Handbook for Signals and Systems for Second year ECE, EEE, IT, CSE Students of BE/B.Tech Degree - Based on Anna University Tamil Nadu Syllabus

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Handbook for Signals and Systems for Second year ECE, EEE, IT, CSE Students of BE/B.Tech Degree - Based on Anna University Tamil Nadu Syllabus

Attribution Non-Commercial (BY-NC)

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Essentials

The Basics and Requisites for Signals and Systems

(for ECE Students of B.E. / B.Tech. Degree - based on Anna University

– Chennai, Coimbatore, Trichy, Tirunelveli Syllabus)

Compiled by

KALAIMATHI B

Lecturer

ECE Department

Vidyaa Vikas College of

Engineering and Technology

ECE / II Year / III Semester Signals and Systems – Essentials

with respect to time discrete time of same intervals of n

represented as x(t) represented as x[n]

mathematically as a function of t mathematically as a function of n

Sampling: Creation of discrete time signal from continuous time signal by defining

successive samples of continuous time signal for a constant interval of time.

1. Time shift’s: For both continuous and discrete time signal if x(t) represents a

signal then x(t-t0) represents: -

a. Delayed version of x(t) if t0>0 or to is positive.

b. Advanced version of x(t) if t0<0 or t0 is negative.

2. Time reversal: To obtain the mirror image of a function of both continuous and

discrete time signal. That is if x(t) is a function then x(-t) is its mirror image.

ECE / II Year / III Semester Signals and Systems – Essentials

3. Time scaling: if x(t) is a signal (continuous/discrete) then x(αt) is the time scaled

version of x(t) where α is a constant.

4. Periodic signal: A periodic signal has a property that there is a positive value of T

such that x(t) = x(t+nT) for n = 0, 1, 2 … and T is a constant known as period.

5. Even or odd signal: From time reversal if the mirror image of the signal is same

as that of the image. That is if x(-t) = x(t) then the signal is even else if the signal

x(-t) = -x(t) then the signal is odd. Note that any signal can be broken to sum of

signal one which is even and other is odd as given below: -

Even {x(t)}=1/2[x(t)+x(-t)]

Odd {x(t)}=1/2[x(t)-x(-t)]

x(t) = Ceat

where C and a are generally complex number.

1. Real and exponential signal that is if ‘C’ and ‘a’ are real then the signal is as

follows:

ECE / II Year / III Semester Signals and Systems – Essentials

x(t) = Cejwot

x(t) = Cejwo(t+T) =C. ejwot.ejwoT but ejwoT=1

i.e. if w0=0 then x(t)=1 and if w0≠0 then T=2π/|w0|

Signal closely related is x(t)= a cos(w0t+φ)

Euler’s relation: ejwot=cosw0t+jsinw0t

Acos(w0t+φ)=A.Re{ej(wot+φ)} and Asin(w0t+φ)=A.Im{ej(wot+φ)}

x(t)=Certcos(w0t+φ) if r>0 then growing signal and if r<0 then decaying signal

exponential. Similarly for the discrete time characteristic where t becomes n.

ECE / II Year / III Semester Signals and Systems – Essentials

Systems: -

method of interconnection of systems areas follows: -

ECE / II Year / III Semester Signals and Systems – Essentials

System properties:-

1. System with and without memory: If there is a time delay then the system is

said to be having a memory and if there is no time delay then the system is

memory-less. E.g.

• y[n] = (2x[n] – x2[n])2 //memory-less

• y[n] = x[n – 1] //with memory

• y(t)=1/C∫x(τ)dτ (c = capacitance) //with memory

2. Invertibility and inverse system: If distinct input leads to distinct output then

the system is said to be invertible. If output of a system given to a second

system and if we obtain the input of first system as the output of second

system then the second system is said to be the inverse of the first one.

dependents only on the present and the past value of the input and not on the

future value of the input. E.g.

• y(t) = x(t- 4), y(t) = x(t) //causal

• y(t) = x(t+t0), y(t) = x(-t) //non-causal

include the entire jω axis. ROC is the region where the Laplace transform is

valid. It depends on position.

5. Time invariance: if the behavior of the signal and characteristics is fixed over

a given time i.e. the system response don’t change with time then the system is

known as time invariant. E.g.

• y(t) = cow ωt, y(t) = x(-t) //time-invariant

• y(t) = tcow ωt //time-dependent

condition: -

• Superposition theorem: it states that if y(t) = x(t) such that

If y1(t) = x1(t) and y2(t) = x2(t) then if y3(t) = x1(t) + x2(t)

Then y3(t) = y1(t) +y2(t)

And if y3(t) = a.x1(t) + b.x2(t)

Then y3(t) = a.y1(t) + b.y2(t)

• If y(t) = x(t) = 0 at t = 0.

• y(t) = x(t) as the degree one.

ECE / II Year / III Semester Signals and Systems – Essentials

LTI Systems: They are the systems that are linear and time invariant in nature.

Convolution: if h[n] is the impulse response of the system then if x[n] is the input

and y[n] is the output then,

y[n] = x[n] * h[n] // convolution

1. Commutative: x1[n] * x2[n] = x2[n] * x1[n]

2. Distributive: x[n] * (h1[n] + h2[n]) = x[n] * h1[n] + x[n] * h2[n]

3. Associative: x[n] * (h1[n] * h2[n]) = (x[n] * h1[n]) * h2[n]

4. LTI system with and without memory

5. Invertibility and inverse system

6. Causality of LTI system

7. Stability of LTI system

8. Unit step response of LTI system: By convolution δ[n] = u[n] * h[n] there

for h[n] in discrete time LTI system is h[n] = δ[n]. δ[n-1]

2. Linear constant coefficient difference equation

ECE / II Year / III Semester Signals and Systems – Essentials

Fourier series representation of continuous time periodic signals can be given as a

linear combination of harmonically related complex exponentials:-

A signal is periodic if x(t) = x(t + nT) for all t where T is a constant known as

period and n = 0, 1, 2, … and T = ω0/2π.

E.g. x(t) = cosω0t, x(t) = ejω0t

Complex exponential

∞ ∞

jkω0t

i.e. x(t) = Σ ak. e = Σ ak.ejk(2π/T)t

-∞ -∞

if k = 0, x (t) is constant

k = ±1 fundamental frequency ω0 is the fundamental components known as first

harmonic component.

k = ±2 second harmonic component.

k ± n is nth harmonic component.

This representation is known as Fourier series representation of periodic signal.

∞ ∞

i.e. x(t) e-jkω0t = Σ ak. ejkω0t e-jkω0t = Σ ak.ejk(2π/T)t e-jkω0t

-∞ -∞

Integrating from 0 to T

T T ∞ ∞ T

i.e. ∫x(t) e-jkω0t = ∫ Σ ak. ejkω0t e-jkω0t = Σ ∫ak[ejk(k-n)ω0tdt]

0 0 -∞ -∞ 0

Euler’s formula:

T T

∫ak[ejk(k-n)ω0tdt] = ∫ [cos(k-n)ω0t + j sin(k-n)ω0t]dt

0 0

For k ≠ n cos(k-n) and sin(k-n) are periodic and for k=n cos(k-n)=1 and ans is T.

There for

T

i.e. ∫x(t) e-j(k-n)ω0t = T, k=n

0

0, k≠n

T T

-jnω0t

Then for an = 1/T ∫x(t) e dt and for a0 = 1/T ∫x(t) dt

0 0

ECE / II Year / III Semester Signals and Systems – Essentials

Dirichlets condition:-

The signal must be absolutely integrable over any period, i.e ∞

In any finite interval of time, there are not more than a finite maxima and

minima in a single period.

In any finite interval of time, there are only a finite number of discontinuities.

1. Linearity: Let x(t) and y(t) has the same period T and let their fourier series

coefficient be ak and bk respectively then since x(t) and y(t) are of same period T it

is followed that the combination of both the signal will be also periodic with

period T. i.e.

x(t) ↔ ak (with period T), y(t) ↔ bk (with period T) then

z(t) = Ax(t) + By(t) ↔ Ck = Aak + Bbk with period T

2. Time shifting:

x(t) ↔ ak then x(t-t0) ↔ ejkωoto.ak

i.e. magnitude of the Fourier series coefficient remains unaltered.

3. Time reversal:

x(t) ↔ ak (with period T), then x(-t) ↔ a-k (with period T) if x(t) is even then

Fourier series coefficient is also even and if x(t) is odd then the Fourier series

coefficient is also odd.

4. Time scaling: It changes the period. If x(t) has a period T then x(αt) will have a

period P = T/α and the Fourier series coefficient will not change.

∞

x(t).y(t) ↔ hk = Σ aL.bk-L with period T

k=-∞

6. Conjugate and conjugate symmetry: x(t) ↔ ak (with period T), then x*(t)↔a*-k

(with period T) where ‘*’ represents complex conjugate.

7. Frequency shifting: i.e. multiplication with e-jmω0t = x(t). e-jmω0t the Fourier series

coefficient will be ak-m

τ)dτ will have the coefficient as T. ak bk

ECE / II Year / III Semester Signals and Systems – Essentials

10. Integration: ∫x(t)dt (finite value) (its periodic only if a0 = 0) has the Fourier series

coefficient ak /jkw0.

11. Conjugate symmetry for real signals: i.e. if x(t) is real then ak = *ak,

re{ ak }=re{ a-k },im{ ak }= -im{ a-k }, | ak |=| a-k | and

12. Real and even: If x(t) is real and even then their coefficient is also real and even.

13. Real and odd: If x(t) is real and odd then the coefficient is purely imaginary and

odd.

14. Decomposition of real signal: xe(t) = Ev{x(t)} [x(t) is real] then coefficient

Re{ ak }and xo(t) = Od{x(t)} [x(t) is real] then coefficient is Im{ ak }

Linear combination of harmonically related complex exponentials:-

A signal is periodic if x[n] = x(n + mN) for all n where N is a constant known as

period and m = 0, 1, 2, … and N = ω0/2π. E.g. x[n] = cosω0t, x[n] = ejω0n

Complex exponential

Фk[n] = eikω0n = ejk(2π/N)n k= 0, ±1, ±2…

Фk[n] = Фk+N[n]

i.e. Ф0[n] = ФN[n], Ф1[n] = ФN+1[n]

x[0] = Σ ak., x[1] = Σ ak. ejk(2π/N)

k=<N> k=<N>

k=<N> k=<N>

K= N is Nth harmonic component or N successive integers.

This representation is known as Fourier series representation of periodic signal of

discrete type.

To determine ak multiply both with e-jrω0n

i.e. x[n] e-jrω0n = Σ ak. ejkω0n e-jrω0n = Σ ak.ejk(k-r)(2π/N)n

k<n> k=<n>

ar = 1/N Σ x[n] e-jrω0n where ω0 = 2π/N

k=<N>

k=<N>

ECE / II Year / III Semester Signals and Systems – Essentials

1. Linearity: Let x[n] and y[n] has the same period N and let their Fourier series

coefficient be ak and bk respectively then since x[n] and y[n] are of same period N

it is followed that the combination of both the signal will be also periodic with

period N. i.e.

x[n] ↔ ak (with period N), y[n] ↔ bk (with period N) then

z[n] = Ax[n] + By[n] ↔ Ck = Aak + Bbk with period N

2. Time shifting:

x[n] ↔ ak then x[n-n0] ↔ e-jkωono.ak

i.e. magnitude of the Fourier series coefficient remains unaltered.

3. Time reversal:

x[n] ↔ ak (with period N), then x[-n] ↔ a-k (with period N) if x[n] is even then

Fourier series coefficient is also even and if x[n] is odd then the Fourier series

coefficient is also odd.

4. Time scaling: It changes the period. If x[n] has a period N then x[αn] will have a

period P = N/α and the Fourier series coefficient will not change.

x[n].y[n] ↔ hk = Σ aL.bk-L with period N

k=<N>

x*[n] ↔ a*-k (with period N) where ‘*’ represents complex conjugate.

7. Frequency shifting: i.e. multiplication with e-jmω0n => x[n]. e-jmω0n the Fourier

series coefficient will be ak-m

Σx(r).y[n-r)dτ will have the coefficient as N. ak bk

k=<n>

N

Σ x[k] has the Fourier series coefficient as (1/(1-e-jkω0)).ak

K=-∞

11. Conjugate symmetry for real signals: i.e. if x[n] is real then ak = *ak,

re{ ak }=re{ a-k },im{ ak }= -im{ a-k }, | ak |=| a-k | and

12. Real and even: If x[n] is real and even then their coefficient is also real and even.

ECE / II Year / III Semester Signals and Systems – Essentials

13. Real and odd: If x[n] is real and odd then the coefficient is purely imaginary and

odd.

14. Decomposition of real signal: xe[n] = Ev{x[n]} [x[n] is real] then coefficient

Re{ ak }and xo[n] = Od{x[n]} [x[n] is real] then coefficient is Im{ ak }

Paseval’s relation:

∞

1/T ∫ |x(t}|2 dt = Σ | ak |2 where ak is Fourier series coefficient and T is the time

T k=-∞

I.e. average power or energy per unit time in one period.

Total paseval’s relation = sum of the average power in all harmonic components.

n=<N> k=<N>

I.e. | ak | = average power or energy per unit time in one period.

Total paseval’s relation = sum of the average power in all harmonic components.

Representation of a-periodic signal:

0, T1 < |t| < T/2 period T

Formula for Fourier transform

if x(t) is a signal:

∞

X(jω) = ∫ x(t). e-jωt dt

-∞

∞

x(t) = 1/2π ∫ X(jω). e-jωt dω

-∞

ECE / II Year / III Semester Signals and Systems – Essentials

1. Linearity: Let x(t) and y(t) has the same period T and let their transform be

x(t) ↔ X(jω) and y(t) ↔ Y(jω) then

z(t) = Ax(t) + By(t) ↔ A X(jω) + B Y(jω) with period T

∞

x(t).y(t) ↔ hk = Σ aL.bk-L with period T

k=-∞

5. Conjugate and conjugate symmetry: x(t) ↔ X(jω) (with period T), then

x*(t) ↔ X*(-jω) (with period T) where ‘*’ represents complex conjugate.

X(-jω) = X*(jω) if x(t) is real.

6. Frequency shifting: i.e. multiplication with e-jmω0t = x(t). e-jω0t the Fourier

transforms will be X(j(ω- ω0))

X(jω) ×H(jω).

11. Multiplication: x(t). y(t) ↔ 1/2π [X(jω) * Y(jω)] where * referred as amplitude

modulation or convolution.

12. Conjugate symmetry for real signals: i.e. if x(t) is real then X(jω) = X*(jω),

re{X(jω)}=re{ X(-jω) },im{ X(jω) }= -im{ X(-jω)}, | X(jω) |=| X(-jω) | and

13. Real and even: If x(t) is real and even then X(jω) is also real and even.

14. Real and odd: If x(t) is real and odd then X(jω) is purely imaginary and odd.

Fs=Re{ X(jω) }and xo(t) = Od{x(t)} [x(t) is real] then Fs= Im{ X(jω) }

ECE / II Year / III Semester Signals and Systems – Essentials

Representation of Fourier Transform: -

∞

X[ejω] = Σ x[n] e-jωn

N=-∞

2π

1. Linearity: Let x[n] and y[n] has the same period N and let their transform be

x[n] ↔ X[ejω] and y[n] ↔ Y[ejω] then

z[n] = Ax[n] + By[n] ↔ A Y[ejω] + B Y[ejω] with period N

4. Multiplication: x[n] ↔ X[ejω] (with period N), y[n] ↔ Y[ejω] (with period N)

then

x[n].y[n] ↔ 1/2π ∫ X[ejθ].Y[ej(ω-θ)]

2π

5. Conjugate and conjugate symmetry: x[n] ↔ X[ejω] (with period N), then

x*[n] ↔ X*[e-jω] (with period T) where ‘*’ represents complex conjugate.

6. Frequency shifting: i.e. multiplication with e-jω0n => x[n]. e-jω0n the Fourier

transforms will be X[ej(ω-ω0)]

Y[ejω]= X[ejω] ×H[ejω].

N ∞

10. Accumulation: Σ x[k] ↔ 1/(1- e-jω)X[ejω] + πX[ejθ] Σ δ[ω-2πk]

k=-∞ k=-∞

if x[n] is real then

Y[ejω] = X*[ e-jω], re{Y[ejω]}=re{ X[e-jω] },im{ Y[ejω] }= -im{ X[e-jω]},

| Y[ejω] |=| X[e-jω] | and

12. Real and even: If x[n] is real and even then X[ejω] is also real and even.

13. Real and odd: If x[n] is real and odd then X[ejω] is purely imaginary and odd.

KALAIMATHI B Department of ECE | VVCET | Page 14

ECE / II Year / III Semester Signals and Systems – Essentials

Fs=Re{ X[ejω] }and xo[t] = Od{x[n]} (x[n] is real) then Fs= Im{ Y[ejω] }

Parseval’s relation:

∞

Σ | x[n] |2 = 1/2π ∫ | X[ejω]|2 dω

n=-∞ 2π

Duality:

For discrete time signal the Fourier transform and its inverse are more or just same:

x[n] = 1/2π ∫ X[ejω] ejωn dω

2π

∞

X[e ] = Σ x[n] e-jωn

jω

n=-∞

∞

X(jω) = ∫ x(t). e-jωt dt

-∞

∞

x(t) = 1/2π ∫ X(jω). e-jωt dω

-∞

Sampling theorem:

It states that the sampling frequency should be more than or equal to twice the

max frequency component of the message signal (base band signal)

fs ≥ 2 f m

where,

x(t) is the input (X[ejω] its Fourier transform)

y(t) is the output (Y[ejω] its Fourier transform) and

h(t) is the impulse response of the system (H[ejω] its Fourier transform).

ECE / II Year / III Semester Signals and Systems – Essentials

Laplace transform

Laplace transforms:

∞

L{x(t)} = ∫ x(t). e-st dt = X(s) where s is complex variable and s = σ + jω

-∞

t

L-1{X(s)} = 1/2π ∫ X(s). est ds = x(t)

0

Laplace transforms exist only if ∫ x(t). e-st dt exist. I.e. |∫ x(t). e-st dt| < ∞

If x(t) = 0 for t < 0 and x(t) contains no impulse or higher order singularities at

t = 0 and let X(s) be the Laplace transform of x(t) then,

x(0+) = Lims->∞ SX(s) {Initial value theorem }

Limt->∞x(t) = Lims->0 SX(s) {Final value theorem }

ROC (region of convergence) of Laplace transform is the region in the x-y plane

where Laplace transform is ROC.

For e.g. X(s) = 1/s+a is Valid if s > -a in the x- y plane. If there are more than one root

the overlapping area is the ROC.

For e.g. X(s) = 1/((s+a)(s+b)) where |a| > |b| say then,

ECE / II Year / III Semester Signals and Systems – Essentials

Poles are the roots of the denominator of the fraction in the Laplace transform

and zeroes are the roots of numerator of the fraction. For example as follows: -

where a1, a2, …, an are known as zeroes and b1, b2, …. , bn are known as poles.

They are represented in a pole zero diagram as

If x(t), x1(t), and x2(t) are three signals and X(s), X1(s), X2(s) are their Laplace

transform respectively and a, b are some constant then,

2. Time shifting: x(t-t0) = e-sto.X(s)

3. Shifting in s domain: estox(t) = X(s-s0)

4. Time scaling: x(at) = 1/|a| X(s/a)

5. Conjugation: x*(t) = X*(s*)

6. Convolution: x1(t)*x2(t) = X1(s).X2(s)

7. Differential in time domain: dx(t)/dt = sX(s)

8. Differential in frequency domain: -tx(t) = d/ds X(s)

9. Integration in time domain: Integration in time domain is division in frequency

domain.

t

i.e. ∫ x(τ)d(τ) = 1/s . X(s)

-∞

• For a system with a rational system function causality of the system is equivalent

to the ROC being to the right half plane to the right of the right most pole.

• An LTI system is stable if and only if the ROC of its system function H(s) include

the entire jω axis. (i.e. Re(s) = 0)

ECE / II Year / III Semester Signals and Systems – Essentials

Z-transform definition:

∞

X(z) = Σ x[n]. z-n

n=-∞

For example of discrete Fourier transforms

∞ ∞

X(rejω) = Σ x[n].(r.ejω)-n = Σ x[n].e-jωn.r-n

n=-∞ n=-∞

∞

If r = 1 then, X(rejω) = Σ x[n].e-jωn

n=-∞

ROC of Z transform:

ROC (region of convergence) of Z transform is the region in the x-y plane where Z

transform is valid. It dose not have any pole. It is a ring in z- plane centered about

origin. If x[n] is of finite duration then ROC in the entire Z plane except possibly z =

0 and/or z = ∞.

For e.g. X(z) = 1/z+a is Valid if z > -a and we draw a circle with center origin and

radius |a| in the z plane and if the transform is valid for values greater than a then the

ROC is exterior of the circle and if less than a then interior of the circle.. If there are

more than one root the overlapping area is the ROC.

For e.g. X(z) = 1/((z+a)(z+b)) where |a| < |b| say then,

ECE / II Year / III Semester Signals and Systems – Essentials

Properties of Z transform:

If x[n], x1[n], and x2[n] are three signals and X(z), X1(z), X2(z) are their Z

transform respectively and a, b are some constant then,

2. Time shifting: x[n-n0] = z-no.X(z)

3. Shifting in z domain: ejωonx[n] = X(e-jωoz), Z0n.x[n] = X(z/z0), an.x[n] = X(a-1z)

4. Time reversal: x[-n] = x[z-1]

5. Conjugation: x*[n] = X*(z*)

6. Convolution: x1[n]*x2[n] = X1(z).X2(z)

7. First difference: x[n] – x[n-1] = (1-z-1)X(z)

8. Differential in z domain: nx[n] = -z.dX(z)/dz

9. Accumulation: ∞

Σx[n] = 1/|1-z-1| . X(z)

n=-∞

Application of Z-transform:

1.A discrete time LTI system is causal if and only if the ROC of its system is the

exterior of the circle including ∞.

2.A discrete time LTI system is stable if the function H(z) include the circle |z| = 1.

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