Signals and Systems Notes (Midterm)
Signals and Systems Notes (Midterm)
Lecture 1
Signals
A signal is a function of one or more variables that conveys information about some phenomenon.
𝑓(𝑡1 , 𝑡2 , … , 𝑡𝑛 ) each of {𝑡𝑘 } is called independent variable, and 𝑓 is the dependent variable
Signals are classified based on their dimensionality (how many independent variables they have) and
whether their variables are continuous or discrete.
Systems
A system is an entity that processes one or more input signals in order to produce one or more output
signals.
Systems are classified based on their number of inputs and outputs (single or multi) and the types of
signals they handle (continuous vs. discrete, analog vs. digital).
A signal can be thought of as a single function mapping inputs to outputs, while a system can be
thought of as an operator mapping an input function to an output function
Properties of Signals
Even and Odd Signals
Even
𝑥 (𝑡) = 𝑥 (−𝑡) for all 𝑡
Odd
𝑥 (𝑡) = −𝑥 (−𝑡) for all 𝑡
Geometrically even signals are symmetric about the y-axis, while odd signals are antisymmetric about
the x-axis.
*notice the
antisymmetry here
- the sum of functions of the same symmetry also has the same symmetry (e.g.
even function + even function = even function)
- The product of functions of the same symmetry is even (e.g. even × even = even
odd × odd = even )
- The product of functions of different symmetry is odd (e.g. even × odd = odd )
Periodic Signals
𝑥 = 𝑥 (𝑡 + 𝑇) for all 𝑡 and some constant 𝑇, 𝑇 > 0
i.e. the function is repeating for all 𝑡 for some constant interval (period) 𝑇
- The sum of two periodic signals 𝑥1 (𝑡), 𝑥2 (𝑡) is periodic if and only if the ratio of their
𝑇1
fundamental periods is a rational number.
𝑇2
Lecture 2
Properties of Signals cont.
Right-Sided Signals
𝑥 (𝑡) = 0 for all 𝑡 < 𝑡0 𝑡0 ∈ ℝ
Left-Sided Signals
𝑥 (𝑡) = 0 for all 𝑡 > 𝑡0 𝑡0 ∈ ℝ
*if 𝑡0 = 0 then the signal is said to be anticasual
A bounded signal is finite for all 𝑡 (i.e. it exists only within a certain range) ex. 𝑐𝑜𝑠 , 𝑠𝑖𝑛
This is why in the energy function an integral ∫ is involved (we are measuring the amount of work),
while in the power function the integral is taken over a limit lim∫ (we are measuring the rate of
change in area over the entire domain).
Independent- and Dependent-Variable Transformations
Transformations on a signal can be done on the time axis (x-axis) or the amplitude axis (y-axis). The
transformation itself is either a scaling or a shifting operation or a combination of the two.
Time Scaling
Amplitude Scaling
𝑦(𝑡) = 𝑎𝑥(𝑡) 𝑎∈ℝ
Amplitude Shifting
𝑦 = 𝑥 (𝑡) + 𝑏 𝑏∈ℝ
Combined Amplitude Scaling and shifting
𝑦(𝑡) = 𝑎𝑥 (𝑡) + 𝑏 𝑎, 𝑏 ∈ ℝ
Amplitude and time transformations have an opposite effect to each other, meaning that for example a
positive time scale 𝑦(𝑡) = 𝑥(2𝑡) would compress the signal along the time axis, while a positive time
scale 𝑦(𝑡) = 2𝑥(𝑡) would stretch the signal along the amplitude axis.
Lecture 3
Elementary Signals
Real Sinusoid
𝑥(𝑡) = 𝐴 cos(𝜔𝑡 + 𝜃) , 𝐴, 𝜔. 𝜃 ∈ ℝ
Real sinusoids are periodic with fundamental period and frequency
2𝜋
𝑇= 𝑓 = |𝜔 |
|𝜔 |
𝑥 (𝑡) = 𝐴𝑒 𝜆𝑡 𝐴, 𝜆 ∈ ℂ
Depending on the values of 𝐴, 𝜆 a complex exponential can exhibit different modes of behavior.
Real Exponentials
𝑥(𝑡) = 𝐴𝑒 𝜆𝑡 𝐴, 𝜆 ∈ ℝ
Has 3 distinct modes of behavior
Growth Decay
Complex Sinusoids
𝑥(𝑡) = 𝐴𝑒 𝑗𝜔𝑡 𝐴 ∈ ℂ, 𝜔 ∈ ℝ
Im (Imaginary) part
Re + Im 𝑗|𝐴|sin(𝜔𝑡 + 𝜃)
|𝐴|cos(𝜔𝑡 + 𝜃) + 𝑗|𝐴|sin(𝜔𝑡 + 𝜃)
Re (Real) part
|𝐴|cos(𝜔𝑡 + 𝜃)
𝑒 𝑖𝜃 = cos 𝜃 + 𝑖 sin 𝜃
The same expression can be formed for complex sinusoids
𝐴𝑒 𝑗𝜃 = 𝐴 cos 𝜃 + 𝑗𝐴 sin 𝜃
As well as an expression for real sinusoids
𝐴 𝑗(𝜔𝑡+𝜃)
A cos(𝜔𝑡 + 𝜃) = [𝑒 + 𝑒 −𝑗(𝜔𝑡+𝜃) ]
2
𝐴
A sin(𝜔𝑡 + 𝜃) = [𝑒 𝑗(𝜔𝑡+𝜃) − 𝑒 −𝑗(𝜔𝑡+𝜃) ]
2𝑗
Unit-Step Function
1 if 𝑡 ≥ 0 *value of 𝑢(0) doesn’t
𝑢(𝑡) = { have to be 1
0 otherwise
Rectangular Function
1 1
1 if − ≤𝑡≤ 1
*values other than ± 2
rect(𝑡) = { 2 2
can be used
0 otherwise
Triangular Function
1 − |𝑥| if |𝑥| < 1
𝑡𝑟𝑖 (𝑡) = {
0 otherwise
sinc(0) = 1
Unit-Impulse/Delta Function
𝛿(𝑡) = 0 for 𝑡 ≠ 0
∞
∫ 𝛿(𝑡) 𝑑𝑡 = 1
−∞
𝛿 is a limit of the rectangular function 𝑔𝜖 where the pulse width becomes infinitesimally small and the
pulse height becomes infinitely large, such that the integral of the function results in 1
Delta function properties
- Equivalence
𝑥 (𝑡)𝛿(𝑡 − 𝑡0 ) = 𝑥(𝑡0 )𝛿(𝑡 − 𝑡0 )
- Time Scaling
1
𝛿 (𝑎𝑡) = 𝛿(𝑡)
|𝑎 |
A rectangular step function can be represented using delta functions
1 if 𝑎 ≤ 𝑡 < 𝑎
x(𝑡) = {
0 otherwise
𝑥 (𝑡) = 𝛿(𝑡 − 𝑎) − 𝛿(𝑡 − 𝑏)
This way a formula with multiple cases can be collapsed into a single expression
Continuous-Time Systems
A system is described by
𝑦(𝑡) = 𝒯{𝑥(𝑡)}
𝑥 (𝑡) ⟶𝒯 𝑦(𝑡)
In block diagrams several systems may be connected to each other, there are two ways this can be
done
A system has memory if 𝑦(𝑡) at 𝑡0 is dependent on the value of 𝑥(𝑡) at any other time. i.e. if the
output depends on values of input from past or future
A system is causal if 𝑦(𝑡) at 𝑡0 is dependent on the value of 𝑥(𝑡) at 𝑡 ≤ 𝑡0 . i.e. if the output depends
on past input values
Invertibility
𝒯 −1
A system is invertible if its input can be uniquely determined from its output. i.e. there is only one
possible input for every output (no two inputs give the same output)
Bounded-Input Bounded-Output (BIBO) Stability
A system is BIBO stable if
|𝑥(𝑡)| ≤ 𝐴 < ∞ ⇒ |𝑦(𝑡)| ≤ 𝐴 < ∞ for all 𝑡
In a BIBO stable system every bounded input leads to a bounded output i.e. a finite input always
results in a finite output
Time Invariance
𝑥 (𝑡 − 𝑡0 ) ⟶𝒯 𝑦(𝑡 − 𝑡0 )
In time invariant systems, a time shift in input results in an identical time shift in the output. The
system’s behavior is unchanged with respect to time.
Linearity
Linearity means the relationship between input and output is a linear mapping
2.3 Given the signal x(t) shown in the figure below, plot and label each of the following signals:
Answer
(a) odd
𝑡 3 = −(−𝑡)3
(b) odd
𝑡 3 is odd, |𝑡| is even
even × odd = odd
(c) even
|𝑥| 𝑥∈ℝ is even ∴ |𝑡 3 | is even
(d) odd
sin 𝑥 𝑥 ∈ ℝ is odd, cos 𝑥 𝑥 ∈ ℝ is even
even × odd = odd
(e) neither even nor odd
(f) even
1 𝑡 1
[𝑒 + 𝑒 −𝑡 ] = [𝑒 −𝑡 + 𝑒 𝑡 ]
2 2
2.9 Determine whether each of the signals given below is periodic. If the signal is periodic, find its
fundamental period.
(a) 𝑥 (𝑡) = cos 2𝜋𝑡 + sin 5𝑡 ;
𝜋 2
(b) 𝑥(𝑡) = [cos (4𝑡 − 3 )] ;
Answer
2𝜋
(a) 𝑇1 of cos 2𝜋𝑡 = 1 𝑇2 of sin 5𝑡 = 5
𝑇1 1 5
= =
𝑇2 2𝜋 2𝜋
5
5
∉ ℚ (ℚ = the set of rational numbers)
2𝜋
∴ cos 2𝜋𝑡 + sin 5𝑡 is not periodic
(b) 𝑇 of cos(𝑡)2 = 𝜋
𝜋
𝑇 of cos(4𝑡 + 𝜃)2 =
4
𝜋 2 𝜋
[cos (4𝑡 − )] is periodic with fundamental period 𝑇 =
3 4
2.10 Evaluate the following integrals:
∞ 𝜋
(a) ∫−∞ sin (2𝑡 + ) 𝛿(𝑡) 𝑑𝑡;
4
𝑡
(b) ∫−∞[cos 𝜏]𝛿 (𝜏 + 𝜋) 𝑑𝜏;
𝑡
(e)∫−∞ 𝛿 (𝜏) 𝑑𝜏.
Answer
(a) using the rule:
∞
∫ 𝑥 (𝑡)𝛿 (𝑡) 𝑑𝑡 = 𝑥 (0)
−∞
∞
𝜋 𝜋
∫ sin (2𝑡 + ) 𝛿(𝑡) 𝑑𝑡 = sin (2(0) + )
−∞ 4 4
∞
𝜋 𝜋 1
∫ sin (2𝑡 + ) 𝛿 (𝑡) 𝑑𝑡 = sin =
−∞ 4 4 √2
(b) using the rule:
∞
∫ 𝑥 (𝑡)𝛿(𝑡 − 𝑡0 ) 𝑑𝑡 = 𝑥 (𝑡0 )
−∞
𝑡
∫ [cos 𝜏]𝛿(𝜏 + 𝜋) 𝑑𝜏 = cos 𝜋
−∞
𝑡
∫ [cos 𝜏]𝛿 (𝜏 + 𝜋) 𝑑𝜏 = −1 𝑡 > −𝜋
−∞
(e) using the definition of 𝛿
1 1 1
if − ≤𝑡≤
𝑔𝜖 (𝑡) = { 𝜖 𝜖 𝜖
0 otherwise
𝛿(𝑡) = lim 𝑔𝜖 (𝑡)
𝜖→0
Answer
(a) using the definition for stability:
|𝑥(𝑡)| ≤ 𝐴 < ∞ ⇒ |𝑦(𝑡)| ≤ 𝐴 < ∞ for all 𝑡
suppose |𝑥(𝜏)| ≤ 𝐴 < ∞
𝑡+1
|∫ 𝑥 (𝜏) 𝑑𝜏| ≤ 𝐴 < ∞
𝑡
𝑏 𝑏
since |∫ 𝑓(𝑥) 𝑑𝑥 | ≤ ∫ |𝑓(𝑥)| 𝑑𝑥
𝑎 𝑎
𝑡+1 𝑡+1
|∫ 𝑥 (𝜏) 𝑑𝜏| ≤ ∫ |𝑥 (𝜏)| 𝑑𝜏 < ∞
𝑡 𝑡
𝑡+1
∴ 𝑦(𝑡) = ∫ 𝑥 (𝜏) 𝑑𝜏 is BIBO stable
𝑡
2.19 Given the signals 𝑥1 (𝑡) and 𝑥2 (𝑡) shown in the figures below, express 𝑥2 (𝑡) in terms of 𝑥1 (𝑡).
Answer
𝑥2 (𝑡) = 𝑥1 (−4𝑡 − 1)
2.21 For the system shown in the figure below, express the output 𝑦(𝑡) in terms of the input 𝑥(𝑡) and
the transformations 𝑇1 , 𝑇2 , . . . , 𝑇5 .
Answer
Computing Convolutions
∞
𝑦(𝑡) = 𝑥 (𝑡) ∗ ℎ(𝑡) = ∫ 𝑤1 (𝜏)𝑑𝜏
−∞
𝑤1 (𝜏) = 𝑥 (𝜏)ℎ(𝑡 − 𝜏)
1. Plot 𝑥 (𝜏) and ℎ(𝑡 − 𝜏) as a function of 𝜏
2. Consider an arbitrarily large negative value for t. This will result in ℎ(𝑡 − 𝜏) being shifted
very far to the left
3. Write a mathematical expression for 𝑤1 (𝜏)
4. Increase 𝑡 until 𝑤1 (𝜏) changes form, keeping track of the interval where the expression was
valid
5. Repeat steps 3 and 4 until 𝑡 is an arbitrarily large positive number
6. For each interval defined, integrate 𝑤1 (𝜏) to find an expression for 𝑦(𝑡) in that interval
7. Combine the intervals to obtain a value for 𝑦(𝑡)
𝑥(𝑡) ∗ ℎ(𝑡)
𝑥(𝑡) ≜ ∑ 𝑥0 (𝑡 − 𝑘𝑇)
𝑘=−∞
Using this property we can express any signal 𝑥(𝑡) using an expression containing the impulse/delta
function
LTI Systems
Impulse Response
Impulse response is a systems response to the unit-impulse function as input
ℎ(𝑡) = 𝒯{𝛿(𝑡)]
The behavior of an LTI system is completely characterized by its impulse response, if the impulse
response of a system is known, we van determine the response of the system to any input.
𝑦(𝑡) = 𝒯{𝑥(𝑡)}
𝑦(𝑡) = 𝑥 (𝑡) ∗ ℎ(𝑡)
Step Response
Step response is the response of a system to a unit-step function as input
𝑠(𝑡) = 𝑢 (𝑡) ∗ ℎ(𝑡)
𝑡
𝑠(𝑡) = ∫ ℎ(𝜏) 𝑑𝜏
−∞