SIGNALS SYSTEMS

Ji-Hyeon Kim

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01

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1.2 SIGNALS SYSTEMS

Fundamental period of Sinusoidal Signals

Continuous-Time Discrete-Time

x n   e j0n  cos 0n   j sin  0n 

x t   eejj0tt
 cos 0t   j sin 0t 
Periodic  e j0n  e j0 n N   e j0n e j0N
Periodic  e j0t  e j0 t T   e j0t e j0T
 e j0 N  1  e j 2 k k : integer 
 e j0T  1 0  0
0 k
0 N  2 k   : Periodic condition
0T0  2 e j 2
 cos 2  j sin 2  1 2 N
2  2 
 T0  : fundamental period  N0   k k , N 0 : integer  : fundamental period
0  0 
0   T0  0   N 0 

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1.2 SIGNALS SYSTEMS

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1.2 SIGNALS SYSTEMS

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1.2 SIGNALS SYSTEMS

⇒ The number of unique signals : 3

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1.2 SIGNALS SYSTEMS

Periodic

Periodic

주기는 최소 공배수
Periodic
for two periods
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1.2 SIGNALS SYSTEMS

𝑥2 [ 𝑛 ] =2 cos ( ) ( )
2𝑛
𝑁
+ cos
3𝑛
𝑁
𝑎𝑠𝑠𝑢𝑚𝑒 𝑁 =6

not Periodic

not integer

not Periodic

not integer

𝑋 2 [ 𝑛 ] =cos ( )
2𝑛
6
+cos ( )
3𝑛
6 not Periodic
for
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1.2 SIGNALS SYSTEMS

𝑥3 [ 𝑛 ] =cos ( 2𝜋 𝑛
𝑁 )
+3 cos (
5𝜋 𝑛
2𝑁 )
𝑎𝑠𝑠𝑢𝑚𝑒 𝑁=6

Periodic

Periodic

주기는 최소 공배수
Periodic
for two periods
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1.2 SIGNALS SYSTEMS

𝑥1 [ 𝑛 ] =sin ( 𝜋𝑛
4 ) (
cos
𝜋𝑛
4 )
0 ≤ 𝑛 ≤ 31

2 sin 𝜃 cos𝜃=sin 2 𝜃

Periodic

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1.2 SIGNALS SYSTEMS

𝑥2 [ 𝑛 ] =cos
2
( 𝜋𝑛
4 )
0 ≤ 𝑛 ≤ 31

2 1+cos 2 𝜃
cos 𝜃=
2

Periodic

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1.2 SIGNALS SYSTEMS

𝑥3 [ 𝑛 ] =sin ( 𝜋𝑛
4 ) (
cos
𝜋𝑛
8 )
0 ≤ 𝑛 ≤ 31

1
sin 𝛼 cos 𝛽= [ sin ( 𝛼+ 𝛽 ) +sin ( 𝛼 − 𝛽 ) ]
2

Periodic

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1.2 SIGNALS SYSTEMS

Is the addition of two periodic signals Is the multiplication of two periodic signals
necessarily periodic? necessarily periodic?

x1 n   x1 n  kN1  , x2 n   x2 n  lN 2 
x n   x1 n  kN1   x2 n  lN 2 
In order for x n  to be periodic with period N ,
x1 n  N   x2 n  N   x1 n  kN1   x2 n  lN 2 
 N  kN1  lN 2
N1 l
 Periodic
N2 k
x1 n   x1 n  kN 1  , x2 n   x2 n  lN 2 
x n   x1 n  kN1   x2 n  lN 2 
In order for x n  to be periodic with period N ,
x1 n  N   x2 n  N   x1 n  kN1   x2 n  lN 2 
 N  kN1  lN 2
N1 l
 Periodic
N2 k

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1.3 SIGNALS SYSTEMS

Transformation for independent variables

Time shifting  g n   x n  k  k : integer Time scaling  g n   x kn  k : integer Time reversal ( flip )  g n   x n 

decimation

delayed by k

interpolation

advanced by k

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1.3 SIGNALS SYSTEMS

 2, n  0,
 1, n  2,
 3  n  7
x[n ]   1, n  3,
 3, n  4,
 1  n  9
 0, otherwise.
4  n  6
y1 n   x n  2 ,  delayed by 2
y2 n   x n  1,  advanced by 1
y3 n   x  n  ,  flipped 7  n  3

y4 n   x  n  1,  flipped and delayed by 1

6  n  4

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 1.4 SIGNALS SYSTEMS

Sys x1 n   x2 n   Sys x1 n   Sys x2 n 

Sys x n   y n   Sys x n  k   y n  k 
Sys 1 x1 n   1Sys x1 n  1 : Arbitrary constant gain factor
– The behavior and characteristics of the
 x n    Sys x n 
1 1 1 1 1 : Arbitrary constant gain factor system are fixed over time (do not change)
→ A time-shift in the input signal causes the
Linearity : Superposition principle
same amount of time-shift in the output signal
Sys{a  x1 n   b  x2 n }  a  Sys{x1 n }  b  Sys{x2 n }
1 ,  2 : Arbitrary constant gain factor

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1.4 SIGNALS SYSTEMS

Stable system : – The current value of the output signal depends

only on current and past values of the input sig-
–Bounded  input
Bounded-input Bounded  output ( BIBO )
Bounded- nal,
output(BIBO)
x n   Bx   implies that y n   B y   but not on its future values.
y n   Sys x n , x n  1 , x n  2 ,

– There exists an inverse system which converts

output of the original system to the original input
→ Distinct inputs result in distinct outputs

x[n y[n Inverse x[n

] System ] ]
System

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1.4 SIGNALS SYSTEMS

  
y n   sin    x n   is not linear. x1 n    n , x2 n   2 n 
 2  

Linearity : Superposition principle

Sys{a  x1 n   b  x2 n }  a  Sys{x1 n }  b  Sys{x2 n }

  
sin    3  x1 n   6  x2 n  
 2  
     
 3  sin    x1 n    6  sin    x2 n 
 2    2  

not linear

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1.4 SIGNALS SYSTEMS

y n   x n   x n  1 is not causal . x n   u n  ,  5  n  9

Causal system :
the output signal depends only on current
and past values of theinput signal ,
but not on its future values.

x n  1 : future value
 output y n  depends on future values.

not causal

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1.4 SIGNALS SYSTEMS

y n   log  x n  is not stable.

Stable system :
Bounded  input Bounded  output ( BIBO )
x n   Bx   implies that y n   B y  

n
1
x n     u n  : Bounded  input
 10 
  1 n 
 y n   log    u n     n log 10    n
  10  
 
y n    n   not stable

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1.4 SIGNALS SYSTEMS

  
y n   sin    x n   is not invertible.
 2  

Invertibility system :
input of the system can always be recovered from
the output (has an Inverse System)

x[n y[n Inverse x[n

] System ] ]
System

n 
x n   n, y n   sin  
 2 
different input x1  x2  sameoutput y1  y 2

not invertible

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1.4 SIGNALS SYSTEMS

y n   x 3 n 
① ②
x1 n    n  , x2 n   2 n  y n   Sys{x n }  x 3 n 
ya n   3 y1 n   6 y2 n   3x13 n   6 x2 3 n  Sys{x[n  k ]}  x 3 n  k   y n  k  : time  invariant
yb n   3x1 n   6 x2 n 
3

y n   Sys{x n }  x 3 n  : current input value

③
ya n   yb n  : not linear
output depends on current input values : causal

x n   Bx  
④
y n   x 3 n   B x 3   : stable

1 1 ⑤
w n   Sys{ y n }  y 3 n    x 3 n 3  x n 
 The system has inverse system : invertible

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1.4 SIGNALS SYSTEMS

y n   nx n 
②
y n   Sys{x n }  nx n 
① Sys{x[n  k ]}  nx n  k 
y n   Sys{ax1 n   bx2 n }  n ax1 n   bx2 n 
y n  k    n  k  x n  k   Sys{x[n  k ]}
 anx1 n   bnx2 n   ay1 n   by2 n  : linear
: time  variant

y n   Sys{x n }  nx n  : current input value

③
output depends on current input values : causal

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1.4 SIGNALS SYSTEMS

y n   nx n 
④ ⑤
x  n   Bx   x1 n    n  , x2 n   2  n 
y1 n   n n   0, y 2 n   2n n   0
y n   nx n   n x n   n Bx ,
different input x1  x2  same output y1  y 2
n    y n    : not stable
: not invertible

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1.4 SIGNALS SYSTEMS

y  n   x 2 n 
②
y n   Sys{x n }  x 2n 
① Sys{x[n  k ]}  x 2n  k 
y n   Sys{ax1 n   bx2 n }  ax1 2n   bx2 2n 
y n  k   x  2  n  k   x 2n  2k 
 ay1 n   by2 n  : linear
y n  k   Sys{x[n  k ]} : time  variant

④
x  n   Bx    x  2 n     y  n    : stable

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1.4 SIGNALS SYSTEMS

y  n   x 2 n 
③ ⑤
y n   x 2n  : future input value x1 n    n  , x2 n    n    n  1
output depends on future input values y1 n    2n , y2 n    2n    2n  1   2n 
: not causal different input x1  x2  same output y1  y 2
: not invertible

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1.5 SIGNALS SYSTEMS

•Recursive( 재귀 )
N M : The current output is also a function of
 a y n  k    b x n  k 
k 0
k
k 0
k
the previous output - autoregressive

y n0  1 , y n0  2,  , y n0  N 

– k : order 결정 , N 과 M 중 더 큰 수를 order 로
y n한다
0  1., y n0  2  ,  , y n0  N 
– = 0 : typical, but not required.

•Non - recursive( 비재귀 )

y n   ay n  1  x n  1  0 : The current output is a function of

a  1, y
: Recursive the current and previous input - moving average

y n   x n   bx n  1 : Non-recursive

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1.5 SIGNALS SYSTEMS

y n   ay n  1  x n  a  1, y 1  0

i ) x1 n    n 
y1 0  y1 1  x1 0  0  1  1
y1 1  y1 0  x1 1  1  0  1
y1 2  y1 1  x1 2   1  0  1

y1 n   y1 n  1  x1 n   1  0  1
 y1 n   u n 

ii ) x2 n   u n 
y2 0  y2 1  x2 0  0  1  1
y2 1  y 2 0  x 2 1  1  1  2
y2 2  y 2 1  x2 2   2  1  3

y2 n   y 2 n  1  x 2 n   n  1  1  n
 y 2  n   r n 

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1.5 SIGNALS SYSTEMS

y n   ay n  1  x n  a  1, y 1  1

i ) x1 n   u n 
y n   y n  1  x n  a  1, y 1  0
y1 0  y1 1  x1 0  1  1  0
y1 1  y1 0  x1 1  0  1  1
y1 2  y1 1  x1 2  1  1  2

y1 n   y1 n  1  x1 n   n  1  1  n
 y1 n   r n 

ii ) x2 n   2u n 
y2 0  y2 1  x2 0  1  2  1
y2 1  y2 0  x2 1  1  2  3
y2 2  y2 1  x2 2  3  2  5

y2 n   y2 n  1  x2 n   2n  1  2  2n  1
 y2 n   2n  1  u n 

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1.5 SIGNALS SYSTEMS

y n   ay n  1  x n  a  1, y 1  1

The initial value y 1  A.

y1 n   r n   n  u[n ], y2 n   2n  1  u[n ]
y1 1  A, y2 1  A, y3 1  A
2 y1 n   y2 n   2n  2n  1  1
y3 1  ay1 1  by2 1
 not linear : y 1  0
For linearity : y 1  0.

y 1  0

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1.5 SIGNALS SYSTEMS

1 1
y n   ay n  1  x n  a  , i ) y 1  0, ii ) y 1 
2 2
When a  1, The causal systems are BIBO stable.
for sufficiently large n, initial condition becomes insignificant.

Case 1: All roots are distinct and real  valued

N
y  n    ck z k n
stable k 1

Case 2 : Characteristic polynomial has

complex  valued roots
yh1 n   d1r1n cos 1n   d 2 r1n sin 1n 

Communications & Signals Processing Lab. 31/45

1.6 SIGNALS SYSTEMS

0T0  2 e j 2  cos 2  j sin 2  1

2
x t   e j0t  T0  : fundamental period e j t  cos t   j sin t 
0
Periodic  e j0t  e 0    e j0t e j0T
j t T 1 j t
cos t  
2
 e  e  j t   Re e j t 
 e j0T  1
0T0  2  e j 2  cos 2  j sin 2  1 1 j t
sin t  
2j
 e  e  j t   Im e j t 
2
 T0  : fundamental period
0 1
Magnitude : e j t
  Re 2 e j t   Im 2 e j t  2
1
 cos 2 t   sin 2 t  2  1

j t
 Im e j t 
1 1 sin t 
 
Phase : e  tan    tan  
 Re e   cos t  
j t

Communications & Signals Processing Lab. 32/45

1.6 SIGNALS SYSTEMS

 2 t   2 t   2 t 
x t   sin  , T  5 x t   cos   sin   , T  4, 8, and 16 cos  sin  
1
 sin      sin    
 T   T   T  2

i) T  4 ii ) T  8 iii ) T  16
1   2 t 2 t   1   2 t 2 t   1   2 t 2 t  
x t   sin    x t   sin    x t   sin   
2   4 4   2   8 8   2   16 16  
1 1  t  1  t 
 sin  t   sin    sin  
2 2  2 2  4
 1   1   1
       f    T0  2       f    T0  4       f    T0  8
2 2 2 2 4 4 2 8

Communications & Signals Processing Lab. 33/45

1.6 SIGNALS SYSTEMS

1 1 1
x t   e  at cos  2 t  , a  , , and
2 4 8 the time at which x t  last crosses 0.1

The responseof some underdamped

systems to an impulsive input
 2 t 
e  at cos   u t 
 T 

The number of oscillations

before the response effectively dies out
1 1 1
  2 / T   i) a  ii ) a  iii ) a 
Q 2 4 8

 2a    2 / T    2    2 / T    2    2 / T    2 
Q   Q   Q  
 2a   2  0.5   2a   2 0.25   2a   2 0.125 
 2  4  8

Communications & Signals Processing Lab. 34/45

1.6 SIGNALS SYSTEMS

x  t   ei 2 t /16  ei 2 t /8 eix  cos x  i sin x

  2 t   2 t     2 t   2 t  
ei 2 t /16  ei 2 t /8  cos    i sin     cos    i sin  
  16   16     8   8 
  2 t   2 t     2 t   2 t  
  cos    cos     i sin    sin  
  16   8     16   8 
  3 t    t    3 t    t 
  2 cos   cos     i  2 sin   cos   
  16   16     16   16  
real(x) imag(x)

The fundamental period of x(t) :

eix  cos x  i sin x
1
ei 2 t /16  f 0  , T0  16
16  x t   ei 2 t /16  ei 2 t /8  T0  16
1
ei 2 t /8  f 0  , T0  8
8

Communications & Signals Processing Lab. 35/45

1.6 SIGNALS SYSTEMS

x t   e i 2 t /16
e i 2 t /8 eix  cos x  i sin x
  3 t    t    3 t    t 
ei 2 t /16  ei 2 t /8   2 cos   cos     i  2sin   cos   
  16   16     16   16  
real(x) imag(x)
1

magnitude of x t  : x t    real  x    imag  x   2

2 2

 
 imag  x  
phase of x t  : x t   tan 1  
 real  x  
Why is the phase plot discontinu-
ous?  3 t  t 
2sin cos    
 imag  x    16   16 
x  t   tan 1    tan
1

 real  x    3 t 
2 cos 
 t 
 cos  
 16   16 
  3 t    3 t  
 tan 1  tan        2n  1
  16    16  2
8
t  2n  1 : discontinuous
3

Communications & Signals Processing Lab. 36/45

1.7 SIGNALS SYSTEMS
Time shifting  g t   f t  t d 
Transformation for independent variables
Time shifting  g t   f t  td   a 1: c
Time scaling  g t   f at  
 a 1:
 a  1 : compressed
Time shifting  g t   f t  td  Time scaling  g t   f at   Time reversal  flip   g t   f  t 
 a  1 : expended
 a  1 : compressed
Time scaling  g t   f  at   Time reversal  flip   g t   f  t 
 a  1 : expended
Time reversal  flip   g t   f  t 

delayed by td compressed

expended
advanced by td

Communications & Signals Processing Lab. 37/45

1.7 SIGNALS SYSTEMS

f  t   t u t   u t  2  

Time shifting  g t   f t  td 
 a  1 : compressed
Time scaling  g t   f  at  
 a  1 : expended
Time reversal  flip   g t   f  t 

g1 t   f  t  : flipped
g 2 t   f t  1 : advanced by 1
g 3 t   f t  3 : delayed by 3
g 4 t   f  t  1 : flipped and delayed by 1
1
g5 t   f  2t  1 : compressed and flipped and delayed by
2

Communications & Signals Processing Lab. 38/45

1.8 SIGNALS SYSTEMS

Energy Power
a  t  a a  t  a
a 2
Ea   x t  dt , a0 Ea
a
Pa  , a0
2a

 2
E  lim Ea   x  t  dt P  lim Pa
a   a 

E x   and Px  0
* E x   and Px   : neither
E x   and Px  

Communications & Signals Processing Lab. 39/45

1.8 SIGNALS SYSTEMS

t  t 
x1 t   cos   , x2 t   sin   , x3 t   e i 2 t /3  e i t
 5  5

Communications & Signals Processing Lab. 40/45

1.8 SIGNALS SYSTEMS

t  t 
x1 t   cos   , x2 t   sin   , x3 t   e i 2 t /3  e i t
 5  5
a 2
Ea   x t  dt , a0
a
2
x  x  x* x * : the complex conjugate of x

e
e

se

s
s

ea
ea
ea
E  lim Ea

cr
cr

cr

in
in

in
a 

y
gy

rg
rg
er

e
e

en
en

en
2
a 2 a t  5  2 a 
E1   x1 t  dt   cos   dt  a  sin  
a a
 5 2  5  T1  10  a  T1 / 2  5 T2  10  a  T2 / 2  5 T3  6  a  T3 / 2  3
2
a 2 a t  5  2 a  5  2 5  5  2 5  12    3 
E2   x2 t  dt   sin   dt  a  sin   ET1 /2  5  sin   ET2 /2  5  sin   ET3 /2  4  3  sin  
a a
 5 2  5  2  5  2  5    3 
5 5  12
x t  dt   ei 2 t /3  e i t    e  i 2 t /3  e i t  dt
a 2 a
E3  
a 3 a 
E  lim  a 
5  2 a  
sin 
 5  2 a   E  lim 4 a  12 sin   a  
  E  lim  a  sin     a   
12   a  a 
 2  5  a 
 2  5    3 
 4a  sin    
  3  

Communications & Signals Processing Lab. 41/45

1.8 SIGNALS SYSTEMS

t  t 
x1 t   cos   , x2 t   sin   , x3 t   e i 2 t /3  e i t
 5  5

damped power damped power damped power Ea

Pa  , a0
2a
P  lim Pa
a 

1
ET1 /2 / T1  5 / 10 
2
1
E1 1 5  2 a  E2 1 5  2 a  6 a  ET2 /2 / T2  5 / 10 
P1    sin  P2    sin  P3  2  sin  2
 a  3 
 
2a 2 4 a  5  2a 2 4 a  5 
ET3 /2 / T3  12 / 6  2
P  lim P1 P  lim P2 P  lim P3
a  a 
a 
1 5  2 a   1 5  2 a    6   a 
 lim   sin    lim   sin   lim  2  sin  
a  2
 4 a  5   a 
 a  3 
a  2
 4 a  5 
1 1 2
  ET1 /2 / T1   ET2 /2 / T2  ET3 /2 / T3
2 2

Communications & Signals Processing Lab. 42/45

1.8 SIGNALS SYSTEMS

t  t 
x1 t   cos   , x2 t   sin   , x3 t   e i 2 t /3  e i t
 5  5

a 2
Ea   x t  dt , a0
a

real  x  of ximag 

2 2
x  x  x * ofx*x: the
magnitude x t   conjugate
t  :complex

E함수가
 limmagnitude
Ea
두 a 
phase of x t 때문에
는 같고
 imag x
phase 만 다르기 : x 같은 t  Power
tan 1 값을
 갖는다 .
 real  x  

E1 1 5  2 a  E2 1 5  2 a  1 5  2 a  
P1    sin   P2    sin   P1  P2    sin 
2a 2 4 a  5  2a 2 4 a  5  
 2 4 a  5  
P  lim P1 P  lim P2
a  1 5  2 a  
a    sin  
1 5  2 a   1 5  2 a    2 4 a  5 
 lim   sin    lim   sin 
a  2
 4 a  5   a  2 4 a  5 
 1

1 1 cos2 x  sin 2 x  1
  ET1 /2 / T1   ET2 /2 / T2
2 2

Communications & Signals Processing Lab. 43/45

CH.1 SIGNALS SYSTEMS

http://slideplayer.com/slide/6653387/

http://gajest.tistory.com/62

portal.changwon.ac.kr/homePost/download.do?postfileno=105091

Communications & Signals Processing Lab. 44/45

SIGNALS SYSTEMS

Ji-Hyeon Kim

45/45