Signals and Systems theory

Aditya Tatu

These notes contain the intended lecture plan for the course: Signals and Systems
theory, meant for the first year M.Tech students in July - January 2010.

1 Lecture - 1: Introduction
Objectives of the lecture:
1. Understand the students background.
2. Short lecture on Fourier series.
3. General objectives of the course.

1.1 Fourier series

Joseph Fourier put forward the idea of representing a ”function” as sum of triginometric
terms, possibly infinite in 1822. The work was done in the first decade of the 19th
century but was met with tremendous resistance and was finally published in Fourier’s
book: The Analytical theory of heat. The Fourier series is given as,
X X
f (x) = An sin nx + Bn cos nx
n n

All terms on the r.h.s. are continuous and differentiable, whereas Fourier did not put
any such restriction on f (x)(other then periodicity). This is possible due to infinitely
many terms on the r.h.s. (i.e., sum of infinitely many continuous functions may not be
continuous). Fourier arrived at this series while computing the steady state tempera-
ture of a thin lamina given particular boundary conditions. He first arrived at the heat
diffusion p.d.e:
∂2u ∂2u
+ 2 =0
∂x2 ∂y
Fourier solved the above p.d.e using ’separation of variables’ and arrived at the trigono-
metric series, now known as the Fourier series.

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1.2 Determining coefficients of the Fourier series
Rewriting the Fourier series of a function f (x):
a0
f (x) = + (a1 cos x + b1 sin x) + (a2 cos 2x + b2 sin 2x) + ...
2
Multiplying 1 on both sides and integrating over (−π, π), we get
1 π
Z
a0 = f (x)dx
π −π
and in general multiplying sin nx on both sides and integrating, we get
1 π
Z
an = f (x) sin nxdx
π −π
and multiplying cos nx, we get
Z π
1
bn = f (x) cos nxdx
π −π

1.3 Similarity with basic projection

Let p be a vector in R3 which has the usual basis (1, 0, 0)t , (0, 1, 0)t , (0, 0, 1)t denoted
as i, j, k in short. We know that if p = xi + yj + zk then because i · j = j · k = k · i =
0, i · i = j · j = k · k = 1,
x = p · i, y = p · j, z = p · k
where a · b is the usual dot product. In other words, the coefficients of the basis are ob-
tained by projecting the vector on the basis. Let us for now use the following notation:
1 π
Z
f ·g = f (x)g(x)dx
π −π
We know that
sin nx · sin mx = 0, n 6= m
= 1, n = m
cos nx · cos mx = 0, n 6= m
= 1, n = m
cos nx · sin mx = 0
Then computing the Fourier coeffecients can be interpreted as projecting the given
function f (x) to the trigonometric basis. The basis in this case are 1, sin x, cos x, sin 2x, cos 2x ....
So,
a0 = f ·1 (1)
an = f · sin nx (2)
bn = f · cos nx (3)

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1.4 Course objectives
To introduce abstract mathematical concepts in linear signal and system theory.
Functional analysis: Space, metric space, normed space, linear space, inner product
space, completeness, convergence, continuity, differentiability, Gram-Schmidt orthog-
onalization, Lp spaces, projection.
Linear transformations: Row space, Column spaces, Solvability of linear equations,
nullspace.
Linear operators: Operator norm, norm of matrices.
Variational problems: Differentiation of functionals.
Linear algebra: Diagonalization, Singular value decomposition, eigenvectors and eigen-
values.

1.5 References
1. Functional Analysis: Entering Hilbert space, V.L.Hansen, Publisher: World Sci-
entific.
2. Signal theory, L.E.Franks, Publisher: Prentice Hall Inc.

3. Linear Algebra and its applications, Gilbert Strang, Pubilsher: Brooks Cole.
4. Optimization by vector space methods, David Luenberger.