Signals and Systems

Electronics and Telecommunications

Faculty
Communications Department
Instructor: Lecturer Dr. Eng. Corina Nafornita
1

COURSE OBJECTIVES
This course is frequently found in electrical
engineering curricula, the concepts and
techniques that form the core of the subject are
of fundamental importance in all engineering
disciplines. Our approach has been guided by
the continuing developments in technologies for
signal and system design and implementation,
which made it increasingly important for a
student to have equal familiarity with
techniques suitable for analyzing and
synthesizing both continuous-time and discretetime systems.
2

COURSE TOPICS
Signals and systems: Continuous-Time

and Discrete-Time Signals;

Exponential and Sinusoidal Signals; Continuous-Time and Discrete-Time Systems;
Basic System Properties.

Linear time-invariant systems: Discrete-Time LTI Systems: The

Convolution Sum; Continuous-Time LTI Systems: The Convolution Integral;
Properties of Linear Time-Invariant Systems; Singularity Functions.

Fourier Series Representation: The Response of LTI Systems to

Complex Exponentials; Fourier Series Representation of Continuous-Time and
Discrete-Time Periodic Signals.

The Continuous-Time Fourier Transform: Representation of

Aperiodic Signals: The Continuous-Time Fourier Transform; Properties of the
Continuous-Time Fourier Transform, Systems Characterized by Linear ConstantCoefficient Differential Equations.

The Discrete-Time Fourier Transform: Representation of

Discrete-Time Aperiodic Signals: The Discrete-Time Fourier Transform; Properties
of the Discrete-Time Fourier Transform; Duality; Systems Characterized by Linear
Constant-Coefficient Difference Equations

TEXTBOOKS/REFERENCES
1. Corina Nafornita, Signals and Systems, vol. 1, Politehnica Publishing House,
2009, ISBN 978-606-554-013-2 (978-606-554-014-9 vol I),
Table of contents
http://shannon.etc.upt.ro/teaching/ss-pi/Signals_Systems_TOC.pdf
2. Alan V. Oppenheim, Alan S. Willsky with S. Hamid Nawab, Signals & Systems,
Second Edition, Prentice Hall, Upper Saddle River, New Jersey, 1997.
3. Simon Haykin, Barry Van Veen, Signals and Systems, 2nd edition, John Wiley
& Sons, 2003

WEBPAGE
http://shannon.etc.upt.ro/teaching/ss-pi/

CONTACT
corina.nafornita [at] gmail [dot] com

Signals
Signal - A time-variable phenomenon that carries
an information.
Signal types:
Biological, acoustical, chemical, optical,
electronic,

a)

b)

An electrocardiogram.
A voice signal.
6

Images.
7

Mathematical model
function having as independent variable the time

x ( t ) = 10 sin 2 103 t

[V]

Discrete-time signals
Sampling x(t) with step Ts=0,05 ms

x ( t ) = x ( nTs ) = 10 sin 2 103 0 ,05 103 n =

= 10 sin 0 ,1 n

[V]

n]

n=t/Ts discrete time

x [ n ] = x ( nTs ) n ]
9

Sampling.
10

Some important signals used in

electrical engineering
i)

Sinusoidal signal
x ( t ) = Acos ( 0t + ) ; A, 0 = 2f 0 , T0 ,

The sinusoidal signal is periodic

x ( t + T0 ) = x ( t ) , x ( t + nT0 ) = x ( t ) , t and n ]
Acos 0 ( t + T0 ) + = Acos ( 0t + ) , t

cos [ 0t + + 0T0 ] = cos ( 0t + ) , t

0T0 = 2; T0 =

1 2
=
f0 0

11

ii) Sinusoidal discrete-time signal

x [ n] = A cos ( 0Ts n + )

[0Ts ] = [0 ][Ts ] =

rad
s = rad
s

f
0 = 0Ts = 2 0 - discrete frequency
fs
x [ n] = A cos ( 0 n + )

cos ( 0 + 2 ) n + = cos ( 0 n + )

12

Discrete frequency for x [ n] = cos 0n

13

Confusion due to sampling

0 = 0;

xk ( t ) = Acos k

2
t; k = 0 ,1,...
Ts

14

0 = ;

xk ( t ) = A cos ( 2k + 1)

t ; k = 0,1,...
Ts

15

Periodicity of the d.t. sine wave,

period N
Acos 0 ( n + N ) + = Acos ( 0 n + ) ,
N =k

Example

n, 0 N = k 2

`
_ (rational number)
0
0
0 =

4
7
27
7

= N =k
=k
7
0 4
4
2

minimum k for which N is integer : k=2 N=7

4

x [ n ] = Acos n +
7

The signal x [ n] = Acos ( 2n + ) is not periodic.

16

iii) Continuous-time unit step

signal
1, t 0
(t ) =
0 , t < 0

This is only a model. It can not be generated in

practice.
17

iv)Discrete-time unit step signal

1, n 0
[ n ] = ( nTs ) =
0 , n < 0

18

v)Continuous-time unit impulse.

Dirac impulse
k 0

f k ( t ) dt = 1

, t = 0
lim f k ( t ) =
k
0, t 0

k 0

, t = 0
(t ) =
0, t 0

( t ) dt = 1

19

A remarkable property
( t ) fk ( t ) ( 0 ) fk ( t )
lim ( t ) f k ( t ) = ( 0 ) lim f k ( t )
k 0

k 0

( t ) ( t ) = ( 0) (t )

( t ) ( t ) dt = ( 0 ) ( t ) dt =

= ( 0 ) ( t ) dt = ( 0 ) 1 = ( 0 )

The filtering property of the Dirac impulse

( t ) ( t ) dt = ( 0 )

20

10

Unit impulse and unit step

connection
lim g k ( t ) = ( t )

k 0

g'k ( t ) = f k ( t )
lim g'k ( t ) = lim f k ( t ) = ( t )

k 0

k 0

'

lim g k ( t ) = ( t )
k 0

' ( t ) = ( t )

21

' ( t ) = ( t )

1, t > 0

( )d = 0, t < 0

( )d = ( t )

22

11

vi) Discrete-time unit impulse

1, n = 0
[ n] =
0 , n 0

23

Discrete-time unit impulse and unit

step connection
n

[ k ] = [ n]

k =

[ n ] [ n 1] = [ n ]

n 1

n 1

[ k ] = [ n 1] ; [ k ] [ k ] = [ n] - [ n 1]

k =
n 1

k =
n 1

k =

[ k ] + [ n] [ k ] = [ n ] - [ n 1]

k =

k =

24

12

Other properties of the discretetime unit impulse

x [ n ] [ n ] = x [ 0] [ n ]

x [ k ] [ n k ] = ... + x [ 2] [ n + 2] + x [ 1] [ n + 1] + x [ 0] [ n ] +

k =

+ x [1] [ n 1] + ... + x [ n 1] n ( n 1) + x [ n ] [ n n ] + x [ n + 1] n ( n + 1) + ...

x [ n] = x [ k ] [ n k ]
k =

25

26

13

vii) Continuous-time ramp signal

t
d = t, t 0
r ( t ) = ( )d = 0

t<0
0,
t

t, t 0
= t ( t )
r (t ) =
0 , t < 0

27

viii) Discrete-time ramp signal

n 1
1 = n, n 1
r [ n] = [ k ] = k = 0
k =
0,
n <1

n 1

n, n 0
r [ n] =
= n [ n ]
0, n < 0

28

14

ix) Continuous-time exponential

signal
x ( t ) = eat , a \, e ~ 2.7182

a > 0 ; lim eat = 0 ; lim eat = ; e0 = 1

t

a<0;

lim e

at

= ; lim eat = 0 ; e0 = 1
t

29

Causal exponential
eat , t 0
x ( t ) = eat ( t ) =
;a<0
0 , t < 0

30

15

x)Discrete-time exponential signal

( )

x [ n ] = ebnTs = ebTs

; ebTs = a x [ n ] = a n , a \

0<a<1

a>1

Homework: sketch
the signal for a<-1

-1<a<0

31

Discrete-time causal exponential

a n , n 0
x [ n] = a n [ n] =
0 , n < 0

32

16

xi) Oscillation with exponential

envelope in continuous-time
x ( t ) = eat sin 0t

sin 0tk = 1; tk =

2
+k
;
20
0

sin 0tl = 1; tl =

2
;
+k
20
0

x ( tk ) = e

atk

x ( tl ) = e

atl

33

Causal case
eat sin t, t 0
0
x ( t ) = eat sin 0t ( t ) =
t<0
0,

34

17

xii) Oscillation with exponential

envelope in discrete-time
x [ n ] = a n cos 0 n

Exercise:
Draw the waveform
of this signal for the
case a>1.

35

1.3. Complex signals. Phasors.

e j = cos + j sin ; e j = cos j sin
e j + e j
cos =
2

e j e j
sin =
2j

cos = Re e j

sin = Im e j

{ }

{ }

36

18

i) Relation between real sinusoidal

signal and complex exponential

j t +
Re Ae ( 0 ) = A cos ( 0t + ) ;

{(

Re Ae j e j0t = A cos ( 0t + ) ;

A \+
A \+

e j0t - oscillatory part

Ae j - complex amplitude
A = Ae j ^

 j0t
A cos ( 0t + ) = Re Ae

 j0t - phasor that rotates with the angular velocity

Ae
0

37

=0
.

 j0t for =0. The mobile extremity

Evolution in time of the phasor Ae
of the phasor describes a cylindrical helix of radius A.

38

19

The negative frequency

39

ii) Relation between real oscillation

with exponential envelope and
complex exponential

x ( t ) = Ae0t cos ( 0t + ) ,
A ( t ) = Ae je0t

0 \

Re A ( t ) e j0t = Re Ae0t e je j0t = Ae0t cos ( 0t + )

A ( t )

complex envelope of the signal x ( t )

The vector that rotates with the angular velocity 0

describes a spiral.
40

20

iii) Sampling (discrete-time case)

x [ n ] = Ae0Ts n cos ( 0Ts n + ) = Aa n cos ( 0 n + )
j n + )
Aa n e ( 0
associated phasor; A [ n ] = Aa n e j complex envelope

} {

j n + )
x [ n ] = Re Aa n e ( 0
= Re A [ n ] e j0 n

0 = 0 : complex envelope constant A [ n ] = Ae j

the vector rotating with angular velocity 0 - constant magnitude
= 0 : A cos 0 n =

A j 0 n A j 0 n
e
+ e
"negative frequency"
2
2

41

1.4. Simple signal transformations

i)Weighting- amplification or attenuation of signal

42

21

ii) Time shifting

x ( t t0 ) shifted to the right if t0 > 0

x [ n n0 ] shifted to the right if n0 > 0

to the left if t0 < 0

to the left if n0 < 0

43


x ( t ) = x ( t )

iii) Time reversal


x [ n] = x [ n]

44

22

iv) Time scaling

compresses or dilates the signal by multiplying the time variable by a constant

y ( t ) = x ( at ) , a \

45

v) Discrete-time scaling
n
, if k divides n
x
x( k ) [ n ] = k
0,
otherwise

46

23

vi) Simple
transformations
x ( t )
2 x ( 2t 2 )

47

Even and odd parts of a real signal

x ( t ) = xe ( t ) + xo ( t ) ; xe ( t ) =
xe ( t ) = xe ( t )
x [ n ] = xe [ n ] + xo [ n ]

x ( t ) + x ( t )
x ( t ) x ( t )
; xo ( t ) =
2
2
xo ( t ) = xo ( t )
;

xe [ n ] =

x [ n] + x [ n ]
2

; xo [ n ] =

x [ n ] x [ n]
2

48

24

Energy and Power

Energy W =

x (t )

dt < for complex signal

Discrete-time: W =

x [n]

<

n =

Continuous-time finite energy signals - square integrable functions (space L2 )

x (t )

dt < x ( t ) L2

Discrete-time finite energy signals - square summable functions (space l 2 )

n =

x[n] < x [ n ] l 2
2

49

1 Causal decreasing exponential

x ( t ) = e t ( t )

W = e
0

2t

2t

e
dt =
2

1 e 1
=
=
2
2

50

25

2 Causal oscillation with exponential

envelope
x ( t ) = et sin 0t ( t )

W = e2t sin 2 0tdt = e2t

W=

02
1
1

=
4 4 1 + 2
4 1 + 02
0

) (

1 cos 20t
1
1
dt = e2t dt e2t cos 20tdt
2
20
20

fast oscillations (0 large), approximation

1
W
4
half of the energy for the case when there are no oscillations
51

3- Discrete-time causal exponential

signal
x [ n] = a n [ n] , a < 1

W = a
n =0

2n

1
1 a

1 + a + a 2 + ... + a n + ... =

1
,
1 a

a <1

52

26

4- Sine wave
Periodic signal x ( t ) = A sin 0t
average energy computed over one period T0
T0

WT0 = A2 sin 2 0tdt =

0

A2
2

T0

(1 cos 2 t ) dt =
0

A2
T0
2

53

5 Unit step signal

x [ n] = [ n]

W = 12 = lim 1 = lim ( N + 1) =
n=0

n=0

54

27

Power
Average power of the signal P : average flux of
energy, ratio of signal energy and time interval when
that energy was developed.
infinite duration signals:

1
2
x ( t ) dt

P = lim

N
1
2
x [ n]
N 2 N + 1 n = N

P = lim

55

Energy and average power, finite duration signals

Discrete-time signals

Continuous-time signals,
support [t1,t2]
t2

support {N1, N1+1,,N2}

N2

W = x ( t ) dt

W = x [ n]

n = N1

t1
t

1 2
W
2
P=
=
x ( t ) dt

t2 t1 t2 t1 t
1

P=

N2
1
W
2
=
x [ n]
N 2 N1 + 1 N 2 N1 + 1 n = N1

56

28

Periodic signals
average power is computed over one period:
P=

1
2
x
t
dt
(
)

T0 T0

P=

1
2
x [ n]
N n N

57

6-Sine wave, average power

Sinusoidal Signal
1 2 2
A2 1 cos 20t
P = lim
dt =
A sin 0tdt = lim 2
2
2

2
2
2
2
2
2
sin

t
A
A
0
= A A lim sin 20 = A
= lim
2

2
4
20
4 20
2
4

58

29

1.7. Distributions
function

distribution

operator

59

Example of Distribution: The Dirac Impulse

(t ) : (t ) ( 0)

( t t0 ) : ( t ) ( t0 )
(t) associates to any test function (t), its value from origin, (0)
(t-t0) associates to any test function (t), its value from t0, (t0)

f distribution. The test function and a number

(scalar product between f and ) are associated

( t )
( t ) f ( t ) dt
f

f : ( t )
f (t ) , (t ) =

( t ) f ( t ) dt

60

30

The Derivative of a Distribution

f ' ( t ) , ( t ) = ' ( t ) f ( t ) dt = f ( t ) , ' ( t )

' ( t ) , ( t ) = ( t ) , ' ( t ) = ' ( 0 )

'

( t ) ' ( 0 )

(t )
the
negative value of its first derivative computed in zero

' ( t ) associates to the test function

61

Unit Step Distribution

( t )

( t )
( t ) dt
0

( t )

( t ) ( t ) , ( t ) = ( t ) dt = ( t ) = ( 0 ) ( )
0
0

( t )

( t ) ( 0 )

( t ) = ( t )

i) Functions are useful for modeling signals,

ii) Distributions are useful for modeling some signals and processes
like sampling,
iii) Operators are useful for modeling signal processing systems.
62

31

Systems
Their mathematical model is the operator.
d
dt

: x ( t ) x' ( t )
t

: x ( t ) x ( )d
-

63

2.1. Systems

Au > 10000
u2
= Au ;
VS
u
u
VS = 2 < 2
Au 10000
u2 < 5V ;
VS < 500 V ;
VS = 0
V
ii = S
Rin

Rin = 100 k ;
ii <

500 V
= 5 nA
100 k 64

32

Digital system

moving average filter (running averager).

65

Simulated analog system

x ( nTs ) qx [ n]
converter on 10 bits (1024
quantization levels)
domain of the input voltage 10V
10V
10mV
1024
Max quantization error 5mV
q

66

33

Mathematical model

y ( t ) = S { x ( t )}

S
or x ( t )
y (t )

y [ n ] = S d { x [ n ]}

d
or x [ n ]
y [ n]

67

2.2. Linear systems

S {a1x1 ( t ) + a2 x2 ( t )} = a1S { x1 ( t )} + a2 S { x2 ( t )}

Sd {a1x1 [ n ] + a2 x2 [ n ]} = a1Sd { x1 [ n ]} + a2 Sd { x2 [ n ]}

Superposition principle

68

34

Homogeneity
S d {ax [ n ]} = aS d { x [ n ]}
S {ax ( t )} = aS { x ( t )}

69

Incremental linear systems

Homogeneity, a = 0: S {0 x ( t )} = 0 S { x ( t )} = 0
Systems with increments of the output, proportional with
the increments of the input, not homogeneous linear
system; at the output the zero-input response y0 is added.

70

35

Additivity
The linear system response
at the sum of two input
signals equals the sum of
responses at each signal.
x1 ( t ) + x2 ( t )
y1 ( t ) + y2 ( t )

71

2.3. Time invariant systems

S { x ( t )} = y ( t )

S { x ( t t0 )} = y ( t t0 )

S d { x [ n ]} = y [ n ]

S d { x [ n n0 ]} = y [ n n0 ]

72

36

Stability

a) Stable equilibrium: the

impulse applied to the
ball creates attenuated
oscillations of its
position.

b) Neutrally stable
equilibrium: the
impulse applied to
the ball modifies the
equilibrium position.

c) Unstable
equilibrium: the
impulse applied to
the ball produces
loss of equilibrium

73

Causality
Between the output and input of the system : relation of the type cause-effect
The effect does not appear before the cause.

74

37

75

2.6. Systems described by linear constant-coefficients

differential equations and difference equations

First order linear system.

Second order linear system.

Homework: Prove the linearity of these systems.

76

38

General form of the linear constantcoefficients differential equation that

describes an Nth order system
d k y (t ) M
d k x (t )
=
, aN 0 (at least)
b

k
dt k
dt k
k =0
k =0
The initial conditions should be null if the system is linear:
N

ak

y ( t0 ) =

dy ( t )
d 2 y (t )
d N 1 y ( t )
=
=
...
=
=0
dt t =t
dt 2 t =t
dt N 1 t =t
0

if the input signal is applied at the moment of time t0

x ( t ) 0 for t < t0
77

Digital case - first order system

dy ( t )
+ y ( t ) = x ( t ) - equivalent digital system?
dt
dy ( t )
+ y ( nTs ) = x ( nTs )
RC
dt t =nT
RC

dy ( t )
y ( nTs ) y ( nTs Ts ) y [ n ] y [ n 1]

=
dt t =nT
Ts
Ts
s

RC
RC
+ 1 y [ n ]
y [ n 1] = x [ n ]

T
T
s
s

linear constant-coefficients difference equation, obtained by the

approximation of the differential equation

78

39

 the slope of the secant line is a good

approximation for the slope of the tangent
line for a small sampling step - Ts
79

Digital case - second order system

LC

d 2 y (t )
dt

d 2 y (t )
dt

t = nTs

+ RC

t = nTs

d dy ( t )

dt dt

t = nTs

dy ( t )
+ y ( nTs ) = x ( nTs )
dt t = nT
s

dy ( t )
dy ( t )

dt t = nT
dt t = nT T
s
s
s

Ts

y [ n ] y [ n 1] y [ n 1] y [ n 2]

y [ n ] 2 y [ n 1] + y [ n 2]
Ts
Ts
=
=
Ts
Ts2

LC RC
2 LC RC
LC
+ 1 y [ n ]
+
2 +
y [ n 1] + 2 y [ n 2] = x [ n ]
2
T

T
Ts
Ts
Ts
s

s
linear constant-coefficients difference equation, obtained by the
approximation of the differential equation

80

40

General form of the linear constantcoefficients difference equation that

describes an Nth order system
N

A y [n k ] = B x [n k ],
k

k =0

AN 0 (at least)

k =0

81

2.7. Some examples of systems

i) Proportional ideal system

y ( t ) = ax ( t ) , a \

y [ n] = ax [ n] , a \

memoryless system: the output signal at each time depends

only on the input signal at the same value of the time, and it
doesnt depend on previous values.

82

41

ii) Ideal differentiator system

y (t ) =

dx ( t )
dt

y [ n] =

1
( x [ n] x [ n 1])
Ts

system that implements the approximation of the derivative for the digital case83

iii) Ideal integrator system

t

y ( t ) = x ( )d

n 1

k =

k =

y [ n] = x [ k ] = x [ k ] + x [ n]
y [ n ] = y [ n 1] + x [ n ]

Continuous time

systems with memory :

Discrete time:
adder

digital adder

digital differentiator
84

42

2.8. Examples
1.Linear analog system with time-variable parameters
d 2 y (t )
dy ( t ) 2
+ 2t
+ t y (t ) = x (t )
2
dt

dt

a) Linearity
Additivity

y1 ( t )
x1 ( t )

d 2 y1 ( t )
dt

x2 ( t )
y2 ( t )
d

2
2

+ 2t

d 2 y2 ( t )
dt

dy1 ( t ) 2
+ t y1 ( t ) = x1 ( t )
dt

+ 2t

dy2 ( t ) 2
+ t y2 ( t ) = x2 ( t )
dt

d
2
y1 ( t ) + y2 ( t ) + 2t dt y1 ( t ) + y2 ( t ) + t y1 ( t ) + y2 ( t ) = x1 ( t ) + x2 ( t )

dt
x1 ( t ) + x2 ( t )
y1 ( t ) + y2 ( t )

85

Homogeneity

x ( t )
y (t )

d 2 y (t )
dt

+ 2t

dy ( t ) 2
+ t y (t ) = x (t )
dt

d2

d
ay ( t ) + 2t ay ( t ) + t 2 ay ( t ) = ax ( t ) ax ( t )
ay ( t )
dt
dt 2

b) Time shift invariance

x ( t )
y (t )
x ( t t0 )
y3 ( t )

d 2 y (t )
dt

+ 2t

d 2 y3 ( t )

time invariant system:

dt

dy ( t )

dt

+ t 2 y (t ) = x (t )

+ 2 ( t t0 )

d 2 y ( t t0 )
2

dt

+ 2t

dy3 ( t )
dt

dy ( t t0 )
dt

+ ( t t0 ) y3 ( t ) = x ( t t0 )
+ t 2 y ( t t0 ) = x ( t t0 )

y3 ( t ) y ( t t0 ) linear system, but not time-invariant

86

43

ii) The influence of null initial conditions

on linearity of analog systems
dy ( t )
+ 2 y (t ) = x (t )
dt
K cos 0t, t 0
x ( t ) = K cos 0t ( t ) =
0,
t<0

87

Particular solution - steady state

dy f ( t )
dt

+ 2 y f ( t ) = K cos 0t , t 0

y f (t ) =

K
4 + 02

cos ( 0t ) , t 0

Homogeneous solution transient state

dytr ( t )
+ 2 ytr ( t ) = 0 t \
dt
ytr ( t ) = Be 2t , t 0 and ytr ( t ) = Ce2t , t < 0
88

44

Final Solution
y ( t ) + y f ( t ) , t 0
y ( t ) = tr
t<0
ytr ( t ) ,
K

2 t
cos ( 0t ) e 2t cos , t 0
y0 e +
2
y (t ) =
4 + 0
y e 2 t ,
t<0
0
y ( t ) = y0 e 2t +

K
2
0

4+

cos ( 0t ) e 2t cos ( t ) t \

linear system
K = 0 : x ( t ) = 0
y ( t ) K =0 = y0e2t 0

y0 = 0 null initial value for linear system!

89

iii) Influence of the null initial conditions

on the linearity of digital systems
K cos 0 n , n 0
y [ n ] 0 ,5 y [ n 1] = x [ n ] x [ n ] = K cos 0 n [ n ] =
0,
n<0

Particular solution - steady state

y f [ n ] 0.5 y f [ n 1] = K cos 0 n = Re Ke j0 n , n 0
y f [ n ] = A cos ( 0 n )
A=

0.5sin 0
K
e j ; = arctg
1 0.5cos 0
1.25 cos 0

Homogeneous solution transient state

ytr [ n ] 0,5 ytr [ n 1] = 0 , n `
ytr [ n ] = B ( 0,5 )

, n 0 and ytr [ n ] = C ( 0,5 )

, n<0

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Final solution
K

n
B ( 0.5 ) + 1.25 cos cos ( 0 n ) , n 0
0
y [ n] =

n
n<0
C ( 0.5) ,
linear system null initial condition: y [ 1] = 0
y [ n] =

K
cos ( 0 n ) [ n ]
1.25 cos 0

N th order system, null initial condition is

y [ 1] = y [ 2] = ... = y [ N ] = 0

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