CHP 1: CONTINUOS TIME

SIGNAL & SYSTEM

Definition Signal & System
Classification Of Signal
Transformation Of Signal
Elementary / Common Signal
CT System and Its Properties
Convolution And Its Properties
Properties Of Linear Time-invariance (LTI)
System

DEFINITION OF SIGNAL
SIGNAL

- modeled as functions of one

or more independent variables. { f(t),
x(f), etc.}
Example : human speech, electrical
signal, (voltage & current),
temperature, pressure, etc.
f(t) dependant variable
t independent variable

DEFINITION OF SYSTEM
SYSTEM

- entity that processes a set of

signals
SISO and MIMO type
Example - software systems,
electronic systems, computer
systems, or mechanical systems

CLASSIFICATION OF
SIGNALS

continuous-time vs discrete-time
even vs odd
periodic vs aperiodic
(nonperiodic)
energy and power signals;
deterministic vs random
analog vs digital

CONTINUOUS-TIME VS DISCRETETIME
functions of a continuous
variable (time).
DT functions of a discrete variable
(integer values, n) of the independent
variable (time steps).
CT

DT SIGNAL

Xn - samples

time interval between them

sampling interval (Ts ) constant

When the sampling intervals are

equal (uniform sampling), then:

EXAMPLE 1
Discretize

the signal below using a sampling

interval of T = 0.25 s, and sketch the
waveform of the resulting DT sequence for
the range 8 k 8.

EVEN vs ODD SIGNALS

Even signal [xe(t)] : symmetric y-

axis
x(t) = x(t)
Odd signal [xo(t)] : antisymmetric y-axis
x(t) = x(t)

EVEN vs ODD SIGNALS

Any

signal x(t) or x[n] can be

expressed as a sum of two signals,
one of which is even and one of
which is odd.
x(t) = xe(t) + xo(t)

xe(t) = [x(t) + x(-t)] even part of

x(t)
xo(t) = [x(t) - x(-t)] odd part of
x(t)

EXAMPLE 2
Express

CT signal as a combination
of an even signal and an odd signal

PERIODIC vs APERIODIC
Signal

is periodic when it repeats

itself.
x(t)= x(t+T)
T = fundamental period
(constant)
Signal that is not periodic is
called an aperiodic or nonperiodic signal

ENERGY vs POWER
SIGNAL
Energy:

Average

Power:

Average

Power (periodic signal):

A signal x(t ) = energy signal = the total

energy Ex has a non-zero finite value, i.e. 0 <
Ex < .
Power signal - non-zero finite power, i.e. 0 < P x
< .
Signal cannot be both an energy and a power
signal simultaneously.

Example 3
Calculate

the average power, and energy

present in the two signal below. Classify
these signals as power or energy signals.

Ans; z(t) power

signal. Prove
that !!!
Because x(t ) has finite energy (0 < Ex = 100 < ) it is an
energy signal.

SIGNAL TRANSFORMATIONS
3

OPERATION/TRANSFORMATION: time

scaling; time shifting; time reversal

Time scaling = multiplication of the time variable
by a real positive constant, .
In the CT case, we can write:
y(t) = x( t)
0 < < 1: The signal x(t) is slowed down or
expanded in time. Think of a tape recording played
back at a slower speed than the nominal speed.
Case > 1: The signal x(t) is speed up or
compressed in time. Think of a tape recording
played back at twice the nominal speed.
Case

Example 4 (scaling)
Consider

signal, x(t):

TIME SHIFTING
A

time shift delays or advances the

signal in time by a continuous-time
interval:
y(t)=x(t T)

Time

Time delay

TIME
REVERSAL/INVERSION
A

time reversal is achieved by

multiplying the time variable by
1.
At y-axis

COMBINED OPERATIONS
= x(at b) shifting+scaling+inversion
2 Step:
1. shifting the signal x(t) by b to get x(t b);
2. time scaling (replace t by at) the shifted signal
by a to get x(at b).
y(t)

.Alternate

2 steps:
1. time scale the signal x(t) by a to get x(at);
2. shift (replace t by t b/a) the time-scaled
signal by b/a to get x(a(t b/a)) = x(at b).
.Note that, time reversal operation is a part of
the time scaling operation with a negative.

Example 5
Sketch

signal for : a) y(t) = x(-4t + 2) ; b) y2(t)

= x(0.5t 3) ; c) y3(t) = 2* x(4 2t); d) y4(t) =
-2*x(4t + 4)

ELEMENTRY SIGNAL
Elementry/Common

1.
2.
3.
4.
5.
6.
7.
8.

Signal:

Unit step function

Rectangular pulse function
Signum function
Ramp function
Sinusoidal function
Sinc function
Exponential function
Unit impulse function / delta
function / dirac

ELEMENTRY SIGNAL

Step
function

Rectangular pulse
function

Signum function

Ramp function

Sinusoidal
function

Sinc function

ELEMENTRY SIGNAL

Exponential
function

Delta function

Unit Step Function (1)

Unit Step Function (Others Form)

Signal as sum of step

function
Rectangular

waveform of as a
sum of unit step functions

X(t) = u(t) u(t1)

Example 6
Express

the signal below of as a

sum of unit step functions

The Delta Function/ Unit Impulse

The

unit impulse or delta function,

denoted as (t) , is the derivative of
the unit step, u(t)

Sampling
Property :
Shifting
Property :

Example 7
Evaluate

the following expressions:

SYSTEM PROPERTIES
In this section, we classify systems into 6
basic categories:
1. linear and non-linear systems;
2. time-invariant and time-varying systems;
3. systems with and without memory;
4. causal and non-causal systems;
5. invertible and non-invertible systems;
6. stable and unstable systems.
. System properties apply equally to CT and DT
systems.

Basic System Interconnections

Cascade:

Parallel:

Feedback:

Linear vs Non-Linear
A

system S is linear if it has the additivity

property and the homogeneity property.
Let y1 := Sx1 and y2 := Sx2.
Additivity: y1 + y2 = S(x1 + x2)
Homogeneity: ay1= S(ax1)
Homogeneity means that the response of S to
the scaled signal ax1 is a times the response y1
= Sx1.
If the input x(t ) to a linear system is zero, then
the output y(t ) must also be zero for all time t .
Thus, the system y(t) = 2x(t) + 3 is nonlinear
because for x(t) = 0, we obtain y(t) = 3

Example 7
Determine

whether the CT systems

are linear or non-linear:
answer:
y(t ) = x2(t )
non-linear
linear
non-linear
linear
non-linear

Time-invariant vs Time-varying
Systems
A

system is said to be time-invariant (TI) if a time delay or

time advance of the input signal leads to an identical timeshift in the output signal.
In other words, except for a time-shift in the output, a TI
system responds exactly the same way no matter when the
input signal is applied.
A system S is time-invariant if its response to a time-shifted
input signal x[n N] is equal to its original response y[n] to
x[n], but also time shifted by N: y[n N].
That is, if for y[n] := Sx[n], y 1[n] := Sx[n N], the equality
y1[n] = y[n N] holds for any integer N, then the system is
time-invariant.
Exp 1: y(t) = sin(x(t)) is time-invariant since
y1(t) = sin (x(t T)) = y(t T)
Exp 2: z(t)= t[x(t)] non time-invariant (time varying)
since z1(t)= t[x(t - T)] z(t T)

Memory
A

system is memoryless if its output y

at time t or n depends only on the
input at that same time.
A system has memory if its output at
time t or n depends on input values
at some other times (past or
future)

memoryless
memory

Causality
A

system is causal if its output at time t or n

depends only on past or current values
of the input.
Non-causal - output up to time t depends
on future values of the input signals.
Note that all memoryless systems are
causal systems because the output at any
time instant depends only on the input at
that time instant.
Systems with memory can either be causal
or non-causal.

Stability
A

system is referred to as bounded-input,

bounded-output (BIBO) stable if an arbitrary
bounded-input signal always produces a
bounded-output signal.
In other words, if an input signal x(t ) for CT
systems, satisfying : {|x(t )| Bx < for t
(,);} is applied to a stable, it is always
possible to find an finite number By <
such that: {|y(t )| By < for t (,);}
Bx is a finite number.

Invertible vs Non-invertible
Systems
CT

system is invertible if the input signal x(t ) can

be uniquely determined from the output y(t)
produced in response to x(t ) for all time t
(,).
To be invertible, two different inputs cannot
produce the same output since, in such cases, the
input signal cannot be uniquely determined from
the
signal.
y(toutput
) = 3x(t
)
+ 5
invertible

input x(t ) can be uniquely

determined from the output signal y(t ).
non invertible (2 possible value not unique)

LTI SYSTEM
Important

subset of CT systems satisfies both the

linearity and time-invariance properties
CT systems are referred to as linear, timeinvariant, continuous-time (LTIC) systems or
LTI
Primarily interested in calculating the output y(t )
of the LTIC system from the applied input x(t ).
The output y(t ) of an LTIC system can be
evaluated analytically in the time domain in
several ways.
Model of LTIC system - linear constant-coefficient
differential equation, differential equation, unit
impulse response h(t)

Unit Impulse Response h(t )

Define

the unit impulse response h(t ) as the output

of an LTIC system to an unit impulse function (t )
applied at the input.

This

development leads to a second approach for

calculating the output y(t ) based on convolving the
applied input x(t ) with the impulse response h(t ).
The resulting integral is referred to as the
convolution integral.
Because the system is LTIC, it satisfies the linearity
and the time-shifting properties. If the input is a
scaled and time-shifted impulse function a(t t 0),
the output of the system is also scaled by the factor
of a and is time-shifted by t 0

Example
Calculate

the impulse response for system,

y(t ) = x(t 1) + 2x(t 3);

Solution:
The impulse response of a system is the
output of the system when the input signal
x(t ) = (t ). Therefore, the impulse response
h(t ) can be obtained by substituting y(t) by
h(t ) and x(t) by (t )
h(t ) = (t 1) + 2(t 3).

Example
The

impulse response of an LTIC system is given by

h(t ) = exp(3t )u(t ). Determine the output of the
system for the input signal x(t ) = (t + 1) + 3(t
2) + 2(t 6).

Solution:
Because the system is LTIC, it satisfies the linearity
and time-shifting properties. Therefore,
(t + 1) h(t + 1),
3(t 2) 3h(t 2),
2(t 6) 2h(t 6).
Applying the superposition principle, we obtain
x(t ) y(t ) = h(t + 1) + 3h(t 2) + 2h(t 6).

Example

h(t ) of the LTIC system Output y(t ) of the LTIC

system

Convolution
When

an input signal x(t ) is passed

through an LTIC system with impulse
response h(t ), the resulting output
y(t ) of the system can be calculated
by convolving the input signal and the
impulse response.

Convolution

Convolution Integral

Example

y (t ) x(t )h(t )d

Step 1: Mirror
At t =0

y (0) x( ) * h(0 )d 0

At t =1

y (1) x( ) * h(1 )d 1
At t = 2

y (2) x( ) * h(2 )d 1

At t =3

y (3) x( ) * h(3 )d 0
Overall Results: Plot at each point

Practice

Answer:

Property Convolution
Integral
Commutative

property : the order of the

convolution operands does not affect the
result of the convolution.

Distributive

property : convolution is a
linear operation.

Associative

property : changing the order of

the convolution operands does not affect the
result of the convolution integral.

Property Convolution
Integral
Shift

property: if the two operands of the

convolution integral are shifted, then the result
of the convolution integral is shifted in time by
a duration that is the sum of the individual time
shifts introduced in the operands.

Duration

of convolution
Convolution with impulse function
Convolution with unit step function
Scaling property

Property of LTI System

Many

physical processes can be represented by and

successfully analyzed with, linear time-invariant (LTI)
systems as models.
For example, both a DC motor or a liquid mixing tank
have constant dynamical behavior (time-invariant) and
can be modeled by linear differential equations.
Filter circuits designed with operational amplifiers are
usually modeled as LTI systems for analysis LTI models
are also extremely useful for design.
A process control engineer would typically design a level
controller for the mixing tank based on a set of
linearized, time-invariant differential equations.
DC motors are often used in industrial robots and may be
controlled using simple LTI controllers designed using LTI
models of the motors and the robot.

Property of LTI System

Commutative

property

(convolution)

Distributive

property
(convolution)

Property of LTI System

Associative

property
(convolution)

Memoryless
the

output y(t) of a memoryless system

depends on only the present input x(t), then, if
the system is also linear and time-invariant,
this relationship can only be of the form {Y(t)
= Kx(t) } where K is a (gain) constant.
Thus, the corresponding impulse response h(t)
is simply ,{ h(t) = K(t) }
Therefore, if h(t0) 0 for t0 0 , the
continuous-time LTI system has memory.
An LTIC system will be memoryless if and
only if its impulse response h(t ) = 0 for t
0.

Property of LTI System

Causality

: LTI system is causal if and

only if h(t)=0, t < 0
Invertible: For an LTI system with impulse
response, h, this is equivalent to the
existence of another system with impulse
response such that , h*h1=
y1(t)

y2(t)

if

BIBO Stability
stable If the impulse
response h(t ) of an LTIC system
satisfies the following condition:

BIBO

Example
Determine

if systems with the following impulse

responses: h1(t ) = (t) (t 2) are
memoryless, causal and stable.

Solution :
Memoryless property: Since h(t ) = 0 for t = 0,
system is not memoryless.
Causality property. Since h(t ) = 0 for t < 0,
system (i) is causal.
To verify if system (i) is stable, we compute the
following integral:
(Stable)

Conclusion
A

signal was defined as a function of time,

either continuous or discrete.
A system was defined as a mathematical
relationship between an input signal and an
output signal.
Special types of signals were studied: real
and complex exponential signals, sinusoidal
signals, impulse and step signals.
The main properties of a system were
introduced: linearity, memory, causality,
time invariance, stability, and invertibility.

Conclusion
An

LTI system is completely characterized by

its impulse response.
The input-output relationship of an LTI
continuous-time system is given by the
convolution integral of the systems impulse
response with the input signal.
Given the impulse response of an LTI system
and a specific input signal, the convolution
giving the output signal can be computed using
a graphical approach or a numerical approach.
The main properties of an LTI system were
derived in terms of its impulse response.