Introduction To Signal Theory

Introduction to Signals & Systems
Signals & Systems

Examples of practical
Communication and
Control systems
Presented by APN Rao, Dept ECE, GRIET, Hyderabad. Jul 2011 1
Notions
Signal
System
Noise
Scope
Study of mathematical concepts and
techniques, useful for analysis of
techniques, useful for analysis of
communication and control systems
Introduction to Signal Theory
Introduction to Signal Theory
Signal Concepts
What is a Signal? What is a Signal? What is a Signal? What is a Signal?
Variation of a
physical quantity,
containing some
information
Signal Description Signal Description Signal Description Signal Description
Mathematical Model:
Single-valued function
Concepts Concepts Concepts Concepts
Domain
Dimension
Energy/ Power
Cross Energy/Power
Norm
Signal Classification
Dimension Dimension Dimension Dimension
Single/ multi-dimensional
Domain Domain Domain Domain
Time/ frequency / spatial
Value Value Value Value
Real/ Complex
Extent in magnitude Extent in magnitude Extent in magnitude Extent in magnitude
Bounded/ unbounded
Predictability Predictability Predictability Predictability
Deterministic/ Random
Relative to time origin Relative to time origin Relative to time origin Relative to time origin
Causal/ non-causal
Extent in time Extent in time Extent in time Extent in time
Finite/ eternal/ semi- infinite
Finiteness of Energy/ Power Finiteness of Energy/ Power Finiteness of Energy/ Power Finiteness of Energy/ Power
Energy/ power
Continuity/ quantization Continuity/ quantization Continuity/ quantization Continuity/ quantization
Continuous/ discrete
Symmetry about origin Symmetry about origin Symmetry about origin Symmetry about origin
Even/ odd
Periodicity Periodicity Periodicity Periodicity
Aperiodic/ periodic
Some Properties of Periodic Signals
A periodic function is also periodic with integer multiples of
the fundamental period.
Sum of two periodic signals has a fundamental period = LCM
of the two periods
Product of two periodic signals has a period = LCM of the
two periods (not necessarily fundamental period).
two periods (not necessarily fundamental period).
Sum or product of periodic signals would not be periodic if
ratio of the periods is irrational.
A periodic signal with period T is said to have half-wave or
rotational symmetry if f(tT/2)= f(t)
All periodic signals bounded in amplitude are power signals.
Some Notes of Even & Odd Signals
even + even = even
odd + odd = odd
odd + even = neither odd nor even
An even function expressed as a sum can
not have any odd components; and, an odd
function can not have any even components.
Any arbitrary signal can be split into an even
part and an odd part in a unique manner:
An odd function always
passes through the origin.
Integral of an odd function
equals zero.
Constant is an even
function.
Multiplication by an odd
function alters evenness to
( ) ( ) ( )
( ) ( )
( )
2
( ) ( )
( )
2
even odd
even
odd
f t f t f t
f t f t
f t
f t f t
f t
= +
+
=

=
even x even = even
odd x odd = even
even x odd = odd
part and an odd part in a unique manner: function alters evenness to
oddness and vice versa,
while multiplication by an
even function does not.
Some Elementary/ Standard Signals
exponential
sinusoidal
step u(t)
impulse
ramp r(t)
rectangular
signum sgn(x)
sinc(t)
sin( )
=
t
t
Elementary Signals contd..

Unit Impulse:
(t) = 0 for t 0
(t) dt = 1
Unit Step:
u(t) = 0 for t 0
1 for t > 0
Unit Ramp:
r(t) = 0 for t 0
t for t > 0
t
( )
0 as a
Some functions which approach (t) in the limit

1 1
1. Rectangular pulse for 2. Triangular pulse 1 for
2 2
1 1
3. Exponential pulse 4. Double exponential pulse
2
5. Sinc pulse
t
t
a
a
t
a a
t t
a a a
e e
a a
| |
| |

|
|
\ \

< <

2
2
1
sinc ( ) 5. Gaussian pulse
t
a
a at e
a
| |
|
|
\
(Ex. Verify that above five functions indeed approach (t) in the limit)
Elementary Signals contd..
Ex. Classify u(t) and exp(-2t)u(t) as energy/ power signals
Ex. Find even and odd components of exponential and step functions
Ex. Show that derivative of u(t) equals (t); also verify that running integral
of (t) equals u(t).
Ex. Find the area under sinc(t) by integration
Some notes
Signal value at a discontinuity (such as in a step) for practical purposes may
be equated to the left limit, right limit or the mid-value.
Integral value of a continuous function equals area under its graph (positive
area - negative area)
Random waveforms produced by sources of finite average power, are power
signals.
Mathematical Operations on Signals
Operations on
a signal
Operations on
two signals
Amplitude Shift
Time Shift
Convolution
Time Shift
Amplitude Scaling
Time Scaling
Correlation
Transformation of Independent Variable
A function once defined, is invariant under transformation of independent
variable. That is, the function value for any value of argument remains the
same even after transformation.
f(t-1) is f(t) shifted right by one, and f(t+1) is f(t) shifted left by one.
f(at) is compression of f(t) for a>0, expansion for a<0, and time reversal
for a = -1. Compression/ expansion and reversal are with respect to the
origin. f(-t+1) is f(t+1) reversed about t=0, while f(-t-1) is f(t+1) reversed
origin. f(-t+1) is f(t+1) reversed about t=0, while f(-t-1) is f(t+1) reversed
about t = -1.
Combined shift-cum-scale operations have to be executed with care, since
result of shift-first-scale-next would not be same as scale-first-shift-next.
If t is replaced by t, the graph reverses about origin. If complete argument
is reversed in sign, reversal takes place about value of t which makes the
argument zero.
Reversal about
t = 0.5
Transformation of Independent Variable:
Example
0
1
1
1
1 2
t
t t
f(t)
f(2t-1)
f(-2t+1)
0
0
0
1
0.5 1.5 - 0.5 0.5
0 - 0.5 0.5 - 0.5 -1.5
1
t
t t
t
f(2t+1)
f(-2t-1)
Reversal about
t = - 0.5
Reversal about t= 0
Signal Operations contd..
Ex: For the signals x(t) and h(t) sketched below, find and sketch
a) x(t)h(t+1) b)x(2- 0.5t) c) x(t-1) h(1-t) d) x(t)h(-t)
Verify your answers by substituting suitable values for t.
Ex.: For the f(t) given below sketch f(2t-1), f(2t+1), f(-2t+1) and f(-2t-1).
Also verify.
0 1 2
1
t
f(t)
3 2 -1 1
1
2
2 1 0 -1 -2
1
-1
t t
x(t) h(t)
Verify your answers by substituting suitable values for t.
0
Ex: Express f(t), x(t) and h(t) given above, as linear combinations of other
basic signals with suitable transformations.
Convolution of Signals:
Example of Graphical Method
Procedure
Change to
dummy variable
Time-reverse
either signal
y(t) = x(t) h(t) = x( )h(t- )d

Shift
Multiply
Find area
Repeat

1 3
product function
for t <

3 5
product function
for t <
Some Properties of (t)
0 0 0
0 0
0 0
0 0
Equivalence property of (t): ( ) ( ) ( ) ( )
Filtering property of (t): ( ) ( ) ( )
Convolution property: ( ) ( ) ( )
1
Time scaling property: [ ( )] ( )
Proof of eq
f t t t f t t t
f t t t dt f t
f t t t f t t
a t t t t
a

=
=
=
=
uivalence property:
( ) ( ) 0 for . Now check limiting area of this product. f t t t t t =
0 0
0 0 0
0
0 0
( ) ( ) 0 for . Now check limiting area of this product.
1
Let ( ) for such that lim ( ) ( )
2 2
1
( ) ( ) ( ) for
2 2
a a
a
a
f t t t t t
a a
t t t t t t t
a
a a
f t t f t t t t
a
=
| | | |
= < < + =
| |
\ \
| | | |
= < < +
| |
\ \
| |
/ 2 / 2
0 0
0 0
/ 2 / 2
0 0
0 0 0
1 1
lim ( ) ( ) lim ( ) ( ) ( )
Thus the product is an impulse of area ( ) at , that is
( ) ( ) ( ) ( )
a a
a
a a
a a
f t t dt f t dt af t f t
a a
f t t t
f t t t f t t t

= = =

=
=

Signal Basics: Summary
Concept Classification Standard
Signals
Signal
Operations
Signal
(Noise)
Mathematical model
(Graphical
representation)
by domain
by dimension
Real/ complex
Energy/ power
Continuous/ discrete/ digital
Sinusoidal
Exponential
(real, complex)
Constant
Step
Amplitude-shift
Time-shift
Amplitude-scaling
Time-scaling
Domain
Dimension
Energy/ Power
Cross energy/power
Norm
Continuous/ discrete/ digital
Eternal/ finite/ semi-infinite
Bounded/ unbounded
Causal/ non-causal
Deterministic/ random
Even/ odd
Periodic/ aperiodic
Step
Ramp
Impulse
Signum
Rectangular
Triangular
Sinc
Gaussian
Time-scaling
Convolution
Correlation
Signal Representation and Approximation
Using Other Signals
Combination of scaled and shifted elementary signals can produce more
complicated shapes; eg., a trapezoidal signal can be constructed by
summing step and ramp signals suitably scaled and shifted. Sometimes it
may be possible to represent a given signal shape exactly in terms of
simpler shapes. But more generally, we can only try to approximate a given
signal shape using other signals as closely as possible, that is, minimizing
the error of approximation. A set of functions selected for representing a
signal is called a basis and its elements are basis functions. Any number of
signal is called a basis and its elements are basis functions. Any number of
basis sets may be available for representing a function.
Error of Signal Approximation
If f(t) is approximated by g(t) over an interval (t
1
,t
2
), the error in shape e(t) =
f(t) - g(t) , is used to define a convenient measure of approximation as
below:
( )
2
1
2
2 1
1
( ) ( )
t
t
Mean Squared Error MSE e t dt
t t

Signal Approximation by Other Signals

1 2
( ) ( )
( ) ( ) ove r ( , ) . T h e n e r r or ( ) ( ) ( )
S i g n a l A p p r o x i m a ti o n f t b y g t
Le t f t a g t t t e t f t a g t =
f(t)
+
-
a g(t)
-
t
1
t
2
( )
2
1
2
1
1 2
2
2 1
2
( ) ( ) ove r ( , ) . T h e n e r r or ( ) ( ) ( )
1
( ) ( ) ( )
( ) ( )
( )
0 a n d M SE i s min i mu m wh e n
( )
t
t
t
t
Le t f t a g t t t e t f t a g t
M e a n S q u a r e d E r r o r M SE f t a g t d t
t t
f t g t d t
d M SE
a
d a
g t
=
= =
2
1

t
t
d t
Vector Approximation by Other Vectors

A
aB
e

As is varied, it can be seen that length of error vector
minimizes when and are mutually orthogonal, that is
Let A aB or A aB E
a
B E
= +
minimizes when and are mutually orthogonal, that is
0 for optimal value of .
B
When is optimally
B E
E B a
A aB E A B aB B E
a
=
= + = +
i
i i i
2
2
chosen, and =
A B
A B aB a
B
=
i
i
Vector Methods in Signal Theory: Orthogonality
( )
| |
2 2 2 2
1 1 1 1
2 2 2
2
2 2
, 2 (1)
,
( ) ( ) ( ) ( ) 2 ( ) ( ) (2)
Energy of sum = sum of individual energies + 2(cross energy)
t t t t
t t t t
In vectors A B A B A B
In signals
f t g t dt f t dt g t dt f t g t dt
+ = + +
+ = + +

i
Compare equations (1) and (2). The similarity in the two summing processes
helps us to apply vector methods in signal analysis. Square of norm of a vector
is analogous to energy of a signal, and the scalar product of two vectors to
cross energy of two signals. Just as scalar product = 0 implies orthogonality of
vectors, we say that
Two signals are orthogonal over a time interval, if their cross energy
(integrated product) equals zero over the interval.
Orthogonality in Signal Approximation
2 2 2
1 1 1
1 2
2
1 2
Let ( ) ( ) ( ) over interval ( , ). Multiplying by g(t) and
integrating over ( , ) we get ( ) ( ) ( ) ( ) ( )
In analogy with vectors, value of is optimal when e(t)
t t t
t t t
f t ag t e t t t
t t f t g t dt a g t dt e t g t dt
a
= +
= +

2
and g(t) are
( ) ( )
t
f t g t dt

1
2
1
2
orthogonal.Then, ; which is exactly the same result
( )
( )
obtained solving 0! With concept of orthogonality we can
obtain optimal values of coefficients i
t
t
t
a
g t dt
d MSE
da
=
=
n signal approximation in an
easier manner.
Signal Approximation by Orthogonal Set of Functions
1 1 2 2 1 2
1 2
1
Let f(t) a g (t)+a g (t). Now, optimal values of a and a will also
depend on cross energy of g (t) and g (t) and therefore will be
different from that derived earlier. As a simplification, we let g (
| |
2
1
2
2
1 1 2 2
2 1
t) and
g (t) be orthogonal.
1
MSE= ( ) (a g (t)+a g (t)) , which minimises when
t
t
f t dt
t t

2 2
1 1
2 2
1 1
1 2
1 2
2 2
1 2
( ) ( ) ( ) ( )
a and a
( ) ( )
t t
t t
t t
t t
f t g t dt f t g t dt
g t dt g t dt
= =

Notice that optimized coefficient of g
1
(t) is completely independent of g
2
(t).
Irrespective of the number of orthogonal basis functions used, each
coefficient can be optimized independent of all others. This is the main
reason why orthogonal basis functions are used for signal representation.
Mean Square Error of Approximation by
Finite Set of Orthogonal functions
| |
2
1
2 2
1 1
1 1 2 2 1 2
2
1 1 2 2
2 1
2 2 2 2 2
1 1 2 2
2 1
Let f(t) a g (t)+a g (t), where g (t) and g (t) are orthogonal.
1
MSE= ( ) (a g (t)+a g (t))
Expanding and using property of orthogonality
1
MSE= ( ) a g (t) a g (t)
t
t
t t
t t
f t dt
t t
f t dt dt dt
t t
+ +

2 2 2
1 1 1
1 1 2 2
2 a ( )g (t) 2 a ( )g (t)
t t t
t t t
f t dt f t dt

1 1
2 1 t t
1 1 1
2 2
1 1
2 2
1 1
2
1 2
2 2 2 2 2
1 1 2 2
2 1
Assuming optimized values for a and a such that ( )g(t) equals a g (t) ,
1
MSE= ( ) a g (t) a g (t)
t t t
t t
t t
t t
t t
f t dt dt
f t dt dt d
t t

| |
|
|
\
+

2
1
2 2
1 1
2 2 2
1
2 1
difference of average energy
1
for N-term representation, MSE= ( ) a g (t)
t
t
t t
N
k k
k
t t
t
f t dt dt
t t
=

=

`

)

Signal Representation by Infinite Set of Orthogonal
Functions: Generalized Fourier Series
With each basis function added to an orthogonal set, the MSE of approximation
decreases monotonously. When represented by infinite terms, MSE vanishes and
the signal representation becomes exact. The en
2 2
1 1
2 2 2
1
ergy relation becomes
( ) a g (t) ; known as Parseval's energy relation
The resulting exact signal representation using infinite set of orthogonal basis
t t
n n
n
t t
f t dt dt
=

=

The resulting exact signal representation using infinite set of orthogonal basis
functions
{ }
1
is called Generalized Fourier Series Representation:
f(t) = ( ), where ( ); 1, 2,.. is an infinite set of orthogonal functions
Any number of orthogonal basis sets may be available. But we f
k k k
k
a g t g t k
=
=
ind that basis sets of

trigonometric and complex exponential functions are most useful in signal analysis.
Orthonormal Basis Functions
If the basis functions of an orthogonal set also possess unit energy over the
time-interval of representation, they are said to be orthonormal.
Analogy between Vectors & Signals
Vectors Signals Additional Notes
Vector Space
(3-dimensional)
Signal Space
(infinite-dimensional)
Structure, addition commutative &
associative, closed under addition
and scaling (division not defined)
Norm, length Norm, size Size of sums, Modifications for
complex and power signals
Scalar product Inner product Angle concept, Cross energy
Component Component Projection, Orthogonality, Similarity
2
( ) f t dt
A B i
( ) ( ) f t g t dt
A B i
( ) ( ) f t g t d t
A or A
( ) of A along B
( ( ) ( )) of f t along g t
Approximation by other
vectors
Approximation by other
signals
Basis, Squared or mean squared
error, Condition for minimum error
Approximation by orthogonal
basis
Approximation by orthogonal
basis
Error, Dimension, Norm, Extension
of Pythagorus theorem
Representation in 3-D
coordinate system,
orthonormal basis set
Representation by generalized
fourier series, orthonormal
basis
Coefficients, Optimality, Energy
comparison, Parsevals theorem
2
B
i
2
( ) g t d t
( ) of A along B
( ( ) ( )) of f t along g t
For power signals, energy terms are replaced by power terms
For complex signals f(t)f*(t) replaces f(t), and f(t)g*(t) replaces f(t)g(t)
If time interval of interest is finite, integral limits are changed accordingly.

Introduction To Signal Theory

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Introduction To Signal Theory

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Introduction to Signals & Systems

Signals & Systems

Elementary Signals contd..

Signal Approximation by Other Signals

Vector Approximation by Other Vectors

Presented by APN Rao, Dept ECE, GRIET, Hyderabad. Jul 2011 22

ind that basis sets of

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