) - 2.5 q3 ( t) + 15
. x(t )
LM q (t)OP
1
State Model
State model of a continuous time system is given by state equations and output equations.
MMq& (t)PP = MM 0
2 0 PP MMq (t)PP + MM0PP
1 2 x(t )
Nq (t)Q
3
Chapter 5 - State Space Analysis of Continuous Time Systems 5. 12
Example 5.3
The state space representation of a continuous time system is given by,
A =
LM2 -1OP ; B =
LM1OP ; C = 1 3 ; D = 3
N3 1 Q N2Q
Derive the transfer function of the continuous time system. Let, P be a square matrix.
Solution Transpose of Cofactor Matrix of P
Now, P -1 =
Deter min ant of P
Transfer function of a continuous time system is given by, If, P is a square matrix of size 2 ´ 2, then its cofactor
matrix is obtained by interchanging the elements of
Y (s) main diagonal and changing the sign of other two
= C (sI - A)-1 B + D
X(s) elements as shown in the following example.
LMp 11 p12 OP
sI - A = s M
L1 0OP - LM2 -1OP P =
Np 21 p 22 Q
MN0 1PQ MN3 1PQ 1 p 22 LM -p12 OP
L 0OP - LM2 -1OP = LMs - 2
s OP
1 \ P -1 = ´
= M
MN0 sPQ MN3 1 PQ MN -3 s - 1PQ
p11 p12 -p 21 N p11 Q
p 21 p 22
(sI - A)-1 =
1 LMs - 1 -1 O
P = 1 s - 1 -1 LM OP
s-2 1 MN 3 s - 2PQ (s - 2) (s - 1) - ( -3) ´ 1 3 s-2 MN PQ
-3 s -1
s - 1 -1LM OP LM s - 1 -1 OP
1 2
s 2 - 3s + 5
= 2
s - 3s + 5 3 s-2MN PQ = MM s - 3s
3
+5
s - 2
PP
MN
s 2 - 3s + 5 s 2 - 3s + 5 PQ
Y (s)
\ = C (sI - A )-1 B + D
X(s)
LM s - 1 -1 OP 1
PP LMN2OPQ +
2
s 2 - 3s + 5
= 1 3 MM s - 33s + 5 s-2
3
MN
s 2 - 3s + 5 s 2 - 3s + 5 PQ
=
LM s - 1 + 9 -1 + 3(s - 2) OP LM1OP + 3 =
LM s - 1 + 9 +
2(-1 + 3(s - 2)) OP + 3
2
N s - 3s + 5 s 2 - 3s + 5 Q MN2PQ 2
N s - 3s + 5 s2 - 3s + 5 Q
s - 1 + 9 + 2( -1 + 3(s - 2)) + 3(s 2 - 3s + 5)
=
s 2 - 3s + 5
s - 1 + 9 - 2 + 6s - 12 + 3s 2 - 9s + 15 3s 2 - 2s + 9
= =
s 2 - 3s + 5 s2 - 3s + 5
Example 5.4
Find the state transition matrix for the continuous time system parameter matrix, A =
LM-3 0 OP
N0 -2 Q
Solution
n
The state transition matrix, e At = L-1 (s I - A )-1 s
LM1 0OP LM-3 0O Ls 0O L-3 0 OP = LMs + 3 0 OP
-2PQ
= M
s PQ
sI - A = s - - M
N0 1Q N0 N0 N0 -2 Q N0 s+2 Q
5. 13 Signals & Systems
(sI - A)-1 =
1 LMs + 2 0 OP Let, P be a square matrix.
s+3 0 N0 s+3 Q Now, P -1 =
Transpose of Cofactor Matrix of P
0 s+2 Deter min ant of P
=
1 s+ 2 0 LM OP If, P is a square matrix of size 2 ´ 2, then its
cofactor matrix is obtained by interchanging the
(s + 3) (s + 2) 0 s+3 N Q elements of main diagonal and changing the sign
LM 1 0
OP of other two elements as shown in the following
example.
= MM s + 3 1 P
P p11 p12LM OP
MN 0 s + 2 PQ P =
N
p 21 p 22 Q
R|L 1 0 OU| \ P -1 =
1 p 22 LM -p12 OP
S|MMM s + 3 1 PPPV|
´
n s
e At = L-1 (s I - A)-1 = L-1 p11 p12 -p 21 N p11 Q
p 21 p 22
|TMN 0 s + 2 PQ|W
LML RS 1 UV 0 OP
-1
L q (0) OP = LM1OP
Compute the solution of state equation by assuming the initial state vector as, M
1
Solution
n s
Q(t) = L-1 (sI - A)-1 Q(0) + L-1 (sI - A )-1 B X(s) n s
Here X(s) = 0, (because there is no input). Let, P be a square matrix.
Transpose of Cofactor Matrix of P
n
\ Q(t) = L-1 (sI - A )-1 Q(0) s Now, P -1 =
Deter min ant of P
sI - A = s M
L1 0OP - LM1 0OP If, P is a square matrix of size 2 ´ 2, then its
cofactor matrix is obtained by interchanging the
MN0 1PQ MN1 1PQ elements of main diagonal and changing the sign
Ls 0OP - LM1 0OP = LMs - 1 0 OP
= M
of other two elements as shown in the following
example.
MN0 sPQ MN1 1PQ MN -1 s - 1PQ p11 p12 LM OP
P =
-1
(sI - A) =
1 LMs - 1 0 OP p 21 p 22 N Q
s -1 0 N 1 s - 1Q 1 p 22 LM -p12 OP
-1 s -1 \ P -1 = ´
1 LMs - 1 0 OP
p11 p12 -p 21 N p11 Q
= p 21 p 22
(s - 1)2 N1 s -1 Q
LM 1 0
OP
= MM s -1 1 1 P
P
MN (s - 1)2
s - 1PQ
Chapter 5 - State Space Analysis of Continuous Time Systems 5. 14
LM L RS 1 UV OP
-1
L O t
Q( t) = L -1
lQ(s)q = MM R T s -1 1WUPP = MMe u(t) PP t
MNL ST (s - 1) VWPQ Nt e u(t)Q
-1
2
Example 5.6
The state model of a continuous time system is given by,
A =
LM2 0OP ; B =
LM1OP ; C = 1 3 ; D = 3
N3 1Q N2Q
Find the response of the system for unit step input. Assume zero initial condition.
Solution
The response, Y(t) = C Q(t) + D X(t)
-1 -1
n -1 -1
where, Q(t) = L (sI - A) Q(0) + L (sI - A ) B X(s) s n s
Here Q(0) = 0, (because initial conditions are zero).
n
\ Q(t) = L-1 (sI - A)-1 B X(s) s
L1 0OP
sI - A = s M -
LM2 0OP = LMs 0OP - LM2 0OP = LMs - 2 0 OP
MN0 1PQ MN3 1PQ MN0 sPQ MN3 1PQ MN -3 s - 1PQ
(sI - A )-1 =
1 LMs - 1 0 OP Let, P be a square matrix.
s-2 0 MN 3 s - 2PQ Now, P =
Transpose of Cofactor Matrix of P
-1
LM s -1 2 OP LM 1 OP
L 1O
= MM 3 + 2 (s - 2) PP MN s PQ = MM s(s2s -- 2)1 PP
MN(s - 1) (s - 2) PQ MN s(s - 1) (s - 2) PQ
5. 15 Signals & Systems
LM 1 OP LM L RS 1 UV OP
-1
l q
Q(t) = L-1 Q(s) = L-1 MM s2s(s -- 12) PP = MM T s (s - 2) W PP
MN s(s - 1) (s - 2) PQ MML RS s(s -2s1) -(s1- 2) UVPP
-1
N T WQ
1 k k2
Let, = 1 +
s(s - 2) s s - 2
1 1 1
where, k1 = ´ s = = -
s(s - 2) s=0
0-2 2
1 1
k2 = ´ (s - 2) =
s(s - 2) s=2
2
1 1 1 1 1
\ = - +
s(s - 2) 2 s 2 s-2
2s - 1 k k2 k3
Let, = 1 + +
s(s - 1) (s - 2) s s - 1 s-2
2s - 1 0 - 1 1
where, k 1 = ´ s = = -
s(s - 1) (s - 2) s=0
(0 - 1) (0 - 2) 2
2s - 1 2 ´ 1 - 1
k2 = ´ (s - 1) = = -1
s(s - 1) (s - 2) s =1
1 ´ (1 - 2)
2s - 1 2 ´ 2 - 1 3
k3 = ´ (s - 2) = =
s(s - 1) (s - 2) s=2
2 ´ (2 - 1) 2
2s - 1 1 1 1 3 1
\ = - - +
s(s - 1) (s - 2) 2 s s - 1 2 s - 2
LM L RS 1 UV OP
-1 LM L RS- 1 1 + 1 1 UV OP
-1
Q(t) = M
T s(s - 2) W
MM R 2s - 1 U PPP = MM R 1 T1 2 s 1 2 s 3- 2 W 1 UPP
MNL ST s(s - 1) (s - 2) VW PQ
-1
MNL ST- 2 s - s - 1 + 2 s - 2 VWPQ
-1
= M 2 2
MN- 1 u(t) - e u(t) + 3 e PP = MM 1 2 P
t 2t
u(t) d 3e - e - 1i u(t)P
2t t
2 2 Q N2 Q
Now, the response of the continuous time system is given by,
Response, Y(t) = C Q(t) + D X(t)
LM 1 de - 1i u(t) OP
2t
2
= 1 3 MM 1 3e P+
- e - 1i u(t)P
3 u(t)
N2 d 2t
Q
t
d i
= 0.5 e2t - 1 u(t) + 1.5 3e2t - e t - 1 u(t) + 3u(t)d i
d
= 0.5e 2t - 0.5 + 4.5e2t - 15e
. t - 15 . e t + 1 u(t )
. + 3 u(t) = 5 e2t - 15 i d i
\ Response, y(t ) = d5e 2t
. t + 1 u(t)
- 15e i
Chapter 5 - State Space Analysis of Continuous Time Systems 5. 16
5.7 Summary of Important Concepts
1. The state of a continuous time system refers to the condition of continuous time system at any time instant.
2. The state variables of a continuous time system are a set of variables that completely describe the state of
continuous time system at any time instant.
3. The state equations of a continuous time system are a set of N-number of first order differential equations.
4. The state equations of a continuous time system are formed by taking first derivative of state variables as
function of state variables and inputs.
5. The output equations of a continuous time system are a set of P-number of algebraic equations formed by
taking outputs as function of state variables and inputs.
6. The state model of a continuous time system is given by state equations and output equations.
7. The transfer function of a continuous time system can be obtained from its state model using the equation
C(sI A)1 B + D.
8. The state transition matrix of a continuous time system is, eAt = L1{(sI A)1}.
9. The solution of state equations of a continuous time system due to initial condition (and with no input) is,
Q(t) = eAt Q(0).
10. The solution of state equations of a continuous time system due to input (and with zero initial conditions)
is, Q(t) = L 1{(sI A)1 B X(s)}.
11. The solution of state equations of a continuous time system due to input and initial conditions is,
Q(t) = eAt Q(0) + L1{(sI A)1 B X(s)}.
12. The response of a continuous time system using its state model can be obtained from the equation,
Y(t) = C Q(t) + D X(t)
d 2y dy
Q5.5 Determine system matrix of the system governed by the differential equation, +2 + 4y = 0.
dt 2 dt
Solution
d2 y dy
Given that, +2 + 4y = 0. The given system is a second order system and so let us choose two state
dt 2 dt
variables q1 and q2. Let us equate the state variables to the system variable y and its derivative dy/dt.
\ q1 = y Þ q& 1 = y& = q2
q2 = y& Þ q& 2 = &&
y
On substituting the state variables and their derivatives in the given system equation we get,
q& 2 + 2q2 + 4q1 = 0 Þ q& 2 = - 4q1 - 2q2
Now the state equations are,
q& 1 = q2
q& 2 = - 4q1 - 2q2
Now, the state equations in the matrix form is,
LM OP
q& 1
=
0 1 LMq1
Þ
OP LM OP & = AQ
Q
MN PQ
q& 2 -4 -2 q 2MN PQ MN PQ
Therefore the system matrix is, A =
LM 0 1 OP
MN-4 -2PQ
LM q& (t) OP
1
=
LM 0 OP LM q (t)OP + LM0OP x(t)
1 1
+ -a
a q2(t)
MNq& (t)PQ
2 MN-b -a PQ MNq (t)PQ MN 1PQ 2
y(t) = 1
Lq (t) OP
0 M
1
b q 1(t)
-b
MNq (t)PQ 2
Fig Q5.6.2.
LM s 2
1 OP
Given that, f(s) = L oe t = M s + 5 s 2 + 5 . Determine the system matrix.
Q5.7
MN s -+5 5
At
s PP
2 2
s +5 Q
Solution
We know that , f(s) = [ sI A ] -1
On taking inverse on both sides of above equation we get,
[f(s)] 1 = sI A Þ A = sI [f(s)] 1
s LM -1 OP
1 s2 + 5 s2 + 5
f(s)
-1
=
f(s) 5
MM s PP
s2 + 5 MN s2 + 5 PQ
Chapter 5 - State Space Analysis of Continuous Time Systems 5. 18
s s -5 1 s2 + 5 1
Here, f(s) = 2
´ 2 - 2 ´ 2 = 2
= 2
s +5 s +5 s +5 s +5 s2 + 5 s +5 d i
L s -1 OP Ls -1O
\ f(s)
-1
= ds 2
+5 i MMM s2 + 5
5
s2 + 5
s
PP = MMN5 s PPQ
MN s2 + 5 s2 + 5 PQ
\ System matrix, A = sI - f(s)
-1
=s
LM1 0 OP - LMs -1 OP =
LMs 0 OP - LMs -1 OP =
LM 0 1 OP
MN0 1 PQ MN5 s PQ MN0 s PQ MN5 s PQ MN-5 0 PQ
Q5.8 Determine the transfer function of the system described by the following state model.
&
q(t) = - 2 q(t) + 0.5 x(t)
y(t) = 0.7 q(t)
Solution
Given that, q(t)
& = -2 q(t) + 0.5x(t)
On taking Laplace transform of above equation we get, Q(0) = 0
s Q(s) = - 2 Q(s) + 0.5 X(s) Þ s Q(s) + 2 Q(s) = 0.5 X(s) Þ (s + 2) Q(s) = 0.5X(s)
0.5
\ Q(s) = X(s) .....(1)
s+2
Given that, y( t) = 0.7 q( t)
On taking Laplace transform of above equation we get,
Y(s) = 0.7 Q(s)
0.5
= 0.7 ´ X(s) Using equation (1)
s+2
From equations (1) and (2) we can write,
Y(s) 0.5 0.35
\ Transfer function, = 0.7 ´ =
X(s) s+2 s+2
d
= 2e - 3e -t -2 t
i u(t)
Q5.10 The output equation of a system is, y(t) = [ 1 2 ] Q(t) + [ 2 ] X(t).
Solution
Zero - state response, y zs ( t) = 1 2 Q( t ) + 2 X( t) = 1 2
LMe OP +
-2 t
2 u(t )
MN e PQ
-t
= e -2 t + 2e -t + 2 ´ 1 = e -2 t + 2e - t + 2 ; for t > 0
d i
= e -2 t + 2e - t + 2 u( t)
clear all
s=tf(s);
H=(1.5*s^3+2*s^2+3*s+2)/(s^3+3*s^2+2*s+4);
disp(The given transfer function is);
tf(H) %display the given transfer function
OUTPUT
Enter elements of the system matrix A of size NxN
A =
[2 -1; 3 1]
Enter elements of the input matrix B of size Nx1
B =
[1; 2]
Enter elements of the output matrix C of size 1xN
C=
[1 3]
Enter elements of the transmission matrix D of size 1x1
D =
[3]
B =
3.0000 -2.0000 9.0000
A =
1.0000 -3.0000 5.0000
Transfer Function:
3 S^2 - 2 S + 9
----------------
S^2 - 3 S + 5
5.10 Exercises
I. Fill in the blanks with appropriate words
1. A set of variables that completely describe a system at any time instant are called .
2. The of a continuous time system consists of the state equations and output equations.
3. The pictorial representation of the state model of the system is called .
4. The number of state variables in the state diagram of a continuous time system is equal to the number
of .
5. In state space modelling the number of state variables will decide of the system.
5. 21 Signals & Systems
Answers
1. state variables 2. state model 3. state diagram 4. integrators 5. order
6. system matrix 7. input matrix 8.output matrix 9. transmission matrix 10. internal state
Y(s) s 4 + 4s + 3
6. The transfer function of a continuous time system is described by, = . The
X(s) s 5 + 4s 3 + 1
number of state variables in the state model of the system is,
a) 1 b) 5 c) 4 d) 2
7. The transfer function of the continuous time system having the following state variable description is,
A=
LM
1 0
; B=
OP
1 LM OP
; C= 1 0
-2 1N Q
0 NQ
2 1 1 1
a) b) c) d)
(s - 1) 2 s+1 s-1 (s + 1)2
LM 1 2
O
0 P
LM 2 0 P
O 2
LM 2 0 P
O LM 1 0 P
O 2
(s - 4) (s - 4) (s + 4) (s + 4)
a) M
MM 1 P b) M 1
2 P
P c) M P d) MM 1 P
M 2 P M 1 2 P 2 P
N (s + 1) (s - 1) PQ 2
MN (s + 1) (s - 1) PQ 2
MN (s - 1) (s + 1) PQ MN (s - 1) (s + 1) PQ
2 2
MN 0 e PQ -t MN3PQ
The state of the system at the end of 1-second without any external input is,
a)
LM0.271OP b)
LM 0.135 OP c)
LM0.271OP d)
LM0.135OP
N1.100Q N0.368Q N0.736Q N1100
. Q
Answers
1. a 2. b 3. c 4. b 5. b
6. b 7. c 8.d 9. c 10. a
E 5.1. Determine the state model of the continuous time systems governed by the following differential
equations.
d 2 y( t ) dy( t ) dx( t )
b) +6 + 4 y(t) = 4 + x( t )
dt 2 dt dt
E 5.2. Compute the state transition matrix eAt for the following system matrices.
a) A =
LM 0 1 OP b) A =
LM-1 0 OP c) A =
LM-2 1 OP d) A =
LM-2 0 OP
N -5 -6 Q N 0 -3Q N 1 -2 Q N 0 -1Q
E 5.3. Obtain the state model of the continuous time systems whose transfer functions are given below.
1 s+3 s2 + 4s + 3 s2 + 6s + 8
a) H(s) = b) H(s) = c) H(s) = 2 d) H(s) =
2
s + 3s + 2 2
s + 3s + 2 s + 9 s + 20 ( s + 3) (s2 + 2s + 2)
E 5.4. Determine the transfer function of the continuous time systems having the following state variable
description.
a) A =
LM2 -1OP ; B=
LM1OP ; C= 3 1 ; D= 2
N1 0 Q N0Q
b) A = M
L 0 1OP ; L0O
B= M P ; C= 3 0 ; D= 0
N-1 1Q N2Q
E 5.5. Compute the solution of the following state equations representing LTI continuous time systems.
a)
LMq& (t) OP = LM3 1 OP LMq (t) OP ;
1 1 LMq (0) OP = LM 0 OP
1
b)
LMq& (t) OP = LM-1 0 OP LMq ( t) OP ;
1 1 LMq (0) OP = LM-0.5OP
1
E 5.6. Find the response of LTI continuous time systems having the state model and inputs as given below.
Assume zero initial conditions.
a) A =
LM1 -1 OP ; B = LM3OP ; C = 2 -1 ; D = 1 ; Input, x(t) = e-2t u(t)
N0 1 Q N5Q
b) A = M
L1 0O L -1O
3PQ
; B= M P ; C= 4 3 ; D = 2 ; Input, x1 (t) = 2 u(t) and x2 (t) = e t u(t)
N4 N -2 Q
Chapter 5 - State Space Analysis of Continuous Time Systems 5. 24
Answers
E5.1 a) State equation b) State equation
LM OP LM
q& 1 ( t ) 0 1 0OP LMq (t) OP LM0OP
1 LM OP LM
q& 1 ( t ) 0 1 OP LMq (t) OP + LM0OP
1
= x(t)
MMq&& (t)PP = MM0
2 0 1 P Mq ( t ) P + M0P2 x(t)
N Q N
q& 2 ( t ) -4 -6 Q Nq ( t)Q N1Q
2
Nq ( t)Q N4
3 -2 -3.5PQ MNq ( t ) PQ MN1PQ
3 Output equation
Output equation
LMq ( t) OP 1
y(t) = 1 4 LMq ( t) OP
1
MNq ( t)PQ 3
LM 1 d5e - e i 1 de - e i OP
-t -5 t -t -5t
a) e = M
4 4 LMe-t
0 OP
MN 4 d-e + e i 4 d5e - e iPPQ
At
E5.2 u( t ) b) e At = u(t)
5 1 -t -5 t -5 t -t
N0 Q
e -3 t
N e sinh t e cosh t Q
-2t -2t
y(t) = 1 0
q1 ( t ) LM OP y(t) = 3 1 M
L q (t) OP 1
q 2 ( t) N Q Nq ( t ) Q 2
MM & PP
q& 2 ( t ) = 0 MM 0 1P Mq ( t )P + M0P
2 x(t)
MMq&& (t)PP = MM 0
2 0 1 P Mq (t)P + M0P
2 x(t)
Nq ( t ) Q
3 N-20 -9 0PQ MNq ( t ) PQ MN1PQ
3 N q ( t ) Q N -6
3 -8 -5PQ MNq ( t ) PQ MN1PQ
3
Output equation Output equation
LMq (t) OP
1 LMq (t) OP 1
y (t) = 3 4 1 q 2 ( t ) MM PP y(t) = 8 6 1 Mq ( t ) P 2
Nq ( t ) Q
3 MNq (t) PQ 3
Y(s) 2 s2 - s + 3
E5.4 a)
X(s)
=
(s - 1) 2
LM d
2 -4 t
e - e 3t iOP u(t)
E5.5 a) Q(t) = 7
b)
Y(s)
=
6 MN
-2e -4 t
PQ
X(s) s2 - s + 1
1 L -2e OP u(t) -t
b) Q(t) = M
4 N-e + 5e Q -t -5 t
LM 1 FG -5t e + 14 e - 14 e
t t -2 t IJ OP
E5.6 a) Q(t) = M 3 H 3 3 K P u( t) LM 2d1 - e i OP 3t
MM PP b) Q(t) = M F 1 2 I u( t)
MN4GH - 3 - 3 e + e JK PPQ
5
N 3
de - e i t -2 t
Q 3t t
L 10 13 e - 34 e
y(t) = M- t e + t t -2t OP u(t) y(t) = 8 + 12e t - 16 e3t u( t )
N 3 9 9 Q
CHAPTER 6
Discrete Time Signals and Systems
6.1 Discrete and Digital Signals
The discrete signal is a function of a discrete independent variable. The independent variable is
divided into uniform intervals and each interval is represented by an integer. The letter "n" is used to
denote the independent variable. The discrete or digital signal is denoted by x(n). The discrete signal is
defined for every integer value of the independent variable "n". The magnitude (or value) of discrete signal
can take any discrete value in the specified range. Here both the value of the signal and the independent
variable are discrete.
When the independent variable is time t, the discrete signal is called discrete time signal. In
discrete time signal, the time is quantized uniformly using the relation t = nT, where T is the sampling time
period. (The sampling time period is inverse of sampling frequency). The discrete time signal is denoted
by x(n) or x(nT).
The digital signal is same as discrete signal except that the magnitude of the signal is quantized. The
magnitude of the signal can take one of the values in a set of quantized values. Here quantization is
necessary to represent the signal in binary codes.
The discrete or digital signals have a sequence of numbers (or values) defined for integer values of
the independent variable. Hence the discrete or digital signals are also known as discrete sequence. In this
book the term sequence and signal are used synonymously. Also in this book the discrete signal is referred
as discrete time signal.
6.1.1 Generation of Discrete Signals
A discrete signal can be generated in the following three methods.
The methods 1 and 2 are independent of any time frame but method 3 depends critically on time.
1. Generate a set of numbers and arrange them as a sequence.
Example :
The numbers 0, 1, 2, ...., (N – 1) form the ramp like sequence and can be expressed as,
x(n) = n ; 0 £ n £ (N – 1)
2
When n = 2 ; x(2) =
x(2 - 1)
=
x(1)
=
1
=
FG 1 IJ
3 3 9 H 3K
3
When n = 3 ; x(3) =
x(3 - 1)
=
x(2)
=
1 F 1I
= G J and so on
3 3 27 H 3K
n
\ x(n) =
FG 1 IJ ; 0 £ n < ¥
H 3K
3. A third method is by uniformly sampling a continuous time signal and using the amplitudes of
the samples to form a sequence.
Let, x(t) = Continuous time signal
x(t) x(nT)
......
.
0 1 2 3 4 5 N-1 n
0 T t
Fig 6.1a. Analog signal. Fig 6.1b. Discrete time signal.
Fig 6.1 : Generation of a discrete time signal.
2. Graphical representation 2
1.5 1.6
1.4
In graphical representation the signal is represented
in a two dimensional plane. The independent variable is 2 1 0 1 2 3
0.9
n
represented in the horizontal axis and the value of the signal 1
An infinite duration discrete time signal that satisfies the condition x(n) = 0 for n < 0 is represented as,
x(n) = { 1.5, – 0.9, 1.4, 1.6, ... } or x(n) = {1.5, – 0.9, 1.4, 1.6, ... }
A finite duration discrete time signal with the time origin, n = 0, indicated by the symbol is represented as,
x(n) = { – 1, 2, 1.5, – 0.9, 1.4, 1.6 }
A finite duration discrete time signal that satisfies the condition x(n) = 0 for n < 0 is represented as,
x(n) = { 1.5, – 0.9, 1.4, 1.6 } or x(n) = { 1.5, – 0.9, 1.4, 1.6}
Impulse signal, d( n) = 1 ; n = 0 1 1
.....
=0 ; n ¹ 0
0 0 1 2 3 4 5 n
n
Fig 6.3 : Digital Fig 6.4 : Unit step signal.
2. Unit step signal
impulse signal.
3
3. Ramp signal 2
1 .....
Ramp signal, u r ( n) = n ; n ³ 0
= 0 ;n < 0 0 1 2 3 4 5 n
Fig 6.5 : Ramp signal.
Chapter 6 - Discrete Time Signals and Systems 6. 4
4. Exponential signal
Exponential signal, g( n) = a ; n ³ 0
n
= 0 ;n < 0
g(n)
g(n)
a>1
0<a<1
..... .....
0 1 2 3 4 5 6 0 1 2 3 4
n n
Fig 6.6a : Decreasing exponential signal. Fig 6.6b : Increasing exponential signal.
Fig 6.6 : Exponential signal.
5. Discrete time sinusoidal signal
The discrete time sinusoidal signal may be expressed as,
9 8 7 6 5 4 4 5 6 7 8 9
3 2 1 0 1 2 3 n
6 5 4 3 2 1 7 8 9 10 11 12
0 1 2 3 4 5 6 n
x(n)
1. A discrete time sinusoid is periodic only if its frequency f is a rational number, (i.e., ratio of two
integers).
2. Discrete time sinusoids whose frequencies are separated by integer multiples of 2p are identical.
\ x(n) = A cos[( w0 + 2pk ) n + q ], for k = 0,1,2...........are identical in the interval
- p £ w0 £ p and so they are indistinguishable.
Proof :
Conclusion
1.The sequences of any two sinusoids with frequencies in the range, -p £ w o £ p , or,
-1/2 £ f0 £ 1/2, are distinct.
[-p £ w £ p ¾divide
¾¾¾
by 2p
¾® -1/2 £ f £ 1/2]
2. Any discrete time sinusoid with frequency w0 > |p| (or f0 > |1/2|) will be identical to another
discrete time sinusoid with frequency w0 < |p| (or f0 < |1/2|).
6. Discrete time complex exponential signal
The discrete time complex exponential signal is defined as,
x(n) = a n e j( w 0 n + q) = an [cos(w0n + q) + j sin(w0n + q)]
= an cos(w0n + q) + j an sin(w0n + q) = xr(n) + j xi(n)
where, xr(n) = Real part of x(n) = an cos(w0n + q)
xi(n) = Imaginary part of x(n) = an sin(w0n + q)
The real part of x(n) will give an exponentially increasing cosinusoid sequence for a > 1 and exponentially
decreasing cosinusoid sequence for 0 < a < 1.
xr(n) xr(n)
0<a<1 a>1
...... n n
.....
Fig 6.8a : The discrete time sequence represented by the Fig 6.8b : The discrete time sequence represented by
equation, xr(n) = an cos w0n for 0 < a < 1. the equation xr(n) = an cos w0n for a > 1.
..... .....
n n
Fig 6.9a : The discrete time sequence Fig 6.9b : The discrete time sequence
represented by the equation, represented by the equation
xi(n) = an sin w0n for 0 < a < 1. xi(n) = an sin w0n for a > 1.
\ x(n) = x a (t) t = nT
= A cos(W 0t + q) t = nT
F I
= A cos(W nT + q) = A cos G 2 pF n + qJ = A cos d2pf n + qi = A cos dw n + qi
0
0
HF K s
o o
F0
where, f 0 = = Frequency of discrete sinusoid in cycles/sample
Fs
w0 = 2pf 0= Frequency of discrete sinusoid in radians/sample
p
= 2 cos n
2
= 2 cos
5p
n = 2 cos 2pn +
p FG
n
IJ = 2 cos
p
n
cos(2pn + q) = cos q
2 2 H K 2
From the above analysis we observe that x1(n) and x2(n) are identical , and so x2(t) is an alias of x1 (t) when sampled
at a frequency of 40Hz.
6. 9 Signals & Systems
Example 6.2
Let an analog signal, xa(t) = 10 cos 100 pt. If the sampling frequency is 75Hz, find the discrete time signal x(n). Also
find an alias frequency corresponding to Fs = 75Hz.
Solution
n
x(n) = x a (t) n = 10 cos100pt n
= 10 cos100p ´
t = nT =
Fs t = Fs
Fs
= 10 cos
100p ´ n
= 10 cos
4p
n = 10 cos 2p -
2p
n = 10 cos
FG
2p IJ 1
n = 10 cos 2p n
75 3 3 H3 K 3
We know that the discrete time sinusoids whose frequencies are separated by integer multiple of 2p are identical.
\10cos
2p
n = 10 cos
2p FG
+ 2 p n = 10 cos
IJ
8p 4
n = 10 cos 2p n
3 3 H 3K 3
4 2p 4
Now, 10 cos2 p n is an alias of 10cos n. Here the frequency of the signal, 10 cos 2p n is,
3 3 3
4
f = cycles / sample
3
F 4
We know that, f = Þ F = f Fs = ´ 75 = 100Hz
Fs 3
\ When, Fs = 75Hz, F = 100 Hz is an alias frequency.
Example 6.3
Consider the analog signal, xa(t) = 5 cos50pt + 2 sin 200pt – 2 cos100pt .
Determine the minimum sampling frequency and the sampled version of analog signal at this frequency. Sketch the
waveform and show the sampling points. Comment on the result.
Solution
The given analog signal can be written as shown below.
xa(t) = 5 cos50pt + 2 sin 200pt 2 cos100pt = 5 cos 2p F1t + 2 sin 2p F2t 2cos 2p F3t
Where, 2p F1 = 50p Þ F1 = 25Hz
2p F2 = 200p Þ F2 = 100Hz
2p F3 = 100p Þ F3 = 50Hz
The maximum analog frequency in the signal is 100Hz. The sampling frequency should be twice that of this maximum
analog frequency.
i.e., Fs ³ 2 Fmax Þ Fs ³ 2 ´ 100
Let, sampling frequency, Fs = 200 Hz
\ x a (nT) = x a (t ) t = nT = x a (t) n
t=
Fs
1
2 sin 200 pt ; F2 = 100Hz ; T2 = = 0.01 sec
F2
1
2 cos100pt; F3 = 50Hz ; T3 = = 0.02 sec
F3
0.005
0.01 1
0.02 Fs = 200Hz ; T = = 0.005 sec
0.04 Fs
1 1 1 1 1 1 1 1
0
n
1 1 1 1 1 1 1 1
x(n) = {.......1, 1, 2, 1, 1, 1, 1, 2, 1, 1, 1, 1, 2, 1, 1, ........}
Fig 6.10 : Periodic discrete time signal.
6. 11 Signals & Systems
Example 6.4
Determine whether following signals are periodic or not. If periodic find the fundamental period.
a) x(n) = sin
FG 6p n + 1IJ b) x(n) = cos
FG n - p
IJ p
c) x(n) = cos n2 d) x(n) = e j7 pn
H7 K H8 K 8
Solution
a) Given that, x(n) = sin
FG 6p n + 1IJ
H7 K
Let N and M be two integers.
Let, M = 3; \N = 7
b
Now, x n + N = cos g FG n + N - p
IJ = cos
FG n +
N
- p
IJ = cos
FG n - p +
N IJ
H 8 K H8 8 K H8 8 K
N
Since cos(q + 2pM) = cos q, for periodicity
8 should be equal to integral multiple of 2p.
N
Let, = M ´ 2p ; where M and N are integers.
8
\ N = 16 pM
Here N cannot be an integer for any integer value of M and so x(n) will not be periodic.
2 2 2 2 2
1 1 1 1 1 1
4 3 2 1 0 1 2 3 4 4 3 2 1 0 1 2 3 4
n n
1 1 1
2
x(n) = {1, 2, 3, 2, 1, 2, 3, 2, 1} x(n) = {2, 1, 1, 1, 0, 1, 1, 1, 2}
Fig 6.11a : Symmetric (or even) signal. Fig 6.11b : Antisymmetric (or odd) signal.
Fig 6.11 : Symmetric and antisymmetric discrete time signal.
A discrete signal x(n) which is neither even nor odd can be expressed as a sum of even and
odd signal.
Let, x(n) = xe (n) + xo (n)
bg
where, x e n = Even part of x(n) ; bg
xo n = Odd part of x(n)
Note : If x(n) is even then its odd part will be zero. If x(n) is odd then its even part will be zero.
6. 13 Signals & Systems
Now, it can be proved that,
1
xe (n) = x(n) + x(- n)
2
1
xo (n) = x(n) - x(- n)
2
Proof :
Let, x(n) = xe(n) + xo(n) ......(6.8)
On replacing n by –n in equation (6.8) we get,
x(–n) = xe(–n) + xo(–n) ......(6.9)
Since xe (n) is even, xe(–n) = xe(n)
Since xo (n) is odd, xo(–n) = – xo(n)
Hence the equation (6.9) can be written as,
x(–n) = xe(n) – xo(n) ......(6.10)
On adding equation (6.8) and (6.10) we get,
x(n) + x(–n) = 2 xe(n)
1
\ x e (n) = x(n) + x( -n)
2
On subtracting equation (6.10) from equation (6.8) we get,
Example 6.5
Determine the even and odd parts of the signals.
p
j n
a) x(n) = a n b) x(n) = 2 e 3 c) x(n) = {4, - 4, 2, - 2}
Solution
a) Given that, x(n) = an
\ x(-n) = a -n
1 1 n
Even part, x e (n) = [ x(n) + x( -n)] = [a + a - n ]
2 2
1 1 n
Odd part, x o ( -n) = [ x(n) - x(-n)] = [ a - a -n ]
2 2
p
j n
b) Given that, x(n) = 2 e 3
p
j
3
n p p
x(n) = 2 e = 2 cos n + j2 sin n
3 3
p
-j n p p
\ x(-n) = 2 e 3 = 2 cos n - j2 sin n
3 3
1
Even part, xe (n) = [ x(n) + x(-n)]
2
=
1 LMp p p p
2 cos n + j2sin n + 2 cos n - j2sin n =
1 p OP p
4 cos n = 2 cos n
LM OP
2 N3 3 3 3 2 3 Q 3 N Q
Chapter 6 - Discrete Time Signals and Systems 6. 14
1
Odd part, xo (n) = [ x(n) - x(-n)]
2
=
1LM p p p p
2 cos n + j2sin n - 2 cos n + j2sin n =
1 p OP p
j4 sin n = j2 sin n
LM OP
2 N 3 3 3 3 2 3 Q 3 N Q
c) Given that, x(n) = {4, 4, 2, 2}
Given that, x(n) = {4, 4, 2, 2}, \ x(0) = 4 ; x(1) = 4 ; x(2) = 2 ; x(3) = 2
x(n) = {2, 2, 4, 4}, \ x(3) = 2 ; x(2) = 2 ; x(1) = 4 ; x(0) = 4
1 1
Even part, xe (n) = [x(n) + x(-n)] Odd part, xo (n) = [x(n) - x(-n)]
2 2
At n = 3 ; x(n) + x(n) = 0 + (2) = 2 At n = 3 ; x(n) x(n) = 0 (2) = 2
At n = 2 ; x(n) + x(n) = 0 + 2 = 2 At n = 2 ; x(n) x(n) = 02 = 2
At n = 1 ; x(n) + x(n) = 0 + (4) =4 At n = 1 ; x(n) x(n) = 0 (4) = 4
At n = 0 ; x(n) + x(n) = 4 + 4 = 8 At n = 0 ; x(n) x(n) = 44 = 0
At n = 1 ; x(n) + x(n) = 4 + 0 =4 At n = 1 ; x(n) x(n) =40 =4
At n = 2 ; x(n) + x(n) = 2 + 0 = 2 At n = 2 ; x(n) x(n) = 20 = 2
At n = 3 ; x(n) + x(n) = 2 + 0 =2 At n = 3 ; x(n) x(n) = 2 0 =2
\ x(n) + x(n) = {2, 2, 4, 8, 4, 2, 2} \ x(n) x(n) = {2, 2, 4, 0, 4, 2, 2}
1 1
\ xe (n) = [x(n) + x(-n)] \ xo (n) = [x(n) - x(-n)]
2 2
= {-1, 1, - 2, 4, - 2, 1, - 1} = {1, - 1, 2, 0, - 2, 1, - 1}
å
2
Energy, E = x(n) .....(6.11)
n = -¥
The energy of a signal may be finite or infinite, and can be applied to complex valued and
real valued signals.
If energy E of a signal is finite and non-zero, then the signal is called an energy signal. The
exponential signals are examples of energy signals.
The average power of a discrete time signal x(n) is defined as,
N
1
Power, P = lim
N ®¥ 2N + 1
å
n = -N
x(n)
2
.....(6.12)
If power P of a signal is finite and non-zero, then the signal is called a power signal. The periodic
signals are examples of power signals.
For energy signals, the energy will be finite and average power will be zero. For power signals the
average power is finite and energy will be infinite.
i.e., For energy signal, 0 < E < ¥ and P = 0
For power signal, 0 < P < ¥ and E = ¥
6. 15 Signals & Systems
Example 6.6
Determine whether the following signals are energy or power signals.
a) x(n) =
FG 1 IJ n u(n) b) x(n) = cos
FG p nIJ c) x(n) = u(n)
H 4K H3 K
Solution
F 1 I u(n) n
H 4K
F 1I
\ x(n) = G J = 0.25 ;
n
n
n ³ 0 Infinite geometric series
H 4K sum formula.
+¥ ¥ 2 ¥ ¥
n 1
Energy, E = å x(n) =
2
å (0.25)n = å (0.25 2 )n å
n= 0
C =
1 - C
n = -¥ n=0 n=0
¥
1
= å (0.0625)n =
1 - 0.0625
= 1.067 joules Using infinite geometric series sum formula
n=0
+N N
1 1 2
å å
2
Power, P = Lt x(n) = Lt (0.25)n
N® ¥ 2N + 1 n = -N
N®¥ 2N + 1 n = 0
N N
1 1
= Lt
N ®¥ 2N + 1
å (0.252 )n = Lt
N ®¥ 2N + 1
å (0.0625)n
n = 0 n = 0
1 (0.0625)N+1 - 1
= Lt Using finite geometric series sum formula
2N + 1
N ®¥ 0.0625 - 1
Finite geometric series
1 0.0625 - 1 sum formula.
= ´ =0 ¥
¥ 0.0625 - 1 n CN + 1 - 1
Here E is finite and P is zero and so x(n) is an energy signal.
å
n= 0
C =
C - 1
F p nI
b) Given that, x(n) = cos GH 3 JK
2p
+¥
Energy, E =
+¥
å x(n) å
2 FG p nIJ = å 1 + cos 3 n
= cos 2
+¥
n = -¥
H3 K n = -¥
2 n = -¥
1F F +¥
2p I I 1F 2p I +¥ +¥
Note : Sum of infinite 1's is infinity. Sum of samples of one period of sinusoidal signal is zero.
N N
1 1 pn
å å
2
Power, P = Lt x(n) = Lt cos2
N ®¥ 2N + 1 n = -N
N® ¥ 2N + 1 n = -N
3
1 L N
2p O N
1 + å cos
1 n
= Lt
N ®¥
2N + 1
M
2 MN
å nP
3 PQ
n = -N n = -N
Chapter 6 - Discrete Time Signals and Systems 6. 16
11 LM OP
= Lt 11+441 +.......+
24431 + 1 + 11+.......+ 1 +31 + 0
N ®¥
2N + 1 2
N terms MN 44244
N terms PQ
11 1 1
= Lt 2N + 1 = Lt = watts
N ®¥ 2N + 1 2 N ®¥ 2 2
1 N
1 N F
1 I
P = Lt å x(n) 2 = Lt å u(n) = Lt G 11+ 1 +421 4444 3JJ
+.........+1
N ®¥
2N + 1 n = -N
N® ¥
2N + 1 n=0
N ®¥ G
2N + 1 H
444
N + 1 terms K
FG
N 1 +
1IJ 1
= Lt
1
(N + 1) = Lt
H NK
=
1 +
¥ = 1 + 0 = 1 watts
N® ¥ 2N + 1 N ®¥ F
N G2 +
1I
J 2+
1 2 + 0 2
H ¥
NK
Since P is finite and E is infinite, x(n) is a power signal.
Let, x(n) = 20 ; n=0 and A = 0.1, When n = 0 ; y(0) = A x(0) = 0.1 ´ 20 = 2.0
= 36 ; n =1 When n = 1 ; y(1) = A x(1) = 0.1 ´ 36 = 6.6
= 40 ; n=2 When n = 2 ; y(2) = A x(2) = 0.1 ´ 40 = 4.0
then x1(n) = x(2n) will be a down sampled version of x(n) and x2(n) = x n will be an up sampled version on x(n).
ej
2
When n = 0 ; x1(0) = x(0) = a0 When n = 0 ; x 2 (0) = x 0 = x(0) = a 0 ej
2
2
When n = 1 ; x1(1) = x(2) = a
When n = 1 ; x 2 (1) = x 1 = 0 ej
When n = 2 ; x1(2) = x(4) = a4 2
When n = 3 ; x 1(3) = x(6) = a 6 and so on. When n = 2 ; x (2) = x e 2 j = x(1) = a
2
1
2
When n = 3 ; x (3) = x e 3 j = 0
2
2
When n = 4 ; x (4 ) = x e 4 j = x(2) = a and so on.
2
2
2
1 1
3 2 1 0 1 2 3 3 2 1 0 1 2 3 n
n
1 1
2 2
3 3
Fig 6.13a : A discrete time signal x(n). Fig 6.13b : Folded signal of x(n).
Fig 6.13 : A discrete time signal and its folded version.
0 1 2 3 4 5 6 n 0 1 2 3 4 5 6 n 0 1 2 3 4 5 6 n
IVth sampling time ®
I sampling time ®
Time origin ®
Fig 6.14b : Delayed signal of x(n). Fig 6.14c : Advanced signal of x(n).
st
The unit impulse signal delayed by m units of time is denoted as d(n m).
Now, d(n m) = 1 ; n = m x4(n) x4(n) = u(n m)
=0;n¹m
1
Delayed Unit Step Signal
The unit step signal is defined as, 0
m+4
m+1
m+3
n
m+2
m
u(n) = 1 ; for n ³ 0
Fig 6.16 : Delayed unit step signal.
= 0 ; for n < 0
The unit step signal delayed by m units of time is denoted as u(n m).
Now, u(n m) = 1 ; n ³ m
=0;n<m
6.5.4 Addition of Discrete Time Signals
The addition of two signals is performed on a sample-by-sample basis.
The sum of two signals x1(n) and x2(n) is a signal y(n), whose value at any instant is equal to the
sum of the samples of these two signals at that instant.
i.e., y(n) = x1(n) + x2(n) ; -¥ < n < ¥.
Example :
Let, x1(n) = {1, 2, –1} and x2(n) = {–2, 1, 3}
When n = 0 ; y(0) = x 1(0) + x2(0) = 1 + (–2) = –1
When n = 1 ; y(1) = x1(1) + x2(1) = 2 + 1 = 3
When n = 2 ; y(2) = x1(2) + x2(2) = –1 + 3 = 2
\ y(n) = x1(n) + x2(n) = {–1, 3, 2}
A discrete time system is linear if it obeys the principle of superposition and it is time invariant if
its input-output relationship do not change with time. When a discrete time system satisfies the properties
of linearity and time invariance then it is called an LTI system (Linear Time Invariant system).
Impulse Response
When the input to a discrete time system is a unit impulse d(n) then the output is called an impulse
response of the system and is denoted by h(n).
\ Impulse Response, h(n) = H{d(n)} .....(6.14)
d(n) h(n)
®H ®
Fig 6.18 : Discrete time system with impulse input.
6.6.1 Mathematical Equation Governing Discrete Time System
The mathematical equation governing the discrete time system can be developed as shown below.
The response of a discrete time system at any time instant depends on the present input, past
inputs and past outputs.
Let us consider the response at n = 0. Let us assume a relaxed system and so at n = 0, there is no
past input or output. Therefore the response at n = 0, is a function of present input alone.
i.e., y(0) = F[x(0)]
Let us consider the response at n =1. Now the present input is x(1), the past input is x(0) and past
output is y(0). Therefore the response at n = 1, is a function of x(1), x(0), y(0).
i.e., y(1) = F[y(0), x(1), x(0)]
Let us consider the response at n = 2. Now the present input is x(2), the past inputs are x(1) and
x(0), and past outputs are y(1) and y(0). Therefore the response at n = 2, is a function of x(2), x(1),
x(0), y(1), y(0).
i.e., y(2) = F[y(1), y(0), x(2), x(1), x(0)]
6. 21 Signals & Systems
Note : Negative constants are inserted for output signals, because output signals are feedback
from output to input. Positive constants are inserted for input signals, because input
signals are feed forward from input to output.
Practically, the response y(n) at any time instant n, may depend on N number of past outputs,
present input and M number of past inputs where M £ N. Hence the equation (6.16) can be written as,
y(n) = a1 y(n 1) a2 y(n 2) a3 y(n 3) ........ a N y(n N)
The equation (6.17) is a constant coefficient difference equation, governing the input-output
relation of an LTI discrete time system.
In equation (6.17) the value of "N" gives the order of the system.
If N = 1, the discrete time system is called 1st order system
If N = 2, the discrete time system is called 2nd order system
If N = 3, the discrete time system is called 3 rd order system , and so on.
The general difference equation governing 1st order discrete time LTI system is,
The general difference equation governing 2nd order discrete time LTI system is,
y(n) = a2 y(n 2) a1 y(n 1) + b0 x(n) + b1 x(n 1) + b2 x(n 2)
Chapter 6 - Discrete Time Signals and Systems 6. 22
6.6.2 Block Diagram and Signal Flow Graph Representation of Discrete Time System
The discrete time system can be represented diagrammatically by block diagram or signal flow
graph. These diagrammatic representations are useful for physical implementation of discrete time system
in hardware or software.
The basic elements employed in block diagram or signal flow graph are Adder, Constant multiplier,
Unit delay element and Unit advance element.
Adder : An adder is used to represent addition of two discrete time sequences.
Constant Multiplier : A constant multiplier is used to represent multiplication of a scaling factor
(constant) to a discrete time sequence.
Unit Delay Element : A unit delay element is used to represent the delay of samples of a discrete
time sequence by one sampling time.
Unit Advance Element : A unit advance element is used to represent the advance of samples of a
discrete time sequence by one sampling time.
The symbolic representation of the basic elements of block diagram and signal flow graph are listed
in table 6.1.
Table 6.1 : Basic Elements of Block Diagram and Signal Flow Graph
x2(n) 1
x2(n)
x(n) ax (n) a
a x(n) ax (n)
Constant multiplier
x(n) x (n + 1) z
z x(n) x (n + 1)
Unit advance element
6. 23 Signals & Systems
Example 6.7
Construct the block diagram and signal flow graph of the discrete time systems whose input-output relations are
described by the following difference equations.
a) y(n) = 0.5 x(n) + 0.5 x(n 1)
b) y(n) = 0.5 y(n 1) + x(n) 2 x(n 2)
Solution
a) Given that, y(n) = 0.5 x(n) + 0.5 x(n 1)
The individual terms of the given equation are 0.5 x(n) and 0.5 x(n 1). They are represented by basic elements
as shown below.
0.5
x(n) 0.5 0.5 x(n) x(n) 0.5 x(n)
z 1
0.5 x(n) z 1 0.5 x(n 1) 0.5 x(n) 0.5 x(n 1)
The input to the system is x(n) and the output of the system is y(n). The above elements are connected as shown
below to get the output y(n).
x(n) 0.5 x(n) 0.5 x(n 1) y(n) x(n) 0.5 x(n) z 1 y(n)
0.5
0.5 z 1 +
0.5 x(n) 1
Fig 1 : Block diagram of the system Fig 2 : Signal flow graph of the system
y(n) = 0.5 x(n) + 0.5 x(n 1). y(n) = 0.5 x(n) + 0.5 x(n 1).
y(n) y(n)
x(n)
x(n)
z 1 z 1
z 1 z 1
x(n 1) y(n 1) 0.5
x(n 1) 0.5 y(n 1)
zz1
1 0.5 y(n 1)
0.5 y(n 1)
z 1
x(n 2) x(n 2) 2 2 x(n 2)
2 2 x(n 2)
The input to the system is x(n) and the output of the system is y(n). The above elements are connected as shown
below to get the output y(n).
Chapter 6 - Discrete Time Signals and Systems 6. 24
z 1 z 1 1 z 1
z 1
1
z 1 0.5
0.5 z 1
2
2
Fig 3 : Block diagram of the system Fig 4 : Signal flow graph of the system
described by the equation described by the equation
y(n) = 0.5 y(n 1) + x(n) 2 x(n 2). y(n) = 0.5 y(n 1) + x(n) 2 x(n 2).
z 1 z 1 5
0.75 x(n 1) 0.7
0.75
x(n 1) x(n 1)
y(n)
0.25 y(n 1)
y(n)
z 1
0.25 y(n 1)
0.25 y(n 1) z 1
y(n 1)
The input to the system is x(n) and the output of the system is y(n). The above elements are connected as shown
below to get the output y(n).
x(n) y(n)
0.5 + + x(n) 1 1 1 y(n)
0.5
z 1 z 1 z 1
0.75
z 1 0.25
0.75 0.25
Fig 5 : Block diagram of the system described Fig 6 : Signal flow graph of the system described
by the equation by the equation
y(n) = 0.25 y(n 1) + 0.5 x(n) + 0.75 x(n 1). y(n) = 0.25 y(n 1) + 0.5 x(n) + 0.75 x(n 1).
6. 25 Signals & Systems
6.7 Response of LTI Discrete Time System in Time Domain
The general equation governing an LTI discrete time system is,
N M
bg
yn = - å
m=1
b
am y n - m + g å b xbn - mg
m=0
m
N M
\ y(n) + å
m=1
b
am y n - m g =
m= 0
å b xbn - mg
m
N M
(or ) å
m= 0
b
am y n - m = g å b xbn - mg with a
m= 0
m o =1 .....(6.18)
The solution of the difference equation (6.18) is the response y(n) of LTI system, which consists
of two parts. In mathematics, the two parts of the solution y(n) are homogeneous solution yh(n) and
particular solution yp(n).
\ Response, y(n) = yh(n) + yp(n) .....(6.19)
The homogeneous solution is the response of the system when there is no input.The particular
solution yp(n) is the solution of difference equation for specific input signal x(n) for n ³ 0.
In signals and systems, the two parts of the solution y(n) are called zero-input response yzi(n) and
zero-state response yzs(n).
\ Response, y(n) = yzi(n) + yzs(n) .....(6.20)
The zero-input response is mainly due to initial conditions (or initial stored energy) in the system.
Hence zero-input response is also called free response or natural response. The zero-input response is
given by homogeneous solution with constants evaluated using initial conditions.
The zero-state response is the response of the system due to input signal and with zero initial
condition. Hence the zero-state response is called forced response.The zero-state response or forced
response is given by the sum of homogeneous solution and particular solution with zero initial conditions.
6.7.1 Zero-Input Response or Homogeneous Solution
The zero-input response is obtained from homogeneous solution yh(n) with constants evaluated
using initial condition.
\ Zero - input response, yzi ( n) = yh ( n) with constants evaluated using initial conditions
The homogeneous solution is obtained when x(n) = 0. Therefore the homogeneous solution is the
solution of the equation,
N
å
m=0
b
am y n - m = 0 g .....(6.21)
Let us assume that the solution of equation (6.21) is in the form of an exponential.
i.e., y(n) = ln
Chapter 6 - Discrete Time Signals and Systems 6. 26
On substituting y(n) = ln in equation (6.21) we get,
N
åa
m= 0
m ln - m = 0
The general form of particular solution for various types of inputs are listed in table 6.2.
Table 6.2 : Particular Solution
A cos w0n
A sin w0n K1 cos w0n + K2 sin w0n
The total response of discrete time system can be obtained by the following two methods.
Method-1
The total response is given by sum of homogeneous solution and particular solution.
\ Total response, y(n) = yh(n) + yp(n)
Procedure to Determine Total Response by Method-1
1. Determine the homogeneous solution yh(n) with constants C1, C2, .....CN.
2. Determine the particular solution yp(n) and evaluate the constants K for any value of
n ³ 1 so that no term of y(n) vanishes.
3. Now the total response is given by the sum of yh(n) and yp(n).
\ Total response, y(n) = yh (n) + yp(n)
4. The total response will have N number of constants C1, C2, .....CN. Evaluate the given equation
and the total response for n = 0, 1, 2, ....N 1 and form two sets of N number of equations and
solve the constants C1, C2, .....CN.
Chapter 6 - Discrete Time Signals and Systems 6. 28
Method-2
The total response is given by sum of zero-input response and zero-state response.
\ Total response, y(n) = yzi(n) + yzs(n)
Procedure to Determine Total Response by Method-2
1. Determine the homogeneous solution yh(n) with constants C1, C2, ....CN.
2. Determine the zero-input response, which is obtained from the homogeneous solution yh(n)
and evaluating the constants C1, C2, ....CN using the initial conditions.
3. Determine the particular solution yp(n) and evaluate the constants K for any value of n ³ 1 so
that no term of y(n) vanishes.
4. Determine the zero-state response, yzs(n) which is given by sum of homogeneous solution
and particular soulution and evaluating the constants C1, C2, ....CN with zero initial conditions.
5. Now, the total response is given by sum of zero input response and zero state response.
\ Total response, y(n) = yzi(n) + yzs(n)
Example 6.8
Determine the response of first order discrete time system governed by the difference equation,
y(n) = 0.5 y(n 1) + x(n)
When the input is unit step, and with initial condition a) y(1) = 0 b) y(1) = 1/3.
Solution
Given that, y(n) = 0.5 y(n 1) + x(n)
\ y(n) + 0.5 y(n 1) = x(n) .....(1)
Homogeneous Solution
1 10 2
\ K = = =
15
. 15 3
The particular solution yp(n) is given by,
2
y p (n) = K u(n) = u(n) ; for all n
3
2
= ; for n ³ 0
3
Total Response
The total response y(n) of the system is given by sum of homogeneous and particular solution.
\ Response, y(n) = yh(n) + yp(n)
2
= C( -0.5)n + ; for n ³ 0 .....(6)
3
At n = 0, from equation (1), we get, y(0) + 0.5 y(1) = 1
\ y(0) = 1 0.5 y(1) ....(7)
2
At n = 0, from equation (6), we get, y(0) = C + .....(8)
3
2
On equating (7) and (8) we get, C + = 1 - 0.5 y( -1)
3
2
\ C = 1 - 0.5 y(- 1) -
3
1
= - 0.5 y( -1) .....(9)
3
On substituting for C from equation (9) in equation (6) we get,
y(n) =
FG 1 IJ
- 0.5 y(-1) (-0.5)n +
2
H3 K 3
a) When y(1) = 0
y( -1) = 0
1 2
\ y(n) = (-0.5)n + ; for n ³ 0
3 3
b) When y(1) = 1/3
1
y(-1) =
3
\ y(n) =
1 FG
- 0.5 ´
1
( -0.5)n +
2IJ
3 H 3 3 K
0.5 2
= (-0.5)n +
3 3
1 n 2
= (-0.5) + ; for n ³ 0
6 3
Chapter 6 - Discrete Time Signals and Systems 6. 30
Example 6.9
Determine the response y(n), n ³ 0 of the system described by the second order difference equation,
when the input signal is, x(n) = 2n u(n) and with initial conditions y( 2) = 0, y( 1) = 5.
Solution
Given that, y(n) 2 y(n 1) 3 y(n 2) = x(n) + 4 x(n 1) .....(1)
Homogeneous Solution
The homogeneous equation is the solution of equation (1) when x(n) = 0.
\ y(n) 2 y(n 1) 3 y(n 2) = 0 .....(2)
n
Put y(n) = l in equation (2).
\ ln 2 ln 1 3 ln 2 = 0
ln 2 (l2 2l 3) = 0
The characteristic equation is,
l2 2 l 3 = 0 Þ (l 3) (l + 1) = 0
\ The roots are, l = 3, 1
The homogeneous solution, yh(n) is given by,
yh (n) = C1 ln1 + C 2 ln2
.....(3)
= C1(3)n + C 2 ( -1)n ; for n ³ 0
Particular Solution
Given that the input is an exponential signal, 2n u(n) and so the particular solution will be in the form,
y(n) = K 2n u(n) .....(4)
On substituting for y(n) from equation (4) in equation (1) we get,
K 2n u(n) 2 K 2(n 1) u(n 1) 3 K 2(n 2) u(n 2) = 2n u(n) + 4 ´ 2(n 1) u(n 1) .....(5)
In order to determine the value of K, let us evaluate equation (5) for n = 2, ( Q we have to evaluate equation (5) for
any n ³ 1, such that none of the term vanishes).
From equation (5) when n = 2, we get,
K 22 2K ´ 21 3K ´ 20 = 22 + 4 ´ 21
4K 4K 3K = 12
3K = 12
12
\ K = - = -4
3
The particular solution yp(n) is given by,
yp (n) = K 2n u(n) = (4) 2n u(n)
Total Response
The total response y(n) of the system is given by sum of homogeneous and particular solution.
\ Response, y(n) = yh (n) + yp (n)
=
LM 33 3
n
-
3 OP
(-1)n - 4 (2)n u(n) ; for all n.
N2 2 Q
Chapter 6 - Discrete Time Signals and Systems 6. 32
Static systems
y(n) = n x(n) + 6 x3(n)
y(n) = å x(n - m)
m=0
Infinite memory is required
Example 6.10
Test the following systems for time invariance.
a) y(n) = x(n) x(n 1) b) y(n) = n x(n) c) y(n) = x(n) d) y(n) = x(n) b x(n 1)
Solution
a) Given that, y(n) = x(n) x(n 1)
Test 1 : Response for delayed input
x(n) x(n - m) y1(n) = x(n m) x(n m 1)
z -m
Delayed input
H Response for
Input signal
Delay System delayed input
Test 2 : Delayed response
x(n) y(n) = x(n) x(n 1) y2(n) = x(n m) x(n m 1)
H z -m
Input signal Response for Delayed response
System undelayed input Delay
Example 6.11
Test the following systems for time invariance.
M N
a) y(n) = x(n) + C b) y(n) = n x2(n) c) y(n) = ax(n) d) y(n) = åb k x(n - k) - åa k y(n - k)
k=0 k=1
Solution
a) Given that, y(n) = x(n) + C
Test 1 : Response for delayed input
x(n) x(n - m) y1(n) = x(n m) + C
z -m
Delayed input
H Response for
Input signal
Delay System delayed input
Test 2 : Delayed response
x2(n) a2x2(n)
a2
a1H{x1(n)} + a2H{x2(n)}
+
The system, H is linear if and only if, H{a1 x1(n) + a2 x2(n)} = a1 H{x1(n)} + a2 H{x2(n)}
Fig 6.20 : Diagrammatic explanation of linearity.
Example 6.12
Test the following systems for linearity.
a) y(n) = n x(n), b) y(n) = x(n2), c) y(n) = x2(n), d) y(n) = A x(n) + B, e) y(n) = e x(n).
Solution
a) Given that, y(n) = n x(n)
Let H be the system represented by the equation, y(n) = n x(n) and the system H operates on x(n)
to produce, y(n) = H{x(n)} = n x(n).
Consider two signals x1(n) and x2(n).
Let y1(n) and y2(n) be the response of the system H for inputs x1(n) and x2(n) respectively.
\ y1(n) = H{x1(n)} = n x1(n)
y2(n) = H{x2(n)} = n x2(n)
\ a1 y1(n) + a2 y2(n) = a1 n x1(n) + a2 n x2(n) .....(1)
Consider a linear combination of inputs, a1 x1(n) + a2 x2(n). Let the response of the system for this linear combination
of inputs be y3(n).
\ y3(n) = H{a1 x1(n) + a2 x2(n)} = n[a1 x1(n) + a2 x2(n)] = a1 n x1(n) + a2 n x2(n) .....(2)
The condition to be satisfied for linearity is, y3(n) = a1 y1(n) + a2 y2(n).
From equations (1) and (2) we can say that, y3(n) = a1 y1(n) + a2 y2(n). Hence the system is linear.
From equations (1) and (2) we can say that, y3(n) = a1 y1(n) + a2 y2(n). Hence the system is linear.
Example 6.13
Test the following systems for linearity.
a) y(n) = x(n) + C, b) y(n) = ax(n), c) y(n) = n x2(n).
Solution
a) Given that, y(n) = x(n) + C
Let H be the system represented by the equation, y(n) = x(n) + C and the system H operates on x(n) to
produce, y(n) = H{x(n)} = x(n) + C.
Consider two signals x1(n) and x2(n).
Let y1(n) and y2(n) be the response of the system H for inputs x1(n) and x2(n) respectively.
\ y1(n) = H{x1(n)} = x1(n) + C
y2(n) = H{x2(n)} = x2(n) + C
\ a1 y1(n) + a2 y2(n) = a1 x1(n) + a1 C + a2 x2(n) + a2 C .....(1)
Consider a linear combination of inputs, a1 x1(n) + a2 x2(n). Let the response of the system for this linear combination
of inputs be y3(n).
\ y3(n) = H{a1 x1(n) + a2 x2(n)} = a1 x1(n) + a2 x2(n) + C .....(2)
The condition to be satisfied for linearity is, y 3(n) = a1 y1(n) + a2 y2(n).
From equations (1) and (2) we can say that, y3(n) ¹ a1 y1(n) + a2 y2(n). Hence the system is nonlinear.
Consider a linear combination of inputs, a1x1(n) + a2x2(n). Let the response of the system for this linear combination
of inputs be y3(n).
From equations (1) and (2) we can say that, y3(n) ¹ a1 y1(n) + a2 y2(n). Hence the system is nonlinear.
Example 6.14
Test the following systems for linearity.
M N
1
g
a y(n) = 2 x(n) +
x(n - 1)
g
b y(n) = x(n) - b x(n - 1) c y(n) = g åb m x(n - m) - åc m y(n - m)
m = 0 m = 1
Solution
1
a) Given that, y(n) = 2 x(n) +
x(n - 1)
1
Let H be the system represented by the equation, y(n) = 2 x(n) + and the system H operates
x(n - 1)
1
on x(n) to produce, y(n) = H {x(n)} = 2 x(n) +
x(n - 1)
Consider two signals x1(n) and x2(n).
Let y1(n) and y2(n) be the response of the system H for inputs x1(n) and x2(n) respectively.
1
\ y1(n) = H {x1(n)} = 2 x1(n) +
x1(n - 1)
1
y 2 (n) = H {x 2 (n)} = 2 x 2 (n) +
x 2 (n - 1)
F
\ a1 y1(n) + a 2 y 2 (n) = a1 2 x1(n) +
1 I F
+ a 2 2 x 2 (n) +
1 I .....(1)
GH x1(n - 1) JK GH x 2 (n - 1) JK
Consider a linear combination of inputs, a1 x1(n) + a2 x2(n). Let the response of the system for this linear combination
of inputs be y3(n).
From equations (1) and (2) we can say that, y3(n) ¹ a1 y1(n) + a2 y2(n). Hence the system is nonlinear.
Chapter 6 - Discrete Time Signals and Systems 6. 40
b) Given that, y(n) = x(n) - b x(n - 1)
Let H be the system represented by the equation, y(n) = x(n) b x(n 1) and the system H operates
on x(n) to produce, y(n) = H{x(n)} = x(n) b x(n 1) .
Consider two signals x1(n) and x2(n).
Let y1(n) and y2(n) be the response of the system H for inputs x1(n) and x2(n) respectively.
\ y1(n) = H{x1(n)} = x1(n) b x1(n 1)
y2(n) = H{x2(n)} = x2(n) b x2(n 1)
\ a1 y1(n) + a2 y2(n) = a1 x1(n) a1 b x1(n 1) + a2 x2(n) a2 b x2(n 1) .....(1)
Consider a linear combination of inputs, a1 x1(n) + a2 x2(n). Let the response of the system for this linear combination
of inputs be y3(n).
\ y3(n) = H{a1 x1(n) + a2 x2(n)} = a1 x1(n) + a2 x2(n) b[a1 x1(n 1) + a2 x2(n 1)]
= a1 x1(n) a1 b x1(n 1) + a2 x2(n) a2 b x2(n 1) .....(2)
The condition to be satisfied for linearity is, y3(n) = a1 y1(n) + a2 y2(n).
From equations (1) and (2) we can say that, y3(n) = a1 y1(n) + a2 y2(n). Hence the system is linear.
M N
c) Given that, y(n) = åb m x(n - m) - åc m y(n - m)
m= 0 m= 1
F b x (n - m) - c y (n - m)I
M N
\ a1 y1(n) + a 2 y 2 (n) = a1 GH å
m=0
m å 1 JK m=1
m 1
F M I
+ a G å b x (n - m) - å c y (n - m)J
N
.....(1)
2 m 2 m 2
H m=0 K m =1
Consider a linear combination of inputs, a1 x1(n) + a2 x2(n). Let the response of the system for this linear combination
of inputs be y3(n).
\ y3(n) = H{a1 x1(n) + a2 x2(n)}
M N
= åb m (a1 x1(n - m) + a 2 x 2 (n - m)) - åc m y 3 (n - m)
m =0 m =1
M M N
= a1 åb m x1(n - m) + a 2 åb m x 2 (n - m) - åc m y 3 (n - m) .....(2)
m=0 m =0 m =1
F b M N I F M N I
= a1 GH å
m = 0
m x1(n - m) - åc
m = 1
m y1(n - m) + a 2
JK GH å
m = 0
bm x 2 (n - m) - åc
m = 1
m y 2 (n - m) JK .....(4)
From equations (1) and (4) we can say that the condition for linearity is satisfied. Therefore the system is linear.
Example 6.15
Test the casuality of the following systems.
n
a) y(n) = x(n) x(n 1) b) y(n) = å x(m) c) y(n) = a x(n) d) y(n) = n x(n)
m = -¥
Solution
a) Given that, y(n) = x(n) x(n 1)
When n = 0, y(0) = x(0) x(1) Þ The response at n = 0, i.e., y(0) depends on the
present input x(0) and past input x(1)
When n = 1, y(1) = x(1) x(0) Þ The response at n = 1, i.e., y(1) depends on the
present input x(1) and past input x(0).
From the above analysis we can say that for any value of n, the system output depends on present and past inputs.
Hence the system is causal.
Chapter 6 - Discrete Time Signals and Systems 6. 42
n
b) Given that, y(n) = å x(m)
m = -¥
0
When n = 0, y(0) = å x(m)
m = -¥
= ... x(2) + x(1) + x(0) Þ The response at n = 0, i.e., y(0) depends on the present
input x(0) and past inputs x(1), x(2),.....
1
When n = 1, y(1) = å x(m)
m = -¥
= ... x(2) + x(1) + x(0) + x(1) Þ The response at n = 1, i.e., y(1) depends on the present
input x(1) and past inputs x(0), x(1), x(2),..
From the above analysis we can say that for any value of n, the system output depends on present and past inputs.
Hence the system is causal.
Example 6.16
Test the causality of the following systems.
a) y(n) = x(n) + 3 x(n + 4) b) y(n) = x(n2) c) y(n) = x(2n) d) y(n) = x(n)
Solution
a) Given that, y(n) = x(n) + 3 x(n + 4)
W hen n = 0, y(0) = x(0) + 3 x(4) Þ The response at n = 0, i.e., y(0) depends on the
present input x(0) and future input x(4).
When n = 1, y(1) = x(1) + 3 x(5) Þ The response at n = 1, i.e., y(1) depends on the
present input x(1) and future input x(5).
From the above analysis we can say that the response for any value of n depends on present and future inputs.
Hence the system is noncausal.
The term bounded output refers to finite and predictable output for any value of n. Hence if output
y(n) is bounded then there exists a constant My such that |y(n)| £ My and My < ¥, for all n.
In general, the test for stability of the system is performed by applying specific input. On applying
a bounded input to a system if the output is bounded then the system is said to be BIBO stable.For LTI
(Linear Time Invariant) systems the condition for BIBO stability can be transformed to a condition on
impulse response as shown below.
Condition for Stability of LTI System
By convolution sum formula, the response of LTI system is given by,
¥
y( n) = å h(m) x(n - m)
m = -¥
.....(6.24)
å | h(m)| < ¥
m = -¥
Since m is a dummy variable used in convolution operation we can change m by n in the above
equation.
+¥
\ å
n = -¥
|h(n)| < ¥ .....(6.27)
Hence from equation (6.27) we can say that, an LTI system is stable if the impulse response is
absolutely summable.
Chapter 6 - Discrete Time Signals and Systems 6. 44
Example 6.17
Test the stability of the following systems.
a) y(n) = cos[x(n)] b) y(n) = x(n 2) c) y(n) = n x(n)
Solution
a) Given that, y(n) = cos [x(n)]
The given system is nonlinear system, and so the test for stability should be performed for specific inputs.
The value of cos q lies between 1 to +1 for any value of q. Therefore the output y(n) is bounded for any value of
input x(n). Hence the given system is stable.
b) Given that, y(n) = x(n 2)
The given system is time variant system, and so the test for stability should be performed for specific inputs.
The operations performed by the system on the input signal are folding and shifting. A bounded input signal will remain
bounded even after folding and shifting. Therefore in the given system, the output will be bounded as long as input is bounded.
Hence the given system is BIBO stable.
c) Given that, y(n) = n x(n)
The given system is time variant system, and so the test for stability should be performed for specific inputs.
Case i : If x(n) tends to infinity or constant, as "n" tends to infinity, then y(n) = n x(n) will be infinite as "n" tends to
infinity. So the ststem is unstable.
Case ii : If x(n) tends to zero as "n" tends to infinity, then y(n) = n x(n) will be zero as "n" tends to infinity. So the
system is stable.
Example 6.18
Determine the range of values of "a" and "b" for the stability of LTI system with impulse response,
h(n) = bn ; n<0
n
= a ; n³0
Solution
¥
The condition to be satisfied for the stability of the system is, å | h(n)| < ¥.
n = -¥
Given that, h(n) = an ; n ³ 0
= bn ; n < 0
¥ -1 ¥
\ å |h(n)| = å | b|n + å | a|n
n = -¥ n = -¥ n = 0
¥ ¥
= å | b|-n + å | a|n
n =1 n = 0
¥ ¥
|b|0 = 1
= å | b|-n - 1 + å | a|n
n = 0 n = 0
¥ ¥
n
= å
n =0
e| b| j
-1
-1+ å
n = 0
| a|n
The summation of infinite terms in the above equation converges if, 0 < |a| < 1 and 0 < |b|1 < 1. Hence by using infinite
geometric series formula,
+¥ Infinite qeometric
1 1
å
|h(n)| =
1- | b|-1
- 1 +
1 - | a|
series sum formula
¥
n = -¥ 1
= constant cn = å
1 - c
n = 0
Therefore, the system is stable if |a| < 1 and |b| > 1. if 0 < c < 1
6. 45 Signals & Systems
6.8.6 FIR and IIR Systems
In FIR system (Finite duration Impulse Response system), the impulse response consists of finite
number of samples. The convolution formula for FIR system is given by,
N-1
y( n) = å
m= 0
h( m) x( n - m) .....(6.28)
In IIR system (Infinite duration Impulse Response system), the impulse response has infinite
number of samples. The convolution formula for IIR systems is given by,
¥
y( n) = å h(m) x(n - m)
m= 0
Since this weighted sum involves the present and all the past input sample, we can say that the IIR
system requires infinite memory. In general, an IIR system is described by the difference equation,
N M
y(n) = - å
m=1
a m y(n - m) + åb
m=0
m x(n - m)
A system whose output y(n) at time n depends on any number of past output values as well as
present and past inputs is called a recursive system. The past outputs are y(n1), y(n2), y(n 3), etc.,.
Hence for recursive system, the output y(n) is given by,
y(n) = F [y(n-1), y(n-2),...y(n- N), x(n), x(n -1),...x(n- M)]
A system whose output does not depend on past output but depends only on the present and past
input is called a nonrecursive system.
Hence for nonrecursive system, the output y(n) is given by,
y(n) = F [x(n), x(n 1) ,....., x(n M)]
In a recursive system, in order to compute y(n0), we need to compute all the previous values y(0),
y(1) ,......., y(n0 1) before calculating y(n0). Hence the output samples of a recursive system has to be
computed in order [i.e., y(0), y(1), y(2), ....]. The IIR systems are recursive systems.
In nonrecursive system, y(n0) can be computed immediately without having y(n 0- 1),
y(n0- 2)..... Hence the output samples of nonrecursive system can be computed in any order [i.e. y(50),
y(5), y(2), y(100),....]. The FIR systems are nonrecursive systems.
Chapter 6 - Discrete Time Signals and Systems 6. 46
The evaluation of equation (6.31) to determine the value of x3(n) at n = q, involves the following
five steps.
1. Change of index : Change the index n in the sequences x1(n) and x 2(n), to get the
sequences x1(m) and x2(m).
2. Folding : Fold x2(m) about m = 0, to obtain x2(-m).
3. Shifting : Shift x2(-m) by q to the right if q is positive, shift x2(-m) by q to the left
if q is negative to obtain x2(q - m).
4. Multiplication : Multiply x1(m) by x2(q - m) to get a product sequence. Let the product
sequence be vq(m). Now, vq(m) = x1(m) ´ x2(q - m).
5. Summation : Sum all the values of the product sequence vq(m) to obtain the value of
x3(n) at n = q. [i.e., x3(q)].
The above procedure will give the value x3(n) at a single time instant say n = q. In general, we are
interested in evaluating the values of the seqence x3(n) over all the time instants in the range -¥ < n < ¥.
Hence the steps 3, 4 and 5 given above must be repeated, for all possible time shifts in the range
-¥ < n < ¥.
6. 47 Signals & Systems
In the convolution of finite duration sequences it is possible to predict the start and end of the
resultant sequence. If x1(n) starts at n = n1 and x2(n) starts at n = n2 then, the initial value of n for x3(n)
is "n = n1 + n2". The value of x1(n) for n < n1 and the value of x2(n) for n < n2 are then assumed to be
zero.The final value of n for x3(n) is "n = (n1 + n2) + (N1 + N2 2)".
6.9.1 Representation of Discrete Time Signal as Summation of Impulses
A discrete time signal can be expressed as summation of impulses and this concept will be useful to
prove that the response of discrete time LTI system can be determined using discrete convolution.
Let, x(n) = Discrete time signal
d(n) = Unit impulse signal
d(n - m) = Delayed impulse signal
We know that, d(n) = 1 ; at n = 0
= 0 ; when n ¹ 0
and, d(n m) = 1 ; at n = m
= 0 ; when n ¹ m
If we multiply the signal x(n) with the delayed impulse d(n - m) then the product is non-zero only
at n = m and zero for all other values of n. Also at n = m, the value of product signal is mth sample x(m)
of the signal x(n).
\ x(n) d(n - m) = x(m)
Each multiplication of the signal x(n) by an unit impulse at some delay m, in essence picks out the
single value x(m) of the signal x(n) at n = m, where the unit impulse is non-zero. Consequently if we
repeat this multiplication for all possible delays in the range -¥ < m < ¥ and add all the product sequences,
the result will be a sequence that is equal to the sequence x(n).
For example, x(n) d(n - (-2)) = x(-2)
x(n) d(n - (-1)) = x(-1)
x(n) d(n) = x(0)
x(n) d(n - 1) = x(1)
x(n) d(n - 2) = x(2)
From the above products we can say that each sample of x(n) can be expressed as a product of the
sample and delayed impulse, as shown below.
\ x(-2) = x(-2) d(n-(-2))
x(-1) = x(-1) d(-(-1))
x(0) = x(0) d(n)
x(1) = x(1) d(n - 1)
x(2) = x(2) d(n - 2)
Chapter 6 - Discrete Time Signals and Systems 6. 48
In equation (6.32) each product x(m) d(n m) is an impulse and the summation of impulses gives
the sequence x(n).
6.9.2 Response of LTI Discrete Time System Using Discrete Convolution
In an LTI system, the response y(n) of the system for an arbitrary input x(n) is given by convolution
of input x(n) with impulse response h(n) of the system. It is expressed as,
+¥
y( n) = x( n) * h( n) = å x( m) h(n - m)
m = -¥
.....(6.33)
y(n) = H
|RS å +¥
x(m) d(n - m)
|UV .....(6.36)
|T
m = -¥ |W
The system H is a function of n and not a function of m. Hence by linearity property the equation (6.36) can be
written as,
+¥
y(n) = å x(m) H { d(n - m)}
.....(6.37)
m = -¥
Let the response of the LTI system to the unit impulse input d(n) be denoted by h(n),
\ h(n) = H{d(n)}
Then by time invariance property the response of the system to the delayed unit impulse input d(n – m) is given by,
h(n – m) = H{d(n – m)} .....(6.38)
Using equation (6.38), the equation (6.37) can be expressed as,
+¥
y(n) = å x(m) h(n - m)
m = -¥
The above equation represents the convolution of input x(n) with the impulse response h(n) to yield the output
y(n). Hence it is proved that the response y(n) of LTI discrete time system for an arbitrary input x(n) is given by
convolution of input x(n) with impulse response h(n) of the system.
6. 49 Signals & Systems
6.9.3 Properties of Linear Convolution
The Discrete convolution will satisfy the following properties.
Commutative property : x1(n) * x2(n) = x2(n) * x1(n)
Associative property : [x1(n) * x2(n)] * x3(n) = x1(n) * [x2(n) * x3(n)]
Distributive property : x1(n) * [x2(n) + x3(n)] = [x1(n) * x2(n)] + [x1(n) * x3(n)]
Proof of Commutative Property :
Consider convolution of x1(n) and x2(n).
By commutative property we can write,
x1(n) * x2(n) = x2 (n) * x1(n)
(LHS) (RHS)
LHS = x1(n) * x2(n)
+¥
= å x 1( m) x 2(n - m) .....(6.39)
m = -¥
+¥
= å x 2 ( p) x1(n - p)
p = -¥
+¥
\ y 2 (n - m) = å x 1( q) x 2(n - q - m) .....(6.43)
q = -¥
+¥ +¥
= å
p = -¥
å
m = -¥
x 1( m) x 2 (p -m) x 3 (n - p) Using equation (6.41)
+¥ +¥
= å
m = -¥
x 1 (m) å
p = -¥
x 2 (p - m) x 3 (n - p) .....(6.44)
+¥
= å x 1( m) y 2 (n - m) Using equation (6.43)
m = -¥
= x1 (n) * y2(n)
= x 1(n) * [x2(n) * x3(n)] Using equation (6.42)
= RHS
Consider the discrete time signals x1(n), x2(n) and x3(n). By distributive property we can write,
h1(n)
y1(n) y(n) x(n) y(n)
x(n) +
h1(n) h2(n)
h2(n)
Fig 6.22 : Cascade connected discrete time systems and their equivalent.
Proof:
With reference to fig 6.22 we can write,
y1(n) = x(n) * h1(n) .....(6.45)
y(n) = y1(n) * h2(n) .....(6.46)
Using equation (6.45), the equation (6.46) can be written as,
y(n) = x(n) * h1(n) * h2(n)
= x(n) * [h1(n) * h2(n)]
= x(n) * h(n) .....(6.47)
where, h(n) = h1(n) * h2(n)
From equation (6.47) we can say that the overall impulse response of two cascaded discrete
time systems is given by convolution of individual impulse responses.
Fig 6.23 : Parallel connected discrete time systems and their equivalent.
Chapter 6 - Discrete Time Signals and Systems 6. 52
Proof:
With reference to fig 6.23 we can write,
y1(n) = x(n) * h1(n) .....(6.48)
y2(n) = x(n) * h2(n) .....(6.49)
y(n) = y1(n) + y 2(n) .....(6.50)
On substituting for y1(n) and y2(n) from equations (6.48) and (6.49) in equation (6.50) we get,
y(n) = [ x(n) * h1(n)] + [ x(n) * h2(n)] .....(6.51)
By using distributive property of convolution the equation (6.51) can be written as shown below,
y(n) = x(n) * [h1(n) + h2(n)]
= x(n) * h(n) .....(6.52)
where, h(n) = h1(n) + h2(n)
From equation (6.52) we can say that the overall impulse response of two parallel connected discrete time
system is given by sum of individual impulse responses.
Example 6.19
Determine the impulse reponse for the cascade of two LTI systems having impulse responses,
n n
h1(n) =
FG 1 IJ u(n) and h (n) = FG 1IJ u(n).
H 2K H 4K
2
Solution
Let h(n) be the impulse response of the cascade system. Now h(n) is given by convolution of h1(n) and h2(n).
\ h(n) = h1(n) * h2(n)
+¥
= å h1(m) h2 (n - m) where, m is a dummy variable used for convolution operation
m = -¥
The product h1(m) h2(n m) will be non-zero in the range 0 £ m £ n. Therefore the summation index in the above
equation is changed to m = 0 to n.
n n m n -m n m n -m n n m
\ h(n) = å h1(m) h2 (n - m) = å
FG 1IJ FG 1 IJ = å
FG 1IJ FG 1 IJ FG 1 IJ =
FG 1IJ å FG 1 IJ 4m
m = 0 m = 0
H 2K H 4K m = 0
H 2K H 4K H 4K H 4K H 2K
m= 0
n n m
=
FG 1 IJ å
FG 4 IJ Finite geometric series
H 4K m= 0
H 2K sum formula
N
F 1I n n CN + 1 - 1
= G J
H 4K å2 m
åCn =
C -1
m= 0 n= 0
n
F 1I
= G J
F 2 - 1I
n+1
Using finite geometric series sum formula
H 4K GH 2 - 1 JK
n
F 1I
= G J (2n + 1 - 1) ; for n ³ 0
H 4K
n
F 1I
= G J (2n + 1 - 1) u(n) ; for all n
H 4K
6. 53 Signals & Systems
Example 6.20
Determine the overall impulse response of the interconnected discrete time system shown below,
n` n n
where, h1(n) =
FG 1IJ u(n), h2 (n) =
FG 1IJ u(n) and h3 (n) =
FG 1IJ u(n).
H 3K H 2K H 5K
h1(n)
x(n) y(n)
+
h2(n) + h3(n)
Solution
The given system can be redrawn as shown below.
h1(n)
y(n)
+
x(n)
h1(n)
+ h3(n)
h2(n)
The above system can be reduced to single equivalent system as shown below.
y1(n)
h1(n)
y(n) x(n) h1(n) + [(h1(n) + h2(n)) * h3(n)] y(n)
x(n)
+ Þ
Þ
The product of h1(m) h3(n m) will be non-zero in the range 0 £ m £ n. Therefore the summation index in the above
equation can be changed to m = 0 to n.
n
\ h1 (n) * h3 (n) = å h (m) h (n - m)
1 3
m= 0
n m n-m n m n -m
= å
FG 1 IJ FG 1 IJ = å
FG 1 IJ FG 1 IJ FG 1 IJ
m= 0
H 3 K H 5K H 3K H 5 K H 5 K
m= 0
n n m n n m
F 1I
= G J å G J
F 1I 5m
F 1I
= G J å G J
F 5I
H 5K H 3K
m= 0
H 5K H 3K
m= 0
Chapter 6 - Discrete Time Signals and Systems 6. 54
n +1
FG 5 IJ - 1
n
F 1I H 3 K
= G J Using finite geometric series sum formula
H 5K 5 - 1
3
n
Finite geometric series
FG 5 IJ 5 - 1 sum formula
F n
1I H 3 K 3 F 1I L 3 F 5 I 5 3 O n n
H 5 K 5 - 3 = GH 5 JK MMN 2 GH 3 JK 3 - 2 PPQ
= G J N
åC m
=
CN+1 - 1
3 m= 0 C -1
n n n n n
= G J G J - 23 FGH 51IJK = 52 FGH 31IJK - 32 FGH 51 JIK
5 F 1I F 5 I
2 H 5K H 3K
; for n ³ 0
n n
5 F 1I
= G J u(n) - 32 FGH 51IJK u(n) ; for all n
2 H 3K
Let us evaluate the convolution of h2(n) and h3(n).
+¥
h2 (n) * h3 (n) = å h (m) h (n - m)
2 3
m = -¥
The product of h2(m) and h3(nm) will be non-zero in the range 0 £ m £ n. Therefore the summation index in the above
equation can be change to m = 0 to n.
n
\ h2 (n) * h3 (n) = å h2 (m) h3 (n - m)
m = 0
n m n -m n m n -m
= å
FG 1IJ FG 1 IJ = å
FG 1IJ FG 1 IJ FG 1 IJ Finite geometric series
m = 0
H 2K H 5K m = 0
H 2K H 5K H 5K sum formula
n n m n n m
F 1I F 1I
å GH 2 JK 5 m F 1I
= G J å G J
F 5I N
CN+1 - 1
= G J
H 5K m = 0
H 5K H 2K m = 0
åC m
=
C -1
m= 0
n + 1
n
FG 5 IJ - 1
= GHF 51IJK H 2K Using finite geometric series sum formula
5
-1
2
n
FG 5 IJ 5 - 1
F 1I H 2 K 2
n
F 1I L 2 F 5 I 5 2 O n n
H 5 K 5 - 2 = GH 5 JK MMN 3 GH 2 JK 2 - 3 PPQ
= G J
2
n n n n n
= G J G J - 23 FGH 51 IJK = 53 FGH 21IJK - 23 FGH 51IJK
5 F 1I F 5 I
3 H 5K H 2K
for n ³ 0
n n
5 F 1I
= G J u(n) - 23 FGH 51IJK u(n) for all n
3 H 2K
MN 2 H 3 K 6 GH 5 JK 3 GH 2 JK PQ
6. 55 Signals & Systems
Example 6.21
Find the overall impulse response of the interconnected system shown below. Given that h1(n) = an u(n),
h2(n) = d(n 1), h3(n) = d(n 2).
h1(n) h2(n)
x(n) y(n)
+
h3(n) h1(n)
Solution
The given system can be reduced to single equivalent system as shown below.
h1(n) * h2(n)
x(n) y(n)
+
h3(n) * h1(n)
Þ
m = -¥
The product of d(m 1) and am in the above equation will be non-zero only when m = 1.
\ h1(n) * h2(n) = an a1 = an 1 ; for n ³ 1
= an 1 u(n 1) ; for all n.
Let us evaluate the convolution of h3(n) and h1(n).
¥
h3 (n) * h1(n) = å h (m) h (n - m)
3 1
m = -¥
Chapter 6 - Discrete Time Signals and Systems 6. 56
¥ ¥
h3 (n) * h1(n) = å d(m - 2) a (n - m)
= å d(m - 2) a n
a -m
m = -¥ m = -¥
¥
= an å d(m - 2) a -m
m = -¥
The product of d(m 2) and am in the above equation will be non-zero only when m = 2.
\ h1(n) * h2(n) = an a2 = an 2 ; for n ³ 2
n2
=a u(n 2) ; for all n
Now, the overall impulse response h(n) is given by,
h(n) = [h1(n) * h2(n)] + [h3(n) * h1(n)]
= a(n 1) u(n 1) + a(n 2) u(n 2)
The graphical representation of x(n) and h(n) after replacing n by m are shown below. The sequence h(m) is folded
with respect to m = 0 to obtain h(m).
2 2 2
1
1 1 1 1 1
0 1 2 3 1 0 1 2 2 1 0 1 m
m m
1 1
Fig 1 : Input sequence. Fig 2 : Impulse response. Fig 3 : Folded impulse response.
The samples of y(n) are computed using the convolution formula,
+¥ +¥
y(n) = å x(m) h(n - m) = å x(m) h (m) ; where h (m) = h(n - m) n n
m = -¥ m = -¥
The computation of each sample using the above equation are graphically shown in fig 4 to fig 10. The graphical
representation of output sequence is shown in fig 11.
+¥ +¥ +¥
When n = - 1 ; y(-1) = å x(m) h(-1- m) = å x(m) h -1(m) = åv -1(m)
m = -¥ m = -¥ m = -¥
3 2 1 0 0 1 2 3 0 1 2 3
m m m
1 The sum of product sequence v1(m)
Fig 4 : Computation of y(1). gives y(1). \ y(1) = 1
+¥ +¥ +¥
When n = 0 ; y(0) = å x(m) h(0 - m) = å x(m) h (m) 0 = å v 0 (m)
m = -¥ m = -¥ m = -¥
2 1 0 1 0 1 2 3 0 1 2 3
m m m
1 The sum of product sequence v0(m)
Fig 5 : Computation of y(0). gives y(0). \ y(0) = 2 + 2 = 4
6. 59 Signals & Systems
+¥ +¥ +¥
When n = 1 ; y(1) = å x(m) h(1 - m) = å x(m) h (m) 1 = å v (m) 1
m = -¥ m = -¥ m = -¥
h1(m) x(m) v1(m) 4
3 3
2 X 2
Þ
1 1 1 1 1
1 0 1 2 0 1 2 3 m 0 1 2 3
m m
The sum of product sequence v1(m)
1
Fig 6 : Computation of y(1). gives y(1). \ y(1) = 1 + 4 + 3 = 8
+¥ +¥ +¥
When n = 2 ; y(2) = å x(m) h(2 - m) = å x(m) h2 (m) = åv 2 (m)
m = -¥ m = -¥ m = -¥
h2(m) x(m) v2(m) 6
2 X 2
1 1 1 1 Þ 2
0 1
1 2 3 m 0 1 2 3 m
1
0 1 2 3 m
1
Fig 7 : Computation of y(2). The sum of product sequence v2(m)
gives y(2). \ y(2) = 1 + 2 + 6 + 1 = 8
+¥ +¥ +¥
When n = 3 ; y(3) = å x(m) h(3 - m) = å x(m) h (m) 3 = å v 3 (m)
m = -¥ m = -¥ m = -¥
h3(m) x(m) v3(m)
3 3
2 X 2 2
1 1 1 1 Þ
0 1 2 3 4 0 1 2 3 0 1 2 3
m m m
1
-2
The sum of product sequence v3(m)
Fig 8 : Computation of y(3). gives y(3). \ y(3) = 2 + 3 + 2 = 3
+¥ +¥ +¥
When n = 4 ; y(4) = å x(m) h(4 - m) = å x(m) h (m) 4 = å v (m) 4
m = -¥ m = -¥ m = -¥
v4(m)
h4(m) x(m)
3
2 X 2
Þ 1
1 1 1 1
0 1 2 3
m
0 1 2 3 4 5 0 1 2 3
m m
-1
-3
Fig 9 : Computation of y(4). The sum of product sequence v4(m)
gives y(4). \ y(4) = 3 + 1 = 2
Chapter 6 - Discrete Time Signals and Systems 6. 60
+¥ +¥ +¥
When n = 5 ; y(5) = å x(m) h(5 - m) = å x(m ) h (m ) = å v (m)
5 5
m = -¥ m = -¥ m = -¥
h5(m) x(m) v5(m)
3
2 X 2 Þ
1 1 1 1
0 1 2 3
m
-1
0 1 2 3 4 5 6 0 1 2 3 The sum of product sequence
m m
-1
v5(m) gives y(5). \ y(5) = 1
Fig 10 : Computation of y(5).
2 1 0 1 2 3 4 5 6 7
n
1
2
Fig 11 : Graphical representation of y(n).
m 3 2 1 0 1 2 3 4 5 6
x(m) 1 2 3 1
h(m) 1 2 1 1
h(m) 1 1 2 1
h(1 m) = h1(m) 1 1 2 1
h(0 m) = h0(m) 1 1 2 1
h(1 m) = h1(m) 1 1 2 1
h(2 m) = h2(m) 1 1 2 1
h(3 m) = h3(m) 1 1 2 1
h(4 m) = h4(m) 1 1 2 1
h(5 m) = h5(m) 1 1 2 1
6. 61 Signals & Systems
To determine a sample of y(n) at n = q, multiply the sequence x(m) and hq(m) to get a product sequence (i.e., multiply
the corresponding elements of the row x(m) and hq(m)). The sum of all the samples of the product sequence gives y(q).
3
When n = -1 ; y( -1) = å x(m) h -1(m) Q The product is valid only for m = -3 to + 3
m = -3
3
When n = 0 ; y(0) = å x(m) h (m) = 0 0 + 0 + 2 + 2 + 0 + 0 = 4
m = -2
3
When n = 1 ; y(1) = å x(m) h (m) 1 = 0 + 1 + 4 + 3 + 0 = 8
m = -1
3
When n = 2 ; y(2) = å x(m) h (m) 2 = -1 + 2 + 6 + 1 = 8
m = 0
4
When n = 3 ; y(3) = å x(m) h (m) 3 = 0 - 2 + 3 + 2 + 0 = 3
m = 0
5
When n = 4 ; y(4) = å x(m) h (m) 4 = 0 + 0 - 3 + 1 + 0 + 0 = -2
m = 0
6
When n = 5 ; y(5) = å x(m) h (m) 5 = 0 + 0 + 0 - 1 + 0 + 0 + 0 = -1
m = 0
y(1) = 1
y(0) = 2 + 2 = 4 y(3) = 2 + 3 + (2) = 3
1 1
1
a
a2
a3
0 1 2 3 3 2 1 0 m
0 1 2 3 m
m
Fig 1 : Impulse response. Fig 2 : Input sequence. Fig 3 : Folded input sequence.
Here both h(m) and x(m) are infinite duration sequences starting at n = 0. Hence the output sequence y(n) will also
be an infinite duration sequence starting at n = 0
By convolution formula,
¥ ¥
y(n) = å h(m) x(n - m) = å h(m) x (m) ; n where xn (m) = x(n - m)
m = -¥ m =0
The computation of some samples of y(n) using the above equation are graphically shown below.
¥ ¥ ¥
When n = 0 ; y(0) = å h(m) x(m) = å h(m) x (m) = å v (m) 0 0
m= 0 m= 0 m= 0
0 1 2 3 m 3 -2 -1 0 1 m 0 1 2 m
Fig 4 : Computation of y(0). y(0) = 1
¥ ¥ ¥
When n = 1 ; y(1) = å h(m) x(1 - m) = å h(m) x1(m) = å v 1(m)
m = 0 m = 0 m = 0
a 2
X Þ
a3
0 1 2 3 2 1 0 1 1 0 1 2 m
m m
Fig 5 : Computation of y(1). y(1) = 1 + a
6. 63 Signals & Systems
¥ ¥ ¥
When n = 2 ; y(2) = å h(m) x(2 - m) = å h(m) x (m) = å v
2 2 (m)
m = 0 m = 0 m = 0
h(m) x2(m) v2(m)
1 1 1
a a
a2 X Þ a2
a3
0 1 2 3 1 0 1 2 0 1 2 3 m
m m
y(2) = 1 + a + a2
Fig 6 : Computation of y(2).
Solving similarly for other values of n, we can write y(n) for any value of n as shown below.
n
y(n) = 1 + a + a2 +......+ an =
p=0
åa p
; for n ³ 0
y(n)
1+ a + a2 + a 3
1+ a + a2
1+ a
0
n
1 2 3
Fig 7 : Graphical representation of y(n).
0 1 2 3 n 4 3 2 1 0 1 2 3 4 5 6 7 n
Fig 6.24a : Finite duration sequence x(n). Fig 6.24b : Periodic extension of x(n).
Fig 6.24 : A finite duration sequence and its periodic extension.
Let us delay the periodic sequence xp(n) by two units of time as shown in fig 6.25(a). (For delay
the sequence is shifted right). Let us denote one period of this delayed sequence by x1(n). One period of
the delayed sequence is shown in figure 6.25(b).
Chapter 6 - Discrete Time Signals and Systems 6. 64
xp(n 2) x1(n) x1(n) = xp((n 2))4
4
4 4 4
3 3 3
3
2 2 2 2
1 1 1
1
2 1 0 1 2 3 4 5 6 7 0 1 2 3 n
8 n
Fig 6.25b : One period of xp(n 2).
Fig 6.25a : xp(n) delayed by two units of time.
Fig 6.25 : Delayed version of xp(n).
The sequence x1(n) can be represented by xp(n 2, (mod 4)), or xp((n 2))4, where mod 4 indicates
that the sequence repeats after 4 samples. The relation between the original sequence x(n) and one period
of the delayed sequence x1(n) are shown below.
x1(n) = xp(n 2, (mod 4)) = xp((n 2))4
\ When n = 0; x1(0) = xp((0 2))4 = x p(( 2))4= x(2) = 3
When n = 1; x 1(1) = xp((1 2))4 = xp(( 1))4= x(3) = 4
When n = 2; x1(2) = xp((2 2))4 = xp((0))4 = x(0) = 1
When n = 3; x1(3) = xp((3 2))4 = x p((1))4 = x(1) = 2
The sequences x(n) and x1(n) can be represented as points on a circle as shown in fig 6.26. From
fig 6.26 we can say that, x1(n) is simply x(n) shifted circularly by two units in time, where the counter
clockwise (anticlockwise) direction has been arbitrarily selected for right shift or delay.
x(1) = 2 x1(1) = 4
Rotate
anticlockwise
x(2) = 3 x(n) x(0) = 1 x1(n) x1(0) = 3
x1(2) = 1
= xp((n 2))4
x(3) = 4 x1(3) = 2
Fig 6.26a : Circular representation of x(n). Fig 6.26b : Circular representation of x1(n).
Fig 6.26 : Circular representation of a signal and its delayed version.
Let us advance the periodic sequence xp(n) by three units of time as shown in fig 6.27(a). Let us
denote one period of this advanced sequence by x2(n). One period of the advanced sequence is shown in
fig 6.27(b).
xp(n + 3) x2(n)
x2(n) = xp((n + 3))4
4 4 4 4
3 3 3 3
2 2 2 2
1 1 1 1
3 -2 -1 0 1 2 3 4 5 6 7 8 0 1 n 2 3
n
Fig 6.27a : xp(n) advanced by three units of time. Fig 6.27b : One period of xp(n + 3).
x(3) = 4 x2(3) = 3
Fig 6.28a : Circular representation of x(n). Fig 6.28b : Circular representationof x2(n).
Fig 6.28 : Circular representationof a signal and its advanced version.
Thus we conclude that a circular shift of an N-point sequence is equivalent to a linear shift of its
periodic extension and viceversa. If a nonperiodic N-point sequence is represented on the circumference
of a circle then it becomes a periodic sequence of periodicity N. When the sequence is shifted circularly,
the samples repeat after N shifts. This is similar to modulo-N operation. Hence, in general, the circular
shift may be represented by the index mod-N. Let x(n) be an N-point sequence represented on a circle and
x¢(n) be its shifted sequence by m units of time.
Now, x¢(n) = x(n m, mod N) º x((n m))N ..... (6.53)
When m is positive, the equation (6.53) represents delayed sequence and when m is negative, the
equation (6.53) represents advanced sequence.
6.10.2 Circular Symmetrics of Discrete Time Signal
The circular representation of a sequence and the resulting periodicity gives rise to new definitions
for even symmetry, odd symmetry and the time reversal of the sequence.
An N-point sequence is called even if it is symmetric about the point zero on the circle. This implies
that,
x(N - n) = x(n) ; for 0 £ n £ N - 1 ...... (6.54)
Chapter 6 - Discrete Time Signals and Systems 6. 66
An N-point sequence is called odd if it is antisymmetric about the point zero on the circle.
This implies that,
x(N - n) = - x(n) ; for 0 £ n £ N - 1 ...... (6.55)
The time reversal of a N-point sequence is obtained by reversing its sample about the point zero on
the circle. Thus the sequence x(n, (mod N) ) is simply written as,
x (-n, (mod N)) = x(N - n) ; for 0 £ n £ N - 1 ...... (6.56)
This time reversal is equivalent to plotting x(n) in a clockwise direction on a circle, as shown in
fig 6.29.
x(2) x(6)
The Circular convolution of two periodic discrete time sequences x1(n) and x2(n) with periodicity
of N samples is defined as,
N-1 N-1
x 3 ( n) = å
m=0
x1 ( m) x 2 ((n - m))
N
or x3 ( n) = å
m= 0
x2 ( m) x1 ((n - m)) N .....(6.57)
The evaluation of equation (6.59) to determine the value of x3(n) at n = q involves the following
five steps.
1. Change of index : Change the index n in the sequences x1(n) and x2(n), in order to get the
sequences x1(m) and x2(m). Represent the samples of one period of the
sequences on circles.
2. Folding : Fold x2(m) about m = 0, to obtain x2(-m).
3. Rotation : Rotate x2(-m) by q times in anti-clockwise if q is positive, rotate x2(-m)
by q times in clockwise if q is negative to obtain x2((q m))N.
4. Multiplication : Multiply x1(m) by x2((q m))N to get a product sequence. Let the product
sequence be vq(m). Now, vq(m) = x1(m) ´ x2((q m))N.
5. Summation : Sum up the samples of one period of the product sequence vq(m) to
obtain the value of x3(n) at n = q. [i.e., x3(q)].
The above procedure will give the value of x3(n) at a single time instant say n = q. In general we are
interested in evaluating the values of the sequence x3(n) in the range 0 < n < N - 1. Hence the steps
3 , 4 and 5 given above must be repeated, for all possible time shifts in the range 0 < n < N - 1.
Chapter 6 - Discrete Time Signals and Systems 6. 68
6.10.5 Linear Convolution via Circular Convolution
When two numbers of N-point sequences are circularly convolved, it produces another N-point
sequence. For circular convolution, one of the sequence should be periodically extended. Also the resultant
sequence is periodic with period N.
The linear convolution of two sequences of length N1 and N2 produces an output sequence of
length N1 + N2 -1. To perform linear convolution via circular convolution both the sequences should be
converted to N1 + N2 -1 point sequences by padding with zeros. Then perform circular convolution of
N1 + N2 -1 point sequences. The resultant sequence will be same as that of linear convolution of N1 and
N2 point sequences.
6.10.6 Methods of Computing Circular Convolution
Method 1 : Graphical Method
In graphical method the given sequences are converted to same size and represented on circles. In
case of periodic sequences, the samples of one period are represented on circles. One of the sequence is
folded and shifted circularly. Let x1(n) and x2(n) be the given sequences. Let x3(n) be the sequence
obtained by circular convolution of x1(n) and x2(n). The following procedure can be used to get a sample
of x3(n) at n = q.
1. Change the index n in the sequences x1(n) and x2(n) to get x1(m) and x2(m) and then represent
the sequences on circles.
2. Fold one of the sequence. Let us fold x2(m) to get x2(m).
3. Rotate (or shift) the sequence x2(m), q times to get the sequence x2((q m))N. If q is positive
then rotate (or shift) the sequence in anticlockwise direction and if q is negative then rotate (or
shift) the sequence in clockwise direction.
4. The sample of x3(q) at n = q is given by,
N-1 N-1
x 3 (q) = å
m=0
x1 (m) x2 ((q - m)) N = å
m=0
x1 (m) x2,q (m)
LMx (0) x (N - 1)
2 2 x 2 ( N - 2) ..... x 2 (2) x 2 (1) OP LM
x1 (0) OP LM x (0) OP
3
x1 (1)
MMxx ((12)) xx ((10))
2 2 x2 ( N - 1) ..... x2 (3) x2 (2)
PP MM
x1 (2)
PP MM xx ((12)) PP
3
3
x2 (0) ..... x2 (4) x2 (3)
2
MM M 2
M M M M
´
PP M MM = PP MM M PP
M MM PP MM x (NM - 2)PP
MMx (N - 1) x (N -- 32))
2 x ( N - 2 )
2 x ( N x 2 ( N - 4)
x 2 ( N - 3)
..... x2 (0)
..... x2 (1)
x2 ( N - 1)
x2 (0)
PP
x1 ( N - 2) 3
2N 2 Q MN
x1 ( N - 1) PQ MN x (N - 1) PQ
3
Example 6.24
Perform circular convolution of the two sequences,
x1(n) = {2, 1, 2, 1} and x2(n)= {1, 2, 3, 4}
Solution
Method 1:Graphical Method of Computing Circular Convolution
Let x3(n) be the sequence obtained by circular convolution of x1(n) and x2(n).
where x 2,n (m) = x 2 ((n - m))N and m is the dummy variable used for convolution.
The index n in the given sequences are changed to m and each sequence is represented as points on a circle as
shown below. The folded sequence x2(m) is also represented on the circle.
x1(1)=1 x2(1)=2 x2(3)=4
Each sample of x3(n) is given by sum of the samples of product sequence defined by the equation,
3 3
x 3 (n) = å x (m) 1 x 2,n (m) = å v (m) n ; where v n (m) = x1(m) x 2,n (m)
m = 0 m = 0
Using the above equation, graphical method of computing each sample of x3(n) are shown in fig 4 to fig 7.
3 3 3
When n = 0 ; x 3 (0) = å x (m) x (-m)
1 2 = å x (m) x 1 2,0 (m) = å v (m) 0
m = 0 m = 0 m = 0
1 4 1´ 4 = 4
1 2 1 ´2=2
The sum of samples of v0(m) gives x3(0)
Fig 4 : Computation of x3(0). \ x3(0) = 2 + 4 + 6 + 2 = 14
3 3 3
When n = 1 ; x 3 (1) = å x (m) x (1 - m)
1 2 = å x (m) x
1 2,1(m) = å v (m) 1
m = 0 m = 0 m = 0
1 1 1´ 1 = 1
1 3 1 ´3=3
The sum of samples of v1(m) gives x3(1)
Fig 5 : Computation of x3(1). \ x3(1) = 4 + 1 + 8 + 3 = 16
6. 71 Signals & Systems
3 3 3
When n = 2 ; x 3 (2) = å x (m) x (2 - m)
1 2 = å x1(m) x 2,2 (m) = åv 2 (m )
m = 0 m = 0 m = 0
1 2 1´ 2 = 2
1 4 1 ´4=4
The sum of samples of v2(m) gives x3(2)
Fig 6 : Computation of x3(2).
\ x3(2) = 6 + 2 + 2 + 4 = 14
3 3 3
When n = 3 ; x 3 (3) = å x (m) x (3 - m)
1 2 = å x1(m) x 2,3 (m) = åv 3 (m )
m = 0 m = 0 m = 0
1 3 1´ 3 = 3
1 1
1 ´1=1
Fig 7 : Computation of x3(3). The sum of samples of v3(m) gives x3(3)
\ x3(3) = 8 + 3 + 4 + 1 = 16
Note : The bold faced numbers are samples obtained by periodic extension.
m 3 2 1 0 1 2 3
x1(m) 2 1 2 1
x2(m) 1 2 3 4
x2(m) = x2,0(m) 4 3 2 1 4 3 2
x2(1 m) = x2,1(m) 4 3 2 1 4 3
x2(2 m) = x2,2(m) 4 3 2 1 4
x3(3 m) = x2,3(m) 4 3 2 1
To determine a sample of x3(n) at n = q, multiply the sequence, x1(m) and x 2,q (m), to get a product sequence
x1(m) x 2,q (m). (i.e., multiply the corresponding elements of the row x1(m) and x 2,q (m) ). The sum of all the samples of the
product sequence gives x3(q).
Chapter 6 - Discrete Time Signals and Systems 6. 72
3
When n = 0 ; x 3 (0) = å x (m) x1 2,0 (m)
m=0
= x1(0) x 2.0 (0) + x1(1) x 2.0 (1) + x1(2) x 2.0 (2) + x1(3 ) x 2,0 (3)
= 2 + 4 + 6 + 2 = 14
The samples of x3(n) for other values of n are calculated as shown for n = 0.
3
When n = 1; x 3 (1) = å x (m) 1 x 2,1(m) = 4 + 1 + 8 + 3 = 16
m=0
3
When n = 2; x 3 (2) = å x (m) 1 x 2,2 (m) = 6 + 2 + 2 + 4 = 14
m=0
3
When n = 3; x 3 (3) = å x (m) 1 x 2,3 (m) = 8 + 3 + 4 + 1 = 16
m=0
\ x 3 (n) =
RS14, 16, 14, 16UV
TA W
Method 3 : Circular Convolution Using Matrices
The sequence x1(n) can be arranged as a column vector of order N ´ 1 and using the samples of x2(n) the N ´ N
matrix is formed as shown below. The product of the two matrices gives the sequence x3(n).
LMx (0)
2 x 2 (3) x 2 (2) x 2 (1)OP LMx (0)OP
1 LMx (0)OP
3
MMx (1)
2 x 2 (0) x 2 (3 ) x 2 (2) P Mx (1) P
1
=
MMx (1) PP
3
MMx (2)
2 x 2 (1) x 2 (0) x (3)PP MMx (2)PP
2 1 MMx (2)PP
3
Nx (3)
2 x 2 (2) x 2 (1) x (0)PQ MNx (3)PQ
2 1 Nx (3)Q
3
Example 6.25
Perform the circular convolution of the two sequences x1(n) and x2(n), where,
m 7 6 5 4 3 2 1 0 1 2 3 4 5 6 7
x2(m) = x2,0(m) 1.5 1.3 1.1 0.9 0.7 0.5 0.3 0.1 1.5 1.3 1.1 0.9 0.7 0.5 0.3
x2(1 m) = x2,1(m) 1.5 1.3 1.1 0.9 0.7 0.5 0.3 0.1 1.5 1.3 1.1 0.9 0.7 0.5
x2(2 m) = x2,2(m) 1.5 1.3 1.1 0.9 0.7 0.5 0.3 0.1 1.5 1.3 1.1 0.9 0.7
x2(3 m) = x2,3(m) 1.5 1.3 1.1 0.9 0.7 0.5 0.3 0.1 1.5 1.3 1.1 0.9
x2(4 m) = x2,4(m) 1.5 1.3 1.1 0.9 0.7 0.5 0.3 0.1 1.5 1.3 1.1
x2(5 m) = x2,5(m) 1.5 1.3 1.1 0.9 0.7 0.5 0.3 0.1 1.5 1.3
x2(6 m) = x2,6(m) 1.5 1.3 1.1 0.9 0.7 0.5 0.3 0.1 1.5
x2(7 m) = x2,7(m) 1.5 1.3 1.1 0.9 0.7 0.5 0.3 0.1
= x1(0) x 2,0 (0) + x1(1) x 2,0 (1) + x1(2) x 2,0 (2) + x1(3) x 2,0 (3)
+ x1(4) x 2,0 (4) + x1(5) x 2,0 (5) + x1(6) x 2,0 (6) + x1(7) x 2,0 (7)
= 0.02 + 0.6 + 0.78 + 0.88 + 0.9 + 0.84 + 0.7 + 0.48 = 5.20
The samples of x3(n) for other values of n are calculated as shown for n = 0.
7 7
When n = 1; x 3 (1) = å x (m) 1 x 2 (1 - m) = å x (m) x1 2,1(m) = 6.00
m =0 m =0
7 7
When n = 2; x 3 (2) = å x (m) 1 x 2 (2 - m) = å x (m) x1 2,2 (m) = 6.48
m =0 m =0
7 7
When n = 3; x 3 (3) = å x (m) 1 x 2 (3 - m) = å x (m) x1 2,3 (m) = 6.64
m =0 m =0
7 7
When n = 4; x 3 (4) = å x (m) x (4 - m)
1 2 = å x (m) x1 2,4 (m) = 6.48
m =0 m=0
7 7
When n = 5; x 3 (5) = å x (m) x (5 - m)
1 2 = å x1(m) x 2,5 (m) = 6.00
m=0 m=0
7 7
When n = 6; x 3 (6) = å x (m) x (6 - m)
1 2 = å x (m) 1 x 2,6 (m) = 5.20
m =0 m =0
7 7
When n = 7; x 3 (7) = å x (m) x (7 - m)
1 2 = å x (m) x1 2,7 (m) = 4.08
m =0 m =0
Since both x(n) and h(n) starts at n = 0, the output sequence y(n) will also start at n = 0.
The length of y(n) is 2 + 2 1 = 3.
Let us change the index n to m in x(n) and h(n). The sequences x(m) and h(m) are represented in the tabular array
as shown below.
Note : The unfilled boxes in the table are considered as zeros.
m 1 0 1 2
x(m) 1 0.5
h(m) 0.5 1
h(m) = h0(m) 1 0.5
h(1 m) = h1(m) 1 0.5
h(2 m) = h2(m) 1 0.5
m 1 0 1
x(m) 1 0.5
h(m) 0.5 1
h(m) = h0(m) 1 0.5 1
h(1 m) = h1(m) 1 0.5
6. 75 Signals & Systems
Each sample of y(n) is given by the equation,
N - 1 N - 1
y(n) = å x(m) h((n - m)) N = å x(m) h (m); where h (m)
n n = h((n - m))N
m= 0 m= 0
N - 1 1
When n = 0 ; y(0) = å x(m) h( -m) = å x(m) h (m) 0
m = 0 m= 0
Solution
a) Response of LTI system using linear convolution
Let y(n) be the response of LTI system. By convolution sum formula,
+¥
y(n) = x(n) * h(n) = å x(m) h(n - m) ; where m is a dummy variable used for convolution.
m = -¥
The sequence x(n) starts at n = 0 and h(n) starts at n = 1. Hence y(n) will start at n = 0 + (1) = 1. The length of x(n)
is 4 and the length of h(n) is 5. Hence the length of y(n) is (4 + 5 1) = 8. Also y(n) ends at n = 0 + (1) + (4 + 5 2) = 6.
Let us change the index n to m in x(n) and h(n). The sequences x(m) and h(m) are represented on the tabular array
as shown below. Let us fold h(m) to get h(m) and shift h(m) to perform convolution operation.
= x(4) h1(4) + x(3) h1(3) + x(2) h1(2) + x(1) h1(1) + x(0) h1(0)
+ x(1) h1(1) + x(2) h1(2) + x(3) h1(3)
= 0 + 0 + 0 + 0 + (0.5) + 0 + 0 + 0 = 0.5
The samples of y(n) for other values of n are calculated as shown for n = 1.
3
When n = 0 ; y(0) = å x(m) h (m) 0 = 0 + 0 + 0 + ( -1) + 0.5 + 0 + 0 = - 0.5
m = -3
3
When n = 1 ; y(1) = å x(m) h (m) 1 = 0 + 0 + 1 + 1 + 1 + 0 = 3
m = -2
3
When n = 2 ; y(2) = å x(m) h (m) 2 = 0 + ( -2) + ( - 1) + 2 + ( -1) = -2
m = -1
4
When n = 3 ; y(3) = å x(m) h (m) 3 = - 0.75 + 2 + ( -2) + ( -2) + 0 = - 2.75
m= 0
5
When n = 4 ; y(4) = å x(m) h (m) 4 = 0 + 0.75 + 4 + 2 + 0 + 0 = 6.75
m= 0
6
When n = 5 ; y(5) = å x(m) h (m) 5 = 0 + 0 + 1.5 + (- 4) + 0 + 0 + 0 = - 2. 5
m= 0
7
When n = 6 ; y(6) = å x(m) h (m) 6 = 0 + 0 + 0 + ( -1.5) + 0 + 0 + 0 + 0 = - 1.5
m= 0
m 7 6 5 4 3 2 1 0 1 2 3 4 5 6 7
x(m) 0 1 1 2 2 0 0 0
h(m) 0.5 1 1 2 0.75 0 0 0
h(m) 0 0 0 0.75 2 1 1 0.5
h(1 m) = h1(m) 0 0 0 0.75 2 1 1 0.5 0 0 0 0.75 2 1 1
h(m) = h0(m) 0 0 0 0.75 2 1 1 0.5 0 0 0 0.75 2 1
h(1 m) = h1(m) 0 0 0 0.75 2 1 1 0.5 0 0 0 0.75 2
h(2 m) = h2(m) 0 0 0 0.75 2 1 1 0.5 0 0 0 0.75
h(3 m) = h3(m) 0 0 0 0.75 2 1 1 0.5 0 0 0
h(4 m) = h4(m) 0 0 0 0.75 2 1 1 0.5 0 0
h(5 m) = h5(m) 0 0 0 0.75 2 1 1 0.5 0
h(6 m) = h6(m) 0 0 0.75 2 1 1 0.5 0 0 0 0.75 2 1 1 0.5
Let y(n) be the sequence obtained by circular convolution of x(n) and h(n). Each sample of y(n) is given by,
6 6
y(n) = å x(m) h((n - m)) 8 = å x(m) h (m) n ; where hn (m) = h((n - m))8
m = -1 m = -1
To determine a sample of y(n) at n = q, multiply the sequence x(m) and hq(m) to get a product sequence x(m) hq(m),
(i.e., multiply the corresponding elements of the row x(m) and hq(m)). The sum of all the samples of the product sequence
gives y(q). 6
When n = - 1 ; y( -1) = å
x(m) h-1(n) = x( -1) h-1( -1) + x(0) h-1(0) + x(1) h-1(1) + x(2) h-1(2)
m = -1
In overlap add method the longer sequence is divided into smaller sequences. Then linear convo-
lution of each section of longer sequence and smaller sequence is performed. The overall output sequence
is obtained by combining the output of the sectioned convolution.
Let, N1 = Length of longer sequence
N2 = Length of smaller sequence
Let the longer sequence be divided into sections of size N3 samples.
Note : Normally the longer sequence is divided into sections of size same as that of smaller sequence.
N3 + N 2 1
N3 N2 1
N3 + N 2 1
N2 1 N3 (N21) N2 1
N3 + N 2 1
N2 1 N3 (N21) N2 1
Overlapped region
The linear convolution of each section with smaller sequence will produce an output sequence of
size N3 + N2 1 samples. In this method the last N2 1 samples of each output sequence overlaps with the
first N2 1 samples of next section. (i.e., there will be a region of N2 1 samples over which the output
6. 79 Signals & Systems
sequence of qth convolution overlaps the output sequence of (q +1)th convolution). While combining the
output sequences of the various sectioned convolutions, the corresponding samples of overlapped
regions are added and the samples of non-overlapped regions are retained as such.
N3 + N2 1
N3 N2 1
N2 1 N3 + N 2 1
N2 1 N3(N21) N2 1
N2 1 N3 + N2 1
N2 1 N3(N21) N2 1
Appended
Fig 6.31 : Appending of sections of input sequence in with zero
method-1 of overlap save method.
Chapter 6 - Discrete Time Signals and Systems 6. 80
N3 + N 2 1
N2 1 N3(N21) N21
N3 + N 2 1
N2 1 N3(N21) N21
N3 + N 2 1
N2 1 N3
Overlapped region
N 3 + N2 1
N3(N21) N2 1 N2 1
Appended
N2 1
with zero
N 3 + N2 1
N3(N21) N2 1 N2 1
N2 1
N3 + N2 1
N3 N2 1
Fig 6.33 : Appending of sections of input sequence in
method-2 of overlap save method.
N3 + N 2 1
N3 N2 1
N3 + N 2 1
N2 1 N3(N21) N2 1
N3 + N2 1
N2 1 N3(N21) N2 1
Overlapped
region
Note : Samples in the shaded region are discarded Overlapped
region
In this method the longer sequence is sectioned into sequences of size equal to smaller sequence. Here x(n) is a
longer sequence when compared to h(n). Hence x(n) is sectioned into sequences of size equal to h(n).
Here linear convolution of each section is performed between two sequences each consisting of 2 samples.
Hence each convolution output will consists of 2 + 2 1 = 3 samples. The convolution of each section is performed by tabular
method as shown below.
Note :
1. Here N1 = 8, N2 = 2, N3 = 2. \ (N2 1) = 2 1 = 1 and (N2 + N3 1) = 2 + 2 1 = 3
2. The unfilled boxes in the tables are considered as zero.
3. For convenience of convolution operation the index n is replaced by m in x1(n), x2(n), x3(n), x4(n) and h(n).
Convolution of Section - 1
+¥
m 1 0 1 2
y1(n) = x1(n) * h(n) = å x1(m) h(n - m)
m = -¥
+¥
x1(m) 1 1 = å x1(m) hn (m) ; n = 0, 1, 2
m = -¥
h(m) 1 1
where hn (m) = h(n - m)
h(m) = ho(m) 1 1 When n = 0 ; y1(0) = å x (m ) h (m)
1 0 = 0 - 1 + 0 = -1
h(1 m) = h1(m) 1 1 When n = 1 ; y1(1) = å x (m) h (m)
1 1 = 1 + 1 = 2
h(m) 1 1
= å x 2 (m) hn (m) ; n = 2, 3, 4
m = -¥
m 1 0 1 2 3 4 5 6
x3(m) 3 3
h(m) 1 1
h(m) 1 1
h(4 m) = h4(m) 1 1
h(5 m) = h5(m) 1 1
h(6 m) = h6(m) 1 1
+¥ +¥
y 3 (n) = x 3 (n) * h(n) = å x 3 (m) h(n - m) = å x3 (m) hn (m) ; n = 4, 5, 6
m = -¥ m = -¥
y5(n) 1 2 3 4 5 6 7 8 4
\ y(n) = x(n) * h(n) = {1, 2, 3, 4, 5, 6, 7, 8, 4}
b) Overlap Save Method
In this method the longer sequence is sectioned into sequences of size equal to smaller sequence. The number of
samples that will be obtained in the output of linear convolution of each section is determined. Then each section of longer
sequence is converted to the size of output sequence using the samples of original longer sequence.
The smaller sequence is also converted to the size of output sequence by appending with zeros. Then the circular
convolution of each section is performed.
Here x(n) is a longer sequence when compared to h(n). Hence x(n) is sectioned into sequences of size equal to h(n).
Given that, x(n) = {1, 1, 2, 2, 3, 3, 4, 4}
Let x(n) be sectioned into four sequences each consisting of two samples of x(n) as shown below.
x1(n) = 1 ; n = 0 x2(n) = 2 ; n = 2 x3(n) = 3 ; n = 4 x4(n) = 4 ; n = 6
= 1 ; n = 1 = 2 ; n = 3 = 3 ; n = 5 = 4 ; n = 7
Let y1(n), y2(n), y3(n) and y4(n) be the output of linear convolution of x1(n), x2(n), x3(n) and x4(n) with h(n) respectively.
Here linear convolution of each section will result in an output sequence consisting of 2 + 2 1 = 3 samples.
The sequence h(n) is converted to 3-sample sequence by appending with zero.
\ h(n) = {1, 1, 0}
Method - 1
In method - 1 the overlapping samples are placed at the beginning of the sections. Each section of longer sequence
is converted to 3-sample sequence using the samples of original longer sequence as shown below. It can be observed that
the first sample of x2(n) is placed as overlapping sample at the end of x1(n). The first sample of x3(n) is placed as overlapping
sample at the end of x2(n). The first sample of x4(n) is placed as overlapping sample at the end of x3(n). Since there is no
fifth section, the overlapping sample of x4(n) is taken as zero.
x1(n) = 1 ; n = 0 x2(n) = 2 ; n = 2 x3(n) = 3 ; n = 4 x4(n) = 4 ; n = 6
= 1 ; n = 1 = 2 ; n = 3 = 3 ; n = 5 = 4 ; n = 7
= 2; n=2 = 3 ; n=4 = 4 ; n=6 = 0 ;n=8
Now perform circular convolution of each section with h(n). The output sequence obtained from circular convolution
will have three samples. The circular convolution of each section is performed by tabular method as shown below.
Here h(n) starts at n = nh = 0
x1(n) starts at n = n1 = 0, \ y1(n) will start at n = n1 + nh = 0 + 0 = 0
x2(n) starts at n = n2 = 2, \ y2(n) will start at n = n2 + nh = 2 + 0 = 2
x3(n) starts at n = n3 = 4, \ y3(n) will start at n = n3 + nh = 4 + 0 = 4
x4(n) starts at n = n4 = 6, \ y4(n) will start at n = n4 + nh = 6 + 0 = 6
Note : 1. Here N1 = 8, N2 = 2, N3 = 2. \ (N2 1) = 2 1 = 1 and (N2 + N3 1) = 2 + 2 1 = 3
2. The bold faced numbers in the tables are obtained by periodic extension.
3. For convenience of convolution operation, the index n in x1(n), x2 (n), x3(n), x4 (n) and h(n)
are replaced by m.
Chapter 6 - Discrete Time Signals and Systems 6. 84
Convolution of Section - 1 mf
m 2 1 0 1 2
y1(n) = x1(n) * h(n) = å x1(m) h((n - m))N
m = mi
2
x1(m) 1 1 2
= å x (m) h (m) ;
1 n n = 0, 1, 2,
h(m) 1 1 0 m =0
Convolution of Section - 2
When n = 2 ; y1(2) = å x (m) h (m)
1 2 = 0 - 1 - 2 = -3
m 2 1 0 1 2 3 4
x2(m) 2 2 3
h(m) 1 1 0
h(m) 0 1 1
h(2 m) = h2(m) 0 1 1 0 1
h(3 m) = h3(m) 0 1 1 0
h(4 m) = h4(m) 0 1 1
mf
y 2 (n) = x 2 (n) * h(n) = å x 2 (m) h((n - m))N
m = mi
4
= å x (m) h (m) ;
2 n n = 2, 3, 4
m = 2
Convolution of Section - 3
m 2 1 0 1 2 3 4 5 6
x3(m) 3 3 4
h(m) 1 1 0
h(m) 0 1 1
h(4 m) = h4(m) 0 1 1 0 1
h(5 m) = h5(m) 0 1 1 0
h(6 m) = h6(m) 0 1 1
mf 6
y 3 (n) = x 3 (n) * h(n) = å x 3 (m) h((n - m))N = å x (m) h (m) ;
3 n n = 4, 5, 6
m = mi m =4
mf 8
y 4 (n) = x 4 (n) * h(n) = å x 4 (m) h((n - m))N = å x 4 (m) hn (m) ; n = 6, 7, 8
m = mi m =6
It can be observed that the last sample in an output sequence overlaps with the first sample of next output sequence.
In overlap save method the overall output is obtained by combining the outputs of the convolution of all sections. While
combining the outputs, the overlapped first sample of every output sequence is discarded and the remaining samples are
simply saved as samples of y(n) as shown in the following table.
n 0 1 2 3 4 5 6 7 8
y1 (n) 1 2 3
y2 (n) 1 4 5
y3 (n) 1 6 7
y4 (n) 4 8 4
y(n) * 2 3 4 5 6 7 8 4
y(n) = x(n) * h(n) = {*, 2, 3, 4, 5, 6, 7, 8, 4}
Note : Here y(n) is linear convolution of x(n) and h(n). It can be observed that the results of both the methods are
same, except the first N2 1 samples.
Method - 2
In method - 2 the overlapping samples are placed at the end of the section.Each section of longer sequence is
converted to 3-sample sequence, using the samples of original longer sequence as shown below. It can be observed that
the last sample of x1(n) is placed as overlapping sample at the end of x2(n). The last sample of x2(n) is placed as overlapping
sample at the end of x3(n). The last sample of x3(n) is placed as overlapping sample at the end of x4(n). Since there is no
previous section for x1(n), the overlapping sample of x1(n) is taken as zero.
= 1 ; n = 1 = 2 ; n=3 = 3 ; n=5 = 4 ; n = 7
Now perform circular convolution of each section with h(n). The output sequence obtained from circular convolution
will have three samples. The circular convolution of each section is performed by tabular method as shown below.
Chapter 6 - Discrete Time Signals and Systems 6. 86
Here h(n) starts at n = nh = 0
2. The bold faced numbers in the tables are obtained by periodic extension.
3. For convenience of convolution the index n is replaced by m in x1(n), x2(n), x3(n), x4(n) and h(n).
mf
Convolution of Section - 1
y1(n) = x1(n) * h(n) = å x1(m) h((n - m))N
m 2 1 0 1 2 m = mi
2
x1(m) 1 1 0 = å x (m) h (m) ;
1 n n = 0, 1, 2
m = 0
h(m) 1 1 0
where hn (m) = h((n - m))N
h(m) = h0(m) 0 1 1 0 1
h(1 m) = h1(m) 0 1 1 0
When n = 0 ; y1(0) = å x (m) h (m) = -1 + 0 + 0 = 1
1 0
m 2 1 0 1 2 3 4
x2(m) 2 2 1
h(m) 1 1 0
h(m) 0 1 1
h(2 m) = h2(m) 0 1 1 0 1
h(3 m) = h3(m) 0 1 1 0
h(4 m) = h4(m) 0 1 1
mf 4
y 2 (n) = x 2 (n) * h(n) = å x 2 (m) h((n - m))N = å x 2 (m) hn (m); n = 2, 3, 4,
m = mi m =2
m 2 1 0 1 2 3 4 5 6
x3(m) 3 3 2
h(m) 1 1 0
h(m) 0 1 1
h(4 m) = h4(m) 0 1 1 0 1
h(5 m) = h5(m) 0 1 1 0
h(6 m) = h6(m) 0 1 1
6. 87 Signals & Systems
mf 6
y 3 (n) = x 3 (n) * h(n) = å x 3 (m) h((n - m))N = å x 3 (m) hn (m) ; n = 4, 5, 6
m = mi m = 4
h(8 m) = h8(m) 0 1 1
mf 8
y 4 (n) = x 4 (n) * h(n) = å x 4 (m) h((n - m))N = å x 4 (m) hn (m) ; n = 6, 7, 8
m = mi m = 6
n 0 1 2 3 4 5 6 7 8
Note :
y1(n) 1 2 1
Here y(n) is linear convolution of
y2(n) 3 4 1 x(n) and h(n). It can be observed
y3(n) 5 6 1 that the results of both the
methods are same except the
y4(n) 7 8 1 last N21 samples.
y(n) 1 2 3 4 5 6 7 8 *
Example 6.29
Perform the linear convolution of the following sequences by a) Overlap add method and b) Overlap save method.
x(n) = {1, 2, 3, 1, 2, 3, 4, 5, 6} and h(n) = {2, 1, 1}
Solution
a) Overlap Add Method
In this method the longer sequence is sectioned into sequences of size equal to smaller sequence. Here x(n) is a
longer sequence when compared to h(n). Hence x(n) is sectioned into sequences of size equal to h(n).
Given that x(n) = {1, 2, 3, 1, 2, 3, 4, 5, 6}. Let x(n) can be sectioned into three sequences, each consisting of three
samples of x(n) as shown below.
Chapter 6 - Discrete Time Signals and Systems 6. 88
x1(n) = 1 ; n = 0 x2(n) = 1 ; n = 3 x3 (n)= 4 ; n = 6
=2;n=1 = 2 ; n = 4 =5;n=7
=3;n=2 = 3 ; n = 5 =6;n=8
Let y1(n), y2(n) and y3(n) be the output of linear convolution of x1(n), x2(n) and x3(n) with h(n) respectively.
Here h(n) starts at n = nh = 0
x1(n) starts at n = n1 = 0, \ y1(n) will start at n = n1 + nh = 0 + 0 = 0
x2(n) starts at n = n2 = 3, \ y2(n) will start at n = n3 + nh = 3 + 0 = 3
Convolution of Section -1
m 2 1 0 1 2 3 4
+¥
x1(m) 1 2 3
y1(n) = x1(n) * h(n) = å x (m) h(n - m)
1
h(m) 2 1 1 m = -¥
+¥
h(m) = h0(m) 1 1 2 = å x (m) h (m)
1 n
m = -¥
h(1 m) = h1(m) 1 1 2
for n = 0, 1, 2, 3, 4
h(2 m) = h2(m) 1 1 2
where hn (m) = h(n - m)
h(3 m) = h3(m) 1 1 2
h(4 m) = h4(m) 1 1 2
When n = 0 ; y1(0) = å x1(m) ho(m) = 0 + 0 + 2 + 0 + 0 = 2
When n = 1 ; y1(1) = å x1(m) h1(m) = 0 + 1 + 4 + 0 = 5
When n = 2 ; y1(2) = å x1(m) h2(m) = 1 + 2 + 6 = 7
When n = 3 ; y1(3) = å x1(m) h3(m) = 0 2 + 3 + 0 = 1
Convolution of Section - 2
m 2 1 0 1 2 3 4 5 6 7
x2(m) 1 2 3
h(m) 2 1 1
h(m) = h0(m) 1 1 2
h(3 m) = h3(m) 1 1 2
h(4 m) = h4(m) 1 1 2
h(5 m) = h5(m) 1 1 2
h(6 m) = h6(m) 1 1 2
h(7 m) = h7(m) 1 1 2
6. 89 Signals & Systems
¥ ¥
y 2 (n) = x 2 (n) * h(n) = å x 2 (m) h(n - m) = å x 2 (m) hn (m); n = 3, 4, 5, 6, 7
m = -¥ m = -¥
m 4 3 2 1 0 1 2 3 4
x1(m) 1 2 3 1 2
h(m) 2 1 1 0 0
h(m) = h0(m) 0 0 1 1 2 0 0 1 1
h(1 m) = h1(m) 0 0 1 1 2 0 0 1
h(2 m) = h2(m) 0 0 1 1 2 0 0
h(3 m) = h3(m) 0 0 1 1 2 0
h(4 m) = h4(m) 0 0 1 1 2
6. 91 Signals & Systems
mf 4
y1(n) = x1(n) * h(n) = å x (m) h((n - m))
1 N = å x1(m) hn (m); n = 0, 1, 2, 3, 4
m = mi m =0
Convolution of Section - 2
m 4 3 2 1 0 1 2 3 4 5 6 7
x2(m) 1 2 3 4 5
h(m) 2 1 1 0 0
h(m) = h0(m) 0 0 1 1 2
h(3 m) = h3(m) 0 0 1 1 2 0 0 1 1
h(4 m) = h4(m) 0 0 1 1 2 0 0 1
h(5 m) = h5(m) 0 0 1 1 2 0 0
h(6 m) = h6(m) 0 0 1 1 2 0
h(7 m) = h7(m) 0 0 1 1 2
mf 7
y 2 (n) = x 2 (n) * h(n) = å x (m) h((n - m))
2 N = å x (m) h (m); n
2 n = 3, 4, 5, 6, 7
m = mi m =3
Convolution of Section - 3
m 4 3 2 1 0 1 2 3 4 5 6 7 8 9 10
x3(m) 4 5 6 0 0
h(m) 2 1 1 0 0
h(m) = h0(m) 0 0 1 1 2
h(6 m) = h6(m) 0 0 1 1 2 0 0 1 1
h(7 m) = h7(m) 0 0 1 1 2 0 0 1
h(8 m) = h8(m) 0 0 1 1 2 0 0
h(9 m) = h9(m) 0 0 1 1 2 0
h(10 m) = h10(m) 0 0 1 1 2
Chapter 6 - Discrete Time Signals and Systems 6. 92
mf 10
y 3 (n) = x 3 (n) * h(n) = å x 3 (m) h((n - m))N = å x (m) h (m) ;
3 n n = 6, 7, 8, 9, 10
m = mi m = 6
6.12.2 Deconvolution
In an LTI system the response y(n) is given by convolution of input x(n) and impulse response h(n).
i.e., y(n) = x(n) * h(n)
The process of recovering the input from the response of a system is called deconvolution. (or the
process of recovering x(n) from x(n) * h(n) is called deconvolution).
When the response y(n) and impulse response h(n) are available the input x(n) can be computed
using the equation (6.64).
1 LM n-1
O
x( n) =
h(0)
y(n) -
N å x(m) h(n - m)PQ
m=0
.....(6.64)
Proof :
Let x(n) and h(n) be finite duration sequences starting from n = 0. Consider the matrix method of
convolution of x(n) and h(n) shown below.
h(0) h(1) h(2) h(3) ......
......
......
......
......
......
Chapter 6 - Discrete Time Signals and Systems 6. 94
From the above two dimensional array we can write,
y(0)
y(n) = x(0) h(0) Þ x(0) =
h(0)
y(1) - x(0) h(1)
y( 1) = x(1) h(0) + x(0) h(1) Þ x(1) =
h(0)
y(2) - x(0) h(2) - x(1) h(1)
y( 2) = x(2) h(0) + x(1) h(1) + x(0) h(2) Þ x(2) =
h(0)
y(3) - x(0) h(3) - x(1) h(2) - x(2) h(1)
y( 3) = x(3) h(0) + x(2) h(1) + x(1) h(2) + x(0) h(3) Þ x(3) =
h(0)
and so on.
From the above analysis, in general for any value of n, the x(n) is given by,
y(n) - x(0) h(n) - x(1) h(n - 1) - ...... - x(n - 1) h(1)
x(n) =
h(0)
1 LM n- 1 O
\ x(n) =
h(0)
y(n) -
MN å x(m) h(n - m)PP
m =0 Q
Example 6.30
n
A discrete time system is defined by the equation, y(n) = å x(m) ; for n ³ 0. Find the inverse system.
m =0
Solution
n
Given that, y(n) = å x(m)
m=0
0
When n = 0; y(0) = å x(m) = x(0)
m=0
1
When n = 1; y(1) = å x(m) = x(0) + x(1) = y(0) + x(1)
m=0
2
When n = 2; y(2) = å x(m) = x(0) + x(1) + x(2) = y(1) + x(2)
m=0
3
When n = 3; y(3) = å x(m) = x(0) + x(1) + x(2) + x(3) = y(2) + x(3)
m=0
and so on,
From the above analysis we can write,
x(0) = y(0) ; x(1) = y(1) y(0) ; x(2) = y(2) y(1) ; x(3) = y(3) y(2) and so on,
In general for any value of n, the signal x(n) can be written as,
x(n) = y(n) y(n 1)
Therefore the inverse system is defined by the equation,
x(n) = y(n) y(n 1)
Example 6.31
When a discrete time system is excited by an input x(n) the response is, y(n) = { 2, 5, 11, 17, 13, 12 }
If the impulse response of the system is, h(n) = { 2, 1, 3 }, then what will be the input to the system?
6. 95 Signals & Systems
Solution
Let N1 be number of samples in x(n) and N2 be number of samples in h(n), then the number of samples N3 in y(n) is
given by,
N3 = N1 + N2 1
\ N1 = N3 N2 + 1 = 6 3 + 1 = 4 samples
Therefore x(n) is 4 sample sequence.
Each sample of x(n) is given by,
1 LM n - 1 O
x(n) =
h(0)
y(n) -
MN å x(m) h(n - m)PP
m=0 Q
y(0) 2
When n = 0; x(0) = = = 1
h(0) 2
1 LM OP
When n = 1; x(1) =
h(0)
y(1) -
MN å x(m) h(1 - m)
PQ
m=0
1 1
= y(1) - x(0) h(1) = 5 - 1 ´ 1 = 2
h(0) 2
1 LM 1 O
When n = 2; x(2 ) =
h(0)
y(2) -
MN å x(m) h(2 - m) PP
m=0 Q
1
= y(2) - x(0) h(2) - x(1) h(1)
h(0)
1
= 11 - 1 ´ 3 - 2 ´ 1 =3
2
1 LM 2 O
When n = 3; x(3 ) =
h(0)
y(3) -
MN å x(m) h(3 - m) PP
m=0 Q
1
= y(3) - x(0) h(3) - x(1) h(2) - x(2) h(1)
h(0)
1
= 17 - 1 ´ 0 - 2 ´ 3 - 3 ´ 1 = 4
2
\ x(n) = {x(0), x(1), x(2), x(3)} = {1, 2, 3, 4}
A
where rxy(m) is the correlation sequence obtained by correlation of x(n) and y(n) and m is the variable
used for time shift. The correlation of two different sequences is called crosscorrelation and the correlation
of a sequence with itself is called autocorrelation. Hence autocorrelation of a discrete time sequence
is defined as,
+¥
rxx (m) = å x(n) x(n - m)
n = -¥
.....(6.66)
Chapter 6 - Discrete Time Signals and Systems 6. 96
If the sequence x(n) has N1 samples and sequence y(n) has N2 samples then the crosscorrelation
sequence rxy(m) will be a finite duration sequence consisting of N1 + N2 1 samples. If the sequence x(n)
has N samples, then the autocorrelation sequence rxx(m) will be a finite duration sequence consisting of
2N 1 samples.
In the equation (6.65) the sequence x(n) is unshifted and the sequence y(n) is shifted by m units of
time for correlation operation. The same results can be obtained if the sequence y(n) is unshifted and the
sequence x(n) is shifted opposite to that of earlier case by m units of time, hence the crosscorrelation
operation can also be expressed as,
+¥
rxy (m) = å x(n + m) y(n)
n = -¥
....(6.67)
The evaluation of equation (6.68) to determine the value of rxy(m) at m = q involves the following
three steps.
1. Shifting : Shift y(n) by q times to the right if q is positive, shift y(n) by q times to the
left if q is negative to obtain y(n - q).
2. Multiplication : Multiply x(n) by y(n - q) to get a product sequence. Let the product
sequence be vq(n). Now, vq(n) = x(n) ´ y(n - q).
3. Summation : Sum all the values of the product sequence vq(n) to obtain the value of
rxy(m) at m = q. [i.e., rxy(q)].
The above procedure will give the value rxy(m) at a single time instant say m = q. In general we are
interested in evaluating the values of the sequence rxy(m) over all the time instants in the range -¥ < m < ¥.
Hence the steps 1, 2 and 3 given above must be repeated, for all possible time shifts in the
range -¥ < m < ¥.
In the correlation of finite duration sequences it is possible to predict the start and end of the
resultant sequence. If x(n) is N-point sequence and starts at n = n1 and if y(n) is N2-point sequence and
starts at n = n2 then, the initial value of m = mi for rxy(m) is mi = n1 (n2 + N2 1). The value of x(n) for
n < n1 and the value of y(n) for n < n2 are then assumed to be zero.The final value of m = mf for rxy(m) is
mf = mi + (N1+N2 2).
6. 97 Signals & Systems
The correlation operation involves all the steps in convolution operation except the folding.
Hence it can be proved that the convolution of x(n) and folded sequence y(-n) will generate the
crosscorrelation sequence rxy(m).
i.e., rxy(m) = x(n) * y(-n) .....(6.69)
The procedure given above can be used for computing autocorrelation of x(n). For computing
autocorrelation using equation (6.68) replace y(n q) by x(n q). Similarly when equation (6.69) is used,
replace y(n) by x(n).
The autocorrelation of N-point sequence x(n) will give 2N 1 point autocorrelation sequence.
If x(n) starts at n = nx then initial value of m = mi for rxx(m) is mi = (N 1). The final value of m = mf for
rxx(m) is mf = mi + (2N 2).
Properties of Correlation
1. The crosscorrelation sequence rxy(m) is simply folded version of ryx(m),
i.e., rxy(m) = ryx(-m)
Similarly for autocorrelation sequence,
rxx(m) = rxx(-m)
Hence autocorrelation is an even function.
2. The crosscorrelation sequence satisfies the condition,
From the above equations we infer that the crosscorrelation sequence and autocorrelation
sequences attain their respective maximum values at zero shift/lag.
3. Using the maximum value of crosscorrelation sequence, the normalized crosscorrelation sequence
is defined as,
rxy (m)
rxy (m) £
rxx (0) ryy (0)
Using the maximum value of autocorrelation sequence, the normalized autocorrelation sequence
is defined as,
rxx (m)
r xx (m) £
rxx (0)
Chapter 6 - Discrete Time Signals and Systems 6. 98
Methods of Computing Correlation
Method -1: Graphical Method
Let x(n) and y(n) be the input sequences and rxy(m) be the output sequence.
1. Sketch the graphical representation of the input sequences x(n) and y(n).
2. Shift the sequence y(n) to the left graphically so that the product of x(n) and
shifted y(n) gives only one non-zero sample. Now multiply x(n) and shifted y(n) to get
a product sequence, and then sum-up the samples of product sequence, which is the first
sample of output sequence.
3. To get the next sample of output sequence, shift y(n) of previous step to one position right
and multiply the shifted sequence with x(n) to get a product sequence. Now the sum of the
samples of product sequence gives the second sample of output sequence.
4. To get subsequent samples of output sequence, the step-3 is repeated until we get a
non-zero product sequence.
Method -2: Tabular Method
The tabular method is same as that of graphical method, except that the tabular representation of
the sequences are employed instead of graphical representation. In tabular method, every input sequence
and shifted sequence is represented on a row in a table.
Method -3: Matrix Method
Let x(n) and y(n) be the input sequences and rxy(m) be the output sequence. We know that the
convolution of x(n) and folded sequence y(-n) will generate the crosscorrelation sequence rxy(m). Hence
fold y(n) to get y(-n), and compute convolution of x(n) and y(-n) by matrix method.
In matrix method one of the sequence is represented as a row and the other as a column as shown
below.
y(0) y(1) y(2) y(3)
Example 6.32
Perform crosscorrelation of the sequences, x(n) = {1, 1, 2, 2} and y(n) = {1, 3, 1}.
Solution
Let rxy(m) be the crosscorrelation sequence obtained by crosscorrelation of x(n) and y(n).
The crosscorrelation sequence rxy(m) is given by,
+¥
rxy = å x(n) y(n - m)
n = -¥
The x(n) starts at n = 0 and has 4 samples.
\ n1 = 0, N1 = 4
The y(n) starts at n = 0 and has 3 samples.
\ n2 = 0, N2 = 3
Now, rxy(m) will have N1 + N2 1 = 4 + 3 1 = 6 samples.
The initial value of m = mi = n1 (n2 + N2 1)
= 0 (0 + 3 1) = 2
The final value of m = mf = mi + (N1 + N2 2)
= 2 + (4 + 3 2) = 3
In this example the correlation operation is performed by three methods.
Method-1 : Graphical Method
The graphical representation of x(n) and y(n) are shown below.
x(n) y(n)
3
2 2
1 1 1 1
0 1 2 3 n 0 1 2 n
Fig 1. Fig 2.
The 6 samples of rxy(m) are computed using the equation,
+¥ +¥
rxy (m) = å x(n) y(n - m) = å x(n) ym (n) ; where ym (n) = y(n - m)
n = -¥ n = -¥
Chapter 6 - Discrete Time Signals and Systems 6. 100
The computation of each sample of rxy(n) using the above equation are graphically shown in fig 3 to fig 8.
The graphical representation of output sequence is shown in fig 9.
+¥ +¥ +¥
When m = - 2 ; rxy ( -2) = å x(n) y(n - (-2)) = å x(n) y -2 (n) = åv - 2 (n)
n = -¥ n = -¥ n = -¥
Þ
2 2
1 1 ´ 1 1 1
0 1 2 3 n -2 -1 0 n -2 -1 0 1 2 3 n
The sum of product sequence
v2(n) gives rxy(2)
Fig 3 : Computation of rxy(2). \ rxy(2) = 0 + 0 + 1 + 0 + 0 + 0 = 1
+¥ +¥ +¥
When m = - 1 ; rxy ( -1) = å x(n) y(n - (-1)) = å x(n) y -1(n) = åv - 1(n)
n = -¥ n = -¥ n = -¥
3 3
2 2
1 1
´ 1 1
Þ 1
0 1 2 3 -1 0 1 n -1 0 1 2 3 n
n
+¥ +¥ +¥
When m = 0 ; rxy (0) = å x(n) y(n) = å x(n) y (n) 0 = å v (n) 0
n = -¥ n = -¥ n = -¥
x(n) y 0(n) v0(n)
3 3
2 2 2
1 1
´ 1 1
Þ 1
0 1 2 3 0 1 2 0 1 2 3 n
n n
The sum of product sequence
v0(n) gives rxy(0)
Fig 5 : Computation of rxy(0). \ rxy(0) =1 + 3 + 2 + 0 = 6
+¥ +¥ +¥
When m = 1 ; rxy (1) = å x(n) y(n - 1)) = å x(n) y (n) 1 = å v (n) 1
n = -¥ n = -¥ n = -¥
v1(n) 6
x(n) y 1(n)
3
Þ
2 2 2
1 1 ´ 1 1 1
0 1 2 3 0 1 2 3 0 1 2 3 n
n n
The sum of product sequence
v1(n) gives rxy(1)
Fig 6 : Computation of rxy(1). \ rxy(1) = 0 + 1 + 6 + 2 = 9
6. 101 Signals & Systems
+¥ +¥ +¥
When m = 2 ; rxy (2) = å x(n) y(n - 2) = å x(n) y 2 (n) = å v (n)
2
n = -¥ n = -¥ n = -¥
v2(n) 6
x(n) y2(n)
3
2 2
1 1
´ 1 1
Þ 2
0 1 2 3 n 0 1 2 3 4 n 0 1 2 3 4 n
The sum of product sequence
v2(n) gives rxy(2)
Fig 7 : Computation of rxy(2). \ rxy(2) = 0 + 0 + 2 + 6 + 0 = 8
+¥ +¥ +¥
When m = 3 ; rxy (3 ) = å x(n) y(n - 3) = å x(n) y 3 (n) = å v (n)
3
n = -¥ n = -¥ n = -¥
x(n) v3(n)
y3(n)
3
1 1
2 2
´ 1 1 Þ 2
0 1 2 3 n 0 1 2 3 4 5 0 1 2 3 4 5 n
n
-2 -1 0 1 2 3 4 m
Fig 9 : Graphical representation of rxy(m).
Chapter 6 - Discrete Time Signals and Systems 6. 102
The given sequences and the shifted sequences can be represented in the tabular array as shown below.
n 2 1 0 1 2 3 4 5
x(n) 1 1 2 2
y(n) 1 3 1
y(n (2)) = y2(n) 1 3 1
y(n (1)) = y1(n) 1 3 1
y(n) = y0(n) 1 3 1
y(n 1) = y1(n) 1 3 1
y(n 2) = y2(n) 1 3 1
y(n 3) = y3(n) 1 3 1
To determine a sample of rxy(m) at m = q, multiply the sequence x(n) and yq(n) to get a product sequence
(i.e., multiply the corresponding elements of the row x(n) and yq(n)). The sum of all the samples of the product sequence
gives rxy(q).
3
When m = -2 ; rxy ( -2) = å x(n) y -2 (n) = 0 + 0 + 1 + 0 + 0 + 0 = 1
n = -2
3
When m = -1 ; rxy ( -1) = å x(n) y -1(n) = 0 + 3 + 1 + 0 + 0 = 4
n = -1
3
When m = 0 ; rxy (0) = å x(n) y (n) 0 = 1 + 3 + 2 + 0 = 6
n= 0
3
When m = 1 ; rxy (1) = å x(n) y (n) 1 = 1 + 6 + 2 + 0 = 9
n=0
4
When m = 2 ; rxy (2) = å x(n) y (n) 2 = 0 + 0 + 2 + 6 + 0 = 8
n= 0
5
When m = 3 ; rxy (3) = å x(n) y (n) 3 = 0 + 0 + 0 + 2 + 0 + 0 = 2
n= 0
The sequence x(n) is arranged as a column and the folded sequence y(n) is arranged as a row as shown below.
The elements of the two dimensional array are obtained by multiplying the corresponding row element with column element.
The sum of the diagonal elements gives the samples of the crosscorrelation sequence, rxy(m).
6. 103 Signals & Systems
y(n) ® y(n) ®
x(n) 1 3 1 x(n) 1 3 1
¯ ¯ 1
1 1´1 1´3 1´1 1 3 1
1 1´ 1 1´ 3 1´1 1 1 3 1
Þ
2 2 6 2
2 2´ 1 2´ 3 2´1
2 2 6 2
2 2´ 1 2´ 3 2´1
Example 6.33
Determine the autocorrelation sequence for x(n) = {1, 2, 3, 4}.
Solution
Let, rxx(m) be the autocorrelation sequence.
The autocorrelation sequence rxx(m) is given by,
+¥
rxx (m) = å x(n) x(n - m)
n = -¥
To determine a sample of rxx(m) at m = q, multiply the sequence x(n) and xq(n) to get a product sequence
(i.e., multiply the corresponding elements of the row x(n) and xq(n)). The sum of all the samples of the product sequence
gives rxx(q).
Chapter 6 - Discrete Time Signals and Systems 6. 104
3
When m = -3 ; rxx ( -3) = å x(n) x -3 (n) = 0 + 0 + 0 + 4 + 0 + 0 + 0 = 4
n = -3
3
When m = -2 ; rxx ( -2) = å x(n) x -2 (n) = 0 + 0 + 3 + 8 + 0 + 0 = 11
n = -2
3
When m = -1 ; rxx ( -1) = å x(n) x -1(n) = 0 + 2 + 6 + 12 + 0 = 20
n = -1
3
When m = 0 ; rxx (0) = å x(n) x (n) 0 = 1 + 4 + 9 + 16 = 30
n=0
4
When m = 1 ; rxx (1) = å x(n) x (n) 1 = 0 + 2 + 6 + 12 + 0 = 20
n= 0
5
When m = 2 ; rxx (2) = å x(n) x (n) 2 = 0 + 0 + 3 + 8 + 0 + 0 = 11
n= 0
6
When m = 3 ; rxx (3) = å x(n) x (n)
3 = 0 + 0 + 0 + 4 + 0 + 0 + 0 = 4
n= 0
\ Autocorrelation sequence, rxx (m) = {4, 11, 20, 30, 20, 11, 4}
A
6.14 Circular Correlation
The circular correlation of two periodic discrete time sequences x(n) and y(n) with periodicity of
N samples is defined as,
N-1
rxy ( m) = å x( n) y ((n - m))
n=0
*
N .....(6.70)
The output sequence obtained by circular correlation is also periodic sequence with periodicity of
N samples. Hence this correlation is also called periodic correlation.The circular correlation is defined for
periodic sequences. But circular correlation can be performed with non-periodic sequences by periodically
extending them.The circular correlation of two sequences requires that, at least one of the sequences
should be periodic. Hence it is sufficient if one of the sequences is periodically extended in order to
perform circular correlation.
The circular correlation of finite duration sequences can be performed only if both the sequences
consists of same number of samples. If the sequences have different number of samples, then convert
the smaller size sequence to the size of larger size sequence by appending zeros.
In the equation (6.70), the sequence x(n) is unshifted and the sequence y*(n) is circularly shifted
by m units of time for correlation operation. The same results can be obtained if the sequence y*(n) is
unshifted and the sequence x(n) is circularly shifted opposite to that of earlier case by m units of time,
hence the circular correlation operation can also be expressed as,
6. 105 Signals & Systems
N-1
rxy ( m) = å x(( n + m))
n=0
N y* (n) .....(6.72)
Circular correlation basically involves the same three steps as that for correlation namely shifting
one of the sequence, multiplying the two sequences and finally summing the values of product sequence.
The difference between the two is that in circular correlation the shifting (rotating) operations are
performed in a circular fashion by computing the index of one of the sequences by
modulo-N operation. In correlation there is no modulo-N operation.
6.14.1 Procedure for Evaluating Circular Correlation
Let, x(n) and y(n) be periodic discrete time sequences with periodicity of N-samples. If x(n) and
y(n) are non-periodic then convert the sequences to N-sample sequence and periodically extend the
sequence y(n) with periodicity of N-samples.
Now the circular correlation of x(n) and y(n) will produce a periodic sequence rxy ( m) with periodicity
of N-samples. The samples of one period of rxy ( m) can be computed using the equation (6.70).
The value of rxy ( m) at m = q is obtained by replacing m by q, in equation (6.70), as shown in
equation (6.73).
N-1
rxy (q ) = å x( n) y ((n - q))
n=0
*
N .....(6.73)
The evaluation of equation (6.73) to determine the value of rxy ( m) at m = q involves the
following four steps.
1. Conjugation : Take conjugate of y(n) to get y*(n). If y(n) is a real sequence then y*(n)
will be same as y(n). Represent the samples of one period of the sequences
on circles.
2. Rotation : Rotate y*(n) by q times in anticlockwise if q is positive, rotate y*(n) by
q times in clockwise if q is negative to obtain y*((n q))N.
3. Multiplication : Multiply x(n) by y*((n q))N to get a product sequence. Let the product
sequence be vq(m). Now, vq(m) = x(n) ´ y*((n q))N.
4. Summation : Sum up the samples of one period of the product sequence vq(m) to
obtain the value of rxy ( m) at m = q. [i.e., rxy (q ) ].
The above procedure will give the value of rxy ( m) at a single time instant say m = q. In general we
are interested in evaluating the values of the sequence rxy ( m) in the range 0 < m < N - 1. Hence the
steps 2 , 3 and 4 given above must be repeated, for all possible time shifts in the range 0 < m < N - 1.
6.14.2 Methods of Computing Circular Correlation
Method 1 : Graphical Method
In graphical method the given sequences are converted to same size and represented on circles. In
case of periodic sequences, the samples of one period are represented on circles. Let x(n) and y(n) be the
given real sequences. Let rxy ( m) be the sequence obtained by circular correlation of x(n) and y(n). The
following procedure can be used to get a sample of rxy ( m) at m = q.
Chapter 6 - Discrete Time Signals and Systems 6. 106
1. Represent the sequences x(n) and y(n) on circles.
2. Rotate (or shift) the sequence y(n), q times to get the sequence y((n q))N. If q is positive then
rotate (or shift) the sequence in anticlockwise direction and if q is negative then rotate (or shift)
the sequence in clockwise direction.
3. The sample of rxy (q ) at m = q is given by,
N-1 N-1
rxy (q) = å
n=0
x(n) y((n - q)) N = å
n=0
x(n) yq (n)
y( N - 1) y( N )
x(0) LM OP LM r (0) OP
xy
LMy(0) y(1) y(2) .....
x(1)
OP MM r (1) PP
MMyy((NN)- 1) y(0) y(1) ..... y( N - 2) y( N - 1)
PP MM PP xy
y( N) y(0) ..... y( N - 3) y( N - 2)
´
x(2)
M = MM PP MM r M(2) PP
xy
MM M M M M M PP MM M PP
MMy(2) y(3) y(4) ..... y(0) y(1)
M
PP MM PP
x( N - 2) MM r (N - 2)PP
Ny(1) y(2) y(3) ..... y( N) y(0)
x( N - 1) Q MM PP xy
N Q xyN r (N - 1) Q
Example 6.34
Perform circular correlation of the two sequences,
x(n) = {1, 1, 2, 1} and y(n)= {2, 3, 1, 1}
Solution
Method 1:Graphical Method of Computing Circular Correlation
The given sequences are represented as points on circles as shown in fig 1 and 2.
x(1)=1 y(1)=3
x(3)=1 y(3)=1
Fig 1. Fig 2.
Let rxy (m) be the sequence obtained by correlation of x(n) and y(n). The given sequences are 4 sample sequences
and so N = 4. Each sample of rxy (m) is given by the equation,
N - 1 N- 1
rxy (m) = å x(n) y((n - m)) N = å x(n) y m (n), where ym (n) = y((n - m))N
n = 0 n = 0
Using the above equation, graphical method of computing each sample of rxy (m) are shown in fig 3 to fig 6.
3 3 3
When m = 0 ; rxy (0) = å x(n) y(n) = å x(n) y (n)0 = å v (n) 0
n = 0 n = 0 n = 0
1 3 1´ 3 = 3
1 1 1 ´1=1
The sum of samples of v0(n) gives rxy (0)
Fig 3 : Computation of rxy (0) . \ rxy (0) = 2 + 3 + 2 + 1 = 8
Chapter 6 - Discrete Time Signals and Systems 6. 108
3 3 3
When m = 1 ; rxy (1) = å x(n) y(n - 1) = å x(n) y (n) 1 = å v (n) 1
n = 0 n = 0 n = 0
1 2 1´ 2 = 2
1 1 1 ´1=1
The sum of samples of v1(n) gives rxy (1)
Fig 4 : Computation of rxy (1) .
\ rxy (1) = 1 + 2 + 6 + 1 = 10
3 3 3
When m = 2 ; rxy (2) = å x(n) y(n - 2) = å x(n) y (n) 2 = åv 2 (n)
n = 0 n = 0 n = 0
1 1 1´ 1 = 1
1 3
1 ´3=3
The sum of samples of v2(m) gives rxy (2)
Fig 5 : Computation of rxy (2) .
\ rxy (2) = 1 + 1 + 4 + 3 = 9
3 3 3
When m = 3 ; rxy (3) = å x(n) y(n - 3) = å x(n) y (n) 3 = åv 3 (n)
n = 0 n = 0 n = 0
1 1 1´ 1 = 1
1 2
1 ´2=2
Fig 6 : Computation of rxy (3) . The sum of samples of v3(m) gives rxy (3)
\ rxy (3) = 3 + 1 + 2 + 2 = 8
The given sequences are represented in the tabular array as shown below. Here the shifted sequences ym(n) are
periodically extended with a periodicity of N = 4. Let rxy (m) be the sequence obtained by correlation of x(n) and y(n). Each
sample of rxy (m) is given by the equation,
N - 1 N- 1
rxy (m) = å x(n) y((n - m)) N = å x(n) y m (n), where ym (n) = y((n - m))N
n = 0 n = 0
Note : The bold faced numbers are samples obtained by periodic extension.
6. 109 Signals & Systems
n 0 1 2 3 4 5 6
x(n) 1 1 2 1
y(n) 2 3 1 1
y0(n 0) = y0(n) 2 3 1 1 2 3 1
y1(n 1) = y1(n) 1 2 3 1 1 2 3
y2(n 2) = y2(n) 1 1 2 3 1 1 2
y3(n 3) = y3(n) 3 1 1 2 3 1 1
To determine a sample of rxy (m) at m = q, multiply the sequence, x(n) and y q (n), to get a product sequence
x(n) x q (n). (i.e., multiply the corresponding elements of the row x(n) and y q (n) ). The sum of all the samples of the product
sequence gives rxy (m) .
3
W he n m = 0 ; rxy ( 0 ) = å x (n ) y 0 (n )
n = 0
= x ( 0 ) y 0 ( 0 ) + x (1) y 0 (1) + x (2) y 0 (2) + x ( 3 ) y 0 ( 3 )
= 2 + 3 + 2 + 1 = 8
The samples of rxy (m) for other values of m are calculated as shown for m = 0.
3
When m = 1; rxy (1) = å x(n) y1(n) = 1 + 2 + 6 + 1 = 10
n=0
3
When m = 2; rxy (2) = å x(n) y 2 (n) = 1 + 1 + 4 + 3 = 9
n=0
3
When m = 3; rxy (3 ) = å x(n) y 3 (n) = 3 + 1 + 2 + 2 = 8
n=0
\ rxy (m) =
RS8, 10, 9, 8UV
TA W
Method 3 : Circular Correlation Using Matrices
The sequence rxy (m) can be arranged as a column vector of order N ´ 1 and using the samples of y(n) the N ´ N
matrix is formed as shown below. The product of the two matrices gives the sequence rxy (m) .
Q6.2 Perform multiplication of discrete time signals, x1(n) = {2, 2, 1, 2} and x2(n) = {2, 1, 3, 2}.
Solution
In multiplication operation the samples corresponding to same value of n are multiplied.
When n = 0, x1(0) ´ x2(0) = 2 ´ (2) = 4 When n = 2, x1(2) ´ x2(2) = 1 ´ 3 = 3
When n = 1, x1(1) ´ x2(1) = 2 ´ (1) = 2 When n = 3, x1(3) ´ x2(3) = 2 ´ 2 = 4
\ x1(n) ´ x2(n) = {4, 2, 3, 4}
Q6.4 What are the basic elements used to construct the block diagram of discrete time system?
The basic elements used to construct the block diagram of discrete time system are Adder, Constant
multiplier and Unit delay element.
x1(n) x1 (n) + x2(n)
+ x 1(n) ax1(n) x(n) x(n 1)
a z 1
x 2(n)
Q 6.10 Perform the circular convolution of the two sequences x1(n) = {1, 2, 3} and x2(n) = {4, 5, 6}.
Solution
Let x3(n) be the sequence obtained from circular convolution of x1(n) and x2(n). The sequence x1(n) can be
arranged as a column vector of order 3 ´1 and using the samples of x2(n) a 3 ´3 matrix is formed as shown
below. The product of two matrices gives the sequence x3(n).
LMx (0)
2 x 2 (2) x 2 (1) OP LMx (0)OP
1 LMx (0)OP
3 LM4 6 5 OP LM 1OP LM 31OP
MMx (1)
2 x 2 (0) x 2 (2) PP MMx (1)PP =
1 MMx (1)PP
3 Þ MM5 4 6 PP MM2PP = MM 31PP
Nx (2)
2 x 2 (1) x 2 (0) Q Nx (2)Q
1 Nx (2)Q
3 N6 5 4 Q N3 Q N28Q
\ x3(n) = x1(n) * x2(n) = {31, 31, 28}.
Q6.11 Perform the linear convolution of the two sequences x1(n) = {1, 2} and x2(n) = {3, 4} via circular
convolution.
Solution
Let x 3(n) be the sequence obtained from linear convolution of x 1 (n) and x 2 (n). The length of
x3(n) will be 2 + 2 1 = 3. Let us convert x1(n) and x2(n) into three sample sequences by padding with zeros
as shown below.
x1(n) = {1, 2, 0} and x2(n) = {3, 4, 0}
Now the circular convolution of x1(n) and x2(n) will give x3(n). The sequence x1(n) is arranged as a column
vector and using the sequence x2(n), a 3 ´3 matrix is formed as shown below. The product of the two matrices
gives the sequence x3(n).
6. 113 Signals & Systems
LMx (0)
2 x 2 (2) x 2 (1) OP LMx (0)OP
1 LMx (0)OP
3 LM3 0 4 OP LM1OP LM 3 OP
MMx (1)
2 x 2 (0) x 2 (2) PP MMx (1)PP =
1 MMx (1)PP
3 Þ MM4 3 0 PP MM2PP = MM10PP
Nx (2)
2 x 2 (1) x 2 (0) Q Nx (2)Q
1 Nx (2)Q
3 N0 4 3 Q N0Q N 8Q
\ x3(n) = x1(n) * x2(n) = {3, 10, 8}
Q6.12 Compare the overlap add and overlap save method of sectioned convolutions.
Q 6.17 Perform the correlation of the two sequences, x(n) = {1, 2, 3} and y(n) = {2, 4, 1}.
Solution
Given that, x(n) = {1, 2, 3 } and y(n) = {2, 4, 1}. \ y(n) = {1, 4, 2 }
The sequence x(n) is arranged as a column and the folded sequence y(n) is arranged as a row as shown
below. The elements of the two dimensional array are obtained by multiplying the corresponding row element with
column element. The sum of the diagonal elements gives the samples of the crosscorrelation sequence, rxy(m).
y(n) ® y(n) ®
x(n) x(n) 1 4 2
1 4 2
¯ ¯
1 1 4 2
1 1´1 1´4 1´2
2 2´ 1 2´4 2´2 2 2 8 4
Þ
3 3´1 3´4 3´2 3 3 12 6
Q 6.18 Perform the circular correlation of the two sequences, x(n) = {1, 2, 3} and y(n) = {2, 4, 1}.
Solution
Let rxy(m) be the sequence obtained from circular correlation of x(n) and y(n). The sequence x(n) can be
arranged as a column vector of order 3 ´1 and using the samples of y(n) a 3´3 matrix is formed as shown
below. The product of two matrices gives the sequence rxy(m).
LMy(0) y(1) y(2) OP LMx(0)OP LMr xy (0)
OP LM2 4 1 OP LM1OP LM13OP
MMy(2) y(0) y(1) P MMx(1)PP = MMrxy (1) PP Þ MM1 2 4 P MM2PP = MM17PP
Ny(1) y(2) y(0)PQ Nx(2)Q MNr
xy (2)PQ N4 1 2 PQ N3Q N12Q
\ rxy(m) = {13, 17, 12}
Q 6.20 What is the difference between circular crosscorrelation and circular autocorrelation.
Circular crosscorrelation operation is circular correlation of two different sequences, whereas
circular autocorrelation is circular correlation of a sequence with itself.
6. 115 Signals & Systems
6.17 MATLAB Programs
Program 6.1
Write a MATLAB program to generate the standard discrete time signals
unit impulse, unit step and unit ramp signals.
OUTPUT
The output waveforms of program 6.1 are shown in fig P6.1.
Program 6.2
Write a MATLAB program to generate the standard discrete time signals
exponential and sinusoidal signals.
OUTPUT
The output waveforms of program 6.2 are shown in fig P6.2.
Chapter 6 - Discrete Time Signals and Systems 6.116
Fig P6.1 : Output waveforms of program 6.1. Fig P6.2 : Output waveforms of program 6.2.
Program 6.3
Write a MATLAB program to find the even and odd part of the signal
x(n)=0.8n .
%To find the even and odd parts of the signal, x(n)= 0.8^n
if(x2==x1)
disp(The given signal is even signal);
else if (x2==(-x1))
disp(The given signal is odd signal);
else
disp(The given signal is neither even nor odd signal);
end
end
subplot(2,2,1);stem(n,x1);
xlabel(n);ylabel(x1(n));title(signal x(n));
subplot(2,2,2);stem(n,x2);
xlabel(n);ylabel(x2(n));title(signal x(-n));
subplot(2,2,3);stem(n,xe);
xlabel(n);ylabel(xe(n));title(even part of x(n));
subplot(2,2,4);stem(n,xo);
xlabel(n);ylabel(xo(n));title(odd part of x(n));
OUTPUT
Fig P6.3 : Output waveforms of program 6.3. Fig P6.4 : Output waveforms of program 6.4.
Program 6.4
Write a MATLAB program to perform Amplitude scaling and Time shift on
the signal x(n) = 1+n; for n = 0 to 2.
%To Perform Amplitude scaling and Time shift on signal x(n)=1+n; for
n= 0 to 2
%include y.m file in current work directory which declare given
signal as function y(n)
OUTPUT
The input and output waveforms of program 6.4 are shown in fig P6.4.
Program 6.5
Write a MATLAB program to perform convolution of the following two
discrete time signals.
x1(n)=1; 1<n<10 x2(n)=1; 2<n<10
%******************Program to perform convolution of two signals
%******************x1 (N)=1 ; n= 1 to 1 0 a nd x2(n)=1 ; n= 2 to 1 0
subplot(3,1,1);stem(n,x1);
xlabel(n);ylabel(x1(n));
title(signal x1(n));
subplot(3,1,2);stem(n,x2);
xlabel(n);ylabel(x2(n));
title(signal x2(n));
subplot(3,1,3);stem(n1,x3);
xlabel(n);ylabel(x3(n));
title(signal, x3(n) = x1(n)*x2(n));
OUTPUT
The input and output waveforms of program 2.5 are shown in fig P2.5.
a) x(n) =
FG 1 IJ n
b) x(n) = -
FG 1 IJ n
c) x(n) =
FG 1 IJ -n
d) x(n) =
FG -1IJ -n
H 4K H 4K H 4K H4K
2. The process of conversion of continuous time signal into discrete time signal is known as,
a) aliasing b) sampling c) convolution d) none of the above
3. If Fs is sampling frequency then the relation between analog frequency F and digital frequency f is,
F Fs F 2F
a) f = b) f = c) f = d) f =
2Fs F Fs Fs
6. 121 Signals & Systems
4. If Fs is sampling frequency then the highest analog frequency that can be uniquely represented in its
sampled version of discrete time signal is,
F 1
a) s b) 2Fs c) Fs d)
2 Fs
5. The sampling frequency of the following analog signal, x(t) = 4 sin150pt + 2 cos50pt should be,
a) greater than 75 Hz b) greater than 150 Hz c) less than 150 Hz d) greater than 50 Hz
6. Which of the following signal is the example for deterministic signal?
a) step b) ramp c) exponential d) all of the above
7. For Energy signals, the energy will be finite and the average power will be,
a) infinite b) finite c) zero d) cannot be defined
n
8. In a signal x(n), if 'n' is replaced by , then it is called,
3
a) upsampling b) folded version c) downsampling d) shifted version
9. The unit step signal u(n) delayed by 3 units of time is denoted as,
a) u(n + 3) = 1; n ³ 3 b) u(3 - n ) = 1; n ³ 3 c) u(n - 3) = 1; n ³ 3 d) u(3n) = 1; n > 3
= 0; n < 3 = 0; n < 3 = 0; n < 3 = 0; n < 3
10. The zero input response (or) natural response is mainly due to,
a) Initial stored energy in the system b) Initial conditions in the system
c) Specific input signal d) both a and b
11. If x(n) = an u(n) is the input signal, then the particular solution yp(n) will be,
a) Kn an u(n) b) K an u(n)
n n
c) K1 a u(n) + K2 a u(n) d) K an u(n)
12. The discrete time system, y(n) = x(n3) 4x(n10) is a,
a) dynamic system b) memoryless system c) time varying system d) none of the above
13. An LTI discrete time system is causal if and only if,
a) h(n) ¹ 0 for n < 0 b) h(n) = 0 for n < 0 c) h(n) ¹ ¥ for n < 0 d) h(n) ¹ 0 for n > 0
14. Which of the following system is causal?
a) h(n) = n
FG 1 IJ n
u( n)
H 2K H 2K
15. An LTI system is stable, if the impulse response is,
¥ ¥ ¥
a) å h( n) = 0 b) å h( n) < ¥ c) å h( n) ¹ 0 d) either a or b
n = -¥ n = -¥ n= -¥
a) y 1
nej b) 1 y n
n
bg c) ny(n) d) n 1y(n)
22. For a system y(n) = x(n3) the impulse response of the system and the inverse system will be and
respectively.
23. The circular correlation rxy (q) of the sequence x1(n) and x2(n) of length 'N' can be defined by the
equation,
¥ N -1
a) å x ( n) x ( n - q )
1 2 b) å x ( n) x
1
*
2 (n - q)
n= -¥ n=0
N -1 ¥
c) å x ( n ) x b( n - q ) g
1
*
2
N
d) å x ( n) x b( n - q )g
1
*
2
N
n=0 n = -¥
Answers
1. b 6. d 11. b 16. a 21. b
2. b 7. c 12. a 17. b 22. c
3. c 8. a 13. b 18. c 23. c
4. a 9. c 14. d 19. c 24. b
5. b 10. a 15. d 20. a 25. d 25.25
a) x(n) = sin
FG
3p
n+4
IJ b) x(n) = cos
5n
+p
FG IJ c) x(n) = cos
4pnFG IJ
H
8 K 3 H K 12 H K
F p I
d) x(n) = sin G n J 2
e) x(n) = e j5n
H 18 K
E6.2 Determine the even and odd part of the signals.
p
2
a) x(n) = n
-j n
b) x(n) = 7 e 5 l
c) x(n) = 3, -6, 2, -4 q
a
A
E6.3 a) Consider the analog signal x(t) = 5 sin50pt. If the sampling frequency is 60Hz, find the sampled
version of discrete time signal x(n). Also find an alias frequency corresponding to Fs = 60Hz.
b) Consider the analog signals, x1 ( t ) = 3cos 2p( 40t ) and x2 ( t ) = 3cos 2p(5t ). Find a sampling frequency
so that 40Hz signal is an alias of 5Hz signal.
c) Consider the analog signal, x( t ) = 2 sin 40p t - 3sin100pt + cos 50pt. Determine the minimum
sampling frequency and the sampled version of analog signal at this frequency. Sketch the
waveform and show the sampling points. Comment on the result.
Chapter 6 - Discrete Time Signals and Systems 6. 124
E6.4 Determine whether the following signals are energy or power signals.
a) x(n) =
FG 3IJ n
u( n) b) x(n) = sin
FG 3p
n
IJ
H 8K H 4 K c) x(n) = u(2n) d) x(n) = 2 u(3 n)
E6.5 Construct the block diagram and signal flow graph of the discrete time systems whose input-output
relations are described by the following difference equations.
a) y(n) = 2y(n 1) + 2.5 x(n 2) + 0.5 x(n 3)
b) y(n) = 3.2 x(n 2) + 0.7 x(n) + 5y(n 1) + 0.35y(n 2)
E6.6 Determine the response of the discrete time systems governed by the following difference equations.
a) y(n) = 0.2y(n 1) + x(n 1) + 0.5x(n) ; x(n) = 2n u(n) ; y(1) = 1
b) y(n) + 2.3y(n 1) + 0.6y(n 2) = x(n) + 0.56x(n 1) ; x(n) = u(n) ; y(2) = 1; y(1) = 3
E.6.7 Test the following systems for time invariance.
a) y(n) = x(n) + x(n + 2) b) y(n) = nax(n) c) y(n) = x2(n 1) + C d) y(n) = (n 1) x2(n) + C
E6.8 Test the following systems for linearity.
a) y(n) = x(n) + x2(n 1) b) y(n) = bx(n) + nex(n) c) y(n) = a x(n) + b x( n)
1 N M
d) y(n) = x(n) +
x(n)
e) y(n) = åb m x( n + m) + å c m y( n + m)
m= -1 m=0
h( n) =
RS(-2a) n
; n³0
T b -n
; n<0
E6.12 a) Determine the impulse response for the cascade of two LTI systems having impulse responses,
h1 ( n ) =
FG 1IJ n
u ( n ) and h 2 ( n) = d ( n - 2 )
H 5K ® h2(n)
® ®
Fig E6.12.
Take, h1 ( n) =
FG 1 IJ u(n) ; h ( n) = FG 1IJ u( n) ;
n n
h3 ( n) =
FG 1 IJ u( n)
n
H 7K 2
H 3K H 9K
E6.13 Determine the response of an LTI system whose impulse response h(n) and input x(n) are given by,
l
a) h ( n ) = 1, 2 , 1, -2 , -1 q , l
x( n) = 1, 2, 3, -1, -3 q
A A
b) h( n) =
R|S1 ; 0£ n£ 3
, x( n) = a n u ( n ); a <1
|T0 ; n³4
6. 125 Signals & Systems
E6.14 Perform circular convolution.
l
a) x1 ( n) = 1, 2, -1, 1 ; q l
x 2 ( n ) = 2, 4 , 2, 1 q
b) x ( n ) = l0,
1 0.5, 1, 15
., 2 ;q l
x 2 ( n ) = -2, 2 , 0.4, 0.6, 0.8 q
E6.15 The input x(n) and impulse response h(n) of an LTI system are given by,
l
x( n) = -1, 1, -2, -1, 1, 2 ; q l
h( n) = -0.5, 0.5, -1, 0.25, -1, -2 q
A A
Find the response of the system using a) Linear convolution, b) Circular convolution.
E6.16 Perform linear convolution of the following sequences by,
a) Overlap add method b) Overlap save method
l
x( n) = -1, 1, 2, -1, 1, 2, -1, 1, -1 q ; l
h( n) = 2, 3, -2 q
E6.17 Perform crosscorrelation.
l
x( n) = -1, 1 3, -4, ; q l
h( n) = 2, -1, -2, q
A A
E6.18 Determine autocorrelation sequence for x ( n ) = 1, 4, -3, 2, 1 . l q
A
E6.19 Find the inverse system for the discrete time system,
n
y( n) = åa m
x (m - 1) ; for n ³ 0
m= 0
l
E6.20 The response of a discrete time system is, y( n) = 4, 9, 6, 7.5, 3, 30, -7 when excited by an q
A
l q
input x(n). If the impulse response of the system is h( n) = 2, 4, -1 then what will be the input to the
system? A
E6.21 Preform circular correlation of the sequences, l
x( n) = -1, 1, 2, -5 q l
and y(n) = 4, 3, -1, 1 . q
Answers
E6.1 a) periodic; N = 16 b) nonperiodic c) periodic; N = 6 d) periodic; N = 6 e) nonperiodic.
p l
c) xe ( n) = -2, 1, - 3, 3, - 3, 1, - 2 q
E6.2 a) x e(n) = an + an b) xe ( n) = 7 cos n
x0(n) = an an 7
5
p
A
x ( n) = l2, - 1, 3, 0, - 3, 1, - 2q
x 0 ( n) = sin n 0
j 5 A
5pn 2 sin 40pt
E6.3 a) x( n) = 5sin ; Alias frequency = 85Hz b) Fs = 35Hz
6
2pn p
c) Fs,min = 100Hz ; x( nT) = 2 sin + cos n (sin pn = 0, for integer n)
5 2
3 sin 100pt
The component 3sin100pt will give always zero samples when
sampled at 100Hz for any value of n (Refer fig E6.3c).
E6.4 a) E = 1.6 ; P = 0 ; Energy signal.
b) E = ¥ ; P = 0.5 ; Power signal.
cos 50pt
c) E = ¥ ; P = 0.25 ; Power signal.
d) E = ¥ ; P = 2 ; Power signal. 0.01
0.04
0.02
0.05
®
®
®
Fig E6.5a.1 : Block diagram.
z 1 ® 0.5 z 1
2
®
x(n) 1 z 1 z 1 2.5 1 1 1 y(n)
® ® ® ® ® ® ®
®
®
®
Fig E6.5a.2 : Signal flow graph. z 1 z 1
®0.5 2
E6.5 b)
x(n) y(n) 1 0.7 1
®0.7 ®+ ®+ ® x(n)
® ® ® ® y(n)
®
®
® ®
® ®
®
®
z 1
® 5 z 1
z 1
®
z 1
3.2
® ®
0.35
® 5
+ z 1 z 1
®
®
®
z 1 ® 3.2 0.35
® z 1 Fig E6.5b.2 : Signal flow graph.
Fig E6.5b.1 : Block diagram.
E6.6 a) y(n) =
LM 1 FG 1 IJ n
OP
- (0.2) n u(n) b) y(n) = 0.4 - 0.0176 ( -0.3) n + 6.9176 ( -2) n u(n)
MN 2 H 2 K PQ
E6.7 a) c) Time invariant. b) d) Time variant
E6.8 a) e) Linear b) c) d) Nonlinear
E6.9 a) Causal b) c) d) e) Noncausal
E6.10 a) c) d) e) Stable system b) Unstable system
1
E6.11 For stability, 0 < a < and 0 < b < 1.
2
FG 1IJ (n - 2) LM 5 F 1I n
FG 1 IJ + FG 9 IJ FG 1 IJ OP u(n)
n n
E6.12 a) h( n) =
H 5K u(n - 2) b) h( n) =
MN 2 GH 3JK -4
H 9 K H 2 K H 7 K PQ
n
E6.13 a) y ( n ) = l1, 4, 8, 5, -7, -15, -4, 7, 3q b) y( n) = åa k
; for n ³ 0
A k = n -3
E6.14 l
a) x 3 ( n) = 6, 9 , 9 , 3 q l
b ) x 3 ( n ) = 5.6, 15
. , 1.4, 0.8, -0.3 q
A A
E6.15 l
y( n) = 0.5 -1 2.5 -1.75 2.25 1 -0.25 3.25 15
. - 4 -4 q
A
E6.16 a) Overlap add method : y( n) = -2, -1, 9, 2, -5, 9, 2, -5, 3, -5, 2 l q
b) Overlap save method : y( n) = *, *, 9, 2, -5, 9, 2, -5, 3, -5, 2 l q
E6.17 l
rxy ( m) = 2, -1, -9, 7, 10, -8, q
A
E6.18 rxx ( m) = l1, 6, 2, -12, 31, -12, 2, 6, 1 q E6.19 x( n) =
1
[ y( n + 1) - y( n)]
A a n+1
l
E6.20 x( n) = 2, 0.5, 3, -2, 7q
l q
A E6.21 rxy ( m) = -8, 14, -5, -22
CHAPTER 7
Z-Transform
7.1 Introduction
Transform techniques are an important tool in the analysis of signals and systems. The Laplace
transforms are popularly used for analysis of continuous time signals and systems. Similarly Z-transform
plays an important role in analysis and representation of discrete time signals and systems. The Z-transform
provides a method for the analysis of discrete time signals and systems in the frequency domain which is
generally more efficient than its time domain analysis.
The Z-transform of x(n) will convert the time domain signal x(n) to z-domain signal X(z), where
the signal becomes a function of complex variable z.
jv z-plane
The complex variable z is defined as,
z1
z = u + jv = r ejw r1
which was later denoted in 1952 as Z-transform by a sampled-data control group at Columbia
University led by professor John R. Raggazini and including L.A. Zadeh, E.I. Jury, R.E. Kalman, J.E.
Bertram, B. Friedland and G.F. Franklin, (Source : www.ling.upenn.edu).
Definition of Z-Transform
Let, x(n) = Discrete time signal
X(z) = Z-transform of x(n)
The Z-transform of a discrete time signal, x(n) is defined as,
¥
X( z) = å x(n) z
n = -¥
-n
; where, z is a complex variable. .....(7.1)
The Z-transform of x(n) is symbolically denoted as,
Z{x(n)} ; where, Z is the operator that represents Z-transform.
+¥
\ X( z) = Z x(n) = l q å x(n) z -n
n = -¥
Chapter 7 - Z - Transform 7. 2
Since the time index n is defined for both positive and negative values, the discrete time signal x(n)
in equation (7.1) is considered to be two sided and the transform is called two sided Z-transform. If the
signal x(n) is one sided signal, (i.e., x(n) is defined only for positive value of n) then the Z-transform is
called one sided Z-transform.
The one sided Z-transform of x(n) is defined as,
+¥
.....(7.2)
X( z) = Z{x( n)} = å x( n ) z
n= 0
-n
The computation of X(z) involves summation of infinite terms which are functions of z. Hence it
is possible that the infinite series may not converge to finite value for certain values of z. Therefore for
every X(z) there will be a set of values of z for which X(z) can be computed. Such a set of values will lie
in a particular region of z-plane and this region is called Region Of Convergence (ROC) of X(z).
Inverse Z-Transform
Let, X(z) be Z-transform of x(n). Now the signal x(n) can be uniquely determined from X(z) and
its region of convergence (ROC).
The inverse Z-transform of X(z) is defined as,
x( n) =
1
2 pj c z
X(z) z n -1 dz .....(7.3)
å x(k) z
c k = -¥
n - 1- k
dz
å
k = -¥
x(k)
zc
z n - 1-k dz summation and integration
Multiply and divide by 2pj
= 2 pj
By Cauchy integral theorem, k =
å
+¥
-¥
x(k)
1
2 pj z c
z n - 1- k dz .....(7.4)
1
2 pj zc
z n - 1 - k dz = 1
= 0
; k = n
; k ¹ n
On applying Cauchy integral theorem the equation (7.4) reduces to,
z c
X(z) z n - 1 dz = 2 pj x(n)
+¥
å x(k)
k = -¥ n=k
= x(n)
\ x(n) =
1
2 pj z c
X(z) z n- 1 dz
7. 3 Signals & Systems
Geometric Series
The Z-transform of a discrete time signal involves convergence of geometric series. Hence the
following two geometric series sum formula will be useful in evaluating Z-transform.
1. Infinite geometric series sum formula.
If C is a complex constant and 0 < |C|< 1, then,
¥
1
åC
n= 0
n
=
1- C
.....(7.5)
N- 1
When C = 1, åC
n= 0
n
= N .....(7.7)
Note : The infinite geometric series sum formula requires that the magnitude of C be strictly
less than unity, but the finite geometric series sum formula is valid for any value of C.
z z if , 0 < |C | < 1
Here the condition to be satisfied for the convergence of X(z) is,
0 < |r1 z1| < 1
jv
\ |r1 z1| < 1 z-plane
| r1 | r1
< 1 Þ |z| > |r1|
| z|
u
The term |r1| represent a circle of radius r1 in z-plane as shown in ROC of
fig 7.2. From the above analysis we can say that, X(z) converges for all x(n) = r1n ; n ³ 0
points external to the circle of radius r1 in z-plane. Therefore, the ROC of Fig 7.2 : ROC of infinite duration
X(z) is exterior of the circle of radius r1 in z-plane as shown in fig 7.2. right sided signal.
Case v : Infinite duration, left sided (anticausal) signal
Let, x(n) = r2n ; n £ 0
Now, the Z-transform of x(n) is,
+¥ 0 +¥ +¥
X( z) = å
n = -¥
x(n) z- n = å
n = -¥
r2n z- n = å
n= 0
r2- n zn = å (r
n= 0
-1
2 z) n
¥
1 Using infinite geometric
-1
If , 0 < |r z| < 1, then
2
n=0
å
(r z) =
1
-1
2
-
n
r2-1 z
series sum formula
¥
1
\ X(z) =
1
-1
=
1
z
=
r
1
- z
=
r2
åC 1
n
- C
=
1 - r2 z r2 - z
2 n=0
1-
r2 r2 if , 0 < |C | < 1
r2
= -
z - r2
Here the condition to be satisfied for the convergence of X(z) is,
jv
z-plane
0 < |r21 z1| < 1
\ |r21 z| < 1 r2
| z|
< 1 Þ |z| < |r2 |
| r2 | ROC of u
x(n) = r2n ; n £ 0
The term |r2| represent a circle of radius r2 in z-plane as
shown in fig 7.3. From the above analysis we can say that
X(z) converges for all points internal to the circle of radius r2
Fig 7.3 : ROC of infinite duration left
in z-plane. Therefore, the ROC of X(z) is interior of the circle
sided signal.
of radius r2 as shown in fig 7.3.
Chapter 7 - Z - Transform 7. 6
å r1n z - n å
n=0
Cn =
1 - C
n=0 n= 0
+¥ +¥
if , 0 < |C | < 1
= å -1
(r
2
n
z) + å (r1 z-1 ) n
n=0 n= 0 Using infinite geometric series sum formula
1 1
= -1
+ if, 0 < |r2-1 z| < 1, and, 0 < |r1 z-1 | < 1
1 - r2 z 1 - r1 z -1
¥ ¥
The term å
n= 0
(r2- 1 z) n converges if, The term å (r1 z -1 ) converges if,
n= 0
0 < r2- 1 z < 1 0 < r1- 1 z < 1
\ r2- 1 z < 1 \ r1 z -1 < 1
z r1
< 1 Þ |z | < |r2 | < 1 Þ |z | > |r1 |
r2 z
Sequence ROC
Finite, right sided (causal) Entire z-plane except z = 0
Finite, left sided (anticausal) Entire z-plane except z = ¥
Finite, two sided (noncausal) Entire z-plane except z = 0 and z = ¥
Infinite, right sided (causal) Exterior of circle of radius r1, where |z| > r1
Infinite, left sided (anticausal) Interior of circle of radius r2, where |z| < r2
Infinite, two sided (noncausal) The area between two circles of radius r2 and r1
where, r2 > r1, and r1< |z| < r2, (i.e., |z| >r1, and, |z| < r2)
7. 7 Signals & Systems
Table-7.2 : Characteristic Families of Signals and Corresponding ROC
Signal ROC in z-plane
Finite Duration Signals
x (n) jv Entire z-plane
Right sided except z = 0
(or causal) z-plane
0 n
x (n) jv
Left sided Entire z-plane
(or anticausal) z-plane except z = ¥
u
0 n
x (n) jv
Entire z-plane
Two-sided except z = 0
z-plane
(or noncausal) and z = ¥
u
0 n
Infinite Duration Signals
x (n) jv
Right sided
r1 z-plane
(or causal)
u
|z| > r1
0
n
jv
z-plane
Left sided x (n)
(or anticausal)
u
r2
|z| < r2
0 n
jv
z-plane
r1 < |z| < r2
x (n) [|z| > r1
Two-sided
r1 and |z| < r2]
(or noncausal)
r2
u
0 n
Chapter 7 - Z - Transform 7. 8
Example 7.1
Determine the Z-transform and their ROC of the following discrete time signals.
a) x(n) = {3, 2, 5, 7} b) x(n) = {6, 4, 5, 3} c) x(n) = {2, 4, 5, 7, 3}
Solution
a) Given that, x(n) = {3, 2, 5, 7}
i.e., x(0) = 3 ; x(1) = 2 ; x(2) = 5 ; x(3) = 7 ; and x(n) = 0 for n < 0 and for n > 3.
By the definition of Z-transform,
¥
Z {x(n)} = X (z) = å x(n) z -n
n = -¥
The given sequence is a finite duration sequence defined in the range n = 0 to 3, hence the limits of summation is
changed to n = 0 to n = 3.
3
\ X( z ) = å x(n) z -n
n = 0
n = -¥
The given sequence is a finite duration sequence defined in the range n = 3 to 0, hence the limits of summation is
changed to n = 3 to 0.
0
\ X (z) = å x(n) z -n
n = -3
= 6z 3 + 4 z 2 + 5z + 3
In X(z), when z = ¥, except the last term all other terms become infinite. Hence X(z) will be finite for all values of z,
except z = ¥. Therefore, the ROC is entire z-plane except z = ¥.
n = -¥
7. 9 Signals & Systems
The given sequence is a finite duration sequence defined in the range n = 2 to +2, hence the limits of summation is
changed to n = 2 to n = 2.
2
\ X (z) = å x(n) z -n
n = -2
= 2z2 + 4z + 5 + 7z -1 + 3z -2
7 3
= 2z2 + 4z + 5 + + 2
z z
In X(z), when z = 0, the terms with negative power of z will become infinite and when z = ¥, the terms with positive
power of z will become infinite. Hence X(z) will be finite for all values of z except when z = 0 and z = ¥.Therefore, the ROC
is entire z-plane except z = 0 and z = ¥.
Example 7.2
Determine the Z-transform and their ROC of the following discrete time signals.
a) x(n) = u(n) b) x(n) = 0.5n u(n) c) x(n) = 0.2n u(n 1) d) x(n) = 0.5n u(n) + 0.8n u(n 1)
Solution
a) Given that, x(n) = u(n)
The u(n) is a discrete unit step signal, which is defined as,
u(n) = 1 ; for n ³ 0 Infinite geometric series sum formula
¥
= 0 ; for n < 0 1
å Cn =
1- C
; if, 0 < |C| < 1
By the definition of Z-transform, n = 0
¥ ¥
Z{x(n)} = X(z) = å x(n) z -n
= å u(n) z -n
n = -¥ n = 0
¥ ¥
1 Using infinite geometric series sum formula
= åz -n
= å (z -1)n =
1 - z -1
n = 0 n = 0
1 z
= =
1- 1 / z z -1
Here the condition for convergence is, 0 < |z1| < 1.
1
\ |z -1| < 1 Þ < 1 Þ |z| > 1
|z|
The term |z| = 1 represents a circle of unit radius in z-plane. Therefore, the ROC is exterior of unit circle in z-plane.
b) Given that, x(n) = 0.5n u(n)
The u(n) is a discrete unit step signal, which is defined as,
u(n) = 1 ; for n³0
=0 ; for n<0
\ x(n) = 0.5 ; for
n
n³0
= 0 ; for n < 0
By the definition of Z-transform,
¥ ¥
Z{x(n)} = X (z) = å x(n) z -n
= å 0.5 n
z -n
n = -¥ n = 0
¥
-1 n 1 Using infinite geometric series sum formula
= å d0.5z i =
1 - 0.5z -1
n = 0
Chapter 7 - Z - Transform 7. 10
1 z
\ X(z) = =
1 z - 0.5
1 - 0.5
z
Here the condition for convergence is, 0 < |0.5 z1| < 1.
0.5
\ |0.5 z -1| < 1 Þ < 1 Þ |z| > 0.5
|z|
The term |z| = 0.5 represents a circle of radius 0.5 in z-plane. Therefore, the ROC is exterior of circle with radius 0.5
in z-plane.
By definition of Z-transform,
+¥
-n
X 1( z ) = Z {x 1(n)} = å x (n) z
1 .....(7.8)
n = -¥
+¥
X 2 ( z ) = Z {x 2 (n)} = å x (n) z
2
-n
.....(7.9)
n = -¥
+¥ +¥
Z {a 1x1 (n) + a2 x 2 (n)} = å a1x 1(n) + a2 x 2 (n) z -n = å a1x 1(n) z -n + a2 x 2 (n)] z -n
n = -¥ n = -¥
+¥ +¥ +¥ +¥
= å a1x 1 (n) z -n + å a x (n)z
2 2
-n
= a1 å x 1 (n) z -n + a2 å x (n)z2
-n
n = -¥ n = -¥ n = -¥ n = -¥
2. Shifting property
Case i: Two sided Z-transform
The shifting property of Z-transform states that, Z-transform of a shifted signal shifted by m-units
of time is obtained by multiplying zm to Z-transform of unshifted signal.
Let, Z{x(n)} = X(z)
Now, by shifting property,
Z{x(nm)} = zm X(z)
Z{x(n+m)} = zm X(z)
Proof :
By definition of Z-transform,
+¥
-n
X (z ) = Z {x(n)} = å x(n) z .....(7.10)
n = -¥
+¥
Z {x(n - m)} = å x(n - m) z -n
Let, n – m = p, \ n = p + m
n = -¥
+¥ when n ® -¥, p ® -¥
- (m + p)
= å x(p) z when n ® +¥, p ® +¥
p = -¥
+¥
= å x(p) z -m
z -p
p = -¥
+¥ +¥
= z -m å x(p) z -p
= z -m å x(n) z -n
Let, p ® n
p = -¥ n = -¥
n = -¥
+¥
- (p - m) Let, n + m = p, \ n = p – m
= å x(p) z when n ® -¥, p ® -¥
p = -¥
when n ® +¥, p ® +¥
+¥
= å x(p) z
p = -¥
-p
zm
+¥ +¥
= z m
å x(p) z -p
= zm å x(n) z -n
Let, p ® n
p = -¥ n = -¥
Proof :
By definition of one sided Z-transform,
+¥
X (z ) = Z {x(n)} = å x(n) z -n
.....(7.11)
n= 0
+¥
Z {x(n - m)} = å
n= 0
x(n - m) z - n
+¥
Multiply by zm and z –m
= å
n= 0
x(n - m) z -n z m z -m
+¥
= z -m å x(n - m) z - (n - m)
0
n =+¥
Let, n – m = p,
= z -m å x(p) z - p when n ® 0, p ® –m
p = -m
when n ® +¥, p ® +¥
+¥ -1
= z -m å x(p) z -p + z - m å x(p) z - p
p= 0 p = -m
+¥ m
= z -m å x(p) z -p + z - m å x( -p) zp
p= 0 p= 1
+¥ m Let p = n, in first summation
= z -m å x(n) z -n + z - m å x( -i) zi Let p = i, in second summation
n= 0 i= 1
Using equation (7.11)
m
m -( m - i)
= z X(z) + å x( -i) z .....(7.12)
i= 1
Note : In equation (7.12) if x(i) for i = 1 to m are zero then the shifting property for delayed
signal will be same as that for two sided Z-transform.
7. 13 Signals & Systems
+¥
Z {x(n + m)} = å
n= 0
x(n + m) z - n
+¥
= å x(n + m) z -n z m z - m Multiply by zm and z –m
n= 0
+¥
= zm å x(n + m) z -(n + m) Let, n + m = p,
n= 0
+¥ when n ® 0, p ® m
m -p
= z å x(p) z when n ® + ¥, p ® + ¥
p=m
+¥ m -1
= zm å x(p) z - p - z m å x(p) z - p
p=0 p=0
+¥ m -1
Let p = n, in first summation
= zm å x(n) z -n - z m å x(i) z -i
n=0 i=0
Let p = i, in second summation
m -1
= z m X(z) - x(i) z m - i Using equation (7.11)
å
i=0
.....(7.13)
Note : In equation (7.13) if x(i) for i = 0 to m 1 are zero then the shifting property for advanced
signal will be same as that for two sided Z-transform.
3. Multiplication by n (or Differentiation in z-domain)
If Z{x(n)} = X(z)
d
l
then Z nx(n) q= -z
dz
X(z)
In general,
s FGH -z dzd IJK X(z)
m
n
Z n m x(n) =
d F d F F
- z G ..... G -z
d F
G d IJ IJ ..... IJ I
= -z G
dz H dz H H dz H -z
dz
X(z)
KK K JK
144444424444443
m - times
Proof :
By definition of Z-transform,
+¥
X (z ) = Z {x(n)} = å x(n) z -n
.....(7.14)
n = -¥
+¥
Z {n x(n)} = å n x(n) z - n
n = -¥
+¥
= å n x(n) z - n z z -1 Multiply by z and z –1
n = -¥
+¥
= -z å x(n) -n z - n - 1
n = -¥
= -z
+¥
å x(n)
LM d z OP -n d -n
z = - n z -n - 1
n = -¥ N dz Q dz
+¥
d
= -z
dz
å x(n) z -n
Interchanging summation
n = -¥ and differentiation
d
= -z X(z) Using equation (7.14)
dz
Chapter 7 - Z - Transform 7. 14
4. Multiplication by an exponential sequence, an (or Scaling in z-domain)
If Z{x(n)} = X(z)
n s
then Z a n x(n) = X(a -1z)
Proof :
By definition of Z-transform,
+¥
Z{x(n)} = å x(n) z -n
.....(7.15)
n = -¥
+¥
Z {an x(n)} = å an x(n) z - n
n = -¥
+¥
= å x(n) (a -1z)- n .....(7.16)
n = -¥
The equation (7.16) is similar
= X(a -1z) to the form of equation (7.15)
5. Time reversal
If Z{x(n)} = X(z)
then Z{x(n)} = X(z1)
Proof :
By definition of Z-transform,
+¥
Z{x(n)} = å x(n) z -n
.....(7.17)
n = -¥
+¥ Let, p = –n
Z {x( -n)} = å x( -n) z - n when n ® -¥, p ® +¥
n = -¥ when n ® +¥, p ® -¥
+¥
= å x(p) z p
p = -¥
+¥
= å x(p) (z -1 )- p .....(7.18)
p = -¥
The equation (7.18) is similar to
= X(z -1 ) the form of equation (7.17)
6. Conjugation
If Z{x(n)} = X(z)
then Z{x*(n)} = X*(z*)
Proof :
By definition of Z-transform,
+¥
X(z) = Z {x(n)} = å x(n) z -n
.....(7.19)
n = -¥
+¥
Z {x * (n)} = å x* (n) z -n
n = -¥
*
LM +¥
x(n) (z * )- n
OP
=
MN å
n = -¥ PQ .....(7.20)
Proof :
By definition of Z-transform,
+¥
X 1(z) = Z {x 1 (n)} = å x (n) z
n = -¥
1
-n
.....(7.22)
+¥
X 2 (z) = Z {x 2 (n)} = å x (n) z
n = -¥
2
-n
.....(7.23)
+¥
Z {x 1(n) * x2 (n)} = å x 1(n) * x 2 (n) z -n
n = -¥
+¥ LM +¥ OP
= å MN å x 1(m) x 2 (n - m) z -n
PQ
Using equation (7.21)
n = -¥ m = -¥
+¥ +¥
= å
n = -¥
å
m = -¥
x 1(m) x 2 (n - m) z -n z -m zm Multiply by zm and z –m
+¥ +¥
= å
m = -¥
x 1(m) z -m å
n = -¥
x 2 (n - m) z - (n - m)
Let, n – m = p
+¥ +¥
when n ® -¥, p ® -¥
= å
m = -¥
x 1(m) z -m
å
p = -¥
x 2 (p) z -p
when n ® +¥, p ® +¥
8. Correlation property
If Z{x(n)} = X(z) and Z{y(n)} = Y(z)
1
then Z{rxy(m)} = X(z) Y(z )
+¥
where, r (m) =
xy å
n = -¥
x(n) y(n - m) .....(7.24)
Proof :
By definition of Z-transform,
+¥
X(z) = Z {x(n)} = å x(n) z
n = -¥
-n
.....(7.25)
+¥
Y(z) = Z {y(n)} = å y(n) z
n = -¥
-n
.....(7.26)
Chapter 7 - Z - Transform 7. 16
+¥
Z { rxy (m)} = å rxy (m) z -m
m = -¥
+¥ LM +¥ OP
= å MN å x(n) y(n - m) z - m
PQ Using equation (7.24)
m = -¥ n = -¥
+¥ +¥
= å å x(n) y(n - m) z -m z -n z n Multiply by z n and z –n
m = -¥ n = -¥
+¥ +¥
= å x(n) z -n å y(n - m) z (n - m)
n = -¥ m = -¥ Let, n – m = p \m=n–p
+¥ +¥
when m ® -¥, p ® +¥,
= å x(n) z -n å y(p ) z p when m ® +¥, p ® -¥.
n = -¥ p = -¥
LM +¥ OP LM +¥ OP
=
MN å
n = -¥
x(n) z -n
PQ MN å
p = -¥
y(p ) (z -1 ) -p
PQ Using equations (7.25)
-1
= X(z) Y(z ) and (7.26)
x(0) = Lt X(z)
z®¥
Proof :
By definition of one sided Z - transfrom,
+¥
X (z ) = å x(n) z -n
n=0
Lt X( z ) = Lt
LMx(0) + x(1) x(2) x(3)
+ 2 + 3 + ......
OP
z®¥ z®¥ N z z z Q
= x(0) + 0 + 0 + 0 + ......
\ x(0) = Lt X (z )
z®¥
7. 17 Signals & Systems
10. Final value theorem
Let x(n) be an one sided signal defined in the range 0 £ n £ ¥.
Now, if Z {x(n)} = X(z),
then the final value of x(n) (i.e., x(¥)) is given by,
x( ¥ ) = Lt (1 - z -1 ) X(z) or x( ¥ ) = Lt
FG z - 1IJ X(z)
z® 1 z® 1 H zK
Proof :
By definition of one sided Z - transfrom,
+¥
m r å x(n) z
Z x(n) =
n=0
-n
.....(7.27)
+¥
m
\ Z x(n - 1) - x(n) = r å n=0
x(n - 1) - x(n) z -n
(RHS) (LHS)
m
RHS = Z x(n - 1) - x(n) r
= Z mx(n - 1)r - Z mx(n)r Using linearity property
-1
= z X( z) + x( -1) - X(z) Using shifting property and equation 7.27
= x( -1) - (1 - z -1 ) X(z)
= Lt x( -1) - (1 - z -1 ) X(z) Taking limit z ® 1
z®1
= x( -1) - z Lt
®1
(1 - z -1 ) X(z) .....(7.28)
+¥
LHS = å x(n - 1) - x(n) z -n
n=0
+¥
= Lt
z®1
å x(n - 1) - x(n) z - n
Taking limit z ® 1
n=0
+¥
= å x(n - 1) - x(n) On applying limit z ® 1, the term z–n
n=0
becomes unity
p
= Lt
p®¥
å x(n - 1) - x(n) Changing the summation index from
n=0
0 to p and then taking limit p ® ¥
LM x( -1) - x(0) + x(0) - x(1) + x(1) - x(2) + ..... OP
= Lt
p®¥ MN ..... + x(p - 2) - x(p - 1) + x(p - 1) - x(p) PQ
= Lt x( -1) - x(p)
p®¥
\ x( ¥) = Lt (1 - z -1 ) X(z)
z®1
Chapter 7 - Z - Transform 7. 18
11. Complex convolution theorem (or Multiplication in time domain)
l
Z x1 ( n) x 2 ( n) = q 1
2 pj z
C
X1 ( v) X 2 z v -1 dv
v ej
where, v is a dummy variable used for contour integration
Proof :
x 1 (n) =
1
2 pj z
C
X 1( z) zn - 1 dz =
1
2pj z
C
X 1 ( v) vn - 1 dv let, z = v .....(7.30)
+¥
X 2 (z ) = å x (n) z 2
-n
.....(7.31)
n = -¥
Using the definition of Z-transform, the Z {x1(n) x2(n)} can be written as,
+¥
m
Z x 1(n) x 2 (n) = r å x (n) x (n) z
n = -¥
1 2
-n
LM 1 OP
=
+¥
å
n = -¥ MN 2pj z
C
X 1( v ) v n - 1 dv x 2 (n) z - n
PQ Using equation (7.30)
=
1
2 pj z C
X 1 ( v)
+¥
å
n = -¥
x2 (n) z -n v n v -1 dv
LM F zI O
` =
1
2pj z
C
X 1( v)
+¥
MN å x (n) GH v JK PPQ v
n = -¥
2
-n
-1
dv
=
1
2 pj z C
X ( v ) X F z I v dv
1 H vK 2
-1
Using equation (7.31)
å
+¥
n = -¥
x1 (n) x*2 (n) =
1
2 pj z
C
X1 (z) X*2 1* z -1 dz
z e j
7. 19 Signals & Systems
Proof :
x 1 (n) =
1
2pj z
C
X 1(z ) zn - 1 dz =
1
2 pj z C
X 1( v) vn - 1 dv let, z = v .....(7.32)
Using the definition of Z - transform, the Z x 1(n) x*2 (n) can be written as, o t
+¥
o
Z x 1 (n) x*2 (n) = t å x (n) x (n) z
n = -¥
1
*
2
-n
.....(7.34)
On substituting for x 1(n) from equation (7.32) in equation (7.34) we can write,
LM 1 OP
+¥
å x (n) x (n) z
n = -¥
1
*
2
-n
=
+¥
å
n = -¥ MN 2pj z
C
X 1( v) vn - 1 dv x*2 (n) z - n
PQ
LM x (n) z v OP v dv
=
1
2 pj z
C
X 1 ( v)
MN å
+¥
n = -¥ PQ
*
2
-n n -1
L F zI O
=
1
2 pj z C
1
MN
+¥
X ( v) M å x (n) G J P v dv
H v K PQ
n = -¥
*
2
-n
-1
L Fz I O -n
*
=
1
2 pj z C
1
MN
+¥
X ( v) M å x (n) G J P v dv
H v K PQ
n = -¥
2
*
*
-1
=
1
2 pj z C
1
F I
X ( v) X G z J v dv
Hv K
*
2
*
*
-1
using equation (7.33)
\
Z®1
lt
+¥
å
n = -¥
x 1 (n) x*2 (n) z - n =
Z®1
lt
1
2pj z
C
v
* FG IJ
X 1( v ) X *2 z * v -1 dv
H K
+¥
å
n = -¥
x1 (n) x2* (n) =
1
2 pj z
C
FG 1 IJ v
X 1( v) X 2*
Hv K *
-1
dv
\ å
+¥
n = -¥
x 1(n) x*2 (n) =
1
2 pj z
C
1
F I
X (z ) X G 1 J z
Hv K
*
2 *
-1
dz let v = z
Chapter 7 - Z - Transform 7. 20
Table-7.3 : Summary of Properties of Z-Transform
Note : X(z) = Z{x(n)} ; X1(z) = Z{x1(n)} ; X2(z) = Z{x2(n)} ; Y(z) = Z {y(n)}
Property Discrete time signal Z-transform
Linearity a1 x1(n) + a2 x2(n) a1 X1(z) + a2 X2(z)
m
m-1
Shifting x(n) for n ³ 0 x(n + m) z m X(z) - å x(i) z
i= 0
m- i
(m ³ 0)
x(n) for all n x(n - m) z-m X(z)
m
x(n + m) z X(z)
Multiplication by nm nm x(n) FG -z d IJ m
X(z)
(or differentiation in
z-domain)
H dz K
Scaling in z-domain
(or multiplication by an) an x(n) X(a-1 z)
+¥
Convolution x1(n) * x2(n) = å x (m) x (n - m)
m = -¥
1 2
X1(z) X2(z)
+¥
Corrrelation rxy ( m) = å x(n) y(n - m)
m = -¥
X(z) Y(z1 )
x( ¥ ) = Lt (1 - z -1 ) X(z)
z® 1
( z - 1)
Final value
= Lt X(z)
z® 1 z
if X(z) is analytic for |z| > 1
Complex convolution
theorem
x1(n) x2(n) 1
2pj z
C
X1 ( v) X 2 z v -1 dv
ej
v
Parsevals relation
+¥
n = 0
¥ ¥
-1 n
= åa n
z -n = å da z i
n = 0 n = 0
z 1
Z{x1(n - 1)} = z -1 X1(z) = z -1 =
z - a z - a
Given that, x(n) = n a n - 1 If Z{x(n)} = X(z)
d d
Z{x(n)} = Z{n a n - 1} = Z{n x1 (n - 1)} = - z X1(z) then Z{n x(n)} = - z X(z)
dz dz
d 1 -1 z
= -z = -z ´ =
dz z - a (z - a)2 (z - a)2
\ -z
d
U(z) = - z
LM d FG z IJ OP = - z LM z - 1 - z OP = z d
u v du - u dv
=
dz N dz H z - 1K Q N (z - 1) Q (z - 1) 2 2
v v2
2
FG -z d IJ U(z) = - z d LM-z d U(z)OP
H dz K dz N dz Q
d F z I F (z - 1) - z ´ 2(z - 1) I 2
dz GH (z - 1) JK
= -z = -z G JK
H 2
(z - 1) 4
= -z G
F (z - 1) (z - 1 - 2z) I = - z F -(z + 1) I = z(z + 1)
H (z - 1) JK GH (z - 1) JK (z - 1)
4 3 3
2
\
F d IJ U(z) = z(z + 1)
Z {x(n)} = Z {n u(n)} = G -z 2
H dz K (z - 1) 3
Chapter 7 - Z - Transform 7. 22
Example 7.4
Find the one sided Z-transform of the discrete time signals generated by mathematically sampling the following
continuous time signals.
d F zT I 2
(z - 1) T - zT ´ 2(z - 1) 2 2 2
dz GH (z - 1) JK
= -z = -z ´ 2 4
(z - 1)
¥ ¥ ¥
e jwn - e - jwn -n 1 1
= å 2j
z =
2j
åe jwn
z -n -
2j
åe - jwn
z -n
n = 0 n = 0 n = 0
¥
1 n 1 ¥ n
=
2j
å de jw
z -1 i - åd
2j n = 0
e - jw z -1 i
n = 0
1 1 1 1
= - Using infinite geometric
2j 1 - e jw z -1 2j 1 - e - jw z -1
series sum formula
1 z 1 z
= -
2 j z - e jw 2j z - e - jw
z (z - e - jw ) - z (z - e jw ) z 2 - z e - j w - z 2 + z e jw
= =
2 j (z - e jw ) (z - e - jw ) 2 j (z 2 - z e - jw - z e jw + e jw e - jw )
z (e jw - e - jw ) / 2 j
= e jq - e - jq
z 2
- z (e jw + e - jw ) + 1 sin q =
2j
z sin wT e jq + e - jq
= ; where w = W 0 T cos q =
z2 - 2z cos wT + 1 2
7. 23 Signals & Systems
c) Given that, x(t) = cos Wot
The discrete time signal is generated by replacing t by nT, where T is the sampling time period.
\ x(n) = cos(W0nT) = cos wn ; where w = W0T
By the definition of one sided Z-transform,
¥ ¥ e jq + e - jq
Z {x(n)} = X(z) = å x(n) z - n = å cos wn ´ z -n cos q =
2
n=0 n =0
¥ jwn - jwn ¥ ¥
e + e 1 1
= å 2
z -n =
2 åe jwn
z-n +
2 åe - jwn -n
z
n = 0 n = 0 n = 0
¥ ¥
1 1
=
2 å (e jw
z -1)n +
2 å (e - jw
z -1)n
n = 0 n = 0
1 z 1 z
= +
2 z - e jw 2 z - e - jw
z (z - e - jw ) + z (z - e jw ) z2 - z e - j w + z 2 - z e j w
= jw - jw
=
2 (z - e ) (z - e ) 2 (z - z e - jw - z e jw + e jw e - jw )
2
2z2 - z (e jw + e - jw ) z 2 - z(e jw + e - jw ) / 2
= jw - jw
= 2
2
2 [z - z (e + e ) + 1] z - z (e jw + e - jw ) + 1
z (z - cos w )
= ; where w = W 0T e jq + e - jq
cos q =
z2 - 2 z cos w + 1 2
Example 7.5
Find the one sided Z-transform of the discrete time signals generated by mathematically sampling the following
continuous time signals.
Solution
a) Given that, x(t) = e a t cos Wot
The discrete time signal x(n) is generated by replacing t by nT, where T is the sampling time period.
\ x(n) = e a n T cos W0nT = eanT cos wn ; where w = W0T
By the definition of one sided Z-transform we get,
¥ ¥
Fe jwn
+ e - jwn Iz e jq + e - jq
X(z) = Z {x(n)} = åe - anT
cos wn z -n = å e - anT GH 2 JK -n
cos q =
2
n=0 n=0
¥ ¥
1 1
=
2
å de
n= 0
-a T
e zjw -1 n
i +
2
å de
n=0
- aT
e - jw z -1 in Using infinite
geometric series
1 1 1 1 sum formula
= + ¥
2 1 - e - aT e jw z -1 2 1 - e -aT e - jw z -1 1
1 1 1 1
åC n
=
1- C
= + n=0
2 1 - e jw / z eaT 2 1 - e - jw / z eaT
=
1 LM z e aT
+
z eaT OP
jw
2 Nz e - e aT
z eaT - e - jw Q
Chapter 7 - Z - Transform 7. 24
1 L z e dz e - e i + z e dz e - e i O
aT aT - jw aT aT jw
=
2 M
M PP
N d z e - e i d aT
z e - e i Q jw aT - jw
ze aTL
M ze - e + ze - e aT OP - jw aT jw
=
2 MMN dz e i - z e e - z e e + e e PPQ
aT 2 aT - jw aT jw jw - jw
ze L 2z e - de + e i OP
aT aT jw - jw
= M
2 Mz e 2
- z e de + e i + 1 P
2aT aT jw - jw
N Q
LM z e dz e - coswi OP
aT aT
e jq + e - jq
=
MN z e - 2z e cosw + 1PQ ; where w = W T
2 2aT aT 0 cosq =
2
b) Given that, x(t) = e a t sinWot
The discrete time signal x(n) is generated by replacing t by nT, where T is the sampling time period.
\ x(n) = e a nT sinW0 n T = eanT sin wn ; where w = W0T
By the definition of one sided Z-transform we get,
¥ ¥
Fe jwn
- e - jwn I e jq - e - jq
sin q =
X(z) = Z {x(n)} = åe - anT
sin wn z -n
= å e - anT
GH 2j
z -n JK 2j
n=0 n=0
¥ n
=
1
å de - aT
e jw z -1 in
-
1 ¥ -
å e aT e j z FH
- w -1 IK Infinite geometric series sum
¥
2j n=0
2j n = 0 1
1 1 1 1
formulaå Cn =
1 - C
= - n=0
2 j 1 - e - aT e jw z -1 2 j 1 - e - aT e - jw z -1
1 1 1 1
= -
2 j 1 - e jw / z eaT 2 j 1 - e - jw / z eaT
1 z eaT 1 z eaT
= jw
-
aT
2j z e - e 2 j z e - e - jw
aT
1 LM z e dz e - e i - z e dz e - e i OP
aT aT - jw aT aT jw
=
2j MN dz e - e i dz e - e i aT PQ jw aT - jw
1 M
L dz e i [z e - e - z e + e ] OP
aT aT - jw aT jw
=
2 j M dz e i - z e e
aT 2 P aT - jw aT jw jw - jw
MN - ze e + e e P
Q
LM z e e - e / 2j OP aT jw - jw
=
MN z e - z e de + e i + 1PQ
2 2aT aT jw - jw
z eaT sin w
= ; where w = W0 T
z2 e2aT - 2zeaT cos w + 1
Example 7.6
Find the initial value, x(0) and final value, x(¥) of the following z-domain signals.
1 1 2z -1
a) X(z) = -2
b) -1 -2
c) X(z) =
1 - z 1 + 2z - 3z 1 - 1.8z -1 + 0.8z -2
7. 25 Signals & Systems
Solution
1
a) Given that, X(z) =
1 - z -2
By initial value theorem of Z-transform we get,
1 1 1 1
x(0) = Lt X(z) = Lt = Lt = = = 1
z®¥ z®¥ 1 - z-2 z®¥ 1 1 1 - 0
1 - 2 1 -
z ¥
By final value theorem of Z-transform we get,
1
x(¥) = Lt (1 - z -1) X(z) = Lt (1 - z -1)
z® 1 z®1 1 - z -2
1 1 1 1
= Lt (1 - z -1) = Lt = =
z® 1 (1 - z -1) (1 + z -1) z®1 (1 + z -1) 1 + 1-1 2
1
b) Given that, X(z) = -2
-1
1 + 2z - 3z
By initial value theorem of Z-transform we get,
1 1
x(0) = Lt X(z) = Lt = Lt
z®¥ z®¥ 1 + 2z -1 - 3z -2 z®¥ 2 3
1 + - 2
z z
1 1
= = = 1
2 3 1 + 0 + 0
1 + -
¥ ¥
By final value theorem of Z-transform we get,
1
x(¥) = Lt (1 - z -1) X(z) = Lt (1 - z -1)
z® 1 z® 1 1 + 2z -1 - 3z -2
z -1(z - 1) z(z - 1) z 1 1
= Lt -2
= Lt = Lt = =
z® 1 z (z2 + 2z - 3) z®1 (z - 1) (z + 3) z®1 z + 3 1 + 3 4
2 z -1
c) Given that, X(z) = -2
1 - 1.8z-1 + 0.8z
By initial value theorem of Z-transform we get,
2
2z-1 z
x(0) = Lt X(z) = Lt = Lt
z®¥ z®¥ 1 - 1.8z -1 + 0.8z -2 z®¥ 1.8 0.8
1 - + 2
z z
2
¥ 0
= = = 0
1.8 0.8 1 - 0 + 0
1 - +
¥ ¥
By final value theorem of Z-transform we get,
2z-1
x(¥) = Lt (1 - z-1) X(z) = Lt (1 - z -1)
z®1 z® 1 1 - 1.8z -1 + 0.8z -2
z -1(z - 1) 2z-1 2(z - 1)
= Lt = Lt
z®1 z -2 (z 2 - 1.8z + 0.8) z ® 1 (z - 1) (z - 0.8)
2 2
= Lt = = 10
z®1 z - 0.8 1 - 0.8
Chapter 7 - Z - Transform 7. 26
Table - 7.4 : Some Common Z-transform Pairs
X(z)
x(t) x(n) With positive With negative ROC
power of z power of z
z 1
u(n) or 1 |z| > 1
z -1 1 - z -1
z 1
an u(n) |z| > |a|
z-a 1 - az -1
az az -1
n
n a u(n) |z| > |a|
( z - a) 2 (1 - az -1 ) 2
az (z + a) az -1 (1 + az -1 )
n2 an u(n) |z| > |a|
( z - a) 3 (1 - az -1 ) 3
z 1
- an u(n1) |z| < |a|
z-a 1 - az -1
az az -1
nan u(n1) |z| < |a|
( z - a) 2 (1 - az -1 ) 2
Tz Tz -1
t u(t) nT u(nT) |z| > 1
( z - 1) 2 (1 - z -1 ) 2
T2 z (z +1) T 2 z -1 (1 + z -1 )
t2 u(t) (nT)2 u(nT) 3 |z| > 1
( z - 1) (1 - z -1 ) 3
z 1
e- at u(t) e- anT u(nT) |z| > |eaT|
z - e -aT 1 - e - aT z -1
z T e - aT z -1 T e - aT
- at - anT
te u(t) nTe u(nT) - aT 2 |z| > |eaT|
(z - e ) (1 - e - aT z -1 ) 2
Note : 1. The signals multiplied by u(n) are causal signals (defined for n ³ 0).
2. The signals multiplied by u(n 1) are anticausal signals (defined for n £ 0).
7. 27 Signals & Systems
7.4 Poles and Zeros of Rational Function of z
Let, X(z) be Z-transform of x(n). When X(z) is expressed as a ratio of two polynomials in z or z1,
then X(z) is called a rational function of z.
Let X(z) be expressed as a ratio of two polynomials in z, as shown below.
N(z) b + b1z -1 + b2 z -2 + b3 z -3 + ..... + b M z- M .....(7.35)
X( z) = = 0
D(z) a 0 + a1z -1 + a 2 z -2 + a 3 z -3 + ..... + a N z - N
where, N(z) = Numerator polynomial of X(z)
D(z) = Denominator polynomial of X(z)
In equation (7.35) let us scale the coefficients of numerator polynomial by b0 and that of denominator
polynomial by a0, and then convert the polynomials to positive power of z as shown below.
FG b b b
b 0 1 + 1 z -1 + 2 z -2 + 3 z -3 + ..... + M z - M
b IJ
X( z) =
H b0 b0 b0 b0 K
FG a a a
a 0 1 + 1 z -1 + 2 z -2 + 3 z -3 + ..... + N z - N
a IJ
H a0 a0 a0 a0 K
FG
z- M z M +
b 1 M -1
z
b b b
+ 2 z M - 2 + 3 z M - 3 + ..... M
IJ
= G
H b0 b0 b0 b0 K
z- N
FG z
a 1 N -1
zN a a a
+ 2 z N - 2 + 3 z N - 3 + ..... N
+
IJ
Ha0 a0 a0 a0 K Let, M = N
(z - z1 ) (z - z2 ) (z - z 3 ) ..... (z - zN )
= G .....(7.36)
(z - p1 ) (z - p2 ) (z - p 3 ) ..... (z - p N )
where, z1, z2, z3, .....zN are roots of numerator polynomial
p1,p2, p3, .....pN are roots of denominator polynomial
G is a scaling factor.
In equation (7.36) if the value of z is equal to one of the roots of the numerator polynomial, then the
function X(z) will become zero.
Therefore the roots of numerator polynomial z1, z2, z3, .....zN are called zeros of X(z). Hence the
zeros are defined as values z at which the function X(z) become zero.
In equation (7.36) if the value of z is equal to one of the roots of the denominator polynomial then
the funcion X(z) will become infinite. Therefore the roots of denominator polynomial p1, p2, p3, .....pN are
called poles of X(z). Hence the poles are defined as values of z at which the function X(z) become infinite.
Since the function X(z) attains infinte values at poles, the ROC of X(z) does not include poles.
In a realizable system, the number of zeros will be less than or equal to number of poles. Also for
every zero, we can associate one pole (the missing zeros are assumed to exist at infinity).
Let zi be the zero associated with the pole pi. If we evaluate |X(z)| for various values of z, then
|X(z)| will be zero for z = zi and infnite for z = pi. Hence the plot of |X(z)| in a three dimensional plane will
look like a pole (or pillar like structure) and so the point z = pi is called a pole.
Chapter 7 - Z - Transform 7. 28
7.4.1 Representation of Poles and Zeros in z-Plane
The complex variable, z is defined as,
z = u + jv
where, u = Real part of z
v = Imaginary part of z
Hence the z-plane is a complex plane, with u on real axis and v on imaginary axis (Refer fig 7.1 in
section 7.1). In the z-plane, the zeros are marked by small circle " " and the poles are marked by
letter "X".
For example consider a rational function of z shown below.
1.25 - 1.25 z -1 + 0.2 z-2
X( z) =
2 + 2 z -1 + z -2
FG
1.25 1 - z -1 +
0.2 -2
z
IJ
=
H 1.25 K =
0.625 (1 - z -1 + 0.16 z -2 )
FG
2 1 + z -1 +
1 -2
z
IJ (1 + z -1 + 0.5 z -2 )
H 2 K
0.625 z -2 (z2 - z + 0.16) 0.625 (z - 0.8) (z - 0.2) .....(7.37)
= =
z -2 ( z 2 + z + 0.5) (z + 0.5 + j0.5) (z + 0.5 - j0.5)
1 ± 1 - 4 ´ 0.16 1 ± 0.6
z = = = 0.8, 0.2
2 2
\ z 2 - z + 0.16 = (z - 0.8) (z - 0.2)
-1 ± 1 - 4 ´ 0.5 -1 ± j
z = = = - 0.5 ± j 0.5
2 2
\ z2 + z + 0.5 = (z + 0.5 + j0.5) (z + 0.5 - j0.5)
The zeros of X(z) are roots of numerator jv
p2
polynomial, which has two roots. x j0.5
z-plane
Therefore, the zeros of X(z) are,
z1 = 0.8, z2 = 0.2 z2 z1
r1 x x x
|z| > |r1| ; |z| > |r2| ; |z| > |r3| r1 r2 r3 u
x( n) =
1
2 pj z
C
X(z) z n - 1dz .....(7.38)
Using partial fraction expansion technique the function X(z) zn 1 can be expressed as shown below.
A1 A2 A3 AN
X( z) z n - 1 = + + + ..... + .....(7.39)
z - p1 z - p2 z - p3 z - pN
where, p1, p2, p3, ..... pN are poles of X(z) zn 1 and A1, A2, A3, ..... AN are residues
The residue A1 is obtained by multiplying the equation (7.39) by (z p1) and letting z = p1.
Similarly other residues are evaluated.
\ A1 = ( z - p1 ) X(z) z n-1 .....(7.40.1)
z = p1
A 2 = ( z - p 2 ) X(z) z n - 1 .....(7.40.2)
z = p2
A 3 = ( z - p 3 ) X(z) z n -1 .....(7.40.3)
z = p3
M
M
A N = ( z - p N ) X(z) z n-1 .....(7.40.N)
z = pN
x( n) =
1
2 pj z LMN
C
A1
z - p1
+
A2
z - p2
+
A3
z - p3
+ ..... +
AN
z - pN
OP dz
Q
=
1 M
LMA 1 z
C
dz
z - p1
+ A2
z
C
dz
z - p2
+ A3
z
C
dz
z - p3
+ .....
OP
PP .....(7.41)
2 pj M
MM
N
+ AN
z
C
dz
z - pN
PP
Q
Chapter 7 - Z - Transform 7. 32
1
If , G(z) = , then by Cauchy' s integral theorem,
z - p0
RS
2 pj ; if p 0 is a point inside the contour C in z - plane
zC
G(z) dz =
C
z
1
z - p0
dz =
T
0 ; if p 0 is a point outside the contour C in z - plane
Using Cauchy's integral theorem, the equation (7.41) can be written as shown below.
1
x( n) = A 1 2 pj + A 2 2pj + A 3 2pj + ..... + A N 2pj
2 pj
= A1 + A 2 + A 3 + ..... + A N .....(7.42)
n-1
= Sum of residues of X(z) z
N
\ x(n) = å LMN(z - p ) X(z) z
i=1
i
n -1
z = pi
OP
Q .....(7.43)
where, p1, p2, p3, .....pN are roots of denominator polynomial (as well as poles of X(z)).
The equation (7.46) can be expressed as a series of sum terms by partial fraction expansion
technique as shown below.
X( z) A1 A2 A3 AN
= + + + ..... +
z z - p1 z - p2 z - p3 z - pN
where, A1, A2, A3, ..... AN are residues.
z z z
\ X(z) = A1 + A2 + A3 + .....
z - p1 z - p2 z - p3
z .....(7.47)
+ AN
z - pN
Now, the inverse Z-transform of equation (7.47) is obtained by comparing each term with standard
Z-transform pair. The two popular Z-transform pairs useful for inverse Z-transform of equation (7.47)
are given below.
If an is a causal (or right sided) signal then,
z
n
Z a n u(n) =s z-a
; with ROC z > a
Let r1 be the magnitude of the largest pole and let the ROC be |z| > r1 (where r1 is radius of a circle
in z-plane), then each term of equation (7.47) gives rise to a causal sequence, and so the inverse
Z-transform of equation (7.47) will be as shown in equation (7.48).
x(n) = A1 p1n u(n) + A2 p2n u(n) + A3 p3n u(n) + ..... + AN pNn u(n) .....(7.48)
Let r2 be the magnitude of the smallest pole and let ROC be |z| < r2 (where r2 is radius of a circle in
z-plane), then each term of equation (7.47) give rise to an anticausal sequence, and so the inverse
Z-transform of equation (7.47) will be as shown in equation (7.49).
x(n) = A1 p1n u(n 1) A2 p2n u(n 1) A3 p3n u(n 1) .....
AN pNn u(n 1) .....(7.49)
Sometimes the specified ROC will be in between two circles of radius rx and ry, where rx < ry.
(i.e., ROC is rx < |z| < ry). Now in this case, the terms with magnitude of pole less than rx will give rise to
causal signal and the terms with magnitude of pole greater than ry will give rise to anticausal signal so that
the inverse Z-transform of X(z) will give a two sided signal. [Refer section 7.4.2, case iii]
Chapter 7 - Z - Transform 7. 34
Evaluation of Residues
The coefficients of the denominator polynomial D(z) are assumed real and so the roots of the
denominator polynomial are real and/or complex conjugate pairs (i.e., complex roots will occur only in
conjugate pairs). Hence on factorizing the denominator polynomial we get the following cases. (The roots
of the denominator polynomial are poles of X(z)).
Case i : When roots (or poles) are real and distinct
Case ii : When roots (or poles) have multiplicity
Case iii : When roots (or poles) are complex conjugate
Case i : When roots (or poles) are real and distinct
X(z)
In this case can be expressed as,
z
X( z) Q( z) Q( z)
= =
z D( z) ( z - p1 ) (z - p 2 ) ...... ( z - p N )
A1 A2 AN
= + + ..... +
( z - p1 ) (z - p2 ) (z - pN )
where, A1, A2 ...... AN are residues and p1, p2, ..... pN are poles
X(z)
The residue A1 is evaluated by multiplying both sides of by (zp1) and letting z = p1. Similarly
z
other residues are evaluated.
X(z)
\ A 1 = ( z - p1 )
z z = p1
X(z)
A 2 = ( z - p2 )
z z = p2
M
X(z)
A N = (z - pN )
z z = pN
A xr =
1 dr LM(z - p ) q X(z) OP ; where r = 0, 1, 2,....(q - 1)
r ! dz r N x
z Q z = px
X(z) X(z)
Let has one pair of complex conjugate pole. In this case can be expressed as,
z z
X( z) Q(z) Q( z)
= =
z D(z) ( z - p1 ) (z - p 2 )......( z 2 + az + b)......( z - p N )
A1 A2 Ax A *x AN
= + + ..... + + + ..... +
z - p1 z - p2 z - (x + jy) z - (x - jy) z - pN
The residues of real and non-repeated roots are evaluated as explained in case i.
The residue Ax is evaluated as that of case i and the residue Ax* is the conjugate of Ax.
7.5.3 Inverse Z-Transform by Power Series Expansion Method
Let X(z) be Z-transform of x(n), and X(z) be a rational function of z as shown below.
N(z) b + b1 z -1 + b2 z -2 + b3 z -3 + ..... + b M z- M
X( z) = = 0
D(z) a 0 + a1 z -1 + a 2 z -2 + a 3 z -3 + ..... + a N z- N
On dividing the numerator polynomial N(z) by denominator polynomial D(z) we can express X(z)
as a power series of z. It is possible to express X(z) as positive power of z or as negative power of z or
with both positive and negative power of z as shown below.
Case i :
N(z)
X( z) = = c0 + c1 z -1 + c2 z -2 + c 3 z -3 + ..... .....(7.50.1)
D(z)
Case ii :
N(z)
X( z) = = d 0 + d 1 z1 + d 2 z 2 + d 3 z 3 + ..... .....(7.50.2)
D(z)
Case iii :
N(z)
X( z) = = ..... + e -3 z3 + e -2 z 2 + e -1 z + e 0
D(z)
+ e1 z -1 + e2 z-2 + e3 z-3 + ..... .....(7.50.3)
The case i power series of z is obtained when the ROC is exterior of a circle of radius r in z-plane
(i.e., ROC is |z| > r). The case ii power series of z is obtained when the ROC is interior of a circle of radius
r in z-plane (i.e., ROC is |z| < r). The case iii power series of z is obtained when the ROC is in between
two circles of radius r1 and r2 in z-plane (i.e., ROC is r1 < |z| < r2).
Chapter 7 - Z - Transform 7. 36
On comparing the coefficients of z of equations (7.50) and (7.51), the samples of x(n) are
determined. [i.e., the coefficient of zi is the ith sample, x(i) of the signal x(n)].
Note : The different methods of evaluation of inverse Z-transform of a funcion X(z) will result in
different type of mathematical expressions. But the inverse Z-transform is unique for a
specified ROC and so on evaluating the expressions for each value of n, we may get a same
signal.
Example 7.7
3 + 2z-1 + z-2
Determine the inverse Z-transform of the function, X(z) = by the following three methods and
1 - 3z -1 + 2z -2
prove that the inverse Z-transform is unique.
1. Residue Method
2. Partial Fraction Expansion Method
3. Power Series Expansion Method
Solution
Method-1 : Residue Method
3 + 2z-1 + z-2 z-2 (3z2 + 2z + 1) 3z2 + 2z + 1
Given that, X(z) = -1 -2
= -2 2
= 2 .
1 - 3z + 2z z (z - 3z + 2) z - 3z + 2
Let us divide the numerator polynomial by denominator polynomial and express X(z) as shown below.
3z2 + 2z + 1 11z - 5
X(z) = = 3 + 2 3
z2 - 3z + 2 z - 3z + 2 z2 3z + 2 3z2 + 2z + 1
11z - 5 3z2 9z + 6
= 3 + () (+) ()
(z - 1) (z - 2)
11z 5
11z - 5
Let, X1(z) = 3 and X 2 (z) = ; \ X(z) = X1(z) + X 2 (z)
z 2 - 3z + 2
x(n) = Z -1{X(z)} = Z -1{X1(z)} + Z -1{X 2 (z)}
11 - 5 11 ´ 2 - 5 n - 1
= 3 d(n) + (1)n - 1 + 2
1 - 2 2 - 1
\ x(n) = 3 d(n) - 6 u(n - 1) + 17(2)n - 1 u(n - 1) = 3 d(n) + - 6 +17(2)n - 1 u(n - 1)
7. 37 Signals & Systems
When n = 0, x(0) = 3 0 + 0 =3
When n = 1, x(1) = 0 6 + 17 ´ 20 = 11
When n = 2, x(2) = 0 6 + 17 ´ 21 = 28
When n = 3, x(3) = 0 6 + 17 ´ 22 = 62
When n = 4, x(4) = 0 6 + 17 ´ 23 = 130
\ x(n) = {3, 11, 28, 62, 130, .....}
Method-2 : Partial Fraction Expansion Method
3 + 2z-1 + z-2 z-2 (3z2 + 2z + 1) 3z2 + 2z + 1
Given that, X(z) = -1 -2
= -2 2
= .
1 - 3z + 2z z (z - 3z + 2) (z - 1) (z - 2)
X(z) 3z2 + 2z + 1
\ =
z z(z - 1) (z - 2)
X(z) 3z 2 + 2z + 1 A1 A2 A3
Let, = = + +
z z(z - 1) (z - 2) z z - 1 z - 2
X(z) 3z2 + 2z + 1 1
Now, A 1 = z = z = = 0.5
z z=0 z(z - 1) (z - 2) z = 0 (-1) ´ -2) b g
X(z) 3z2 + 2z +1 3 + 2 + 1
A 2 = (z - 1) = (z - 1) = = -6
z z=1 z(z - 1) (z - 2) z = 1 1 ´ (1 - 2)
X(z) 3z2 + 2z + 1 3 ´ 22 + 2 ´ 2 + 1
A 3 = (z - 2) = (z - 2) = = 8.5
z z=2 z(z - 1) (z - 2) z = 2 2 ´ (2 - 1)
-1 -2
3 + 2z + z
Given that, X(z) = -1 -2
1 - 3z + 2z
Chapter 7 - Z - Transform 7. 38
Let us divide the numerator polynomial by denominator polynomial as shown below.
3 + 11z1 + 28z2 + 62z3 + 130z4 + ......
1
1 3z + 2z 2
3 + 2z1 + z2
3 9z1 + 6z2
() (+) ()
11z1 5z2
11z1 33z2 + 22z3
() (+) ()
28z2 22z3
28z2 84z3 + 56z4
() (+) ()
62z3 56z4
62z3 186z4 + 124z5
() (+) ()
130z4 124z5
:
:
3 + 2z-1 + z-2
\ X(z) = = 3 + 11z-1 + 28z-2 + 62z-3 + 130z -4 + ..... .....(1)
1 - 3z-1 + 2z -2
Let x(n) be inverse Z-transform of X(z).
Now, by definition of Z-transform,
+¥
X(z) = å x(n) z -n
n = -¥
= .....+ x(0) + x(1) z-1 + x(2) z-2 + x(3) z-3 + x(4) z-4 +...... .....(2)
On comparing equations (1) and (2) we get,
x(0) = 3
x(1) = 11
x(2) = 28
x(3) = 62
x(4) = 130 and so on.
3z2 + 2z + 1 z - 0.4 z - 4
a) X(z) = b) X(z) = c ) X(z) =
z2 + 3z + 2 z2 + z + 2 (z - 1) (z - 2)2
Solution
3z 2 + 2z + 1
a) Given that, X(z) =
z 2 + 3z + 2
On dividing the numerator by denominator, the X(z) can be expressed as shown below.
3z2 + 2z + 1
X(z) =
z 2 + 3z + 2
X(z) 3z2 + 2z + 1 1
A1 = z = z = = 0.5
z z=0 z(z + 1) (z + 2) 1 ´ 2
z=0
z - 0.4
b) Given that, X(z) = The roots of the quadratic
z2 + z + 2
z2 + z + 2 = 0 are,
z - 0.4 z - 0.4
X(z) = 2 = -1 ± 1 - 4 ´ 2
z + z + 2 (z + 0.5 - j 7 / 2) (z + 0.5 + j 7 / 2) z =
2
By partial fraction expansion we get, = - 0.5 ± j 7 / 2
A A*
X(z) = +
z + 0.5 - j 7 / 2 z + 0.5 + j 7 / 2
z - 0.4
A = (z + 0.5 - j 7 / 2)
(z + 0.5 - j 7 / 2) (z + 0.5 + j 7 / 2) z = - 0.5 + j 7 / 2
1 z 1 z
= (0.5 + j0.9 / 7 ) + (0.5 - j0.9 / 7 )
z z + 0.5 - j 7 / 2 z z + 0.5 + j 7 / 2
z z
= (0.5 + j0.9 / 7 )z -1 + (0.5 - j0.9 / 7 ) z -1
z - ( -0.5 + j 7 / 2) z - ( -0.5 - j 7 / 2)
n z
On taking inverse Z-transform of X(z) we get, If Z{a u(n)} =
z - a
then by time shifting property,
x(n) = (0.5 + j0.9 / 7 ) (-0.5 + j 7 / 2)(n- 1) u(n - 1)
z
+ (0.5 - j0.9 / 7 ) (-0.5 - j 7 / 2)(n - 1) u(n - 1) Z{a (n - 1) u(n - 1)} = z -1
z - a
7. 41 Signals & Systems
Alternatively the above result can be expressed as shown below.
Here, 0.5 + j0.9 7 = 0.605 Ð34.2o = 0.605 Ð0.19p
0.5 j0.9 7 = 0.605 Ð34.2 = 0.605 Ð0.19p
o
z - 4
c) Given that, X(z) =
(z - 1) (z - 2) 2
By partial fraction expansion we get,
z - 4 A1 A2 A3
X(z) = = + +
(z - 1) (z - 2)2 z - 1 ( z - 2) 2 (z - 2 )
z - 4 z - 4 1 - 4
A 1 = (z - 1) = = = -3
(z - 1) (z - 2)2 z= 1
(z - 2 )2 z =1
(1 - 2)2
z - 4 z - 4 2 - 4
A 2 = (z - 2)2 = = = -2
(z - 1) (z - 2)2 z= 2
z - 1z = 2 2 - 1
A3 =
d LM
(z - 2)2
z - 4 OP =
d LM z - 4 OP
dz N (z - 1) (z - 2)2 Q dz N z - 1Q z = 2
z = 2
(z - 1) - (z - 4) 3 3
= = = = 3
(z - 1)2 z= 2
(z - 1)2 z= 2
(2 - 1)2
-3 2 3 1 z 1 2z 1 z
\ X(z) = - + = -3 - + 3
z - 1 (z - 2)2 z - 2 z z - 1 z (z - 2)2 z z - 2
z 2z z Multiply and
= - 3z -1 - z -1 + 3z-1 dvide by z
z - 1 (z - 2)2 z - 2
z z az
Z {u(n)} = ; Z {an u(n)} = ; Z {na n u(n)} =
z - 1 z - a (z - a )2
If Z{x(n)} = X(z) then by time shifting property Z{x(n 1)} = z1 X(z)
z z
\ Z {u(n - 1)} = z -1 ; Z {a(n - 1) u(n - 1)} = z -1
z - 1 z - a
az
and Z{(n - 1) a(n - 1) u(n - 1)} = z -1
(z - a)2
On taking inverse Z-transform of X(z) using standard transform and shifting property we get,
1 z2
a) X(z) = -1 -2 b) X(z) =
1 - 15
. z + 0.5z 2
z - z + 0.5
-1 1
1 + z d) X(z) =
c) X( z ) =
1 - z -1 + 0.5z -2 (1 + z -1) (1 - z -1)2
Solution
1
a) Given that, X(z) =
1 - 1.5 z -1 + 0.5z -2
1 1 z2 z2
X(z) = = = 2 =
. z
1 - 15 -1
+ 0.5z -2 .
15 0.5 . z + 0.5
z - 15 ( z - 1) (z - 0.5)
1 - + 2
z z
X(z) z
\ =
z (z - 1) (z - 0.5)
By partial fraction expansion, X(z)/z can be expressed as,
X(z) A1 A2
= +
z z - 1 z - 0.5
X(z) z 1
A 1 = (z - 1) = (z - 1) = = 2
z z = 1 (z - 1) (z - 0.5) z= 1
1 - 0.5
X( z ) z 0.5
A2 = (z - 0.5) = (z - 0.5) = = -1
z z= 0.5 (z - 1) (z - 0.5) z = 0.5 0.5 - 1
X( z ) 2 1
\ = - z
z z - 1 z - 0.5 Z{an u(n)} = ; ROC |z| > |a|
z - a
2z z
\ X( z ) = - z
z - 1 z - 0.5 Z{u(n)} = ; ROC |z| > 1
z - 1
On taking inverse Z-transform of X(z), we get,
x(n) = 2 u(n) 0.5n u(n) = [2 0.5n] u(n)
z2
b) Given that, X(z) = 2
z - z + 0.5
z2 z2
X (z ) = 2
=
z - z + 0.5 (z - 0.5 - j0.5) (z - 0.5 + j0.5)
X(z) z
\ =
z (z - 0.5 - j0.5) (z - 0.5 + j0.5) The roots of quadratic
X(z) A A* z =
1 ± 1 - 4 ´ 0.5
= +
z z - 0.5 - j0.5 z - 0.5 + j0.5 2
= 0.5 ± j 0.5
X(z)
A = (z - 0.5 - j0.5)
z z= 0.5 + j0.5
z
= (z - 0.5 - j0.5)
(z - 0.5 - j0.5) (z - 0.5 + j0.5) z = 0.5 + j0.5
7. 43 Signals & Systems
\ x(n) = [0.707 Ð 0.25p] [0.707 Ð0.25p]n u(n) + [0.707 Ð0.25p] [0.707 Ð 0.25p]n u(n)
= [0.707 Ð0.25p] [0.707n Ð0.25pn] u(n) + [0.707 Ð0.25p] [0.707n Ð0.25pn] u(n)
1 + z -1
c) Given that, X(z) =
1 - z -1 + 0.5z -2
X(z) (z + 1) A A*
= = +
z (z - 0.5 - j0.5) (z - 0.5 + j0.5) z - 0.5 - j0.5 z - 0.5 + j0.5
X (z)
A = (z - 0.5 - j0.5)
z z = 0. 5 + j0.5
(z + 1)
= (z - 0.5 - j0.5)
(z - 0.5 - j0.5) (z - 0.5 + j0.5) z = 0.5 + j 0.5
1
d) Given that, X(z) =
(1 + z -1 ) (1 - z -1) 2
1 1 z3
X(z) = -1 -1 2
= -1 -2 2
=
(1 + z ) (1 - z ) z (z + 1) z (z - 1) (z + 1) (z - 1)2
X( z ) z2
\ =
z (z + 1) (z - 1)2
By partial fraction expansion, we can write,
X( z ) A1 A2 A3
= + +
z z + 1 (z - 1)2 z - 1
X(z) z2 z2 ( -1)2
A 1 = (z + 1) = (z + 1) = = = 0.25
z z = -1 (z + 1) (z - 1)2 z = -1
(z - 1)2 z = -1
( -1 - 1)2
2 X(z) 2 z2 z2 1
A 2 = (z - 1) = (z - 1) = = = 0.5
z z= 1 (z + 1) (z - 1)2 z + 1 1 + 1
z= 1 z= 1
A3 =
d LM
(z - 1)2
X(z) OP =
d LM
(z - 1)2
z 2 OP
dz N z Q z= 1
dz MN (z + 1) (z - 1)2 PQ z= 1
d L z O 2
(z + 1) 2z - z 2
(1 + 1) ´ 2 - 1 3
= M P
dz MN z + 1PQ
=
(z + 1)2
=
(1 + 1)2
=
4
= 0.75
z= 1 z=1
1.5 z -1 - 0.5 z -2
1.5 z -1 - 2.25 z -2 + 0.75 z -3
( -) (+) ( -)
-2
1.75 z - 0.75 z -3
-2
1.75 z - 2.625 z -3 + 0.875 z -4
( -) (+) ( -)
-3
1.875 z - 0.875 z -4
1.875 z -3 - 2.8125 z-4 + 0.9375 z-5
( -) (+ ) ( -)
n = -¥
n = 0
3z - 2z 2
3z - 9z 2 + 6z3
(- ) (+) ( -)
2
7z - 6z 3
2
7z - 21z 3 + 14z4
( -) (+) ( -)
15z3 - 14z 4
15z3 - 45z 4 + 30z 5
( -) (+) (- )
4
31z - 30z 5
M
1 1
\ X(z) = =
1 - 1.5 z -1 + 0.5 z -2 0.5 z -2 - 1.5 z -1 + 1
.....(3)
= 2z 2 + 6z 3 + 14z 4 + 30z5 + 62z6 + ......
If X(z) is Z-transform of x(n) then, by the definition of Z-transform we get,
¥
X(z) = Z {x(n)} = å x(n) z -n
n = -¥
0
For an anticausal signal, X(z) = å x(n) z -n
n = -¥
X(z) = ..... x( -6) z6 + x( -5) z 5 + x( -4) z 4 + x( -3) z 3 + x(-2) z2 + x( -1) z + x(0) .... (4)
On comparing the two power series of X(z) (equations (3) and (4)), we get,
x(0) = 0 ; x(-1) = 0 ; x( -2) = 2 ; x(-3) = 6 ; x( -4) = 14 ; x(-5) = 30 ; x(-6) = 62 ; .....
\ x(n) = l........, 62, 30, 14, 6, 2, 0, 0 q
A
Example 7.11
1
Determine the inverse Z-transform of X(z) =
1 - 0.8 z -1 + 0.12 z -2
a) if ROC is, |z| > 0.6 b) if ROC is, |z| < 0.2 c) if ROC is, 0.2 < |z| < 0.6
Solution
1 1 z2
Given that, X(z) = -1 -2
= -2 2
=
1 - 0.8 z + 0.12 z z (z - 0.8z + 0.12) (z - 0.6) (z - 0.2)
X(z) z 0.6
A1 = (z - 0.6) = (z - 0.6) = = 1.5
z z = 0.6 (z - 0.6) (z - 0.2) z = 0.6
0.6 - 0.2
X(z) z 0.2
A2 = (z - 0.2) = (z - 0.2) = = - 0.5
z z= 0.2 (z - 0.6) (z - 0.2) z = 0.2
0.2 - 0.6
The equation (7.52) is a constant coefficient difference equation and N is the order of the system.
Let us take Z-transform of equation (7.52) with zero initial conditions (i.e., y(n) = 0 for n < 0 and
x(n) = 0 for n < 0).
RS a y(n - m) + b x(n - m)UV
N M
T å å
l q
\ Z y(n) = Z - m m
m=1 W m=0
R N
U R U
= Z S- å a y( n - m)V + Z S å b x(n - m)V
M
m m
T m=1
N
W T W m=0
M
= -
m=1
åa m l
Z y( n - m) + q å b Z lx(n - m)q
m=0
m .....(7.53)
Chapter 7 - Z - Transform 7. 48
Let y(n) = 0 for n < 0, now if Z{y((n)} = Y(z), then Z{y(nm)} = zm Y(z) (Using shifting
property)
Let x(n) = 0 for n < 0, now if Z{x((n)} = X(z), then Z{x(nm)} = zm X(z) (Using shifting
property)
Using shifting property of Z-transform, the equation (7.53) is written as shown below.
N M
Y( z) = - åa
m=1
m z - m Y(z) +
m=0
åb m z - m X(z)
N M
Y( z) + åa
m=1
m z - m Y(z) = åb
m=0
m z - m X(z)
LM N
OP = b
M
Y( z) 1 +
N åa
m=1
m z- m
Q åm=0
m z - m X(z)
Y(z) m=0
åb m z- m
\ = N
X(z)
1 +
m=1
åa m z- m
Y( z) b + b1 z -1 + b 2 z -2 + b 3 z -3 + ..... + b M z - M .....(7.54)
= 0
X( z) 1 + a1 z -1 + a 2 z -2 + a 3 z -3 + ..... + a N z - N
The transfer function of a discrete time system is defined as the ratio of Z-transform of output
and Z-transform of input. Hence the equation (7.54) is the transfer function of an LTI discrete time
system.
The equation (7.54) is a rational function of z1 (i.e., ratio of two polynomials in z1). The numerator
and denominator polynomials of equation (7.54) are converted to positive power of z and then expressed
in the factorized form as shown in equation (7.55). (Refer equation (7.36)). Let M = N
Y( z) (z - z1 ) (z - z 2 ) (z - z3 ) ..... (z - z N ) .....(7.55)
= G
X( z) (z - p1 ) (z - p2 ) (z - p3 ) ..... (z - p N )
where, z1, z2, z3, ..... zN are roots of numerator polynomial (or zeros of discrete time system)
p1, p2, p3, ..... pN are roots of denominator polynomial (or poles of discrete time system)
7.6.2 Impulse Response and Transfer Function
Let, x(n) = Input of an LTI discrete time system
y(n) = Output / Response of the LTI discrete time system for the input x(n)
h(n) = Impulse response (i.e., response for impulse input)
Now, the response y(n) of the discrete time system is given by convolution of input and impulse
response. (Refer chapter-6, equation (6.33)).
+¥
\ y(n) = x(n) * h(n) = å x(m) h(n - m)
m = -¥
7. 49 Signals & Systems
On taking Z-transform of the above equation we get, If Z{x(n)} = X(z)
Z {y(n)} = Z {x(n) * h(n)} and Z{h(n)} = H(z)
Using convolution property of Z-transform, the above equation then by convolution property,
can be written as, Z{x(n) * h(n)} = X(z) H(z)
Y( z) = X(z) H(z)
Y(z) .....(7.56)
\ H(z) =
X(z)
Y(z) (z - z1 ) (z - z 2 ) (z - z3 ) ..... (z - z N )
\ H(z) = = G Using equation (7.55)
X(z) (z - p1 ) (z - p 2 ) (z - p3 ) ..... (z - p N )
From equation (7.56) we can conclude that the transfer function of an LTI discrete time system is
also given by Z-transform of the impulse response.
Alternatively, we can say that the inverse Z-transform of transfer function is the impulse response
of the system.
l q
\ Impulse reponse, h(n) = Z -1 H ( z) = Z -1
RS
Y(z) UV Using equation (7.56)
X(z)T W
7.6.3 Response of LTI Discrete Time System Using Z-Transform
In general, the input-output relation of an LTI (Linear Time Invariant) discrete time system is
represented by the constant coefficient difference equation shown below, (equation (7.52)).
N M
bg
yn = - å bg å b xb n - mg
am y n - m + m
m=1 m=0
N M .....(7.57)
(or ) å a yb n - mg = å b xbn - mg with a
m= 0
m
m= 0
m o = 1
The solution of the above difference equation (equation (7.57)) is the (total) response y(n) of LTI
discrete time system, which consists of two parts. In signals and systems the two parts of the solution
y(n) are called zero-input response yzi(n) and zero-state response yzs(n).
\ Response, y(n) = yzi(n) + yzs(n) .....(7.58)
Zero-input Response (or Free Response or Natural Response) Using Z-Transform
The zero-input response yzi(n) is mainly due to initial output (or initial stored energy) in the system.
The zero-input response is obtained from system equation (equation (7.57)) when input x(n) = 0.
On substituting x(n) = 0 and y(n) = yzi(n) in equation (7.57) we get,
N
åa m b g
y zi n - m = 0 ; with a o = 1
m= 0
On taking Z-transform of the above equation with non-zero initial conditions for output we can
form an equation for Yzi(z). The zero-input response yzi(n) of a discrete time system is given by inverse
Z-transform of Yzi(z).
Zero-State Response (or Forced Response) Using Z-Transform
The zero-state response yzs(n) is the response of the system due to input signal and with zero initial
output. The zero-state response is obtained from the difference equation governing the system
(equation(7.57)) for specific input signal x(n) for n ³ 0 and with zero initial output.
Chapter 7 - Z - Transform 7. 50
å b g å b xb n - mg ; with a
a m y zs n - m = m o = 1
m= 0 m= 0
On taking Z- transform of the above equation with zero initial conditions for output
(i.e., yzs(n)) and non-zero initial values for input (i.e., x(n)) we can form an equation for Yzs(z). The zero-
state response yzs(n) of a discrete time system is given by inverse Z-transform of Y zs(z).
Total Response
The total response y(n) is the response of the system due to input signal and initial output (or intial
stored energy). The total response is obtained from the difference equation governing the system
(equation(7.57)) for specific input signal x(n) for n ³ 0 and with non-zero initial conditions.
On taking Z-transform of equation (7.57) with non-zero initial conditions for both input and output,
and then substituting for X(z) we can form an equation for Y(z). The total response y(n) is given by
inverse Z-transform of Y(z). Alternatively, the total response y(n) is given by sum of zero-input response
yzi(n) and zero-state response yzs(n).
\ Total response, y(n) = yzi(n) + yzs(n)
l q
Input, x(n) = Z -1 X(z) = Z -1
Y(z) RS UV
H(z) T W
Procedure : 1. Take Z-transform of y(n) to get Y(z).
2. Take Z-transform of h(n) to get H(z).
3. Divide Y(z) by H(z) to get X(z) (i.e., X(z) = Y(z) / H(z)).
4. Take inverse Z-transform of X(z) to get x(n).
7. 51 Signals & Systems
7.6.5 Stability in z-Domain
Location of Poles for Stability
Let, h(n) be the impulse response of an LTI discrete time system. Now, if h(n) satisfies the condition,
+¥
å
n = -¥
h(n) < ¥ .....(7.60)
then the LTI discrete time system is stable, (Refer equation 6.27 in chapter - 6).
The stability condition of equation (7.60) can be transformed as a condition on location of poles of
transfer function of the LTI discrete time system in z-plane.
Let, h(n) = an u(n)
+¥ +¥ ¥
Now , å
n = -¥
h(n) = å
n = -¥
a n u(n) = å
n= 0
an
¥
1
If |a| is such that, 0 < |a| < 1, then åa
n= 0
n
=
1- a
= constant, and so the system is stable.
¥
If |a| > 1, then åa
n= 0
n
= ¥ and so the system is unstable.
z
l q
Now, H(z) = Z h(n) = Z a n u(n) = n s z - a
Here H(z) has pole at z = a.
If |a| < 1, then the pole will lie inside the unit circle and if |a| > 1, then the pole will lie outside the unit
circle. Therefore we can say that, for a stable discrete time system the pole should lie inside the unit
circle. The various types of impulse response of LTI system and their transfer functions and the locations
of poles are summarized in table 7.5.
ROC of a Stable System
Let, H(z) be Z-transform of h(n). Now, by definition of Z-transform we get,
+¥
H ( z) = å
n = -¥
h(n) z - n
å
n = -¥
h(n) < ¥ Þ H ( z) < ¥
Therefore, we can conclude that z = 1 will be a point in the ROC of a stable system. Hence for a
stable discrete time system the ROC should include the unit circle.
General Condition for Stability in z-plane
On combining the condition for location of poles and the ROC we can say that for a stable LTI
discrete time system the poles should lie inside the unit circle and the unit circle should be included in ROC.
Chapter 7 - Z - Transform 7. 52
Table-7.5 : Impulse Response and Location of Poles
Impulse response Transfer function Location of poles in
h(n) H(z) z-plane and ROC
h(n) = an u(n) ; 0 < a < 1 jv
Unit z-plane
h(n) circle
z
H ( z) =
z - a xa
u
ROC is | z| > a
pole at z = a ROC
+¥ n
å h(n) < ¥ ; Stable system Since 0 < a < 1, the pole z = a, lies inside the
n=0 unit circle. The ROC contains the unit circle.
h(n) = (a)n u(n) ; 0 < |a| < 1
h(n) jv
Unit z-plane
circle
z
H ( z) = a x
z + a u
n ROC is | z| > |- a|
ROC
pole at z = - a
Since 0 < |a| < 1, the pole at z = a, lies inside
the unit circle. The ROC contains the unit
+¥ circle.
å h(n) < ¥ ; Stable system
n=0
pole at z = a ROC
n
+¥
å h(n) = ¥ ; Unstable system Since a > 1, the pole at z = a, lies outside the
n=0
unit circle. The ROC does not contain the unit
h(n) = (a)n u(n) ; |a| > 1 circle.
h(n) Unit jv
z-plane
circle
z
H ( z) =
z + a x
ROC is | z| > |- a|
a u
n
pole at z = - a ROC
az
H ( z) = a
xx
(z + a) 2 u
ROC is | z| > |-a|
ROC
n Two poles at z = - a
Since |a| > 1, the two poles at z = a, lie
outside the unit circle. The ROC does not
contain the unit circle.
¥
å h(n) = ¥ ; Unstable system
n=0
h(n) = n u(n) jv
Unit z-plane
h(n) circle
z
H ( z) =
(z - 1) 2 xx1
ROC is | z| > 1 u
z
H ( z) = xx
(z + 1) 2 1 u
ROC is | z| > 1
n ROC
Two poles at z = - 1
---
x
cos w0n
(z - r cosw 0 - jr sinw 0 )
---
---
r p2 u
---x
(z - r cosw 0 + jr sinw 0 )
n ROC
ROC is |z| > r.
A pair of conjugate poles at
z = p1 = r cos w0 + jr sin w0 Since 0 < r < 1, the conjugate pole pairs
z = p2 = r cos w0 jr sinw0 lie inside the unit circle. The ROC
¥ contains the unit circle
å h(n) < ¥ ; Stable system
n=0
Unit jv
h(n) = rn cos w0 n u(n) ; r > 1 z-plane
circle p1
h(n) H ( z)
x
---
---
z(z - r cosw 0 ) r
---
---
=
---
---
(z - r cosw 0 - jr sinw 0 )
---
a u
---
r
---
(z - r cosw 0 + jr sinw 0 )
---
---
--- x
n ROC is |z| > r. ROC p 2
Unit jv
h(n) = cos w0 n u(n) circle z-plane
H ( z) p1
z(z - cosw 0 )
x
h(n)
---
---
=
---
1
(z - cosw 0 - j sinw 0 )
---
---
u
---
(z - cosw 0 + j sinw 0 )
---
---x
p2
ROC
ROC is |z| > 1.
n
A pair of conjugate poles
on unit circle at, The conjugate pole pairs lie on the
1 z = p1 = cos w0 + j sin w0 unit circle.
The ROC does not contain the unit
z = p2 = cos w0 j sinw0
circle.
¥
å h(n) = ¥ ; Unstable system
n=0
Chapter 7 - Z - Transform 7. 56
7.7 Relation Between Laplace Transform and Z-Transform
7.7.1 Impulse Train Sampling of Continuous Time Signal
Consider a periodic impulse train p(t) shown in fig 7.9a, with period T. The pulse train can be
mathematically expressed as shown in equation (7.61).
¥
p( t ) = å d ( t - nT)
n = -¥
..... (7.61)
When a continuous time signal x(t) is multiplied by the impulse train p(t), the product signal will
have impulses. A continuous time signal x(t) and the product of x(t) and p(t) are shown in fig 7.9b and fig
7.9c respectively. In fig 7.9c, the magnitudes of the impulses are equal to magnitude of x(t), and so the
product signal is impulse sampled version of x(t), with sampling period T. Let us denote the product
signal as xp(t) and it is mathematically expressed as shown in equation (7.62).
¥
xp ( t) = å x(nT) d( t - nT)
n =-¥
..... (7.62)
l
L xP ( t) P
T W
n =-¥ n =-¥
¥ ¥
-n
\ X (s) = å x(nT) e
p = å x(nT) de i - nsT sT
..... (7.63)
n =-¥ n =-¥
On comparing equations (7.64) and (7.65) we can say that, if a discrete time signal x(nT) is a
sampled version of x(t), then Z-transform of the discrete time signal can be obtained from Laplace
transform of sampled version of x(t), by choosing the transformation, esT = z. This transformation is also
called impulse invariant transformation.
7.7.3 Relation Between s-Plane and z-Plane
Consider a point s1 in s-plane as shown in fig 7.10. Now the transformation,
jW s-plane
e s1T = z1 ..... (7.66)
LHP RHP
will transform the point s 1 to a corresponding point z1 in z-plane.
jW 1 ------- s 1
-------
Let the coordinates of s1 be s1 and W1 as shown in fig 7.10.
\ s1 = s 1 + jW 1 ..... (7.67) s1 s
Using equation (7.67) the equation (7.66) can be written as, Fig 7.10 : s-plane.
(s 1 + jW 1 )T s 1T jW 1T
z1 = e = e e ..... (7.68)
On separating the magnitude and phase of equation (7.68) we get,
z1 = e (s 1 + jW1 )T = e s 1T e jW1T ..... (7.69)
The equation (7.70) represents a strip of width 2p/T in the s-plane for values of imaginary part of
s in the range p/T £ W £ +p/T is mapped into the entire z-plane. Similarly the strip of width 2p/T in the
s-plane for values of imaginary part of s in the range p/T £ W £ 3p/T is also mapped into the entire
z-plane. Likewise the strip of width 2p/T in the s-plane for values of imaginary part of s in the range
-3p/T £ W £ -p/T is also mapped into the entire z-plane.
Chapter 7 - Z - Transform 7. 58
In general any strip of width 2p/T in the s-plane for values of imaginary part of s in the range
(2k 1)p/T £ W £ (2k + 1) p/T, where k is an integer, is mapped into the entire z-plane. Therefore we
can say that the transformation, esT = z, leads to many-to-one mapping, (and does not provide one-to-one
mapping).
In this mapping, the left half portion of each strip in s-plane maps into the interior of the unit
circle in z-plane, right half portion of each strip in s-plane maps into the exterior of the unit circle in z-plane
and the imaginary axis of each strip in s-plane maps into the unit circle in z-plane as shown in fig 7.11.
jW jv
3p/T
Unit circle
LHP RHP j1
¬
p/T
s 1 1 u
-p/T
j1
-3p/T
Fig 7.11a : s-plane. Fig 7.11b : z-plane.
Fig 7.11 : Mapping of s-plane into z-plane.
Relation Between Frequency of Continuous Time and Discrete Time Signal
Let, W = Frequency of continuous time signal in rad/sec.
w = Frequency of discrete time signal in rad/sec.
Let, z = rejw be a point on z-plane, and s = s + jW, be a corresponding point in s-plane.
Consider the transformation,
z = esT ..... (7.72)
Put, z = r ejw and s = s + jW in equation (7.72)
\ r e jw = e ( s + jW ) T
r e jw = e sT e jWT ..... (7.73)
In z-domain, the input-output relation of an LTI (Linear Time Invariant) discrete time system is
represented by the transfer function H(z), which is a rational function of z, as shown in equation (7.76).
Y( z) b + b1 z -1 + b 2 z -2 + b 3 z -3 + ..... + b M z - M
H ( z) = = 0 .....(7.76)
X( z) 1 + a 1 z -1 + a 2 z -2 + a 3 z -3 + ..... + a N z - N
x2(n) X 2(z)
x(n) x (n + 1) z X (z)
z
X(z)
Unit advance element z
Chapter 7 - Z - Transform 7. 60
Example 7.12
Determine the impulse response h(n) for the system described by the second order difference equation,
y(n) 4y(n 1) + 4y(n 2) = x(n 1).
Solution
The difference equation governing the system is,
y(n) 4y(n 1) + 4y (n 2) = x(n 1)
Let us take Z-transform of the difference equation governing the system with zero initial conditions.
\ Z{y(n) 4y(n 1) + 4y (n 2)} = Z{x(n 1)} If Z {x(n)} = X(z)
then by shifting property
Z{y(n)} 4 Z{y(n 1)} + 4 Z{y(n 2)} = Z{x(n 1)} Z {x(n m} = zm X(z)
Y(z) 4z1 Y(z) + 4z2 Y(z) = z1 X(z) If Z {y(n)} = Y(z)
1 2 1 then by shifting property
(1 4z + 4z ) Y(z) = z X(z)
Z {y(n m} = zm Y(z)
Y(z) z -1
\ =
X(z) Y(z)1 - 4z + 4 z -2
-1
We know that, = H(z)
X( z )
z -1 z -1 z 1 2z
\ H(z) = -1 -2
= -2 2
= =
1 - 4z + 4z z (z - 4z + 4) (z - 2)2 2 ( z - 2) 2
Example 7.13
Find the transfer function and unit sample response of the second order difference equation with zero initial condition,
y(n) = x(n) 0.25y(n 2).
Solution
The difference equation governing the system is,
y(n) = x(n) 0.25 y(n 2)
Let us take Z-transform of the difference equation governing the system with zero initial condition.
Z{y(n)} = Z{x(n 0.25 y(n 2)}
Z{y(n)} = Z{x(n)} 0.25 Z{y(n 2)} Z {x(n)} = X(z)
-2
Y(z) = X(z) 0.25 z Y(z) Z {y(n)} = Y(z)
Z {y(n 2)} = z2 Y(z)
Y(z) + 0.25z2 Y(z) = X(z) (Using shifting property)
(1 + 0.25z2) Y(z) = X(z)
Y(z) 1
\ Transfer function, =
X(z) 1 + 0.25z -2
7. 61 Signals & Systems
Y(z)
We know that, = H(z) (a + b) (a - b) = a 2 - b 2 j2 = -1
X(z)
1 1 z2
\ H(z) = -2
= -2 2 =
1 + 0.25 z z (z + 0.25) (z + j 0.5) (z - j 0.5)
H(z) z A A*
= = + ; where A* is conjugate of A.
z (z + j0.5) (z - j0.5) z + j 0.5 z - j0.5
H(z) z
A = ( z + j0.5) = (z + j0.5)
z z = - j0.5 (z + j0.5) (z - j0.5) z = - j0.5
z - j0.5 - j0.5 1
= = = = = 0.5
z j0.5 z = - j0.5
- j0.5 - j0.5 2(- j0.5) 2
\ A* = 0.5
= 0.5 (0.5)n cos 0.5np - jsin 0.5np + cos 0.5np + jsin 0.5np u(n)
= 0.5 (0.5)n 2 cos 0.5np u(n)
= 0.5n cos (0.5np) u(n)
Example 7.14
Determine the impulse response sequence of the discrete time LTI system defined by,
z2 3z -1 z z
= 2
+ = z + 3z -2
(z - 1) (z - 1)2 (z - 1)2 (z - 1)2
Example 7.15
Find the impulse response of the system described by the difference equation,
y(n) 3y(n 1) 4y (n 2) = x(n) + 2x(n 1).
Solution
The difference equation governing the LTI system is, Z{y(n)} = Y(z) ; \ Z{y(n m)} = zm Y(z)
y(n) 3y(n 1) 4y(n 2) = x(n) + 2x(n 1) Z{x(n)} = X(z) ; \ Z{x(n m)} = zm X(z)
On taking Z-transform we get,
Y(z) 3z1Y(z) 4 z2Y(z) = X(z) + 2z1 X(z)
The roots of the quadratic,
(1 3z 1 4z 2) Y(z) = (1 + 2z1) X(z) z 2 - 3z - 4 = 0 are,
Y (z) 1 + 2z -1 3 ± 32 + 4 ´ 4
\ = z = = 4 or 1
X( z ) 1 - 3z-1 - 4z -2 2
Y (z)
We know that = H(z)
X( z )
1 + 2z -1 z -2 (z 2 + 2z) z 2 + 2z
\ H(z) = -1 -2
= -2 2
=
1 - 3z - 4z z (z - 3z - 4 ) (z - 4) (z + 1)
7. 63 Signals & Systems
By partial fraction expansion technique,
H(z) z + 2 A B
= = +
z (z - 4 )(z + 1) z - 4 z + 1
H(z) z + 2 z + 2 4 + 2 6
A = (z - 4) = (z - 4) = = = = 12
.
z z= 4 (z - 4) (z + 1) z = 4
z + 1z= 4 4 + 1 5
H(z) z + 2 z + 2 -1 + 2 1
B = (z + 1) = (z + 1) = = = = - 0.2
z z= -1 (z - 4) (z + 1) z = -1
z - 4z= -1 -1 - 4 -5
H(z) A B 12
. 0.2
\ = + = -
z z - 4 z + 1 z - 4 z + 1
z z z FG IJ FG z IJ Z
RS z UV = a n
\ H(z) = 12
.
z - 4
- 0.2
z + 1
= 12
.
z - 4 H K - 0.2
H z - (-1) K Tz - a W
The impulse response is obtained by taking inverse Z-transform of H(z).
\ Impulse response, h(n) = 1.2(4)n u(n) 0.2(1)n u(n)
Example 7.16
Determine the steady state response for the system with impulse function h(n) = (j0.5)n u(n) for an input
x(n) = cos (pn) u(n).
Solution
Let y(n) be the steady state response of the system, which is given by convolution of x(n) and h(n).
\ Steady state response, y(n) = x(n) * h(n)
On taking Z-transform of the above equation we get,
Z{y(n)} = Z{x(n) * h(n)}
\ Y(z) = X(z) H(z) Using convolution property
Y (z) z A B
= = +
z (z + 1) (z - j0.5) z + 1 z - j0.5
Y(z) z z -1
A = (z + 1) = (z + 1) = =
z z= -1 (z + 1) (z - j0.5) z = -1
z - j0.5 z = -1
-1 - j0.5
1 -1 + j0.5 1 - j0.5 1 - j0.5
= ´ = 2 = = 0.8 - j0.4
1 j0.5 -1 + j0.5 1 + 0.52 125
.
Chapter 7 - Z - Transform 7. 64
Y( z ) z z j0.5
B = (z - j0.5) = (z - j0.5) = =
z z = j0.5 (z + 1) (z - j0.5) z = j0.5 z + 1 z = j0.5 j0.5 + 1
Example 7.17
Obtain and sketch the impulse response of shift invariant system described by,
y(n) = 0.4 x(n) + x(n 1) + 0.6 x(n 2) + x(n 3) + 0.4 x(n 4).
Solution
The difference equation governing the system is,
y(n) = 0.4 x(n) + x(n 1) + 0.6 x(n 2) + x(n 3) + 0.4 x(n 4) If Z{x(n)} = X(z) then by shifting property
Y (z )
\ = 0.4 + z -1 + 0.6z -2 + z-3 + 0.4z -4
X (z)
Y(z)
We know that, = H(z) ;
X(z)
\ H(z) = 0.4 + z -1 + 0.6z -2 + z -3 + 0.4z -4 .....(1)
7. 65 Signals & Systems
By the definition of one sided Z-transform we get, h(n)
+¥
H(z) = å h(n)z -n
1.0 1.0
n = 0
1.0
= h(0) z0 + h(1) z1 + h(2) z2 + h(3) z3 + h(4) z4 +.... .....(2)
0.8
On comparing equations (1) & (2) we get, 0.6
0.6
h(0) = 0.4 h(3) = 1 0.4
0.4
h(1) = 1 h(4) = 0.4 0.2
h(2) = 0.6 h(n) = 0 ; for n < 0 and n > 4 n
0 1 2 3 4 5 6
\ Impulse response, h(n) = {0.4, 1.0, 0.6, 1.0, 0.4} Fig 1 : Graphical representation of
impulse response h(n).
Example 7.18
Determine the response of discrete time LTI system governed by the difference equation y(n) = 0.5 y(n 1) + x(n),
when the input is unit step and initial condition, a) y(1) = 0 and b) y(1) = 1/3.
Solution
z
Given that, x(n) = u(n) ; m r m r
\ X(z) = Z x(n) = Z u(n) =
z -1
.....(1)
Given that, y(n) = 0.5 y(n 1) + x(n)
\ y(n) + 0.5 y(n 1) = x(n)
On taking Z-transform of above equation we get, If Z{y(n)}=Y(z)
Y(z) + 0.5 z -1 Y (z) + y( -1) = X(z) then Z{y(n 1)} = z 1 Y(z) y(1)
z Using equation (1)
Y(z) 1+ 0.5 z -1 + 0.5 y(-1) =
z -1
FG 0.5 IJ = z - 0.5 y(-1)
Y( z ) 1 +
H z K z -1
Y( z ) G
F z + 0.5 IJ = z - 0.5 y(-1)
H z K z -1
z2 1 z y( -1)
\ Y( z ) = -
(z - 1) (z + 0.5) 2 z + 0.5
z2 P(z) z
Let, P(z) = Þ =
(z - 1) (z + 0.5) z (z - 1) (z + 0.5)
z A B
Let, = +
(z - 1) (z + 0.5) z - 1 z + 0.5
z 1 1 2
A= ´ (z - 1) z =1
= = =
(z - 1) (z + 0.5) 1 + 0.5 15
. 3
z -0.5 -0.5 5 1
B= ´ (z + 0.5) z= -0.5
= = = =
(z - 1) (z + 0.5) -0.5 - 1 -15. 15 3
P(z) 2 1 1 1 2 z 1 z
\ = + Þ P(z) = +
z 3 z - 1 3 z + 0.5 3 z - 1 3 z + 0.5
2 z 1 z 1 z y( -1)
\ Y( z ) = + - .....(2)
3 z - 1 3 z + 0.5 2 z + 0.5
a) When y(1) = 0
From equation (2), when y(1) = 0, we get,
2 z 1 z
Y(z) = +
3 z - 1 3 z + 0.5
Example 7.19
Determine the response of LTI discrete time system governed by the difference equation,
y(n) 2 y(n 1) 3 y(n 2) = x(n) + 4 x(n 1) for the input x(n) = 2n u(n) and with initial condition y(2)= 0, y(1) = 5.
Solution
z
Given that, x(n) = 2n u(n) ; l q n
\ X(z) = Z x(n) = Z 2n u(n) = s z-2
.....(1)
l q l q
If Z y(n) = Y (z), then Z y(n - 1) = z -1 Y (z) + y( -1)
l q
and Z y(n - 2 = z -2 Y(z ) + z -1 y (-1) + y( -2)
Y (z) -
2 3
Y(z) - 10 - 2 Y(z) -
15 4
= X ( z ) + X ( z) Þ
FG
Y ( z) 1 -
2 3
-
IJ FG
-
15 IJ
+ 10 = X (z) 1 +
FG
4 IJ
z z z z H z z2 K H
z K H
z K
Fz 2
- 2z - 3
-
I FG
15 + 10 z
=
z IJ FG IJ FG z + 4 IJ Using equation (1)
Y (z) GH z2
JK H z z-2 K H KH z K
(z - 3) (z + 1) z + 4 15 + 10 z (z - 3) (z + 1) z (z + 4) + (15 + 10 z) (z - 2)
Y(z) = + Þ Y(z) =
z2 z-2 z z2 z (z - 2)
(z - 3) (z + 1) z 2 + 4 z + 15 z - 30 + 10 z 2 - 20 z
Y(z) =
z2 z (z - 2)
(z - 3) (z + 1) 11z2 - z - 30
Y(z) =
z2 z (z - 2)
Y (z) -4 33 1 3 1 z 33 z 3 z
\ = + - Þ Y(z) = -4 + -
z z-2 2 z - 3 2 z +1 z-2 2 z - 3 2 z +1
l q
\ Response, y(n) = Z -1 Y(z) = Z -1 -4
RS z
+
33 z
-
3 z UV
T z - 2 2 z - 3 2 z +1 W
= -4 (2)n u(n) +
33 n 3
(3) u(n) - ( -1)n u(n) =
LM-4 (2)
n
+
33 n 3 OP
(3) - ( -1)n u(n)
2 2 N 2 2 Q
Note : Compare the result of example 7.19 with example 6.9 of chapter-6.
Example 7.20
Find the response of the time invariant system with impulse response h(n) = {1, 2, 1, 1} to an input signal
x(n) = {1, 2, 3, 1}.
Solution
Let y(n) = Response or Output of an LTI system.
The response of an LTI system is given by the convolution of input signal and impulse response.
\ y(n) = x(n) * h(n)
On taking Z-transform we get,
Z{y(n)} = Z{ x(n) * h(n)}
By convolution property
\ Y(z) = X(z) H(z)
Z{x(n) * h(n)} = X(z) H(z)
Given that, x(n) = {1, 2, 3, 1}
By definition of one sided Z-transform,
¥ 3
X(z) = å x(n) z -n
= å x(n) z -n
= x(0) z0 + x(1) z -1 + x(2) z -2 + x(3) z -3
n = 0 n = 0
= 1 + 2z -1 + 3z-2 + z -3
Given that, h(n) = { 1, 2, 1, 1}
By definition of one sided Z-transform,
¥ 3
H(z) = å h(n) z -n = å h(n) z -n
= h(0) z0 + h(1) z -1 + h(2) z -2 + h(3) z -3
n = 0 n = 0
= 1 + 2z -1 + z -2 - z -3
\ Y(z) = X(z) H(z)
= [1 + 2z1 + 3z2 + z3] [1 + 2z1 + z2 z3]
= 1 + 2z1 + z2 z3
+ 2z1 + 4z2 + 2z3 2z4
+ 3z2 + 6z3 + 3z4 3z5
+ z3 + 2z4 + z5 z6
= 1 + 4z1 + 8z2 + 8z3 + 3z4 2z5 z6 .....(1)
Chapter 7 - Z - Transform 7. 68
By definition of one sided Z-transform we get,
¥
Y (z) = å y(n) z -n
n = 0
= y(0) z0 + y(1) z1 + y(2) z2 + y(3) z3 + y(4) z4 + y(5) z5+... .....(2)
On comparing equations (1) and (2) we get,
y(0) = 1 y(2) = 8 y(4) = 3 y(6) = 1
y(1) = 4 y(3) = 8 y(5) = 2
\ The response of the system, y(n) = {1, 4, 8, 8, 3, 2, 1}
Example 7.21
Using Z-transform, perform deconvolution of the response y(n) = 1, 4, 8, 8, 3, -2, -1 and impulse l q
l q
response h(n) = 1, 2, 1, -1 to extract the input x(n).
Solution
l
Given that, y(n) = 1, 4, 8, 8, 3, -2, -1 q
+¥ 6
\ Y(z) = Zly(n)q = å y(n) z = å y(n) z -n -n
n= -¥ n =0
Y(z)
We know that, H(z) =
X(z)
Y(z) 1+ 4 z -1 + 8 z -2 + 8 z -3 + 3 z -4 - 2 z -5 - z -6
\ X( z ) = =
H(z) 1+ 2z -1 + z -2 - z -3
= 1+ 2z -1 + 3 z -2 + z -3 .....(1)
-1 -2 -3
1+ 2z + 3 z +z
1 + 2 z -1 + z -2 - z -3 1 + 4 z -1 + 8 z -2 + 8z -3 + 3 z -4 - 2 z -5 - z -6
1 + 2 z -1()
+ z -2 (+)
- z -3
() ()
2 z -1 + 7 z -2 + 9 z -3 + 3 z -4
()
2 z -1 ()
+ 4 z -2 ()
+ 2z -3 (+)
- 2 z -4
3 z -2 + 7 z -3 + 5 z -4 - 2z -5
() 3 z -2 ()
+ 6 z -3 ()
+ 3 z -4 (+)
- 3 z -5
z -3 + 2 z -4 + z -5 - z -6
() z -3 ()
+ 2 z -4 ()
+ z -5 (+)
- z -6
0
n = -¥
On expanding the above summation we get,
X(z) =....... + x(0) + x(1) z -1 + x(2) z -2 + x(3) z -3 +....... .....(2)
On comparing equations (1) and (2) we get,
x(0) = 1 ; x(1) = 2 ; x(2) = 3 ; x(3) = 1
l
\ Input, x(n) = 1, 2, 3, 1 q
7. 69 Signals & Systems
Example 7.22
An LTI system is described by the equation y(n) = x(n) + 0.8 x(n 1) + 0.8 x(n 2) 0.49 y(n 2). Determine the
transfer function of the system. Sketch the poles and zeros on the z-plane.
Solution Z{y(n)} = Y(z); \ Z{y(n m)} = zmY(z)
Given that, y(n) = x(n) + 0.8 x(n 1) + 0.8 x(n 2) 0.49 y(n 2)
Z{x(n)} = X(z); \ Z{x(n m)} = zmX(z)
On taking Z-transform we get,
Y(z) = X(z) + 0.8z1 X(z) + 0.8z2 X(z) 0.49z2 Y(z)
Y(z) + 0.49z2 Y(z) = X(z) + 0.8z1 X(z) + 0.8z2 X(z)
®
Y(z) 1 + 0.8z-1 + 0.8z -2 z -2 (z2 + 0.8z + 0.8) z-plane
H(z) = = -2
=
X(z) 1 + 0.49z z -2 (z2 + 0.49) j1
Example 7.23
Determine the step response of an LTI system whose impulse response h(n) is given by h(n) = an u(n); 0 < a < 1.
Solution
Q u( -n) = 1 ; n £ 0
On taking Z-transform of impulse response h(n) we get, = 0 ;n > 0
¥ 0 ¥ ¥
H(z) = Z h(n) =l q å h(n) z -n
= åa -n
z -n
= åaz n n
= å (az) n
n = -¥ n = -¥ n=0 n=0
1 1a
= = - ; ROC |z| < |1/ a| .....(1)
1 - az z - 1a
The step input, u(n) = 1 ; n ³ 0
Note : Since a < 1, 1/a > 1, and so
=0 ; n<0 ROC includes unit circle
Chapter 7 - Z - Transform 7. 70
On taking Z-transform of unit step signal we get,
¥ ¥ ¥
-1 n 1 z
l q
U(z) = Z u(n) = å u(n) z -n
= åz -n
= å dz i =
1 - z -1
=
z - 1
; ROC |z| > | .....(2)
n = -¥ n = 0 n=0
Let y(n) be step response. Now the step response is given by convolution of step input u(n) and impulse
response h(n)
\ y(n) = u(n) * h(n)
On taking Z-transform we get,
Z{y(n)} = Z{u(n) * h(n)} By convolution property
\ Y(z) = U(z) H(z) Z{u(n) * h(n)} = U(z) H(z)
On substituting for U(z) and H(z) from equations (1) and (2) respectively we get,
Y (z) -1 / a -1 / a -1 / a -1 1
A = (z - 1) = = = = =
z z=1 z - 1/ a z =1 1 - 1/ a a - 1 a - 1 1 - a
a
Y(z) -1 / a -1 / a -1 / a -1
B = (z - 1 / a ) = = = =
z z = 1/ a z - 1 z = 1/ a 1/ a - 1 1- a 1- a
a
Y(z) 1 1 1 1
\ = - z
z (1 - a ) (z - 1) (1 - a) (z - 1 / a) Z{-u( -n - 1)} =
z - 1
1 z 1 z z
\ Y(z) = - Z{-bn u(-n - 1)} =
(1 - a) (z - 1) (1 - a) (z - 1 / a) z - b
Note : Since impulse response is anticausal, the step response is also anticausal.
On taking inverse Z-transform of Y(z) we get step response.
1 1 FG 1IJ n LMF 1I - 1OP F 1 I u(-n - 1)
n
\ Step response, y(n) = -
1 - a
u( -n - 1) +
1- a H aK u( -n - 1) =
MNGH a JK PQ GH 1 - a JK
Example 7.24
Test the stability of the first order system governed by the equation, y(n) = x(n) + b y(n 1), where |b| < 1.
Z{y(n)} = Y(z) ; Z{y(n 1)} = z1Y(z) ; Z{x(n)} = X(z)
Solution
Given that, y(n) = x(n) + b y(n 1)
On taking Z-transform we get,
Y(z) = X(z) + b z1 Y(z) Þ Y(z) b z1 Y(z) = X(z) Þ (1 b z1) Y(z) = X(z)
Y (z ) 1
\ =
X( z ) 1 - b z -1
å h(n) = å b n
= å |b| n
n = -¥ n= 0 n= 0
Since |b| < 1, using the infinite geometric series sum formula we can write,
¥
1 Infinite geometric series sum formula
å |b| = n
1-|b| ¥
n= 0 1
¥
1 å Cn =
1- C
; if, 0 < |C| < 1
\ å h(n) =
1-|b|
= constant n = 0
n= -¥
The term 1/(1|b|) is less than infinity and so the system is stable.
Example 7.25
Using Z-transform, find the autocorrelation of the causal sequence x(n) = an u(n), 1 < a < 1.
Solution
Given that, x(n) = an u(n)
1 z
l q n
\ X(z) = Z x (n) = Z a nu(n) = s =
1 - a z -1 z - a
1 1 1
\ X(z -1) = X(z) -
z=z 1
= =-
1- a z a z -1a
z A B
Let, = +
( z - a ) (z - 1 a ) z - a z - 1 a
z a a a2 z
A= ´ (z - a) = 2 z =a
= 2= =
( z - a ) (z - 1 a ) z =a
a -1a a -1 a -1 z -1 a
a
z z 1a 1a 1 -1
B= ´ ( z - 1 a) z =1 a = = = = =
( z - a ) (z - 1 a ) z - a z =1 a 1 a - a 1- a 2 1- a 2 a 2 - 1
a
l
\ Z rxx (m) -
1
qa2 1
-
F1 1
=- 2
I
a 1
+
1 1
= GH
a a2 - 1 z - a a2 - 1 z - 1 a JK
a - 1 z - a a(a 2 - 1) z - 1 a
\ rxx
R a 1 + 1
(m) = Z S- -1 1 U
V =-
a R 1 UV + 1 Z RSz z UV
Z Sz -1 -1 -1 -1
T a - 1 z - a a 2
( a - 1) z - 1 a W a - 12
T z - a W a(a - 1) T z - 1 a W
2 2
n -1
=-
a
a u(n - 1) +
1 FG 1 IJ u(n - 1)
(n -1)
z z=z =1 1 0
a -1 2
a(a - 1) H a K 2
If Z {x(n)} = X(z)
1 L 1 F 1I
M O
- a (a) P u(n - 1) =
n -1
1 LF 1 I
M O
- a P u(n - 1)
n -1
n
then by shifting property n
= G J
a - 1 MN a H a K
2 G
a - 1 NMH a K
J 2
QP PQ Z {x(n m} = z X(z) m
Chapter 7 - Z - Transform 7. 72
å bn z -n åc n
=
1- c
n= 0
n =-¥ n =0
N- 1
1 - (b z -1)N 1 - bN z -N z -N zN - bN d i d
z -N +1 zN - bN i
= å (bz -1 n
) =
1 - bz -1
=
1- b z -1
=
z -1(z - b)
=
z -b
n= 0
Q7.5 Determine the inverse Z-transform of X(z) = log (1 + az 1) ; |z| > |a|
Solution
Given that, X(z) = log (1 + az1) ; |z| > |a|
Let, x(n) = Z1 {X(z)}
Since ROC is exterior of a
By differentiation property of Z-transform we get, circle of radius (a), the x(n)
d should be a causal signal
l
Z nx(n) = -z q dz
X(z)
d 1 a z -1
= -z log (1+ a z -1) = - z -1
(- a z -2 ) =
dz 1+ a z 1 + a z -1
a z -1 a z
= = = a z -1
z -1(z + a) z + a z - ( -a )
\ n x(n) = Z -1 a z -1
RS z UV If Z {x(n)} = X(z)
then by shifting property
T z - (- a ) W Z {x(n m} = zm X(z)
= a(-a )n -1 u(n - 1)
a
\ x(n) = (-a )n - 1 u(n - 1)
n
Chapter 7 - Z - Transform 7. 74
2 z2
Q7.6 Determine x(0) if the Z-transform of x(n) is X(z) = .
(z + 3) (z - 4)
Solution
By initial value theorem of Z-transform,
2 z2
x(0) = Lt X(z) = Lt
z ®¥ z ®¥ (z + 3) (z - 4 )
2 z2 2 2
= Lt
z ®¥ F
z G
2
1+
3IJ FG
1-
4 IJ = Lt FG1+ 3 IJ FG1- 4 IJ
z ®¥
=
(1+ 0) (1 - 0)
=2
H z KH z K H zK H zK
Q7.7 Determine the Z-transform of x(n) = (n 3) u(n).
Solution
l q l q l
Z x(n) = Z (n - 3) u(n) = Z n u(n) - 3 u(n) q l q z z- 1
Z u(n) =
Y(z) - 0.5 z -1Y(z) = X(z ) + 0.4 z -1X (z) Þ Y (z ) 1 - 0.5 z -1 = X(z) 1 + 0.4 z -1
Y(z) 1 + 0.4 z -1
\ Transfer function, =
X(z) 1 - 0.5 z -1
Q7.9 The transfer function of a system is given by, H(z) = 1 z1. Find the response of the system for
any input, x(n).
Solution
Given that, H(z) = 1 z 1
Y( z )
We know that, H(z) =
X( z )
\ Response in z - domain, Y(z) = H(z) X(z) = (1 - z -1) X(z) = X(z) - z -1 X(z)
l q n s
\ Response in time domain, y(n) = Z -1 Y(z) = Z -1 X(z) - z -1 X(z ) = x(n) - x(n - 1)
Q7.10 An LTI system is governed by the equation, y(n) = 2 y(n 2) 0.5 y(n 1) + 3 x(n 1) + 5 x(n).
Determine the transfer function of the system.
Solution
Given that, y(n) = 2 y(n 2) 0.5 y(n 1) + 3 x(n 1) + 5 x(n)
On taking Z-transform of above equation we get,
Y (z) = -2 z-2 Y(z) - 0.5z -1 Y(z) + 3 z -1 X(z) + 5 X(z)
Y (z) + 2 z-2 Y(z) + 0.5 z -1 Y(z) = 3 z -1 X(z) + 5 X(z)
Y (z) 1 + 2 z -2 + 0.5z -1 = 3 z -1 + 5 X(z)
Y(z) 3z -1 + 5 5 z2 + 3 z
\ Transfer function, H(z) = = -1 -2
= 2
X(z) 1 + 0.5 z + 2 z z + 0.5 z + 2
7. 75 Signals & Systems
z-1
Q7.11 The transfer function of an LTI system is H(z) = . Determine the impulse response.
(z - 2) (z + 3)
Solution
z -1 A B
H(z) = = +
(z - 2) (z + 3) z - 2 z + 3
z -1 z -1 2 -1 1
A= ´ (z - 2) z=2
= = =
(z - 2) (z + 3) z+3 z=2
2+3 5
z -1 z -1 -3 - 1 -4 4
B= ´ (z + 3) z =-3
= = = =
(z - 2) (z + 3) z-2 z =-3
-3 - 2 -5 5
1 1 4 1
H(z) = +
5 z-2 5 z+3
T 5 z - 2 5 z - (-3) W
1 (n-1) 4 1 (n -1)
= 2 u(n - 1) + (-3)(n -1) u(n - 1) = 2 + 4 (-3)(n-1) u(n - 1)
5 5 5
Q7.12 Determine the response of LTI system governed by the difference equation,y(n) 0.5 y(n 1) = x(n),
for input x(n) = 5n u(n), and initial condition y(1) = 2.
Solution
z
Given that, x(n) = 5n u(n) ; \ X(z) = Z u(n) = l q z-5
Given that, y(n) 0.5 y(n 1) = x(n),
On taking Z-transform of above equation we get,
Y(z) 2z - 5 A B
Let, = = +
z (z - 0.5) (z - 5) z - 0.5 z - 5
2z - 5 2 ´ 0.5 - 5 -4 40 8
A= ´ (z - 0.5) z = 0.5
= = = =
(z - 0.5) (z - 5) 0.5 - 5 -4.5 45 9
2z - 5 2´ 5 - 5 5 50 10
B= ´ (z - 5) z=5
= = = =
(z - 0.5) (z - 5) 5 - 0.5 4.5 45 9
Y(z) 8 1 10 1 8 z 10 z
\ = + Þ Y(z) =
+
z 9 z - 0.5 9 z - 5 9 z - 0.5 9 z - 5
l q
\ Response, y(n) = Z -1 Y(z) = Z -1
RS 8 z
+
10 z UV
T 9 z - 0.5 9 z - 5 W
=
8
0.5n u(n) +
10 n
5 u(n) =
8
0.5 n +
10 n
5 u(n)
LM OP
9 9 9 9 N Q
Chapter 7 - Z - Transform 7. 76
t
Q7.13 A signal x(t) = a is sampled at a frequency of 1/T Hz in the range ¥ < t < 0. Find the
Z-transform of the sampled version of the signal.
Solution
Given that, x(t) = at ; ¥ < t < 0
The sampled version of the signal x(nT) is given by, x(nT) = anT ; ¥ < nT < 0
Now the Z - transform of x(n T) is,
+¥ 0
l q å x(n T) z
Z x(n T) = -n
= åa nT
z -n
n =-¥ n =-¥
¥
n 1 1 aT
= å da -T
z i = -T
=
1- a z 1- z a T
= T
a -z
n =0
1 1
Q7.14 The transfer function of a system is given by, H(z) = + . Determine the stability
1 - 0.5 z -1 1 - 2 z -1
and causality of the system for a) ROC : |z| > 2 ; b) ROC : |z| < 0.5.
Solution
a) ROC is |z| > 2
When ROC is |z| > 2, the impulse response h(n) should be right sided signal.
Q7.15 Determine the stability and causality of the system described by the transfer function,
1 1
H(z) = + for ROC : 0.25 < |z| < 2.
1 - 0.25 z -1 1 - 2 z -1
Solution
Given that, ROC is 0.25 < |z| < 2
When ROC is 0.25 < |z| < 2, the impulse response h(n) is two sided signal. Since |z| > 0.25, the term with
pole z = 0.25 corresponds to right sided signal. Since |z| < 2, the term with pole z = 2 corresponds to left
sided signal.
l
Given that, x(n) = -2, 3, 1 q
+¥ 2
\ X(z) = Zlx(n)q = å x(n) z = å x(n) z = x(0) + x(1) z + x(2) z = -2 + 3 z + z
-n -n -1 -2 -1 -2
n= -¥ n=0
n= -¥ n=0
Y(z)
We know that, H(z) =
X(z)
d
\ Y(z) = X(z) H(z) = -2 + 3 z -1 + z -2 ´ 1 - z -1 + z -2 i d i
-1 -2 -1 -2
= -2 + 2 z - 2 z + 3z - 3z + 3 z -3 + z -2 - z -3 + z -4
-1 -2 -3 -4
= -2 + 5 z - 4 z + 2z +z
.....(1)
By definition of Z - transform,
+¥
l q å y(n) z
Y(z) = Z y (n) = -n
n= -¥
n= -¥ n=0
Y(z) - 2 + 3 z - 1 + z -2
We know that, H(z) =
X(z)
1 - z -1 + z -2 - 2 + 5 z -1 - 4 z -2 + 2 z -3 + z -4
Y(z) -2 + 5 z -1 - 4 z -2 + 2 z -3 + z -4
\ X(z) = = (+)
+ 2 z -1 (+)
- 2 () - 2 z -2
H(z) 1 - z -1 + z -2
3 z -1 - 2 z -2 + 2 z -3
= -2 + 3 z -1 + z -2
. ....(1) 3 z -1 (+)
()
- 3 z -2 ()
+ 3 z -3
By definition of Z - transform,
z - 2 - z - 3 + z -4
+¥
l q å x(n) z
X(z) = Z x(n) = -n
() z-2 (+)
- z -3 ()
+ z -4
n= -¥
0
Chapter 7 - Z - Transform 7. 78
1
\ For stability, C -1 < 1 Þ <1 Þ C >1
C
Q7.19 Using Z-transform, determine the response of the LTI system with impulse response h(n) = 0.4 n u(n),
for an input x(n) = 0.2n u(n).
Solution
Given that, x(n) = 0.2n u(n).
z
l q n
\ X(z) = Z x(n) = Z 0.2n u(n) = s z - 0.2
l q
Response, y(n) = Z-1 Y(z) = Z-1 -
RS z
+2
z UV
T z - 0.2 z - 0.4 W
= -(0.2)n u(n) + 2 (0.4)n u(n) = 2 (0.4)n - (0.2)n u(n)
7. 79 Signals & Systems
Q7.20 Using Z-transform perform deconvolution of response, y(n) = 2 (0.4)n u(n) (0.2)n u(n) and im-
pulse response, h(n) = 0.4n u(n), to extract the input x(n).
Solution
Given that, y(n) = 2 (0.4)n u(n) (0.2)n u(n)
l q n
\ Y(z) = Z y(n) = Z 2 (0.4)n u(n) - (0.2)n u(n) s
2z z 2 z (z - 0.2) - z (z - 0.4 ) 2 z 2 - 0.4 z - z2 + 0.4 z z2
= - = = =
z - 0.4 z - 0.2 ( z - 0.4 ) (z - 0.2) ( z - 0.4) (z - 0.2) ( z - 0.4 ) (z - 0.2)
Given that, h(n) = 0.4 n u(n)
z
l q n
\ H(z) = Z h(n) = Z 0.4 n u(n) = s z - 0.4
Y(z)
We know that, H(z) =
X(z)
Y(z) 1 z2 z - 0.4 z
\ X(z) = = Y(z) ´ = ´ =
H(z) H(z) ( z - 0.4 ) (z - 0.2) z z - 0.2
l q
\ Input, x(n) = Z -1 X(z) = Z -1
RS z UV = 0.2 n
u(n)
T z - 0.2 W
7.11 MATLAB Programs
Program 7.1
Program 7.2
Write a MATLAB program to find Z-transform of the following causal
signals.
a) 0.5n b) 1+n(0.4)(n-1)
%********** program to determine z-transform of the given signals
clear all
syms n real; %Let n be real variable
%(a)
x1=0.5^n;
disp((a) z-transform of 0.5^n is);
X1=ztrans(x1)
%(b)
x2=1+n*(0.4^(n-1));
disp((b) z-transform of 1+n*(0.4^(n-1)) is);
X2=ztrans(x2)
OUTPUT
(a) z-transform of 0.5^n is
X1 =
2*z/(2*z-1)
(b) z-transform of 1+n*(0.4^(n-1)) is
X2 =
z/(z-1)+25*z/(5*z-2)^2
Program 7.3
Write a MATLAB program to find inverse Z-transform of the following
z-domain signals.
a) 1/(1-1.5z-1+0.5z-2) b) 1/((1+z-1)(1-z-1)2)
%***********Program to determine the inverse z-transform
syms n z
X=1/(1-1.5*(z^(-1))+0.5*(z^(-2)));
disp(Inverse z-transform of 1/(1-1.5z^-1+0.5z^-2)is);
x=iztrans(X,z,n);
simplify(x)
X=1/((1+(z^(-1)))*((1-(z^(-1))^2)));
disp(Inverse z-transform of 1/((1+z^-1)*(1-z^-1)^2))is);
x=iztrans(X,z,n);
simplify(x)
OUTPUT
Inverse z-transform of 1/(1-1.5z^-1+0.5z^-2) is
ans =
2-2^(-n)
Inverse z-transform of 1/((1+z^-1)*(1-z^-1)^2)) is
ans =
3/4*(-1)^n+1/2*(-1)^n*n+1/4
7. 81 Signals & Systems
Program 7.4
Write a MATLAB program to perform convolution of signals,x1(n)= (0.4)nu(n)
and x2(n)=(0.5)nu(n),using Z-transform, and then to perform deconvolution
using the result of convolution to extract x1(n) and x2(n).
%*** Program to perform convolution and deconvolution using z-transform
clear all;
syms n z
x1n=0.4^n;
x2n=0.5^n;
X1z=ztrans(x1n);
X2z=ztrans(x2n);
X3z=X1z*X2z; %product of z-transform of inputs
con12=iztrans(X3z);
disp(Convolution of x1(n) and x2(n) is);
simplify(con12) % convolution output
decon_X1z=X3z/X1z;
decon_x1n=iztrans(decon_X1z);
disp(The signal x1(n) obtained by deconvolution is);
simplify(decon_x1n)
decon_X2z=X3z/X2z;
decon_x2n=iztrans(decon_X2z);
disp(The signal x2(n) obtained by deconvolution is);
simplify(decon_x2n)
OUTPUT
Convolution of x1(n) and x2(n) is
ans =
5*2^(-n)-4*2^n*5^(-n)
The signal x1(n) obtained by deconvolution is
ans =
2^(-n)
The signal x2(n) obtained by deconvolution is
ans =
2^n*5^(-n)
Program 7.5
Write a MATLAB program to find residues and poles of z-domain signal,
(3z 2+2z+1)/(z2-3z+2)
%*** Program to find partial fraction expansion of rational
% function of z
clear all
H=tf(z);
Ts=0.1;
b=[3 2 1 ]; %Numerator coefficients
a=[1 -3 2]; %Denominator coefficients
disp(The given transfer function is,);
H=tf([b], [a],Ts)
disp(The residues, poles and direct terms of given TF are,);
disp((r - residue ; p - poles ; k - direct terms));
[r,p,k]=residue(b,a)
disp(The num. and den. coefficients extracted from r,p,k,);
[b,a]=residue(r,p,k)
Chapter 7 - Z - Transform 7. 82
OUTPUT
The given transfer function is,
Transfer function:
3 z^2 + 2 z + 1
---------------
z^2 - 3 z + 2
Sampling time: 0.1
The residues, poles and direct terms of given TF are,
(r - residue ; p - poles ; k - direct terms)
r =
17
-6
p =
2
1
k =
3
The num. and den. coefficients extracted from r,p,k are,
b =
3 2 1
a =
1 -3 2
Program 7.6
Write a MATLAB program to find poles and zeros of z-domain signal,
(z2+0.8z+0.8)/(z2+0.49), and sketch the pole zero plot.
% Program to determine poles and zeros of rational function of Z and
% to plot the poles and zeros in z-plane
clear all
syms z
num_coeff=[1 0.8 0.8]; %find the factors of z^2+0.8z+0.8
disp(Roots of numerator polynomial z^2+0.8z+0.8 are zeros.);
zeros=roots(num_coeff)
H=tf(z);
Ts=0.1;
H=tf([num_coeff],[den_coeff],Ts);
zgrid on;
pzmap(H); %Pole-zero plot
OUTPUT
Roots of numerator polynomial z^2+0.8z+0.8 are zeros.
zeros =
-0.4000 + 0.8000i
-0.4000 - 0.8000i
Roots of denominator polynomial z^2+4z+13 are poles.
poles =
0 + 0.7000i
0 - 0.7000i
The pole-zero plot is shown in fig P7.6.
7. 83 Signals & Systems
Program 7.7
Write a MATLAB program to compute and sketch the impulse response of
discrete time system governed by transfer function, H(z)=1/(1-0.8z-1+0.16z2).
%******* Program to find impulse response of a discrete time system
clear all
syms z n
H=1/(1-0.8*(z^(-1))+0.16*(z^(-2)));
disp(Impulse response h(n) is);
h=iztrans(H); %compute impulse response
simplify(h)
N=15;
b=[0 0 1]; %numerator coefficients
a=[1 -0.8 0.16]; %denominator coefficients
[H,n]=impz(b,a,N); %compute N samples of impulse response
stem(n,H); %sketch impulse response
xlabel(n);
ylabel(h(n));
OUTPUT
Impulse response h(n) is
ans =
2^n*5^(-n)+2^n*5^(-n)*n
The sketch of impulse response is shown in fig P7.7.
Chapter 7 - Z - Transform 7. 84
o t
10. If Z{x(n)} = X(z), then Z n mx(n) = - z
FG d IJ m
X(z) .
H dz K
Answers
1. True 4. True 7. True 10. False
2. True 5. False 8. False
3. False 6. True 9. False
-a n an a n -1
a) x(n) = u(n) b) x(n) = u(n) c) x(n) = u(n - 1) d) None of the above
n! n! n!
7. The Z-transform of x(n) = [u(n) u(n 3)], for ROC |z| > 1 is,
z - z -2 z -2 z - 4z -2 + 3 z -3 z - z -2
a) X(z) = b) X(z) = c) X(z) = d) X(z) =
z -1 (z - 1)2 (z - 1) 2 z -1
Chapter 7 - Z - Transform 7. 86
z3 - 2 z2 + z
8. The system function H(z) = is,
z 2 + 0.25 z + 0 .125
a) causal b) noncausal c) unstable but causal d) can not be defined
9. If all the poles of the system function H(z) have magnitude smaller than 1, then the system will be,
a) stable b) unstable c) BIBO stable d) a and c
l q
10. If x(n) = 0.5, -0.25, 1 , then Z-transform of the signal is,
z2 z2 0.5 z 2 - 0.25 z + 1 2 z2 + 4 z + 1
a) 2
b) 2
c) d)
0.5 z - 0.25z + 1 z - 0.5 z + 0.25 z2 z2
11. The ROC of the signal x(n) = an for 5 < n < 5 is,
a) Entire z-plane b) Entire z-plane except z = 0 and z = ¥
c) Entire z-plane except z = 0 d) Entire z-plane except z = ¥
12. If Z-transform of x(n) is X(z) then Z-transform of x(n) is,
a) X(z) b) X(z) c) X(z1) d) X(z1)
13. The inverse Z-transform of X(z) can be defined as,
a) x(n) =
1
2p c z
X( z) z n -1 dz b) x(n) =
1
2j czX( z) z n -1 dz
c) x(n) =
1
z
2pj c
X( z) z n -1 dz d) x(n) =
1
2pj c z
X( z) z - n dz
a)
1
z X1 ( z) X*2
FG IJ
1 -1
z dz b)
1
z 1 FG IJ
X1 ( z) X2 * z -1 dz
2p c HK
z 2p c z H K
c)
1
z F 1I
X ( z) X G J z
* -1
dz d)
1
z F 1I
X ( z) X G J z
* -1
dz
2pj c
1
Hz K
2 *
2p c
1
Hz K
2 *
18. For a stable LTI discrete time system poles should lie and unit circle should be .
a) outside unit circle, included in ROC b) inside unit circle, outside of ROC
c) inside unit circle, included in ROC d) outside unit circle, outside of ROC
19. An LTI system with impulse response, h(n) = (a)n u(n) and a < 1 will be,
a) stable system b) unstable system
c) anticausal system d) neither stable nor causal
20. If X(z) has a single pole on the unit circle, on negative real axis then, x(n) is,
a) signed constant sequence b) signed decaying sequence
c) signed growing sequence d) constant sequence
7. 87 Signals & Systems
n
21. The Z-transform of x(n) = na u(n 1) is,
az a z(z + a) a z -1
a) X(z) = b) c) X(z) = d) both a and c
( z - a)2 ( z - a )3 (1 - a z -1 ) 2
Z Z
22. The ROC for x(n) ¬ ® X(z) is R1, then ROC of an x(n) ¬ ® X e az j is,
Z -1 Z-1
R1 1
a) b) aR1 c) R 1 d)
a R1
23. The Z-transform of a ramp function x(n) = n u(n) is,
z -z
a) X(z) = ; ROC is z > 1 b) X( z) = ; ROC is z > 1
(z - 1) 2 ( z - 1) 2
z -z
c) X( z) = ; ROC is z < 1 d) X( z) = ; ROC is z < 1
( z - 1) 2 ( z - 1) 2
24. By impulse invariant transformation, if x(nT) is sampled version of x(t), then Z{x(nT)} is,
l
a) L x(n T) q z = e sT
b) L-1 x(n T) l q z = e - sT
l
c) L x(n T) q z = e - sT
l
d) L-1 x(n T) q z = e sT
a) X(z) =
b
2z - 1 zg b) X(z) =
z2 + z
c) X(z) =
(1 - e -a ) z
4 ( z - 1) 3
( z - 2) 2
( z - 1) ( z - e -a )
E7.6 Determine the inverse Z-transform of the following functions by partial fraction method.
5 z2 4 z2 - 2 z z ( z2 - 1)
a) X(z) = 2 b) X(z) = 3 c) X(z) = 2
( z + 1) ( z + 2) 2
z - 5z + 8 z - 4 ( z + 1) 2
5 -1
3- z
E7.7 Determine the inverse Z-transform of the function, X(z) = 6
LM1 - 1 z OP LM1 - 1 z OP
-1 -1
N 4 QN 3 Q
1 1 1 1
a) ROC : z > , b) ROC : z < , c) ROC : < z < .
3 4 4 3
E7.8 Determine the inverse Z-transform for the following function using power series method.
z
X(z) = 2
2 z - 3z + 1
a) ROC : z < 0.5, b) ROC : z > 1
E7.9 Determine the inverse Z-transform for the following functions using power series method.
z2 + z 1 - 0.5 z -1
a) X(z) = 2 ; ROC : z > 1 b) X(z) = ; ROC : z > 0.5
z - 2z + 1 1 + 0.5 z -1
7. 89 Signals & Systems
E7.10 Determine the transfer function and impulse response for the systems described by the following
equations.
3 1
a) y(n) - 2 y( n - 1) - 3 y( n - 2) = x( n - 1) b) y(n) - y( n - 1) + y( n - 2) = 2 x( n)
4 8
c) y(n) = 0.2 x(n) - 0.5 x( n - 1) + 0.6 y( n - 1) - 0.08 y( n - 2)
1 1
d) y(n) - y(n - 1) = x( n) + x( n - 1)
2 3
z ( 3 z - 4)
A discrete time LTI system is characterized by a transfer function, H ( z) =
E7.11
FG z - 1 IJ (z - 3) . Specify the
H 2K
ROC of H(z) and determine h(n) for the system to be (i) stable (ii) causal.
E7.12 Determine the unit step response of a discrete time LTI system, whose input and output relation is
described by the differential equation, y(n) + 3 y(n1) = x(n), where the initial condition
is y(1) = 1.
E7.13 Determine the response of discrete time LTI system governed by the following differential equation,
3 y(n) 4 y(n 1) + y(n 2) = x(n) ; with initial conditions, y(2) = 2 and y(1) = 1 for the input
x( n) =
FG 1 IJ n
u(n).
H 2K
E7.14 An LTI system has the impulse response h(n) defined by h( n) = x1 (n - 1) * x2 (n) .The Z-transform of
the two signals x1(n) and x2(n) are X1(z) = 1 3z1 and X2(z) = 1 + 2z2. Determine the output of the
system for the input d(n 1).
Answers
3 5 6
E7.1 a) X(z) = 1 + + + b) X(z) = 3 z5 + 9 z3 + 27 z + 2
z z2 z 3
ROC is entire z - plane except at z = 0. ROC is entire z - plane except at z = ¥.
5 7 2
c) X(z) = 2 z3 + 10 z 2 + z + 2 + + 2 + 3
z z z
ROC is entire z - plane except at z = 0 and z = ¥.
-0.4
d) X(z) = ; ROC is exterior of the circle of radius 0.4 in z - plane.
z - 0.4
-0.2 z
e) X(z) = ; ROC is 0.1 < z < 0.3
(z - 0.1) (z - 0.3)
-2.1 z
f) X(z) = ; ROC is 0.4 < z < 2.5
(z - 0.4) (z - 2.5)
E7.3 a) X(z) =
3zT e-0.5T
b) X(z) =
d
2 T 3 z z2 + 4 z + 1 i
( z - e -0.5T ) 2 ( z - 1) 4
E7.4 a) Initial value, x(0) = 2 b) Initial value, x(0) = 1
Final value, x(¥) = 0.5 Final value, x( ¥ ) = 1.25
Chapter 7 - Z - Transform 7. 90
E7.5 a) x(n) = 0.125n2 + 0.375 n u(n) b) x(n) = (n + 1) 2n u(n) + n 2(n -1) u(n - 1)
- an
c) (1 - e ) u(n)
E7.6 a) x(n) = 5 ( -2) n - ( -1) n - n ( -2) n u(n) b) x(n) = 2 - 2 n +1 + 3 n 2 n u(n)
1
c) x(n) = (j) n - ( - j) n u(n)
2j
E7.7 a) x(n) =
LMFG 1 IJ + 2 FG 1 IJ OP u(n)
n n
MNH 4 K H 3K PQ
F 1I n
F 1I
b) x(n) = - G J u( - n - 1) - 2 G J u( - n - 1)
n
H 4K H 3K
F 1I n
F 1I
c) x(n) = G J u(n) - 2 G J u( - n - 1)
n
H 4K H 3K
2n - 1 b) x(n) = 1 ; n=0
E7.8 a) x(n) = u(n) n +1
2n =2 -1 ; n £ -1
b) x(n) = 1 ; n=0
E7.9 a) x(n) = (2 n + 1) u(n) n
( -1)
= ; n ³1
2 n -1
z 1
E7.10 a) H(z) = ; h(n) = -( -1) n u(n) + 3n u(n)
z2 - 2 z - 3 4
b) H(z) =
2 z2
; h(n) = 4
1
-2
1
u(n)
LM FG IJ n
FG IJ OP
n
3
z2 - z +
4
1
8
2 4 MN H K H K PQ
0.2 z2 - 0.5z
c) H(z) = 2 ; h(n) = 2.3 (0.2)n - 2.1 (0.4)n u(n)
z - 0.6 z + 0.08
1
z+
d) H(z) = 3 ; h(n) =
1
n
u(n) +
1 1
n -1
FG IJ
u(n - 1)
FG IJ
z-
1 2 3 2 HK HK
2
E7.11 i) Stable system
E7.13
LM
y(n) = 10.5 - 3
FG 1 IJ n
- 0.5
FG 1IJ OP u(n)
n
MN H 2K H 3K PQ
E7.14 y1 (n) = d (n - 2) - 3d (n - 3) + 2 d (n - 4) - 6 d (n - 5)
(or)
l
y1 (n) = 0, 0, 1, -3, 2, -6 q
A
CHAPTER 8
Fourier Series and Fourier Transform of
Discrete Time SignalsALS
8.1 Introduction
A periodic discrete time signal with fundamental period N can be decomposed into N harmonically
related frequency components. The summation of the frequency components gives the Fourier series
representation of periodic discrete time signal, in which the discrete time signal is represented as a function
of frequency, w. The Fourier series of discrete time signal is called Discrete Time Fourier Series (DTFS).
The frequency components are also called frequency spectrum of the discrete time signal.
The Fourier representation of periodic discrete time signals has been extended to nonperiodic
signals by letting the fundamental period N to infinity, and this Fourier method of representing nonperiodic
discrete time signals as a function of discrete time frequency, w is called Fourier transform of discrete
time signals or Discrete Time Fourier Transform (DTFT). The Fourier represention of discrete time
signals is also known as frequency domain representation. In general the Fourier series representation can
be obtained only for periodic discrete time signals, but the Fourier transform technique can be applied to
both periodic and nonperiodic signals to obtain the frequency domain representation of the discrete time
signals.
The Fourier representation of discrete time signals can be used to perform frequency domain
analysis of discrete time signals, in which we can study the various frequency components present in the
signal, magnitude and phase of various frequency components. The graphical plots of magnitude and
phase as a function of frequency are also drawn. The plot of magnitude versus frequency is called
magnitude spectrum and the plot of phase versus frequency is called phase spectrum. In general these
plots are called frequency spectrum.
8.2 Fourier Series of Discrete Time Signals ( Discrete Time Fourier Series )
The Fourier series (or Discrete Time Fourier Series, DTFS) of discrete time periodic signal x(n)
with periodicity N is defined as,
The Fourier coefficient ck represents the amplitude and phase associated with the kth frequency
component. Hence we can say that the fourier coefficients provide the description of x(n) in the frequency
domain.
Proof :
Consider the Fourier series representation of the discrete time signal x(n).
N - 1 j2 pkn
x(n) = å ck e N
k=0
Let us replace k by p
N -1 j 2 ppn
\ x(n) = å cp e N
p=0
- j 2 pkn
Let us multiply the above equation by e N on both sides.
- j2 pkn N -1 j2 ppn - j 2 pkn
x(n) e N = å cp e N e N
p=0
On evaluating the above equation for n = 0 to N – 1 and summing up the values we get,
N- 1 - j 2 pkn N - 1 N -1 j 2 ppn - j2 pkn
å x(n) e N = å å cp e N e N
Let us interchange the order of summation in the right hand side of the above equation and rearrange
as shown below.
N- 1 - j2 pkn N -1 N -1 j2 p( p - k)n
å x(n) e N = å cp å e N
1 N -1 - j2 pkn \ å e N = N ; (p - k) = 0, ± N, ± 2N,.....
\ ck =
N
å x(n) e N n=0
= 0 ; (p - k) ¹ N
n=0
The term, |ck| represents the magnitude of k harmonic component and the term Ðck represents the
th
For a periodic discrete time signal with period N, there are N Fourier coefficients denoted as c0, c1,
c2, ...... cN -1, and so the N-number of Fourier coefficients can be expressed as a sequence consisting of
N values.
Fourier coefficients, l
c k = c0 , c1 , c2 , c 3 ,......... c N -1 q
Magnitude spectrum, |c k | = l|c |, |c |, |c |, |c |,.........|c |q
0 1 2 3 N-1
j2 pnm
Frequency shifting e N x(n) ck m
Conjugation x*(n) c*- k
N-1
c k = c*- k
|c k | = |c - k |
Ðc k = - Ðc - k
Symmetry of real signals x(n) is real
Re{c k } = Re{c - k }
Im{c k } = - Im{c - k }
Real and even x(n) is real and even ck are real and even
Real and odd x(n) is real and odd ck are imaginary and odd
Parseval's relation Average power P of x(n) is Average power P in terms of
defined as, Fourier series coefficients is,
- N-1
1 N 1
P =
N n=0
å
|x(n)|2 P = å |c | k
2
k=0
N-1 N-1
1
N å |x(n)| = å |c |
n=0
2
k=0
k
2
Note : The average power in the signal is the sum of the powers of the individual frequency
components. The sequence |ck|2 for k = 0, 1, 2,....., (N - 1) is the distribution of power as a function of
frequency and so it is called the power density spectrum (or) power spectral density of the periodic
signal.
8. 5 Signals & Systems
Example 8.1
Determine the Fourier series representation of the following discrete time signals.
j5 pn
pn
a) x(n) = 2 cos 3 pn b) x(n) = 4 cos c ) x(n) = 3 e 2
2
Solution
pn
b) Given that, x(n) = 4 cos
2
Test for Periodicity
p
Let, x(n + N) = 4 cos (n + N) = 4 cos
pn
+
pN FG IJ
2 2 2 H K
pN
For periodicity should be integral multiple of 2p.
2
pN
Let,
2
= 2 p ´ M ; where M and N are integers Þ N = 4M
pn
Here N = 4 and x(n) = 4 cos
2
3 - j2 pkn
1 pn
\ ck =
4
å 4 cos
2
e 4 ; for k = 0, 1, 2, 3
n=0
=
4
å
3
cos
pn
e
- jpkn
2 = å
3
cos
pn
cos
pknFG
- jsin
pkn IJ cos 0 = 1 ; cos p = -1
4 n=0
2 n=0
2 2 H 2 K p 3p
cos = 0 ; cos = 0
2 2
= cos 0 (cos 0 - jsin0) + cos
p FG cos pk - jsin
pk IJ
2 H 2 2 K
+ cos p ( cos pk - jsin pk) + cos
3p FG cos 3pk - jsin
3p k IJ
2 H 2 2 K
= 1 + 0 - (cos pk - jsin pk) + 0 = 1 - cos pk + jsin pk
Chapter 8 - Fourier Series and Fourier Transform of Discrete Time Signals 8. 6
When k = 0 ; ck = c0 = 1 cos 0 + jsin 0 = 1 1 + j0 = 0
When k = 1 ; ck = c1 = 1 - cos p + jsin p = 1 + 1 + j0 = 2
When k = 2 ; ck = c2 = 1 cos 2p + jsin 2p = 1 1 + j0 = 0
When k = 3 ; ck = c3 = 1 cos 3p + jsin 3p = 1 + 1 + j0 = 2
The Fourier series representation of x(n) is,
N- 1 j2 pkn 3 j2 pkn 3 jpkn jpn j3 pn
x(n) = å ck e N = åc k e 4 = å ck e 2 = c 0 + c1 e 2 + c 2 e jpn + c 3 e 2
j5 pn
c) Given that, x(n) = 3 e 2
N -1 - j2 pkn
1
ck =
N å x(n) e N ; for k = 0, 1, 2, 3, ....., N - 1
n=0
j5 pn
Here N = 4 and x(n) = 3 e 2
3 j5 pn - j2 pkn
1
\ ck =
4
å 3e 2 e 4 ; for k = 0, 1, 2, 3
n=0
3 3 jpn(5 - k)
3 LM jp (5 - k) j2 p (5 - k) j3 p (5 - k) OP
=
4 åe 2 =
4
e0 + e
MN
2 + e 2 + e 2
PQ
n=0
=
3 LM
1 + e
jp( 5 - k)
2
+ e + e
OP
jp( 5 - k)
j 3 p( 5 - k)
2
4 MN PQ
LM1 + cos p(5 - k) + jsin p(5 - k) + cos p(5 - k) + jsin p(5 - k) OP
3 2 2
=
4
MM 3p(5 - k)
P
3 p(5 - k) P
MN + cos
2
+ jsin
2 PQ
3 L 5p 5p 15p 15p O
+ cos5 p + jsin5 p + cos
4 MN 2 PQ
When k = 0; ck = c =
0 1 + cos + jsin + jsin
2 2 2
3
= 1 + 0 + j - 1 + j0 + 0 - j = 0
4
8. 7 Signals & Systems
3
When k = 1; ck = c1 = 1 + cos 2 p + jsin 2 p + cos 4 p + jsin4 p + cos 6 p + jsin6 p
4
3
= 1 + 1 + j0 + 1 + j0 + 1 + j0 = 3
4
When k = 2; ck = c 2 =
3
1 + cos
3p LM
+ jsin
3p
+ cos 3p + jsin3p + cos
9p
+ jsin
9p OP
4 2 N 2 2 2 Q
3
1 + 0 - j - 1 + j0 + 0 + j = 0
=
4
3
When k = 3; ck = c 3 = 1+ cos p + jsin p + cos 2p + jsin2p + cos 3p + jsin3p
4
3
= 1 - 1 + j0 + 1 + j0 - 1 + j0 = 0
4
The Fourier series representation of x(n) is,
N- 1 j2 pkn 3 j2 pkn 3 jpkn
x(n) = å ck e N = åc k e 4 = åc k e 2
j5 p n j
FG 4 pn + pn IJ jpn jpn
Note : x( n) = 3 e 2 = 3 e H 2 2 K
= 3 e j2 p n e 2 = 3 e 2 = 3 e jw 0n
\ T he given s ignal its elf is in the F our ier s er ies for m.
Example 8.2
Determine the Fourier series representation of the following discrete time signal and sketch the frequency spectrum.
x(n) = {..... , 1, 2, 1, 1, 2, 1, 1, 2, 1, .....}
Solution
Given that, x(n) = {..... , 1, 2, 1, 1, 2, 1, 1, 2, 1, .....}
Here x(n) is periodic with periodicity of N = 3, and fundamental frequency, w 0 = 2p = 2 p .
N 3
Let, x(n) = {1, 2, 1} (considering one period). Now, the Fourier coefficients ck are given by,
- j2 pkn - j2 pkn
1 N - 1 1 2
ck = å x(n) e N = å x(n) e 3
N n=0 3 n=0
=
1 LM
x(0) + x(1) e
- j2 pk
3 + x(2) e
- j4 pk
3
OP = 1 LM
1 + 2e
- j2 pk
3 - e
- j4 pk
3
OP
3 MN PQ 3 MN PQ
1 2
When k = 0; ck = c 0 = [1 + 2 - 1] = = 0.667
3 3
When k = 1; ck = c1 =
1 LM
1 + 2e
- j2 p
3 - e
- j4 p
3
OP
3 MN PQ
=
1 LM
1 + 2 cos
2p
- j2 sin
2p
- cos
4p
+ jsin
4p OP
3 N 3 3 3 3 Q
1 L 1 3 1 3O
=
3 MN
M1 - 2 ´ 2 - j2 ´ 2 + 2 - j 2 PP
Q
=
1 1 L O
M - j 3 23 PP = 61 - j 23 = 0.1667 - j0.866
3 MN 2 Q
= 0.88 Ð - 1.38 rad = 0.88 Ð - 0.44 p = 0.88 e - j0.44 p
Chapter 8 - Fourier Series and Fourier Transform of Discrete Time Signals 8. 8
When k = 2; c k = c 2 =
1 LM
1 + 2e - e
OP - j4 p
3
- j8 p
3
3 MN PQ
1 L 4p 4p 8p 8p O
- j2 sin - cos + j sin P
3 MN
= 1 + 2 cos
3 3 3 3 Q
=
1 L
M1 - 2 ´ 21 + j2 ´ 23 + 21 + j 23 PP O
3 MN Q
1 L1 3 3O 1 3
= M + j 2 PP = 6 + j 2 = 0.1667 + j0.866
3 NM 2 Q
= 0.88 Ð1.38 rad = 0.88 Ð0.44 p = 0.88 e j0.44 p
k=0 k=0
j2 pn j4 pn
= c 0 + c1 e 3 + c2 e 3
j2 pn j4 pn
= 0.667 + 0.88 e - j0.44 p e 3 + 0.88 e j0.44 p e 3
Frequency Spectrum
The frequency spectrum has two components : Magnitude spectrum and Phase spectrum.
The magnitude spectrum is obtained from magnitude of ck and phase spectrum is obtained from phase of ck.
m r l
Here, ck = c0 , c1, c2 = 0.667, 0.88 Ð - 0.44p, 0.88 Ð0.44 p q
\ Magnitude spectrum, ck = 0.667, 0.88, 0.88 l q
Phase spectrum, Ðck = 0, - 0.44p, 0.44p l q
The sketch of magnitude and phase spectrum are shown in fig 1.
|ck| Ð ck
0.4 p
1.0
0.8
0.6 ·
3 2 1
·0 1 2
·3 4 5
k
0.4
0.4 p
0.2
3 2 1 0 1 2 3 4 5
k
Fig 1.a : Magnitude spectrum. Fig 1.b : Phase spectrum.
Fig 1 : Frequency spectrum.
8. 9 Signals & Systems
8.3 Fourier Transform of Discrete Time Signals ( Discrete Time Fourier Transform )
8.3.1 Development of Discrete Time Fourier Transform From Discrete Time Fourier Series
Let ~
x( n) be a periodic sequence with period N. If the period N tends to infinity then the periodic
sequence ~
x( n) will become a nonperiodic sequence x(n).
\ x( n) = Lt ~ x ( n)
N ®¥
Since ~
x( n) is periodic, for even values of N, the summation index in the above equation can be
changed from to n = - c N
2 h
- 1 to + N
2 . (For odd values of N, the summation index is n = - N2 to + N
2 ).
+N - j2 pkn +N
2 2
\ Nc k = å ~
x(n) e N = å ~x(n) e - jw k n
.....(8.3)
n = - N -1
e2 j n = - N -1
e2 j
2 pk
where, w k =
N
\ X(e jw k ) = Nc k .....(8.4)
Now, using equation (8.3), the equation (8.4) can be expressed as shown below.
+N
2
X (e jw k ) = å ~x(n) e - jw k n
.....(8.5)
n = - N -1e j
2
The equation (8.6) is called Fourier transform of x(n), which is used to represent nonperiodic
discrete time signal (as a function of frequency,w) in frequency domain.
Consider the Fourier series representation of ~
x( n) given below.
N-1 j2 pkn
b g åc
~x n =
k e N
k=0
Chapter 8 - Fourier Series and Fourier Transform of Discrete Time Signals 8. 10
x( n) =
1
2p z
0
X(e jw ) e jwn dw .....(8.8)
The equation (8.8) is called inverse Fourier transform of x(n), which is used to extract the discrete
time signal from its frequency domain representation.
Since equation (8.6) extracts the frequency components of discrete time signal, the transformation
using equation (8.6) is also called analysis of discrete time signal x(n). Since equation (8.8) integrates
or combines the frequency components of discrete time signal, the inverse transformation using equation
(8.8) is also called synthesis of discrete time signal x(n).
8.3.2 Definition of Discrete Time Fourier Transform
The Fourier transform (FT) of discrete-time signals is called Discrete Time Fourier Transform
(i.e., DTFT). But for convenience the DTFT is also referred as FT in this book.
Let, x(n) = Discrete time signal
X(ejw) = Fourier transform of x(n)
The Fourier transform of a finite energy discrete time signal, x(n) is defined as,
+¥
X (e jw ) = å x(n) e
n = -¥
- jwn
The Fourier transform of a signal is said to exist if it can be expressed in a valid functional form.
Since the computation of Fourier transform involves summing infinite number of terms, the Fourier
transform exists only for the signals that are absolutely summable, i.e., given a signal x(n), the X(ejw)
exists only when,
+¥
å
n = -¥
|x(n)| < ¥
8. 11 Signals & Systems
8.3.3 Frequency Spectrum of Discrete Time Signal
The Fourier transform X(ejw) of a signal x(n) represents the frequency content of x(n). We can say
that, by taking Fourier transform, the signal x(n) is decomposed into its frequency components.
Hence X(ejw) is also called frequency spectrum of discrete time signal or signal spectrum.
Magnitude and Phase Spectrum
The X(ejw) is a complex valued function of w, and so it can be expressed in rectangular form as,
X(ejw) = Xr(ejw) + jXi(ejw)
where, X r(ejw) = Real part of X(ejw)
Xi(ejw) = Imaginary part of X(ejw)
The polar form of X(ejw) is,
X(ejw) = |X(ejw)| ÐX(ejw)
where, |X(ejw)| = Magnitude spectrum
ÐX(ejw) = Phase spectrum
The magnitude spectrum is defined as,
|X(ejw)|2 = X(ejw) X*(ejw)
= [Xr(ejw) + jXi(ejw)] [Xr(ejw) jXi(ejw)]
where, X *(ejw) is complex conjugate of X(ejw)
jw
N X (e ) Q
r
x ( n) =
1
2p z
-p
X(e jw ) e jwn dw ; for n = - ¥ to + ¥ .....(8.9)
Symbolically the inverse Fourier transform can be expressed as, F-1{X(ejw)}, where, F-1 is the
operator that represents the inverse Fourier transform.
p
\ x( n) = F -1 {X(e jw )} =
1
2p z
-p
X (e jw ) e jwn dw ; for n = - ¥ to + ¥
Chapter 8 - Fourier Series and Fourier Transform of Discrete Time Signals 8. 12
Since X(ejw) is periodic with period 2p, the limits of integral in the above definition of inverse
Fourier transform can be either "-p to +p", or "0 to 2p", or "any interval of 2p".
We also refer to x(n) and X(ejw) as a Fourier transform pair and this relation is expressed as,
F
x(n) ¬ ® X(e jw)
-1
F
n = -¥ n = -¥
2. Periodicity
Let F{x(n)} = X(ejw), then X(ejw) is periodic with period 2p.
\ X(ej(w + 2pm)) = X(ejw) ; where m is an integer
Proof :
+¥
X(e j(w + 2 p m) ) = å x(n) e - j( w + 2 p m)n
n = -¥
+¥
= å x(n) e - jw n
e - j2 p mn
n = -¥
+¥
Since m and n are
= å x(n) e - jwn
= X(e jw )
integers, e–j2pmn = 1
n = -¥
when n ® -¥, p ® -¥
n = -¥
+¥ when n ® +¥, p ® +¥
= å x(p) e - jw(m + p)
p = -¥
+¥
= å x(p) e - jwm
e - jwp
p = -¥
+¥ +¥
= e - jw m å x(p) e
p = -¥
- jwp
= e -j w m å x(n) e
n = -¥
-jwn
Let, p ® n
4. Time reversal
Let F{x(n)} = X(ejw), then F{x(-n)} = X(e-jw)
This means that if a signal is folded about the origin in time, its magnitude spectrum remains
unchanged and the phase spectrum undergoes a change in sign (phase reversal).
Proof :
+¥
= å x(p) e jwp
p = -¥
+¥
= å x(p) (e - jw - p
) .....(8.15)
p = -¥
The equation (8.15) is similar to
= X(e - jw ) the form of equation (8.14)
5. Conjugation
If F{x(n)} = X (ejw)
then F{x*(n)} = X*(e-jw)
Proof :
By the definition of Fourier transform,
+¥
X(e jw ) = F {x(n)} = å x(n) e -jwn
n = -¥
+¥
F {x* (n)} = å x* (n) e -jwn
n = -¥
LM x(n) (e
+¥
- jw -n
OP*
=
MN å
n = -¥
)
PQ
*
= X(e -jw )
= X * ( e -j w )
8. 15 Signals & Systems
6. Frequency shifting
jw n j(w - w 0 )
Let F{x(n)} = X(ejw), then F{e 0 x(n)} = X(e )
According to this property, multiplication of a sequence x(n) by e jw 0 n is equivalent to a frequency
translation of the spectrum X(ejw) by w0.
Proof :
By the definition of Fourier transform,
+¥
X(ejw ) = F {x(n)} = å x(n) e
n = -¥
- jwn
.....(8.16)
+¥
\ F {e jw 0n x(n)} = åe jw 0 n
x(n) e - jwn
n = -¥
+¥
-j( w - w o )n
= å x(n) e
n = -¥
.....(8.17)
The equation (8.17) is similar to
= X (e j( w - w o ) ) the form of equation (8.16)
l
Now, F x1 ( n) x 2 ( n) = q 1
2p z
-p
X1 (e jl ) X2 (e j( w - l ) ) dl .....(8.18)
n = -¥
+¥
- jwn .....(8.19)
= å x (n) x (n) e
2 1
n = -¥
x 1 (n) =
1
2p z
-p
X 1(e jw ) e jw n dw Let, w = l
+p
=
1
2p z-p
X 1(e jl ) e jl n dl .....(8.20)
å x (n)
n = -¥
2
MN 2p z
-p
X 1 (ejl ) ejln dl e -jwn
PQ
Chapter 8 - Fourier Series and Fourier Transform of Discrete Time Signals 8. 16
On interchanging the order of summation and integration in the above equation we get,
z LMMN å OP
+p +¥
1
F {x 1(n) x 2 (n)} = x 2 (n) e -j( w - l )n X 1(e jl ) dl
2p -p n = -¥ PQ
The term in the paranthesis in the above equation is similar to the definition of fourier transform
of x2(n) but at a frequency argument of (w -l)
+p
\ F {x 1(n) x 2 (n)} =
1
2p z
-p
X 2 (e j(w - l ) ) X 1(e jl ) dl
+p
=
1
2p z
-p
X 1 (ejl ) X 2 (e j(w - l ) ) dl
Proof :
+¥
F {n x(n)} = å n x(n) e -jwn
n = -¥
+¥
= å n x(n) j(- j) e - jwn
Multiply by j and -j
n = -¥
+¥
= j å x(n) [(- jn) e - jwn
]
n = -¥
= j
+¥
å
LM d e OP
x(n) - jwn d - jwn
e = - jn e -jwn
n = -¥N dw Q dw
d L
M x(n) e OPP
+¥
dw NM å
-jwn
= j Interchanging summation
Q
n = -¥ and differentiation
d
= j X(e jw ) Using equation (8.21)
dw
9. Convolution theorem
If F{x1(n)} = X1(ejw)
and F{x2(n)} = X2(ejw)
then F{x1(n) * x2(n)} = X1(ejw) X2(ejw)
+¥
where, x1 (n) * x 2 (n) = å x (m) x (n - m)
m = -¥
1 2
....(8.22)
The Fourier transform of the convolution of x1(n) and x2(n) is equal to the product of X1(ejw) and
jw
X2(e ). It means that if we convolve two signals in time domain, it is equivalent to multiplying their
spectra in frequency domain.
8. 17 Signals & Systems
Proof :
By the definition of Fourier transform,
+¥
X 1(e jw ) = F {x 1 (n)} = å x (n) e 1
-jwn
.....(8.23)
n = -¥
+¥
X 2 (e jw ) = F {x 2 (n)} = å x (n) e 2
-jwn
.....(8.24)
n = -¥
+¥
F {x 1(n) * x 2 (n)} = å x 1(n) * x 2 (n) e -jwn
n = -¥
+¥ LM +¥
x 1(m) x 2 (n - m) e - jwn
OP Using equation (8.22)
= å MN å PQ
n = -¥ m = -¥
+¥ +¥
x 1(m) x 2 (n - m) e -jwn e - jwm e jwm Multiply by e-jwm and ejwm
= å å
n = -¥ m = -¥
+¥ +¥
Let, n – m = p
= å x 1(m) e - jwm å x 2 (n - m) e - jw( n- m)
when n ® -¥, p ® -¥
m = -¥ n = -¥
+¥ +¥ when n ® +¥, p ® +¥
= å x 1(m) e - jwm å x 2 (p) e - jwp
m = -¥ p = -¥
LM x (n) e
+¥ OP LM x (n) e
+¥ OP Let m = n, in first summation
MN å PQ MN å
- jwn -jwn
=
n = -¥
1
n = -¥
2
PQ Let p = n, in second summation
= X 1 ( e jw ) X 2 ( e jw ) Using equations (8.23) and (8.24)
10. Correlation
If F{x (n)} = X(ejw) and F{y (n)} = Y(ejw)
then F{rxy(m)} = X(ejw) Y(e-jw)
+¥
where, rxy (m) = å
n = -¥
x(n) y(n - m) .....(8.25)
Proof :
By the definition of Fourier transform,
+¥
X(e jw ) = F {x(n)} = å x(n) e -jwn
.....(8.26)
n = -¥
+¥
Y(e jw ) = F {y(n)} = å y(n) e -jwn
.....(8.27)
n = -¥
+¥
F { rxy (m)} = år xy (m) e - jwm
m = -¥
+¥ LM +¥
x(n) y(n - m) e - jwm
OP Using equation (8.25)
= å MN å PQ
m = -¥ n = -¥
+¥ +¥
= å å x(n) y(n - m) e -jwm e -jwn ejwn
Multiply by e-jwn and ejwn
m = -¥ n = -¥
+¥ +¥
= å x(n) e -jw n å y(n - m) e jw (n -m)
n = -¥ m = -¥
+¥ +¥
= å x(n) e -j w n
å y(p ) ejw p Let, n – m = p \m=n–p
n = -¥ p = -¥
when m ® -¥, p ® +¥,
LM +¥
x(n) e -jw n
OP LM +¥
y(p) (e -jw ) -p
OP when m ® +¥, p ® -¥.
=
MN å
n = -¥ PQ MN å
p = -¥ PQ Using equations (8.26) and (8.27)
jw -j w
= X(e ) Y(e )
Chapter 8 - Fourier Series and Fourier Transform of Discrete Time Signals 8. 18
11. Parsevals relation
If F{x1(n)} = X1(ejw) and F{x2(n)} = X2(ejw)
then the Parsevals relation states that,
+p
å
+¥
n = -¥
x1 (n) x*2 (n) =
1
2 pj -p
z X1 (e jw ) X*2 (e jw ) dw .....(8.28)
When x1(n) = x2(n) = x(n), then Parsevals relation can be written as,
+p
å
+¥
n = -¥
x(n) =
2 1
2 pj z
-p
X(e jw ) dw
2
The above equation is also called energy density spectrum of the signal x(n).
Proof :
Let, F {x1(n)} = X1(ejw) and F {x2(n)} = X2(ejw)
x 2 (n) =
1
2pj z
-p
X 2 (e jw ) ejwn dw .....(8.30)
In the above expression, Let us substitute for X1(ejw) from equation (8.29),
z LMMN å OP
+p +p
\
1
2 pj z
-p
X 1(e jw ) X 2* ( ejw ) dw =
1
2 pj
-p
+¥
n = -¥
x1 (n) e - jwn X *2 (e jw ) dw
PQ
LM 1 +p OP
= å
+¥
n = -¥
x 1(n)
MN 2 pj z
-p
X *2 ( ejw ) e - jwn dw
PQ
Interchanging
summation and integration
L1 +p O*
=
+¥
å x (n) MM 2 pj
n = -¥
1
N z
-p
X 2 (ejw ) ejwn dw P
PQ
+¥
= å x (n) x* (n)
1 2 Using equation (8.30)
n = -¥
8. 19 Signals & Systems
Table 8.2 : Properties of Discrete Time Fourier Transform
Note : X(ejw) = F{x(n)} ; X1(ejw) = F{x1(n)} ; X2(ejw) = F{x2(n)} ; Y(ejw) = F{y(n)}
Differentiation in
dX(e jw )
frequency domain n x(n) j
dw
+¥
Convolution X1(ejw) X2(ejw)
x1 ( n) * x 2 ( n) = å x (m) x (n - m)
m = -¥
1 2
+¥
Correlation rxy ( m) = å x(n) y(n - m)
m = -¥
X(ejw) Y(ejw)
Symmetry of X( e jw ) = X* (e - jw )
real signals x(n) is real
Re{X(e jw )} = Re{X(e - jw )}
Im{X(e jw )} = - Im{X(e - jw )}
| X( e jw )|=| X(e - jw )|, ÐX(e jw ) = -ÐX(e - jw )
Symmetry of
real and even signal x(n) is real and even X(ejw) is real and even
Symmetry of real and
odd signal x(n) is real and odd X(ejw) is imaginary and odd
+p
Parseval's relation
+¥
å x (n) x (n)
n = -¥
1
*
2
1
2p z
-p
X1 ( e jw ) X*2 (e jw ) dw
E=
+¥
å |x(n)|
n = -¥
2
p
E=
1
2p - p z
|X( e jw )|2 dw
+¥
å
n = -¥
|x(n)|2 =
1
z
2p - p
2
X( e jw ) dw
2
Note : The term X(e j ) represents the distribution of energy as a function of frequency and so
w
bg
Let, g n = e jw 0 n
+¥
\ G(e jw ) = F gn m b gr n s å 2pd(w - w
= F e jw 0 n =
m = -¥
0 - 2pm) .....(8.31)
2p
where, w 0 = = Fundamental frequency of g(n).
N
In equation (8.31), d(w) is an impulse function of w and w0 lie in the range -p to + p.
The equation (8.31) can be proved by taking inverse Fourier transform of G(ejw) as shown below.
Proof :
+¥
G ( e jw ) = å 2p d ( w - w 0 - 2 pm )
m =- ¥
o
g(n) = F -1 G( ejw ) = t 1
2p z
-p
G(e jw ) e jwn dw
+p +¥
=
1
2p z å 2p d( w - w
-p m = - ¥
0 - 2 pm ) e jwn dw
Consider the Fourier series representation of periodic discrete time signal x(n), shown below.
N-1
x(n) = å
k=0
c k e jw k n
- j2 pkn
1 N-1
where, c k =
N n=0 å
x(n) e N ; for k = 0, 1, 2, ....., (N - 1)
.....(8.32)
2 pk
wk =
N
On comparing g(n) and x(n), we can say that the Fourier transform of x(n) can be obtained from
its Fourier series representation, as shown below.
m b gr RS
N-1
UV +¥
Tå W å
X(e jw ) = F xn = F c k e jw k n = c k 2p d (w - w k ) .....(8.33)
k=0 k =-¥
The equation (8.33) can be used to compute Fourier transform of any periodic discrete time signal
x(n), and the Fourier transform consists of train of impulses located at the harmonic frequencies of x(n).
8. 21 Signals & Systems
Table - 8.3 : Some Common Discrete Time Fourier Transform Pairs
d(n) 1 1
1
d(n-n0) e - jwn 0
e jwn0
+¥ +¥
e jw 1
u(n)
e jw - 1
+ å p d(w - 2pm)
m =-¥ 1 - e - jw
+ å p d(w - 2pm)
m =-¥
e jw 1
an u(n)
e jw - a 1 - a e - jw
a e jw a e - jw
n
n a u(n)
( e jw - a ) 2 (1 - a e - jw ) 2
a e jw (e jw + a) a e - jw (1 + a e - jw )
n2 an u(n)
(e jw - a ) 3 (1 - a e - jw ) 3
e jw 1
e- at u(t) e- anT u(nT) jw - jw - aT
e - e - aT 1- e e
+¥
1 2p å dbw - 2pmg
m = -¥
1 - a2
n
a 1 - 2a cosw + a 2
+¥ +¥
2p
å d(n - mN)
m =-¥ N m=-¥ å e 2p m
d w- N j
+¥
e j W0 n t = e j w0 n
e j W0 t
where, w 0 = W 0 T
2p å d (w - w
m =-¥
0 - 2pm)
sin W 0 nT
+¥
= sin w 0 n p
sin W 0 t
where, w 0 = W 0 T j m =-¥ å
d (w - w 0 - 2pm) - d (w + w 0 - 2pm)
cos W 0 nT
+¥
= cos w 0 n
cosW 0 t
where, w 0 = W 0 T
p å
m =-¥
d (w - w 0 - 2pm) + d (w + w 0 - 2pm)
Chapter 8 - Fourier Series and Fourier Transform of Discrete Time Signals 8. 22
8.6 Analysis of LTI Discrete Time System Using Discrete Time Fourier Transform
8.6.1 Transfer Function of LTI Discrete Time System in Frequency Domain
The ratio of Fourier transform of output and the Fourier transform of input is called transfer
function of LTI discrete time system in frequency domain.
Let, x(n) = Input to the discrete time system
y(n) = Output of the discrete time system
\ X(ejw) = Fourier transform of x(n)
Y(ejw) = Fourier transform of y(n)
Y(e jw )
Now , Transfer function = .....(8.34)
X(e jw )
The transfer function of an LTI discrete time system in frequency domain can be obtained from
the difference equation governing the input-output relation of the LTI discrete time system given
below, (refer chapter-6, equation (6.17)).
N M
y( n) = - åa
m=1
m y( n - m) + åb
m=0
m x(n - m)
On taking Fourier transform of above equation and rearraging the resultant equation as a ratio of
Y(ejw) and X(ejw), the transfer function of LTI discrete time system in frequency domain is obtained.
Impulse Response and Transfer Function
Let, x(n) = Input of an LTI discrete time system
y(n) = Output / Response of the LTI discrete time system for the input x(n)
h(n) = Impulse response (i.e., response for impulse input)
Now, the response y(n) of the discrete time system is given by convolution of input and impulse
response, (Refer chapter-6, equation (6.33)).
+¥
\ y(n) = x(n) * h(n) = å x(m) h(n - m)
m = -¥
.....(8.35)
Consider a special class of input (sinusoidal input), Ae jwn = A(cos wn + j sin wn)
x(n) = A ejwn ; ¥ < n < ¥ .....(8.41)
where, A = Amplitude
w = Arbitrary frequency in the interval -p to +p.
\ x(n - m) = Ae jw (n - m) .....(8.42)
On substituting for x(nm) from equation (8.42) in equation (8.40) we get,
+¥ +¥
y( n) = å
m = -¥
h(m) A e jw (n- m) = å
m = -¥
h(m) A e jwn e- jwm
+¥
= A e jwn å
m = -¥
h(m) e - jwm .....(8.43)
Using equations (8.41) and (8.44), the equation (8.43) can be written as,
y(n) = x(n) H(ejw) .....(8.45)
From equation (8.45) we can say that if a complex sinusoidal signal is given as input signal to an
LTI system, then the output is a sinusoidal of the same frequency modified by H(ejw). Hence H(ejw) is
called the frequency response of the system.
Chapter 8 - Fourier Series & Fourier Transform of Discrete Time Signals 8. 24
The H(ejw) produces a change in the amplitude and phase of the input signal. An LTI system is
characterized in the frequency domain by its frequency response. The function H(ejw) is a complex
quantity and so it can be expressed as magnitude function and phase function.
\H(ejw) = |H(ejw)| ÐH(ejw)
where, |H(ejw) | = Magnitude function
ÐH(ejw) = Phase function
The sketch of magnitude function and phase function with respect to w will give the frequency
response graphically.
Let, H(ejw) = Hr(ejw) + jHi(ejw)
where, Hr(ejw) = Real part of H(ejw)
Hi(ejw) = Imaginary part of H(ejw)
The magnitude function is defined as,
|H(ejw)|2 = H(ejw) H*(ejw) = [Hr(ejw) + jHi(ejw)] [Hr(ejw) - jHi(ejw)]
where, H*(ejw) is complex conjugate of H(ejw)
jw
N H (e ) Q
r
The drawback in frequency response analysis using Fourier transform is that the frequency response
is a continuous function of w and so it cannot be processed by digital systems. This drawback is
overcome in Discrete Fourier Transform (DFT) discussed in chapter-9.
From equation (8.37) we can say that the frequency response H(ejw) of an LTI system is same as
transfer function in frequency domain and so, the frequency response is also given by the ratio of
Fourier transform of output to Fourier transform of input.
Y(e jw )
i. e., Frequency response, H(e jw ) = .....(8.46)
X(e jw )
Properties of Frequency Response
1. The frequency response is periodic function of w with a period of 2p.
2. If h(n) is real, then the magnitude of H(ejw) is symmetric and phase of H(ejw) is antisymmetric
over the interval 0 £ w £ 2p.
3. If h(n) is complex, then the real part of H(ejw) is symmetric and the imaginary part of H(ejw)
is antisymmetric over the interval 0 £ w £ 2p.
4. The impulse response h(n) is discrete, whereas the frequency response H(ejw) is continuous
function of w.
8. 25 Signals & Systems
8.6.4 Frequency Response of First Order Discrete Time System
A first order discrete time system is characterized by the difference equation,
y(n) = x(n) + a y(n-1) .....(8.47)
On taking Fourier transform of equation(8.47) we get,
Y(ejw) = X(ejw) + a e-jw Y(ejw) Þ Y(ejw) - a e-jw Y(ejw) = X(ejw)
Y(e jw ) 1
\Y(ejw) [1 - a e-jw] = X(ejw) Þ H (e jw ) = jw
= .....(8.48)
X(e ) 1 - a e - jw
The equation(8.48) is the frequency response of first order system. The frequency response can
be expressed graphically as two functions: Magnitude function and Phase function.
The magnitude function of H(ejw) is defined as,
2 1 1 1
H(e jw ) = H (e jw ) H * (e jw ) = =
(1 - a e - jw ) (1 - a e jw ) 1 - a e jw - a e - jw + a 2 e - jw e jw
1 1 . ....(8.49)
= jw - jw 2
=
1 - a(e + e ) + a 1 - 2a cosw + a 2
1
\ H (e jw ) =
1 - 2a cos w + a 2
ÐH(e jw ) = tan -1
LM H (e ) OP ; where H (e
i
jw
jw
) is real part and H i (e jw ) is imaginary part.
jw r
N H (e ) Q
r
To find the real part and imaginary part of H(ejw), multiply the numerator and denominator of
H(ejw) [equation (8.48)], by the complex conjugate of the denominator as shown below.
1 1 - a e +jw 1 - a e jw 1 - a(cos w + jsin w )
H ( e jw ) = - jw
´ + jw
= 2
=
1 - ae 1 - ae 1 - 2a cos w + a 1 - 2a cos w + a 2
1 - a cos w -a sin w Using equation (8.49)
= + j
1 - 2a cos w + a 2
1 - 2a cos w + a 2
e jw = cos w + jsin w
1 - a cos w -a sin w
\ H r (e jw ) = and H i (e jw ) =
1 - 2a cos w + a 2 1 - 2a cos w + a 2
H(e jw ) =
1 FG -a sin w IJ
Ð H(e jw ) = tan-1
1 - 2a cos w + a 2 H 1 - a cos w K
L 1 F -a sin w I OP p
= M tan G -1
MN p H 1 - a cosw JK PQ
w a = 0.5 a = 0.8 a = 0.5 a = 0.8
|H(e )| ÐH(e jw )
jw
|H(e )| ÐH(e jw )
jw
|H(e )| ÐH(e ) |H(e )| ÐH(e jw )
jw jw jw
-8p
= -p 0.667 0 0.556 0 2 0 5 0
8
-7p
0.678 0.04p 0.566 0.06p 1.751 0.11p 2.486 0.28p
8
-6p
0.715 0.08p 0.601 0.11p 1.357 0.16p 1.402 0.29p
8
-5p
0.783 0.12p 0.666 0.16p 1.074 0.17p 0.986 0.26p
8
-4 p -p
= 0.894 0.15p 0.781 0.21p 0.894 0.15p 0.781 0.21p
8 2
-3p
1.074 0.17p 0.986 0.26p 0.783 0.12p 0.666 0.16p
8
-2p
1.357 0.16p 1.402 0.29p 0.715 0.08p 0.601 0.11p
8
-p
1.751 0.11p 2.486 0.28p 0.678 0.04p 0.566 0.06p
8
0 2 0 5 0 0.667 0 0.556 0
p
1.751 0.11p 2.486 0.28p 0.678 0.04p 0.566 0.06p
8
2p
1.357 0.16p 1.402 0.29p 0.715 0.08p 0.601 0.11p
8
3p
1.074 0.17p 0.986 0.26p 0.783 0.12p 0.666 0.16p
8
4p p
= 0.894 0.15p 0.781 0.21p 0.894 0.15p 0.781 0.21p
8 2
5p
0.783 0.12p 0.666 0.16p 1.074 0.17p 0.986 0.26p
8
6p
0.715 0.08p 0.601 0.11p 1.357 0.16p 1.402 0.29p
8
7p
0.678 0.04p 0.566 0.06p 1.751 0.11p 2.486 0.28p
8
8p
= p 0.667 0 0.556 0 2 0 5 0
8
8. 27 Signals & Systems
5.0
4.0
3.0
a = 0.8
2.0
a = 0.5
1.0
0.75
0.50
0.25
ÐH(ejw)
0.3 p
a = 0.8
0.2 p
a = 0.5
0.1 p
w 0 w
p -7p -6p -5p -4p -3p -2p -p p 2p 3p 4p 5p 6p 7p p
8 8 8 8 8 8 8 8 8 8 8 8 8 8
0.1p
0.2p
0.3p
8. 29 Signals & Systems
5.0
4.0
3.0
a = 0.8
2.0
a = 0.5
1.0
0.75
0.50
0.25
a = 0.8
ÐH(ejw)
0.3 p
a = 0.5
0.2 p
0.1p
w p 0
-7p -6p -5p -4p -3p -2p -p p 2p 3p 4p 5p 6p 7p p w
8 8 8 8 8 8 8 8 8 8 8 8 8 8
0.1p
0.2p
0.3p
8. 31 Signals & Systems
8.6.5 Frequency Response of Second Order Discrete Time System
A second order discrete time system is characterized by the difference equation.
y(n) = 2r cosw0 y(n1) r2 y(n2) + x(n) r cosw0 x(n1)
Let a = r cosw0 ; a = 2r cosw0 ; b = r2
\ y(n) = -a y(n-1) - b y(n2) + x(n) + a x(n1) .....(8.50)
On taking Fourier transform of the equation (8.50) we get,
Y(e jw ) 1 + a e - jw
\ H(e jw ) = = .....(8.51)
X(e jw ) 1 + a e - jw + b e - j2w
The equation (8.51) is the frequency response of second order system.The frequency response
can be expressed graphically as two functions: Magnitude function and Phase function.
The magnitude function of H(ejw) is defined as,
2 1 + a e - jw 1 + a e +jw
H(e jw ) = H (e jw ) H * (e jw ) =
1 + a e - jw + b e - j2w 1 + a e + jw + b e +j2w
1 + a e jw + a e - jw + a 2
=
1 + a e jw + b e j2w + a e - jw + a 2 + a b e jw + b e - j2w + a b e - jw + b 2
1 + a(e jw + e - jw ) + a 2
=
1 + a 2 + b 2 + ab(e jw + e - jw ) + b(e j2w + e - j2w ) + a (e jw + e - jw )
1 + 2a cos w + a 2 .....(8.52)
= 2 2
1 + a + b + 2ab cos w + 2 b cos2w + 2a cosw
1
2
N1 + a + b 2 + 2a (1 + b) cos w + 2b cos2w Q
The phase function of H(ejw) is defined as,
Ð H(e jw ) = tan -1
LM H (e ) OP ; where H (e
i
jw
r
jw
) is real part and H i (e jw ) is imaginary part.
jw
N H (e ) Q
r
To find the real part and imaginary part of H(ejw), multiply the numerator and denominator of
H(ejw) [equation (8.51)], by the complex conjugate of the denominator as shown below.
1 + a e - jw 1 + a e jw + b e j2w
\ H (w ) =
1 + a e - jw + b e - j2w 1 + a e jw + b e j2w
1 + a e jw + b e j2w + a e - jw + aa + ab e jw
=
1 + a 2 + b 2 + 2a (1 + b) cos w + 2b cos2w Using equation (8.52)
Chapter 8 - Fourier Series & Fourier Transform of Discrete Time Signals 8. 32
1 + aa + (a + ab + a )cos w + b cos2w
The real part, H r ( e jw ) =
1 + a 2 + b 2 + 2a (1 + b )cos w + 2b cos2w
( ab + a - a)sin w + b sin 2w
The imaginary part, H i (e jw ) =
1 + a 2 + b 2 + 2a (1 + b )cos w + 2b cos2w
The magnitude and phase response are calculated for r = 0.5 & 0.9 and w0 = p/4, and tabulated in
table 8.5. Using the calculated values, the |H(ejw)| and ÐH(ejw) are sketched graphically for r = 0.5 & 0.8
and w0 = p/4 as shown in fig 8.5 . From the plots it can be infered that the second order system behaves
as a resonant filter (or bandpass filter). The magnitude response shows a sharp peak close to the frequency
w = w0 = p/4, which is called resonant frequency.
1/ 2
F 2
cos w I
H ( e jw ) = GH 1 + a + b +1 +2aa(1++2ab)cos
2 2 J
w + 2b cos2w K
Ð H ( e jw -1
) = tan G
F (ab + a - a) sin w + b sin 2w I = LM 1 tan F (ab + a - a)sin w + b sin 2w I OP p
-1
H 1 + aa + (a + ab + a ) cosw + b cos2w JK MN p GH 1 + aa + (a + ab + a )cosw + b cos2w JK PQ
Case - i
p
r = 0.5, w 0 =
4
1/ 2
p F - 0.7072 cosw I
\ a = - r cos w 0 = -0.5 cos
4
= -0.3536 H(e jw ) = GH 1.5625 1.125
- 1.7678 cos w + 0.5 cos2w JK
2a = -0.7072; a 2 = 0125
.
p ÐH(e jw
L 1 F -0.5303 sinw + 0.25 sin2w I OP p
) = M tan G -1
a = - 2 r cosw 0 = - 2 ´ 0.5 cos
4
= -0.7071; a 2 = 0.5 MN p H 1.25 - 1.1491 cosw + 0.25 cos2w JK PQ
b = r 2 = 0.52 = 0.25; b 2 = 0.0625
Case - ii
p
r = 0.9, w 0 =
4
p 1/ 2
F - 1.2728 cosw I
\ a = - r cos w 0 = -0.9 cos
4
= -0.6364 H (e jw ) = GH 3.2761 1.405
- 4.6075 cosw + 1.62 cos2w JK
2a = -1.2728; a 2 = 0.405
p ÐH ( e jw
L 1 F -1.6674 sin w + 0.81 sin2w I OP p
) = M tan G -1
a = - 2 r cosw 0 = -2 ´ 0.9 cos
4
= -1.2728 ; a 2 = 1.62 MN p H 1.81 - 2.4247 cosw + 0.81 cos2w JK PQ
b = r 2 = 0.92 = 0.81; b 2 = 0.6561
8. 33 Signals & Systems
Table 8.5 : Continued...
r = 0.5 r = 0.9
w jw
|H(e )| ÐH(ejw ) jw
|H(e )| ÐH(ejw )
-8p
= -p 0.69 0 0.53 0
8
-7p
0.71 0.05p 0.55 0.06p
8
-6p
0.76 0.09p 0.59 0.1p
8
-5p
0.86 0.13p 0.7 0.17p
8
-4 p -p
= 1.03 0.16p 0.92 0.33p
8 2
-3p
1.27 0.15p 1.58 0.79p
8
-2p
1.41 0.09p 5.28 1.18p
8
-p
1.29 0.02p 1.18 0.15p
8
0 1.19 0 0.68 0
p
1.29 0.02p 1.18 0.15p
8
2p
1.41 0.09p 5.28 1.18p
8
3p
1.27 0.15p 1.58 0.79p
8
4p p
= 1.03 0.16p 0.92 0.33p
8 2
5p
0.86 0.13p 0.7 0.17p
8
6p
0.76 0.09p 0.59 0.1p
8
7p
0.71 0.05p 0.55 0.06p
8
8p
= p 0.69 0 0.53 0
8
Chapter 8 - Fourier Series & Fourier Transform of Discrete Time Signals 8. 34
5.0
4.0
3.0
2.0
r = 0.9
r = 0.5
1.0
0.75
0.5
0.25
ÐH(ejw) 1.2 p
0.8p
0.6p
0.4p
r = 0.9
0.2 p
r = 0.5
w -p 0 w
p -7p -6p -5p -4p -3p -2p p 2p 3p 4p 5p 6p 7p p
8 8 8 8 8 8 8 8 8 8 8 8 8 8
0.2 p
0.4p
0.6p
0.8 p
p
1.2p
Chapter 8 - Fourier Series and Fourier Transform of Discrete Time Signals 8. 36
8.7 Aliasing in Frequency Spectrum Due to Sampling
Let x(t) be an analog signal and X(jW) be Fourier transform of x(t).
Now by definition of continuous time inverse Fourier transform,
+¥
x( t ) =
1
2p -¥
z X(jW ) e jWt dW .....(8.53)
Let x(nT) be a discrete time signal obtained by sampling x(t) with sampling period, T.
\ x(nT) = x(t) t = nT
¥
=
1
2 p -¥ z
X(jW) e jWt dW
¥
t = nT Using equation (8.53)
=
1
2 p -¥ z
X(jW) e jWnT dW
( 2 m+1) p
Expressing the integration as summation of
infinite number of integrals.
F I
=
1 +¥
2 p m = -¥ å z
T
( 2 m-1) p
ee
X jW+
2p m
T jj e H
j W+
2p m
T
nT
K dW X ( jW ) in the interval
( 2 m - 1)p
to
( 2 m + 1) p
T T T
+ p/T
=
1 +¥
å
2 p m = -¥ z
- p /T
ee
X j W + 2 pTm jj e jWnT
e j2p mn dW
is identical with X(jW )
in the interval - p to + p
T T
+ p/T
=
1
2p å
+¥
m = -¥ - p / T
z X j
p
ee w
T
+
2p m
T jj e jwn
dw Since m and n are integers
ej2pmn =1
=
1
2p å
m = -¥
+p
+¥
1
T z
-p
ee
X j w
T
+
2p m
T jj e jwn
dw
The relation between analog
=
1
2p -p
z 1
T
+¥
å Xe je
m = -¥
w
T
+
2p m
T jj e jwn
dw
.....(8.54)
By the definition of inverse Fourier transform of a discrete time signal, the x(nT) can be written as,
+p
x( nT) =
1
2p z
-p
X(e jw ) e jwn dw .....(8.55)
+¥
1
=
T å Xe jeW + jj
m = -¥
2p m
T
.....(8.57)
In equation (8.57) if X(jW) is the original spectrum of analog signal, then X j W + 2 pTm
2p m 1
ee jj
is the frequency shifted version of X(jW), shifted by T
. In equation (8.57) the term T will scale the
ee
amplitude of the spectrum X j W + 2 pTm jj by a factor 1
T .
8. 37 Signals & Systems
jw
Therefore from equation (8.57) we can say that X(e ) is sum of frequency shifted and amplitude
scaled version of X(jW). In general we can say that the frequency spectrum of a discrete time signal
obtained by sampling continuous time signal will be sum of frequency shifted and amplitude scaled
spectrum of continuous time signal. This concept is illustrated in fig 8.7.
The frequency W of a continuous time signal can be converted to frequency w of a discrete time
signal by choosing the transformation, w = WT, where T is the sampling time, 1/T = Fs is the sampling
cyclic frequency, and 2pFs= Ws is the radian sampling frequency. (Refer Chapter-7, section 7.7.3 ).
In this transformation, the radian frequency w of sampled version of discrete time signal is unique
in the interval -p to +p, and the cyclic frequency f of sampled version of discrete time signal is unique in
the interval -1/2 to +1/2.
|X(jW)|
1
Wm 0 Wm W
Fig 8.7a : Spectrum of a continuous time signal x(t), with maximum frequency Wm.
|X(ejw)| W
s
> W
1 2 m
T
-2p + w m
2p - w m
2p + w m
4p - w m
w
-4p + w m
4p + w m
-2p - w m
- 4p + w m
|X(ejw)| W
s
< W Aliasing
1 2 m
T
w
4p - w m
6p - w m
-4p + w m
-2p + w m
2p - w m
p wm
-6p + w m
2p + w m
-2p - w m
x( t) =
1
2p z
-¥
+ p/T
X(jW) e jW t dW =
1
2p z
-p /T
X(jW) e jW t dW
Because X(jW) is zero outside
the interval - p / T to p / T
=
1
2p z
- p/T
+p /T
T X(e jw ) e jWt dW Substituting for X(jW)
from equation (8.59).
=
1
2p z
-p /T
T
+¥
å x(nT) e
n = -¥
- jwn
e jWt dW
Using the definition of Fourier
transform of discrete time signal.
8. 39 Signals & Systems
+p /T + p/T
x(t) =
1
2p z
-p /T
T
+¥
å x(nT) e
n = -¥
- jWTn
e jWt
dW =
T
2p
+¥
å x(nT)
n = -¥
z
- p/T
e jW ( t - nT) dW
T +¥
Le jW ( t - nT)
O + p /T
T +¥
Le j( p / T )( t - nT)
e j( - p / T)( t - nT) OP
=
2p å x(nT) MN j(t - nT) PQ
n = -¥
=
2p å x(nT) MN
n = -¥
j( t - nT)
-
j( t - nT) Q
- p /T
+¥
1 e LM j( p / T )( t - nT)
- e - j( p / T)( t - nT) OP
= å
n = -¥
x(nT)
( p / T)( t - nT) N 2j Q
+¥
sin ((p / T)( t - nT))
= å
n = -¥
x(nT)
(p / T)(t - nT)
.....(8.60)
The equation (8.60) can be used to reconstruct the original continuous time signal x(t) from its
samples and the equation (8.60) is also called ideal interpolation formula.
The concepts discussed above are summarized as sampling theorem given below.
Sampling Theorem : A bandlimited continuous time signal with maximum frequency Fm
hertz can be fully recovered from its samples provided that the
sampling frequency Fs is greater than or equal to two times the
maximum frequency Fm , ( .i.e., Fs ³ 2Fm ).
-F 2 -F c -F 1 0 F1 Fc F2 F -F 2 -F c -F1 0 F1 F c F2 F -F 2 -F c -F1 0 F1 Fc F2 F
The maximum frequency in the bandpass signal is F2. According to sampling theorem, to avoid
aliasing the bandpass signal has to be sampled at a sampling frequency greater than 2F2. When F2 happens
to be a very high frequency, then sampling rate will be very high. In order to avoid high sampling rates the
bandpass signals can be shifted in frequency to an equivalent lowpass signal and the equivalent lowpass
signal can be sampled at a lower rate.
A bandpass signal can be shifted in frequency by an amount Fc to convert the signal to an equivalent
lowpass signal, and when the upper cutoff frequency F2 is an integer multiple of bandwidth B, then the
equivalent lowpass signal can be sampled at a rate of 2B samples per second.When the upper cutoff
frequency F2 is not an integer multiple of bandwidth B, then the sampling rate has to be slighty increased
and go upto 4B.
In general, the bandpass signals with a bandwidth of B Hz can be sampled at a rate of 2B to 4B Hz.
Chapter 8 - Fourier Series and Fourier Transform of Discrete Time Signals 8. 40
8.8 Relation Between Z-Transform and Discrete Time Fourier Transform
The Z-transform of a discrete time signal x(n) is defined as,
+¥
X( z) = å x(n)z
n = -¥
-n
..... (8.61)
From equation (8.61) and (8.62) we can say that if we replace z by ejw in the Z-transform of x(n)
we get Fourier transform of x(n).
The X(z) can be viewed as a unique representation of the signal x(n) in the complex z-plane.
In z-plane, the point z = ejw, represents a point with unit magnitude and having a phase of w. The range
of digital frequency w is 0 to 2p. Hence we can say that, the points on unit circle in z-plane are given
by z = ejw, when w is varied from 0 to 2p. Therefore the Fourier transform of a discrete time signal x(n)
can be obtained by evaluating the Z- transform on a circle of unit radius as shown in equation (8.63).
¥ ¥
\ X(e jw ) = X( z)
z=e jw = å x(n) z
n = -¥
-n
jw
= å x(n) e
n = -¥
- jwn .....(8.63)
z=e
jw
It is important to note that X(z) exists for z = e if unit circle is included in ROC of X(z). Therefore
the Fourier transform can be obtained from Z-transform by evaluating X(z) at z = ejw, if and only if ROC
of X(z) includes the unit circle. Fourier transform of some of the common signals that can be obtained
from Z-transform are listed in table 8.6.
Table - 8.6 : Some Common Z-transform and Fourier Transform Pairs
d(n) 1 1
z e jw
an u(n) ; a <1
z-a jw
e - a
az a e jw
n an u(n) ; a <1
( z - a) 2 ( e jw - a ) 2
az (z + a) a e jw (e jw + a)
n2 an u(n) ; a <1
( z - a) 3 (e jw - a) 3
z e jw
e- at u(t) e- anT u(nT) ; e - aT < 1
z - e - aT e jw - e - aT
z T e - aT e jw T e - aT
- at - anT - aT
te u(t) nTe u(nT) ; e <1 ( z - e - aT ) 2 (e jw - e - aT ) 2
8. 41 Signals & Systems
Example 8.3
Find the Fourier transform of x(n), where x(n) = 1 ; 0 £ n £ 4
= 0 ; otherwise
Solution
By the definition of Fourier transform,
Using finite geometric
+¥ 4
1 - e - j 5w
X(e jw ) = å x(n) e- jwn = å x(n) e- jwn =
1 - e- jw
series sum formula,
N-1
1 - CN
åC
n = -¥ n= 0 n
=
n= 0
1 - C
Fe j5 w - j5 w
Ie - j5w
1-
- j 5w
e 2
- j5w
e 2
GH 2 - e 2
JK 2
= =
1- e
- jw - jw
Fe jw - jw
Ie - jw
2 e 2
GH 2 - e 2
JK 2
F 2j sin 5w I - j5 w jw sin
5w
- j4 w sin
5w
G
= G 2 J e +
2 e 2 = 2 e- j2w e jq - e - jq
w J
2 2 =
w w sin q =
GH 2 j sin J
2 K
sin
2
sin
2
2j
Example 8.4
Determine the Fourier transform of the signal x(n) = a|n| ; 1 < a <1
Solution
The signal x(n) can be expressed as sum of two signals x1(n) and x2(n) as shown below.
\ x(n) = x1(n) + x2(n)
1 LMF 1 I n
FG 1 IJ OP u(n) ; for all n
n
Given that, x(n) =
2 MNGH 2 JK +
H 4 K PQ
\ x(n) =
1 LF 1 I
MG J
n
F 1 I O 1 FG 1 IJ + 1 FG 1 IJ
+ G J P =
n n n
; for n ³ 0
2 MNH 2 K H 4 K PQ 2 H 2 K 2 H 4 K
By definition of Fourier transform,
+¥ +¥ LM 1 F 1I + 1 F 1I OP e
n n
X(ejw ) = å x(n) e - jwn
= å MN 2 GH 2 JK 2 GH 4 JK PQ
- jwn
n = -¥ n= 0
1 ¥
F 1I
å GH 2 JK
n
1 ¥
FG 1IJ e = 1 å FG 1 e IJ
n ¥ n
1 ¥
F 1 e IJ n
2 å H 4K å GH 4
- jw - jw
= e- jwn + - jwn
+
2 n= 0 n= 0
2 H2 K n= 0
2 n= 0
K
1 1 1 1 Using infinite geometric
= + series sum formula
2 1 - 1 e - jw 2 1 - 1 e - jw
¥
1
2 4
å Cn =
1 - C
L1 - 1 - jw 1 - jw OP n= 0
1 M
e + 1 - e
= M
2 MF
4
1 - jw
2
IJ FG
1 - jw IJ PPP
MN GH1 - 2
e 1 -
4
e
KH KQ
L 3 - jw OP
1 M
2 - e 1 - 0.375 e- jw
= M
2 MF 1 - jw
4
1 - jw 1 - j2w IJ PPP = 1 - 0.75 e- jw + 0.125 e- j2w
MN GH1 - 4
e -
2
e +
8
e
KQ
Example 8.6
Compute the Fourier transform and sketch the magnitude and phase function of causal three sample
sequence given by,
1
x(n) = ;0 £ n £ 2
3
= 0 ; else
Solution
Let, X(ejw) be Fourier transform of x(n).
Now by definition of Fourier transform,
+¥ 2
X(e jw ) = å x(n) e - jwn
= å x(n) e - jwn
n = -¥ n= 0
1 1 - jw 1 - j2w
= x(0) e0 + x(1) e- jw + x(2) e- j2w = + e + e
3 3 3
e± jq = cos q ± j sin q
1 1 1
= + (cos w - jsin w ) + (cos 2w - jsin 2w )
3 3 3
1 1
= (1 + cos w + cos 2w ) - j (sin w + sin 2w )
3 3
The X(ejw) is evaluated for various values of w and tabulated in table 1. The magnitude and phase of X(ejw) for
various values of w are also listed in table 1. Using the values listed in table 1, the magnitude and phase function are
sketched as shown in fig 1 and fig 2 respectively.
8. 43 Signals & Systems
Table 1 : Frequency Response of the System
p
0.877 j0.363 = 0.949 Ð0.392 = 0.949 Ð0.125p 0.949 0.125p
8
2p
0.569 j0.569 = 0.805 Ð0.785= 0.805 Ð0.25p 0.805 0.25p
8
3p
0.225 j0.544 = 0.587 Ð1.179= 0.587 Ð0.375p 0.587 0.375p
8
4p p
= 0 j0.333 = 0.333 Ð1.571= 0.333 Ð0.5p 0.333 0.5p
8 2
5p
0.03 j0.072 = 0.078 Ð1.966= 0.078 Ð0.625p 0.078 0.625p
8
6p
0.098 j0.098 = 0.139 Ð0.785= 0.139 Ð0.25p 0.139 0.25p
8
7p
0.261 + j0.108 = 0.282 Ð0.392 = 0.282 Ð0.125p 0.282 0.125p
8
8p
= p 0.333 + j0 = 0.333 Ð0 = 0.333 Ð0 0.333 0
8
9p
0.261 j0.108 = 0.282 Ð0.392 = 0.282 Ð0.125p 0.282 0.125p
8
10p
0.098 + j0.098 = 0.139 Ð0.785 = 0.139 Ð0.25p 0.139 0.25p
8
11p
0.03 + j0.072 = 0.078 Ð1.966 = 0.078 Ð0.625p 0.078 0.625p
8
12p 3p
= 0 + j0.333 = 0.333 Ð1.571 = 0.333 Ð0.5p 0.333 0.5p
8 2
13p
0.225 + j0.544 = 0.589 Ð1.179 = 0.589 Ð0.375p 0.589 0.375p
8
14p
0.569 + j0.569 = 0.805 Ð0.785 = 0.805 Ð0.25p 0.805 0.25p
8
15p
0.877+ j0.363 = 0.949 Ð0.392 = 0.949 Ð0.125p 0.949 0.125p
8
16p
= 2p 1 + j0 = 1Ð0 1 0
8
Note : The function X(ejw) is calculated using complex mode of calculator. The magnitude and phase are
calculated using rectangular to polar conversion technique.
Chapter 8 - Fourier Series and Fourier Transform of Discrete Time Signals 8. 44
jw
|X(e )| ÐX(ejw)
1.0 0.75 p
0.8 0.50 p
0.6 0.25 p
0.4 0
p p 3p 2p w
2
0.2 0.25p 2
0 0.50p
p p 3p 2p w
2 2 0.75p
Fig 1 : Magnitude of X(ejw). Fig 2 : Phase of X(ejw).
Example 8.7
Find the convolution of the sequences, x1(n) = x 2 (n) = RS1, 1, 1UV
T A W
Solution
+¥ +1
X1(e jw ) = å x (n) e 1
- jwn
= å x (n)e1
- jwn
= e jw + 1 + e- jw
n = -¥ n = -1
= e j2w + e jw + 1 + e jw + 1 + e- jw + 1 + e- jw + e- j2w
= e j2w + 2e jw + 3 + 2e - jw + e - j2w .....(1)
By definition of Fourier transform,
+¥
X(ejw ) = å x(n) e - jwn
= ..... x(-2) ej2w + x(-1) e jw + x(0)
n = -¥
Example 8.9
Find the inverse Fourier transform of the frequency response of first order system, H(ejw) = (1 a ejw)1 .
Solution
1
Given that, H(e jw ) = (1 - a e - jw )-1 =
1 - a e - jw
Using Taylor series expansion, the above equation of H(ejw) can be expanded as shown below.
= ..... + h(-2) ej2w + h(-1) ejw + h(0) + h(1) e- jw + h(2) e- j2w + ..... .....(2)
jw
On comparing the two expressions for H(e ) [equation (1) and (2)] we can say that the samples of h(n) are the
coefficients of ejwn.
\ h(n) =
RS1, a, a ,....., a ,......UV
2 k
TA W
h(n) =
RSa ; n ³ 0 Þ
n
h(n) = anu(n)
T0 ; n < 0
Example 8.10
1 e jw + 1 + e- jw
Determine the output sequence from the output spectrum Y(ejw), where Y(e jw ) =
3 1 - a e- jw
Solution
jw
The output sequence y(n) is obtained by taking inverse Fourier transform of Y(e ).
Y(e jw ) =
1 e jw + 1 + e- jw
=
1 ejw
+
1 LM+
e- jw OP
- jw - jw - jw
3 1 - ae 3 1 - ae 1 - ae N 1 - a e - jw Q
1
Y(e jw ) = Y1(e jw ) + Y2 (e jw ) + Y3 (ejw )
3
e jw 1 e- jw
where, Y1(ejw ) = - jw
; Y2 (e jw ) = - jw
and Y3 (ejw ) =
1 - ae 1 - ae 1 - a e- jw
Let, y1(n) = F1{Y1(ejw)} ; y2(n) = F1{Y2(ejw)} ; y3(n) = F1{Y3(ejw)}
By Taylor's series expansion we get,
1 u(n) = 1 for n ³ 0
Y2 (e jw ) = = 1 + a e- jw + a2e- j2w + a 3 e- j3w + .....
1 - a e- jw = 0 for n < 0
+¥ +¥
= åa n
e- jwn = åa n
u(n) e- jwn .....(1)
n= 0 n = -¥
Chapter 8 - Fourier Series and Fourier Transform of Discrete Time Signals 8. 46
By definition of Fourier transform we can write,
+¥
Y2 (e jw ) = å y (n) e 2
- jwn
.....(2)
n = -¥
y2(n) = an u(n)
e jw
Here, Y1(e jw ) = = e jw Y2 (e jw )
1 - a e - jw
\ y1(n) = a(n + 1) u(n + 1) Using shifting property
- jw
e
Here, Y3 (e jw ) = = e - jw Y2 (e jw )
1 - a e - jw
\ y 3 (n) = a(n - 1) u(n - 1) Using shifting property
\ y(n) = F -1{Y(e jw )} = F -1
RS 1 Y1(e jw ) + Y2 (e jw ) + Y3 (ejw )
UV
T3 W
1
= F -1{Y1(w )} + F -1{Y2 (w)} + F -1{ Y3 (w)}
3
1
= y1(n) + y 2 (n) + y 3 (n)
3
1 (n + 1)
= [a u(n + 1) + an u(n) + a(n - 1) u(n - 1)]
3
Example 8.11
If X(ejw) = ej1.5w ; | w | £ 1
=0 ; 1£ w £ p, Find x(n) and plot.
Solution
The x(n) is obtained by taking inverse Fourier transform of X(ejw).
By definition of inverse Fourier transform,
+p +1
x(n) =
1
2p z
-p
X(e jw ) ejwn dw =
1
2p z
-1
e- j15
. w
e jwn dw
+1
LM e OP = 1 e
. ) 1
=
1
2p z
-1
ejw(n - 15
. )
dw =
1
2p N j(
jw (n - 15
n - 15)
. Q j2p(n - 15)
-1
.
j(n - 15
. )
- e - j(n - 15
. )
=
1 LM e j(n - 15
. )
- e - j(n - 15
. ) OP = 1 sin(n - 15) .
p(n - 15)
. N 2j Q p(n - 15).
sin(n - 15)
.
= ; for all n
p(n - 15)
.
The signal x(n) is an infinite duration signal and can be evaluated for all integer values of n in the range
n = ¥ to + ¥. Here x(n) is evaluated for n = 3 to + 6 and plotted.
sin(n - 15)
. Note : Evaluate sin(n 1.5) by keeping
x(n) =
p(n - 15)
. calculator in radians mode
8. 47 Signals & Systems
sin(-3 - 15)
. sin(2 - 15)
.
n = -3 ; x(n) = = -0.069 n = 2 ; x(n) = = 0.305
p(-3 - 15)
. p(2 - 15)
.
sin(-2 - 15)
. sin(3 - 15)
.
n = -2 ; x(n) = = -0.032 n = 3 ; x(n) = = 0.212
p(-2 - 15)
. p(3 - 15)
.
sin(-1 - 15). sin(4 - 15)
.
n = -1 ; x(n) = = 0.076 n = 4 ; x(n) = = 0.076
p( -1 - 15)
. p(4 - 15)
.
sin(0 - 15)
. sin(5 - 15)
.
n = 0 ; x(n) = = 0.212 n = 5 ; x(n) = = -0.032
p(0 - 15)
. p(5 - 15)
.
sin(1 - 15)
. sin(6 - 15)
.
n = 1 ; x(n) = = 0.305 n = 6 ; x(n) = = -0.069
p(1 - 15)
. p(6 - 15)
.
x(n)
0.2
0.1
3 2 1 0 1 2 3 4 5 6 n
Example 8.12
1
Find x(n), if X(e jw ) =
1 - jw
1- e
2
Solution
1
Given that, X(ejw ) =
1 - jw
1 - e
2
By Taylor's series expansion we can write,
X(e jw ) =
1
= 1 +
1 - jw
e +
FG 1 e IJ - jw
2
+
FG 1 e IJ
- jw
3
+ .....
1 -
1 - jw
e 2 H2 K H2 K
2
= å
¥
FG 1 e IJ
- jw
n
= å
¥
FG 1IJ e
n
- jwn
..... (1)
n= 0
H2 K n= 0
H 2K
By definition of Fourier transform we can write,
¥
X(e jw ) = å x(n) e - jwn
; for n ³ 0 ..... (2)
n= 0
x(n) =
FG 1IJ n
u(n) ; for all n
LMor x(n) =
FG 1IJ n
; for n ³ 0
OP
H 2K MN H 2K PQ
Chapter 8 - Fourier Series and Fourier Transform of Discrete Time Signals 8. 48
Example 8.13
If H(ejw) = 1 ; w £ w0
= 0 ; |w0| < w £ p, Find the impulse response h(n).
Solution
The impulse response h(n) can be obtained by taking inverse Fourier transform of H(ejw).
p w0
LM e OP
w0
h(n) =
1
2p z
-p
H(e jw ) e jwn dw =
1
2p z
-w 0
ejwn dw =
1
2p
jwn
N jn Q -w 0
=
1
e jw 0n - e- jw 0n =
1 LM e jw 0 n
- e - jw 0n OP =
sin w 0n
except when n = 0
j2 pn pn MN 2j PQ pn
When n = 0; h(n) can be evaluated using L' Hospitals rule. L' Hospitals rule
Example 8.14
Find the transfer function of the second order recursive filter in frequency domain whose impulse response is
h(n) = rn cos(w0n) u(n) for all n.
Solution
The transfer function of a system is the Fourier transform of impulse response.
By definition of Fourier transform,
+¥ +¥ u(n) = 1 for n ³ 0
H(e jw ) = å h(n) e - jwn
= år n
cos w 0n e - jwn = 0 for n < 0
n = -¥ n= 0
+¥
Le jw 0n
+ e- jw 0n OP 1 +¥
= å r MM n
e- jwn =
PQ å rn ejw 0n e- jwn + rn e- jw 0n e- jwn
n= 0 N 2 2 n= 0
+¥ ¥
1 n 1 n
=
2 å r e jw 0 e- jw +
2 å r e- jw 0 e- jw
n= 0 n= 0
For |r| < 1, we can apply the infinite geometric series sum formula to give,
1 1 1 1 1
LM 1 - r e - jw 0
e - jw + 1 - r ejw 0 e- jw
OP
H(e jw ) = + =
2 1 - r e jw 0 e - jw 2 1 - r e - jw 0 e - jw 2 MN e1 - r e jw 0
e - jw
j e1 - r e e - jw 0 - jw
j PQ
1 2 - r e - jw e - jw 0 + e jw 0
e 1 j
2 - r e - jw jw 0
ee + e j - jw 0
= =
2 1 - r e - jw 0 e - jw - r e jw 0 e- jw + r2 e- j2w 2 1 - r e - jw e jw 0 e + e - jw 0
j+r e 2 - j2 w
1 2 - r e - jw 2 cos w 0 1 r cos w 0 e- jw
= - jw 2 - j 2w
=
2 1 - r e 2 cos w 0 + r e 1 - 2r cos w 0 e - jw + r 2 e- j2w
8. 49 Signals & Systems
Example 8.15
1
Find the output spectrum of an LTI system, if input x(n) = ; -1 £ n £ 1
3
= 0 ; else
Example 8.16
The impulse response of an LTI system is h(n) = {1, 2, 1, 1}. Find the response of the system for the input
x(n) = {1, 2, 3, 1}
Solution
The response y(n) of the system is given by convolution of x(n) and h(n).
\ y(n) = x(n) * h(n) ..... (1)
By convolution theorem of Fourier transform we get,
jw jw
F{x(n) * h(n)} = X(e ) H(e ) ..... (2)
From equations (1) and (2) we can write,
F{y(n)} = X(ejw) H(ejw)
Let F{y(n)} = Y(ejw) ; \ Y(ejw) = X(ejw) H(ejw)
\ y(n) = F1{Y(ejw)} = F1{X(ejw) H(ejw)}
By definition of Fourier transform, we can write
+¥ 3
X(e jw ) = å x(n) e - jwn
= å x(n) e - jwn
n = -¥ n= 0
n = -¥ n= 0
n = -¥
= ..... y(0) e0 + y(1) ejw + y(2) ej2w + y(3) ej3w + y(4) ej4w + y(5) ej5w + y(6) ej6w + ..... ..... (4)
On comparing equations (3) and (4) we get,
y(n) = {1, 4, 8, 8, 3, 2, 1}
Example 8.17
Determine the impulse response and frequency response of the LTI system defined by, y(n) = x(n) + b y(n 1).
Solution
a) Impulse Response
Y (z )
The impulse response h(n) is given by inverse Z-transform of H(z), where, H(z) = X(z) .
Y (z) 1
\ H(z) = = .....(2)
X(z) 1 - b z -1
On taking inverse Z-transform of equation (2) we get,
h(n) = Z 1 {H(z)} = bn u(n)
The impulse response, h(n) = bn u(n), for all n.
b) Frequency Response
The frequency response H(ejw) is obtained by evaluating H(z) when z = ejw.
1 1
\ Frequency response, H(e jw ) = H(z) z = e jw = =
1 bz 1 z = e jw 1 be jw
The magnitude function of H(ejw) is defined as,
N1 - b e - jw
1 - be Q N1 - b e - b e
jw jw - jw
+ b2 Q
1
L OP 2
e jq + e -jq
= M
1 1
cos q =
MN1 + b - bde + e i PQ d1 + b - 2b cos wi
2 jw - jw
2
1
2
2
MN H (e ) PQ
r
jw
where, Hi(ejw) = Imaginary part of H(ejw) and Hr(ejw) = Real part of H(ejw)
To separate the real parts and imaginary parts of H(ejw), multiply the numerator and denominator by the complex
conjugate of the denominator.
8. 51 Signals & Systems
1 1 - b e jw 1 - b e jw
\ H(e jw ) = ´ =
1 - be - jw 1 - b e jw 1 - b e jw - b e - jw + b 2
1 b(cos w + jsin w ) 1 b cos w jb sin w
= =
d
1 + b 2 - b e jw + e- jw i 1 + b 2 - 2b cos w
1 b cos w b sin w
= j
1 + b 2 2b cos w 1 + b 2 - 2b cos w
b sin w 1 b cos w
\ Hi(e jw ) = and Hr (e jw ) =
1 + b 2 - 2b cos w 1 + b 2 - 2b cos w
n = ¥
+¥ ¥ ¥ u(n) = 1; n ³ 0
- jw n
= å 0.6 n
u(n) e- jwn = å 0.6 n
e- jwn = å d0.6 e i = 0; n < 0
n = ¥ n= 0 n= 0
Using infinite geometric series sum formula
¥
1 1
=
1 - 0.6 e - jw åCn =
1 - C
when |C| < 1
n= 0
Here H(ejw) is a complex function of w. To separate real and imaginary parts of H(ejw), multiply the numerator and
denominator by the complex conjugate of the denominator.
1 1 - 0.6 e jw
\ H(e jw ) = - jw
´
1 - 0.6 e 1 - 0.6 e jw
1
LF 1 0.6 cos w I F 0.6 sin w I OP 2 2 2
=
d1 + 0.36 cos w - 12. cos w + 0.36 sin wi
2 2 2
136
. - 12
. cos w
Chapter 8 - Fourier Series and Fourier Transform of Discrete Time Signals 8. 52
1
136
. - 12
. cos w
1
=
b1 + 0.36 - 12. cos wg 2
=
1
136
. - 12
. cos w 1
b136
. . cos w g
- 12 2
ÐH(e jw ) = tan-1
LM Hi(ejw ) OP = tan-1
LM -0.6 sinw OP
MNHr(ejw ) PQ N 1 - 0.6 cos w Q
Example 8.19
A system has impulse response h(n) given by, h(n) = - 0.25 d(n + 1) + 0.5 d(n) - 0.25 d(n - 1) .
a) Is the system BIBO stable? b) Is the system causal? Justify your answer. c) Find the frequency response.
Solution
We know that, d(n) = 1 ; when n = 0
= 0 ; when n ¹ 0
Let us evaluate h(n) for different values of n.
From the above analysis, we can infer that h(n) = 0 for n < 1 & n > 1, and
h( -1) = - 0.25, h(0) = 0.5, h(1) = - 0.25
\ Im pulse response, h(n) = l-0.25, 0.5, q
- 0.25
A
a) Check for Stability
+¥
For stability of a system, å h(n) < ¥
n = -¥
+¥
+¥
Since å h(n) < ¥, the system is BIBO stable.
n = -¥
In a causal system the present output should depend only on present and past inputs or outputs, and should not
depend on future inputs or outputs. In the given system the response h(n) at any value of n depends on the future input
d(n+1). Hence the system is noncausal.
c) Frequency Response
The frequency response, H(ejw) is given by the Fourier transform of h(n).
8. 53 Signals & Systems
By definition of Fourier transform,
+¥
The frequency response, H(e jw ) = F h(n) = l q å h(n) e - jwn
= h(-1) ejw + h(0) + h(1) e- jw
n = -¥
Example 8.20
A causal system is represented by the following difference equation.
1 1
y(n) + y(n - 1) = x(n) + x(n - 1)
4 2
Find the system transfer function H(z), the impulse response and frequency response of the system.
Solution
a) System Transfer Function
Y (z )
The system transfer function, H(z) =
X(z)
1 1
Given that, y(n) + y(n - 1) = x(n) + x(n - 1)
4 2
Let, Z {y(n)} = Y(z), \ Z{y(n 1)} = z1 Y(z)
Let, Z {x(n)} = X(z), \ Z{x(n 1)} = z1 X(z)
On taking Z-transform of the difference equation governing the system we get,
1 -1 1 -1
Y (z) + z Y(z) = X(z) + z X(z)
4 2
FG
Y(z) 1 +
1 -1
z
IJ FG
= X(z) 1 +
1 -1
z
IJ
H 4 K H 2 K
1 -1
1 + z
Y(z) 2
\ System transfer function, H(z) = =
X(z) 1 -1
1 + z
4
b) Impulse Response
1 -1 z -1 z +
1 FG IJ 1
z + On dividing numerator by
H(z) =
1 +
2
z
=
2 H K = 2 denominator we get, 1
1 +
1 -1
z z -1 z +
1 FG IJ z +
1
4 4 H K 4 z +1/4 z +1/2
z +1/4
1
1 -1 z 1/4
= 1 + 4 = 1 + z
z +
1 4
z -
FG - 1 IJ z +
1 1
4 H 4K \ 2 = 1 + 4
1 1
z + z +
4 4
Chapter 8 - Fourier Series and Fourier Transform of Discrete Time Signals 8. 54
If Z
RS z UV = a n
u(n) then by time shifting property, Z z -1
RS z UV = a (n - 1)
u(n - 1)
Tz - a W T z - a W
On taking inverse Z-transform of H(z) we get,
(n - 1) (n - 1)
h(n) = d(n) +
1
-
1FG IJ = d(n) -
FG - 1 IJ FG - 1 IJ u(n - 1) = d(n) -
FG - 1 IJ u(n - 1)
n
4 4 H K H 4K H 4K H 4K
c) Frequency Response
The frequency response H(ejw) is the Fourier transform of h(n), or H(ejw) is obtained by evaluating H(z) at z = ejw,
Y(e jw )
or H(ejw) is given by .
X(e jw )
Method 1
By definition of Fourier transform,
l q
+¥ +¥ F d(n) - F - 1I n I
H(e jw ) = F h(n) = å h(n) e
n = -¥
- jwn
= å
n = -¥
GH GH 4 JK u(n - 1) e- jwn
JK
=
+¥
å d(n) e - jwn
-
+¥
å
FG - 1 IJ u(n - 1) e
n
- jwn
n = -¥ n = -¥
H 4K
d(n) = 1 ; n = 0
F F 1I
\
+¥
F 1I e n +¥ n I
= 1 - å GH - 4 JK - jwn
= 1 - G å G- J e
H H 4K
- jwn
- 1 JK =0;n¹0
u(n 1) = 1 ; n ³ 1
n=1 n=0
=0;n<1
= 1 -
+¥
å
FG FG - 1 IJ e - jw IJ + 1
n
n=0 HH 4 K K
By infinite geometric series sum formula,
FG
2 1 +
1 - jw
e - 1
IJ
jw
H(e ) = 2 -
1
= 2 -
1
=
H 4 K
1 -
FG IJ
-
1 - jw
e 1 +
1 - jw
e 1 +
1 - jw
e
H K4 4 4
1 - jw 1 - jw
2 + e -1 1 + e
= 2 = 2
1 - jw 1 - jw
1 + e 1 + e
4 4
Method 2
1 -1 1 - jw
1 + z 1 + e
The frequency response, H( ejw ) = H( z) = 2 = 2
w
z = ej 1 -1 1 - jw
1 + z 1 + e
4 z = ej
w 4
Method 3
1 1
Given that, y(n) + y(n - 1) = x(n) + x(n - 1)
4 2
On taking Fourier transform,
Y(e jw ) +
1 - jw 1
e Y(e jw ) = X(ejw ) + e- jw X(e jw ) Þ Y(ejw ) 1+
LM 1 - jw
e
OP 1
= X(ejw ) 1+ e- jw
LM OP
4 2 N 4 Q 2 N Q
1 - jw
1 + e
Y(ejw ) 2 jw
\ Frequency response, H(e ) = jw
=
X(e ) 1
1+ e- jw
4
8. 55 Signals & Systems
Magnitude and Phase Function 1
LM
Magnitude function, H(e jw ) = H(ejw ) H* (ejw ) 2 , OP where H* (e jw ) is conjugate of H(e jw )
N Q
1 1
LM 1 + 1 - jw
e 1 +
1 jw
e
OP 2 LM 1 + 1 e jw
+
1 - jw
e +
1 OP 2
2 2 2 2 4
= MM 1 - jw
´
1 jw PP =M
MMN 1 + 41 e
jw 1 - jw 1 PP
N1 + 4
e 1 +
4
e
Q +
4
e +
16 PQ
1 1
LM 1 + 1 (e jw
+ e - jw ) +
1 OP 2 LM 5 + cos w OP 2
e jq + e -jq
= MM 12 4
PP =M 4
MMN 17 P cos q =
cos w P
jw 1 1 2
+ e - jw ) +
MN 1 + 4 (e 16 PQ 16
+
2 PQ
Hi (e jw )
The phase function of H(ejw) is defined as, ÐH(e jw ) = tan-1
Hr (e jw )
where, Hi(ejw) = Imaginary part of H(ejw) and Hr(ejw) = Real part of H(ejw).
In order to separate the real part and imaginary parts of H(ejw), multiply the numerator and denominator of H(ejw)
by the conjugate of denominator of H(ejw).
1 - jw 1 jw 1 jw 1 - jw 1
1 + e 1 + e 1 + e + e +
\ H(e jw ) = 2 ´ 4 = 4 2 8
1 - jw 1 jw 1 jw 1 - jw 1
1 + e 1 + e 1+ e + e +
4 4 4 4 16
9 1 1
+ (cos w + j sin w ) + (cos w - j sin w)
= 8 4 2 e± jq = cos q ± j sin q
17 1 jw
+ ( e + e- j w )
16 4
9 1 1 1 1
+ cos w + cos w + j sin w - j sin w
= 8 4 2 4 2
17 1
+ cos w
16 2
9
+
3
cos w j -
1
sin w
FG IJ
= 8 4 +
4 H K
17 1 17 1
+ cos w + cos w
16 2 16 2
9 3 1
+ cos w - sin w
\ Hr (e jw ) = 8 4 and Hi(e jw ) = 4
17 1 17 1
+ cos w + cos w
16 2 16 2
1LMsin w
OP
PP = tan LMN 9 2 sin w O
Hi (e jw ) 4
jw
Phase function, ÐH(e ) = tan -1
jw
Hr (e )
= tan -1
9 MM
3
-1
P
+ 6 cos w Q
+ cos w
8 4MN PQ
Example 8.21
Find the frequency response of the LTI system, governed by the difference equation,
y(n) a1 y(n 1) a2 y(n 2) = x(n)
Solution
Y(ejw ) 1
\ Frequency response, H(ejw ) = =
X(e jw ) 1 - a1 e- jw - a2 e- j2w
\ |H(e jw
)| = M
L 1
´
1 OP 2
MN 1 a e - a e1
- jw
1 a e - a e PQ
2
j2w
1
jw
2
j2w
1
L
= M
1 OP 2
jw j 2w - jw jw - j2 w - jw
N 1- a e - a e - a e + a + a a e - a e + a a e + a Q
1 2 1
2
1 1 2 2 1 2
2
2
1
L
= M
1 OP 2
jw - jw j 2w - j 2w jw - jw
N 1 - a 1(e + e ) - a ( e + e ) + a + a2a ( e + e ) + a Q 2
1 1 2
2
2
1
L
= M
1 OP 2
N 1 2a cos w
1 2a cos2 w + a + a +
2 2a a cos w Q 2
1
2
2 1 2
1
L 1 O 2 .....(1)
N 1 + a + a + 2a (a - 1)cos w - 2a cos 2w PQ
= M 2 2
1 2 1 2 2
Hi (e jw )
The Phase function of H(e jw ) is defined as, ÐH(e jw ) = tan-1
Hr (e jw )
where, Hi(ejw) = Imaginary part of H(ejw) and Hr(ejw) = Real part of H(ejw)
To separate the real and imaginary parts, multiply the numerator and denominator of H(ejw) by the conjugate of the
denominator of H(ejw).
1 1 - a1 e jw - a2 e j2w
\ H(e jw ) = - jw - j2 w
´ .....(2)
1 - a1 e - a2 e 1 - a1 e jw - a2 e j2w
Using equation (1), the equation (2) can be written as,
1 - a1 e jw - a2 ej2w
H(e jw ) =
1 + a12 + a 22 + 2a1(a 2 - 1) cos w - 2a 2 cos 2w
1 - a1(cos w + j sin w) - a2 (cos 2w + j sin 2w)
=
1 + a12 + a 22 + 2a1(a 2 - 1) cos w - 2a 2 cos 2w
1 - a1 cos w - a 2 cos 2w
=
1 + a12 + a 22 + 2a1(a 2 - 1) cos w - 2a 2 cos 2w
-a1 sin w - a 2 sin 2w
+ j
1 + a12 + a 22 + 2a1(a 2 - 1) cos w - 2a 2 cos 2w
1 - a1 cos w - a2 cos 2w
\ Hr (ejw ) =
1 + a12 + a22 + 2a1 a2 - 1 cos w - 2a2 cos 2w b g
-a1 sin w - a2 sin 2w
Hi (w) =
b
1 + a12 + a22 + 2a1 a2 - 1 cos w - 2a2 cos 2w g
The phase function, Ð H(e jw ) = tan -1
Hi (e ) jw
= tan1
LM -a1 sin w - a2 sin 2w OP
Hr (e jw ) N 1 - a1 cos w - a2 cos 2w Q
8. 57 Signals & Systems
Example 8.22
The impulse response of an LTI system is given by h(n) = r n cos(w0n) u(n). Find the frequency response of the
system.
Solution
The frequency response H(ejw) is obtained by taking Fourier transform of h(n). For the solution of H(ejw) refer
example 8.14.
1 - r cos w 0 e - jw
Frequency response, H(e jw ) =
1 - 2r cos w 0 e - jw + r 2 e - j2w
Let, r cos w0 = a ; 2r cos w0 = a ; and r2 = b.
1 + a e - jw
\ H(e jw ) =
1 + a e - jw + b e - j2 w
The function H(ejw) is same as frequency response of standard second order system. Hence refer section 8.6.5.
Example 8.23
An LTI system is described by the difference equation, y(n) = ay(n 1) + bx(n). Find the impulse response,
magnitude function and phase function. Solve b, if |H(ejw)| = 1. Sketch the magnitude and phase response for a = 0.9
Solution
a) To Find Impulse Response
Let, Z{x(n)} = X(z), Z{y(n)} = Y(z), \Z{y(n 1)} = z1 Y(z).
Given that, y(n) = ay(n 1) + bx(n).
On taking Z-transform we get,
b b
\ Frequency response, H(e jw ) = H(z) z = e jw = =
1 - az -1 z= e jw 1 - a e - jw
1 1
LM
Magnitude function, |H(e jw )| = H(e jw ) ´ H*(e jw )OP = LM b ´ b OP2 2
N Q N1 a e 1 ae Q jw jw
1
1
=
LM b 2OP = LM b
OP2 2 2
N 1 ae ae + a Q N1 + a ade + e i PQ
jw jw
M 2 2 jw jw
=
LM b 2 OP = b 2
2
N1 + a 2a cos w Q 1 + a - 2a cos w 2
Chapter 8 - Fourier Series and Fourier Transform of Discrete Time Signals 8. 58
The phase function is defined as,
ÐH(e jw ) = tan -1
LM H (e ) OP
i
jw
MN H (e ) PQ ;
r
jw where, Hi(ejw) and Hr(ejw) are imaginary and real parts of H(ejw).
To separate real and imaginary parts of H(ejw), multiply the numerator and denominator of H(ejw) by the complex
conjugate of the denominator.
b 1 - a e jw b - ab e jw b ab(cos w + jsin w)
\ H(e jw ) = - jw
´ jw
= =
1 - ae 1 - ae 1 - a e jw - a e - jw + a 2 1 + a 2 - a(e jw + e - jw )
b ab cos w - jab sin w b ab cos w - ab sin w
= = + j
1 + a 2 - 2a cos w 1 + a 2 - 2a cos w 1 + a 2 - 2a cos w
b
\ = 1 or b = 1 + a 2 - 2a cos w
1 + a 2 - 2a cos w
When w =
-3p
; ÐH(e jw ) = tan-1
-0.9 sin -34p c h = 0.37 rad = 0.37
´ p = 0.12p rad
4 1 - 0.9 cos -34p c h p
When w =
p
; ÐH(e jw ) = tan-1
-0.9 sin p4 ch = - 105
. rad =
- 105
.
´ p = - 0.33p rad
4 1 - 0.9 cos ch p
4
p
p -0.9 sin c h
p
2 - 0.73
When w = ; ÐH(e jw ) = tan-1 = - 0.73 rad = ´ p = 0.23p rad
2 1 - 0.9 cos c h p
2
p
|H(ejw)| ÐH(ejw)
0.3 p
0.2 p
0.1 p
1 0 w
-w - p 3p /4 p /2 p /4 p /4 p /2 3p /4 p
0.1p
0.2 p
0.3p
-w 0
-p p w
Fig 1 : Magnitude function. Fig 2 : Phase function.
Example 8.24
Determine the frequency response of an LTI system governed by the difference equation,
y(n) = x(n) + 0.81 x(n 1) + 0.81 x(n 2) 0.45 y(n 2)
Solution
Let, F{y(n)} = Y(e jw) \ F{y(n k)} = ejwk Y(ejw)
Let, F{x(n)} = X(ejw) \ F{x(n k)} = ejwk X(ejw)
Given that, y(n) = x(n) + 0.81 x(n 1) + 0.81 x(n 2) 0.45 y(n 2)
On taking Fourier transform we get,
Y(ejw) = X(ejw) + 0.81 ejw X(ejw) + 0.81 ej2w X(ejw) 0.45 ej2w Y(ejw)
Y(ejw) + 0.45ej2wY(ejw) = X(ejw) + 0.81 ejw X(ejw) + 0.81 ej2w X(ejw)
(1+ 0.45 ej2w) Y(ejw) = (1+ 0.81ejw + 0.81ej2w) X(ejw)
Y (e jw ) 1 + 0.81 e - jw + 0.81 e - j2 w
\ jw
=
X (e ) 1 + 0.45 e - j2w
Y (e jw ) 1 + 0.81 e - jw + 0.81 e - j2 w
The frequency response, H(e jw ) = jw
=
X(e ) 1 + 0.45 e - j2w
1
Magnitude function, |H(e jw )| = H(ejw ) H* (ejw ) 2
1
L 1 + 0.81 e + 0.81 e ´ 1 + 0.81 e + 0.81 e OP
= M
jw j2w jw j2w 2
j2w j2w
N 1 + 0.45 e 1 + 0.45 e Q
1
LM O 2
jw
1 + 0.81 e + 0.81 e j2 w
+ 0.81 e + 0.81 + 0.81 e P
- jw 2 2 jw
= M
M P
+ 0.81 e + 0.81 e + 0.81 P
- j2 w 2 - jw 2
MM 1 + 0.45 e j2w
+ 0.45 e + 0.45 - j 2w
PP 2
MN PQ
Chapter 8 - Fourier Series and Fourier Transform of Discrete Time Signals 8. 60
1
L 2.31 + 0.81(e jw + e- jw ) + 0.66(e jw + e- jw ) + 0.81(ej2w + e- j2w ) OP 2
= M
MN . + 0.45(e j2 w + e - j2w )
12 PQ
1
= M
L 2.31 + 162
. cos w + 132. cos w + 162
. cos 2w O 2
PQ
N . + 0.9 cos 2w
12
1
jw
\ |H(e )| = M
L 2.31 + 2.94 cos w + 162 . cos 2w O
PQ
2
.....(1)
N 12
. + 0.9 cos 2 w
To separate real part and imaginary parts of H(e jw), multiply the numerator and denominator of H(e jw) by the
complex conjugate of H(ejw).
1 + 0.81 e - jw + 0.81 e - j2w 1 + 0.45 e j2 w
\ H(e jw ) = - j 2w
´ ..... (2)
1 + 0.45 e 1 + 0.45 e j2 w
.
136 + 0.45 cos 2w + 0.81 cos w + 0.36 cos w + 0.81 cos 2w
\ Hr (e jw ) =
. + 0.9 cos 2w
12
.
136 . cos w + 126
+ 117 . cos 2w
=
. + 0.9 cos 2w
12
0.45 sin 2w - 0.81 sin w + 0.36 sin w - 0.81 sin 2w
Hi (e jw ) =
. + 0.9 cos 2w
12
0.45 sin w 0.36 sin 2w
=
12
. + 0.9 cos 2w
Example 8.25
The impulse response of system is h(n) = 1 ; 0 £ n £ (N 1)
= 0 ; otherwise Using finite geometric series
sum formula
Find the transfer function and frequency response. N 1
1 CN
Solution å
Cn =
1 C
n = 0
The transfer function H(z) is obtained by taking Z-transform of the impulse response,
N
¥ N - 1
d i
1 - z -1 1 - z-N
\ Transfer function, H(z) = Z{h(n)} = å h(n) z - n = å z-n =
1 - z -1
=
1 - z -1
n = 0 n = 0
8. 61 Signals & Systems
The frequency response H(ejw) is obtained by evaluating H(z) at z = ejw.
1 - z -N 1 - e - jwN
\ Frequency response, H(e jw ) = H(z) z = e jw = =
1 - z -1 z=e j
w 1 - e - jw
1
Magnitude function, |H(e jw )| = H(e jw ) H* (e jw ) 2
1 1
=
LM1 e jwN
´
1 - e jwN OP 2
=
LM1 ejwN OP
- e - jwN + 1 2
- jw
N1 - e 1 - e jw Q N1 e jw
- e - jw + 1 Q
1 1 1
=
LM 2 (e
jwN
+ e - jw N ) OP = LM 2 2 cos wN OP = LM 1 cos wN OP
2 2 2
jw
N 2 (e + e - jw ) Q N 2 2 cos w Q N 1 cos w Q
In order to determine the phase function, the real and imaginary part of H(ejw) has to be separated.
1 - e - jwN 1 - e jw
\ H(e jw ) = - jw
´
1 - e 1 - e jw
jw - jwN
1 - e - e + e - jwN e jw 1 - e jw - e - jwN + e - jw (N - 1)
= jw - jw
=
1 - e - e + 1 2 - (e jw + e - jw )
1 - (cos w + j sin w ) - (cos wN - j sin wN) + ((cos w(N - 1) - j sin w(N - 1))
=
2 - 2 cos w
Let xa (nT) be the discrete time signal obtained by sampling the given analog signal.
Solution
Given signal is a periodic impulse signal with impulses located at n = 3k, for integer values of k.
Let, one period of the given signal be x1(n).
Now, x1(n) = {1, 0, 0 }, with period N = 3, and with fundamental frequency, w0=2p/3.
The Fourier coefficient ck is given by,
N -1 - jk 2 pn 2 - jk2 pn
1 1 1 1
ck =
N
å x (n) e1
N =
3
å x (n) e
1
3 =
3
x(0) + 0 + 0 =
3
; for all k.
n=0 n=0
F p I L F pn I O 2 LM e jpn
6
-
jpn
6
OP LM e jpn
6
-
jpn
6
OP
+ e e e jq + e - j q
x(n) = cos G nJ = McosG J P
2
=M PP =M + PP cosq =
H 6 K N H 6 KQ MN 2 MN 2 2 2
Q Q
j2pn - j 2p n - j2p n j2pn
1 1 1 1 1 1
= e 6 + e 6 + = e 6 + + e 6
4 4 2 4 2 4
1 -j2 w0 n 1 1 j 2w n p
= e + + e 0 ; where w 0 =
4 2 4 6
Chapter 8 - Fourier Series & Fourier Transform of Discrete Time Signals 8. 64
Q8.3 Find the Fourier transform of x(n) = { 2, 1, 2 }.
Solution
By definition of Fourier transform, e jq + e - jq
cosq =
2
+¥ 2
X(e jw ) = å x(n) e - jwn
= å x(n) e - jwn = x(0) e0 + x(1) e - jw + x(2) e - j2w
n = -¥ n = 0
= 2 + e - jw + 2 e - j2w = 2 e - jw (e jw + e - jw ) + e - jw
= 4 cos w e - jw + e - jw = (1 + 4 cos w) e - jw
Q8.4 Determine the Fourier transform of x(n) = u(n) u(nN).
Solution
x(n) can be expressed as, x(n) = 1 ; for n = 0 to N1.
By definition of Fourier transform, Using finite geometric series
sum formula
N 1
+¥ N -1 N- 1
- jw n 1 - e - jwN 1 CN
X(e jw ) = å x(n) e - jwn = å 1´ e - jwn
= å de i =
1 - e - jw
å
Cn =
1 C
n = -¥ n =0 n= 0 n = 0
F - jwN - jwN
I - jwN
LMe jwN - jwN
OP
GH JK FG N - 1 IJ LM sin wN OP LM sin wN OP
1- e 2 e 2 e 2 2 _ e 2
MN PQ - jw - jw
FG N-1IJ
H 2 2K 2 H 2K
=
F - jw - jw
I = - jw
LMe jw - jw
OP =e MM w PP =e MM w2 PP
1- e GH 2 e 2
JK e 2
MN
2 -e 2
PQ N sin 2 Q N sin 2 Q
Q8.5 Find the Fourier transform of , x(n) = a n u(n 1), where |a| < 1. Using finite geometric series
Solution sum formula
N 1
1 CN
By definition of Fourier transform, when n = 0; an ejwn = 1 å
n = 0
Cn =
1 C
+¥ -1 ¥ ¥ ¥ n
1 a a - e jw - a - e jw e jw
=1- -1 jw
=1 - jw
= jw
= jw
= jw
1- a e a-e a-e a-e e -a
n -n
Q8.6 Find the discrete time Fourier transform of the signal , x(n) = (0.2) u(n) + (0.2) u( - n - 1) .
Solution
By definition of Fourier transform,
¥ ¥ ¥
X(e jw ) = å x(n) e - jwn = å ( 0.2)n u(n) e - jwn + å ( 0.2)-n u(-n - 1) e - jwn
n= -¥ n= -¥ n= -¥
¥ -1 ¥ ¥
- jw n jw - n - jw n
= å (0.2 e ) + å ( 0.2 e ) = å (0.2 e ) + å (0.2 e jw n
) when n = 0; (0.2 ejw) n =1
n=0 n = -¥ n=0 n =1
¥ ¥
1 1
= å (0.2 e - jw n
) + å (0.2 e jw n
) - 1=
1 - 0.2 e - jw
+
1 - 0.2 e jw
-1
n=0 n =0
Using infinite geometric
1 - 0.2 e jw + 1 - 0.2 e - jw - (1 - 0.2 e - jw ) (1 - 0.2 e jw ) series sum formula
=
(1 - 0.2 e - jw ) (1 - 0.2 e jw ) ¥
1
1 - 0.2 e jw + 1 - 0.2 e - jw - (1 - 0.2 e jw - 0.2 e - jw + 0.04) n = 0
åCn =
1 - C
=
1 - 0.2 e jw - 0.2 e - jw + 0.04 when |C| < 1
1 - 0.04 0.96
= = e jq + e - jq
1 - 0.2 (e jw + e - jw ) + 0.04 . - 0.4 cos w
104 cosq =
2
8. 65 Signals & Systems
n
Q8.7 Determine the energy density spectrum of a discrete time signal , x(n) = a u(n) for - 1 < a < 1.
Solution
By definition of Fourier transform, Using infinite geometric
series sum formula
¥
1
X(e jw ) =
¥
å x(n) e - jwn
= åa
¥
n
e - jwn =
¥
å da e - jw n
i =
1 å
n = 0
Cn =
1 - C
n=0 n=0 n=0
1 - a e - jw
when |C| < 1
Now the energy density spectrum is,
e jq + e - jq
jw
2
jw * 1 jw 1 cosq =
X(e = X(e ) X (e ) = ´ 2
(1- a e - jw ) (1- a e jw )
1 1 1
= = =
1- a e jw - a e - jw + a 2 1 - a (e jw + e - jw ) + a 2 1 - 2a cos w + a 2
Q8.8 Find the inverse Fourier transform of the rectangular pulse spectrum defined as,
X(e jw ) = 1 ; |w | £ W
= 0 ; W £ |w | £ p
Solution
By definition inverse Fourier transform,
p W
x(n) =
1
2p z
-p
X(e jw ) e jwn dw =
1
2p z
-W
e jwn dw
sin q =
e jq + e - jq
=
1 LM e OP
jwn
W
=
1 LM ej Wn
-
e - jW n OP = 1 LM e j Wn
-e - jW n OP 2j
sin q
2p N jn Q -W
2p N jn jn Q pn N 2j Q q
= sinc q
sinWn W sinWn W
= = = sinc Wn
pn p Wn p
Solution
The inverse Fourier transform of X(ejw) is,
p p
x(n) =
1
2p z
-p
X(e jw ) e jwn dw =
1
2p z
-p
2 p d(w - w0 ) e jwn dw
Note : Here the integral limit is -p to +p,
p
and in this range there is only one impulse
= z
-p
d(w - w 0 ) e jwn
dw = e jwn
w =w 0
= e jw 0n
located at w0 .
1 - 2 a z -1
Q8.10 A causal discrete time LTI system has a system function H(z) = . Here 'a' is real and
2 b + z -1
|a| < 1. Find the value of 'b' so that the frequency response H(e jw) of the system satisfies the
condition |X(e jw)| = 1 for all w.
Solution
1- 2a z-1 1 - 2a z-1
Given that, H(z) = =
2b + z-1 2b + z-1
The frequency response of the system can be obtained by putting, z = ejw in H(z).
1 - 2a e - jw
\ H(e jw ) == H(z) z =e j
w =
2b + e - jw
1 - 2a e - jw
Here, H(e jw ) = 1 ; \ =1 Þ 1 - 2a e - jw = 2b + e - jw
2b + e - jw
Chapter 8 - Fourier Series & Fourier Transform of Discrete Time Signals 8. 66
Q8.11 Determine the sampling period for the signal X(jW ) = U( jW + jW0) U(jW jW0) , to
sample without aliasing.
Solution
The frequency spectrum of the given signal can be plotted as shown in fig Q8.11.
Þ 1
W 0 0 W 0 W0 W W 0 0 W 0 W
Fig Q8.11.
From the frequency spectrum of fig Q8.11, it is observed that the maximum frequency, Wmax is,
W0
Wmax = W0 ; \ 2 p Fmax = W 0 Þ Fmax =
2p
1
\ Sampling frequency, Fs ³ 2 Fmax Þ Sampling period, T £
Fs
1 1 p
\Minimum sampling period, T = = =
Fs 2Fmax W0
F i.e., T < p I . p
GH
\ In order to avoid aliasing the sampling period, T should be less than
W JK W0 0
Q8.12 Determine the Nyquist sampling frequency and Nyquist interval for the signal, x(t) = M
L sin 200 p t OP . 2
N pt Q
Solution
x(t) =
LM sin200 p t OP 2
=
1
sin2 (200 p t )
N pt Q p2 t 2
1- cos 2 q
1 1 - cos 2 (200 p t ) sin2 q =
= 2
p2 t 2 2
1 1 cos 400 pt
= 1 - cos 400p t = -
2 p2 t2 2 p2 t2 2 p2 t2
From the above analysis it is observed that, the maximum frequency in the signal Fmax = 200 Hz.
\ Nyquist rate = 2 Fmax = 2 ´ 200 = 400 Hz
1 1
Nyquist interval = = = 2.5 ms
Nyquist rate 400
8. 67 Signals & Systems
Q8.13 A signal x(t) whose spectrum is shown in fig Q8.13.1 X(jF)
is sampled at a rate of 300 samples / sec. Sketch the 2
spectrum of the sampled discrete time signal.
1
Solution
From the spectrum shown in fig Q3.18.1 it is observed
that the maximum frequency, Fm in the signal is 100 Hz. 100 50 100 F(Hz)
0 50
Given that, Sampling frequency, Fs is 300 Hz, which is
Fig Q8.13.1.
greater than 2 Fm , and so the signal is sampled without
aliasing.
Frequency "f" of sampled discrete time signal corresponding to any frequency "F" of continuous
time signal is given by, f = F / Fs .
The magnitude of the spectrum of discrete time signal will be scaled by 1/T, where T = 1/ Fs. The
frequency spectrum of a discrete time signal will be periodic with periodicity of - 0.5 to + 0.5.
(Refer Chapter-6, Section 6.3). Therefore the frequency spectrum of sampled discrete time
signal will be as shown in fig Q3.13.2.
X(ejf )
2
T
1
T
0 f
- 400 - 350 -1 - 250 - 200 - 1 - 100 - 50 50 100 1 200 250 1 350 400
300 300 300 300 2 300 300 300 300 2 300 300 300 300
Fig Q8.13.2.
Q8.14 If the spectrum shown in fig Q8.13.1 is sampled at a rate of 100 samples / sec. Sketch the
spectrum of the sampled discrete time signal.
Since the sampling frequency is less than 2 Fm , the spectrum of the sampled signal will have
aliasing as shown in fig Q8.14.1.
X(ejf )
2
T
1
T
-1 - 50 = - 1 0 50 = 1
1
f
100 2 100 2
Fig Q8.14.1.
clear all
N=3; i=sqrt(-1);
x0=1; x1=2; x2=-1;
Ck=[];
for k=0:1:11
C=(1/N)*(x0+(x1*(exp(-i*2*pi*k/N)))+(x2*(exp(-i*4*pi*k/N))));
Ck=[Ck,C];
end
k = 0:1 :1 1 ;
Ck %print the Fourier coefficients Ck
Mag_of_Ck = abs(Ck) %evaluate and print the magnitude of Fourier
%coefficients
Pha_of_Ck = angle(Ck) %evaluate and print the phase of Fourier
%coefficients
subplot(2,1,1), stem(k,Mag_of_Ck);
xlabel(k), ylabel(Magnitude of Ck);
subplot(2,1,2), stem(k,Pha_of_Ck);
xlabel(k), ylabel(Phase of Ck in rad.);
OUTPUT
Columns 8 through 12
0.1667 - 0.8660i 0.1667 + 0.8660i 0.6667 0.1667 - 0.8660i
0.1667 + 0.8660i
Mag_of_Ck =
0.6667 0.8819 0.8819 0.6667 0.8819 0.8819 0.6667 0.8819
0.8819 0.6667 0.8819 0.8819
Pha_of_Ck =
0 -1.3807 1.3807 0 -1.3807 1.3807 0 -1.3807
1.3807 0 -1.3807 1.3807
The magnitude and phase spectrum of program 8.1 are shown in fig P8.1.
Program 8.2
clear all
for w=-2*pi:0.01:2*pi
H1=(1/3)*(1-exp(-3*i*w))/(1-exp(-i*w));
H2=2*(exp(-i*w/2))*(cos(w/2));
H3=2*(exp(-i*w/2))*(sin(w/2));
subplot(3,2,1),plot(w1,MagH1);
xlabel(w in rad.),ylabel(Mag. of H1);
subplot(3,2,2),plot(w1,PhaH1);
xlabel(w in rad.),ylabel(Pha. of H1);
subplot(3,2,3),plot(w1,MagH2);
xlabel(w in rad.),ylabel(Mag. of H2);
Chapter 8 - Fourier Series & Fourier Transform of Discrete Time Signals 8. 70
subplot(3,2,4),plot(w1,PhaH2);
xlabel(w in rad.),ylabel(Pha. of H2);
subplot(3,2,5),plot(w1,MagH3);
xlabel(w in rad.),ylabel(Mag. of H3);
subplot(3,2,6),plot(w1,PhaH3);
xlabel(w in rad.),ylabel(Pha. of H3);
OUTPUT
The magnitude and phase spectrum of program 8.2 are shown in fig P8.2.
Program 8.3
clear all
j=sqrt(-1);w=[];Mag_H1=[];Pha_H1=[];Mag_H2=[];Pha_H2=[];
for w1=-pi:0.01:pi
H1 = 1 /(1 -0. 5*exp(-j*w1 ));
H2 = 1 /(1 +0. 5*exp(-j*w1 ));
H1_M = abs(H1);
H2_M = abs(H2);
8. 71 Signals & Systems
H1_P = angle(H1);
H2_P = angle(H2);
Mag_H1=[Mag_H1, H1_M];
Mag_H2=[Mag_H2, H2_M];
P ha _H1 =[P ha _H1 ,H1 _P ];
P ha _H2=[P ha _H2,H2_P ];
w=[w,w1];
end
subplot(2,2,1),plot(w,Mag_H1);
xlabel(w in rad.),ylabel(Magnitude of H1(jw));
subplot(2,2,2),plot(w,Mag_H2);
xlabel(w in rad.),ylabel(Magnitude of H2(jw));
subplot(2,2,3),plot(w,Pha_H1);
xlabel(w in rad.),ylabel(Phase of H1(jw) in rad.);
subplot(2,2,4),plot(w,Pha_H2);
xlabel(w in rad.),ylabel(Phase of H2(jw) in rad.);
Fig P8.3 : Magnitude and phase spectrum of first order discrete time system.
OUTPUT
The frequency response consists of two parts : Magnitude spectrum and Phase
spectrum. The magnitude and phase spectrum of first order discrete time system for
a=0.5 and for a=-0.5 are shown in fig P8.3.
Program 8.4
Write a MATLAB program to sketch the frequency response of the second
order discrete time system governed by the transfer function,
H(ejw)=(1+ae-jw)/(1+ae -jw+be-j2w)
clear all
j=sqrt(-1);w=[];Mag_H=[];Pha_H=[];
r=0.9; wo=pi/2;
a=(-1*r*cos(wo));
alpha=2*a;
Beta=r^2;
f o r w1=-pi:0.01:pi
Num_of_H=(1+a*exp(-j*w1));
Den_of_H=(1+((alpha)*exp(-j*w1))+((Beta)*exp(-j*2*w1)));
H=Num_of_H / Den_of_H;
H_M=abs(H);
H_P=angle(H);
Mag_H=[Mag_H,H_M];
Pha_H=[Pha_H,H_P];
w=[w,w1];
end
subplot(2,1,1),plot(w,Mag_H);
xlabel(w in radians),ylabel(Magnitude of H(jw));
subplot(2,1,2),plot(w,Pha_H);
xlabel(w in radians),ylabel(Phase of H(jw));
OUTPUT
The frequency response consists of two parts : Magnitude spectrum and Phase
spectrum. The magnitude and phase spectrum of the given second order discrete time
system are shown in fig P8.4.
Fig P8.4 : Magnitude and phase spectrum of second order discrete time system.
8. 73 Signals & Systems
8.12 Exercises
I. Fill in the blanks with appropriate words
1. The Fourier transform of continuous time signal involves integration, whereas the Fourier transform of
discrete time signal involves _______.
2. In Fourier transform of a real signal, the magnitude function is symmetric and phase function is _______.
3. The _______ operation of x(n) with h(n) is equal to the product X(ejw) H(ejw).
4. The Fourier transform of product of two time domain signals is equivalent to _______ of their Fourier
transforms.
5. The Fourier transform of the impulse response of an LTI system is called _______.
6. The Fourier transform of the discrete signal can be obtained by evaluating the Z-transform along _______.
7. A second order LTI system will behave as a _______ filter.
8. A first order LTI system will behave as a _______ filter.
9. A bandlimited signal with maximum frequency Fm can be fully recovered from its samples if sampled at a
frequency greater than or equal to _______.
10. The sampling rate for a bandpass signal with bandwidth "B" is _______.
Answers
1. summation 4. convolution 7. bandpass 9. 2 Fm
2. antisymmetric 5. frequency response 8. lowpass or highpass 10. 2B to 4B
3. convolution 6. unit circle
l q
1. The Fourier coefficients of x(n) is, ck = 3, 2 + j, 1, 2 - j . The value of x(7) is,
a) 1 b) 0 c) 2 - j d) 2 + j
2. For a periodic discrete time signal x(n), the Fourier coefficient c1 = 1 + j4.5. The value of c1 +N will be,
a) 1 j 4.5 b) 1 c) j4.5 d) 1+ j 4.5
8. The Fourier transform of correlation sequence of two discrete time signals x1(n) and x2(n) is given by,
a) X1(ejw) X 2(ejw) b) X1(ejw) X2 (ejw) c) X1(ejw) X2(ejw) d) none of the above
9. If h(n) is real, then magnitude of H(e jw) is ______ and phase of H(e jw) is _____.
a) symmetric, antisymmetric b) antisymmetric, symmetric
c) symmetric, symmetric d) antisymmetric, antisymmetric
10. The second order LTI discrete time system behaves as,
a) low pass filter b) high pass filter c) resonant filter d) all pass filter
12. If X(jW) is frequency spectrum of a continuous time signal then, the frequency spectrum of sampled
version of the signal X(e j w) is, (where w = W T),
¥
1 +¥ 1 1 +¥ 1 +¥
a) åX j
T m=-¥
dc w
T
+ 2 pm
T hi b)
2p -¥ z
X( j wT ) e jwnT dw c)
T m=-¥
dc
å X j wT + 2 pm
T hi d) åX j
T m =-¥
d c hi
mw
T
8. 75 Signals & Systems
13. A bandlimited continuous time signal with maximum frequency Fm , sampled at a frequency Fs , can be
fully recovered from its samples, provided that,
a) Fs ³ 2Fm b) Fs = 2Fm c) Fm ³ 2Fs d) Fs = Fm
14. If Z-transform of x(n) includes unit circle in its ROC, then the Fourier transform of x(n) can be
expressed as,
¥ ¥ ¥ ¥
a) å x( n) z -n
- jw
b) å x(n) z - jn
-w
c) å x ( n) z n
d) å x ( n) z -n
n= -¥ n =0 n= -¥ n= - ¥ w
z=e z =e z =w z =e j
15. Let x(n) is real and x(n) = xe(n) + xo(n). If A(e jw) is Fourier transform of xe(n) and if B(e jw) is Fourier
transform of xo(n), then Fourier transform of x(n) is,
a) A(ejw) + B(ejw) b) A(ejw) + j B(ejw) c) A(ejw) jB(ejw) d) A(ejw) j B(ejw)
16. If a continuous time signal x(t) has a nyquist rate of W0 , then nyquist rate for the continuous time
signal x2(t) is,
W0 W0
a) b) 2W0 c) d) W0
2 4
17. If the bandwidth of a bandpass signal x(t) is 2F , then the minimum sampling rate for bandpass signal
must be,
F F
a) 2F samples/sec b) 4F samples/sec c) samples/sec d) samples/sec
2 4
18. If X(e jw) = e jw for p £ w £ p, then the discrete time signal x(n) is,
sin 2 p (n - 1) sin p (n - 1) sin p (2n - 1)
a) b) sin p(n - 1) c) d)
2 p (n - 1) p (n - 1) p (2n - 1)
19. The discrete time Fourier transform of the signal, x(n) = 0.5(n - 1) u(n - 1) is,
- jw - jw
e 0.5e 0.5e jw
a)
1 - 0.5e - jw d
b) e - jw 1 - 0.5 e - jw i c)
1 - 0.5e - jw
d)
1 - 0.5e - jw
1 0.8 0.8e - jw
a) does not exist b) c) d)
1 - 0.8e - jw 1 - 0.8e - jw 1 - 0.8 e - jw
Answer
1. c 5. a 9. a 13. a 17. b
2. d 6. c 10. c 14. d 18. c
3. b 7. d 11. c 15. a 19. a
4. d 8. b 12. a 16. b 20. a
Chapter 8 - Fourier Series & Fourier Transform of Discrete Time Signals 8. 76
a) x(n) = 3 cos 5 p n l
b) x(n) = .....1, 2, 3, 4, 1, 2, 3, 4, 1, 2, 3, 4,..... q
j3pn
A
c) x(n) = 7 e 2 d) x(n) = 8 sin 2 pn
3
e) x(n) = cos p3n + sin p5n
a) x(n) = 3cos 2p
n l
b) x(n) = -2, 1, 4, -4 q
5
A
c) x(n) = ( -1) n ; 0£ n£5 n n
= 0 ; otherwise
d) x(n) = 0.4 c h -c h
1
0 .2
1
0 .4
u(n)
E8.3 Determine the convolution of the following sequences, using Fourier transform.
l q l
a) x1 (n) = 1, -1, 1 , x2 (n) = -1, 1, -1 q l q
b) x1 (n) = 1, -2 , 0 , x 2 (n) = - 3, 1, -1 l q
A A A A
E8.4 Determine the inverse Fourier transform of the following functions of w.
1
b) X(e jw ) = ; a <1
a) X(e jw ) = jw 2
d
1 - ae - jw i
1
1 + 0.25e - jw d) H(e jw ) =
c) Y(e jw ) = d 1 - 12 e - jw i d1 - 1
e - jw i
1 - 0.25e - jw 4
8. 77 Signals & Systems
E8.5 a) A causal discrete time system is described by the equation, y ( n ) - 127 y( n - 1) + 127 y( n - 2 ) = x( n ) ,
where x(n) and y(n) are input and output of the system. Find the impulse response h(n), frequency
response H(ejw), magnitude function and phase function of the system.
E8.6 A discrete LTI system is described by a difference equation, y(n) = x(n) + x(n 1). Determine the
frequency response H(ejw), impulse response h(n). Sketch the magnitude function and phase function.
E8.7 Sketch the magnitude and phase function of the discrete time LTI system described by the equation
y(n) = x(n) x(n 1).
1 1 1 1
E8.8 The impulse response of a system is, h(n) = 0.3
d( n + 2) + 0.1
d ( n + 1) + 0.3
d(n) + 0.1
d ( n - 1)
(i) Is the system BIBO stable, (ii) Is the system causal, (iii) Find the frequency response.
E8.9 The impulse response of an LTI system is h( n) = -2, -1, 3, -2 . Find the response of the system l q
l q
for the input x( n) = 2, 3, 4, 1 , using convolution property of Fourier transform.
E8.10 A causal system is represented by the following difference equation,
y( n) - 0.25 y( n - 1) = x( n) - 0.5 x(n - 1) .
Find the system transfer function H(z), impulse response and frequency response of the system.
Also determine the magnitude and phase function.
Answers j3p j3p
- 4
E8.1 a) x(n) is nonperiodic. b) x(n) = 52 + 1
2
e 4 e jw 0 n - 12 e j2 w 0 n + 1
2
e e j3w 0 n ; w0 = p
2
j 3w 0 n p
c) x(n) = 7 e ; w0 = 2 d) x(n) = -4j e jw 0 n + 4 e j2 w 0 n ; w0 = 2p
3
e) x(n) = 12 e -
j5w 0 n
+ j 12 e -
j3w 0 n j3w 0 n j5w 0 n p
- j 12 e + 12 e ; w0 = 15
d or x(n) = - j 1
2
e j 3w 0 n 1
+ e
2
j5w 0 n 1
+ e
2
j25w 0 n
+j e 1
2
j27 w 0 n
i
+¥
E8.2 a) X(e jw ) = 3p å d (w - 2p
- 2 pm) + d (w + 2p
- 2 pm) b) X(e jw ) = -2 + e - jw + 4 e - j2 w - 4 e - j3w
5 5
m = -¥
-
j5w
cos 3w e - jw
jw
c) X(e ) = e 2 d) X(e jw ) =
cos w2 1 - 7.5e + 12.5e - j2 w
- jw
E8.3 l
a) x(n) = - 1, 2 , -3, 2 , -1 q l
b) x(n) = -3, 7 , -3, 2 q
A A
- n
E8.4 a) x(n) = ( 1)n ; for n ¹ 0 b) x(n) = (n + 1) a n u(n); |a|< 1
= ¥ ; for n = 0
b g n
c) y(n) = 0.25 u( n) + u( n - 1) d) h(n) = 2 c h -c h
1
2
n
1
4
n
u(n)
1 n 1 n 1
E8.5 a) h(n) = 4 ch3
-3 ch4
u(n) ; H(e jw ) =
d 1- 1
e - jw i d1 - 1
e - jw i
3 4
Chapter 8 - Fourier Series & Fourier Transform of Discrete Time Signals 8. 78
H(e jw ) =
LM 1 OP ; ÐH(e ) = tan FG -7 sin w + sin 2w IJ jw -1
N 0.667 + 0167
. cos 2 w - 1264
. cos w Q H 12 - 7 cosw + cos 2 w K
(i) H(e ) = M
L 1 OP + F e I ; h(n) = c h u( n) + c h u(n - 1)
jw
- jw
n n -1
N1 - e Q GH 1 - e JK
1 1 1 1
b) 1 - jw 5 1 - jw 5 5 5
5 5
p
- jw 2
E8.6 jw
H (e ) = 2 e 2
cos c h;
w
2
h(n) = d (n) + d ( n - 1)
jw
H(e ) = 2 cos ch; w
2
ÐH (e jw ) = - w2 p
4
|H(e jw)|
2 0
p p w
p - p2 2
2
- p4
- p2
p p p p w
- 2
0
2
Fig E8.6.1 Magnitude plot. Fig E8.6.2 Phase plot.
b
j p -w g
E8.7 H (e jw ) = 2 e 2
sin c h;
w
2
H (e jw ) = 2 sin w
2
ÐH(e jw)
ÐH(e jw ) = p
- w
; w³0
2 2
- p2
p w
=- - 2 2
; w£0
- p4
|H(e jw)|
2 p - p2
0 p p w
2 2
- p4
w - p2
p - p2 0 p p
2
Fig E8.7.1 Magnitude plot. Fig E8.7.2 Phase plot.
E8.8 h(n) = m 1
0 .3
, 1
0.1
, 1
0.3
, 1
0.1 r; (i) The system is stable ; (ii) The system is noncausal.
A
(iii) H(e jw ) = 1
0 .3
1 + 6 cos w + cos 2w + j sin 2w
E8.9 l
y(n) = -4 , -8, -5, -1, 5, -5, -2 q
A
1 - 0.5z-1 1 - 0.5e- jw
E8.10 H(z) = -1
; H(e jw ) = ; h(n) = d (n) + 0.25 (0.25)n -1 u(n - 1)
1 - 0.25z 1 - 0.25e - jw
H(e jw ) =
. - cos w
125
; ÐH(e jw ) = tan -1
-0.75 sin w FG IJ
1.0625 - 0.5cos w . - 0.75cos w
1125 H K
CHAPTER 9
Discrete Fourier Transform(DFT) and
Fast Fourier Transform(FFT)
9.1 Introduction
The discrete time Fourier transform (DTFT) discussed in chapter-8, provides a method to represent
a discrete time signal in frequency domain and to perform frequency analysis of discrete time signal.
The drawback in DTFT is that the frequency domain representation of a discrete time signal
obtained using DTFT will be a continuous function of w and so it cannot be processed by digital system.
The discrete Fourier transform (DFT) has been developed to convert a continuous function of w to a
discrete function of w, so that frequency analysis of discrete time signals can be performed on a digital
system.
Basically, the DFT of a discrete time signal is obtained by sampling the DTFT of the signal at
uniform frequency intervals and the number of samples should be sufficient to avoid aliasing of frequency
spectrum. The samples of DTFT are represented as a function of integer k, and so the DFT is a sequence
of complex numbers represented as X(k) for k = 0,1,2,3,etc.,.
Since X(k) is a sequence consisting complex numbers, the magnitude and phase of each sample
can be computed and listed as magnitude sequence and phase sequence respectively. The graphical plots
of magnitude and phase as a function of k are also drawn.
The plot of magnitude versus k is called magnitude spectrum and the plot of phase versus k is
called phase spectrum. In general these plots are called frequency spectrum.
The drawback in DFT is that, the computation of each sample of DFT involves a large number of
calculations and when large number of samples are required, the number of calculations will further
increase. In order to overcome this drawback, a number of methods or algorithms have been developed
to reduce the number of calculations. The various methods developed to compute DFT with reduced
number of calculations are collectively called Fast Fourier Transform (FFT).
X( k ) = X (e jw ) 2 pk
; for k = 0, 1, 2, ....., N 1 .....(9.1)
w=
N
The DFT sequence starts at k = 0, corresponding to w = 0 but does not include k = N, corresponding
to w = 2p, (since the sample at w = 0 is same as the sample at w = 2p). Generally, the DFT is defined along
with number of samples and is called N-point DFT. The number of samples N for a finite duration
sequence x(n) of length L should be such that, N ³ L, in order to avoid aliasing of frequency spectrum.
The sampling of Fourier transform of a sequence to get DFT is shown in example 9.1. To calculate
DFT of a sequence it is not necessary to compute Fourier transform, since the DFT can be directly
computed using the definition of DFT as given by equation (9.2).
9.2.2 Definition of Discrete Fourier Transform (DFT)
Let, x(n) = Discrete time signal of length L
X(k) = DFT of x(n)
Now, the N-point DFT of x(n), where N ³ L, is defined as,
N -1 - j2 pkn
X( k ) = å
n=0
x(n) e N ; for k = 0,1,2,......., N - 1 .....(9.2)
Since X(k) is a sequence consisting of N-complex numbers for k = 0, 1, 2, ...... N-1, the DFT of
x(n) can be expressed as a sequence as shown below.
l
X( k ) = X(0), X(1), X(2),................ X(N - 1) q
9.2.3 Frequency Spectrum Using DFT
The X(k) is a discrete function of discrete time frequency w, and so it is also called discrete
frequency spectrum (or signal spectrum) of the discrete time signal x(n).
The X(k) is a complex valued function of k and so it can be expressed in rectangular form as,
X(k) = Xr(k) + jXi(k)
where, Xr(k) = Real part of X(k)
Xi(k) = Imaginary part of X(k)
9. 3 Signals & Systems
Now the Magnitude function (or Magnitude spectrum) |X(k)| is defined as,
|X(k)|2 = X(k) X*(k) or |X(k)|2 = Xr2 (K) + Xi2(k)
N X (k) Q
r
Since X(k) is a sequence consisting of N-complex numbers for k = 0, 1, 2, ......... N-1, the
magnitude and phase spectrum of X(k) can be expressed as a sequence as shown below.
Magnitude sequence, X( k) = X(0) , m X(1) , X(2) ,................ r
X( N - 1)
l
Phase sequence, ÐX( k ) = ÐX(0), ÐX(1), ÐX(2),................ ÐX(N - 1)q
Symbolically the inverse discrete Fourier transform of x(n) can be expressed as,
DFT-1{X(k)}
where, DFT -1
is the operator that represents inverse discrete Fourier transform.
N -1 j2 pkn
1
DFT -1
{X(k)} = x(n) =
N å
k=0
X(k) e N ; for n = 0, 1, ...... , N - 1
We also refer to x(n) and X(k) as a DFT pair and this relation is expressed as,
DFT
x(n) ¬ ® X(k)
DFT - 1
Chapter 9 - Discrete Fourier Transform (DFT) and Fast Fourier Transform (FFT) 9. 4
2. Periodicity
If a sequence x(n) is periodic with periodicity of N samples then N-point DFT, X(k) is also periodic
with periodicity of N samples.
Hence, if x(n) and X(k) are N point DFT pair then,
x(n + N) = x(n) ; for all n
X( k + N) = X(k) ; for all k
Proof :
- j2 pn (k + N) - j2 pn k - j2 pn N
N-1 N-1
N
X (k + N) = å x(n) e = å x(n) e N e N
n=0 n=0
N- 1 - j2 pn k N-1 - j2pn k
= å x(n) e N e -j2 pn = å x(n) e N e -j2 pn = 1
n=0 n=0
Proof :
LM
N-1 -j2 pkp OP e - j2 pkm
MN å
= x(p) e N N
p=0 PQ
- j2 pkm
= X( k ) e N
Using definition of DFT
4. Time reversal
The time reversal property of DFT says that, reversing the N-point sequence in time is equivalent
to reversing the DFT sequence.
i.e., if DFT{x(n)} = X(k), then DFT{x (N-n)} = X(N-k).
Proof :
N-1 - j2 pkn N-1 - j2 pk (N - m )
m
DFT x(N - n) r =
n=0
å x(N - n) e N = å
m=0
x(m) e N Let, m = N – n, \ n = N – m
m=0 m=0
Using definition of DFT
= X (N - k )
5. Conjugation
Let x(n) be a complex N-point discrete sequence and x*(n) be its conjugate sequence.
Now if, DFT{x(n)} = X(k), then DFT{x*(n)} = X*(Nk).
Proof :
o t
DFT x (n)*
= å x (n)
n=0
*
e N
MN n=0 PQ
N
L N- 1
= M å x(n)
j2 pkn OP = LM x(n) e e OP
*
N-1 j2pkn -j 2 pN
*
e- j2p = 1
QP NM å
-j 2 p
e N e N N
MN n=0 n=0 PQ
L N- 1
= M å x(n) e
- j2 pk (N - n)
N
OP = X(N - k ) = X (N - k )
*
* * Using definition of DFT
MN n=0 PQ
Chapter 9 - Discrete Fourier Transform (DFT) and Fast Fourier Transform (FFT) 9. 6
N- 1 -j2 p( k - m )n
= å x(n) e
n=0
N
7. Multiplication
The multiplication property of DFT says that, the DFT of product of two discrete time sequences
is equivalent to circular convolution of the DFTs of the individual sequences scaled by a factor 1/N.
1
i. e., if DFT { x( n)} = X( k ), then DFT x1 ( n) x 2 ( n) = l q N
X1 ( k ) * X 2 ( k )
Proof :
N- 1 j 2 pkn N- 1 j 2 pmn
1 1 Let k = m
By definition of inverse DFT, x1 (n) =
N
å X (k) e 1
N =
N
å X (m) e 1
N .....(9.6)
K=0 m=0
By definition of DFT,
N -1 - j2 pkn N- 1 L1 N- 1 j 2 pmn OP x (n) e - j2 pkn
Using equation (9.6)
DFT {x 1(n) x 2 (n)} = å x (n) x (n) e
1 2
N = å MM N å X 1 (m) e N
PQ 2
N
1
= X 1 (k) * X 2 (k) Using definition of Circular convolution
N
8. Circular convolution
The convolution property of DFT says that, the DFT of circular convolution of two sequences is
equivalent to product of their individual DFTs.
Let DFT{x1(n)} = X1(k) and DFT{x2(n)} = X2(k), then by convolution property,
DFT{x1(n) * x2(n)} = X1(k) X2(k)
9. 7 Signals & Systems
Proof :
Consider the product X 1(k ) X 2 (k ). The inverse DFT of the product is given by ,
N- 1 j2 pnk
1
DFT -1 { X 1 (k ) X 2 (k )} = å X (k ) X 1 2 (k ) e N
N k= 0
1 N- 1 L N- 1 - j2pmk OP LM x (p) e
N- 1 -j 2 ppk OP e j2 pnk Using equations
= å MM å x (m) e 1
N
PQ MN å 2
N
PQ
N
(9.7) and (9.8)
Nk= 0 N m= 0 p= 0
N- 1 N- 1 N- 1 j2 pk(n - m - p)
1
=
N
å x (m) å x (p) å e
1 2
N .. ...(9.9)
m= 0 p= 0 k= 0
U sin g equations (9.10 ) and (9.11), the equation (9.9) can be written as shown below.
N- 1 N- 1 N- 1
1
DFT -1 { X 1(k ) X 2 (k )} = å x (m) å x ((n - m))
1 2 N N = å x (m) x ((n - m))
1 2 N
N m= 0 m= 0 m= 0
= x 1(n) * x2 (n)
Using definition of Circular convolution
\ X 1(k ) X 2 (k ) = DFT { x 1 (n) * x 2 (n) }
9. Circular correlation
The circular correlation of two sequences x(n) and y(n) is defined as,
N-1
*
rxy ( m) = å x(n) y ((n - m))
n=0
N
Let, DFT{x (n)} = X(k) and DFT{y (n)} = Y(k), then by correlation property,
RS x(n) y ((n - m)) UV = X(k) Y (k)
N-1
Tå
* *
DFT {rxy ( m)} = DFT N
n=0 W
Proof :
Let , x(n) and y(n) be N - po int sequences. Now by definition of DFT ,
N- 1 - j2 pnk N- 1 -j 2 pm k
Let n = m
X( k ) = å x(n) e N = å x(m) e N ; k = 0, 1, 2, ..... N - 1 ....(9.12)
n= 0 m= 0
N- 1 -j 2 pnk N- 1 - j2 ppk
Let n = p
Y(k ) = å y(n) e N = å y(p) e N ; k = 0, 1, 2, ..... N - 1 .....(9.13)
n= 0 p= 0
Chapter 9 - Discrete Fourier Transform (DFT) and Fast Fourier Transform (FFT) 9. 8
Consider the product X(k )Y * (k ). The inverse DFT of the product is given by ,
N- 1 j2 pnk
1
DFT -1 { X(k ) Y* (k )} = å X(k ) Y* (k ) e N
N k= 0
N- 1 N- 1 N- 1 j2 pk(n - m + p)
1
=
N
å x(m) å y *(p) å e N .....(9.14 )
m= 0 p = 0 k= 0
Since, n - m + p = qN, p = n - m + qN
N- 1 N- 1 N- 1 N- 1
\ å y * (p)
p= 0
= å y* (n - m + qN)
m= 0
= å y* (n - m, mod N)
m= 0
= å y * ((n - m)) N .....(9.16)
m= 0
Using equations (9.15) and (9.16), the equation (9.14) can be written as shown below.
N- 1 N- 1
1
DFT -1 { X(k ) Y * (k )} = å x(m) å y * ((n - m)) N N
N m= 0 m= 0
N- 1
= å x(m) y* ((n - m))
m= 0
N = rxy (m) Using definition of circular convolution
Proof :
1 N- 1
1 L
N- 1 N- 1 OP X* (k) - j2 pnk
å X (k) X* (k) =
1 2 å MM å x (n) e PQ 1
N
Using equation (9.17)
2
N k= 0 N N
k = 0 n= 0
N- 1 L1 N- 1 O L1 O*
- j2 pnk N- 1 N- 1 j2 pnk
= å x (n) MM N å X* (k ) e PP = å x (n) MM N å X (k) e PP
1 2
N
1 2
N
n= 0 N k= 0 Q N Q n= 0 k= 0
N- 1
= å x (n) x* (n)
n= 0
1 2 Using equation (9.18)
9. 9 Signals & Systems
Table 9.1 : Properties of Discrete Fourier Transform (DFT)
Note : X(k) = DFT {x(n)} ; X1(k) = DF T {x1(n)} ; X2(k) = DF T {x2(n)} ; Y(k) = DF T {y(n)}
1
Multiplication x1(n) x2(n) X1 ( k ) * X 2 ( k )
N
N-1
N-1
Circular correlation rxy ( m) = å x(n) y* ((n - m))
n=0
N
X(k) Y*(k)
Symmetry of X( k ) = X* ( N - k )
real signals x(n) is real
X r ( k) = X r ( N - k)
Xi ( k) = - Xi ( N - k)
| X( k )| = | X( N - k )|
ÐX( k ) = - ÐX( N - k )
j2pk
Let us evaluate X(z) at N equally spaced points on unit circle, i.e., at z = e N
j2 pk j2 pk
2 pk
Note : Since, e N = 1 and Ðe N = ,
N
j2 pk
the term, z = e N , for k = 0,1,2,3..... N - 1
represents N equally spaced points on unit circle in z-plane.
X( k ) = X( z) j2pk .....(9.21)
z=e N
From equation (9.21) we can conclude that the N-point DFT of a finite duration sequence can be
obtained from the Z-transform of the sequence, by evaluating the Z-transform of the sequence at N
equally spaced points around the unit circle. Since the evaluation is performed on unit circle the ROC of
X(z) should include unit circle.
9.5 Analysis of LTI Discrete Time Systems Using DFT
In chapter-8 section-8.6, it is shown that Fourier transform is an useful tool for the analysis of
discrete time systems in frequency domain. But the drawback in Fourier transform is that it is a continuous
function of w and so it will not be useful for digital processing of signals and systems. Hence DFT is
proposed, therefore the analysis of discrete time systems in frequency domain can be conveniently
performed using DFT for digital processing of signals and systems.
Discrete Frequency Spectrum
In general the DFT of a signal gives the discrete frequency spectrum of a signal.
Let x(n) and X(k) be a DFT pair.
Now, X(k) = Discrete frequency spectrum of discrete time signal.
|X(k)| = Magnitude spectrum of discrete time signal.
ÐX(k) = Phase spectrum of discrete time signal.
9. 11 Signals & Systems
In particular, the DFT of impulse response, h(n) of a discrete time system gives discrete frequency
response or frequency spectrum of the discrete time system.
Let h(n) and H(k) be a DFT pair.
Now, H(k) = Discrete frequency spectrum of discrete time system.
|H(k)| = Magnitude spectrum of discrete time system.
ÐH(k) = Phase spectrum of discrete time system.
Response of LTI Discrete Time System Using DFT
The response of an LTI discrete time system is given by linear convolution of input and impulse
response of the system.
Let, x(n) = Input to an LTI system
h(n) = Impulse response of the LTI system
Now, the response or output of the system y(n) is given by,
y(n) = x(n) * h(n) = h(n) * x(n)
+¥
where, x(n) * h(n) = å x(m) h(n - m)
m=-¥
.....(9.22)
The DFT supports only circular convolution and so, the linear convolution of equation (9.22) has
to be computed via circular convolution. If x(n) is N1-point sequence and h(n) is N2-point sequence then
linear convolution x(n) and h(n) will generate y(n) of size N1 + N2 - 1. Therefore in order to perform linear
convolution via circular convolution the x(n) and h(n) should be converted to N1 + N2 - 1 point sequences
by appending zeros. Now the circular convolution of N1 + N2 - 1 point sequences x(n) and h(n) will give
same result as that of linear convolution.
Let, x(n) be N1-point sequence and h(n) be N2-point sequence. Let us convert x(n) and h(n) to
N1+N2-1 point sequences.
Let, Y(k) = N1 + N2 - 1 point DFT of y(n)
X(k) = N1 + N2 - 1 point DFT of x(n)
H(k) = N1 + N2 - 1 point DFT of h(n)}
Now by circular convolution theorem of DFT,
DFT{x(n) * h(n)} = X(k) H(k)
On taking inverse DFT of the above equation we get,
x(n) * h(n) = DFT 1{X(k) H(k)}
Since, x(n) * h(n) = y(n), the above equation can be written as,
y(n) = DFT 1{X(k) H(k)} .....(9.23)
From the equation (9.23) we can say that the output y(n) is given by the inverse DFT of the
product of X(k) and H(k). Hence to determine the response of an LTI discrete time system, first find
N1 + N2 - 1 point DFT of input x(n) to get X(k) and N1 + N2 - 1 point DFT of impulse response h(n) to
get H(k), then take inverse DFT of the product X(k) H(k).
Chapter 9 - Discrete Fourier Transform (DFT) and Fast Fourier Transform (FFT) 9. 12
Example 9.1
Compute 4-point DFT and 8-point DFT of causal three sample sequence given by,
1
x(n) = ; 0 £ n £ 2
3
= 0 ; else
Show that DFT coefficients are samples of Fourier transform of x(n), (Refer example 8.6 for Fourier transform).
Solution
By the definition of N-point DFT, the kth complex coefficient of X(k), for 0 £ k £ N 1, is given by,
N -1 - j2 pkn
X(k ) = å x(n) e N
n=0
a) 4-point DFT (\ N = 4)
3 - j2 pkn 2 - jpkn - jpk
X(k ) = å x(n) e 4 = å x(n) e 2 = x(0) e0 + x(1) e 2 + x(2) e - jpk
e±j q = cosq ± jsinq
n=0 n=0
- jpk
=
1
+
1
e 2 +
1 - jpk
e =
1 LM
1 + cos
pk
- j sin
pk
+ cos pk jsin pk
OP
3 3 3 3 N 2 2 Q
For 4-point DFT, X(k) has to be evaluated for k = 0, 1, 2, 3.
1
When k = 0 ; X(0) = [1 + cos 0 - j sin 0 + cos 0 - j sin 0]
3
1
= (1 + 1 + 1) = 1 = 1Ð0
3
When k = 1 ; X(1) =
1 LM
1 + cos
p
- j sin
p
+ cos p - j sin p
OP
3 N 2 2 Q
1 1 1
(1 + 0 - j - 1 - j0) = - j
= = Ð - p / 2 = 0.333Ð - 0.5 p
3 3 3
1
When k = 2 ; X(2) = 1 + cos p - j sin p + cos 2p - j sin 2p
3
1 1
= (1 - 1 - j0 + 1 - j0) = = 0.333Ð0
3 3
When k = 3 ; X(3) =
1 LM
1 + cos
3p
- j sin
3p
+ cos 3 p - j sin 3 p
OP
3 N 2 2 Q
1 1 1
= (1 + 0 + j - 1 - j0) = j = Ðp / 2 = 0.333Ð0.5p
3 3 3
\ The 4-point DFT sequence X(k) is given by,
When k = 1 ; X(1) =
1 LM
1 + cos
p
- j sin
p
+ cos
p
- j sin
p OP
3 N 4 4 2 2 Q
= 0.333 (1 + 0.707 - j0.707 + 0 - j1)
= 0.568 - j0.568 = 0.803Ð - 0.785 = 0.803Ð - 0.25p
When k = 2 ; X(2) =
1 LM
1 + cos
2p
- j sin
2p
+ cos
2p
- j sin
2p OP
3 N 4 4 2 2 Q
= 0.333 (1 + 0 - j1 - 1 - j0)
= - j0.333 = 0.333Ð - p / 2 = 0.333Ð - 0.5 p
When k = 3 ; X(3) =
1 LM
1 + cos
3p
- j sin
3p
+ cos
3p
- j sin
3p OP
3 N 4 4 2 2 Q
= 0.333 (1 - 0.707 - j0.707 + 0 + j1)
= 0.098 + j0.098 = 0.139 Ð - 0.785 = 0.139Ð - 0.25p
When k = 4 ; X(4) =
1 LM
1 + cos
4p
- j sin
4p
+ cos
4p
- j sin
4p OP
3 N 4 4 2 2 Q
= 0.333 (1 - 1 - j0 + 1 - j0) = 0.333 = 0.333Ð0
When k = 5 ; X(5) =
1 LM
1 + cos
5p
- j sin
5p
+ cos
5p
- j sin
5p OP
3 N 4 4 2 2 Q
= 0.333 (1 - 0.707 + j0.707 + 0 - j1)
= 0.098 - j0.098 = 0.139Ð - 0.785 = 0.139Ð - 0.25p
When k = 6 ; X(6) =
1 LM
1 + cos
6p
- j sin
6p
+ cos
6p
- j sin
6p OP
3 N 4 4 2 2 Q
= 0.333 (1 + 0 + j1 - 1 - j0)
= j0.333 = 0.333Ðp / 2 = 0.333Ð0.5 p
When k = 7 ; X(7) =
1 LM
1 + cos
7p
- j sin
7p
+ cos
7p
- j sin
7p OP
3 N 4 4 2 2 Q
= 0.333 (1 + 0.707 + j0.707 + 0 + j1)
= 0.568 + j0.568 = 0.803Ð0.785 = 0.803Ð 0.25p Phase angles
are in radians
\ The 8-point DFT sequence X(k) is given by,
X(k ) = {1Ð0, 0.803Ð - 0.25 p, 0.333Ð - 0.5p, 0.139Ð - 0.25p, 0.333Ð0, 0.139Ð0.25p, 0.333Ð0.5p, 0.803Ð0.25p}
\ Magnitude Function, X(k ) = { 1, 0.803, 0.333, 0.139, 0.333, 0.139, 0.333, 0.803 }
ÐX(k)
|X(k)|
0.75p
1.0
0.50 p
0.8
0.25 p
0.6
0
0.4 1 2 3 4 k
0.25p
0.2
0.50p
0
1 2 3 4 k 0.75p
Fig 1 : Magnitude spectrum of X(k) for N=4. Fig 4 : Phase spectrum of X(k) for N=4.
ÐX(k)
|X(k)|
0.75p
1.0
0.50 p
0.8
0.25 p
0.6
0
0.4 1 2 3 4 5 6 7 8 k
0.25p
0.2
0.50p
0
1 2 3 4 5 6 7 8 k 0.75p
Fig 2 : Magnitude spectrum of X(k) for N=8. Fig 5 : Phase spectrum of X(k) for N=8.
ÐX(k)
|X(k)| 0.75p
1.0
0.50 p
0.8
0.25 p
0.6
0
0.4 1 2 3 4 5 6 7 8 9 10 11 1213 14 15 16 k
0.25p
0.2
0.50p
0
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 k 0.75p
Fig 3 : Magnitude spectrum of X(k) for N=16. Fig 6 : Phase spectrum of X(k) for N=16.
9. 15 Signals & Systems
Example 9.2
Compute the DFT of the sequence, x(n) = {0, 1, 2, 3}. Sketch the magnitude and phase spectrum.
Solution
By the definition of DFT, the 4-point DFT is given by, Here, x(n) is 4-point sequence , \compute 4-point DFT
3 - j 2 pkn 3 - jpkn
e±j q = cosq ± jsinq
X(k ) = å x(n) e 4 = å x(n) e 2
n = 0 n = 0
- jpk - j3 pk - jpk - j 3 pk
= x(0) e0 + x(1) e 2 + x(2) e - jpk + x(3) e 2 = 0 + e 2 + 2 e - jpk + 3 e 2
=
FG cos pk - jsin
pk IJ + 2(cos pk - j sin pk ) + 3 cos
FG 3 pk
- j sin
3pk IJ
H 2 2 K H 2 2 K
When k = 0; X(0) = ( cos 0 jsin 0 ) + 2 ( cos 0 jsin 0 ) + 3 ( cos 0 jsin 0 )
When k = 1; X(1) =
FG cos p - j sin
p IJ + 2(cos p - j sin p) + 3 cos
FG 3p
- j sin
3p IJ
H 2 2 K H 2 2 K
= (0 - j1) + 2(-1 - j0) + 3(0 + j1) = 2 + 2j
p
= 2.8 Ð135o = 2.8Ð135o ´ = 2.8Ð0.75p
180o
When k = 2; X(2) =
FG cos 2p - j sin
2p IJ + 2(cos 2p - j sin 2p) + 3 cos
FG 6p
- j sin
6p IJ
H 2 2 K H 2 2 K
= (-1 - j0) + 2(1 - j0) + 3(-1 + j0) = 2
p
= 2Ð180o = 2Ð180o ´ = 2Ðp
180o
When k = 3; X(3) =
FG cos 3p - j sin
3p IJ + 2(cos 3p - j sin 3p) + 3 cos
FG 9p
- j sin
9p IJ
H 2 2 K H 2 2 K
= (0 + j1) + 2( -1 - j0) + 3(0 - j1) = 2 j2
p
= 2.8Ð 135o = 2.8Ð 135o ´ = 2.8Ð - 0.75p
180o
\ X(k) = { 6 Ð0, 2.8 Ð0.75p, 2 Ðp, 2.8 Ð 0.75p }
3 2.8 2.8
2 0 1 2 3 4 k
2
1
0.75p
-p
0 1 2 3 4 k
Fig 1 : Magnitude Spectrum. Fig 2 : Phase Spectrum.
Chapter 9 - Discrete Fourier Transform (DFT) and Fast Fourier Transform (FFT) 9. 16
Example 9.3
Compute circular convolution of the following two sequences using DFT.
x1(n) = { 2, 1, 2, 1 } and x2(n) = { 1, 2, 3, 4 }
Solution
Given that, x1(n) = { 2, 1, 2, 1 }. The 4-point DFT of x1(n) is,
3 - j2 pnk
l q
DFT x1(n) = X1(k ) = å x (n) e 1
4 ; k = 0, 1, 2, 3
n = 0
- j 2 pk - j2 p 2k - j 2 p 3k - jpk - j 3 pk
= x1(0) e0 + x1(1) e 4 + x1(2) e 4 + x1(3) e 4 = 2 + e 2 + 2 e - jpk + e 2
When k = 0 ; X1(0) = 2 + 1 + 2 + 1 = 6
- jp - j3p
When k = 1 ; X1(1) = 2 + e 2 + 2 e - jp + e 2 = 2 - j - 2 + j = 0 e±j q = cosq ± jsinq
l q
DFT x 2 (n) = X 2 (k ) = å x (n) e 2
4 ; k = 0, 1, 2, 3
n = 0
- jpk - j 3 pk
= x2 (0) e 0 + x2 (1) e 2 + x2 (2) e - jpk + x2 (3) e 2
- jpk - j 3 pk
= 1 + 2e 2 + 3 e - jpk + 4 e 2
When k = 0 ; X 2 (0) = 1 + 2 + 3 + 4 = 10
e±j q = cosq ± jsinq
- jp - j3 p
When k = 1 ; X 2 (1) = 1 + 2 e 2 + 3 e - jp + 4 e 2 = 1 - 2 j - 3 + 4 j = - 2 + j2
- jp - j2p - j3 p
When k = 2 ; X 2 (2) = 1 + 2 e + 3e + 4e = 1 - 2 + 3 -4 = -2
- j3 p - j9 p
When k = 3 ; X 2 (3) = 1 + 2 e 2 + 3 e - j3p + 4 e 2 = 1 + 2 j - 3 - 4 j = - 2 - j2
R|6 ; k = 0 R|10 ; k = 0
X 1(k ) =
|S0 ; k = 1
X (k ) = S
2
|-2 + j2 ; k = 1
||2 ; k = 2 ||-2 ; k = 2
T0 ; k = 3 T-2 - j2 ; k = 3
\ X 3 (k ) = l 60, 0, - 4, 0 q
9. 17 Signals & Systems
By circular convolution theorem of DFT we get,
DFT {x1(n) * x2(n)} = X1(k) X2(k) Þ x1(n) * x2(n) = DFT-1 { X1(k) X2(k) } = DFT-1 { X3(k) }
Let x3(n) be the sequence obtained by taking inverse DFT of X3(k).
N -1 j 2 pnk
1
DFT - 1 X 3 (k) = x3 (n) =
m r N å X 3 (k ) e 4 ; n = 0, 1, 2, 3
k = 0
1 1
= X 3 (0) e0 + X 3 (2) e jpn = 60 - 4 e jpn
4 4
1 56
When n = 0; x 3 (0) = (60 - 4) = = 14
4 4
1 64
When n = 1; x 3 (1) = (60 - 4e jp ) = = 16
4 4
1 56
When n = 2 ; x 3 (2) = (60 - 4e j2 p ) = = 14
4 4
1 64
When n = 3 ; x 3 (3) = (60 - 4e j3p ) = = 16
4 4
\ x1(n) * x2 (n) = x3 (n) = 14, 16, 14, 16 l q
Example 9.4
Compute linear and circular convolution of the following two sequences using DFT.
x(n) = {1, 0.5 } and h(n) = { 0.5, 1 }
Solution
Linear Convolution by DFT
The linear convolution of x(n) and h(n) will produce a 3 sample sequence. To avoid time aliasing we convert the 2
sample input sequences into 3-sample sequences by padding with zeros.
l
\ x(n) = 1, 0.5, 0 q and h(n) = 0.5, 1, 0 l q
By the definition of N-point DFT, the three point DFT of x(n) is,
2 - j 2 pkn - j 2 pk - j4 pk - j2 pk
X(k ) = å x(n) e 3 = x(0) e0 + x(1) e 3 + x(2) e 3 = 1 + 0.5 e 3
n = 0
By the definition of N-point DFT, the three point DFT of h(n) is,
2 - j 2 pkn - j 2 pk - j 4 pk - j2 pk
H(k ) = å h(n) e 3 = h(0) e 0 + h(1) e 3 + h(2) e 3 = 0.5 + e 3
n = 0
k = 0
=
1 LM
Y(0) e0 + Y(1) e
j2 pn
3 + Y(2) e
j 4 pn
3
OP ; for n = 0, 1, 2
3 MN PQ
1
When n = 0; y(0) = Y(0) + Y(1) + Y(2)
3
1 1
= 2.25 - 0.375 - j0.6495 - 0.375 + j0.6495 = 1.5 = 0.5
3 3
When n = 1; y(1) =
1 LM
Y(0) + Y(1) e + Y(2) e P
O j2 p
3
j4 p
3 e±jq = cosq ± jsinq
3 MN PQ
1 L 2.25 + -
( 0.375 - j0.6495) ( 0.5 + j0.866) O
-
=
3 MN
M + ( -0.375 + j0.6495) ( -0.5 - j0.866)PQ
P
1
= 2.25 + 0.75 + j0 + 0.75 + j0 = 125
.
3
When n = 2; y(2) =
1 LM
Y(0) + Y(1) e + Y(2) e P
O j4 p
3
j8 p
3
3 MN PQ
1 L2.25 + (-0.375 - j0.6495) ( -0.5 - j0.866)O
= M + (-0.375 + j0.6495) (-0.5 + j0.866) PPQ
3 MN
1 1
= 2.25 - 0.375 + j6495 - 0.375 - j0.649 = 1.5 = 0.5
3 3
\ x(n) * h(n) = y(n) = l0.5, 1.25, 0.5q
Circular Convolution by DFT
The given sequences are 2-point sequences. Hence 2-point DFT of the sequences are obtained as follows.
\ X(k ) = 15 l
. , 0.5 q
9. 19 Signals & Systems
The 2-point DFT of h(n) is given by,
1 - j2 pkn
H(k ) = å h(n) e 2 = h(0) e0 + h(1) e - jpk = 0.5 + e - jpk ; for k = 0, 1
n = 0
\ H(k ) = 15 l
. , - 0.5 q
\ Y (k ) = X(k ) H(k) =
RS1.5 ´ 1.5 = 2.25 ; k = 0
T0.5 ´ (-0.5) = -0.25 ; k = 1
The sequence y(n) is obtained from inverse DFT of Y(k). By the definition of inverse DFT,
N- 1 j2 pkn
1
y(n) = DFT -1{Y(k)} =
N
å Y(k) e N ; for n = 0, 1, 2, ....., N - 1
k=0
Here, N = 2
1 j2 pkn
1 1 1
\ y(n) =
2
å Y(k) e 2 =
2
(Y(0) + Y(1) e jpn ) = (2.25 - 0.25 e jpn )
2
k=0
1
When n = 0; y(0) = (2.25 - 0.25) = 1
2
1 1
When n = 1; y(1) = (2.25 - 0.25 e jp ) = (2.25 + 0.25) = 125
.
2 2
\ x(n) * h(n) = y(n) = 1, 1.25 l q
The computation of above equation for one value of k involves N number of complex multiplications
and N-1 number of complex additions.Therefore, the computation of all the N values of the sequence
X(k) involves N´N = N2 complex multiplications and N´(N-1) complex additions. Hence, in direct
computation of N-point DFT, the total number of complex additions are N(N1) and total number of
complex multiplications are N2.
Number of Calculations in Radix-2 FFT
In radix-2 FFT, N = 2m, and so there will be m-stages of computations, where m = log2N, with
each stage having N/2 butterflies. (Refer section 9.7.2 and 9.8.2). Each butterfly involve one complex
multiplication and two complex additions. The number of computations in each stage are 1´N/2 = N/2
complex multiplications and 2´N/2 = N complex additions.Therefore, the total number of computations
for m-stages will be (N/2)´m = (N/2)log2N complex multiplications and N´m = Nlog2N complex additions.
Hence, in radix-2 FFT, the total number of complex additions are reduced to Nlog2N and total number of
complex multiplications are reduced to (N/2) log2N.
The table 9.2 presents a comparison of the number of complex multiplications and additions in
radix-2 FFT and in direct computation of DFT. From the table it can be observed that for large values
of N, the percentage reduction in calculations is also very large. log22m = m log10 x
log y x =
Table 9.2 : Comparison of Number of Computation in Direct DFT and FFT log10 y
To simplify the notation it is desirable to define the complex valued phase factor WN (also called as
twiddle factor) which is an Nth root of unity as,
- j2p
WN = e N
Here, W represents a complex number 1Ð2p. Hence the phase or argument of W is 2p.
Therefore, when a number is multiplied by W, only its phase changes by 2p but magnitude remains
same.
- j2p
\W = e
The phase value 2p of W can be multiplied by any integer and it is represented as prefix
in W. For example multiplying 2p by k can be represented as Wk.
- j2p ´ k
\e Þ Wk
The phase value 2p of W can be divided by any integer and it is represented as suffix in W.
For example dividing 2p by N can be represented as WN.
1
- j2 p ´
- j2 p ¸ N
\e Þ
N
= e WN
- j2 p n k nk
\e N = e d i
- j2 p N
= WNnk .....(9.25)
Using equation (9.25) the equation (9.24) can be written as,
N-1
X( k ) =
n= 0
å x( n) WNkn ; for k = 0, 1, 2,....., N 1 .....(9.26)
The equation (9.26) is the definition of N-point DFT using phase factor, and this equation is
popularly used in FFT.
9.7 Decimation in Time (DIT) Radix-2 FFT
The N-point DFT of a sequence x(n) converts the time domain N-point sequence x(n) to a frequency
domain N-point sequence X(k). In Decimation In Time (DIT) algorithm, the time domain sequence x(n)
is decimated and smaller point DFTs are performed. The results of smaller point DFTs are combined to
get the result of N-point DFT.
In DIT radix-2 FFT, the time domain sequence is decimated into 2-point sequences. For each two
point sequence, the two point DFT is computed. The results of 2-point DFTs are used to compute 4-point
DFTs. Two numbers of 2-point DFTs are combined to get an 4-point DFT. The results of 4-point DFTs
are used to compute 8-point DFTs. Two numbers of 4-point DFTs are combined to get an 8-point DFT.
This process is continued until we get N-point DFT.
In general we can say that, in decimation in time algorithm, the N-point DFT can be realized from
two numbers of N/2 point DFTs, the N/2 point DFT can be realized from two numbers of N/4 points
DFTs, and so on.
Chapter 9 - Discrete Fourier Transform (DFT) and Fast Fourier Transform (FFT) 9. 22
Let x(n) be N-sample sequence. We can decimate x(n) into two sequences of N/2 samples. Let the
two sequences be f1(n) and f2(n). Let f1(n) consists of even numbered samples of x(n) and f2(n) consists
of odd numbered samples of x(n).
bg b g
\ f1 n = x 2n ; for n = 0, 1, 2, 3 ....., N - 1
2
f b ng = xb 2n + 1g
2 ; for n = 0, 1, 2, 3 ....., N -1
2
Let, X(k) = N-point DFT of x(n)
F1(k) = N/2 point DFT of f1(n)
F2(k) = N/2 point DFT of f2(n)
By definition of DFT the N/2 point DFT of f1(n) and f2(n) are given by,
N
- 1
2
F1 (k) = å f (n) W
n= 0
1
kn
N2
N
-1
2
F2 (k) = å f (n) W
n= 0
2
kn
N2
Now, N-point DFT X(k), in terms of N/2 point DFTs F1(k) and F2(k) is given by,
k
X( k ) = F1 (k) + WN F2 (k) , where, k = 0, 1, 2, ....., N 1 .....(9.27)
Using equations (9.29) and (9.30), the equation (9.28) can be written as,
N N
- 1 - 1
2 2
å x(2n) å x(2n + 1) W
kn kn k
X(k ) = WN 2 + N2 W
N
n= 0 n= 0
N
- 1
N
- 1 x(2n) = f1(n) and x(2n+1) = f2(n)
2 2
å f (n) å f (n)
kn k kn
= 1 WN 2 + W 2 WN 2 .....(9.31)
N
n= 0 n= 0
9. 23 Signals & Systems
By definition of DFT the N/2 point DFT of f 1(n) and f2(n) are given by.
N N
- 1 - 1
2 2
F1(k) = å f (n) 1 WNkn2 and F2 (n) = å f (n) W
2
kn
N2 .....(9.32)
n= 0 n= 0
Having performed the decimation in time once, we can repeat the process for each of the sequences
f1(n) and f2(n). Thus f1(n) would result in the two N/4 point sequences and f2(n) would result in another
two N/4 point sequences.
Let the decimated N/4 point sequences of f1(n) be v11(n) and v12(n).
bg
Let, V11 k = N 4 point DFT of v11 n ; bg bg bg
V21 k = N 4 point DFT of v21 n
bg
V12 k = N 4 point DFT of v12 n ; bg bg bg
V22 k = N 4 point DFT of v22 n
Hence the N/2 point DFTs are obtained from the results of N/4 point DFTs.
The decimation of the data sequence can be repeated again and again until the resulting sequences
are reduced to 2-point sequences.
x(0) ® ® ®
Compute
Combine
x(4) ® 2-point DFT ® ® ® X(0)
2-point DFTs
to ® X(1)
x(2) ® ® get 4-point ®
Compute DFT Combine ® X(2)
x(6) ® 2-point DFT ® ® 4-point ® X(3)
DFTs to
get 8-point ® X(4)
x(1) ® ® ® DFT
® X(5)
Compute Combine
x(5) ® 2-point DFT ® 2-point DFTs ® ® X(6)
to
® X(7)
x(3) ® Compute ® get 4-point ®
DFT
x(7) ® 2-point DFT ® ®
Let us examine the 8-point DFT of an 8-point sequence in detail. The 8-point sequence is decimated
into 4-point sequences and 2-point sequences as shown below.
Let x(n) = 8-point sequence
f1(n), f2(n) = 4-point sequences obtained from x(n)
v11(n), v12(n) = 2-point sequences obtained from f1(n)
v21(n), v22(n) = 2-point sequences obtained from f2(n).
9. 25 Signals & Systems
The relations between the samples of various sequences are given below
v11(0) = f1(0) = x(0) v21(0) = f2(0) = x(1)
v11(1) = f1(2) = x(4) v21(1) = f2(2) = x(5)
v12(0) = f1(1) = x(2) v22(0) = f2(1) = x(3)
v12(1) = f1(3) = x(6) v22(1) = f2(3) = x(7)
First Stage Computation
In the first stage of computation the two point DFTs of the 2-point sequences are computed.
Let, V11(k) = DFT{v11(n)}.
Using equation (9.26), the 2-point DFT of v11(n) is given by,
bg
V11 k = å v b ng W
n = 0, 1
11
nk
2 ; for k = 0, 1
When k = 0 ; V11 ( k) = V11 (0) = v11 (0) W2 + v11 (1) W20 = v11 (0) + v11 (1) = x(0) + x(4)
0
0
When k = 1; V11 ( k) = V11 (1) = v11 (0) W2 + v11 (1) W2 = v11 (0) - W2 v11 (1) = x(0) - W20 x(4)
1 0
0 1
j2 p ´ - j2 p ´
W20 = e 2 = e 0 = 1 W21 = e 2 = e - jp = (cos p - j sin p) = - 1 = - 1 ´ W20 = - W20
V12 (k) = åv
n = 0, 1
12 (n) W2nk ; for k = 0, 1
0 0
When k = 0 ; V12 ( k) = V12 (0) = v12 (0) W2 + v12 (1) W2 = v12 (0) + v12 (1) = x(2) + x(6)
0 0
When k = 1; V12 ( k) = V12 (1) = v12 (0) W2 + v12 (1) W2 = v12 (0) - W2 v12 (1) = x(2) - W2 x(6)
0 1
V21 (k) = åv
n = 0, 1
21 (n) W2nk ; for k = 0, 1
0
When k = 0 ; V21 ( k) = V21 (0) = v 21 (0) W2 + v 21 (1) W20 = v21 (0) + v21 (1) = x(1) + x(5)
When k = 1; V21 ( k) = V21 (1) = v 21 (0) W2 + v21 (1) W2 = v21 (0) - W2 v 21 (1) = x(1) - W20 x(5)
0 1 0
V22 (k) = åv
n = 0, 1
22 (n) W2nk ; for k = 0, 1.
When k = 0 ; V22 ( k) = V22 (0) = v22 (0) W2 + v22 (1) W20 = v 22 (0) + v22 (1) = x(3) + x(7)
0
When k = 1; V22 ( k) = V22 (1) = v22 (0) W2 + v22 (1) W2 = v 22 (0) - W2 v 22 (1) = x(3) - W20 x(7)
0 1 0
Chapter 9 - Discrete Fourier Transform (DFT) and Fast Fourier Transform (FFT) 9. 26
Second Stage Computation
In the second stage of computations the 4-point DFTs are computed using the results of first stage
as input. Let, F1(k) = DFT{f1(n)}. The 4-point DFT of f1(n) can be computed using equation (9.33).
V11(k) and V12(k) are periodic
\ F1 (k) = V11 ( k ) + W4k V12 (k) ; for k = 0, 1, 2, 3.
with periodicity of 2 samples.
When k = 0; F1 ( k) = F1 (0) = V11 (0) + W40 V12 (0) \ V11(k + 2) = V11(k)
When k = 1; F1 ( k) = F1 (1) = V11 (1) + W41 V12 (1) V12(k + 2) = V12(k)
When k = 2; F1 ( k) = F1 (2) = V11 (2) + W42 V12 (2) = V11 (0) - W40 V12 (0)
When k = 3; F1 ( k) = F1 (3) = V11 (3) + W43 V12 (3) = V11 (1) - W41 V12 (1)
2
- j2 p ´
W42 = e 4 = e - jp = (cos p - j sin p ) = - 1 = - 1 ´ W40 = - W40
3 2 1 1
- j2 p ´ - j2 p ´ - j2 p ´ - j2 p ´
W43 = e 4 = e 4 e 4 = e - jp e 4 = (cos p - j sin p ) W41 = - 1 ´ W41 = - W41
Let, F2(k) = DFT{f2(n)}. The 4-point DFT of f2(n) can be computed using equation (9.34).
V21(k) and V22(k) are periodic
\ F2 (k) = V21 ( k ) + W4k V22 (k) ; for k = 0, 1, 2, 3.
with periodicity of 2 samples.
When k = 0; F2 ( k ) = F2 (0) = V21 (0) + W4 V22 (0)
0 \ V21(k + 2) = V21(k)
V22(k + 2) = V22(k)
When k = 1; F2 ( k ) = F2 (1) = V21 (1) + W41 V22 (1)
When k = 2; F2 ( k ) = F2 (2) = V21 (2) + W42 V22 (2) = V21 (0) - W40 V22 (0)
When k = 3; F2 ( k ) = F2 (3) = V21 (3) + W43 V22 (3) = V21 (1) - W41 V22 (1)
Third Stage Computation
In the third stage of computations the 8-point DFTs are computed using the results of second stage
as inputs.
Let, X(k) = DFT{X(n)}. The 8-point DFT of x(n) can be computed using equation (9.27).
\ X( k ) = F1 ( k ) + W8k F2 (k) ; for k = 0, 1, 2, 3, 4, 5, 6, 7
F1(k) and F2(k) are periodic
When k = 0; X(0)
X( k ) = = F1 (0) + W80 F2 (0)
with periodicity of 4 samples.
When k = 1; X(1)
X( k ) = = F1 (1) + W81 F2 (1)
\ F1(k + 4) = F1(k)
When k = 2; X(2)
X( k ) = = F1 (2) + W82 F2 (2) F2(k + 4) = F2(k)
When k = 3; X(3)
X( k ) = = F1 (3) + W83 F2 (3)
When k = 4; X(4)
X( k ) = = F1 (4) + W84 F2 (4) = F1 (0) - W80 F2 (0)
When k = 5; X(5)
X( k ) = = F1 (5) + W85 F2 (5) = F1 (1) - W81 F2 (1) - j2 p ´
4
W 4
= e 8 = e - jp
When k = 6; X( k ) = X(6) = F1 (6) + W86 F2 (6) = F1 (2) - W82 F2 (2) 8
= (cos p - j sin p )
When k = 7; X( k ) = X(7) = F1 (7) + W87 F2 (7) = F1 (3) - W83 F2 (3)
= -1
W84 = W84 ´ W80 = - W80 W85 = W84 ´ W81 = - W81 W86 = W84 ´ W82 = -W82 W87 = W84 ´ W83 = - W83
9. 27 Signals & Systems
9.7.2 Flow Graph for 8-Point DIT Radix-2 FFT
If we observe the basic computation performed at every stage, we can arrive at the following
conclusion.
1. In each computation two complex numbers "a" and "b" are considered.
2. The complex number "b" is multiplied by a phase factor "WNk " .
k
3. The product "bWN " is added to complex number "a" to form new complex number "A".
k
4. The product "bWN " is subtracted from complex number "a" to form new complex number "B".
The above basic computation can be expressed by a signal flow graph shown in Fig 9.2.
(For detailed discussion on signal flow graph, refer chapter-6, Section 6.6.2).
The signal flow graph is also called butterfly diagram 1 a
since it resembles a butterfly. In radix-2 FFT, N/2 butterflies a ® ® A = a + bWNk
1
per stage are required to represent the computational process.
1
The butterfly diagram used to compute the 8-point DFT via WNk
radix-2 DIT FFT can be arrived as shown below. b ® ® B = a - bWNk
bWNk -1
The sequence is arranged in bit reversed order and then
Fig 9.2: Basic butterfly or flow graph
decimated into two sample sequences as shown below. of DIT radix-2 FFT.
x(0) x(2) x(1) x(3)
x(4) x(6) x(5) x(7)
Flow Graph or (Butterfly Diagram) for First Stage of Computation
Fig 9.3 : First stage of flow graph (or butterfly diagram) for 8-point DFT via DIT.
Chapter 9 - Discrete Fourier Transform (DFT) and Fast Fourier Transform (FFT) 9. 28
W41 1 -1
V12(1) ® ® V11(1) - W41 V12 (1) = F1(3)
1 1 0
V21(0) ® ® V21 (0) + W4 V22 (0) = F2 (0)
1
1 1
V21(1) ® ® V21 (1) + W41 V22 (1) = F2 (1)
1
W0 1 -1
V22(0) ®4 ® 0
V21(0) - W4 V22 (0) = F2 (2)
W41 1 -1
V22(1) ® ® V21 (1) - W41 V22 (1) = F2 (3)
Fig : 9.4 : Second stage of flow graph (or butterfly diagram) for 8-point DFT via DIT.
W2 1 -1
F2(2) ®8 ® F1 (2) - W82 F2 (2) = X(6)
1
W83 -1
F2(3) ® ® F1 (3) - W83 F2 (3) = X (7)
Fig 9.5 : Third stage of flow graph (or butterfly diagram) for 8-point DFT via DIT.
9. 29 Signals & Systems
The Combined Flow Graph (or Butterfly Diagram) of All the Three Stages of Computation
1 1 1 1 1
x(0) ® ® ®1 ® ® ® X(0)
1 1 1
W20 1 1 1 1
x(4) ® ® ®1 ® ® ® X(1)
-1 1 1
1 1 W0 1 -1 1 1
x(2) ® ® ®4 ® ® ® X(2)
1
1 1
W20 1 W1 1
®-1
1
x(6) ® ® ®4 ® ® X(3)
-1 1
1 1 1 1 W80 1
x(1) ® ® ® ® ® ® X(4)
1 -1
1
W0 1
1 1 W1 1 -1
x(5) ®2 ® ® ® ®8 ® X(5)
-1 1
1 1 W0 1 -1 W82 1 -1
x(3) ® ® ®4 ® ® ® X(6)
1
W0 1 W1 1 -1 W3 1 -1
x(7) ®2 ® ®4 ® ®8 ® X(7)
-1
Fig 9.6 : The flow graph (or butterfly diagram) for 8-point DIT radix-2 FFT.
Now, the N-point DFT X(k) can be obtained from the two numbers of N/2 point DFTs G1(k) and
G2(k), as shown below.
X(k)½k = even = G1(k)
X(k)½k = odd = G2(k)
Proof :
N N N N
- 1 - 1 FG N IJ - 1 - 1
k n+ kN
å xFH n + N2 IK W FH IK
2 2 2 2
= å
n= 0
x(n) WNkn +
n= 0
N
H 2 K = å x(n)
n= 0
WNkn + å
n= 0
x n + N WNkn WN2
2
N N
- 1 - 1
n= 0
N
2 Q n= 0
2 Q N
å LMNx(n) + (-1) FH IK OP W
2
= 2k
x n+ N
2 Q
2kn
N
FH IK
g1 (n) = x(n) + x n + N ; for n = 0, 1, 2, ... N – 1
n= 0 2 2
N
- 1 bg
G 1 k is N point DFT of g1 (n)
å LMNx(n) + xFH n + N2 IK OPQ W
2 2
= kn
N2 N
n= 0 - 1
2
N
2
- 1 \ G1 k =b g å g bng W 1
kn
N2 ; for k = 0, 1, 2 ,... N – 1
2
n= 0
= å g (n) W
n= 0
1
kn
N2 = G1 (k )
=
2
n= 0 N 2 Q N
N
- 1
F
g2 (n) = x(n) - x n + N FH IK IK W ; for n = 0, 1, 2, ....., N –1
å LMNx(n) - xFH n + N2 IK OPQ W W
2 n
= 2kn
N
n
N
H 2 N
2
n= 0
N
N
- 1
G 2 (k) is point DFT of g1(n)
2
å LMNx(n) - xFH n + N2 IK OPQ W W
2
= n
N
kn
N2 N
- 1
n= 0 2
N
- 1
\ G 2 (k ) = å g2 (n) WNkn2 ; for k = 0 , 1, 2, ....., N – 1
2
2 n= 0
= å g (n) 2 WNkn2 = G 2 (k )
n= 0
In the next stage of decimation the N/2 point frequency domain sequence G1(k) is decimated into two
numbers of N/4 point sequences D11(k) and D12(k), and G2(k) is decimated into two numbers of N/4
point sequences D21(k) and D22(k).
9. 31 Signals & Systems
Let D 11(k) and D12(k) be two numbers of N/4 point sequences obtained by the decimation of G1(k).
Let D11(k) be N/4 point DFT of d 11(n), and D12(k) be N/4 point DFT of d12(n).
Let D 21(k) and D22(k) be two numbers of N/4 point sequences obtained by the decimation of G2(k).
Let D21(k) be N/4 point DFT of d 21(n), and D22(k) be N/4 point DFT of d22(n).
Now, N/2 point DFTs can be obtained from two numbers of N/4 point DFTs as shown below.
G1(k)½k = even = D11(k)
G1(k)½k = odd = D12(k)
G2(k)½k = even = D21(k)
G2(k)½k = odd = D22(k)
Proof :
N k
- 1
N
n= 0
1
4 Q 1 N2
G 1(k ) k = odd = G 1(2k + 1) ; for k = 0, 1, 2,....., N - 1 D12 (k ) is N po int DFT of d12 (n)
4 4
N
- 1 N
- 1
=
4
åd
N
- 1
= 22 (n) WNkn4 = D22 (k ) 4
n= 0 \ D22 (k ) = åd 22 (n) WNkn4
n= 0
The decimation of the frequency domain sequence can be continued until the resulting sequence
are reduced to 2-point sequences. The entire process of decimation involves, m stages of decimation
where m = log2N. The computation of the N-point DFT via the decimation in frequency FFT algorithm
requires (N/2)log2N complex multiplications and N log2N complex additions. (i.e., the total number of
computations remains same in both DIT and DIF).
9.8.1 8-point DFT Using Radix-2 DIF FFT
The DIF computations for an eight sequence is discussed in detail in this section. Let x(n) be an
8-point sequence. Therefore N = 8. The samples of x(n) are,
x(0), x(1), x(2), x(3), x(4), x(5), x(6), x(7)
First Stage Computation
In the first stage of computation, two numbers of 4-point sequences g1(n) and g2(n) are obtained
from x(n) as shown below.
LM
g 2 ( n) = x(n) x n + N e jOPQ W n
= x(n) x(n + 4) W8n ; for n = 0, 1, 2, 3
N 2 N
1
When k = 0 ; D11 (0) = åd
n= 0
11 (n) W20 = d11 (0) + d11 (1) W20 = 1
1
When k = 1 ; D11 (1) = åd
n= 0
11 (n) W2n = d11 (0) W20 + d11 (1) W21 W21 = -1= -1 ´ W21
= d11 (0) W20 + d11 (1) W21 W20 = d 11 (0) - d11 (1) W20
Similarly the 2-point DFTs of the 2-point sequences d12(n), d21(n) and d22(n) are computed and the
results are given below.
D12 (0) = d12 (0) + d12 (1)
D12 (1) = d 12 (0) - d12 (1) W20
From the above we observe that the output is in bit reversed order. In radix-2 DIF FFT, the input
is in normal order the output will be in bit reversed order.
9.8.2 Flow Graph for 8-point Radix-2 DIF FFT
If we observe the basic computation performed at every stage, we can arrive at the following
conclusion.
1. In each computation two complex numbers "a" and "b" are considered.
2. The sum of the two complex number is computed which forms a new complex number "A".
3. Then subtract complex number "b" from "a" to get the term "a-b". The difference term "a-b" is
multiplied with the phase factor or twiddle factor "WNk " to form a new complex number "B".
The above basic computation can be expressed by a 1 a+b 1
a ® ® A=a + b
signal flow graph shown in Fig 9.7. (For detailed discussion 1
on signal flow graph, refer chapter-6, Section 6.6.2).
1
1
WNk
The signal flow graph is also called butterfly diagram b ® ® B = (a - b)WNk
ab
since it resembles a butterfly. In radix-2 FFT, N/2 butterflies
Fig 9.7 : Basic butterfly or flow
per stage are required to represent the computational process.
graph of DIF - FFT.
The butterfly diagram used to compute the 8-point DFT via
radix-2 DIF FFT can be arrived as shown below.
9. 35 Signals & Systems
Flow Graph (or Butterfly Diagram) for First Stage of Computation
1 -1 W1
x(5) ® ®8 x(1) - x(5) W81 = g 2 (1)
1 -1 W82
x(6) ® ® x(2) - x(6) W82 = g2 (2)
1 -1 W3
x(7) ® ®8 x(3) - x(7) W83 = g 2 (3)
Fig 9.8 : First stage of flow graph (or butterfly diagram) for 8-point DFT via DIF.
1 W1
g1(3) ®-1 ®4 g1 (1) - g1 (3) W41 = d 12 (1)
1
g2(0) ®1 ® g2 (0) + g2 (2) = d 21 (0)
1
1
g2(1) ®1 ® g2 (1) + g2 (3) = d 21 (1)
1
1 -1 W0
g2(2) ® ®4 g2 (0) - g2 (2) W40 = d 22 (0)
1 W1
-1
g2(3) ® ®4 g 2 (1) - g2 (3) W41 = d 22 (1)
Fig 9.9: Second stage of flow graph (or butterfly diagram) for 8-point DFT via DIF.
Chapter 9 - Discrete Fourier Transform (DFT) and Fast Fourier Transform (FFT) 9. 36
Flow Graph( or Butterfly Diagram) for Third Stage of Computation
1 1
d22(0) ® ® d 22 (0) + d 22 (1) = D22 (0) = G2 (1) = X(3)
1
1 -1 W20
d22(1) ® ® d 22 (0) - d 22 (1) W20 = D 22 (1) = G 2 (3) = X(7)
Fig 9.10 :Third stage of flow graph (or butterfly diagram) for 8-point DFT via DIF.
The Combined Flow Graph (or Butterfly Diagram) of All the Three Stages of Computation
1 1 1 1 1 1
x(0) ® ® ® ® ® ® X(0)
1 1 1
1
1 1 1 1 W0
x(1) ® ® ® ® 1
® ®2 X(4)
1 1
1 W0
1 1 -1 1
x(2) ® ® ® ®4 ®1 ® X(2)
1 1
1 W1 1 W0
1 1 -1 -1
x(3) ® ® ® ®4 ® ®2 X(6)
1
1 W0 1 1 1 1
x(4) ® ®8 ® ® ® ® X(1)
-1 1 1
1 -1 W1 1 1 W0
x(5) ® ®8 ®1 ® ®-1 ®2 X(5)
1
1 -1 W2 1 -1 W0 1
x(6) ® ®8 ® ®4 ®1 ® X(3)
1
1 -1 W3 1 W1 1 W20
-1
x(7) ® ®8 ® ®4 ®-1 ® X(7)
Fig 9.11 : The flow graph (or butterfly diagram) for 8-point DIF radix-2 FFT.
9. 37 Signals & Systems
å
1
x( n) = X( k ) e N ; for n = 0, 1, 2, ....., N - 1
N k= 0
*
1N 1
-
F - j2 pnk
I -
1N 1 * LM Xbkg dW i OP .....(9.35)
N-1
*
å å b gd i Nå
1
= X( k ) e GH N
JK = X k WNnk = nk
N
N k= 0 N k= 0 N k= 0 Q
In equation (9.35), the expression inside the bracket is similar to that of DFT computation of a
sequence, with following differences.
1. The summation index is k instead of n.
2. The input sequence is X(k) instead of x(n).
3. The phase factors are conjugate of the phase factor used for DFT.
Hence, in order to compute inverse DFT of X(k), the FFT algorithm can be used by taking the
conjugate of phase factors. Also from equation (9.35) it is observed that the output of FFT computation
should be divided by N to get x(n).
The following procedure can be followed to compute inverse DFT using FFT algorithm.
1. Take N-point frequency domain sequence X(k) as input sequence.
2. Compute FFT by using conjugate of phase factors.
3. Divide the output sequence obtained in FFT computation by N, to get the sequence x(n).
Thus a single FFT algorithm can be used for evaluation of both DFT and inverse DFT.
Chapter 9 - Discrete Fourier Transform (DFT) and Fast Fourier Transform (FFT) 9. 38
Example 9.5
An 8-point sequence is given by x(n) = {2, 2, 2, 2, 1, 1, 1, 1}. Compute 8-point DFT of x(n) by a) radix-2 DIT-FFT and
b) radix-2 DIF-FFT. Also sketch the magnitude and phase spectrum.
Solution
a) 8-point DFT by Radix-2 DIT-FFT
The given sequence is first arranged in the bit reversed order.
The sequence x(n) The sequence x(n) in
in normal order bit reversed order
x(0) = 2 x(0) = 2
x(1) = 2 x(4) = 1
x(2) = 2 x(2) = 2
x(3) = 2 x(6) = 1
x(4) = 1 x(1) = 2
x(5) = 1 x(5) = 1
x(6) = 1 x(3) = 2
x(7) = 1 x(7) = 1
For 8-point DFT by radix-2 FFT we require 3 stages of computation with 4-butterfly computations in each stage. The
sequence rearranged in the bit reversed order forms the input to the first stage. For other stages of computation the output
of previous stage will be the input for current stage.
First stage computation
The input sequence to first stage computation = { 2, 1, 2, 1, 2, 1, 2, 1 }
The phase factors involved in second stage computation are W40 and W41 .
cos
FG IJ j sin
FG IJ
H 2K H 2K
j
The phase factors involved in third stage computation are W80 , W81, W82 and W83 .
0
j2
W80 e 8 1
1
W81 e
j2
8
e
j
4 = cos
FG IJ j sin
FG IJ 1
j
1
H4K H 4K 2 2
2
W82 e
j2
8
e
j
2 F IJ
cosG j sinG
F IJ j
H2K H2K
3 3
W83 e
j2
8
e
j
4 cosG
F 3 IJ j sinG
F 3 IJ 1
j
1
H4K H4K 2 2
Chapter 9 - Discrete Fourier Transform (DFT) and Fast Fourier Transform (FFT) 9. 40
The output sequence of third |UV {12, 1 j2.414, 0, 1 j0.414, 0, 1 j0.414, 0, 1 j2.414 }
stage of computation |W
The output sequence of third stage of computation is the 8-point DFT of the given sequence in normal order.
For 8-point DFT by radix-2 FFT we require 3-stages of computation with 4-butterfly computation in each stage. The
given sequence is the input to first stage. For other stages of computations, the output of previous stage will be the input for
current stage.
0
j2
W80 e 8
1
1
W81 e
j2
8
e
j
4 cos
FG IJ jsin
FG IJ 1
j
1
H 4 K H 4 K 2 2
2
W82 e
j2
8 e
j
2 cosG
F IJ jsinG
F IJ j
H 2K H 2K
3 3
W83 e
j2
8
e
j
4 cos
FG 3 IJ jsin
FG 3 IJ 1
j
1
H 4 K H 4 K 2 2
9. 41 Signals & Systems
0
j2
W40 e 4 1
1
j2 j
W41 e 4 e 2
cos
FG IJ j sin
FG IJ
H 2K H 2K
j
���
The output sequence of second
= { 6, 6, 0, 0, 1Ū j, Ūj1.414, 1 + j, Ū j1.414 }
stage of computation
Third stage computation
The input sequence to third stage of computation = { 6, 6, 0, 0, 1 Ū j, Ūj1.414, 1 + j, Ū j1.414 }
The butterfly computations of third stage are shown in fig 6.
The output sequence of third stage of computation = { 12, 0, 0, 0, 1Ū j2.414, 1 + j0.414, 1Ūj0.414, 1 + j2.414 }
The output sequence of third stage of computation is the 8-point DFT of the given sequence in bit reversed order.
In DIF-FFT algorithm the input to first stage is in normal order and the output of third stage will be in the bit reversed
order. Hence the actual result is obtained by arranging the output sequence of third stage in normal order as shown below.
X(0) = 12 X(0) = 12
X(4) = 0 X(1) = 1 Ū j2.414
X(2) = 0 X(2) = 0
X(6) = 0 X(3) = 1 Ū j0.414
X(1) = 1 Ū j2.414 X(4) = 0
X(5) = 1 + j0.414 X(5) = 1 + j0.414
X(3) = 1 Ū j0.414 X(6) = 0
X(7) = 1 + j2.414 X(7) = 1 + j2.414
Each element of the sequence X(k) is a complex number and they are expressed in rectangular coordinates. If they
are converted to polar coordinates then the magnitude and phase of each element can be obtained.
Note : The rectangular to polar conversion can be obtained by using R P conversion in calculator.
R
= S12 0, 2.61 67 , 0 0, 108
. 22 , 0 0, 108
. 22 , 0 0, 2.61 67
UV
T 180 180 180 180 W
The magnitude specturm is the plot of the magnitude of each sample of X(k) as a function of k as shown in fig 7. The
phase spectrum is the plot of phase of X(k) as a function of k as shown in fig 8.
When N-point DFT is performed on a sequence x(n) then the DFT sequence X(k) will have a periodicity of N. Hence
in this example the magnitude and phase specturm will have a periodicity of 8 as shown in fig 7 and fig 8.
|X(k)|
12
12
N=8
0 1 2 3 4 5 6 7 8 9 10 11 k
Fig 7 : Magnitude spectrum.
X(k)
in rad
0.5 N=8
0.37
0.25
0.12
0
1 2 3 4 5 6 7 8 9 10 11 k
Ū0.12 Ū0.12
0.25
0.37 Ū0.37
Ū0.5
Fig 8 : Phase spectrum.
Chapter 9 - Discrete Fourier Transform (DFT) and Fast Fourier Transform (FFT) 9. 44
Example 9.6
In an LTI system the input x(n) = {1, 1, 1} and the impulse response h(n) = {Ū1, Ū1}. Determine the response of the
LTI system by radix-2 DIT FFT.
Solution
The response y(n) of LTI system is given by linear convolution of input x(n) and impulse response h(n).
Response or Output, y(n) = x(n) h(n)
The DFT (or FFT) supports only circular convolution. Hence to get the result of linear convolution from circular
convolution, the sequences x(n) and h(n) should be converted to the size of y(n) by appending with zeros and circular
convolution of x(n) and h(n) is performed.
The length of x(n) is 3 and h(n) is 2. Hence the length of y(n) is 3 + 2 Ū 1 = 4. Therefore given sequences x(n) and
h(n) are converted to 4 point sequences by appending zeros.
x(n) = {1, 1, 1, 0} and h(n) = {Ū1, Ū1, 0, 0}
Now the response y(n) is given by, y(n) = x(n) h(n).
Let, DFT{x(n)} = X(k), DFT{h(n)} = H(k), DFT{y(n)} = Y(k).
By convolution theorem of DFT we get,
DFT{x(n) h(n)} = X(k) H(k)
y(n) = DFT 1{Y(k)} = DFT 1{X(k) H(k)}
The various steps in computing y(n) are,
Step - 1 : Determine X(k) using radix-2 DIT algorithm.
Step - 2 : Determine H(k) using radix-2 DIT algorithm.
Step - 3 : Determine the product X(k)H(k).
Step - 4 : Take inverse DFT of the product X(k)H(k) using radix-2 DIT algorithm.
Input sequence to first stage = { 1, 1, 1, 0 }. The butterfly computations of first stage are shown in fig 1.
Fig 1 : Butterfly diagram for first stage of radix-2 DIT FFT of X(k).
Output sequence of first stage of computation = { 2, 0, 1, 1 }
9. 45 Signals & Systems
Second stage computation
Input sequence to second stage computation = { 2, 0, 1, 1 }
The phase factors involved in second stage computation are W40 and W41 .
cos
FG IJ j sin
FG IJ
2Ū1=1
H2K H 2K
j
0 Ū 1 (Ūj) = +j
Fig 2 : Butterfly diagram for second stage of radix-2 DIT FFT of X(k).
Fig 3 : Butterfly diagram for first stage of radix-2 DIT FFT of H(k).
Ū1 + (Ū1) = Ū2 0
j2
W40 e 4 1
Ū1 + (Ū1) (Ūj) = Ū1 + j j2
1
j
W41 e 4 e 2
Ū1 Ū(Ū1) = 0 cos
FG IJ j sin
FG IJ
H2K H 2K
j
Ū1 Ū (Ū1) (Ūj) = Ū1 Ūj
Fig 4 : Butterfly diagram for second stage of radix-2 DIT FFT of H(k).
Output sequence of second stage computation = { Ū2, Ū1 + j, 0, Ū1 Ūj }
The output sequence of second stage computation is the 4-point DFT of h(n).
The sequence arranged in bit reversed order forms the input sequence Y(2) = 0 Y(1) = 1+j
to first stage computation. Y(3) = 1Ūj Y(3) = 1Ūj
First stage computation
Input sequence to first stage = { Ū6, 0, 1+j, 1Ūj }. The butterfly computations of first stage are shown in fig 5.
0
j2
(W40 ) e 4 1
1
j2 j
(W41) e 4 e 2
cos
FG IJ j sin
FG IJ
H 2K H 2K
j
Example 9.7
Determine the response of LTI system when the input sequence x(n) = {Ū1, 1, 2, 1, Ū1} by radix 2 DIT FFT.
The impulse response of the system is h(n) = {Ū1, 1, Ū1, 1}.
Solution
The response of an LTI system is given by linear convolution of input sequence x(n) and impulse response h(n).
Response or output, y(n) = x(n) h(n).
The DFT (or FFT) supports only circular convolution. Hence to get the result of linear convolution from circular
convolution, the sequence x(n) and h(n) should be converted to the size of y(n), by appending with zeros, and then circular
convolution of x(n) and h(n) is performed.
The length of x(n) = 5, and h(n) = 4. Hence the length of y(n) is 5 + 4 Ū 1 = 8.
Therefore x(n) and h(n) are converted into 8-point sequence by appending zeros.
x(n) = { Ū1, 1, 2, 1, Ū1, 0, 0, 0 } and h(n) = { Ū1, 1, Ū1, 1, 0, 0, 0, 0 }
Now, the response y(n) is given by, y(n) = x(n) h(n).
Let, DFT{x(n)} = X(k), DFT{h(n)} = H(k), DFT{y(n)} = Y(k).
By convolution theorem of DFT we get,
DFT{x(n) h(n)} = X(k) H(k)
y(n) = DFT 1{Y(k)} = DFT 1{X(k) H(k)}
The various steps in computing y(n) are,
Step - 1 : Determine X(k) using radix-2 DIT algorithm.
Step - 2 : Determine H(k) using radix-2 DIT algorithm.
Step - 3 : Determine the product X(k)H(k).
Step - 4 : Take inverse DFT of the product X(k)H(k) using radix-2 DIT algorithm.
Chapter 9 - Discrete Fourier Transform (DFT) and Fast Fourier Transform (FFT) 9. 48
Step-1 : To determine X(k)
Since x(n) is an 8 point sequence, we have to compute 8-point DFT.
The 8-point DFT by radix-2 FFT algorithm consists of 3 stages of computations with 4 butterflies in each stage.
The given sequence x(n) is arranged in bit reversed order as shown in the following table.
x(n) x(n)
Normal order Bit reversed order
x(0) = Ū1 x(0) = Ū1
x(1) = 1 x(4) = Ū1
x(2) = 2 x(2) = 2
x(3) = 1 x(6) = 0
x(4) = Ū1 x(1) = 1
x(5) = 0 x(5) = 0
x(6) = 0 x(3) = 1
x(7) = 0 x(7) = 0
The sequence arranged in bit-reversed order forms the input sequence to the first stage computation.
First stage computation
Input sequence to first stage = { Ū1, Ū1, 2, 0, 1, 0, 1, 0 }.
The butterfly computation of first stage is shown in fig 1.
Fig 1 : Butterfly diagram for first stage of radix-2 DIT FFT of X(k).
0
j2
W40 e 4 1
1
j2 j
W41 e 4 e 2
cos
FG IJ j sin
FG IJ
H2K H 2K
j
Fig 2 : Butterfly diagram for second stage of radix-2 DIT FFT of X(k).
W81 e
j2
1
8 e
j
4 = cos
FG IJ j sin
FG IJ 1
j
1
H4K H 4K 2 2
W82 e
j2
2
8 e
j
2 F IJ
cosG j sinG
F IJ j
H 2K H2K
W83 e
j2
3
8
e
j
3
4 cosG
F 3 IJ j sinG
F 3 IJ 1
j
1
H4K H4K 2 2
0+2=2
2 j (1 j)
FG 1
j
1 IJ j 2
FG 2 IJ = Ūj 2 + 2 e j
H 2 2 K H 2 K
Ū4 + 0(Ūj) = Ū4
2 j (1 j)
FG 1
j
1 IJ 2j j
2
= j2 e 2 j
H 2 2 K 2
0 Ū 2 = Ū2
2j (1 j)
FG 1
j
1 IJ 2j j
2
= j 2 + e 2 j
H 2 2 K 2
Ū4 Ū(0) (Ūj) = Ū4
2j (1 j)
FG 1
j
1 IJ 2j j
2
e
= j2 + 2 j
H 2 2 K 2
Fig 3 : Butterfly diagram for third stage of radix-2 DIT FFT of X(k).
h(n) h(n)
Normal order Bit reversed order
h(0) = Ū1 h(0) = Ū1
h(1) = 1 h(4) = 0
h(2) = Ū1 h(2) = Ū1
h(3) = 1 h(6) = 0
h(4) = 0 h(1) = 1
h(5) = 0 h(5) = 0
h(6) = 0 h(3) = 1
h(7) = 0 h(7) = 0
The sequence arranged in bit reversed order forms the input sequence to the first stage.
Fig 4 : Butterfly diagram for first stage of radix-2 DIT FFT of H(k).
Second stage computation
Input sequence to second stage of computation = { Ū1, Ū1, Ū1, Ū1, 1, 1, 1, 1}
0
j2
W40 e 4 1
1
j2 j
W41 e 4 e 2
cos
FG IJ j sin
FG IJ
H 2K H 2K
j
Fig 5 : Butterfly diagram for second stage of radix-2 DIT FFT of H(k).
���
Phase factors involved in third stage computations are W80 , W81, W82 , and W83 .
0
j2
W80 e 8 1
1
W81 e
j2
8 e
j
4 = cos
FG IJ FG IJ
j sin
1
j
1
H4K H4K 2 2
2
W82 e
j2
8
e
j
2 F IJ
cosG j sinG
F IJ j
H2K H2K
3 3
W83 e
j2
8
e
j
4 F 3 IJ
cosG j sinG
F 3 IJ 1
j
1
H4K H4K 2 2
Ū2 + 2 = 0
( 1 j) (1 j)
FG 1
j
1 IJ 1 j 1 e 2 j
H 2 2 K
0 + 0(Ūj) = 0
( 1 j) (1 j)
FG 1
j
1 IJ 1 j 1 e 2 j
H 2 2 K
Ū2 Ū 2 = Ū 4
( 1 j) (1 j)
FG 1
j
1 IJ 1 j 1 e 2 j
H 2 2 K
0 Ū 0(Ūj) = 0
( 1 j) (1 j)
FG 1
j
1 IJ 1 j e1 2 j
H 2 2 K
Fig 6 : Butterfly diagram for third stage of radix-2 DIT FFT of H(k).
l q
DFT h(n) = H(k) = {0, 1 j1 e j
2 , 0, 1 e
j1 j
2, 4, 1 j1 e j
2 , 0, e
1 j 1 2 j}
9. 53 Signals & Systems
Step 3 : To determine the product X(k)H(k)
Let the product of X(k)H(k) = Y(k); for k = 0, 1, 2, 3, 4, 5, 6, 7
Y(k) = X(k)H(k)
Y(k) Y(k)
Normal order Bit reversed order
Y(0) = 0 Y(0) = 0
Y(1) = 2 j(2 2) Y(4) = 8
Y(2) = 0 Y(2) = 0
Y(3) = 2 Ū j(2 Ū 2 ) Y(6) = 0
Y(4) = 8 Y(1) = 2 j(2 2)
Y(5) = 2 j(2 Ū 2 ) Y(5) = 2 j(2 Ū 2 )
Y(6) = 0 Y(3) = 2 Ū j(2 Ū 2 )
Y(7) = Ū 2 j(2 2) Y(7) = Ū 2 j(2 2)
Y(2) = 0 0+0=0
Y(6) = 0 0Ū0=0
8 8+0=8
0
j2
(W40 ) e 4 1
–8 Ū8 + (0)(j) = Ū8 1
j2 j
(W41) e 4 e 2
0 8Ū0=8 FG IJ FG IJ
cos j sin
H 2K H 2K
0 Ū8 Ū (0) (j) = Ū8 j
j4 j4 + (Ūj4) = 0
2 2 j2 2 e2 2 j2 2 j e2 j
2 + j2 2 ( j) 4 2 j4 2
–j 4 j4 Ū (Ū j4) = j 8
2 2 j2 2 e2 2 j2 2 j e2 2 + j2 2 ( j) j 0
The phase factors involved are (W80 ) , (W81) , (W82 ) and (W83 ) .
0
j2
(W80 ) e 8
1
1
(W81) e
j2
8 e
j
4 = cos
FG IJ j sin
FG IJ 1 j
1
H 4K H 4K 2 2
2
(W82 ) e
j2
8
e
j
2 F I
cosG J
F I j
j sinG J
H 2K H 2K
3 3
(W83 ) e
j2
8 e
j
4 F3 I
cosG J
F3 I
j sinG J
1
j
1
H 4K H4K 2 2
8 8+0=8
8 8 e4 2 j4 2 jFGH 1
2
j
1
2
IJ =
K 16
8 8 + (j8) (j) = 0
–8 8 (0)
FG 1
j
1 IJ 8
H 2 2K
0 8Ū0=8
4 2 j4 2 8 e4 2 j4 2 jFGH 1
2
j
1
2
IJ
K 0
j8 8 Ū (j8) (j) = 16
0 8 (0)
FG 1
+j
1 IJ 8
H 2 2K
n = 0
pk 3 pk
-j -j
= 1 + e 2 - 2e - jpk - 2e 2 ; for k = 0, 1, 2, 3
Q9.2 Find the DFT of the sequence x(n) = {1, 1, 0, 0}. Also find magnitude and phase sequence.
Solution
The N-point DFT of x(n) is given by,
N -1 2 pnk
-j
DFT{x(n)} = X(k) = å x(n)e N ; for k = 0, 1, 2, ..., N 1
n = 0
n = 0
Fe + e I
-j
pk
-j
pk
j
pk
-j
pk
= 1 + e GH 2
JK + 0 + 0 = e 4 4 4
pk pk
= e
F pk I
-j F pk I ; for k = 0, 1, 2, 3
2cosG J = 2cosG J e
4
-j
4 cosq =
e jq + e - jq
H4K H4K 2
F pk I
\ |X(k)| = 2cosG J and Ð X(k) =
pk
; for k = 0, 1, 2, 3
H4K 4
Q9.3 Compute the DFT of the sequence x(n) = (1)n for the period N = 16.
Solution
Given that, x(n) = (1) n = {...... 1, 1, 1, 1, 1, 1, ...........}. On evaluating the sequence for
all values of n, it can be observed that x(n) is periodic with periodicity of 2 samples. The DFT of x(n) has to be
computed for the period N = 16. Let us consider the 16-sample of the infinite sequence from n = 0 to n = 15.
The 16-point DFT of x(n) is given by, N -1 1 - CN
Cn =
å 1- C
n = 0
15 -j
2 pnk 15 -j
pnk
F15 I -j
pk n
e jq ´ e - jq = 1
X(k) = å x(n)e 16 = å (1) n
´e 8 = å GH e JK 8
n = 0 n = 0 n = 0
e jq + e - jq
16 cosq =
F j
pk
I 2
1- GH e 8 JK 1 - e
j
pk 16
8 1 - e j2pk d
e jpk e jpk - e jpk i
= = = =
F j
pk
I 1 +
j
e 8
pk
1 +
j
e 8
pk
j
pk
Fe j
pk
j
pk
I
1 G
H
e 8 JK e 16
GH 16 + e 16
KJ
Chapter 9 - Discrete Fourier Transform (DFT) and Fast Fourier Transform (FFT) 9. 58
pk 15 p k 15 p k
jpk + j
16
sin(pk) sin(pk) -j
16
p sin( pk) - j 16 e jq - e - jq
= e = -j e =1 Ð- e sinq =
j cosFGH pk IJK cosFGH pk IJK 2 cosFG pk IJ
H K 2j
16 16 16
p 15 p k 23 pk
j sin pk -j
16
sin pk -
16
= e 2
pk
e = pk
e
cos 16 cos 16 ; for k = 0, 1, 2,.....15
Solution
The inverse DFT of the sequence Y(k) of length 4 is given by,
3 2 pkn
1 j
DFT -1{Y(k)} = y(n) =
4 å Y(k)e 4 ; for n = 0, 1, 2, 3
k= 0
\ y(n) =
1 LM j
pn
Y(0)e0 + Y (1)e 2 + Y (2)e jpn + Y (3)e
j
3 pn
2
OP
4 MN PQ
1 1
= 1 + 0 + e jpn + 0 = 1 + cos pn + j sin pn ; for n = 0, 1, 2, 3
4 4
When n = 0; y(0) = 1/4 (1 + cos 0 + j sin 0) = 0.5
When n = 1; y(1) = 1/4 (1 + cos p + j sin p) =0
When n = 2; y(2) = 1/4 (1 + cos 2p + j sin 2p) = 0.5
When n = 3; y(3) = 1/4 (1 + cos 3p + j sin 3p) = 0
\ y(n) = {0.5, 0, 0.5, 0}
Q9.5 Calculate the percentage saving in calculations in a 512-point radix-2 FFT, when compared
to direct DFT.
Solution
Direct computation of DFT
Number of complex additions = N(N 1) = 512 ´ (512 1) = 2,61,632
The FFT is needed to compute DFT with reduced number of calculations. The DFT is required
for spectrum analysis and filtering operations on the signals using digital computers.
clear all
clc
Program 9.2
clear all
clc
subplot(2,1,1)
stem(Wk,MagXk);
title(Magnitude spectrum)
xlabel(k); ylabel(MagXk)
subplot(2,1,2)
stem(Wk,PhaXk);
title(Phase spectrum)
xlabel(k); ylabel(PhaXk)
OUTPUT
The DFT sequence is,
Xk =
Columns 1 through 7
1.0000 0.8770 - 0.3633i 0.5690 - 0.5690i 0.2252 - 0.5437i
0 - 0.3333i -0.0299 - 0.0723i 0.0976 + 0.0976i
Columns 8 through 14
0.2611 + 0.1081i 0.3333 + 0.0000i 0.2611 - 0.1081i 0.0976 - 0.0976i -
0.0299 + 0.0723i -0.0000 + 0.3333i 0.2252 + 0.5437i
Columns 15 through 16
0.5690 + 0.5690i 0.8770 + 0.3633i
Note : Verify the above results with example 8.6 and example 9.1.
The magnitude and phase spectrum of program 9.2 are shown in fig P9.2.
Chapter 9 - Discrete Fourier Transform (DFT) and Fast Fourier Transform (FFT) 9. 62
Program 9.3
clear all
clc
N = 8; % specify the length of the DFT
j=sqrt(-1);
xn = [2,2,2,2,1,1,1,1]; % input sequence
Xk = zeros (1,N); % initialize output sequence as zeros
OUTPUT
The DFT sequence is,
Xk =
Columns 1 through 7
12.0000 1.0000 - 2.4142i -0.0000 - 0.0000i 1.0000 - 0.4142i
0 - 0.0000i 1.0000 + 0.4142i -0.0000 - 0.0000i
Column 8
1.0000 + 2.4142i
9. 63 Signals & Systems
Program 9.4
Write a MATLAB program to perform inverse DFT. Take the frequency
domain output sequence of program 9.3 as input.
clear all
clc
N = 8; % decla r e the leng th of the inver se DFT
j=sqrt(-1);
% Xk is input sequence
Xk = [12, 1-j*2.4142,0,1-j*0.4142,0,1+j*0.4142,0,1+j*2.4142];
xn = zeros (1,N); %initialize output sequence as zeros
Also perform inverse DFT on the frequency domain sequence using function
IFFT, to extract the time domain sequence.
clear all
clc
subplot(2,2,2)
stem(n,Xn)
title(inverse DFT sequence) % P lo t the inver se DFT sequence
xlabel(n); ylabel(Xn)
OUTPUT
DFT of the sequence xn is,
Xk =
7.0000 -1.0000 + 2.0000i -1.0000 -1.0000 - 2.0000i
1. In N-point DFT of L-point sequence, the value of N to avoid aliasing in frequency spectrum is,
a) N ¹ L b) N £ L c) N ³ L d) N = L
2. The inverse DFT of x(n) can be expressed as,
N j2 pkn N -1 j2 pkn
1 - 1
a) x(n) =
N
å X( k ) e N b) x(n) =
N
å X( k ) e N
k=0 k=0
N -1 j2 pkn N -1 j2 pkn
1 - -
c) x(n) =
N
å X ( n) e N d) x(n) = N å X( k ) e N
n=0 n=0
a) X(k) e N
b) X(k) e mN
c) X(k) e N d) X(k) e m N
4. The DFT of product of two discrete time sequences x1(n) and x2(n) is equivalent to,
1 1 1
a) X1 ( k) * X2 ( k ) b) X1 ( k ) X 2 ( k ) c) X1 ( k ) * X*2 ( k ) d) X1 ( k ) * X 2 ( k )
N N N
5. By correlation property, the DFT of circular correlation of two sequences x(n) and y(n) is,
a) X(k) Y*(k) b) X(k) * Y(k) c) X(k) * Y* (k) d) X(k) Y(k)
a) X(k) = X(z) j2 p n
b) X(k) = X(z) j2 p k
z=e N z=e N
7. In an N-point sequence, if N = 16, the total number of complex additions and multiplications using
Radix-2 FFT are,
a) 64 and 80 b) 80 and 64 c) 64 and 32 d) 24 and 12
8. The complex valued phase factor/twiddle factor, W N can be represented as,
j2 p
-
a) e - j2pN b) e N c) e - j2p d) e - j2pkN
9. The phase factors are multiplied before the add and subtract operations in,
a) DIT radix-2 FFT b) DIF radix-2 FFT c) inverse DFT d) both a and c
10. If X(k) consists of N-number of frequency samples, then its discrete frequency locatioins are given by,
kFs Fs kN
a) fk = b) fk = c) f k = d) fk = N
N N Fs
9. 67 Signals & Systems
Answers
1. c 3. c 5. a 7. c 9. a
2. b 4. a 6. b 8. b 10. a
IV. Answer the Following questions
1. Define DFT of a discrete time sequence.
2. Define inverse DFT.
3. What is the relation between DTFT and DFT?
4. What is the drawback in Fourier transform and how it is overcome?
5. List any four properties of DFT.
6. State and prove the shifting property of DFT.
7. What is FFT?
8. What is radix-2 FFT?
9. How many multiplications and additions are involved in radix-2 FFT?
10. What is DIT radix-2 FFT?
11. What is phase factor or twiddle factor?
12. Draw and explain the basic butterfly diagram or flow graph of DIT radix-2 FFT.
13. What are the phase factors involved in the third stage of computation in the 8-point DIT
radix-2 FFT?
14. What is DIF radix-2 FFT?
15. Draw and explain the basic butterfly diagram or flow graph of DIF radix-2 FFT.
16. What are the phase factors involved in first stage of computation in 8-point DIF radix-2 FFT?
17. How will you compute inverse DFT using radix-2 FFT algorithm?
18. What is magnitude and phase spectrum?
V. Solve the Following Problems
E9.1 Compute 4-point DFT and 8-point DFT of causal sequence given by, x ( n ) = 0.5 ; 0 £ n £ 3
= 0 ; else
E9.2 l q
Compute DFT of the sequence, x( n) = 0, - 1, 2, 1 . Sketch the magnitude and phase spectrum.
E9.3 Compute DFT of the sequence, x( n) = l1, 1, 1, 2, 2q . Sketch the magnitude and phase spectrum.
E9.4 Compute circular convolution of the following sequences using DFT.
l q l
x1 ( n) = -1, 2, - 2, 1 and x2 ( n) = 1, - 2, - 1, 2 . q
A A
E9.5 Compute linear and circular convolution of the following sequences using DFT.
l q l
x( n) = 1, 0.2, - 1 , h( n) = 1, - 1, 0.2 . q
E9.6 l
Compute 8-point DFT of the discrete time signal, x( n) = 1, 3, 1, 2, 1, 3, 1, 2 , q
a) using radix-2 DIT-FFT and b) using radix-2 DIF-FFT.
Also sketch the magnitude and phase spectrum.
E9.7 l q l q
In an LTI system the input, x( n) = -1, 2, - 1 and the impulse response, h( n) = 2, - 1 . Determine
the response of LTI system by radix-2 DIT-FFT.
E9.8 Compute the DFT and plot the magnitude and phase spectrum of the discrete time sequence,
l q
x( n) = 2, 0, 0, 1 , and verify the result using the inverse DFT.
E9.9 l q
Determine the response of LTI system when the input sequence x( n) = 2, - 1, 1, 0, 1 by radix 2
l
DIT-FFT. The impulse response of the system is h( n) = 1, - 1, - 1, 1 . q
Chapter 9 - Discrete Fourier Transform (DFT) and Fast Fourier Transform (FFT) 9. 68
Answers
E9.1 4 - point DFT: X( k ) = 2Ð0, 0, 0, 0 l q
l
8 - point DFT: X( k ) = 2Ð0, 1.306Ð - 0.375p , 0, 0.54Ð - 0.125p, 0, 0.54Ð0.125p , 0, 1.306Ð 0.375p q
E9.2 l
X(k) = 0, 2.828Ð 0.75p , 0, 2.828Ð - 0.75p q
|X(k)|
X(k) = l0, 2.828, 0, 2.828q ;;;;;;;Ð X(k) = l0, 0.75p , 0, - 0.75pq
7 7 7
ÐX(k) 0.75p
6
0.75p
5
|X(k)| 0.5 p
4
3 2.828 2.828 0.25p
3
2 0 1 2 3 k 2 1.667 1.667
1
1 0.617 0.617
0 1 2 3 k
0.75p 0.75p 0 1 2 3 4 5 k
Fig E9.2.1 Magnitude spectrum. Fig E9.2.2 Phase spectrum. Fig E9.3.1 Magnitude spectrum.
E9.3 l
X(k) = 7Ð 0, 1.667Ð 0.6p, 0.617Ð - 0.8p, 0.617Ð0.8p , 1.667Ð - 0.6p q
X(k) = l7, 1.667, 0.617, 0.617, 1.667q ; ÐX(k) = l 0, 0.6p , - 0.8p, 0.8p , - 0.6p q
E9.4 x (n) * x (n) = l3, - 1, - 3, 1q
1 2
ÐX(k)
p
0.8 p
E9.5 x(n) * h(n) = l1, - 0.8, - 1, 1.04, - 0.2q 0.75p
0.6 p
x(n) * h(n) = l2.04, - 1, - 1q 0.5 p
0.25p
E9.6 X(k) = l14, 0, - 2 j, 0, - 6, 0, 2 j, 0q
0 1 2 3 4 5 k
= l14Ð0, 0, 2Ð - 0.5p , 0, 6Ðp, 0, 2Ð0.5p, 0q 0.25p
0.75p
0.5 p |X(k)|
0.5 p
0.25p 14 14
0 1 2 3 4 5 6 7 8 k
0.25p 6
0.5p 0.5 p
2 2
0.75p
p 0 1 2 3 4 5 6 7 8 k
Fig E9.6.2 Phase spectrum. Fig E9.6.1 Magnitude spectrum.
E9.7 l
y(n) = -2, 5, - 4, 1 q
E9.8 X(k) = l3Ð0, 2.236Ð 0.463, 1Ð0, 2.236Ð - 0.463 q
E9.9 y(n) = l2, - 3, 0, 2 , - 1, 0, - 1, 1q
CHAPTER 10
Structures for Realization of IIR and
FIR Systems
10.1 Introduction
A discrete time system is a system that accepts a discrete time signal as input and processes it, and
delivers the processed discrete time signal as output. Mathematically, a discrete time system is represented
by a difference equation. Physically, a discrete time system is realized or implemented either as a digital
hardware ( like special purpose Microprocessor / Microcontroller) or as a software running on a digital
hardware (like PC-Personal Computer).
The processing of the discrete time signal by the digital hardware involves mathematical operations
like addition, multiplication, and delay. Also the calculations are performed either by using fixed point
arithmetic or floating point arithmetic. The time taken to process the discrete time signal and the
computational complexity, depends on number of calculations involved and the type of arithmetic used
for computation. These issues are addressed in structures for realization of discrete time systems.
From the implementation point of view, the discrete time systems are basically classified as IIR
and FIR systems. The various structures proposed for IIR and FIR systems, attempt to reduce the
computational complexity, errors in computation and the memory requirement of the system.
10.2 Discrete Time IIR and FIR Systems
A discrete time system is usually designed for a specified frequency response, H(ejw). Now, the
impulse response, h(n) of the system is given by inverse Fourier transform of the frequency response,
H(ejw). The impulse response, h(n) will be a sequence with infinite samples.
When a discrete time system is designed by considering all the infinite samples of the impulse
response, then the system is called IIR (Infinite Impulse Response) system. When a discrete time system
is designed by choosing only finite samples (usually N-samples) of the impulse response, then the system
is called FIR (Finite Impulse Response) system.
In the design of IIR systems, the infinite samples of impulse response cannot be handled in digital
domain. Therefore, the frequency response of IIR system will be transferred to a corresponding frequency
response of a continuous time system, and a continuous time system is designed, then the continuous
time system is transformed to discrete time system.
10.2.1 Discrete Time IIR System
Let, H(ejw) = Frequency response of discrete time IIR system
H(s) = Transfer function of continuous time system
H(z) = Transfer function of discrete time system
Chapter 10 - Structures for Realization of IIR and FIR Systems 10. 2
b 0 + b1 z -1 + b2 z -2 + ..... + b M z - M
H(z) =
1 + a 1 z -1 + a 2 z -2 + ..... + a N z - N
Let, X(z) = Input of the discrete time system in z-domain
Y(z) = Output of the discrete time system in z-domain
Y(z) b 0 + b1 z -1 + b 2 z -2 + ..... + b M z - M
\ H(z) = = .....(10.1)
X(z) 1 + a1 z -1 + a 2 z -2 + ..... + a N z - N
On cross multiplying the equation (10.1) we get,
The equation (10.1) is the transfer function of discrete time IIR system and the equation (10.2) is
the time domain equation governing discrete time IIR system. From equation (10.2), it is observed that
the output at any time n depends on past outputs and so the IIR systems are recursive systems.
10.2.2 Discrete Time FIR system
Y(z)
\ H(z) = = b 0 + b1 z -1 + b2 z -2 + ..... + b N -1 z - ( N -1) .....(10.3)
X(z)
The equation (10.3) is the transfer function of discrete time FIR system and the equation (10.4) is
the time domain equation governing discrete time FIR system. From equation (10.4), it is observed that
the output at any time n does not depend on past outputs and so the FIR systems are nonrecursive
systems.
10. 3 Structures for Realization of IIR Systems
In general, the time domain representation of an Nth order IIR system is,
N M
y( n) = - åa
m=1
m y( n - m) + åb
m=0
m x( n - m)
Y( z) b 0 + b1 z -1 + b 2 z -2 + ..... + b M z - M
H(z) = =
X( z) 1 + a1 z -1 + a 2 z -2 + ..... + a N z - N
The above two representations of IIR system can be viewed as a computational procedure
(or algorithm) to determine the output sequence y(n) from the input sequence x(n). Also, in the above
representations the value of M gives the number of zeros and the value of N gives the number of poles
of the IIR system.
The computations in the above equation can be arranged into various equivalent sets of difference
equations, with each set of equations defining a computational procedure or algorithm for implementing
the system. The main advantage of rearranging the sets of difference equations is to reduce the computational
complexity, memory requirements and finite-word-length effects in computations.
Chapter 10 - Structures for Realization of IIR and FIR Systems 10. 4
For each set of equations, we can construct a block diagram consisting of delays, adders and
multipliers. Such block diagrams are referred as realization of system or equivalently as a structure for
realizing system. (For the block diagram representation of discrete system refer chapter-6, section 6.6.2).
Some of the block diagram representation of the system gives a direct relation between the time domain
equation and the z-domain equation.
The different types of structures for realizing the IIR systems are,
1. Direct form-I structure
2. Direct form-II structure
3. Cascade form structure
4. Parallel form structure
10.3.1 Direct Form-I Structure of IIR System
y(n) = - a1 y( n - 1) - a 2 y( n - 2) - ..... - a N y( n - N)
+ b 0 x(n) + b1 x(n - 1) + b2 x(n - 2) + ..... + b M x(n - M)
On taking Z-transform of the above equation we get,
Y( z) = - a1 z -1 Y(z) - a 2 z -2 Y(z) - ..... - a N z - N Y( z)
+ b0 X(z) + b1 z -1 X(z) + b 2 z-2 X(z) + ..... + b M z- M X(z) .....(10.5)
b0 X(z)
X(z)
x (n)
b0
+ +
y(n)
Y(z)
z1 z1
b1 z-1X(z) -a1 z-1Y(z)
z-1
X(z) b1 -a1 z-1 Y(z)
+ +
x(n-1) y(n-1)
z1 z1
b2 z-2X(z) -a2 z-2Y(z) z-2 Y(z)
z-2 X(z) b2 -a2
+ +
x(n-2) y(n-2)
........
........
........
........
aN-1 z-(N-1)Y(z)
bM-1 z-(M-1)X(z)
z1 z1
z-(M-1) X(z) z-(N - 1) Y(z)
bM-1 + + aN-1
x(n-(M-1)) y(n-(N-1))
z1 z1
-M
z X(z) bM z-MX(z) -aN z-NY(z)
z-N Y(z)
x(n-M) bM -aN
y(n-N)
Fig 10.1 : Direct form-I structure of IIR system.
10. 5 Signals & Systems
The equation of Y(z) [equation (10.5)] can be directly represented by a block diagram as shown in
fig 10.1 and this structure is called direct form-I structure. The direct form-I structure provides a direct
relation between time domain and z-domain equations. The direct form-I structure uses separate delays
(z1) for input and output samples. Hence for realizing direct form-I structure more memory is required.
From the direct form-I structure it is observed that the realization of an Nth order discrete time
system with M number of zeros and N number of poles, involves M+N+1 number of multiplications and
M+N number of additions. Also this structure involves M+N delays and so M+N memory locations are
required to store the delayed signals.
When the number of delays in a structure is equal to the order of the system, the structure is called
canonic structure. In direct form-I structure the number of delays is not equal to order of the system and
so direct form-I structure is noncanonic structure.
10.3.2 Direct Form-II Structure of IIR System
An alternative structure called direct form-II structure can be realized which uses less number of
delay elements than the direct form-I structure.
Consider the general difference equation governing an IIR system.
N M
y(n) = - å
m=1
a m y( n - m) + åb
m=0
m x( n - m)
Y(z) 1 + a1 z -1 + a 2 z -2 + ..... + a N z- N
= X(z) b0 + b1 z -1 + b 2 z -2 + ..... + b M z- M
Y( z) b + b1 z -1 + b2 z -2 + ..... + b M z- M
= 0
X( z) 1 + a1 z -1 + a 2 z -2 + ..... + a N z - N
Y(z) W(z) Y(z)
Let, = ´
X(z) X(z) W(z)
W(z) 1 .....(10.6)
where, =
X(z) 1 + a1 z + a 2 z + ..... + a N z - N
-1 -2
Y(z)
= b 0 + b1 z -1 + b2 z -2 + ..... + b M z- M .....(10.7)
W(z)
Chapter 10 - Structures for Realization of IIR and FIR Systems 10. 6
On cross multiplying equation (10.6) we get,
W(z) + a1 z1 W(z) + a2 z2 W(z) + ..... + aN zN W(z) = X(z)
\ W(z) = X(z) - a1 z1 W(z) - a2 z2 W(z) - ..... - aN z-N W(z) ..... (10.8)
On cross multiplying equation (10.7) we get,
Y(z) = b0 W(z) + b1 z1 W(z) + b2 z2 W(z) + ..... + bM zM W(z) ..... (10.9)
The equations (10.8) and (10.9) represent the IIR system in z-domain and can be realized by a
direct structure called direct form-II structure as shown in fig 10.2. In direct form-II structure the
number of delays is equal to order of the system and so the direct form-II structure is canonic structure.
W(z) b0 W(z)
X(z) + b0 + Y(z)
z 1
-a1 z-1W(z) b1 z-1W(z)
z-1 W(z) b
+
+ -a1 1 +
z 1
-a2 z-2W(z) b2 z-2W(z)
z-2 W(z)
+ -a2 b2 +
aN1 z-(N1)W(z)
......
bN1 z-(N1)W(z)
............
..........
z1
z-(N 1)W(z) b
+ -aN-1 N-1 +
z 1
-aN z-NW(z) z-N W(z) bN z-NW(z)
aN bN
X(z) Y(z)
b0 + +
z 1 z 1
b1 + + a1
z 1 z 1
b2 + + a2
...........
.........
.......
.......
bM 1 + + aN 1
z 1 z 1
bM aN
H1 H2
Fig 10.3 : Direct form-I structure as cascade of two systems.
X(z) + b0 + Y(z)
z1 z1
+ a1 b1 +
z1 z1
+ a2 b2 +
...........
.........
........
......
+ aN1 bM1 +
z1 z1
aN bM
H2 H1
Fig 10.5 : Direct form-I structure after
interchanging the order of cascading.
Chapter 10 - Structures for Realization of IIR and FIR Systems 10. 8
c 0i + c1i z -1 + c2i z -2
where, H i ( z) = Second order section
d 0i + d 1i z -1 + d 2i z -2
c + c1i z -1
or, H i ( z) = 0i First order section
d 0i + d 1i z -1
The individual second order or first order sections can be realized either in direct form-I or
direct form-II structures. The overall system is obtained by cascading the individual sections as shown in
fig 10.6. The number of calculations and the memory requirement depends on the realization of individual
sections.
X(z) H1(z) H2(z) Hm(z) Y(z)
c 0i + c1i z -1
where, H i ( z) = H1(z) +
d 0i + d 1i z -1 + d 2i z -2
Second order section H2(z)
c 0i +
or H i ( z) =
d 0i + d 1i z -1
First order section
The individual first and second order sections can be Hm-1(z) +
realized either in direct form-I or direct form-II structures. The
overall system is obtained by connecting the individual sections Hm(z)
in parallel as shown in fig 10.7.The number of calculations and
Fig 10.7 : Parallel form realization
the memory requirement depends on the realization of individual of IIR system.
sections.
10. 9 Signals & Systems
Example 10.1
Obtain the direct form-I, direct form-II, cascade and parallel form realizations of the LTI system governed by the
equation,
3 3 1
y(n) = - y(n - 1) + y(n - 2) + y(n - 3) + x(n) + 3 x(n - 1) + 2 x(n - 2).
8 32 64
Solution
Direct Form-I
Given that,
3 3 1 .....(1)
y(n) = - y(n - 1) + y(n - 2) + y(n - 3) + x(n) + 3 x(n - 1) + 2 x(n - 2)
8 32 64
On taking Z-transform of equation(1) we get,
3 -1 3 -2 1 -3
Y(z) = - z Y(z) + z Y(z) + z Y(z) + X(z) + 3z -1 X(z) + 2z -2 X(z) .....(2)
8 32 64
The direct form-I structure can be obtained from equation (2), as shown in fig 1.
X(z) + + Y(z)
1
z 1 3 z
- z -1Y(z)
3 z1 X(z) 8 z1 Y(z)
z1 X(z) 3 + + 3/8
z 1 3 -2 z 1
z Y(z)
2 z2 X(z) 32 z2 Y(z)
z2 X(z) 2 + 3/32
z 1
1 -3
z Y(z) z3 Y(z)
Fig 1 : Direct form-I realization structure. 64
1/64
Direct Form-II
3 -1 3 -2 1 -3
Y(z) = - z Y(z) + z Y(z) + z Y(z) + X(z) + 3z -1 X(z) + 2z -2 X(z)
8 32 64
3 -1 3 -2 1 -3
Y(z) + z Y(z) - z Y(z) - z Y(z) = X(z) + 3z -1 X(z) + 2z -2 X(z)
8 32 64
LM
Y(z) 1 +
3 -1
z -
3 -2
z -
1 -3
z
OP = X(z) 1 + 3z -1
+ 2z -2
N 8 32 64 Q
Y(z) 1 + 3z -1 + 2z -2
\ =
X(z) 3 -1 3 -2 1 -3 .....(3)
1 + z - z - z
8 32 64
W(z) 1
where, =
X(z) 3 -1 3 -2 1 -3 .....(4)
1 + z - z - z
8 32 64
Y(z)
= 1 + 3z -1 + 2z -2 .....(5)
W(z)
Chapter 10 - Structures for Realization of IIR and FIR Systems 10. 10
On cross multiplying equation (4) we get,
FG
W (z ) 1 +
3 -1
z -
3 -2
z -
1 -3
z = X(z)
IJ
H 8 32 64 K
3 -1 3 -2 1 -3 .....(6)
or W(z) = X(z) - z W(z) + z W(z) + z W(z)
8 32 64
On cross multiplying equation (5) we get,
Y(z) = W(z) + 3z -1 W(z) + 2z -2 W(z) .....(7)
The equations (6) and (7) can be realized by a direct form-II structure as shown in fig 2.
W(z)
X(z) + + Y(z)
z 1
3
- z -1W(z) z1 W(z) 3 z1 W(z)
8
+ 3/8 3 +
z 1
3 -2
z W(z)
32 z2 W(z) 2 z2 W(z)
+ 3/32 2
z 1
1 -3
z W(z) z3 W(z)
64
1/64
Cascade Form
Consider equation (3).
Y(z) 1 + 3z -1 + 2z -2
= H(z) =
X(z) 3 -1 3 -2 1 -3 .....(8)
1 + z - z - z
8 32 64
The numerator and denominator polynomials should be expressed in the factored form.
Consider the numerator polynomial of equation (8).
1 + 3z-1 + 2z -2 = z -2
FG 1 +
3
+ 2
IJ =
1
(z 2 + 3z + 2)
Hz
-2
z -1 K z2
1 (z + 1) (z + 2)
= (z + 1) (z + 2) =
z2 z z
d id
= 1 + z -1 1 + 2z -1 i .....(9)
1 +
3 -1
z -
3 -2
z -
1 -3 1
z = z - 3 -3 +
3 1
-
FG
3 1
-
1 IJ
8 32 64 z 8 z -2 H
32 z -1 64 K
1F IJ
=
z H
3 G z + 38 z -
3 2 3
32
z -
1
64 K
.....(10)
1 F
=
z H
3 G z + 81IJK FGH z 2
+
2
8
z -
8
64
IJ
K 1/8 1 3/8 3/32 1/64
¯ 1/8 2/64 +1/64
z = 1/8 is one of the root
of the equation (10). 1 2/8 8/64 0
10. 11 Signals & Systems
\1 +
3 -1
z -
3 -2
z -
1 -3 1
z = 3 z +
1 FG
z2 +
1
z -
1IJ FG IJ
8 32 64 z 8 H 4 8 KH K
1
= 3 z +
1 FG
z +
1
z -
IJ FG
1 IJ FG IJ
z 8 H 2 KH
4 KH K
z +
1 FG
z +
1 IJ FG
z -
1 IJ FG IJ
=
8 H 2 K H 4 K H K
z z z
= 1 + z
FG
1 -1
1 + z
1 -1 IJ FG
1 -
1 -1
z
IJ FG IJ .....(11)
8 H 2 KH 4 KH K
From equations(8), (9) and (11) we can write,
1 + 3z -1 + 2z -2 (1 + z -1) (1 + 2z -1)
H(z) = =
1+
3 -1
z -
3 -2
z -
1 -3
z FG
1+
1 -1
z 1+
IJ FG
1 -1
z 1-
1 -1
z
IJ FG IJ .....(12)
8 32 64 H 8 KH 2 4 KH K
Since there are three first order factors in the denominator of equation (12), H(z) can be expressed as a product of
3 sections as shown in equation (13).
1 + z -1 1 + 2z -1 1 .....(13)
Let, H(z) = ´ ´ = H1(z) ´ H2 (z) ´ H3 (z)
1 -1 1 -1 1 -1
1 + z 1 + z 1 - z
8 2 4
1 + z -1 1 + 2z -1 1
where, H1(z) = ; H 2 ( z) = and H3 (z ) =
1 -1 1 -1 1 -1
1 + z 1 + z 1 - z
8 2 4
The transfer function H1(z) can be realized in direct form-II structure as shown in fig 3.
Y1(z) W1(z)
Y1(z) 1 + z -1 X(z) W 1(z) Y1(z)
Let, H1(z) = = = + +
X(z) X(z)W1(z) 1 -1
1 + z
8
W1(z) 1 Y1(z)
where, = and = 1 + z -1 z 1
X(z) 1 -1 W1(z)
1 + z
8 1 z1 W1(z)
- z -1 W1(z) 1/8
1 8
\ W1(z) = X(z) - z -1 W1(z)
8 Fig 3 : Direct form-II structure of H1(z).
Y1(z) = W1(z) + z -1 W1(z )
W2(z)
The transfer function H2(z) can be realized in direct form-II Y1(z) + + Y2(z)
structure as shown in fig 4.
2 z1 W2(z)
- z -1 W2 (z)
z 1
Y2 (z) W2 (z) Y2 (z) 1 + 2z -1
Let, H2 (z) = = = z1 W 2(z)
Y1(z) Y1(z) W2 (z) 1 -1
1+ z
2 1/2 2
1
2
W2 (z) 1 Y2 (z)
where, = and = 1 + 2z -1
Y1(z) 1 -1 W ( z ) Fig 4 : Direct form-II structure of H2(z).
1 + z 2
2
1 -1 Y2(z) + Y(z)
\ W2 (z) = Y1(z) - z W2 (z)
2
Y2 (z) = W2 (z) + 2z -1 W2 (z )
z 1
z Y(z)
z1Y(z)
Y(z) 1
4
z 1 z 1 z 1
A B C
H(z) = + +
1 -1 1 -1 1 -1
1 + z 1 + z 1 - z
8 2 4
d1 + z i d1 + 2z i
-1 -1
F 1 -1 IJ (1 - 8) (1 - 16) 35
A =
FG1 + 1 I F
z J G1 +
-1 1 I F
z J G1 - -1 1 -1
z
IJ ´ GH1 + 8
z
K =
(1 - 4) (1 + 2)
= -
3
H 8 K H 2 K H 4 K -
z 1 = -8
d1 + z i d1 + 2z i
-1 -1
F 1 I (1 - 2) (1 - 4) (-1) ´ ( -3) 8
FG1+ 1 z IJ FG1+ 1 z IJ FG1- 1 z IJ ´ GH1+ 2 z JK
-1
B = = = =
-1 -1 -1 FG1- 1IJ FG1+ 1IJ 3 3
´ 3
H 8 KH 2 KH 4 K -
z 1 = -2
H 4K H 2K 4 2
d1 + z i d1 + 2z i
-1 -1
F 1 I (1+ 4) (1+ 8) 5´9
FG1+ 1 z IJ FG1+ 1 z IJ FG1 - 1 z IJ ´ GH1 - 4 z JK
-1
C = = = = 10
-1 -1 -1 FG1 + 1IJ b1 + 2g 3
´3
H 8 KH 2 KH 4 K -
z 1=4
H 2K 2
35 8
- 10
\ H(z) = 3 + 3 + = H1(z) + H2 (z) + H3 (z)
1 -1 1 -1 1 -1
1 + z 1 + z 1 - z
8 2 4
35 8
- 10
where, H1(z) = 3 ; H2 (z) = 3 ; H3 (z) =
1 1 -1 1 -1
1 + z -1 1+ z 1- z
8 2 4
10. 13 Signals & Systems
Y(z) Y1(z) Y2 (z) Y3 (z)
Let, H(z) = ; H1(z) = ; H 2 (z) = ; H3 (z) =
X(z) X(z) X(z) X(z)
Y(z) Y (z) Y2 (z) Y (z )
\ H(z) = H1(z) + H2 (z) + H3 (z) Þ = 1 + + 3
X(z) X(z) X(z) X(z)
Y1(z)
X(z) 35/3 + + Y(z)
z 1
H1(z) 1/8
Y2 (z)
8/3 + +
z 1
H2(z) 1/2
Y3(z)
10 +
z 1
Example 10.2
Find the direct form-I and direct form-II realizations of a discrete time system represented by transfer function,
8z3 - 4z 2 + 11z - 2
H(z) =
z -
FG
1 IJ FG
z2 - z +
1 IJ
H
4 KH 2 K
Solution
Direct Form-I
Y(z)
Let, H(z) = ; where, Y(z) = Output and X(z) = Input.
X(z)
Y(z) 8z 3 - 4z 2 + 11z - 2 8z 3 - 4z 2 + 11z - 2
\ = =
X(z) FG z - 1IJ FG z 2 - z + 1 IJ z 3 - z2 +
1
z -
1 2
z +
1
z -
1
H 4K H 2 K 2 4 4 8
=
8z3 - 4z 2 + 11z - 2
=
z3 8 - 4z -1 + 11z -2 - 2z-3 c h
z3 -
5
z2 +
3
z -
1
z3 1 -
5 -1
z +
3 -2
z -
FG
1 -3
z
IJ
4 4 8 4 4 8H K
8 - 4z -1 + 11z -2 - 2z -3
=
5 -1 3 -2 1 .....(1)
1- z + z - z -3
4 4 8
On cross multiplying equation (1) we get,
5 -1 3 -2 1 -3
Y(z) - z Y(z) + z Y(z) - z Y(z) = 8X(z) - 4z -1 X(z) + 11z -2 X(z) - 2z -3 X(z)
4 4 8
\ Y(z) = 8X(z) - 4z -1 X(z) + 11z -2 X(z) - 2z -3 X(z)
5 -1 3 -2 1 -3 .....(2)
+ z Y(z) - z Y(z) + z Y(z)
4 4 8
The direct form-I structure can be obtained from equation (2) as shown in fig 1.
8X(z)
X(z) 8 + + Y(z)
z 1 5 -1 z 1
-4z1 X(z) z Y(z)
1 4 4 z1 Y(z)
z X(z) + + 5/4
z 1 3 z 1
2
11z X(z) - z -2 Y(z)
z2 X(z) 11 + + 4 3/4 z2 Y(z)
z 1 z 1
1 -3
z Y(z)
2z3 X(z) 8
3
2 1/8 z3 Y(z)
z X(z)
Fig 1 : Direct form-I realization.
Direct Form-II
W(z) 8W(z)
X(z) + 8 + Y(z)
5 -1 z 1
z W(z) 4z1 W(z)
4 z1 W(z)
+ 5/4 4 +
z 1
3
- z -2 W(z) 11z2 W(z)
4 z2 W(z)
+ 3/4 11 +
1 -3 z 1
z W(z) 2z3 W(z)
8 z3 W(z)
1/8 2
Solution
Given that, y(n) = x(n) + 0.5 x(n 1) + 0.4 x(n 2) 0.6 y(n 1) 0.7 y(n 2)
On taking Z-transform we get,
Y(z) = X(z) + 0.5z1 X(z) + 0.4z2 X(z) 0.6z1 Y(z) 0.7z2 Y(z) .....(1)
The direct form-I digital network can be realized using equation (1) as shown in fig 1.
On rearranging equation (1) we get,
Y(z) + 0.6z1 Y(z) + 0.7z2 Y(z) = X(z) + 0.5z1 X(z) + 0.4z2 X(z)
(1+0.6z1 + 0.7z2) Y(z) = (1 + 0.5z1 + 0.4z2) X(z)
X(z) + + Y(z)
z 1 z 1
0.5z1 X(z) 0.6z1 Y(z)
z 1 X(z) 0.5 + + 0.6 z1 Y(z)
z 1 z 1
2
z2 X(z) 0.4z X(z) 2
0.7z Y(z) z2 Y(z)
0.4 0.7
Y(z) = W(z) + 0.5z1 W(z) + 0.4z2 W(z) ..... (6) Fig 2 : Direct form-II digital network.
The direct form-II digital network is realized using equations (5) and (6) as shown in fig 2.
Example 10.4
Realize the digital network described by H(z) in two ways. H(z) = 1 - r cos w 0 z -1
1 - 2r cos w 0 z -1 + r 2 z -2
Solution
Y(z) 1 - r cos w0 z -1
Let, H(z) = =
X(z) 1 - 2r cos w0 z -1 + r 2 z -2
On cross multiplying we get,
Y(z) 2r cos w0 z1 Y(z) + r2 z2 Y(z) = X(z) r cos w0 z1 X(z)
\ Y(z) = X(z) r cos w0 z1 X(z) + 2r cos w0 z1 Y(z) r2 z2 Y(z)
Let, r cos w0 = a. \ Y(z) = X(z) az1 X(z) + 2az1 Y(z) r2 z2 Y(z) ..... (1)
The equation (1) can be used to construct direct form-I structure of H(z) as shown in fig 1.
X(z) + + Y(z)
z 1 z 1
az1 X(z) 2a z1 Y(z)
z1 X(z) a + z1 Y(z)
2a
Note : a = r cos w0
z 1
r2 z2 Y(z)
Fig 1 : Direct form-I realization of H(z). r2 z2 Y(z)
10. 17 Signals & Systems
Consider the direct form-I structure as cascade of two systems H1(z) and H2(z) as shown in fig 2.
X(z) + + Y(z)
z 1 z 1
a + 2a
H1(z) z 1
r 2
H 2(z)
Fig 2 : Direct form-I structure as cascade of two systems.
In an LT1 system, by linearity property, the order of cascading can be changed. Hence the systems H1(z) and H2(z)
are interchanged and the fig 2 is redrawn as shown in fig 3.
X(z) + + Y(z)
z 1 z 1
+ 2a a
H1(z)
z 1
Fig 3 : Direct form-I structure with H1(z) and H2 (z)
r 2 interchanged.
H2(z)
Since the input to delay elements in both the systems H1(z) and H2(z) are same, the outputs will also be same.
Hence the delays can be combined and the resultant structure is direct form-II structure, which is shown in fig 4.
W(z)
X(z) + + Y(z)
z 1
2az1 W(z) az1 W(z)
z1 W(z)
+ 2a a
where, a = r cos w0
z 1 W(z) = An intermediate signal
Example 10.5
Realize the given system in cascade and parallel forms.
1 -1
1 + z
H(z) = 2
FG
1 - z -1 +
1
z -2
IJ FG
1 - z -1 +
1 -2
z
IJ
H 4 KH 2 K
Chapter 10 - Structures for Realization of IIR and FIR Systems 10. 18
Solution
Cascade Form
Let us realize the system as cascade of two second order systems.
1 -1 1 -1
1 + z 1 + z
2 1 2
H(z) = = ´
FG1 - z -1
+
1 -2
z
IJ FG1 - z -1
+
1 -2
z
IJ 1 - z -1 +
1 -2
z 1 - z -1 +
1 -2
z
H 4 KH 2 K 4 2
Let, H(z) = H1(z) ´ H2 (z)
1 -1
1 1 + z
where, H1(z) = ; H 2 ( z) = 2
1 -2 1 -2
1 - z -1 + z 1 - z -1 + z
4 2
Y1(z) 1
Let, H1(z) = =
X(z) -1 1 -2
1- z + z .....(1)
4
On cross multiplying equation (1) we get,
1 -2
Y1(z) - z -1 Y1(z) + z Y1(z ) = X(z )
4
1 -2
\ Y1(z) = X(z) + z -1 Y1(z ) - z Y1(z ) .....(2)
4
The equation (2) can be realized in direct form-II structure as shown in fig 1.
1 -1
1 + z
Y(z) 2 X(z) Y1(z)
Let, H2 (z) = = +
Y1(z) 1 -2
1 - z -1 + z
2
Y(z) W2 (z) Y(z) z 1
Let, = 1
z Y1(z)
Y1(z) Y1(z) W2 (z) z1 Y1(z)
+
W2 (z) 1
where, = .....(3) z 1
Y1(z) -1 1 -2
1- z + z 1 -2
2 - z Y1(z) z2 Y1(z)
Y (z ) 1 -1 4
= 1 + z 1/4
W2 (z) 2 .....(4)
On cross multiplying equation (3) we get Fig 1 : Direct form-II structure of system H1(z).
1
W2 (z) - z -1 W2 (z) + z -2 W2 (z) = Y1(z)
2
1 -2 .....(5)
\ W2 (z) = Y1(z) + z -1 W2 (z) - z W2 (z)
2
On cross multiplying equation (4) we get,
1 -1
Y(z) = W2 (z) + z W2 (z) .....(6)
2
Using equations (5) and (6) the system H2(z) can be realized in direct form-II structure as shown in fig 2.
W 2(z)
Y1(z) + + Y(z)
z1 W 2(z) z 1
z1 W2(z)
+ 1/2
1 -1
z W2 (z)
2
z 1
1 -2
- z W2 (z)
2 z2 W 2(z)
1/2 Fig 2 : Direct form-II structure of system H2(z).
10. 19 Signals & Systems
Cascade structure of H(z) is obtained by connecting structures of H1(z) and H2(z) in cascade as shown in fig 3.
Y1(z) W2(z)
X1(z) + + + Y(z)
z 1 z 1
1
1
z Y1(z) z1 Y1(z) z W2(z) z1 W2(z)
+ + 1/2
1 -1
z W2 (z)
z 1 1 z 1 2
1 - z -2 W2 (z)
- z -2 Y1(z) 2
z Y1(z) 2 z2 W 2(z)
4 1/4 1/2
H1(z) H2(z)
Fig 3 : Cascade structure of H(z).
Parallel Realization
1 -1
1 + z
Given that, H(z) = 2
FG1 - z -1
+
1 -2
z
IJ FG1 - z -1
+
1 -2
z
IJ
H 4 KH 2 K
By partial fraction expansion we can write,
1 -1
1 + z A + B z -1 C + D z -1
H(z) = 2 = +
FG1 - z 1 -2 IJ FG1 - z 1 -2 IJ 1 1 -2 .....(7)
-1
+ z -1
+ z 1 - z -1 + z -2 1 - z -1 + z
H 4 KH 2 K 4 2
1 +
1 -1
z = ( A + B z -1) 1 - z -1 +
FG
1 -2
z
IJ FG
+ (C + D z -1) 1 - z -1 +
1 -2
z
IJ
2 2 H K H 4 K
1 -1 1 -2 1 -3
1 + z = A - Az -1 + Az + Bz -1 - Bz -2 + Bz
2 2 2
1 -2 1 -3
+ C - Cz -1 + Cz + Dz -1 - Dz -2 + Dz
4 4
1 +
1 -1
z = ( A + C) + ( - A + B - C + D) z -1 +
FG 1 A - B + 1 C - DIJ z -2
2 H2 4 K
F 1 1 DIJ z
+ G B + -3
.....(8)
H2 4 K
On equating the constants in equation (8) we get,
A + C = 1 Þ C = 1- A
1 1 1 1
B + D = 0 \ D = - B Þ D = - 2B
2 4 4 2
Chapter 10 - Structures for Realization of IIR and FIR Systems 10. 20
1
On equating the coefficients of z in equation (8) we get,
1
-A + B - C + D =
2
On substituting C = 1 A and D = 2B in the above equation we get,
1 1 -3
- A + B - (1 - A) + ( -2B) = Þ -B = + 1 Þ B =
2 2 2
\ D = - 2B = - 2 ´
FG -3 IJ = 3
H2K
On equating the coefficients of z2 in equation (8) we get,
1 1
A - B + C - D = 0
2 4
On substituting B = 3 / 2, C = 1 A, and D = 3 in the above equation we get,
1
A - -
FG IJ
3
+
1
(1 - A ) - 3 = 0 Þ
1 1
A - A =-
3
-
1
+3
2 H K
2 4 2 4 2 4
2A - A - 6 - 1 + 12 A 5
\ = Þ = Þ A=5
4 4 4 4
\ C = 1- A = 1- 5 = - 4
3 -1
A + B z -1 C + D z -1 5 - z -4 + 3z-1
\ H(z) = + = 2 +
1 -2 1 1 1 -2
1 - z -1 + z 1 - z -1 + z -2 1 - z -1 + z -2 1 - z -1 + z
4 2 4 2
3 -1
5 - z -4 + 3z-1
Let, H(z) = 2 + = H1(z) + H2 (z)
1 -2 1 -2
1 - z -1 + z 1 - z -1 + z
4 2
3 -1
5 - z
where, H1(z) = 2
1 -2
1 - z -1 + z
4
-4 + 3z -1
H2 ( z ) =
1 -2
1 - z -1 + z
2
Y (z) Y1(z) Y2 (z)
Let, H(z) = ; H1(z) = ; H 2 (z) =
X( z ) X( z ) X (z)
Realization of H1(z)
3 -1
5 - z
Y1(z) 2
H1(z) = =
X(z) 1 -2
1 - z -1 + z
4
10. 21 Signals & Systems
W1(z) 1
where, =
X(z) -1 1 -2 .....(9)
1 - z + z
4
Y1(z) 3 -1
= 5 - z .....(10)
W1(z) 2
On cross multiplying equation (9) we get,
1 -2
W1(z) - z -1 W1(z) + z W1(z) = X(z)
4
1 -2
\ W1(z) = X(z) + z -1 W1(z) - z W1(z) .....(11)
4
On cross multiplying equation (10) we get,
3 -1
Y1(z) = 5W1(z) - z W1(z) .....(12)
2
The direct form-II structure of system H1(z) can be realized using equations (11) and (12) as shown in fig 4.
z 1
z1 W 1(z) z1 W1(z)
+ 3/2
3 -1
- z W1(z)
z 1 2
1
- z -2 W1(z)
4 z2 W 1(z)
1/4
The direct form-II structure of system H2(z) can be realized using equations (15) and (16) as shown in fig 5.
X(z) W 2(z) 4W2(z) Y2(z)
+ 4 +
z 1
z1 W 2(z) z 1 W 2(z)
+ 3
3z -1 W2 (z)
z 1
1
- z -2 W2 (z) z2 W 2(z)
2
1/2
z 1
z1 W 1(z) z1 W 1(z)
+ 3/2
3
- z -1 W1(z)
1 z 1 2
- z -2 W1(z)
4 z2 W1(z)
1/4
H1(z)
z 1
1
z W2(z) z1 W 2(z) 3z -1 W2 (z)
+ 3
z 1
1
- z -2 W2 (z) z2 W2(z)
2
1/2
H2(z)
Example 10.6
2 + z -1 + z-2
Obtain the cascade realization of the system, H(z) =
FG 1 +
1 -1
z
IJ FG
1 -
1 -1
z 1 +
1 -1
z
IJ FG IJ
H 2 KH 2 2 KH K
Solution
2 + z -1 + z -2
Given that, H(z) =
FG 1 +
1 -1
z
IJ FG
1 -
1 -1
z
IJ FG
1 +
1 -1
z
IJ
H 2 KH 2 KH 2 K
On examining the roots of numerator polynomial it is found that the roots are complex conjugate. Hence H(z) can be
realized on cascade of one first order and one second order system.
10. 23 Signals & Systems
1 2 + z -1 + z -2 1 2 + z - 1 + z -2
\ H(z) = ´ = ´
1
1 - z -1 FG 1 +
1 -1
z
IJ FG
1 +
1 -1
z
IJ 1 -
1 -1
z 1 + z -1 +
1 -2
z
2 H 2 KH 2 K 2 4
1 2 + z -1 + z -2
where, H1(z) = and H2 (z) =
1 -1 1 -2
1 - z 1 + z -1 + z
2 4
Y1(z) 1
Let, H1(z) = =
X (z) 1 -1 .....(1)
1 - z
2
On cross multiplying equation (1) we get,
1 -1 1 -1
Y1(z) - z Y1(z) = X(z) ; \ Y1(z) = X(z) + z Y1(z) .....(2)
2 2
The direct form-II structure of H1(z) can be obtained from equation (2) as shown in fig 1.
z 1
z1 W 2(z) z1 W 2(z)
+ 1 +
z 1
1
- z -2 W2 (z) z2 W 2(z)
4 1/4
1 -1 z 1 z 1
z Y1(z) z1 W 2(z)
2 z1 Y1(z) z1 W 2(z)
1/2 + 1 +
H1 (z) 1 z 1
- z -2 W2 (z)
4 z2 W 2(z)
1/4
Fig 3 : Cascade realization of H(z).
H2 (z)
Example 10.7
-1 3
Solution
Cascade Realization
-1 3
Given that H(z) =
e1 + z j
FG1 - 1 -1
z
IJ FG1 - z -1 1 -2
z
IJ
H 4 KH +
2 K
On examining the roots of the quadratic factor in the denominator it is observed that the roots are complex conjugate.
Hence the system has to be realized as cascading of one first order section and one second order section.
2
\ H(z) =
1 + z -1
´
1 + z -1 d i =
1 + z -1
´
1 + 2 z -1 + z -2
1 -1 1 -2 1 -1 1 -2
1 z 1 - z -1 + z 1 z 1 - z -1 + z
4 2 4 2
Let, H(z) = H1(z) ´ H2(z)
1 + z -1 1 + 2z -1 + z -2
where, H1(z) = and H2 (z) =
1 -1 1 -2
1 - z 1 - z -1 + z
4 2
Y1(z) 1 + z -1
Let, H1(z) = =
X(z) 1 -1 ..... (1)
1 - z
4
On cross multiplying equation (1) we get, X(z) Y1(z)
+ +
1 -1
Y1(z) - z Y1(z) = X(z) + z -1 X(z)
4
1 -1 z 1
\ Y1(z) = X (z) + z -1 X(z) + z Y1(z) ..... (2) z 1
4
1 -1
z Y1(z)
The direct form-I structure of H1(z) can be drawn z1 X(z) 4
1/4
using equation (2) as shown in fig 1. z1 Y1(z)
Fig 1 : Direct form-I realization of H1(z).
10. 25 Signals & Systems
Y(z) 1 + 2z-1 + z-2
Let, H2 (z) = =
Y1(z) 1 -2 .....(3)
1 - z-1 + z
2
On cross multiplying equation (3) we get
1 -2
Y(z) - z -1 Y(z) + z Y(z) = Y1(z) + 2z -1 Y1(z) + z-2 Y1(z)
2
1 -2 .....(4)
\ Y(z) = Y1(z) + 2z -1 Y1(z) + z-2 Y1(z) + z1 Y(z) - z Y(z)
2
The direct form-I structure of H2(z) can be drawn using equation (4) as shown in fig 2.
Y1(z)
Y1(z) + + Y(z)
z 1 z 1
1
z Y1(z) 1
2z Y1(z) z1 Y(z)
2 + +
z 1 z 1
1
z2 Y1(z) - z-2 Y(z) z 2 Y(z)
2 1/2
The cascade realization of H(z) is obtained by connecting the direct form - I structures of H1(z) and H2(z) in cascade
as shown in fig 3.
Y1(z)
X(z) + + + + Y(z)
z 1
z 1 z 1
z 1 z1 Y1(z) z1 Y(z)
1 -1 2 + +
z Y1(z)
1
z X(z) 4 1
2z Y1(z)
1/4
z1 Y1(z) z 1 1 -2 z 1
2
- z Y(z)
z Y1(z) 2
H1(z) 1/2
z2 Y(z)
H2(z)
Fig 3 : Cascade realization of H(z).
Parallel Realization
-1 3 -1 2
FG1 - 1 z IJ FG1 - z
-1 -1
+
1 -2
z
IJ FG1 - 1 I F
z J G1 - z +
-1 1 I
z J
-1 -2
H 4 KH 2 K H 4 KH 2 K
=
d1 + z i d1 + 2z
-1 -1
+ z -2 i =
1 + 2z -1 + z -2 + z -1 + 2z -2 + z -3
FG1 - 1 z IJ FG1 - z
-1 -1
+
1 -2
z
IJ 1 - z -1 +
1 -2
z -
1 -1
z +
1 -2
z -
1 -3
z
H 4 KH 2 K 2 4 4 8
1 + 3z -1 + 3z-2 + z -3
=
5 -1 3 -2 1 -3 1
1- z + z - z
4 4 8 1 - 54 z -1 + 34 z -2 - 81 z -3 1 + 3z
-1
+ 3z
-2
+ 2z
-3
17 -1 9 -2 9 -3 1 - 5
z
-1
+ 3
z
-2
- 1
z
-3
z + z + z 4 4 8
= 1 + 4 4 8 () (+) () (+)
5 -1 3 -2 1 -3 17
z -1 + 9
z -2 + 9
z -3
1 - z + z - z 4 4 8
4 4 8
Chapter 10 - Structures for Realization of IIR and FIR Systems 10. 26
17 -1
z +
9 -2 9
z + z -3
LM 17 + 9 z + -1 9 -2
z
OP
\ H(z) = 1+
FG
4
1 -1
4
IJ FG
8
1 -2 IJ = 1 + z -1
MM F 41 I 4F 8
1 -2 IJ PPP .....(5)
H 1-
4
z
KH
-1
1- z +
2
z
K MN GH1 - 4 z JK GH1 - z
-1 -1
+
2
z
KQ
By partial fraction expansion we can write,
17 9 -1 9 -2
+ z + z
4 4 8 A B + C z -1
= + ..... (6)
FG 1 -
1 -1
z
IJ FG
1 - z -1 +
1 -2
z
IJ 1 -
1 -1
z 1 - z -1 +
1 -2
z
H 4 KH 2 K 4 2
17
+
9 -1
z +
9 -2
z = A 1 - z-1 +
1 -2
z
FG IJ + (B + C z-1) 1 -
FG IJ
1 -1
z .....(7)
4 4 8 2 H K H 4 K
17 9 -1 9 -2 1 -2 1 1 -2
+ z + z = A Az-1 + Az + B - Bz -1 + Cz-1 z .....(8)
4 4 8 2 4 4
The residue A can be solved by putting, z1 = 4, in equation (7) as shown below.
17 9
+ ´4 +
9 1
´ 42 = A 1 - 4 + ´ 42
FG IJ Þ
17
b
+ 9 + 18 = A 1 - 4 + 8 g
4 4 8 2 H K 4
17 + 36 + 72 125
\ = 5A Þ = 5A
4 4
125 1 25
\ A= ´ =
4 5 A
17 17 17 25 8
A + B = Þ B = - A = - = - = - 2
4 4 4 4 4
On equating the coefficients of z1 in equation (8) we get,
1 9 9 1 9 25 2 32
-A - B + C = Þ C = + A + B = + - = = 8
4 4 4 4 4 4 4 4
From equations (5) and (6) we can write,
LM OP
B + C z-1
H(z) = 1 + z-1 MM A1 -1
+
1 -2 PP
1 - z -1 +
N1 - 4 z 2
z
Q
25 -1
z -2z -1 + 8 z -2
\ H(z) = 1 + 4 +
1 -1 1 -2
1 - z 1 - z -1 + z
4 2
25 -1
z
4 -2z -1 + 8 z -2
Let, H(z) = 1 + + = 1 + H1(z) + H2 (z)
1 -1 1 -2
1 - z 1 - z -1 + z
4 2
25 -1
z -2z -1 + 8 z -2
where, H1(z) = 4 ; H2 (z) =
1 -1 1 -2
1 - z 1 - z -1 + z
4 2
10. 27 Signals & Systems
Y(z) Y1(z) Y2 (z)
Let, H(z) = ; H1(z) = ; H2 (z) =
X( z ) X( z ) X (z)
Realization of H1(z)
25 -1
Y1(z) z
H1(z) = = 4
X (z ) 1 -1
1 - z
4
On cross multiplying the above equation we get,
1 -1 25 -1
Y1(z) - z Y1(z) = z X(z)
4 4
25 -1 1 -1 ..... (9)
\ Y1(z) = z X(z) + z Y1(z)
4 4
Using equation (9) the direct form-I structure of H1(z) is drawn as shown in fig 4.
X(z) Y1(z)
+
z 1 25 -1 z 1
z X(z) 1 -1
1
z X(z) z Y1(z) 1
z Y1(z)
4 4
25/4 1/4
Y2 (z) -2z-1 + 8z -2
H2 (z) = =
X(z) 1 -2
1 - z-1 + z
2
On cross multiplying the above equation we get,
1 -2
Y2 (z) - z-1 Y2 (z) + z Y2 (z) = - 2z-1 X(z) + 8z-2 X(z)
2
1 .....(10)
\ Y2 (z) = - 2z-1 X(z) + 8z-2 X(z) + z-1 Y2 (z) - z -2 Y2 (z)
2
Using equation (10) the direct form-I structure of H2(z) is drawn as shown in fig 5.
X(z) Y2(z)
+
z 1
z 1
2z1 X(z) z1 Y2(z) z1 Y2(z)
z1 X(z) 2 + +
z 1 1 -2 z 1
8z2 X(z) z Y2 (z)
2
z X(z) 8 2 1/2 z2 Y2(z)
z 1 25 -1 1 -1 z 1
z1 X(z) z X(z) z Y1(z)
4 4 z1 Y1(z)
25/4 1/4
H1 (z)
Y2(z)
+
z 1 z 1
1 2z1 X(z)
z X(z) 1
z Y2(z)
2 + +
z 1 z 1
1 -2
z 2 X(z) 8z2 X(z) - z Y2 (z) z2 Y2(z)
8 2 1/2
H2 (z)
Example 10.8
1
An LTI System is described by the equation, y(n) + y(n - 1) - y(n - 2) = x(n) .
4
Determine the cascade realization structure of the system.
Solution
1
Given that, y(n) + y(n - 1) - y(n - 2) = x(n)
4
On taking Z-transform we get,
1 -2
Y(z) + z-1 Y(z) - z Y(z) = X(z)
4
1
z2 + z - = 0
FG1 + z -1
-
1 -2
z
IJ
Y(z) = X(z) 4
H 4 K 1
Y(z) 1 -1 ± 1 + 4x
\ = 4
1 -2 z =
X(z) -1
1+ z - z 2
4
-1 ± 2
Y(z) 1 1 =
\ H(z) = = = 2
X(z) -1
1+ z -
1 -2
z FG
z-2 z2 + z -
1 IJ = + 0.207 or 1.207
4 H 4 K
1 1
= -2
= -1
z (z - 0.207) (z + 1207
. ) (1 - 0.207z ) (1 + 1207
. z-1)
Let, H(z) = H1(z) H2(z)
1 1
where, H1(z) = ; H2 (z) =
1 - 0.207z-1 1 + 1207
. z -1
10. 29 Signals & Systems
Y1(z) 1 X(z) + Y1(z)
Let, H1(z) = = .....(1)
X (z) 1 - 0.207z -1
On cross multiplying equation (1) we get, z 1
The direct form-I structure of H1(z) is obtained using Fig 1 : Direct form-I structure of H1(z).
equation (2) as shown in fig 1.
Y1(z) + Y(z)
Y(z) 1
Let, H2 (z) = = ..... (3)
Y1(z) 1 + 1207
. z -1
z 1
On cross multiplying equation (3) we get, z1 Y1(z)
1.207z1 Y(z)
1
Y(z) + 1.207 z Y(z) = Y1(z) 1.207
Y(z) = Y1(z) 1.207 z1 Y(z) ..... (4) Fig 2 : Direct form-I structure of H2(z).
The direct form-I structure of H2(z) is obtained using equation (4) as shown in fig 2.The cascade structure is obtained
by connecting the direct form structures of H1(z) and H2(z) in cascade as shown in fig 3.
Y1(z)
X(z) + + Y(z)
z 1 z 1
1 1 1
1
0.207z Y1(z) z Y1(z) 1.207z Y(z) z Y(z)
0.207 1.207
H1(z) H2(z)
b2 z2 X(z)
b0 X(z)
+ + + + + Y(z)
Fig 10.8 : Direct form structure of FIR system.
From the direct form structure it is observed that the realization of an Nth order FIR discrete time
system involves N number of multiplications and N-1 number of additions. Also the structure involves
N-1 delays and so N-1 memory locations are required to store the delayed signals.
ß
X(z) c01 c02 ..........
+ + c0 M + Y(z)
z 1 z 1 z 1
c11 + c12 + c1 M +
z 1 z 1 z 1
c21 c22 c2 M
When the impulse response is symmetric, the samples of impulse response will satisfy the condition,
bn = bN-1-n
By using the above symmetry condition it is possible to reduce the number of multipliers required
for the realization of FIR system. Hence, the linear phase realization is also called realization with minimum
number of multipliers.
Consider the transfer function of a FIR system,
Y(z)
H(z) = = b 0 + b1 z -1 + b 2 z -2 + ..... + b N -1 z - ( N -1)
X(z)
The linear phase realization of the FIR system using the above equation for even and odd values of
N are discussed below.
Chapter 10 - Structures for Realization of IIR and FIR Systems 10. 32
Case i : When N is even
Y(z)
H(z) = = b 0 + b1 z -1 + b 2 z -2 + ..... + b N -1 z - ( N -1)
X(z)
N
-1
N -1 2 N -1
= åb
m= 0
m z -m
= åb
m= 0
m z- m + åb N
m z- m
m=
2
N N
-1 -1
2 2
= åb
m= 0
m z -m
+ åb
p= 0
N - 1- p z - ( N -1- p)
N N
-1 -1
2 2
= åb
m= 0
m z-m + åb
m= 0
N -1 - m z - ( N -1- m) Let p = m
N N \
-1 -1
2 2 bm = bN-1-m
= åb
m= 0
m z -m
+ åb
m= 0
m z - ( N - 1- m)
N
-1
2
= å
m= 0
b m z - m + z - ( N -1- m)
-
FG N - 2IJ - GFH N2 - 1JIK
X(z) z -1 X(z) z -2 X(z) z H 2 K X(z) z X( z )
X(z) z 1 z 1 z 1
+ + + + + z 1
z 1 z-(N-2) X(z) z
1
z 1
z-(N-1) X(z) z-(N-3) X(z) -
FG N + 1IJ -
N
z H 2 K X(z) z 2
X( z )
b0 b1 b2 bM-1 bM
Y0 Y1 Y2 YN YN
- 2 -1
2
Y(z) 2
+ + + +
where M =
N
- 1 ; Y0 = b 0 X( z) + z - ( N-1) X( z) ; YN = bN
LMz FHG
-
N
2
- 2 IJ
K X( z) + z
- FG N + 1IJ
H2 K X( z)
OP
2 - 2 - 2 MN PQ
2 2
Y1 = b1 z -1 X(z) + z - ( N - 2) X( z) ; YN = bN
LMz FGH
-
N
2
-1
IJ N
K X( z) + z - 2 X(z) OP
2
-1
2
-1
MN PQ
Fig 10.10 : Direct form realization of a linear phase FIR system when N is even.
10. 33 Signals & Systems
\ Y( z) = b 0 X( z) + z - ( N - 1) X( z) + b1 z -1 X( z) + z - ( N - 2) X( z) + .....
+ bN
LMz FGH
-
N
2
- 2
IJ FN I
K X( z) + z - GH 2 + 1JK X( z) + b OP LMz FGH
-
N
2
- 1
IJ N
K X( z) + z- 2 X( z) OP
N
2
- 2 MN PQ 2
-1 MN PQ
When N is even, the above equation can be used to construct the direct form structure of linear
phase FIR system with minimum number of multipliers, as shown in fig 10.10. From the direct form
linear phase structure it is observed that the realization of an Nth order FIR discrete time system for even
values of N involves N/2 number of multiplications and N-1 number of additions. Also the structure
involves N-1 delays and so N-1 memory locations are required to store the delayed signals.
Case ii : When N is odd
N -1
Y(z)
H(z) =
X(z)
= b 0 + b1 z -1 + b2 z -2 + ..... + b N -1 z - ( N -1) = åb
m= 0
m z-m
N -3
2 -
FG N -1IJ N -1
= å
m= 0
b m z - m + b N -1 z
2
H 2K +
åb
N +1
m z- m
m=
2
N-3 N-3
2 FG N -1IJ
- 2
= åb
m= 0
m z -m
+ b N -1 z H 2 K +
2
åb
m= 0
N -1- m z - ( N -1- m) Let p = m
N-3 N-3
2 -
FG N -1IJ 2
å åb
H 2K + \b = bN-1-m
= b m z - m + b N -1 z m z - ( N -1- m) m
m= 0 2 m= 0
N-3
N -1
FG IJ 2
-
= b N -1 z
2
H2 K + åb
m= 0
m z - m + z - ( N -1- m)
-
FG N -1IJ
\ Y( z) = b N -1 z H 2K X( z) + b 0 X( z) + z - b N -1) g X( z) + b1 z -1 X( z) + z - b N - 2g X( z) +
2
..... + b N -5 z
LM -
FG N -5 IJ F N + 3I
H 2 K X( z) + z - GH 2 JK X(z) + b z
F N - 3IJ
-G OP F N + 1I
H 2 K X(z) + z - GH 2 JK X(z) LM OP
N-3
2 MN PQ 2 MN PQ
When N is odd, the above equation can be used to construct the direct form structure of linear
phase FIR system with minimum number of multipliers, as shown in fig 10.11.
Chapter 10 - Structures for Realization of IIR and FIR Systems 10. 34
FG IJ
N -3 FG IJ
N -1
- GFH JIK
N -5 -
H K -
H K X( z)
2
z-1 X(z) z-2 X(z)
2
z 2
X( z) z X( z) z
X(z) z 1 z 1 z 1 z 1
+ + + +
z 1 z 1 z 1 z 1 F N 1 I
z-(N-1) X(z) z-(N-2) X(z) z-(N-3) X(z) GFH IJK
-
N +3 FG IJ
-
N +1
-G J
H K X( z)
z 2
X( z) z
H K 2
X( z) z 2
Y0 Y1 YN-5 YN-3
2 2
YN-1
Y(z) + + + + 2
LM GFH
-
N -5
JIK F N + 3 JI
-G OP F N -1JI
-G
Y0 = b0 X( z) + z- ( N -1) X( z) ; YN - 5 = b N - 5 z 2
X( z) + z H 2 K X( z) ; YN -1 = b N -1 z H 2 K X( z)
2 2 MN PQ 2 2
LM FGH
-
N-3 IJ F N +1
K X(z) + z -GH 2 K X( z)OP
IJ
Y1 = b1 z -1 X( z) + z- ( N - 2 ) X( z) ; YN - 3 = b N - 3 2
2 2 MNz PQ
Fig 10.11 : Direct form realization of a linear phase FIR system when N is odd.
From the direct form linear phase structure it is observed that the realization of an Nth order FIR
discrete time system for odd values of N involves (N+1)/2 number of multiplications and N-1 number of
additions. Also the structure involves N-1 delays and so N-1 memory locations are required to store the
delayed signals.
Example 10.9
Draw the direct form structure of the FIR system described by the transfer function
1 -1 3 -2 1 -3 1 -4 1 -5
H(z) = 1 + z + z + z + z + z
2 4 4 2 8
Solution
Y(z) 1 -1 3 -2 1 -3 1 -4 1 -5
Let, H(z) = = 1+ z + z + z + z + z
X(z) 2 4 4 2 8
1 -1 3 -2 1 -3 1 -4 1 -5 .....(1)
\ Y(z) = X(z) + z X(z) + z X(z) + z X(z) + z X(z) + z X(z)
2 4 4 2 8
The direct form structure of FIR system can be obtained directly from equation (1).
z1 X(z) z2 X(z) z3 X(z) z4 X(z) z5 X(z)
X(z) z 1 z 1 z 1 z 1 z 1
c) H(z) =
FG1 + 1 -1
z + z -2
IJ FG1 + 1 -1
z + z-2
IJ
H 2 KH 4 K
Solution
1 1 -1 3 -2 1 -3 1 -4
a) Given that, H(z) = + z + z + z + z ..... (1)
4 2 4 2 4
By the definition of Z-transform we get,
µ
H(z) = å h(n) z -n
= h(0) + h(1) z -1 + h(2) z -2 + h(3) z -3 + ..... ..... (2)
n = 0
+ +
z 1 z 1
z4 X(z) z3 X(z)
1 -1 1 -2
b) Given that, H(z) = 1 + z + z + z -3
2 2
Y(z) 1 -1 1 -2
Let, H(z) = = 1 + z + z + z -3
X(z) 2 2
1 -1 1 -2
\ Y(z) = X(z) + z X(z) + z X(z) + z -3 X(z)
2 2
1 -1
= X(z) + z -3 X(z) + z X(z) + z -2 X(z) .....(4)
2
Chapter 10 - Structures for Realization of IIR and FIR Systems 10. 36
The direct form realization of H(z) with minimum number of multipliers (i.e., linear phase realization) is obtained using
equation (4) as shown in fig 2.
X(z) z1 X(z)
X(z) z 1
+ +
z 1 z 1
z3 X(z) z2 X(z)
1/2
1 -1
X(z) + z-3 X(z) z X(z) + z-2 X(z)
2
+ Y(z)
Fig 2 : Linear phase realization of H(z).
X(z) + z -2 X(z)
z 2 X(z)
1 -1 1 -1
where, H1(z) = 1 + z + z-2 ; H2 (z) = 1 + z + z -2 1/2
2 4
z X(z)
Y1(z) 1 -1
1 -1
Let, H1(z) = = 1 + z + z -2
X(z) 2 Y1(z)
2
+
1 -1
\ Y1(z) = X(z) + z X(z) + z -2 X(z) Fig 3 : Linear phase realization of H1(z).
2
1 -1 .....(5)
= X(z) + z -2 X(z) + z X(z) Y1(z)
2 z 1
The linear phase realization structure of H1(z) is obtained using z1 Y1(z)
equation (5) as shown in fig 3. +
Y1(z) + z -2 Y1(z)
Y(z) 1 -1 z 1
Let, H2 (z) = = 1 + z + z -2 z2 Y1(z)
Y1(z) 4
1/4
1 -1 1 -1
\ Y(z) = Y1(z) + z Y1(z) + z-2 Y1(z) z Y1(z)
4 4 Y(z)
+
1 -1 .....(6)
= Y1(z) + z-2 Y1(z) + z Y1(z) Fig 4 : Linear phase realization of H2(z).
4
The linear phase realization structure of H2(z) is obtained using equation (6) as shown in fig 4. The linear phase
structure of H(z) is obtained by connecting the linear phase realization structures of H1(z) and H2(z) in cascade as shown
in fig 5.
z1 X(z) Y1(z) z1 Y1(z)
X(z) z 1 z 1
+
+
1
z
z2 X(z) z 1
z2 Y1(z)
1/2 1/4
Y1(z)
+ + Y(z)
H1(z) Fig 5 : Cascade realization of H(z). H2(z)
10. 37 Signals & Systems
10.5 Summary of Important Concepts
1. Mathematically, a discrete time system is represented by a difference equation.
2. Physically, a discrete time system is realized or implemented either as a digital hardware or as a software
running on a digital hardware.
3. The processing of the discrete time signal by the digital hardware involves mathematical operations like
addition, multiplication, and delay.
4. The time taken to process the discrete time signal and the computational complexity, depends on number of
calculations involved and the type of arithmetic used for computation.
5. The various structures proposed for IIR and FIR systems, attempt to reduce the computational complexity,
errors in computation and the memory requirement of the system.
6. When a discrete time system is designed by considering all the infinite samples of the impulse response, then
the system is called IIR (Infinite Impulse Response) system.
7. When a discrete time system is designed by choosing only finite samples (usually N-samples) of the impulse
response, then the system is called FIR (Finite Impulse Response) system.
8. The IIR systems are recursive systems, whereas the FIR systems are nonrecursive systems.
9. The direct form-I structure of IIR system offers a direct relation between time domain and z-domain equations.
10. Since separate delays are employed for input and output samples, realizing IIR system using direct form-I
structure require more memory.
11. The direct form-I and II structure realization of an Nth order IIR discrete time system involves M+N+1 number
of multiplications and M+N number of additions.
12. The direct form-I structure realization of an Nth order IIR discrete time system involves M+N delays and so
M+N memory locations are required to store the delayed signals.
13. In a realizable Nth order IIR discrete time system, the direct form-II structure realization involves N delays and
so N memory locations are required to store the delayed signals.
14. In canonic structure, the number of delays will be equal to the order of the system.
15. The direct form-II structure of IIR system is canonic whereas the direct form-I structure is noncanonic.
16. In cascade realization of IIR system, the Nth order transfer function is divided into first and second order
sections and they are realized in direct form-I or II structure and then connected in cascade.
17. In parallel realization of IIR system, the Nth order transfer function is divided into first and second order
sections and they are realized in direct form-I or II structure and then connected in parallel.
18. In cascade and parallel realization of IIR systems, the number of calculations and the memory requirement
depends on the realization of individual sections.
19. Direct form structure of FIR system provides a direct relation between time domain and z-domain equations.
20. The realization of an Nth order FIR discrete time system using direct form structure and linear phase structure
involves N number of multiplications and N-1 number of additions.
21. The realization of an Nth order FIR discrete time system using direct form structure involves N-1 delays and
so N-1 memory locations are required to store the delayed signals.
22. The condition for symmetry of impulse response of FIR system is, h(n) = h(N1n).
23. The linear phase realization is also called realization with minimum number of multipliers.
24. In cascade realization of FIR system, the Nth order transfer function is divided into first and second order
sections and they are realized in direct form or linear phase structure and then connected in cascade.
25. The direct form linear phase realization structure of an Nth order FIR discrete time system for even values of
N involves N/2 number of multiplications, and N-1 number of additions.
26. The direct form linear phase realization structure of an Nth order FIR discrete time system for odd values of
N involves (N+1)/2 number of multiplications, and N-1 number of additions.
Chapter 10 - Structures for Realization of IIR and FIR Systems 10. 38
z 1
+ 0.4 0.4 +
z 1
0.5 0.2
Solution
The following z-domain equations can be obtained from the given direct form-II structure.
W(z) = - 0.4 z -1W(z) + 0.5 z -2W(z) + 0.2 X(z)
W(z) 0.2
\ W(z) + 0.4 z -1W(z) - 0.5 z -2 W(z) = 0.2 X(z) Þ =
X(z) 1+ 0.4 z -1 - 0.5 z -2
Y(z)
Y(z) = W(z) + 0.4 z -1W(z) + 0.2 z -2 W(z) Þ = 1 + 0.4 z -1 + 0.2 z -2
W(z)
The given direct form-II digital network can be realized by the transfer function,
Y(z) W(z) Y(z) 0.2 (1 + 0.4 z -1 + 0.2z -2 )
= ´ =
X(z) X(z) W(z) 1 + 0.4 z -1 - 0.5 z -2
Q10.2 Realize the following FIR system with minimum number of multipliers.
h(n) = { 0.5, 0.8, 0.5 }
Solution z 1
X(z) z 1 X(z)
Given that, h(n) = {0.5, 0.8, 0.5 }
On taking Z- transform, +
¥ 2 z 1
H(z) = å h(n)z -1
= å h(n)z -1
0.5
z2 X(z)
n=0 n=0 0.8
= h(0) + h(1)z -1 + h(2)z -2 = -0.5 + 0.8 z -1 - 0.5z -2
Y (z)
Let, H(z) = = -0.5 + 0.8 z -1 - 0.5z -2 +
X(z) Y(z)
\ Y (z) = -0.5 X(z) + 0.8 z -1 X(z) - 0.5 z -2 X(z) FigQ10.2: Linear phase
= -0.5 [ X(z) + z -2 X(z) ] + 0.8 z -1 X(z) realization.
The linear phase structure is drawn using the above equation as shown in fig Q10.2.
Q10.3 The transfer function of an IIR system has 'Z' number of zeros and 'P' number of poles. How many
number of additions, multiplications and memory locations are required to realize the system in
direct form-I and direct form-II.
The realization of IIR system with Z zeros and P poles in direct form-I and II structure, involves
Z+P number of additions and Z+P+1 number of multiplications. The direct form-I structure requires
Z+P memory locations whereas the direct form-II structure requires only P number of memory
locations.
Q10.4 What are the factors that influence the choice of structure for realization of an LTI system?
The factors that influence the choice of realization structure are computational complexity,
memory requirements, finite word length effects, parallel processing and pipelining of
computations.
10. 39 Signals & Systems
Q10.5 Draw the direct form-I structure of second order IIR system with equal number of poles and
zeros.
X(z) Y(z)
b0 + +
x(n) y(n)
z1 z1
b1 + + a1
1
z z1
b2 a2
Q10.6 An LTI system is described by the difference equation, y(n) = a1 y(n1) + x(n) + b1 x(n1). Realize it
in direct form-I structure and convert to direct form-II structure.
Solution
Given that, y(n) = a1y(n1) + x(n) + b1x(n1). Using the given equation the direct form-I structure is drawn
as shown in fig Q10.6a.
Direct form-I structure can be considered as cascade of two systems H1 and H2 as shown in fig Q10.6b.
By linearity property, order of cascading can be changed as shown in fig Q10.6c.
In fig Q10.6c, we can observe that the input to the delay in H1 and H2 are same and so the output of delays
will be same. Hence the delays can be combined to get direct form-II structure as shown in fig Q10.6d.
a1 b1
H2 H1
a1 b1
Fig Q10.6c: Direct form-I structure after
Fig Q10.6d: Direct form-II structure.
interchanging the order of cascading.
Q10.7 What is the advantage in cascade and parallel realization of IIR systems ?
In digital implementation of LTI system the coefficients of the difference equation governing the
system are quantized. While quantizing the coefficients the value of poles may change. This will
end up in a frequency response different to that of desired frequency response.
These effects can be avoided or minimized, if the LTI system is realized in cascade or parallel
structure. [i.e, The sensitivity of frequency response characteristics to quantization of the
coefficients is minimized]
Chapter 10 - Structures for Realization of IIR and FIR Systems 10. 40
Q10.8 Compare the direct form-I and II structures of an IIR systems, with M zeros and N poles.
Direct form-I Direct form-II
1. Separate delay for input and output. 1. Same delay for input and output.
2. M + N + 1 multiplications are involved. 2. M + N + 1 multiplications are involved.
3. M + N additions are involved. 3. M + N additions are involved.
4. M + N delays are involved. 4. N delays are involved.
5. M + N memory locations are required. 5. N memory locations are required.
6. Noncanonical structure. 6. Canonical structure.
Q10.9 Compare the direct form and linear phase structures of an Nth order FIR system.
Direct form Linear phase
Answers
1. d 3. a 5. c 7. a 9. a 11. b
2. b 4. d 6. d 8. d 10. b 12. b
Chapter 10 - Structures for Realization of IIR and FIR Systems 10. 42
IV. Answer the following questions
1. What are the various issues that are addressed by realization structures?
2. What are the basic elements used to construct the realization structures of discrete time system?
3. List the different types of structures for realization of IIR systems.
4. Draw the direct form-I structure of an Nth order IIR system with equal number of poles and zeros.
5. Draw the direct form-II structure of an Nth order IIR system with equal number of poles and zeros.
6. Explain the conversion of direct form-I structure to direct form-II structure with an example.
7. What are the difficulties in cascade realization?
8. Explain the realization of cascade structure of an IIR system.
9. Explain the realization of parallel structure of an IIR system.
10. What are the different types of structure for realization of FIR systems?
11. Draw the direct form structure of an Nth order FIR system.
12. What is the necessary condition for Linear phase realization of FIR system?
13. Draw the linear phase realization structure of an Nth order FIR system when 'N' is even.
14. Draw the linear phase realization structure of an Nth order FIR system when 'N' is odd.
15. Explain the realization of cascade structure of a FIR system.
Fig E10.1.1 : Direct form-I structure. Fig E10.1.2 : Direct form-II structure.
X(z) W1(z) Y 1 (z) W2 (z) Y 2(z) Y(z)
+ + + + +
0.19z1 W 2(z)
z W1(z)
1.31z 1 Y(z)
2z 1 W2 (z)
3z 1 W1 (z)
z 1 z 1 z 1
1 -1
4
1
3 0.19 2 1.31
4
z 1 z 1
2z 2 X(z) 0.11z 2 Y(z)
Y 2(z)
10.32 + + 2
z X(z) 2 + + 0.11 z 2 Y(z)
z 1 z 1 z 1
2z 2 X(z) z 2 Y(z) 2z 2 W(z)
2
z X(z) 2
z Y(z) z2 W(z)
2 + + + 2 +
z 1 z 1 3
0.25z 3 Y(z) 0.25z W(z) z 1
z 3 X(z) z 3 W(z)
z 3 X(z) 1 0.25 z3 Y(z) z 3 W(z)
0.25 1
Fig E10.3.1 : Direct form-I structure. Fig E10.3.2 : Direct form-II structure.
z 1 W 2(z)
z 1 W2 (z)
z 1
z 1 W1 (z)
z 1
z W(z)
+ 1 1 +
1
1 -1
1
2
2
0.5z 2 W 2(z)
z 1
H 1(z)
z 2 W2 (z)
0.5
H 2 (z)
0.5
H 1(z)
Y 2(z)
5.78 + +
0.37z 1 Y 2(z) z 1
0.37
H 2(z)
Y 3 (z)
2.26 +
1.37z 1 Y 3 (z) z 1
1.37
H 3(z)
E10.4
X(z) W1(z) Y 1 (z) Y(z)
+ + +
z Y(z)
z 1 z 1
1 -1
4
1 1 1
1 -1 2 2 1 -1
z W1(z) z W1(z) 4
2 2
H 1 (z) H 2 (z)
Fig E10.4.1 : Cascade structure.
3 X(z) Y 2 (z)
3 +
1 -1 z 1
z Y2 (z)
4
1
4 z1 Y 2(z)
H 2(z)
1 1 1 2
3 4 5 7
1 -1 1 -2 1 -3 2 -4
z X(z) z X(z) z X(z) z X(z)
3 4 5 7
Y(z)
+ + + +
Fig E10.5a : Direct form structure.
E10.5 b)
0.25z3 X(z)
0.3z5 X(z)
0.3z 1 X(z)
0.35X(z)
Y(z)
+ + + + + +
Fig E10.5b : Direct form structure.
Chapter 10 - Structures for Realization of IIR and FIR Systems 10. 46
E10.6 a)
X(z) X(z) z1 X(z) z 2 X(z)
z 1 z 1
+
+
z 1 z 1
z 4 X(z) z 3 X(z)
0.3z2 X(z)
0.2[X(z)+z 4 X(z)] 0.5[z 1 X(z)+z 3 X(z)]
+ + Y(z)
Fig E10.6a : Linear phase structure.
E10.6 b)
X(z) z 1 X(z) z 1 Y 1(z)
z 1 z 1
+ +
2
z X(z) z2 Y 1(z)
z 1 z 1
2
0.1
1 -1
8 1 -1 9
1 -1 - z Y1(z)
z X(z) 9
0.1[X(z)+z 2 X(z)] 8 2[Y 1(z)+z 2Y(z)] Y(z)
Y 1(z)
+ +
H 1(z) H 2(z)
Fig E10.6b : Cascade of linear phase structure.
E10.6 c)
+
+
z 3 X(z)
4
z 1 z 1
z X(z)
-1 3 3
2 5 8
-1 3 -1 -3
-4 [z X(z) + z X(z)] 3 -2
[X(z) + z X(z)] 5 z X(z)
2 8 Y(z)
+ +
Fig E10.6c : Linear phase structure.
CHAPTER 11
State Space Analysis of Discrete Time
Systems
11.1 Introduction
The state space analysis of continuous time system is presented in chapter-5. The concepts introduced
in chapter-5 are extended to analysis of discrete time systems in this chapter. In state space analysis a
discrete time system is represented by a state model, in which the state or condition of a system at any
discrete time n is represented by a set of N state variables.
The state space model is the best choice for analysis of discrete time system using digital systems
or computers.The state variable analysis can be applied for any type of systems and the analysis can be
carried with initial conditions, and with multiple inputs and outputs.
11.2 State Model of Discrete Time systems
State and State Variables
The state of a discrete time system refers to the condition of the system at any discrete time
instant, which is described using a minimum set of variables called state variables. The knowledge of
these variables at n = 0 together with knowledge of inputs for n > 0, completely describes the behaviour
of the system for n ³ 0. The state variables are a set of variables that completely describe the state or
condition of a system at any discrete time instant, n.
State Equations
Consider a discrete time system with M-inputs, N-state variables, and P-outputs.
Let, q1(n), q2(n), q3(n), ....., qN(n) be N-state variables of the discrete time system,
x1(n), x2(n), x3(n), ....., xM(n) be M-inputs of the discrete time system.
y 1(n), y2(n), y3(n), ....., yP(n) be P-outputs of the discrete time system.
Now, the discrete time system can be represented by the block diagram shown in fig 11.1.
SYSTEM
R| x (n)
1 ® N number of ® y1 ( n) U|
|| x (n)
2 ® State variabels ® y2 ( n) ||
M number of inputs S x ( n)
3 ® q1 ( n), q 2 ( n), ® y3 ( n)
V| P number of outputs
|| MM MM q 3 ( n), ..... M
M |
|Tx (n)
M ® .....q N ( n) ® y ( n)|W
p
The above equations of the next state of the N-state variables are called state equations and can
be expressed in the matrix form as shown in the matrix equation (11.1).
NM M PQ
3
....(11.1)
B B B B B
Q( n + 1) A Q( n) B X( n)
where, A = System Matrix ; B = Input Matrix
Q(n) = State Vector ; X(n) = Input Vector
Therefore, the Matrix form of state equation can be written as shown in equation (11.2).
Q(n + 1) = A Q(n) + B X(n) ....(11.2)
11. 3 Signals & Systems
Output Equations
The output equations can be formed by taking the outputs as function of state variables and
inputs. Therefore the P-outputs can be expressed as shown below.
y1 (n) = F q1 ( n), q 2 ( n), q 3 ( n) ..... q N ( n), x1 ( n), x2 ( n), x3 ( n) ..... x M (n)
y 2 (n) = F q1 ( n), q 2 ( n), q 3 ( n) ..... q N ( n), x1 ( n), x2 ( n), x3 ( n) ..... x M (n)
y 3 (n) = F q1 ( n), q 2 ( n), q 3 ( n) ..... q N ( n), x1 ( n), x 2 ( n), x 3 ( n) ..... x M (n )
M
M
y P (n) = F q1 ( n), q 2 ( n), q 3 ( n) ..... q N ( n), x1 ( n), x2 ( n), x3 (n) ..... x M (n)
Mathematically, the above functional form of the outputs can be expressed as algebriac equations
shown below.
y1 (n) = c11 q1 ( n) + c12 q 2 ( n) + c13 q 3 ( n) + .....+ c1N q N ( n)
+ d11 x1 ( n) + d12 x2 ( n) + d13 x3 ( n) + ..... + d1M x M ( n)
y 2 (n) = c 21 q1 ( n) + c22 q 2 ( n) + c23 q 3 ( n) + .....+ c2 N q N ( n)
+ d 21 x1 ( n) + d 22 x2 ( n) + d 23 x3 ( n) + ..... + d 2 M x M ( n)
y 3 (n) = c 31 q1 ( n) + c32 q 2 ( n) + c 33 q 3 ( n) + ..... + c3N q N ( n)
+ d 31 x1 ( n) + d 32 x2 ( n) + d 33 x3 ( n) + ..... + d3M xM ( n)
M
M
y P (n) = c P1 q1 ( n) + c P 2 q 2 ( n) + c P 3 q 3 ( n) + ..... + c PN q N ( n)
+ d P1 x1 ( n) + d P 2 x2 ( n) + d P3 x3 ( n) + ..... + d PM x M ( n)
The above equations are called output equations and can be expressed in the matrix form as
shown in equation (11.3).
LM y (n) OP LMc c c ...OP
1 11 12 13 LMq (n) OP LM d d d ...OP
1 11 12 13 LM x (n) OP
1
MN M PQ MN M M M PQ
3 31 32 33
MN M PQ MN M M M PQ
3 31 32 33
MN M QP
3
....(11.3)
B B B B B
Y( n) C Q( n) D X( n)
where, C = Output Matrix ; D = Transmission Matrix
Q(n) = State Vector; X(n) = Input Vector
Therefore the Matrix form of output equation can be written as shown in equation (11.4).
Y ( n ) = C Q ( n) + D X ( n ) ....(11.4)
State Model
The state model of a discrete time system is given by state equations and output equations.
123
11.3 State Model of a Discrete Time System From Direct Form-II Structure
Consider the equation of 3rd order LTI system,
y( n) = - a1 y( n - 1) - a 2 y( n - 2) - a 3 y( n - 3)
+ b0 x( n) + b1 x(n - 1) + b2 x(n - 2 ) + b3 x(n - 3 )
The direct form-II structure of the system described by the above equation is shown in fig 11.2.
b0 q3(n +1)
X(z) + b0 + Y(z)
x(n) q3(n+1) y(n)
z 1
a1 q3(n) q3(n) b1 q3(n)
+ a1 b1 +
q2(n +1)
z 1
a2 q2(n) q2(n) b2 q2(n)
+ a2 b2 +
q1(n +1)
z 1
a3 q1(n) q1(n) Q1(z) b3 q1(n)
a3 b3
q 3 (n + 1) = -a 3 ´ q1 ( n) - a 2 ´ q 2 ( n) - a 1 3
LMq (n + 1) OP LM 0
1 1 0 OP LMq (n) OP LM0OP
1
MMq ( n + 1)PP = MM 0
2 0 1 PP MMq (n)PP + MM0PP
2 x( n)
Nq (n + 1)Q N-a
3 3 - a 2 - a1 Q Nq (n)Q N1Q
3
B B
A B
11. 5 Signals & Systems
Output Equations
The output equation y(n) is formed by equating the incoming signals of output node / summing
point to y(n) as shown below.
y( n) = b0 q 3 ( n + 1) + b 3 q1 ( n) + b2 q 2 ( n) + b1 q3 ( n)
On substituting for q 3 ( n + 1) from state equation we get,
y( n) = b0 -a 3 q1 ( n) - a 2 q 2 ( n) - a1 q 3 ( n) + x( n) + b 3 q1 ( n) + b2 q 2 ( n) + b1 q 3 ( n)
= (b3 - b 0 a 3 ) q1 ( n) + (b 2 - b0 a 2 ) q2 ( n) + (b1 - b0 a1 ) q 3 ( n) + b0 x( n)
LMq (n) OP
1
y( n) = b 3 - b 0 a 3 b2 - b 0 a 2 b1 - b 0 a 1 MMq (n)PP +
2 b 0 x( n)
Nq (n)Q
3
B B
C D
State Model
State model of a discrete time system is given by state equations and output equations.
State equations : Q (n + 1) = A Q (n) + B X (n)
E
LM q (n + 1) OP LM 0
1 1 0 OP LM q (n) OP LM0OP
1
MMq (n + 1)PP = MM 0
2 0 1 PP MMq (n)PP + MM0PP
2 x(n)
Nq ( n + 1) Q N-a
3 3 - a 2 -a 1 Q Nq (n)Q N1Q
3
Yzbg b
= C zI - A g -1
B + D
Xzbg .....(11.7)
Hence, in general the solution of state equation for any value of n is given by,
n . n -1
Q(n) = A
142 Q4 (0)
3 + A B X(0) + A n - 2 B X(1) + A n - 3 B X(2) + ....
Solution due to ..... + A B X( n - 2) + B X( n - 1)
initial condition 1444444444442444444444443 .....(11.10)
Solution due to input
The equation (11.10) is the solution of state equations of discrete time system in time domain.
Here, the matrix An is called state transition matrix.
11. 7 Signals & Systems
Solution of State Equations Using Z-Transform
Consider the state equations,
Q(n+1) = A Q(n) + B X(n) Z {x(n+1)} = z X(z) z X(0)
On taking Z-transform of above equation, with initial conditions state vector as Q(0).
z Q(z) z Q(0) = A Q(z) + B X(z)
z Q(z) A Q(Z) = B X(z) + z Q(0)
[z I A] Q(z) = z Q(0) + B X(z), where I is the unit matrix
On premultiplying the above equation by ( z I A )1 we get,
bg
Qz = b1zI44
- Ag z Qb 0g
424443
-1
+ b1zI44
- A g B Xb zg
42444 3
-1
The equation (11.11) is the solution of state equations in z-domain. The solution of state equations
in time domain is given by inverse Z-transform of Q(z).
\ Q(n) = Z -1 Q(z) l q
= Z -1
{b z I - Ag z Q(0) + b z I - Ag B X(z)}
-1 -1
{b
State equations, Q (n) = Z -1 z I - A z Q (0) + Z g }
-1
zI - A BX z
14444244443 14444244443 .....(11.12)
-1
{b g -1
b g}
Solution d ue to Solution d ue to
initial condition input x ( n)
The equation (11.12) is the time domain solution of state equations of discrete time system, which
is obtained via Z-transform.
On comparing equations (11.10) and (11.12) we get,
The response,Y(n) of discrete time system can be computed by substituting the solution of state
equations Q(n) from equation (11.10) or (11.12) in the output equation shown below.
2q3(n+1)
X(z) + 2 + Y(z)
x(n) q3(n+1) y(n)
z 1
z 1
State Equations
The state equations are formed by equating the sum of incoming signals of delay unit to (n+1)th value of state
variable, as shown below.
q1(n + 1) = q2 (n)
q2 (n + 1) = q3 (n)
q3 (n + 1) = 0.5 q1(n) + 3 q2 (n) - 2 q3 (n) + x(n)
LM q (n + 1)OP
1 LM 0 1 0 OP LM q (n) OP LM0OP
1
MMq (n + 1)PP
2 = MM 0 0 1 PP MMq (n)PP + MM0PP
2 x(n)
Nq (n + 1)Q
3 N0.5 3 -2 Q Nq (n)Q N1Q
3
Output Equations
Output equation y(n) is formed by equating incoming signals of output node / summing point to y(n) as shown below.
MMq (n + 1)PP =
2 MM 0 0 1 PP MMq (n)PP + MM0PP
2 x(n)
Nq (n + 1)Q
3 N0.5 3 -2 Q Nq (n)Q N1Q
3
E
LM q (n) OP
1
y(n) = 5 8.5 - 2.5 MMq (n)PP +
2 2 x(n)
Nq (n)Q
3
Example 11.2
. + 2z -1 + 3z -2 + 2z -3
15
The transfer function of a system is given by, H(z) =
1 + 3z -1 + 2z -2 + 4z -3
Determine the state model of the system.
Solution
Y (z) . + 2z -1 + 3z -2 + 2z -3
15
Let, H(z) = =
X( z ) 1 + 3z-1 + 2 z -2 + 4 z -3
On cross multiplication we get,
Y (z) + 3z -1 Y(z) + 2z -2 Y (z) + 4z -3 Y(z ) = 15
. X(z ) + 2z -1 X(z ) + 3z -2 X(z ) + 2z -3 X(z)
\ Y (z) = - 3z -1 Y (z) - 2z -2 Y(z) - 4z -3 Y (z) + 15
. X(z) + 2z -1 X(z ) + 3z-2 X(z) + 2z -3 X(z )
The direct form-II structure of the system described by the above equation is shown in fig 1.
The choice of number of state variables is equal to number of delay units. The direct form-II structure has one input
x(n), one output y(n) and three delay units, and so let us choose three state variables. Let, q1(n), q2(n) and q3(n) be the
three state variables. Assign state variables at the output of every delay unit. Hence the (n + 1)th value of state variable will
be available at the input of delay unit.
State Equations
The state equations are formed by equating the sum of incoming signals of delay unit to (n+1)th value of state
variable, as shown below.
q1(n+1) = q2(n)
q2(n+1) = q3(n)
q3(n+1) = 4 q1(n) 2 q2(n) 3 q3(n) + x(n)
Chapter 11 - State Space Analysis of Discrete Time Systems 11. 10
1.5q3(n +1)
X(z) + 1.5 + Y(z)
x(n) q3(n+1) y(n)
z 1
z 1
4q1(n) q1(n) Q 1(z) 2q1(n)
4 2
LM q (n + 1) OP
1 LM 0 1 0 OP LM q (n) OP
1 LM0OP
MMq (n + 1)PP
2 = MM 0 0 1 PP MMq (n)PP +
2 MM0PP x(n)
Nq (n + 1)Q
3 N-4 -2 -3 Q Nq (n)Q
3 N1Q
Output Equations
The output equation y(n) is formed by equating the incoming signals of output node to y(n) as shown below.
y(n) = 15
. q3 (n + 1) + 2 q1(n) + 3 q2 (n) + 2 q3 (n)
On substituting for q3 (n + 1) from state equation we get,
y(n) = 15
. -4 q1(n) - 2 q2 (n) - 3 q3 (n) + x(n) + 2 q1(n) + 3 q2 (n) + 2 q3 (n)
y(n) = - 6 q1(n) - 3 q2 (n) - 4.5 q3 (n) + 15
. x(n) + 2 q1(n) + 3 q2 (n) + 2 q3 (n)
y(n) = - 4 q1(n) - 2.5 q3 (n) + 15
. x(n)
On arranging the above equations in the matrix form we get,
LM q (n)OP
1
y(n) = -4 0 - 2.5 MMq (n)PP
2 .
+ 15 x(n)
Nq (n)Q
3
State Model
State model of a discrete time system is given by state equations and output equations.
MMq (n + 1)PP =
2 MM 0 0 1 PP MMq (n)PP + MM0PP
2 x(n)
Nq (n + 1)Q
3 N -4 -2 -3 Q Nq (n)Q N1Q
3
E
LM q (n)OP
1
y(n) = -4 0 - 2.5 MMq (n)PP +
2 1.5 x(n)
Nq (n)Q
3
11. 11 Signals & Systems
Example 11.3
The state space representation of a discrete time system is given by,
A=
LM2 -1OP ; B=
LM1OP ; C= 1 3 ; D= 3
N3 1Q N2Q
Derive the transfer function of the system. Let, P be a square matrix.
Transpose of Cofactor Matrix of P
Solution Now, P -1 =
Deter min ant of P
The transfer function of the discrete time system is given by, If, P is a square matrix of size 2 ´ 2, then its
cofactor matrix is obtained by interchanging the
Y (z)
= C (z I - A )-1 B + D elements of main diagonal and changing the sign
X( z ) of other two elements as shown in the following
zI - A = z
LM 1 0OP - LM2 -1OP example.
N0 1Q N3 1Q LMp p12 OP
L 0OP - LM2 -1OP = LMz - 2
= M
z 1 O P =
11
z - 1PQ Np Q
p 22
N0 zQ N3 1Q N -3 21
\ P -1 =
1
´
LM p 22 -p12 OP
1 LMz - 1 -1 O p11 p12 N -p p11 Q
z - 2PQ
-1 21
(z I - A ) =
z-2 1 N3 p 21 p 22
-3 z -1
=
1 LMz - 1 -1 OP
(z - 2) (z - 1) - ( -3 ) ´ 1 N 3 z - 2Q
LM z - 1 -1 OP
1 LMz - 1 -1 O 2
= M z - 3z + 5 z 2 - 3z + 5
PP
z - 2PQ
= 2
z - 3z + 5 N3 MMN 3 z-2
PQ
2
z - 3z + 5 z 2 - 3z + 5
Y ( z)
\ = C ( z I - A) -1 B + D
X (z )
LM z-1 -1 OP 1
= 1 3 MM z 2
- 3z + 5
3
z 2 - 3z + 5
z - 2 PP LMN2OPQ + 3
MN z 2
- 3z + 5 z 2 - 3z + 5 PQ
=
LM z - 1 + 9 -1 + 3(z - 2) OP LM 1OP + 3
N z - 3z + 5
2
z 2 - 3z + 5 Q N 2Q
L z-1+9 2(-1 + 3(z - 2)) O
z - 3z + 5 PQ
= M + + 3
N z - 3z + 5
2 2
Example 11.4
The state model of a discrete time system is given by,
A =
LM2 0 OP ; B =
LM1OP ; C = 1 3 ; D = 3
N3 1 Q N2Q
Find the response of the discrete time system for unit step input. Assume zero initial condition.
Chapter 11 - State Space Analysis of Discrete Time Systems 11. 12
Solution
The response, Y(n) = CQ(n) + D X(n)
n
Q(n) = Z-1 (z I - A )-1 z Q(0) + (z I - A )-1 B X(z) s
Here Q(0) = 0, (because initial conditions are zero).
n
\ Q(n) = Z -1 (z I - A )-1 B X(z)s
zI - A = z M
L1 0OP - LM2 0OP = LMz 0OP - LM2 0OP = LMz - 2 0 OP
N0 1Q N3 1Q N0 zQ N3 1Q N -3 z - 1Q
-1
(z I - A ) =
1 LMz - 1 0 OP Let, P be a square matrix.
z-2 0 N 3 z - 2Q Now, P =
Transpose of Cofactor Matrix of P
-1
-3 z -1 Deter min ant of P
If, P is a square matrix of size 2 ´ 2, then its
=
1 z -1 0 LM OP cofactor matrix is obtained by interchanging the
elements of main diagonal and changing the sign
(z - 2) (z - 1) 3 z - 2N Q of other two elements as shown in the following
LM 1 0
OP example.
= M z-2
1 P LMp p12 OP
MM (z - 1)3(z - 2) z - 1PQ
P P =
Np
11
Q
N 21 p 22
MN (z - 1) (z - 2) PQ MN (z - 1) (z - 2) PQ MN (z - 1) (z - 2) PQ
2
LM z OP LM Z RS z UV OP -1
Q(n) = Z -1
lQ(z)q = Z -1
MM (zz-(21)z (-z -1)2) PP = MM RT (z -z(21)z(z- 1-) 2) WUPP
MN (z - 1) (z - 2) PQ MMNZ ST (z - 1) (z - 2) VWPPQ
2
-1
2
1 k1 k2
Let, = +
(z - 1) (z - 2) z -1 z-2
1 1
w here, k1 = ´ (z - 1) = = -1
(z - 1) (z - 2) z = 1
1 - 2
1 1
k2 = ´ (z - 2) = = 1
(z - 1) (z - 2) z = 2
2 - 1
1 -1 1 z -z z
\ = + Þ = +
(z - 1) (z - 2) z - 1 z-2 (z - 1) (z - 2) z -1 z-2
11. 13 Signals & Systems
2z - 1 ka kb kc
Let, = + +
(z - 1)2 (z - 2 ) (z - 1)2 (z - 1) ( z - 2)
2z - 1 2 - 1
where, k a = ´ (z - 1)2 = = -1
(z - 1)2 (z - 2) z=1
1 - 2
LM d F 2z - 1 IJ OP LM d FG 2z - 1IJ OP
kb =
MN dz GH (z - 1) (z - 2)
2
´ (z - 1)2
K PQ z=1
=
N dz H z - 2 K Q z= 1
(z - 2) 2 - (2z - 1) ´ 1 -1 ´ 2 - 1
= = = -3
(z - 2)2 z=1
(-1)2
2z - 1 2 ´ 2 - 1
kc = ´ (z - 2) = = 3
(z - 1)2 (z - 2) z=2
(2 - 1)2
2z - 1 -1 -3 3
\ = + +
(z - 1)2 (z - 2) (z - 1)2 z -1 z-2
z(2z - 1) -z -3z 3z
\ = + +
(z - 1)2 (z - 2) (z - 1)2 z -1 z-2
LMZ R z U OP LZ R -z + z U OP
M T
-1
S V
W PP = MM S
T
-1
V
W
Q(n) = M
(z - 1) ( z - 2)
M
z - 1 z - 2 PP
-1R
MMZ S z(2z - 1) VPP MZ S U R - z -1 z z U
VP
N T (z - 1) (z - 2) WQ MN T (z - 1) z - 2 WPQ
-3 + 3 2
2 z -1
= M
L-u(n) + 2 u(n)
n OP = LM(2 - 1) u(n) OP n
= 1 3
MN 3(2 - 1) - n u(n)PQ +
n
3 un bg
= (2n - 1) u(n) + 3 3(2n - 1) - n u(n) + 3u(n)
Example 11.5
If system matrix, A =
LM -3 0 OP
. Find the state transition matrix of discrete time system.
N0 -2 Q
Solution
(zI - A )-1 =
1 LMz + 2 0 OP Let, P be a square matrix.
z+3 0 N0 z+3 Q Now, P -1 =
Transpose of Cofactor Matrix of P
0 z+2 Deter min ant of P
=
1 LMz + 2 0 OP If, P is a square matrix of size 2 ´ 2, then its
(z + 3) (z + 2) N0 z+3 Q cofactor matrix is obtained by interchanging the
elements of main diagonal and changing the sign
LM 1 OP
0
of other two elements as shown in the following
example.
= MM z + 3 1 P
P
N 0 z + 2Q
P =
LMp 11 p12 OP
Np 21 p 22 Q
An = n
Z -1 (z I - A )-1 z s 1 LM p 22 -p12 OP
\ P -1 = ´
R|
LM 1 0 P
O U| p11 p12 N -p
21 p11 Q
= Z -1
MM z + 3
S| 1 P
P
z V
||
p 21 p 22
N 0
|T z + 2Q W
LMZ RS z UV
-1 OP
= M T
z + 3W
0
LM(-3) u(n)
n OP
RS z UVPP
0
=
MM 0 -1 N 0 (- 2)n u(n) Q
N
Z
T z + 2 WPQ
11.7 Summary of Important Concepts
1. The state of a discrete time system refers to the condition of discrete time system at any discrete time instant.
2. The state variables of a discrete time system are a set of variables that completely describe the state of
discrete time system at any discrete time instant.
3. The state equations of a discrete time system are a set of N-number of first order difference equations.
4. The state equations of a discrete time system are formed by taking next state of state variables as function of
present state of state variables and present inputs.
5. The output equations of a discrete time system are a set of P-number of algebraic equations formed by
taking outputs as function of state variables and inputs.
6. The state model of a discrete time system is given by state equations and output equations.
7. The transfer function of a discrete time system can be obtained from its state model using the equation
C(zI A)1 B + D.
8. The state transition matrix of a discrete time system is, An = Z1{(zI A)1 z}.
9. The solution of state equations of a discrete time system due to initial condition (and with no input) is,
Q(n) = An Q(0).
10. The solution of state equations of a discrete time system due to input (and with zero initial conditions)
is, Q(n) = Z1{(zI A)1 B X(z)}.
y(n) = 1 0
LM q (n)OP
1 b q 1(n)
-b
Fig Q11.6.2.
Nq (n)Q
2
Chapter 11 - State Space Analysis of Discrete Time Systems 11. 16
Nq (n + 1)Q
2 N0 2Q Nq (n)Q N1Q
2 +
q1(n+1)
z-1
q1(n)
4
y(n) = 4 -5 M
L q (n)OP
1
Nq (n)Q
2
7 Fig Q11.7.2.
Q11.8 Determine the transfer function of the system described by the following state model.
q(n + 1) = - 2q(n) + 0.5 x(n) ; y(n) = 0.7 q(n)
Solution
Given that, q(n + 1) = -2 q(n) + 0.5 x(n) . On taking Z-transform we get,
0.5
zQ(z) = - 2 Q(z) + 0.5 X(z) Þ zQ(z) + 2 Q(z) = 0.5 X(z)X(z) Þ Q(z) = .....(1)
z+2
Given that, y(n) = 0.7q(n) . On taking Z-transform we get, Y(z) = 0.7 Q(z) .....(2)
From equations (1) and (2) we can write,
Y (z) 0.5 0.35
Transfer function, = 0.7 ´ =
X(z) z+2 z+2
Q11.9 The output equation of a discrete time system is, y(n) = [ 1 1 ] Q(n). If the state transition matrix,
An =
LM( -4) u(n)
n
(3) n u(n) OP and the initial condition vector, Q(0) =
LM2OP
N( -2) u(n)
n
0 Q N 1Q , Find the zero-input
response of the system.
Solution
We know that, Q(n) = An Q(0).
\ Zero - input response, y zi (n) = 1 1 Q(n) = 1 1 An Q(0)
LM(-4) u(n)
n OP L2O = (-4) u(n) + (2) u(n) (-3) u(n) L2O
( -3)n u(n)
= 1 1
N (2) u(n)
n
Q MN1PQ
0
n
MN1PQ
n n
N( -1) u(n)Q .Find the zero-state response of the system for unit step input.
n
Solution
Zero - state response, y zs (n) = 1 2 Q(n) + 2 X(n) = 1 2
LM(-2) u(n)OP +
n
2 u(n)
N(-1) u(n) Q
n
clear all
H=tf(z);
Ts = 0.1;
disp(Enter numerator coefficients of given transfer function);
b=input();
disp(Enter denominator coefficients of given transfer function);
a=input();
disp(The given transfer function is,);
H=tf([b], [a], Ts) %display the given transfer function
[A,B,C,D]=tf2ss(b,a) %compute matrices A,B,C,D of state model
OUTPUT
Enter numerator coefficients of given transfer function
[1.5 2 3 2]
Enter denominator coefficients of given transfer function
[1 3 2 4]
The given transfer function is,
Transfer function:
1.5 z^3 + 2 z^2 + 3 z + 2
-------------
z^3 + 3 z^2 + 2 z + 4
Sampling time: 0.1
A =
-3 -2 -4
1 0 0
0 1 0
B =
1
0
0
C =
-2.5000 0 -4.0000
D =
1.5000
Program 11.2
Write a MATLAB program to determine the transfer function of a system
by getting the state model from the user through keyboard.
Transfer function:
1.5 z^3 + 2 z^2 + 3 z + 2
-------------
z^3 + 3 z^2 + 2 z + 4
Sampling time: 0.1
11.10 Exercises
I. Fill in the blanks with appropriate words
1. A set of variables that completely describes a discrete time system at any time instant are called .
2. The of a discrete time system consists of the state equations and output equations.
3. The pictorial representation of the state model of a discrete time system is called .
4. The number of state variables in a state diagram of a discrete time system is equal to number of .
5. In vector notation, the state equation of a discrete time system is .
6. In state model of a discrete time system, the number of ________ will be equal to order of the system.
7. In the matrix form of state equation of a discrete time system, A represents .
8. In the matrix form of output equation of a discrete time system, C represents .
9. The state transition matrix of a discrete time system, An =____________.
10. In vector notation, the output equation of a discrete time system is .
Answers
1. state variables 2. state model 3. state diagram 4. delay units 5. Q(n+1)=A Q(n)+B X(n)
6. state variables 7.system matrix 8.output matrix 9. Z-1{ (z I - A)-1 z } 10. Y(n)=C Q(n)+D X(n)
11. 19 Signals & Systems
8. If A, B, C and D are the matrices that describe the state equation of a discrete time system, then the transfer
function of the discrete time system is given by,
-1 -1 -1 -1
a) A zI - A B + D b) C zI - A B + D c) zI - A B + D d) zI - A C + D
9. The transfer function of the system having the following state variable description is,
A=
LM
1 0 OP
; B=
1 LM OP
; C= 1 0
N
-2 1 Q 0 NQ
Chapter 11 - State Space Analysis of Discrete Time Systems 11. 20
2 1 1 1
a) b) c) d)
(z - 1)2 z +1 z -1 (z + 1) 2
N0 3Q
a)
LM3 u(n)
n
0 OP b)
LM 0 3n u( n) OP c)
LM7 u(n) 0 OP d) LM7 u( n) 0OP
n n
N 0 n
7 u( n) Q N7 u(n)
n
0 Q N 0 3 u( n) Q n
N 3 u ( n ) 0Q
n
Answers
1. a 2. d 3. b 4. d 5. b
6. a 7. c 8.b 9. c 10. c
z 2 + 4z + 3 z2 + 6 z + 8
c) H ( z) = d) H ( z) =
z2 + 9 z + 20 ( z + 3) ( z2 + 2 z + 2)
E11.4 Determine the transfer function of the digital system having the following state variable description.
a)
A=
LM2 -1OP ; B=
LM1OP ; C= 3 1 ; D= 2
N1 0Q N0Q
11. 21 Signals & Systems
b)
A=
LM 0 1OP LM0OP ;
; B= C= 3 0 ; D= 4
N-1 1 Q N2Q
c)
L -1
A=M
2O
P L 2O
; B=M P ; C= 1 4 ; D= 1
N2 -3Q N -1Q
E11.5 Compute the solution of state equations of the discrete time systems represented by the following
state model.
a) LM
q1 ( n + 1) OP
=
LM
3 1 q 1 ( n)
;
OP LM OP
q1 (0)
=
0 LM OP LM OP
N
q 2 ( n + 1) Q N
0 -4 q 2 ( n ) QN Q
q 2 (0) 2 N Q NQ
b) LMq (n + 1) OP = LM-1 0 O L q ( n) O LMq (0) OP = LM- 0.5OP
-5PQ MNq ( n) PQ
1 1 1
;
Nq (n + 1)Q
2 N2 2 Nq (0)Q N 1 Q
2
E11.6 Find the response of the discrete time system represented by the following state model. Assume zero
initial conditions.
A=
LM-1 -1OP ; B=
LM3OP ; C = 2 -0.5 ; D= 1 ; Input , x ( n) = 2 n u( n)
N 0 2Q N5Q
Answers
E11. 1 a) State equation
LM q ( n + 1) OP LM 0
1 1 0OP LMq ( n) OP LM0OP
1
MMq (n + 1)PP = MM 0
2 0 1P MMq ( n)PP + MM0PP
2 x(n)
Nq ( n + 1)Q N-0.2
3 0.4 . PQ
-01 Nq (n)Q N1Q
3
Output equation
LM q ( n) OP
1
Output equation
Output equation
y(n) = -3 -18
LMq (n) OP +
1
3 x(n)
Nq (n)Q
2
Chapter 11 - State Space Analysis of Discrete Time Systems 11. 22
E11. 2 a) An =
1
u(n)
LM 5 - 5n -1 + 5n OP b)
LM 1 0 OP
A n = ( - 1) n u(n)
4 N 5 - 5n +1 - 1 + 5n +1 Q N0 3Q n
c) An =
( - 1) n
u(n)
LM 1 + 3 n
1 - 3n OP d) An = ( -1) u(n) M
n
L 2 0 OP n
2 N 1-3 n
1 + 3n Q N 0 1Q
E11. 3 a) State equation
LM q ( n + 1) OP = LM 0
1
1 OP LMq (n) OP + LM0OP
1
x(n)
Nq (n + 1)Q N -
2
1
2 - 32 Q Nq ( n)Q N Q
2
1
2
Output equation
y(n) = - 21 - 23
LMq (n) OP +
1 1
x(n)
Nq ( n)Q2
2
Output equation
Output equation
y(n) = -17 -5
LM q ( n) OP +
1
x(n)
Nq ( n ) Q
2
MMq (n + 1)PP = MM 0
2 0 1 P MMq (n)PP + MM0PP
2 x(n)
Nq ( n + 1)Q N -6
3 -8 -5PQ Nq (n)Q N1Q
3
Output equation
LMq ( n) OP
1
y(n) = 8 6 1 Mq ( n ) P2
MNq ( n) PQ
3
E11. 5 a) Q( n) =
2 LM 3 - (- 4) OP
u(n)
n n
b) Q( n ) =
( - 1) n
u(n)
LM 2 OP
7 N 7(- 4) Q n
4 N5 n +1
-1Q
E11. 6
L 7
y( n) = M7 + 23 n + ( -1) -
35 O
2 P u(n)
n n
N 3 3 Q
APPENDIX 1
Important Mathamatical Relations
Let, z1 and z 2 be two complex numbers defined as, z1 = x1 + jy1 and z2 = x2 + jy2 .
Now, z1 = z2 only if x1 = x2 and y1 = y2 .
z1 ± z2 = (x1 + x 2 ) ± j(y1 + y2 )
j( q1 + q2 )
z1z 2 = (x1x 2 - y1y 2 ) + j(x1y 2 + x 2 y1 ) or z1z 2 = r1r2 e = r1r2 Ð(q 1 + q 2 )
z1 (x1 + jy1 ) (x 2 - jy 2 ) x x + y1 y 2 x y - x1 y 2
= ´ = 1 22 2
+ j 2 21 2
z2 (x 2 + jy 2 ) (x 2 - jy 2 ) x 2 + y2 x 2 + y2
z1 r r
or = 1 e j( q1 - q 2 ) = 1 Ð (q1 - q 2 )
z2 r2 r2
The following relations hold good for a complex number 'z'.
q
j
z = x + jy = re jq = r e 2 = r Ð q2
z n = (x + jy) n = r n e jnq = r n Ð nq where, n is an integer.
d dU
(a U) = a
dx dx
d dV dU
(U V) = U +V
dx dx dx
d ULM OP =
V dU dV
dx - U dx
dx VN Q V2
d
dx
d i
a Un = n a U n-1
d log a e dU
log a U =
dx U dx
d 1 dU
In U =
dx U dx
d U dU
a = a U In a
dx dx
d U dU
e = eU
dx dx
d dU dV
U V = V U V- 1 + U V In U
dx dx dx
d dU
sin U = cos U
dx dx
d dU
cos U = - sin U
dx dx
d dU
tan U = sec 2 U
dx dx
Appendix 1 - Important Mathematical Relations A. 4
A1.5 Indefinite Integrals
z a dx = ax + C
z UV = U z zz
V- V dU or z U dV = U V - z V dU
z U n dU = U
n +1
n +1
+ C, n ¹ -1
z 1
U
dU = In U + C
z a U dU =
aU
In a
+ C, a > 0 and a ¹ 1
z e U dU = e U + C
z e ax dx = 1 ax
ae +C
z x eax dx =
eax
a2
(ax - 1) + C
z x 2 e ax dx =
e ax
a3
(a 2 x 2 - 2ax + 2) + C
z In x dx = x In x - x + C
z sin ax dx = -
1
a
cos ax + C
z cos ax dx =
1
a
sin ax + C
z tan ax dx =
1
a
1
In (sec ax) + C = - In (cos ax) + C
a
z sec ax dx =
1
a
In ( sec ax + tan ax) + C
A. 5 Signals & Systems
APPENDIX 2
MATLAB Commands and Functions
Input/Output Commands
disp Displays contents of an array or string.
fscanf Read formatted data from a file.
format Controls screen-display format.
fprintf Performs formatted writes to screen or file.
input Displays prompts and waits for input.
; Suppresses screen printing.
Array Commands
cat Concatenates arrays.
find Finds indices of nonzero elements.
length Computes number of elements.
linspace Creates regularly spaced vector.
logspace Creates logarithmically spaced vector.
max Returns largest element.
min Returns smallest element.
prod Product of each column.
reshape Change size
size Computes array size.
sort Sorts each column.
sum Sums each column.
Special Matrices
eye Creates an identity matrix.
ones Creates an array of ones.
zeros Creates an array of zeros.
Convolution Functions
conv(x,h) Returns convolution of x and h.
deconv(y,x) Returns deconvolution of y and x.
Logical Functions
any True if any elements are nonzero.
all True if all elements are nonzero.
find Finds indices of nonzero elements.
finite True if elements are finite.
isnan True if elements are undefined.
isinf True if elements are infinite.
isempty True if matrix is empty.
isreal True if all elements are real.
Trigonometric Functions
acos(x) Inverse cosine; cos1 (x).
acot(x) Inverse cotangent; cot1(x).
acsc(x) Inverse cosecant; cosec1 (x).
asec(x) Inverse secant; sec1(x).
asin(x) Inverse sine; sin1 (x).
atan(x) Inverse tangent; tan1(x).
atan2(y,x) Four-quadrant inverse tangent.
cos(x) Cosine; cos(x).
cot(x) Cotangent; cot(x).
csc(x) Cosecant; cosec(x).
sec(x) Secant; sec(x).
sin(x) Sine; sin(x).
tan(x) Tangent; tan(x).
Appendix 2 - MATLAB Commands and Functions A. 10
Hyperbolic Functions
acosh(x) Inverse hyperbolic cosine; cosh1(x).
acoth(x) Inverse hyperbolic cotangent; coth1 (x).
acsch(x) Inverse hyperbolic cosecant; cosech1 (x).
asech(x) Inverse hyperbolic secant; sech1(x).
asinh(x) Inverse hyperbolic sine; sinh1(x).
atanh(x) Inverse hyperbolic tangent; tanh1 (x).
cosh(x) Hyperbolic cosine; cosh(x).
coth(x) Hyperbolic cotangent; cosh(x)/sinh(x).
csch(x) Hyperbolic cosecant; 1/sinh(x).
sech(x) Hyperbolic secant; 1/cosh(x).
sinh(x) Hyperbolic sine; sinh(x).
tanh(x) Hyperbolic tangent; sinh(x)/cosh(x).
Complex Functions
abs(x) Absolute value; |x|.
angle(x) Angle of a complex number x.
conj(x) Complex conjugate of x.
imag(x) Imaginary part of a complex number x.
real(x) Real part of a complex number x.
Transform Functions
fft Computes DFT via FFT.
fourier Returns the Fourier transform.
ifft Computes inverse DFT via FFT.
ifourier Returns the inverse Fourier transform.
ilaplace Returns the inverse Laplace transform.
iztrans Returns the inverse Z-transform.
laplace Returns the Laplace transform.
ztrans Returns the Z-transform.
APPENDIX 3
Summary of Various Standard Transform Pairs
x(t) X(jW)
d(t) 1
d(t-t0) e - jWt 0
A 2pAd W bg
where, A is constant
1
u(t) pd(W) +
jW
2
sgn(t)
jW
1
t u(t)
( jW) 2
tn - 1 1
u(t)
(n - 1)! ( jW) n
where, n = 1, 2, 3, .....
n!
t n u(t)
( jW) n +1
where, n = 1, 2, 3, .....
eat u(t) 1
jW + a
1
t eat u(t)
( jW + a) 2
-a t 2Aa
Ae
a2 + W 2
Ae jW0t 2pA d ( W - W 0 )
p
sin W 0 t d ( W - W 0 ) - d (W + W 0 )
j
cosW0 t p[d (W - W 0 ) + d (W + W 0 )]
Appendix 3 - Summary of Various Standard Transform Pairs A. 12
Table - A3.2: Standard Laplace Transform Pairs Note : s = Real part of s
u(t) 1 s>0
s
1
t u(t) s>0
s2
tn - 1
u(t) 1
(n - 1)! s>0
sn
where, n = 1, 2, 3, ......
e -at u(t) 1 s > a
s + a
1
e -at u(t) s < a
s + a
tn u(t)
n!
n+1
where, n = 1, 2, 3 ..... s s>0
1
t e -at u(t) (s + a) 2 s > a
1
t n - 1 e - at u(t) 1
(n - 1)! s > a
(s + a) n
where, n = 1, 2, 3, .....
tn e -at u(t) n!
(s + a) n + 1 s > a
where, n = 1, 2, 3, .....
W0
bg
sin W 0 t u t
s + W02
2 s>0
s
cosW t ub t g
0
s2 + W 0
2 s>0
sin h W t ub t g
0
W0
s > W0
s - W 02
2
s
cos h W 0 t u t bg s2 - W 0
2
s >W0
W0 s > a
bg
e - at sin W 0 t u t
(s + a) 2 + W 0 2
s+a
e - at cosW 0 t u t bg (s + a) 2 + W 0
2
s > a
A. 13 Signals & Systems
Table - A3.3 : Standard Fourier Tranform Pairs of Causal Signals via Laplace Transform
d(t) 1 1
1 1
u(t)
s jW
1 1
t u(t)
s2 ( jW) 2
tn - 1 1 1
u(t)
(n - 1)! sn ( jW) n
where, n = 1, 2, 3, .....
t n u(t) n! n!
s n+1 ( jW) n +1
where, n = 1, 2, 3, .....
1 1
eat u(t)
s + a jW + a
1 1
t eat u(t)
(s + a) 2 ( jW + a) 2
W0 W0 W
sin W 0 t u(t) = 2 0 2
2
s + W 20 2 2
( jW) + W 0 W0 - W
s jW jW
cosW 0 t u(t) = 2
s2 + W 20 ( jW) 2 + W 20 W0 - W2
W0 W0 -W
sinh W 0 t u t bg s - W 20
2 ( jW) 2 - W 20
= 2 02
W + W0
s jW - jW
cosh W 0 t u t )bg 2
s - W 20 2 2
( jW) - W 0
= 2
W + W 20
W0 W0
bg
e - at sin W 0 t u t
(s + a ) 2 + W 20 ( jW + a) 2 + W 20
s + a jW + a
bg
e - at cosW 0 t u t
(s + a ) 2 + W 20 ( jW + a ) 2 + W 20
Appendix 3 - Summary of Various Standard Transform Pairs A. 14
Table - A3.4: Standard Z-transform Pairs
X(z)
x(t) x(n) With positive With negative ROC
power of z power of z
z 1
u(n) or 1 |z| > 1
z -1 1 - z -1
z 1
an u(n) |z| > |a|
z-a 1 - az -1
az az -1
n
n a u(n) |z| > |a|
( z - a) 2 (1 - az -1 ) 2
az (z + a) az -1 (1 + az -1 )
n2 an u(n) |z| > |a|
( z - a) 3 (1 - az -1 ) 3
z 1
- an u(n 1) |z| < |a|
z-a 1 - az -1
az az -1
nan u(n1) |z| < |a|
( z - a) 2 (1 - az -1 ) 2
Tz Tz -1
t u(t) nT u(nT) |z| > 1
( z - 1) 2 (1 - z -1 ) 2
T2 z (z +1) T 2 z -1 (1 + z -1 )
t2 u(t) (nT)2 u(nT) 3 |z| > 1
( z - 1) (1 - z -1 ) 3
z 1
e- at u(t) e- anT u(nT) |z| > |eaT|
z - e - aT 1 - e - aT z -1
z T e - aT z -1 T e - aT
- at - anT
te u(t) nTe u(nT) ( z - e - aT ) 2 |z| > |eaT|
(1 - e - aT z -1 ) 2
Note : 1. The sequences multiplied by u(n) are causal sequences (defined for n ³ 0).
2. The sequences multiplied by u(n 1) are anticausal sequences (defined for n £ 0).
A. 15 Signals & Systems
Table - A3.5 : Standard Discrete Time Fourier Transform Pairs
d(n) 1 1
1
d(n-n0) e - jwn 0
e jwn 0
+¥ +¥
e jw 1
u(n)
e jw - 1
+ å
m =-¥
p d (w - 2 pm)
1 - e - jw
+ å p d(w - 2pm)
m=-¥
e jw 1
an u(n) jw
e - a 1 - a e - jw
a e jw a e - jw
n
n a u(n)
( e jw - a ) 2 (1 - a e - jw ) 2
a e jw (e jw + a) a e - jw (1 + a e - jw )
n2 an u(n)
(e jw - a ) 3 (1 - a e - jw ) 3
e jw 1
e- at u(t) e- anT u(nT)
e jw
- e - aT 1 - e - jw e - aT
+¥
1 2p å dbw - 2pmg
m= -¥
1 - a2
n
a 1 - 2a cosw + a 2
+¥ +¥
2p
å d(n - mN)
m =-¥
å e
N m=-¥
d w - 2 pNm j
+¥
e j W0 n t = e j w 0 n
e j W0 t
where, w 0 = W 0 T
2p å d (w - w
m =-¥
0 - 2pm)
sin W 0 nT
+¥
= sin w 0 n p
sin W 0 t
where, w 0 = W 0 T j m =-¥ å
d (w - w 0 - 2pm) - d (w + w 0 - 2 pm)
cos W 0 nT +¥
= cos w 0 n
cosW 0 t
where, w 0 = W 0 T
p å
m=-¥
d (w - w 0 - 2pm) + d (w + w 0 - 2pm)
Appendix 3 - Summary of Various Standard Transform Pairs A. 16
Table - A3.6 : Standard Discrete Time Fourier Transform Pairs of Causal Signals via Z-Transform
d(n) 1 1
z e jw
an u(n) ; a <1
z-a e jw - a
az a e jw
n an u(n) ; a <1 2 jw
( z - a) (e - a) 2
az (z + a) a e jw (e jw + a)
n2 an u(n) ; a <1 3
( z - a) (e jw - a) 3
z e jw
e- at u(t) e- anT u(nT) ; e - aT < 1
z - e - aT e jw
- e - aT
z T e - aT e jw T e - aT
te- at u(t) nTe- anT u(nT) ; e - aT < 1 - aT 2
(z - e ) (e jw - e - aT ) 2
APPENDIX 4
Summary of Properties of Various Transforms
Frequency integration
1
t
x(t) zs
X(s) ds
d
Differentiation x( t ) jnW 0 c n
dt
Integration z-¥
t
x( t ) dt
(Finite valued and periodic only if a0 =0)
1
jnW 0
cn
Periodic convolution zT
x( t) y( t - t ) dt T cn dn
cn = c*- n
|cn | = |c- n | ; Ðcn = - Ðc- n
Symmetry of real signals x(t) is real Re{cn} = Re{c- n}
Im{cn} = - Im{c- n}
Real and Even x(t) is real and even cn are real and even
Real and Odd x(t) is real and odd cn are imaginary and odd
A. 19 Signals & Systems
Time integration z
-¥
x(t ) dt X(jW)
jW
= p X( 0) d ( W)
d
Frequency differentiation t x(t) j dW X( j W )
+¥
Time convolution x1 ( t )* x 2 ( t) = z
-¥
x1 (t ) x2 ( t - t )dt X1(jW) X2(jW)
l = +¥
Frequency convolution
(or Multiplication)
x1(t) x2(t)
1
2p z X1 ( jl ) X2 ( j(W - l )) dl
l = -¥
X(jW) = X* (jW)
X(jW) = X( - jW)
Symmetry of real signals x(t) is real ÐX(jW) = -ÐX( - jW)
Re{X(jW)} = Re{X(- jW)}
Im{X(jW)} = - Im{X( - jW)}
Real and Even x(t) is real and even X(jW) are real and even
Real and Odd x(t) is real and odd X(jW) are imaginary and odd
Duality If x2(t) º X1(jW) [i.e., x2(t) and X1(jW) are similar functions]
then X2(jW) º 2px1(jW) [i.e.,X2(jW) and 2px1(jW) are similar functions]
+¥
Area under frequency
domain signal z
-¥
X(jW) dW = 2p x(0)
domain signal z
-¥
x( t ) dt = X( 0)
Appendix 4 - Summary of Properties of Various Transforms A. 20
m-1
Shifting x(n) for n ³ 0 x(n + m) z m X(z) - å x(i) z m - i
i= 0
(m ³ 0)
x(n) for all n x(n - m) z-m X(z)
m
x(n + m) z X(z)
Multiplication by nm nm x(n) FG -z d IJ m
X(z)
(or differentiation in
z-domain)
H dz K
Scaling in z-domain
(or multiplication by an) an x(n) X(a-1 z)
+¥
Convolution x1(n) * x2(n) = å x1 ( m) x 2 (n - m) X1(z) X2(z)
m = -¥
+¥
Correlation rxy ( m) = å x( n) y(n - m) X(z) Y(z1)
m = -¥
x( ¥ ) = Lt (1 - z -1 ) X(z)
z® 1
( z - 1)
Final value
= Lt X(z)
z® 1 z
if X(z) is analytic for |z| > 1
FG z IJ v
Complex convolution
theorem
x1(n) x2(n) 1
2pj z
C
X1 ( v) X 2
H vK
-1
dv
A. 21 Signals & Systems
Table - A4.5 : Properties Fourier Series Coefficients of Discrete Time Signals
Note : ck are Fourier series coefficients of x(n) and dk are Fourier series coefficients of y(n).
j2 pnm
Frequency shifting e N x(n) ck m
N-1
c k = c*- k
|c k | = |c - k |
Ðc k = - Ðc - k
Symmetry of real signals x(n) real
Re{c k } = Re{c - k }
Im{c k } = - Im{c - k }
Real and Even x(n) is real and even ck are real and even
Real and Odd x(n) is real and odd ck are imaginary and odd
Appendix 4 - Summary of Properties of Various Transforms A. 22
Differentiation in
dX(e jw )
frequency domain n x(n) j
dw
+¥
Convolution X1(ejw) X2(ejw)
x1 ( n) * x 2 ( n) = å x (m) x (n -
m = -¥
1 2 m)
+¥
Correlation g xy ( m) = å x(n) y(n - m)
m = -¥
X(ejw) Y(ejw)
Symmetry of X(e jw ) = X* (e - jw )
real signals x(n) is real
Re{X(e jw )} = Re{X(e - jw )}
Im{X(e jw )} = - Im{X(e- jw )}
| X(e jw )| =| X(e - jw )|, Ð X(e jw ) = -ÐX(e- jw )
Symmetry of
real and even signals x(n) is real and even X(ejw) is real and even
Symmetry of real and
odd signals x(n) is real and odd X(ejw) is imaginary and odd
A. 23 Signals & Systems
1
Multiplication x1(n) x2(n) X1 ( k ) * X 2 ( k )
N
N-1
N-1
Circular correlation g xy ( m) = å x(n) y ((n - m))
n=0
*
N
X(k) Y*(k)
Symmetry of X( k ) = X* ( N - k )
real signals x(n) is real X r ( k) = X r ( N - k)
Xi ( k) = - Xi ( N - k)
| X( k )| = | X( N - k )|
ÐX( k ) = - ÐX( N - k )
Parseval's relation in Average power, P of x(t) is defined as, The average power, P in terms
continuous time fourier of Fourier series coefficients is,
series P =
1
T T z
|x(t)|2 dt P =
+¥
å |c n |2
n = -¥
+¥
1
T zT
|x(t)|2 dt = åc
n =-¥
n
2
Parseval's relation in The energy in time domain is, The energy in frequency domain is,
continuous time fourier +¥ 1 +¥
transform E= z
-¥
2
x(t) dt E=
2p
z
-¥
2
X(jW) dW
+¥
+¥
-¥
z 2
x( t ) dt =
1
2p z
-¥
X(jW) dW
2
Parseval's relation in
FG 1 IJ z
Z-transform
+¥
å x1 ( n) x*2 (n) =
n = -¥
1
2 pj zC
X1 ( z) X*2
Hz K*
-1
dz
k=0
N-1 N-1
1
N
å
n=0
|x(n)|2 = å |c |
k=0
k
2
å
n = -¥
|x(n)|2 =
1
2p - pz 2
X( e jw ) dw
N-1 N-1
Parseval's relation in 1
discrete fourier å x (n) x (n)
n=0
1
*
2
N å X ( k) X (k)
k= 0
1
*
2
transform (DFT)
+p
+¥
å
n = -¥
x1 (n) x*2 (n)
1
2p z
-p
X1 (e jw ) X*2 (e jw ) dw
INDEX
A C
Cascade connection 2.63, 6.51
Abcissa of convergence 3.4
Cascade realization 10.30
Adder 6.22
Cascade structure 3.84
Addition of signals 2.20, 6.19
Causal signal 2.15, 6.16
-of continuous time signal 2.20
Causal system 2.15, 6.16
-of discrete time signal 6.19
continuous time system 2.51
Advance 2.18, 6.18
discrete time system 6.41
Alias 6.7
Characteristic polynomial 2.35
Aliasing 6.7, 8.38
Circular convolution 6.66, 9.6
Aliasing in frequency spectrum 8.36
Circular correlation 6.104
Alternation symmetry 4.14
Circular time shift 9.4
Amplitude 1.1
Commutative property 2.60, 6.49
Amplitude scaling 2.16, 3.18, 6.17
Complex convolution theorem of Z transform 7.18
Analog signal 1.2
Complex exponential signal 6.5, 2.4
Analysis 4.42, 8.10
Complex frequency 3.1
-of continuous time signal 4.42
Complex frequency plane 3.3
-of discrete time signal 8.10
Complex roots 2.36, 6.26
Anticausal 2.15, 6.16
Computation in FFT and DFT 9.20
Anticausal signals 2.15, 3.5, 6.16
Conjugation property 4.46, 7.14, 9.5
Antisymmetric signals 2.11
-of DFT 9.5
Antisymmetry 2.11, 6.12
-of discrete time Fourier transform 8.14
Aperiodic convolution 6.46
-of Fourier transform 4.46
Aperiodic signals 2.6, 6.10
-of Z transform 7.14
Area under a signal 4.51
Constant multiplier 2.31, 6.22
-under a frequency domain signal 4.51
Continuous time signal 1.2
-under a time domain signal 4.51
-cosinusoidal signal 2.2
Associative property 6.49, 2.60
-exponential signal 2.3
Auto correlation 6.95
-impulse signal 2.1
B
-parabolic signal 2.2
Bandpass signal 8.39 -ramp signal 2.2
Bandwidth 8.39 -sinusoidal signal 2.3
BIBO stable 2.54, 6.43 -step signal 2.1
Bilateral Laplace transform 3.3 -unit impulse signal 2.1
Block diagram 2.31, 6.22 -unit parabolic signal 2.2
Bounded input 2.54, 6.43 -unit pulse signal 2.2
Bounded output 2.54, 6.43 -unit ramp signal 2.2
Butterfly diagram for 8 point DIF 9.36 -unit step signal 2.1
Butterfly diagram for 8 point DIT 9.29 Continuous time system 1.3, 2.1, 2.29
Index I. 2
-of Laplace transform 3.21 Inverse discrete time Fourier transform 8.11