Signals
In continuous time signals independent variable is continuous and thus these signals are
defined for a continuum of values of independent variable.
Discrete time signals are only defined at discrete times and consequently for these
signals the independent variable takes discrete set of values.
lim
T T
x t dt
x t
dt
lim N
2
2
x
n
x n
T nN
n
lim
1
T 2T
T x t
dt
N
lim
2
1
x n
N 2N 1 nN
Signals having non-zero (finite) power and infinite energy are called as Power Signals.
ex.
x(t) = sint
Signals having finite (non-zero) energy and zero power are called as Energy Signals.
ex.
x[n] = [1, 2, 3, 4]
Any signal (even those which are neither odd nor even) can be broken into odd & even
parts
Odd Part
x0 t
Even Part
xe t
x t x t
2
x t x t
2
; x0 n
x n x n
; xe n
2
x n x n
2
LTI Systems
Classification
(i) Linear & Non-Linear Systems
For Linearity
if x1 t y1 t
x2 t y 2 t
1x1 t 2 x2 t 1y1 t 2 y 2 t
Example : y(t) = t x (t) is linear
y[n] = 2x [n] + 3 is non-linear
(ii) Time Invariant & Time-variant Systems
For system to be time-invariant the
following condition must hold true
x(t - ) y(t )
The simplest way to verify this is to check the coefficient of t inside x(t)
eg.
The output should depend only on present & past values of input.
ht 0 V t 0
h[n] = 0 V n < 0
DT :
hk
K
; CT :
h d
The output at any time should depend only on value of input at the same time.
Shifting
Delay
if
Advance
if
Scaling
Compression
if
Replace upper & lower limit by original limit divided by compression factor
Expansion
if
Replace upper & lower limit by original limit multiplied by expansion factor.
Any continuous time or discrete time system can be represented in terms of impulses.
x t
x t d
x k n k
x[n]
LTI systems are characterized on the basis of Impulse Response h(t) or h[n]
since x n
y n
x k
n k
x k hn k x n * hn = convolution sum
y t
x h t x t * h t
= convolution integral
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Step 1
Flip either x(t) or h(t)
Here, we flip h(t)
Step 2
Shift h( ) by amount t to the right to calculate y(t) by calculating overlapping between
h t & x
Overlapping area
1 t
1.1d 1 t
if t < 1
so, overlapping area = 0
if t > 1
overlapping area = 2
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12
Frequency Response
The frequency response of any LTI system is given by its Fourier Transform.
jw
DT: H e
CT: H jw
h n e jwn
ht e
jwt
dt
= H jw e
j wt w
w ArgH jw
Group Delay, g w
Phase Delay, w
d w
dw
w
w
0 x t dt
(ii) In a finite time interval, x(t) has a finite number of maxima & minima
(iii) It should have finite number of discontinuities in the given interval
Fourier series as generally expressed in 2 forms.
Trigonometric
Exponential
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a0
1
x t dt
T 0
ak
2
x t cos k0 t dt
T 0
bk
2
x t sin k0 t dt
T 0
where 0 2
T
Synthesis equations
x t a0
k -
k 0
ak cosk 0t
k
k 0
bk sink 0t
1
jk0t
x t e
dt
T 0
Synthesis equations
x t
CK e
jk0t
where 0 2
T
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(ii)
Time-shifting
F.S.
if x t
ak
-jk0t0
F.S.
x t t0
e
ak where 0 2
T
(iii) Time-Reversal
F.S.
if x t
ak
F.S.
x t
ak
x(t) = x(t)
ak ak
x(t) = x (t)
ak ak
Ck
bp ak p
P
= convolution sum
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2
1
2
x
t
dt
ak
T T
k
F.S.
where x t
ak
IMPORTANT DUALITY
A signal discrete in one domain is periodic in other domain & vice versa.
Example: For continuous Time Fourier Series, x (t) is periodic in time domain & hence Fourier
Series exists where coefficients exist for frequency integral multiple of " 0 " & hence is discrete.
Fourier Transform
Fourier series exists only for periodic signals, Fourier series converges to Fourier Transform
which is continuous as compared to Fourier series which is discrete.
Continuous Time Fourier Transform
Analysis equation
X jw
x t e
jwt
dt
Synthesis equation
x t
1
jwt
X jw e dw
2
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Fourier Transform
X(jw)
Y(jw)
AX(jw)+BY(jw)
x*(t)
x(-t)
x(at)
X*(-w)
X(-w)
x(t)*y(t)
d
x(t)
dt
X(jw)Y(jw)
jwX(jw)
x(t)y(t)
1
X(w) * Y(w)
2
1
X jw X 0 w
jw
x d
tx(t)
Ev{x(t)}
Od{x(t)}
X(t)
j0 t
x t
x t
d
X jw
dw
Re{X(jw)}
jIm{X(jw)}
2x(-w)
X(w-w0)
Parsevals Relation
X w
1 jw
X
a a
jt0
2
1
x w dw
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Signal
ak e
K
e
Fourier Transform
jkw0t
ak k0
2 0
jkw0t
cos w 0 t
0 0
sin w 0 t
0
0
j
2
2k
T K
T
2sin T1
t nT
n
1, t T1
x t
0, t T1
(sin wt)/t
1,
x
0,
w
w
1
j
u(t)
t t0
jt0
eatu t ,Re a 0
1
a j
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Laplace Transform
Laplace Transform is more general than Fourier Transform but can only be computed in
Region of Convergence (ROC), so it cannot be computed V s
S jw; such that
ROC =
t
dt
x t e
Analysis Equations
for bilateral Laplace Transform
H(s) =
ht e
st
dt
ht e
st
dt
Synthesis Equation
j
1
x(t) =
x s est ds
2j j
Properties of ROC
(i) ROC consists of a collection of lines parallel to jwaxis in splane.
such that
x t e
dt
(ii) If X (s) is rational, then ROC does not contain any poles.
(iii) If x(t) is of finite duration & absolutely integrable, then ROC is entire s-plane.
(iv) If x(t) is right sided signal (i.e., it is zero before some time) and if Re(s) = 0 is in the
ROC, then all values of s for which Re(s) > 0 are also in ROC.
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(v) If x(t) is left sided, (i.e., if it is zero after some time), and if Re (s) = 0 is in ROC, then
all values of s for which Re(s) < 0 are also in ROC.
(vi) If x(t) is twosided signal and if the line Re (S) = 0 is in ROC, then the ROC consists
of a strip in splane include the line Re (S) = 0
(vii) If X(s) is rational, and
x(t) is right sided signal, then ROC is right of right most pole.
x(t) is left sided signal, then ROC is left of left most pole.
Properties of Laplace Transform
Signal
x(t)
x1(t)
Transform
X(s)
X1(s)
ROC
R
R1
x2(t)
X2(s)
R2
ax1(t) + bx2(t)
aX1(s) + bX2(s)
At least R1 R2
x t t0
e 0 x t
st
X s s0
x (at)
1
X s
a
a
x1 t * x2 t
X1 s X2 s
d
x t
dt
tx(t)
t
x d
st0
X s
R
Shifted version R [i.e., s is in
ROC if s s0 is in R]
Scaled ROC i.e., s is ROC if
s
is in R
a
At least R1 R2
sX s
At least R
d
x s
ds
1
X s
s
20
At least R
Transform
1
1
s
1
s
1 n
s
1
tn1
u t
n 1 !
eatu t
- eatu t
tn1
eat u t
n 1 !
tn1 at
e ut
n 1 !
t T
cos 0 t u t
sin 0 t u t
eat cos 0 t u t
eat sin 0 t u t
Re {s} > 0
Re {s} < 0
Re {s} > 0
Re {s} < 0
sn
1
sa
1
sa
1
ROC
All s
Re {s} > a
Re {s} < a
Re {s} < a
s a
1
Re {s} > a
s a
esT
s
2
s 20
0
2
All s
Re {s} > 0
Re {s} > 0
s 0
sa
Re {s} > a
s a 20
0
Re {s} > a
s a2 20
21
x 0
x
lim
sX s initial value
s
lim
s X s Final value, first stability should be ensured, else final value does
s0
not exist.
h t dt
Causality
h(t) = 0, t < 0 i.e., right sided signal
ROC should be right sided
ROC should include Right half plane.
but converse is not true.
Z Transform
It is generalization of Discrete Time Fourier Transform
Analysis Equation
H z
h k z k
Synthesis Equation
h[n]
1
H z zn1dz
2j
22
x n r n
n
Properties of ROC
(i) The ROC x(z) consists of a ring in the z plane centered about the origin.
(ii) The ROC does not contain any poles.
(iii) If x[n] is of finite duration, then ROC is the entire z plane except possibility at z = 0
and/or z =
(iv) If x[n] is a right sided sequence and if the circle, | z | = r0 is in the ROC, then all finite
values of z, for which | z | > r0 will also be in ROC.
(v) If x[n] is a left sided sequence, and the circle | z | = r0 is in ROC, then all finite value of
z, for which 0 < | z | < r0 will be in ROC.
(vi) If x[n] is two sided sequence and if circle | z | = r0 is in the ROC. Then ROC will consist
of a ring in z-plane which consist of ring | z | = r0.
(vii) If X (z) is rational and
x[n] is right sided than ROC is outside of outer most pole.
x[n] is left sided then ROC is inside of inner most pole.
(viii) If x[n] is causal, ROC includes z = provided x[n] = 0, n < 0.
If x [n] is anti causal, ROC includes z = 0 provided x [n] = 0, n > 0.
(ix) A causal LTI system with rational system function is stable if all poles inside the unit
circle that is have magnitude, | z | < 1.
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Properties of zTransform
Signal
x[n]
x1 n
Transform
X(z)
x2 n
X2 z
ax1 n bx2 n
x n n0
e
j0n
x n
X1 z
R1
R2
aX1 z bX2 z
z
n0
X e
j 0
x[n]
X z 1
x k
Rx with addition or
deletion of origin
Rx
X z
z0
nx[n]
At least R1 R2
X z
zn0 x n
x r , n=rk
w n
0, n rk for some r
x1 n * x2 n
ROC
Rx
X zk
z0R x
z 1 s.t z R x
Rx
k
i.e., z s.t z R x
X1 z X2 z
At least R1 R2
dz
Rx except addition or
deletion of zero
zdX z
1
1 z
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X z
Rx
z 1
Transform
1
ROC
All z
u n
|z|>1
1z
u n 1
n m
anun
n
a u n 1
n
na u n
|z|<1
1
1z
z m
1
1 az 1
1
1 az
|z|<|a|
az 1
|z|>|a|
2
1 az 1
nanu n 1
az 1
|z|<|a|
2
1 az 1
Initial & Final value Theorem
x 0
x
lim
z
X z Initial value
lim 1
1 X z Final value
z 1 z
In z transform also, stability must be verified before using final value theorem.
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Sampling
Continuous
Discrete Time
Time signal
signal
; fu = upper frequency
f
K u , where indicates Greatest Integer function
fu fL
2f
wS u
K
p t
t nT
n
T = sampling interval ; xp t Sampled signal
xp t
x t t nT
n
1
X w * P w
2
2
P w
w kws
T k
XP w
XP w
1
2
X w kw s ; ws
T k
T
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The spectrum of sampled signal is just repetition of actual spectrum at integral multiples
of ws .
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