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Signals and Systems Lecture Notes: Dr. Mahmoud M. Al-Husari

This document provides lecture notes on signals and systems. It begins with an introduction defining signals and systems. Signals are defined as entities that convey information, while systems are defined as devices or processes that act on signals. The notes cover topics such as signal representations, classifications of signals, system characteristics, linear time-invariant systems, and the Fourier series representation of periodic signals. The intent is for these lecture notes to cover the essential content of the signals and systems course taught at the University of Jordan.
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0% found this document useful (0 votes)
159 views

Signals and Systems Lecture Notes: Dr. Mahmoud M. Al-Husari

This document provides lecture notes on signals and systems. It begins with an introduction defining signals and systems. Signals are defined as entities that convey information, while systems are defined as devices or processes that act on signals. The notes cover topics such as signal representations, classifications of signals, system characteristics, linear time-invariant systems, and the Fourier series representation of periodic signals. The intent is for these lecture notes to cover the essential content of the signals and systems course taught at the University of Jordan.
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
You are on page 1/ 79

Dr. Mahmoud M.

Al-Husari

Signals and Systems


Lecture Notes

This set of lecture notes are never to be considered as a substitute


to the textbook recommended by the lecturer.
ii
Contents

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

4 The Fourier Series 71


4.1 Orthogonal Representations of Signals . . . . . . . . . . . . . . . 72
4.1.1 Orthogonal Vector Space . . . . . . . . . . . . . . . . . . 72
Preface

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.

The notes begins with mathematical representations of signals and systems,


in both continuous and discrete time. Chapter 1 is an introduction to the gen-
eral concepts involved in signal and systems analysis. Chapter 2 covers signals,
while Chapter 3 is devoted to systems.

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

1.1 Signals and Systems Defined


The course objective is to present a mathematical study of signals and sys-
tems. Why study Signals and Systems? The concepts of signals and systems
arise in virtually all areas of technology, including electrical circuits, communica-
tion devices, signal processing devices, control systems, and biomedical devices.

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.

Figure 1.2: Examples of Signals.

1
2 CHAPTER 1. INTRODUCTION

Signals are processed or operated on by systems. What is a system?


Formal Definition: A system is defined as an entity that manipulates one or
more signals to accomplish a function, thereby yielding new signals. When one
or more excitation signals are applied at one or more system inputs, the system
produces one or more response signals at its outputs. Throughout my lecture
notes I will simply refer to the excitation signals applied at the input as the
input signal. The response signal at the output will be referred to as the output
signal. Figure 1.3 shows a diagram of a single-input, single-output system.

Figure 1.3: Block diagram of a simple system [1].

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.

Figure 1.4: A communication system [1].

1.2 Types of Signals and Systems


Signals and systems are classified into two main types:
• Continuous-time.
• Discrete-time.
These two types can be divided into classes, as will be seen in Chapter 2, that
is convenient in studying signals and systems analysis.

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

often refer to a CT signal as x(t). The independent variable is time t and


can have any real value, the function x(t) is called a CT function because it
is defined on a continuum of points in time. It is very important to observe

Figure 1.5: Example of CT signal.

here that Figure 1.5(b) illustrates a discontinuous function. At discontinuity,


the limit of the function value as we approach the discontinuity from above is
not the same as the limit as we approach the same point from below. Stated
mathematically, if the time t = t0 is a point of discontinuity of a function x(t),
then
lim x(t + ) 6= lim x(t − )
→0 →0

However, the two functions shown in Figure 1.5 are continuous-time


functions because their values are defined on a continuum of times t (t ∈ R),
where R is the set of all real values. Therefore, the terms continuous and con-
tinuous time mean different things. A CT function is defined on a continuum
of times, but is not necessarily continuous at every point in time. A discrete-
time (DT) signal is one which is defined only at discrete points in time and not
between them. The independent variable takes only a discrete set of values.
We often refer to DT signal as x[n], n here belongs to the set of all integers
Z (n ∈ Z) i.e. n = 0, ±1, ±2, · · · , (Figure 1.6). However, the amplitude is con-
tinuous and may take a continuum of values. A signal whose amplitude can take
on any value in a continuous range is called an analog signal. A digital signal,
on the other hand, is one whose amplitude can take on only a finite number of
values. The terms continuous-time and discrete-time qualify the nature of the

Figure 1.6: Example of a DT function.


4 CHAPTER 1. INTRODUCTION

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-

Figure 1.8: CT and DT system block diagram.

put signal as shown in Figure 1.8. In Engineering disciplines, problems that


often arise are of the form
• Analysis problems

• 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

2.1 Classification of CT and DT Signals


2.1.1 Periodic and non-periodic Signals
A periodic function is one which has been repeating an exact pattern for an
infinite period of time and will continue to repeat that exact pattern for an
infinite time. That is, a periodic function x(t) is one for which

x(t) = x(t + nT ) (2.1)

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

x(t) = x(t + T0 ) (2.2)

The fundamental frequency f0 of a periodic function is the reciprocal of the


fundamental period f0 = T10 . It is measured in Hertz and is the number of
cycles (periods) per second. The fundamental angular frequency ω0 measured
in radians per second is

ω0 = = 2πf0 . (2.3)
T0

Figure 2.1: Example of periodic CT function with fundamental period.

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.

Figure 2.2: A triangular periodic signal.

 Solution It is clear that the fundamental period T0 = 0.4sec. Thus,


1
f0 = = 2.5Hz
0.4
ω0 = 2πf0 = 5π rad/sec.
It repeats itself 2.5 cycles/sec, which can be clearly seen in Figure 2.2. 

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)

Substituting the fundamental period T0 = ω0 in (2.5) yields

x(t + T0 ) = A [sin(ω0 t + φ) cos 2π + cos(ω0 t + φ) sin 2π]


= A sin(ω0 t + φ)
= x(t) 
An important question for signal analysis is whether or not the sum of two
periodic signals is periodic. Suppose that x1 (t) and x2 (t) are periodic signals
with fundamental periods T1 and T2 , respectively. Then is the sum x1 (t) + x2 (t)
periodic; that is, is there a positive number T such that
x1 (t + T ) + x2 (t + T ) = x1 (t) + x2 (t) for all t? (2.6)
2.1. CLASSIFICATION OF CT AND DT SIGNALS 7

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. 

2.1.2 Deterministic and Random Signals


Deterministic Signals are signals who are completely defined for any instant
of time, there is no uncertainty with respect to their value at any point of
time. They can also be described mathematically, at least approximately. Let
a function be defined as
(
1 − |t| , −1 < t < 1
tri(t) =
0, otherwise

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

Figure 2.3: Example of deterministic signal.


8 CHAPTER 2. SIGNALS REPRESENTATIONS

Figure 2.4: Examples of Noise.

described. A common name for random signals is noise, Figure 2.4 illustrates
four different random continuous-time signals.

2.1.3 Signal Energy and Power


Size of a Signal

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)
−∞

This can be generalized to a complex valued signal as


Z ∞
2
E∞ = |x(t)| dt (2.8)
−∞

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=−∞

Find the signal energy of Example 2.4


(
A, |t| < T1 /2
x(t) =
0, otherwise

 Solution From the definition in (2.7)


Z ∞ Z T1 /2
2 Plotting x(t) is helpful, as
E∞ = x (t) dt = A2 dt sometimes you do not need to
−∞ −T1 /2 determine the integral. You
T1 /2 can find the area under the
= A2 t = A2 T1 . 

−T1 /2 square of the signal from the
graph instead.

For many signals encountered in signal and system analysis, neither the integral
in Z ∞
2
E∞ = |x(t)| dt
−∞

nor the summation



X 2
E∞ = |x[n]|
n=−∞

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

Some references use the definition


Z T
1 2
P∞ = lim |x(t)| dt (2.11)
T →∞ 2T −T

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 DT signals the definition of signal power is


N −1
1 X 2
P∞ = lim |x[n]| (2.12)
N →∞ 2N
n=−N

which is the average signal power over all discrete time.

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).

Example 2.5 Find the signal power of

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

Using the trigonometric identity


1
cos(α) cos(β) = [cos(α − β) + cos(α + β)]
2
in (2.14) we get
T0 /2
A2
Z   

P∞ = 1 + cos t + 2φ dt (2.15)
2T0 −T0 /2 T0
Z T0 /2 Z T0 /2
A2 A2
 

= dt + cos t + 2φ dt (2.16)
2T0 −T0 /2 2T0 −T0 /2 T0
| {z }
=0
2.1. CLASSIFICATION OF CT AND DT SIGNALS 11

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

Figure 2.5: A periodic pulse.

 Solution From the definition of signal power for a periodic signal


Z Z 1 Z 2 
1 2 1 2 2
P∞ = |x(t)| dt = K dt + (−K) dt
T T 2 0 1
= K2 

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

Figure 2.6: Examples of CT and DT energy and power signals.

2.1.4 Even and Odd Functions


A function x(t) is said to be an even function of t if

x(t) = x(−t) for all t (2.17)

and a function x(t) is said to be an odd function of t if

x(t) = −x(−t) for all t (2.18)

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.

Figure 2.7: An even and odd function of t.

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

x(t) = xe (t) + xo (t)

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

x(−t) = xe (−t) + xo (−t)


= xe (t) − xo (t)

Solving for xe (t) and xo (t), we thus obtain

xe (t) = 21 [x(t) + x(−t)] (2.19)

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).

Some properties of Even and Odd Functions


Even and odd functions have the following properties:
• For even functions, x(t)
Z a is symmetrical
Z a about the vertical axis, it follows
from Figure 2.8 that x(t) dt = 2 x(t) dt.
−a 0
Z a
• For odd functions, it is also clear from Figure 2.8 that x(t) dt = 0.
−a

Figure 2.8: Integrals of even and an odd function.

• Even function × even function = even function, Figure 2.9(a).


• Even function × odd function = odd function, Figure 2.9(b) and (c).
• Odd function × odd function = even function, Figure 2.9(d).
14 CHAPTER 2. SIGNALS REPRESENTATIONS

(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

Figure 2.9: Examples of products of even and odd CT functions.

• If the odd part of a function is zero, the function is even.

• If the even part of a function is zero, the function is odd.

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

ejt = xe (t) + xo (t)

where form (2.19) and (2.20)

xe (t) = 21 [ejt + e−jt ] = cos t

and
xo (t) = 12 [ejt − e−jt ] = j sin t 
2.2. USEFUL SIGNAL OPERATIONS 15

2.2 Useful Signal Operations


In signal and system analysis it is important to be able to describe signals
both analytically and graphically and to be able to relate the two different kinds
of descritptions to each other. We begin by considering three useful signal oper-
ations or transformations in time: shifting (also called time translation), scaling
and reflection. All theses operations involve transformations of the independent
variable. Later in this section we consider transformations performed on the
dependent variable, namely, amplitude trransformations.

2.2.1 Time Shifting


Consider a signal x(t) as shown in Figure 2.10(a) and the same signal delayed by
T seconds as illustrated in Figure 2.10(b) which we shall denote φ(t). Whatever
happens in x(t) at some instant t also happens in φ(t) but T seconds later at
the instant t + T . Therefore

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.

Figure 2.10: Time shifting a signal


16 CHAPTER 2. SIGNALS REPRESENTATIONS

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

Figure 2.11: Graphical definition of a CT


function x(t).

Figure 2.12: Graph of x(t − 1) in


relation to x(t).

2.2.2 Time Scaling


The compression or expansion of a signal in time is known as time scaling.
Consider the signal x(t) of Figure 3.2, if x(t) is to be expanded (stretched) in
time by a factor a(a < 1), the resulting signal φ(t) is given by
Table 2.2: Selected φ(t) = x(at)
values of x( 2t ).
Assume a = 12 , then φ(t) = x( 2t ), constructing a similar table to Table 2.1,
t
t 2
x( 2t ) paying particular attention to the turning points of the original signal, as shown
-4 -2 -5 in Table 2.2. Next, plot x( 2t ) as function of t as illustrated in Figure 2.13. On
-2 -1 -4 the other hand, if x(t) is to be compressed in time then a > 1. In summary,
0 0 -2 to time scale a signal by a factor a, we replace t with at. If a > 1, the scaling
2 1 0
4 2 4 results in compression, and if a < 1, the scaling results in expansion. If we
think of x(t) as an output when listening to an answering machine, then x(3t)
is the signal obtained when listening to the messages on fast forward at three
times the speed at which it was recorded. This speeds up the signal in time
and increases the frequency content of the speaker’s voice. Similarly, x( 2t ) is the
signal obtained when the answering machine is played back at half speed.
2.2. USEFUL SIGNAL OPERATIONS 17

Figure 2.13: Graph of x( 2t ) in relation to x(t).

2.2.3 Time Reflection


Also called time reversal, in order to obtain a reflected version of a signal x(t)
we simply replace t with −t in the original signal x(t). Hence,

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).

2.2.4 Amplitude Transformations


We now consider signal amplitude transformations, unlike time transformations,
they are transformations of the dependent variable. Amplitude transformations
follow the same rules as time transformations. The three transformations in
amplitude are of the general form

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

and amplitude reflection occur in many real physical systems. An amplifier


for example invert the input signal in addition to amplifying the signal. Some
amplifiers not only amplify signals, but also add (or remove) a constant, or dc,
value.

2.2.5 Multiple Transformations


All time and amplitude transformation of a signal can be applied simultaneously,
for example  
t − t0
φ(t) = Ax +C (2.21)
a
To understand the overall effect, it is usually best to break down a transfor-
mation like (2.21) into successive simple transformations, (without any loss of
generality we will assume C = 0)
Amplitude    
scaling A t→t/a t t→t−t0 t − t0
x(t) −−−−−−→ Ax(t) −−−−→ Ax −−−−−→ Ax (2.22)
a a

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

The result of this sequence of transformations is different from the preceding


result. We could have obtained the same preceding result if we first observe
that    
t − t0 t t0
Ax = Ax −
a a a
Then we could time-shift first and time-scale second, yielding
Amplitude t0      
scaling A t→t−t0 a t→t/a t t0 t − t0
x(t) −−−−−−→ Ax(t) −−−−−→ Ax t − −−−−→ Ax − = Ax
a a a a

For a different transformation, a different sequence may be better, for example

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 )

In summary, we defined six transformations (a) shifting, scaling, and reflection


with respect to time; and (b) reflection, scaling, and shifting with respect to
amplitude. All six transformations have applications in the field of signal and
system analysis.

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)

Figure 2.14: Plot of x(t) for Example 2.9.

the transformed function


 
t−1
φ(t) = −2x Table 2.4: Selected
2
values of −2x( t−1
2
).
t−1
 Solution Construct a table to compute the values of −2x( t−1 t t0 = −2x( t−1 )
2 ) at a few se- 2 2
lected points as shown in Table 2.4. Note that x(t) is periodic with fundamental -1 -1 -4
period 4, therefore, x(t) = x(t + 4). Next, plot −2x( t−1
2 ) as function of t.  1 0 4
3 1 0
5 2 0
t−1
 7 3 -4
−2 2

Figure 2.15: Plot of x(t) for Example 2.9.

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

which also leads to the same result.


20 CHAPTER 2. SIGNALS REPRESENTATIONS

2.3 Useful Signal Functions


2.3.1 Complex Exponentials and Sinusoids[3]
Some of the most commonly used mathematical functions for describing signals
should already be familiar: the CT sinusoids
 
2πt
x(t) = A cos + φ = A cos(ω0 t + φ) = A cos(2πf0 t + φ)
T0
where
• A = amplitude of sinusoid or exponential
• T0 = real fundamental period of sinusoid
• f0 = real fundamental frequency of sinusoid, Hz
• ω0 = real fundamental frequency of sinusoid, radians per second (rad/s)
Another important function in the area of signals and systems is the exponential
function
x(t) = Ceat
where both C, and a can be real or complex. In particular we are interested
in signals of the complex exponential form x(t) = ejωo t . An important relation
that is often applied in analyses which involve complex exponential functions is
Euler’s relation, given by
ejθ = cos θ + j sin θ (2.23)
Replacing θ in (2.23) with −θ yields
e−jθ = cos(−θ) + j sin(−θ) = cos θ − j sin θ (2.24)
since the cosine function is even and the sine function is odd. The sum of (2.23)
and (2.24) can be expressed as
ejθ + e−jθ
cos θ = (2.25)
2
and the difference of (2.23) and (2.24) can be expressed as
ejθ − e−jθ
sin θ = (2.26)
2j
The complex exponential in (2.23) can also be expressed in polar form as
ejθ = 1∠θ (2.27)
where the notation R∠θ signifies the complex function of magnitude R at the
angle θ. Three cases for exponential functions will now be investigated.

CASE 1 (C and a Real)


Here, both C and a are real for the exponential x(t) = Ceat . The signal x(t) =
Ceat is plotted in Figure 2.16 for C > 0 with a > 0, a < 0, and a = 0. For a > 0,
the signal is growing without limit with increasing time. For a < 0, the signal
is decaying toward zero as time increases. For a = 0, the signal is constant.
2.3. USEFUL SIGNAL FUNCTIONS 21

Figure 2.16: Exponential signals.

CASE 2 (C Complex, a Imaginary)


Next we consider the case that C is complex and a is imaginary, namely,
x(t) = Ceat ; C = Aejφ , a = jω0
where A, φ, and ωo are real constants. The complex exponential signal x(t) can
be expressed as
x(t) = Aejφ ejωo t = Aej(ωo t+φ)
= A cos(ωo t + φ) + jA sin(ωo t + φ)
from Euler’s relation in (2.23). When the argument of the exponential func-
tion is purely imaginary, as in this case, the resulting complex exponential is
called a complex sinusoid because it contains a cosine and a sine as its real and
imaginary parts as illustrated in Figure 2.17 for a complex sinusoid in time (φ
is assumed zero for simplicity). The projection of the complex sinusoid onto a
plane parallel to the plane containing the real and t axes is the cosine function,
and the projection onto a plane parallel to the plane containing the imaginary
and t axes is the sine function.

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.

Figure 2.18: Complex notation for angular signals.

Combining, we can write


ejωo t = cos ωo t + j sin ωo t
to obtain the same plot as in Figure 2.17. Note, since we assumed a wheel of
unit radius, implies cosine and sine projections with unit amplitude, i.e., A = 1.

CASE 3 ( Both C and a Complex)


For this case, the complex exponential x(t) = Ceat has the parameters
x(t) = Ceat ; C = Aejφ ; a = σ + jωo
where A, φ, σ, and ωo are real constants. The complex exponential signal can
then be expressed as
x(t) = Aejφ e(σ+jωo )t = Aeσt ej(ωo t+φ)
= Aeσt cos(ωo t + φ) + jAeσt sin(ωo t + φ)
Plots of the real part of x(t), i.e, Re[x(t)] = Aeσt cos ωo t are given in Figure
2.19 for φ = 0. Figure 2.19(a) shows the case that σ > 0. Figure 2.19(b) shows
the case that σ < 0; this signal is called a damped sinusoid. In Figure 2.19(a),
by definition, the envelope of the signal is ±Aeσt , and σ is sometimes called
the exponential damping coefficient. For σ = 0 the signal is called an undamped
sinusoid.
The signals defined in this section appear in the responses of a wide class
of physical systems. In terms of circuit analysis, the real exponential of Case
1 appears in the transient, or natural, response of RL and RC circuits. The
undamped response of Case 2 appears in the transient response of LC circuits,
and the damped sinusoid of case 3 can appear in the transient response of RLC
circuits.
2.3. USEFUL SIGNAL FUNCTIONS 23

Figure 2.19: Real part of complex exponential.

Some properties of Complex Exponential Functions


The complex exponential function x(t) = ej(ω0 t+φ) has a number of important
properties:

1. It is periodic with fundamental period T = |ω0 | .

Proof We show that x(t) = x(t + kT ), therefore,


   
j ω0 t+ 2πk +φ
ej(ω0 t+φ) = e ω 0

j(ωo t+φ)
=e for any k ∈ Z

since ej2πk = 1 for any k ∈ Z. 


 
2. Re ej(ω0 t+φ) = cos(ω0 t + φ) and the Im ej(ω0 t+φ) = sin(ω0 t + φ), these
terms are real sinusoids of frequency ω0 .
3. The term φ is often called the phase. Note that we can write
 
jω0 t+ ωφ
ej(ω0 t+φ) = e 0

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

5. Set of periodic exponentials with fundamental frequencies that are multi-


ples of a single positive frequency ω0 are said to be harmonically related
complex exponentials

Φk (t) = ejkω0 t f or k = 0, ±1, ±2, · · · (2.28)

• 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

• Φk (t) is called the k th harmonic. Harmonic (from music): tones re-


sulting from variations in acoustic pressures that are integer multiples
of a fundamental frequency.

We will make extensive use of harmonically related complex exponentials


later when we study the Fourier series representation of periodic signals.

2.3.2 The Unit Step Function


A CT unit step function is defined as, (Figure 2.20)
(
1, t > 0
u(t) = (2.29)
0, t < 0

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

Figure 2.20: The CT unit step function

function is discontinuous at t = 0 since the function changes instantaneously


from 0 to 1 when t = 0. Some authors define the unit step by
( (
1, t ≥ 0 1, t > 0
u(t) = or u(t) =
0, t < 0 0, t ≤ 0

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)

Figure 2.22: A rectangular pulse.

 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) 

The DT Unit Step Function


The DT counterpart of the CT unit step function u(t) is u[n], also called unit
sequence (Figure 2.23) defined by
(
1, n ≥ 0
u[n] = (2.30)
0, n < 0

For this function there is no disagreement or ambiguity about its value at n = 0,


it is one.

Figure 2.23: The DT unit step function.

2.3.3 The Signum Function


The signum function illustrated in Figure 2.24 is closely related to the unit step
function. It is some time called the sign function, but the name signum is more
common so as not confuse the sounds of the two words sign and sine !! The
signum function is defined as
26 CHAPTER 2. SIGNALS REPRESENTATIONS

Figure 2.24: The CT signum function.

(
1, t>0
sgn(t) = (2.31)
−1, t<0

and can be expressed in terms of the unit step function as

sgn(t) = 2u(t) − 1

2.3.4 The Unit Ramp Function


Another type of signal that occurs in systems is one which is switched on at
some time and changes linearly after that time or one which changes linearly
before some time and is switched off at that time. Figure 2.25 illustrates some
examples. Signals of this kind can be described with the use of the ramp func-
tion. The CT unit ramp function (Figure 2.26) is the integral of the unit step

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

Figure 2.26: The CT unit ramp function.

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.

2.3.5 The Rectangle Function


A very common type of signal occurring in systems is one in which a signal
is switched on at some time and then back off at a later time. The rectangle
function (Figure 2.28) is defined as
  (
t 1, |t| < τ2
rect = (2.33)
τ 0, otherwise

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

Figure 2.28: The CT rectangle function.

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)

Figure 2.29: A time shifted rectangular pulse.

 Solution It can be expressed as three different functions of unit step signals:



3u(t + 3) − 3u(t − 1)

x(t) = 3u(1 − t) − 3u(−3 − t)

3u(1 − t)u(t + 3)

However, it is much more convenient to simply describe it as


 
t+1
x(t) = 3 rect 
4
The rectangular pulse is useful in extracting part of a signal. For example, the
signal x(t) = cos t has a period T = 2π. Consider a signal composed of one
period of this cosine function begining at t = 0, and zero for all other time.
This signal can be expressed as
(
cos t, 0 < t < 2π
x(t) = (cos t)[u(t) − u(t − 2π)] =
0, otherwise

The rectangular pulse notation allows us to write


 
t−π
x(t) = cos t rect

2.3. USEFUL SIGNAL FUNCTIONS 29

This sinusoidal pulse is plotted in Figure 2.30.

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)

Figure 2.31: Signal for Example 2.12.

 Solution The signal x(t) can be conveniently handled by writing an equation


for each segment of the signal as follows
(
t, 0<t<1
x(t) =
2 − t, 1 < t < 2

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

x(t) = tu(t) − 2(t − 1)[u(t − 1)] + (t − 2)[u(t − 2)] 

2.3.6 The Unit Impulse Function


The unit impulse function δ(t), also called the delta function is one of the most
important functions in the study of signals and systems and yet the strangest.
It was first defined by P.A.M Dirac (sometimes called by his name the Dirac
Distribution) as

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

Figure 2.32: A unit-area rectangular pulse of width a.

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

δ(t) = lim δa (t) (2.37)


a→0

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.

Figure 2.33: A unit area triangular pulse.


2.3. USEFUL SIGNAL FUNCTIONS 31

Figure 2.34: Graphical representation of impulses.

2.3.7 Some Properties of the Unit Impulse

The Sampling Property

A common mathematical operation that occurs in signals and systems analysis


is the multiplication of an impulse with another function x(t) that is known to
be continuous and finite at t = 0. (i.e. x(t = 0) exists and its value is x(0)), we
obtain

x(t)δ(t) = x(0)δ(t) (2.38)

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

x(t)δ(t − t0 ) = x(t0 )δ(t − t0 ) (2.39)

provided x(t) is finite and continuous at t = t0 .

δa (t)x(t)
δa (t) x(t)

Figure 2.35: Multiplication of a unit-area rectangular pulse centered at t = 0 and a


function x(t), which is continuous and finite at t = 0.
32 CHAPTER 2. SIGNALS REPRESENTATIONS

The Sifting Property


The word sifting is spelled Another important property that follows naturally from the sampling property
correctly it is not to be con- is the so-called sifting property. In general, the sifting property states that
fused with the word shift- Z ∞
ing. x(t)δ(t − t0 ) dt = x(to ) (2.40)
−∞

The result in (2.40) follows naturally from (2.39),


Z ∞ Z ∞
x(t)δ(t − t0 ) dt = x(t0 ) δ(t − t0 ) dt = x(t0 ) (2.41)
−∞ −∞
| {z }
=1

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)

Figure 2.36: Graphical illustration of the sifting property.

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.

The Unit Impulse and its relation to the Unit Step

Consider a function x(t) and its derivative dx(t)


dt as in Figure 2.37. In the limit
as a approaches zero the function x(t) approaches the unit step function. In
that same limit the width of dx(t)
dt approaches zero but maintains a unit area
which is the same as the initial definition of δa (t). The limit as a approaches
zero of dx(t)
dt is called the generalised derivative of u(t).

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.

 Solution Let us evaluate the integral (du/dt)x(t), using integration by parts:


Z ∞ ∞ Z ∞
du(t)
x(t) dt = u(t)x(t) − u(t)ẋ(t) dt
−∞ dt −∞ −∞
Z ∞
= x(∞) − 0 − ẋ(t) dt
0

= x(∞) − x(t) 0 = x(0)

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

The Scaling Property


The important feature of the unit impulse function is not its shape but the fact
that its width approaches zero while the area remains at unity. Therefore, when
time transformations are applied to δ(t), in particular scaling it is the strength
that matters and not the shape of δ(t), (Figure 2.38). It is helpful to note that
Z ∞ Z ∞
dλ 1
δ(αt)dt = δ(λ) = (2.48)
−∞ −∞ |α| |α|

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 Using (2.50), we obtain the sketchs shown in Figure 2.38. 

Figure 2.38: Effect of scaling on unit impulse


2.3. USEFUL SIGNAL FUNCTIONS 35

Evaluate the following integrals: Example 2.15


Z 4
a. (t + t2 )δ(t − 3) dt
−2
Z 3
b. e(t−2) δ(2t − 4) dt
0

 Solution

a. Using the sifting property yields


Z 4
(t + t2 )δ(t − 3) dt = 3 + 32 = 12
−2

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.

b. Using the scaling property then the sifting property yields


Z 3 Z 3
(t−2)
e δ(2t − 4) dt = e(t−2) 21 δ(t − 2) dt
0 0
= 12 e0 = 1
2 

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.

Table 2.5: Properties of the Unit Impulse Function

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
−∞

4. x(t)δ(t − t0 ) = x(t0 )δ(t − t0 ), x(t) continuous at t = t0


d
5. δ(t − t0 ) = u(t − t0 )
dt
Z t (
1, t > t0
6. u(t − t0 ) = δ(τ − t0 )dτ =
−∞ 0, t < t0
 
1 β
7. δ(αt − β) = δ t−
|α| α
 Z t2  
Z t2  1 β β
 δ t− dt, t1 < α
< t2
8. δ(αt − β) dt = |α| t1 α
t1 
 0, otherwise
9. δ(t) = δ(−t)
36 CHAPTER 2. SIGNALS REPRESENTATIONS

The DT Unit Impulse Function


The DT unit impulse function δ[n], sometimes referred to as the Kronecker delta
function is defined by (
1, n = 0
δ[n] = (2.51)
0, n 6= 0
( and is shown in Figure 2.39. The DT delta function δ[n] is referred to as the
1, n=k unit sample that occurs at n = 0 and the shifted function δ[n − k] as the sample
δ[n − k] =
0, n 6= k that occurs at n = k .

Figure 2.39: The DT unit impulse function.

Some properties of δ[n]


1. δ[n] = 0 for n 6= 0.
n
X
2. δ[m] = u[n], this can be easily seen by considering two cases for n,
m=−∞
namely n < 0 and n > 0
n
X
• Case 1: δ[m] = 0 for n < 0, this is true since δ[m] has a value
m=−∞
of one only when m = 0 and zero anywhere else. The upper limit of
the summation is less than zero thus δ[m = 0] is not included in the
summation.
• Case 2: On the other hand if n ≥ 0, δ[m = 0] will be included in the
Xn
summation, therefore δ[m] = 1.
m=−∞
In summary,
n
(
X 1, n≥0
δ[m] =
m=−∞
0, n<0
= u[n]

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

Figure 2.40: δ[n] = u[n] − u[n − 1]

6. x[n]δ[n − k] = x[k]δ[n − k].


7. The DT unit impulse is not affected by scaling, i.e. δ[αn] = δ[n].
8. I will leave out some other important properties to a later stage of this
course in particular the sifting property of the DT unit impulse.

Table 2.6 lists the equivalent properties of both the CT and the DT.

Table 2.6: Equivalent operations

Continuous Time Discrete Time

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=−∞

2.3.8 The Unit Sinc Function


The unit sinc function (Figure 2.41) is called a unit function because its height
and area are both one, it is defined as
sin(πt)
sinc(t) = (2.52)
πt
Some authors define the sinc function as
sin(t)
Sa(t) = (2.53)
t
38 CHAPTER 2. SIGNALS REPRESENTATIONS

Figure 2.41: The CT unit sinc function

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

y(t) = H {x(t)} (3.1)

H is the operator denoting the action of a system, it specifies the operation or


transformation to be performed and also identifies the system. On the other
hand, a DT system operates on a DT signal to produce a DT output, (Figure
3.1. Occasionally, we use the following notation to describe a system
H
x(t) −−−→ y(t)

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

Figure 3.1: CT and DT system block diagrams.

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.

Figure 3.3: Mathematical


Figure 3.2: An RC lowpass filter: a SISO voltage-current relationships for a
system. resistor and a capacitor.

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)

Figure 3.4: (a) Summing junction (b) Product junction.

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 Systems Characteristics


in this section, we define some of the properties, or characteristics, of sys-
tems. These definitions apply to both CT or DT systems. Systems may be
classified to the following categories:

1. Memoryless (instantaneous) and dynamic (with memory) systems.

2. Invertible and non-invertible systems.

3. Causal and non-causal systems.

4. Stable and non-stable systems.

5. Time-invariant and time-varying systems.

6. Linear and non-linear systems.

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

Figure 3.6: A voltage divider.

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

Figure 3.7: The inverse system


3.2. SYSTEMS CHARACTERISTICS 43

invertible, consider an inductor whose input-output relationship is described by

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.

Figure 3.8: A noncausal system

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

Figure 3.9: Bounded functions

3.2.5 Time Invariance


A system is time-invariant if the input-output properties do not change with
time. For such a system, if the input is delayed by t0 seconds, the output is the
same as before but delayed by t0 seconds. In other words, a time shift in the
input signal causes the same time shift in the output signal without changing
the functional form of the output signal. If input x(t) yields output y(t) the
input x(t − t0 ) yields output y(t − t0 ) for all t0 ∈ R, i.e.

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 ).

Example 3.1 Determine which of the following systems is time-inariant:

(a) y(t) = cos x(t)

(b) y(t) = x(t) cos t

 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

Figure 3.10: Test for time invariance.

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. 

y(t) = x(t) cos t

= 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.

3.2.6 Linearity and Superposition


Homogeneity (Scaling) Property
A system is said to be homogenous for arbitrary real or complex number K
if the input signal is increased K-fold, the output signal also increases K-fold.
46 CHAPTER 3. DESCRIPTION OF SYSTEMS

Thus, if
H
x(t) −−−→ y(t)
then for all real or imaginary K
H
Kx(t) −−−→ Ky(t)

Figure 3.12 illustrates, in block diagram representation, what homogeneity means.

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)

then for all real or imaginary α and β,


H
αx1 (t) + βx2 (t) −−−→ αy1 (t) + βy2 (t).

Example 3.2 Determine whether the system described by the differential equation
3.3. LINEAR TIME-INVARIANT SYSTEMS 47

Figure 3.13: Block diagram illustrating the concept of additivity.

aÿ(t) + by 2 (t) = x(t)

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)

The sum of the two equations is

a[ÿ1 (t) + ÿ2 (t)] + b[y12 (t) + y22 (t)] = x1 (t) + x2 (t)

which is not equal to


00
a[y1 (t) + y2 (t)] + b[y1 (t) + y2 (t)]2 = x1 (t) + x2 (t).

Therefore, in this system superposition is not applied hence the system is


nonlinear. 

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

where x0 might be some initial condition or a dc component. If x[n] = 0 it is


clear that y[n] 6= 0 which is not linear unless x0 is zero.

3.3 Linear Time-invariant Systems


In this course we are involved in the analysis of linear time-invariant (LTI)
systems. Many engineering systems are well approximated by LTI models, anal-
ysis of such systems is simple and elegant. We consider two methods of analysis
of LTI systems: the time-domain method and the frequency-domain method.
Some of the frequency domain methods will be addressed later in the course.
48 CHAPTER 3. DESCRIPTION OF SYSTEMS

3.3.1 Time-Domain Analysis of LTI systems


Analysis for DT systems will be introduced first, as it is easier to analyze, it will
then be extended to CT systems. Recall that by analysis we mean determining
the response y[n] of a LTI system to an arbitrary input x[n].

Unit Impulse Response h[n]


The unit impulse function, δ[n], is used extensively in determining the response
of a DT LTI system. When the input signal to the system is δ[n] the output is
called the impulse response, h[n]
H
δ[n] −−−→ h[n]
If we know the system response to an impulse input, and if an arbitrary input
x[n] can be expressed as a sum of impulse components, the system response
could be obtained by summing the system response to various impulse compo-
nents.

Impulse representation of DT signals


Here, we show that an arbitrary signal x[n] can be expressed as a function of
impulse functions. Recall the definition of the DT impulse function (also called
the unit sample function):
(
1, n = k
δ[n − k] = (3.2)
0, n 6= k
An impulse function has a value of unity when its argument is zero; otherwise,
its value is zero. From this definition we see that
x[n]δ[n − k] = x[k]δ[n − k]
Consider the signal x[n] shown in Figure 3.14(a). Using (3.2), we can see that
(
x[−1], n = −1
x[n]δ[n + 1] = x[−1]δ[n + 1] =
0, n 6= −1
In a like manner,
(
x[0], n = 0
x[n]δ[n] = x[0]δ[n] =
0, n 6= 0
and (
x[1], n = 1
x[n]δ[n − 1] = x[1]δ[n − 1] =
0, n 6= 1
Hence, we can express the signal x[n] as
x[n] = x[−1] + x[0] + x[1]
= x[−1]δ[n + 1] + x[0]δ[n] + x[1]δ[n − 1]
1
X
= x[k]δ[n − k]
k=−1
3.3. LINEAR TIME-INVARIANT SYSTEMS 49

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,

x[n] = x[0]δ[n] + x[1]δ[n − 1] + x[2]δ[n − 2] + · · ·


+ x[−1]δ[n + 1] + x[−2]δ[n + 2] + · · ·
X∞
= x[k]δ[n − k] (3.3)
k=−∞

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]

Figure 3.14: Representation of an arbitrary signal x[n] in terms of impulse compo-


nents
50 CHAPTER 3. DESCRIPTION OF SYSTEMS

Example 3.3 Express the signal shown in Figure 3.15 as a weighted sum of impulse com-
ponents.

Figure 3.15: A DT signal x[n].

 Solution Using (3.3), it can be easily shown that

x[n] = 2δ[n + 1] + 2δ[n] + 2δ[n − 1] 

3.3.2 The Convolution Sum


We are interested in finding the system output y[n] to an arbitrary input x[n]
knowing the impulse response h[n] to a DT LTI system. There is a systematic
way of finding how the output responds to an input signal, it is called convolu-
tion. The convolution technique is based on a very simple idea, no matter how
complicated your input signal is, one can always express it in terms of weighted
impulse components. For LTI systems we can find the response of the system
to one impulse component at a time and then add all those responses to form
the total system response. Let h[n] be the system response (output) to impulse
input δ[n]. Thus if
H
δ[n] −−−→ h[n]
then because the system is time-invariance
H
δ[n − k] −−−→ h[n − k]

and because of linearity, if the input is multiplied by a weight or constant the


output is multiplied by the same weight thus
H
x[k]δ[n − k] −−−→ x[k]h[n − k]

and again because of linearity


∞ ∞
H
X X
x[k]δ[n − k] −−−→ x[k]h[n − k]
k=−∞ k=−∞
| {z } | {z }
x[n] y[n]

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

Figure 3.16: Two DT signals x[n] and h[n].

 Solution (Method 1) Express x[n] as weighted sum of impulse components

x[n] = 2δ[n + 1] + 2δ[n] + 2δ[n − 1]

Since the system is an LTI one, the output is simply the summation of the
impulse responses to individual components of x[n], therefore,

y[n] = 2h[n + 1] + 2h[n] + 2h[n − 1] (3.5)

Impulse responses to individual components of x[n] are illustrated in Figure 3.17


and y[n] is shown in Figure 3.18.

(Method 2) By direct evaluation of the convolution sum



X
y[n] = x[k]h[n − k]
k=−∞

which can be written as

y[n] = · · · + x[−2]h[n + 2] + x[−1]h[n + 1] + x[0]h[n]


+ x[1]h[n − 1] + x[2]h[n − 2] + · · ·

and for x[n] in Figure 3.16 we have

y[n] = x[−1]h[n + 1] + x[0]h[n] + x[1]h[n − 1]


= 2h[n + 1] + 2h[n] + 2h[n − 1] (3.6)

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]

Figure 3.17: Impulse response to individual components of x[n].

Figure 3.18: Graph of y[n]

Properties of the Convolution Sum

1. The Commutative Property

x[n] ∗ h[n] = h[n] ∗ x[n] (3.7)

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

and letting q = n − k. Then we have



X ∞
X
x[n] ∗ h[n] = x[n − q]h[q] = h[q]x[n − q] = h[n] ∗ x[n]
q=−∞ q=−∞

This property is illustrated in Figure 3.19, the output for each system is
identical.

Figure 3.19: Commutative property.

2. The Distributive Property

x[n] ∗ (h[n] + z[n]) = x[n] ∗ h[n] + x[n] ∗ z[n] (3.8)

If we convolve x[n] with the sum of h[n] and z[n], we get



X
x[n] ∗ (h[n] + z[n]) = x[k] (h[n − k] + z[n − k])
k=−∞
X∞ ∞
X
= x[k]h[n − k] + x[k]z[n − k]
k=−∞ k=−∞
| {z } | {z }
=x[n]∗h[n] =x[n]∗z[n]

This property is illustrated by two systems in parallel as in Figure 3.20,


where the output is given by

y[n] = x[n] ∗ h1 [n] + x[n] ∗ h2 [n] = x[n] ∗ (h1 [n] + h2 [n])

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.

Figure 3.20: Distributive property.


54 CHAPTER 3. DESCRIPTION OF SYSTEMS

3. The Associative Property

x[n] ∗ (h[n] ∗ z[n]) = (x[n] ∗ h[n]) ∗ z[n] (3.9)

The proof to this property is left as an exercise to the reader. As an


example of this property, consider the output of the system of Figure
3.21, which is given by

y[n] = y1 [n] ∗ h2 [n] = (x[n] ∗ h1 [n]) ∗ h2 [n]

Then using (3.9),

(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

h[n] = h1 [n] ∗ h2 [n]

such that the input-output characteristics remain the same. This property
is illustrated in Figure 3.21(b).

Figure 3.21: Associative property.

4. The Shifting property

x[n − m] ∗ h[n − q] = y[n − m − q] (3.10)

In words, the input x is delayed by m samples, the signal h is also delayed


by q samples, therefore the result of the convolution of both signals will
introduce a total delay in the output signal by m + q samples.

5. Convolution with an Impulse

x[n] ∗ δ[n] = x[n] (3.11)

This property can be easily seen from the definition of convolution



X
x[n] ∗ δ[n[= x[k]δ[n − k] (3.12)
k=−∞

and the RHS in (3.12) is simply x[n] from (3.3).


3.3. LINEAR TIME-INVARIANT SYSTEMS 55

6. The Width Property

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.

Graphical Procedure for the Convolution Sum


The direct analytical methods to evaluate the convolution sum are simple and
convenient to use as long as the number of samples are small. It is helpful to
explore some graphical concepts that helps in performing convolution of more
complicated signals. If y[n] is the convolution of x[n] and h[n], then

X
y[n] = x[k]h[n − k] (3.13)
k=−∞

It is crucial to note that the summation index in (3.13) is k, so that n is just


like a constant. With this in mind h[n − k] should be considered a function of k
for purposes of performing the summation in (3.13). This consideration is also
important when we sketch the graphical representations of the functions x[k]
and h[n − k]. Both of these functions should be sketched as functions of k, not
of n. To understand what the function h[n − k] looks like let us start with the
function h[k] and perform the following transformations

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:

1. Reflect h[k] about the vertical axis (n = 0) to obtain h[−k].

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

Figure 3.23: Two DT signals x[n] and h[n].

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

(a) y[n] for n = −1.

x[k]

x[k]h[0 − k]

h[0 − k]
k

y[0] = 6

(b) y[n] for n = 0. Figure 3.24:


y[n] for n = −1, 0, 1, and 2.
x[k]

x[k]h[1 − k]

h[1 − k]
k

y[1] = 6

(c) y[n] for n = 1.

x[k]

x[k]h[2 − k]

h[2 − k]
k

y[2] = 4

(d) y[n] for n = 2.


58 CHAPTER 3. DESCRIPTION OF SYSTEMS

Figure 3.25: Graph of y[n].

Alternative Form of Graphical Procedure


The alternative procedure is basically the same, the only difference is that in-
stead of presenting the data as graphical plots, we display it as a sequence of
numbers in a table form. The following example demonstrates the idea and
should become clearer.

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. 

Table 3.1: Convolution Table for Example 3.6

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

3.4 The Convolution Integral


Let us turn our attention now to CT LTI systems, we shall use the principle
of superposition to derive the system’s response to some arbitrary input x(t).
In this approach, we express x(t) in terms of impulses. Suppose the CT signal
x(t) in Figure 3.26 is an arbitrary input to some CT system. We begin by

Figure 3.26: An arbitrary input.

approximating x(t) with narrow rectangular pulses as depicted in Figure 3.27.


This procedure gives us a staircase approximation of x(t) that improves as pulse
width is reduced. In the limit as pulse width approaches zero, this representation

Figure 3.27: Staircase approximation to an arbitrary input.

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

[x(n∆τ )∆τ ] δ(t − n∆τ ) (3.14)


| {z }
strength
60 CHAPTER 3. DESCRIPTION OF SYSTEMS

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 both sides by definition are integrals given by


Z ∞ Z ∞
H
x(τ )δ(t − τ )dτ −−−→ x(τ )h(t − τ )dτ
−∞ −∞
| {z } | {z }
x(t) y(t)

In summary the response y(t) to the input x(t) is given by


Z ∞
y(t) = x(τ )h(t − τ )dτ (3.16)
−∞

and the integral in (3.16) is known as the convolution integral and denoted by
y(t) = x(t) ∗ h(t).

Properties of The Convolution Integral


The properties of the convolution integral are the same as of the convolution
sum and will be stated here for completion.
1. The Commutative Property

x(t) ∗ h(t) = h(t) ∗ x(t) (3.17)

This property can be easily proven by starting with the definition of con-
volution Z ∞
y(t) = x(τ )h(t − τ )dτ
−∞

and letting λ = t − τ so that τ = t − λ and dτ = −λ, we obtain


Z ∞ Z ∞
x(t) ∗ h(t) = x(t − λ)h(λ)dλ = h(λ)x(t − λ)dλ = h(t) ∗ x(t)
−∞ −∞

2. The Distributive Property

x(t) ∗ (h(t) + z(t)) = x(t) ∗ h(t) + x(t) ∗ z(t) (3.18)


3.4. THE CONVOLUTION INTEGRAL 61

3. The Associative Property

x(t) ∗ (h(t) ∗ z(t)) = (x(t) ∗ h(t)) ∗ z(t) (3.19)

4. The Shifting property

x(t − T1 ) ∗ h(t − T2 ) = y(t − T1 − T2 ) (3.20)

5. Convolution with an Impulse

x(t) ∗ δ(t) = x(t) (3.21)

By definition of convolution
Z ∞
x(t) ∗ δ(t) = x(τ )δ(t − τ )dτ (3.22)
−∞

Because δ(t−τ ) is an impulse located at τ = t and according to the sifting


property of the impulses, the integral in (3.22) is the value of x(τ ) at τ = t,
that is x(t).
6. The Width Property

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

If y(t) = x(t) ∗ h(t) then y(at) = |a|x(at) ∗ h(at)

This property of the convolution integral has no counterpart for the con-
volution sum.

The Graphical procedure


The steps in evaluating the convolution integral are parallel to thoses followed
in evaluating the convolution sum. If y(t) is the convolution of x(t) and h(t),
then Z ∞
y(t) = x(τ )h(t − τ )dτ (3.23)
−∞

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)

Figure 3.29: CT signals to be convolved

• (Step 3) Identify the regions of interest to evaluate the convolution inte-


gral, taking particular care to the limits of the convolution integral.
I. (Region I) Figure 3.29 shows that for t + 5 < 4 =⇒ t < −1, h(t − τ )
does not overlap x(τ ), and the product x(τ )h(t − τ ) = 0, so that
y(t) = 0 for t < −1.
3.4. THE CONVOLUTION INTEGRAL 63

II. (Region 2) The region of interest here could be defined as follows:

t + 5 ≥ 4 =⇒ t ≥ −1
t + 4 < 4 =⇒ t < 0
=⇒ −1 ≤ t < 0

as clearly illustrated in Figure 3.30. Here, x(τ ) and h(t−τ ) do overlap


and the product is nonzero only over the interval 4 ≤ τ ≤ t+5 (shaded
area). Next, we find the area under the product of the two functions
(Figure 3.30). Therefore,
Z t+5 t+5

y(t) = 2 dτ = 2τ = 2[(t + 5) − 4]
|4 {z } 4
Area
= 2t + 2, −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

Figure 3.30: Convolution of x(t) and h(t).

• (Step 4) We keep right shifting h(−τ ) to obtain h(t − τ ) to cover all


regions of interest. The next interesting range is:

III. (Region 3) defined as follows:

t + 4 ≥ 4 =⇒ t ≥ 0
t + 5 < 6 =⇒ t < 1
=⇒ 0 ≤ t < 1

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 ≤ t + 5
64 CHAPTER 3. DESCRIPTION OF SYSTEMS

x(τ )

τ
4 6
h(t − τ )

τ
t+4 t+5

2 Area = 2[(t + 5) − (t + 4)] = 2


product:
τ
t+4 t+5

Figure 3.31: Convolution of x(t) and h(t).

(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

2 Area = 2[(6) − (t + 4)] = 4 − 2t


product:
τ
t+4 6

Figure 3.32: Convolution of x(t) and h(t).

V. (Region 5) It is clear for t + 4 ≥ 6 =⇒ t ≥ 2, x(τ ) will not overlap


h(t − τ ) which implies y(t) = 0 for t ≥ 2.
• (Step 5) We assemble all the regions together, therefore the result of the
convolution is (Figure 3.33),



 0, t < −1
2t + 2, −1 ≤ t < 0




y(t) = 2, 0≤t<1

4 − 2t, 1≤t<2





0, t≥2 

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)

This check also applies to DT convolution,



X ∞
X ∞
X
y[n] = x[m] h[n − m]
n=−∞ m=−∞ n=−∞

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)

Figure 3.34: CT signals to be convolved

• (Step 3) Identify the regions of interest to evaluate the convolution inte-


gral, taking particular care to the limits of the convolution integral.
3.4. THE CONVOLUTION INTEGRAL 67

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

as clearly illustrated in Figure 3.35. Here, h(τ ) and x(t−τ ) do overlap


and the product is nonzero only over the interval 0 ≤ τ ≤ t+3 (shaded
area). Next, we find the area under the product of the two functions
(Figure 3.35). Therefore,
Z t+3 t+3
−τ −τ
= −[e−(t+3) − 1]

y(t) = e dτ = −e
|0 {z } 0
Area
−(t+3)
=1−e , −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

Figure 3.35: Convolution of x(t) and h(t).

• (Step 4) We keep right shifting x(−τ ) to obtain x(t − τ ) to cover all


regions of interest. The next and final interesting range is:

III. (Region 3) defined as follows: t ≥ 0 as illustrated in Figure 3.36.


Here, x(τ ) and h(t − τ ) do overlap and the product is nonzero only
68 CHAPTER 3. DESCRIPTION OF SYSTEMS

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

Figure 3.36: Convolution of x(t) and h(t).

over the interval t ≤ τ ≤ t + 3 (shaded area). Next, we find the area


under the product of the two functions (Figure 3.36). Therefore,
Z t+3 t+3
−τ −τ
= −[e−(t+3) − e−t ]

y(t) = e dτ = −e
|t {z } t
Area
−t −3 −t
=e −e e , t≥0

• (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 

3.5 Properties of LTI Systems


In Section 3.2, several properties of CT systems are defined. In this section,
we investigate these properties as related to the impulse response. The impulse
response of an LTI system represents a complete description of the character-
istics of the system. Hence, all properties of a system can be determined from
h(t).
3.5. PROPERTIES OF LTI SYSTEMS 69

y(t)

1 − e−3

t
-3 0
Figure 3.37: Convolution of x(t) and h(t).

Memoryless LTI Systems


In section 3.2.1 we defined a system to be memoryless if its output at any instant
in time depends only on the values of the input at the same instant in time.
There we saw the input output relation of a memoryless LTI system is

y(t) = Kx(t) (3.24)

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.

Invertible LTI Systems


Recall that a system is invertible only if there exists an inverse system which
enables the reconstruction of the input given the output. If hinv (t) represents
the impulse response of the inverse system, then in terms of the convolution
integral we must therefore have

y(t) = x(t) ∗ h(t) ∗ hinv (t) = x(t)

this is only possible if

h(t) ∗ hinv (t) = hinv (t) ∗ h(t) = δ(t)

Causal LTI Systems


A CT LTI system is causal if the current value of the output depends on only
the current and past values of the input. Because the unit impulse function δ(t)
occurs at t = 0, the impulse response h(t) of a causal system must be zero for
t < 0. The convolution integral of a LTI system can be expressed as,
Z ∞
y(t) = x(τ )h(t − τ )dτ
−∞

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

Stable LTI Systems


A CT system is stable if and only if every bounded input produces a bounded
output. Consider a bounded input x(t) such that |x(t)| < B for all t. Suppose
that this input is applied to an LTI system with impulse response h(t). Then
Z ∞

|y(t)| = h(τ )x(t − τ )dτ
−∞
Z ∞
≤ |h(τ )| |x(t − τ )| dτ
−∞
Z ∞
≤B |h(τ )| dτ
−∞

Therefore, because B is finite, y(t) is bounded, hence, the system is stable if


Z ∞
|h(τ )| dτ < ∞ (3.25)
−∞

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

Figure 4.1: The concept of representing a periodic signal as a linear combination of


sinusoids

71
72 CHAPTER 4. THE FOURIER SERIES

series representation of a signal, the higher frequency components of sinusoids


have frequencies that are integer multiplies of the fundamental frequency. This
is called the harmonic number, for example, the function cos(kω0 t) is the k th
harmonic cosine, and its frequency is kω0 rad/sec. or kf in Hertz. The idea of
the Fourier series demonstrated in Figure 4.1 uses a constant, sines and cosines
to represent the original function, thus called the trigonometric Fourier series.
Another form of the Fourier series is the complex form, here the original peri-
odic function is represented as a combination of harmonically related complex
exponentials. A set of harmonically related complex exponentials form an or-
thogonal basis by which periodic signals can be represented, a concept explored
next.

4.1 Orthogonal Representations of Signals


In this section we show a way of representing a signal as a sum of orthogonal
signals, such representation simplifies calculations involving signals. We can
visualize the signal as a vector in an orthogonal coordinate system, with the
orthogonal waveforms being the unit coordinates. Let us begin with some basic
vector concepts and then apply these concepts to signals.

4.1.1 Orthogonal Vector Space


Vectors, functions and matrices can be expressed in more than one set of coordi-
nates, which we usually call a vector space. A three dimensional Cartesian is an
example of a vector space denoted by R3 , as illustrated in Figure 4.2. The three
axes of three-dimensional Cartesian coordinates, conventionally denoted the x,
y, and z axes form the basis of the vector space R3 . A very natural and simple
basis is simply the vectors x1 = (1, 0, 0), x2 = (0, 1, 0) and x3 = (0, 0, 1). Any
vector in R3 can be written in terms of this basis. A vector v = (a, b, c) in R3 for
example can be written uniquely as the linear combination v = a x1 + b x2 + c x3
and a, b, c are simply called the coefficients. We can obtain the coefficients with
respect to the basis using the inner product, for vectors this is simply the dot
product

Figure 4.2: Representation of a vector in three-dimensional space.


Bibliography

[1] Roberts, M. J., Signals and Systems: Analysis using Transform Meth-
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.

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