Signals and Systems-I PDF
Signals and Systems-I PDF
Signals and Systems-I PDF
BOOKS
[1] Simon Haykin and Barry Van Veen, “Signals and Systems”, John Wiley & Sons.
[2] Alan V. Oppenheim, Alan S. Willsky, with S. Hamid, S. Hamid Nawab, “Signals
and Systems”, PHI.
[3] Hwei Hsu, “Signals and Systems”, Schaum's Outline TMH
[4] Edward w. Kamen and Bonnie s. Heck, “Fundamentals of Signals & systems using
Web and MATLAB”,
***
Contents
Lecture 1- Introduction of Signals and system
Lecture 21- Fourier Transform representation for Periodic and discrete time Signals
Lecture 25- Fourier Series representation for finite duration Nonperiodic signals.
Lecture 26- Modulation Types and Benefits
What is a Signal ?
What is a System ?
The examples of other systems are control systems, biomedical signal processing
system, audio system, remote sensing system, microelectro mechanical system etc.
Time
Multidimensional signal: Signals can be functions
of more than one variable, e.g., image signals (2D),
Colour image (3D), etc.
Classification of signals
Broadly we classify signals as:
1
1. Continuous-time signal: A signal x(t), is
said to be continuous-time signal if it is
defined for all time t, where t is a
real-valued variable denoting time. t
Ex: x(t) = e-3tu(t)
Figure: Illustrations of odd and even functions. (a) Even; (b) Odd; (c) Neither.
Decomposition Theorem
Every continuous-time signal x(t) can be expressed as:
x(t) = 𝑦 𝑡 + 𝑧 𝑡
A continuous time signal x(t) is periodic if there is a constant T > 0, such that
x(t) = x(t + T ), for all t
A discrete time signal x[n] is periodic if there is an integer constant N > 0, such that
x[n] = x[n + N ], for all n
Signals do not satisfy the periodicity conditions are called non-periodic signals.
Note: The smallest value of T (N) that satisfies the above equations is called fundamental period
Example: Determine the fundamental period of the following signals:
(a) ej3πt/5
(b) ej3πn/5
Solution:
(a) Let x(t) = ej3πt/5 . If x(t) is a periodic signal, then there exists T > 0
such that x(t) = x(t + T ). Therefore,
x(t) = x(t + T )
j3πt/5 j3π(t+T)/5
⇒e =e
j3πT/5
⇒1=e
j2kπ j3πT/5
⇒e =e
10
⇒T= 3
(k = 1)
(b) L et x[n] = ej3πn/5 . If x[n] is a periodic signal, then there exists an integer N > 0
such that x[n] = x[n + N ]. So,
x[n] = x[n + N ]
j3πn/5 j3π(n+N)/5
⇒e =e
j3πN/5
⇒ 1=e
j3πN/5
⇒ ej2kπ = e
⇒ T = 10 (k = 3)
4. Energy signals and power signals:
∞
= lim 𝑥 2 𝑡 𝑑𝑡
𝑛→∞ −∞
𝑇/2
1
𝑃 = lim 𝑥 2 𝑡 𝑑𝑡
𝑇→∞ 𝑇 −𝑇/2
From above equation, we readily see that the time-averaged power of a periodic signal
x(t) of fundamental period T is given by
𝑇/2
1
𝑃= 𝑥 2 𝑡 𝑑𝑡
𝑇 −𝑇/2
The square root of the average power P is called the root mean-square (rms) value of the
periodic signal x( t).
In the case of a discrete-time signal x[n], the integrals in above equations are replaced by
corresponding sums. Thus, the total energy of x[ n] is defined by
∞
𝐸= 𝑥 2 [𝑛]
𝑛 =−∞
and its average power is defined by
𝑁
1
𝑃 = lim 𝑥 2 [𝑛]
𝑛→∞ 2𝑁 + 1
𝑛=−𝑁
A signal is referred to an energy signal if and only if the total energy is finite .i.e.,
0<E<∞
A signal is referred to an power signal if and only if the average power is finite .i.e.,
0<P<∞
Note: Energy signal has zero time average power and power signal has infinite energy.
Example: x(n) = (- 0.5) nu[n]
Solution:
∞ 2 ∞ 𝑛 1 4
𝐸= 𝑛=−∞ 𝑥 [𝑛] = 𝑛=0 0.25 = 1−0.25
= 3
<∞
1 𝑁 2 1 𝑁 𝑛 1 𝑁 𝑛
𝑃 = lim𝑛→∞ 2𝑁+1 𝑛=−𝑁 𝑥 [𝑛] = lim𝑛 →∞ 2𝑁+1 𝑛=0 0.25 = 2∞+1 𝑛=0 0.25 =0
The deterministic signal is a signal about which there is no uncertainty with respect to
its value at any time. The deterministic signals may be modeled as completely specified
function of time.
Example: x(t) = cos2(2πt)
A random signal is a signal about which there is uncertainty before it occurs.
Example: The electrical noise generated in the amplifier of a radio or television
receiver.
Time Shift
For any t0 and n0 , time shift is an operation defined as
x(t) → x(t - t0 )
x[n] → x[n -n0].
If t0 > 0, the time shift is known as “delay”. If t0 < 0, the time shift is known
as “advance”.
Example. In Fig. gi ven below, the left image shows a continuous-time signal
x(t). A time- shifted version x(t - 2) is shown in the right image.
Time Reversal
Time reversal is defined as x(t) → x(-t)
x[n] → x[-n],
Time Scaling
Time scaling is the operation where the time variable t is multiplied by a constant a:
x(t) → x(at), a>0
If a > 1, the time scale of the resultant signal is “decimated” (speed up).
If 0 < a < 1,
the time scale of the resultant signal is “expanded” (slowed down).
Expansion is defined as
𝑛
x[ 𝐿 ] , n = integer multiple of L
yE [n] =
0, otherwise.
Combination of Operations
Generally, linear operation (in time) on a signal x(t) can be expressed as
y(t) = x(at-b). The recommended method is “Shift, then Scale”.
Amplitude scaling:
Let x(t) denote a continuous time signal
By amplitude scaling, we get y(t) = cx(t)
Where, c is the scaling factor.
Example: An electronic amplifier, a device that performs amplitude scaling.
For discrete time signal y[n] = cx[n]
Amplitude addition:
Let x1(t) and x2(t) is a pair of continuous time signal
By adding these two signals, we get y(t) = x1(t) + x2(t)
Example: An audio mixture
For discrete time signal, y[n] = x1[n] + x2[n]
Amplitude multiplication:
Let x1(t) and x2(t) is a pair of continuous time signal
By multiplying these two signals, we get y(t) = x1(t) x2(t)
Example: An AM radio signal, in which
x1(t) is an audio signal
x2(t) is an sinusoidal carrier wave
For discrete time signal, y[n] = x 1[n] x2[n]
Differentiation:
𝑑
y(t) 𝑑𝑡 𝑥(𝑡)
𝑑
Example: Voltage across an inductor L v(t) 𝑑𝑡 𝑖(𝑡)
Integration:
𝑡
y(t)= −∞
𝑥 𝜏 𝑑𝜏
1 𝑡
Example: Voltage across a capacitor C y(t)= 𝐶 −∞
𝑖 𝜏 𝑑𝜏
Elementary Signals
Several elementary signals feature prominently in the study of signals and systems. These are
exponential and sinusoidal signals, the step function, the impulse function, and the ramp
function, all of which serve as building blocks for the construction of more complex signals
Exponential Signals
Impulse functions
1, n=0
δ [n] =
0, n≠0
The continuous-time version of the unit impulse is defined by the following pair of relations:
δ (t)
δ (t) = 0 for t ≠ 0
∞ 1
and −∞
𝛿 𝑡 𝑑𝑡 = 1
0 t
Above equation says that the impulse δ (t) is zero everywhere except at the origin. Equation says that
the total area under the unit impulse is unity. The impulse δ (t) is also referred to as the Dirac delta
function.
Step function:
The discrete-time version of the unit- step function is defined by:
1, t>0
The continuous-time version of the unit- step function is defined by: u(t) =
0, t<0
Ramp function:
The integral of the step function u(t) is a ramp function of unit slope.
n, n≥0
The discrete-time version of the unit- ramp function is defined by: r[n] = 0, n<0
Introduction to Systems
H = Hx(t) T = Tx(n)
Properties of systems: (Classification of systems):
Causal: A system is said to be causal if the present value of output signal depends
only on the present or past values of the input signal. A causal system is also known as
physical or non-anticipative system.
1
Example:1. The moving average system given by y(n)= 3 (x[n]+x[n-1]+x[n-2])
2. y(t) = x(t)cos 6t
Note: i) Any practical system that operates in real time must necessarily be causal.
ii) All static systems are causal.
Example 1.
The system y(t) = sin[x(t)] is time-invariant
Proof. Let us consider a time-shifted signal x1 (t) = x(t - tO ). Correspondingly, we let y1 (t) be
the output of x1 (t). Therefore,
Now, we have to check whether y1 (t) = y(t - tO ). To show this, we note that
Time variant: A system is time-variant if its input –output characteristic changes with time.
Example 2:
The system y[n] = nx[n] is time-variant.
Linear system: A system is said to be linear if it satisfies two properties i.e.; superposition &
homogeneity.
Superposition: It states that the response of the system to a weighted sum of signals
be equal to the corresponding weighted sum of responses (Outputs of the system to
each of the individual input signal.
For an input x(t) = x1(t), the output y(t) = y1(t)
and input x(t) = x2(t), the output y(t) = y2(t)
then, the system is linear if & only if
T [a1x1(t) + a2x2(t)] = a1T [x1(t)] + a2T [x2(t)]
Homogeneity: If the input x(t) is scaled by a constant factor „a‟, then the output y(t) is also scaled by
exactly the same constant factor „a‟.
Example 2.
The system y[n] = (x[2n])2 is not linear. To see this, let‟s consider the signal
where y1 [n] = (x1 [2n]) and y2 [n] = (x2 [2n])2 . We want to see whether y[n] =
2
However,
y[n] = (x[2n])2 = (ax1 [2n] + bx2 [2n])2 = a2 (x1 [2n])2 + b2 (x2 [2n])2 + 2abx1 [n]x2 [n].
A system is said to be invertible if the input of the system can be recovered from the
output.
Let the set of operations needed to recover the input represents the second system
which is connected in cascade with the given system such that the output signal of the
second system is equal to the input applied to the given system.
Let H the continuous time system
x(t) input signal to the system
y(t) output signal of the system
Hinv the second continuous time system
H Hinv = I
The system whose output is equal to the input is an identity system. The operator Hinv must satisfy the
above condition for H to be an invertible system. Cascading a system, with its inverse system, result in an
identity system.
Example:
An inductor is described by the relation
1 𝑡
y(t) = 𝐿 −∞
𝑥(𝜏)𝑑𝜏 is an invertible system
Linear time invariant (LTI) systems are good models for many real-life systems, and they have
properties that lead to a very powerful and effective theory for analyzing their behavior. The LTI
systems can be studied through its characteristic function, called the impulse response. Further, any
arbitrary input signal can be decomposed and represented as a weighted sum of unit sample sequences.
As a consequence of the linearity and time invariance properties of the system, the response of the
system to any arbitrary input signal can be expressed in terms of the unit sample response of the
system. The general form of the expression that relates the unit sample response of the system and the
arbitrary input signal to the output signal, called the convolution sum, is also derived.
●●● ●●●
Figure 1.13: Representing of a signal x[n] using a train of impulses δ[n - k].
The sample x(0) can be obtained by multiplying x(0), the magnitude, with unit impulse
δ(n)
𝑥(0), 𝑛=0
i.e., x[n] δ[n] = 𝑛≠0
0,
Similarly, the sample x(-3) can be obtained as shown in the figure.
𝑥(−3), 𝑛=−3
i.e., x[-3] δ[n+3] =
0, 𝑛≠−3
In the same way we can get the sequence x[n] by summing all the shifted and scaled
impulse function
i.e., x[n] = …. x[-3] δ[n+3] + x[-2] δ[n+2] + …. + x[0] δ[n] + ….+ x[4 ] δ[n-4]…
∞
= 𝑘=−∞ 𝑥 𝑘 𝛿(𝑛 − 𝑘)
x[n] y[n]=T[x[n]]
T
If the input to the system is the unit impulse i.e., x[n] = δ[n], then the output of the
system is known as impulse response represented by h[n] where
h[n] = T [δ[n]]
Response of LTI system to arbitrary inputs: The convolution sum
From the above discussion, we get the response of an LTI system to an unit impulse as
the impulse response h[n] i.e.,
δ[n] h[n]
δ[n-k] h[n-k], by time invariant property
x(k)δ[n-k] x(k)h[n-k], by homogeneity principle
∞ ∞
𝑘=−∞ 𝑥(𝑘)𝛿[𝑛 − 𝑘] 𝑘=−∞ 𝑥(𝑘)ℎ[𝑛 − 𝑘], by super position
As we know the arbitrary input signal is a weighted sum of impulse, the LHS = x[n]
having a response in RHS = y[n] known as convolution summation.
i.e., x[n] y[n]
In other words, given a signal x[n] and the impulse response of an LTI system
h[n], the convolution between x[n] and h[n] is defined as
𝑦[𝑛] = 𝑥(𝑘)ℎ[𝑛 − 𝑘]
𝑘=−∞
Properties of convolution:
The following “standard” properties can be proved easily:
1. Commutative: x[n] ∗ h[n] = h[n] ∗ x[n]
2. Shift 4. Summation
Example1: Consider the signal x[n] and the impulse response h[n] shown below.
Let‟s compute the output y[n] one by one. First, consider y[0]:
∞ ∞
𝑦[𝑜] = 𝑥 𝑘 ℎ [ 0 − 𝑘] = 𝑥 𝑘 ℎ[−𝑘] = 1
𝑘 =−∞ 𝑘 =−∞
∞
Note that h[-k] is the flipped version of h[k], and 𝑘=−∞ 𝑥 𝑘 ℎ[−𝑘] = 1 is the multiply-
add between x[k] and h[-k].
To calculate y[l], we flip h[k] to get h[-k], shift h[-k] go get h[l-k], and multiply-add
∞
to get 𝑘=−∞ 𝑥 𝑘 ℎ[1 − 𝑘] . Therefore
∞ ∞
System Properties
With the notion of convolution, we can now proceed to discuss the system
properties in terms of impulse responses.
Memoryless
A system is memoryless if the output depends on the current input only. An
equivalent statement using the impulse response h[n] is that:
Causal
Stable
An LTI system is stable if and only if
∞
ℎ[𝑘] < ∞
𝑘=−∞
∞
Proof: Suppose that 𝑘=−∞ ℎ[𝑘] < ∞. For any bounded signal |x[n]| ≤ B, the output is
|𝑦[𝑛]| ≤ 𝑥[𝑘]ℎ[𝑛 − 𝑘]
𝑘=−∞
≤ 𝐵. |ℎ[𝑛 − 𝑘]|
𝑘=−∞
Example: The continuous-time convolution also follows the three step rule: flip, shift,
multiply- add. Let us consider the signal x(t) = e-at u(t) for a > 0, and impulse response
h(t) = u(t). The output y(t) is
Case A: t > 0:
∞
𝑦 𝑡 = 𝑥 𝜏 ℎ 𝑡 − 𝜏 𝑑𝜏
−∞
∞
= 𝑒 −𝑎𝑟 𝑢(𝜏) 𝑢 𝑡 − 𝜏
−∞
𝑡
= 𝑒 −𝑎𝑟 𝑑𝜏
0
1
=
−𝑎
[1-e-at]
Case B: t ≤ 0:
y(t) = 0.
Therefore,
1
𝑦 𝑡 = 𝑎 [1 − 𝑒 −𝑎𝑡 ]u(t)
Properties of CT Convolution
The following properties can be proved easily:
1. Commutative: x(t) ∗ h(t) = h(t) ∗ x(t)
2. Associative: x(t) ∗ (h1 (t) ∗ h2 (t)) = (x(t) ∗ h1 (t)) ∗ h2 (t)
3. Distributive: x(t) ∗ [h1 (t) + h2 (t)] = [x(t) ∗ h1 (t)] + [x(t) ∗ h2 (t)]
Memoryless.
An LTI system is memoryless if and only if
h(t) = aδ(t), for some a
Invertible.
An LTI system is invertible if and only if there exist g(t) such that
h(t) ∗ g(t) = δ(t).
Causal.
A system is causal if and only if
1. Parallel connection of LTI System: Consider two LTI systems with impulse
responses h1(t)and h2(t) connected in parallel as shown in the figure below. The output
of this connections of systems, y(t), is the sum of the outputs of the two systems i.e.,
Fig: Parallel interconnection of two LTI system & its equivalent systems
2. Cascade connection of LTI System: Consider the cascade connection of two LTI
systems as shown in the figure. The output of this connection of systems
Step response: Step input response are often used to characterize the response of an
LTI system to sudden changes in the input. It is defined as the output due to a unit step
input signal.
Let h[n] be the impulse response of a discrete-time LTI system and s[n] be the step
response.
Then, s[n] = h[n] ∗ u[n]
∞
= 𝑘 =−∞ ℎ[𝑘]𝑢[𝑛 − 𝑘]
𝑠[𝑛] = ℎ[𝑘]
𝑘=−∞
i.e., the step response is the running sum of the impulse response. Similarly, the
step response s(t) of a continuous-time system is expressed as the running
integral of the impulse response:
𝑡
𝑠 𝑡 = ℎ 𝜏 𝑑𝜏
−∞
Note: These relationships may be inverted to express the impulse response in terms of
the step response as
𝑑
and, h(t) = 𝑠(𝑡)
𝑑𝑡
Fourier Representations for Signals
𝑦[𝑛] = ℎ[𝑘]𝑥[𝑛 − 𝑘]
𝑘=−∞
∞
= H(𝑒 𝑗𝛺 )𝑒 𝑗𝛺𝑛
Where we have defined
∞
𝑗𝛺
𝐻(𝑒 ) = ℎ[𝑘] 𝑒 −𝑗𝛺𝑘
𝑘=−∞
Hence, the output of the system is a complex sinusoid of the same frequency as the input,
multiplied by the complex number 𝐻(𝑒 𝑗𝛺 ) . The relationship is shown in figure below:
The complex scaling factor 𝐻(𝑒 𝑗𝛺 ) is not a function of time n, but only is a function of
frequency Ω and is termed the frequency response of the discrete-time system.
The results obtained for continuous-time LTI system is similar to the above.
jωt
Let the impulse response of such a system be h(t) and the input be x(t) = e . Then the
convolution integral gives the output as
Where we define,
The above equation is referred to as frequency response of the continuous time system.
Writing the complex valued frequency response H(jω) in polar form
H(jω) = |H(jω)|e jυ
Where,
|H(jω)| => magnitude response
And, φ => phase response = arg{H(jω)}
Example: The impulse response of the system given the figure below is
Find an expression for the frequency response and plot the magnitude and phase response.
Definition: For an LTI system, if the output is a scaled version of its input, then the
input function is called an eigenfunction of the system. The scaling factor is called the
eigenvalue of the system.
We take the complex sinusoid ψ(t) = e jωt is an eigenfunction of the LTI system H
associated with the eigenvalue λ = H(jω), because ψ satisfies an eigenvalue problem
described by
H{ψ(t)} = λψ (t)
The effect of the system on an eigenfunction input signal is scalar multiplication. The
output is given by the product of the input and a complex number. This eigen
representation is shown in the figure below.
Continuous-time periodic signals are represented by the Fourier series (FS). We may write
the FS of a signal x(t) with fundamental period T and fundamental frequency ω0 = 2π/T, as
Where,
are the FS coefficient of the signal x(t). We say that x(t) and X[k] are an FS pair and denote
this relationship as
Solution: Time period T = 4, So, ω0 = 2π/4 = π/2. We may write FS of a signal x(t) is,
Equating each term in this expansion to the terms in equation of x(t) gives the FS
coefficient:
Example: Find the time domain signal x(t) corresponding to the FS coefficient
Solution: Substituting the values given for X[k] and ω0 = 2π/2 = π into equation x(t) gives
Discrete-time periodic signals are represented by the discrete-time Fourier series (DTFS).
We may write the DTFS of a signal x[n] with fundamental period N and fundamental
frequency Ω0 = 2π/N, as
Where
Are the DTFS coefficient of the signal x[n].We say that x[n] and X[k] are a DTFS pair and
denote this relationship as
The DTFS coefficients are known as the frequency-domain representation of x[n], because
each DTFS coefficient is associated with a complex sinusoid of different frequency.
Solution: The signal has a period N = 5, so Ω0 = 2π/5. As the signal also has odd symmetry,
it can be sum over n =-2 to n =2 in the equation and we get,
From the above equation, we identify one period of DTFS coefficients X[k], k=2 to k=-2, in
rectangular and polar coordinates as
Solution: Time period N=6.We expand the cosine by using Euler‟s formula as
Now comparing with the DTFS equation with Ω0= 2π/6=π/3, written by summing from
k= -2 to 3
Example: Determine the time signal x[n] from the DTFS coefficients given in figure below
Where,
∞
0
𝑒 −𝑎𝑡 𝑑𝑡 = ∞ , a ≤ 0
Converting to polar form, the magnitude and phase of X(jω) are respectively given by
and
Solution: The rectangular pulse x(t) is absolutely integrable, provided that T0 < ∞. So we
have
For ω = 0, the integral simplifies to 2T0. L‟Hospital‟s rule straightforwardly shows that
2
lim sin 𝜔𝑇0 = 2𝑇0
𝜔 →0 𝜔
With the understanding that the value at ω = 0 is obtained by evaluating a limit. In this case
X(jω) is real and is shown in the figure below.
The magnitude spectrum is
Example: Find the inverse FT of the rectangular spectrum (figure below) given by
or
The value at t = 0 is obtained as a limit. The x(t) is shown in the following diagram.
Where
is the DTFT of the signal x[n]. As X(ej Ω) and x[n] are a DTFT pair, we can write
.
The transform X(ej Ω) describes the signal x[n] as a function of a sinusoidal frequency Ω
and is called the frequency-domain representation of x[n]. The equation for x[n] is usually
called the inverse DTFT, as it maps the frequency-domain representation back into the
time-domain.
If
∞
𝑥[𝑛] < ∞
𝑛=−∞
i.e.; if x[n] is absolutely summable, then the sum in eqn. X(ej Ω) converges uniformly to a
continuous function of ω.
This sum diverges for |α| ≥ 1. For |α| ≤ 1, we have the convergent geometric series
If α is real valued, the denominator of the above equation may be expanded. Using Euler‟s
formula, we get
From this form, we see that the magnitude and phase spectra are given by
and
, respectively.
The magnitude and phase spectra for α = 0.5 and α = 0.9 are shown in the figure below.
The magnitude is given and the phase is odd and both are 2π periodic.
Inverse DTFT
For n = 0, the integrand is unity and we have x[0]=W/π. Using L‟Hopital‟s rule, we can
easily show that
1. Linearity:
All four Fourier representations satisfy the linearity property.
In these relationships, we assume that the upper case symbol denotes the Fourier
representation of the corresponding lower case symbol.
2. Symmetry:
3. Convolution:
a) Convolution of nonperiodic signal: Convolution of two signals h(t) & x(t) in the
time domain corresponds to multiplication of their FT, H(jω) & X(jω) in frequency
domain.
A similar property holds for convolution of discrete time non-periodic signal .If
DTFT DTFT
x[n] X(ejΩ) and h[n] H(ejΩ),then
DTFT
y[n] = x[n]∗ ℎ[𝑛] Y (ejΩ) = X (ejΩ) H(ejΩ)
Substituting the FS representation of z(t) into the convolution integral leads to the
property
Similarly in DTFS
5) Time Shift:
Let z(t) = x(t-t0) be a time –shifted version of x(t). The goal is to relate the FT of z(t)
to the FT of x(t)
Multiplication property:
Scaling properties:
Let us consider the effect of scaling the time variable on the frequency-domain
representation of a signal. Beginning with the FT, let z(t) = x(at), where a is a constant. By
definition, we have
Scaling the signal in time introduces the inverse scaling in the frequency-domain
representation and an amplitude change, as shown in the given figure:
Parseval Relationships:
It states that the energy or power in the time-domain representation of a signal is equal
to the energy or power in the frequency-domain representation. So the energy and
power are conserved in the Fourier representation.
The energy in a continuous-time non-periodic signal is
∞
𝑊𝑥 = |𝑥 𝑡 |2 𝑑𝑡
−∞
Where it is assumed that x(t) may be complex valued general. As |x(t)|2 = x(t) x(٭t),
taking the conjugate of both sides of Eq, we may express x(٭t) in terms of its FT X(jω)
as
Observing that the integral inside the braces is the FT of x(t), we obtain
Hence, the energy in the time-domain representation of the signal is equal to the energy
in the frequency-domain representation, normalized by 2π. The quantity |X(jω)|2 plotted
against ω is known as energy spectrum of the signal.
Analogous results hold for the periodic signal is known as power density spectrum of
the signal.
The other three representations are summarized in the table below:
Duality:
In this chapter, we observed a consistent symmetry between the time and frequency
domain representations of signals. For example, a rectangular pulse in either time or
frequency corresponds to a sinc function in either frequency or time, as shown in the
figure below.
Neither FT nor DTFT converges for periodic signals. However, by incorporating impulses
into the FT & DTFT in the appropriate manner, we may develop FT & DTFT
representations of such signals.
Relating FT to FS:
𝑥 𝑡 = 𝑋[𝑘]𝑒 𝑗𝑘𝑡 𝜔 0
𝑘=−∞
Thus the FT of a periodic signal is a series of impulses spaced by the fundamental frequency
ω0. The kth impulse has strength 2πX(k) , where X(k) is the kth FS coefficient.
The shape of X(jω) is identical to that of X(k). The FT obtained from the FS by placing
impulses at integer multiples of ω0 and weighing them by 2π times the corresponding FS
coefficient.
Given an FT consisting of impulses that are uniformly spaced in ω, we obtain the
corresponding FS coefficients by dividing the impulse strengths by 2π.
Fig: FS and FT representation of periodic continuous-time signals
The inverse DTFT of a frequency shifted impulse is a discrete-time complex sinusoid. The
DTFT is a 2π periodic function of frequency. So we may express a frequency shifted
impulse either by expressing one period such as
Or, by using an infinite series of shifted impulses, separated by an interval of 2π, to obtain
the 2π periodic function
The inverse DTFT equation is evaluated by means of the shifting property of the impulse
function. We have
Hence we identify the complex sinusoid and the frequency shifted impulse as a DTFT pair
using linearity property and substituting the above equation in equation of x[n], we get
DTFT of periodic signal x[n]
Since DTFT is 2π periodic, it follows that, DTFT of x[n] consists of a set of N impulses of
strength 2πX(k),k=0,1,2…….,N-1.
Given the DTFS coefficient and the fundamental frequency Ω0, we obtain the DTFT
representation by placing impulses at integer multiples of Ω0 and weighting them by 2π
times the corresponding DTFS coefficient.
Fig: DTFS & DTFT representation of a periodic discrete-time signal
Relating FT to DTFT:
Hence,
The discrete-signal has values x[n], while the corresponding continuous time signal consists
of a series of impulses separated by Ts, with nth impulse having strength x[n]. The DTFT
X(ejΩ) is 2π periodic in Ω, while the FT Xδ(jω) is 2π / Ts periodic in ω.
Relating FT to DTFS:
We can write
DTFS coefficients X[k] are N-periodic function, which implies that Xδ(jω) is periodic with
period NΩ0 /Ts = 2π / Ts.
Continuous time representation of discrete-time signal as derived in previous chapter
Sampling:
Since
So we may write
Where
- The above eqn. implies that we may mathematically represent the sample signal as
the product of original continuous-time signal and impulse train.
- This representation is commonly termed as impulse sampling and is a mathematical
tool used only to analyze sampling.
- The effect of sampling is determined by relating FT of xδ(t).to FT of x(t).
- As multiplication in the time domain corresponds to the convolution in the
frequency domain, so by multiplication property:
𝑃 𝑗𝜔 = 2𝜋 𝑃[𝑘]𝛿(𝜔 − 𝑘𝜔𝑠 )
𝑘=−∞
We get FT of impulse train as
∞
2𝜋
𝑃 𝑗𝜔 = 𝛿(𝜔 − 𝑘𝜔𝑠 )
𝑇𝑠
𝑘=−∞
Now we convolve X(jω) with each of the frequency shifted impulse to get
- The FT of the sampled signal is given by an infinite sum of shifted versions of the
original signal‟s FT.
- The shifted versions are offset by integer multiples of ωs.
- The shifted versions of X(jω) may overlap with each other if ωs is not large enough
compared with the frequency extent or bandwidth of X(jω).
- Let the frequency component of the signal x(t) is assumed to lie within the frequency
band –W < ω < W for the purpose of illustration.
Fig: The FT of a sampled signal for different sampling frequencies (a) Spectrum of a continuous-
time signal, (b) Spectrum of sampled signal when ωs = 3W, (c) Spectrum of sampled signal when ωs
= 2W, (d) Spectrum of sampled signal when ωs = 1.5W
- Note that, as Ts increases and ωs decreases, the shifted replicas of X(jω) move close
together, finally overlapping one another when ωs < 2W.
- Overlap in the shifted replicas of the original spectrum is termed aliasing.
- Aliasing distorts the spectrum of the sampled signal.
- The spectrum of the sampled signal no longer has a one to one correspondence with
that of the original continuous-time signal.
- This means that we cannot use the spectrum of the sampled signal to analyze the
continuous-time signal and we cannot uniquely reconstruct the original continuous-
time signal from its samples.
- The DTFT of the sampled signal is obtained from Xδ(jω) by using the relationship
Ω = ωTs
- The FT is well suited for analyzing this problem, since it may be used to represent
both continuous & discrete-time signals.
- We first consider the conditions that must be met in order to uniquely reconstruct a
continuous-time signal from its samples.
Sampling Theorem:
- The samples of a signal do not always uniquely determine the corresponding
continuous-time signal.
- For example, the figure below shows, two different continuous-time signals having
the same set of samples x[k] = x1(nTs) = x2(nTs)
Fig: Two continuous-time signals x1(t) (dashed line) and x2(t) (solid line) that have the same set of samples
- Note that the samples do not tell us anything about the behavior of the signal in
between the times it is sampled.
- In order to determine how the signal behaves in between those times, we must
specify additional constraints on the continuous-time signal.
- One such set of constraints, that is very useful in practice, involves requiring the
signal to make smooth transitions from one sample to another.
- The smoothness, or rate at which the time domain signal changes, is directly related
to the maximum frequency that is present in the signal.
- So, constraining smoothness in the time domain corresponds to limiting the
bandwidth of the signal.
- Because there is one to one correspondence between the time domain and frequency
domain representations of a signal, we may also consider the problem of
reconstructing the continuous-time signal in the frequency domain.
- To reconstruct a continuous-time signal uniquely from its samples, there must be a
unique correspondence between the FTs of the continuous-time signal and the
sampled signal.
- The FTs are uniquely related if the sampling process does not introduce aliasing.
- Aliasing distorts the spectrum of the original signal and destroys one-to-one
relationship between the FTs of the continuous-time signal and the sampled signal.
- Prevention of aliasing requires satisfying the sampling theorem.
- Let represent a band-limited signal so that X(jω) = 0 for |ω| > ωm
If ωs > 2 ωm, where ωs = 2π / Ts is the sampling frequency, then x(t) is uniquely
determined by its samples x(nTs), n=0,±1,±2,………
- The minimum sampling frequency, 2 ωm, is termed the Nyquist sampling rate or
Nyquist rate. The actual sampling frequency, ωs, is commonly referred to as the
Nyquist frequency.
- If
fm = ωm / 2π and fs > 2 fm
=>1/Ts > 2 fm
=> Ts <1/2 fm
Ideal Reconstruction:
- The sampling theorem indicates how fast we must sample a signal so that the
samples uniquely represent the continuous-time signal.
- If , then the FT representation of the sampled signal is given by:
- The goal of reconstruction is to apply some operation to Xδ(jω) that converts it back
to X(jω).
- Any such operation must eliminate the replicas, images of X(jω) that are centered at
kωs.
- This is accomplished by multiplying Xδ(jω) by
Fig: (a) Spectrum of original signal, (b) Spectrum of sampled signal (c) frequency response of
reconstruction filter.
- We then have X(jω) = Xδ(jω) Hr(jω)
- Note that, multiplication by Hr(jω) will not recover X(jω) from Xδ(jω) if the
conditions of the sampling theorem are not met and aliasing occur.
- Multiplication in the frequency domain transforms to convolution in the time
domain.
- Hence, x(t) = xδ(t) * hr(t)
Where, .
Substituting xδ(t) in the above equation, we get
Next we use
𝜔 𝜔 𝑠𝑡
= Ts (2𝜋𝑠 𝑠𝑖𝑛𝑐 )
2𝜋
𝜔 𝑠𝑡
= 𝑠𝑖𝑛𝑐 2𝜋
So,
- In the time domain, we construct x(t) as a weighted sum of sinc functions shifted by
the sampling interval. The weights correspond to the values of the discrete-tine
sequence.
- The value of the x(t) at t = nTs is given by x[n], because all of the shifted sinc
functions are zero at nTs, except the nth one and its value is unity.
- The operation described by the above equation is referred to as ideal band limited
interpolation, since it indicates how to interpolate in between the samples of a band-
limited signal.
- Let 𝑥[n] be a periodic discrete-time signal with period N ≥ M such that one period of
𝑥[n] is given by x[n] .
- The DTFS coefficients of 𝑥 [n] are given by
- The DTFS coefficient of 𝑥[n] are samples of the DTFT of x[n], divided by N and
evaluated by at intervals of 2π / N.
- Although x[n] is not periodic, we define DTFS coefficients using x[n], n = 0,1,….N-1
according to
1. Shifting the range of frequencies contained in the message signal into another frequency
range suitable for transmission over the channel.
2. Performing a corresponding shift back to the original frequency range after reception of
the signal.
Types of modulation:
The specific type of modulation used in a communication system is determined by the form
of carrier wave used to perform the modulation. The two most commonly used forms of
carrier are a sinusoidal wave and a periodic pulse train. Correspondingly, there are two
classes of modulation: Continuous-wave (CW) modulation and pulse modulation.
Continuous-wave modulation:
c(t) = Ac cos(φ(t))
which is uniquely defined by the carrier amplitude Ac and angle φ(t). Depending on the type
of parameter chosen for modulation, two subclasses of CW modulation is identified. i.e.,
Amplitude modulation, in which the carrier amplitude is varied with the message
signal.
Angle modulation, in which the angle of carrier is varied with the message signal.
Pulse modulation:
𝑐 𝑡 = 𝑝(𝑡 − 𝑛𝑇)
𝑛=−∞
that consists of a periodic train of narrow pulses, where „T‟ is the period and p(t) denotes a
pulse of relatively short duration. When some characteristic parameter of p(t) is varied in
accordance with the message signal, we get pulse modulation. Depending on how pulse
modulation is actually accomplished, the two subclasses are
Analog pulse modulation, in which a characteristic parameter such as amplitude,
duration or position of a pulse is varied continuously with the message signal.
Digital pulse modulation, in which the modulated signal is represented in coded
form known as pulse code modulation.
Fig: Pulse amplitude modulation waveform
Benefits of modulation
In communication system, four benefits which results from the use of modulation are:
1. Modulation is used to shift the spectral content of a message signal so that it lies inside
the operating frequency band of a communication channel. It is useful for long distance and
high speed transmission. E.g., The telephonic communication over a cellular radio channel,
where 300-3100 Hz frequency are shifted to 800-900 MHz frequency, which is assigned to
cellular radio system in North America.
2. Modulation provides a mechanism for putting the information content of a message signal
into a form that may be less vulnerable to noise or interference.
4. Modulation makes it possible for the physical size of the transmitting or receiving
antenna to assume a practical value. Electromagnetic theory says that the physical aperture
of an antenna is directly comparable to the wavelength of the radiated or incident
electromagnetic signal. Alternatively, since wavelength and frequency are inversely related
we may say that the aperture of the antenna is inversely proportional to the operating
frequency. Modulation elevates the spectral content of the modulating signal by an amount
equal to the carrier frequency. Hence, the larger the carrier frequency, the smaller will be
the physical aperture of the transmitting as well as the receiving antenna.
Full amplitude modulation:
Let us consider a sinusoidal carrier wave
c(t) = Accos(ωct).
For convenience of presentation, we have assumed that the phase of the carrier wave is zero
in above equation (as the primary emphasis here is on variations imposed on the carrier
amplitude). Let m(t) represent a message signal of interest. Amplitude modulation (AM) is
defined as a process in which the amplitude of the carrier is varied in proportion to a
message signal m(t).
s(t) = Ac[1+kam(t)] cos(ωct). ………………..(1)
where ka is a constant called the amplitude sensitivity factor of the modulator. The
modulated wave s(t) o defined is said to be a „full‟ AM wave. Here, the radian frequency ωc
of the carrier is maintained constant.
Percentage of modulation: Is called the envelope of the AM wave s(t). Using a(t) to denote
this envelope, the equation may be written as
a(t) = Ac|1+kam(t)|…………………….(2)
Two conditions arise, depending on the magnitude of kam(t), compared with unity:
1. Undermodulation, governed by the the condition
|kam(t)| ≤ 1, for all t.
Under this condition, the term 1+kam(t) is always nonnegative. Therefore, the expression for
the envelope of the AM wave may be simplified as
a(t) = Ac[1+kam(t)], for all t.
2. Overmodulation, governed by the weaker condition
|kam(t)| > 1, for some t.
Under this condition, the equation (2) is used in evaluating the envelope of the AM wave.
% modulation = The maximum absolute value of kam(t) × 100.
Accordingly, the first condition corresponds to a percentage modulation ≤ 100%, whereas
the second condition corresponds to a percentage modulation > 100%.
Generation of AM wave:
Various schemes have been devised for the generation of an AM wave. Let us consider a
simple circuit that follows from the defining equation (1). This equation can be rewritten as
:
s(t) = ka [m(t)+B] Ac cos(ωct).
The constant B, equal to 1/ ka, represents a bias that is added to the message signal m(t)
before modulation. The above equation suggests the scheme described in the block diagram
given below for generating an AM wave. Basically it consists of two functional blocks:
An adder that adds the bias B to the incoming message signal m(t)
A multiplier that multiplies the adder output [m(t) + B] by the carrier wave Ac
cos(ωct), producing the AM wave s(t).
The percentage modulation is controlled by adjusting the bias B.
Bias B Carrier
Ac cos(ωct)
s(t)
Using these results and invoking the linearity and scaling properties of the Fourier
transform, the Fourier transform of the AM wave is expressed as
1
S(jω) = π Ac [δ (ω-ωc) + δ (ω+ωc)] + 2 ka Ac[M (jω-jωc) + M (jω+jωc)] ……(3)
Let the message signal m(t) be band limited to the interval - ωm ≤ ω ≤ ωm as shown in the
figure below.
(a) (b)
Fig:
a) For positive frequencies, the portion of the spectrum of the modulated wave lying above
the carrier frequency ωc is called upper sideband, where as the symmetric portion below ωc
is called lower sideband. For negative frequencies, this condition is reversed. The condition
ωc > ωm is a necessary condition for the side bands not to overlap.
b) For positive frequencies, the highest frequency component of the AM wave is ωc+ ωm
and the lowest frequency component of the AM wave is ωc- ωm . The difference between
these two frequencies defines the transmission bandwidth ωT for an AM wave which is
exactly twice the message bandwidth ωm, i.e., ωT = 2 ωm. The spectrum of AM wave as
depicted in fig (b) is full, in that the carrier, the upper sideband and the lower sideband are
all completely represented. Hence, this form of modulation is called as full amplitude
modulation.
Demodulation of AM Wave:
Envelope detector is used for demodulation of AM wave, shown in the figure below, which
consists of a diode and a resistor-capacitor filter. The operation of this envelope detector is
as follows:
On the positive half-cycle of the input signal, the diode is forward biased and the capacitor
C charges up rapidly to the peak value of the input signal. When the input signal falls below
this value the diode becomes reverse biased and the capacitor C discharges slowly through
the load resistor Rl . The discharging process continues until the next positive half cycle.
When the input signal becomes greater than the voltage across the capacitor, the diode
conducts again and the process is repeated. Here it is assumed that the diode is an ideal
diode, the load resistance Rl is large compared with the source resistance Rs. During the
charging process, the time constant is effectively equal to RsC. This time constant must be
short compared with the carrier period 2π/ωc, i.e.,
RsC << 2π/ωc
Fig: Circuit diagram of Envelope detector showing its input & output.
Accordingly the capacitor C charges rapidly and thereby follows the applied voltage upto
the positive peak when the diode is conducting. In contrast, when the diode is reverse
biased, the discharging time constant is equal to RlC. This second time constant must be
long enough to ensure that the capacitor discharges slowly through the load resistor Rl
between positive peaks of the carrier wave, but not so long that the capacitor voltage will not
discharge at the maximum rate of change of modulating wave, i.e.,
2π/ωc << RlC << 2π/ωm.
Timing pulse
generator
The sampling theorem in the context of PAM is in two equivalent parts as follows:
1) A band-limited signal of finite energy that has no radian frequency components higher
than ωm is uniquely determined by the values of the signal at instant of time separated
by π / ωm seconds.
2) A band-limited signal of finite energy that has no radian frequency components higher
than ωm may be completely recovered from knowledge of its samples taken at the rate
of ωm / π per seconds.
Part 1 of sampling theorem is exploited in the transmitter of a PAM system and part 2, in the
receiver of the system. The special value of the sampling rate ωm / π is referred to as the
Nyquist rate. To combat the effect of aliasing in practice, we use two corrective measures:
Prior to sampling, a low pass anti-aliasing filter is used to attenuate high frequency
component of the signal which lie outside the band of interest.
The filtered signal is sampled at a rate slightly higher than the Nyquist rate.
Mathematical description of PAM:
PAM is a form of pulse modulation, in which the amplitude of the pulsed carrier is varied in
accordance with instantaneous sample values of the message signal.
𝑠 𝑡 = 𝑚[𝑛]ℎ(𝑡 − 𝑛 𝑇𝑠 )
𝑛=−∞
𝑚𝛿 𝑡 = 𝑚[𝑛]𝛿(𝑡 − 𝑛 𝑇𝑠 )
𝑛=−∞
𝑠 𝑡 = 𝑚[𝑛]ℎ(𝑡 − 𝑛 𝑇𝑠 )
𝑛=−∞
= 𝑚𝛿 𝑡 ∗ ℎ(𝑡)
The above equation states that s(t) is mathematically equivalent to the convolution of 𝑚𝛿 𝑡
- the impulse sampled version of m(t) – and the pulse h(t).
Multiplexing:
Modulation provides a method for multiplexing whereby message signal derived from
independent sources are combined into a composite signal suitable for transmission over a
common channel.
In telephone system, the signals from different speakers are combined in such a way that
they do not interfere with each other during transmission and so that they can be separated at
the receiving end.
Multiplexing can be accomplished by separating different message signals either in
frequency, or time, or through the use of coding techniques. Thus, there are three basic types
of multiplexing, viz:
a) Frequency-division multiplexing: In this type of multiplexing, the signals are separated
by allocating them to different frequency bands. FDM favours use of CW modulation, where
each message signal is able to use the channel on a continuous-time basis.
Note: The phase delay is not necessarily the true signal delay.
Expressing the modulated signal s(t) in terms of its upper and lower side frequencies, it may
be written as:
1 1
s(t) =2 A cos (ω1t) + 2 A cos (ω2t)
where, ω1 = ωc + ω0 and ω2 = ωc - ω0
If ω0 << ωc => side frequencies ω1 & ω2 are close together, with ωc between them. Such a
modulated signal is called narrowband signal. The phase response υ (ω) may be
approximated in the vicinity of ω= ωc by the two-term Taylor series expansion
The time delay incurred by the message signal (i.e., the envelope of the modulated signal) is
given by:
The time delay τg is called the group delay or envelope delay. The group delay is defined as
the negative of the derivative of the phase response υ (ω) of the channel with respect to ω ,
evaluated at the carrier frequency ωc.
x(t )e e
t jt
dt
x' (t )e jt dt
F{x' (t )}
The Laplace transform is the Fourier transform of the transformed signal x‟(t) = x(t)e-σt.
Depending on whether σ is positive/negative this represents a growing/negative signal
Example 1: Laplace Transform
at
Consider the signal x(t ) e u(t )
The Fourier transform X(jω) converges for a>0:
1
X ( j ) eatu(t )e jt dt eat e jt dt , a0
0 j a
The Laplace transform is:
X ( s) e atu (t )e st dt e ( s a )t dt
0
e ( a )t e jt dt
0
e ( s a )t dt
0
1
sa
Convergence requires that Re{s+a}<0 or Re{s}<-a.
The Laplace transform expression is identical to Example 1 (similar but different signals),
however the regions of convergence of s are mutually exclusive (non-intersecting).
For a Laplace transform, we need both the expression and the Region Of Convergence
(ROC).
Example 3:
The Laplace transform of the signal x(t) = sin(ωt)u(t) is:
X (s)
1
2 j
e jt
e jt u (t )e st dt
1
2j 0 e ( s j )t dt 21j e ( s j )t dt
0
e ( s j )t e ( s j )t
1
( s j )
2j
( s j ) 0
0
1 1
21j
( s j ) ( s j )
2 j
1
2 2
s
2j
s 2
2
Fourier Transform does not Converge …
It is worthwhile reflecting that the Fourier transform does not exist for a fairly wide class of
signals, such as the response of an unstable, first order system, the Fourier transform does
not exist/converge
E.g. x(t) = eatu(t), a>0
∞
𝑋 𝑗𝜔 = 𝑒 𝑎𝑡 𝑒 −𝑗𝜔𝑡 𝑑𝑡
0
does not exist (is infinite) because the signal‟s energy is infinite
This is because we multiply x(t) by a complex sinusoidal signal which has unit magnitude
for all t and integrate for all time. Therefore, as the Dirichlet convergence conditions say,
the Fourier transform exists for most signals with finite energy.
Region of Convergence:
The Region Of Convergence (ROC) of the Laplace transform is the set of values for s
(=s+jω) for which the Fourier transform of x(t)e-σt converges (exists).
The ROC is generally displayed by drawing separating line/curve in the complex plane, as
illustrated below for Examples 1 and 2, respectively.
Re{s} a Re{s} a
The shaded regions denote the ROC for the Laplace transform
Example 4:
Consider a signal that is the sum of two real exponentials:
x(t ) 3e2t u(t ) 2et u(t )
The Laplace transform is then:
X (s) 3e 2t u (t ) 2e t u (t ) e st dt
3 e 2t u (t )e st dt 2 e t u(t )e st dt
3 2
X ( s)
s 2 s 1
The ROC associated with these terms are Re{s}>-1 and Re{s}>-2. Therefore, both will
converge for Re{s}>-1, and the Laplace transform:
s 1
X ( s) 2
s 3s 2
Ratio of Polynomials:
In each of these examples, the Laplace transform is rational, i.e. it is a ratio of polynomials
in the complex variable s.
N ( s)
X ( s)
D( s )
where N and D are the numerator and denominator polynomial respectively.
In fact, X(s) will be rational whenever x(t) is a linear combination of real or complex
exponentials. Rational transforms also arise when we consider LTI systems specified in
terms of linear, constant coefficient differential equations.
We can mark the roots of N and D in the s-plane along with the ROC
Example 3:
The roots of N(s) are known as the zeros. For these values of s, X(s) is zero.
The roots of D(s) are known as the poles. For these values of s, X(s) is infinite, the Region
of Convergence for the Laplace transform cannot contain any poles, because the
corresponding integral is infinite.
The set of poles and zeros completely characterise X(s) to within a scale factor (+ ROC for
Laplace transform)
( s zi )
X ( s) i
j (s p j )
The graphical representation of X(s) through its poles and zeros in the s-plane is referred to
as the pole-zero plot of X(s)
Example:
Consider the signal: 4 1
x(t ) (t ) e t u (t ) e 2t u (t )
3 3
By linearity we can evaluate the second and third terms
The Laplace transform of the impulse function is:
L{ (t )} (t )e st dt 1
4 1 1 1
X ( s) 1
3 s 1 3 s 2
( s 1) 2
, Re{s} 2
( s 1)( s 2)
which is valid for any s. Therefore,
Property 1: The ROC of X(s) consists of strips parallel to the jω-axis in the s-plane
Because the Laplace transform consists of s for which x(t)e-σt converges, which only
depends on Re{s} = σ
Property 2: For rational Laplace transforms, the ROC does not contain any poles
Because X(s) is infinite at a pole, the integral must not converge.
Property 3: if x(t) is finite duration and is absolutely integrable then the ROC is the entire s-
plane.
Because x(t) is magnitude bounded, multiplication by any exponential over a finite interval
is also bounded. Therefore the Laplace integral converges for any s.
Just about all real-valued signals, x(t), can be represented as a weighted, X(s), integral of
complex exponentials, est.
1 j
x(t )
2j j
X (s)e st ds
The contour of integration is a straight line (in the complex plane) from σ-j to σ+j (we
won‟t be explicitly evaluating this, just spotting known transformations). We can choose
any s for this integration line, as long as the integral converges
For the class of rational Laplace transforms, we can express X(s) as partial fractions to
determine the inverse Fourier transform.
M
Ai e ai t u (t ) Re{s} ai
A
X (s) i
i 1 s ai L1{ Ai /( s ai )}
Ai e ait u(t ) Re{s} ai
Consider when
1
X ( s) (s) 1
(s 1)( s 2)
Like the inverse Fourier transform, expand as partial fractions
1 A B 1 1
X ( s)
(s 1)( s 2) (s 1) (s 2) (s 1) ( s 2)
Pole-zero plots and ROC for combined & individual terms
L 1
e t u (t ) , Re{s} 1
s 1
L 1
e 2t u (t ) , Re{s} 2
s2
L 1
x(t ) (e t e 2t )u (t ) , Re{s} 1
( s 1)( s 2)
Example 2: Consider when
1
X ( s) Re{s} 2
(s 1)( s 2)
Like the inverse Fourier transform, expand as partial fractions
1 A B 1 1
X ( s)
(s 1)( s 2) (s 1) (s 2) (s 1) ( s 2)
Pole-zero plots and ROC for combined & individual terms
L 1
e t u (t ) , Re{s} 1
s 1
L 1
e 2t u (t ) , Re{s} 2
s2
L 1
x(t ) (e t e 2t )u (t ) , Re{s} 2
( s 1)( s 2)
If x1 (t ) X1 (s) ROC = R1
L
and x2 (t ) X 2 (s) ROC = R2
L
then ax1 (t ) bx2 (t ) aX1 (s) bX 2 (s) ROC= R1R2
This follows directly from the definition of the Laplace transform (as the integral operator is
linear). It is easily extended to a linear combination of an arbitrary number of signals.
Proof:
j
x(t ) 1
2j j X (s)e st ds
Now replacing t by t-t0
j
x(t t0 ) 1
2j j X ( s)e s (t t0 ) ds
j
1
2j j (e st0 X ( s))e st ds
Then using the linearity and time shift Laplace transform properties
X ( s) 2e 2.5 s 0.5e 4 s s
2
0
2
Re{s} 0
0
c) Convolution property:
The Laplace transform
L also has the multiplication property, i.e.
x(t ) X (s) ROC = R1
L
h(t ) H (s) ROC = R2
L
x(t ) * h(t ) X (s) H (s) ROC R1R2
Note that pole-zero cancellation may occur between H(s) and X(s) which extends the ROC
s 1
X ( s) {s} 2
s2
s2
H ( s) {s} 1
s 1
X ( s) H ( s) 1 {s}
Example 1: First order input & First order system impulse response
Consider the Laplace transform of the output of a first order system when the input is an
exponential (decay?)
x(t ) e atu (t ) (Solved with Fourier transforms when a,b>0)
h(t ) e btu (t )
Taking Laplace transforms
1
X ( s) Re{s} a
s 1a
H ( s) , Re{s} b
s b
Laplace transform of the output is
1 1
Y ( s) Re{s} max{ a,b}
sa sb
Splitting into partial fractions
1 1 1
Y ( s) Re{s} max{ a,b}
b a s a s b
and using the inverse Laplace transform
y(t ) b1 a e atu(t ) e btu(t )
Note that this is the same as was obtained earlier, expect it is valid for all a & b, i.e. we can
use the Laplace transforms to solve ODEs of LTI systems, using the system‟s impulse
response
L
h(t ) H (s)
Example 2: Sinusoidal Input
Consider the 1st order (possible unstable) system response with input x(t)
h(t ) e atu(t )
x(t ) cos(0t )u(t )
Taking Laplace transforms
1
H ( s) Re{s} a
X ( s) 2s sa
Re{s} 0
s 02
The Laplace transform of the output of the system is therefore
s 1
Y ( s) 2 Re{s} max{ 0,a}
s 0 s a
2
1 as 02 a 1
2
2 2
2
2
a 0 s 2
0 a 0 sa
y(t )
u (t )
a 0 22
a sin( 0t ) 0 cos(0t ) aeat
d) Differentiation in the Time Domain:
Consider the Laplace transform derivative in the time domain
L
x(t ) X (s) ROC = R
1 j
x(t )
2j j
X (s)e st ds
dx(t ) 1 j
2j j
sX (s)e st ds
dt
dx(t ) L
sX ( s)
dt ROC R
sX(s) has an extra zero at 0, and may cancel out a corresponding pole of X(s), so ROC may
be larger
Widely used to solve when the system is described by LTI differential equations
Example: System Impulse Response
Consider trying to find the system response (potentially unstable) for a second order system
with an impulse input x(t)=δ(t), y(t)=h(t)
d 2 y(t ) dy(t )
a 2
b cy(t ) x(t )
dt dt
Taking Laplace transforms of both sides and using the linearity property
d 2 y(t ) dy(t )
aL 2
bL cLy(t ) L{ (t )}
dt dt
L{ y (t )}(as 2 bs c) 1
1 1 k1 k2
L{ y (t )} H ( s) 2
as bs c a( s r1 )( s r2 ) ( s r1 ) ( s r2 )
where r1 and r2 are distinct roots, and calculating the inverse transform
It plays the same role in the analysis of discrete time signals & LTI systems as the
Laplace transform does in the analysis of continuous time signal and LTI systems. The
most important one is, in the z-domain, the convolution of two time domain signals is
equivalent to multiplication of their corresponding z transforms.
Definition:
The z-transform of a discrete-time signal x[n] is:
𝑋 𝑧 = 𝑥 𝑛 𝑧 −𝑛
𝑛=−∞
x[n] ←→ X (z).
In general, the number z in X(z) is a complex number. Therefore, we may write z as
z = rejw ,
where r is the radius of the circle. When r = 1, (7.1) becomes
∞
𝑗𝜔
𝑋 𝑒 = 𝑥 𝑛 𝑒 −𝑗𝜔𝑛
𝑛=−∞
which is the discrete-time Fourier transform of x[n]. Therefore, DTFT is a special
case of the z-transform. Hence, we can view DTFT as the z-transform is evaluated on
the unit circle. (figure below)
Figure 7.1: Complex z-plane. The z-transform reduces to DTFT for values of z on
the unit circle.
When r ≠ 1, the z-transform is equivalent to
∞
𝑋 𝑟𝑒 𝑗𝜔 = 𝑥 𝑛 ( 𝑟 −𝑛 𝑒 −𝑗𝜔𝑛 )
𝑛=−∞
= [𝑥 𝑛 𝑟 −𝑛 ]𝑒 −𝑗𝜔𝑛
𝑛=−∞
−n
= ℱ [r x(n)],
which is the DTFT of the signal r-n x[n]. However, from the development of DTFT
we know that DTFT does not always exist. It exists only when the signal is square
summable, or satisfies the Dirichlet conditions. Therefore, X (z) does not always
converge. It converges only for some values of r. This range of r is called the region
of convergence.
∣ 𝑥 𝑛 ∣ 𝑟 −𝑛 < ∞
𝑛 =−∞
Example1: Consider the signal x[n] = an u[n], with 0 < a < 1. The z-transform of
x[n] is
∞
𝑋 𝑧 = 𝑎𝑛 𝑢[𝑛 ]𝑧 −𝑛
−∞
∞
= ( 𝑎𝑧 −1 )𝑛
𝑛=0
∞ −1 𝑛
Therefore, X(z) converges if 𝑛=0(𝑎 𝑧 ) <∞. From geometric series, we know that
∞ −1 𝑛 1
𝑛=0(𝑟 𝑧 ) = 1−𝑎𝑧 −1
Note: ROC of casual and infinite sequence is the exterior of a circle having radius | a| .
Example2: Consider the signal x[n] = -an u[-n -1] with 0 < a <1. The
z-transform of x[n] is
∞
𝑋 𝑧 =− 𝑎𝑛 𝑢[−𝑛 − 1]𝑧 −𝑛
𝑛=−∞
−1
=− 𝑎𝑛 𝑧 −𝑛
𝑛=−∞
∞
=− 𝑎−𝑛 𝑧 𝑛
𝑛 =−1
∞
=1− (𝑎 −1 𝑧)𝑛
𝑛=0
Therefore, X (z) converges when | a-l z| < 1, or equivalently | z| < | a| . In this case,
1 1
X (z) = 1 - = ,
1-a z
-l 1 - az -l
with ROC being the set of z such that | z| < | a| . Here, the z-transform is same as
that of Example 1, the only difference being ROC. Example 2 is just the left-sided
version of Example 1.
Properties of ROC
(1) The ROC is a ring or disk in the z-plane centered at origin.
(2) DTFT of x[n] exists if and only if ROC includes the unit circle.
Proof: By definition, ROC is the set of z such that X (z) converges. DTFT is the z-
transform evaluated on the unit circle. Therefore, if ROC includes the unit circle, then
X (z) converges for any value of z on the unit circle i.e., DTFT converges.
(7) If x (n) is a non-causal sequence, then the ROC is the entire z plane except at z = ∞.
(8) If x (n) is an infinite duration, two sided sequence; the ROC will consist of a ring in the
z plane, bounded on the interior or exterior by a pole, not containing any pole.
(9) The ROC of a LTI stable system contains the unit circle.
.
Properties of z-transform
Linearity:
If x1(n)↔ X1(z) and x2(n) ↔ X2(z), then
axl[n] + bx2[n] ←→ aXl(z) + bX2(z)
Time reversal:
If x(n) ↔ X(z), then
x(-n) ) ↔ X(z-1)
Time shift:
If x(n)↔ X(z), then
x[n - nO ] ←→ X (z)z-n0, Where n0 is an integer.
Multiplication by αn:
If x(n) ↔ X(z), then
[anx(n)] x(n)↔ X(z) X(a-1z)
Convolution:
If x(n)↔ X(z), h(n)↔ H(z), then
[x(n) * h(n)] ↔ X(z) H(z)
3. u[n] ←→ l
, |z| > 1
l-z -l
4. an u[n] ←→ l
, | z| > a
l-az -l
5. -an u[-n - 1] ←→ l
, | z| < | a| .
l-az -l
6. x∗ [n] ←→ X ∗ (z ∗ )
Inverse z-transform:
𝑏0 +𝑏1 𝑧 −1 + ⋯ + 𝑏𝑀 𝑧 −𝑀
𝑋 𝑧 =
𝑎0 +𝑎1 𝑧 −1 + ⋯ + 𝑎𝑁 𝑧 −𝑁
Usually M<N
If M>N, then long division method is used & X(z) is expressed in the
form
𝑀−𝑁
𝐵(𝑧)
X z = fk 𝑧 −k +
𝐴(𝑧)
𝑘 =0
Where B(z) has now the order one less than the denominator
polynomial and partial fraction method is used to find z transform.
The inverse z-transform of the terms in the summation are obtained from the
transform pair and time shift property
δ[n] ←→ 1
δ [n - m] ←→ z -m
If X(z) is expressed as ratio of polynomials in z instead of z-1, then it
is converted to the polynomial of z-1.
Convert the denominator into the product of first-order terms
𝑏0 +𝑏1 𝑧 −1 + ⋯ + 𝑏𝑀 𝑧 −𝑀
𝑋 𝑧 =
𝑎0 𝑁 𝑘 =1 (1 − 𝑑𝑘 𝑧
−1 )
𝐴𝑘
Ak(dk)nu[n] ←→ With ROC z > dk
(1−𝑑 𝑘 𝑧 −1 )
𝐴𝑘
- Ak(dk)nu[-n-1] ←→ With ROC z < dk
(1−𝑑 𝑘 𝑧 −1 )
For each term the relationship between the ROC associated with X(z) and each
pole determines whether the right sided or left sided inverse transform is selected.
For repeated poles:
For Repeated poles
If pole di is repeated r times, then there are r terms in the partial fraction expansion
associated with that pole.
1 + 3𝑧 −1
𝑋 𝑧 = z >2
1 + 3𝑧 −1 +𝑎2 𝑧 −2
𝑧( 𝑧+3)
𝑋 𝑧 =
𝑧 2 +3𝑧+2
𝑋 𝑧 𝐶1 𝐶2
= +
𝑧 𝑧+1 𝑧+2
𝑋(𝑧)
Where, C1 = (z+1) 𝑧
|𝑧=−1 = 2
𝑋(𝑧)
Similarly, C1 = (z+2) 𝑧
|𝑧=−2 = -1
𝑋 𝑧 2 1
Therefore, = −
𝑧 𝑧+1 𝑧+2
𝑧 𝑧
X(z)= 2 𝑧+1
−
𝑧+2
As ROC is z > 2, the sequence is causal and we find
x(n)= 2 (-1)nu(n)-(-2)nu(n)
Solution: since ROC indicates that x[n] is right sided sequence, use long division method
to write X(z) as a power series in z-1.
We get
1
X(z) = 2+2z-1+z-2+ 2 z-3+……
1
x(n)= 2δ(n)+ 2δ(n-1)+ δ(n-2)+ δ(n-3)+………
2
1
If we change the ROC to |z| < 2 , then expand X(z) as a power series in z
using long division method , we get
x ( n ) = - 2 δ ( n ) - 8 δ ( n + 1 ) - 1 6 δ ( n + 2 ) + 32δ ( n + 3 ) + … … …