Department of Electrical Engineering

University of Arkansas

ELEG 3124 SYSTEMS AND SIGNALS

Lecture Notes

Dr. Jingxian Wu
[email protected]

This work is licensed under:

Attribution-NonCommercial-ShareAlike 4.0 International (CC BY-NC-SA 4.0)
 2
OUTLINE

• Chapter 1: Continuous-Time Signals ………………………. 3

• Chapter 2: Continuous-Time Systems ……………………… 45

• Chapter 3: Fourier Series ……………………………………. 84

• Chapter 4: Fourier Transform ……………………………… 122

• Chapter 5: Laplace Transform ……………………………… 170

• Chapter 6: Discrete-time Signals and Systems ……………… 222

 Department of Electrical Engineering
University of Arkansas

ELEG 3124 SYSTEMS AND SIGNALS

Ch. 1 Continuous-Time Signals

Dr. Jingxian Wu
[email protected]
 4
OUTLINE
• Introduction: what are signals and systems?

• Signals

• Classifications

• Basic Signal Operations

• Elementary Signals
INTRODUCTION
• Examples of signals and systems (Electrical Systems)
– Voltage divider
• Input signal: x = 5V
• Output signal: y = Vout Voltage divider
𝑅2
• The system output is a fraction of the input (𝑦 = 𝑅 𝑥)
1 +𝑅2

– Multimeter
• Input: the voltage across the battery
• Output: the voltage reading on the LCD display
• The system measures the voltage across two points
– Radio or cell phone multimeter

• Input: electromagnetic signals

• Output: audio signals
• The system receives electromagnetic signals and convert them to
audio signal
INTRODUCTION
• Examples of signals and systems (Biomedical Systems)
– Central nervous system (CNS)
• Input signal: a nerve at the finger tip senses the high
temperature, and sends a neural signal to the CNS
• Output signal: the CNS generates several output signals
to various muscles in the hand
• The system processes input neural signals, and generate
output neural signals based on the input
– Retina
• Input signal: light
• Output signal: neural signals
• Photosensitive cells called rods and cones in the retina convert
incident light energy into signals that are carried to the brain by the
optic nerve.

Retina
INTRODUCTION
• Examples of signals and systems (Biomedical Instrument)
– EEG (Electroencephalography) Sensors
• Input: brain signals
• Output: electrical signals
• Converts brain signal into electrical signals
EEG signal collection

– Magnetic Resonance Imaging (MRI)

• Input: when apply an oscillating magnetic field at a certain frequency,
the hydrogen atoms in the body will emit radio frequency signal,
which will be captured by the MRI machine
• Output: images of a certain part of the body
• Use strong magnetic fields and radio waves to form images of the
body.

MRI
INTRODUCTION
• Signals and Systems
– Even though the various signals and systems
could be quite different, they share some
common properties.
– In this course, we will study:
• How to represent signal and system?
• What are the properties of signals?
• What are the properties of systems?
• How to process signals with system?
– The theories can be applied to any general
signals and systems, be it electrical,
biomedical, mechanical, or economical, etc.
 9
OUTLINE
• Introduction: what are signals and systems?

• Signals

• Classifications

• Basic Signal Operations

• Elementary Signals
 10
SIGNALS AND CLASSIFICATIONS
• What is signal?
– Physical quantities that carry information and changes with respect to time.
– E.g. voice, television picture, telegraph.
• Electrical signal
– Carry information with electrical parameters (e.g. voltage, current)
– All signals can be converted to electrical signals
• Speech → Microphone → Electrical Signal → Speaker → Speech

audio signal

– Signals changes with respect to time

 11
SIGNALS AND CLASSIFICATIONS
• Mathematical representation of signal:
– Signals can be represented as a function of time t
s(t ), t1  t  t2

– Support of signal: t1  t  t2
– E.g. s1 (t ) = sin( 2t ) −   t  +
– E.g.
s2 (t ) = sin( 2t ) 0t 
• s1 (t ) and s2 (t ) are two different signals!

– The mathematical representation of signal contains two components:

• The expression: s(t )
• The support: t1  t  t2
– The support can be skipped if −   t  +
– E.g. s1 (t ) = sin( 2t )
 12
SIGNALS AND CLASSIFICATIONS
• Classification of signals: signals can be classified as
– Continuous-time signal v.s. discrete-time signal
– Analog signal v.s. digital signal
– Finite support v.s. infinite support
– Even signal v.s. odd signal
– Periodic signal v.s. Aperiodic signal
– Power signal v.s. Energy signal
– ……
 13
OUTLINE
• Introduction: what are signals and systems?

• Signals

• Classifications

• Basic Signal Operations

• Elementary Signals
 14
SIGNALS: CONTINUOUS-TIME V.S. DISCRETE-TIME

• Continuous-time signal
– If the signal is defined over continuous-time, then the signal is a
continuous-time signal
• E.g. sinusoidal signal s(t ) = sin( 4t )
• E.g. voice signal
• E.g. Rectangular pulse function p( t )

A
 A, 0  t  1
p( t ) = 
 0, otherwise
0 1 t
Rectangular pulse function
 15
SIGNALS: CONTINUOUS-TIME V.S. DISCRETE-TIME

• Discrete-time signal
– If the time t can only take discrete values, such as,
t = kTs k = 0,1,2,
then the signal s(t ) = s(kTs ) is a discrete-time signal
– E.g. the monthly average precipitation at Fayetteville, AR (weather.com)

Ts = 1 month
k = 1, 2, , 12

Monthly average precipitation

– What is the value of s(t) at (k −1)Ts  t  kTs ?

• Discrete-time signals are undefined at t  kTs !!!
• Usually represented as s(k)
 16
SIGNALS: ANALOG V.S. DIGITAL

• Analog v.s. digital

– Continuous-time signal
• continuous-time, continuous amplitude→ analog signal
– Example: speech signal

• Continuous-time, discrete amplitude 2

3
2
1 1
– Example: traffic light 0 0

– Discrete-time signal 3
• Discrete-time, discrete-amplitude → digital signal 2 2
1 1
– Example: Telegraph, text, roll a dice 0 0

• Discrete-time, continuous-amplitude
– Example: samples of analog signal,
average monthly temperature
Different types of signals
 17
SIGNALS: EVEN V.S. ODD

• Even v.s. odd

– x(t) is an even signal if: x(t ) = x( −t )
• E.g. x(t ) = cos(2t )
– x(t) is an odd signal if: x( −t ) = − x(t )
• E.g. x(t ) = sin( 2t )
– Some signals are neither even, nor odd
• E.g. x (t ) = et x(t ) = cos(2t ), t  0
– Any signal can be decomposed as the sum of an even signal and odd
signal
y(t ) = ye (t ) + yo (t )
even odd

• proof
SIGNALS: EVEN V.S. ODD
• Example
– Find the even and odd decomposition of the following signal

x (t ) = et
 19
SIGNALS: EVEN V.S. ODD

• Example
– Find the even and odd decomposition of the following signal
2 sin( 4t ), t0
x (t ) = 
 0 otherwise
 20
SIGNALS: PERIODIC V.S. APERIODIC

• Periodic signal v.s. aperiodic signal

– An analog signal is periodic if
• There is a positive real value T such that s(t ) = s(t + nT )
• It is defined for all possible values of t, −   t   (why?)

– Fundamental period T0 : the smallest positive integer T0 that satisfies

s (t ) = s (t + nT0 )

• E.g. T1 = 2T0
s(t + nT1 ) = s(t + 2nT0 ) = s(t )
– So T1 is a period of s(t), but it is not the fundamental period of
s(t)
 21
SIGNALS: PERIODIC V.S. APERIODIC

• Example
– Find the period of s(t ) = Acos(0t +  ) −t  

– Amplitude: A
– Angular frequency:  0
– Initial phase: 
– Period: T0 =
– Linear frequency: f 0 =
 22
SIGNALS: PERIODIC V.S. APERIODIC

• Complex exponential signal

– Euler formula: e jx = cos( x) + j sin( x)
– Complex exponential signal

e j0t = cos(0t ) + j sin( 0t )

2
– Complex exponential signal is periodic with period T0 =
0
• Proof:

Complex exponential signal has same period as sinusoidal signal!

 23
SIGNALS: PERIODIC V.S. APERIODIC

• The sum of two periodic signals

– x(t) has a period T1
– y(t) has a period T2
– Define z(t) = a x(t) + b y(t)
– Is z(t) periodic?
z(t + T ) = ax(t + T ) + by(t + T )
• In order to have x(t)=x(t+T), T must satisfy T = kT1
• In order to have y(t)=y(t+T), T must satisfy T = lT
2
• Therefore, if T = kT = lT
1 2
z (t + T ) = ax(t + kT1 ) + by(t + lT2 ) = ax(t ) + by(t ) = z (t )

• The sum of two periodic signals is periodic if and only if the ratio of
the two periods can be expressed as a rational number.
T1 l
=
T2 k
• The period of the sum signal is T = kT1 = lT2
 24
SIGNALS: PERIODIC V.S. APERIODIC

• Example
 2 2
x (t ) = sin( t) y (t ) = exp( j t) z (t ) = exp( j t )
3 9 9
– Find the period of x(t ), y(t ), z (t )
– Is 2 x(t ) − 3 y(t )periodic? If periodic, what is the period?
– Is x(t ) + z(t ) periodic? If periodic, what is the period?
– Is y(t ) z(t ) periodic? If periodic, what is the period?

• Aperiodic signal: any signal that is not periodic.

 25
SINGALS: ENERGY V.S. POWER
• Signal energy
– Assume x(t) represents voltage across a resistor with resistance R.
– Current (Ohm’s law): i(t) = x(t)/R
– Instantaneous power: p (t ) = x 2 (t ) / R
Signal power: the power of signal measured at R = 1 Ohm: p(t ) = x (t )
2
–

– Signal energy at: [tn , tn + t ] p(t )

En  p(tn )t p (t n )

– Total energy t
+
E = lim
t →0
 p(t
n
n )t = 
−
p(t )dt
tn t
+
E =  x(t ) dt
2 Instantaneous power
−

– Review: integration over a signal gives the area under the signal.
 26
SINGALS: ENERGY V.S. POWER
• Energy of signal x(t) over t [−,+]

E =  x(t ) dt
2
−

– If 0  E  , then x(t) is called an energy signal.

• Average power of signal x(t)

1 T
P = lim 
2
x (t ) dt
T →  2T −T

– If 0  P  , then x(t) is called a power signal.

• A signal can be an energy signal, or a power signal, or neither, but not both.
 27
SINGALS: ENERGY V.S. POWER
• Example 1: x(t ) = A exp( −t ) t0

• Example 2: x(t ) = Asin( 0t +  )

• Example 3: x(t ) = (1 + j )e jt 0  t  10

1 T
• P= 
All periodic signals are power signal with average power: 2
x (t ) dt
T 0
 28
OUTLINE
• Introduction: what are signals and systems?

• Signals

• Classifications

• Basic Signal Operations

• Elementary Signals
 29
OPERATIONS: SHIFTING
• Shifting operation
– x(t − t0 ) : shift the signal x(t) to the right by t0

Shifting to the right by two units

– Why right?
x(0) = A y(t ) = x(t − t0 ) y(t0 ) = x(t0 − t0 ) = x(0) = A
x(0) = y (t0 )
 30
OPERATIONS: SHIFTING
• Example
 t +1 −1  t  0
 1 0t 2

x(t ) = 
− t + 3 2  t  3
 0 o.w.

– Find x(t + 3)
 31
OPERATIONS: REFLECTION
• Reflection operation
– x(−t ) is obtained by reflecting x(t) w.r.t. the y-axis (t = 0)
x(t) x(-t)

2 2

1 1

t t
-2 -1 1 2 3 -3 -2 -1 1
-1 -1
Reflection
 32
OPERATIONS: REFLECTION
• Example:
t + 1 − 1  t  0

x(t ) =  1 0  t  2
 0
 o.w.
– Find x(3-t)

• The operations are always performed w.r.t. the time variable t directly!
 33
OPERATIONS: TIME-SCALING
• Time-scaling operation
– x(at ) is obtained by scaling the signal x(t) in time.
• a  1 , signal shrinks in time domain
• a  1 , signal expands in time domain
x(2t) x(t/2)
x(t)

2 2
2

1 1 1

t t t
-1 1 -1.5 -1 -0.5 0.5 1 1.5 -2 -1 1 2

Time scaling
 34
OPERATIONS: TIME-SCALING
• Example:  t +1 −1  t  0
 1 0t 2

x(t ) = 
− t + 3 2  t  3
 0 o.w.
– Find x(3t − 6)

x(at + b) 1. scale the signal by a: y(t) = x(at)

2. left shift the signal by b/a: z(t) = y(t+b/a) = x(a(t+b/a))=x(at+b)
• The operations are always performed w.r.t. the time variable t directly (be
careful about –t or at)!
 35
OUTLINE
• Signals

• Classifications

• Basic Signal Operations

• Elementary Signals
 36
ELEMENTARY SIGNALS: UNIT STEP FUNCTION

• Unit step function u(t)

1, t  0 1
u (t ) = 
0, t  0 t
1
Unit step function

• Example: rectangular pulse

 1  
 , − t u(t)
p ( t ) =   2 2

 0, otherwise 1/ Ã
Express p (t ) as a function of u(t)

t
- Ã /2 Ã /2
Rectangular pulse
 37
ELEMENTARY SIGNALS: RAMP FUNCTION
• The Ramp function r (t )

r (t ) = t  u(t )
0 t
Unit ramp function

– The Ramp function is obtained by integrating the unit step function u(t)
t

−
u (t )dt =
 38
ELEMENTARY SIGNALS: UNIT IMPULSE FUNCTION

• Unit impulse function (Dirac delta function)

 (0) =   (t )
 (t ) = 0, t  0
t 1, t  0
−
 (t )dt = 
0, t  0 0 t
Unit impulse function
– delta function can be viewed as the limit of the rectangular pulse
 (t ) = lim pΔ (t )
→0 u(t)

1/ Ã
– Relationship between  (t ) and u(t)

t
- Ã /2 Ã /2
t
  (t )dt = u(t ) du (t )
 (t ) =
Rectangular pulse
−
dt
 39
ELEMENTARY SIGNALS: UNIT IMPULSE FUNCTION

• Sampling property

x(t ) (t − t0 ) = x(t0 ) (t − t0 )
• Shifting property
+
−
x(t ) (t − t0 )dt = x(t0 )

– Proof:
 40
ELEMENTARY SIGNALS: UNIT IMPULSE FUNCTION

• Scaling property
1  b
 (at + b) =  t + 
|a|  a

– Proof:
 41
ELEMENTARY SIGNALS: UNIT IMPULSE FUNCTION

• Examples
4

−2
(t + t 2 ) (t − 3)dt =

1
 −2
(t + t 2 ) (t − 3)dt =

3

−2
exp(t − 1) (2t − 4)dt =
 42
ELEMENTARY SIGNALS: SAMPLING FUNCTION
sa(t)
• Sampling function

sin x
Sa ( x ) = t
x

Sampling function

– Sampling function can be viewed as scaled version of sinc(x)

sin x
Sinc ( x) = = sa (x) sinc(t)
x
1

t
-4 -3 -2 -1 1 2 3 4

Sinc function
 43
ELEMENTARY SIGNALS: COMPLEX EXPONENTIAL
• Complex exponential

x(t ) = e( r+ j0 )t
– Is it periodic?

• Example:
( −1+ j 2 ) t
– Use Matlab to plot the real part of x(t ) = e [u(t + 2) − u(t − 4)]
 44
SUMMARY
• Signals and Classifications
– Mathematical representation s (t ), t1  t  t2
– Continuous-time v.s. discrete-time
– Analog v.s. digital
– Odd v.s. even
– Periodic v.s. aperiodic
– Power v.s. energy
• Basic Signal Operations
– Time shifting
– reflection
– Time scaling
• Elementary Signals
– Unit step, unit impulse, ramp, sampling function, complex exponential
 Department of Electrical Engineering
University of Arkansas

ELEG 3124 SYSTEMS AND SIGNALS

Ch. 2 Continuous-Time Systems

Dr. Jingxian Wu
[email protected]
 46
OUTLINE
• Classifications of continuous-time system

• Linear time-invariant system (LTI)

• Properties of LTI system

• System described by differential equations

 47
CLASSIFICATIONS: SYSTEM DEFINITION
• What is system?
– A system is a process that transforms input signals into output signals
• Accept an input
• Process the input
• Send an output (also called: the response of the system to input)
– System examples:
• Radio: input: electrical signals from air, output: music
• Robot: input: electrical control signals, output: motion or action
• Continuous-time system
– A system in which continuous-time input signals are transformed to
continuous-time output signals
• Discrete-time system
– A system in which discrete-time input signals are transformed to discrete-time
output signals.
x(t ) y(t ) x(n) y (n)
continuous-time Discrete-time
System System
Continuous-time system discrete-time system
 48
CLASSIFICATIONS: SYSTEM DEFINITION
• Classifications
– Linear v.s. non-linear
– Time-invariant v.s. time-varying
– Dynamic v.s. static (memory v.s. memoryless)
– Causal v.s. non-causal
– Invertible v.s. non-invertible
– Stable v.s. non-stable
 49
CLASSIFICATIONS: LINEAR AND NON-LINEAR

• Linear system
– Let y1 (t )be the response of a system to an input x1 (t )
– Let y (t )be the response of a system to an input
2 x2 (t )
– The system is linear if the superposition principle is satisfied:
• 1. the response to is
x1 (t ) + x2 (t ) y1 (t ) + y2 (t )
• 2. the response to is
x1 (t ) y1 (t )

x1 (t ) + x2 (t ) y1 (t ) + y2 (t )

Linear
System
Linear system
• Non-linear system
– If the superposition principle is not satisfied, then the system is a
non-linear system
 50
CLASSIFICATIONS: LINEAR AND NON-LINEAR

• Example: check if the following systems are linear

– System 1: y(t ) = exp[ x(t )]

– System 2: charge a capacitor. Input: i(t), output v(t)

1 t
C −
v (t ) = i ( )d

– System 3: inductor. Input: i(t), output v(t)

di (t )
v (t ) = L
dt
 51
CLASSIFICATIONS: LINEAR AND NON-LINEAR

• Example
– System 4:

– System 5:
y(t ) =| x(t ) |

– System 6:
y(t ) = x2 (t )
 52
CLASSIFICATIONS: LINEAR V.S. NON-LINEAR

• Example:
– Amplitude Modulation:
• Is it linear?

Amplitude modulation
 53
CLASSIFICATIONS: TIME-VARYING V.S. TIME-INVARIANT

• Time-invariant
– A system is time-invariant if a time shift in the input signal causes an
identical time shift in the output signal

x(t ) y(t ) x(t − t0 ) Time-invariant

y(t − t0 )
Time-invariant
System System
Time-invariant system
• Examples
– y(t) = cos(x(t))

t
– y(t ) = 0 x(v)dv
 54
CLASSIFICATIONS: MEMORY V.S. MEMORYLESS

• Memoryless system
– If the present value of the output depends only on the present value of
input, then the system is said to be memoryless (or instantaneous).
– Example: input x(t): the current passing through a resistor
output y(t): the voltage across the resistor

y(t ) = Rx(t )
– The output value at time t depends only on input value at time t.
• System with memory
– If the present value of the output depends on not only present value
of input, but also previous input values, then the system has
memory.
– Example: capacitor, current: x(t), output voltage: y(t)
1 t
y (t ) =  x ( ) d
C 0
– the output value at t depends on all input values before t
 55
CLASSIFICATIONS: MEMORY V.S. MEMORYLESS

• Examples: determine if the systems has memory or not

N
– y (t ) =  ai x(t − Ti )
i =0

– y(t ) = sin( 2x2 (t ) +  ) x(t )

 56
CLASSIFICATIONS: CAUSAL V.S. NON-CAUSAL

• Causal system
– A system is causal if the output y (tdepends only on values of input
0)
for
t  t0
• The output depends on only input from the past and present
– Example

1 t
y (t ) =
C  x( )d
0

• Non-causal system
– A system is non-causal if the output depends on the input from the
future (prediction).
– Examples:
1 T /2
y(t ) = x(t + a) a0 y (t ) =
T −T / 2
x( )d
– The output value at t depends on the input value at t + a (from future)
– All practical systems are causal.
 57
CLASSIFICATION: INVERTIBILITY
• Invertible
– A system is invertible if
• by observing the output, we can determine its input.

x(t ) y(t ) x(t )

Inverse
System
System
invertible system
– Question: for a system, if two different inputs result in the same
output, is this system invertible?
• Example
y(t ) = 2 x(t )

y (t ) = cosx(t )

– If two different inputs result in the same output, the system is non-
invertible
 58
CLASSIFICATION: STABILITY
• Bounded signal
– Definition: a signal x(t) is said to be bounded if

| x(t ) | B   t
• Bounded-input bounded-output (BIBO) stable system
– Definition: a system is BIBO stable if, for any bounded input x(t),
the response y(t) is also bounded.
| x(t ) | B1    | y(t) | B2   t
• Example: determine if the systems are BIBO stable
y (t ) = expx(t )

t
y (t ) =  x( )d
−
 59
OUTLINE
• Classifications of continuous-time system

• Linear time-invariant system (LTI)

• Properties of LTI system

• System described by differential equations

 60
LTI: DEFINTION
• Linear time-invariant (LTI) system
– Definition: a system is said to be LTI if it’s linear and time-invariant

xi (t ) yi (t )
System

system
– Linear N
Input: x(t ) = a1 x1 (t ) + a2 x2 (t ) +  + a N x N (t ) =  ai xi (t )
i =1
N
Output: y (t ) = a1 y1 (t ) + a2 y2 (t ) +  + a N y N (t ) =  ai yi (t )
i =1

– Time-invariant
Input: x(t ) = xi (t − t0 )
Output: y(t ) = yi (t − t0 )
 61
LTI: IMPULSE RESPONSE
• Impulse response of LTI system
– Def: the output (response) of a system when the input is a unit impulse
function (delta function).
• Usually denoted as h(t)

x(t ) =  (t ) y(t ) = h(t )

System
LTI system

• For system with an arbitrary input x(t), we want to find

out the output y(t).
– Method 1: differential equations
– Methods 2: convolution integral
– Methods 3: Laplace transform, Fourier transform,
 62
LTI: CONVOLUTION
• Derivation
– Any signal can be approximated by the sum of a sequence of delta
functions +
+

−
z ( )d = lim
 →0
 z ( n ) 
n = −
+ +
x(t ) =  x( ) (t −  )d = lim
−  →0
 x(n) (t − n)
n = −

x(t)

integration
 63
LTI: CONVOLUTION
• Derivation
– Any signal can be approximated by the sum of a sequence of delta
functions
+ +
x(t ) =  x( ) (t −  )d = lim
−  →0
 x(n) (t − n)
n = −

 (t ) h(t )
System

– Time invariant
 (t − n) h(t − n)
System

– Linear +
+

 x(n) (t − n)  x(n)h(t − n)

n = −
n = − System

LTI system
 64
LTI: CONVOLUTION
• Convolution
+

x(t ) y(t ) =  x( )h(t −  )d

−
System
LTI system

– Definition: the convolution of two signals x(t) and h(t) is defined as

+
y(t ) =  x( )h(t −  )d
−

– The operation of convolution is usually denoted with the symbol 

+
y(t ) = x(t )  h(t ) =  x( )h(t −  )d
−

x(t ) x(t )  h(t )

h(t) LTI system

For LTI system, if we know input x(t) and impulse response h(t),
Then the output is x(t )  h(t )
 65
LTI: CONVOLUTION
• Examples
x(t )   (t )

x(t )  (t − t0 )

x(t )  u(t )
 66
LTI: CONVOLUTION
• Examples
exp( −bt )u(t ) y(t ) = ?
exp( −at )u(t )

LTI system
 67
LTI: CONVOLUTION
• Example
– Obtain the impulse response of a capacitor and use it to find the unit-step
response by using convolution. Assume the input is the current, and the
output is the voltage. Let C = 1F.
1 t
C −
v (t ) = i ( )d
 68
LTI: CONVOLUTION PROPERTIES
• Commutativity
x(t )  y(t ) = y(t )  x(t )
– Proof:
+
x(t )  y(t ) =  x( ) y(t −  )d
−

x(t ) x(t )  h(t ) h(t ) h(t )  x(t )

h(t) ➔ x(t)

commutativity
 69
LTI: CONVOLUTION PROPERTIES
• Associativity

x(t )  h1 (t )  h2 (t ) = x(t )  h1 (t )  h2 (t ) = x(t )  h1 (t )  h2 (t )

– proof

h(t )
x(t ) y1 (t ) y(t ) x(t ) y(t )
h1 (t ) h2 (t ) ➔ h1 (t )  h2 (t )

Associativity
 70
LTI: CONVOLUTION PROPERTIES
• Distributivity

x(t )  h1 (t ) + h2 (t ) = x(t )  h1 (t ) + x(t )  h1 (t )

– proof

h1 (t )
x(t ) y(t ) x(t ) y(t )
+ ➔ h1 (t ) + h2 (t )

h2 (t )
Distributivity
 71
LTI: CONVOLUTION PROPERTIES
• Example
h1 (t ) h2 (t )
x(t ) y(t )
+
h3 (t ) h4 (t )

h1 (t ) = exp( −2t )u (t ) h2 (t ) = 2 exp( −t )u (t )

h3 (t ) = exp( −3t )u(t ) h4 (t ) = 4 (t )
h(t ) = ?
 72
LTI: GRAPHICAL CONVOLUTION
• Graphical interpretation of convolution
x(t)

x(t)

+
y(t ) =  x( )h(t −  )d
−
t t

h(-t) x( ) x(t)

h( )

t t

– 1. Reflection g ( ) = h(− ) g ( − t0 ) = h(−( − t0 )) = h(t0 − )

– 3. Multiplication x( )h(t0 − )

+
– 4. Integration y(t0 ) =  x( )h(t0 −  )d
−
 73
LTI: GRAPHICAL CONVOLUTION
• Example
y(t ) = [2a  p2a (t )]  [2a  p2a (t − a)]
 74
OUTLINE
• Classifications of continuous-time system

• Linear time-invariant system (LTI)

• Properties of LTI system

• System described by differential equations

 75
LTI PROPERTIES
• Memoryless LTI system
– Review: present output only depends on present input
y(t ) = Kx(t )
– The impulse response of Memoryless LTI system is
h(t ) = K (t )

• Causal LTI system

– Review: output depends on only current input and past input.
– The impulse response of causal LTI system must satisfy:
h(t ) = 0 for t  0
– Why?
 76
LTI PROPERTIES
• Invertible LTI Systems
– Review: a system is invertible iff (if and only if) there is an inverse system
that, when connected in cascade with the original system, yields an output
equal to original system input

x(t ) y(t ) x(t )

h(t) g(t)

x(t )  h(t )  g (t ) = x(t )

– For invertible LTI systems with IR (impulse response) h(t ) , there
exists inverse system g (t ) such that
g (t )  h(t ) =  (t )
– Example: find the inverse system of LTI system h(t ) =  (t − t0 )
 77
LTI PROPERTIES
• BIBO Stable LTI state
– Review: a system is BIBO stable iff every bounded input produces a
bounded output.
– LTI system: an LTI system is BIBO stable iff
+
−
h(t ) dt  
• Proof:
 78
LTI PROPERTIES
• Examples
– Determine: causal or non-causal, memory or memoryless, stable or
unstable

– 1. h1 (t ) = t exp( −2t )u (t ) + exp(3t )u (−t ) +  (t − 1)

– 2. h2 (t ) = −3 exp( 2t )u (t )
– 3. h3 (t ) = 5 (t + 5)
 79
OUTLINE
• Classifications of continuous-time system

• Linear time-invariant system (LTI)

• Properties of LTI system

• System described by differential equations

 80
DIFFERENTIAL EQUATIONS
• LTI system can be represented by differential equations

a y (
– Initial
0 t ) + a y ' (
conditions:
1 t ) +  + a N y (N)
(t ) = b0 x (t ) + b1 x ' (t ) +  + bM x (M )
(t )

d k y (t )
k = 0,, N − 1
dt k t =0

– Notation: n-th derivative:

d n y (t )
y (t ) =
(n)

dt n
 81
DIFFERENTIAL EQUATION
• Example:
– Consider a circuit with a resistor R = 1 Ohm and an inductor L = 1H, with
a voltage source v(t) = Bu(t), and is the initialIcurrent in the inductor.
The output of the system is the current across theoinductor.
• Represent the system with a differential equation.
• Find the output of the system with and

Io = 0 Io = 1
 82
DIFFERENTIAL EQUATION

a0 y(t ) + a1 y' (t ) +  + aN y ( N ) (t ) = b0 x(t ) + b1 x' (t ) +  + bM x ( M ) (t )

d k y (t ) k = 0,, N − 1
dt k t =0
• Zero-state response
– The output of the system when the initial conditions are zero
– Denoted as
• Zero-input response
yzs (t )
– The output of the system when the input is zero
– Denoted as
• The actual output of the system
yzi (t )

y (t ) = y zs (t ) + y zi (t )
 83
DIFFERENTIAL EQUATION
• Example
– Find the zero-state output and zero-input response of the RL circuit in the
previous example.
 Department of Electrical Engineering
University of Arkansas

ELEG 3124 SYSTEMS AND SIGNALS

Ch. 3 Fourier Series
Dr. Jingxian Wu
[email protected]
 85
OUTLINE
• Introduction

• Fourier series

• Properties of Fourier series

• Systems with periodic inputs

 86
INTRODUCTION: MOTIVATION
• Motivation of Fourier series
– Convolution is derived by decomposing the signal into the sum of a series
of delta functions
• Each delta function has its unique delay in time domain.
• Time domain decomposition

+ +
x(t ) =  x( ) (t −  )d = lim
−  →0
 x(n) (t − n)
n = −

x(t)

Illustration of integration
 87
INTRODUCTION: MOTIVATION
• Can we decompose the signal into the sum of other functions
– Such that the calculation can be simplified?
– Yes. We can decompose periodic signal as the sum of a sequence of
complex exponential signals ➔ Fourier series.
j0t j 2f 0t 0
e =e f0 =
2
– Why complex exponential signal? (what makes complex exponential
signal so special?)
• 1. Each complex exponential signal has a unique frequency ➔
frequency decomposition
• 2. Complex exponential signals are periodic
 88
INTRODUCTION: REVIEW
• Complex exponential signal

e j 2ft = cos(2ft) + j sin( 2ft)

– Complex exponential function has a one-to-one relationship with
sinusoidal functions.
– Each sinusoidal function has a unique frequency: f
• What is frequency?
– Frequency is a measure of how fast the signal can change within a
unit time.
• Higher frequency ➔ signal changes faster

f = 0 Hz

f = 1 Hz

Department of Engineering Science f = 3 Hz

Sonoma State University
Sinusoidal at different frequencies
 89
INTRODUCTION: ORTHONORMAL SIGNAL SET

• Definition: orthogonal signal set

– A set of signals, 0 (t ),1 (t ), 2 (t ),  said to be orthogonal over an
, are
interval (a, b) if
b C , l = k
a l (t ) (t )dt =  0, l  k
*
k

• Example:
– the signal set: k (t ) = e jk t
k = 0,1,2, are
0

orthogonal over the interval [0, T0 ] , where 2

0 =
T0
 90
OUTLINE
• Introduction

• Fourier series

• Properties of Fourier series

• Systems with periodic inputs

 91
FOURIER SERIES
• Definition:
– For any periodic signal with fundamental period , it Tcan be decomposed
as the sum of a set of complex exponential signals as 0
+
2
x (t ) = c e
n = −
n
jn 0t
0 =
T0

• cn , n = 0,1,2, , Fourier series coefficients

1
cn =
T0 T0 
x (t )e − jn0t dt

• derivation of cn :
 92
FOURIER SERIES
• Fourier series
+
x (t ) = c e
n = −
n
jn 0t

– The periodic signal is decomposed into the weighted summation of

a set of orthogonal complex exponential functions.
– The frequency of the n-th complex exponential function: n 0
T0
• The periods of the n-th complex exponential function: Tn =
n

– The values of coefficients, cn , n = 0,1,2, , depend on x(t)

• Different x(t) will result in different c n
• There is a one-to-one relationship between x(t) and cn
s(t ) ➔ [, c−2 , c−1,c0 , c1 , c2 ,]

For a periodic signal, it can be either represented as s(t), or

represented as cn
 93
FOURIER SERIES
• Example x(t)

− K , − 1  t  0
x(t ) = 
 K, 0  t  1 t
-3 -2 -1 1 2

Rectangle pulses
 94
FOURIER SERIES
• Amplitude and phase
– The Fourier series coefficients are usually complex numbers

j
cn = an + jbn = cn e n
– Amplitude line spectrum: amplitude as a function of
n 0
cn = an2 + bn2
– Phase line spectrum: phase as a function of
n 0
bn
 n = a tan
an
 95
FOURIER SERIES: FREQUENCY DOMAIN
• Signal represented in frequency domain: line spectrum

amplitude phase
– Each c n has its own frequency n 0
– The signal is decomposed in frequency domain.
– c n is called the harmonic of signal s(t) at frequency n 0
– Each signal has many frequency components.
• The power of the harmonics at different frequencies determines
how fast the signal can change.
 96
FOURIER SERIES: FREQUENCY DOMAIN
• Example: Piano Note

piano notes

One piano note

E5
E5: 659.25 Hz
E6 B6 E6: 1318.51 Hz
E7 B6: 1975.53 Hz
E7: 2637.02 Hz

spectrum
All graphs in this page are created by using the open-source software Audacity.
 97
FOURIER SERIES
• Example
– Find the Fourier series of s(t ) = exp( j 0t )
 98
FOURIER SERIES
• Example
– Find the Fourier series of s(t ) = B + Acos(0t +  )

y(t ) = 1 + sin( 100t )

Time domain Amplitude spectrum Phase spectrum

 99
FOURIER SERIES
• Example
– Find the Fourier series of
 0, − T / 2  t  − / 2

s (t ) =  K , − / 2  t   / 2
 0,  /2t T /2
  = 1, T = 5

x(t)

 = 1, T = 10
t

K n
Time domain cn = sin c( )
T T
 = 1, T = 15
 100
FOURIER SERIES: DIRICHLET CONDITIONS
• Can any periodic signal be decomposed into Fourier series?
– Only signals satisfy Dirichlet conditions have Fourier series
• Dirichlet conditions
– 1. x(t) is absolutely integrable within one period


T 
| x(t ) | dt  

– 2. x(t) has only a finite number of maxima and minima.

– 3. The number of discontinuities in x(t) must be finite.
 101
OUTLINE
• Introduction

• Fourier series

• Properties of Fourier series

• Systems with periodic inputs

 102
PROPERTIES: LINEARITY
• Linearity
2
– Two periodic signals with the same period T0 =
0
+ +
x (t ) =  e
n = −
n
jn 0t
y (t ) =  n
 e jn t 0

n = −
– The Fourier series of the superposition of two signals is
+
k1 x (t ) + k2 y (t ) =  1 n 2 n
( k 
n = −
+ k  ) e jn0t

– If
x(t ) =  n y(t ) = n
• then
k1x(t ) + k2 y(t ) = (k1 n + k2 n )
 103
PROPERTIES: EFFECTS OF SYMMETRY
• Symmetric signals
– A signal is even symmetry if: x(t ) = x(−t )
– A signal is odd symmetry if:
x(t ) = − x(−t )
– The existence of symmetries simplifies the computation of Fourier series
coefficients.

x(t)
x(t)

t
-5 -4 -3 -2 -1 1 2 3 4 5

t
-4 -3 -2 -1 1 2 3 4
Even symmetric Odd symmetric
 104
PROPERTIES: EFFECTS OF SYMMETRY
• Fourier series of even symmetry signals
– If a signal is even symmetry, then
+
x (t ) cos(n0t )dt
2
a cos(n 0t )
T0 / 2
x (t ) =
n = −
n
an =
T0 
0

• Fourier series of odd symmetry signals

– If a signal is odd symmetry, then
+
x (t ) sin (n 0t )dt
2
x (t ) =  bn sin (n0t )
T0 / 2

n =1
bn =
T0  0
 105
PROPERTIES: EFFECTS OF SYMMETRY
• Example x(t)

 4A
 A − t, 0  t  T / 2 t
x(t ) =  T
4A
 t − 3 A, T / 2  t  T
T
Graph of x(t)
 106
PROPERTIES: SHIFT IN TIME
• Shift in time
– If x(t ) has Fourier series ,cthen
n x(t −has
t0 ) Fourier series

cne− jn0t0

if x(t ) ➔ cn , then x(t − t0 ) ➔ cne− jn0t0

– Proof:
 107
PROPERTIES: PARSEVAL’S THEOREM
• Review: power of periodic signal
1 T
P =  | x(t ) |2 dt
T 0
• Parseval’s theorem
if x(t ) ➔  n
+
then 1 T | x(t ) |2 dt =  m
  2
| |
T 0
m = −

– Proof:

The power of signal can be computed in frequency domain!

 108
PROPERTIES: PARSEVAL’S THEOREM
• Example
– Use Parseval’s theorem find the power of x(t ) = Asin( 0t )
 109
OUTLINE
• Introduction

• Fourier series

• Properties of Fourier series

• Systems with periodic inputs

 110
PERIODIC INPUTS: COMPLEX EXPONENTIAL INPUT

• LTI system with complex exponential input

x(t ) = e jt y(t )
h(t )

y(t ) = x(t )  h(t ) = h(t )  x(t )

+
=  h( ) x(t −  )d
−
+
= exp( jt )  h( ) exp( − j )d
−

• Transfer function
+
H () =  h( ) exp( − j )d
−

– For LTI system with complex exponential input, the output is

y(t ) = H () exp( jt )
– It tells us the system response at different frequencies
 111
PERIODIC INPUT
• Example:
– For a system with impulse response h(t ) =  (t − t0 )
find the transfer function
 112
PERIODIC INPUT:
• Example
– Find the transfer function of the system shown in figure.

RL circuit
 113
PERIODIC INPUTS
• Example
– Find the transfer function of the system shown in figure

RC circuit
 114
PERIODIC INPUTS: TRANSFER FUNCTION
• Transfer function
– For system described by differential equations

n m

py
i =0
i
(i )
(t ) =  qi x ( i ) (t )
i =0

 q ( j) i
i

H () = i =0
n

 p ( j)
i =0
i
i
 115
PERIODIC INPUTS
• LTI system with periodic inputs
+
2
– Periodic inputs: x (t ) = c
n = −
n exp( jn0t ) 0 =
T

e jn0t
e jn0t H (n0 )
h(t )
+ +
linear:
c e n
jn0t

h(t )
 n H ( n 0 )
c e
n = −
jn0t

n = −

+
x(t )
h(t )
 n H ( n 0 )
c e
n = −
jn0t

For system with periodic inputs, the output is the weighted

sum of the transfer function.
 116
PERIODIC INPUTS
• Procedures:
– To find the output of LTI system with periodic input
• 1. Find the Fourier series coefficients of periodic input x(t).

1 T
2
n =
T  0
x (t )e − jn0t dt  0 = 2f 0 =
T
• 2. Find the transfer function of LTI system H () period of x(t)

• 3. The output of the system is

+
y (t ) =  n H (n0 )
c e jn 0t

n = −
 117
PERIODIC INPUTS
• Example
– Find the response of the system when the input is

x(t ) = 4 cos(t ) − 2 cos(2t )

RL Circuit
 118
PERIODIC INPUTS
• Example
– Find the response of the system when the input is shown in figure.

x(t)

t
-3 -2 -1 1 2

Square pulses
RC circuit
 119
PERIODIC INPUTS: GIBBS PHENOMENON
• The Gibbs Phenomenon
– Most Fourier series has infinite number of elements→ unlimited
bandwidth
+
x (t ) = n
c e jn 0t

n = −
• What if we truncate the infinite series to finite number of elements?

+N
x N (t ) = n
– The truncated signal,n = − N
c e jn 0t
, is an approximation of the original
signal x(t)
xN (t )
 120
PERIODIC INPUTS: GIBBS PHENOMENON
x(t)

 2K 1 +N

-3 -2 -1 1 2
t 
cn =  j n
, n odd, x N (t ) = n
c e
n=− N
jn 0t

 0, n even.

Square pulses

x3 (t ) x5 (t ) x19 (t )
 121
FOURIER SERIES
• Analogy: Optical Prism
– Each color is an Electromagnetic wave with a different frequency

Optical prism
 Department of Electrical Engineering
University of Arkansas

ELEG 3124 SYSTEMS AND SIGNALS

Ch. 4 Fourier Transform
Dr. Jingxian Wu
[email protected]
 123
OUTLINE

• Introduction

• Fourier Transform

• Properties of Fourier Transform

• Applications of Fourier Transform

 124
INTRODUCTION: MOTIVATION
• Motivation:
– Fourier series: periodic signals can be decomposed as the summation of
orthogonal complex exponential signals
+
x (t ) =  cn exp  jn0t  cn =  x (t ) exp  jn0t dt
1 T
n = − T 0
• each harmonic contains a unique frequency: n/T
x(t)

Time domain Frequency domain

• time domain ➔ frequency domain

(T =  )
How about aperiodic signals ?
 125
INTRODUCTION: TRANSFER FUNCTION
• System transfer function

e jt
e jt H ()
h(t )

H ( ) =  h(t ) exp jt dt

+

−

• System with periodic inputs

e jn0t e jn0t H (n0 )
h(t )
+ +

c e n
jn0t

h(t )
 n H ( n 0 )
c e jn0t

n = −
n = −

+
x(t )
h(t )
 n H ( n 0 )
c e
n = −
jn0t
 126
OUTLINE

• Introduction

• Fourier Transform

• Properties of Fourier Transform

• Applications of Fourier Transform

 127
FOURIER TRANSFORM
• Fourier Transform
+
X ( ) =  x(t )e − jt dt
−

– given x(t), we can find its Fourier transform X ( )

• Inverse Fourier Transform
1 +
x (t ) =
2 
−
X ( )e jt d

– given X ( ) , we can find the time domain signal x(t)

– signal is decomposed into the “weighted summation” of complex
exponential functions. (integration is the extreme case of
summation)

x(t ) ➔ X ( )
 128
FOURIER TRANSFORM
• Example
– Find the Fourier transform of x(t ) = rect (t /  )
x(t)
x(t)

t t
 129
FOURIER TRANSFORM
• Example
– Find the Fourier transform of x(t ) = exp( −a | t |) a0
 130
FOURIER TRANSFORM
• Example
– Find the Fourier transform of x(t ) = exp( −at )u(t ) a0
 131
FOURIER TRANSFORM
• Example
– Find the Fourier transform of x(t ) =  (t − a)
 132
FOURIER TRANSFORM: TABLE
 133
FOURIER TRANSFORM
• The existence of Fourier transform
– Not all signals have Fourier transform
– If a signal have Fourier transform, it must satisfy the following two
conditions
• 1. x(t) is absolutely integrable
+
 | x(t ) | dt  
−
• 2. x(t) is well behaved
– The signal has finite number of discontinuities, minima,
and maxima within any finite interval of time.
• Example
– x(t ) = exp(t )u(t )
 134
OUTLINE

• Introduction

• Fourier Transform

• Properties of Fourier Transform

• Applications of Fourier Transform

 135
PROPERTIES: LINEARITY
• Linearity
– If x1 (t )  X 1 ( ) x2 (t )  X 2 ( )
– then ax1 (t ) + bx2 (t )  aX 1 ( ) + bX 2 ( )

• Example
– Find the Fourier transform of x(t ) = 2rect (t /  ) + 3 exp( −2t )u(t ) + 4 (t )
 136
PROPERTY: TIME-SHIFT
• Time shift
– If x(t )  X ( )
– Then
x(t − t0 )  X () exp[ − jt0 ]

phase shift

• Review: complex number

c =| c | e j =| c | cos( ) + j | c | sin(  ) = a + jb
a =| c | cos b =| c | sin 
| c |= a 2 + b 2  = a tan( b / a)
– Phase shift of a complex number c by  0 : c exp( j0 ) =| c | exp j ( + 0 )

time shift in time domain ➔ frequency shift in frequency domain

 137
PROPERTY: TIME SHIFT
• Example:
– Find the Fourier transform of x(t ) = rect t − 2
 138
PROPERTY: TIME SCALING
• Time scaling
– If x(t )  X ( )

– Then 1  
x(at )  X 
|a|  a 

• Example
– Let X ( ) = rect( − 1) / 2 , find the Fourier transform of x(−2t + 4)
 139
PROPERTY: SYMMETRY
• Symmetry
– If x(t )  X ( ) , and x(t ) is a real-valued time signal

– Then
X (−) = X * ()
 140
PROPERTY: DIFFERENTIATION
• Differentiation
– If x(t )  X ( )

d n x(t )
– Then dx(t )
 jX ( ) n
 ( j  )n
X ( )
dt dt

• Example
dx(t )
– Let X ( ) = rect( − 1) / 2 , find the Fourier transform of
dt
 141
PROPERTY: DIFFERENTIATION
• Example
– Find the Fourier transform of x(t ) = sgn( t )

d 1 
(Hint: sgn( t ) =  (t )
)
dt  2 

 142
PROPERTY: CONVOLUTION
• Convolution
– If x(t )  X ( ), h(t )  H ( )

– Then x(t )  h(t )  X ( ) H ( )

x(t ) x(t )  h(t ) X ( ) X ( ) H ( )

h(t ) H ( )

time domain frequency domain

 143
PROPERTY: CONVOLUTION
• Example
– An LTI system has impulse response h(t ) = exp (− at )u (t )
x(t ) = (a − b) exp (− bt )u (t ) + (c − a) exp( −ct )u (t )
If the input is
Find the output
(a  0, b  0, c  0)
 144
PROPERTY: MULTIPLICATION
• Multiplication
– If x(t )  X ( ) , m(t )  M ()

– Then x(t )m(t ) 

1
X ( )  M ( )
2
 145
PROPERTY: DUALITY
• Duality
– If g (t )  G( )

– Then
G(t )  2g (− )
 146
PROPERTY: DUALITY
• Example
– Find the Fourier transform of t
h(t ) = Sa 
2
(recall:   )
rect (t /  )   sinc  
 2 
 147
PROPERTY: DUALITY
• Example
– Find the Fourier transform of x(t ) = 1

– Find the Fourier transform of x(t ) = e j0t

 148
PROPERTY: SUMMARY
 149
PROPERTY: EXAMPLES
• Examples
– 1. Find the Fourier transform of x(t ) = cos(0t )

– 2. Find the Fourier transform of x(t ) = u(t )

2
u (t ) =
1
sgn( t ) + 1 sgn( t ) 
2 j
 150
PROPERTY: EXAMPLES
• Examples
– 3. A LTI system with impulse response h(t ) = exp− at u (t )
Find the output when input is
x(t ) = u(t )

t
– 4. If x(t )  X ( ) , find the Fourier transform of −
x( )d

t
(Hint: −
x( )d = x(t )  u (t ) )
 151
PROPERTY: EXAMPLES
• Example
– 5. (Modulation) If x(t )  X (
, ) m(t ) = cos( t )
0
Find the Fourier transform of x(t )m(t )

1 , find x(t)
– 6. If X ( ) =
a + j
 152
PROPERTY: DIFFERENTIATION IN FREQ. DOMAIN

• Differentiation in frequency domain

– If: x(t )  X ( )
– Then:
d n X ( )
(− jt) x(t ) =
n

d n
 153
PROPERTY: DIFFERENTIATION IN FREQ. DOMAIN

• Example
– Find the Fourier transform of t exp( −at )u(t ), a0
 154
PROPERTY: FREQUENCY SHIFT
• Frequency shift
– If: x(t )  X ( )
– Then:
x(t ) exp( j0t )  X ( − 0 )

• Example
– If X ( ) = rect( − 1) / 2 , find the Fourier transform x(t ) exp( − j 2t )
 155
PROPERTY: PARSAVAL’S THEOREM
• Review: signal energy
+
E =  | x(t ) |2 dt
−

• Parsaval’s theorem
+ 1 +
− =  | X ( ) |2 d
2
| x (t ) | dt
2 −
 156
PROPERTY: PARSAVAL’S THEOREM
• Example:
– Find the energy of the signal x(t ) = exp( −2t )u(t )
 157
PROPERTY: PERIODIC SIGNAL
• Fourier transform of periodic signal
– Periodic signal can be written as Fourier series
+
x(t ) = c n exp  jn0t 
n = −

– Perform Fourier transform on both sides

+
X ( ) = 2  c  ( − n )
n = −
n 0
 158
OUTLINE

• Introduction

• Fourier Transform

• Properties of Fourier Transform

• Applications of Fourier Transform

 159
APPLICATIONS: FILTERING
• Filtering
– Filtering is the process by which the essential and useful part of a signal is
separated from undesirable components.
• Passing a signal through a filter (system).
• At the output of the filter, some undesired part of the signal (e.g. noise)
is removed.
– Based on the convolution property, we can design filter that only allow
signal within a certain frequency range to pass through.

x(t ) x(t )  h(t ) X ( ) X ( ) H ( )

h(t ) H ( )

filter filter

time domain frequency domain

 160
APPLICATIONS: FILTERING
• Classifications of filters

Stop
Passband Stop Passband
band
band

Low pass filter High pass filter

Stop
Stop Passband Stop Passband Passband
band
band band

Band stop (Notch) filter

Band pass filter
 161
APPLICATION: FILTERING
• A filtering example
– A demo of a notch filter

X ( ) X ( ) H ( )
H ( )

Corrupted sound Filter Filtered sound

 162
APPLICATIONS: FILTERING
• Example
– Find out the frequency response of the RC circuit
– What kind of filters it is?

RC circuit
 163
APPLICATION: SAMPLING THEOREM
• Sampling theorem: time domain
– Sampling: convert the continuous-time signal to discrete-time signal.

x(t )

+
p (t ) =   (t − nT )
n = −

sampling period

xs (t ) = x(t ) p(t )
Sampled signal
 164
APPLICATION: SAMPLING THEOREM
• Sampling theorem: frequency domain
– Fourier transform of the impulse train
• impulse train is periodic
Fourier series
+ +
p(t ) =   (t − nTs ) =
1 2
n = − Ts
1  e
n = −
jns t
s =
Ts
• Find Fourier transform on both sides
2 +
P( ) =
Ts
 ( − n )
n = −
s

• Time domain multiplication ➔ Frequency domain convolution

x (t ) p (t ) 
1
X ( )  P( )
2
+
1
x(t ) p(t ) 
Ts
 X ( − n )
n = −
s
 165
APPLICATION: SAMPLING THEOREM
• Sampling theorem: frequency domain
– Sampling in time domain ➔ Repetition in frequency domain

Time domain Frequency domain

 166
APPLICATION: SAMPLING THEOREM
• Sampling theorem
– If the sampling rate is twice of the bandwidth, then the original signal can
be perfectly reconstructed from the samples.

s  2B

s  2B

s = 2B

s  2B
Frequency domain
 167
APPLICATION: AMPLITUDE MODULATION
• What is modulation?
– The process by which some characteristic of a carrier wave is
varied in accordance with an information-bearing signal
Information
modulation Modulated signal
bearing signal

• Three signals: Carrier wave

– Information bearing signal (modulating signal)
• Usually at low frequency (baseband)
• E.g. speech signal: 20Hz – 20KHz
– Carrier wave
• Usually a high frequency sinusoidal (passband)
• E.g. AM radio station (1050KHz) FM radio station
(100.1MHz), 2.4GHz, etc.
– Modulated signal: passband signal
 168
APPLICATION: AMPLITUDE MODULATION
• Amplitude Modulation (AM)

s(t ) = Ac m(t ) cos(2f ct )

– A direct product between message signal and carrier signal

m(t ) s(t )
Mixer

Ac cos(2f ct )
Local
Oscillator

Amplitude modulation
 169
APPLICATION: AMPLITUDE MODULATION
• Amplitude Modulation (AM)

S( f ) =
Ac
M ( f − f c ) + M ( f + f c )
2

Amplitude modulation
 Department of Electrical Engineering
University of Arkansas

ELEG 3124 SYSTEMS AND SIGNALS

Ch. 5 Laplace Transform
Dr. Jingxian Wu
[email protected]
 171
OUTLINE

• Introduction

• Laplace Transform

• Properties of Laplace Transform

• Inverse Laplace Transform

• Applications of Laplace Transform

 172
INTRODUCTION
• Why Laplace transform?
– Frequency domain analysis with Fourier transform is extremely useful for
the studies of signals and LTI system.
• Convolution in time domain ➔ Multiplication in frequency domain.
– Problem: many signals do not have Fourier transform

x(t ) = exp( at )u(t ), a  0 x(t ) = tu(t )

– Laplace transform can solve this problem
• It exists for most common signals.
• Follow similar property to Fourier transform
• It doesn’t have any physical meaning; just a mathematical tool
to facilitate analysis.
– Fourier transform gives us the frequency domain
representation of signal.
 173
OUTLINE

• Introduction

• Laplace Transform

• Properties of Laplace Transform

• Inverse Lapalace Transform

• Applications of Fourier Transform

 174
LAPLACE TRANSFORM: BILATERAL LAPLACE TRANSFORM

• Bilateral Laplace transform (two-sided Laplace transform)

+
X B ( s) =  x(t ) exp( − st )dt , s =  + j
−

– s =  + j is a complex variable
– s is often called the complex frequency
– Notations: X B ( s ) = L[ x(t )]
x (t )  X B ( s )
• Time domain v.s. S-domain
– x(t ) : a function of time t → x(t) is called the time domain signal
– X B (s ) : a function of s → X B (s ) is called the s-domain signal
– S-domain is also called as the complex frequency domain
 175
LAPLACE TRANSFORM
• Time domain v.s. s-domain
– x(t ) : a function of time t → x(t) is called the time domain signal
– X B (s ) : a function of s → X B (s ) is called the s-domain signal
• S-domain is also called the complex frequency domain
– By converting the time domain signal into the s-domain, we can usually
greatly simplify the analysis of the LTI system.
– S-domain system analysis:
• 1. Convert the time domain signals to the s-domain with the Laplace
transform
• 2. Perform system analysis in the s-domain
• 3. Convert the s-domain results back to the time-domain
 176
LAPLACE TRANSFORM: BILATERAL LAPLACE TRANSFORM

• Example
– Find the Bilateral Laplace transform of x(t ) = exp( −at )u(t )

• Region of Convergence (ROC)

– The range of s that the Laplace transform of a signal converges.
– The Laplace transform always contains two components
• The mathematical expression of Laplace transform
• ROC.
 177
LAPLACE TRANSFORM: BILATERAL LAPLACE TRANSFORM

• Example
– Find the Laplace transform of x(t ) = − exp( −at )u(−t )
 178
LAPLACE TRANSFORM: BILATERAL LAPLACE TRANSFORM

• Example
– Find the Laplace transform of x(t ) = 3 exp( −2t )u(t ) + 4 exp(t )u(−t )
 179
LAPLACE TRANSFORM: UNILATERAL LAPLACE TRANSFORM

• Unilateral Laplace transform (one-sided Laplace transform)

+
X ( s) =  − x(t ) exp( − st )dt
0

– 0− :The value of x(t) at t = 0 is considered.

– Useful when we dealing with causal signals or causal systems.
• Causal signal: x(t) = 0, t < 0.
• Causal system: h(t) = 0, t < 0.
– We are going to simply call unilateral Laplace transform as
Laplace transform.
 180
LAPLACE TRANSFORM: UNILATERAL LAPLACE TRANSFORM

• Example: find the unilateral Laplace transform of the following

signals.
– 1.
x(t ) = A

– 2. x(t ) =  (t )
 181
LAPLACE TRANSFORM: UNILATERAL LAPLACE TRANSFORM

• Example
– 3. x(t ) = exp( j 2t )

– 4. x(t ) = cos(2t )

– 5. x(t ) = sin( 2t )
 182
LAPLACE TRANSFORM: UNILATERAL LAPLACE TRANSFORM
 183
OUTLINE

• Introduction

• Laplace Transform

• Properties of Laplace Transform

• Inverse Lapalace Transform

• Applications of Fourier Transform

 184
PROPERTIES: LINEARITY
• Linearity
x1 (t )  X 1 ( s) x (t )  X ( s)
– If 2 2

– Then ax1 (t ) + bx2 (t )  aX 1 ( s) + bX 2 ( s)

The ROC is the intersection between the two original signals

• Example
– Find the Laplace transfrom of A + B exp( −bt )u(t )
 185
PROPERTIES: TIME SHIFTING
• Time shifting
– If x(t )  X (s)and t0  0
– Then x(t − t0 )u(t − t0 )  X (s) exp( −st0 )
The ROC remain unchanged
 186
PROPERTIES: SHIFTING IN THE s DOMAIN
• Shifting in the s domain
Re(s)  
– If x(t )  X (s)
– Then
y(t ) = x(t ) exp( s0t )  X (s − s0 ) Re( s)   + Re( s0 )

• Example
– Find the Laplace transform of x(t ) = A exp( −at ) cos(0t )u(t )
 187
PROPERTIES: TIME SCALING
• Time scaling
– If x(t )  X (s) Re{s}   1
– Then
1 s
x(at )  X   Re{s}  a 1
a a

• Example
– Find the Laplace transform of x(t ) = u(at )
 188
PROPERTIES: DIFFERENTIATION IN TIME DOMAIN

• Differentiation in time domain

– If g (t )  G(s)
– Then dg (t )
 sG ( s ) − g (0 − )
dt
d 2 g (t ) − −
2
 s 2
G ( s ) − sg ( 0 ) − g ' ( 0 )
dt
d n g (t ) n −1 − ( n−2) − ( n −1) −
n
 s n
G ( s ) − s g ( 0 ) −  − sg ( 0 ) − g ( 0 )
dt
• Example
– Find the Laplace transform of g (t ) = sin t  u(t ), g (0 − ) = 0
2
 189
PROPERTIES: DIFFERENTIATION IN TIME DOMAIN

• Example
– Use Laplace transform to solve the differential equation

y' ' (t ) + 3 y' (t ) + 2 y(t ) = 0, y(0− ) = 3 y ' (0 − ) = 1

 190
PROPERTIES: DIFFERENTIATION IN S DOMAIN

• Differentiation in s domain
– If x(t )  X (s)
– Then
d n X (s)
(−t ) x(t ) 
n

ds n

• Example
– Find the Laplace transform of t n u (t )
 191
PROPERTIES: CONVOLUTION
• Convolution
– If x(t )  X (s) h(t )  H ( s)
– Then x(t )  h(t )  X (s) H (s)
The ROC of X ( s) H ( s) is the intersection of the ROCs of X(s) and
H(s)
 192
PROPERTIES: INTEGRATION IN TIME DOMAIN

• Integration in time domain

– If x(t )  X (s)
– Then t 1
0 x( )d  s X (s)

• Example
– Find the Laplace transform of r(t ) = tu(t )
 193
PROPERTIES: CONVOLUTION
• Example
t −a t −a
– Find the convolution rect    rect  
 2a   2a 
 194
PROPERTIES: CONVOLUTION
• Example
– For a LTI system, the input is x(t ) = exp( −2t ), uand
(t )the output of the
system is

y (t ) = exp( −t ) + exp( −2t ) − exp( −3t )u(t )

Find the impulse response of the system
 195
PROPERTIES: CONVOLUTION
• Example
– Find the Laplace transform of the impulse response of the LTI system
described by the following differential equation

2 y' ' (t ) − 3 y' (t ) + y(t ) = 3x' (t ) + x(t )

assume the system was initially relaxed ( y (0) = x (0) = 0 )
(n) (n)
 196
PROPERTIES: MODULATION
• Modulation
– If x(t )  X (s)

x(t ) cos(0t )  X ( s + j0 ) + X ( s − j0 )

– Then 1
2

x(t ) sin( 0t )  X ( s + j0 ) − X ( s − j0 )

j
2
 197
PROPERTIES: MODULATION
• Example
– Find the Laplace transform of x(t ) = exp( −at ) sin( 0t )u(t )
 198
PROPERTIES: INITIAL VALUE THEOREM
• Initial value theorem
– If the signal x(t ) is infinitely differentiable on an interval around x(0+ )
then
x(0 + ) = lim sX ( s) s =  must be in ROC
s →

– The behavior of x(t) for small t is determined by the behavior of

X(s) for large s.
 199
PROPERTIES: INITIAL VALUE THEOREM
• Example
cs + d
– The Laplace transform of x(t) is X ( s) =
Find the value of ( s − a)( s − b)
+
x(0 )
 200
PROPERTIES: FINAL VALUE THEOREM
• Final value theorem
– If x(t )  X (s)
– Then:
lim x(t )  lim sX (s) s = 0 must be in ROC
t → s →0

• Example
– The input x(t ) = Au(t ) is applied to a system with transfer
function c , find the value of lim y(t )
H ( s) = t →
s ( s + b) + c
 201
PROPERTIES
 202
OUTLINE

• Introduction

• Laplace Transform

• Properties of Laplace Transform

• Inverse Lapalace Transform

• Applications of Fourier Transform

 203
INVERSE LAPLACE TRANSFORM
• Inverse Laplace transform
1  + j
x(t ) =
2j  − j
X ( s) exp( st )ds

– Evaluation of the above integral requires the use of contour

integration in the complex plan ➔ difficult.
• Inverse Laplace transform: special case
– In many cases, the Laplace transform can be expressed as a
rational function of s
bm s m + bm−1s m−1 +  + b1s + b0
X (s) =
an s n + an −1s n −1 +  + a1s + a0
– Procedure of Inverse Laplace Transform
• 1. Partial fraction expansion of X(s)
• 2. Find the inverse Laplace transform through Laplace
transform table.
 204
INVERSE LAPLACE TRANSFORM
• Review: Partial Fraction Expansion with non-repeated linear
factors
A B C
X (s) = + +
s − a1 s − a2 s − a3

A = (s − a1 ) X (s) s =a B = (s − a2 ) X (s) s =a C = (s − a3 ) X (s) s =a

1 2 3

• Example
2s + 1
– Find the inverse Laplace transform of X (s) =
s 3 + 3s 2 − 4 s
 205
INVERSE LAPLACE TRANSFORM
• Example
– Find the Inverse Laplace transform of 2s 2
X ( s) = 2
s + 3s + 2

• If the numerator polynomial has order higher than or equal to the order
of denominator polynomial, we need to rearrange it such that the
denominator polynomial has a higher order.
 206
INVERSE LAPLACE TRANSFORM
• Partial Fraction Expansion with repeated linear factors

1 A2 A1 B
X (s) = = + +
( s − a ) 2 ( s − b) (s − a )2 s − a s − b

A2 = (s − a ) X (s)
2
s =a
A1 =
d
ds

(s − a )2 X (s)  B = (s − b )X ( s) s =b
s =a
 207
INVERSE LAPLACE TRANSFORM
• High-order repeated linear factors

1 A1 A2 AN B
X ( s) = = + ++ +
( s − a ) ( s − b) s − a ( s − a )
N 2
( s − a) N
s −b

Ak =
1 d N −k
( N − k )! ds N −k
(s 
− a )N
X ( s)  k = 1,, N
s =a

B = (s − b )X ( s) s =b
 208
OUTLINE

• Introduction

• Laplace Transform

• Properties of Laplace Transform

• Inverse Lapalace Transform

• Applications of Laplace Transform

 209
APPLICATION: LTI SYSTEM REPRESENTATION

• LTI system
– System equation: a differential equation describes the input output
relationship of the system.

y ( N ) (t ) + aN −1 y ( N −1) (t ) +  + a1 y (1) (t ) + a0 y(t ) = bM x( M ) (t ) +  + b1 x (1) (t ) + b0 x(t )

N −1 M
y (N)
(t ) +  an y (t ) =  bm x ( m ) (t )
(n)

n =0 m =0

– S-domain representation
 N N −1 n  M m
 s +  an s Y ( s) =   bm s  X ( s)
 n =0   m =0 

– Transfer function M

Y (s) b m sm
H (s) = = m =0
N −1
s +  an s n
X (s) N

n =0
 210
APPLICATION: LTI SYSTEM REPRESENTATION

• Simulation diagram (first canonical form)

Simulation diagram
 211
APPLICATION: LTI SYSTEM REPRESENTATION

• Example
– Show the first canonical realization of the system with transfer function

s 2 − 3s + 2
H (S ) = 3
s + 6s 2 + 11s + 6
 212
APPLICATION: COMBINATIONS OF SYSTEMS
• Combination of systems
– Cascade of systems

H ( S ) = H1 ( s ) H 2 ( s )

– Parallel systems

H ( S ) = H1 ( s ) + H 2 ( s )
 213
APPLICATION: LTI SYSTEM REPRESENTATION

• Example
– Represent the system to the cascade of subsystems.

s 2 − 3s + 2
H (S ) = 3
s + 6s 2 + 11s + 6
 214
APPLICATION: LTI SYSTEM REPRESENTATION

• Example:
– Find the transfer function of the system

LTI system
 215
APPLICATION: LTI SYSTEM REPRESENTATION

• Poles and zeros

( s − z M )( s − z M −1 )  ( s − z1 )
H (s) =
( s − p N )( s − p N −1 )  ( s − p1 )

– Zeros: z1 , z 2 ,, z M
– Poles: p1 , p2 ,, pN
 216
APPLICATION: STABILITY
• Review: BIBO Stable
– Bounded input always leads to bounded output
+

−
| h(t ) | dt  

• The positions of poles of H(s) in the s-domain

determine if a system is BIBO stable.
A1 A2 AN
H (s) = + +  +
s − s1 ( s − s2 ) m s − sN

– Simple poles: the order of the pole is 1, e.g. s1 sN

– Multiple-order poles: the poles with higher order. E.g. s 2
 217
APPLICATION: STABILITY
• Case 1: simple poles in the left half plane
1 1
= k  0
(s −  k )2 + k2 ( s −  k + jk )( s −  k − jk )
p1 =  k − j k p2 =  k + jk

1
hk (t ) = exp( k t ) sin( k t )u (t )
k
+
−
hk (t ) dt =

Impulse response

• If all the poles of the system are on the left half plane,
then the system is stable.
 218
APPLICATION: STABILITY
• Case 2: Simple poles on the right half plane
1 1
= k  0
(s −  k )2 + k2 ( s −  k + jk )( s −  k − jk )
p1 =  k + jk p2 =  k − jk

1
hk (t ) = exp( k t ) sin( k t )u (t )
k

Impulse response

• If at least one pole of the system is on the right half

plane, then the system is unstable.
 219
APPLICATION: STABILITY
• Case 3: Simple poles on the imaginary axis
1 1
= k = 0
(s −  k )2 + k2 ( s −  k + jk )( s −  k − jk )

1
hk (t ) = sin( k t )u (t )
k

• If the pole of the system is on the imaginary axis, it’s

unstable.
 220
APPLICATION: STABILITY
• Case 4: multiple-order poles in the left half plane
1 m
hk (t ) = t exp( k t ) sin( k t )u (t ) k  0 stable
k
• Case 5: multiple-order poles in the right half plane
1 m
hk (t ) = t exp( k t ) sin( k t )u (t ) k  0 unstable
k
• Case 6: multiple-order poles on the imaginary axis
1
hk (t ) = t m sin( k t )u (t ) unstable
k

k  0 k  0
 221
APPLICATION: STABILITY
• Example:
– Check the stability of the following system.

3s + 2
H ( s) =
s 2 + 6 s + 13
 Department of Electrical Engineering
University of Arkansas

ELEG 3124 Signals & Systems

Ch. 6 Discrete-Time System
Dr. Jingxian Wu
[email protected]
 223
OUTLINE

• Discrete-time signals

• Discrete-time systems

• Z-transform
 224
SIGNAL
• Discrete-time signal
– The time takes discrete values

n 1 n
x(n) = cos  x ( n) = exp  
4 2 4
 225
SIGNAL: CLASSIFICATION
• Energy signal v.s. Power signal
– Energy:
N
E = lim 
2
x ( n)
N →
n=− N
– Power:
N
1
P = lim 
2
x ( n)
N → 2 N + 1
n=− N

– Energy signal: E

– Power signal: P
 226
SIGNAL: CLASSIFICATION
• Periodic signal v.s. aperiodic signal
– Periodic signal x(n) = x(n + N )
• The smallest value of N that satisfies this relation is the fundamental
periods.
– Is periodic?
cos(n)

2 k
cos(n) is periodic if is integer for integer k.

– Example: cos(3n)

cos(n)
3
cos( n)
4
 227
SIGNAL: ELEMENTARY SIGNAL
• Unit impulse function
1, n = 0,
 ( n) = 
0, n  0.
• Unit step function
0, n  0,
u ( n) = 
1, n  0.
• Relation between unit impulse function and unit step
function
 (n) = u(n) − u(n − 1)
n
u ( n) =   (k )
k = −
 228
SIGNAL: ELEMENTARY SIGNAL
• Exponential function
x(n) = exp(n)

• Complex exponential function

x(n) = exp( j0n) = cos(0n) + j sin( 0n)
 229
OUTLINE

• Discrete-time signals

• Discrete-time systems

• Z-transform
 230
SYSTEM: IMPULSE RESPONSE
• Impulse response of LTI system
– The response of the system when the input is  (n)
x(n) =  (n) y(n) = h(n)
System
LTI system
• System response for arbitrary input
– Any signal can be decomposed as the sum of time-shifted impulses
+
x ( n) =  x(k ) (n − k )
k = −
– Time invariant
 (n − k ) h( n − k )
System
LTI system
– Linear +
+

 x(k ) (n − k )  x(k )h(n − k )

k = −
k = − System
LTI system
 231
SYSTEM: CONVOLUTION SUM
• Convolution sum
– The convolution sum of two signals x(n) and h(n) is
+
x ( n)  h( n) =  x(k )h(n − k )
k = −

• Response of LTI system

– The output of a LTI system is the convolution sum of the input and
the impulse response of the system.

x(n) x(n)  h(n)

h(n)

LTI system
 232
SYSTEM: CONVOLUTION SUM
• Example
– 1. x(n)   (n − m)

– 2. x(n) =  nu(n), h(n) =  nu(n)

x(n)  h(n) =
 233
SYSTEM: CONVOLUTION SUM
• Example:
– Let x(n) = [1,3,−1,−2] h(n) = [1,2,0,−1be,1],
two

sequences, find
x(n)  h(n)
 234
STSTEM: COMBINATION OF SYSTEMS
• Combination of systems

➔
Two systems in series

+ ➔

Two systems in parallel

 235
SYSTEM: DIFFERENCE EQUATION REPRESENTATION

• Difference equation representation of system

N M

a
k =0
k y (n − k ) =  bk x(n − k )
k =0
 236
OUTLINE

• Discrete-time signals

• Discrete-time systems

• Z-transform
 237
Z-TRANSFORM
• Bilateral Z-transform
+
X ( z) =  x (
n = −
n )z −n

• Unilateral Z-transform
+
X ( z ) =  x(n)z − n
n =0

• Z-transform:
– Ease of analysis
– Doesn’t have any physical meaning (the frequency domain
representation of discrete-time signal can be obtained through
discrete-time Fourier transform)
– Counterpart for continuous-time systems: Laplace transform.
 238
Z-TRANSFORM
• Example: find Z-transforms
– 1. x(n) =  (n)

n
– 2. x(n) =  1  u (n)
2
 239
Z-TRANSFORM
• Example
n
– 3. 1
x(n) = −  u (− n − 1)
2

• Region of convergence (ROC)

Region of convergence
 240
Z-TRANSFORM: CONVERGENCE
• Convergence of causal signal

x(n) =  nu(n)

• Convergence of anti-causal signal

x(n) =  nu(−n −1)
 241
Z-TRANSFORM: TIME SHIFTING PROPERTY
• Time Shifting
– Let x (n ) be a causal sequence with the Z-transform X (z )
– Then
n0 −1
Z x(n + n0 ) = z X ( z ) − z
n0 n0
 x ( m) z −m

m =0

−1
Z x(n − n0 ) = z − n0
X ( z) + z − n0
 x(m) z −m

m = − n0
 242
Z-TRANSFORM: LTI SYSTEM
• LTI System
– Difference equation representation
N M

a
k =0
k y (n − k ) =  bk x(n − k )
k =0

– Z-domain representation
N −k  M −k 
 k  a z Y ( z ) =  k  X ( z )
b z
 k =0   k =0 

– Transfer function
M −k 
 k 
Y ( z )  k =0
b z
H ( z) = = N
X ( z)  −k 
 k  a z
 k =0 
 243
Z-TRANSFORM: LTI SYSTEM
• Example
– Find the transfer function of the system described by the following
difference equation
1
y (n) − 2 y (n − 1) + 2 y (n − 2) = x(n) + x(n − 1)
2
 244
Z-TRANSFORM: STABILITY
• Stability
z
H ( z) = h( n) = a n u ( n)
z−a
– A LTI system is BIBO stable is all the poles are within the unit
circle (|a| < 1)
– A LTI system is unstable is at least one pole is on or outside of the
unit circult ( | a | 1 )