Part 2: Review of Continuous-time Systems

Outline

LTI systems Impulse response Convolution Complex exponentials Fourier transform

What is an LTI system? An example

Consider the following system with microphone in a classroom Input: x(t), speech signal Output: y (t), speaker output

Linear System: scaling

If I speak 2 times louder, you should hear 2 times louder voice Originally input was x(t) and output was y (t), then if we scale the input by a times making the input a x(t), then the output is a y (t)

Linear System: superposition

Lecturer 1s speech is x1(t) and Lecturer 2s speech is x2(t). Originally outputs of x1(t) and x2(t) were y1(t) and y2(t) respectively. If two lecturers talk at the same time making the input x1(t)+ x2(t), the output to audience will be y1(t) + y2(t). This is superposition.

Time-invariant system: shifting

Again the input is x(t) and output is y (t). For example, if the same waveform is generated 5 seconds later, x(t 5), then the output is delayed by the same amount, giving y (t 5). For any t0, time-shift of the input by t0 causes the same amount of time-shift at the output the output to x(t t0) is y (t t0), we call the system as time-invariant.

LTI system
Consider an LTI system such that for input xi(t) it outputs yi(t), i = 1, 2, . . .

If we perform scaling xi(t) by constant ai, shifting by time ti and superposition, what is the output?

Impulse response in LTI systems

The impulse is often mathematically dened by delta function (or sometimes called sifting function)

What is the role of the delta function in LTI system? Lets see how a signal is constructed using delta functions.

A comment on delta function

Mathematically, the delta function denoted (t) takes innite at t = 0 and is 0 elsewhere, and unit area, (t)dt = 1

This singular property makes analysis somewhat involved. In the following discussion we will use (t) instead, (t) =
1 ,

| t| 2 0, otherwise

Signal construction via delta function

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Impulse response and convolution

We saw that signal x(t) is constructed by shifting, scaling and superposition of impulses.

So if we know the response (output) of the system by passing one impulse as an input, then we can generate any output signal by proper shifting, scaling and superposition of that response. This argument holds only if the system is LTI! Response by passing one impulse: impulse response

Shifting, scaling and superposition of impulse response adjusted to input signal: convolution

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Convolution

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Complex exponentials
Convenient way to express sinusoidal waves.

Eulers formula: ej t = cos(t) + j sin(t)

This represents complex exponential wave with frequency . Why use complex number? It is just a convenient way to express and mathematically analyze. What is its meaning?

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Complex exponentials
Every function x(t) can be decomposed into even and odd parts: x (t) + x (t) x (t) x (t) x e (t) = , x o (t) = 2 2 Every even (odd) function can be represented by composition of cosine (sine) function Even and odd functions are orthogonal, i.e. xe(t)xo(t)dt = 0 In complex plane, real and imaginary parts are also orthogonal (inner product of vector is 0). From Eulers formula, cosine real and sine imaginary. In Fourier analysis, even functions are related to cosine waves and real parts of the Fourier transform.

X (j ) =

x(t)ej tdt =

xe(t) cos(t)dt + j

xo(t) sin(t)dt

= XR(j ) + jXI (j )
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Complex exponentials and LTI system

In LTI system, complex exponentials are eigenfunctions: if the input is sinusoidal, the output must be sinusoidal with change only in magnitude and phase

Consider an LTI system with impulse response h(t). When the input is ej t the output is:

h( )ej (t )d = ej t

h( )ej d = H (j )ej t

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Complex exponentials and LTI system

if input is a sinusoid, output is also a sinusoid with proper shifting and scaling In LTI system, when the input is ej t, the output is H (j )ej t. H (j ) is the gain of a complex input sinusoidal with frequency .

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Fourier Transforms
Fourier transform (analysis)

H (j ) =

h(t)ej tdt

Inverse Fourier transform (synthesis) 1 h(t) = H (j )ej td 2 Interpretation: A signal h(t) is composed of innitely many complex sinusoids whose ej t component has amplitude (2 )1H (j )d. Roughly speaking this can be derived using orthogonality of complex exponentials with different frequency: for = ,

ej tej tdt = 0

We call h(t) and H (j ) as Fourier transform pair: h(t) H (j )

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Phase and Magnitude

H (j ) is the gain of a complex input sinusoidal with frequency .

Notation: by polar coordinate expression of complex numbers, H (j ) = |H (j )|ej H (j ) magnitude: |H (j )| phase: H (j )

Example h(t) = (t t0): every exponentials are shifted by same amount t0. For example, cos(t) is shifted to cos((t t0)). (t t0) ej t0 In this case |H (j )| = 1, H (j ) = t0.
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Convolution Theorem for LTI systems

The amplitude of ej t component of x(t): (2 )1X (j )d The ej t component: (2 )1X (j )d ej t Going through the system, the ej t component becomes: (2 )1X (j )d ej t H (j ) (H (j ) is the gain!) This is the ej t component of the output, which means 1 y (t) = H (j )X (j )ej td 2 or Y (j ) = H (j )X (j ) This is the convolution theorem.
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sinc function

x (t) =
T1

1, |t| < T1 0, |t| > T1 ej tdt = 2

F

X (j ) =
T1

sin T1

x(t) X (j )
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Fourier Transform Properties

Linearity: If x(t) X (j ) and y (t) Y (j ) then for some constants a and b, ax(t) + by (t) aX (j ) + bY (j ) Even and Odd Parts: Any real signal x(t) can be decomposed into a unique sum of even and odd functions: x (t) = x e (t) + x o (t) where x (t) + x (t) x (t) x (t) x e (t) = , x o (t) = 2 2 Then xe(t) Re[X (j )], xo(t) j Im[X (j )]
F F F F F

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Fourier Transform Properties

Time Scaling: For any nonzero a R 1 x(at) X |a |
F
x (t )

a
X (W )

t x (t /2) 2X (2W )

This says that expanding (contracting) a signal in time contracts (expands) its spectrum. Narrower in time broader spectrum Broader in time narrower spectrum
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Fourier Transform Properties

Symmetry of Inversion: If x(t) X (j ), then X (t) 2x(j ) Time Shifting: If x(t) X (j ) and t0 R, then x(t t0) X (j )ej t0 Frequency Shifting (modulation): If x(t) X (j ) and w0 R, then F x(t)ej 0t X (j ( 0))
F F F F F

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Fourier Transform Properties

Time Differentiation: If x(t) X (j ) then d n x (t) F n ( j ) X (j ) n dt provided that the transform exists. Consider differentiation of cos(t) and sin(t) with respect to t: d cos(t) = sin(t) = cos(t + ) dt 2 d sin(t) = cos(t) = sin(t + ) dt 2 What does this mean? 1. The magnitude of all sinusoids are multiplied by 2. the phase of all sinusoids are shifted by , which is the same as 2 multiplying e 2 = j in complex plane This happens for each time of differentiation, thus we have to multiply such gains in magnitude and phase each time : (j )n for n differentiation
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Fourier Transform Properties

Time Convolution Theorem: If x(t), y (t) X (j ), Y (j ) and
F

x (t) y (t) =

x(ta)y (a)da =
F

y (ta)x(a)da = y (t)x(t)

then

x(t) y (t) X (j ) Y (j ).

Frequency Convolution Theorem: If x(t), y (t) X (j ), Y (j ) then 1 F x(t) y (t) X (j ) Y (j ). 2

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Fourier Transform Properties

Parsevals Theorem: Suppose x(t), y (t) X (j ), Y (j ) then 1 x(t)y (t)dt = 2 and in particular
F

X (j )Y (j )d

1 |x(t)| dt = 2
2

|X (j )|2d

Thus, the total energy in x(t) (think of x(t) as voltage, then its square gives power, and square integral over time gives energy) is the same as the total energy in |X (j )|. So |X (j )|2 is called the energy spectrum (the density function of energy over frequency) of x(t).

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