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What is a System?

• A circuit involving a capacitor can be viewed as


a system that transforms the source voltage
(signal) to the voltage (signal) across the
capacitor.
1. A CD player takes the signal on the CD and
transforms it into a signal sent to the loud
speaker.

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What is a System?
A communication system is generally composed .3
of three sub-systems, the transmitter, the
channel and the receiver. The channel typically
attenuates and adds noise to the transmitted
.signal which must be processed by the receiver
Mathematically a system may viewed be as an
interconnection of operations that transforms an
input signal into an output signal with properties
.different from those of the input signal

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How is a System Represented?
• A system takes a signal as an input and transforms it
into another signal

Input signal Output signal


System
x(t) y(t)

• In a very broad sense, a system can be represented


as the ratio of the output signal over the input signal
(i) So when we multiply the system by the input signal, we
get the output signal
(ii) This concept will be firmed up in the coming weeks
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Example: An Electrical Circuit System
R
vs (t )  vc (t )
i (t ) 
R
dv (t )
+ i i (t )  C c
vs C vc dt
-
dvc (t ) 1 1
 vc (t )  vs (t )
dt RC RC

• Simulink representation of the electrical circuit

vs, vc
vs(t) vc(t)

first order
system t

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Continuous & Discrete-Time Mathematical Models of
Systems

• Continuous-Time dvc (t ) 1
 vc (t ) 
1
vs (t )
Systems dt RC RC
• Most continuous time systems dv(t )
represent how continuous signals m  v(t )  f (t )
dt
are transformed via differential
equations. First order differential equations
• E.g. circuit, car velocity
y[n]  1.01y[n  1]  x[n]
• Discrete-Time Systems
m 
• Most discrete time systems v[n]  v[n  1]  f [ n]
represent how discrete signals are m   m  
transformed via difference dv(n) v(n)  v((n  1))
equations 
• E.g. bank account, discrete car dt 
velocity system where t = n∆
First order difference equations
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Discrete-time systems
• A discrete-time system is a device or
algorithm that operates on a discrete-time
input signal and produces a discrete-time
output signal according to some well-defined
rules. An input signal x(n) is therefore
transformed by the system into an output
signal y(n).
Output signal
Input signal
x(n) y(n)
Discrete-time
System

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Input-output relationship
• An input-output relationship of a discrete-
time system is a mathematical expression or
rule or transformation, which defines the
relation between the input called the
excitation and the output called the response
of the system.
• The exact internal structure is either unknown
or ignored.
• The relationship is expressed as: X(n) T y(n)

or y(n) = T[x(n)]

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Classification systems
• Systems are classified according to their
characteristic properties , for example:
• Linearity: A system is linear if the response
of the system to a weighted sum of signals is
equal to the corresponding weighted sum of
the responses of the system to each of the
individual input signals. Mathematically, a
system is linear if and only if:
T[a1x1 (n)  a2 x2 (n)]  a1T[x1 (n)]  a2T[x2 (n)]
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Classification systems
• Time-invariance: A system is time invariant if
its input-output characteristics do not change
with time otherwise it is time variant.
• Causality: A system is causal if the output at
any time depends only on values of the input
at present time and in the past time.
• These properties define a large class of
tractable, useful systems and will be further
considered in the coming lectures

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Classification systems
• Time-invariance: A system is time invariant if
its input-output characteristics do not change
with time otherwise it is time variant.
Mathematically, a relaxed system T is time
invariant or shift invariant if and only if
T T
x(n)  y (n)  x(n  k )  y (n  k )
for every x(n) and for every k.

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Classification of systems
• Time invariance of a system is determined
as:
• Excite the system by an arbitrary input x(n).
The output is then recomputed for the
delayed input.
y ( n, k )  T [ x ( n  k )]
• Then the output in the given relationship is
delayed. This is denoted by y(n-k).
• If y(n-k) = y(n,k), the system is time-invariant

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Linear and time-invariant systems
• Linearity and time invariance play a fundamental role
in signal and system analysis for two major reasons:
1. Many physical processes possess these properties.
2. LTI systems can be analyzed in considerable detail,
providing both insight into their properties and a set
of powerful tools that form the core of signal and
system analysis.
3. One of the reasons LTI systems are amenable to
analysis is that any such a system possesses the
superposition property.

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Additional properties of systems
• A system can have memory or it can be memoryless.
A system is said to be memoryless if its output for
each value of the independent variable at a given
time depends only on the input at that same time ,
otherwise it needs a memory. For example, a resister
is memoryless systems while a capacitor has a
memory, because the input is taken to be the current
and the output is the voltage. That is
t
1
v(t)   i( )d
C 
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Additional properties of systems
• A memoryless system is also called static system and
a system that needs memory is also called dynamic
system.
• If the output of a system at time n is completely
determined by the input samples in the interval n-N
to n (N ≥0), the system is said to have memory of
duration N.
• If N = 0, the system is static, and if 0 <N< ∞, the
system has a finite memory. If N = ∞, the system has
infinite memory .

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Stable and unstable systems
• Stability is another important system property.
Informally, a stable system is one in which small
inputs lead to responses that do not diverge. For
example, a pendulum (stable system) and
inverted pendulum (unstable system).

• Stability of physical systems generally results


from the presence of mechanism that dissipates
energy.
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Stable and unstable systems
• The RC circuit is stable because of the resistor
which dissipates energy.
• For engineering perspective, a system of
interest must remain stable under all operating
conditions.
• Formally, if the input to a stable system is
bounded, the output must also be bounded.
Bounded-input bounded-output (BIBO)
definition for the stability of systems.
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Interconnections of systems
• Many real systems are built as interconnections of
several subsystems, for example an audio system is the
interconnection of radio receiver, compact disc player, or
tape deck with an amplifier and one or more speakers.
• While one can construct a variety of system
interconnections, there are several basic ones that are
frequently encountered. These are:
1. Series or cascade interconnection, for example radio
receiver followed by an amplifier
2. Parallel interconnection, for example simple audio
system with several speakers

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Block diagram representation of a system
• A system has an input and corresponding output and
denoted by a block diagram:

X(t) Y(t)
Continuous-time T
X(t) Y(t)
system

y(n)
X(n)
Discrete-time system T
X(n) y(n)

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Cascade and parallel connection
• Cascade connection

System 1 System 2 output

• Parallel connection
System 1
output
input

System 2

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Example of parallel connection

iR (t)
Ic (t)

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Block diagram representation

i1(t) t
i(t)
1
v(t )   i1 ( )d
C 

i2(t)
v (t )
i2 (t ) 
R

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Block Diagram algebra
• Suppose we have two LTI systems denoted by
T1 and T2 such that:
1
x(t )  y (t)  y (t)  Τ1[x(t )]
1 1
2
x (t )  y 2(t)  y 2(t)  Τ 2 [x(t)]

If T1 and T2 are connected in cascade form, then


T = T1 T2 = T2 T1
• If they are connected in parallel, then T= T1 + T2 .
• A block diagram can therefore be simplified by using series
and parallel combinations.
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Cascade and parallel connection
• Cascade connection
x(n) y(n)
T1 T2

• Parallel connection y1(n)


T1
y(n)
x(n)

T2
y2(n)

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Block Diagram algebra
• In case of discrete-time LTI systems we have
T1 and T2 such that:
1
x(n)  y (n)  y (n)  1[x(n)]
1 1

2
x(n)  y 2 (n)  y 2 (n)  2 [ x(n)]
If T1 and T2 are connected in cascade form, then
T = T1 T2 = T2 T1
• If they are connected in parallel, then T= T1 + T2 .
• A block diagram can therefore be simplified by using series
and parallel combinations.
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Inevertibility and Inverse systems
• A system is said to be inverted if the input of
the system can be recovered from the output.
• The set of operations for the recovery of the
input signal can be viewed as a second system
connected in cascade with the given system,
such that the output signal of the given system
is the input signal applied to the second
system.
y(n) w(n)= x(n)
X(n) System Inverse System

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Inevertibility and Inverse systems
• In general the problem of finding the inverse of
a given system is a difficult one.
• A necessary condition that a system has an
inverse is that it must produce distinct outputs
for distinct inputs.
• We will use this idea in order to find that given
simple systems are invertible or not.

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Analysis of LTI systems
• LTI systems are characterized in time-domain by
their response to a unit sample sequence.
• There are two basic methods for the analysis of
LTI systems.
• In one method, the input signal is first
decomposed or resolved into a sum of
elementary signals.
• The elementary signals are selected so that the
response of the system to each signal component
can be easily determined.
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Resolution of an arbitrary signal
x(n) into weighted sum of unit samples
• Let x(n) be an arbitrary signal and x(k) be the
value of x(n) at the kth sample. 
s(n)    (n  k )
• The sampling function : k  

• Using the sifting property of unit sample


sequence, we can write:
x(n) (n  k )  x(k )

x(n)   x(k ) (n  k )
k 

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Response of an LTI system
to an arbitrary input

• The property of the of the unit sample sequence


that any arbitrary discrete-time signal can be
expressed in terms of the sum of weighted and
shifted samples facilitates the problem of
finding out the response of an LTI system for any
arbitrary input x(n) provided the unit impulse
response of the system is known.

x(n)   x(k ) (n  k )
k 

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Response of an LTI system
to an arbitrary input
• The response of an LTI system T is:

  
y ( n )  T [ x ( n )]  T   x ( k ) ( n  k ) 
 k   

y (n)   x ( k )T [ ( n  k )]
k  


y(n)   x(k )h(n, k )
k 

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Response of an LTI system
to an arbitrary input
• Since the system is LTI, therefore we can write:

h ( n )  T [ ( n )]  h ( n  k )  T [ ( n  k )]
 h (n  k )  h (n, k )

y (n)   x(k )h(n  k )
k  
• The sum on the right hand side is called the
convolution sum.

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Convolution sum
• We say that the input x(n) is convolved with the
unit sample response h(n) to yield the output
y(n). This operation is called convolution and is
denoted by asterisk: 
y (n)  x(n) * h(n)   x(k )h(n  k )
k  

• The convolution operation is commutative:



h(n) * x(n)   h(k ) x(n  k )
k  

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Convolution
• If the system is time-variant, then the output of
the system requires an infinite number of unit
sample response functions h(n,k); one for each
possible delay. In contrast that LTI relaxed
system is completely characterized by a single
function h(n), namely, its response to the unit
sample δ(t).
• The response of an LTI system to an arbitrary
input x(n) is:
y (n)  x(n) * h(n)
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LTI systems and convolution
• LTI systems have a number of properties not
possessed by other systems, beginning with
the very special representations that they
have in terms of convolution sums and
integrals.
• One consequence of these representations is
that the characteristics of an LTI system can be
completely determined by its impulse
response.

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LTI systems and convolution
• The operation of convolution is commutative
x(n) * h(n)  h(n) * x(n)
• The operation of convolution is distributive over
addition.
x(n) *[h1 (n)  h2 (n)]  x(n) * h1 (n)  x(n) * h2 (n)

• By virtue of the distributive property of convolution, a


parallel combination of LTI systems can be replaced
by a single LTI system whose impulse response is the
sum of the individual unit impulse responses.
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LTI systems and convolution

h1(n)
X(n) y(n)

h2(n)

y(n)
X(n)
h1(n)+h2(n)

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LTI systems and convolution
• The operation of convolution is associative.
x ( n ) * [ h1 ( n ) * h 2 ( n )]  [ x ( n ) * h1 ( n )] * h 2 ( n )
w(n)
X(n) h2(n) h1(n) y(n)

X(n) y(n)
h(n)=h1(n)*h2(n)

X(n)
h(n)=h2(n)*h1(n) y(n)

X(n) y(n)
h2(n) h1(n)

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LTI systems and convolution
• A system is memoryless if its output at any
time depends on the value of the input at that
same time. The convolution sum indicates that
this can be true only if h(n) = 0, for n ≠ 0. This
means that h(n) =k δ(n). Thus we can write:
 
y(n)   x(k )h(n  k )  y(n)  k  x(k ) (n  k )
k  k 
)  becomes
• For k = 1, ythe( nsystem kx ( n ) identity system.

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Inveritability of LTI systems
• A system is invertible if its inverse exists that,
when connected in series with original system,
produces an output equal to the input. If an
LTI system is invertible then it has an LTI
inverse with unit sample response hi(t).
X(n) y(n) W(n)=x(tn
h(n) hi(t)

X(n) X(n)
Identity system, δ(n)

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LTI systems and convolution
• A system is said to be causal if its output
depends only on present and past values of
the input to the system. This property can be
related to the impulse response of an LTI
system by saying that the LTI system can be
causal if its output y(n) does not depend on x(k)
for k > n, that is h(n-k) in the convolution must
be zero for k > n.
• This then requires that an LTI system is causal if
its impulse response h(n) = 0, for n <0
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LTI systems and convolution
• The convolution sum therefore reduces to :

y (n)   x(k )h(n  k )
k 0

• It is clear that the response of a causal system


to a causal input signal is causal, since y(n) = 0
for n < 0.

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LTI systems and convolution
• A system is BIBO stable if it produces bounded
output for every bounded input. Suppose that
the input to an LTI system is bounded that is :
x ( n)  B for all n.
 
y (n)   h(k ) x(n  k )
k  
  h(n) x(n  k
k -


y (n)  B  h(k )   h(k )  
k  

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FIR and IIR systems
• We have characterized LTI systems in terms of
its unit sample response h(n).
• LTI systems can also be characterized as
systems with impulse response of finite
duration and systems with impulse response of
infinite duration .
• FIR system has an impulse response that is
zero outside of some finite interval. For
example h(n) = 0, for n < 0 , n ≥ M

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FIR and IIR systems
• The response of such systems is:
M 1
y (n)   x(k )h(n  k )
k 0
• The system acts as window that views only the
most recent M input samples in forming the
output and neglects all prior input samples [i.e.,
x(n-M), x(n-M-1),…]
• An FIR system has therefore finite memory of
duration M.
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FIR and IIR systems
• In contrast, an IIR system has an infinite-duration
impulse response. Its output, based on

convolution is
y (n)   x(k )h(n  k )
k 0
• The system output is weighted linear
combination of the input samples x(n), x(n-1),
x(n-2), …. and consists of the present and all the
past input samples therefore it needs an infinite
memory.

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