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Fundamental Concepts
Signals and Systems
Continuous-Time Signals
Discrete-Time Signals
Examples of Systems
Basic System Properties
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Signal
• A signal is the outcome of a physical system.
• A signal is anything you can see, hear, observe or measure
using some machine.
• A signal x(t) is a real-valued or scalar-valued function of the
time variable t.
• For any fixed value of the time variable t, the value of the signal at
time t is a real number.
• Examples of signals:
• voltage or current waveform in an electrical circuit
• audio signals such as speech or music waveforms
• bioelectric signals such an electrocardiogram(ECG)
• (Radio, TV, Radar)
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Electrocardiogram (ECG)
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A speech signal
• 50-millisecond
segment of speech
• `sh`- to -`u`
transition in the
utterance of the
word `should`.
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Signal Processing
• A very important component of technology is signal
processing, processing of signals for various purposes
such as the extraction of the information carried in a
signal.
Distinguish one`s voice from others by characterization of speech
signals in terms of their frequency spectrum.
Extraction of information from signals in the medical field in the
processing of bioelectric signals
Reconstruction of signals that have been corrupted by spurious
signals or noise.
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Signal Processing
• Restore a signal corrupted by noise or useless background
– Tuning in radio and TV
– Noise cleaning
– Pick up the voice of a certain person in a party
• Reconstruct a signal from different measurement
– Computerized tomogram (CT)
– Synthetic aperture radar (SAR) imaging
– Reconstruct 3D images from different 2D views
• Find a system that can generate the desired signal
–Speech synthesis
–3D sound synthesis
–Make a virtual world in computer
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Signal Processing
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Systems
A System is an interconnection of components (devices or
processes) with terminals or access parts through which
matter, energy or information can be applied or extracted.
𝑥(𝑡) y
SYSTEM
Input Output
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Systems
• MIMO(Multiple Input Multiple Output)
When
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Systems
• To undertake on in depth study of a system, it is very
useful to have a mathematical model.
• A mathematical model consists of a collection of equations
describing the relationships between the signals appearing
in the system.
• A mathematical model of a system is usually an idealized
representation of the system.
Systems
• Four types of input/output representations:
1. The input/output differential equation Time
or difference equation. Domain
2. The convolution model Models
3. The Fourier Transform representation Frequency
4. The Transfer Function Domain
Models
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Continuous-Time Signals
Continuous-Time Signals
Continuous-Time Signals
• The unit-ramp function
Unit-ramp function
Continuous-Time Signals
• The Impulse
unit impulse
Pulse interpratation of
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Continuous-Time Signals
• The unit-step function is equal to the integral of the unit-
impulse
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Continuous-Time Signals
• Periodic Signals
Let T be a fixed positive real number.
A continuous-time signal is said to be periodic
with period T if,
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Continuous-Time Signals
• Example: Sinusoid
𝜃 − 𝑝h𝑎𝑠𝑒𝑖𝑛𝑟𝑎𝑑𝑖𝑎𝑛𝑠
Solution:
Acos(wt +θ)
Continuous-Time Signals
• Example: Sinusoid
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Continuous-Time Signals
• Time-Shifted Signals
If is a positive real number, the signal is shifted to the right
by seconds and is shifted to the left by seconds.
Unit-step function ,
Continuous-Time Signals
• The time-shifted unit impulse is useful in defining the
shifting property of the impulse
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Continuous-Time Signals
• Continuous and Piecewise-Continuous Signals
A signal is discontinuous at a point if the value of ‘jumps’
as goes through the point .
{
−𝜏 𝜏
1, ≤𝑡 <
𝑝𝜏= 2 2
−𝜏 𝜏
0 ,𝑡 < ,𝑡≥
2 2
Continuous-Time Signals
is continuous except
Continuous-Time Signals
• Derivative of a Continuous-Time Signals
A continuous-time signal is said to be differentiable at a fixed
point if
𝑥 ( 𝑡 1+ h ) − 𝑥 (𝑡 1)
h
has a limit as , independent of whether approaches zero from above () or
from below ().
If the limit exists, has a derivative at the point defined by
𝑑𝑥 (𝑡)
|
=lim
𝑑𝑡 𝑡=𝑡 h →0
𝑥 ( 𝑡 1 +h ) − 𝑥 (𝑡 1 )
1
h
Continuous-Time Signals
• Signals Defined Interval by Interval
Continuous-time signals are often defined interval by
interval.
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Continuous-Time Signals
• MATLAB Application
Consider the signal
Plot x(t).
t=0:0.1:30; 0.2
x=exp(-.1*t).*sin(2/3*t);
x(t)
0
axis([0 30 -1 1]);
plot(t,x)
-0.2
Grid -0.4
Discrete-Time Signals
Discrete-Time Signals
Discrete-Time Signals
• Example
,,,,
Discrete-Time Signals
n=-2:6;
x=[0 0 1 2 1 0 -1 0 0];
stem(n,x); 2
xlabel(‘n’) 1.5
ylabel(‘x[n]’)
1
x[n] 0.5
-0.5
-1
-2 -1 0 1 2 3 4 5 6
n
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Discrete-Time Signals
• Sampling
Sampling continuous-time signals discrete-time signals
Sampled signal
Switch, T seconds
x [ 𝑛 ]= 𝑥(𝑡)|𝑡=𝑛𝑇 =𝑥(𝑛𝑇)
𝑛→𝑖𝑛𝑡𝑒𝑔𝑒𝑟
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Discrete-Time Signals
Discrete-Time Signals
• Unit Pulse
Discrete-Time Signals
• Periodic Discrete-Time Signals
A discrete-time signal is periodic if there exists a positive
integer r such that
Discrete-Time Signals
• Example
Discrete-Time Signals
• Discrete-time sinusoids
with
• - discrete-time frequency
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Discrete-Time Signals
Discrete-Time Signals
• Digital Signals
Let be a set of N real numbers.
A digital signal is a discrete-time signal whose values
belong to the finite set that is, at each time
instant ,
Discrete-Time Signals
• Digital Signals
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Discrete-Time Signals
• Time-Shifted Signals
• discrete-time signal
a positive integer
Example:
𝑝 3 [ 𝑛 −2 ] → 2- step right shift of the discrete-time
rectangular pulse
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Discrete-Time Signals
Examples of Systems
Examples of Systems
• RC Circuit
Input/Output differential
equation of the circuit.
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Examples of Systems
• Step response of RC circuit.
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• Causality
• A system is said to be causal or nonanticipatory if for any time , the
output response at time resulting from input does not depend on
values of the input for .
• It is not possible to get an output before an input is applied to the
system.
• A system is noncausal if it is not causal.
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• Example:
• Ideal predictor
Consider the continuous-time system given by the input/output
relationship
• Example:
• Ideal time delay
Consider the system with input/output relationship
The system is causal since the value of the output at time depends
only on the value of the input at time
• Linearity
• A system is said to be additive if for any two inputs , the response
to the sum of inputs is eqaul to the sum of the responses to the
inputs.
𝑥1 ( 𝑡 ) 𝑦1 (𝑡 )
𝑥2 ( 𝑡 ) 𝑦2 ( 𝑡 )
• Example: Amplifier
• Time Invariance
• The system is said to be time invariant or constant if for any input
and any , the response to the shifted input is equal to where is
the response to with zero initial energy.
𝑥(𝑡) 𝑥(𝑡 − 𝑡 1)
• Example: Amplifier
Suppose that 𝑠𝑦𝑠𝑡𝑒𝑚𝑖𝑠 𝑚𝑒𝑚𝑜𝑟𝑦𝑙𝑒𝑠𝑠𝑎𝑛𝑑𝑙𝑖𝑛𝑒𝑎𝑟
𝑥 ( 𝑡 −𝑡 1) → 𝑡𝑥 (𝑡 −𝑡 1 )≠ ( 𝑡 −𝑡 1 ) 𝑥 (𝑡 −𝑡 1)
• Finite Dimensionality
• Continuous-time system with input - and output -
• Finite Dimensionality
• Hence a system has an input/output differential equation
representation if and only if the system is finite dimensional.
• A continuous-time system with memory is infinite dimensional if it is
not finite dimensional.
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• Finite Dimensionality
• Example: System with Time Delay
A continuous-time system,
𝑑𝑦 (𝑡 )
+𝑎𝑦 ( 𝑡 − 1 )=𝑥 (𝑡 )
𝑑𝑡
• Finite Dimensionality
• Discrete-time system with input - and output -
𝑦 [ 𝑛 ] = 𝑓 ( 𝑦 [ 𝑛−1 ] , 𝑦 [ 𝑛− 2 ] , …, 𝑦 [ 𝑛− 𝑁 ] , 𝑥 [ 𝑛 ] , 𝑥 [ 𝑛− 1 ] , …, 𝑥 [ 𝑛− 𝑀 ] , 𝑛)
Thus the system is linear if and only if the derivative of the output
can be expressed in the form 𝑁 −1 𝑀
𝑦 ( 𝑁 ) ( 𝑡 ) =− ∑ 𝑎𝑖 ( 𝑡 ) 𝑦 (𝑖 ) ( 𝑡 )+ ∑ 𝑏𝑖 (𝑡) 𝑥( 𝑖) (𝑡)
𝑖=0 𝑖=0
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The system with this equation is linear if and only if it is a linear difference
equation which is the case if and only if it can be written in the form
𝑁 𝑀
𝑦 [ 𝑛 ] =− ∑ 𝑎𝑖 (𝑛 ) 𝑦 [ 𝑛−𝑖 ] + ∑ 𝑏 𝑖 ( 𝑛 ) 𝑥 [𝑛− 𝑖]
𝑖=1 𝑖=0