UNIVERSITY TENAGA NASIONAL

DEPARTMENT OF ELECTRICAL AND ELECTRONICS ENGINEERING

Signals and Systems Part 1-3

Introduction To Signals and Systems

COMPILED BY WONG HUNG WAY November 2010 1

Signals Signals are any time changing quantities like music, stock market price movements which can convey information. Signal is simply a function of an independent variable. In this course, the independent variable is usually time.

Signal Classifications and Properties The classification of signals can be categorized into the following :i) ii) iii) iv) v) vi) vii) Continuous-Time vs Discrete-Time Analog vs Digital Periodic vs Aperiodic Causal vs Anticausal vs Noncausal Even vs Odd Right Handed vs Left Handed Finite Length vs Infinite Length

i)

Continuous Time vs Discrete Time This classification of the signal is determined by whether or not the time axis (x-axis) is discrete (countable) or continuous. See figure below.

A continuous-time signal will contain a value for all real numbers along the timeaxis. A signal x(t) is a continuous-time signal if the time t is a continuous variable.

In contrast, if the time t is a discrete variable and when x(t) is defined only at the discrete time , then x(t) is a discrete time signal. A discrete time signal is often created by sampling of a continuous signal, so it will only have values at equally spaced discrete time intervals along the time-axis. To avoid confusion, we write usually write discrete time signal as x[n]

Continuous time signal

Discrete time signal

ii)

Analog vs Digital The difference between analog and digital is similar to the difference between continuous-time and discrete time. In this case, however, the difference is with respect to the value of the function (y-axis). See figure below. Analog corresponds to a continuous y-axis, while digital corresponds to a discrete y-axis. An easy example of a digital signal is a binary sequence where the values of the function can only be one or zero.

iii)

Periodic vs Aperiodic Periodic signals repeat with some period T, while aperiodic or non-periodic signals do not. See figure below.

Periodic signal

Non-periodic signal

We can define a periodic function through the following mathematical expression, where t can be any number and T is a positive constant.

f (t )

f T t

The fundamental period of the function, f(t), is the smallest value of T that still allows the expression f (t )

f T t to be true.

Similarly, in the case of discrete-time signals, a discrete-time signal x[n] is periodic when
x[n] x[n N ] ,

where N is the period and n and N are integers

iv)

Causal vs Anticausal vs Noncausal Causal signals are signals that are zero for all negative time, while anticausal signals are signals that are zero for all positive time. Noncausal signals are signals that have nonzero values in both positive time and negative time. See figure below

Causal signal

Anti-causal signal

Non-causal signal

v)

Even vs Odd An even continuous tine signal is any signal f(t) such that f(t) = f(-t). Even signals can be easily spotted as they are symmetric around the vertical axis. Similarly, an even discrete time signal is any signal such that f[n] = f[-n].

Even signal

An odd continuous time signal on the other hand is a signal f(t) = -f(-t) and for the discrete time case f[n] = -f[n].

Odd signal Using the definition of even and odd continuous time signals, we can show that any signal can be written as a combination of an even and odd signal. That is every signal has an odd-even decomposition. 1 1 f (t ) f (t ) f ( t ) f (t ) f ( t ) - Continuous-time 2 2 It can be easily shown that for the continuous time case, f (t ) requirement of an even function, while f (t ) odd.
f ( t ) fulfills the

f ( t ) fulfills the requirement of an

Similarly, any discrete-time signal can be expressed as the sum of an even signal and an odd signal:
x[n] xe [n] xe [n] xo [n] xe [ n]

EVEN

Even discrete time signal

xo [n] xe [ n]

ODD

Odd discrete time signal

Using the definition of even and odd discrete time signal, we can show that any signal can be written as a combination of an even and odd signal. That is every signal has an odd-even decomposition.
xe [n] 1 x[n] x[ n] 2
1 x[n] x[ n] 2

xo [n]

x[n]
f [n]

xe [n] xo [n]
1 f [n] 2 f [ n] 1 f [n ] 2 f [ n ] - Discrete time

Similarly, it can be easily shown that for the discrete-time case, f [n] requirement of an even function, while f [n]

f [ n] fulfills the

f [ n] fulfills the requirement of an odd.

Summary : Any signal can be written as a combination of an even and odd signal. That is every signal has an odd-even decomposition.

A given signal f(t)

The even part of f(t)

The odd part of f(t)

Addition of odd part and even part to form the original signal f(t)

Ex. Given x[n], find xe[n] and xo[n]

Draw x[-n]

Find x[n]+ x[-n]

Find xe[n]= 0.5( x[n]+ x[-n])

To find xo[n] Draw x[-n]

10

Find x[n]- x[-n]

Find xo[n]= 0.5( x[n]- x[-n])

11

vi)

Right-Handed vs Left-Handed For the continuous time, a right handed signal is defined as any signal where f(t) = 0 for t t1

Right hand signal A left handed signal is defined as any signal where f(t) = 0 for t

t1

Left hand signal

In both the figures shown, the signal begin at t1 and then extends to positive or negative infinity with nonzero values For the discrete-time case, a right handed signal is defined as any signal where f[n] = 0 for n n1 A left handed signal is defined as any signal where f[n] = 0 for n n1 vii) Finite Length vs Infinite Length As the name implies, signals can be characterized as to whether they have a finite or infinite length set of values. Most finite length signals are used when dealing with discrete-time signals or a given sequence of values. 12

Mathematically, the signal f(t) is a finite length signal if it is nonzero over a finite interval t1 t t2 , where t1 and t2 . The signal f[n]) is a finite length sequence if it is nonzero over a finite interval n1
n n2 , where n1

and n2

A finite-length discrete time signal It is non-zero values for a finite interval

Similarly, an infinite length signal f(t) is a signal defined as nonzero over all real t number for t i.e . An infinite length sequence signal f[n] is a signal defined n as nonzero over all real numbers. viii) Energy and Power Signals Continuous Energy Signal Very often, we need to know the size of the signal. Since a signal is defined as a function whose amplitude is changing with time, a good measure of the strength is to calculate the area under the curve. However this area may have a negative part. Eg In a sinusoidal signal, when we add the positive portion area with the negative portion area over a period, we would get a zero value, even though the amplitude can be very large. See figure below. This method of simply adding up the area is therefore very misleading. We therefore need to have a appropriate way to measure the size of any time changing signal, to avoid the problem of area cancellation.

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A better way will be to take the square of its absolute value, and then find the area under the curve.

Thus we define an energy signal , Ef as the area under the absolute square signal over an infinite time. The answer to this integration is a value which indicates the strength/size of the signal f(t)
2

f (t ) dt

Discrete Time Energy Signal Similarly a discrete time signal is defined as a function whose amplitude is changing with the integer time sequence. The individual discrete signal strength can have positive values as well as negative values. For discrete time signal, the energy of a signal Ef is defined as sum of the square of the signal magnitude over infinity.

E
n

f n

Power Signal The definition of an energy signal above seems reasonable in order to indicate the size of a signal. What happens if the signal does not decay? Eg a sinusoidal signal of 1V amplitude which is oscillating forever (does not decay). If you were to perform an energy calculation, the answer 14

will be an infinite value as the integration for the energy signal is over infinity. How about given another sinusoid signal with an amplitude of 10V? If you were to perform an energy calculation, the answer is again infinity. Does this means that the sizes of the 2 signals are the same? Definitely not, as one would expect that the sinusoidal signal with an amplitude of 1V will definitely have a smaller signal size than the sinusoidal signal of 10 V. How do we resolve this issue?

A signal such as a sinusoid with infinite energy.

This leads us to the idea of a power signal. Power is defined as the average energy per unit time. This is useful when the energy of a signal goes to infinity.
1 T
T 2

lim T

f (t ) dt
T 2

Again, the power calculation of a signal also indicates the size of a signal but in this case the signal does not decay and goes on forever infinite in time.

To calculate P , compute the average energy per unit time over a period T and then let T goes to infinity

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Discrete Time Power Signal For discrete time signal, power is defined as the average energy per unit sequence. This is useful when the energy of a discrete time signal goes to infinity.
P
lim N N 1 2 x[ n] 2N 1 n N

Summary If the energy calculation E of signal has a finite value (not infinite), then P of this signal will be zero. This signal is then called an energy signal Similarly, if the energy calculation E of a signal is infinity, then P of this signal will not be zero but will have a finite value. This type of signal is then called a power signal Signal Operations Signal operations are operations on the time variable of the signal. The three most important ones are time-shifting, time-scaling and time -reversal. i) Time shifting Time shifting, as the name suggests is the shifting of a signal in time. This is done by adding or subtracting the amount of shift to the time variable in the function. Subtracting a fixed amount n0 from the time variable will shift the signal to the right (delay) by that amount n0. Adding a fixed amount n0 to the time variable will shift the signal to the left (advance)

16

ii)

Time Scaling Time scaling compresses and dilates (expand in time) a signal by multiplying the time variable by some amount. If the amount of multiplication is greater than one, the signal becomes narrower and the operation is called compression. If the amount of multiplication is less than one, the signal becomes wider and this is called time dilation.

iii)

Time Reversal Time reversal is when the time variable is multiplied by a negative number. This operation is the flipping the signal over the y-axis.

You have to be careful when you are performing time shifting, reversal and time scaling operation as they are ORDER dependent. A time delay operation followed by a time reversal is DIFFERENT for a time reversal operation followed by a time delay. You will obtain different results if the order of operations are different.

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The following diagrams illustrate this point.

Exercise Given f(t), draw f(at-b) where a > 1

First draw f(at) by replacing t with at

Then draw f(at-b) by replacing t with t

b i.e f a t a

b a

f at b

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Useful Elementary Continuous Signals Familiarity of basic elementary signals such as sinusoids and complex exponential signals are useful as these basic signals can be used as building blocks of other many practical signals. i) Continuous Time Sinusoid Signal A very important elementary signal is the real valued sinusoid. In the continuous-time form, a sinusoid is written as x(t ) is the angular frequency and

A cos

, where A is the amplitude,

represent the phase. The unit for the angular is related to frequency f

frequency is radians per second. The angular frequency 2 f by the relationship

Periodicity of Continuous Time Sinusoid Signals Note that the continuous time sinusoid is ALWAYS periodic. The period T of a sinusoid 2 is expressed as T To verify that a sinusoid x(t )
x(t T ) x(t )

A cos

is always periodic, we need to prove

We firstly write the left-hand side x(t T ) substituting t with t +T in the equation A cos Since T
2

A cos
t

(t T )
.

.This is done by

, x(t T )

A cos

(t

A cos

t 2

Since A cos

t 2 A cos t

A cos

x(t ) , the left hand side = right hand side.

Therefore x(t )

is always periodic regardless of what the period T is. 19

ii)

Continuous Time Complex Exponential Signal The continuous time complex exponential function is the most important function in the study of signals and systems. It is an extension of the real sinusoid signal. It is written as x(t ) A exp st , where the angular frequency. In the case of a complex exponential signal, A and s are complex numbers. Lets start with a simple case where A = 1. Then x(t ) exp st .where s is a complex number i.e s j . The imaginary part of s i.e controls the angular frequency, while the real part of s i.e ,controls the amplitude. If is positive, the rotation of the frequency is anticlockwise, and when negative, the rotation is clockwise. is

If is negative, the amplitude decays exponentially and when is positive, the amplitude grows exponentially. The figure below shows a complex exponential signal with positive and negative.

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The figure below summarises the 4 possibilities for s. Note that the imaginary part (imaginary-axis) controls while the real axis controls the amplitude.

Now, we extend the complex exponential signal to include A i.e x(t ) A exp st , where A is a complex number. In contrast to the complex number s with the time t associated with it, A is a constant complex number i.e not changing with time t. How does A affects the overall complex exponential signal ? The answer is A A , where A is the starting amplitude and is the starting phase of the signal at time t = 0. 21

Remember to familiarise yourself with complex numbers Note that A

A exp j

A cos

j sin

jd

Some Illustrations of Complex Exponential Signal a) x(t )

A exp st A exp t exp j t . In this case, A is the amplitude of the signal at t = 0 i.e

cuts the y-axis, oscillation and

is non zero i.e oscillating at is positive

2 , where T is the period of T

b) x(t )

A exp st

A exp t exp j t . In this case, A is the amplitude of the signal at t = 0 i.e

cuts the y-axis, oscillation and

is non zero i.e oscillating at is negative.

2 , where T is the period of T

c) x(t )

A exp st

A exp t exp j t . In this case A is the amplitude of the signal at t = 0 i.e

cuts the y-axis,

is zero i.e no oscillation and

is positive 22

d) x(t )

A exp st

A exp t exp j

In this case, A is the amplitude of the signal at t = 0 i.e is negative

cuts the y-axis,

is zero i.e no oscillation and

e) x(t )

A exp st

A exp t exp j t . In this where A is the amplitude of the signal at t = 0

i.e cuts the y-axis,

is non zero i.e oscillating at

2 and T

is zero.

Note for all the cases, we are not concern whether the angular frequency negative. Periodicity of Continuous Time Complex Exponential Signals

is positive or

Note that the continuous time complex exponential signal is ALWAYS periodic. The period T of the continuous time complex exponential signal x(t ) A exp j t is expressed as T
2

To verify that the continuous time complex exponential signal is always periodic, we need to prove
x(t T ) x(t )

We firstly write the left-hand side x(t T ) with t +T in the equation x(t )
A exp j t .

A exp j

(t T )

.This is done by substituting t

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Since T

, x(t T )
j t 2

A exp

t T

A exp

Since A exp Since exp j 2

A exp

t 2

A exp j t exp j 2
t

1 , x(t T )

A exp j

x(t ). Thus the left hand side = right hand side.

Therefore the continuous time complex exponential signal x(t ) periodic regardless of what the value of the period T is.

A exp j t is always

You can imagine that the continuous time complex exponential signal is like a rotating phasor. This rotating phasor rotates in the anticlockwise direction if the angular frequency is positive. The phasor rotates in the clockwise direction if the angular frequency is negative. Eulers Identity: x(t )
A exp j
t

A cos t

jA sin t

Relationship Between Continuous Time Sinusoid Signal and Continuous Time Complex Exponential Signal We would like to express the continuous time sinusoid signal in terms of the continuous time complex exponential signal. By Eulers formula, A exp j and A exp
j t t

A cos t

jA sin t

A cos t

jA sin t .
t

By adding the 2 equations, we obtain A exp j Therefore

A exp

j t

2 A cos t

cos t

exp j

exp 2

j t

This is a very important formula and must be remembered by hard !!

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Likewise, by subtracting the 2 equations, we obtain A exp j

A exp

j t

2 jA sin t

Therefore
sin t exp j
t

exp 2j

j t

This is also a very important formula and must be remembered by hard !!

Discrete Time Complex Exponential Signals The discrete time complex exponential signal can be obtained by sampling the continuous time complex exponential signal x t
x n A exp
j
0

A exp j
nTs

0t

with a sampling period Ts i.e

The discrete time complex exponential is obtained substituting t with nTs. If we let
' 0 0 s

T , the discrete time complex exponential can be written as

x n

A exp j

' 0n

where

' 0

is called the discrete frequency in radians and NOT radians per sec

When we are dealing in the discrete time domain, for simplicity, we usually write

x n

A exp j

0n

, bearing in mind that the discrete frequency is now written

25

Periodicity of Discrete Time Complex Exponential Signals We have earlier proved that the continuous time complex exponential signal is always periodic. On the other hand, the discrete time complex exponential signal may or may not be periodic. So the question arises as to when or on what condition is the discrete time complex exponential a periodic signal ? i.e x n N x[n] ? On what condition is x n N Since x n N
A exp
j
0

A exp A exp j

n N

A exp j
0N

0n

n N

0n

exp j

where N is the fundamental period of the periodic sequence. The only way for A exp j This is possible only if
exp
j2 k
0n

exp j

0N

A exp j

0n

is to make exp j

0N

1 1 and so

N is an integer multiple of 2, because exp j 2

1 or any integer k. Therefore,

N 2 k or
0

k N

is called the normalized frequency - it must be a RATIONAL ( rational means an 2 integer is divided by another integer number) for the complex sinusoid to be periodic and there are cycles of the sinusoid in N samples.
0 is irrational, exp j 0n then is not periodic and we never get the samples repeated no 2 matter how many samples we see. The same is true for sinusoids (since they are made of complex exponentials).

If

Note that the frequency 0 is not always the same as the fundamental frequency. Since the period N must be an integer for a discrete-time signal, the fundamental frequency is 2 0 which is the same as 0 ONLY for the case where . N k In general for a discrete time periodic sequence, the fundamental period can be found as
N 2 k
0

where k is the smallest integer such that N is an integer and reducing it to the simplest ratio of integers 26

or by normalizing the frequency

k N

The interpretation of k is the number of 2 itself.

cycles needed before the sequence repeats

In many situations where we already know that a discrete sequence x[n] is periodic with a fundamental period N. Then in such cases, we can define the fundamental frequency using the symbol 0 where

Illustration of k and N, Fundament Period N, Fundamental Frequency Example 1

x[n] cos n 6

For this discrete time signal,

. The normalized discrete frequency is

6.2

1 12

k 1 . Therefore k = 1 and N =12. This means that the 2 N 12 fundamental period is N is 12 and this fundamental period is completed in one 2 cycle ( k=1)

For the signal to be periodic,

The fundamental frequency is

2 N

2 12

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Example 2
x[ n] cos 8 n 31

For this discrete time signal,

8 . The normalized discrete frequency is 0 31 2

0

8 31.2

4 31

k 4 . Therefore k = 4 and N =31. This means that the 2 N 31 fundamental period N is 31 and this fundamental period is completed in four 2 cycle ( k=4)

For the signal to be periodic,

The fundamental frequency is

2 N

2 31

Ex. Determine which of the signals below are periodic. For the ones that are, find the fundamental period and fundamental frequency. 1. x1 n 2. x 2 n 3. x3 n 4. x 4 n 5. x 5 n Summary There is a major difference between discrete and continuous time. For continuous time, distinct values of frequency produce distinct sinusoids. For discrete-time, complex exponentials and sinusoids with frequency 0 and 0 2 are EXACTLY the same.
exp
j 6

sin

3 n 1 5

cos 2n cos 1.2 n

exp
j n 3

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Example: for integer n, you cannot tell the differences between the three discrete time exponential sequences of x1 n but for real , x1 (t ) exp
j t 4

exp

n 4

, x2 n
9 t 4

exp

9 n 4

, x3 n
7 t j 4

exp

7 n 4

x 2 (t ) exp j

x 3 (t ) exp

So for discrete time signal sequences, one needs to consider the frequency range of 2 such as [0, 2 ],[ , ] only. The figure below highlights the difference between the discrete time frequency and the continuous time frequency.

For the discrete time complex exponential signal, x[n] exp j unique range of frequencies of 2 obtain x1 n Since exp j 2
n

0n

, the discrete frequency

0

has a

only. If we increase the discrete frequency

by 2

we

exp j (

2 )n

1 , x1 n

exp j (

2 )n

exp j

0n

exp j 2

exp j

0n

Therefore x[n] = x1[n] which means that the signal x1[n] of higher discrete frequency by 2 is identical to x[n]

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Harmonically Related Periodic Discrete Time Complex Exponential Signals Given a discrete time complex exponential signal x[n] is the fundamental frequency i.e higher frequency ( k+ N)
0
0

A exp jk

0n

where k is an integer and

2 . If we are now given another signal x1[n] with a N

, then we can write x1[n]

A exp

j (k N )

Can the higher frequency x1[n] can be EXACTLY the same as x[n] ?The answer is yes. Proof : x1[n] Since
A exp
j (k N )
0

A exp
jk
0

jk

exp

jN

2 , x1[n] N
n

A exp

exp

2 Nn N

A exp

jk

exp j 2

Since exp j 2

1 regardless of what the value of n is, x1[n]

A exp

jk

x[n]

2 , the N maximum number of signals with distinguishable harmonically related frequencies is N only. Harmonically related signals are signals with frequencies which are integer multiple of the 2 fundament frequency 0 N

Given s complex exponential signal x[n] with a fundamental frequency of

Example : Given a complex exponential signal x[n] related signals it has ?

A exp

2 n 5

. How many harmonically

If we were to increase the frequency by an integer amount each time we will obtain
x1[n] x4 [n] x6 [n] A exp A exp A exp
j
0

A exp

2 n 5 j

, x2 [n] , x5 [n]
A exp

A exp A exp
j 2 n 5

j2

A exp A exp

4 n 5

, x3[n] ,

A exp

j3

A exp

6 n 5

j4

A exp A exp

8 n 5

j5

10 n 5

j6

12 n 5

x1[n]

Notice that x6 [n]

x1[n] i.e the signal of higher frequency x6 [n] is IDENTICAL to the lower 2 frequency signal x1[n] . Also take note that given a signal with fundamental frequency 0 N the maximum number of harmonically related frequencies is N.

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Periodicity of a continuous time signal x(t) which is the result of adding two other continous time signals x1(t)+x2(t) Given x1 (t ) is periodic with period T1and x 2 t is periodic with period T2 and if a signal x(t)
x1 (t ) x 2 (t ) . Is x(t) always periodic? The answer is NO !!

Reason : Since x1 (t ) is periodic with period T1, x1 t

x 2 (t ) is periodic with period T2, x 2 t

x1 (t k1T1 ) and

x 2 (t k2T2 )

Therefore x t

x1 (t k1T1 ) x 2 (t k2T2 )

In order for x(t) to be periodic, x t x1 (t k1T1 ) x 2 (t k2T2 ) x(t kT ) where T is the OVERALL period i.e the period of x(t). The condition for x(t) to be periodic is such that

k1T1

k2T2

T or

T1 T2

k2 k1

Therefore for x(t) to be periodic, the ratio of the periods T1 and T2 must be a rational number and the integers k1 and k2 are relative prime. The fundamental period T can then be calculated T based on T k1T1 or T = k2T2 .If the ratio 1 is an irrational number, then x1(t) and x2(t) do not T2 have a common period and x(t) cannot be periodic. Example 1 Given x(t )
cos t sin t . Is this signal x(t) periodic?

We note that continous time sinusoids are always periodic. In this example, we can think of x(t) as the sum of 2 signals x1(t) and x2(t). The period of x1(t) is T1
2
1

.3 6

The period of x2(t) is T2

2
2

.4 8

k1T1

k2T2

T or

6 8

k2 . k1

Or

k2 k1

3 k , As 2 is a rational number i.e an integer 4 k1

cos t sin t is a periodic signal. The overall 3 4 4x6

divided by another integer, the signal x(t ) period of x(t) is T

k2T2

3 x 8 24 or k1T1

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Periodicity of a discrete time signal x[n] which is the result of adding two other discrete time sequences x1[n]+x2[n] Given x1 n is periodic with period N1and x 2 n is periodic with period N2 and let x n

x1 n

x2 n

Is x n periodic? The answer is yes i.e the sum of two periodic sequences is ALWAYS periodic Reason : Since x1 n is periodic with period N1, x1 n And since x 2 n is periodic with period N2, x 2 n Since x[n] = x1[n] + x2[n] and for periodicity

x1 n N1

x1 n k1 N1

x 2 n N2

x 2 n k2 N 2

x n N

x1 n N +x 2 n N

Therefore by inspection N= k1N1 = k2N2 . Since k1 and k2 are integers, it is always possible to find a particular value of k1 and k2 to obtain N. Therefore the sum of 2 periodic sequences is always periodic with period N. N is calculated as the least common multiple of N1 and N2 Exercise : Given x1[n] cos Is x[n] x1 n
n , x 2 [ n] sin 4 n , x 3[ n] 2 cos 8 n 2

x 2[n] 2x 3[n] periodic?. If so, determine the fundamental period, N.

k2 N 2
1 8 1 16

In order for x[n] to be periodic, k1 N1 For the signal x1[n] ,

,
01

k3 N3

01

4 2 ,
02

4.2

k1 . N1 N1 k2 . N2 N2

For the signal x2 [n] ,

02

4 2

8.2

16

For the signal x3[n] ,

03

2 2

03

2.2

1 4

k3 . N3 N3

To find the fundamental period N, we equate, k1 N1 k2 N 2 k3 N3 N k1 8 k216 k3 4

k1 N1 N = 2.8 = 6 N 16

k1

2, k2 1, k3

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The Continuous Time Unit Step Signal We define the unit step function u(t) as

Note that the unit step is discontinuous at the origin. Thus it does not need to be defined at the origin. The usefulness of u(t) is when it is multiplied with another signal y(t) i.e z(t) = u(t)y(t). After multiplication, z(t) has zero values for t < 0 Example Given a signal x(t) as shown

And another signal y(t) = u(t)-u(t-1)

33

What is z(t )= x(t)y(t)? Answer :

Exercise : Define a block function also known as a window function

Plot rect( ) ie

34

The Unit Impulse Function This unit impulse signal is also known as the Dirac Delta function. This function is infinitesimally narrow, infinitely tall and yet integrates to unity. First lets look at a special signal (not the unit step) defined as shown.

What is the derivative of

The derivative has unit area i.e the area of

(t ) is one.

35

The pulse height gets higher and higher and its width goes to 0, but its area is still 1! So we define (t) as the unit impulse as

AND
(t )dt 1

36

(t) can be considered to be the derivative of u(t) in a restricted sense.

The running integral

The value of the unit step at time t is equal to the integral of the unit impulse the time t

(t ) from t

to

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Unit Impulse Properties 1. Scaling K(t) is an impulse with weight or area K:

2.

Multiplication of a function x(t) (that is continuous at t = 0) by an impulse (t):

We get an impulse with area or weight x(0).

3.

Time Shift of an impulse y(t) = x(t)(t-t0)

So we get an impulse with weight equal to the value of x(t) where the impulse is located: y(t) = x(t0)(t-t0)

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Example What is Kx(t)(t-t0)?

Example What is 3u(t-1)(t) ?

SIFTING PROPERTY (Important Concept) What if we multiply a function by an impulse and then integrate?

39

Since

40

Discrete-Time Unit Step Function

Notice that here, the unit step is defined at

, unlike for continuous time.

The time-shifted unit step function

is:

41

Discrete-Time Unit Impulse Function

Here, there is no difficulty in defining the impulse as we had in continuous time. Shifted unit impulse:

42

The running sum is the discrete-time version of the running integral in the continuous time case, and the first difference is the discrete time version of the derivative in the continuous time case.. With these similarities, the unit impulse has essentially the same behavior in discrete and continuous time, including the sifting property.

43

44

45

46

Signal Decomposition A unit sample can be used to decompose an arbitrary signal x[n] into a sum of weighted and shifted unit samples i.e ... x[ 3] n 3 x[ 2] n 2 x[ 1] n 1 x[0] n x[1] n 1 x[2] n 2 x[3] n 3 .. This decomposition can be written in a short-hand form as x[n]
k

x[k ] [ n k ] where each

term in the sum x[k ] [n k ] is a signal which has amplitude x[k] at time n = k and zero for all other values of n In the figure below, a signal x[n] can be decompose into four separate signals, where each signal is represented by an weighted shifted impulse function. Or alternatively, the signal x[n] is said to be made up of four separate signals whereby each of these separate signals is represented by an weighted shifted impulse function.

47

Systems A system is a mathematical model of a physical process that relates the input signal (excitation) to the output signal i.e y(t) =T(x(t)). T is the operator representing some defined rule by which x(t) is transformed into y(t)

Properties of Systems Continuous-Time and Discrete-Time Systems If the input and output signals x(t) and y(t) are continuous time signals, then the system is called a continuous-time system. If the input and output signals are discrete-time signals or sequences, then the system is called a discrete-time system

We will use x(t) for the input to the system, y(t) as its output, and use the notation: y(t) = T[x(t)] or y[n] = T[x[n]] -continuous time -discrete time

Systems with Memory and without Memory Systems whose output y(t0) at time t0 depends on values of the input other than just x(t0) have memory. In other words, a system y(t0) has memory if its output at time t0 depends on the input x(t) for t > t0 or t < t0, i.e. it depends on values of the input other than x(t0).

A system is said to be memoryless if the input at any time depends on only the input at that time. Otherwise, the system is said to have memory. An example of a memoryless system is a resistor with the input x(t) taken as the current and the voltage taken as output y(t). The input-output relationship of a resistor is
y (t ) Rx(t )

The value of y(t) depends ONLY on the value of x(t) AT the time t and not at any other values of x(t) at other times t. 48

An example of a continuous time system with memory is the charging of a capacitor: ; the voltage depends on past values of the current so a capacitor has memory. An example of a system with memory is a discrete-time system whose input and output sequences are related by
n

y[ n]
k

x k

The value of y[n] depends not only on the present value of x{n] but also on the past values of x[n] Exercises on memory/memoryless Ex 1. Does y(t) = x(t) + 5 have memory? Memoryless Ex 2. Does z(t) = x(t+5) have memory? Memory Ex 3. Does y(t) = (t+5)x(t) have memory? Memoryless Ex4 Does z (t ) Ex5 Does z (t ) Ex5 Does v(t )

x(t 5)

have memory? Memory

x(5) have memory? Memory

x(2t ) have memory? Memory

Inverse of a System A system is invertible if you can determine the input uniquely from the output, i.e. there is a oneto-one relationship between the input and output. In this case, we would write that the inverse of the system S is SI:

A resistor is invertible because you can recover the current from the voltage: x(t) = i(t) , y(t) = v(t), x(t) = y(t)/R.

49

y(t) = 5x(t) is an invertible system since it is one-to-one. Examples of systems which are not invertible are: y(t) = x(t)u(t) zeros out much of the input y(t) = x2(t) don't know sign y(t) = cos[x(t)] add 2 to x(t) For discrete time system: A system has an inverse Ti if when cascaded with identity system (the output of the two systems is the original input): gives the

Ti T ( x[n])

x[n]

Unit advance and Unit delay are Inverses

T : y[n] Ti : x[n] x[n 1] y[n 1]

Accumulator and First Difference are Inverses.

n

T : y[n]
k

x[k ] y[n] y[n 1]

x n is not invertible.

Ti : x[n]

A rectifier y[n]

50

Linearity If a system is linear, this means that when an input to a given system is scaled by a value, then the output of the system is also scaled by the same value. Given a system L, and if an input x(t) is applied to it, it produces an output y(t). Then when x(t ) is applied to the system and if it produces an output
y (t ) , then the system L is said to be linear. This property is called scaling.

A linear system also obeys the principle of superposition. This means that if a signal x1 is input into the system L and produces an output y1 and, another input signal x2 produces y2

then when the two input signals x1 and x2 are added together first and then only passed through the linear system L, the output will be the sum of the individual outputs where each output is excited due to each separate input.

x1+x2

y1+y2

A linear system is one which obeys both the scaling and superposition properties. If the inputs x1(t) and x2 (t) are scaled first by and respectively before applying them to the system at the same time. If the system is linear, it should produce an output
y1 (t ) y2 (t )

51

Mathematically, for a linear system, T Examples of Linear systems Multiplication by a constant:

S x t cx t bx2 t

x1 (t )

x2 (t )

y1 (t )

y2 (t )

Try:

S ax1 t

This is the outputs y1(t) and y2(t) due to each separate input ax1(t) and bx2(t)
S ax1 t acx1 t ay1 t

S bx2 t

bcx2 t

by2 t

This is the output when x1(t) and x2(t) are added first and before input into the system.
S ax1 t bx2 t acx1 (t ) bcx2 (t ) ay1 (t ) by2 (t )

If example the output y(t) is the same as above, therefore system is linear. Therefore, a linearly combined input produces linearly combined output and the system is linear.

52

Examples of Nonlinear systems 1. Squaring

1. S[x(t)] = y(t) = x2(t) Violates homogeneity, S[x(t)] = x2(t) S[ax(t)] = a2x2(t) ax2(t) (It also violates Additivity due to the cross-terms.) 2. Incrementally linear system

1. S[x(t)] = y(t) = x(t) + a This system violates homogeneity: S[x(t)] = x(t) + a S[cx(t)] = cx(t) + a c[x(t) + a] It also violates additivity: S[x1(t)] = x1(t) + a S[x2(t)] = x2(t) + a S[x1(t) + x2(t)] = x1(t) + x2(t) + a S[x1(t)] + S[x2(t)]

53

Test on Linearity (Important !! Use This Technique For Linearity) Special test for non linearity : Zero input must produce Zero output. If the system FAIL this test, the system is definitely not linear. No further testing required. However there are many systems which passes this test, but there are not linear. So further test is required. This test is illustrated in the figure below. If the input signal is x(t ) = output w(n)
x1 (t ) x2 (t ) , and if this signal is passed through a LINEAR y1 (t ) y2 (t ) . In the diagram below, if the

system, then the output signal should be y(t ) =

y (n) , then the system is linear.

Example 1 Given a system y (t ) tx(t ) , check if the system is linear This system passes the zero input zero output test. So this system may or may not be linear. So use the more thorough test. Look at the top part of the diagram If an input is x1 (t ) , then the output will be y1 (t ) tx1 (t ) If another input is x2 (t ) , then the output will be y2 (t ) tx2 (t ) If the system is linear, then y (t )
tx1 (t ) tx2 (t )

54

Look at the bottom part of the diagram Lets see if we can obtain this output if a signal x(t )
y(t ) tx(t ) t ( x1 (t ) x2 (t )) t x1 (t ) t x2 (t ) x1 (t ) x2 (t ) is input into the system.

Conclusion : The system is linear as the output signal y (t ) in the top part is the same as the output in the bottom part.

Example 2 Given y (t )
x 2 (t ) check if the system is linear

This system passes the zero input zero output test i.e if x (t ) or may not be linear. So use the more thorough test. Look at the top part of the diagram If an input is x1 (t ) , then the output will be y1 (t )
x12 (t )
2 x2 (t )

0 then y (t ) 0 . So this system may

If another input is x2 (t ) , then the output will be y2 (t ) If the system is linear, then y (t )
x12 (t )
2 x2 (t )

Look at the bottom part of the diagram Lets see if we can obtain this output if a signal x(t )
y (t ) x 2 (t ) ( x1 (t ) x2 (t )) 2
2

x1 (t )

x2 (t ) is input into the system.

x12 (t )

2 x2 (t ) 2 x1 (t ) x2 (t )

Conclusion : The system is NOT linear as the output signal y (t ) is the top part is not the same as the output in the bottom part. Example 3
y(t ) cos x(t )

This system FAIL the zero input zero output test i.e if x (t ) system is definitely NOT linear. No further test required. Exercises :Are the following systems linear?

0 , y (t ) cos(0) 1 0 . So this

55

1. y (t ) tx(2t ) . Yes, this is a linear system. Why ?

t

2. y (t ) 3. y (t ) 4. y(t )

x( )d Yes, this is a linear system. Why ?

cos[ x(t )] No, this is a non-linear system. Why ? x(t ) No, this is a non-linear system. Why ?

Time Invariant A time-invariant system has the property that if the input signal x(t) is shifted in time, all that will happen is that the output signal y(t) will be shifted by the same amount in time. Expressing time invariant property in another way: If an input x(t) is input to a system and it produces an output y(t). If another signal x(t-t0) is applied to the system, and if the system is time-invariant, it should produce an output y(t-t0). The shape of the output signal does not change when the input signal is delayed. Mathematically, for a time invariant continuous-time system, T x(t value of system

y(t

) for any

A system which do not satisfy this condition is called a time varying continuous-time

Similarly, for a time invariant discrete-time system, T x n k

y[n k ] for any value of n

A system which do not satisfy this condition is called a time varying discrete-time system

Use the diagram below to verify if a given system is time invariant or not. Remember the method shown below by hard.

56

If y(t - t0) = S[x(t - t0] (i.e. the outputs of both branches of the above block diagram are equal), then the system is Time-Invariant. This means that the system is not changing with time. If y(t - t0) S[x(t - t0] (the outputs of both branches of the above block diagram are different), the system is Time-Varying. This means that the system will perform differently depending on when you use it. Exercise : Is a capacitor time-invariant?
vc 1 C
t

i ( )d

Compare vc(t - t0) with S[i(t - t0)]:

Exercise : Is a resistor time invariant where v t

i t R

57

Exercise: y(t) = t x(t) Is this Time-Invariant?

Exercise : A Time Reversal system y(t) = x(-t) Is this Time-Invariant?

Exercise : Test the following systems for time-invariance:

t

1. Is z (t )

x( )d

Solution. This system is time invariant

58

2. y (t )
0

x( )d

Solution: This is time varying. It is because the length of the window over which you integrate changes. 3. a (t ) sin[ x(t )] . This is time invariant

4. b(t ) sin(t ) x(t ) . This is a time varying system

5. w(t )

x (2t ) . This is a time varying system

6. v (t )
0

x (t

) dt . This is a time invariant system

59

7. y (t ) 2 x(3 t ) 8. y (t ) exp x (t ) 9. y(t ) exp t x(t )

Causality The output signal y(t) depends only on past and present inputs and not on the future. All physical real-time systems are causal because we can not anticipate the future. Clearly, the stock market is a causal system. Physical systems that are noncausal are not real-time. For example, a system in which music is recorded and processed later is noncausal but it is not real-time If a system is memoryless, it is also causal. However, being causal does not necessarily imply that a system is memoryless. In fact, most causal systems do have memory. Examples: Resistors and capacitors are causal systems:
v(t0 ) i to R This is a memoryless and therefore causal
v(t0 ) 1 C
t0

i (t )dt This is a causal system as its output depends on past and present inputs

Exercise

60

t0 a

y (t0 )

x(t )dt

If this systems causal ?

A system is causal if it does not depend on future values of the input to determine the output. This means that if the first input to a system starts at time t0, then the system should not have any output until that time t0. Any output produce by the system starts only at and after time t0. Thus, a causal system is one that is non-anticipative i.e the output may depend on the current and past inputs but not on future inputs. A non-causal system is one which can sense an input coming and gave an output before the input arrives. Examples of non-causal system :
y (t ) x(t 1)

y[n]

x[ n]

In a non-causal system, the output is produced due to an input that occurs at later in time. Stability 61

When a system is Bounded Input Bounded Output (BIBO) stable if an input x(t) that is bounded (finite) for all time produces an output y(t) that is also bounded or finite for all time. Mathematically, we write if x(t ) is the output.
B1 y(t ) B2 where B1 and B2 are finite constants and y(t)

In this example, the input x(t) is bounded by the constant B1 and the output y(t) is bounded by a second constant B2:

Example : A resistor is a BIBO stable because since v(t) = i(t)R, as long as i(t) is bounded with an upper bound B1, v(t) will also be bounded with an upper bound B2:

i(t )

B1

v(t )

RB1

Example : The capacitor is NOT a BIBO system because

i (t ) C dvc (t ) dt

Let i(t) = B1u(t), where B10

vc (t ) 1 C
t

i ( )d

1 C

B1u ( )d

Because of the multiplication with u(t) , the limits of integration is changed to start from 0 t 1 B1d instead of i.e vc (t ) C0 Therefore, vc (t )
B1t . C

As vc (t ) grows linearly with time t and as t , vc (t ) . Therefore bounded input gives unbounded output as t increases without bound, so the capacitor charging system is an unstable system.

62

In summary: A system is bounded-input/ bounded output (BIBO) stable if for any bounded input x(t) defined by x(t ) bounded defined by y(t )

k1 is input into the system, then the corresponding output y(t) is also

k2 . As long as the upper bounds k1 and k2 are finite real constants,

the system is said to be BIBO stable.. LTI System In Series If two or more LTI systems are in series with each other, their order can be interchanged without affecting the overall output of the system. Systems in series are also called cascaded systems.

The order of a cascaded LTI system can be interchanged without changing the overall effect LTI System In Parallel If two or more LTI systems are in parallel with one another, an equivalent system is one that is defined as the sum of these individual systems.

A parallel system

An equivalent of the parallel system as the sum of the individual systems

63

Discrete-Time Linear Time-Invariant Systems We will study discrete-time systems that are both linear and time-invariant and see that their input/output relationship is described by a discrete-time convolution. Impulse Representation of Discrete-Time Signals We can write x[n] as

or

which is writing x[n] as a series of impulse functions shifted in time, all scaled with weights x[k]. We will see this again when we show that the input-output relationship of a Discrete Time LTI system is a Discrete Time convolution.

64

Representation Of The Output y[n] of An LTI System As The Superposition of Responses To Individual Samples Of The Input x[n] In the figure below, we input a unit sample [n] into an LTI system and the output is h[n] Input [n] Output h[n]

65

Now if we input x[n] as shown below into the LTI system, what is the output y[n] ?

The output y[n] of an LTI System can be represented as the superposition of responses due to the individual samples of the input x[n].

66

Convolution for Discrete-Time Systems Using the result from above:

and the fact that the system is linear plus knowledge that the response to [ n k ] is hk [n]

Due to time invariance we get hk [n] h[n k ]

67

Note that h[n] is the impulse response of the LTI system. This response is obtained when we apply a unit sample [n] input to the system.. We get the Convolution Equation:

The output of an LTI system is the input convolved with the impulse response where h[n] is the impulse response. The discrete time convolution is commutative: Let m= n-k in the above equation,

It doesn't matter which signal gets flipped. Steps to perform convolution: 1. 2. 3. 4. 5. Time reverse h[k] and shift by to form h[n-k] (flip and shift) Rewrite x[n] as x[k] Multiply x[k] and h[n-k] for all values of Sum up x[k]h[n-k] over all to get y[n] Do for all values of

THERE ARE TWO IMPORTANT RULES FOR PERFORMING A CONVOLUTION: 1. FLIP THE EASY FUNCTION! 2. DRAW A PICTURE!

68

69

Find x[n]*h[n] = y[n] Note : N y = Nx+ Nh-1 where Ni is the non zero length of i[n] Ex. Find x[n]
[n n0 ] . This is the CONVOLUTION WITH DISCRETE TIME IMPULSE.

The result is convolving a function with an impulse shifts the function to where the impulse it.

70

Continuous Time Linear Time Invariant System Impulse Representation of Continuous-Time Signals Using the sifting property, we can write a signal x(t) as:

which is writing a general signal x(t) as a function of an impulse. This expresses the input x(t) as an integral (continuum sum) of shifted impulses that are weighted by weights x(). Continuous Time Convolution Again, we write:

Now take a system and define the impulse response h(t) of the system as the response of the system to an unit impulse input:

Next, define the response of the system to a shifted unit impulse as:

71

If the system is linear, then

where of course S[x1(t)] = y1(t) and S[x2(t)] = y2(t). Now,

But what if the system is also Time-Invariant? Then S[(t - )] = h(t , ) = h(t - ), since we had S[(t)] = h(t). Therefore, And

We have seen that for a linear time-invariant system, the output is the input convolved with the system's impulse response h(t). In other words, we can completely characterize an LTI system by its impulse response. This is a very important result! 72

Again, we write the convolution integral as: The notation h(t-) means that the function h() is flipped and shifted across the function x(). Convolution is a tough concept to get at first. Here are two rules that will greatly simplify doing convolutions: 1. 1) DRAW A PICTURE of the functions x() and h(t - ) 2. 2) FLIP THE "EASY" FUNCTION Why can we pick which function to flip? Because convolution is commutative:

Change variables: = t - = t - , d = -d.

(minus signs cancel) Let's examine convolution formula:

1. First, we time-reverse h() and shift it to form h(t - ). Note: the independent variable of h(t - ) is , not t! The variable t is the shift parameter, i.e. the function h() is shifted by an amount t. 2. Next, fix t and multiply x() with h(t - ) for all values of . 3. Then integrate x()h(t - ) over all to get y(t) which is a single value that depends on t. Remember that is the integration variable and that t is treated like a constant when doing the integral. 4. Finally, repeat for all values of t. Fortunately, it usually falls out that there are only several regions of interest and the rest of y(t) is zero. 73

Example1. The input x(t) and the impulse response h(t) of a continuous time LTI system are given by x(t) = u(t)
h(t ) e
t

u (t )

Calculate y(t) = x(t)*h(t)

74

For t < 0
x ( ) and h(t
) do not overlap.

Therefore y(t) = 0 for t < 0 For t > 0

x ( ) and h(t
) has overlap from
t t

0 to
e d
0

t.
e
t

Therefore y (t )
0

(t

t 0

e0

1 e

As y(t) is valid only for t>0, we can write y (t ) Example 2

1 e

u (t )

Instead of performing y(t) = x(t)*h(t), we now reverse the order of the convolution i.e calculate y(t) = h(t)* x(t)

75

For t < 0
x ( ) and h(t
) do not overlap.

Therefore y(t) = 0 for t < 0 For t > 0

x ( ) and h(t
) has overlap from
t

0 to
t 0

t.
1 e
t

Therefore y (t )
0

e0

1 e

As y(t) is valid only for t>0, we can write y (t ) The answer is the same as before

1 e

u (t )

Properties of Convolution Convolution is commutative, associative, and distributive. Keeping this in mind may simplify some convolutions for you.

Commutative Convolution is commutative. It doesnt matter which signal get flipped.

y (t ) x(t ) * h(t ) h(t ) * x(t )
x[n]* h[n] h[n]* x[ n]

Likewise for discrete time system, y[n]

The role of the input x(t) and the impulse response h(t) can be interchanged !! The same thing can be said for x[n] and h[n] for the discrete time case.

76

Cascade Interconnection (Associative) The result of the convolution of three or more functions is independent of the order in which the convolution is performed.

w(t )

x(t ) * h1 (t )

y(t )

w(t )* h2 (t )

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

By the associative property, y (t )

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

Therefore the impulse response h(t) for this overall system is h1(t) * h2(t).

The two cascaded system can be replaced with a single system with the overall impulse response h(t ) h1 (t )* h2 (t ) . Also by applying the commutative rule, y (t ) x(t )* h2 (t )* h1 (t ) The order of the system is cascaded i.e whether h1 (t ) comes first or h2 (t ) comes first do not affect the impulse response for an LTI system. Likewise for discrete time system,

y[n]

x[n]* h1[n] * h2[n] x[n]* h1[n]* h2[n]

77

Parallel Interconnection (Distributive Property) The total system impulse response is the sum of the separate impulse responses of the parallel systems.

Convolution Properties of Continuous Time LTI Systems Based on Impulse Response We saw that input/output properties of an LTI system are completely determined by the system's impulse response h(t). We also saw that the output y(t) = x(t) * h(t), that is, the output of the system is simply the convolution of the input x(t) with the system's impulse response h(t). In this section, we will express other known system attributes in terms of conditions on the impulse response h(t). Systems with memory In a memoryless system, the output y(t) is a function of the input x(t) at the time instant t alone. It does not depend on either past or future inputs. Since y (t )
x( )h(t )d

For a memoryless system, it requires that

78

h(t)=0 for t

0 when an impulse function (t ) is applied

k (t ) at t=0 when the impulse (t ) is applied

So h(t) must have the form K (t ) i.e h(t ) Then by substituting h(t )
y (t ) x( )k (t )d

k (t ) in the convolution equation

x( ) (t

)d

kx(t )

Therefore an LTI system that is memoryless can only have this form: y(t) = x(t) * h(t) = Kx(t) Here, K is the system gain and it must be constant or else the system would vary with time.

In summary, for a memoryless system, the impulse response h(t) must be of the form of a unit impulse weighted by a constant K i.e h(t) = K(t) For the discrete time case, for a memoryless system,
h[n] k [ n]

Invertible System A system is invertible if we can find hI(t) so that the original input x(t) can be recovered from the output y(t). For this to hold, the system must be one-to-one.

Since

x(t )* h(t ) hI (t )

x(t ) and x(t )

(t )

x(t ) , therefore

(t ) must be equal to h(t ) hI (t )

Similarly for discrete time system, [n] must be equal to h[n] hI [n]

79

Causality We know that for a causal system, the output depends only on past or present inputs and not on future inputs. Equivalently, a causal system does not respond to an input until it occurs (the output is not based on the future). In other words, a response to an input at t = t0, would occur only for t t0 and not before t0.

We know that h(t) is the system response to (t), and that (t) occurs at t = 0.

A system is causal if h(t ) 0 for t < 0 For the discrete time case, h[n] 0 for n < 0 Therefore, the impulse response of a causal LTI system must be zero before the impulse signal is applied. Another way to look at the causality condition: Let's examine the convolution equation:
y (t ) x( )h(t )d

Causality: if h(t) is causal then h(t - ) = 0 for t - < 0 or t < . (alternatively, you can imagine t , h( ) is zero) that after flipping h( ) , for So for a causal LTI system,
t

y (t )

x( )h(t

)d

which this shows us that the output y(t) depends only on values of the input x() for only depends on the past and present.

t, i.e. it

80

If the input signal x(t) is also causal i.e x(t) = 0 for t < 0, then x( )h(t output will then be
t

) = 0 for

0, the

y (t )
0

x( )h(t

)d

For a causal LTI system where the input signal x(t) is also causal, the limit of integration starts at time 0 and the upper limit is t. Stability For LTI A system is BIBO stable, if every bounded input produces a bounded output. Lets say we are given an input x[n] B for all n (where B is an arbitrary number less than infinity) and this input is applied to an LTI system The output will be y[n]
h[k ]x[n k ]

Taking the magnitude of the output y[n]

h[k ]x[n k ]

Now in any expression, the magnitude of the sum is always smaller than the sum of the magnitude eg a b c Then y[n]

c
h[k ] x[n k ]

h[k ]x[n k ]

Since x[n] <B, x[n-k] < B, then y[n]

h[k ] for all n

Thus if

h[ k ]

for all n, then y[n] will be bounded in magnitude for all n and thus the
h[ k ]

system will be stable, For the condition necessary for stability

for all n

For the continuous time case,

h( ) d

81

Unit Step Response Input To LTI System Suppose that the input into the LTI system is a step function u(t). Let the unit step response be s(t). Then
s (t ) x( ) h(t )d u ( ) h(t )d
0

h(t

)d because u

is zero for

< 0.

If the system is causal, h(t

t

) is zero for (t

) <0 or for

Then s (t )
0

h(t

)d where s(t) = u(t)*h(t)

Likewise for the discrete time LTI system,

s[n] h[k ] = u[n]*h[n] and if both the the system and input signal is causal, then

s[n]
0

h[n k ]

Causal Linear Constant Coefficient Differential Equation Systems Many useful and practical systems are described by linear differential equations with constant coefficients. The form is
an d n y (t ) d n 1 y (t ) dy (t ) d m x(t ) d m 1 x(t ) dm(t ) an 1 ...a1 a0 y (t ) bm bm 1 ...b1 b0 x(t ) n n 1 m m 1 dt dt dt dt dt dt

where n>m for practical systems. It can be shown that systems described by the differential equation above are LTI. The order of the system is given by the highest power of n i.e highest power of the derivative of the output y(t). The complete solution consists of the sum of 2 parts i.e a homogeneous solution part and a particular solution part i.e y (t ) yh (t ) y p (t ) The homogeneous solution part depends on the initial state (initial conditions of the system) only and DO NOT depends on the input signal x(t). The particular solution part depends on the input signal x(t) ONLY and it assumes that all initial conditions are zero. 82

Causal System and Initial Rest. The condition of initial rest says that for a system to be causal, the output y(t) depends on values of x(t) at the present and earlier times only. Another way of saying is that if input x(t) for all earlier times until the present time is zero, then the output y(t) should be zero for all the earlier time until the present time. Then the output y(t) can only have a non-zero value if you provide an input x(t) which starts at 0+. Finding the impulse response h(t) of Linear Causal Linear Coefficient Differential Equation Systems. To find the impulse response h(t) of Causal Linear Coefficient Differential Equation Systems. i.e (t ) , then by definition the impulse response h(t) = y(t). when the input x(t ) For the homogenous solution yh (t ) , the input x(t) and all its derivatives are assumed to be zero. For the particular solution part, y p (t ) this is zero for t>0 since x(t ) (remember ??
(t ) has a non zero value AT t = 0 only)
(t ) =0 for t > 0

Substituting h(t) = y(t)

an d n h(t ) d n 1h(t ) dh(t ) an 1 ...a1 a0 h(t ) 0 n n 1 dt dt dt
(t ) into the system, x(t) = 0 for t > 0 ( (t ) has a value

Because we input an impulse function ONLY at t = 0). Therefore y p (t )

y (t )

0 for t>0 as y p (t ) depends ONLY on x(t).

h(t ) is the solution of the homogenous equation i.e h(t )

yh (t )

an

d n h(t ) d n 1h(t ) dh(t ) an 1 ...a1 a0 h(t ) 0 n n 1 dt dt dt

an

d n yh (t ) d n 1 yh (t ) dy (t ) an 1 ...a1 h a0 yh (t ) 0 n n 1 dt dt dt

To obtain the solution for yh (t ) , we must solve for the roots of the characteristic equation. To solve for the roots of the characteristic equation, we need to replace
dyh (t ) with S and solve for all the constants by applying the initial conditions. dt

83

Example of a second order LCCDE The circuit shown below is an example of a second order Linear Constant Coefficient Differential Equation.

The input x(t) is the voltage source and the output y(t) is the current flowing in the circuit. By applying the Kirchoffs Law
x(t ) dy (t ) Ry (t ) L dt 1 y ( )d Co
t

Differentiating both sides

dx(t ) dt dy (t ) R dt d 2 y (t ) L dt 2 dy (t ) Cdt

d 2 y (t ) is one , we divide L throughout i.e both the left hand side dt 2 and right hand side of the equation.

To ensure the coefficient of

dx(t ) Ldt

R dy (t ) L dt

d 2 y (t ) dt 2

dy (t ) LCdt d 2 y (t ) dt 2 R dy (t ) L dt 1 dy (t ) LC dt 1 dx(t ) L dt

Rearranging we obtain in the standard form

84

Example 1 Given a causal LTI system

d 2 y (t ) dy (t ) 3 2 y (t ) 2 dt dt x(t ) . Calculate its impulse response h(t)

i)

Set x(t) =0 ( if there is any

dx (t ) on the right hand side, this must be set to zero also) dt

d 2 yh (t ) dy (t ) 3 h 2 yh (t ) 0 2 dt dt

ii)

Replace

dyh (t ) by S i.e S 2 dt

3S 2 0

( S 2)( S 1) 0

The roots of the equation are S = -2, S = -1 iii) We assume a solution of the form yh (t ) In this case, since there are 2 roots, yh (t )
A exp st A1 exp s1t A2 exp s2t
2t

Substituting the roots S1 and S2, we obtain yh (t ) iv)

A1 exp

A2 exp

We now need to solve for the constants A1 and A2. This is done by applying the initial conditions. For a CAUSAL system, the condition of initial rest applies. i.e h (t ) 0 for t < 0. This implies that yh (t ) 0 for t<0 The initial conditions for the condition of initial rest are yh (0 ) 0 and
dyh (0 ) dt 1 a2 1 d 2 y (t ) 1 NB. a2 is the constant of (In this case a2=1) 1 dt 2

Note : For an second order system, there are only 2 initial conditions v) Since yh (t )
A1 exp
2t

A2 exp t , and by using the first initial condition, substituting

at time = zero, yh (0 ) Therefore yh (0) A1 = - A2

0
0

A1 exp

A2 exp

or 0

A1

A2

By using the second initial condition, we need to differentiate the output y(t) to obtain dyh (t ) dy (0 ) 2 A1 exp 2t A2 exp t , Since h 1, 1 = 2 A1 exp 0 A2 exp 0 dt dt 85

Or 1 =

2A1

A2

Since we have 2 simultaneous equations and 2 unknowns, we can easily solve for A1 and A2. Solving for A1 and A2 we obtain A1= -1 and A2=1 vi) Substituting the values of A1= -1 and A2 =1 into yh (t )
yh (t ) 1exp
2t

A1 exp
2t

2t

A2 exp

gives

1exp

exp

exp

2t

Since the system is a causal system, yh (t ) Or h(t )

exp
t

exp

exp

u(t)

exp

2t

u (t )

Remember for a causal system, h(t) = 0 t < 0. That is the reason why we write u(t) in the above answer. Example 2 (slightly more complicated) Find the impulse response h(t) of the causal second order differential system given as
d 2 y (t ) dy (t ) 5 6 y (t ) 2 dt dt x(t ) dx(t ) dt

In this example there is an extra term of input is applied i.e x(t )

dx (t ) in the right hand side. Now assume an impulse dt (t ) , then . Since there are two terms on the right hand side, we can

imagine that there are two separate impulse inputs x (t ) and

x(t ) (t ) gives an output yh1 (t )

dx (t ) .Then we can say that dt

h1 (t ) . Similarly

dx (t ) gives an output yh 2 (t ) dt

h2 (t )

vii)

dx (t ) = 0 in order to obtain the homogenous solution (and then assume dt (t ) ) we apply x(t )

Set x(t) and

d 2 yh1 (t ) dy (t ) 5 h1 6 yh1 (t ) 2 dt dt

viii)

Replace

dyh1 (t ) by S i.e S 2 dt

5S 6 0

( S 2)(S 3) 0

The roots of the equation are S = -2, S = -3 ix) We assume a solution of the form yh (t ) In this case, since there are 2 roots, yh (t )
A exp st

A1 exp

2t

A2 exp

3t

86

Substituting the roots S1 and S2, we obtain yh1 (t ) x)

A1 exp

2t

A2 exp

3t

We now need to solve for the constants A1 and A2. This is done by applying the initial conditions. For a causal system, the condition of initial rest applies. i.e h1 (t ) yh1 (t ) 0 for t < 0. The initial conditions for the condition of initial rest are

yh1 (0 ) 0
and
dyh1 (0 ) dt
A1 exp

1 a2
2t

1 d 2 y (t ) 1 NB. a2 is the constant of 1 dt 2

A2 exp 0
0

xi)

Since yh1 (t )

3t

, and by using the first initial condition, substituting

at time = zero, yh (0 ) Therefore yh1 (0) A1 = - A2

A1 exp

A2 exp

or 0

A1

A2

By using the second initial condition, we need to differentiate the output y1(t) to obtain
dyh1 (t ) dt 2 A1 exp
2t

3 A2 exp

3t

, Since

dyh1 (0 ) dt

1,

1=

2 A1 exp

3 A2 exp

Or 1 =

2 A1 3 A2

Since we have 2 simultaneous equations and 2 unknowns, we can easily solve for A1 and A2. Solving for A1 and A2 we obtain A1= 1 and A2=-1 xii) Substituting the values of A1= 1 and A2 = -1 into yh1 (t )
yh1 (t ) exp
2t

A1 exp

2t

A2 exp

3t

gives

exp

3t

Since the system is a causal system, yh1 (t ) Or h1 (t )

exp
2t

exp

2t

exp

3t

u(t)

exp

3t

u (t )

Remember for causal system h(t) = 0 t < 0. That is the reason why we write u(t) in the above answer. 87

xiii) xiv)

To tackle the
yh 2 (t )

dx (t ) on the right hand side, we treat this term as a second input. dt dh1 (t ) (the output is a differentiated version of h1 (t ) , because we now input dt

xv)

dx (t ) . This is because we are dealing with an LTI system) dt dh1 (t ) Since h2 (t ) yh 2 (t ) , this implies that h2 (t ) dt dh1 (t ) h2 (t ) 2 exp 2t 3exp 3t u (t ) dt

Now the overall impulse response h(t) can be treated as the sum of the individual responses of h1 (t ) h2 (t )
h(t ) exp
2t

exp
2t

3t

2 exp
3t

2t

3exp

3t

u (t ) or

h(t )

exp

2 exp

u (t )

Discrete Time System Linear Coefficient Difference Equation Solving for the impulse response for the discrete time case is similar to that for the continuous time. The differences are highlighted here. i) ii) The impulse function [ n] 1 at n=0 The initial conditions of initial rest for a solving discrete time causal system are y[0] and y[1] and these can be obtained recursively by using the recursive equation. The recursive equation can be obtained by rearranging the difference equation by putting only y[n] on the left hand side and all other delayed terms are put over to the right hand side together with the x[n] term. For a causal system, the condition of initial rest are y[n] = 0 for n n 0 The form of the equation for yh [n]
Az n

iii)

1 and not for

iv)

88

Example 3 Find the impulse response of the discrete time causal LTI system described by the equation shown. y[n] - 0.5y[n-1] + 0.06y[n-2]= 4x[n] Let yh[n] be the solution to the homogenous equation y[n] - 0.5y[n-1] + 0.06y[n-2]= 0 The form of the solution is yh [n] Substituting the yh [n] We obtain Az n 0.5 Az n
Az n

Az n into the homogenous equation y[n] - 0.5y[n-1] +0.06y[n-2]= 0,

1

0.06 Az n

0
1

Taking the factor Az n out, we obtain Az n 1 0.5 z

0.06 z

0 0 0

Multiply both sides of the equation by z2, we obtain Az n z 2 0.5 z 0.06 Since Azn is not zero, the other factor z 2 0.5 z 0.06 The solution is z = 0.2 and z = 0.3 Therefore yh [n]
A1 (0.2) n A2 (0.3) n

0 or z 0.2 z 0.3

We now need to solve for A1 and A2. Since the order to the difference equation is two, we need two initial conditions y[0] and y[1] Also we know that for a causal system y[n] =0 for n

We now apply an impulse input [n] into the system equation to obtain the impulse response. Note that [n] =1 occurs ONLY at n = 0 By substitution [n] into the system equation, y[0] - 0.5y[-1] + 0.06y[-2]= 4 By the causality condition, y[n]=0 for n Therefore y[0] = 4 To obtain the second initial condition we increment n and also apply the impulse input [n] into the system equation, we obtain y[1] - 0.5y[0] + 0.06y[-1] = 4 [1]

1, this implies y[-1] and y[-2] are both zero.

89

Since [1] and y[-1] 0 and y[0] = 4, we obtain y[1] - 2 = 0, or y[1] = 2 By substituting the initial condition y[0] = 4 into yh[n] above, we obtain 4 = A1+A2 or A1 = 4 - A2 By substituting the initial condition y[1] = 2 into yh[n] above, we obtain
yh [1] A1 (0.2)1 A2 (0.3)1 or 2 = 0.2A1 0.3 A2

2 = 0.2(4-A2 ) 0.3 A2 , or 2 = 0.8+0.1A2 or A2

12

Since A2 = 12, Therefore yh [n]

A1 = 4 - A2 = - 8
A1 (0.2) n A2 (0.3) n 8(0.2) n 12(0.3) n

Since by definition, h[n] is the impulse response due to an impulse input [n]
h[n] 8(0.2) n 12(0.3) n u[n] .

Note that h[n] is multiplied with u[n] to ensure that the response is causal.

90