0% found this document useful (0 votes)
81 views

Signals and Systems Set I

SIGNALS AND SYSTEMS

Uploaded by

Shahukar Khan
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
0% found this document useful (0 votes)
81 views

Signals and Systems Set I

SIGNALS AND SYSTEMS

Uploaded by

Shahukar Khan
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/ 25

12-09-2023

Course Outcomes
Signals and Systems 1. Describe and characterize signals and systems.
2. Compute transforms for continuous and discrete time signals.
Course No : ELC2410 3. Analyse continuous and discrete time systems in time domain.
Credits : 4 4. Analyse continuous and discrete time systems in frequency domain.
Course Category : Departmental Core
Pre-requisite(s) :
Contact Hours (L-T-P) : 3-1-0
Type of Course : Theory

Syllabus Books
Unit I: Representation and Classification of Signals and Systems
• Representation and Classifications of Continuous and Discrete Time Signals and Systems; Singularity 1. Alan, V. Oppenheim & A.S. Wilsky, Signals & Systems, PHI, 1998
Functions; Convolution Operation of Continuous and Discrete Time Signals; Impulse Response and Its
Properties 2. Simon Haykin, Signals and Systems, John Wiley, 1999
Unit II: Fourier Analysis 3. Simon Haykin, Communication Systems, John Wiley, 1995
• Fourier Series; Fourier Transform and Its Properties; System Analysis Using Fourier Transform; Hilbert
Transform; Representation and Analysis of Bandpass Signals and Systems 4. Tarun Kumar Rawat, Signals and Systems, Oxford University Press, 2010
Unit III: Time and Frequency Domain Analysis of Continuous Time Systems
• Review of Laplace Transform; Two-Sided Laplace Transform; System Analysis of I and II Order Systems;
Transfer Function; Frequency Response of I and II Order Systems; Feedback Systems
Unit IV: Analysis of Discrete Time Systems
• Overview of Sampling; Z-Transform and Its Properties; Discrete Time Fourier Transform; Discrete Fourier
Transforms; Discrete Time System Analysis Using Difference Equations and Z-Transform
12-09-2023

Recap Why Study Signals and Systems?


• Complex number representation of a number 𝑧 • Engineers build systems that process/manipulate signals.
• In polar coordinates • We need a formal mathematical framework for the study of such
𝑧 = 𝑟𝑒 systems.
• In Cartesian coordinates • Such a framework is necessary in order to ensure that a system will
𝑧 = 𝑥 + 𝑖𝑦 meet the required specifications (e.g., performance and safety).
• Euler’s formula • If a system fails to meet the required specifications or fails to work
𝑒 = cos 𝑥 + 𝑖𝑠𝑖𝑛(𝑥) altogether, negative consequences usually ensue.
𝑖 = −1 • When a system fails to operate as expected, the consequences can
sometimes be catastrophic.

What are Signals? What are Systems?


• A signal is a function of one or more variables that conveys information • A system is an entity that processes one or more input signals in order
about some (usually physical) phenomenon. to produce one or more output signals.
• For a function 𝑓, in the expression 𝑓 𝑡 , 𝑡 , … , 𝑡 , each of the 𝑡 is
called an independent variable, while the function value itself is referred
to as a dependent variable.
• Some examples of signals include:
• a voltage or current in an electronic circuit
• the position, velocity, or acceleration of an object a force, or torque in a mechanical
system
• a flow rate of a liquid or gas in a chemical process a digital image, digital video, or
digital audio
• a stock market index

function 𝑡 + 2 imagined as a machine


12-09-2023

Signal Classification Continuous-Time Signals


x(t)
1. Continuous-time and discrete-time signals 3
• A signal that is specified for a continuum of values
of time 𝑡 or defined for all time is a continuous-
2. Analog and digital signals 2
time signal.
3. Periodic and aperiodic signals 1
• These are usually naturally occurring signals such
4. Causal, non-causal and anti-causal signals −30 −20 −10 0 10 20 30 t as acoustic waves, light waves etc.
5. Energy and power signals Continuous-Time Signal • Variation of voltage or current in a circuit.
6. Deterministic and random/probabilistic signals

Discrete-Time Signals Analog and Digital signals


• A signal that is specified only at discrete values of 𝑡 is a discrete-time signal.
• In this independent variable has discrete values, which are usually uniformly spaced. • A signal whose amplitude can take on any value in a continuous range is an
• The time spacing between the samples is normally denoted by 𝑇 . analog signal.
• Discrete time signals are often derived from continuous time signals by a process called • An analog signal amplitude can take on an infinite number of values.
sampling. • A digital signal, is one whose amplitude can take on only a finite number of
• Sampling takes continuous-time values time signals at 𝑇 uniformly spaced intervals. values.
• Thus the signal 𝑥 𝑡 becomes 𝑥(𝑛𝑇 ) and is normally represented by 𝑥[𝑛]. • Signals associated with a digital computer are digital because they take on only
two values (binary signals).
x[n] • The terms continuous time and discrete time qualify the nature of 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).
12-09-2023

Continuous-Time or Discrete-Time Signal Periodic Signals


• A function 𝑥 𝑡 is said to be periodic with period 𝑇 (or 𝑇 -periodic) if, for some strictly-
positive real constant 𝑇, the following condition holds:
𝑥 𝑡 = 𝑥(𝑡 + 𝑇) for all 𝑡.
• A 𝑇-periodic function 𝑥 𝑡 is said to have fundamental frequency 1/𝑇 and the angular
frequency 2π/𝑇
• A sequence 𝑥 𝑡 is said to be periodic with period 𝑁 (or 𝑁-periodic) if, for some
strictly-positive integer constant 𝑁, the following condition holds:
Analog, continuous time Analog, discrete-time signal Digital, discrete-time signal
𝑥 𝑛 = 𝑥[𝑛 + 𝑁] for all 𝑛

• An 𝑁-periodic sequence 𝑥 is said to have frequency 1/𝑁 and angular frequency .


• A function/sequence that is not periodic is said to be aperiodic.

Periodic Signals
Periodic Signals
𝑥 𝑡
• The period of a periodic signal is not unique. That is, a signal that is periodic with period 𝑇 is
... ...
also periodic with period 𝑘𝑇, for every (strictly) positive integer 𝑘.
t • The smallest period with which a signal is periodic is called the fundamental period, and its
−2T −T T 2T
corresponding frequency is called the fundamental frequency.
• A periodic signal, by definition, must start at 𝑘 = −∞ and continue forever (everlasting
signal).
x[n]
• An additional useful property of a periodic signal 𝑥 𝑡 of period 𝑇 is that the area under 𝑥 𝑡
over any interval of duration 𝑇 is the same; that is, for any real numbers 𝑎 and 𝑏.
4

3
·· 2 ···
1
𝑥 𝑡 𝑑𝑡 = 𝑥 𝑡 𝑑𝑡 = 𝑥 𝑡 𝑑𝑡
n
−4 −3 −2 −1 0 1 2 3 4 5 6 7
12-09-2023

• All practical signals are causal


• All periodic signals are non-causal and physically never exist
Causal, non-causal and anti-causal signals
• A signal that does not start before 𝑡 = 0 is a causal signal. In other words, 𝑥 𝑡 is Non-causal signal, finite duration, not periodic
a causal signal
𝑥 𝑡 =0 𝑡<0
• A signal that starts before 𝑡 = 0 is a non-causal signal.
Non-causal signal, infinite duration, not periodic
• An everlasting signal is always noncausal, but a noncausal signal is not necessarily
everlasting.
• A signal that is zero for all 𝑡 ≥ 0 is called an anti-causal signal. Non-causal signal, infinite duration, periodic

Causal signal, finite duration, not periodic

Deterministic and random signals Energy and Power Signals


• In electrical circuits the instantaneous power dissipated in the resistor is defined by:
• Deterministic signals: Their values can be precisely determined at any 𝑣 (𝑡)
point in time. Well-defined mathematical function. 𝑝 𝑡 = =𝑖 𝑡 𝑅
𝑅
• Random signals: There is no certainty about the value of the signal • Assuming a 1 ohm; the power is square of the signal (voltage or current) i.e., 𝑝 𝑡 =
before its occurrence. The noise 𝑥 𝑡
• A signal with finite and nonzero power is a power signal. 0 < 𝑃 < ∞
• A signal with finite energy is an energy signal. 0 < 𝐸 < ∞ For real
valued signal

𝐸= 𝑥 𝑡 𝑑𝑡 = 𝑥 𝑡 𝑑𝑡

• Necessary condition for the energy to be finite is that the signal amplitude → 0 as 𝑡 →
∞ otherwise the integral will not converge.
12-09-2023

Energy and Power Signals Energy and Power Signals


• The time-averaged power of a continuous signal is calculated as:
/
• For discrete-time signals energy is calculated as
1
𝑃 = lim 𝑥 𝑡 𝑑𝑡 𝐸= 𝑥 [𝑛]
→ 𝑇
/
• The square root of 𝑃 is the rms value of the periodic signal. • For discrete-time signals average power is calculated as
• Generally, the mean of an entity averaged over a large time interval approaching infinity 1
𝑃 = lim 𝑥 [𝑛]
exists if the entity either is periodic or has a statistical regularity. → 2𝑁 + 1
• If such a condition is not satisfied, the average may not exist. • An energy signal has zero time-average power.
• For instance, a ramp signal 𝑥 𝑡 = 𝑡 increases indefinitely as 𝑡 → ∞, and neither the • A power signal has infinite energy.
energy nor the power exists for this signal. However, the unit step function, which is not
periodic nor has statistical regularity, does have a finite power. • Periodic and random signals are usually power signals
• Nonperiodic and deterministic signals are usually energy signals

Problem Even Signals


• A function 𝑥 𝑡 is said to be even if it satisfies

• Show that an everlasting exponential 𝑒 is 𝑥 𝑡 = 𝑥(−𝑡) for all t.


neither an energy nor a power signal for any real • A sequence 𝑥 𝑡 is said to be even if it satisfies
value of 𝑎. However, if 𝑎 is imaginary, it is a power 𝑥 𝑛 = 𝑥[−𝑛] for all n.
signal with power 𝑃 = 1 regardless of the value of • Geometrically, the graph of an even signal is symmetric about the origin. Some
𝑎. examples of even signals are shown below.
• The signal amplitude → 0 as |t|→∞. Therefore x(t)
𝑥𝑛

the suitable measure for this signal is its energy E 2


2

given by: 1
1
t
−3 −2 −1 1 2 3 n
−3 −2 −1 1 2 3
−1
−1
−2
−2
12-09-2023

Odd Signals Even and Odd components


• A function𝑥 𝑡 is said to be odd if it satisfies
𝑥 𝑡 = −𝑥(−𝑡) for all 𝑡. • Let’s call the even component of 𝑥 𝑡 , 𝑥 𝑡 and the odd part of 𝑥 𝑡 .
• A sequence 𝑥 𝑡 is said to be odd if it satisfies 𝑥 𝑡 =𝑥 𝑡 +𝑥 𝑡
𝑥 𝑛 = −𝑥[−𝑛] for all 𝑛. • Then we can obtain 𝑥 𝑡 and 𝑥 𝑡 by:
𝑥 𝑡 + 𝑥(−𝑡)
• Geometrically, the graph of an odd signal is antisymmetric about the origin. 𝑥 𝑡 =
2
• An odd signal 𝑥 𝑡 must be such that 𝑥 𝑡 = 0 𝑥 𝑡 − 𝑥(−𝑡)
𝑥 𝑡 =
2
x(t) x(n)
• Example: 𝑥 𝑡 = 3𝑡 + 2
2 2
3𝑡 + 2 − 3𝑡 + 2
1
𝑥 𝑡 = =2
1
2
t n 3𝑡 + 2 + 3𝑡 − 2
−3 −2 −1 1 2 3 −3 −2 −1 1 2 3 𝑥 𝑡 = = 3𝑡
−1 −1
2
−2 −2

Symmetry and Addition/Multiplication


• Sums involving even and odd functions have the following properties:
• The sum of two even functions is even. The sum of two odd functions is odd. • Which of these are even, which of these are odd, and which of these
• The sum of an even function and odd function is neither even nor odd, provided that neither
are neither even nor odd?
of the functions is identically zero.
a) even
• That is, the sum of functions with the same type of symmetry also has the same
b) odd
type of symmetry.
c) even
• Products involving even and odd functions have the following properties: d) odd
• The product of two even functions is even. The product of two odd functions is even. e) neither even nor odd
• The product of an even function and an odd function is odd. f) neither even nor odd
• That is, the product of functions with the same type of symmetry is even, while g) odd
the product of functions with opposite types of symmetry is odd. h) neither even nor odd
12-09-2023

• Find the even and odd parts of the following functions

Right-Sided Signals
• A signal 𝑥 𝑡 is said to be right sided if, for some (finite) real constant 𝑡 ,
the following condition holds:
𝑥 𝑡 = 0 for all 𝑡 < 𝑡
• a) 𝑥 𝑡 = =1− 𝑒 +𝑒 𝑥 𝑡 = = 𝑒 −𝑒 𝑥 𝑡
• (i.e., 𝑥 𝑡 is only potentially nonzero to the right of 𝑡 ).
An example of a right-sided signal is shown below.
• A signal 𝑥 𝑡 is said to be causal if
𝑡 𝑡
𝑥 𝑡 = 0 for all 𝑡 < 0
• A causal signal is a special case of a right-sided signal.

Left-Sided Signals Finite-Duration and Two-Sided Signals


• A signal 𝑥 is said to be left sided if, for some (finite) real constant 𝑡 , the following
condition holds: • A signal that is both left sided and right sided is said to be finite duration (or time
𝑥 𝑡 = 0 for all 𝑡 > 𝑡 limited).
(i.e., 𝑥 is only potentially nonzero to the left of 𝑡 ). • An example of a finite duration signal is shown below.
• An example of a left-sided signal is shown below. • A signal that is neither left sided nor right sided is said to be two sided. An
example of a two-sided signal is shown below.
• Similarly, a signal 𝑥 is said to be anticausal if
𝑥 𝑡 = 0 for all 𝑡 > 0
• An anti-causal signal is a special case of a left-sided signal. 𝑥 𝑡 𝑥 𝑡

• An anti-causal signal is not to be confused with an anti-causal system. In these two


contexts, the word “anti-causal” has very different meanings.

t
𝑡 𝑡
12-09-2023

Bounded Signals Operations on the signals

• A signal 𝑥 is said to be bounded if there exists some (finite) positive real • Operation performed on the dependent variable i.e. amplitude
constant 𝐴 such that • Operation performed on the independent variable, i.e., time.
𝑥 𝑡 ≤ 𝐴 for all 𝑡
(i.e., 𝑥 𝑡 is finite for all 𝑡).
• Examples of bounded signals include the sine and cosine functions.
• Examples of unbounded signals include the tan function and any
nonconstant polynomial function.

Amplitude Scaling
• Amplitude scaling maps the input signal 𝑥 𝑡 to the output signal 𝑦 𝑡 as given by
Amplitude Shifting
𝑦 𝑡 = 𝑎𝑥 𝑡
• Where 𝑎 is a real number. • Amplitude shifting maps the input signal 𝑥 𝑡 to the output signal 𝑦 𝑡 as given
• Geometrically, the output signal 𝑦 𝑡 is expanded/compressed in amplitude and/or by
reflected about the horizontal axis. 𝑦 𝑡 =𝑥 𝑡 +𝑏
x(t) 2x(t)

• where 𝑏 is a real number.


t t
• Geometrically, amplitude shifting adds a vertical displacement to 𝑥 𝑡 .
−3 −2 −1 1 2 3 −3 −2 −1 1 2 3
−1 −1 x(t) x(t) −2
−2 −2 2 2

1 x(t) −2x(t) 1 1
2
2 2
t t
1 1 −3 −2 −1 1 2 3 −3 −2 −1 1 2 3
t t −1
−3 −2 −1 1 2 3 −3 −2 −1 1 2 3 −1
−1 −1
−2 −2
−2 −2
12-09-2023

Combined Amplitude Scaling and Amplitude Shifting


Addition and Multiplication
• Combining amplitude scaling and amplitude shifting transformations.
• Consider a transformation that maps the input signal 𝑥 𝑡 to the output signal 𝑦 𝑡 , as • The addition/multiplication of two continuous time signals 𝑥 𝑡 and 𝑥 𝑡 is defined by:
𝑦 𝑡 = 𝑥 𝑡 +𝑥 𝑡
given by
𝑦 𝑡 = 𝑥 𝑡 ×𝑥 𝑡
𝑦 𝑡 = 𝑎𝑥 𝑡 + 𝑏, • The addition of two discrete time signals 𝑥 𝑛 and 𝑥 𝑛 is defined by:
• where 𝑎 and 𝑏 are real numbers. 𝑦 𝑛 = 𝑥 𝑛 +𝑥 𝑛
• Equivalently, the above transformation can be expressed as: 𝑦 𝑛 = 𝑥 𝑛 ×𝑥 𝑛
• It is important to note that the discrete time signal added/multiplied together must have
𝑏 the same sampling rate.
𝑦 𝑡 =𝑎 𝑥 𝑡 +
𝑎 • Practically addition of two signals is requires for example in music when voice and music
• The above transformation is equivalent to are added together.
• Multiplication of two signals is required during the amplitude modulation process.
• first amplitude scaling 𝑥 𝑡 by 𝑎, and then amplitude shifting the resulting signal by 𝑏; or

• first amplitude shifting 𝑥 𝑡 by , and then amplitude scaling the resulting signal by 𝑎.

Time Shifting (Translation) Time Shifting (Translation)


x(t)

• Time shifting (also called translation) maps the input signal 𝑥 to the 3

output signal 𝑦 as given by 2

𝑦 𝑡 =𝑥 𝑡−𝑏 1

• where 𝑏 is a real number. −3 −2 −1 0 1 2 3


t

• Such a transformation shifts the signal (to the left or right) along the time
axis. x(t −1) x(t + 1)

• If 𝑏 > 0, 𝑦 is shifted to the right by 𝑏 , relative to 𝑥 (i.e., delayed in time). 3 3

• If 𝑏 < 0, 𝑦 is shifted to the left by 𝑏 , relative to 𝑥 (i.e., advanced in time). 2 2

1 1

t t
−3 −2 −1 0 1 2 3 −3 −2 −1 0 1 2 3
12-09-2023

Time Reversal (Reflection) Time scaling


• Time reversal (also known as reflection) maps the input signal 𝑥 to the output • Time compression/expansion (also called dilation) maps the input signal 𝑥 𝑡
signal 𝑦 as given by to the output signal 𝑦 𝑡 as given by
𝑦 𝑡 = 𝑥 −𝑡 𝑦 𝑡 = 𝑥 𝑎𝑡
• Geometrically, the output signal 𝑦 is a reflection of the input signal 𝑥 about the • where 𝑎 is a strictly positive real number.
(vertical) line 𝑥 = 0 • Such a transformation is associated with a compression/expansion along the time
• x(t) x(−t)
axis.
• If 𝑎 > 1,𝑦 𝑡 is compressed along the horizontal axis by a factor of 𝑎, relative to
3 3
𝑥 𝑡 .
2 2
• If 𝑎 < 1,𝑦 𝑡 is expanded (i.e., stretched) along the horizontal axis by a factor of
1 1
1/𝑎, relative to 𝑥 𝑡 .
t t
−3 −2 −1 0 1 2 3 −3 −2 −1 0 1 2 3

Time Scaling
• Time scaling maps the input signal 𝑥 to the output signal 𝑦 as given by
x(t)
𝑦 𝑡 = 𝑥 𝑎𝑡

1
• where 𝑎 is a nonzero real number.
• Such a transformation is associated with a dilation (i.e., compression/expansion
t along the time axis) and/or time reversal.
−2 −1 0 1 2

• If 𝑎 > 1, the signal is compressed along the time axis by a factor of 𝑎 .


x(2t) x(t/2) • If 𝑎 < 1., the signal is expanded (i.e., stretched) along the time axis by a factor of 1/𝑎
• If 𝑎 = 1, the signal is neither expanded nor compressed.
1 1
• If 𝑎 < 0, the signal is also time reversed.
• Time reversal is a special case of time scaling with 𝑎 = −1 ; and time
−2 −1 0 1 2
t
−2 −1 0 1 2
t
compression/expansion is a special case of time scaling with 𝑎 > 0.
12-09-2023

Time Scaling (Dilation/Reflection): Example Combined Time Scaling and Time Shifting
x(t) x(2t) • A transformation that maps the input signal 𝑥 𝑡 to the output signal 𝑦 as given by:
𝑦 𝑡 = 𝑥 𝑎𝑡 − 𝑏
1 1 • where 𝑎 and 𝑏 are real numbers and 𝑎 ≠ 0.
• The above transformation can be shown to be the combination of a time-scaling
−2 −1 0 1 2
t
−2 −1 0 1 2
t
operation and a time-shifting operation.
• Since time scaling and time shifting do not commute, we must be particularly careful
x(t/2) x(−t)
about the order in which these transformations are applied.
• The above transformation has two distinct but equivalent interpretations:
1 1
• first, time shifting 𝑥 𝑡 by 𝑏, and then time scaling the result by 𝑎;
• first, time scaling 𝑥 𝑡 by 𝑎, and then time shifting the result by 𝑏/𝑎.
t t
−2 −1 0 1 2 −2 −1 0 1 2

Combined Time Scaling and Time Shifting: Example


time shift by 1 and then time scale by 2
p(t) = x(t −1) p(2t) = x(2t −1)
1 1
1
—12
t 2
3 t
Given x(t) as shown −1 1 2 3 −2 −1 1 2 2

below, find x(2t −1) . −1 −1

x(t)

1
time scale by 2 and then time shift by 1/2
t
−2 −1 1 2 q(t −1/2) = x(2(t −1/2)
q(t) = x(2t) = x(2t −1)
−1
1 1
1
—12 2
3 t
−2 −1 1 2 −2 −1 1 2 2

−1 −1
12-09-2023

Two Perspectives on Independent-Variable Transformations


Sum of Periodic Functions
• A transformation of the independent variable can be viewed in terms of
• the effect that the transformation has on the signal; or • Sum of periodic functions. Let 𝑥 and 𝑥 be periodic functions with fundamental
periods 𝑇 and 𝑇 , respectively. Then, the sum 𝑦 = 𝑥 + 𝑥 is a periodic function
• the effect that the transformation has on the horizontal axis. if and only if the ratio 𝑇 /𝑇 is a rational number (i.e., the quotient of two
• This distinction is important because such a transformation has opposite integers).
effects on the signal and horizontal axis. • Suppose that = where 𝑞 and 𝑟 are integers and coprime (i.e., have no
• For example, the (time-shifting) transformation that replaces 𝑡 by 𝑡 − 𝑏 common factors), then the fundamental period of 𝑦 is 𝑟𝑇 (or equivalently, 𝑞𝑇 ,
since 𝑟𝑇 = 𝑞𝑇 ). (Note that 𝑟𝑇 is simply the least common multiple of 𝑇 and
(where 𝑏 is a real number) in 𝑥(𝑡) can be viewed as a transformation 𝑇)
that • Although the above theorem only directly addresses the case of the sum of two
• shifts the signal 𝑥(𝑡) right by 𝑏 units; or functions, the case of N functions (where N > 2) can be handled by applying the
theorem repeatedly N −1 times.
• shifts the horizontal axis left by 𝑏 units.

Real Sinusoids Complex Exponentials


• A real sinusoid is a function of the form
𝑥 𝑡 = 𝐴𝑐𝑜𝑠(𝜔𝑡 + 𝜃)
• where 𝐴, 𝜔, and 𝜃 are real constants.
• A complex exponential is a function of the form
𝑥 𝑡 = 𝐴𝑒
• Such a function is periodic with fundamental period 𝑇 = and fundamental
frequency 𝜔 . • where 𝐴 and 𝜆 are complex constants.
• A real sinusoid has a plot resembling that shown below. • A complex exponential can exhibit one of a number of distinct modes
𝐴𝑐𝑜𝑠(𝜔𝑡 + 𝜃) of behavior, depending on the values of its parameters 𝐴 and 𝜆.
• For example, as special cases, complex exponentials include real
exponentials and complex sinusoids.
12-09-2023

Real Exponentials
• A real exponential is a special case of a complex exponential
Complex Sinusoids
• 𝑥 𝑡 = 𝐴𝑒 , where 𝐴 and 𝜆 are restricted to be real numbers. • A complex sinusoid is a special case of a complex exponential, where 𝐴 is complex
• A real exponential can exhibit one of three distinct modes of behavior, depending and 𝜆 is purely imaginary (i.e., {Re 𝜆 = 0). 𝑥 𝑡 = 𝐴𝑒
on the value of 𝜆, as illustrated below. • That is, a complex sinusoid is a function of the form
• If 𝜆 > 0, 𝑥 𝑡 increases exponentially as t increases (i.e., a growing exponential). 𝑥 𝑡 = 𝐴𝑒
If 𝜆 < 0 , 𝑥 𝑡 decreases exponentially as 𝑡 increases (i.e., a decaying
• where 𝐴 is complex and ω is real.
exponential). If 𝜆 = 0, 𝑥 𝑡 simply equals the constant 𝐴.
• By expressing 𝐴 in polar form as 𝐴 = 𝐴 𝑒 (where θ is real) and using Euler’s
Aeλt
Aeλt
λt
Ae relation, we can rewrite 𝑥 𝑡 as
𝑥 𝑡 = 𝐴 𝑐𝑜𝑠 𝜔𝑡 + 𝜃 + 𝑗 𝐴 𝑠𝑖𝑛 𝜔𝑡 + 𝜃
• Thus, Re 𝑥 𝑡 and Im 𝑥 𝑡 are the same except for a time shift.
• Also, 𝑥 𝑡 is periodic with fundamental period 𝑇 = and fundamental
A A A

t t t
frequency 𝜔 .
λ >0 λ =0 λ <0

Complex Sinusoids (Continued) General Complex Exponentials


• In the most general case of a complex exponential 𝑥 𝑡 = 𝐴𝑒 , 𝐴 and 𝜆 are both
The graphs of Re 𝑥 and Im 𝑥 have the forms shown below. complex.
𝐴 𝑐𝑜𝑠 𝜔𝑡 + 𝜃 𝐴 𝑠𝑖𝑛 𝜔𝑡 + 𝜃 • Letting 𝐴 = 𝐴 𝑒 and 𝜆 = 𝜎 + 𝑗𝜔 (where 𝜃, 𝜎, and 𝜔 are real), and using Euler’s
relation, we can rewrite 𝑥 𝑡 as
𝑥 𝑡 = 𝐴 𝑒 𝑐𝑜𝑠 𝜔𝑡 + 𝜃 + 𝑗 𝐴 𝑒 𝑠𝑖𝑛 𝜔𝑡 + 𝜃
• Thus, Re 𝑥 𝑡 and Im 𝑥 𝑡 are each the product of a real exponential and real
sinusoid
• One of three distinct modes of behavior is exhibited by 𝑥 𝑡 , depending on the value of
t t
𝜎.
• If 𝜎 = 0, Re 𝑥 𝑡 and Im 𝑥 𝑡 are real sinusoids.
• If 𝜎 > 0, Re 𝑥 𝑡 and Im 𝑥 𝑡 are each the product of a real sinusoid and a growing
|A|sinθ
−|A| real exponential.
−|A|
• If 𝜎 < 0, Re 𝑥 𝑡 and Im 𝑥 𝑡 are each the product of a real sinusoid and a decaying
real exponential.
12-09-2023

Relationship Between Complex Exponentials and


General Complex Exponentials
Real Sinusoids
The three modes of behavior for Re 𝑥 and Im 𝑥 are illustrated below. • From Euler’s relation, a complex sinusoid can be expressed as the sum of two real
sinusoids as
|A|eσt 𝐴𝑒 = 𝐴𝑐𝑜𝑠 𝜔𝑡 + 𝑗𝐴𝑠𝑖𝑛 𝜔𝑡
|A|e σt
|A|e σt • Moreover, a real sinusoid can be expressed as the sum of two complex sinusoids
using the identities
t t t 𝐴
𝐴𝑐𝑜𝑠 𝜔𝑡 + 𝜃 = 𝑒 ( )+𝑒 ( )
2
𝐴
𝐴𝑠𝑖𝑛 𝜔𝑡 + 𝜃 = 𝑒 ( )−𝑒 ( )
2𝑗
σ >0 σ =0 σ <0 • Note that, above, we are simply restating results.

Unit-Step Function Signum Function


• The unit-step function (also known as the Heaviside function), • The signum function, denoted sgn, is defined as
denoted 𝑢 𝑡 , is defined as

• Due to the manner in which 𝑢 𝑡 is used in practice, the actual


value of 𝑢(0) is unimportant. Sometimes values of 0 and 1 / 2 • From its definition, one can see that the signum function simply computes
are also used for 𝑢(0). the sign of a number.
• Discrete unit step function has a value of one when its argument
is greater than or equal to zero, and it has a value of zero when
its argument is less than zero.
1 𝑛≥0
𝑢𝑛 =
0 𝑛<0
12-09-2023

Unit-Impulse Function Discrete-Time Unit-Impulse Function


• The unit-impulse function (also known as the Dirac delta function or delta
function), denoted 𝛿 𝑡 , is defined by the following two properties:
𝛿 𝑡 = 0 for 𝑡 ≠ 0 and
1 𝑛=0
𝛿𝑛 =
𝛿 𝑡 𝑑𝑡 = 1 0 𝑛≠0
• We can obtain the unit step function from the delta function as
• Graphically, the delta function is represented as shown below.
𝑢𝑛 = 𝛿𝑘

• We can also obtain the delta function from the unit step function by
𝛿 𝑛 =𝑢 𝑛 −𝑢 𝑛−1

Unit-Impulse Function as a Limit Rectangular Function


• Define • The rectangular function (also called the unit-rectangular pulse function),
1 𝜀
denoted rect, is given by
𝑔 𝑡 = 𝜀 for 𝑡 < 2 1 1
0 otherwise 𝑟𝑒𝑐𝑡 𝑡 = 1 𝑖𝑓 − 2 ≤ 𝑡 ≤ 2
• The function 𝑔 𝑡 has a plot of the form shown below. 0 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
• For any choice of 𝜀, ∫ 𝑔 𝑡 𝑑𝑡 = 1 • Due to the manner in which the rect function is used in practice, the actual
• The delta function can be obtained
value of rect(t) at 𝑡 = ± is unimportant. Sometimes different values are
𝛿 𝑡 = lim 𝑔 𝑡
→ used from those specified above.
• 𝛿 can be viewed as a limiting case of a rectangular pulse where the pulse width
becomes infinitesimally small and the pulse height becomes infinitely large in
such a way that the integral of the resulting function remains unity.
12-09-2023

Triangular Function Cardinal Sine Function


• The triangular function (also called the unit-triangular pulse • The cardinal sine function, denoted sinc, is
function), denoted tri, is defined as given by
𝑠𝑖𝑛 𝑡
𝑠𝑖𝑛𝑐 𝑡 =
𝑡
• By l’Hopital’s rule, 𝑠𝑖𝑛𝑐 0 = 1.
• A plot of this function for part of the real
line is shown below. [Note that the
oscillations in 𝑠𝑖𝑛𝑐 𝑡 do not die out for finite
t.

Representing a Rectangular Pulse Using Unit-Step


Properties of the Unit-Impulse Function
Functions
• Equivalence property. For any continuous function x and any real constant 𝑡 , • For real constants 𝑎 and 𝑏 where 𝑎 ≤ 𝑏, consider a function 𝑥 𝑡 of the form
𝑥 𝑡 𝛿 𝑡−𝑡 =𝑥 𝑡 𝛿 𝑡−𝑡
1 𝑖𝑓 𝑎 ≤ 𝑡 < 𝑏
• Sifting property. For any continuous function 𝑥 and any real constant 𝑡 , 𝑥 𝑡 =
0 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
• (i.e., 𝑥 𝑡 is a rectangular pulse of height one, a rising edge at 𝑎 and falling edge at 𝑏).
𝑥 𝑡 𝛿 𝑡 − 𝑡 𝑑𝑡 = 𝑥 𝑡
• The function 𝑥 can be equivalently written as
• The 𝛿 function also has the following properties: 𝑥 𝑡 = 𝑢 𝑡 − 𝑎 − 𝑢(𝑡 − 𝑏)
𝛿 𝑡 = 𝛿 −𝑡 • (i.e., the difference of two time-shifted unit-step functions).
1 • Unlike the original expression for 𝑥 𝑡 , this latter expression for 𝑥 𝑡 does not involve
𝛿 𝑎𝑡 = 𝛿 𝑡
𝑎 multiple cases.
• where 𝑎 is a nonzero real constant. • In effect, by using unit-step functions, we have collapsed a formula involving multiple
cases into a single expression.
12-09-2023

Ramp Function
• The impulse function has a sampling (or sifting) property, which states • The impulse function 𝛿 𝑡 is the derivative of
that the area under the product of a function with a unit impulse is the step function 𝑢 𝑡 with respect to time.
equal to the value of that function at the instant at which the impulse • The integration of the step function 𝑢 𝑡 is a
is located (assuming the function to be continuous at the impulse ramp function of unt slope.
location). In the modern approach, the impulse function is viewed as 𝑡, 𝑡≥0
a generalized function and is defined by the sampling property. 𝑟 𝑡 =
0, 𝑡<0
𝑟 𝑡 = 𝑡𝑢(𝑡)
𝑛, 𝑛≥0
𝑟𝑛 =
0, 𝑛<0
𝑟 𝑛 = 𝑛𝑢[𝑛]

Processing Systems for Discrete/Continuous Signals Communication Systems

Continuous-to- Discrete- Discrete-to-


x(t) Time y(t)
Discrete-Time Continuous-Time
Estimate of
Converter p[n] System q[n] Converter Message Transmitted Signal
Message Signal
Signal
Transmitter Channel Receiver
Processing a Continuous-Time Signal With a Discrete-Time System
Received Signal
x[n] Discrete-to- Continuous- Continuous-to- y[n]
Continuous-Time Discrete-Time
p(t) Time System q(t) Converter
Converter
Processing a Discrete-Time Signal With a Continuous-Time System General Structure of a Communication System
12-09-2023

Control System Continuous Time Systems


• A system with input 𝑥(𝑡) and output 𝑦(𝑡) can be described by the equation
𝑦(𝑡) = ℋ 𝑥(𝑡)
Reference
Input Error Output • where ℋ denotes an operator (i.e., transformation).
+ Controller Plant • Note that the operator ℋ maps a function to a function (not a number to a

number).
• Alternatively, we can express the above relationship using the notation
Sensor ℋ
Feedback Signal 𝑥(𝑡) → 𝑦(𝑡)
• The operator ℋ is often omitted, yielding the abbreviated notation

General Structure of a Feedback Control System


𝑥(𝑡) → 𝑦(𝑡)
• The symbols “→” and “=” have very different meanings. The symbol “→” should be
read as “produces” (not as “equals”).

Block Diagram Representations Interconnection of Systems


• Two basic ways in which systems can be interconnected are shown below.
• Often, a system defined by the operator ℋ and having the input 𝑥(𝑡)
and output 𝑦(𝑡)is represented in the form of a block diagram as
shown below.

• A series (or cascade) connection ties the output of one system to the input of the other.
• The overall series-connected system is described by the equation
𝑦=ℋ ℋ 𝑥
• A parallel connection ties the inputs of both systems together and sums their outputs.
• The overall parallel-connected system is described by the equation
𝑦=ℋ 𝑥 +ℋ 𝑥
12-09-2023

Memory and Causality Memory


• A system with input 𝑥(𝑡) and output 𝑦(𝑡)is said to have memory if, for any real • A LTI system with impulse response h is memoryless if and only if
𝑡 , 𝑦(𝑡 ) depends on 𝑥(𝑡) for some 𝑡 ≠ 𝑡 . ℎ 𝑡 = 0 for all 𝑡 ≠ 0
• A system that does not have memory is said to be memoryless. Although simple, • That is, a LTI system is memoryless if and only if its impulse response h is of the
a memoryless system is not very flexible, since its current output value cannot form
rely on past or future values of the input. ℎ 𝑡 = 𝐾𝛿 𝑡 𝐾 is a complex constant.
• A system with input 𝑥(𝑡) and output 𝑦(𝑡)is said to be causal if, for every real 𝑡 , • Consequently, every memoryless LTI system with input x and output y is
𝑦(𝑡 ) does not depend on 𝑥(𝑡) for some 𝑡 > 𝑡 . characterized by an equation of the form
• If the independent variable t represents time, a system must be causal in order 𝑦 𝑡 = 𝑥 𝑡 ⨀𝐾𝛿 𝑡 = 𝐾𝑥 𝑡 (i.e., the system is an ideal amplifier).
to be physically realizable.
• For a LTI system, the memoryless constraint is extremely restrictive (as every
• Noncausal systems can sometimes be useful in practice, however, since the memoryless LTI system is an ideal amplifier).
independent variable need not always represent time. For example, in some
situations, the independent variable might represent position.

Invertibility
Causality
• The inverse of a system ℋ is another system ℋ such that the combined effect
of ℋ cascaded with ℋ is a system where the input and output are equal.
• A LTI system with impulse response h is causal if and only if • A system is said to be invertible if it has a corresponding inverse system (i.e., its
ℎ 𝑡 =0 for all t < 0 inverse exists).
• Equivalently, a system is invertible if its input 𝑥(𝑡)can always be uniquely determined
(i.e., ℎ 𝑡 is a causal signal).
from its output 𝑦(𝑡).
• It is due to the above relationship that we call a signal 𝑥 𝑡 , satisfying • Note that the invertibility of a system (which involves mappings between functions)
𝑥 𝑡 =0 for all t < 0 and the invertibility of a function (which involves mappings between numbers) are
fundamentally different things.
a causal signal. • An invertible system will always produce distinct outputs from any two distinct inputs.
• To show that a system is invertible, find the inverse system. To show that a system is
not invertible, find two distinct inputs that result in identical outputs.
• Practically, invertible systems are “nice” because their effects can be undone.
12-09-2023

Invertibility Bounded-Input Bounded-Output (BIBO) Stability


• A system with input 𝑥 and output 𝑦 is BIBO stable if, for every bounded
𝑥, 𝑦 is bounded (i.e., 𝑥(𝑡) < ∞ for all 𝑡 implies that 𝑦(𝑡) < ∞ for all
• The inverse of a LTI system, if such a system exists, is a LTI system.
𝑡).
• Let ℎ 𝑡 and ℎ 𝑡 denote the impulse responses of a LTI system • To show that a system is BIBO stable, we must show that every bounded
and its (LTI) inverse, respectively. Then, input leads to a bounded output.
ℎ 𝑡 ⨀ℎ 𝑡 =𝛿 𝑡 • To show that a system is not BIBO stable, we only need to find a single
• Consequently, a LTI system with impulse response ℎ 𝑡 is invertible if bounded input that leads to an unbounded output.
and only if there exists a function ℎ 𝑡 such that • In practical terms, a BIBO stable system is well-behaved in the sense that,
as long as the system input remains finite for all time, the output will also
ℎ 𝑡 ⨀ℎ 𝑡 =𝛿 𝑡
remain finite for all time.
• Except in simple cases, the above condition is often quite difficult to • Usually, a system that is not BIBO stable will have serious safety issues.
test.

BIBO Stability Time Invariance


• A system ℋ is said to be time invariant if, for every function 𝑥 𝑡 and every
• A LTI system with impulse response ℎ 𝑡 is BIBO stable if and only if real number t0, the following condition holds:

ℎ 𝑡 𝑑𝑡 < ∞ 𝑦(𝑡 − 𝑡 ) = ℋ𝑥 𝑡 where 𝑦 = ℋ𝑥 and 𝑥 𝑡 =𝑥 𝑡−𝑡


(i.e., ℋ commutes with time shifts).
• In other words, a system is time-invariant if a time shift (i.e., advance or delay)
(i.e., ℎ 𝑡 is absolutely integrable). in the input always results only in an identical time shift in the output.
• A system that is not time-invariant is said to be time-varying.
• A time-invariant system’s behavior does not change with respect to time.
• Practically speaking, compared to time-varying systems, time-invariant
systems are much easier to design and analyze, since their behavior does not
change with respect to time.
12-09-2023

Additivity, Homogeneity, and Linearity Why Linear Time-Invariant (LTI) Systems?


• A system ℋ is said to be additive if, for all functions x1 and x2, the following
condition holds: • In engineering, linear-time invariant (LTI) systems play a very important role.
ℋ 𝑥 + 𝑥 = ℋ 𝑥 + ℋ 𝑥 (i.e., ℋ commutes with sums).
• Very powerful mathematical tools have been developed for analyzing LTI
• A system ℋ is said to be homogeneous if, for every function x and every complex constant
a, the following condition holds:
systems.
ℋ 𝑎𝑥 = 𝑎ℋ 𝑥 (i.e., ℋ commutes with multiplication by a constant). • LTI systems are much easier to analyze than systems that are not LTI.
• A system that is both additive and homogeneous is said to be linear. • In practice, systems that are not LTI can be well approximated using LTI
• In other words, a system ℋ is linear, if for all functions 𝑥 and 𝑥 and all complex models.
constants a1 and a2, the following condition holds:
• So, even when dealing with systems that are not LTI, LTI systems still play an
ℋ 𝑎 𝑥 +𝑎 𝑥 = 𝑎 ℋ𝑥 + 𝑎 ℋ𝑥 (i.e., ℋ commutes with linear combinations).
• The linearity property is also referred to as the superposition property. Practically important role.
speaking, linear systems are much easier to design and analyze than nonlinear systems.

Continuous time Convolution Practical Convolution Computation


• The continuous time convolution of the functions 𝑥 and ℎ, denoted 𝑥⨀ℎ, is defined as the • To compute the convolution 𝑥 𝑡 ⨀ℎ 𝑡 = ∫ 𝑥 𝜏 ℎ 𝑡 − 𝜏 𝑑𝜏 we proceed as follows:
function
1. Plot 𝑥 𝜏 and ℎ 𝑡 − 𝜏 as a function of 𝜏.
2. Initially, consider an arbitrarily large negative value for 𝑡. This will result in ℎ(𝑡 −
𝑥 𝑡 ⨀ℎ 𝑡 = 𝑥 𝜏 ℎ 𝑡 − 𝜏 𝑑𝜏 𝜏) being shifted very far to the left on the time axis.
3. Write the mathematical expression for 𝑥 𝑡 ⨀ ℎ 𝑡 .
• The convolution result 𝑥 𝑡 ⨀ℎ 𝑡 evaluated at the point 𝑡 is simply a weighted average of
4. Increase t gradually until the expression for 𝑥 𝑡 ⨀ ℎ 𝑡 changes form. Record the
the function 𝑥, where the weighting is given by ℎ time reversed and shifted by 𝑡.
interval over which the expression for 𝑥 𝑡 ⨀ ℎ 𝑡 was valid.
• Herein, the asterisk symbol (i.e., “⨀”) will always be used to denote convolution, not
5. Repeat steps 3 and 4 until 𝑡 is an arbitrarily large positive value. This corresponds to
multiplication.
ℎ 𝑡 − 𝜏 being shifted very far to the right on the time axis.
• As we shall see, convolution is used extensively in systems theory.
6. The results for the various intervals can be combined in order to obtain an expression
• In particular, convolution has a special significance in the context of LTI systems. for 𝑥 𝑡 ⨀ ℎ 𝑡 for all 𝑡.
12-09-2023

Properties of Convolution Representation of Signals Using Impulses


• The convolution operation is commutative. That is, for any two functions 𝑥 𝑡 and
ℎ 𝑡 , • For any function 𝑥 𝑡 ,
𝑥 𝑡 ⨀ℎ 𝑡 = ℎ 𝑡 ⨀𝑥 𝑡
• The convolution operation is associative. That is, for any signals 𝑥 𝑡 , ℎ 𝑡 and 𝑥 𝑡 ⨀𝛿 𝑡 = 𝑥 𝜏 𝛿 𝑡 − 𝜏 𝑑𝜏 = 𝑥 𝑡
ℎ 𝑡 ,
𝑥 𝑡 ⨀ℎ 𝑡 ⨀ℎ 𝑡 = 𝑥 𝑡 ⨀ ℎ 𝑡 ⨀ℎ 𝑡 • Thus, any function 𝑥 𝑡 can be written in terms of an expression
• The convolution operation is distributive with respect to addition. That is, for
involving 𝛿 𝑡 . Moreover, 𝛿 𝑡 is the convolutional identity. That is,
any signals 𝑥 𝑡 , ℎ 𝑡 and ℎ 𝑡 ,
𝑥 𝑡 ⨀ ℎ 𝑡 + ℎ 𝑡 = 𝑥 𝑡 ⨀ℎ 𝑡 + 𝑥 𝑡 ⨀ℎ 𝑡 for any function 𝑥 𝑡 ,
𝑥 𝑡 ⨀𝛿 𝑡 = 𝑥 𝑡

Periodic Convolution Impulse Response


• The response ℎ 𝑡 of a system ℋ to the input 𝛿(𝑡) is called the impulse
• The convolution of two periodic functions is usually not well defined. response of the system i.e., ℎ 𝑡 = ℋ 𝛿(𝑡) .
• The periodic convolution of the 𝑇-periodic functions 𝑥 𝑡 and ℎ 𝑡 denoted • For any LTI system with input 𝑥 𝑡 , output 𝑦 𝑡 , and impulse response ℎ 𝑡 , the
𝑥 𝑡 ⨀ℎ 𝑡 , is defined as following relationship holds:
𝑦 𝑡 = 𝑥 𝑡 ⨀ℎ 𝑡
𝑥 𝑡 ⨀ℎ 𝑡 = 𝑥 𝜏 ℎ 𝑡 − 𝜏 𝑑𝜏 • A LTI system simply computes a convolution. Furthermore, a LTI system is
completely characterized by its impulse response.
• where ∫ denotes integration over an interval of length 𝑇. • That is, if the impulse response of a LTI system is known, we can determine
• The periodic convolution and (linear) convolution of the 𝑇-periodic functions the response of the system to any input.
𝑥 𝑡 and ℎ 𝑡 are related as follows: • Since the impulse response of a LTI system is an extremely useful quantity, we
𝑥 𝑡 ⨀ℎ 𝑡 = 𝑥 𝑡 ⨀ℎ 𝑡 where 𝑥 𝑡 = ∑ 𝑥 𝑡 − 𝑘𝑇 often want to determine this quantity in a practical setting.
• (i.e., 𝑥 𝑡 equals 𝑥 𝑡 over a single period of 𝑥 𝑡 and is zero elsewhere). • Unfortunately, in practice, the impulse response of a system cannot be
determined directly from the definition of the impulse response.
12-09-2023

Step Response Block Diagram Representation of LTI Systems

• The response 𝑠 𝑡 of a system ℋ to the input 𝑢(𝑡) is called the step response of • Often, it is convenient to represent a (CT) LTI system in block diagram
the system i.e., 𝑠 𝑡 = ℋ 𝑢(𝑡) form.
• The impulse response ℎ 𝑡 and step response 𝑠 𝑡 of a system are related as
• Since such systems are completely characterized by their impulse
𝑑𝑠 𝑡
ℎ 𝑡 =
𝑑𝑡 response, we often label a system with its impulse response.
• Therefore, the impulse response of a system can be determined from its step • That is, we represent a system with input 𝑥 𝑡 , output 𝑦 𝑡 , and
response by differentiation. impulse response ℎ 𝑡 , as shown below.
• The step response provides a practical means for determining the impulse
𝑥 𝑡 𝑦 𝑡
response of a system. h(t)

Interconnection of LTI Systems Eigenfunctions of Systems


• The series interconnection of the LTI systems with impulse responses ℎ 𝑡 and ℎ 𝑡
is the LTI system with impulse response ℎ 𝑡 = ℎ 𝑡 ⨀ℎ 𝑡 . That is, we have the • An input 𝑥 𝑡 to a system ℋ is said to be an eigenfunction of the system
equivalences shown below. ℋ with the eigenvalue 𝜆 if the corresponding output 𝑦 𝑡 is of the form
𝑦 𝑡 = 𝜆𝑥 𝑡
• where 𝜆 is a complex constant.
• In other words, the system ℋ acts as an ideal amplifier for each of its
• The parallel interconnection of the LTI systems with impulse responses ℎ 𝑡 and eigenfunctions 𝑥 𝑡 where the amplifier gain is given by the
ℎ 𝑡 is a LTI system with the impulse response ℎ 𝑡 = ℎ 𝑡 + ℎ 𝑡 . That is, we corresponding eigenvalue 𝜆.
have the equivalence shown below.
• Different systems have different eigenfunctions.
• Of particular interest are the eigenfunctions of LTI systems.
12-09-2023

Eigenfunctions of LTI Systems Representations of Signals Using Eigenfunctions


• As it turns out, every complex exponential is an eigenfunction of all LTI systems. • Consider a LTI system with input 𝑥 𝑡 , output 𝑦 𝑡 , and system function 𝐻 𝑠 .
• For an LTI system ℋ with impulse response ℎ 𝑡 , Suppose that the input 𝑥 𝑡 can be expressed as the linear combination of complex
ℋ 𝑒 =𝐻 𝑠 𝑒 exponentials
where 𝑠 is a complex constant and 𝑥 𝑡 =∑ 𝑎 𝑒 where the 𝑎 and 𝑠 are complex constants.
• Complex exponentials are eigenfunctions of LTI systems, we can conclude
𝐻 𝑠 = ℎ(𝑡)𝑒 𝑑𝑡
𝑦 𝑡 = 𝑎 𝐻 𝑠 𝑒

• That is, 𝑒 is an eigenfunction of a LTI system and 𝐻 𝑠 is the corresponding • If an input to a LTI system can be expressed as a linear combination of complex
eigenvalue. exponentials, the output can also be expressed as a linear combination of the same
• We refer to 𝐻 𝑠 as the system function (or transfer function) of the system ℋ. complex exponentials.
• From above, we can see that the response of a LTI system to a complex exponential is the • The above formula can be used to determine the output of a LTI system from its input
same complex exponential multiplied by the complex factor 𝐻 𝑠 . in a way that does not require convolution.

Problems

You might also like