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Addis Ababa Science and Technology University College of Electrical and Mechanical Engineering Department of Electrical Engineering

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Addis Ababa Science and Technology University

College of Electrical and Mechanical Engineering


Department of Electrical Engineering

Signals and Systems Analysis ( EEEg-2121)

Chapter One

Fundamental Concepts of Signals and Systems


Fundamental Concepts of Signals and Systems
Outline
 Introduction
 Continuous-time and Discrete-time Signals
 Basic Operations on Signals
 Basic Continuous and Discrete-time Signals
 Classification of Signals
 Systems and Classification of Systems

Semester-I, 2018/19 2
Introduction
• Deals with representation, properties of signals and their
interaction with various systems

– Which is fundamental in several applications

Semester-I, 2018/19 3
Introduction

Semester-I, 2018/19 4
Introduction

 A signal is any physical quantity that varies as a function of


some independent variable.
 The independent variable is usually time.
 We encounter many types of signals in various applications.
 Electrical signals: voltage, current, magnetic and electric
fields,…
 Mechanical signals: velocity, force, displacement,
pressure…
 Thermodynamic signals: temperature, enthalpy, entropy, …
 Acoustic signals: sound, vibration,…
Semester-I, 2018/19 5
Continuous-time and Discrete-time Signals

i. Continuous-time signals
 If a signal is defined for all instants of time, then it is known
as a continuous-time signal.
 A continuous-time signal is written as:
x(t ) ,  t  
 Most signals in nature are continuous-time signals.

Semester-I, 2018/19 6
Continuous-time and Discrete-time Signals…..

ii. Discrete-time signals


 If a signal is defined only at specific instants of time, then it is
known as a discrete-time signal.
 A discrete-time signal is written as:
x( n) , n : is an integer
 Discrete-time signals are rare in nature and mostly obtained by
sampling continuous-time signals.
1 , n  3, 0, 2

Eg. x(n)  2, n  2,  1, 4

0 , otherwise
Semester-I, 2018/19 7
Sampling

Semester-I, 2018/19 8
Basic Operations on Signals

i. Amplitude-scaling
 Consider a continuous-time signal denoted by x(t). The signal
y(t) obtained by scaling the amplitude by a factor A is given by:
y (t )  Ax(t )
where :

A is the amplitude - scaling factor


 The value of y(t) is obtained by multiplying the corresponding
value of x(t) by the scalar A.

Semester-I, 2018/19 9
Basic Operations on Signals……

 A physical example of a device that performs amplitude scaling


is an electronic amplifier.
 Similarly, consider a discrete-time signal denoted by x(n). The
signal y(n) obtained by scaling the amplitude by a factor A is
given by:
y (n)  Ax(n)

where :

A is the amplitude - scaling factor

Semester-I, 2018/19 10
Basic Operations on Signals……

ii. Time-scaling
 Consider a continuous-time signal denoted by x(t). The signal
y(t) obtained by scaling the time t by a factor a is defined as:

y (t )  x(at )

where :

a is the time - scaling factor

 If a  1 , the signal y(t) is a compressed version of x(t).


 If a  1 , the signal y(t) is an expanded version of x(t).

Semester-I, 2018/19 11
Basic Operations on Signals……

 Similarly, consider a discrete-time signal denoted by x(n). The


discrete-time signal y(n) obtained by scaling the time n by a
factor a is defined as:

y (n)  x(an)

where :

a is the time scaling factor

 If a  1 , then some values of the time-scaled discrete-time


signal y(n) are lost.

Semester-I, 2018/19 12
Basic Operations on Signals……

Example:
Consider a triangular signal x(t) shown in the figure below.

Find and sketch the time-scaled version signals of x(t) given by:
1 
a. y (t )  x(2t ) b. y (t )  x t 
2 
Semester-I, 2018/19 13
Basic Operations on Signals……

Solution:
The resulting time-scaled version signals of x(t) are shown in
the figure below.

Fig. Time-scaling operation


Semester-I, 2018/19 14
Basic Operations on Signals……

Exercise:
The discrete-time signal x(n) is given by:

1 , n  2 ,  1 , 0


x ( n )   1 , n  1, 2


0 , otherwise

Sketch and label the time-scaled signals given by:


1 
a. y (n)  x(2n) b. y (n)  x n 
2 
Semester-I, 2018/19 15
Basic Operations on Signals……

iii. Time-reflection or reversal


 Consider a continuous-time signal denoted by x(t).
 The time-reflected version of x(t) is obtained by replacing the
time t with –t and is given by:

y (t )  x (t )

 Similarly, the time-reflected version of the discrete-time signal


x(n) is given by:

y ( n)  x (  n)
Semester-I, 2018/19 16
Basic Operations on Signals……

Example:
Consider a continuous-time signal x(t) shown in the figure
below.

Sketch and label the time-reflected version the above signal.

Semester-I, 2018/19 17
Basic Operations on Signals……

Solution:
The time- reflected version of the given continuous-time
signal x(t) is given below.

Fig. The time-reflected version of the original signal x(t)

Semester-I, 2018/19 18
Basic Operations on Signals……

Exercise:
The discrete-time signal x(n) is given by:

1 , n  2 ,  1


x ( n )  2 , n  0 , 1, 2


0 , otherwise

Sketch and label the time-reflected version the above signal


carefully.

Semester-I, 2018/19 19
Basic Operations on Signals……

iv. Time-shifting
 Consider a continuous-time signal denoted by x(t). The time-
shifted version of x(t) is defined as:

y (t )  x(t  t 0 )
where :
t 0 is the time shift

 If t 0  0 , then x(t) is shifted to the right.


 If t 0  0 , then x(t) is shifted to the left.

Semester-I, 2018/19 20
Basic Operations on Signals……

 Similarly, for a discrete-time signal x(n), the time-shifted


version is written as:

y ( n)  x ( n  n 0 )
where :
n0 is the time shift

 If n0  0, then x(n) is shifted to the right.

 If n0  0, then x(n) is shifted to the left.

Semester-I, 2018/19 21
Basic Operations on Signals……

Example:
Consider a rectangular pulse x(t) shown in the figure below.

Sketch the time-shifted version of x(t) given by:

y (t )  x(t  2)
Semester-I, 2018/19 22
Basic Operations on Signals……

Solution:
The resulting rectangular pulse y(t) is obtained by time-shifting
x(t) by 2 units to the right. This time-shifted version signal is
shown in the figure below.

Semester-I, 2018/19 23
Basic Operations on Signals……

Exercise:
The discrete-time signal x(n) is given by:

1 , n  1, 2

x ( n )   1 , n  1 ,  2
0 , otherwise

Sketch and label the time-shifted signals given by:

a. y (n)  x(n  3)

b. y (n)  x(n  1)
Semester-I, 2018/19 24
Basic Operations on Signals……

v. Addition
 Let x1(t) and x2(t) be two continuous-time signals.

 The signal y(t) obtained by the addition of x1(t) and x2(t) is


defined as:
y (t )  x1 (t )  x 2 (t )
 Similarly, for discrete-time signals we have:
y (n)  x1 (n)  x 2 (n)
 A physical example of a device that adds signals is an audio
mixer which combines music and voice signals.

Semester-I, 2018/19 25
Basic Operations on Signals……

vi. Multiplication
 Let x1(t) and x2(t) denote a pair two continuous-time signals.

 The signal y(t) resulting from the multiplication of x1(t) by


x2(t) is defined as:
y (t )  x1 (t ) x 2 (t )

 Similarly, for discrete-time signals we have:


y (n)  x1 (n) x 2 ( n)
 A physical example of a device that multiplies signals is a
radio amplitude modulator (AM).
Semester-I, 2018/19 26
Basic Operations on Signals……

vi. Combined signal operations


 Given a continuous-time signal x(t), we can define another
continuous-time signal y(t) by applying two or more signal
operations as:
y (t )  Ax(at  t 0 )
where :
A : amplitude - scaling factor
a : time - scaling factor
t 0 : the time shift
Semester-I, 2018/19 27
Basic Operations on Signals……

 Similarly, given a discrete-time signal x(n), we can define


another discrete-time signal y(n) by applying two or more
signal operations as:
y (n)  Ax(an  n0 )

where :

A : the amplitude - scaling factor

a : the time - scaling factor

n0 : the time shift

Semester-I, 2018/19 28
Basic Operations on Signals……

Exercise:
1. Consider the rectangular continuous-time pulse signal x(t)
shown in the figure below.

Find and sketch the time-shifted signals given by:

a. y (t )  x(2t  3) b. y (t )  3 x(4  t )
Semester-I, 2018/19 29
Basic Operations on Signals……

2. Consider the discrete-time signal x(n) defined by:

1 , 2 n 2
x ( n)  
0 , otherwise

Find and sketch the time-shifted signals given by:


a. y (n)  x(3n  2)

b. y (n)  2 x(1  n)

1
c. y (n)  x( n  4)
3
Semester-I, 2018/19 30
Basic Continuous and Discrete-time Signals

 There are several elementary signals that are important in the


study of different complex signals and systems. These include:
i. Unit step function
ii. Unit impulse function
iii. Unit ramp function
iv. Sinusoidal signals
v. Real exponential signals
vi. Complex exponential signals

Semester-I, 2018/19 31
Basic Continuous and Discrete-time Signals……

ii. Unit step function


 The continuous-time unit step function, denoted by u(t), is
defined as:

𝑢 (𝑡)=
{
1 ,𝑡>0
¿0,𝑡<0

 Similarly, the shifted continuous-time unit step function is


defined as:

𝑢 (𝑡 − 𝑡 0 )=
{1 , 𝑡 > 𝑡0
¿ 0 , 𝑡 < 𝑡0

Semester-I, 2018/19 32
Basic Continuous and Discrete-time Signals……

 The continuous-time unit step and shifted unit step functions


are shown in the figure below.

Fig. Continuous-time unit step and shifted unit step functions

Semester-I, 2018/19 33
Basic Continuous and Discrete-time Signals……

 Similarly, the discrete-time unit step function, denoted by


u(n), is defined as:

1 , n0
u ( n)  
0 , n0

 The time-shifted discrete-time unit step function is defined as:

1 , n  n0
u (n  n0 )  
0 , n  n0

Semester-I, 2018/19 34
Basic Continuous and Discrete-time Signals……

 The discrete-time unit step and shifted unit step functions are
shown in the figure below.

Fig. Discrete-time unit step and shifted unit step functions

Semester-I, 2018/19 35
Basic Continuous and Discrete-time Signals ……

i. Unit impulse function


 The continuous-time unit impulse function, denoted by  (t ) , is
defined as:

 The time-shifted continuous-time unit step function is defined


as:

Semester-I, 2018/19 36
Basic Continuous and Discrete-time Signals……

 The continuous-time unit impulse and shifted unit impulse


functions are shown in the figure below.

Fig. Continuous-time unit impulse and shifted unit impulse functions

Semester-I, 2018/19 37
Basic Continuous and Discrete-time Signals……

 Similarly, the discrete-time unit impulse function, denoted


by  (n) , is defined as:

1 , n0

 (n)  
0 , n0
 The time-shifted discrete-time unit impulse function is defined
as:

1 , n  n0

 (n  n0 )  
0 , n  n0

Semester-I, 2018/19 38
Basic Continuous and Discrete-time Signals……

 The discrete-time unit impulse and shifted unit impulse


functions are shown in the figure below.

Fig. Discrete-time unit impulse and shifted unit impulse functions

Semester-I, 2018/19 39
Basic Continuous and Discrete-time Signals……

iii. Unit ramp function


 The continuous-time unit ramp function, denoted by r(t), is
defined as:

t , t0
r (t )  
0 , t0

 Similarly, the shifted continuous-time unit ramp function is


defined as:
t , t  t0
r (t  t 0 )  
0 , t  t0
Semester-I, 2018/19 40
Basic Continuous and Discrete-time Signals……

 The continuous-time unit ramp and shifted unit ramp functions


are shown in the figure below.

Fig. Continuous-time unit ramp and shifted unit ramp functions

Semester-I, 2018/19 41
Basic Continuous and Discrete-time Signals……

 The discrete-time unit ramp function, denoted by r(n), is


defined as:

n, n0
r ( n)  
0 , n0

 Similarly, the shifted discrete-time unit ramp function is


defined as:

n , n  n0
r (n  n0 )  
0 , n  n0

Semester-I, 2018/19 42
Basic Continuous and Discrete-time Signals……

 The discrete-time unit ramp and shifted unit ramp functions


are shown in the figure below.

Fig. Discrete-time unit ramp and shifted unit ramp functions

Semester-I, 2018/19 43
Basic Continuous and Discrete-time Signals……

iv. Sinusoidal signals


 The continuous-time sinusoidal signal is given by:

x(t )  A cos(t   ) or
x(t )  A sin(t   )

 Similarly, the discrete-time sinusoidal signal is written as:

x(n)  A cos(n   ) or
x(n)  A sin( n   )

Semester-I, 2018/19 44
Basic Continuous and Discrete-time Signals……
v. Real exponential signals
 The continuous-time real exponential signal is written as:
x (t )  Ke at

If a  0  Decaying exponentia l signal

If a  0  Growing exponentia l signal

 Similarly, the discrete-time real exponential signal is given by:


x ( n)  K ( r ) n

If 0  r  1  Decaying exponentia l signal

If r  1  Growing exponentia l signal


Semester-I, 2018/19 45
Basic Continuous and Discrete-time Signals……

vi. Complex exponential signals


 The continuous-time complex exponential signal is given by:

x(t )  e j0t

 Similarly, the discrete-time complex exponential signal is


written as:

x ( n )  e j 0 n

Semester-I, 2018/19 46
Basic Continuous and Discrete-time Signals……

Relationship b/n sinusoidal & complex exponential signals:


 From Euler’s formula, the continuous-time complex
exponential signal can be written as:

e j0t  cos( 0 t )  j sin( 0 t ) ..........(i )

And ,

e  j0t  cos( 0 t )  j sin( 0 t ) ...........(ii )


 We can write continuous-time sinusoidal signals in terms of
continuous-time complex exponential signals as :
  and
cos( 0 t )  Re e j0t  
sin( 0 t )  Im e j0t
Semester-I, 2018/19 47
Basic Continuous and Discrete-time Signals……

 Adding equations (i) and (ii), we get:

e j0t  e  j0t  2 cos( 0 t )

e j0t  e  j0t
 cos( 0 t ) 
2
 Similarly, subtracting equation (ii) from equation (i), we
obtain:
e j0t  e  j0t  2 j sin( 0 t )

e j0t  e  j0t
 sin( 0 t ) 
2j
Semester-I, 2018/19 48
Basic Continuous and Discrete-time Signals……

 Similarly, for discrete-time complex exponential signals:

e j0 n  cos( 0 n)  j sin(  0 n) ..........(i )

And ,
 j 0 n
e  cos( 0 n)  j sin(  0 n) ..........(ii )
 We can write discrete-time sinusoidal signals in terms of
discrete-time complex exponential signals as :

cos( 0 n)  Re e j0 n   and 


sin(  0 n)  Im e j0 n 

Semester-I, 2018/19 49
Basic Continuous and Discrete-time Signals……

 Adding equations (i) and (ii), we get:

e j0 n  e  j0 n  2 cos( 0 n)

e j 0 n  e  j 0 n
 cos(  0 n) 
2
 Similarly, subtracting equation (ii) from equation (i), we
obtain:
e j0 n  e  j0 n  2 j sin(  0 n)

e j0 n  e  j0 n
 sin(  0 n) 
2j
Semester-I, 2018/19 50
Exercise
1. Consider a triangular continuous-time signal x(t) shown in the
figure below.

Sketch each of the following signals derived from x(t).


a. y (t )  x(3t ) d . y (t )  x(2t  4)

b. y (t )  x(3t  2) e. y (t )  x(4  2t )

c. y (t )  2 x(2t  1) f . y (t )  x(3t )  x(3t  2)


Semester-I, 2018/19 51
Exercise……
2. Consider a continuous-time signal x(t) shown in the figure
below.

Sketch and label each of the


following signals derived
from x(t) carefully.

 t
a. y (t )  x(t  1) d . y (t )  x 4  
 2
b. y (t )  x(2  t ) e. y (t )  x(t )u (1  t )

c. y (t )  x(2t  1) d . y (t )  x(t )u (t  1)
Semester-I, 2018/19 52
Exercise……
3. Consider a discrete-time signal x(n) shown in the figure below.

Sketch and label each of the


following signals derived
from x(n) carefully.

a. y (n)  x(n  2) d . y (n)  x n  2


b. y (n)  x(2n) e. y (t )  x(n)u (n  3)
c. y (n)  x( n) f . y (t )  x(n  2)u (4  n)

Semester-I, 2018/19 53
Exercise……
4. Express the following signals in terms of unit step functions.

a. Continuous-time signal b. Discrete-time signal

Semester-I, 2018/19 54
Exercise……

5. Sketch and label each of the following signals carefully.


a. x(t )  u (t )  u (t  2)

b. x(t )  u (t  1)  2u (t )  u (t  1)

c. x(t )  u (t  3)  2u (t  1)  2u (t  1)  u (t  3)

d . x( n)  u (n  2)  u ( n  1)  2u (n  4)

e. x( n)  u (n  3)  u ( n  3)

f . x(n)   (n  1)  2 (n)   (n  1)

Semester-I, 2018/19 55
Addis Ababa Science and Technology University
College of Electrical and Mechanical Engineering
Department of Electromechanical Engineering

Signals and Systems Analysis ( EEEg-2121)

Chapter One
Classifications of Signals
Fundamental Concepts of Signals and Systems
Outline
 Introduction
 Continuous-time and Discrete-time Signals
 Basic Operations on Signals
 Basic Continuous and Discrete-time Signals
 Classification of Signals
 Representation of Systems
 Classification of Systems

07/10/24 2
Classification of Signals
i. Deterministic and Random Signals
 Deterministic signals are those signals whose values are
completely specified for any given time.
 Deterministic signals can be described by some mathematical
formula.
 Thus, a deterministic signal can be modeled by a known
function of time t.
 Random signals are those signals that take random values at
any given time and must be characterized statistically.
07/10/24 3
Example: Deterministic and Random Signals

07/10/24 4
Classification of Signals……
ii. Even and Odd Signals
 A continuous-time signal x(t) is said to be an even signal if it
satisfies the condition:
x(t )  x(t ) , for all t
 A continuous-time signal x(t) is said to be an odd signal if it
satisfies the condition:

x(t )   x(t ) , for all t


 Even signals are symmetric about the vertical axis whereas
odd signals are asymmetric.
07/10/24 5
Classification of Signals……

 Similarly, a discrete-time signal x(n) is said to be an even


signal if it satisfies the condition:
x (  n)  x ( n) , for all n
 A discrete-time signal x(n) is said to be an odd signal if it
satisfies the condition:
x (  n)   x ( n) , for all n

 A general continuous-time signal x(t) can be decomposed into


its even and odd components as follows.

07/10/24 6
Classification of Signals……

 Let the signal x(t) be expressed as the sum of two components


xe(t) and xo(t) as follows:
x(t )  xe (t )  xo (t )

 Define xe(t) to be even and xo(t) to be odd, i.e.,


xe (t )  xe (t ) and xo (t )   xo (t )
t  t
 Putting in the expression for x(t), we will get:
x (  t )  x e (  t )  x o ( t )

 xe (t )  x o (t )
07/10/24 7
Classification of Signals……

 Solving for xe(t) and xo(t), we obtain:

1
xe (t )  x(t )  x(t )
2
and

1
xo (t )  x(t )  x(t )
2

 Similarly, a general discrete-time signal x(n) can be


decomposed into its even and odd components as follows.

07/10/24 8
Classification of Signals……

 Let the signal x(n) be expressed as the sum of two components


xe(n) and xo(n) as follows:
x ( n)  x e ( n)  x o ( n)

 Define xe(n) to be even and xo(n) to be odd, i.e.,


xe ( n)  xe (n) and xo ( n)   xo (n)
n  n
 Putting in the expression for x(n), we will get:
x (  n)  x e (  n)  x o (  n)

 x e ( n)  x o ( n)
07/10/24 9
Classification of Signals……

 Solving for xe(n) and xo(n), we obtain:


1
x e (n)  x(n)  x(n)
2
and

1
x o (n)  x(n)  x( n)
2

07/10/24 10
Examples of even signals (a and b) and odd signals (c and d)

07/10/24 11
Classification of Signals……

Exercise:

Determine whether the following signals are even, odd or


neither. If the signals are neither even nor odd, evaluate the
even and odd components.
t , 0  t  1
 2  3n 
a. x(t )   e. x(n)  n  cos 
0 , otherwise  4 

b. x(t )  1  t cos(t )  t 2 sin(t ) f . x(n)  n sin(0.25n)

c. x(t )  cos(t )  sin(t )  sin(t ) cos(t )


07/10/24 12
Classification of Signals……
iii. Periodic and Non-periodic Signals

 A continuous-time signal x(t) is said to be periodic with period


T if there is a positive non-zero value of T for which:

x(t )  x(t  T ) , for all t


 If x(t) is periodic with period T, then it is also periodic for all
integer multiples of T. That is:

x(t )  x(t  kT ) , k is an integer


 The smallest positive value T is known as the fundamental
period.
07/10/24 13
Classification of Signals……

 Any continuous-time signal which is not periodic is called a


non-periodic or aperiodic signal.
 All continuous-time sinusoidal signals are periodic.

 Consider a continuous-time sinusoidal signal x(t) given by:


x(t )  A sin( 0 t   )

 This sinusoidal signal is periodic for all values of t and its


fundamental period is given by:
2
T
0
07/10/24 14
Classification of Signals……

 All continuous-time complex exponential signals are also


periodic.
 Consider a continuous-time complex exponential signal x(t)
given by:
x(t )  e j (0t  )
 This complex exponential signal is periodic for all values of t
and its fundamental period is given by:
2
T
0
07/10/24 15
Classification of Signals……

Exercise:

Determine whether the following continuous-time signals are


periodic or non-periodic. If the signals are periodic, find their
fundamental period.
a. x(t )  sin(4t ) d . x(t )  2t  5

b. x(t )  tan(10t ) e. x(t )  e  2t

c. x(t )  e j ( 2t  7 ) f . x(t )  e j (8t )

07/10/24 16
Classification of Signals……

 A discrete-time signal x(n) is said to be periodic with period N


if there is a positive integer value of N for which:
x ( n)  x ( n  N ) , for all n
 If x(n) is periodic with period N, then it is also periodic for all
integer multiples of N. That is:
x( n)  x(n  kN ) , k is an integer
 The smallest positive value N is known as the fundamental
period.

07/10/24 17
Classification of Signals……

 Any discrete-time signal which is not periodic is called a non-


periodic or aperiodic discrete-time signal.
 All discrete-time sinusoidal signals are not periodic.

 Consider a discrete-time sinusoidal signal x(n) given by:


x(n)  A sin( 0 n   )
 This sinusoidal signal is periodic if and only if:
2
 rational number
0

07/10/24 18
Classification of Signals……

 The term rational number is defined as a fraction of two integers.

 Given that the above discrete-time sinusoidal signal is periodic,


its fundamental period is evaluated from the relationship:

2
N m
0
 The fundamental period is calculated from the above equation
with m set to the smallest integer that results in an integer value
for N.

07/10/24 19
Classification of Signals……

 All discrete-time complex exponential signals are not also


periodic.
 Consider a discrete-time complex exponential signal x(n)
given by:
x(n)  e j ( 0 n  )
2
 This complex exponential signal is periodic iff  is a
0

rational number and its fundamental period is given by:


2
N m
0
07/10/24 20
Classification of Signals……

Exercise:

Determine whether the following discrete-time signals are


periodic or non-periodic. If the signals are periodic, find their
fundamental period.
 7n  
 n   j  
 8 2
a. x(n)  sin    d . x ( n)  e
 12 4 
 3n 
b. x(n)  cos  e. x(n)  2 n u (n)
 10 
c. x(n)  cos(0.5n) f . x(t )  e j ( 3n )
07/10/24 21
Classification of Signals……

 The sum of two periodic continuous-time signals may not be


always periodic.
 Consider a continuous-time signal x(t) given by:
x(t )  x1 (t )  x 2 (t )

 If x1(t) is periodic with fundamental period T1 and x2(t) is

periodic with fundamental period T2, then x(t) is periodic if


and only if:
T1 m
  rational number
T2 n
07/10/24 22
Classification of Signals……

 The fundamental period of x(t) given by:

T1 m

T2 n

 T  nT1  mT2

 In the above equation, the values of m and n must be chosen


such that the greatest common divisor (gcd) between m and n
is 1.

07/10/24 23
Classification of Signals……

 The sum of two periodic discrete-time signals is always


periodic.
 Consider a discrete-time signal x(n) given by:
x(n)  x1 (n)  x 2 (n)

 If x1(n) is periodic with fundamental period N1 and x2(n) is

periodic with fundamental period N2, then x(n) is always


periodic with fundamental period:
N1 m
  N  nN 1  mN 2
N2 n
07/10/24 24
Classification of Signals……

Exercise:

Determine whether the following signals are periodic or non-


periodic. If the signals are periodic, find their fundamental
period.
a. x(t )  sin 4t   cos3t 
b. x(t )  sin 4t   cos10t 

c. x(t )  e j 2t  4   cos10t 

 n   n 
d . x(n)  cos   cos 
 12   18 
07/10/24 25
Classification of Signals……
iv. Energy and Power Signals
 The normalized energy E of a continuous-time signal x(t) is
defined as:

 2
E x(t ) dt


 The normalized average power P of x(t) is defined as:

1 T /2 2
P  lim
T  T 
T / 2
x(t ) dt

07/10/24 26
Classification of Signals……

 Similarly, for a discrete-time signal x(n), the normalized


energy E is defined as:
 2

E  x ( n)
n  

 The normalized average power P of x(n) is defined as:


2
1 N
P  lim
N  2 N  1

n N
x ( n)

07/10/24 27
Classification of Signals……
 A signal is said to be an energy signal if the normalized total energy E
has a non-zero finite value, i.e., 0 < E < ∞ and so P=0
 On the other hand, a signal is said to be a power signal if it has non-
zero finite normalized average power, i.e., 0 < P < ∞, thus implying
that E = ∞ .
 A signal cannot be both an energy and a power signal simultaneously.
 The energy signals have zero average power whereas the power
signals have infinite total energy.
 Some signals, however, can be classified as neither power signals nor
as energy signals.

07/10/24 28
Classification of Signals……

Exercise:

Categorize each of the following signals as an energy or power


signal or neither.
t , 0  t 1
   n 
 sin  2  ,  4  n  4
a. x(t )  2  t , 1  t  2 c. x(n)    
 
0 , otherwise 0 , otherwise

5 cost  , 1  t  1

b. x(t )  
0 , otherwise
07/10/24 29
Representation of Systems
 A system is a mathematical model of a physical process that
relates the input signal to the output signal.
 In other words, a system is a mathematical operator or mapping
that transforms an input signal into an output signal by means of
a fixed set of rules or operations.
 The notation T[ .] is used to represent a general system in which
an input signal is transformed into an output signal.
 Mathematically, the input and output signals can be related as:
y (t )  T [ x(t )] or y (n)  T [ x(n)]
07/10/24 30
Representation of Systems……
 The relationship between the input and output may be expressed
in terms of a concise mathematical rule or function.
 It is also possible to describe a system in terms of an algorithm
that provides a sequence of instructions or operations that is to
be applied to the input signal.

Fig. Representation of continuous-time and discrete-time systems

07/10/24 31
Classification of Systems
 In the analysis or design of a system, it is desirable to classify
the system according to some generic properties that the
system satisfies.
 For a system to possess a given property, the property must
hold true for all possible input signals that can be applied to
the system.
 If a property holds for some input signals but not for others,
the system does not satisfy that property.

07/10/24 32
Classification of Systems……
 We can classify systems into the following six basic categories.

i. Linear Vs non-linear systems

ii. Time-invariant Vs time-varying systems

iii. Memoryless Vs memory systems

iv. Causal Vs non-causal systems

v. Stable Vs unstable systems

vi. Invertible Vs non-invertible systems

07/10/24 33
Classification of Systems……

i. Linear Vs non-linear systems


 A system is linear if it satisfies the principle of superposition.
 A continuous-time system with input x(t) and output y(t) is
said to be linear iff:
T [a1 x1 (t )  a 2 x 2 (t )]  a1T [ x1 (t )]  a 2T [ x 2 (t )]

 Similarly, a discrete-time system with input x(n) and output


y(n) is said to be linear iff:
T [a1 x1 (n)  a 2 x 2 (n)]  a1T [ x1 (n)]  a 2T [ x 2 (n)]

07/10/24 34
Classification of Systems……

Exercise:

Determine whether the systems with the following input-output


relationships are linear or non-linear.
a. y (t )  2 x(t ) e. y (n)  x(n)  x(n  2)

b. y (t )  e x ( t ) f . y (n)  sin[ x(n)]

dx(t )
c. y (t ) 
dt

d . y (t )  3 x(t )  5
07/10/24 35
Classification of Systems……

ii. Time-invariant Vs time-varying systems


 A system is said to be time-invariant if a time delay or time
advance in the input signal leads to an identical time-shift in
the output signal.
 A continuous-time system with an input x(t) and output y(t) is
said to be time-invariant iff:
y (t  t 0 )  T [ x(t  t 0 )]
 Similarly, a discrete-time system with an input x(n) and
output y(n) is said to be time-invariant iff:
y (n  n0 )  T [ x(n  n0 )]
07/10/24 36
Classification of Systems……

Exercise:

Determine whether the systems with the following input-output


relationships are time-invariant or time-varying.

a. y (t )  sin[ x(t )] e. y (n)  x(n)  x(n  2)

b. y (t )  t sin[ x(t )] f . y (n)  nx(n)

c. y (t )  x 2 (t )

d . y ( n )  x (  n)

07/10/24 37
Classification of Systems……
iii. Memoryless Vs memory systems
 A continuous-time system is said to be memoryless or instantaneous
if its output y(t) at time t = t0 depends only on the values of the input
x(t) at the same time t = t0.

 On the other hand, if the response of a system at t = t0 depends on the


values of the input x(t) in the past or in the future time, it is called a
dynamic system or a system with memory.
 Similarly, a discrete-time system is said to be memoryless if its
output y(n) at time instant n = n0 depends only on the value of its
input x(n) at the same time instant n = n0. Otherwise, the discrete-
time system is said to have memory.
07/10/24 38
Classification of Systems……

Exercise:

Determine whether the systems with the following input-output


relationships are memoryless or memory.
a. y (t )  x(2t ) e. y (n)  x(n  2)

n
b. y (t )  x(t  5) f . y ( n )  x 
2

c. y (t )  x 2 (t ) g . y ( n)  e x ( n )

d . y (t )  3 x(t )  5
07/10/24 39
Classification of Systems……
iv. Causal Vs non-causal systems
 A continuous-time system is said to be causal if the output at
timet  t 0 depends only on the input x(t) fort  t 0 .
 Similarly, a discrete-time system is causal if the output at time
instantn  n0 depends only on the input x(n) forn  n0 .
 That is, the output of a causal system at the present time
depends on only the present and/or past values of the input but
not on its future values.
 A system that violates the causality condition is called a non-
causal or anti-causal system.
07/10/24 40
Classification of Systems……

Exercise:

Determine whether the systems with the following input-output


relationships are causal or non-causal.
a. y (t )  x(t  2)  x(t  2) e. y (n)  x(n  3)  4

n
b. y (t )  x(t  2)  x(t  5) f . y ( n )  x 
2

c. y (t )  x 2 (t  2) g . y ( n)  e x ( n  2 )

d . y (t )  x(2t )
07/10/24 41
Classification of Systems……

v. Stable Vs unstable systems


 A system is referred to as bounded-input, bounded-output
(BIBO) stable if an arbitrary bounded-input signal always
produces a bounded-output signal.
 A continuous-time system with input x(t) and output y(t) is
said to be BIBO stable iff:
x(t )  B x    y (t )  B y  

 Similarly, a discrete-time system with input x(n) and output


y(n) is said to be BIBO stable iff:
x ( n)  B x    y ( n)  B y  
07/10/24 42
Classification of Systems……

Exercise:

Determine whether the systems with the following input-output


relationships are BIBO stable or unstable.

a. y (t )  2 x(t )  5 d . y ( n)  e x ( n )

n2
b. y (t )  x(t  5) e. y (n)   x(k )
k n2

n
c. y (t )  x 2 (t ) f . y ( n)   x(k )
k  

07/10/24 43
Classification of Systems……
vi. Invertible Vs non-invertible systems
 A continuous-time system is said to be invertible if the input
signal x(t) can be uniquely determined from the output y(t) for
all time t ∈ (−∞,∞).
 Similarly, a discrete-time system is said to be invertible if the
input signal x(n) can be uniquely determined from the output
y(n) for all time n ∈ (−∞,∞).
 To be invertible, two different inputs cannot produce the same
output since, in such cases, the input signal cannot be uniquely
determined from the output signal.
07/10/24 44
Classification of Systems……

Exercise:

Determine whether the systems with the following input-output


relationships are invertible or non-invertible.
a. y (t )  3 x(t )  5 e. y (n)  2 x(n)  7

b. y (t )  cos[ x(t )] f . y ( n )  x ( 2n )

c. y (t )  x 2 (t ) g . y ( n)  e x ( n )

d . y (t )  x(t )  x(t  2)

07/10/24 45
Exercise

1. Determine whether the following signals are even, odd or


neither. If the signals are neither even nor odd, evaluate the
even and odd components.

a. x(t )  t 2  cos2t  d . x(t )  tu (t )

 1n , n  0 n , 0  n  4


b. x(n)   e. x(n)  
0 , n0 0 , otherwise

 t  sin 2n 
c. x(t )  t sin   f . x (n) 
2 n

07/10/24 46
Exercise……

2. Determine whether the following signals are periodic or non-


periodic. Calculate the fundamental period for the periodic
signals.
   7n   3n 
j  5t   j  j 
4  4   4 
a. x(t )  e 
d . x ( n)  e e

 6t   3t   2n 
b. x(t )  sin    2 cos  e. x(n)  cos 
 7  5  5 

 3t   63t 
f . x(n)   1
n
c. x(t )  sin   cos 
 8   64 

07/10/24 47
Exercise……

3. Determine if the following signals are energy or power signals


or neither. Calculate the energy and power of the signals in
each case.
 n  
j  
a. x(t )  cost sin t  d . x ( n)  e  2 8

cos3t  ,  3  n  3

e. x(n)   1
n
b. x(t )  

0 , otherwise

 n   3n 
c. x(t )  e  2t u (t ) f . x(n)  cos  sin  
 4   8 
07/10/24 48
Exercise……

4. Determine whether the systems described by the following input-output


relationships are:

i. Memoryless or memory

ii. Linear or non-linear

iii. Time-invariant or time-varying

iv. Causal or non-causal

v. BIBO Stable or unstable

vi. Invertible or non-invertible

07/10/24 49
Exercise……

a. y(t)  x(  t) h. y(n)  x(n)  x(n  1 )


b. y(t)  cos [x(t)] i. y(n)  x(n  1)  x(n  1)
c. y(t )  x(2t ) j. y (n)  x(2n  5)
d. y(t)  5 x(3t  2) k . y ( n )  x ( 2 n)  5
n 2
e. y(t)  x( 2  t) l. y ( n)   x(k )
k n2

f. y(t)  x(t) m. y (n)  2 x ( n )

g. y(t)  tx(t  4)
07/10/24 50
Addis Ababa Science and Technology University
College of Electrical and Mechanical Engineering
Department of Electromechanical Engineering

Signals and Systems Analysis ( EEEg=2121)

Chapter Two
Time-Domain Analysis of LTI Systems
Time-Domain Analysis of LTI Systems
Outline
 Introduction

 The Impulse response of LTI Systems

 The Convolution Integral

 Properties of LTI Systems

 Step Response of LTI Systems

 Solving Differential Equations

Semester-I, 2018/19 2
Introduction

 An important subset of continuous-time & discrete-time systems are


systems that satisfy the linearity and time-invariance properties.

 Such systems are referred to as linear, time-invariant (LTI) systems.

 In the time domain, continuous-time LTI systems can be analyzed using


the convolution integral or a linear constant-coefficient differential
equation

 Where as, discrete-time LTI systems can analyzed using the


convolution sum or a linear constant-coefficient difference equation.

Semester-I, 2018/19 3
Impulse Response of LTI Systems

 The impulse response of an LTI system is the response of the


system to an impulse input signal.

 The impulse response of a continuous-time LTI system, denoted


by h(t), is defined as:

 (t )  h(t )  h(t )  T [ (t )]
 If the system is time-invariant, then we have:

h(t )  T [ (t )]  h(t   )  T [ (t   )

Semester-I, 2018/19 4
The Convolution Integral

 The output y(t) of a continuous-time LTI system with impulse


response h(t) and input x(t) can be obtained using the
convolution integral.
 The convolution integral is defined as:

y (t )  x(t ) * h(t )   x( )h(t   )d


Semester-I, 2018/19 5
The Convolution Integral……

 Given input x(t) and impulse response h(t) of a continuous-time


LTI system, the convolution integral can be evaluated
graphically by following steps.

1. Sketch the waveform for input x(τ) by changing the independent


variable from t to τ and keep the waveform for x(τ) fixed during
convolution.

2. Sketch the waveform for the impulse response h(τ) by changing


the independent variable from t to τ.

Semester-I, 2018/19 6
The Convolution Integral……

3. Reflect h(τ) about the vertical axis to obtain the time-reflected


impulse response h(-τ).
4. Shift the time-reflected impulse function h(-τ) by a selected
value of t. The resulting function represents h(t-τ).
5. Multiply function x(τ) by h(t-τ) and plot the product function
x(τ)h(t-τ).
6. Calculate the total area under the product function x(τ)h(t-τ) by
integrating it over τ = [-∞, ∞].
7. Repeat steps 4 to 6 for different values of t to obtain y(t) for all
time, -∞ ≤ t ≤ ∞.
Semester-I, 2018/19 7
The Convolution Integral……

 The convolution integral has the following properties.


i. Commutative property

x(t ) * h(t )  h(t ) * x(t )

ii. Associative property

[ x(t ) * h1 (t )] * h2 (t )  x(t ) * [h1 (t ) * h2 (t )]

iii.Distributive property

x(t ) * [h1 (t )  h2 (t )]  x(t ) * h1 (t )  x(t ) * h2 (t )

Semester-I, 2018/19 8
The Convolution Integral……

Exercise:

Determine the output y(t) of the continuous-time LTI systems


with the following pairs of input signals and impulse responses.
1 , 2t  2 1 , 2t  2
 
a. x(t )   and h(t )  
0 , otherwise 0 , otherwise

t , 0t 2 1 , 0t4
 
b. x(t )   and h(t )  
0 , otherwise 0 , otherwise

c. x(t )  u (t  1) and h(t )  e 3t u (t )


Semester-I, 2018/19 9
Properties of LTI Systems

i. Memoryless LTI Systems


 The output of a memoryless system depends only on the
present input.
 Applying the commutative property of convolution, the output
of a continuous-time LTI system may be expressed as:
y (t )  h(t ) * x(t )

  h( ) x(t   )d


 For this system to be memoryless, y(t) must depend only on x(t)


and cannot depend on x(t-τ) for τ ≠ 0.
Semester-I, 2018/19 10
Properties of LTI Systems……

 This condition implies that h(τ)=0 for τ ≠ 0.

 Thus, a continuous-time LTI system is memoryless if and only if:


h(t )  A (t )
where :
A is an arbitrary constant

 All memoryless continuous-time LTI systems perform scalar


multiplication on the input.

Semester-I, 2018/19 11
Properties of LTI Systems……

ii. Causal LTI Systems


 The output of a causal LTI system depends only on past or
present values of the input.
 Again, write the convolution integral as:

y (t )  h(t ) * x(t )

  h( ) x(t   )d


 Past and present values of the input, x(t), x(t-1), x(t-2),…., are
associated with indices τ ≥ 0 in the convolution integral.
Semester-I, 2018/19 12
Properties of LTI Systems……

 Future values of the input are associated with indices τ < 0.

 In order for y(t) to depend only on past or present values of the


input, we require h(τ)=0 for τ < 0.
 Thus, a continuous-time LTI system is causal if and only if:

h(t )  0 for t  0
 For a causal continuous-time LTI system, the convolution
integral can be expressed as:

y (t )   h( ) x(t   ) d
0

Semester-I, 2018/19 13
Properties of LTI Systems……

iii. Stable LTI Systems


 A system is bounded input-bounded output (BIBO) stable if
the output is guaranteed to be bounded for every bounded
input.
 Consider the convolution integral of a continuous-time LTI
system: 
y (t )  h(t ) * x(t )   h( ) x(t   )d



 Taking
y (t ) the
 hmagnitude
(t ) * x(t ) of bothh(sides,
 ) x(t we
  get:

)d
Semester-I, 2018/19 14
Properties of LTI Systems……

 Using the Schwartz inequality, the above equation reduces to:



y (t )   h( ) x(t   ) d


 Assume that the input is bounded, i.e.,

x(t )  B x  
 Thus, the above inequality reduces to:

y (t )  B x  h( ) d


 This implies that the output is bounded, y (t )  , provided that


the impulse response is absolutely integrable.
Semester-I, 2018/19 15
Properties of LTI Systems……

 Thus, a continuous-time LTI system is BIBO stable if and only



if:

h( ) d  

Exercise:

Determine whether the LTI systems with the following impulse


responses
a. h(are
t ) memoryless,
e 4t u (t  2) causal, stable
c. hor(tnot.
)  e 2t u (t  10)

b. h(t )  e 2t u (3  t )

Semester-I, 2018/19 16
Step Response of LTI Systems

 The step response of LTI systems can be easily expressed in


terms of the impulse response as follows.
 Consider a continuous-time LTI system with impulse response
h(t) and step response denoted by s(t).
s (t )  h(t ) * u (t )

  h( )u (t   )d


 But, we know that


 u (t   )  0 for   t

 u (t   )  1 for   t
Semester-I, 2018/19 17
Step Response of LTI Systems……

 Thus, the step response can be expressed as:


t
s (t )   h( )d


 That is, the step response of a continuous-time LTI system is


expressed as the running integral of the impulse response.
 We can also express the impulse response of a continuous-time
LTI system in terms of the step response as follows:
d
h(t )  s(t )
dt

Semester-I, 2018/19 18
Step Response of LTI Systems……

Exercise:

Determine the unit step response of the systems with the


following impulse responses.
t
a. h(t )  e c. h(t )  u (t  1)

b. h(t )  u (t )  u (t  4) d . h(t )  e 2t u (t  1)

Semester-I, 2018/19 19
Solving Differential Equations
 The general form of an Nth order linear constant-coefficient
differential equation is given by:
N
dk M
dk

k 0
a k k y (t )   bk k x(t )
dt k 0 dt
N
dk M
dk
 y (t )   a k k y (t )   bk k x(t ) , a0  1
k 1 dt k 0 dt

dk
N M
dk
 y (t )   a k k y (t )   bk k x(t )
k 1 dt k 0 dt
where :

a k ' s and bk ' s are constant coefficients


Semester-I, 2018/19 20
Solving Differential Equations……

 The total solution of the above linear constant-coefficient differential


equation can be expressed as a sum of two parts.

y (t )  y h (t )  y p (t )

Homogeneous Particular
Solution Solution

Homogeneous Solution:

 The homogeneous solution yh(t) is the solution of the differential


equation with zero input.
Semester-I, 2018/19 21
Solving Differential Equations……

 The homogeneous differential equation with zero-input is given by:


N
dk

k 0
a k k y (t )  0
dt

 The solution to the above zero-input homogeneous equation is


characterized by exponential responses of the form :
y h (t )  Ae rt

where :

A is an arbitrary constant
Semester-I, 2018/19 22
Solving Differential Equations……

 Plugging in yh(t) into the zero-input equation, we get:

N
dk
 a k k
Ae rt
 0
k 0 dt

 Ae rt a 0  a1 r  ......  a N 1 r N 1  a N r N   0

 a N r N  a N 1 r N 1  ......a1 r  a 0  0

 This equation is known as the characteristic equation of the


linear constant coefficient differential equation.
Semester-I, 2018/19 23
Solving Differential Equations……

 Because the characteristic equation is of degree N, it will have


N roots which may be either real or complex.
 The N roots can also be distinct or repeated.

Case I: Distinct roots

 If the N roots ri are distinct, ri # rk for k # i , the general solution


to the homogeneous differential equation is:
N
y h (t )   Ai e ri t  A1e r1t  A2 e r2t  A3 e r3t  ......  AN e rN t
i 1

where the constants Ai are chosen to satisfy the initial conditions


Semester-I, 2018/19 24
Solving Differential Equations……

Case II: Repeated roots


 For repeated roots, the solution must be modified as follows.

 If r1 is a repeated root of multiplicity m with the remaining N-m


roots distinct, the homogeneous solution becomes:
N
y h (t )  ( A1  A2 t  ......  Am t m 1 r1t
)e   i
A e ri t

i  m 1

where the constants Ai are chosen to satisfy the initial conditions

Semester-I, 2018/19 25
Solving Differential Equations……

Particular Solution:
 The particular solution is the response of the system to the input
x(t) assuming zero initial conditions.

 Thus, the particular solution yp(t) depends on the form of the


input x(t).
 Because the input x(t) can take different forms, there is no
single specific form for a particular solution.

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Solving Differential Equations……

 The following table gives some forms of the input signal x(t)
and corresponding forms the particular solution yp(t).

Semester-I, 2018/19 27
Solving Differential Equations……

Steps to solve linear constant-coefficient differential equations:

i. Find the homogeneous solution, yh(t), by solving the roots of the


characteristic equation.

ii. Find the particular solution, yp(t), by assuming that it is of the same
form as the input signal x(t).

iii.Find the total solution by adding yh(t) and yp(t), i.e.,

y (t )  y h (t )  y p (t )
iv.Determine the constant-coefficients in the homogeneous solution by
plugging initial conditions in the total solution.
Semester-I, 2018/19 28
Solving Differential Equations……

Exercise:

Determine the output of the systems described by the


following differential equations with input and initial
conditions as specified.
d
a. y (t )  4 y (t )  2 x(t ) and x(t )  u (t ) , y (0)  1
dt
d2 d
b. 2
y (t )  6 y (t )  8 y (t )  2 x(t )
dt dt
and x(t )  e t u (t ) , y (0)  1 , y ' (0)  1

Semester-I, 2018/19 29
Exercise

1. Consider a continuous-time LTI with impulse response h(t) given by:

h(t )  e 3t u (2  t )
Determine the output y(t) of the system using the convolution integral
if the input x(t) is:

t
a. x(t )  u (t  2)  u (t  6) c. x(t )  e

b. x(t )  u (t  3) d . x(t )  u (t  4)

Semester-I, 2018/19 30
Exercise……
2. Determine whether the LTI systems with the following impulse responses are
memoryless/memory, causal/non-causal and BIBO stable/unstable.

t
a. h(t )  e 2t u (t ) c. h(t )  e
3. Determine the unit step response of a continuous-time LTI system with impulse response
given by:
b. h(t )  u (t  2)  u (t  2) d . h(t )  e 2t u (3  t )

h(t )  t 2 [u (t )  u (t  10)]
Semester-I, 2018/19 31
Exercise……
4. Consider a continuous-time system described by the linear constant-coefficient
differential equation:

d2 d d
2
y (t )  5 y (t )  4 y (t )  x(t )
dt homogeneousdtsolution yh(t), the particular
Determine the dt solution yp(t) and the total
solution y(t) of the given equation for the following inputs and initial conditions.

a. x(t )  sin(t )u (t ) and y (0)  0 , y ' (0)  1

b. x(t )  e  2t u (t ) and y (0)  1 , y ' (0)  1


Semester-I, 2018/19 32
Addis Ababa Science and Technology University
College of Electrical & Mechanical Engineering
Electrical & Computer Engineering Department

Signals and Systems Analysis (EEEg-2121)

Chapter Three
Frequency Domain Analysis of Continuous-Time
Signals and Systems
Frequency Domain Analysis of Continuous-Time
Signals and Systems
Outline
 The Continuous-time Fourier series (CTFS)
 Properties of the Exponential CTFS
 The Continuous-time Fourier transform (CTFT)
 Some Common CTFT Pairs
 Properties of the CTFT
 Frequency Response of Continuous-Time LTI Systems
 Frequency Domain Analysis

Semester-I, 2016/17 2
The Continuous-time Fourier series

 Continuous-time signals and systems can be analyzed in


frequency domain using:
 The Continuous-time Fourier series (CTFS)

 The Continuous-time Fourier transform (CTFT)

 The Laplace Transform

 The continuous-time Fourier series (CTFS) is used to analyze


periodic continuous-time signals and systems.
 The continuous-time Fourier series (CTFS) has two forms:
Trigonometric CTFS and Exponential CTFS
Semester-I, 2016/17 3
The Continuous-time Fourier series Cont’d…..

i. Trigonometric CTFS
 An arbitrary continuous-time periodic signal x(t) with
fundamental period T0 can be expressed as follows:
 
x(t )  a 0   a n cos(n 0 t )   bn sin( n 0 t )
n 1 n 1

where :

2
0  is the fundamental angular frequency
T0

a 0 , a n and bn are the trigonometric CTFS coefficients


Semester-I, 2016/17 4
The Continuous-time Fourier series Cont’d….

 The trigonometric CTFS coefficients are calculated as follows:

1
a0 
T0  x(t )dt
T0

2
an 
T0  x(t ) cos(n t )dt
T0
0

and

2
bn 
T0  x(t ) sin(n t )dt
T0
0

Semester-I, 2016/17 5
The Continuous-time Fourier series Cont’d….

CTFS Coefficients for Symmetrical Signals:

 If the periodic signal x(t) with angular frequency ω0 exhibits

some symmetry, then the computation of the CTFS coefficients is


simplified considerably.

 Some basic properties of the trigonometric coefficients of the


CTFS for symmetrical signals are listed below.

1. If x(t) is zero-mean, then a0 = 0. In such cases, one does not need

to calculate the dc coefficient a0.

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The Continuous-time Fourier series Cont’d….

2. If x(t) is an even function, then bn = 0 for all n. In other words, an even


signal is represented by its dc component and a linear combination of a
cosine function of frequency ω0 and its higher order harmonics.

3. If x(t) is an odd function, then a0 = an = 0 for all n. In other words, an


odd signal can be represented by a linear combination of a sine function
of frequency ω0 and its higher order harmonics.

4. If x(t) is a real function, then the trigonometric CTFS coefficients a0,

an, and bn are also real-valued for all n.

Semester-I, 2016/17 7
The Continuous-time Fourier series Cont’d….
Exercise:

1. Consider the continuous-time periodic signal x(t) shown in the


figure below.

a. Calculate the trigonometric CTFS coefficients.

b. Determine the trigonometric CTFS representation of x(t).


Semester-I, 2016/17 8
The Continuous-time Fourier series Cont’d….
2. Calculate the trigonometric CTFS coefficients for the continuous-
time signal x(t) given by:

   
x(t )  3  cos 4t    sin 10t  
 4  3
3. The CTFS of a continuous-time periodic signal x(t) is given by:

2  1
x(t )   sin 4 (2m  1)t 
 m  0 2m  1
a. Determine the fundamental period T0 of x(t).

b. Comment on the symmetry properties of x(t).


Semester-I, 2016/17 9
The Continuous-time Fourier series Cont’d…..

ii. Exponential CTFS


 An arbitrary continuous-time periodic signal x(t) with
fundamental period T0 can be expressed as follows:

x (t )  n
c e jn0t

n  

where :

2
0  is the fundamental angular frequency
T0

c n is the exponential CTFS coefficient


Semester-I, 2016/17 10
The Continuous-time Fourier series Cont’d….

 The exponential CTFS coefficient cn is calculated as follows:


1

 jn0t
cn  x (t ) e dt
T0 T0

 The basis functions corresponding to the trigonometric and


exponential CTFS are related by Euler’s identity as:

e  jn0t  cos(n 0 t )  j sin( n 0 t )

 The exponential and trigonometric CTFS coefficients are also


related to each other.
Semester-I, 2016/17 11
The Continuous-time Fourier series Cont’d….

 The relationship between exponential and trigonometric CTFS


coefficients is derived by expanding the trigonometric CTFS
series as follows:
 
x(t )  a 0   a n cos(n 0 t )   bn sin(n 0 t )
n 1 n 1


a n jn0t 
bn jn0t
 a0   e e 
 jn0t
 e e  jn0t

n 1 2 n 1 2 j

Semester-I, 2016/17 12
The Continuous-time Fourier series Cont’d….

 Combining terms with the same exponential functions, we


obtain:
1  1 
 
x(t )  a 0   a n  jbn e jn0t
 
  a n  jbn e  jn0t

2 n 1 2 n 1

 The second summation can be expressed as follows:


 1

 an 
n 1
jbn  e  jn0t   an 
n  
jb n  e jn0t

 This leads to the following expression:

Semester-I, 2016/17 13
The Continuous-time Fourier series Cont’d….

1  1 1
x(t )  a 0   a n  jbn  e jn0t
  a  n  jb n  e jn0t

2 n 1 2 n  
 Comparing the above expansion with the definition of
exponential CTFS gives:


a 0 , n0

1
c n   a n  jbn  n0
2
1
 a  n  jb n  n0
2
Semester-I, 2016/17 14
The Continuous-time Fourier series Cont’d….

 The exponential CTFS provide a more compact representation


compared with the trigonometric CTFS.
 However, the exponential CTFS coefficients are generally
complex-valued.

 For real-valued functions, the coefficients cn and c-n are


complex conjugates of each other.

Semester-I, 2016/17 15
The Continuous-time Fourier series Cont’d….

Existence of the CTFS:


 The CTFS representation (trigonometric or exponential) of a
periodic function x(t) exists if all CTFS coefficients are finite
and the series converges for all n.
 In other words, there is no infinite value in the magnitude
spectrum of the CTFS representation.
 For the CTFS representation to exist, the periodic signal x(t)
must satisfy the following three conditions.

Semester-I, 2016/17 16
The Continuous-time Fourier series Cont’d….

i. Absolutely integrable
• The area under one period of |x(t)| is finite, i.e.

 x(t ) dt  
T0

ii. Bounded variation


• The periodic signal x(t) has a finite number of maxima or
minima in one period.

Semester-I, 2016/17 17
The Continuous-time Fourier series Cont’d….

iii. Finite discontinuities


• The period x(t) has a finite number of discontinuities in one
period. In addition, each of the discontinuity has a finite
value.
 The above conditions are known as the Dirichlet conditions.

 If these conditions are satisfied, it is guaranteed that perfect


reconstruction is obtained from the CTFS coefficients.
 Most practical signals satisfy these three conditions.

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Properties of the Exponential CTFS

 The exponential CTFS has several interesting properties that are


useful in the analysis of continuous-time signals.

1. Symmetry property
 For real-valued periodic signals, the exponential CTFS
coefficients cn and c-n are complex conjugates of each other, i.e.,
1
c n  (a n  jbn ) for n  0 and
2

1
cn  (a n  jbn ) for n  0
2
Semester-I, 2016/17 19
Properties of the Exponential CTFS Cont’d……..

2. Linearity
CTFS CTFS
x1 (t )  c n and x 2 (t )  d n

CTFS
 a1 x1 (t )  a 2 x 2 (t )  a1c n  a 2 d n

3. Amplitude scaling
CTFS CTFS
x(t )  c n  ax(t )  ac n

Semester-I, 2016/17 20
Properties of the Exponential CTFS Cont’d……..

4. Time shifting

CTFS
x(t )   c n e  jn0t0
CTFS
 c n  x(t  t 0 ) 

5. Time scaling

CTFS  t  CTFS
x(t )  c n  x   c an
a

6. Time reversal
CTFS CTFS
x(t )  c n  x(t )  c  n
Semester-I, 2016/17 21
Properties of the Exponential CTFS Cont’d……..

7. Differentiation in the time domain

CTFS dx(t ) CTFS


x(t )  c n   jn 0 c n
dt

8. Integration in the time domain


cn
CTFS
x(t )  c n   x(t )dt 
CTFS

T0
jn 0

Semester-I, 2016/17 22
Properties of the Exponential CTFS Cont’d……..

9. Parseval’s theorem
 The power of a periodic signal x(t) can be calculated from its
exponential CTFS coefficients as follows:

1 

 cn
2 2
Px 
T0 
T0
x(t ) dt 
n  

 For real-valued signals, |cn| = |c-n|, which results in the


following simplified formula:
 

c  c 0  2 c n
2 2 2
Px  n
n   n 1

Semester-I, 2016/17 23
Properties of the Exponential CTFS Cont’d……..

Exercise:

1. Consider the continuous-time periodic signal x(t) shown in the


figure below.

a. Calculate the exponential CTFS coefficients.

b. Determine the exponential CTFS representation of x(t).


Semester-I, 2016/17 24
Properties of the Exponential CTFS Cont’d……..

2. Consider the following continuous-time periodic signals which


are derived from x(t) given above.

 
a. x1 (t )  x t   c. x3 (t )  2 x2t 
 4

dx(t )
b. x 2 (t )  x t  d . x 4 (t ) 
dt
Using properties of exponential CTFS, determine:

a. the exponential CTFS coefficients.

b. the exponential CTFS representation of the signals.


Semester-I, 2016/17 25
The Continuous-time Fourier Transform

 The continuous-time Fourier transform (CTFT) of a


continuous-time signal x(t), denoted by X(ω), is defined as:


X ( )   x(t )e  jt dt


 The inverse CTFT is given by:

1 
x(t ) 
2 

X ( )e jt d

Semester-I, 2016/17 26
The Continuous-time Fourier Transform Cont’d….

 We say that x(t) and X(ω) are CTFT pairs and denote this
relationship as:
CTFT
x(t )   X ( )

Existence of the CTFT:


 For the CTFT representation to exist, the continuous-time non-
periodic signal x(t) must satisfy the following three Dirichlet
conditions.

Semester-I, 2016/17 27
The Continuous-time Fourier Transform Cont’d…...

i. The signal x(t) is absolutely integrable




x(t ) dt  

ii. The signal x(t) has a finite number of local maxima, minima
and discontinuities in any finite interval.

iii. The signal x(t) has a finite number of discontinuities in any


finite interval. In addition, the size of each discontinuity is
finite.

Semester-I, 2016/17 28
The Continuous-time Fourier Transform Cont’d…...

Exercise:

1. Find the CTFT of the following continuous-time signals.

a. x(t )  e  at u (t ) , a0

b. x(t )  e at u (t ) , a0

c. x (t )   (t )

d . x(t )  cos( 0 t )

Semester-I, 2016/17 29
The Continuous-time Fourier Transform Cont’d…...

2. Find the inverse CTFT of:

1 ,   c

a. X ( )  
0 , otherwise

b. X ( )   ( )

c. X ( )  2 cos(2 )

Semester-I, 2016/17 30
Some Common CTFT Pairs

Semester-I, 2016/17 31
Some Common CTFT Pairs Cont’d…....

Semester-I, 2016/17 32
Properties of the CTFT

1. Linearity property
CTFT CTFT
x1 (t )   X 1 ( ) and x 2 (t )   X 2 ( )

CTFT
 a1 x1 (t )  a 2 x 2 (t )   a1 X 1 ( )  a 2 X 2 ( )

2. Time scaling property

CTFT 1   CTFT
x(t )  X ( )  x(at )  X  
a a

Semester-I, 2016/17 33
Properties of the CTFT Cont’d….

3. Time shifting

CTFT
x(t )   e  j0t X ( )
CTFT
 X ( )  x(t  t 0 ) 

4. Frequency shifting

x(t )   X ( )  e j0t x(t ) 


CTFT CTFT
 X (   0 )

5. Differentiation in the time domain


CTFT dx(t ) CTFT
x(t )  X ( )   jX ( )
dt
Semester-I, 2016/17 34
Properties of the CTFT Cont’d….

 By repeatedly applying the time differentiation property, it is


straightforward to verify that:
n
CTFT d x(t ) CTFT n
x(t )  X ( )  n
  ( j  ) X ( )
dt

6. Differentiation in the frequency domain:

CTFT
x(t )   X ( )

dX ( )
CTFT
 ( jt ) x(t ) 
d
Semester-I, 2016/17 35
Properties of the CTFT Cont’d….

7. Time reversal

CTFT CTFT
x(t )   X ( )  x(t )   X ( )

8. Time integration
CTFT
x(t )   X ( )

t X ( )

CTFT
 x( )d    X (0) ( )
 j

Semester-I, 2016/17 36
Properties of the CTFT Cont’d….

9. Convolution
CTFT CTFT
x1 (t )   X 1 ( ) and x 2 (t )   X 2 ( )

CTFT
 x1 (t ) * x 2 (t )   X 1 ( ) X 2 ( )

10. Multiplication
CTFT CTFT
x1 (t )   X 1 ( ) and x 2 (t )   X 2 ( )

1
CTFT
 x1 (t ) x 2 (t )  X 1 ( ) * X 2 ( )
2
Semester-I, 2016/17 37
Properties of the CTFT Cont’d….

11. Parseval’s energy theorem


 Parseval’s theorem relates the energy of a signal in the time
domain to the energy of its CTFT in the frequency domain.
 It shows that the CTFT is a lossless transform as there is no
loss of energy if a signal is transformed by the CTFT.
 2 1  2
Ex   x(t ) dt   X ( ) d
 2 

Semester-I, 2016/17 38
Frequency Response of Continuous-time LTI Systems

 An important representation for a continuous-time LTI system


is obtained by calculating the CTFT of the impulse response
h(t), i.e.,
CTFT
h(t )   H ( )

 The CTFT H(ω) is referred to as the frequency response of the


continuous-time LTI system.
 In conjunction with the linear convolution property, the
frequency response H(ω) can be used to determine the output
signal y(t) of the system due to the input signal x(t).
Semester-I, 2016/17 39
Frequency Response of Continuous-time LTI
Systems……

 We know that the output y(t) of a continuous-time LTI system


equals the convolution of the input x(t) with the impulse
response h(t), i.e.,

y (t )  x(t ) * h(t )
 Calculating the CTFT of both sides of the above equation by
applying the convolution property, we obtain:
Y ( )
Y ( )  X ( ) H ( )  H ( ) 
X ( )

Semester-I, 2016/17 40
Frequency Response of Discrete-time LTI Systems…..

 The above equation provides an alternative definition for the


frequency response as the ratio of the CTFT of the output signal
and the CTFT of the input signal.
 The relationship between the input signal x(t) and output signal
y(t) can also be described using a constant-coefficient
differential equation as:
N
d k y (t ) M d k x(t )

k 0
ak
dt k
  bk
k 0 dt k

Semester-I, 2016/17 41
Frequency Response of Continuous-time LTI Systems…..

 Taking the CTFT of both sides of the above equation by


applying the linearity and time-differentiation properties, we get:
N M

 k
a
k 0
( j  ) k
Y ( )   k
b (
k 0
j  ) k
X ( )

 Thus, the frequency response can be expressed as:


M

 b  j 
k
k
Y ( )
H ( )   k 0
N
X ( )
 a k  j 
k

k 0

Semester-I, 2016/17 42
Frequency Response of Continuous-Time LTI
Systems…..
Exercise:

1. The input to a continuous-time system is given by:

x(t )  e 2t u (t )

The output y(t) of the system to the above input is found to be:

y (t )  e  t u (t )

Find the frequency response H(ω) and the impulse response h(t)
of the given system.
Semester-I, 2016/17 43
Frequency Response of Continuous-Time LTI
Systems…..

2. Consider a continuous-time LTI system whose input–output


relationship is described by the following second-order
differential equation:

d2 d d
2
y (t )  5 y (t )  6 y (t )  2 x(t )  5 x(t )
dt dt dt

Calculate the frequency response H(ω) and the impulse


response h(t) for the continuous-time LTI system.

Semester-I, 2016/17 44
Frequency Domain Analysis

 The procedure for evaluating the output y(t) of continuous-time


LTI system in the frequency domain consists of the following
four steps.

1. Calculate the CTFT X(ω) of the input signal x(t).

2. Calculate the CTFT H(ω) of the impulse response h(t) of the


continuous-time LTI system.

The CTFT H(ω) is referred to as the frequency response of the


continuous-time LTI system.

Semester-I, 2016/17 45
Frequency Domain Analysis Cont’d………

3. Based on the convolution property, the CTFT Y(ω) of the


output y(t) is given by Y(ω) = X(ω)H(ω).

4. Calculate the output y(t) by taking the inverse CTFT of Y(ω)


obtained in step (3).
 The CTFT-based approach is convenient for many reasons.
 The CTFT-based approach is simpler to use than the time-
domain approach which is based on the convolution integral.
 The CTFT-based approach provides us with a meaningful insight
into the behavior of many systems.

Semester-I, 2016/17 46
Frequency Domain Analysis Cont’d……

Exercise:

Consider a continuous-time LTI system with impulse response


given by:

sin(10t )
h(t ) 
t

Find the output y(t) of the system if the input is:

a. x(t )  sin(5t ) c. x(t )  sin(8t )  sin(20t )

b. x(t )  sin(15t )
Semester-I, 2016/17 47
Exercise

1. Determine the exponential CTFS representation for each of the


following continuous-time periodic signals.

a. x(t )  cos 0 t 

b. x(t )  sin  0 t 

 
c. x(t )  cos 2t  
 4
d . x(t )  cos4t   sin 6t 

e. x(t )  sin 2 t 

Semester-I, 2016/17 48
Exercise Cont’d……..

2. Consider the continuous-time periodic signal x(t) shown in the


figure below.

a. Calculate the trigonometric & exponential CTFS coefficients.

b. Determine the trigonometric & exponential CTFS


representation of x(t).
Semester-I, 2016/17 49
Exercise Cont’d……..

3. Find the frequency response and impulse response of the


continuous –time system described by the linear constant-
coefficient differential equation:

d2 d d
2
y (t )  3 y (t )  2 y (t )  2 x(t )  x(t )
dt dt dt

4. Determine the frequency response of a continuous-time system


with impulse response:

sin 2 (2t )
h(t ) 
t 2
Semester-I, 2016/17 50
Exercise Cont’d……..

5. Consider a continuous-time LTI system with impulse response


given by:

sin(2t )
h(t )  cost 
t

Find the output y(t) of the system if the input is:

a. x(t )  sin(4t ) c. x(t )  cos( 2t )  sin(t )

b. x(t )  cos(t )  sin(6t )

Semester-I, 2016/17 51
Addis Ababa Science and Technology University
College of Electrical & Mechanical Engineering
Department of Electromechanical Engineering

Signals and Systems Analysis (EMEg=3262)

Chapter Four
Laplace Transform and Its Inverse
Laplace Transform and Its Inverse

Outline
 Introduction
 The Laplace Transform
 Properties of the ROC
 Properties of the Laplace Transform
 Inverse Laplace Transform
 Transfer function
 Analysis using the Laplace Transform
 Solving Differential Equations

Semester-I, 2018/19 2
Introduction

 The Laplace transform is a generalization of the Fourier


transform of a continuous time signal.
 The Laplace transform converges for signals for which the
Fourier transform does not.
 Hence, the Laplace transform is a useful tool in the analysis and
design of continuous time systems.

Semester-I, 2018/19 3
The Laplace Transform

 The Laplace transform of a continuous-time signal x(t), denoted


by X(s), is defined as:


X ( s )   x(t )e  st dt


 The complex variable s is of the form s    j with a real


part  and an imaginary part  .
 The Laplace transform defined by the above equation is known
as the bilateral Laplace transform.

Semester-I, 2018/19 4
The Laplace Transform……

 We say that x(t) and X(s) are Laplace transform pairs and denote
this relationship as:

x(t ) 
 X ( s ) (with certain ROC)
 The unilateral Laplace transform plays an important role in
the analysis of causal systems described by constant coefficient
linear differential equations with initial conditions.
 The unilateral Laplace transform is mathematically defined as:

X ( s )   x (t )e  st dt
0

Semester-I, 2018/19 5
The Laplace Transform……

Region of Convergence (ROC):


 The region of convergence (ROC) is defined as the set of all
values of s for which X(s) has a finite values.
 Every time we calculate the Laplace transform, we should
indicate its ROC.

Semester-I, 2018/19 6
The Laplace Transform……

Exercise:

1. Find the Laplace transform of the following continuous-time


signals and state the ROC.

a. x(t )  e  at u (t ) d . x(t )  e at u (t )

 at  at
b. x(t )  e u (t ) e. x(t )  e u (t )

c. x(t )  e at u (t )

Semester-I, 2018/19 7
The Laplace Transform……

2. Find the Laplace transform of the following continuous-time


signals and state the ROC.
2 t 3 t 2t
a. x(t )  e u (t ) d . x(t )  e u (t )  e u (t )

b. x(t )  e 3t u (t ) e. x(t )  e 2t u (t )  e 3t u (t )

c. x(t )  e  2t u (t )  e 3t u (t )

Semester-I, 2018/19 8
Properties of the ROC

 In general, the ROC of a Laplace transform has the following


properties.

i. The ROC can not contain any poles inside it.

ii. If x(t) is left-sided signal, then:

ROC : Re( s )   1 ,  1 : is the leftmost pole

iii. If x(t) is right-sided signal, then:

ROC : Re(s )   2 ,  2 : is the rightmost pole

Semester-I, 2018/19 9
Properties of the ROC……

iv. If x(t) is two-sided signal, then:

ROC :  2  Re(s )   1
v. If x(t) is a finite length signal, then ROC is the entire s-plane

except possibly at
s  0 or s  .

vi. The CTFT of x(t) exists if and only if the ROC of x(t)

includes the axis.


s  j

Semester-I, 2018/19 10
Properties of the ROC……

Exercise-1:

The Laplace transform of a continuous-time signal x(t) is given


by:
s 1
X (s)  2
s  5s  6

Determine:
a. all the possible ROCs
b. the corresponding continuous-time signal x(t) for each of the
above ROCs
Semester-I, 2018/19 11
Properties of the ROC……
Exercise-2:

Determine x(t) for the following conditions if X(s) is given by :

s 1
X (s) 
s 2  5s  6

a. x(t) is right - sided

b. x(t) is left - sided

c. x(t) is both sided

Semester-I, 2018/19 12
Some Common Laplace Transform Pairs

Semester-I, 2018/19 13
Rational Laplace Transforms

 The most important and most commonly used Laplace transforms


are those for which X(s) is a rational function of the form:

N ( s ) a0 s M  a1s M 1  .....  aM
X ( s)  
D ( s ) b0 s N  b1s N 1  .....  bN
 The above rational Laplace transform can be written as:

( s  z1 )( s  z 2 )....( s  z M )
X (s)  k
( s  p1 )( s  p2 )....( s  p N )
 The roots of the numerator N(s) are known as the zeros of X(s).

 The roots of the denominator D(s) are known as the poles of X(s).

Semester-I, 2018/19 14
Rational Laplace Transforms……

 The above rational Laplace transform contains:

 M zeros at z1, z2, ……, zM

 N poles at p1, p2, ……, pN

 If M>N, then there are M-N additional zeros.


 If M<N, then there are N-M additional poles.
 If M=N, then X(s) has exactly the same number of poles and
zeros.
 We denote the locations of zeros in the s-plane with the “o”
symbol and pole locations with the “x” symbol.
Semester-I, 2018/19 15
Rational Laplace Transforms ……

Exercise:
Find the zeros and poles of the rational Laplace transforms
given below and sketch the pole-zero plot.

2s  4
a. X ( s )  2
s  4s  3

s2  s  2
b. X ( s )  2
s  6s  5

Semester-I, 2018/19 16
Properties of the Laplace Transform

1. Linearity
 
x1 (t ) 
 X 1 ( s ) and x 2 (t ) 
 X 2 (s)


 a1 x1 (t )  a 2 x 2 (t ) 
 a1 X 1 ( s )  a 2 X 2 ( s )

2. Time scaling
 1 s 
x(t ) 
 X(s)  x(at ) 
 X  
a a

Semester-I, 2018/19 17
Properties of the Laplace Transform……

3. Time shifting

x(t ) 

X ( s )  x(t  t 0 ) 

e  st0 X ( s )

4. Shifting in the s-domain

x(t ) 

X ( s )  e s0t xt 

X s  s 0 

5. Time reversal

 
x(t ) 
 X ( s )  x ( t ) 
 X ( s)
Semester-I, 2018/19 18
Properties of the Laplace Transform……

6. Differentiation in the Time Domain

 dx(t ) 
x(t ) 
 X ( s)  
 sX ( s)
dt
7. Differentiation in the s-Domain

 dX ( s)  1
x(t ) 
 X ( s)   tx (t )
ds

Semester-I, 2018/19 19
Properties of the Laplace Transform……

8. Convolution in the Time Domain


 
x1 (t ) 
 X 1 ( s ) and x 2 (t ) 
 X 2 ( s)


 x1 (t ) * x 2 (t ) 
 X 1 ( s ). X 2 ( s )

9. Integration

t

 
x(t ) 
 X ( s )  x(t )dt 
 tx (t )


Semester-I, 2018/19 20
Properties of the Laplace Transform……

Table: Properties of the Laplace transform


Semester-I, 2018/19 21
Inverse Laplace Transform
Inversion formula

 C is to be selected such that if the ROC is ROC :  2  Re(s )   1

then

Semester-I, 2018/19 22
Inverse Laplace Transform
Inverting by Inspection:
 The simplest inversion method is by inspection, or by
comparing with the table of common Laplace transform pairs.
Exercise:

Find the inverse of the following Laplace transforms by


inspection.
1
a. X ( s )  , ROC : Re(s )  2
s2

1
b. X ( s)  , ROC : Re( s )  2
s2
Semester-I, 2018/19 23
Inverse Laplace Transform……

Inverting by Partial Fractional Expansion:


 This is a method of writing complex rational Laplace transforms
as a sum of simple terms.
 After expressing the complex rational Laplace transform as a sum
of simple terms, each term can be inverted by inspection.

 Consider a rational Laplace transform X(s) of the form:


N (s)
X (s) 
D( s)
with the order of N(s) less than the order of the denominator
polynomial D(s).
Semester-I, 2018/19 24
Inverse Laplace Transform……

 If poles p1 , p 2 , ........, p n are distinct, the rational Laplace


transform X(s) can be expanded using partial fraction expansion
as:
k1 k2 kn
X ( s)    ....... 
s  p1  s  p 2  s  p n 
 The coefficients k , k , ........, k are called the residues of the
1 2 n

partial fraction expansion. The residues are computed as:

k i  s  pi X ( s ) s  pi

Semester-I, 2018/19 25
Inverse Laplace Transform……

 With the known values of the coefficients k1 , k 2 , ........, k n


inverse transform of each term can be determined depending on
the location of each pole relative to the ROC.
 Consider a rational Laplace transform X(s) with repeated poles
of the form:
N ( s)
X (s) 
( s  p1 ) r ( s  p 2 )........( s  p n )

with multiplici ty r poles at s  p1

Semester-I, 2018/19 26
Inverse Laplace Transform……

 The Laplace X(s) with multiple poles can be expanded as:

k11 k12 k1r k2 kn


X ( s)    ....    .... 
s  p1  s  p1 2 s  p1 r s  p 2  s  p n 
 The coefficients k , ........,k can be computed using the residue
2 n

formula discussed above.


 The residues k , k ........, k are computed as:
11 12 1r

k1r  s  p1  X ( s )
r
s  p1 k1( r  2 ) 
1 d2
2 ! ds 2
s  p1 r
X ( s)  s  p1

k1( r 1) 
1 d
1! ds

s  p1 r X (s)  s  p1 and so on.....
Semester-I, 2018/19 27
Inverse Laplace Transform……
Exercise-1:

Find the inverse of the following Laplace transforms.


s2
a. X ( s )  2 , ROC : Re(s)  3
s  7 s  12
s2  s 1
b. X ( s )  2 , ROC : 0  Re(s)  1
s ( s  1)

s2  s 1
c. X ( s )  2
, ROC : Re(s)  1
( s  1)
s 1
d . X ( s)  2 , ROC : Re(s)  3
s  5s  6
Semester-I, 2018/19 28
Transfer Function
 The Laplace transform of the impulse response h(t) is known as
the transfer function of the system.
 Mathematically:


H ( s )   h(t )e  st dt


 We say that h(t) and H(s) are Laplace transform pairs and
denote this relationship as:


h(t ) 
 H (s)

Semester-I, 2018/19 29
Transfer Function…..

 The output y(t) of a continuous-time LTI system equals the


convolution of the input x(t) with the impulse response h(t),
i.e.,
y (t )  x(t ) * h(t )

 Taking the Laplace transform of both sides of the above


equation by applying the convolution property, we obtain:
Y (s)
Y (s)  X ( s) H (s)  H (s) 
X (s)

Semester-I, 2018/19 30
Transfer Function…..
i. Causal LTI Systems
 A discrete-time LTI system is causal if h(t)=0, t<0. In other
words, h(t) is right-sided signal.
 Therefore, ROC of H(s) is the region to the right of the
rightmost pole.
ii. Anti-causal LTI Systems
 A discrete-time LTI system is anti-causal if h(t)=0, t>0. In other
words, h(t) is left-sided signal.
 Therefore, ROC of H(s) is the region to the left of the leftmost
pole.
Semester-I, 2018/19 31
Transfer Function……

iii. BIBO Stable LTI Systems


 A continuous-time LTI system is BIBO stable if h(t) is
absolutely integrable, i.e. ,



h(t ) dt  

 Therefore, a continuous-time LTI system is BIBO stable if and


only if the transfer function H(s) has ROC that includes the
imaginary axis ( s  j axis )

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Transfer Function……

iv. Causal & BIBO stable LTI Systems


 The ROC of H(s) must be a region to the right of the rightmost
pole and contains the imaginary axis ( s  j axis ) .
 In other words, all poles must be to the left of the imaginary axis.

v. Causal & unstable LTI Systems


 The ROC of H(s) must be a region to the right of the rightmost
pole and does not contain the imaginary axis ( s  j axis ) .
 In other words, the rightmost pole must be to the right of the
imaginary axis.
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Transfer Function……

Exercise:
1. The transfer function of a continuous-time LTI system is given
by: s 1
H ( s)  2
s s6

a. Find the poles and zeros of H(s).


b. Sketch the pole-zero plot.
c. Find the impulse response h(t) if the system is known to be:
i. causal iii. BIBO stable
ii. anti-causal
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Transfer Function……
2. Plot the ROC of H(s) for continuous-time LTI systems that are:
a. causal & BIBO stable
b. causal & unstable
c. anti-causal & BIBO stable
d. anti-causal & unstable

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Analysis using the Laplace Transform

 The procedure for evaluating the output y(t) of a continuous-

time LTI system using the Laplace transform consists of the

following four steps.

1. Calculate the Laplace transform X(s) of the input signal x(t).

2. Calculate the Laplace transform H(s) of the impulse response

h(t) of the continuous-time LTI system.

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Analysis using the Laplace Transform….

3. Based on the convolution property, the Laplace transform of the

output y(t) is given by Y(s) = H(s)X(s).

4. The output y(t) in the time domain is obtained by calculating the

inverse Laplace transform of Y(s) obtained in step (3).

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Analysis using the Laplace Transform…..

Exercise:
Consider a continuous-time LTI system with impulse
response h(t) given by:
h(t )  e  t u (t )
The input to the system x(t) is:
x(t )  u (t )
Determine the output y(t) of the system using:
a. the Laplace transform

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Exercise

1. Calculate the Laplace transform and state the ROC for the
following continuous-time signals.

a. x(t )  t 5 u (t ) f . x(t )  t 2 cos(10t )u (t )


3 t
b. x(t )  e 3t cos(9t )u (t ) g . x(t )  e cos(5t )

c. x(t )  t 2 cos(10t )u (t ) h. x(t )  e 7 t cos(9t )u (t )

d . x(t )  e 5t u (t )  e 4t u (t )


3 t
e. x(t )  e

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Exercise……

2. Consider the Laplace transform given by:

4 s 2  15s  8
X ( s) 
( s  2) 2 ( s  1)
Determine the inverse Laplace transform assuming that:

a. x(t) is right-sided signal.


b. CTFT of x(t) exists.

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Exercise……

3. Consider the Laplace transform given by.

2s  7
X ( s)  2
s  7 s  12
Find the inverse Laplace transform for each of the ROCs:

a. Re(s )  4

b.  4  Re(s )  3

c. Re(s )  3

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Exercise……

4. A continuous-time system has a transfer function given by:


3s  1
H (s)  2
s s6
Find the impulse response h(t) assuming that:
a. the system is causal.
b. the system is BIBO stable.
c. the system is anti-causal.
d. can this system be both causal and BIBO stable?

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Exercise……

5. Consider a continuous-time LTI system with impulse


response h(t) given by:

h(t )  e 2t u (t )
Determine the output y(t) of the system using the Laplace
transform for the following inputs.
a. x(t )  cos(t )u (t )

b. x(t )  e 3t u (t )

c. x(t )  te t u (t )

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Addis Ababa Science and Technology University
College of Electrical & Mechanical Engineering
Electromechanical Engineering Department

Signals and Systems Analysis ( EEEg-2121)

Chapter Five
Z-Transform and Its Inverse
Z-transform and Its Inverse

Outline
 The Z-transform
 Properties of the Z-transform
 Transfer function of Discrete-time LTI Systems
 Transform Domain Analysis using the Z-transform

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The Z-transform

 The Z-transform of a discrete-time signal x(n), denoted by X(z),


is defined as:

X ( z)   x (
n  
n ) z n

 The Z-transform is a mapping (transformation) from a sequence


to a power series.
 We say that x(n) and X(z) are Z-transform pairs and denote this
relationship as:
Z
x(n)  X ( z ) (with certain ROC )
Semester-I, 2016/17 3
The Z-Plane

 The variable z is complex and can be viewed in the z-plane.

 The Z-transform of a discrete-time signal x(n) is a function X(z)


defined on the z-plane.

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Region of Convergence (ROC)

 The region of convergence (ROC) is defined as the set of all


values of z for which X(z) has a finite values.
 Every time we cite a Z-transform, we should indicate its ROC.

Example:

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Region of Convergence (ROC)……

Exercise:

1. Find the Z-transform of the following discrete-time signals and


state the ROC.
a. x(n)   (n) d . x(n)   a nu ( n  1)

b. x(n)  u (n) e. x(n)  a nu ( n  1)

c. x(n)  a nu (n)

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Region of Convergence (ROC)……

2. Find the Z-transform of the following discrete-time signals and


state the ROC.

a. x(n)  2 n u (n) d . x(n)  2 n u (n)  3n u (n  1)

b. x(n)  (2) n u (n) e. x(n)  2 n u ( n  1)  3n u (n)

c. x(n)  3n u ( n  1)

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Properties of the ROC

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Properties of the ROC……

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Properties of the ROC……

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Properties of the ROC……

 In general, the ROC has the following properties.

i. The ROC can not contain any poles inside it.

ii. If x(n) is left-sided signal, then:

ROC : z  r1 , r1 : is the innermost pole

iii.If x(n) is right-sided signal, then:

ROC : z  r2 , r2 : is the outermost pole

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Properties of the ROC……

iv. If x(n) is two-sided signal, then:

ROC : r2  z  r1

v. If x(n) is a finite length signal, then ROC is the entire z-plane

except possibly at z  0 or z  .

vi. The DTFT of x(n) exists if and only if the ROC of x(n)

includes the unit circle.

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Properties of the ROC……
Exercise:

The Z-transform of a discrete-time signal x(n) is given by:

1
X ( z) 
3 1 1  2
1 z  z
Determine: 4 8
a. all the possible ROCs

b. the corresponding discrete-time signal x(n) for each of the above ROCs

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Summary of the ROC

April 2015 Prepared by: WelelawY. 14


Summary of the ROC……..

April 2015 Prepared by: WelelawY. 15


Summary of the ROC……..

April 2015 Prepared by: WelelawY. 16


Some Common Z-transform Pairs

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Some Common Z-transform Pairs……

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Some Common Z-transform Pairs……

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Rational Z-transforms

 The most important and most commonly used Z-transforms are


those for which X(z) is a rational function of the form:
M

N ( z) k
b z k
b0  b1 z 1  .....  bM z  M
X ( z)   k 0
N

D( z ) a0  a1 z 1  .....  aM z  N
 k
a
k 0
z k

 The roots of the numerator N(z) are known as the zeros of X(z).

 The roots of the denominator D(z) are known as the poles of


X(z).

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Rational Z-transforms……

 The above rational Z-transform contains:

 M zeros at z1, z2, ……, zM

 N poles at p1, p2, ……, pM

 If M<N, then there are N-M additional zeros at the origin z=0.

 If M>N, then there are M-N additional poles at the origin z=0.

 If M=N, then X(z) has exactly the same number of poles and
zeros.

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Rational Z-transforms……

Exercise:
Find the Z-transform and sketch the pole-zero plots of the
following discrete-time signals.

a. x(n)  0.5n u (n)

b. x(n)  0.5n u ( n  1)

c. x(n)  (0.5) n u (n)  (1.5) n u ( n  1)

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Rational Z-transforms……

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Rational Z-transforms……

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Properties of Z-Transform

April 2015 Prepared by: Welelaw Y. 25


Inverse Z-transform

Inverting by Inspection:
 The simplest inversion method is by inspection, or by
comparing with the table of common Z-transform pairs.

Exercise:

Find the inverse of the following Z-transforms by inspection.


1
a. X ( z )  1
, ROC : z  0.5
1  0.5 z

1
b. X ( z )  1
, ROC : z  0.5
1  0.5 z
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Inverse Z-transform……

Inverting by Partial Fractional Expansion:


 This is a method of writing complex rational Z-transforms as a
sum of simple terms.
 After expressing the complex rational Z-transform as a sum of
simple terms, each term can be inverted by inspection.

Exercise:

Find the inverse Z-transform by partial fractional expansion


method. 1
X ( z)  , ROC : z  0.5
1  0.25z 1  0.5 z 
1 1

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Transfer Function of Discrete-time LTI Systems
 The Z-transform of the impulse response h(n) is known as the
transfer function of the system.
 Mathematically:

H ( z)   h (
n  
n ) z n

 We say that h(n) and H(z) are Z-transform pairs and denote this
relationship as:
Z
h(n)  H ( z)

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Transfer Function of Discrete-time LTI Systems……

 The output y(n) of a discrete-time LTI system equals the


convolution of the input x(n) with the impulse response h(n),
i.e.,
y ( n )  x ( n ) * h ( n)

 Taking the Z-transform of both sides of the above equation by


applying the convolution property, we obtain:
Y ( z)
Y ( z)  X ( z)H ( z)  H ( z) 
X ( z)

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Transfer Function of Discrete-time LTI Systems……
i. Causal LTI Systems
 A discrete-time LTI system is causal if h(n)=0, n<0. In other
words, h(n) is right-sided signal.
 Therefore, ROC of H(z) is an exterior region starting from the
outermost pole.

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Transfer Function of Discrete-time LTI Systems……
ii. Anti-causal LTI Systems
 A discrete-time LTI system is anti-causal if h(n)=0, n>0. In
other words, h(n) is left-sided signal.
 Therefore, ROC of H(z) is an interior region starting from the
innermost pole.

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Transfer Function of Discrete-time LTI Systems……

iii. BIBO Stable LTI Systems


 A discrete-time LTI system is BIBO stable if h(n) is
absolutely summable, i.e. ,

 h( n)  
n  

 Therefore, ROC of H(z) always contains the unit circle.

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Transfer Function of Discrete-time LTI Systems……

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Transfer Function of Discrete-time LTI Systems……
iv. Causal & BIBO stable LTI Systems
 The ROC of H(z) must be an exterior region starting from the
outermost pole and contains the unit circle.
 In other words, all poles must be inside the unit circle.

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Transfer Function of Discrete-time LTI Systems……
Exercise:
1. The transfer function of a discrete-time LTI system is given by:

3  3 z 1
H ( z) 
1  2.5 z 1  z  2
a. Find the poles and zeros of H(z).
b. Sketch the pole-zero plot.
c. Find the impulse response h(n) if the system is known to be:
i. causal iii. BIBO stable
ii. anti-causal
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Transfer Function of Discrete-time LTI Systems……
2. Plot the ROC of H(z) for discrete-time LTI systems that are:
a. causal & BIBO stable
b. causal & unstable
c. anti-causal & BIBO stable
d. anti-causal & unstable

Semester-I, 2016/17 36
Transform Domain Analysis using the Z-transform

 The procedure for evaluating the output y(n) of a discrete-time

LTI system using the Z-transform consists of the following four

steps.

1. Calculate the Z-transform X(z) of the input signal x(n).

2. Calculate the Z-transform H(z) of the impulse response h(n) of

the discrete-time LTI system.

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Transform Domain Analysis using the Z-transform….

3. Based on the convolution property, the Z-transform of the

output y(n) is given by Y(z) = H(z)X(z).

4. The output y(n) in the time domain is obtained by calculating

the inverse Z-transform of Y(z) obtained in step (3).

Semester-I, 2016/17 38
Exercise

1. Find the Z-transform of the following discrete-time signals.


n n
1  1
a. x(n)    u (n)     u (n)
2  3

n n
 1 1
b. x(n)     u (n)    u (n  1)
 3 2

2. Find the inverse Z-transform of:


1 1
X ( z)  , ROC : z 
 1 1  1 1  2
1  z 1  z 
 4  2 

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Exercise……

3. The input to a causal discrete-time LTI system is given by:


n
1
x(n)  u (n  1)    u (n)
2
The Z-transform of the output of this system is:
1 1
 z
Y ( z)  2
 1 1 
 1  z  
1  z 1

 2 
a. Determine the impulse response h(n) of the system.
b. Find the output y(n) of the system.
Semester-I, 2016/17 40

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