Signals and Systems

Lecture 1 – Signals

Asst. Prof. Dr. Ertu rul SAATÇI

Figures and images used in these lecture notes are adopted from
“Signals & Systems” by Alan V. Oppenheim and Alan S. Willsky, 1997

About this course

Prerequisites:
• Strong
g motivation,, basic calculus and ordinary
y differential
equations.
• MATLAB is the programming environment.
Text Book:
• Signals and Systems, 2nd Edition, A. V. Oppenheim, A. S. Willsky
with S. H. Nawab, Prentice-Hall, ISBN 0-13-651175-9, 1997.
Recommended Books:
• Signals and Systems, Simon Haykin and Barry Van Veen, 2nd
Edition, John Wiley, 2003.
• Computer Explorations in Signals and Systems Using MATLAB,
MATLAB 2nd
Ed., J. R. Buck, M. M. Daniel, and A. C. Singer, Prentice-Hall, 2002.
Tentative Grading:
Quizes Midterm I Midterm II Final
20% 20% 20% 40%

1
About this course
Tentative Course Outline:
• Signals and Systems
• Linear Time-Invariant Systems
• Fourier Series Representation of Periodic Signals
• The Continuous-Time Fourier Transform
• The Discrete-Time Fourier Transform
• Sampling
• The Laplace Transform (if time permits)
• The z-Transform (if time permits)

Signals & Systems

Is about using mathematical techniques to help describe and
analyze systems which process signals
• Signals are variables that carry information
• Systems process input signals to produce output signals

CT

DT

2
Examples of Signals & Systems
Circuit
Voltages & currents

Automobile
Pressure on accelerator & automobile speed

Electrocardiograms:
Digitalized electrocardiogram & heart rate

Camera:
C
Light & photograph

Robot arm:
Movement & motor speed

Signals
Signals are represented mathematically as functions of one or
more independent variables that carry information.

For example:

• A speech signal - can be represented mathematically by

acoustic pressure as a function of time

• A picture - can be represented by brightness as a function

of two spatial variables

3
The Independent Variables
Can be continuous (Continuous-Time signals)
• Trajectory of a space shuttle
• Mass density in a cross-section of a brain

Can be discrete (Discrete-Time signals)

• DNA base sequence
• Digital image pixels

Can be 1-D, 2-D, ••• N-D

For this course:

• Focus on a single (1-D) independent variable which we call
time.
• Consider two basic types of signals:
Continuous-Time (CT) signals: x(t), t—continuous values
Discrete-Time (DT) signals: x[n], n—integer values only

Continuous-Time (CT) Signals

Most of the signals in the physical world are CT signals (e.g.
voltage & current, pressure, temperature, velocity, etc.)
• Some CT signal examples:
Source voltage & capacity voltage
in a simple RC circuit

Recording of a speech signal

Should we

Chaase

4
Discrete-Time (DT) Signals
Many human-made DT signals
• Ex.#1 The weekly Dow-Jones Ex.#2 A monochromatic
stock market index picture

• Examples of DT signals in nature:

DNA base sequence
Population of the nth generation of certain species
• Why DT signals are important?
Can be processed by modern digital computers and digital
signal processors (DSPs).

Discrete-Time (DT) Signals

A monochromatic picture

117 151 112 136 110 95 166 131 125 159 114 130 159 133
164 209 173 171 168 126 225 189 184 219 172 180 206 188
154 151 143 174 156 160 186 179 163 193 167 161 167 168
173 179 172 182 195 181 187 205 183 205 196 186 180 193
155 188 149 145 181 131 166 185 166 181 164 164 166 171
176 176 113 178 169 159 177 184 171 182 148 159 174 164
162 198 141 164 202 149 181 142 176 182 189 136 165 176
143 143 148 127 132 97 177 152 160 74 163 119 162 143
62 51 40 32 95 82 28 39 75 35 60 58 77 28
26 67 14 34 3 49 22 69 48 26 81 67 49 91
176 134 129 97 185 120 212 160 173 139 197 166 207 192
243 255 250 255 254 242 242 255 254 222 255 253 239 252
248 255 226 238 255 255 249 255 255 255 230 252 255 255
243 238 255 253 245 247 255 238 255 244 255 237 249 241

5
Graphical Representations of Signals
Continuous-time signals Discrete-time signals
x(t) or xc(t) x[n] or xd[n]

• Symbol t is used to denote the continuous-time independent

variable and n to denote the discrete-time independent variable.

• For continuous-time signals we enclose the independent variable in

parentheses (.), whereas for discrete-time signals we use brackets
[.] to enclose the independent variable.

• Discrete-time signal x[n] is defined only for integer values of the

independent variable.

Signal Energy and Power

Energy & Power of a Resistor
In many applications, the signals are directly related to physical
quantities capturing power and energy in a physical system.

For example, if v(t) and i(t) are, respectively, the voltage and
current across a resistor with resistance R, then
• Instantaneous power p(t)
1 2
p (t ) v(t )i (t ) v (t )
R
• Total energy over the finite time interval t1 t t2
t2 t2
1 2
p (t )dt v (t )dt
t1 t1
R
• Average power over the finite time interval t1 t t2
t2 t2
1 1 1 2
p (t )dt v (t )dt
t2 t1 t1
t2 t1 t1
R

6
Signal Energy and Power
In the case of signals that take on complex values
• Total energy over the time interval t1 t t2, n1 n n2
t2
2
E x(t ) dt , continuous time
t1
n2
2
E x[n] , discrete time
n n1
• Time-averaged power over the time interval t1 t t2 , n1 n n2
is obtained by dividing total energy by the length (t2-t1) of the
interval or by
y the number of p points in the interval ((n2-n1+1))
t2
1 2
P x(t ) dt , continuous time
t2 t1 t1
n2
1 2
P x[n] , discrete time
n2 n1 1 n n1
Note: The terms power and energy are used here independently of whether
the quantities in the above equations actually are related to physical energy.

Signal Energy and Power

Power and Energy in signals over an infinite time interval
• Total energy
gy over the time interval - t ,- n
T
2 2
E lim x(t ) dt x(t ) dt , continuous time
T
T
N
2 2
E lim x[n] x[n] , discrete time
N
n N n
• Time-averaged power over the time interval - t ,- n
T
1 2
P lim x(t ) dt , continuous time
T 2T T
N
1 2
P lim x[n] , discrete time
N 2N 1 n N

7
Signal Energy and Power
With the previous definitions, three important classes of signals can
be identified as:
• Finite
Fi it ttotal
t l energy & zero average power signals
i l
E
0 E P lim 0
T 2T
Ex: A signal that takes on the value 1 for 0 t 1 and 0
otherwise. In this case, E =1 and P =0.
• Finite average power & infinite total energy signals
0 P E (if P 0)
Ex: The
E Th constant
t t signal
i l x[n]=4
[ ] 4 has
h infinite
i fi it energy, but
b t
average power P =16.
• Infinite average power & infinite total energy signals
P and E
Ex: The signal x(t)=t. In this case, E = and P = .

Transformations of the Independent Variable

Time Shift
Two signals that are identical in shape, are displaced or shifted
relative to each other.
x[n] x(t)

x(t to ), x[n no ]

x[n-no] x(t-to)
no , to 0; delay
no , to 0; advance

no>0, delayed to<0, advanced

version of x[n] version of x(t)

8
Transformations of the Independent Variable
Time Reversal
Two signals that are identical in shape, one signal is obtained from
the other by a reflection about origin (i.e. by reversing the signal).
x[n] x(t)

x[-n] x(-t)

reflection about n=0 reflection about t=0

Transformations of the Independent Variable

Time Scaling
The signals given on the right
are related by linear scale
changes in the independent
variable. x(t)

If x(t) represents an audio tape

recording, then
x(2t) is that recording
played at twice the speed,
and x(2t) t 2t
x(t/2) is the recording
played at half-speed.

x(t/2) t t/2

9
Transformations of the Independent Variable
Scaling, Reversing and Shifting in Time
The effect of transforming the independent variable of a given
signal x(t) to obtain a signal of the form x( t + ), where and
are given numbers:
• This transformation preserves the shape of x(t), except that
the resulting signal may be
linearly stretched if | | < 1,
linearly compressed if | | > 1,
reversed in time if < 0, and
shifted in time if is nonzero.

x(t) x( t + )
| | < 1: linearly stretched
| | > 1: linearly compressed
< 0: time reversal
< 0: delayed time shift
> 0: advanced time shift

Transformations of the Independent Variable

Example 1
Given the signal x(t) shown in figure below, obtain the signal x(-t+1).

x(t)

x(t) x(t+1), the signal x(t+1) corresponds to an advance (shift to

the left) by one unit along the t axis.

x(t+1) can be t t+1

obtained by y(t)=x(t+1)
replacing t with
t+1

x(t+1) x(-t+1), x(-t+1) is the time reversed version of x(t+1). It

can be obtained graphically by reflecting x(t+1) about the t=0 axis.
x(-t+1) can be
obtained by t -t
replacing t with z(t)=y(-t)=x(-t+1)
-t in x(t+1)

10
 Transformations of the Independent Variable
Example 1

x(t)

t t+1, y(t)=x(t+1) t -t, y(t)=x(-t)

t -t, z(t)=y(-t)=x(-t+1) t t+1, z(t)=y(t+1)=x(-t-1)

Transformations of the Independent Variable

Example 2
Given the signal x(t) shown in figure below, obtain the signal x(3/2 t+1).

x(t)

x(t) x(t+1), the signal x(t+1) corresponds to an advance (shift to the

left) by one unit along the t axis.

x(t+1) can be t t+1

obtained by y(t)=x(t+1)
replacing t with
t+1

x(t+1) x(3/2 t+1), x(3/2 t+1) corresponds to a linear compression of

x(t+1) by a factor 3/2.
x(3/2 t+1) can
be obtained by t 3/2 t
replacing t with z(t)=y(3/2 t)=x(3/2 t+1)
3/2 t in x(t+1)

11
 Transformations of the Independent Variable
Example 2

x(t)

t t+1, t 3/2 t,
y(t)=x(t+1) y(t)=x(3/2 t)

t 3/2 t, t t 1
t+1,
z(t)=y(3/2 t)=x(3/2 t+1) z(t)=y(t+1)=x(3/2 t+3/2)

Periodic Signals
A periodic signal has the property that it is unchanged by a time
shift of T or N. In this case, we say that signal is periodic with
period T or N.
N

A continuous-time signal x(t) is periodic with period T, if

x(t)=x(t+T) for T > 0 and all values of t

• If x(t) is periodic with period T, then

x(t)=x(t+mT) for any integer m and all values of t
Thus, x(t) is also periodic with period 2T, 3T, 4T, …
The fundamental period To of x(t) is the smallest positive
value of T for which x(t)=x(t+T) holds.

12
Periodic Signals
A discrete-time signal x[n] is periodic with period N, if it is
unchanged by a time shift of N
x[n]=x[n+N] for N > 0 and all values of n

No = 3

x[n] is also periodic with period 2N, 3N, 4N, …

The fundamental period No is the smallest positive value of N
for which x[n]=x[n+N] holds.

Periodic Signals
Example 3
Determine whether or not the continuous-time signal given below
is periodic.

cos(t ) if t 0
x(t )
sin(t ) if t 0

From trigonometry,
cos(t 2 ) cos(t ), sin(t 2 ) sin(t )
If we consider t>0 and t<0 separately, x(t) does repeat itself
over every interval of length 2 .
However, x(t) has a discontinuity at the origin (t=0) that does
not recur at any other time.
Every feature in the shape of a periodic signal must recur
periodically, therefore the signal x(t) is not periodic.

13
Even and Odd Signals
A signal x(t) or x[n] is referred to as an even signal if it is identical
to its time-reversed version (i.e. its reflection about origin).
A signal is even if x(-t)= x(t) or x[-n]= x[n]
A signal is odd if x(-t)=-x(t) or x[-n]=-x[n]

An odd signal must necessarily be 0 at t=0 or n=0. Since

x(0)=-x(0)=0, x[0]=-x[0] =0

Even Odd
Signal
g g
Signal

Even-Odd Decomposition of A Signal

Any signal can be broken into a sum of one even signal and one
odd signal.

1 1
x(t ) x(t ) x( t ) x( t ) x(t )
2 2
1 1
d x(t ) x(t ) x( t ) x ( t ) x (t )
2 2

x(t ) x(t ) d x(t )

14
Even-Odd Decomposition of A Signal
Example 4
Determine the even and odd parts of the signal x[n] given below.

x[n] x[-n]

1
x[n] x[n] x[ n]
2

1
d x[n] x[n] x[ n]
2

Uniqueness of Even-Odd Decomposition of

A Signal
Assume that
x(t ) 1 x(t ) d1 x(t ) and
x(t ) 2 x(t ) d 2 x(t )
So, 1 x(t ) d1 x(t ) 2 x(t ) d 2 x(t ) x(t )
and 1 x( t ) d1 x( t ) 2 x( t ) d 2 x( t ) x( t )

1 x( t ) 1 x(t ) d1 x( t ) d1 x(t )
Because and
2 x( t ) 2 x(t ) d 2 x( t ) d 2 x(t )
Then, 1 x(t ) d1 x(t ) 2 x(t ) d 2 x(t ) x( t )
2 1 x(t ) 2 2 x(t ) or 1 x(t ) 2 x(t ) [ x(t ) x( t )] / 2
2 d1 x(t ) 2 d 2 x(t ) or d1 x(t ) d 2 x (t ) [ x(t ) x( t )] / 2

15
 Signals and Systems

Lecture 3 – Systems

Asst. Prof. Dr. Ertu rul SAATÇI

Figures and images used in these lecture notes are adopted from
“Signals & Systems” by Alan V. Oppenheim and Alan S. Willsky, 1997

Continuous-Time and Discrete-Time Systems

Physical Systems and Mathematical Descriptions
A system can be viewed as a process in which input signals
• are transformed by the system or
• cause the
h system to respond d in some way,
resulting in other signals or outputs.

Physical systems in the broadest sense are an interconnection of

components, devices or subsystems.
Examples: signal processing, communications, electromechanical
motors, automotive vehicles, chemical-processing plants etc.

For the most part, our view of systems will be from an input-output
perspective:

A system responds to applied input signals, and its response is

described in terms of one or more output signals.

1
Continuous-Time and Discrete-Time Systems
Physical Systems and Mathematical Descriptions
A continuous-time system is a system that transforms CT inputs into
CT outputs.
Input output relation of a CT system will often be represented by
Input-output
the notation:
x(t) y(t)

Similarly, a discrete-time system is a system that transforms DT inputs

into DT outputs.
Input-output relation of a DT system will often be represented by
the notation:
x[n] y[n]

Continuous-Time and Discrete-Time Systems

Simple Examples of CT Systems (first order)
Ex.#1 Consider the RC circuit depicted in the figure below. If we
regard vs(t) as the input signal and vc(t) as the output signal, then the
relationship between the input and output can be given as:

The current i(t) through the resistor:

vs (t ) vc (t )
i (t )
R
Using the defining relation for a capacitor:

dvc (t )
i (t ) C
dt
Equating the right-hand sides of the equations above, a differential equation
describing the relationship between the input vs(t) and the output vc(t) can be
obtained:
dvc (t ) 1 1 dvc (t ) 1 1
C vc (t ) vs (t ) vc (t ) vs (t )
dt R R dt RC RC

2
Continuous-Time and Discrete-Time Systems
Simple Examples of CT Systems (first order)
Ex.#2 The automobile in the figure below can be thought of as a
system with input equal to the applied force f(t) from the engine and
output equal to the velocity v(t) of the vehicle.
vehicle The relationship between
the input and output:
If m denote the mass of the automobile
and v the resistance due to friction,
then equating acceleration (time
derivative of velocity) with net force
divided by mass:
dv(t ) dv(t ) 1
m f (t ) v(t ) [ f (t ) v(t )]
dt dt m
Input-output relationships for these dv(t ) 1
two very different CT physical v(t ) f (t )
systems are basically the same. dt m m
They are both examples of first-
order linear differential equations
dy (t )
of the form:
ay (t ) bx(t )
dt
Observation: Very different physical systems may be modeled mathematically in very
similar ways.

Continuous-Time and Discrete-Time Systems

Simple Examples of DT Systems (first order)
Ex.#3 Consider a simple model for the balance in a bank account from
month to month. y[n] denote the balance at the end of the nth month
and y[n] evolves from month to month according to the equation:
y[n] 1.01 y[n 1] x[n] or
y[n] 1.01y[n 1] x[n]
where x[n] represents the net deposit (deposits-withdrawals) during the
nth month and the term 1.01y[n-1] models the fact that we accrue 1%
interest each month.

3
Continuous-Time and Discrete-Time Systems
Simple Examples of DT Systems (first order)
Ex.#4 Consider a simple digital simulation of the differential equation
dv(t ) 1
v(t ) f (t )
dt m m
Time is resolved into discrete intervals of length and dv(t)/dt at t=n
is approximated by the first backward difference:
dv(t ) v(n ) v (n 1) v[n] v[n 1]
dt
In this case v[n]=v(n ) and f[n]=f(n ). Thus, the following discrete-
time model is obtained:

Input-output relationships for these m

two very different DT systems are v[n] v[n 1] f [ n]
basically the same. They are both m m
examples of the same general first-
order linear difference equation of
the form: y[n] ay[n 1] bx[n]

Continuous-Time and Discrete-Time Systems

Simple Examples of CT Systems (second order)

Ex.#1 The RLC circuit in the figure below can be viewed as a system
with input voltage x(t) and output voltage y(t). The relationship
between the input and output:
di (t )
Ri (t ) L y (t ) x(t )
dt
dy (t )
i (t ) C
dt

d 2 y (t ) dy (t )
LC 2
RC y (t ) x(t )
dt dt
d 2 y (t ) R dy (t ) 1 1
y (t ) x(t )
dt 2 L dt LC LC

4
Continuous-Time and Discrete-Time Systems
Simple Examples of CT Systems (second order)
Ex.#2 Mechanical system

x(t) - applied force

K – spring constant
D – damping constant
y(t) - displacement from rest

Force Balance:
d 2 y (t ) dy (t )
M 2
x(t ) Kyy (t ) D
d
dt dt
d
2
d y (t ) dy (t )
M 2
D Ky (t ) x(t )
dt dt
Observation: Very different physical systems may be modeled
mathematically in very similar ways.

Continuous-Time and Discrete-Time Systems

Simple Examples of CT Systems (second order)

Ex.#3 Thermal system

Cooling Fin in Steady State

t = Distance along rod

y(t) = Fin temperature as function of position
x(t) = Surrounding temperature along the fin

5
Continuous-Time and Discrete-Time Systems
Simple Examples of CT Systems (second order)

Ex.#3 Thermal system (Continued)

d 2 y (t )
k[ y (t ) x(t )]
dt 2
y (To ) yo
dy
(T1 ) 0
dt
Observations:
Independent variable can be something other than time,
such as space.
Such systems may, more naturally, have boundary
conditions, rather than initial conditions.

Continuous-Time and Discrete-Time Systems

Simple Examples of CT Systems (second order)

Ex.#4 Financial System

Fluctuations in the price of zero
zero-coupon
coupon bonds
t = 0 Time of purchase at price y0
t = T Time of maturity at value yT
y(t) = Values of bond at time t
x(t) = Influence of external factors on fluctuations in bond price

d 2 y (t ) dy (t )
f y (t ), , x1 (t ), x2 (t ), , xN (t ), t
dt 2 dt
y (0) yo , y (T ) yT
Observation:
Even if the independent variable is time, there are interesting
and important systems which have boundary conditions.

6
Continuous-Time and Discrete-Time Systems
Simple Examples of DT Systems (second order)

Ex.#5 A rudimentary edge detector

y[n] x[n 1] 2 x[n] x[n 1]

{x[n 1] x[n]} {x[n] x[n 1]}
Second difference
This system detects changes in signal slope
(a) x[n] n y[ n] 0
(b) x[n] nu[n] y[n]

Continuous-Time and Discrete-Time Systems

Observations

1. A very rich class of systems (but by no means all systems

of interest to us) are described by differential and
difference equations.
2. Such an equation, by itself, does not completely describe
the input-output behavior of a system: we need auxiliary
conditions (initial conditions, boundary conditions).
3. In some cases the system of interest has time as the
natural independent variable and is causal. However, that
is not always the case.
case
4. Very different physical systems may have very similar
mathematical descriptions.

7
Interconnections of Systems
Many real systems are built as interconnections of several sub-
systems.

Interconnections of systems is used

To build more complex systems by interconnecting simpler
subsystems
To modify response of a system

As an example consider an audio system, which involves the

interconnection of a radio receiver, compact disc player or tape deck
with an amplifier and one or more speakers.

Interconnections of Systems
Basic system interconnections that are frequently used:
• Series or cascade interconnection of two systems.
H
Here, overall
ll system
t ttransforms
f an input
i t by
b processing
i it first
fi t by
b
System 1 and then by System 2.
• Parallel interconnection of two systems.
Here, the same input signal is applied to System 1 and System 2.
The output of the parallel interconnection is the sum of the outputs
of System 1 and 2.
• Feedback interconnection of two systems.
Here, the output of System 1 is the input to the System 2, while the
output of System 2 is fed back and added to the external input to
produce the actual input to System 1.
Block (signal flow) diagram representation of system interconnections
System 1 System 2

System 1
System 1
System 2
System 2

8
Basic System Properties
Systems with and without Memory
Memoryless systems: A system is said to be memoryless if its output
at a given time depends only on the input at that same time.
For example
example, the DT and CT systems given below are memoryless.
memoryless
The value of y[n] / y(t) at any particular time no / to depends only
on the value of x[n] / x(t) at that time.
DT: y[n] (2 x[n] x[n]2 ) 2 , CT: y (t ) Rx(t ) (resistor)
Systems with memory: Retains or store information about input
values at times other than the current time.
Examples of a DT system with memory are an accumulator
(summer) and a delay
n
y[ n] x[k ] (accumulator), y[n] x[n 1] (delay)
k
An example of a CT system with memory is a capacitor
t
1
y (t ) x[ ] d (capacitor)
C
In many physical systems, memory is directly associated with the storage of energy.
The capacitor stores energy by accumulating electrical charge.

Basic System Properties

Invertibility and Inverse Systems
Invertible systems: A system is said to be invertible if distinct inputs
lead to distinct outputs.
• If a system is invertible,
invertible then an inverse system exist.
exist
• When an inverse system cascaded with the original system, yields
an output equal to the input to the first system.

An example of an invertible CT system is y(t)=2x(t), for which the

inverse system is w(t)=0.5y(t).
An example of an invertible DT system is the accumulator. For this
system, the difference between two successive values of the output
is the last input value.
value
n
y[n] x[k ], w[n] y[n] y[ n 1] (inverse system)
k

The sign of the input cannot be

y (t ) x(t ) 2 (is not invertible) determined from the output.

9
System Properties
Causality
Causal systems: A system is causal if the output at any time depends
only on values of the input up to that time (at the present time and in
th past).
the t)
RC circuit in the figure below is causal, since the capacitor voltage
responds only to the present and past values of the source voltage.

dvc (t ) 1 1
vc (t ) vs (t )
dt RC RC

Motion of an automobile is causal, since it does not anticipate future

actions of the driver.

dv(t ) 1
v(t ) f (t )
dt m m

System Properties
Causality
All real-time physical systems are causal, because time only moves
forward. Effect occurs after cause.
Imagine if you own a noncausal system whose output depends on
tomorrow’s stock price.

All memoryless systems are causal, since the output responds only to
the current value of the input.

Causality is not often an essential constraint in applications in which the

independent variable is not time.
Causality does not apply to spatially varying signals. In image
processing, we can move both left and right, up and down.
Causality does not apply to systems processing recorded signals,
signals
e.g. taped sports games vs. live broadcast.

Non-causal systems: The systems given below are not causal

y[ n] x[n] x[n 1], y (t ) x(t 1)

10
System Properties
Example 12
Check the causality of the systems y[n]=x[-n] and y(t)=x(t)cos(t+1).

y[n] x[ n]
For DT system, the output y[no] at a positive time no depends on the
value of the input signal x[-no] at time –no which is negative and
therefore in the past of no. But, for n<0 (e.g. if n=-4 then y[-4]=x[4]),
the output at this time depends on a future value of the input. Hence,
the system is not causal.

y (t ) x(t ) cos(t 1)
For CT system, the output at any time t equals the input at that same
time multiplied by a number that varies with time. Thus, only the
current value of input x(t) influences the current value of the output
y(t). This system is causal (and, in fact, memoryless).

System Properties
More Examples on Causality
y (t ) x 2 (t 1)
E g y(5) depends on x(4)
E.g. causal

y (t ) x(t 1)
E.g. y(5) = x(6), y depends on future noncausal
n 1
1
y[n] x 3 [n 1]
2
E.g. y[5] depends on x[4] causal

11
System Properties
Stability
Stable systems: A system is stable if small inputs lead to responses
that do not diverge.
BIBO stable (Bounded-Input Bounded-Output Stable):
Every bounded input excites a bounded output.
If the input to a stable system is bounded (if its magnitude does not
grow without bound), then the output must also be bounded and
therefore cannot diverge.
Stability of physical systems generally results from the presence of
mechanisms that dissipate energy.
While the vehicle initially at rest, consider applying a constant force
f(t) to the automobile. In this case, the velocity of the car will
increase but not without bound,
increase, bound since retarding frictional force also
increases with velocity. In fact, the velocity will continue to increase
until the frictional force exactly balances the applied force.
Example of an unstable system is the model for a bank account balance,
since if an initial deposit is made and there are no subsequent
withdrawals, then that deposit will grow each month without bound.
y[n] 1.01 y[n 1] x[n]

System Properties
Example 13
Check the stability of the systems y(t)=tx(t) and y(t)=ex(t).
S1 : y (t ) t x(t )
A useful strategy to verify stability is to look for a specific bounded input
that leads to an unbounded output. In seeking a specific
counterexample in order to disprove stability, simple bounded inputs
such as a constant or an unit step can be tried. A constant input x(t)=1
yields y(t)=t, which is unbounded, and system S1 is unstable.

S2 : y (t ) e x (t )
For system S2, we would be unable to find a bounded input that results
in an unbounded output. So, we should try to verify that all bounded
inputs result in bounded outputs.
outputs If
| x(t ) | B, or B x(t ) B for all t
then y (t ) must satisfy | y (t ) | e B for all t.
If any input to S2 is bounded by an arbitrary positive number B, the
corresponding output is guaranteed to be bounded by eB. S2 is stable.

12
System Properties
Time Invariance
Time invariant systems: A system is time invariant if its behavior and
characteristics are fixed over time (does not depend on what time it is).
For example, if the resistance R and capacitance C of the simple RC
circuit are constant over time, we would expect to get the same
results from an experiment with this circuit today as we would if we
ran the identical experiment tomorrow.
Similarly, if the frictional coefficient and mass m of the
automobile are constant, we would expect the vehicle to respond
identically independently of when we drive it.

A system is time invariant if a time shift in the input signal results in an

identical time shift in the output signal.
x(t ) y (t ) x(t to ) y (t to )
x[n] y[n] x[n no ] y[n no ]

System Properties
Now We Can Deduce Something!
Fact: If the input to a time invariant system is periodic, then
the output is periodic with the same period.

Proof:
Suppose x(t+T) = x(t) x(t) is periodic with period T

and x(t) y(t)

Then by time invariance x(t+T) y(t+T)

These are the So this must be

same inputs! the same outputs!
i.e., y(t) = y(t+T)

13
System Properties
Example 14
Determine whether or not the CT system y(t)=sin[x(t)] is time
invariant.

We must determine whether the time invariance property holds for any
input and any time shift to. Let x1(t) be an arbitrary input
y1(t)=sin[x1(t)]
then consider a second input obtained by shifting x1(t) in time:
x2(t)=x1(t-to)
The output corresponding to this input is
y2((t)=sin[x
) [ 2((t)]=sin[x
)] [ 1((t-to)]
)].
If we shift output y1(t) in time
y1(t-to)= sin[x1(t-to)].
Since y2(t) =y1(t-to), this system is time invariant.

System Properties
Example 15
Determine whether or not the DT system y[n]=nx[n] is time invariant.

We must determine whether the time invariance property holds for any
input and any time shift no. Let x1[n] be an arbitrary input
y1[n]=nx1[n]
then consider a second input obtained by shifting x1[n] in time:
x2[n]=x1[n-no]
The output corresponding to this input is
y2[n]=nx2[n]=nx1[n-no].
If we shift output y1[n] in time
y1[n
[n-n
no]= (n
(n-nno) x1[n
[n-n
no].
]
Since y2[n] y1[n-no], this system is time-varying.
Another approach is to show a specific counterexample in order to
disprove time invariance. Consider the input signal x1[n]= [n], which
yield an output y1[n]=n [n]=0x1=0. However, the input x2[n]= [n-1]
yields the output y2[n]=n [n-1]= [n-1]. Thus, while x2[n] is a shifted
version of x1[n], y2[n] is not a shifted version of y1[n].

14
System Properties
Example 16
Determine whether or not the CT system y(t)=x(2t) is time invariant.

This system represents a time scaling, y(t) is a time compressed

version (by a factor of 2) of x(t). Any time shift in the input will also be
compressed by a factor of 2, and it is for this reason that the system is
not time invariant. To demonstrate this by a counterexample, consider
the input x1(t):

If we then shift the input by 2, x2(t)=x1(t-2)

System Properties
More Examples on Time-Invariance
y (t ) x 2 (t 1)
y1 (t to ) y2 (t ) x12 (t to 1) Time-Invariant

n 1
1
y[n] x 3 [n 1]
2
n 1
1
y2 [ n ] x13 [n no 1] Time Varying
Time-Varying
2 (NOT time-invariant)
n no 1
1
y2 [ n ] y1[n no ] x13 [n no 1]
2

15
System Properties
Linearity
Linear systems: A system is linear if it has the superposition property:
If an input consists of the weighted sum of several signals, then the
output
t t is
i th
the superposition
iti (weighted
( i ht d sum)) off the
th responses off the
th
system to each of those signals.
A system is linear if
x1 (t ) y1 (t ), x2 (t ) y2 (t )
(1) x1 (t ) x2 (t ) y1 (t ) y2 (t ) (additivity)
(2) a x1 (t ) a y1 (t ) (scaling or homogeneity)
where is any complex constant.
The two properties defining a linear system can be combined into a
single statement:
CT: ax1 (t ) bx2 (t ) ay1 (t ) by2 (t )
DT: ax1[n] bx2 [ n] ay1[n] by2 [n]
Here, and b are any complex constants.

System Properties
Properties of Linear Systems
Superposition property: If xk(t) / xk[n], k=1,2,3,... are a set of inputs
to a CT / DT linear system with corresponding outputs yk(t) / yk[n], then
the response to a linear combination of these inputs given by:
CT: xk (t ) yk (t ), k 1, 2,3,
x(t ) ak xk (t ) a1 x1 (t ) a2 x2 (t ) a3 x3 (t )
k

y (t ) ak yk (t ) a1 y1 (t ) a2 y2 (t ) a3 y3 (t ) (superposition)
k

DT: xk [n] yk [n], k 1, 2, 3,

x[n] ak xk [n] a1 x1[n] a2 x2 [n] a3 x3 [n]
k

y[n] ak yk [n] a1 y1[n] a2 y2 [n] a3 y3 [n] (superposition)

k
A direct consequence of the superposition property is that, for linear
systems, an input which is zero for all time results in an output
which is zero for all time.
0 0.x[n] 0. y[n] 0

16
System Properties
Properties of Linear Systems
A linear system is causal if and only if it satisfies the condition
of initial rest:

x(t ) 0 for t to y (t ) 0 for t to

a) If the system is causal, the condition given above holds.

b) If the condition given above holds, the system is causal.

System Properties
Example 17
Determine whether or not the system S given by y(t)=tx(t) is linear.

Consider two arbitrary inputs x1(t) and x2(t):

x1(t) y1(t)= t x1(t)
x2(t) y2(t)= t x2(t)
Let x3(t) be a linear combination of x1(t) and x2(t):
x3(t) = x1(t) + b x2(t)
where and b are arbitrary scalars.
If x3(t) is applied to the system S:
y3(t)= t x3(t) = t ( x1(t) + b x2(t))
= t x1(t) + bt x2(t)
= y1(t) + b y2(t)
The system is linear.

17
System Properties
Example 18
Determine whether or not the system S given by y(t)=x2(t) is linear.

Consider two arbitrary inputs x1(t) and x2(t):

x1(t) y1(t)= x1(t)2
x2(t) y2(t)= x2(t)2
Let x3(t) be a linear combination of x1(t) and x2(t):
x3(t) = x1(t) + b x2(t)
where and b are arbitrary scalars.
If x3(t) is applied to the system S:
y3(t)= x3(t)2 = ( x1(t) + b x2(t))2
= 2 x1(t)2 + b2 x2(t)2 + 2 bx1(t) x2(t)
= 2 y1(t) + b2 y2(t) + 2 bx1(t) x2(t)
y3(t) y1(t) + b y2(t)
The system is not linear.

System Properties
Example 19
Determine whether or not the system S given by y[n]=Re{x[n]} is
linear.

Let x1[n] = r[n]+j s[n]

be an arbitrary complex input with real and imaginary parts r[n] and
s[n], respectively. Corresponding output is
y1[n] = r[n].
Consider scaling x1[n] by a complex number, for example =j
x2[n] = x1[n] = j x1[n] = j(r[n]+j s[n]) = -s[n]+jr[n]
The output corresponding to x2[n] is
y2[n] = Re{x2[n]}=-s[n]
which is not equal to the scaled version of y1[n].
[n]
y1[n] = j r[n]
The system violates the homogeneity property and hence is not linear.

18
System Properties
Example 20
Determine whether or not the system S given by y[n]=2x[n]+3 is
linear.

Consider two arbitrary inputs x1[n] and x2[n]:

x1[n] y1[n]= 2x1[n] + 3
x2[n] y2[n]= 2x2[n] + 3
Let x3[n] be a linear combination of x1[n] and x2[n]:
x3[n] = x1[n] + b x2[n]
where and b are arbitrary scalars.
If x3[n] is applied to the system S:
y3[n]= 2x3[n] + 3 = 2( x1[n] + bx2[n]) + 3
= (2x1[n]+3) + b(2x2[n]+3)+3-3 -3b
= y1[n] + b y2[n] + 3(1- -b)
y3[n] y1[n] + b y2[n]
The system is nonlinear.

System Properties
Example 20
Determine whether or not the system S given by y[n]=2x[n]+3 is
linear.

Since y[n]= 3 if x[n]= 0, this system violates the zero-in/zero-out

property of linear systems.
The output of this system can be represented as the sum of the output
of a linear system and another signal equal to the zero-input response
of the system. For the system, the linear system is
x[n] y[n]= 2x[n]
and the zero-input response is
y0[n]= 3.
This system belongs to the class of incrementally linear systems. In
other words, the difference between the responses to any two inputs to
an incrementally linear system is a linear function of the difference
between the two inputs.
x1[n] y1[n]= 2x1[n] + 3
x2[n] y2[n]= 2x2[n] + 3
y1[n] - y2[n]=(2x1[n]+3)-(2x2[n]+3)=2(x1[n] - x2[n])

19
System Properties
More Examples
y[n] = x2[n] Nonlinear, TI, Causal
ay1[n] + by2[n] = ax1[n]2 + bx2[n]2 (ax1[n] + bx2[n])2
y1[n-no]=y2[n] = x1 [n-no]
2

Output does not depends on future inputs

y(t) = x(2t) Linear, not TI, Noncausal

ay1(t) + by2(t) = ax1(2t) + bx2(2t)
y2(t) = x1(2t-to) y1(t-to)=x1(2(t-to))
y(5) = x(10),
x(10) y depends on future

20