Fall 2015
Dept of EEE,
Varendra University
EEE 311
Class: 1
September 08, 2015
EEE 311
Course Teacher
3
Text and Reference
Text
Signals and Systems
By
Simon Haykin and Barry Van Veen
Reference
Analysis of Linear Systems
By
David K. Cheng
4
Course Outline
Mostly based on Simon Haykin Book.
May not always correspond to those
that are listed on printed syllabus.
Content will be clearer as we
progress.
5
Signal
What is a Signal?
Is a basic ingredient of our life.
Speech : Voice Communication
Image : Visual Communication
Heartbeat : Biological Information Bearer
Prices of Stocks/Commodities : Financial Forecaster
Email, Internet : Carry Information Bearing Signal
Definition of a Signal
A signal is defined as a function of one or more
variables which conveys information on the
nature of a physical phenomenon.
6
Signal contd.
One-dimensional Signal
The function depends only on one
variable.
Voice : Amplitude varies with time.
Multidimensional
The function depends on more than
one variable.
Image : Represented by horizontal and
vertical coordinates.
7
System
What is a System?
Is an entity that manipulates one or
more signal to accomplish a function,
thereby yielding new signal(s).
Nature of Input/Output
Depends on the intended application of
the system.
8
Overview of Specific Systems
Communication Systems
Control Systems
Remote Sensing Systems
Biomedical Signal Processing Systems
Auditory System
9
EEE 311
Class: 2
September 29, 2015
Overview of Communication Systems
Estimate
Message Transmitted Received of message
signal signal signal signal
Transmitter Channel Receiver
Basic Elements
Transmitter
Channel
Receiver
Each element can be viewed as a system
with associated signals of its own.
11
Overview of Communication Systems contd.
Transmitter
Converts the message signal into a form suitable for transmission over
the channel.
Channel
The physical medium that connects the transmitter and the receiver.
Can be wired or wireless.
Physical characteristics of the channel, noise and interference
from other signals all can distort the signal in propagation.
Receiver
Receives the corrupted version of the transmitted signal and
reconstructs it to a recognizable form (i.e. produce an
estimate ) of the original message signal.
i.e. it has two fundamental responsibilities
1. Performing the reverse operations of the transmitter and
2. Reversing the effect of the channel.
12
Overview of Communication Systems contd.
Analog Communication
Modulator (in transmitter) : Converts message signal into a form that is
compatible with transmission characteristics of the channel.
Demodulator (in receiver): Reverse operation of Modulator.
13
Overview of Communication Systems contd.
14
Overview of Communication Systems contd.
16
Continuous-time and Discrete-time Signals
Continuous-time signal
A signal x(t) that is defined for all values of time t.
x(t)
0 t
Discrete-time signal
A signal that is defined only at discrete
instants of time.
The independent variable only has
discrete values which are usually equally
placed
Often derived from a continuous time-
signal by sampling it at a uniform rate
Way of Representation
x[n] xmt , n 0,1,2,...
m Sampling int erval
Sampling
x(t) x[n]
0 t 0 n
Coding
Sampled values are converted to codes.
Example : Converting to binary numbers.
Binary Coding
Number of bits for representing one sample
value is at first decided e.g. 8 bit coding, 16 bit
coding etc.
Assuming unsigned sampled values (non-negative
values), an n-bit coding scheme can represent
maximum of 2n number of distinct sampled
values.
Example : 2 bit coding can represent 0,1,2 and 3,
these 4 sampled values only.
10 01 10 11 10 00 01 11
x(t) x(t)
t
-T/2 0 T/2 -T/2 0 T/2 t
-2 -1 0 1 2 t
x(-t)
1 -2 -1 0 1 2
t
-2 -1 0 1 2 t
2xo(t)
-2 -1 0 1 2 t
1
x(-t)
1 -2 -1 0 1 2
t
-1
-2 -1 0 1 2 t
xe(t)
x(t)
-2 -1 0 1 2 t
1
xo(t)
-2 -1 0 1 2 t
0.5
-2 1 2 t
Periodic Signal
Discrete-time
x[n] is periodic if x[n] = x[n+N] for all integer n,
where N is a positive integer constant.
x(t)
t
T 2T -T/2 0 T/2
x[n]
-12 12 n
-3 -2-1 0 1 2 3 n
Random Signal
A signal about which there is uncertainty before its
actual occurrence.
They often belong to ensemble or group of signals of
different waveforms.
Example : Noise generated in amplifier, wireless
channel ECG signal etc.
x(t)
-T/2 T/2
Average Power of a 1 T /2 2
P x (t) dt
Periodic signal T T / 2
Classification of Signals (15) 39
Energy Signals and Power Signals contd.
In Discrete-time approach
n
Total Energy E x [n]
n
2
Average Power 1 n N 2
P lim
N 2N 1
n N
x [n]
Average Power of
a Periodic Signal 1 N 1 2
P x [n]
N n 0
Energy Signal
A signal that have non-zero finite energy,
i.e., 0 < E <
It has zero average power.
Example: both non-periodic and deterministic
signal
41
Classification of Signals (17)
Energy Signals and Power Signals contd.
x(t)
A, T1 / 2 t T1 / 2
x(t)
0, Otherwise
-T1/2 0 T1/2
T1 / 2
E A
dt
2
T1 / 2
A2T1
2
An Energy Signal
A T1
P lim
T T
1
1 T /2
1 T /2
2 * x2 (t) dt
T 0
A Power Signal
2
2 0.1 1
t dt
0.2 0 0.1 0.1
t3
1000 *
3 0
1
P
3
-12 12 n
x[n]
Avg. Power ?
Total Energy?
1
-3 -2-1 0 1 -2 -3 n
46
Amplitude Scaling
For Continuous-time signal
Applying amplitude scaling on x (t), yields
y(t)=cx(t),
where c is a scaler quantity known as the scaling
factor.
For Discrete-time signal,
y[n]=cx[n]
Example : Electronic Amplifier, A resistor (i.e.
x(t) current, c resistance, y(t) voltage)
49
Differentiation
If x (t) is continuous-time signal, the derivative
of x(t) with respect to time is given by,
d
y(t) x(t)
dt
Example : Voltage across an inductor of
inductance L due to the flow of current i(t)
d
v( t) L i( t)
dt
50
Integration
If x (t) is continuous-time signal, the integral
of x(t) with respect to time is given by,
t
y(t) x()d
1 t
v(t) i()d
C
51
Time Scaling
For Continuous-time signal
If x (t) is a continuous-time signal, the signal y(t)
obtained by the scaling of independent variable
t, by the factor a is defined by,
y(t) = x(at)
If a > 1, y(t) is the compressed version of x(t).
If 0 < a < 1, y(t) is the expanded (or stretched)
version of x(t).
For Discrete-time signal
y[n] = x[kn], k 1
If k > 1, y[n] is the compressed version of x[n] and
some values of the signal is lost.
52
Examples of Time Scaling
x(t) y(t)=x(2t) y(t)=x(0.5t)
1 1 1
t t t
-1 0 1 -1/2 0 1/2 -2 0 2
x[n] y[n]=x[2n]
-6 -5 -4 -3 -2 -1 0 1 2 3 4 5 6
n -3 -2 -1 0 1 2 3
n
1 1
t t
-1 0 2 -2 -1 0 1
x(t) y=x(-t)
t
-T/2 0 T/2 -T/2 0 T/2
x(t) y(t)=x(-t)
t
-T/2 0 T/2 -T/2 0 T/2
1 1
t t
-1 0 2 0- 1 2 3
x(t) x(t)
1, n 1, 2
1, n 1, 2
x[n] 1, n 1, 2
x[n 3] 1, n 4, 5
0, n 0 and n 2
0, n 3, n 5 and n 1
x[n] x[n+3]
1 1
n -9 -8 -7 -6 -5 -4 -3 -2 -1 0 1 2 3 4 5
n
-6 -5 -4 -3 -2 -1 0 1 2 3 4 5 6
v(t)=x(t-1)
x(t)
Objective x(2t-1)
1 1
t t
-1 0 1 2 0- 1 2
y(t)=v(2t)
Checks
1
y(0)=0,x(-1)=0
i.e. check 1 is satisfied
y(1/2)=1,x(0)=1
t
-0.5 0- 0.5 1 1.5 2 2.5 3 i.e. check 2 is also satisfied
v(t)=x(2t)
x(t)
1 1
t t
-1 0 1 2 -0.5 0- 0.5 1 1.5 2 3
x(t)
v(t)=v(t-3)
Checks
1 y(0)=0,x(-1)=0
i.e. check 1 is satisfied
y(1/2)=0,x(0)=1
t
-0.5 0- 0.5 1 1.5 2 2.5 3 i.e. check 2 is not satisfied
x[n] x[n+3]
1 1
n -9 -8 -7 -6 -5 -4 -3 -2 -1 0 1 2 3 4 5
n
-5 -4 -3 -2 -1 0 1 2 3 4 5 6
x[2n+3]
-4 -3 -2 -1 0 1 2
n
64
Exponential Signals
B = 1, r = 1.15 B = 1, r = 0.85
B = 1, r = -0.85
66
Sinusoidal Signals
Continuous-time approach,
x(t) = A cos (wt +)
Discrete-time approach,
x[n] = Acos(n + )
Again x[n+ N] = A cos (n + N + )
To be periodic with period of N samples,
x [n + N] must be equal to x[n]
i.e. N = 2m, where m is an integer,
means N= 2m/
Since N must be an integer, only those value of are
allowed that makes 2m/ integer.
Not all discrete-time sinusoids with arbitrary value of
are periodic.
67
Sinusoidal Signals contd.
Example : cos(2*pi/12*n)
68
Sinusoidal Signals contd.
x[n] = 5sin(2n)
Here, N=2m/2,
N can not be integer for any integer value of m
Hence, nonperiodic.
x[n] = 5sin(6n/35)
N = 2m/(6/35),
= 35m/3
N is integer for m=3,6,9
Periodic, Fundamental period N = 35.
x[n] = 5sin(0.2n)
N=2m/0.2, N is integer for m=1,2,3
Periodic, Fundamental period N = 10.
69
Sinusoidal Signals contd.
70
Exponentially Damped Sinusoid
x(t) = Ae-tsin(t)
72
Unit Step Function contd.
x(t)
5, 1 t 2 5
x(t)
0, Otherwise
t
-1 0 1 2 3
t
-1 0 1 2 3
5*u(t+1) 5*u(t-2) 5
t
-1 0 1 2 3
73
Impulse Function
(t)dt 1
Visualizing
Unit area
Unit area
Unit area
Unit area
1/T
-T/2 T/2
75
Impulse Function contd.
x(0)(t)dt
x(0) (t)dt
x(0)
76
Impulse Function contd.
1. (t) ( t)
1
2. ( at) (t), a 0
a
d
3. (t) u(t), t 0
dt
77
Ramp Function
t, t 0 n, n 0
r(t) r[n]
0, t 0 0, n 0
r(t) r[n]
t n
0 0
78
EEE 311
Class: 7
CT:1
October 11, 2015
System Viewed as Interconnections of Operations
x(t) y(t)
H
80
System Viewed as Interconnections of Operations
1 0
H (s s1 s2 )
3
x[n] x[n-1] x[n-2]
S S x[n] x[n-1] y[n]
S1 1/3
x[n-2]
S2
1/3 y[n]
81
Properties of Systems
Stability
Memory
Causality
Invertibility
Time invariance
Linearity
82
Stability
83
Stability contd.
BIBO stable
1
y[n] (x[n] x[n - 1] x[n - 2])
3
BIBO
unstable
y[n] rn x[n], r 1
84
Memory
x(t) Causal?
1
Noncausal?
t
-1 0 2
y=x(-t)
t
-2 -1 0 1
88
Invertibility
H 1H{ x([n]}
To be invertible we require that
H 1H I
where I is the Identity operator.
89
Invertibility contd.
2
y[n] x [n]
Noninvertible
d
y(t) { x(t)}
dt
Invertible
3
y[n] x [n]
90
Time Invariance
A system is time-invariant if a time shift in the input signal
leads to an identical time shift in the output signal.
Stated otherwise, the characteristics of a time-invariant
system do not change with time.
Considering a system where y(t) H{ x(t)}
Now, if the input signal is delayed by t0. the new input will be x(t-
t0)
Let yi(t), be the new output x(t) x(t-t0) yi(t)
t0 t
yi ( t) H{S { x( t)}} S 0 H
yi ( t) HS t0 { x( t)}
Now lets assume y0(t) is the output of the original system
shifted by t0
yo ( t) St0 { y( t)} x(t) y(t) t0 y0(t)
yo ( t) St0 {H{ x( t)}}
H S
yo (t) St0 H{ x(t)}
To be time invariant, t
HS t0 S t0 H, i.e., H and S 0 must commute.
91
Linearity
A system is linear if it satisfies the principle of superposition.
x1(t) a1 x1(t) H a1
xN(t) aN xN(t) H aN
N
N
y( t) H aixi ( t)
i1
y(t) aiH{ xi (t)}
i1
Plot u(t-5)
x(t)
0 5 t
93
Review of Chapter 1 contd.
Plot x(t)=2u(-t)
x(t)
0 t
94
Review of Chapter 1
Develop the Even and Odd decomposition of
x(t).
x(t) xe(t)
3
-1 0 1 2 -1 0 1 2
x(-t) xo(t)
3
-1 0 1 2 -1 0 1 2
95
Review of Chapter 1 contd.
0 1 2 5 t
96
Review of Chapter 1 contd.
0 1 2 5 t
x(-t)
-5 0 t
97
Review of Chapter 1 contd.
x[n] = cos(2n)
Here, N=2m/2,[=2]
N can not be integer for any integer value
of m.
Hence, nonperiodic
x[n]
98
Review of Chapter 1 contd.
99
Review of Chapter 1 contd.
with respect to 1
t.
5 t, 5 t 4
t
-5 -4 -3 -2 -1 0 1 2 3 4 5
1, 4 t 4
x(t)
5 t, 4 t 5
0, Otherwise
Determine 4 4
(5 t)2 dt 1dt
total Energy of E 2*
5 4
x(t) 2 * [25t 5t2 / 2 t3 / 3] 4 8
5
26 / 3
100
Review of Chapter 1 contd.
1 1
t
-1 0 1 2 -2 -1 0- 1 2
Checks
y(0)=x(1) [y(0)=x(-b)]
t t
-0.5 0 0.5
1 2 1 2
-1 0 0.5
103
Convolution: Impulse Response Representation for LTI Systems
104
The Convolution Sum
From the sifting property of unit impulse ,
x[n][n] x[0][n]
x[n][n k] x[k][n k]
So, we can write,
x[n] .... x[2][n 2] x[1][n 1] x[0][n] x[1][n 1] x[2][n 2] ...
105
The Convolution Sum contd.
x[n]
=
x[-2][n+2]
+
x[-1][n+1]
n
+
x[0][n]
+ x[1][n-1]
106
The Convolution Sum contd.
107
The Convolution Sum contd.
y[n] x[k]h[n k]
k
108
The Convolution Sum
Impulse
contd. response
h[n]
p-2[n] v-2[n]
-2 -2
h[n] n
n
+ p-1[n]
v-1[n]
-1 -1
n h[n] n
+ p0 [n]
v0[n]
0
0
n h[n] n
+ p1[n]
v1[n]
1 h[n]
n n 1
y[n] vk [n]
k x[n] pk [n]
= k
k k
n h[n]
n
k
109
EEE 311
Class: 10 and 11
November 02, 2015
The Convolution SumDirect Evaluation
111
The Convolution SumDirect Evaluation..contd.
112
The Convolution SumDirect Evaluation..contd.
Step 2 : Calculate vk[n] for different values of n.
y[n] v0[n] v1[n] v2[n] 1, n 1
here , v0[n] 2h[n], v1[n] 3h[n 1], v2[n] 2h[n 2] h[n] 2, n 0
and all other vk[n] 0.
0, otherwise
v0[1] 2h[1] 2
y[1] 2 0 0 0
2, n 1
114
The Convolution SumAlternative Approach.
When the signal is of short duration, only a few
number of vk[n] are needed to be summed up and thus
the approach just shown is very effective.
But when signal persists for a long duration, large
number of vk[n]s have to be summed up which can be a
cumbersome job.
An alternative approach is to calculate y[n], only at
particular values of n, e.g., n0,n1 etc.
y[n0 ] vk [n0 ]
k
y[n0 ] wn0 [k]
k
That is we sum along k axis at a fixed value of n
115
The Convolution SumAlternative Approach contd.
Impulse
response
h[n]
p-2[n] v-2[n]
-2 -2
h[n] n
n
+ p-1[n]
v-1[n]
-1 -1
n h[n] n
+ p0 [n]
v0[n]
0
0
n h[n] n
+ p1[n]
v1[n]
1 h[n]
n n 1
y[n] vk [n]
k x[n] pk [n]
= k
k k
n h[n]
n
k
116
The Convolution Sum contd.
w-2[k]
k
y[2] w2[k] -2
w-1[k]
k y[1] w1 [k] -1
w0[k]
k
y[0] w0 [k] 0
117
The Convolution Sum contd.
Again wn[k]=x[k]h[n-k].
Here k is the independent variable and n is a constant.
Hence h[n-k] is a reflected and time shifted (by n)
version of h[k].
In general,
y[n] wn [k]
k
118
The Convolution SumAlternative Approach contd.
h[n]
n=1
Calculate y[1] by summing up w1[k]
for all ks
119
The Convolution SumAlternative Approach contd.
h[n]
n=-2
Calculate y[-2] by summing up w-2[k]
for all ks
120