Signals and Systems Lecture Notes: Dr. Mahmoud M. Al-Husari
Signals and Systems Lecture Notes: Dr. Mahmoud M. Al-Husari
Al-Husari
Preface v
1 Introduction 1
1.1 Signals and Systems Defined . . . . . . . . . . . . . . . . . . . . . 1
1.2 Types of Signals and Systems . . . . . . . . . . . . . . . . . . . . 2
1.2.1 Signals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2
1.2.2 Systems . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4
2 Signals Representations 5
2.1 Classification of CT and DT Signals . . . . . . . . . . . . . . . . 5
2.1.1 Periodic and non-periodic Signals . . . . . . . . . . . . . . 5
2.1.2 Deterministic and Random Signals . . . . . . . . . . . . . 7
2.1.3 Signal Energy and Power . . . . . . . . . . . . . . . . . . 8
2.1.4 Even and Odd Functions . . . . . . . . . . . . . . . . . . 12
2.2 Useful Signal Operations . . . . . . . . . . . . . . . . . . . . . . . 15
2.2.1 Time Shifting . . . . . . . . . . . . . . . . . . . . . . . . . 15
2.2.2 Time Scaling . . . . . . . . . . . . . . . . . . . . . . . . . 16
2.2.3 Time Reflection . . . . . . . . . . . . . . . . . . . . . . . . 17
2.2.4 Amplitude Transformations . . . . . . . . . . . . . . . . . 17
2.2.5 Multiple Transformations . . . . . . . . . . . . . . . . . . 18
2.3 Useful Signal Functions . . . . . . . . . . . . . . . . . . . . . . . 20
2.3.1 Complex Exponentials and Sinusoids[3] . . . . . . . . . . 20
2.3.2 The Unit Step Function . . . . . . . . . . . . . . . . . . . 24
2.3.3 The Signum Function . . . . . . . . . . . . . . . . . . . . 25
2.3.4 The Unit Ramp Function . . . . . . . . . . . . . . . . . . 26
2.3.5 The Rectangle Function . . . . . . . . . . . . . . . . . . . 27
2.3.6 The Unit Impulse Function . . . . . . . . . . . . . . . . . 29
2.3.7 Some Properties of the Unit Impulse . . . . . . . . . . . . 31
2.3.8 The Unit Sinc Function . . . . . . . . . . . . . . . . . . . 37
3 Description of Systems 39
3.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 39
3.2 Systems Characteristics . . . . . . . . . . . . . . . . . . . . . . . 41
3.2.1 Memory . . . . . . . . . . . . . . . . . . . . . . . . . . . . 41
3.2.2 Invertibility . . . . . . . . . . . . . . . . . . . . . . . . . . 42
iii
iv CONTENTS
3.2.3 Causality . . . . . . . . . . . . . . . . . . . . . . . . . . . 43
3.2.4 Stability . . . . . . . . . . . . . . . . . . . . . . . . . . . . 43
3.2.5 Time Invariance . . . . . . . . . . . . . . . . . . . . . . . 44
3.2.6 Linearity and Superposition . . . . . . . . . . . . . . . . . 45
3.3 Linear Time-invariant Systems . . . . . . . . . . . . . . . . . . 47
3.3.1 Time-Domain Analysis of LTI systems . . . . . . . . . . 48
3.3.2 The Convolution Sum . . . . . . . . . . . . . . . . . . . . 50
3.4 The Convolution Integral . . . . . . . . . . . . . . . . . . . . . . 59
3.5 Properties of LTI Systems . . . . . . . . . . . . . . . . . . . . . . 68
I have written this set of lecture notes to my students taking the signals and
system course taught at the University of Jordan. It covers a one-semester
course in the basics of signal and system analysis during the junior year. I was
motivated by the fact that no textbook on this subject covers the exact course
content described by the departments catalogue.
This set of lecture notes grew out of class notes I have written in this area
for many years. My class notes were collected from many sources covering this
area. I don’t claim that the material presented here is a genuine contribution
in the area of signal and systems analysis. It is rather a collection of different
topics, examples and illustrations from different books, other lecture notes, and
web sites. It is organized in a manner to make it easier for my students to sail
smoothly between chapters in the same order required by the course content.
From each garden I simply tried to pick the best rose.
Authors writing textbooks covering the topic of signal and systems analysis are
divided into two major campaigns. The first campaign prefers in their treatment
of the topic to give comprehensive treatment of the continuous-time signals and
systems in the first part of their textbooks. In the second part, they extend
the results to cover discrete-time signals and systems. On the other hand, the
second campaign of authors covers both continuous-time and discrete-time sig-
nals and systems together in a parallel approach of their treatment of the topic.
In my experience, I have found that the latter approach confuses the students.
However, I stand between the two campaigns. My approach is to introduce
discrete-time signals and systems at an early stage in the course without giving
comprehensive treatment of the discrete-time. Many developments of the the-
ory and analysis of signals and systems are easier to understand in discrete-time
first. Whenever this is the case the discrete-time system is presented first.
To this point, the time-domain description of signals and systems for both con-
tinuous and discrete time is thoroughly covered. Next, we turn our attention to
the frequency-domain descriptions of continuous-time signals and systems. In
Chapter 4, the Fourier series representation of periodic signals and their prop-
erties are presented. Chapter 5 begins with the development of the Fourier
v
vi PREFACE
transform and its properties are discussed. Applications of the Fourier trans-
form in areas such as signal filtering, amplitude modulation, and sampling are
considered in Chapter 6.
I have tried hard to make this set of lecture notes error free. I encourage stu-
dents to draw my attention to any mistakes detected. I welcome any comments
and suggestions. I wish to thank Dr. Ahmad Mustafa with whom I sometimes
teach the course. His review of this set of notes and his valuable comments are
much appreciated, it helped to make the set of notes better.
M.M Al-Husari
Department of Electrical Engineering
University of Jordan
December 2008
Chapter 1
Introduction
Since this course is about signals and systems, the first question to answer,
What are they? What is a signal? A vague and not mathematically rigor def-
inition is simply: A signal is something that contains information. The traffic
light signal shown in Figure 1.1 provide us with information. If the lights are
red you have to stop, on the other hand, if the lights are green you can proceed.
Figure 1.2 illustrates more examples of signals providing information one way
or another. Formal Definition: A signal is defined as a function of one or more
variables which conveys information on the nature of a physical phenomenon. Figure 1.1: Traffic light
In other words, any time-varying physical phenomenon which is intended to signal.
convey information is a signal.
1
2 CHAPTER 1. INTRODUCTION
Systems with more than one input and more than one output are called MIMO
(Multi-Input Multi-Output). Figure 1.4 depicts the basic elements of a commu-
nication system, namely, transmitter, channel, and receiver. The transmitter,
channel, and receiver may be viewed as a system with associated signals of its
own. The input signal (information signal) could be a speech signal for example.
The transmitter converts the input signal into a form suitable for transmission
over the channel. Due to presence of noise in the communication system, the
received signal is a corrupted version of the transmitted signal. The receiver op-
erates on the received signal so as to produce an estimate of the original input
signal.
1.2.1 Signals
A continuous-time (CT) signal is one which is defined at every instant of time
over some time interval. They are functions of a continuous time variable. We
1.2. TYPES OF SIGNALS AND SYSTEMS 3
Figure 1.7: Examples of signals: (a) analog, continuous-time (b) analog, discrete-
time (c) and (d) digital, continuous-time.
a signal along the time (horizontal) axis. The terms analog and digital, on the
other hand, qualify the nature of the signal amplitude (vertical axis). Figure
1.7 shows examples of various types of signals.
1.2.2 Systems
A CT system transforms a continuous time input signal into CT outputs.
Similarly a DT system transforms a discrete time input signal to a DT out-
• Synthesis problems
In Analysis problems one is usually presented with a specific system and is inter-
ested in characterizing it in detail to understand how it will respond to various
inputs. On the other hand, Synthesis problems requires designing systems to
process signals in a particular way to achieve desired outputs. Our main focus
in this course are analysis problems.
Chapter 2
Signals Representations
for any integer value of n, where T > 0 is the period of the function and
−∞ < t < ∞. The signal repeats itself every T sec. Of course, it also repeats
every 2T, 3T and nT . Therefore, 2T, 3T and nT are all periods of the function
because the function repeats over any of those intervals. The minimum positive
interval over which a function repeats itself is called the fundamental period T0 ,
(Figure 2.1). T0 is the smallest value that satisfies the condition
5
6 CHAPTER 2. SIGNALS REPRESENTATIONS
A signal that does not satisfy the condition in (2.1) is said to be aperiodic or
non-periodic.
Example 2.1 With respect to the signal shown in Figure 2.2 determine the fundamental fre-
quency and the fundamental angular frequency.
Example 2.2 A real valued sinusoidal signal x(t) can be expressed mathematically by
x(t) = A sin(ω0 t + φ) (2.4)
Show that x(t) is periodic.
Solution For x(t) to be periodic it must satisfy the condition x(t) = x(t+T0 ),
thus
x(t + T0 ) = A sin(ω0 (t + T0 ) + φ)
= A sin(ω0 t + φ + ω0 T0 )
Recall that sin(α + β) = sin α cos β + cos α sin β, therefore
x(t + T0 ) = A [sin(ω0 t + φ) cos ω0 T0 + cos(ω0 t + φ) sin ω0 T0 ] (2.5)
2π
Substituting the fundamental period T0 = ω0 in (2.5) yields
It turns out that (2.6) is satisfied if and only if the ratio TT12 can be written as
the ratio kl of two integers k and l. This can be shown by noting that if TT12 = kl ,
then lT1 = kT2 and since k and l are integers x1 (t) + x2 (t) are periodic with
period lT1 . Thus the expression (2.6) follows with T = lT1 . In addition, if k
and l are co-prime (i.e. k and l have no common integer factors other than 1,)
then T = lT1 is the fundamental period of the sum x1 (t) + x2 (t). In words,
if a time can be found inside which both functions have an integer number of
periods, then the sum will repeat with that period..
πt πt
Let x1 (t) = cos 2 and x2 (t) = cos 3 , determine if x1 (t) + x2 (t) is periodic. Example 2.3
Solution x1 (t) and x2 (t) are periodic with the fundamental periods T1 = 4
(since ω1 = π2 = 2π
T1 =⇒ T1 = 4) and similarly T2 = 6. Now
T1 4 2
= =
T2 6 3
then with k = 2 and l = 3, it follows that the sum x1 (t) + x2 (t) is periodic with
fundamental period T = lT1 = (3)(4) = 12 sec. The 12 seconds interval is the
shortest time in which both signals have an integer number of periods. This
time is then the fundamental period of the overall function. There are three
fundamental periods of the first function and two fundamental periods of the
second function in that time.
for example. It is called the unit triangle function since its height and area
are both one as shown in Figure 2.3. Clearly, this function is well defined
mathematically.
A random signal is one whose values cannot be predicted exactly and cannot
be described by any exact mathematical function, they can be approximately
described. A common name for random signals is noise, Figure 2.4 illustrates
four different random continuous-time signals.
The size of any entity is a number that indicates the largeness or strength of
that entity. Generally speaking, the signal amplitude varies with time. How can
a signal as a one shown in Figure 2.3 for example, that exists over a certain time
interval with varying amplitude be measured by one number that will indicate
the signal size or signal strength? One must not consider only signal amplitude
but also the duration. If for instance one wants to measure the size of a human
by a single number one must not only consider his height but also his width. If
we make a simplifying assumption that the shape of a person is a cylinder of
variable radius r (which varies with height h) then a reasonable measure of a
human size of height H is his volume given by
Z H
V =π r2 (h)dh
0
Arguing in this manner, we may consider the area under a signal as a possible
measure of its size, because it takes account of not only the amplitude but
also the duration. However this will be a defective measure because it could
be a large signal, yet its positive and negative areas could cancel each other,
indicating a signal of small size. This difficulty can be corrected by defining the
signal size as the area under the square of the signal, which is always positive.
2.1. CLASSIFICATION OF CT AND DT SIGNALS 9
We call this measure the Signal Energy E∞ , defined for a real signal x(t) as
Z ∞
E∞ = x2 (t) dt (2.7)
−∞
2
(Note for complex signals |x(t)| = x(t)x∗ (t) where x∗ (t) is the complex
conjugate of x(t)). Signal energy for a DT signal is defined in an analogous
way as
X∞
2
E∞ = |x[n]| (2.9)
n=−∞
For many signals encountered in signal and system analysis, neither the integral
in Z ∞
2
E∞ = |x(t)| dt
−∞
converge because the signal energy is infinite. The signal energy must be finite
for it to be a meaningful measure of the signal size. This usually occurs because
the signal in not time-limited (Time limited means the signal is nonzero over
only a finite time.) An example of a CT signal with infinite energy would be a
sinusoidal signal
x(t) = A cos(2πf0 t).
For signals of this type, it is usually more convenient to deal with the average
signal power of the signal instead of the signal energy. The average signal power
of a CT signal is defined by
Z T /2
1 2
P∞ = lim |x(t)| dt (2.10)
T →∞ T −T /2
10 CHAPTER 2. SIGNALS REPRESENTATIONS
Note that the integral in (2.10) is the signal energy of the signal over a time T,
and is then divided by T yielding the average signal power over time T. Then
as T approached infinity, this average signal power becomes the average signal
power over all time. Observe also that the signal power P∞ is the time average
(mean) of the signal amplitude squared, that is, the mean-squared value of√x(t).
Indeed, the square root of P∞ is the familiar rms(root mean square = P∞ )
value of x(t).
For periodic signals, the average signal power calculation may be simpler. The
average value of any periodic function is the average over any period. Therefore,
since the square of a periodic function is also periodic, for periodic CT signals
Z
1 2
P∞ = |x(t)| dt (2.13)
T T
R
where the notation T means the integration over one period (T can be any
period but one usually chooses the fundamental period).
x(t) = A cos(ω0 t + φ)
Solution From the definition of signal power for a periodic signal in (2.13),
T0 /2
A2
Z Z
1 2 2 2π
P∞ = |A cos(ω0 t + φ)| dt = cos t + φ dt (2.14)
T T T0 −T0 /2 T0
the second integral on the right hand side of (2.16) is zero because it is the
integral of a sinusoid over exactly two fundamental periods. Therefore, the sig-
2
nal power is P∞ = A2 . Notice that this result is independent of the phase φ
and the angular frequency ω0 . It depends only on the amplitude A.
Find the power of the signal shown in Figure 2.5. Example 2.6
Comment The signal energy as defined in (2.7) or (2.8) does not indicate the
actual energy of the signal because the signal energy depends not only on the
signal but also on the load. To make this point clearer assume we have a voltage
signal v(t) across a resistor R, the actual energy delivered to the resistor by the
voltage signal would be
Z ∞ 2
|v(t)| 1 ∞
Z
2 E∞
Energy = dt = |v(t)| dt =
−∞ R R −∞ R
The signal energy is proportional to the actual physical energy delivered by the
signal and the proportionality constant, in this case, is R. However, one can
always interpret signal energy as the energy dissipated in a normalized load of a
1Ω resistor. Furthermore, the units of the signal energy depend on the units of
the signal. For the voltage signal whose unit is volt(V), the signal energy units
is expressed in V 2 .s (Voltage squared-seconds). Parallel observations applies to
signal power defined in (2.11).
Signals which have finite signal energy are referred to as energy signals and
signals which have infinite signal energy but finite average signal power are
referred to as power signals. Observe that power is the time average of energy.
Since the averaging is over an infinitely large interval, a signal with finite energy
has zero power, and a signal with finite power has infinite energy. Therefore, a
signal cannot both be an energy and power signal. On the other hand, there are
signals that are neither energy nor power signals. The ramp signal (see section
2.3.4) is such an example. Figure 2.6 Shows examples of CT and DT energy
and power signals.
12 CHAPTER 2. SIGNALS REPRESENTATIONS
An even function has the same value at the instants t and -t for all values of
t. Clearly, x(t) in this case is symmetrical about the vertical axis (the vertical
axis acts as a mirror) as shown in Figure 2.7. On the other hand, the value
of an odd function at the instant t is the negative of its value at the instant
-t. Therefore, x(t) in this case is anti-symmetrical about the vertical axis, as
depicted in Figure 2.7. The most important even and odd functions in signal
analysis are cosines and sines. Cosines are even, and sines are odd.
Example 2.6 Show that every function x(t) can be decomposed into two components, an even
component xe (t) and an odd component xo (t).
2.1. CLASSIFICATION OF CT AND DT SIGNALS 13
Solution Let the signal x(t) be expressed as a sum of its two components
xe (t) and xo (t) as follows
Define xe (t) to be even and xo (t) to be odd; that is xe (t) = xe (−t) from (2.17)
and xo (t) = −xo (−t) from (2.18). Putting t = −t in the expression for x(t), we
may then write
and
xo (t) = 12 [x(t) − x(−t)] (2.20)
The above definitions of even and odd signals assume that the signals are real
valued. In the case of a complex-valued signal, we may speak of conjugate
symmetry. A complex-valued signal x(t) is said to be conjugate symmetric if it
satisfies the condition x(−t) = x∗ (t), where x∗ (t) denotes the complex conjugate
of x(t).
(a) Product of two even functions (b) Product of even and odd functions
(c) Product of even and odd functions (d) Product of two odd functions
The proofs of these facts are trivial and follow directly from the definition of
odd and even functions in (2.17) and (2.18).
Example 2.7 Find the even and odd components of x(t) = ejt .
Solution This function can be expressed as a sum of the even and odd
components xe (t) and xo (t), we obtain
and
xo (t) = 12 [ejt − e−jt ] = j sin t
2.2. USEFUL SIGNAL OPERATIONS 15
φ(t + T ) = x(t)
and
φ(t) = f (t − T ).
Therefore, to time shift a signal by T , we replace t with t − T . Thus x(t − T )
represents x(t) time shifted by T seconds. If T is positive, the shift is to the
right (delay). If T is negative, the shift is to the left (advance). Time shifting
occur in many real physical systems, such as radar and communication systems.
Example 2.8 Let the graph in Figure 2.11 defines a signal x(t), sketch x(t − 1).
Table 2.1: Selected Solution We can begin to understand how to make this transformation by
values of x(t − 1). computing the values of x(t − 1) at a few selected points as shown in Table 2.1.
t t−1 x(t − 1) It should be apparent that replacing t by t − 1 has the effect of shifting the
function one unit to the right as in Figure 2.12.
-4 -5 0
-3 -4 0
-2 -3 -3
-1 -2 -5
0 -1 -4
1 0 -2
2 1 0
3 2 4
4 3 1
φ(t) = x(−t)
where φ(t) denotes the transformed signal. Observe that whatever happens at
the time instant t also happens at the instant −t. φ(t) is the mirror image
of x(t) about the vertical axis. Thus if x(t) represents the output signal when
listening to the message on an answering machine, then x(−t) is the signal when
listening to the message when the rewind switch is pushed on (assuming that
the rewind and play speeds are the same).
φ(t) = Ax(t) + C
where A and C are constants. For example, consider φ(t) = −2x(t) − 1. The
value A = −2 yields amplitude reflection (the minus sign) and amplitude scaling
(|A| = 2), and C = −1 shifts the amplitude of the signal. Amplitude scaling
18 CHAPTER 2. SIGNALS REPRESENTATIONS
Observe here that the order of the transformation is important. For example, if
we exchange the order of the time-scaling and time-shifting operations in (2.22),
we get
Amplitude
scaling A 0 t→t−t t→t/a t t − t0
x(t) −−−−−−→ Ax(t) −−−−−→ Ax(t − t0 ) −−−−→ Ax − t0 6= Ax
a a
Ax(bt − t0 )
In this case the sequence of time shifting and then time scaling is the simplest
path to correct transformation
Amplitude
scaling A 0 t→t−t t→bt
x(t) −−−−−−→ Ax(t) −−−−−→ Ax(t − t0 ) −−−→ Ax(bt − t0 )
Example 2.9 Let a signal be defined graphically as shown in Figure 2.14. Find and sketch
2.2. USEFUL SIGNAL OPERATIONS 19
x(t)
Remark: When solving using the method of constructing a table as the one
shown in Table 2.4, it is much easier to start constructing your table from the
second column i.e. the time transformation argument of the function. The time
0
transformation argument in this example is t−1 2 which can be labeled t . Start
0
with few selected points of t , find the corresponding t points and fill the column
corresponding to t. This could be done easily by writing an expression of t in
terms of t0 , t = 2t0 + 1. Finally, plot −2x( t−1
2 ) as function of t.
The same result could have been obtained by doing the transformation graphi-
cally paying particular attention to the correct sequence of transformations. We
can consider the following sequence
Amplitude
transformation
A = −2 t→t/2t t→t−1 t−1
x(t) −−−−−−−−→ −2x(t) −−−−→ −2x −−−−→ −2x
2 2
Alternatively,
Amplitude
transformation
A = −2 t→t− 12 1 t→t/2 t 1
x(t) −−−−−−−−→ −2x(t) −−−−−→ −2x t − −−−−→ −2x −
2 2 2
Figure 2.17: Relation between a complex sinusoid and a real sine and a real cosine.
Physically, the function x(t) = ejωo t may be thought of as describing the motion
22 CHAPTER 2. SIGNALS REPRESENTATIONS
of a point on the rim of a wheel of unit radius. The wheel revolves counter-
clockwise at an angular rate of ωo radians per second. From trigonometry (see
Figure 2.18), we see that the projection of the point on the real axis is cos ωo t,
and the projection on the imaginary axis is sin ωo t.
j(ωo t+φ)
=e for any k ∈ Z
which implies that the phase has the effect of time shifting the signal.
4. Since complex exponential functions are periodic they have infinite total
energy but finite power, thus,
1 t+T
Z Z
1 jω t 2
P∞ = e 0
dt = 1 dτ = 1
T T T t
• If k = 0 ⇒ Φk (t) is a constant.
• If k 6= 0 ⇒ Φk (t) is periodic with fundamental frequency |k| ω0 and
2π T
fundamental period |k|ω 0
= |k| . Note that each exponential in (2.28)
is also periodic with period T .
24 CHAPTER 2. SIGNALS REPRESENTATIONS
This function is called the unit step because the height of the step change in
function value is one unit in the system of units used to describe the signal. The
For most analysis purposes these definitions are all equivalent. The unit step is
defined and used in signal and system analysis because it can mathematically
represent a very common action in real physical systems, fast switching from
one state to another. For example in the circuit shown in Figure 2.21 the switch
Figure 2.21: Circuit with a switch whose action can be represented mathematically
by a unit step
2.3. USEFUL SIGNAL FUNCTIONS 25
moves from one position to the other at time t = 0. The voltage applied to the
RC circuit can be described mathematically by v0 (t) = vs (t)u(t).
The unit step function is very useful in specifying a function with different
mathematical description over different intervals.
Consider, the rectangular pulse depicted in Figure 2.22, express such a pulse Example 2.10
in terms of the unit step function.
x(t)
Solution Observe that the pulse can be expressed as the sum of two delayed
unit step functions. The unit step function delayed by t0 seconds is u(t − t0 ).
Therefore,
g(t) = u(t) − u(t − 1)
(
1, t>0
sgn(t) = (2.31)
−1, t<0
sgn(t) = 2u(t) − 1
Figure 2.25: Functions that change linearly before or after some time or that are
multiplied by functions that change linearly before or after some time.
function. It is called the unit ramp function because, for positive t, its slope is
2.3. USEFUL SIGNAL FUNCTIONS 27
one.
( Z t
t, t>0
ramp(t) = = u(λ) dλ = tu(t) (2.32)
0, t≤0 −∞
The integral relationship in (2.32) between the CT unit step and CT ramp
functions is shown below in Figure 2.27.
Figure 2.27: Illustration of the integral relationship between the CT unit step and
the CT unit ramp.
Use of this function shortens the notation when describing some complicated
signals. The notation used in (2.33) is convenient, τ represent the width of
the rectangle function while the rectangle centre is at zero, therefore any time
transformations can be easily applied to the notation in (2.33). A special case
of the rectangle function defined in (2.33) is when τ = 1, it is called the unit
28 CHAPTER 2. SIGNALS REPRESENTATIONS
− τ2 τ
2
rectangle function, rect(t), (also called the square pulse). It is a unit rectangle
function because its width, height, and area are all one.
Example 2.11 Write down a mathematical expression to describe the time shifted rectangular
pulse x(t) shown in Figure 2.29.
x(t)
t−π
Figure 2.30: The function x(t) = cos t rect 2π
Express the signal shown in Figure 2.31 in terms of unit step functions. Example 2.12
x(t)
The signal in the interval 0 < t < 1 can be written as t[u(t)−u(t−1)]. Similarly,
the part between 1 < t < 2 can be represented as (2 − t)[u(t − 1) − u(t − 2)].
therefore, one possible respresentation for x(t) is
δ(t) = 0 t 6= 0 (2.34)
Z ∞
δ(t) dt = 1 (2.35)
−∞
30 CHAPTER 2. SIGNALS REPRESENTATIONS
Try to visualise this function: a signal of unit area equals zero everywhere
except at t = 0 where it is undefined !! To be able to understand the definition
of the delta function let us consider a unit-area rectangular pulse defined by the
function
(
1
, |t| < a2
δa (t) = a (2.36)
0, |t| > a2
and is illustrated in Figure 2.32. Now imagine taking the limit of the function
δa (t) as a approaches zero. Try to visualise what will happen, the width of the
rectangular pulse will become infinitesimally small, a height that has become
infinitely large, and an overall area that has been maintained at unity. Using
this approach to approximate the unit impulse which is now defined as
Other pulses, such as triangular pulse may also be used in impulse approxi-
mations (Figure 2.33). The area under an impulse is called its strength, or
sometimes its weight. An impulse with a strength of one is called a unit im-
pulse. The impulse cannot be graphed in the same way as other functions
because its amplitude is undefined when t = 0. For this reason a unit impulse is
represented by a vertical arrow a spear-like symbol. Sometimes, the strength of
the impulse is written beside it in parentheses, and sometimes the height of the
arrow indicates the strength of the impulse. Figure 2.34 illustrates some ways
of representing impulses graphically.
since the impulse exists only at t = 0. Graphically, this property can be illus-
trated by approximating the impulse signal by the rectangular pulse δa (t) in
(2.36). Let this function multiply another function x(t), the result is a pulse
whose height at t = 0 is x(0)/a and whose width is a, as shown in Figure 2.35.
In the limit as a approaches zero the pulse becomes an impulse and the strength
is x(0). Similarly, if a function x(t) is multiplied by an impulse δ(t − t0 )(impulse
located at t = t0 ), then
δa (t)x(t)
δa (t) x(t)
This result means that the area under the product of a function with an impulse
δ(t − to ) is equal to the value of that function at the instant where the unit
impulse is located. To illustrate this result graphically, consider the unit-area
δa (t)x(t)
δa (t) x(t)
rectangular function δa (t) defined in (2.36). Let this function multiply another
function x(t), which is finite and continuous at t = 0, and find the area under
the product of the two functions,
Z ∞
A= δa (t)x(t) dt
−∞
as illustrated in Figure 2.36. Using the definition of δa (t) we can rewrite the
integral as
1 a/2
Z
A= x(t) dt (2.42)
a −(a/2)
Now imagine taking the limit of this integral as a approaches zero. In the limit,
the two limits of the integration approach zero from above and below. Since
x(t) is finite and continuous at t = 0, as a approaches zero in the limit the value
of x(t) becomes a constant x(0) and can be taken out of the integral. Then
1 a/2
Z
1
lim A = x(0) lim dt = x(0) lim (a) = x(0) (2.43)
a→0 a→0 a −(a/2) a→0 a
So in the limit as a approaches zero, the function δa (t) has the interesting
property of extracting (hence the name sifting) the value of any continuous
2.3. USEFUL SIGNAL FUNCTIONS 33
finite function x(t) at time t = 0 when the multiplication of δa (t) and x(t) is
integrated between any two limits which include time t = 0. Thus, in other
words Z ∞ Z ∞
x(t)δ(t) dt = lim x(t)δa (t) dt = x(0) (2.44)
−∞ a→0 −∞
The definition of the impulse function (2.34) and (2.35) is not mathematically
rigorous; the sifting property give a definition that is. For any function x(t) that
is finite and continuous at t = t0 , when multiplied by the unit impulse δ(t − t0 ),
and the product is integrated between limits which include t = t0 , the result is
Z ∞
x(t)δ(t − t0 ) dt = x(t0 ) (2.45)
−∞
One can argue here, what if we can find a function other than the impulse
function that when multiplied with any function x(t) that is continuous and
finite at t = t0 and the product is integrated satisfies the same result in (2.45).
The answer would be that this function must be equivalent to the impulse
function. Next we show that the derivative of the unit step function is equivalent
to the unit impulse.
dx(t)
x(t) dt
Figure 2.37: Functions which approach the unit step and unit impulse
Since the unit impulse is the generalized derivative of the unit step, it must
follow that the unit step is the integral of the unit impulse,
Z t
u(t) = δ(τ ) dτ (2.46)
−∞
The result in (2.46) can be obtained by observing that the area from −∞ to t is
zero if t < 0, because the unit impulse is not included in the integration range
and unity if t > 0 since the integral of the unit impulse whose integration range
includes t = 0 must have the value of one
Z t (
0, t < 0
δ(τ ) dτ =
−∞ 1, t > 0
34 CHAPTER 2. SIGNALS REPRESENTATIONS
Example 2.13 Show that the generalized derivative of u(t) satisfies the sifting property.
The result shows that du/dt satisfies the sifting property of δ(t), i.e., the gen-
eralized derivative of the unit step extracts the value of any continuous finite
d
function x(t) at time t = 0 when the multiplication of dt u(t) and x(t) is inte-
grated between any two limits which include time t = 0. Therefore,
d
u(t) = δ(t) (2.47)
dt
and so
δ(t)
δ(αt) = (2.49)
|α|
In general, it can be shown that
1 β
δ(αt − β) = δ t− (2.50)
|α| α
t−1 t
Example 2.14 Sketch the following functions: δ(3t), δ 2 , and δ 2 −1 .
Solution
since t = 3 is within the integration range. Note, that if the upper limit
of the integration was one the result would have been zero since t = 3 will
not be in the integration range.
Table 2.5 lists the definition and several properties of the unit impulse function.
The properties listed in Table 2.5 are very useful in the signal and system
analysis.
Z ∞
1. x(t)δ(t − t0 ) dt = x(t0 ), x(t) continuous at t = t0
−∞
(
Z t2 x(t0 ), t1 < t0 < t2
2. x(t)δ(t − t0 ) dt =
t1 0, otherwise
Z ∞
3. x(t − t0 )δ(t) dt = x(−t0 ), x(t) continuous at t = −t0
−∞
3. u[n] − u[n − 1] = δ[n], this can be clearly see in Figure 2.40 as you subtract
the two signals from each other.
∞
X
4. δ[n − k] = u[n].
k=0
5. x[n]δ[n] = x[0]δ[n].
2.3. USEFUL SIGNAL FUNCTIONS 37
Table 2.6 lists the equivalent properties of both the CT and the DT.
Z t n
X
1. x(τ ) dτ x[k]
−∞ −∞
dx(t)
2. x[n] − x[n − 1]
dt
3. x(t)δ(t) = x(0)δ(t) x[n]δ[n] = x[0]δ[n]
du(t)
4. δ(t) = δ[n] = u[n] − u[n − 1]
dt
Z t n
X
5. u(t) = δ(τ ) dτ u[n] = δ[k]
−∞ k=−∞
and is more commonly known as the sampling function Sa(t). Note that sinc(t) =
Sa(πt). One can use either of them as long as one definition is used consistently.
What is sinc(0)? To determine the value of sinc(0), simply use L’Hôpital’s rule
to the definition in (2.52). Then
sin(πt) π cos(πt)
lim sinc(t) = lim = lim = 1.
t→0 t→0 πt t→0 π
Chapter 3
Description of Systems
3.1 Introduction
The words signal and systems were defined very generally in Chapter 1. Sys-
tems can be viewed as any process or interaction of operations that transforms
an input signal into an output signal with properties different from those of the
input signals. A system may consist of physical components (hardware realiza-
tion) or may consist of an algorithm that computes the output signal from the
input signal (software realization). One way to define a system is anything that
performs a function, it operates on something to produce something else. It
can be thought of as a mathematical operator. A CT system operates on a CT
input signal to produce a CT output. The system may be denoted
which simply means the input x to system H produces the output y. The set of
equations relating the input x(t) and the output y(t) is called the mathematical
model, or simply, the model, of the system. Given the input x(t), this set of
39
40 CHAPTER 3. DESCRIPTION OF SYSTEMS
equations must be solved to obtain y(t). For CT system, the model is usually a
set of differential equations. As an example of a very simple system which is fa-
miliar to electrical engineers is a circuit. Circuits are electrical systems. A very
common circuit is the RC lowpass filter, a single-input, single-output system,
illustrated in Figure 3.2. The voltage at the input vin (t) is the excitation of
the system, and the voltage at the output vout (t) is the response of the system.
This system consists of two components, a resistor and a capacitor. The mathe-
matical voltage-current relations for resistors and capacitors are well known and
are illustrated in Figure 3.3. By knowing how to mathematically describe and
characterize all the components in a system and how the components interact
with each other, an engineer can predict, using mathematics, how a system will
work, without actually building it.
Interconnecting Systems
A system is often described and analyzed as an assembly of components. The
study of systems is the study of how interconnected components function as a
whole. Using block diagrams to describe different system components is very
convenient. The block shown in Figure 3.1 is a graphical representation of
a system described by (3.1). Figure 3.4 illustrates the basic block diagram
elements we mostly use in this course. There are some common ways that
(a)
(b)
systems are connected to form larger systems. Two of the most common are
3.2. SYSTEMS CHARACTERISTICS 41
Figure 3.5: (a) Parallel connection of systems (b) Cascaded connection of systems.
the cascade connection and the parallel connection as illustrated in Figure 3.5.
3.2.1 Memory
A systems output or response at any instant t generally depends upon the entire
past input. However, there are systems for which the output at any instant t
depends only on its input at that instant and not on any other input at any
other time. Such systems are said to have no memory or is called memoryless.
The only input contributing to the output of the system occurs at the same
time as the output. The system has no stored information of any past inputs
thus the term memoryless. Such systems are also called static or instantaneous
42 CHAPTER 3. DESCRIPTION OF SYSTEMS
systems. Otherwise, the system is said to be dynamic (or a system with mem-
ory). Instantaneous systems are a special case of dynamic systems. An example
of memoryless system is the voltage divider circuit shown in Figure 3.6.
As an example of a system with memory is a capacitor, the voltage-current
relationship is defined as:
Z t
1
v(t) = i(τ ) dτ
C −∞
The voltage across the capacitor at time t0 depends on the current i(t) for all
time before t0 . Thus the system has memory.
3.2.2 Invertibility
A system H performs certain operations on input signals. If we can obtain the
input x(t) back from the output y(t) by some operation, the system H is said
to be invertible. Thus, an inverse system H−1 can be created so that when
the output signal is fed into it, the input signal can be recovered (Figure 3.7).
For a non-invertible system, different inputs can result in the same output,
and it is impossible to determine the input for a given output. Therefore, for
an invertible system it is essential that distinct inputs applied to the system
produce distinct outputs so that there is one-to-one mapping between an input
and the corresponding output. An example of a system that is not invertible is
a system that performs the operation of squaring the input signals, y(t) = x2 (t).
For any given input x(t) it is possible to determine the value of the output y(t).
However, if we attempt topfind the output, given the input, by rearranging the
relationship into x(t) = y(t) we√ face a problem. The square root function
has multiple values, for example 4 = ±2. Therefore, there is no one to one
mapping between an input and the corresponding output signals. In other words
we have the same output for different inputs. An example of a system that is
1 t
Z
i(t) = v(τ ) dτ
L −∞
d
the operation representing the inverse system is simply: L .
dt
3.2.3 Causality
A causal system is one for which the output at any instant t0 depends only on
the value of the input x(t) for t ≤ t0 . In other words, the value of the current
output depends only on current and past inputs. This should seem obvious as
how could a system respond to an input signal that has not yet been applied.
Simply, the output cannot start before the input is applied. A system that
violates the condition of causality is called a noncausal system. A noncausal
system is also called anticipative which means the systems knows the input in
the future and acts on this knowledge before the input is applied. Noncausal
systems do not exist in reality as we do not know yet how to build a system
that can respond to inputs not yet applied. As an example consider the system
specified by y(t) = x(t + 1). Thus, if we apply an input starting at t = 0, the
output would begin at t = −1, as seen in Figure 3.8 hence a noncausal system.
On the other hand a system described by the equation
Z t
y(t) = x(τ ) dτ
−∞
is clearly a causal system since the output y(t) depends on inputs that occur
since −∞ up to time t (the upper limit of the integral). If the upper limit is
given as t + 1 the system is noncausal.
3.2.4 Stability
A system is stable if a bounded input signal yields a bounded output signal. A
signal is said bounded if its absolute value is less than some finite value for all
time,
|x(t)| < ∞, −∞ < t < ∞.
A system for which the output signal is bounded when the input signal is
bounded is called bounded-input-bounded-output (BIBO) stable system. Bounded
x(t) and y(t) are illustrated in Figure 3.9.
44 CHAPTER 3. DESCRIPTION OF SYSTEMS
H H
x(t) −−−→ y(t) =⇒ x(t − t0 ) −−−→ y(t − t0 ).
A system that is not time invariant is time varying. A test for time invariance
is illustrated in Figure 3.10. The signal y(t − t0 ) is obtained by delaying y(t) by
t0 . We define yd (t) as the system output for the delayed input x(t − t0 ). The
system is time invariant, provided that yd (t) = y(t − t0 ).
Solution Consider the system in part (a). Using the test procedure for time
invariance illustrated in Figure 3.10
yd (t) = y(t)
= cos x(t − t0 ) = y(t)
x(t−t0 ) t−t0
3.2. SYSTEMS CHARACTERISTICS 45
and the system is time invariant. Now consider the system in part (b)
yd (t) = y(t) = x(t − t0 ) cos t
x(t−t0 )
and
y(t) = x(t − t0 ) cos(t − t0 )
t−t0
Comparison of the last two expressions leads to the conclusion that the system
is time varying. It is easier to do the test on a block diagram representation
as illustrated in Figure 3.11. Note that y(t − t0 ) in Figure 3.11(a) and yd (t) in
Figure 3.11(b) are not equal, therefore the system in time varying.
= x(t − t0 ) cos(t − t0 )
cos t
= x(t − t0 ) cos t
cos t
Figure 3.11: Test for time invariance of the system y(t) = x(t) cos t.
Thus, if
H
x(t) −−−→ y(t)
then for all real or imaginary K
H
Kx(t) −−−→ Ky(t)
Figure 3.12: Block diagram illustrating the concept of homogeneity (K is any com-
plex constant.
Additivity Property
The additivity property of a system implies that if several inputs are acting on
the system, then the total output of the system can be determined by considering
each input separately while assuming all the other inputs to be zero. The total
output is then the sum of all the component outputs. This property may be
expressed as follows: if an input x1 (t) acting alone produces an output y1 (t),
and if another input x2 (t), also acting alone, has an output y2 (t), then, with
both inputs acting together on the system, the total output will be y1 (t) + y2 (t).
Thus, if
H H
x1 (t) −−−→ y1 (t) and x2 (t) −−−→ y2 (t)
then
H
x1 (t) + x2 (t) −−−→ y1 (t) + y2 (t).
The block diagram in Figure 3.13 illustrates the concept of additivity.
A system is linear if both the homogeneity and the additivity property are
satisfied. Both these properties can be combined into one property (superposi-
tion) which can be expressed as follows: if
H H
x1 (t) −−−→ y1 (t) and x2 (t) −−−→ y2 (t)
Example 3.2 Determine whether the system described by the differential equation
3.3. LINEAR TIME-INVARIANT SYSTEMS 47
is linear or nonlinear.
Solution Consider two individual inputs x1 (t) and x2 (t), the equations
describing the system for the two inputs acting alone would be
aÿ1 (t) + by12 (t) = x1 (t) and aÿ2 (t) + by22 (t) = x2 (t)
a[ÿ1 (t) + ÿ2 (t)] + b[y12 (t) + y22 (t)] = x1 (t) + x2 (t)
Remark For a system to be linear a zero input signal implies a zero output.
Consider for an example the system
y[n] = 2x[n] + x0
In general the component of x[n] at n = k is x[k]δ[n − k], and x[n] is the sum
of all these components summed from k = −∞ to ∞. Therefore,
The expression in (3.3) is the DT version of the sifting property, x[n] is written
as a weighted sum of unit impulses.
x[n]
x[−1]δ[n + 1]
x[0]δ[n]
x[1]δ[n − 1]
Example 3.3 Express the signal shown in Figure 3.15 as a weighted sum of impulse com-
ponents.
The left hand side is simply x[n] [see equation (3.3)], and the right hand side is
the system response y[n] to input x[n]. Therefore
∞
X
y[n] = x[k]h[n − k] (3.4)
k=−∞
3.3. LINEAR TIME-INVARIANT SYSTEMS 51
The summation on the RHS is known as the convolution sum and is denoted
by y[n] = x[n] ∗ h[n]. Now in order to construct the response or output of a DT
LTI system to any input x[n], all we need to know is the system’s impulse re-
sponse h[n]. Hence, the impulse response h[n] of a discrete LTI system contains
a complete input-output description of the system.
We shall evaluate the convolution sum first by analytical method and later with
graphical aid.
Determine y[n] = x[n] ∗ h[n] for x[n] and h[n] as shown in Figure 3.16 Example 3.4
Since the system is an LTI one, the output is simply the summation of the
impulse responses to individual components of x[n], therefore,
which is the same as equation (3.5). We can now graph y[n] as illustrated in
Figure 3.18.
52 CHAPTER 3. DESCRIPTION OF SYSTEMS
2h[n + 1]
2h[n]
2h[n − 1]
This property can be easily proven by starting with the definition of con-
volution
X∞
y[n] = x[k]h[n − k]
k=−∞
3.3. LINEAR TIME-INVARIANT SYSTEMS 53
This property is illustrated in Figure 3.19, the output for each system is
identical.
Therefore, the total system impulse response is the sum of the impulse
responses:
h[n] = h1 [n] + h2 [n]
This can be extended to a parallel connection of any number of systems.
The impulse response of a parallel connection of LTI system is the sum of
all the individual system impulse responses.
(x[n] ∗ h1 [n]) ∗ h2 [n] = x[n] ∗ (h1 [n] ∗ h2 [n]) = x[n] ∗ (h2 [n] ∗ h1 [n])
Hence, the order of the two systems of Figure 3.21(a) may be replaced
with a single system with the impulse response
such that the input-output characteristics remain the same. This property
is illustrated in Figure 3.21(b).
If x[n] and h[n] have lengths of m and n elements respectively, then the
length of y[n] is m + n − 1 elements. In some special cases this property
could be violated. One should be careful to count samples with zero am-
plitudes that exist in between the samples. Furthermore, the appearance
of the first sample in the output will be located at the summation of the
locations of the first appearing samples of each function. This also applies
to the last appearing sample.
To demonstrate this property recall from Example 3.4, x[n] and h[n] had
a width of three samples and two samples respectively. The first sample in
x[n] appeared at n = −1, and in h[n] at n = 0. Therefore, we would expect
y[n] to have a width of (3 + 2 − 1 = 4) samples. Furthermore, we would
expect the first sample in the output y[n] to appear at n = −1 + 0 = −1
and the last sample at n = 1 + 1 = 2. Figure 3.18 clearly demonstrate
these expectations.
k→−k k→k−n
h[k] −−−−→ h[−k] −−−−−→ h[−(k − n)] = h[n − k]
The first transformation is a time reflected version of h[k], and the second trans-
formation shifts the already reflected function n units to the right for positive
n; for negative n, the shift is to the left as illustrated in Figure 3.22. The
convolution operation can be performed as follows:
2. Time shift h[−k] by n units to obtain h[n − k]. For n > 0, the shift is to
the right; for n < 0, the shift is to the left.
3. Multiply x[k] by h[n − k] and add all the products to obtain y[n]. The
procedure is repeated for each value n over the range −∞ to ∞.
56 CHAPTER 3. DESCRIPTION OF SYSTEMS
Figure 3.22
Determine y[n] = x[n] ∗ h[n] graphically, where x[n] and h[n] are defined Example
as in 3.5
Figure 3.16 of Example 3.4 and reproduced here for convenience.
Solution Before starting with the graphical procedure it is a good idea here
to determine where the first sample in the output will appear (this was found
earlier to be at n = −1). Furthermore, the width property implies that the
number of elements in y[n] are four samples. Thus, y[n] = 0 for −∞ < n ≤ −2,
and y[n] = 0 for n ≥ 3, hence the only interesting range for n is −1 ≤ n ≤ 2.
Now for n = −1
X∞
y[−1] = x[k]h[−1 − k]
k=−∞
and realizing a negative n (n = −1) implies a time shift to the left for the
function h[−1 − k]. Next multiply x[k] by h[−1 − k] and add all the products
to obtain y[−1] = 2 as illustrated in Figure 3.24(a). We keep repeating the
procedure incrementing n by one every time, it is important to note here that
by incrementing n by one every time means shifting h[n − k] to the right by one
sample. Figures 3.24(b), (c) and (d) illustrate the procedure for n = 0, 1 and 2
respectively. We can now graph y[n] as illustrated in Figure 3.25.
3.3. LINEAR TIME-INVARIANT SYSTEMS 57
x[k]
x[k]h[−1 − k]
h[−1 − k]
k
y[−1] = 2
x[k]
x[k]h[0 − k]
h[0 − k]
k
y[0] = 6
x[k]h[1 − k]
h[1 − k]
k
y[1] = 6
x[k]
x[k]h[2 − k]
h[2 − k]
k
y[2] = 4
Example 3.6 Determine y[n] = x[n] ∗ h[n], using a tabular form method where x[n] and
h[n] are defined as in Figure 3.16.
In this procedure since both sequences x[n] and h[n] are finite, we can per-
form the convolution easily by setting up a table of values x[k] and h[n − k] for
the relevant values of n, and using
∞
X
y[n] = x[k]h[n − k]
−∞
as shown in Table 3.1. The entries for h[n − k] in the table are obtained by first
reflecting h[k] about the origin (n = 0) to form h[−k]. Before going any further
we have to align the rows such that the first element in the stationary x[k] row
corresponds to the first element of the already inverted h[−k] row as illustrated
in Table 3.1 We now successively shift the inverted row by 1 slot to the right.
y[n] is determined by multiplying the entries in the rows corresponding to x[k]
and h[n − k] and summing the results. Thus, to find y[−1] multiply the entries
in rows 1 and 3; for y[0], multiply rows 1 and 4; and so on.
k -2 -1 0 1 2 n y[n]
x[k] 2 2 2
h[k] 1 2
h[−1 − k] 2 1 -1 2
h[−k] 2 1 0 6
h[1 − k] 2 1 1 6
h[2 − k] 2 1 2 4
3.4. THE CONVOLUTION INTEGRAL 59
becomes exact, and the rectangular pulses becomes impulses delayed by various
amounts. The system response to the input x(t) is then given by the sum of
the system’s responses to each impulse component of x(t). Figure 3.27 shows
x(t) as a sum of rectangular pulses, each of width ∆τ. In the limit as ∆τ → 0,
each pulse approaches an impulse having a strength equal to the area under
that pulse. For example the pulse located at t = n∆τ can be expressed as
t − n∆τ
x(n∆τ ) rect
∆τ
and will approach an impulse at the same location with strength x(n∆τ )∆τ ,
which can be represented by
If we know the impulse response of the system h(t), the response to the impulse
in (3.14) will simply be [x(n∆τ )∆τ ]h(t − n∆τ ) since
H
δ(t) −−−→ h(t)
H
δ(t − n∆τ ) −−−→ h(t − n∆τ )
H
[x(n∆τ )∆τ ]δ(t − n∆τ ) −−−→ [x(n∆τ )∆τ ]h(t − n∆τ ) (3.15)
The response in (3.15) represents the response to only one of the impulse com-
ponents of x(t). The total response y(t) is obtained by summing all such com-
ponents (with ∆τ → 0)
∞ ∞
H
X X
lim x(n∆τ )∆τ δ(t − n∆τ ) −−−→ lim x(n∆τ )∆τ h(t − n∆τ )
∆τ →0 ∆τ →0
n=−∞ n=−∞
| {z } | {z }
The input x(t) The output y(t)
and the integral in (3.16) is known as the convolution integral and denoted by
y(t) = x(t) ∗ h(t).
This property can be easily proven by starting with the definition of con-
volution Z ∞
y(t) = x(τ )h(t − τ )dτ
−∞
By definition of convolution
Z ∞
x(t) ∗ δ(t) = x(τ )δ(t − τ )dτ (3.22)
−∞
If x(t) has a duration of T1 and h(t) has a duration of T2 , then the du-
ration of y(t) is T1 + T2 . Furthermore, the appearance of the output will
be located at the summation of the times of where the two functions first
appear.
7. The Scaling Property
This property of the convolution integral has no counterpart for the con-
volution sum.
One of the crucial points to remember here is that the integration is performed
with respect to τ , so that t is just like a constant. This consideration is also
important when we sketch the graphical representations of the functions x(t)
and h(t − τ ). Both of these functions should be sketched as functions of τ , not
of t. The convolution operation can be performed as follows:
1. Keep the function x(τ ) fixed.
2. Reflect h(τ ) about the vertical axis (t = 0) to obtain h(−τ ).
3. Time shift h(−τ ) by t0 seconds to obtain h(t0 − τ ). For t0 > 0, the shift
is to the right; for t0 < 0, the shift is to the left.
62 CHAPTER 3. DESCRIPTION OF SYSTEMS
4. Find the area under the product of x(τ ) by h(t0 − τ ) to obtain y(t0 ), the
value of the convolution at t = t0 .
5. The procedure is repeated for each value of t over the range −∞ to ∞.
Example 3.7 Determine y(t) = x(t) ∗ h(t) for x(t) and h(t) as shown in Figure 3.28.
x(t) h(t)
2
1
t t
4 6 −5 −4
Figure 3.28: CT signals to be convolved
Solution
• (Step 1) Replace t with τ in x(t) and h(t).
• (Step 2) Choose to flip h(τ ) to obtain h(−τ ) while keeping x(τ ) fixed.
Figure 3.29(a) shows x(τ ) and h(−τ ) as functions of τ . The function
h(t − τ ) (Figure 3.29(b)) is now obtained by shifting h(−τ ) by t. If t is
positive, the shift is to the right; if t is negative the shift is to the left.
Recall, that convolution is commutative, therefore, we could fix h(τ ) and
flip x(τ ) instead.
x(τ )
τ
4 6
h(−τ ) h(t − τ )
2
τ τ
4 5
t+4 t+5
(a) (b)
t + 5 ≥ 4 =⇒ t ≥ −1
t + 4 < 4 =⇒ t < 0
=⇒ −1 ≤ t < 0
x(τ )
τ
4 6
h(t − τ )
2
τ
t+4 4 t+5
2 Area = 2[(t + 5) − 4] = 2t + 2
product:
τ
4 t+5
t + 4 ≥ 4 =⇒ t ≥ 0
t + 5 < 6 =⇒ t < 1
=⇒ 0 ≤ t < 1
x(τ )
τ
4 6
h(t − τ )
τ
t+4 t+5
(shaded area). Next, we find the area under the product of the two
functions (Figure 3.32). Therefore,
Z t+5 t+5
y(t) = 2 dτ = 2τ = 2[(t + 5) − (t + 4)]
t+4 t+4
| {z }
Area
= 2, 0≤t<1
IV. (Region 4): As we keep right shifting h(−τ ), the next region of in-
terest is:
t + 5 ≥ 6 =⇒ t ≥ 1
t + 4 < 6 =⇒ t < 2
=⇒ 1 ≤ t < 2
as clearly illustrated in Figure 3.32. Here, x(τ ) and h(t−τ ) do overlap
and the product is nonzero only over the interval t+4 ≤ τ ≤ 6 (shaded
area). Next, we find the area under the product of the two functions
(Figure 3.32). Therefore,
Z 6 6
y(t) = 2 dτ = 2τ = 2[(6) − (t + 4)]
t+4 t+4
| {z }
Area
= 4 − 2t, 1≤t<2
3.4. THE CONVOLUTION INTEGRAL 65
x(τ )
τ
4 6
h(t − τ )
τ
t+4 t+5
y(t)
t
-1 0 1 2
Figure 3.33: Convolution of x(t) and h(t).
Remark To check your answer, the convolution has the property that the area
under the convolution integral is equal to the product of the areas of the two
66 CHAPTER 3. DESCRIPTION OF SYSTEMS
signals entering into the convolution. The area can be computed by integrating
equation (3.16) over the interval −∞ < t < ∞, giving
Z ∞ Z ∞Z ∞
y(t)dt = x(τ )h(t − τ )dτ dt
−∞ −∞ −∞
Z ∞ Z ∞
= x(τ ) h(t − τ )dt dτ
−∞ −∞
Z ∞
= x(τ ) [area under h(t)] dτ
−∞
= area under x(t) × area under h(t)
Example 3.8 For an LTI system with impulse response h(t) = e−t u(t), determine graphically
the response y(t) for the input
t + 1.5
x(t) = rect
3
Solution
• (Step 1) Replace t with τ in x(t) and h(t).
• (Step 2) Choose to flip x(τ ) to obtain x(−τ ) while keeping h(τ ) fixed,
since x(τ ) is simpler and symmetric. Figure 3.34(a) shows h(τ ) and x(−τ )
as functions of τ . The function x(t − τ ) (Figure 3.34(b)) is now obtained
by shifting x(−τ ) by t.
h(τ )
1 e−τ for τ ≥ 0
x(−τ ) x(t − τ )
τ τ
3 t t+3
(a) (b)
I. (Region I) Figure 3.34 shows that for t + 3 < 0 =⇒ t < −3, x(t − τ )
does not overlap h(τ ), and the product h(τ )x(t − τ ) = 0, so that
y(t) = 0 for t < −3.
II. (Region 2) The region of interest here could be defined as follows:
t + 3 ≥ 0 =⇒ t ≥ −3
t < 0 =⇒ t < 0
=⇒ −3 ≤ t < 0
h(τ )
1 e−τ for τ ≥ 0
x(t − τ )
1
τ
t t+3
e−τ for 0 ≤ τ ≤ t + 3
1
product:
τ
t+3
h(τ )
1 e−τ for τ ≥ 0
x(t − τ )
τ
t t+3
1 e−τ for t ≤ τ ≤ t + 3
product:
τ
t t+3
• (Step 5) We assemble all the regions together, therefore the result of the
convolution is (Figure 3.37),
0,
t < −3
y(t) = 1 − e−(t+3) , −3 ≤ t < 0
−3 −t
(1 − e )e , t ≥ 0
y(t)
1 − e−3
t
-3 0
Figure 3.37: Convolution of x(t) and h(t).
for some constant K. By setting x(t) = δ(t) in (3.24), we see that this system
has the impulse response
h(t) = Kδ(t)
IHence, an LI system is memoryless if and only if h(t) = Kδ(t). Memoryless
systems are what we call constant gain systems.
for a CT system to be causal, y(t) must not depend on x(τ ) for τ > t. We can
see that this will be so if
h(t − τ ) = 0 f or τ >t
70 CHAPTER 3. DESCRIPTION OF SYSTEMS
Let λ = t − τ , implies
h(λ) = 0 f or λ<0
In this case the convolution integral becomes
Z t
y(t) = x(τ )h(t − τ )dτ
−∞
Z ∞
= x(t − τ )h(τ )dτ
0
Example 3.9 For an LTI system with impulse response h(t) = e−3t u(t), determine the stabil-
ity of this causal LTI system.
Solution For an LTI causal system, the stability criterion in (3.25) reduces
to Z ∞
|h(τ )| dτ < ∞
0
hence Z ∞ ∞
−3t 1 −3t 1
e dt = − e = < ∞
0 3 0 3
and this system is stable.
Chapter 4
The Fourier Series
In Chapter 3 we saw how to obtain the response of a linear time invariant sys-
tem to an arbitrary input represented in terms of the impulse function. The
response was obtained in the form of the convolution integral. In this chapter
we explore other ways of expressing an input signal in terms of other signals.
In particular we are interested in representing signals in terms of complex ex-
ponentials, or equivalently, in terms of sinusoidal (sine and cosine) waveforms.
This representation of signals leads to the Fourier series, named after the French
physicist Jean Baptiste Fourier. Fourier was the first to suggest that periodic
signals could be represented by a sum of sinusoids. The concept is really sim-
ple: consider a periodic signal with fundamental period T0 and fundamental
frequency ω0 = 2πf0 , this periodic signal can be expressed as a linear combi-
nation of harmonically related sinusoids as shown in Figure 4.1. In the Fourier
cos(ω0 t) component
sin(ω0 t) component
cos(2ω0 t) component
sin(2ω0 t) component
cos(3ω0 t) component
sin(3ω0 t) component
cos(4ω0 t) component
sin(4ω0 t) component
71
72 CHAPTER 4. THE FOURIER SERIES
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ods and MATLAB
R
. International edition, McGraw-Hill 2003.
[2] Haykin, S., and Van Veen, B., Signals and Systems, New York, John
Wiley & Sons, 1999.
[3] Philips, C., Parr, J., and Riskin, E., Signals, Systems, and Transforms,
Upper Saddle River, NJ, Prentice-Hall, 2008.
[4] Stremler, F., Introduction to Communication Systems, Reading, MA
Addison-Wesley 1990.
73