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Signals and Systems

Linear System Theory

EE 112 - Lecture Eight


Signal classification

Linear Systems Khosrow Ghadiri - EE Dept. SJSU 1


Signal
† A signal is a pattern of variation that carry
information.
† Signals are represented mathematically as a function
of one or more independent variable
† A picture is brightness as a function of two spatial
variables, x and y.
† In this course signals involving a single independent
variable, generally refer to as a time, t are
considered. Although it may not represent time in
specific application
† A signal is a real-valued or scalar-valued function of
an independent variable t.

Signals and Systems Khosrow Ghadiri - EE Dept. SJSU 2


Example of signals
† Electrical signals like voltages, current and
EM field in circuit
† Acoustic signals like audio or speech signals
(analog or digital)
† Video signals like intensity variation in an
image
† Biological signal like sequence of bases in
gene
† Noise which will be treated as unwanted
signal
† …

Signals and Systems Khosrow Ghadiri - EE Dept. SJSU 3


Signal classification
† Continuous-time and Discrete-time
† Energy and Power
† Real and Complex
† Periodic and Non-periodic
† Analog and Digital
† Even and Odd
† Deterministic and Random

Signals and Systems Khosrow Ghadiri - EE Dept. SJSU 4


A continuous-time signal
† Continuous-time signal x(t), the independent variable, t is
Continuous-time. The signal itself needs not to be continuous.
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−0.6
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Signals and Systems Khosrow Ghadiri - EE Dept. SJSU 5


A continuous-time signal
† x=0:0.05:5;
† y=sin(x.^2);
† plot(x,y);

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A piecewise continuous-time signal
† A piecewise continuous-time signal

 0; 0 ≤ t ≤ 10
 1; 10 < t ≤ 20

x(t ) = 
−1; 20 ≤ t ≤ 25
 2; 25 < t ≤ 30

Signals and Systems Khosrow Ghadiri - EE Dept. SJSU 7


A discrete-time signal
A discrete signal x[n] is defined only at discrete instances. Thus,
the independent variable has discrete values only.

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−0.2

−0.4

−0.6
0 1 2 3 4 5 6

Signals and Systems Khosrow Ghadiri - EE Dept. SJSU 8


Mathlab file
† x = 0:0.1:4;
† y = sin(x.^2).*exp(-x);
† stem(x,y)

Signals and Systems Khosrow Ghadiri - EE Dept. SJSU 9


Sampling
‰ A discrete signal can be derived from a continuous-time signal
by sampling it at a uniform rate.
‰ If τ denotes the sampling period and n denotes an integer that
may assume positive and negative values,
‰ Sampling a continuous-time signal x(t) at time t = nτ yields a
sample of value x( nτ )
‰ For convenience, a discrete-time signal is represented by a
sequence of numbers:
‰ We write

x[n] = x(nτ ) ∀n
‰ Such a sequence of numbers is referred to as a time series.

Signals and Systems Khosrow Ghadiri - EE Dept. SJSU 10


A piecewise discrete-time signal
† A piecewise discrete-time signal

 0; 0 ≤ n ≤ 10
 1; 10 < n ≤ 20

x [ n] = 
−1; 20 ≤ n ≤ 25
 2; 25 < n ≤ 30

Signals and Systems Khosrow Ghadiri - EE Dept. SJSU 11


Energy and Power Signals
† X(t) is a continuous power signal if:
1 T 2
0 < lim ∫ x ( t ) dt < ∞
T →∞ 2T −T

† X[n] is a discrete2 power signal if:


N
1
0 < lim ∑ x [ n] < ∞
N →∞ 2 N + 1
n =− N

† X(t) is a continuous energy signal if:


∞ 2
0<∫ x ( t ) dt < ∞
−∞

† X[n] is a discrete energy signal if:


∞ 2

0< ∑ x [ n]
n =−∞
<∞

Signals and Systems Khosrow Ghadiri - EE Dept. SJSU 12


Power and Energy in a Physical System

† The instantaneous power


1 2
P (t ) = v (t ) i (t ) = v (t )
R

† The total energy


t2 t2 t2 1 2
∫ P ( t ) dt = ∫ v ( t ) i ( t ) dt = ∫ v ( t ) dt
t1 t1 t1 R

† The average power


1 t2 1 t2 1
∫ P ( t ) dt = ∫ v 2
( t ) dt
t2 − t1 t1 t2 − t1 t1 R

Signals and Systems Khosrow Ghadiri - EE Dept. SJSU 13


Power and Energy
† By definition, the total energy over the time interval t1 < t < t2 in a
continuous-time signal x ( t )is:
t2
E = ∫ x ( t ) dt
2

t1
x ( t ) denote the magnitude of the (possibly complex) number x ( t )
† The time average power
1 t2
x ( t ) dt
2
P=
t2 − t1 ∫ t1

† By definition, the total energy over the time interval n2 ≤ n ≤ n1 in a


discrete-time signal x [ n ] is:
n2
E = ∑ x [ n]
2

n = n1
† The time average power n2
1
∑ [ ]
2
P= x n
n2 − n1 + 1 n = n1
Signals and Systems Khosrow Ghadiri - EE Dept. SJSU 14
Power and Energy
† Example 1:
The signal x ( t ) is given below is energy or power signal.
Explain. x (t )

t
0 1
1 T 1 1 1 1 9
x (t )
2
P = lim ∫ dt = lim ∫0 3 dt = Tlim 9t = lim =0
2
T →∞ 2T −T T →∞ 2T →∞ 2T 0 T →∞ 2T
T 2 1
1 2
E = ∫ x ( t ) dt = ∫ 3 dt = 9t = 9
−T 0 0
† This signal is energy signal

Signals and Systems Khosrow Ghadiri - EE Dept. SJSU 15


Power and Energy
† Example 2:
The signal x [ n ]is given below is energy or power signal.
Explain. x [ n]

n
0 1 2
n2 3
1 1 27
∑ x [ n ] = lim ∑
2
P = lim 3 = lim
2
=0
N →∞ 2 N + 1 N →∞ 2 N + 1 N →∞ 2 N + 1
n = n1 0
n2 3
E = ∑ x [ n ] = ∑ 32 = 27
2

n = n1 0
† This signal is energy signal

Signals and Systems Khosrow Ghadiri - EE Dept. SJSU 16


Real and Complex
† A value of a complex signal x ( t ) is a complex number
x ( t ) = x1 ( t ) + jx2 ( t )
Where j = −1 Re { x ( t )} = x1 ( t ) Im { x ( t )} = x2 ( t )
† The complex conjugate, x∗ ( t ) of the signal x ( t ) is;
x∗ ( t ) = x1 ( t ) − jx2 ( t )
1 1
Re { x ( t )} =  x ( t ) + x ( t )  Im { x ( t )} =
 ∗
  x ( t ) − x∗ ( t ) 
2 2j
† Magnitude or absolute value
1 2
x (t ) =
x1 ( t ) + x22 ( t ) = x ( t ) x∗ ( t )
2
† Phase or angle x ( t ) = tan x2 ( t ) x1 ( t )
−1

Signals and Systems Khosrow Ghadiri - EE Dept. SJSU 17


Periodic and Non-periodic
† A signal x ( t )or x [ n ]is a periodic signal if
x ( t ) = x ( t + mT0 ) ; ∀t , m = any integer
x [ n ] = x [ n + mN 0 ]; ∀n, m = any integer
Here, T o and N o are fundamental period, which is the smallest
positive values when m = 1
Example:

x(t ) = A cos(ωot + θ ); − ∞ < t < ∞; f =


ω0

x(t + T0 ) = A cos(ω0 [t + mT0 ] + θ ) = A cos(ω0t + θ )


⇒ T0 = ; m = 0,1, 2......
ω0
Signals and Systems Khosrow Ghadiri - EE Dept. SJSU 18
Analog and Digital
Digital signal is discrete-time signal whose values belong
to a defined set of real numbers {a1 , a2 ,..., aN }

x[n] = x(tn ) = ai ; 1 ≤ i ≤ N
† Binary signal is digital signal whose values are 1 or 0

x[n] = x(tn ) = 0 or 1; ∀n
† Analog signal is a non-digital signal

Signals and Systems Khosrow Ghadiri - EE Dept. SJSU 19


Even and Odd

‰ Even Signals
The continuous-time signal x(t ) /discrete-time signal x [ n]
is an even signal if it satisfies the condition
x(t ) = x(−t ); ∀t x[n] = x[− n]; ∀n
† Even signals are symmetric about the vertical axis
† Odd Signals
The signal is said to be an odd signal if it satisfies the
condition
x(t ) = − x(−t ); ∀t x[n] = − x[− n]; ∀n
† Odd signals are anti-symmetric (asymmetric) about
the time origin

Signals and Systems Khosrow Ghadiri - EE Dept. SJSU 20


Even and Odd signals:Facts

† Product of 2 even or 2 odd signals is an even signal


† Product of an even and an odd signal is an odd signal
† Any signal (continuous and discrete) can be expressed
as sum of an even and an odd signal:

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


x(t ) + x(−t ) x(t ) − x(−t )
xe (t ) = ; xo (t ) =
2 2
x[n] + x[− n] x[n] − x[− n]
xe [n] = ; xo [n] =
2 2

Signals and Systems Khosrow Ghadiri - EE Dept. SJSU 21


Complex-Valued Signal Symmetry
† For a complex-valued signal
x(t ) = x1 (t ) + j x2 (t )
† is said to be conjugate symmetric if it satisfies the
condition
x(−t ) = x* (t )
† where
x *(t ) = x1 (t ) − j x2 (t )
† x1 (t ) is the real part and x2 (t ) is the imaginary part;

† j is the square root of -1

Signals and Systems Khosrow Ghadiri - EE Dept. SJSU 22


Deterministic and Random signal
† A signal is deterministic whose future values can be
predicted accurately.
† Example:x (t ) = A sin t
† A signal is random whose future values can NOT be
predicted with complete accuracy
† Random signals whose future values can be statistically
determined based on the past values are correlated
signals.
† Random signals whose future values can NOT be
statistically determined from past values are
uncorrelated signals and are more random than
correlated signals.

Signals and Systems Khosrow Ghadiri - EE Dept. SJSU 23


Deterministic and Random signal(contd…)

† Two ways to describe the randomness


of the signal are:
† Entropy:
This is the natural meaning and
mostly used in system performance
measurement.
† Correlation:
This is useful in signal processing by
directly using correlation functions.
Signals and Systems Khosrow Ghadiri - EE Dept. SJSU 24
Taylor series and Euler relation
† General Taylor series
f ( n ) ( a )( x − a )
n

f ( x ) = f ( a ) + f ′ ( a )( x − a ) + f ′′ ( a )( x − a ) + ... = ∑
2

n=0 n!
† Expanding sin and
3
cos
5
x x
sin x = x − + − ...
3! 5!
x2 x4
cos x = 1 − + − ...
2! 4!
† Expanding exponential
x 2 x3 x 4 x5
e = 1 + x + + + + + ...
x

2! 3! 4! 5!
( jx ) ( jx ) ( jx ) ( jx )
2 3 4 5

e jx
= 1 + jx + +
+ ... + +
2! 3! 4! 5!
† Euler relation
 x 2 x3   x3 x5 
e = 1 − + − ...  + j  x − + − ...  = cos x + j sin x
jx

 2! 3!   3! 5! 
Signals and Systems Khosrow Ghadiri - EE Dept. SJSU 25

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