SIGNALS & SYSTEMS

Unit II
Fourier series representation of continuous-time periodic signals:
Complex Fourier series expansion:
The Fourier series expansion of a continuous-time periodic, x(t) signal is given by

x(t)=
ck ejk0t
k=
or

x(t)=
ck ej2kt/T
k=
where ck are Fourier series coefficients given by
T

ck=(1/T) x(t) ejk0t dt

0
or
T

ck=(1/T) x(t) ej2kt/T dt

0
where, in all equations,
0 = (2/T)
Convergence of Fourier series: Dirichlet Conditions:
The Fourier series expansion of a periodic signal defined by the equation

x(t)=
ck ejk0t
k=
is convergent i.e., the Fourier series expansion of a periodic signal is possible if and only if
the signal has finite energy over one period or the signal is square-integrable over one period
i.e.,

|x(t)|

dt <

0
or if the signal satisfies the following conditions known as the Dirichlet conditions.
Condition 1: x(t) must be absolutely integrable over one period i.e.,
T

|x(t)| dt <
0
Condition 2: The signal has a finite no. of maxima and minima in any finite interval of time.
Condition 3: The signal has finite no. of finite discontinuities in any finite interval of time.
Trigonometric Fourier series expansion:
The Fourier series expansion of a continuous-time periodic, x(t) signal is given by

x(t)=(a0/2) +
k=1

[a cos(k t) + b sin(k t)]

k

where
T

ak=(2/T) x(t) cos(k0t) dt

0
T

bk=(2/T) x(t) sin(k0t) dt

0
T

a0=(2/T) x(t) dt
0
and (a0/2)=c0; ak=[ck + ck]; bk=j[ck ck].
Even and odd signals:
A signal, x(t) is said to be even if x(t)=x(t). For an even signal, bk=0 and hence the
trigonometric Fourier series becomes

x(t)=(a0/2) +
ak cos(k0t)
k=1
where
T

ak=(2/T) x(t) cos(k0t) dt

0
T

a0=(2/T) x(t) dt
0
A signal, x(t) is said to be odd if x(t)= x(t). For an odd signal, ak=0 and hence the
trigonometric Fourier series becomes

x(t)=
bk sin(k0t)
k=1
where
T

bk=(2/T) x(t) sin(k0t) dt

0
Fourier transform of aperiodic continuous-time signals: Spectrum of aperiodic
continuous-time signals:
The Fourier transform of an aperiodic continuous-time signal, x(t) is defined as

X()= x(t) ejt dt

where X() is also called the spectrum of x(t). Recovering the signal x(t) from X() i.e., the
inverse Fourier transform is defined as

x(t)=(1/2) X() ejt d

Properties of continuous-time Fourier Transform:

1. Linearity: ax1(t) + bx2(t) aX1() + bX2()
2.

Time shifting: x(tt0) ejt0 X()

3.

Frequency shifting: ej0t x(t) X(0)

4.

Time scaling: x(at) (1/|a|)X(/a)

5.

Time reversal: x(t) X()

6.

Duality: X(t) 2x()

7.

Differentiation in time domain: [dx(t)/dt] jX()

8.

Differentiation in frequency domain: (jt)x(t) [dX()/d]

t

Integration in time domain: x(t) dt X(0) () + (1/j)X()

10. Convolution: x1(t)x2(t) X1()X2()

9.

11. Multiplication: x1(t)x2(t) (1/2)X1()X2()

12. Parsevals theorem: |x(t)|2 dt (1/2) |X()|2 d

Laplace transform:
The Laplace transform of a continuous-time signal x(t) is defined as

X(s)= x(t) est dt

Properties of Laplace transform:

1. Linearity: ax1(t) + bx2(t) aX1(s) + bX2(s)
2.

Time shifting: x(tt0) est0 X(s)

3.

Frequency shifting: es0t x(t) X(ss0)

4.

Time scaling: x(at) (1/|a|)X(s/a)

5.

Time reversal: x(t) X(s)

6.

Differentiation in time domain: [dx(t)/dt] sX(s)

7.

Differentiation in frequency domain: (t)x(t) [dX(s)/ds]

t

8.

Integration in time domain: x(t) dt (1/s)X(s)

Convolution: x1(t)x2(t) X1(s)X2(s)

9.

Laplace transform pairs

1.

f(t)F(s)= f(t)estdt
0
n

2.

dn[f(t)]/dtsF(s) sni f i1(0)

i=1

3. (t)nf(t)dn[F(s)]/dsn
4. eatf(t)F(sa)
5. eatf(t)F(s+a)
6. (t)1
7. dn[(t)]/dsnsn
8. u(t)1/s
9. tn/n!1/sn+1
10. eat1/(sa)
11. eat1/(s+a)
12. sinbtb/(s2+b2)
13. cosbts/(s2+b2)
14. sinhbtb/(s2b2)
15. coshbts/(s2b2)
16. eatsinbtb/[(sa)2+b2]
17. eatcosbt(sa)/[(sa)2+b2]
18. eatsinbtb/[(s+a)2+b2]
19. eatcosbt(s+a)/[(s+a)2+b2]
20. eat[tn/n!]1/(sa)n+1
21. eat[tn/n!]1/(s+a)n+1
5

SIGNALS & SYSTEMS

Unit III
Differential equations describing continuous-time LTI systems:
The continuous-time LTI systems are described by the linear constant coefficient
differential equations of the form
N

b [d y(t)/dt ]=a [d x(t)/dt ]

k

k=0

k=0

or
b0y(t) + b1[dy(t)/dt] + + bN[dNy(t)/dtN]= a0x(t) + a1[dx(t)/dt] + + aM[dMx(t)/dtM]
or
b0y(t) + b1y1(t) + b2y2(t) + + bNyN(t)= a0x(t) + a1x1(t) + a2x2(t) + + aMxM(t)
where
yi(t)=[diy(t)/dti] ith derivative of y(t)
xi(t)=[dix(t)/dti] ith derivative of x(t)
Transfer function of continuous-time LTI systems described by given differential
equation:
The transfer function of an LTI system described by the given differential equation of
the form
b0y(t) + b1[dy(t)/dt] + + bN[dNy(t)/dtN]= a0x(t) + a1[dx(t)/dt] + + aM[dMx(t)/dtM]
or
b0y(t) + b1y1(t) + b2y2(t) + + bNyN(t)= a0x(t) + a1x1(t) + a2x2(t) + + aMxM(t)
is defined as the ratio of the Laplace transform of its output to that of its input i.e.,
H(s)=[Y(s)/X(s)]
Impulse response of continuous-time LTI systems described by given differential
equation:
The impulse response of a continuous-time LTI system described by the given
differential equation is the inverse Laplace transform of its transfer function i.e.,
h(t)=L 1[H(s)]
Convolution integral:
The convolution integral is defined by
6

y(t)=x(t)h(t)= x()h(t)d

SIGNALS & SYSTEMS

Unit IV
Discrete-time signals:
A discrete-signal is a sequence of numbers x in which the nth number in the sequence is
denoted as
x(n), n
i.e., a discrete-time signal is a function whose independent variable is the set of integers.
Some special discrete-time signals:
(1) Unit-sample or impulse sequence:
Unit-sample or impulse sequence (n) is defined as
(n)=

1 if n=0
0 if n0
1
5 4 3 2 1

n
0

Fig1: Unit sample or Impulse sequence (n)

The shifted unit-sample or impulse sequence (nk) is defined as
(nk)=

1 if n= k or +k
0 if nk

5 4 3 2 1

n
0

Fig2: Unit sample or Impulse sequence (n3)

(2) Unit-step sequence:

Unit-step sequence u(n) is defined as
1 if n0
u(n)=
0 if n<0

1
5 4 3 2 1

n
0

Fig3: Unit step sequence u(n)

The shifted unit-step sequence u(nk) is defined as
1 if nk or +k
u(nk)=
0 if n<k

1
5 4 3 2 1

n
0

Fig4: Unit step sequence u(n4)

Representation of a discrete-time signal in terms of a unit sample or impulse sequence:
Any discrete-time signal or sequence, x(n) can be represented in terms of the unitsample or impulse sequence, (n) as

x(n)=
x(k) (nk)
k=
where x(k) is the value of the sequence x(n) at n=k.
Spectrum of discrete-time (DT) signals:
The discrete-time Fourier transform of a discrete-time signal is often termed as its
spectrum.
Discrete-Time Fourier Transform (DTFT):
The Fourier transform of an aperiodic sequence x(n) is defined as

F [x(n)]=X()= x(n)ejn
n=
X() is continuous and periodic with 2 i.e., X(+2)=X().

Inverse Discrete-Time Fourier Transform (IDTFT):

The inverse Fourier transform of X() is defined as
0+2

[X()]=x(n)=(1/2)X()ejnd
0

where, in many cases, 0= so that

Discrete Fourier Transform (DFT):
The discrete Fourier transform of a finite-length sequence x(n) is defined as
N1

X(k)= x(n)ej2(n/N)k, 0kN1

n=0
or
N1

X(k)= x(n)WNnk, 0kN1

n=0
where WN= ej(2/N).
X(k) is periodic with period N i.e., X(k+N)=X(k).
Inverse Discrete Fourier Transform (IDFT):
The inverse discrete Fourier transform of X(k) is defined as
N1

x(n)=(1/N) X(k)ej2(n/N)k, 0nN1

k=0
or
N1

x(n)=(1/N) X(k) WNnk, 0nN1

k=0
where WN= ej(2/N).
Properties of DFT:
Periodicity property:
If X(k) is the N-point DFT of x(n), then

10

X(k+N)=X(k)
Linearity property:
If X1(k)=DFT[x1(n)] & X2(k)=DFT[x2(n)], then
DFT[a1x1(n)+a2x2(n)]=a1X1(k)+a2X2(k)
Convolution property:
If X1(k)=DFT[x1(n)] & X2(k)=DFT[x2(n)], then
DFT[x1(n) N x2(n)]=X1(k)X2(k)
where N indicates N-point circular convolution.
Multiplication property:
If X1(k)=DFT[x1(n)] & X2(k)=DFT[x2(n)], then
DFT[x1(n)x2(n)]=(1/N)[X1(k) N X2(k)]
where N indicates N-point circular convolution.
Z transforms:
Definition: The (two-sided or bilateral) Z transform of a discrete time function x(n) is
defined as

Z [x(n)]=X(Z)=
x(n)Zn
n=
Region of convergence (ROC):
For any given sequence, the set of values of Z for which the Z transform of the
sequence absolutely converges is called the region of convergence, which is abbreviated as
ROC. For the absolute convergence of the Z transform of a given sequence x(n), the
condition is

x(n)Zn <

n=

11

Z-transform pairs

1.

x(n)X(Z)= x(n)Zn
n=

2. x(nk)ZkX(Z)
3. anx(n)X(a1Z)=X(Z/a)
4. anx(nk)ZkakX(a1Z)= ZkakX(Z/a)
5. ax1(n)+bx2(n)aX1(Z)+bX2(Z)
6. (n)1
7. (nk)Zk
8. an(n)1
9. an(nk)Zkak
10. K(n)K
11. K(nk)KZk
12. u(n)[1/(1Z1)]
13. u(nk)Zk[1/(1Z1)]
14. anu(n)[1/(1aZ1)]
15. anu(nk)Zkak[1/(1aZ1)]
16. ejnu(n)[1/(1ejZ1)]
17. cosnu(n)[(1Z1cos)/(12Z1cos+Z2)]
18. sinnu(n)[Z1sin/(12Z1cos+Z2)]
19. ancosnu(n)[(1aZ1cos)/(12aZ1cos+a2Z2)]
20. ansinnu(n)[aZ1sin/(12aZ1cos+a2Z2)]
21. nx(n)Z1[dX(Z)/d(Z1)]

12

SIGNALS & SYSTEMS

Unit V
Classification of discrete-time systems:
Linear system:
A system is said to be linear if, for some linear combination of any number of inputs
(excitations) x1(n), x2(n), x3(n), , it produces same linear combination of individual outputs
(responses) y1(n), y2(n), y3(n), , i.e.,
R [ax1(n) + bx2(n) + cx3(n) + ]=ay1(n) + by2(n) + cy3(n) +
for all possible values of the constants a, b, c, .
Time-invariant system:
A system is said to be time-invariant if the output (response) of the system to any
input (excitation) with a time shift or delay, is the same output (response) with the same time
shift or delay i.e.,
R [x(nk)]=y(nk)
Causal systems:
A system is said to be causal if the output (response) of the system does not depend
on future input (excitation) values or in other words if the output (response) of the system
depends only on past or present input (excitation) values i.e., the system is nonanticipate.
Stable system BIBO stability:
A system is said to be stable if it produces a bounded output (response) for a bounded
input (excitation) i.e.,
x(n)< for all n, theny(n)< for all n.
Linear, time-invariant (LTI) systems:
A system is said to be linear, time-invariant (LTI) if it satisfies both criteria for
linearity & time-invariance.
Difference equation representation of LTI systems:
Standard Nth order difference equation:
The standard Nth order difference equation, which describes the behaviour of the
linear, time-invariant systems, is given by
b0 y(n) + b1 y(n1) + + bN y(nN)=a0 x(n) + a1 x(n1) + + aM x(nM)

13

or by
N

y(nk)= am x(nm)
k=0
m=0
k

The LTI systems described by the above equation are called the recursive systems
(i.e., systems with feedback). With bk=0 for k=1, 2, , N, the above equation becomes
b0 y(n)=a0 x(n) + a1 x(n1) + + aM x(nM)
or by
M

y(n)= (am/b0) x(nm)

m=0
The LTI systems described by the above equation are called the non-recursive
systems (i.e., systems with feedback).
The impulse response (IR) of a system:
Definition:
The impulse response, h(n) of a system is defined as the system response to the unitsample or impulse sequence (n).
Impulse response of a linear, time-invariant, causal system described by the standard
Nth order difference equation:
The impulse response of a LTI, causal system described by the standard Nth order
difference equation
y(n)+b1y(n1)+b2y(n2)++bNy(nN)=a0 x(n)+a1 x(n1)++aMx(nM)
(assuming zero initial conditions i.e., y(n)=0 for n<0 if the input is causal since the system is
causal) is found as follows:
Procedure Block 1: Homogeneous Solution yh(n):
1) Set the x terms to equal zero to obtain the homogeneous equation
y(n)+b1y(n1)++bNy(nN)=0.
2) Replace y(nk) by nk for k=0,1,2,,N to obtain
n+b1n1++bN nN=0.
3) Take the term nN out to obtain
nN(N+b1N1++bN)=0.
4) Set the polynomial in parentheses to equal zero to obtain the characteristic equation
N+b1N1++bN=0.
5) Find all the N roots of the above characteristic equation.
6) Form the homogeneous solution yh(n) as follows:

14

i.

If the roots obtained are distinct, say 1, 2,, N, then the homogeneous solution
would be

ii.

yh(n)=[C1(1)n+C2(2)n++CN(N)n]u(n).
If any of the roots is a multiple order root, say 1 of order m, then the
homogeneous solution would be

{[C ( ) +C n( ) +C n ( ) +C n ( ) ++C

yh(n)=

m1

mn

(1)n]

+Cm+1(m+1)n+Cm+2(m+2)n++CN(N)n u(n).
where C1, C2, C3 are arbitrary constants.
Procedure Block 2: Impulse Response h(n):
7) Form the impulse response h(n) as follows: Note down the maximum shift on y (i.e.,
N) and maximum shift on x (i.e., M).
i. If M<N, then the impulse response would be
h(n)=yh(n).
ii. If MN, then the impulse response would be
MN
h(n)=yh(n)+ Ai(ni).
i=0
where Ai are arbitrary constants.
Procedure Block 3: Evaluation of arbitrary constants (C1, C2, C3 & Ai):
8) Replace x(nk) by (nk) for k=0,1,2,,M in the given difference equation to obtain
y(n)+b1y(n1)+b2y(n2)++bNy(nN)=a0(n)+a1 (n1)++aM(nM)
y(n)=b1y(n1)b2y(n2)bNy(nN)+a0(n)+a1(n1)++aM(nM).
9) Evaluate y(0), y(1), y(2) remembering that y(n)=0 for n<0 and (0)=1. (The number
of evaluations required is equal to the number of arbitrary constants to be determined.)
10) Evaluate h(0), h(1), h(2)from the equation obtained in step(7) and determine the
arbitrary constants by setting y(0)=h(0), y(1)=h(1) and so on.
Determination of output of a LTI system given its IR Convolution sum:
Consider a linear time-invariant system in which the response of the system to an
excitation x(n) is represented as
y(n)=R [x(n)]----------------------------------------------------------------------------------------(1)
where R is an operator, which maps in some way the index of the input sequence, x(n) onto
the index of the output sequence, y(n).
However, any discrete-time sequence, x(n) can be represented in terms of the unitsample or impulse sequence, (n) as

x(n)=
x(k) (nk) ------------------------------------------------------------------------------(2)
k=
where x(k) is the value of the sequence x(n) at n=k.
Therefore, after the substitution of Equ(2), Equ(1) yields
15

R[

y(n)=

x(k) (nk) ---------------------------------------------------------------------(3)

k=
Since k is a dummy variable and R operates only on n which indexes both the input
and output sequences, by the linearity of the system,

x(n)

y(n)

Fig1

y(n)= x(k) R [(nk)] --------------------------------------------------------------------------(4)

k=
If h(n) represents the response of the system to the unit-sample or impulse sequence,
(n) or as usually called, the impulse response of the system, then, by the time-invariance of
the system,

y(n)=
x(k) h(nk) ------------------------------------------------------------------------------(5)
k=
The above equation is generally known as convolution sum and suggests the
characterization of a linear time-invariant system completely by its impulse response, in the
sense that, given h(n), it is possible to use Equ(5) to find the response of the system to any
excitation x(n) and to define the properties of the system.
Property 1: The convolution operation is commutative.
x(n) h(n) = h(n) x(n)
Property 2: The convolution operation is distributive over addition
x(n)*[h1(n)+h2(n)] = x(n)*h1(n) + x(n)*h2(n)
Convolution of two infinite-length sequences:
The convolution y(n) of two infinite-length sequences x(n) and h(n) is defined as

16

y(n) = x(k)h(nk), n
k=
or

y(n) = h(k)x(nk), n
k=
Determination of stability of a LTI system, given its impulse response:
An LTI system is stable if its impulse response, h(n) is absolutely summable i.e,

h(n)<
n=
is the sufficient condition for LTI system to be stable.
Frequency response of a system:
Definition:
Frequency response of a system is defined as the response of the system to the
sinusoidal or complex exponential sequence, ejn, for <n<.
Frequency response of a LTI system:
The frequency response of an LTI system is defined as the Fourier transform of the
impulse response of the system i.e.,

H(ej) =
h(m) ejm
m=
In general H(ej) is complex and can be expressed in terms of its real and imaginary
parts as
H(ej) = HR(ej) + jHI(ej)
or in terms of magnitude and phase as
H(ej)=A(ei)ej[exp(j)]
where A(ej) is the magnitude response of H(ej) and (ej) is the phase response of H(ej).

17

Z-transform analysis of LTI systems:

Transfer function of an LTI system:
The transfer function of an LTI system is defined as the ratio of the Z-transform of its
output to that of its input i.e.,
H(Z) = [Y(Z)/X(Z)]
Impulse response of an LTI system described by the given difference equation:
The impulse response of an LTI system is the inverse Z-transform of the transfer
function H(Z) i.e.,
h(n)=Z 1[H(Z)]
Frequency response of an LTI system:
The frequency response of an LTI system is defined as the Z-transform computed at
the unit circle in the Z plane i.e.,
H(ej)=H(Z)

j
Z=e

Response of an LTI system described by given difference equation to any input, x(n):
The response of an LTI system described by the given difference equation of the form
b0 y(n) + b1 y(n1) + + bN y(nN)=a0 x(n) + a1 x(n1) + + aM x(nM)
to any input x(n) is given by
y(n)=Z 1[H(Z)X(Z)]

18