Chapt 1 Signal and Systems

Chapt 01 Signal and Systems B.E.
Comps, Mumbai Uni
Prepared by Chandrashekhar Padole Pre Lecturer Watumull Institute of Tech , Worli
10/6/2009
Watumull Institute of Technology, Worli Prepared by Chandrashekhar Padole, DSP-BE Computer, Mumbai Uni
Copyright with Authors. All right reserved
For education purpose. Commercialization of this material is strictly not allowed without permission from author.
10/6/2009
Signal
Definition: It is the function that describes the variation of a physical variable with respect to independent variable( time, space etc.) in a physical process. Mathematically, S=f(x) Where s is signal /function and x independent variable
Examples: 1) Change in temperature sensed by the sensor placed in boiler.
t(msec) Temp(0C) 1 29 2 31 3 35 4 45 5 45
T=f(t) Here, time t is independent variable.
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Contd..
2) The digital data to be sent over a transmission channel
t(msec) Digital data 0 0 1 1 2 1 3 0 4 1 5 0
3) Pixel intensities in an image

2 5 7 11 2 7 6 8 8 5 12 7 4 14 3 8 7 5 9 4 12 4 4 4 2 15 8 6 8 3 1 12 4 1 3 0 4 4 9 3 5 1 2 9 6 10 3 5 8 4 7 6 9 7 8 7 11 13 7 5 2 2 3 5 13 9 8 4 5 6 1 4 1 11 4 6 9 4 7 14 9 9 2 12 5 5 0 4 7 1 9
Image, I=f(x,y) In this example intensity in image is the function / or signal which is dependent on independent variable spatial coordinate x and y.
10 8 1 6 6 7 7 7 14
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Contd..
4) The voltage across capacitor
V = e t / RC
5) share value fluctuation in stock market during year ( month wise)
Month Share value( Rs) Jan 200 Feb 214 Mar 214 Apr 245 May 198 Jun 200 Jul 210 Aug 200 Sep 234
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Common Discrete time signals

It is general practice to represent complex signals by using common or standards signals.In descrete time signals independent variable ,t, can be equivalently seen as nT where T is samling period and n is sample number. Thuis , n becomes independent variable in descrete time signal. Some of the common signals are given here.
a)Unit impulse function b) Unit step function u(n): It is defined as u(n) = 0 1 c)Unit ramp function ( r(n)):
(n) = 1 0
n = 0; n 0;
n0
n<0
r(n) = n 0
n0
n<0
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e-TECHNote
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Contd..
d) Exponential function: It is expressed as as f (n) = Ae an sine function , When a ia negative when a is positive cosine function
f ( n) = a sin(n + ) f ( n) = a cos(n + )
e) Sinusoidal function
where A is the amplitude of function
= 2f
is the angular frequency of function is the phase of the function.
f) Sgn function It is defined as 1, Sgn(n)= 0, n=0 -1, n<0 n>0
g) Decaying/growing sinusoidal
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Signal Representation
Discrete time signals can be represented as follows
Graphical Representation x(n)
Sequence Representation
x (n) 0 1 3 2 1 2 5 2
x(n) = { 2 0 3} 1
x(0) = 1; x(1) = 2;......
x (4) = 0, x(3) = 0, x (2) = 1, x (1) = 3, x(0) = 2, x(1) = 1, x (2) = 2.... Functional representation
2n x (n ) = n / 2 0
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0n4 5n8 elsewhere
n 2 x( n) = 3n
n = odd n = even
9
Problems
Sketch following signals
1
2n x (n) = n / 2 0
0n4 5n8 elsewhere
n 2 x( n) = 3n
0 x ( n ) = 2 n 3 5 n
n = odd n = even
n2 2n4 n>4
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Signal Operations
Addition/Subtraction corresponding samples from both signals would be added, subtracted Amplitude Scaling- each sample of the signal would be scaled by scaling factor Delaying Advancing Time reversing Rate Changing
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Delaying- Advancing
4
Original signal
x(n) 2 1 0
x(n)
n
Delaying
x(n) 2 1 0 3
x(n-1)
Advancing
4 x(n) 2 1 0 n 3
x(n+1)
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Time Reversing
4
Original signal
x(n) 2 1 0 4 3 2 1 0 4 x(n)
x(n)
n
Time Reversed
x(-n)
n
TR & Delaying
3 2
x(n)
x(-n+1)
1 0 n
TR & Advancing
3 2 1
x(n)
x(-n-1)
n
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Rate Changing
Rate changing Multirate Signal Processing
changing the sampling rate of signal
4
Original signal
x(n) 2 1 0
x(n)
n
Up sampling
x(n) 2 1 0
x(n/2)
n
Down sampling
x(n)
x(2n)
1 0 n
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e-TECHNote
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Signal Classification
Periodic and Aperiodic Signals Even and Odd signals Energy and Power signal Deterministic and stochastic signal
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Periodic and Aperiodic Signals

A signal is periodic if it satisfies periodicity property x(n+kN)=x(n) where N is a fundamental period and k is any integer If signal is periodic with fundamental period N, it sis also periodic for any integer multiple of N
t Tp A signal which doesn't satisfy periodicity property is called aperiodic signal
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Calculation of Periodicity
Sum of two or more periodic signals is also a periodic signal If xa[n] and xb[n] are two periodic singals with funfadmental period Na and Nb respectively, then singal y[n]=xa[n]+xb[n] is a periodic singal with fundamental period N given by N= Na*Nb/(GCD(Na,Nb) where GCD greatest common divisor of Na & Nb
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Even and Odd signals

Signal which satisfies x(n)=x(-n) for all values for n is called as even signal Signal which satisfies x(n)=-x(-n) for all values for n is called as odd signal
Any signal can be expressed in terms of odd and even signal
0 n
x( n) = xeven ( n) + xodd ( n)
where
xeven = x ( n) + x ( n ) 2
and
xodd =
x ( n ) x ( n) 2
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Energy and Power Signal

The signal x(n) is said to be an energy signal if its energy, as calculated by following equation , is finite and non-zero.
Energy = lim
n= N
x ( n)
The signal x(n) is said to be an power signal if its power, as calculated by following equation , is finite and non-zero.
N 1 2 Power = lim x ( n) N N 2 N + 1 n=
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Problem(1)
identify signals if it is power or energy signal n a) u(n) b) 0.5 u(n)
a)
E=
n =
x(n) = 12 =
0
We know ,
a N1 a N 2 +1 a = 1 a n = N1
N2 n
N 1 2 P = lim N x(n) N 2 N + 1 n= N 1 = lim N12 N 2 N + 1 n= 1 = lim N +1 N 2 N + 1 1 1+ N = lim N 2 + 1 N
where
a 1
Power signal
= 12
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e-TECHNote
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Solution
E= =
x ( n)
n =
= 0.5 = 0.25
2 0 0
1 0 1 4 = = 1 0.25 0.75 3
We know , Energy signal
an =
n = N1 N2
a N1 a N 2 +1 1 a
where
a 1
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Quiz
1. Sketch
x (n) = ( n k )
k =0
2. Can step sequence be represented in terms of impulses? If yes how? 3. Signal is to be down sampled by a factor of 2.5. Is it possible? If yes ,how? 4. Verify odd-even signal equation for the signal x(n)={1 2 3 4} 5 Given DTS as
x ( n) = 1 3 2 1 2 2 3 2
Sketch a) x(n-3) , b)x(3-n), c) x(-n-1) , d)x(2n) u(2-n) f)x(n-2)(n+2)
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System
Definition System is device that follows unique relationship between excitation and response( input and output) A discrete-time system is essentially an algorithm for converting one sequence (called the input) into another sequence (called the output)
x(n) y(n) y(n)=f[x(n)] f[.] denotes the specific system
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Examples of system
Differentiator y(n)= x(n)-x(n-1)
2
Square law modulator y(n)= [ x(n)] Interpolator/ upsampler
x( n m) y ( n) = 0
n = multiplesofM otherwise
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System Representation
Impulse response (in time domain) h[n]={1 -1} , h[n]= { 1 0.8 0.54 0.24 0.006} Relation between input and output as seen in system examples Difference equation y[n]= x[n]- x[n-1] , y[n]= y[n-1] + ax[n] +bx[n-2] Transfer function( in z-domain) H(z)= 1/(z+1)
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e-TECHNote
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System Classification
Continuous /discrete time systems Time variant/invariant systems Memory less/memory systems( Static/dynamic system) Causal/anti-causal/non-causal system Linear/non-linear systems Lumped/distributed-parameter systems Stable/unstable systems Invertible and non-invertible systems
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Continuous /discrete time systems

If the system process CTS, then system is said to be continuous time system. e.g. R-C circuit, transmitting antenna
If the system process DTS, then system is said to be discrete time system. e.g. Digital adder
Is there any application which exist only in digital and not in analog ?
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Lumped/distributed-parameter systems
If the component used in system has identical values of physical parameters( current, voltages etc) throughout its area and can be considered as a single point (node) in the system , it is called as lumped parameter system e.g normal components like resistor, capacitor in low frequency applications etc If the component used in system has different values of physical parameters ( current, voltages etc) throughout its area and cannot be considered as a single point (node) in the system , it is called as lumped parameter system E.g. transmission lines, microwave tubes which normally used in high frequency
V1 V1 V1 V1
V1 V2 V3 V4
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Memory less/memory systems( Static/dynamic system)

A system for which the output depends only on a present input and thus , not requires memory, is called as memory less (static ) system. 2 e.g. y(n)= a*x(n) , y(n)=x (n) A system for which the output depends on past and/or future values of the input in addition to the present values of input , hence it needs memory, delay elements, is called as memory system e.g. y(n)=x(n)+x(n+2) , y(n)=x(n-2)
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Causal/anti-causal/non-causal system
A system for which the output at any instatnt depends only on the past or present values of the input( not on future samples) is called as causal system y(n)= n*x(n) , y(n)=x(n) +x(n-1)
A system for which the output at any instatnt depends also on future values of the iput , is called as non-causal system e.g. y(n)=x(n2 ) , y(n)=x(-n) , y(n)=x(n)+x(n+1)
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e-TECHNote
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Stable/unstable systems
The system is said to be stable if any bounded input signal results in bounded output signal -an bounded signals u(n) , e
The system is said to be unstable if the system gives unbounded output signal in response to bounded input signal unbounded signals r(n) , n*u(n)
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Invertible/non-invertible systems
The system whose output can be used to determine input uniquely and exactly, is called as invertible system. e.g. y=2x
but y=x2 is not an invertible system as it would give two possible inputs ( +ve and ve) Hence , system defined by y=x2 is non-invertible system
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Linear /non-linear Systems

Superposition property of a system with any two inputs x1(n) and x2(n) is defined as H{a x1(n) +b x2 (n) }= a H{x1(n)} +b H{x2(n) } =a y1(n) +b y2(n)
X1(n) X2(n)
X1(n)
H H
+
b
Y(n)
+
b
Y(n)
X2(n)
If system holds superposition property , it is called as linear system if system violates superposition property, it is called as nonlinear system
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Problems
1) y(n)=nx(n) y1(n)=nx1(n) y2(n)= nx2(n) ay1(n)+by2(n)= nax1(n)+ nbx2(n) =n[ax1(n)+bx2(n)] ..A H[ax1(n)+bx2(n)] = n[ax1(n)+bx2(n)] ..B A=B Linear system 2) y(n)=x2(n) y1(n)=x12(n) y2(n)=x22(n) ay1(n)+by2(n)=ax12(n)+bx22(n) .A
H[ax1(n)+bx2(n)]= [ax1(n)+bx2(n)]2 = a2x12(n)+b2x22(n)+2abx1(n)x2(n) B A != B Non-linear system
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Time Variant/Invariant Systems

A system is said to be time-invariant if its input-output relationship does not change with time A system is said to be time-variant if its input-output relationship changes with time In other words if a time shift or delay at the input produces identical time shift at the output , then system is said to be time invariant system. i.e. H{x(n-a)}=y(n-a) Other wise it is said to be time variant
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e-TECHNote
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Contd..
X(n)
Shift by a
y(n-a)
Output of shifted input , y(n,k)
X(n)
Shift by a
y(n-a)
Shifted output, y(n-k)
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Problems
1) Y(n)=x(n)+ x(n-1) o/p of delayed input by k i.e. y(n,k)=x(n-k)+x(n-1-k) Delayed o/p by k Y(n-k)= x(n-k)+x(n-k-1) Y(n,k)=y(n-k) System is time-invariant 3) Y(n)=x(-n) o/p of delayed input by k i.e. y(n,k)=x(-n-k) as x(n) x(n-k) Delayed o/p by k Y(n-k)= x(-(n-k))=x(-n+k) Y(n,k)=y(n-k)
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2)Y(n)=nx(n) o/p of delayed input by k i.e. y(n,k)=nx(n-k) Delayed o/p by k Y(n-k)= (n-k)x(n-k) Y(n,k) !=y(n-k) System is time-variant
x(-n-k)
System is time-variant
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DT System with Differential equations

System relationship between input and output Output is a function of input as well as outputs and can be well described N M by differential equation y ( n) = ak y (n k ) + bk x( n k )
k =1 k =0
where {ak} and {bk} are constant parameters that specify the system and are independent of x(n) and y(n)
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IIR and FIR systems

IIR is recursive structure FIR is non-recursive structure
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e-TECHNote
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Convolution
Definition: It is the tool or operation to determine the response of the LTI system Convolution between two DT signals x(n) and h(n) is expressed as
y ( n) = h( n) * x ( n)
k =
h( n k ) x ( k ) h( k ) x ( n k )
k =
or =
Example: x(n) is input , h(n) = [ 1 0.8 0.4 0.01]

x(n)= { 1 3 2 1 2 2 1 1 3 2} y(n)= {1 }
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Properties of Convolution
h(n) * x(n) = x(n)*h(n) h(n)* [ax(n)] = a [h(n)*x(n)] where a is constant h(n)*[x1(n)+x2(n)]=h(n)*x1(n)+h(n)*x2(n) h(n)*[x1(n)*x2(n)]=[h(n)*x1(n)]*x2(n)
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Convolution: Graphical Method

Steps : 1) Reverse one of the signal to get h(-k) 2) Shift right above signal by n to get h(n-k) 3) Multiply (dot product) h(n-k) with x(k) to get sample y(n)
4) Repeat step 2 and 3 to get sample y(n) for all values of n
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Contd..
x( n) = [ 2 1 1 0 3]
h(k) x(k)
h( n) = [1 2 1]
h(-k)
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Contd..
Shift by 0 to get y(0)
h(-k)
x(k)
4 1 0 0 0 = 5 = y(0)
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Contd..
Shift by -1 to get y(-1)
h(-1-k)
x(k)
0 0 2 0 0 0 0 = 2 = y(-1)
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Contd..
Shift by -2 to get y(-2)
h(-2-k)
x(k)
0 0 0 0 0 0 0 0 = 0 = y(n) for n < -1
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e-TECHNote
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Contd..
h(1-k)
x(k)
-2 2 -1 0 0 = -1 = y(1)
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Contd..
h(2-k)
x(k)
0 -1 -2 0 0 = -3 = y(2)
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Contd..
h(3-k)
x(k)
0 0 1 0 -3 = -2 = y(3)
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Contd..
h(4-k)
x(k)
0 0 0 0 -6 = -6 = y(4)
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Contd..
h(5-k)
x(k)
0 0 0 0
3 = 3 = y(5)
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Contd..
h(6-k)
x(k)
0 0 0 0
0 0
0 = 0 = y(n) for n>5
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e-TECHNote
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Contd..
x( n) = [ 2 1 1 0 3]
h(k) x(k)
h( n) = [1 2 1]
y (n) = [2 5 1 3 2 6 3]
length (x)= N1=3 length (h)= N2=5 Thus, length (y)= N1+N2-1=7
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Convolution: Tabular method

x( n) = [ 2 1 1 0 3]
h( n) = [1 2 1]
x(n) h(n)
2 1 1 0 3 2 4 2 2 0 6 1 2 1 1 0 3
5
y (n ) = [2
3]
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Problems
Compute convolution for the following signals:
A)
x(n) = [1 3 2 1]
h(n) = [1 1] h(n) = [1 1]
B) x(n) = [1 2 3 4 5] C) x(n) = [2 1 3 2 1]
h(n) = [4 3 2 1]
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Correlation
The cross-correlation of x(n) and y(n) is given by
rxy (l ) =
x ( n) y ( n l )
n =
or
rxy (l ) =
x ( n + l ) y ( n)
n =
for
l = 0,1,2,3....
If signal x(n) and y(n) are same i.e. y(n)=x(n), then auto-correlation is given by
rxx (l ) =
for
x ( n) x ( n l )
n =
l = 0,1,2,3....
rxy (l ) = ryx (l )
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Contd..
Computation of correlation is same as computation of convolution without folding operation e.g.
x (n) = [2 1 3 7 1 2 3]
y (n) = [1 1 2 2 4 1 2
5]
2
10 -4 2 8 -4 4 -2 2
1
-5 2 -1 -4 2 -2 1 -1
3
15 -6 3 12 -6 -6 -3 3
7
35 -14 7 28 -14 14 -7 7
2
10 -4 2 8 -4 4 -2 2
3
-15 6 -3 -12 6 -6 3 -3
rxy=[ 10 -9 19 36 -14 33 0 7 13 -18 16 -7 5 -3]
5 2 1 4 2 2 1 1
5 -2 1 4 -2 2 -1 1
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e-TECHNote
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Quiz
Find the output of the system if input x(n) and impulse response h(n) are given by ( May 2003, 4 marks) x ( n) = 1 n = 2,0,1 h( n) = ( n) (n 1) + (n 2) ( n 3) =2 n = 1 =0 otherwise Determine the autocorrelation of the following signals (Dec 97 , 5 marks)
i) x(n)={ 1 2 1 1} ii) y(n)= { 1 1 2 1} What is your conclusion?
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End of Chapter 01
Queries ???
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Chapt 1 Signal and Systems

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Chapt 1 Signal and Systems

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Chapt 01 Signal and Systems B.E.

Comps, Mumbai Uni

Prepared by Chandrashekhar Padole Pre Lecturer Watumull Institute of Tech , Worli

Copyright with Authors. All right reserved

T=f(t) Here, time t is independent variable.

3) Pixel intensities in an image

Common Discrete time signals

This PPT is sponsored by IRDC India www.irdcindia.com

where A is the amplitude of function

is the angular frequency of function is the phase of the function.

f) Sgn function It is defined as 1, Sgn(n)= 0, n=0 -1, n<0 n>0

x(0) = 1; x(1) = 2;......

0n4 5n8 elsewhere

0n4 5n8 elsewhere

This PPT is sponsored by IRDC India www.irdcindia.com

Periodic and Aperiodic Signals

Even and Odd signals

Energy and Power Signal

N 1 2 P = lim N x(n) N 2 N + 1 n= N 1 = lim N12 N 2 N + 1 n= 1 = lim N +1 N 2 N + 1 1 1+ N = lim N 2 + 1 N

This PPT is sponsored by IRDC India www.irdcindia.com

Sketch a) x(n-3) , b)x(3-n), c) x(-n-1) , d)x(2n) u(2-n) f)x(n-2)(n+2)

Square law modulator y(n)= [ x(n)] Interpolator/ upsampler

This PPT is sponsored by IRDC India www.irdcindia.com

Continuous /discrete time systems

Memory less/memory systems( Static/dynamic system)

This PPT is sponsored by IRDC India www.irdcindia.com

Linear /non-linear Systems

H[ax1(n)+bx2(n)]= [ax1(n)+bx2(n)]2 = a2x12(n)+b2x22(n)+2abx1(n)x2(n) B A != B Non-linear system

Time Variant/Invariant Systems

This PPT is sponsored by IRDC India www.irdcindia.com

Output of shifted input , y(n,k)

Shifted output, y(n-k)

DT System with Differential equations

IIR and FIR systems

This PPT is sponsored by IRDC India www.irdcindia.com

Example: x(n) is input , h(n) = [ 1 0.8 0.4 0.01]

Convolution: Graphical Method

4) Repeat step 2 and 3 to get sample y(n) for all values of n

0 0 0 0 0 0 0 0 = 0 = y(n) for n < -1

This PPT is sponsored by IRDC India www.irdcindia.com

0 = 0 = y(n) for n>5

This PPT is sponsored by IRDC India www.irdcindia.com

Convolution: Tabular method

This PPT is sponsored by IRDC India www.irdcindia.com

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