Chapter 2

Signals, Systems & Fourier theory

Concepts of signals, orthogonal function,
Fourier theory, and correlation for spectral
analysis.
Linear systems & the impact of noise in the
transmission of data
By the end of this chapter: Goal:
Understand signals and data representation
in both time & frequency domain





Signals
Signal: Any time varying quantity that can be used to carry
information.




ASCII Encoding of A




A 65 1000001 Signal TX


Classification of Signals (1)
Based on 2 factors

How it is represented in time

How its amplitude is allowed to vary

This axis is continuous or discrete
Classification of Signals (2)

The 4 Basic types of signals are:

Continuous time, cont. amplitude
Continuous time, discrete amplitude
Discrete time, continuous amplitude
Discrete time, discrete amplitude

Classification of Signals (3)
The 4 Basic types of signals are:

Continuous-time Vrs
Discrete-time


This axis is continuous or discrete
Continuous-time Signal
(Sinusoid)


) ( ) ( 0 e + = t ACos t x
e
t 2
= T
Discrete-time Signal (1)
(Derived from Cont. signal)
Explanatory Notes on Sampling Theory:

Exact reconstruction of a continuous-time
baseband signal from its samples is possible
if the signal is bandlimited and the sampling
frequency is greater than twice the signal
bandwidth.

Note:
AnalogueDigital Conversion
Analogue to Digital Conversion requires 3 essential
steps:
1. Sampling:
2. Quantization
3. Encoding


Discrete-time Signal (2)

Defined only @ discrete times
E.g., Exam results per semester
S (n) where n = {, -1, 0, 1, }, and are
functions defined on integers.
5
4
3 2 1
0
-1
n
s(5)
s(4)
s(3)
s(2)
s(1)
s(n)
s(-1)

Analog vrs Digital


This axis is continuous or
discrtete

Periodic vrs Aperiodic



) ( ) ( t T f t f + =
) ( ) ( N n x n X + =

Examples of Periodic
Signals



Causal vrs Anti-Causal




Even vrs Odd Signals




Even-Odd Decomposition (1)

Given a function X (t) of a signal;

} { | | ) ( ) (
2
1
) ( t x t x t x Ev + =
} { | | ) ( ) (
2
1
) ( t x t x t x Odd =

Even-Odd Decomposition (2)

Even-Odd Decomposition (3)

Class Work (5 mins)

Given the function
x(t) = 2t + 1
Use the odd-even decomposition concept to
show that
X(t) = Sum of Ev(x(t)) and Odd(x(t))

Deterministic vrs Stochastic


Random Signals (Noise)





n(t)
n(t)
0 t
}

=
2
2
) (
1 lim
) (
T
T
dt t n
T T
t n
( ) ( ) ( )
}

=
2
2
2 2
1 lim
T
T
dt t n
T T
t n
The square root of n^2(t) is the rms value of n(t).

Random Signals (Noise)
Probability Density Function p(x)


Probability that random variable lies b/n x1 and x2:


n(t)
n(t)
0 t
} { x x x x P x p
o o
o + Z Z = ) (
} {
}
= Z Z
2
1
) (
2 1
x
x
dx x p x x x P

Systems
Signals are always associated with one or more
systems


Systems Analysis (1)
Characterization of systems is by how many
inputs and outputs they have:

SISO (Single Input, Single Output)
SIMO (Single Input, Multiple Outputs)
MISO (Multiple Inputs, Single Output)
MIMO (Multiple Inputs, Multiple Outputs)


Systems Analysis (2)
Systems could also be categorized on basis of
type of signals:

Analog System (Analog Input/ Analog Output)
Digital System (Digital Input/ Digital Output)
Systems with Analog Input/ Digital Output or
Vice versa



Systems Analysis (3)
Another approach is on whether the system
has memory or otherwise!

Memoryless systems do not depend on any
past input. (In digital electronics Combinational Logic)
Systems with memory do depend on past
input. (In digital electronics Sequential Logic)
Causal systems do not depend on any future
input.


Systems Analysis (4)
Finally, systems are categorized by other properties
such as:

A system is linear if it has the superposition and scaling
properties.
A system that is not linear is non-linear.
If the output of a system does not depend explicitly on time,
the system is said to be time-invariant; otherwise it is time-
variant
A system that will always produce the same output for a given
input is said to be deterministic.
A system that will produce different outputs for a given input
is said to be stochastic.


Linear Systems
Linear systems must satisfy both
homogeinity and additivity requirements:
These 2 rules referred to as the principle
of superposition



Additivity:
Homogeneity:


Linear Systems
Linear systems must satisfy both
homogeinity and additivity requirements:
These 2 rules referred to as the principle
of superposition

Additivity:
Homogeneity:


Fourier Transform



Signal to Noise Ratio


Power Noise
Power Signal
P
P
SNR
noise
signal
= =
|
|
.
|

\
|
=
|
|
.
|

\
|
=
noise
signal
noise
signal
A
A
P
P
dB SNR
10 10
log 20 log 10 ) (

SNR & Capacity Cal. (Classwork)

Given that the SNR of a channel is 3dB. How
many bits can be transmitted in 1-hour for a
given bandwidth of 30kHZ.


Correlation

Correlation is a measure of how related two
entities are.
A high correlation means that there is a lot
of resemblance between the two compared
entities.


Auto-Correlation
The auto-correlation for a periodic signal of
period T is defined as follows:
It defines how much a function correlates
with a time shifted version of itself, with
respect to that time shift.

}
+

=
2
2
) ( ) (
1
) (
T
T
i i i
dt t W t W
T
R t t

Cross-Correlation
The cross-correlation for periodic signals of
period T is defined as:
It measures how much two different signals,
Wi and Wj, one shifted in time with respect
to the other, correlate as a function of that
time shift.

}
+

=
2
2
) ( ) (
1
) (
T
T
j i ij
dt t W t W
T
C t t

Orthogonality
Two periodic signals of period T are orthogonal when their
cross- product is null for a zero time shift.
Two orthogonal signals can be transmitted at the same time
and will not interfere with each other. This principle is
largely applied in CDMA.
}
+

=
2
2
0 ) ( ) (
T
T
j i
dt t W t W

Orthogonality
The vectors (1, 3, 2), (3, 1, 0), (1/3, 1, 5/3)
are orthogonal to each other, since
(1)(3) + (3)(1) + (2)(0) = 0,
(3)(1/3) + (1)(1) + (0)(5/3) = 0,
(1)(1/3) + (3)(1) (2)(5/3) = 0.

These vectors are orthogonal, for example
(1, 0, 0, 1, 0, 0, 1, 0),
(0, 1, 0, 0, 1, 0, 0, 1),
(0, 0, 1, 0, 0, 1, 0, 0)


Power Spectral Density (PSD)
PSD, describes how the power (or variance) of a
time series is distributed with frequency.

Mathematically, it is defined as the Fourier
transform of the auto-correlation sequence of the
time series.

The term white noise refers to a noise whose
power is distributed uniformly over all frequencies.
White noise has a flat PSD.

Thermal Noise
caused by the random motion of
molecules at any temperature above
absolute zero Kelvin.

Since the 3rd law of thermodynamics
prevents one from extracting all heat from a
physical system, one cannot reach absolute
zero and so cannot entirely avoid thermal
noise.

Time & Frequency Domain Rep
Signals can be manipulated (i.e., amplified,
filtered, etc.) in the time domain.

However, it is often convenient and frequently
necessary, when signal analysis and processing
is required, to represent the signal in the
frequency domain.

Time & Frequency Domain Rep

Time & Frequency Domain Rep

Time & Frequency Domain Rep
Assignment - 1
Plot the time and frequency domain
representation of the following signals:


Mathematical Representation Of Signals
in Freq. Domain
The theory of complex numbers is essential in
understanding frequency domain
representation. Revision

In the ff sections, the concepts of Fourier
analysis will provide us with a powerful tool
for the general transformation of a signal from
the time to frequency domain & the inverse
transform!






Eulers Identity
Complex Nos. Examples
Complex Nos. (Solve)
Complex Nos. (Solution)
Fourier Transform (1)
Joseph Fourier




Joseph Fourier submitted a paper in 1807 to the
Academy of Sciences of Paris. The paper was a
mathematical description of problems involving heat
conduction, and was at first rejected for lack of
mathematical rigour. However, it contained ideas
which have developed into an important area of
mathematics named in his honour, Fourier analysis.

Fourier Transform (2)
Classification of signals ..
Energy and power signals
A signal is an energy signal if, and only if, it has nonzero but
finite energy for all time:



A signal is a power signal if, and only if, it has finite but nonzero
power for all time:




General rule: Periodic and random signals are power signals. Signals
that are both deterministic and non-periodic are energy signals.