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Ch1.Continuous-Time Signals

The document provides an introduction to continuous-time signals and systems, emphasizing their significance in electrical engineering and related fields. It defines key concepts such as continuous-time and discrete-time signals, systems, and their properties, including energy and power calculations. Additionally, it introduces basic continuous-time signals like the unit-step function, unit-impulse function, and ramp function, along with their mathematical representations and relationships.

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Mona Sayed
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0% found this document useful (0 votes)
12 views105 pages

Ch1.Continuous-Time Signals

The document provides an introduction to continuous-time signals and systems, emphasizing their significance in electrical engineering and related fields. It defines key concepts such as continuous-time and discrete-time signals, systems, and their properties, including energy and power calculations. Additionally, it introduces basic continuous-time signals like the unit-step function, unit-impulse function, and ramp function, along with their mathematical representations and relationships.

Uploaded by

Mona Sayed
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
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Philadelphia University

Department of Communication & Electronics


Engineering

Signals
g and Systems
y
Ch1: Continuous-Time Signals

Instructor
Ib hi N
Ibrahim N. Ab
Abu-Isbeih
Abu- I b ih

Email: [email protected]
Website: www.abusbeih.com/ecourse
1.1 Introduction:

 The concepts of signals and systems arise in a wide


variety of fields, and the ideas and techniques associated
with these concepts play an important role in almost all
branches of electrical engineering and in many other
engineering and d scientific
f fields
f ld as well.
ll

 Therefore, systems and signal processing represent a


body of knowledge that is of essential concern to the
scientist and engineer.

2 Signals & Systems - CH.1 Eng. Ibrahim Abu-Isbeih


1.1.1 Signals
Signals:
g :
• A signal is a function of one or more independent
variables
i bl that
th t contains
t i iinformation
f ti about
b t th
the
behavior or nature of some phenomenon.

• Continuous-time signal is a function of a real


argument x(t) where t can take any real value.

• Example:
p
x(t)

t
Fig 1.1
3 Signals & Systems - CH.1 Eng. Ibrahim Abu-Isbeih
Example:
C
Continuous-Time
T Signal
S l (Speech
(S h&d
dual-tone)
l )

4 Signals & Systems - CH.1 Eng. Ibrahim Abu-Isbeih


 A discrete-time signal is a function of an
argument that takes values from a discrete set
x[n] where n{...-3,-2,-1,0,1,2,3...}
 Di
Discrete-time
t ti signal
i l can be
b obtained
bt i d by b taking
t ki
samples of an analog signal at discrete instants of
time The values for x may be real or complex
time.
 Square brackets are used to denote a discrete-
time signal x[n] to distinguish between the
continuous-time and the discrete-time signals.
x [n ]
 Example: Fig 1.2

n
-3 -2 -1 0 1 2 3 4 5 6

Fig 1.2
12

5 Signals & Systems - CH.1 Eng. Ibrahim Abu-Isbeih


 Example:
p Discrete-Time Signal
g

6 Signals & Systems - CH.1 Eng. Ibrahim Abu-Isbeih


1.1.2 Systems:
y

 A system is a transformation from one signal


(called the input) to another signal (called the
output
p or the response).
p )

 Fig.1.3
g shows the block diagrams
g of
continuous-time and discrete-time systems
with input signal x and output signal y:

x(t) y(t) x[n] y[n]


Continuous- Discrete-Time
Time System System

Fig 1.3
Fig. 13
7 Signals & Systems - CH.1 Eng. Ibrahim Abu-Isbeih
Examples:
- Continuous-time systems:
y(t)
(t) = x(t)
(t) + x(t-1)
(t 1) and
d y(t)
(t) = x2(t)

- Di
Discrete-time
t ti systems:
t
y[n] = x[n] + x[n-1] and y[n] = x2[n]

 Multiple input and/or output signals are also


possible In this case the system is referred to as
possible.
a multiple-input, multiple-output (MIMO) system
as shown in Fig.1.4. x (t) y (t)
1
.
MIMO 1
.

x (t) N
System y (t) M

Fig. 1.4
8 Signals & Systems - CH.1 Eng. Ibrahim Abu-Isbeih
Example: An Electrical Circuit System
R
vs (t )  vc (t )
i (t ) 
R
i dv (t )
vs + vc i (t )  C c
- C dt
dvc (t ) 1 1
 vc (t )  vs (t )
dt RC RC

 Simulink representation of the electrical circuit

vs, vc
vs(t) vc(t)

first order
system
y t

9 Signals & Systems - CH.1 Eng. Ibrahim Abu-Isbeih


Signal Energy & Power:

 It is often useful to characterise signals by measures such as


energy and power
 For example, the instantaneous power of a resistor is:
1 2
p (t )  v(t )i (t )  v (t )
R
 and the total energy expanded over the interval [t1, t2] is:
t2 t2 1 2

t1
p(t )dt  
t1 R
v (t )dt

 and the average energy is:


1 t2 1 t2 1 2

t 2  t1 1
t
p (t )dt  
t 2  t1 1 R
t
v (t )dt

 How are these concepts defined for any continuous or discrete


time signal?

10 Signals & Systems - CH.1 Eng. Ibrahim Abu-Isbeih


 Total energy of a continuous signal x(t) over [t1, t2] is:
t2
E   x(t ) dt
2
t1

 where ||.|| denote the magnitude of the (complex) number.


number
 Similarly for a discrete time signal x[n] over [n1, n2]:

E  n  n x[n]
n2 2

 By dividing the quantities by (t2-t1) and (n2-n1+1),


respectively, gives the average power, P

 Note
N t th
thatt these
th are similar
i il tto th
the electrical
l t i l analogies
l i
(voltage), but they are different, both value and dimension.

11 Signals & Systems - CH.1 Eng. Ibrahim Abu-Isbeih


Energy and Power over Infinite Time
 For many signals, we’re interested in examining the power and energy over
an infinite time interval (-∞, ∞). These quantities are therefore defined by:
T 
E  limT   x(t ) dt   x(t ) dt
2 2
T 

E  lim N  n   N x[n]  n   x[n]


N 2  2

 If the sums or integrals do not converge, the energy of such a signal is


infinite 1 T

2
P  limT  x (t ) dt
2T T

1

N 2
P  lim N  x[ n ]
2 N  1 n N
 Two important (sub)classes of signals
1. Finite total energy (and therefore zero average power)
2. Finite average power (and therefore infinite total energy)
 Signal analysis over infinite time, all depends on the “tails” (limiting
behaviour)
12 Signals & Systems - CH.1 Eng. Ibrahim Abu-Isbeih
1.2 Basic Continuous-
Continuous-Time Signals:
g
In this section, we will define the followingg
Basic continuous-time signals to be utilized
in our studies:

 Unit-Step Function
 Unit-Impulse (Dirac Delta) Function
 Ramp Function
 E
Exponential l SSignals
l
 Sinusoidal Signals

13 Signals & Systems - CH.1 Eng. Ibrahim Abu-Isbeih


1 2 1 Unit-Step Function
1.2.1
 The continuous time unit step function u(t) shown in
continuous-time
figure below is defined by:
u(t)

1, t  0
u (t )   1
0 t 0
0,
0 t
Fig.1

 thatt u(t ) is
N t th
Note i discontinuous
di ti att t = 0.
0

14 Signals & Systems - CH.1 Eng. Ibrahim Abu-Isbeih


 The rectangular pulse shown in Fig.2 can be expressed as:
p(t) = u(t) - u(t-T)
p(t)
T>0

0 T t
Fig.2
g

Example:
p(t)
( ) = u(t)
( ) - u(t-3)
( 3) p(t) = u(t) - u(t-3)

0 3 t
15 Signals & Systems - CH.1 Eng. Ibrahim Abu-Isbeih
1 2 2 Unit Impulse Function
1.2.2
 The unit-impulse (Dirac delta) function is defined as follows:

Area
δt 
1.
1  (t )  0 for t  0 1
2.  (t ) undefined for t  0

3. 
 (t ) dt  1 (unit area)
0 t
Fig 3
Fig.3

Note: The “1” written beside the arrow indicates that the “area” of the
impulse is unity.

16 Signals & Systems - CH.1 Eng. Ibrahim Abu-Isbeih


Relationship between u (t ) and (t):
 (t ) is the first derivative of u(t):
du (t )
 (t ) 
dt

 And u(t ) can be expressed as the running integral:


t
u (t )    ( )d 


17 Signals & Systems - CH.1 Eng. Ibrahim Abu-Isbeih


Example: A given signal x(t) and its derivative.
derivative

x(t )  2u (t  3)  3u (t  2)  4u (t  6) x(t )
5

2
1
-3 0 2 6 t
dx(t )
dx(t ) dt
 2 (t  3)  3 (t  2)  4 (t  6)
dt 3
2

-33 0 2 6 t
The derivative of x(t) is zero except at the discontinuities -4

18 Signals & Systems - CH.1 Eng. Ibrahim Abu-Isbeih


Unit-Impulse Properties:

 The scaled-impulse
scaled impulse function k(t) is the derivative
of the scaled unit step ku(t):
k (t )
d
k (t )  (k u (t )) k
dt
0 t
Example:
5 (t )
d
5 (t )  (5u (t )) 5
dt

0 t

19 Signals & Systems - CH.1 Eng. Ibrahim Abu-Isbeih


 Sampling property:
y (t )  x(t )  (t  t0 )  x(t0 )  (t  t0 ) x (t )
x ((tt 0 )

0 t0 t

x (t ) (t  t 0 )

x (t 0 )

0 t0 t

20 Signals & Systems - CH.1 Eng. Ibrahim Abu-Isbeih


 Sifting property:


 
x(t )  (t  t0 )dt  x(t 0 )

In general,

t2  x(t0 ) , t1  t0  t 2

t1
x(t )  (t  t0 )dt  
0 , elsewhere

21 Signals & Systems - CH.1 Eng. Ibrahim Abu-Isbeih


Example:
p Evaluate each of the followingg integrals:
g


 e 3t  t  4  dt  x (4)  e 12

10
 e 3t  t  4  dt  x (4)  e 12
2
10
 e  t  4  dt  0
3t
6
10
 e  t  4  dt  x (4)  e
3t 12
10

22 Signals & Systems - CH.1 Eng. Ibrahim Abu-Isbeih


1 2 3 Ramp Function
1.2.3

 The continuous-time unit ramp function shown in


figure is defined by:
r(t)
t , t0
r (t )  
0 , t0 1

t
0 1
• Equivalently, we may write:
r (t )  t u (t )

23 Signals & Systems - CH.1 Eng. Ibrahim Abu-Isbeih


p between r (t ) and u (t )):
Relationship
 The unit step function is the first derivative of the
ramp function:
f ti

dr (t )
u (t ) 
dt
 And the ramp function is obtained by integrating
the unit step
p function:

t
r (t )   u ( ) d


24 Signals & Systems - CH.1 Eng. Ibrahim Abu-Isbeih


Example:
p The signal
g x(t)
( ) and its derivative.

x(t)
x(t )  2r (t  3)  3r (t )  r (t  6)
6

-3 0 6 t

dx(t ) dx(t )
 2u (t  3)  3u (t )  u (t  6)
dt 2 dt

-3 0 6 t
-1

25 Signals & Systems - CH.1 Eng. Ibrahim Abu-Isbeih


1.2.4 Exponential Signals:
The exponential signal is given by:
t
x(t )  A e
where A and  are generally complex numbers.

Special cases of exponential signals:


I
I. If A and  are real: (Real exponential)
II. If  is purely imaginary: (Complex exponential
or sinusoidal)
III. If both A and  are complex: (Complex
exponential or damped sinusoid)

26 Signals & Systems - CH.1 Eng. Ibrahim Abu-Isbeih


Real exponential:
p (A and are real)

Three cases can be distinguished


g in the real
exponential
- If , x(t) increases exponentially with t (Fig 1.a)
Example:
x(t )  2 e
3t

- If , x(t) decreases exponentially with t (Fig 1.b)


Example:
p 3t
x(t )  2 e
- If ,, x(t) is a constant ((dc)) signal
g ((Fig
g 1.c))
Example:
x(t )  2
27 Signals & Systems - CH.1 Eng. Ibrahim Abu-Isbeih
x(t) x(t)
> 0 < 0
A A

t 0
t
0
(a) ( )
(b)
x(t)
= 0
A

0
t
(c)
Fig 1 Real Exponential Signals
Fig.

28 Signals & Systems - CH.1 Eng. Ibrahim Abu-Isbeih


x(t )  2 e 3t
x(t )  2 e 3t

2 2

t t
0 0
(a) (b)

x(t )  2
2

t
0
(c)
Fig.
i 2 Examples
l off Reall Exponentiall Signals
l
29 Signals & Systems - CH.1 Eng. Ibrahim Abu-Isbeih
1 2 5 Sinusoidal Signals:
1.2.5
Complex exponential or sinusoidal:
  is purely imaginary)

a- If   j0 and A is real


then
j 0 t
x (t )  A e
 A cos  0 t  jjA sin  0 t
Using
g Euler’s formula

30 Signals & Systems - CH.1 Eng. Ibrahim Abu-Isbeih


j
b- If   j0
b and A  A e then
j (0t  )
x(t )  A e
 A cos(0t   )  j A sin(0t   )

The real sinusoid x(t)  A cos(0t   ) is shown in Fig.1


Fig 1
x(t)
T
A

Fi 1 Real
Fig. R l sinusoid
i id
31 Signals & Systems - CH.1 Eng. Ibrahim Abu-Isbeih
Periodic signals:
 Anyy continuous-time signal
g x(t) that satisfies the
condition
T) = x(t) ,
x(tt+T for all t
where the smallest positive value of T known as the
fundamental period of the signal x(t),) is classified as a
periodic signal.

 A signal x(t) that is not periodic is referred to as an


aperiodic
d signal.l

32 Signals & Systems - CH.1 Eng. Ibrahim Abu-Isbeih


 In the case of sinusoidal signal, x(t) is a periodic signal, that is
x(t+T) = x(t) for all t
where the smallest positive value of T is called the period of
i l x(t)
th signal
the

 The period T is given by:

2 1
T 
0 f0

where f0 is the frequency of the signal in Hertz.

33 Signals & Systems - CH.1 Eng. Ibrahim Abu-Isbeih


Examples:

a- The p
period of the signal
g x(t )  3 cos((400t   3) is
2 1
T 
400 200
b- The period of the signal x(t )  6 sin(8000t   4) is
2 1
T 
8000 4000
cc- The period of the signal x(t )  3 e j (500t  ) is
2 1
T 
500 250

34 Signals & Systems - CH.1 Eng. Ibrahim Abu-Isbeih


Complex exponential or damped sinusoid:
(A and  are complex)

If   r  j0 and A  A e j
then

j  ( r  j 0 ) t
x(t )  A e e
 A e rt e j (0t  )
 A e rt [cos(0t   )  j sin(0t   )]
rt
where e is the damping factor.
factor
35 Signals & Systems - CH.1 Eng. Ibrahim Abu-Isbeih
Th reall valued
The l d signals
i l R A
Re  
Ae t  A e rt cos((0t   )
for r  0 and r  0 are shown in Fig.2

x(t)
r >0

a
x(t)
r <0

Fig. 2 (a) Growing sinusoid (r >0) (b) Damped sinusoid (r <0)

36 Signals & Systems - CH.1 Eng. Ibrahim Abu-Isbeih


1.3 Modification of the independent variable t:
• Many simple and important signal processing
operations can be
b described
d b d mathematically
h ll
by modifications or transformations of the
independent variable t:

- Time Reversal
- Time Scaling
- Time Shifting
- Combinations

37 Signals & Systems - CH.1 Eng. Ibrahim Abu-Isbeih


1.3.1
1 3 1 Time Reversal:
The modified signal
y (t )  x(t )
is the time-reversed version of x(t), as depicted in Fig.1

x (t ) x((-t)

t t
Fig.1

Note that y((1)=


) x((-1),
), y((-6)=
) x((6),
), etc.,, for all values of t.
38 Signals & Systems - CH.1 Eng. Ibrahim Abu-Isbeih
1.3.2 Time Scaling:
The signal
y (t )  x(att )
is a time scaled version of the signal x(t),
)
Where a is a real constant.
 if |a|>1 h y(t) is
| 1 then i a time-compressed
i d or speeded-up
d d
version of x(t), as depicted in Fig.2

 If |a|<1 then y(t) is a time-stretched or slowed-down


i off x(t),
version ) as depicted
d i t d in
i Fig.2
Fi 2

39 Signals & Systems - CH.1 Eng. Ibrahim Abu-Isbeih


x(t)
7

-4 6
t
0
x(2t)
7
a = 2 : Time Compression

-2 0 3
t

x(t/2)
a = 1/2 : Time
Ti Stretching
S hi
7

t
-8 0 12

Fig 2 Time Scaling


Fig.2
40 Signals & Systems - CH.1 Eng. Ibrahim Abu-Isbeih
 An important special case is the time-scaled impulse
function (t/a), which is satisfy

 (t / a)  a  (t )
Example:
a  t / 3  3 (t )
1
b  (2t )   (t )
2

41 Signals & Systems - CH.1 Eng. Ibrahim Abu-Isbeih


1.3.3
1 3 3 Time
Ti Shifti
Shifting:
The signal
y (t )  x(t  t0 )
is a time–shifted version of the signal x(t).
Where t0 is a constant.
constant
 if t0 > 0, x(t) is shifted to the right by t0 units (delayed
i time),
in i ) as depicted
d i d in i Fig.3.
Fi 3
 if t0 < 0, x(t) is shifted to the left by t0 units (advanced
in time), as depicted in Fig.3.

42 Signals & Systems - CH.1 Eng. Ibrahim Abu-Isbeih


x(t)
7

t
-4 0 6

x((t-2))
t0 > 0: Shift to the right
7

t
-2 0 8
t0 < 0: Shift to the left
x(t+2)
7

t
-6 0 4

Fig.3 Time Shifting


43 Signals & Systems - CH.1 Eng. Ibrahim Abu-Isbeih
1 3 4 Combinations:
1.3.4
 The three transformations in time are of the
general form x(at+b)
where a and b are real constants.
 It is important to develop the facility to perform
these transformations correctly.
 A general approach for transformation of the
variable t is as follows:
y (t )  x(at  b)
 x(a (t  b a ))

44 Signals & Systems - CH.1 Eng. Ibrahim Abu-Isbeih


 We can perform the transformation of the form
x(at+b) as follows:

Step(1): Plot x(at)


Step(2): Shift x(at) by b/a units to get x(a(t+b/a)).

Example: Given the signal x(t) as shown in Fig.4


Fig 4
a- Sketch the transformed signal y(t)=x(-2t+6).
b- Sketch the transformed signal w(t)
b w(t)=x(2t+4).
x(2t+4).
x(t)
2

t
-4 0 6
Fig.4
45 Signals & Systems - CH.1 Eng. Ibrahim Abu-Isbeih
Solution:
a- To sketch y(t) = x(-2t+6) = x(-2(t-3))
Step(1): Plot x(-2t) x(-2t)
2

-3 0 2
t

Step(2): Shift x(-2t


2t) to the right by 3 units to get
x(-2(t-3)) y(t)= x(-2(t-3))
2

0 3 5
t
46 Signals & Systems - CH.1 Eng. Ibrahim Abu-Isbeih
Solution:
b- To sketch w(t) = x(2t+4)= x(2(t+2))
Step(1): Plot x(2t) x(2t)
2

-2 0 3
t

Step(2): Shift x(2t) to the left by 2 units to get


x(2(t+2)) w(t)= x(2(t+2))
2

t
-4 -2 0 1
47 Signals & Systems - CH.1 Eng. Ibrahim Abu-Isbeih
1.3.5
1 3 5 Signal Symmetries:
A real-valued signal x(t) is said to be:
• Even if x(t) = x(-t)
• Odd if x(t) = - x(-t) and x((0)) = 0

- An even signal is one which is symmetric about the y-


axis (vertical axis through the origin)

- An odd signal is one which is symmetric about the


origin

48 Signals & Systems - CH.1 Eng. Ibrahim Abu-Isbeih


Examples: (Even Signals)

x t   cos ω t
- t
Th signals
The i l andd ( )e
x(t) are even.

where
where
a- x t   cos( t )  cos( t )  x(t )
and
- -t - t
b- x(t )  e e  x(t )

49 Signals & Systems - CH.1 Eng. Ibrahim Abu-Isbeih


Examples: (Odd Signals)

The signals xt   sin  t and xt   t are odd.


odd

where
where
a- x t   sin (  ω t)   sin( ω t )   x(t )
and
b
b- x t    t   x(t )

50 Signals & Systems - CH.1 Eng. Ibrahim Abu-Isbeih


 In general, any real-valued signal x(t) can be written as
th sum off it
the its even and
d odd
dd parts:
t
x(t )  Ev{x(t )}  Od{x(t )}
where the even part is given by :
Ev{x(t)}  1
2
x(t )  x(t )

and the odd part is given by :


( )} 
Od{{x(t) 1
2
x(t )  x(t )
We conclude that the even part for any odd signal is zero and
the odd part of any even signal is zero.
zero
51 Signals & Systems - CH.1 Eng. Ibrahim Abu-Isbeih
Example: Find the even and odd parts for each of
the following signals:
a- xt   cos  t

b
b- xt   sin
i t

c- xt   u (t )

52 Signals & Systems - CH.1 Eng. Ibrahim Abu-Isbeih


Solution:
a- For the signal xt   cos  t
the even part
1 1
Ev{x(t)}  x(t)  x(-t)
x( t)  cos  t  cos( t )
2 2
1
 cos  t  cos( t )  cos( t )
2
and the odd part
1 1
Od{x(t)}  x(t)  x(-t)  cos  t  cos( t )
2 2
1
 cos  t  cos( t )  0
2

53 Signals & Systems - CH.1 Eng. Ibrahim Abu-Isbeih


Solution:
b- For the signal xt   sin  t
the even part
1 1
Ev{x(t)}  x(t)  x(-t)
x( t)  sin  t  sin(  t )
2 2
1
 sin  t  sin( t )  0
2
and the odd part
1
Od{x(t)}  x(t)  x(-t)  1 sin  t  sin( t )
2 2
1
 sin  t  sin( t )  sin( t )
2

54 Signals & Systems - CH.1 Eng. Ibrahim Abu-Isbeih


Solution:

g xt   u (t )
c- For the signal
the even part
1
Ev{x(t)}  x(t)  x(-t)  1 u (t )  u ( t )
2 2
and the odd part
1 1
Od{x(t)}  x(t)  x(-t)  u (t )  u ( t )
2 2

The
h even and
d odd
dd parts off the
h signall x(t)=u(t) are shown
h in
Fig.1

55 Signals & Systems - CH.1 Eng. Ibrahim Abu-Isbeih


Ev[u(t)]
u(t) 1 1
Ev{x(t)}  x(t)  x(-t)  u (t )  u ( t )
2 2
1/2
1
t
t 0
0

u(-t) Od[u(t)]
1
Od{x(t)}  x(t)  x(-t)  1 u (t )  u ( t )
2 2 1/2
1

t t
0
0
-1/2

Fig.1:
g The even and odd p
parts of the signal
g x(t))=u(t)

56 Signals & Systems - CH.1 Eng. Ibrahim Abu-Isbeih


1.4 Continuous
Continuous--Time Convolution:
1.4.1 Introduction:
 Convolution is a fundamental operation in signal-
processing and system theory.
theory
 The convolution of two continuous-time signals
x(t) andd h(t) to
t produce
d i l y(t) is
a new signal i
denoted by:

y (t )  x(t )  h(t )
 The symbol  is used to denote the convolution
operation
p
57 Signals & Systems - CH.1 Eng. Ibrahim Abu-Isbeih
 A convolution is an integral that expresses the
amount of overlap of one function h(t) as it is
shifted over another function x(t).
 The convolution of two continuous-time signals
x(t) and h(t) to produce a new signal y(t) is
defined by:

y (t )  x(t )  h(t )

  x( ) h(t   ) d
-

This equation referred to as the convolution integral

58 Signals & Systems - CH.1 Eng. Ibrahim Abu-Isbeih


Continuous-time convolution satisfies the following Properties:
i
i. Commutative property:

( )  h(t )  x(t )   h( ) x(t   ) d
( )  h(t)
x(t)
-

ii. Associative property

[ x(t )  h1 (t )]  h2 (t )  x(t )  [h1 (t )  h2 (t )]


iii. Distributive property

x(t )  [h1 (t )  h2 (t )]  x(t )  h1 (t )  x(t )  h2 (t )

59 Signals & Systems - CH.1 Eng. Ibrahim Abu-Isbeih


 Another interesting property is obtained by
considering convolution with impulse function:

x(t )   (t  t0 )   x( )  (t    t0 ) d , from sifting property
-

 x(t  t0 )
 That is the convolution of an arbitrary signal x(t) with
a shifted
hif d impulse
i l (t-t0) is i the
h shifted i l x(t-t0).
hif d signal )
 In particular, for t0=0, we have simply:
x(t )   (t )  x(t )
 For example

e 4t   (t  3)  e 4 (t 3)
60 Signals & Systems - CH.1 Eng. Ibrahim Abu-Isbeih
 IIn this
hi section,
i we will
ill define
d fi and d practice
i convolution
l i
purely as a mathematical operation so that we will be
more comfortable
f bl withi h its
i application
li i to linear
li
systems in subsequent sections.

61 Signals & Systems - CH.1 Eng. Ibrahim Abu-Isbeih


 To compute the convolution y(t)= x(t)h(t),
) it is often
useful to graph the functions in the integrand of the
convolution integral.
g This can helpp to determine the
integrand and integration limits of the convolution
integral.
 The steps of this graphical aid to computing the
convolution integral

y (t )  x(t )  h(t )

  x( ) h(t   ) d
-

are listed below:

62 Signals & Systems - CH.1 Eng. Ibrahim Abu-Isbeih


1- Obtain and ggraphp the signalg h(t-) from h() byy a
reflection about the origin and a shift by t.
2- Find the pproduct x() and h(t-) for all values of the
dummy variable , with t fixed at some value.
g
3- Integrate the pproduct x() h(t-) over all  to
produce a single value y(t).
4- Steps 1,2, and 3 are repeated as many times as
necessary until x(t)h(t) is computed for all values of
t from -∞ to ∞ to produce the entire function y(t).

63 Signals & Systems - CH.1 Eng. Ibrahim Abu-Isbeih



y (t )   x( ) h(t   ) d
-

Step 2 Step 1

Step 3

Step
p 4: repeat
p p ((1-3)) for all values of t from -∞ to ∞
steps

64 Signals & Systems - CH.1 Eng. Ibrahim Abu-Isbeih


Graphical Convolution
(Examples)

65 Signals & Systems - CH.1 Eng. Ibrahim Abu-Isbeih


Example 1: Find y(t)= x(t)h(t)
where x(t)=
) u(t) and h(t)=
) u(t)

Solution:

y (t )  x(t )  h(t )   x( ) h(t   ) d
-
 Graph x(t) and h(t)

x(t) h(t)

1 1

t t
0 0

66 Signals & Systems - CH.1 Eng. Ibrahim Abu-Isbeih


 Replace t with in x(t) and h(t)
x() h()

1 1

 
0 0

 Graph h(- )
h( )
h(-)
1


0

67 Signals & Systems - CH.1 Eng. Ibrahim Abu-Isbeih


x()


0
 Graphp h(t-) for t < 0 :
- For t < 0: the nonzero portions of x() and h(t-) do not
overlap, and thus
y ( t) = 0 h(t-)
1 t<0


t 0

68 Signals & Systems - CH.1 Eng. Ibrahim Abu-Isbeih


x()


 Graph h(t-) for t ≥ 0 : 0
- For t ≥ 0: the nonzero portions of x() and h(t-) do
overlap from the beginning of x() at = 0 to the end
off h(t-) at = t, andd thus
h


h(t )
h(t-)
y (t )   x( )h(t   )d
 1
t t≥0
  (1)(1)d
0 
0 t
t
69 Signals & Systems - CH.1 Eng. Ibrahim Abu-Isbeih
 Therefore the convolution of x(t))=u(t) and h(t))=u(t)
produces the ramp function:

0, t0
y (t )  r (t )  
t, t0
 t u (t )
y(t)=r(t)
1


0

Result: u (t))u (t) = r (t)


70 Signals & Systems - CH.1 Eng. Ibrahim Abu-Isbeih
Example 2: Convolve the following two signals:

x(t) h(t)

1 1
*
t t
0 3 0 5

x(t )  u (t )  u (t  3) and h(t )  u (t )  u (t  5)

71 Signals & Systems - CH.1 Eng. Ibrahim Abu-Isbeih


Solution:
 Replace
p t with in x(t) and h(t)
x() h()
1 1

3
 
0 0 5
 p h((-) and h(t-)
Graph
h(-) h(t-)
1 1

 
-5 0 t-5 t 0
72 Signals & Systems - CH.1 Eng. Ibrahim Abu-Isbeih
Solution: Convolution can be divided into 5 parts
p
h(t-)x()
I. For t < 0:
- Two
T ffunctions
ti d
do 1
not overlap
- Area
A under
d theh 
t-5 t 0 3
product of the functions is zero, then y(t)=0
II. For 0  t < 3:
h(t-) x()
- Part of x() overlaps
1
part of h(t-)
- Area under the p product
of the functions is 
t t-5 0 t 3
y (t )   (1)(1)d    0  t
t

73 Signals & Systems - CH.1 Eng. Ibrahim Abu-Isbeih


III. For 3  t < 5:
h(t-) x()
- Part of x() overlaps
1
part of h(t-)
- Area under the product
of the functions is t-5 0 3 t

5
3
y (t )   (1)(1)d    0  3
3

IV. For 5  t < 8:


- Part of x() overlaps
x() h(t-)
part of h(t-) 1
- Area under the product
of the functions is
3 
0 t-5 3 5 t
y (t )   (1)(1)d    t 5  3  5  t
3

t 5
74 Signals & Systems - CH.1 Eng. Ibrahim Abu-Isbeih
x() h(t-)
V. For t ≥ 8:
1
- Two functions do
not overlap

- Area under the 0 3 t-5 5 8 t

product of the functions is zero, then y(t)=0.


Result of convolution (5 intervals of interest):

y(t)
0 for t  0
t for 0  t  3
 3
y (t )  x(t ) * h(t )  3 for 3  t  5
8  t for 5  t  8
 t
0 for t  8 0 3 5 8

75 Signals & Systems - CH.1 Eng. Ibrahim Abu-Isbeih


Example 3: Find and sketch y(t))= x(t))h(t)
Where x(t) = 2[u(t-2) – u(t-4)]
and h(t) = [u(t) – u(t-1)]
1)] – [u(t-1)
1) – u(t-2)]
2)]

Solution:
 Graph x(t) and h(t)
h(t)
x(t)
2
1
*
0 1 2 3 4 t 0 1 2 t
-1

76 Signals & Systems - CH.1 Eng. Ibrahim Abu-Isbeih


Solution:
 Replace t with in x(t) and h(t)
h()
x()
2
1

0 1 2 3 4  0 1 2 
-1
h(t-)
 G h h(t-)
Graph
1

t-2 t 0 

-1
77 Signals & Systems - CH.1 Eng. Ibrahim Abu-Isbeih
Solution: Convolution
Con olution can be di
divided
ided into 6 parts

y (t )  x(t )  h(t )   x( ) h(t   ) d
-

I. For t < 2: x()


2
h(t-)
1

t-2 0 t 2 3 4 

- Two functions do not overlap


- Area under the product of the functions is
zero, then y(t)=0
78 Signals & Systems - CH.1 Eng. Ibrahim Abu-Isbeih
II For 2  t < 3:
II. h(t-
t ) x()
2

1
0 2 t 3 4 

- Part of x() overlaps part of h(t-)


- Area under the product off the functions
f is
t
y(t )  2 d  2[ ]  2(t  2)  2t  4
t
2
2

79 Signals & Systems - CH.1 Eng. Ibrahim Abu-Isbeih


III. For 3  t < 4: t )
h(t- x()
2

0 1 2 3 t 4 

- Part of x() overlaps part of h(tt-)


- Area under the product of the functions is
t 1 t
y (t )  2  d  2  d  2[ ] 2t 1  2[ ] tt 1
2 t 1

 2t  2(t  1  2)  2(t  (t  1))  2t  8


80 Signals & Systems - CH.1 Eng. Ibrahim Abu-Isbeih
IV. For 4  t < 5:
x()

2 h(t-)


0 1 2 3 4 t

- Part of x() overlaps part of h(tt-)


- Area under the product of the functions is
t 1 4
y (t )   2  d   2  d    2[ ] tt 12  2[ ] t41
t 2 t 1

  2t  8
81 Signals & Systems - CH.1 Eng. Ibrahim Abu-Isbeih
V. For 5  t < 6: x()
2 h(t-)


0 1 2 3 4 t

- Part of x() overlaps part of h(t-)


- Area under the product of the functions is

4
y (t )  2  d  2[ ] t 42  2(4  (t  2))
t 2

 2t  12
82 Signals & Systems - CH.1 Eng. Ibrahim Abu-Isbeih
VI. For t ≥ 6: x()
2 h(t-)

1 2 3 4 t 
0

- Two functions do not overlap


- Area under the product of the functions is
zero, then y(t)=0.

83 Signals & Systems - CH.1 Eng. Ibrahim Abu-Isbeih


Result of convolution:

0 for t2
2t  4 for 2t 3

 2t  8 for 3t  4
y (t )  x(t ) * h(t )  
 2t  8 for 4t 5
2t  12 for 5  t  6

0 for t  6

y(t)

t
0 1 2 3 4 5 6

-2

84 Signals & Systems - CH.1 Eng. Ibrahim Abu-Isbeih


 In the above examples we used the
convolution integral

y (t )  x(t )  h(t )   x( ) h(t   ) d
-

 According to the commutative property,


property
the convolution operation gives the same
results if x(t) and h(t) are swapped:


y (t )  h(t )  x(t )   h( ) x(t   ) d
-

85 Signals & Systems - CH.1 Eng. Ibrahim Abu-Isbeih


Example 4:
Find the convolution of the following two signals:
3t
x(t )  u (t ) and h(t )  e u (t )

Solution:
 Graph x(t) and h(t)

h (t )
x (t )
e 3t
1

t
* t
0 0

86 Signals & Systems - CH.1 Eng. Ibrahim Abu-Isbeih


Solution:
 Replace t with in x(t) and h(t)
h()
x()
e 3
1

 
0 0

 G h x(t-)
Graph x(t-)
1


t 0
87 Signals & Systems - CH.1 Eng. Ibrahim Abu-Isbeih
Solution: Convolution
Con olution can be divided
di ided into ttwo
o parts

y (t )  h(t )  x(t )   h( ) x(t   ) d
-
I. For t < 0: x(t-)
h()
1


t 0

- Two functions do not overlap


p
- Area under the product of the functions is zero, then
y(t)=0

88 Signals & Systems - CH.1 Eng. Ibrahim Abu-Isbeih


Solution: Convolution
Con olution can be divided
di ided into ttwo
o parts
II. For t ≥0: x(t-)

1 h()


0 t

- Part off x(t-) overlaps


l part off h()
- Area under the product of the functions is
t
y(t )   e3 d  31 [e3 ] 0t  13 [1 e3t ]
0

89 Signals & Systems - CH.1 Eng. Ibrahim Abu-Isbeih


Result of convolution:
0 for t  0
y (t )  x(t ) * h(t )   1  3t
3 [1  e ] for t  0
 13 [1  e 3t ]u(t)

y (t )

1
3

t
0

90 Signals & Systems - CH.1 Eng. Ibrahim Abu-Isbeih


1 4 2 Convolution Properties:
1.4.2

 There are many important properties of


convolution that will be quite useful to us
in our study of linear systems.

91 Signals & Systems - CH.1 Eng. Ibrahim Abu-Isbeih


1 4 2 Convolution
1.4.2 C l ti Properties:
P ti
Assuming that the convolution integral

y (t )  x(t )  h(t )   x( ) h(t   ) d
-
converges.
1 If x(t) is
1. i even andd h(t) is i odd, th y(t) is
dd then i
odd.
2. If x(t) and h(t) are both odd, then y(t) is
even.

92 Signals & Systems - CH.1 Eng. Ibrahim Abu-Isbeih


1 4 2 Convolution Properties:
1.4.2

3. If x(t) and h(t) are both even, then y(t) is


even.
even

4. If x(t) is periodic, then y(t) is periodic.

93 Signals & Systems - CH.1 Eng. Ibrahim Abu-Isbeih


1 4 2 Convolution Properties:
1.4.2

5. Letting Ax be the area under the curve


x(t),
) that is

Ax   x(t )dt


andd similarly
i il l for h areas Ah andd Ay,
f the
e Ay =Ax Ah
tthen

94 Signals & Systems - CH.1 Eng. Ibrahim Abu-Isbeih


1 4 2 Convolution
1.4.2 C l ti Properties:
P ti

6. Time scaling:
1
x(at )  h(at )  y (at ) for a  0
a
Examples:

a. x(3t )  h(3t )  13 y (3t )


b. u (4t )  u (4t )  r (4t ) 1
4

95 Signals & Systems - CH.1 Eng. Ibrahim Abu-Isbeih


1 4 2 Convolution Properties:
1.4.2

7. Time reversal:
x(t )  h(t )  y (t )

Examples:

u (t )  u (t )  r (t )

96 Signals & Systems - CH.1 Eng. Ibrahim Abu-Isbeih


 In general: (Time scaling and Time reversal)

1
x(ct )  h(ct )  y (ct )
c

Example:
1
x(3t )  h(3t )  y (3t )
3
1
 y (3t )
3

97 Signals & Systems - CH.1 Eng. Ibrahim Abu-Isbeih


1.4.2 Convolution Properties:

8. Time shifting:
x(t  t1 )  h(t  t 2 )  y (t  t1  t 2 )

Examples:
a. x(t  1)  h(t  6)  y (t  1  6)
 y (t  7)
b. u (t  2)  u (t  5)  r (t  2  5)
 r (t  3)
98 Signals & Systems - CH.1 Eng. Ibrahim Abu-Isbeih
1.4.2 Convolution Properties:

9 The convolution of two arbitrary right-


9. right
sided signals x(t) and h(t), which are
zero for t < t1 and t < t , respectively,
2

produces a right
right-sided
sided signal y(t) that
is zero for t < t1+t as illustrated in Fig.1
2

99 Signals & Systems - CH.1 Eng. Ibrahim Abu-Isbeih


Fig.1: Convolution of two right-sided signals
x(t)

x ( t)
t
t1
* h(t)
h ( t)
t
t2
y(t)

y ( t)
t
t1  t 2
100 Signals & Systems - CH.1 Eng. Ibrahim Abu-Isbeih
1 4 2 Convolution
1.4.2 C l i Properties:
P i

10.The convolution of two arbitrary left-


sided
id d signals
i l x(t) andd h(t), ) which
hi h are
zero o t > t3 aandd t > t , respectively,
e o for espect ve y,
4

produces a left-sided signal y(t) that is


f t > t3+t as illustrated
zero for 4ill t t d ini Fig.2
Fi 2

101 Signals & Systems - CH.1 Eng. Ibrahim Abu-Isbeih


Fig.2: Convolution of two left-sided signals
x(t)

x ( t)
t
t3
* h(t)

h ( t)
t
t4
y(t)

y ( t)
t
t3  t 4

102 Signals & Systems - CH.1 Eng. Ibrahim Abu-Isbeih


1 4 2 Convolution Properties:
1.4.2

11. The convolution of two arbitrary finite-


d i signals
duration i l x(t) andd h(t), ) which
hi h are
nonzero
o e o for o t1 < t < t3 aandd t2 < t < t4 ,
respectively, produces a finite-duration
i l y(t) that
signal th t is
i nonzero forf
t1 + t2 < t < t3 + t4 as illustrated in Fig.3

103 Signals & Systems - CH.1 Eng. Ibrahim Abu-Isbeih


Fig.3: Convolution of two finite-duration signals

x(t)

Tx = t3 - t1
x ( t)
t
t1 t3
* h(t)

h ( t) Th = t4 - t2
t
t2 t4
y(t)

Ty = Tx+Th
y ( t)
t
t1  t 2 t3  t 4

104 Signals & Systems - CH.1 Eng. Ibrahim Abu-Isbeih


END off Ch.1
Ch 1

105 Signals & Systems - CH.1 Eng. Ibrahim Abu-Isbeih

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