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EE21201/EE21101: Signals and Systems

Instructor: Prof. Ashish R. Hota

Class Hours: E4 Slot. Wednesday: 12pm - 12:55pm, Thursday: 11am -


11:55am, Friday: 9am - 10:55am
Venue: NR 322
Grading Scheme: 50 % Endsem, 30 % Midsem, 20 % Class Tests, etc.
Preferred Mode of Contact: Send email to ahota@ee.iitkgp.ac.in with
subject containing [EE21201]. Do not forget to write your name and roll
no. Any email with a blank subject and without name and roll no. will be
ignored.
Class handouts and other materials will be uploaded on MS Teams. To join
the team, use code: oettxk9
Reference Books:
1. Signals and Systems 2nd Edition, by Oppenheim, Willsky and Nawab
2. Principles of Linear Systems and Signals, by B. P. Lathi
General expectation: spend 3-4 hours every week to keep up with the lecture,
spend time solving problems yourself rather than watch videos online
Office hours: 5:15pm - 6:00pm every Wednesday

1
Overview

A signal represents information or data about a phenomenon of interest.

A system accepts input signals and produces output signals in response.

Examples can be found in many disciplines.

– Electrical:

– Mechanical:

– Chemical and Biological:

– Environmental:

– Economic:

– Social:

– Audio/Visual:

– Computing:

In this subject, we will learn about a set of mathematical tools to represent,


analyze and design a class of signals and systems.

2
What is a signal?

Mathematically, a signal can be regarded as a function of one or more inde-


pendent variables.
Example:
– Voltage signal:
– Image signal:
– Video signal:
In this course: we are dealing with signals that are functions of a single
independent variable (typically time).
Time-dependent signals can be classified into the following two sub-classes:
– Continuous Time (CT)
– Discrete Time (DT)

3
Continuous-time Signals

Continuous-time Signals: Any mapping from real-numbers (time variable


t) to complex numbers
We use notation: x(t), y(t), z(t), . . .:
– reserve time variable t for continuous-time signals’ independent variable
– use parenthesis (·)
Typically, physical quantities or variables are examples of continuous-time
signals.
Examples: ?

4
Discrete-time Signals

Discrete-time Signals: Any mapping from integer-numbers (time variable


n) to complex numbers
We use notation: x[n], y[n], z[n], . . .:
– reserve time variable n for discrete-time signals’ independent variable
– use square bracket [·]
Examples: ?

One can obtain discrete-time signals by sampling continuous-time signals.

5
Systems

Continuous-time system

Discrete-time system

Hybrid system

Dynamical system: any system with an internal state and a rule govering
how the state evolves in time

Example: a car with input being acceleration a(t) and output being velocity
v(t). The evolution of speed is given by
dv
= a(t).
dt
The output is measured by the speedometer sensor. This is an example of
a continuous-time dynamical system.

The field of signal processing studies how to extract desirable features from
given signals, often via design of filters.

The field of control systems studies how to design systems (controllers)


which produce suitable signals to steer the output of a given dynamical
system in a desirable manner.

6
Outline of this subject

Classifications, transformations and basic properties of signals and systems


Time domain analysis of Linear Time-Invariant (LTI) systems
Frequency domain analysis of signals and LTI systems: decomposition and
eigenfunctions.
Sampling, quantization and associated challenges

7
Basic Notations

Notations:
a. Z : the set of integers . . . , 2, 1, 0, 1, 2, . . .
b. R : the set of real numbers
c. C := {(a + bj) | a, b 2 R} the set of complex numbers
A complex number can be identified as a vector on the R2 plane.
p
Notation j := 1
x = a + bj is Cartesian coordinate representation
p
x = rej✓ , where r = a2 + b2 and ✓ =?
is the polar coordinate representation.

8
Transformation of Signals: Time Shift

For any t0 2 R and n0 2 Z, time shift is defined as


x(t) ! x(t t0 ) CT
x[n] ! x[n n0 ] DT

For t0 > 0 (n0 > 0), it is called delay and for t0 < 0 (n0 < 0) it is called
advance.

Example: Suppose that x(t) is given by:

x(t)
2

t
3 2 1 1 2 3

What would be x(t 1)?

9
Transformation of Signals: Time Reversal

Time reversal is defined as


x(t) ! x( t)
x[n] ! x[ n],

Interpretation: Flipping over y-axis


How does x( t) look like in this example?

x(t)
2

t
3 2 1 1 2 3

10
Transformation of CT Signals: Time Scaling

For CT Signals, time-scaling by a factor a > 0 is defined as

x(t) ! x(at), a > 0.

If a > 1 it is called Decimation (squeezing/compression)


If 1 > a > 0, it is called Expansion (enlarging)
If a < 0, we get a reversed compressed/expanded signal
Class activity: How does x(2t) and x(t/2) look like in the above example?

x(t)
2

t
3 2 1 1 2 3

11
Time Scaling: Discrete Time

Decimation: For a DT Signal, and an integer factor M 1, the decimated


signal is defined by:

yD [n] = x[M n].

Expansion: For an integer L 1, the discrete-time expanded signal (by a


factor L) is:
( ⇥ ⇤
x Ln , n = integer multiple of L
yE [n] =
0, otherwise.

12
Linear-Time Transformation

Often we are interested in the transformation x(t) ! x(at b)


It is indeed a combination of time shift and time-scaling (order matters):
1. Define v(t) = x(t b),
2. Define y(t) = v(at) = x(at b).
So x(t) ! x(at b) is equivalent to time-delay then scale!

If you scale first, and then do the delay, what do you obtain?

Example: Plot the signal x( t + 2) for the signal x(t) as bellow,

x(t)
2

t
3 2 1 1 2 3

13
Signal Categories: Even/Odd Signals

Definition 1. A CT (DT) signal x(t) (x[n]) is even if

x( t) = x(t) (x[ n] = x[n]),

for all t (n).

10

2 1 1 2

Definition 2. A CT (DT) signal x(t) (x[n]) is odd if

x( t) = x(t) (x[ n] = x[n]).

2 1 1 2
5

14
Examples of Even/Odd Signals

Is x[n] = n3 even or odd?


Is x[n] = n3 n2 1 even or odd?

x[n]
10

n
3 2 1 1 2 3
10

20

30

Figure 1: Plot of signal x[n] = n3 n2 1

n3 + ( n2 1).
But x[n] = |{z}
| {z }
xodd [n] xeven [n]

Can we do this for any signal, i.e. write down any signal as x(t) = xeven (t)+
xodd (t)?
Answer: yes!

Even/Odd Decomposition: For any CT signal x(t) we can write:

x(t) = xe (t) + xo (t),

where xe (t) = x(t)+x(


2
t)
is even and xo (t) = x(t) x( t)
2 is odd.
For any DT signal x[n] we can write:

x[n] = xe [n] + xo [n],


x[n]+x[ n] x[n] x[ n]
where xe [n] = 2 is even and xo [n] = 2 is odd.

15
Periodic and Aperiodic Signals

Continuous Time: x(t) is periodic with period T > 0 if x(t + T ) = x(t) for
all time t.
Fundamental period and frequency:
– smallest T > 0 that satisfies this is called the fundamental period
2⇡
– for the fundamental period T , !0 = T is called the fundamental fre-
quency.
Discrete Time: x[n] is periodic with period N > 0 if x[n + N ] = x[n] for
all integer n.
Fundamental period and frequency:
– smallest N > 0 that satisfies this is called the fundamental period
2⇡
– for the fundamental period N0 , !0 = N0 is called the fundamental fre-
quency.
If a signal is not periodic, we call it an aperiodic signal.
Examples:

16
Periodic and Aperiodic Signals

Clicker Question: What can we say about the periodicity of the following signals:
✓ 2◆
⇡t
x(t) = cos ,
8
✓ 2◆
⇡n
x[n] = cos .
8
a. x(t) is periodic, but x[n] is aperiodic.
b. x(t) is aperiodic, and x[n] is aperiodic.
c. x(t) is aperiodic, but x[n] is periodic.
d. x(t) is periodic, but x[n] is periodic.

1
1
0.5
0.5
2 4 6 8 10
10 5 5 10 0.5
0.5
1

17
Energy and Power of a Signal

Remember: Instantaneous power of a resistor: p(t) = v(t)i(t) = R1 v 2 (t)

v(t) R

R t2
Energy: power consumption over time = t1 p(t)dt

Motivated by these: We DEFINE the energy of a CT signal x(t) over [t1 , t2 ]


interval by:
Z t2
E[t1 ,t2 ] = |x(t)|2 dt,
t1

where |x(t)| is the magnitude of the (complex-valued) signal at time t.


We define the energy of a DT signal x[n] over [n1 , n2 ] interval by:
n2
X
E[n1 ,n2 ] = |x[n]|2 .
n=n1

We define average power of a signal:


– Continuous-time: x(t) over continuous interval (t1 , t2 ) is:
Z t2
1 1
P = E[t1 ,t2 ] = |x(t)|2 dt.
t2 t1 t 2 t 1 t1

– Discrete-time: x[n] over discrete interval [n1 , n2 ] is:


Xn2
1 1
P = E[n ,n ] = |x[n]|2 .
n2 n1 + 1 1 2 n2 n1 + 1 n=n
1

The above definitions may not always correspond to the physical notion of
energy or power, rather represent the size of the signal.

18
Total Energy of a Signal

We define the total energy and power of


– a continuous-time signal x(t) to be
Z T
E1 = lim |x(t)|2 dt,
T !1 T
Z T
1
P1 = lim |x(t)|2 dt,
T !1 2T T

– a discrete-time signal x[n] to be


N
X
E1 = lim |x[n]|2
N !1
n= N
N
X
1
P1 = lim |x[n]|2
N !1 2N + 1
n= N

We say that a signal is finite energy if E1 < 1.


We say that a signal has finite average power if P1 < 1.
There could also be signals which have neither finite energy nor finite power.
Example: Find the total energy and power of the signals x1 (t) = 1, x2 (t) = t,
x3 (t) = e t for t 0 and x3 (t) = 0 for t < 0, and x4 (t) = e (1+j)t ?

19
Discrete-Time: Unit Step


0 n<0
Discrete-time case: u[n] =
1 n 0
1.5

0.5
n
5 5

Figure 2: Plot of step signal u[n]

P1
How does k=0 u[n k] look like?

20
Discrete-Time: Unit Impulse

We define the discrete-time unit impulse as:



0 , n 6= 0
[n] = = u[n] u[n 1]
1 , n=0

1.5

0.5
n
2 2

P1
Show that u[n] = k=0 [n k].

21
Sampling Property of [n]

Sampling Property

x[n] [n k] = x[k] [n k].

How to show this?


By the definition of [n], [n k] = 1 if n = k, and 0 otherwise. Therefore,
(
x[n], n=k
x[n] [n k] =
0, n 6= k
= x[k] [n k].

Special case sampling property: When k = 0, we have x[n] [n] = x[0] [n]!

22
Shifting and Representation Properties of [n]

Show that for any signal x[n], we have:


1
X
x[n] [n k] = x[k].
n= 1

Proof. Follows from the sampling property:


1
X 1
X
x[n] [n k] = x[k] [n k]
n= 1 n= 1
1
!
(a) X
= x[k] [n k]
n= 1
(b)
= x[k].

Show that any signal x[n] can be expressed as:


1
X
x[n] = x[k] [n k].
k= 1

Proof. Consider the sampling property:

x[n] [n k] = x[k] [n k].

Instead of summing 1over n (shifting property),


1
sum over k:
X X
x[n] [n k] = x[k] [n k].
k= 1 k= 1

Left side is x[n]!

23
Continuous-Time: Unit Step


0 t<0
Continuous-time case: u(t) =
1 t 0
1.5

0.5
n
5 5

Figure 3: Plot of step signal u(t)

P1
Example: Plot x(t) = k=0 u(t k).

24
Continuous Unit Impulse: Mathematical formulation

Define (t) to be the signal that satisfies the following properties:


a. (t) = 0 at any point t 6= 0
b. (0) = 1 such that: Z 1
(⌧ )d⌧ = 1.
1

c. All the rules of calculus applies to it.


Rt
a. and b. imply that t12 (⌧ )d⌧ = 1 for all t1 < 0 < t2 .

t
4 2 0 2 4

Figure 4: Representing (t)

25
Unit-impulse: really, what is it?

⇢ 1
if t 2 [0, ]
Define (t) =
0 else.
1

0
0

For any signal x(t) and small enough > 0:


Z 1 Z
(⌧ )d⌧ = (⌧ )d⌧
1 0
Z
1
= d⌧ = 1.
0

We can think of (t) as lim !0 (t).

26
Sampling Property of (t)

Sampling Property: If x(t) is continuous at ⌧ , then

x(t) (t ⌧ ) = x(⌧ ) (t ⌧ ).

Proof.
First: (t ⌧ ) = 0 whenever t 6= ⌧ . Therefore,
(
+1, t = ⌧
x(t) (t ⌧ ) =
0, t 6= ⌧.

This is the same as x(⌧ ) (t ⌧ ) because


(
+1, t = ⌧
x(⌧ ) (t ⌧ ) =
0, t=6 ⌧.

Next: check the integration of x(t) (t ⌧ ).

27
Properties of (t)

Next: check the integration of x(t) (t ⌧ ). Let ✏ > 0 be a small constant.


There exists some ↵ > 0 such that |x(t) x(⌧ )| < ✏ for ⌧ ↵  t  ⌧ + ↵.
Therefore:
Z 1 Z ⌧ ↵ Z ⌧ +↵
x(t) (t ⌧ )dt = x(t) (t ⌧ )dt + x(t) (t ⌧ )dt
1 1 ⌧ ↵
Z 1 Z ⌧ +↵
+ x(t) (t ⌧ )dt= x(t) (t ⌧ )dt.
⌧ +↵ ⌧ ↵

Since |x(t) x(⌧ )| < ✏ for ⌧ ↵  t  ⌧ + ↵,


Z 1
| x(t) (t ⌧ )dt x(⌧ )|
1
Z ⌧ +↵
=| x(t) (t ⌧ )dt x(⌧ )|
⌧ ↵
Z ⌧ +↵
=| (x(t) x(⌧ )) (t ⌧ )dt|
⌧ ↵
Z ⌧ +↵
 |x(t) x(⌧ )| (t ⌧ )dt
Z⌧ ⌧↵+↵
✏ (t ⌧ )dt = ✏.
⌧ ↵
R1
As this holds for every ✏ > 0, 1 x(t) (t ⌧ )dt = x(⌧ ).
R1 R1
On the other hand 1 x(⌧ ) (t ⌧ )dt = x(⌧ ) 1 (t ⌧ )dt = x(⌧ ).

28
Example

Rt
Example 1: Plot x(t) = ( (t 1) + (t + 1))t2 and z(t) = 1 x(⌧ )d⌧ .

Rt d
Example 2: Show that u(t) = 1 (⌧ )d⌧ (or, equivalently, dt u(t) = (t)).

29
Properties of (t)

Shifting Property:
Z 1
x(t) (t ⌧ )dt = x(⌧ ).
1

Representation Property:
Z 1
x(t) = x(⌧ ) (t ⌧ )d⌧,
1

Proof. Using the sampling property:

x(⌧ ) (t ⌧ ) = x(t) (t ⌧ ).

Integrating both sides:


Z 1 Z 1
x(⌧ ) (t ⌧ )d⌧ = x(t) (t ⌧ )d⌧
1 1
Z 1
= x(t) (t ⌧ )d⌧ = x(t).
1

30
Special Signals: Complex Exponential Signals

Definition: A continuous-time (complex) exponential signal is a signal of the


form:
x(t) = Ceat ,
for a, C 2 C.
Suppose C and a are both real numbers. What are the possible trajectories
of this signal?

Clicker Question 2: The following is the plot of Re[x(t)] for a complex


exponential signal x(t) = Ceat where C is real. Which one of the following
set of parameters correspond to this plot?

20

n
2 2

20

a. C < 0, Re[a] < 0 c. C > 0, Re[a] < 0


b. C < 0, Re[a] > 0 d. C > 0, Re[a] > 0

31
Special Signals: Exponential Signals

Real Exponential Signals:


– The case where a = ↵ and C = B are real numbers
– ↵ > 0 exponentially increasing, ↵ < 0 exponentially decreasing
– Note: Energy of complex exponentials (except for C = 0) is infinity
(2+3j)t
– Example: What is the energy of x(t) = e u(t)?

10

t
2 1 1 2

32
Exponential and Sinusoidal Signals

If C = Aej✓ and a = ↵ + j!0 , then x(t) = Ceat = Ae↵t ej(!0 t+✓)


Decaying exponent: real part of a
Oscillatory behavior: imaginary part of a
Phase: angle of C
Periodic Complex Exponential:
– The case where a = j!0
– In this case: x(t) = Aej(!0 t+✓) = A cos(!0 t + ✓) + jA sin(!0 t + ✓)
2⇡
– In this case, x(t) is periodic with the fundamental period |!0 |
– What if !0 < 0?

1
0.5
n
2 1 1 2
0.5
1

Figure 5: Plot Re[e(5t+ 3 )j ]

If ↵ 6= 0, is the signal still periodic?


Note that periodic signals have infinite energy, but finite average power.
Determine the average power of the signal x(t) = ej(!0 t+ ) .

33
Sinusoids and Harmonics

Given a complex exponential with fundamental period !0 , a harmonically


related set of complex exponentials are given by

k (t) = ejk!0 t , k 2 Z.

2⇡
All these signals have the same fundamental period T0 = !0 .

We can represent any sinusoid as sum of complex exponentials. E.g.,


A j!0 t+ A j(!0 t+ )
A cos(!0 t + ) = e + e .
2 2

34
Special Signals: Discrete-Time Exponential Signals

Similar to CT: a discrete-time complex exponential signal is a signal of the


form:
x[n] = Ce n .

For technical reasons, it is more convenient to study:


n
x[n] = Ce = Cz n ,

where z = e .

Case 1: Real-valued exponential:


Case where C and z (or equivalently ) are real.
In this case if |z| < 1, the signal is exponentially decreasing,and if |z| > 1
the signal is exponentially increasing.

30 30
20 20
10 10
n n
2 2 2 2

35
Discrete-Time Periodic Exponential Signals

As before, let us focus on the case where is imaginary.

If x[n] = Cej⌦0 n is periodic with period N , then:

x[n + N ] = x[n]
)Cej⌦0 (n+N ) = Cej⌦0 n ej⌦0 N = Cej⌦0 n
)ej⌦0 N = 1.

When is this true?


2⇡k
Discrete time complex exponential signals are periodic only when ⌦0 = N
for some integers k, N .

In contrast, continuous time complex exponential signals were period for any
⌦0 6= 0.
2⇡ 3⇡
Example: Determine the fundamental period of the signal x[n] = e 3 n +e 4 n .

36
Discrete-Time Periodic Exponential Signals

For a CT periodic exponential signal, increasing the frequency reduces the


period.

However, for a DT periodic exponential signal, this is not the case.

g[n] = ej⌦0 n = ej(⌦0 +2⇡)n .

That is, the signal with frequency ⌦0 + 2⇡ is the same signal with frequency
⌦0 , and has the same period.

Thus, all unique periodic exponential signals have periods confined to the
region [0, 2⇡) or [ ⇡, ⇡).

As before, the harmonic family of DT complex exponentials are given by


2⇡
k [n] = ejkn N , k 2 Z.

All these signals have a common period N .

37

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