Signals

Signals and Systems
Spring 2011
Lecture #1
Jacob White
(Slides thanks to A. Willsky, T. Weiss,
Q. Hu, and D. Boning)
“Content, Figures and images used in these lecture notes by permission,

copyright 2005 by Alan V. Oppenheim and Alan S. Willsky”
1
Signals and Systems
2
Different Types of Signals
3
Signal Classification
Type of Independent Variable
4
Cervical MRI
5
Independent Variable Dimensionality
6
Continuous Time (CT) and Discrete-
Time (DT) Signals
7
8
Mandril Example
Blurred Image
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Mandril Example
Unblurred Image – No Noise
10
Mandril Example
Unblurred Image – 0.1% Noise
11
Real and Complex Signals
12
13
Periodic and A-periodic Signals
14
Right- and Left-Sided Signals
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Bounded and Unbounded Signals
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Even and Odd Signals
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Building Block Signals
Eternal Complex Exponentials
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21
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Why are eternal complex
exponentials so important
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Cervical Spine MRI
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Unit Impulse Function
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Narrow Pulse Approximation
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Intuiting Impulse Definition
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Uses of the Unit Impulse
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Robot Arm System
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Unit Step Function
31
Successive Integrations of the Unit
Impulse Function
32
Building Block Signals can be used to
create a rich variety of Signals
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Conclusions
34
Signals and Systems
Spring 2011
Lecture #2
Jacob White
“Figures and images used in these lecture notes by permission,

35
Outline - Systems
• How do we construct complex systems
– Using Hierarchy
– Composing simpler elements
• System Representations
– Physical, differential/difference Equations, etc.
• System Properties
– Causality, Linearity and Time-Invariance
36
Hierarchical Design
Robot Car
37
Robot Car Block Diagram
Top Level of Abstraction
38
Wheel Position Controller Block Diagram
2nd Level of the Hierarchy
39
Motor Dynamics Differential Equations
3nd Level of the Hierarchy
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Observations
• If we “flatten” the hierarchy, the
system becomes very complex
• Human designed systems are often
created hierarchically.
• Block input/output relations provide
communication mechanisms for team
projects
41
Compositional Design
Mechanics - Sum Element Forces
42
Circuit - Sum Element Currents
43
System Representation
Differential Equation representation
– Mechanical and Electrical Systems Dynamically
Analogous
– Can reason about the system using either

physical representation.
44
Integrator-Adder-Gain Block Diagram
45
Four Representations for the same
dynamic behavior
Pick the representation that makes

it easiest to solve the problem
46
Discrete-Time Example - Blurred Mandril
Blurrer (system
model)
Blurred
Original
Image
Image
Deblurred
Deblurrer System Image
47
Difference Equation Representation
• Difference Equation Representation of the
model of a Blurring System
• Deblurring System
Note Typo on handouts
How do we get ?
48
Observations
• CT System representations include circuit and
mechanical analogies, differential equations, and
Integrator-Adder-Gain block diagram.
• Discrete-Time Systems can be represented by
difference equations.
• The Difference Equation representation does not
help us design the mandril deblurring
• New representations and tools for manipulating
are needed!
49
System Properties
• Important practical/physical implications
• Help us select appropriate representations
• They provide us with insight and
structure that we can exploit both to
analyze and understand systems more
deeply.
50
Causal and Non-causal Systems
51
Observations on Causality
• A system is causal if the output does not anticipate future
values of the input, i.e., if the output at any time depends
only on values of the input up to that time.
• All real-time physical systems are causal, because time only

moves forward. Effect occurs after cause. (Imagine if you
own a noncausal system whose output depends on
tomorrow’s stock price.)
• Causality does not apply to spatially varying signals. (We

can move both left and right, up and down.)
• Causality does not apply to systems processing recorded

signals, e.g. taped sports games vs. live broadcast.
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Linearity
53
Key Property of Linear Systems
• Superposition
If
Then
54
Linearity and Causality
• A linear system is causal if and only if it satisfies the
conditions of initial rest:
“Proof”
a) Suppose system is causal. Show that (*) holds.
b) Suppose (*) holds. Show that the system is causal.
55
Time-Invariance
• Mathematically (in DT): A system x[n] y[n] is TI if for
any input x[n] and any time shift n0,
If x[n]  y[n]
then x[n - n0]  y[n - n0] .
• Similarly for CT time-invariant system,

If x(t)  y(t)
then x(t - to)  y(t - to) .
56
Interesting Observation
Fact: If the input to a TI System is periodic, then the output is
periodic with the same period.
“Proof”: Suppose x(t + T) = x(t)

and x(t)  y(t)
Then by TI
x(t + T)  y(t + T).
 
These are the So these must be
same input! the same output,
i.e., y(t) = y(t + T).
57
Example - Multiplier
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Multiplier Linearity
59
Multiplier – Time Varying
60
Example – Constant Addition
61
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Linear Time-Invariant (LTI) Systems
• Focus of most of this course
- Practical importance (Eg. #1-3 earlier this lecture

are all LTI systems.)
- The powerful analysis tools associated

with LTI systems
• A basic fact: If we know the response of an LTI system

to some inputs, we actually know the response to many
inputs
63
Example – DT LTI System
64
Conclusions
65
Signals and Systems
Spring 2011
Lecture #3
Jacob White

66
Amazing Property of LTI Systems
67
Outline
• Superposition Sum for DT Systems
– Representing Inputs as sums of unit samples
– Using the Unit Sample Response
• Superposition Integral for CT System
– Use limit of tall narrow pulse
• Unit Sample/Impulse Response and Systems
– Causality, Memory, Stability
68
Representing DT Signals with Sums of Unit Samples
69
Written Analytically
Coefficients Basic Signals
Note the Sifting Property of the Unit Sample
70
The Superposition Sum for DT Systems
Graphic View of Superposition Sum
71
Derivation of Superposition Sum
72
Convolution Sum
73
Convolution Notation
Notation is confusing, should not have [n]

takes two sequences and produces a third sequence
makes more sense
Learn to live with it.
74
Convolution Computation Mechanics
75
DT Convolution Properties
Commutative Property
76
Associative Property
77
Distributive Property
78
Delay Accumulation
79
Superposition Integral for CT Systems
Graphic View of Staircase Approximation
80
Tall Narrow Pulse
81
Derivation of Staircase Approximation of
Superposition Integral
82
The Superposition Integral
83
Sifting Property of Unit Impulse
84
CT Convolution Mechanics
85
CT Convolution Properties
86
Computing Unit Sample/Impulse Responses
Circuit Example
87
Narrow pulse approach
88
Narrow pulse response
89
Narrow pulse response cont’d
90
Convergence of Narrow pulse
response
91
Alternative Approach – Use
Differentiation
92
Differentiation cont’d
93
How to measure Impulse Responses
94
Unit Sample/Impulse Responses of
Different Classes of Systems
95
Bounded-Input Bounded-Output Stability
96
Conclusions
97
Signals and Systems
Spring 2011
Lecture #4
Jacob White

98
Outline
• Unfiltering (Deconvolving)
– Candidate Unit Sample Responses
– Causality and BIBO stability
– Additional Conditions for Difference Equations
• Compute Impulse responses of a CT System
– Differentiating the step response
99
“Unfiltering an Audio Signal”
Problem Statement
Original “Filtered”
Audio Audio
100
DT LTI System Specification?
Unit Sample Response!
1.0
n
-0.9
We know how the Audio

Signal was filtered
101
Block Diagram
DT LTI
Original
Filtered
Audio
Audio
“Unfiltered”
Audio
102
Associative Property
103
Use Associative Property
Make an Identity System
104
A Candidate Unfilterer
1.0
n
-0.9
n
......
105
Unit Sample/Impulse Responses of
Different Classes of Systems
106
Bounded-Input Bounded-Output Stability
107
Candidate Unfilterer is Causal and
definitely not BIBO stable
n
......
108
Give Up Causality to Gain Stabilty
1.0
n
-0.9
...... n
109
Convolving is expensive
...... m
One output 2N terms in

point summation
110
Use A Difference Equation
• Cheap to generate y[n]

• Two possible unit sample responses
111
A Difference Equation Does Not
Uniquely Determine a system!
Need Additional Conditions:
• Causal or Anti-causal
OR
• BIBO Stability
OR
• Some values of the output
112
Computing Impulse Responses
Circuit Example
113
Narrow pulse approach
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Narrow pulse response
115
Narrow pulse response cont’d
116
Convergence of Narrow pulse
response
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Differentiation
118
Differentiation cont’d
119
How to measure Impulse Responses
120
Conclusions
• Unfiltering (Deconvolving)
– There can be multiple deconvolving systems
– Causality and BIBO stability are issues
– Difference Equations need similar constraints
• Computing Impulse responses of a CT
System
– Differentiating the step response
121
Signals and Systems
Spring 2011
Lecture #5
Jacob White

122
Outline
Complex Exponentials as Eigenfunctions
of LTI Systems
Fourier Series representation of CT
periodic signals
How do we calculate the Fourier
coefficients?
Convergence and Gibbs’ Phenomenon
123
The eigenfunctions  k(t) and their properties
(Focus on CT systems now, but results apply to DT systems as well.)
eigenvalue eigenfunction
Eigenfunction in  same function out with a “gain”
From the superposition property of LTI systems:
Now the task of finding response of LTI systems is to determine k.

The solution is simple, general, and insightful.
124
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Two Key Questions
a. What are the eigenfunctions of LTI systems?
b. What kinds of signals can be expressed as

superpositions of these eigenfunctions?
126
A specific LTI system can have more than one type of eigenfunction
Ex. #1: Identity system
Any function is an eigenfunction for this LTI system.
Ex. #2: A delay
Any periodic function x(t) = x(t+T) is an eigenfunction.

Ex. #3: h(t) even
(for this
system)
127
that work for any and all
Complex Exponentials are the only Eigenfunctions of any LTI Systems
128
129
DT:
130
What kinds of signals can we represent as
“sums” of complex exponentials?
For Now: Focus on restricted sets of complex exponentials
CT:
Magnitude 1
DT:

CT & DT Fourier Series and Transforms
Periodic Signals
131
Joseph Fourier (1768-1830)
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Fourier Series Representation of CT Periodic Signals
- smallest such T is the fundamental period

-  o  2 is the fundamental frequency
T
periodic with period T
{ak} are the Fourier (series) coefficients
k = 0 DC
k = ±1 first harmonic
k = ±2 second harmonic
134
Question #1: How do we find the Fourier coefficients?
First, for simple periodic signals consisting of a few sinusoidal terms
Euler's relation
(memorize!)
0 – no dc component
0
0
135
(periodic)
• For real signals, there are two other commonly used forms for
CT Fourier series:
• Because of the eigenfunction property of ejt, we will usually

use the complex exponential form in 6.003.
- A consequence of this is that we need to include terms for

both positive and negative frequencies:
136
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Now, the complete answer to Question #1
138
139
Ex: Periodic Square Wave
DC
component
is just the
average
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Convergence of CT Fourier Series
• How can the Fourier series for the square wave possibly make
sense?
• The key is: What do we mean by
• One useful notion for engineers: there is no energy in the

difference
(just need x(t) to have finite energy per period)
142
• Under a different, but reasonable set of conditions
(the Dirichlet conditions)
Condition 1. x(t) is absolutely integrable over one period, i. e.
And
Condition 2. In a finite time interval,
x(t) has a finite number
of maxima and minima.
Ex. An example that violates
Condition 2.
And
Condition 3. In a finite time interval, x(t) has only a finite
number of discontinuities.
Ex. An example that violates
Condition 3.
143
• Dirichlet conditions are met for most of the signals we will
encounter in the real world. Then
- The Fourier series = x(t) at points where x(t) is continuous
- The Fourier series = “midpoint” at points of discontinuity
• Still, convergence has some interesting characteristics:
- As N ∞, xN(t) exhibits Gibbs’ phenomenon at

points of discontinuity
Demo: Fourier Series for CT square wave (Gibbs phenomenon).
144
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Conclusions
• Exponentials are Eigenfunctions of CT
Systems
• zn are Eigenfunctions of DT Systems
• Periodic CT Functions Can Be Represented
with a Fourier Series
– Synthesis and analysis formulas using
orthogonality
– Series convergence for square wave
146
Signals and Systems
Spring 2011
Lecture #6
Jacob White

147
Representation with Fourier Series
• CT Fourier Series
– Energy View and Parsevals
– Convergence Rate
• Periodic Impulse Train
• Differentiation, Linearity and Time Shift
• DT Fourier Series
– Finite Frequency Set
– System of Equations
148
Fourier Series for Periodic CT Functions
149
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Two Uses for Fourier Series
Use
Eigenfunction
property to
simplify LTI
system
analysis
Compress
Data using
truncated
Fourier Series
151
Fourier Representation Issue
Not Infinite Enough
Uncountably Infinite
number of “points”
Countably Infinite number

of Fourier Coefficients
152
Energy View
• Signals are equal “Energy-wise”
• Fourier Series Preserves Energy (Parsevals)
153
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Truncated Fourier Series for Square Wave
155
Square Wave From Series Matches in Energy
x(t)
Equal energy-wise
Not equal pointwise
156
Fourier Convergence Rate: Useful Result
Impulse Train or Sampling Function
157
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Truncated Fourier Series for Impulse Train
159
Truncated Impulse Train Series Cont’d
160
Truncated Impulse Train Series Cont’d
161
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Fourier Convergence Rate: Useful
Properties
• Linearity
• Time Differentiation and Integration
• Time Shift
163
Square Wave Convergence Rate
Derivative of a square wave is an impulse train
164
Triangle Wave Convergence Rate
Second derivative of a triangle

wave is an impulse train
165
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Fourier Series Representation of DT Periodic Signals
• x[n] - periodic with fundamental period N
• Only ejn which is periodic with period N will appear in the FS
• There are only N distinct signals of this form
• So we could just use
• However, it is often useful to allow the choice of N consecutive

values of k to be arbitrary (E.g. choose {-(N-1)/2, (N-1)/2} if N is
odd and x[n] has definite parity).
167
DT Fourier Series Representation

k N 
 Sum over any N consecutive values of k
— This is a finite series

{ak} Fourier (series) coefficients
Questions:
1) What DT periodic signals have such a representation?
2) How do we find ak?
168
Computing Fourier Series Coefficients
Any DT periodic signal has a Fourier series representation
169
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Using Orthogonality to Solve for ak
Finite geometric series
171
Computing Coefficients Cont’d
172
DT Fourier Series Pair
Note: It is convenient to think ak as being defined for all

integers k. So:
1) ak+N = ak — Unique for DT. Since x[n] = x[n+N], there are

only N pieces of information, whether in time-domain or in
frequency-domain.
2) We only use N consecutive values of ak in the synthesis

equation
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Example: DT Rectangular Wave
175
Conclusions
• CT Fourier Series
– Fourier Series Converge energy-wise not ptwise
– Coefficient Decay
• Periodic Impulse Train Coeffs do not decay
• Decay rate related to differentiability
• DT Fourier Series
– Finite Frequency Set
– System of Equations
176
Signals and Systems
Spring 2011
Lecture #7
Jacob White

177
Frequency Response
• Filters
– Application Examples
– Types of filters
• High Pass, Low Pass
• DT Filters
– Finite Unit Sample Response - FIR
– Infinite Unit Sample Response - IIR
178
The Eigenfunction Property of Complex Exponentials
CT:
DT:
179
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Fourier Series and LTI Systems
181
The Frequency Response of an LTI System
182
Finite Set of Discrete-Time Frequencies
183
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Frequency Shaping and Filtering
• By choice of H(j) (or H(ej)) as a function of , we can shape

the frequency composition of the output
- Preferential amplification
- Selective filtering of some frequencies
Audio System
Adjustable Equalizer Speaker

Filter
Bass, Mid-range, Treble controls

For audio signals, the amplitude is much more important than the phase.
185
Signal Processing with Filters
186
Touch Tone Phone
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Low and High Pass Circuit Filters
X Y X Y
193
Frequency Selective Filters
— Filter out signals outside of the frequency range of interest
Lowpass Filters:
only look at
amplitude here.
194
Highpass Filters
Remember:
195
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Bandpass Filters
LP HP BPF if
cl ch
197
Idealized Filters
CT
c — cutoff
frequency
DT
Note: |H| = 1 and H = 0 for the ideal filters in the passbands,

no need for the phase plot.
198
Highpass
CT
DT
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Bandpass
CT
lower cut-off upper cut-off
DT
201
DT Averager/Smoother
LPF
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Nonrecursive DT (FIR) filters
Rolls off at lower

 as M+N+1
increases
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Simple DT “Edge” Detector
— DT 2-points “differentiator”
Passes high-frequency components
205
Edge enhancement using DT differentiator
206
Notch Filter - IIR
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Conclusions
• Filters
– Signal Seperation
– Types of filters
• High Pass, Low Pass
• DT Filters
– FIR Edge Detector
– IIR Notch
209
Signals and Systems
Spring 2011
Lecture #8
Jacob White

210
Fourier Transform
• System Frequency Response and Unit

Sample Response
• Derivation of CT Fourier Transform
pair
• Examples of Fourier Transforms
• Fourier Transforms of Periodic Signals
• Properties of the CT Fourier Transform
211
The Frequency Response of an LTI System
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First Order CT Low Pass Filter
Direct Solution of Differential Equation
214
Using Impulse Response
Note map from

unit sample
response to
frequency
response
215
Fourier’s Derivation of the CT Fourier
Transform
• x(t) - an aperiodic signal
- view it as the limit of a periodic signal as T ! 1
• For a periodic sign, the harmonic components are

spaced 0 = 2/T apart ...
as T  and o  0, then  = k0becomes continuous


Fourier series  Fourier integral
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Square Wave Example
Discret
e
frequen
cy
points
become
denser
in
 as T
218 increas
“Periodify” a non-periodic signal
For simplicity, assume
x(t) has a finite duration.
219
Fourier Series For Periodified x(t)
220
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Limit of Large Period
222
What Signals have Fourier Transforms?
(1) x(t) can be of infinite duration, but must satisfy:

a) Finite energy
In this case, there is zero energy in the error
b) Dirichlet conditions (including )
c) By allowing impulses in x(t) or in X(j), we can represent

even more signals
223
Fourier Transform Examples
Impulses
(a)
(b)
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Fourier Transform of Right-Sided Exponential
Even symmetry Odd symmetry

226
Fourier Transform of square pulse
Note the inverse relation between the two widths  Uncertainty principl
Useful facts about CTFT’s
227
Fourier Transform of a Gaussian
2
x(t)  e at — A Gaussian, important in
probability, optics, etc.
(Pulse width in t)•(Pulse width in )

∆t•∆ ~ (1/a1/2)•(a1/2) = 1
228
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CT Fourier Transforms of Periodic Signals
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Fourier Transform of Cosine
231
Impulse Train (Sampling Function)
Note: (period in t) T
(period in ) 2/T
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Properties of the CT Fourier Transform
1) Linearity
2) Time Shifting
FT magnitude unchanged
Linear change in FT phase
234
Properties (continued)
3) Conjugate Symmetry
Even
Odd
Even
Or
Odd
When x(t) is real (all the physically measurable signals are real), the
negative frequency components do not carry any additional information
beyond the positive frequency components:  ≥ 0 will be sufficient.
235
More Properties
4) Time-Scaling
a) x(t) real and even
b) x(t) real and odd
c)
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Conclusions
• System Frequency Response and Unit
Sample Response
• Derivation of CT Fourier Transform pair
• CT Fourier Transforms of pulses,
exponentials
• FT of Periodic Signals  Impulses
• Time shift, Scaling, Linearity
238
Signals and Systems
Spring 2011
Lecture #9
Jacob White

239
Fourier Transform
• Fourier Transforms of Periodic
Functions
• The convolution Property of the CTFT
• Frequency Response and LTI Systems
Revisited
• Multiplication Property and
Parseval’s Relation
240
Fourier Transform Duality
Fourier Transform Synthesis and Analysis formulas
241
242
Narrow in Time – Wide in Frequency
243
CT Fourier Transforms of Periodic Signals
244
Fourier Transform of Cosine
245
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Impulse Train (Sampling Function)
247
Convolution Property
A consequence of the eigenfunction property:
248
Reminder
249
250
Computing General Responses
251
Periodic Response Using Fourier Transforms
The frequency response of a CT LTI system is simply the Fourier

transform of its impulse response
252
Ideal Low Pass Filter Example
253
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Cascading Nonideal Filters
255
Cascading Ideal Filters
Cascading Gaussians
GaussianGaussian = Gaussian ) GaussianGaussian = Gaussian
256
Differentiation Property
1) Amplifies high frequencies (enhances sharp edges)
257
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LTI Systems of LCCDE’s
(Linear-constant-coefficient differential equations)
Using the Differentiation Property
1) Rational, can use

PFE to get h(t)
2) If X(j) is rational
e.g.
then Y(j) is also rational
259
Multiplication Property
Since FT is highly symmetric,
thus if
then the other way

around is also true
— Definition of
convolution in 
— A consequence of Duality
260
Examples of the Multiplication Property
261
262
Example (continued)
263
Conclusions
• Fourier Transforms of Periodic Functions are
series of impulses
• Convolution in Time, Multiplication in
Fourier and vice-versa.
• Fourier picture makes filters easy to
manipulate
• Multiplication Property and
264
Signals and Systems
Spring 2011
Lecture #10
Jacob White

265
Discrete-Time Fourier Transform
• The DT Fourier Transform

• Examples of the DT Fourier Transform
• Properties of the DT Fourier Transform
• The Convolution Property and its
Implications and Uses
266
The Discrete-Time Fourier Transform
267
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DTFT Derivation (Continued)
DTFS synthesis eq.
DTFS analysis eq.
Define
269
DTFT Derivation (Home Stretch)
270
DT Fourier Transform Equations
– Analysis Equation
– DTFT
– Synthesis Equation
– Inverse DTFT
271
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Transform Requirements
• Synthesis Equation:
– Finite Integration Interval, X must be finite
• Analysis Equation:
– Need conditions analogous to CTFT, e.g.
— Finite energy
— Absolutely summable
273
Examples
Unit Samples
274
Decaying Exponential
Infinite sum formula
275
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Rectangular Pulse
FIR LPF
277
Ideal DT LPF
278
DTFTs of Periodic Functions
Complex Exponentials
Recall CT result:
What about DT:

a) We expect an impulse (of area 2) at o
b) But X(ej) must be periodic with period 2
In fact
Note: The integration in the synthesis equation is over 2π period,

only need X(ej) in one 2π period. Thus,
279
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DTFT of General Periodic Functions Using FS
FS
by
superposition
281
DTFT of Sine Function
282
DTFT of DT Unit Sample Train
— Also periodic impulse train – in the frequency domain!

283
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Properties of the DT Fourier Transform
Periodicity and Linearity
— Different from CTFT
285
Time and Frequency Shifting
— Important implications in DT because of periodicity
Example
286
Time Reversal and Conjugate Symmetry
287
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Time Expansion
7) Time Expansion Time scale in CT is
Recall CT property: infinitely fine
But in DT: x[n/2] makes no sense
x[2n] misses odd values of x[n]
But we can “slow” a DT signal down by inserting zeros:
k — an integer ≥ 1
x(k)[n] — insert (k - 1) zeros between successive values
Insert two zeros

in this example
289
Time Expansion (continued)
— Stretched by a factor
of k in time domain
— compressed by a factor
of k in frequency domain
290
Differentiation and Parsevals
8) Differentiation in Frequency
Multiplication Differentiation
by n in frequency
9) Parseval’s Relation
Total energy in Total energy in

time domain frequency domain
291
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The Convolution Property
293
Ideal Low Pass Filter
(Reminder)
294
Composing Filters Using DTFT
295
Conclusions
• DTFT maps from discrete-time function to
continuous frequency function.
• DTFT is 2pi periodic.
• Many similar properties to CTFT (linearity, time-
frequency shifting) with small differences
• Convolution in Time, Multiplication in Fourier and
vice-versa.
• Fourier picture makes filters easy to manipulate
296
Signals and Systems
Spring 2011
Lecture #11
Jacob White

297
Fourier Transform Review
• The DT and CT Fourier Transforms

• Examples of DT and CT Transforms
• DT and CT Properties
• Next time – Sampling (Chapter 7)
298
DT and CT Fourier Transform Equations
DT Transform CT Transform
Discrete  Continuous Continuous Continuous

Transform 2pi periodic Strong Duality
299
300
Examples
Square pulse in time and LPF in frequency domain
301
DTFT of Rectangular Pulse
FIR LPF
302
Ideal DT LPF
303
304
CT Fourier Transform of Cosine
305
DTFT of Sine Function
306
CT FT Impulse Train (Sampling Function)
307
308
DTFT of DT Unit Sample Train
— Also periodic impulse train – in the frequency domain!

309
FT Properties
FT Convolution Property
CT
DT
310
CT Convolution Example
311
312
DT Convolution Example
313
Differentiation/Shift Property
CT
DT
314
CT LTI Systems of LCCDE’s
(Linear-constant-coefficient differential equations)
Using the Differentiation Property
1) Rational, can use

PFE to get h(t)
2) If X(j) is rational
e.g.
then Y(j) is also rational
315
316
DT LTI System Described by LCCDE’s
Rational
function of e-
j
,
use PFE to get
h[n]
317
CT Multiplication Property
The CTFT has the duality property,
thus if
then the other

way around is
also true
318
Examples of the CTFT Multiplication Property
319
320
CTFT Multiplication Property Example (continued)
321
DTFT Multiplication Property
322
Example:
323
324
CT and DT Parsevals
CT:
DT:
Total energy in Total energy in

time domain frequency domain
325
DT Time and Frequency Shifting
— Important implications in DT because of periodicity
Example
326
DT Time Expansion
7) Time Expansion Time scale in CT is
Recall CT property: infinitely fine
But in DT: x[n/2] makes no sense
x[2n] misses odd values of x[n]
But we can “slow” a DT signal down by inserting zeros:
k — an integer ≥ 1
x(k)[n] — insert (k - 1) zeros between successive values
Insert two zeros

in this example
327
328
DT Time Expansion (continued)
— Stretched by a factor
of k in time domain
— compressed by a factor
of k in frequency domain
329
Conclusions
• DTFT maps from discrete-time function to
continuous frequency function CTFT maps from a
continuous function to a continuous function.
• CTFT has duality.
• DTFT is 2pi periodic.
• DTFT and CTFT have many properties in common.
• Next time – Sampling (Chapter 7).
330

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Signals and Systems

“Content, Figures and images used in these lecture notes by permission,

“Figures and images used in these lecture notes by permission,

2nd Level of the Hierarchy

– Can reason about the system using either

Pick the representation that makes

Note Typo on handouts

• All real-time physical systems are causal, because time only

• Causality does not apply to spatially varying signals. (We

• Causality does not apply to systems processing recorded

• Similarly for CT time-invariant system,

“Proof”: Suppose x(t + T) = x(t)

• Focus of most of this course

- Practical importance (Eg. #1-3 earlier this lecture

- The powerful analysis tools associated

• A basic fact: If we know the response of an LTI system

“Figures and images used in these lecture notes by permission,

Coefficients Basic Signals

Note the Sifting Property of the Unit Sample

Notation is confusing, should not have [n]

“Figures and images used in these lecture notes by permission,

We know how the Audio

Make an Identity System

One output 2N terms in

• Cheap to generate y[n]

“Figures and images used in these lecture notes by permission,

Eigenfunction in  same function out with a “gain”

From the superposition property of LTI systems:

Now the task of finding response of LTI systems is to determine k.

a. What are the eigenfunctions of LTI systems?

b. What kinds of signals can be expressed as

Any function is an eigenfunction for this LTI system.

Ex. #2: A delay

Any periodic function x(t) = x(t+T) is an eigenfunction.

For Now: Focus on restricted sets of complex exponentials

- smallest such T is the fundamental period

First, for simple periodic signals consisting of a few sinusoidal terms

• Because of the eigenfunction property of ejt, we will usually

- A consequence of this is that we need to include terms for

• One useful notion for engineers: there is no energy in the

(just need x(t) to have finite energy per period)

- The Fourier series = x(t) at points where x(t) is continuous

- The Fourier series = “midpoint” at points of discontinuity

• Still, convergence has some interesting characteristics:

- As N ∞, xN(t) exhibits Gibbs’ phenomenon at

Demo: Fourier Series for CT square wave (Gibbs phenomenon).

“Figures and images used in these lecture notes by permission,

Countably Infinite number

• Fourier Series Preserves Energy (Parsevals)

• Time Differentiation and Integration

Derivative of a square wave is an impulse train

Second derivative of a triangle

• Only ejn which is periodic with period N will appear in the FS

• There are only N distinct signals of this form

• So we could just use

• However, it is often useful to allow the choice of N consecutive

— This is a finite series

1) What DT periodic signals have such a representation?

2) How do we find ak?

Note: It is convenient to think ak as being defined for all

1) ak+N = ak — Unique for DT. Since x[n] = x[n+N], there are

2) We only use N consecutive values of ak in the synthesis

“Figures and images used in these lecture notes by permission,