Lecture 1 ELE 301: Signals and Systems

Prof. Paul Cu
Princeton University

Fall 2011-12

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Course Overview

Time-Series Representation of Signals Typically think of a signal as a time series, or a sequence of values in time
f(t)

Useful for saying what is happening at a particular time Not so useful for capturing the overall characteristics of the signal.

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Idea 1: Frequency Domain Representation of Signals

Represent signal as a combination of sinusoids
1 Amplitude 0 !1

0.1 sin(1t )
0 0.1 0.2 0.3 0.4 0.5 Time, t 0.6 0.7 0.8 0.9 1

1 Amplitude 0 !1

0.7 sin(2t )
0 0.1 0.2 0.3 0.4 0.5 Time, t 0.6 0.7 0.8 0.9 1

1 Amplitude 0 !1

0.2 sin(3t )
0 0.1 0.2 0.3 0.4 0.5 Time, t 0.6 0.7 0.8 0.9 1

1 Amplitude 0 !1

0.1

0.2

0.3

0.4

0.5 Time, t

0.6

0.7

0.8

0.9

f (t ) = 0.1 sin(1t ) + 0.7 sin(2t ) + 0.2 sin(3t )

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This example is mostly a sinusoid at frequency 2 , with small contributions from sinusoids at frequencies 1 and 3 .
Very simple representation (for this case). Not immediately obvious what the value is at any particular time.

Why use frequency domain representation?

Simpler for many types of signals (AM radio signal, for example) Many systems are easier to analyze from this perspective (Linear Systems). Reveals the fundamental characteristics of a system.

Rapidly becomes an alternate way of thinking about the world.

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Demonstration: Piano Chord

You are already a high sophisticated system for performing spectral analysis! Listen to the piano chord. You hear several notes being struck, and fading away. This is waveform is plotted below:
0.3 0.2 0.1 Amplitude 0 0.1 0.2 0.3 0.4 0 0.5 1 1.5 2 Time, seconds 2.5 3 3.5

0.2

0.1 Amplitude

0.1

0.2 0.7

0.71

0.72

0.73

0.74

0.75 0.76 Time, seconds

0.77

0.78

0.79

0.8

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The time series plot shows the time the chord starts, and its decay, but it is dicult tell what the notes are from the waveform. If we represent the waveform as a sum of sinusoids at dierent frequencies, and plot the amplitude at each frequency, the plot is much simpler to understand.
40 30 Magnitude

20

10

0 5000

4000

3000

2000

1000

0 1000 Frequency, Hz

2000

3000

4000

5000

40

30 Magnitude

20

10

500 Frequency, Hz

1000

1500

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Idea 2: Linear Systems are Easy to Analyze for Sinusoids

Example: We want to predict what will happen when we drive a car over a curb. The curb can be modelled as a step input. The dynamics of the car are governed by a set of dierential equations, which are hard to solve for an arbitrary input (this is a linear system).

Input: Curb

Car Dynamics Differential Equations Hard to Solve Directly

Output ?

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After transforming the input and the dierential equations into the frequency domain,
Input: Curb Car Dynamics Differential Equations Output

Frequency Domain Input

Transfer Function Easy to Solve, Multiplication

Frequency Domain Output Frequency Domain

Solving for the frequency domain output is easy. The time domain output is found by the inverse transform. We can predict what happens to the system.
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Idea 3: Frequency Domain Lets You Control Linear Systems

Often we want a system to do something in particular automatically

Airplane to y level Car to go at constant speed Room to remain at a constant temperature

This is not as trivial as you might think!

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Example: Controlling a cars speed. Applying more gas causes the car to speed up
gas Car speed

Normally you close the loop

gas Car speed

You

How can you do this automatically?

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Use feedback by comparing the measured speed to the requested speed:

requested error speed + k + -

gas Car

speed

This can easily do something you dont want or expect, and oscillate out of control. Frequency domain analysis explains why, and tells you how to design the system to do what you want.

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Course Outline

It is useful to represent signals as sums of sinusoids (the frequency domain) This is the correct domain to analyze linear time-invariant systems Linear feedback control, sampling, modulation, etc. What sort of signals and systems are we talking about?

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Signals
Typical think of signals in terms of communication and information
radio signal broadcast or cable TV audio electric voltage or current in a circuit

More generally, any physical or abstract quantity that can be measured, or inuences one that can be measured, can be thought of as a signal.
tension on bike brake cable roll rate of a spacecraft concentration of an enzyme in a cell the price of dollars in euros the federal decit

Very general concept.

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Systems
Typical systems take a signal and convert it into another signal,
radio receiver audio amplier modem microphone cell telephone cellular metabolism national and global economies

Internally, a system may contain many dierent types of signals. The systems perspective allows you to consider all of these together. In general, a system transforms input signals into output signals.

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Continuous and Discrete Time Signals

Most of the signals we will talk about are functions of time. There are many ways to classify signals. This class is organized according to whether the signals are continuous in time, or discrete. A continuous-time signal has values for all points in time in some (possibly innite) interval. A discrete time signal has values for only discrete points in time.
f(t)
f [n]

-4

-2

Signals can also be a function of space (images) or of space and time (video), and may be continuous or discrete in each dimension.
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Types of Systems
Systems are classied according to the types of input and output signals Continuous-time system has continuous-time inputs and outputs.
AM or FM radio Conventional (all mechanical) car

Discrete-time system has discrete-time inputs and outputs.

PC computer game Matlab Your mortgage

Hybrid systems are also very important (A/D, D/A converters).

You playing a game on a PC Modern cars with ECU (electronic control units) Most commercial and military aircraft

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Continuous Time Signals

Function of a time variable, something like t , , t1 . The entire signal is denoted as v , v (.), or v (t ), where t is a dummy variable. The value of the signal at a particular time is v (1.2), or v (t ), t = 2.

p(t), Pa

3 t, us

-1

Ultrasound Pulse

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Discrete Time Signals

Fundamentally, a discrete-time signal is sequence of samples, written x [n ] where n is an integer over some (possibly innite) interval. Often, at least conceptually, samples of a continuous time signal x [n] = x (nT ) where n is an integer, and T is the sampling period.
x[n]

-4

-2

Discrete time signals may not represent uniform time samples (NYSE closes, for example)
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Summary
A signal is a collection of data Systems act on signals (inputs and outputs) Mathematically, they are similar. A signal can be represented by a function. A system can be represented by a function (the domain is the space of input signals).

We focus on 1-dimensional signals. Our systems are not random.

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Signal Characteristics and Models

Operations on the time dependence of a signal
Time scaling Time reversal Time shift Combinations

Signal characteristics Periodic signals Complex signals Signals sizes Signal Energy and Power
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Amplitude Scaling
The scaled signal ax (t ) is x (t ) multiplied by the constant a
2 1 -2 -1 0
2

x(t )
1 2
-2 -1

1 0

2x(t )
1 2

The scaled signal ax [n] is x [n] multiplied by the constant a

2 1 -2 -1 0 1 2

x[n]

2 1

2x[n]

-2

-1

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Time Scaling, Continuous Time

A signal x (t ) is scaled in time by multiplying the time variable by a positive constant b , to produce x (bt ). A positive factor of b either expands (0 < b < 1) or compresses (b > 1) the signal in time.
b=1
2 1 -2 -1 0

x(t )
1 2

b=2
-2 -1

2 1 0

x(2t )
b = 1/2
2 1

x(t /2)
1 2 3

-3

-2

-1

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Time Scaling, Discrete Time

The discrete-time sequence x [n] is compressed in time by multiplying the index n by an integer k , to produce the time-scaled sequence x [nk ]. This extracts every k th sample of x [n]. Intermediate samples are lost. The sequence is shorter.

x[n]

y[n] = x[2n]

-4

-3

-2

-1

-2

-1

Called downsampling, or decimation.

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The discrete-time sequence x [n] is expanded in time by dividing the index n by an integer m, to produce the time-scaled sequence x [n/m]. This species every mth sample. The intermediate samples must be synthesized (set to zero, or interpolated). The sequence is longer.

x[n]

y[n] = x[n/2]

-2

-1

-4

-3

-2

-1

Called upsampling, or interpolation.

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Time Reversal
Continuous time: replace t with t , time reversed signal is x (t )
x(t )
x(t )
t
t

Discrete time: replace n with n, time reversed signal is x [n].

x[n]
x[n]
-2 0 2 4

-4

-4

-2

Same as time scaling, but with b = 1.

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Time Shift
For a continuous-time signal x (t ), and a time t1 > 0, Replacing t with t t1 gives a delayed signal x (t t1 ) Replacing t with t + t1 gives an advanced signal x (t + t1 )
2 1 -2 -1 0 2 1 2 -2 -1 0 2 1 0 1 2

x(t + 1)
1

x(t )
1 2

x(t 1) t
-2 -1

May seem counterintuitive. Think about where t t1 is zero.

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For a discrete time signal x [n], and an integer n1 > 0 x [n n1 ] is a delayed signal. x [n + n1 ] is an advanced signal. The delay or advance is an integer number of sample times.
2 1 -4 -3 -2 -1 0 1 2 3 4

x[n + 1]

2 1

x[n]

2 1

x[n 1]
2 3 4

-4 -3

-2

-1

0 1

-4 -3

-2

-1

0 1

Again, where is n n1 zero?

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Combinations of Operations
Time scaling, shifting, and reversal can all be combined. Operation can be performed in any order, but care is required. This will cause confusion. Example: x (2(t 1)) Scale rst, then shift Compress by 2, shift by 1
2 1 -2 -1 0 2 2 1 0 1 2

x(t )
1 2

x(2t ) t
-2 -1

1 0 1 2 -2

x(2(t 1)) t
-1

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Example x (2(t 1)), continued Shift rst, then scale Shift by 1, compress by 2
2 1 -2 -1 0 2 2

Incorrect

x(t )
1 2

x(t 1) t
-2 -1

1 0 1 2 -2

x(2(t 1)) t
-1

1 0 1 2

Shift rst, then scale Rewrite x (2(t 1)) = x (2t 2) Shift by 2, scale by 2
2 1 -2 -1 0

Correct
2
2

x(t )
1 2

x(t 2)
t
-2 -1

1 0 1 2 3
-2

x(2t 2)

1 0 1 2

-1

Where is 2(t 1) equal to zero?

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Try these yourselves ....

x(t )
-4 -2 0

t
1

x(t /2)
-4 -2 0

x(2(t + 2))

-4

-2

x(t + 1)
-4 -2 0

t
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ELE 301: Signals and Systems

Even and Odd Symmetry

An even signal is symmetric about the origin x (t ) = x (t ) An odd signal is antisymmetric about the origin x (t ) = x (t )

x(t ) = x(t )
-2 -1

1 0 1

Even
2

x(t ) = x(t ) t
-2 -1

1 0 1

Odd
2

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Any signal can be decomposed into even and odd components x e (t ) = xo (t ) = Check that xe (t ) = xe (t ), xo (t ) = xo (t ), and that xe (t ) + xo (t ) = x (t ). 1 [x (t ) + x (t )] 2 1 [x (t ) x (t )] . 2

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Example

x(t )
-1

2 1 0 2 1 1

2 1

x(t )
1

-1

0 2 1

-1

-1

1 xe(t ) = [x(t ) + x(t )] 2

1 xo(t ) = [x(t ) x(t )] 2

Same type of decomposition applies for discrete-time signals.

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The decomposition into even and odd components depends on the location of the origin. Shifting the signal changes the decomposition. Plot the even and odd components of the previous example, after shifting x (t ) by 1/2 to the right.

x(t )
-1

2 1 0 2 1 1

2 1

x(t )
1

-1

0 2 1

-1

-1

1 xe(t ) = [x(t ) + x(t )] 2

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1 xo(t ) = [x(t ) x(t )] 2

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ELE 301: Signals and Systems

Discrete Amplitude Signals

Discrete amplitude signals take on only a countable set of values. Example: Quantized signal (binary, xed point, oating point). A digital signal is a quantized discrete-time signal. Requires treatment as random process, not part of this course.

4 2 -2 -1 0 -2 1

x(t )
2

4 2

x[n]

-2

-1

0 -2

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Periodic Signals
Very important in this class. Continuous time signal is periodic if and only if there exists a T0 > 0 such that x (t + T0 ) = x (t ) for all t T0 is the period of x (t ) in time. A discrete-time signal is periodic if and only if there exists an integer N0 > 0 such that x [n + N0 ] = x [n] for all n

N0 is the period of x [n] in sample spacings. The smallest T0 or N0 is the fundamental period of the periodic signal.
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Example:

2 1 -2 -1 0 2 1 -2 -1 0 1 1

x(t )
2

x(t 1)
2

Shifting x (t ) by 1 time unit results in the same signal. Common periodic signals are sines and cosines
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Periodic Extension
Periodic signals can be generated by periodic extension by any segment of length one period T0 (or a multiple of the period).
One Period 2 1 -2 -1 0 2 Periodic Extension 1 -2 -1 0 1 2 1 2

x1(t ) t

x(t ) t

We will often take a signal that is dened only over an interval T0 and use periodic extension to make a periodic signal.
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Causal Signals
Causal signals are non-zero only for t 0 (starts at t = 0, or later)
2 Causal -2 -1 1 0 1 2

Noncausal signals are non-zero for some t < 0 (starts before t = 0)

Noncausal 1 0 1 2

-2

-1

Anticausal signals are non-zero only for t 0 (goes backward in time from t = 0)
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Complex Signals

So far, we have only considered real (or integer) valued signals. Signals can also be complex z (t ) = x (t ) + jy (t ) where x (t ) and y (t ) are each real valued signals, and j = Arises naturally in many problems
Convenient representation for sinusoids Communications Radar, sonar, ultrasound

1.

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Review of Complex Numbers

Complex number in Cartesian form: z = x + jy x = z , the real part of z y = z , the imaginary part of z x and y are also often called the in-phase and quadrature components of z . j = 1 (engineering notation) i = 1 (physics, chemistry, mathematics)

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Complex number in polar form: z = re j r is the modulus or magnitude of z is the angle or phase of z exp(j ) = cos + j sin

Im

z = x + jy

Im r

z = re j

Re
complex exponential of z = x + jy : e z = e x +jy = e x e jy = e x (cos y + j sin y )

Re

Know how to add, multiply, and divide complex numbers, and be able to go between representations easily.
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Signal Energy and Power

If i (t ) is the current through a resistor, then the energy dissipated in the resistor is
T

ER = lim This is energy in Joules.

T T

i 2 (t ) R dt

The signal energy for i (t ) is dened as the energy dissipated in a 1 resistor

T

Ei = lim

T T

i 2 (t )dt

The signal energy for a (possibly complex) signal x (t ) is

T

Ex = lim

T T

|x (t )|2 dt .

In most applications, this is not an actual energy (most signals arent actually applied to 1 resistor). The average of the signal energy over time is the signal power
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Properties of Energy and Power Signals

An energy signal x (t ) has zero power Px = 1 T 2T lim
T

|x (t )|2 dt
T Ex <

= 0 A power signal has innite energy

T

Ex

= =

T T

lim

|x (t )|2 dt
T

lim 2T

1 2T

|x (t )|2 dt = .
T Px >0

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Classify these signals as power or energy signals

2 1 -2 -1 0 1

et
2

2 1

t 1 2 t

t 2

2 t

cos(2 f t )

et sin(2 f t )

-2T

-T

2T

A bounded periodic signal. A bounded nite duration signal.

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