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EEE303:SignalsandLinearSystems
Signals
Asignalisafunctionoftime,orspaceorboththatcontainsinformationaboutaphysicalquantity.
Temperature,humidity,speech,audio,light,TVpicture,ECG,EEGetc.areexamplesofsignals.
Systems
Asystemisonethatprocessesinputsignalstoproduceoutputsignals.Systemmodifiesthesignalor
extracts additional information from it. A system may be made up of physical components, as in
electrical, mechanical and hydraulic systems, or it may be an algorithm that computes an output
fromaninputsignal.
Whystudysignalsandsystems?
Thiscoursedealswithmathematicalmethodsusedtodescribesignals,andtoanalyze,synthesized,
anddesignsystems.Insystemanalysis,weareinterestedtoknowthepropertiesofagivensystem.
Insystemdesignwehavetofindasystemthatmeetsgivenspecifications.
Signals and systems is basic to signal processing. Its purpose is the enhancement, restoration,
reconstruction, estimation and prediction of signals. Examples include signal amplification, image
enhancement, noise cleaning, image compression, stock prediction, adaptive control of a system,
etc.
Analysisofasystemtounderstandhowitwillrespondtovariousinput
Designingasystemwhenapilotcommunicateswithcontroltower,thesignalisdegraded
by background noise in the cockpit. It is possible to design a system that will retain the
desiredsignalandrejectthenoise.
ImagerestorationandenhancementImagefromspaceprobesorearthobservingsatellites
represents degraded version of scenes being imaged, due to limitation of equipment,
atmospheric effect, etc. The images are processed to compensate for some of the
degradation. In addition, suchimagesareprocessedtoenhancecertainfeatures likelines,
regionalboundariesetc.
ExtractinformationfromasignalEstimationofheartratefromelectrocardiogram.
Economicforecastingmarketingpredictionaboutfuturebehavior.
Communicationsystemlongdistancecommunication,coding.
Modifyandcontrolthecharacteristicsofasystemtoregulatechemicalprocessingplant.
Plants are equipped with varieties of sensors that measure signals like temperature,
humidity,chemicalcomposition,etc.Thecontrolsysteminaplantrespondstothissensor
signalsbyadjustingflowrate,temperatureetc.inordertoregulatethechemicalprocess.
Classificationofsignals
A. Continuoustimeanddiscretetimesignals
B. Periodicandaperiodicsignals
x(t)=x(t+nT)
C. Analoganddigitalsignals
D. Realandcomplexsignals
Asignalx(t)isarealsignalifitsvalueisarealnumber,andasignalx(t)isacomplexsignalifits
valueisacomplexnumber.Ageneralcomplexsignalx(t)isafunctionoftheform,
x(t)=x1(t)+jx2(t).
E. Deterministicandrandomsignals
Deterministic signals are those signals whosevaluesare completely specified for agiven time.
Random signals are those signals that take random value at any given time and must be
characterizedstatistically.Speechsignalisarandomsignal.
F. Evenandoddsignals
x(t)=x(t):even
x(t)=x(t):odd
xe(t)={x(t)+x(t)}(1)
xo(t)={x(t)+x(t)}(2)
G. Energyandpowersignals
v(t )i (t ) 2
p (t ) = = i (t ) = v 2 (t ); R = 1
R
Foranarbitrarysignalx(t),
Totalenergy, E = lim
T
x 2 (t )dt
1
Averagepower, P = lim
T T
x 2 (t ) dt
Thesignalx(t)iscalledenergysignalifEisfiniteandP=0.ItiscalledpowersignalifPisfinite
andE=.Ifneitherofthetwoissatisfiedthesignalisneitherenergynorpowersignal.
3
H. Causal,anticausalandnoncausalsignals
Someusefulsignalmodels
A. Unitstepfunction,u(t)
1 t 0
u (t ) =
0 t < 0
B. Unitimpulsefunction,(t)
Theunitimpulse,ageneralizedfunction,canbedefinedasfollows.Considerapulsefunctionof
1
0t
unitarea: (t ) =
Integrating,
0 otherwise
Theintegrationof (t ) isan
approximationtotheunitstep.
As 0 , (t ) getstallerandthinner,butkeepsitsunitareawhile u (t ) approximatesaunit
stepfunction.Atthelimit,
(t ) := lim (t ) and u (t ) = lim u (t ) .
0 0
d du (t ) t
As, (t ) = u (t ) ,inthissensewecanwrite, (t ) = .Also, u (t ) = ( )d .
dt dt
Graphically, (t ) isrepresentedas,
x(t)=A(t)
A Here,Aiscalledthestrengthoftheimpulse.
C. Unitrampfunction,r(t)
t t 0
r (t ) = ; r (t ) = tu (t ).
0 t < 0
V t / RC
Whathappenstoi(t)whenR0? i (t ) = e u (t ) .
R
Shortingacapacitorwouldblowoutit,asthecurrentinthe
capacitorgoeshighinaveryshorttime.
4
D. Sinusoidalsignal
x (t ) = A cos(t + ) .
E. Exponentialsignal
Arealexponentialsignalmaybewrittenas, x(t ) = Ae t ,whereA
andarerealvalued.
Itispossibleforanexponentialsignaltobecomplexvalued.
Forexample, x (t ) = Ce at ,wherebothCandaareofcomplex
j
valued. C = C e , a = r + j0 .
Thus,
x(t ) = C ert .e j (0t + ) = C ert [ cos(0t + ) + j sin(0t + )] .
Youcanshowacomplexsignalinacomplexplane.
Basicoperationsonsignals
A. Timescaling: y (t ) = x ( at ) compression/expansion
B. Reflection/timereversal: y (t ) = x ( t )
C. Timeshifting: y (t ) = x (t b) delay/advance
Let, y (t ) = x ( at b) . To correctly obtain y(t) from x(t), the timeshifting and the timescaling
operationsmustbeperformedinthecorrectorder.Thetimeshiftingoperationisperformedfirston
x(t),resultinginanintermediatesignalv(t).Thenthetimescalingoperationisperformedinv(t).
v (t ) = x (t b); y (t ) = v (at ) = x( at b).
a1
xa(0); >a10
a
= xa1(0); xa0=
< (0)
1a= tx()
enct;d
H )(,1ta=
5
Example:Playingbackataperecorderfasterthantheoriginalrateresultsincompression.
b
Iftimescalingisperformedfirst,i.e., v (t ) = x ( at ) ,thenthev(t)istobeshiftedby unit.
a
v (t ) = x ( at ); y (t ) = v (t b / a ) = x ( at b).
Someexamples
f (t ) = u (t 2) u (t 4).
Unitdoublet:Thefirstderivativeofunitimpulseis
calledunitdoublet.
d
[ x(t ) (t t0 )] = x& (t ) (t t0 ) x (t )& (t t0 ) . Integrating from t1 to t2 , where t1 < t0 < t2 , we
dt
t2
d [ x(t ) (t t0 )] = x& (t ) (t t0 )dt + x(t )& (t t0 )dt .
t2 t2
obtain,
t1 t1 t1
t2
or, 0 = x& (t0 ) + x(t )& (t t0 )dt ; or,
t1
t2
Ingeneral,
t1
x(t ) ( n ) (t t0 )dt = (1) n x ( n ) (t0 ), t1 < t0 < t2 .
= 2[
0
0 +
1cos(2 2)]
+ 0td
=
2
=
20
<
6
Examples
[5 (t ) + e (t 1)&(t ) + cos 5 t (t ) + e t &(t )]dt ;Ans:(6+e)
2
S(f)
9 9
WritetheexpressionforS(f)
4 4 intermsof(t).
f
15 5 5 15
Determinewhetherornoteachofthefollowingsignalsisperiodic
1. x(t ) = cos t + sin 2t ; 2. x(t ) = sin 2 t ; x(t ) = cos t + sin t.
3 4
1.Here,theratiooftwofrequenciesisnotinteger.Hencethesignalisnotperiodic.
1 1 2
2. x (t ) = cos 2t. Here,thesignalisperiodicwithperiod, T = = .
2 2 2
T T T T
3. x (t + T ) = cos t + + sin t + . x(t ) = x(t + T ) for = 2m and = 2n .
3 3 4 4 3 4
m 4
= ,Theperiodofthesignalcanbefoundbylettingmandncoprime.
n 3
Let,m=4,Then, T = 2 4 3 = 24 sec.
Determinewhetherthefollowingsignalsareenergysignals,powersignalsorneither
a ) x(t ) = e at u (t ), a > 0; b) x(t ) = A cos(0t + ); c) x(t ) = tu (t ).
2 1 2 at 1
a) E =
x(t ) dt = e 2 at dt =
0
e =
2a 0 2a
< .Thusx(t)isanenergysignal.
b)
c)
Findandsketchthederivativesofthefollowingsignals
1 t >0
1. x(t ) = u (t ) u (t a ), a > 0; 2. x(t ) = t[u (t ) u (t a)]; x(t ) = sgn(t ) = .
1 t < 0
Seenextpageforanswer.
7
Classificationofsystems
Let, x(t) and y(t) be the input and the output signals respectively of a system. A system is a
mathematical relationship between an input signal and an output signal, i.e. y (t ) = T {x (t )} . A
systemmayberepresentedbyablockdiagram,orbysymbolicallyas,
Or, x
T
y .
Asystemmaybeconsistsofseveralsubsystemsconnectedincascade,parallelorfeedback.
y = G2G1 x .
y = y1 + y2 = G1 x + G2 x .
e = x G2 y; y = G1e .
ASystemwithcascadeand
parallelconnections.
A. Linearandnonlinearsystems
A system is said to be linear if it satisfies the principle of superposition. This implies, the
response of a linear system to aweightedsumof input signals is equalto thesameweighted
sumofoutputsignals,eachoutputsignalbeingassociatedwithaparticularinputsignalacting
on the system independently of all other input signals. If a system violates the principle of
superpositionitiscallednonlinear.
Let, x(t ) =
n
x (t ) ,then y (t ) = H {x(t )} = H
i =1 i { n
}
a x (t ) .
i =1 i i
n
If the system is linear then, y (t ) = a yi (t ) where, yi (t ) = H {xi (t )} , is the output of the
i =1 i
systeminresponsetotheinput xi (t ) actingalone.
B. Timeinvariantandtimevaryingsystems
Asystemissaidtobetimeinvariantifatimedelayortimeadvanceoftheinputsignalleadsto
anidenticaltimeshiftintheoutputsignal.Statedinanotherway,thecharacteristicsofatime
invariantsystemdonotchangewithtime.Otherwise,thesystemistimevariant.
y (t ) = T {x(t )}; y (t t0 ) = T {x(t t0 )} .
C. Causalandnoncausalsystems
Asystemiscalledcausalifitsoutputy(t)atanyarbitrarytime t = t0 dependsononlytheinput
x(t)for t t0 .
y (t ) = x (t ) + 2 x(t 1); y (t ) = x(t ) + 2 x(t + 1) .
D. Instantaneousanddynamicsystems(withandwithoutmemory)
Asystemiscalledinstantaneousormemorylessiftheoutputatanytimedependsononlythe
inputatthatsametime.Otherwisethesystemisdynamicorsaidtohavememory.
1 t
C
v(t ) = Ri (t ); v(t ) = i ( ) d .
E. Invertibleandnoninvertiblesystems
Asystemissaidtobeinvertibleiftheinputsignalcanbeuniquelyrecoveredfromtheoutput
signal.Theinversesystem S 1 issuchthatthefollowingcascadeinterconnectionisequivalent
totheidentitysystem.
F. Stableandunstablesystems
Asystemisboundedinput/boundedoutput(BIBO)stableifforanyboundedinputtheoutputis
bounded,i.e.,
x(t ) < K1 , < t < y (t ) < K 2 , < t < , where y = Sx .
Examples
1.Considerthesystemshowninfigurebelow.Determinewhetheritismemoryless,causal,linear,
timeinvariantorstable.
dy (t )
Or, + y (t ) = x(t ) ;Thisisthesystemequation.
dt
dx(t )
Thesystemisinvertible,andtheinversesystemwouldbe, + x(t ) = y (t ) .
dt
Note:ThisproblemwillbereaddressedinLaplacetransformdomain.