Review of Signals and Systems

ELEC3306(SS3)ADFD Dr.
Roberto Togneri, EE&C Eng, UWA

11/06/2008 Page 1-1
1. Review of Signals and Systems
1.1 Description of Signals
1.1.1 Signals, Signal Processing and Sampling
Analog signal, ) (t x
- Real, instantaneous amplitude values of electrical, pressure, velocity, displacement, etc.
measurements at time t.
- Both amplitude and time are continuous valued.
- Represents the physical behaviour of most natural and man-made phenomena
- Used to represent signals in continuous-time and analog systems.

Discrete signal, ] [n x
- Take an analog signal and only consider its values at fixed intervals in time, ) ( ] [
S
nt x n x where
S
t is the sampling interval or sampling period and n is an integer.
- Amplitude is continuous but time is discrete.
- Represents measurements of physically generated (analog) signals which are usually made at discrete
measurement intervals.
- Used to represent signals in discrete-time and digital systems.
- Notation often used interchangeably with digital signals (where amplitude quantisation is
assumed).

Quantised signal, ) (t x
Q

- Take an analog signal and quantise amplitude to a discrete set of values.
- Amplitude is discrete but time is continuous.
- Not often used since quantised signals are usually also sampled (i.e. digitised).

Digital signal, ] [n x
Q

- Take an analog signal and quantise amplitude and sample at fixed intervals of
S
t .
- Represents storage, processing and transmission of discrete signals by digital media (e.g. computer).
- Subscript usually dropped and notationally equivalent to discrete signal.

In this lecture material we will use:
- ) (t x to represent continuous-time analog signals (where amplitude is assumed
continuous) and,
- ] [n x to represent both discrete-time or discrete signals (where amplitude is assumed
continuous) and digital signals (where amplitude is assumed quantised).

ELEC3306(SS3)ADFD Dr. Roberto Togneri, EE&C Eng, UWA
11/06/2008 Page 1-2

Figure 1-1 Analog, sampled, quantized and digital signals ([1] Figure 1.1, pg. 1)

Analog signal processing
Performs various signal operations, especially modifications to the signal amplitude, on
an input analog signal, ) (t x , to produce an output analog signal, ) (t y . See Figure 1-2.

Digital signal processing (DSP)
Performs various signal operations, especially modifications to the signal amplitude, on
an input digital signal, ] [n x , to produce an output digital signal, ] [n y . Since real-world
signals are analog a conversion from analog-to-digital (ADC) is required prior to digital
signal processing and a conversion from digital-to-analog (DAC) is required after
digital signal processing. See Figure 1-2. ADC and DAC conversion are discussed in
more detail in Chapter 4.

Figure 1-2 Analog and digital signal processing ([1] Figure 1.2, pg. 2)
1.1.2 Signal classification, energy and power
Classes of Signals
Analog signal Discrete signal
Infinite duration exists for < < t exists for < < n
Finite duration 0 ) ( = t x for ] , [
2 1
t t t e 0 ] [ = n x for ] , [
2 1
n n ne
Causal 0 ) ( = t x for 0 < t 0 ] [ = n x for 0 < n
Periodic ) ( ) ( nT t x t x = (n integer) ] [ ] [ kN n x n x = (k integer)

Periodic Signals
Fundamental Period T N
Fundamental Frequency
(cycles/sec)
T
f
1
=
N
F
1
=
Fundamental Frequency
(radians/sec)
f
T
t
t
e 2
2
= = F
N
t
t
2
2
= = O
11/06/2008 Page 1-3

Note
- For analog signals f is in cycles/sec or Hertz (Hz) (where T is seconds/cycle) and
e is in radians/sec.
- For discrete signals F is in cycles/sample (where N is samples/cycle) and O is in
radians/sample.
- Assume the discrete signal arises from the sampling of an analog signal. Let S
define the sampling rate of the discrete signal in samples/sec (since
S
t is in seconds
per sample, then
S
t
S
1
= ). Then we can show that:
S
f
F = and
S
e
= O
- There are t 2 radians in one complete cycle (this observation is important when
considering harmonic signals)
- A signal which is not periodic is usually described as being aperiodic or non-
periodic

Example 1.1
Assume an analog signal with fundamental frequency of 5000 = f cycles/sec (5000 Hz
or 5 kHz) (that is, 2 . 0
5000
1
= = T ms per cycle). The analog signal is sampled once
every 1 . 0 =
S
t ms giving a sampling rate of 10000 = S samples/sec. Thus the digital
frequency is
2
1
10000
5000
= = F cycles/sample.

Measurements on signals
Finite area
<
}

dt t x ) (
(absolutely integrable)
<
= n
n x ] [
(absolutely summable)
Signal Energy
dt t x E
}

= ) (
2

=
=
n
n x E ] [
2

Signal Power
(all signals)
dt t x
T
P
T
T
T
}

=
2 /
2 /
2
) (
1
lim
=

+
=
N
N n
N
n x
N
P ] [
) 1 2 (
1
lim
2

Signal Power
(periodic signals)
}
=
2 /
2 /
2
) (
1
T
T
dt t x
T
P
=
=
1
0
2
] [
1
N
n
n x
N
P

11/06/2008 Page 1-4
Note
- Finite duration signals will have finite area, finite energy, zero power and are called
energy signals
- Infinite duration signals will have infinite energy but nonzero power and are called
power signals
- Periodic signals are, by definition, infinite duration and hence power signals
1.1.3 Operations on signals
In the following ) (t x , ] [n x is the signal and ) (t y , ] [n y is the result of the operation on
the signal.
Amplitude Scaling by C ) ( ) ( t Cx t y = ] [ ] [ n Cx n y =
Amplitude Shift (DC
offset) by K
K t x t y + = ) ( ) ( K n x n y + = ] [ ] [
Time Shift by o ) ( ) ( o = t x t y ] [ ] [ o = n x n y (o integer)
Time Scale (compression)
by 1 > o
) ( ) ( t x t y o = ] [ ] [ n x n y o = (o integer)
(decimation needed)
Time Scale (expansion) by
1 > o
) / ( ) ( o t x t y = ] / [ ] [ o n x n y = (o integer)
(interpolation needed)
Reflection (folding) ) ( ) ( t x t y = ] [ ] [ n x n y =

Note
- A time-shift with 0 > o implies the signal is shifted right (delayed) by o , otherwise
if 0 < o the signal is shifted left (advanced) by o .
- Compression of discrete-time signals by o implies retaining every o th sample and
discarding all others (decimation).
- Expansion of discrete-time signals by o implies interpolating for ) 1 ( o values
between each sample of the signal (interpolation).
- Reflection implies reversing the signal (flipping or folding the signal about 0) thus
reflection of a casual signal makes it non-causal.
1.1.4 Signal symmetry
Even symmetry ) ( ) ( t x t x = ] [ ] [ n x n x =
Odd symmetry ) ( ) ( t x t x = ] [ ] [ n x n x =

11/06/2008 Page 1-5
Note
Even and odd symmetry are mutually exclusive, a signal cannot possess both even
symmetry and odd symmetry. Conversely, any signal can be considered as consisting of
both even, ) (t x
e
, and odd, ) (t x
o
, symmetric components, that is:
) ( ) ( ) ( t x t x t x
o e
+ =
where it can be shown that:
( ) ) ( ) (
2
1
) ( t x t x t x
e
+ = and ( ) ) ( ) (
2
1
) ( t x t x t x
o
=
1.1.5 Common types of signals
Step/ramp/impulse/signum functions
unit step
>
<
=
0 , 1
0 , 0
) (
t
t
t u
>
<
=
0 , 1
0 , 0
] [
n
n
n u
unit ramp
>
<
=
0 ,
0 , 0
) (
t t
t
t r
>
<
=
0 ,
0 , 0
] [
n n
n
n r
impulse function
=
=
=
0 ,
0 , 0
) (
t
t
t o ,
}

=1 ) ( dt t o
=
=
=
0 , 1
0 , 0
] [
n
n
n o
Signum function
>
<
=
0 , 1
0 , 1
) sgn(
t
t
t
>
<
=
0 , 1
0 , 1
] sgn[
n
n
n

Note on impulse functions
- For analog signals the impulse function is also called the delta or Dirac function.
It possesses the following interesting properties:
Scaling property: ) (
1
) ( t t o
o
o o = since the impulse function has unit area
Product property: ) ( ) ( ) ( ) ( o o o o o = t x t t x
Sifting property:
}

= ) ( ) ( ) ( o o o x dt t t x
- For digital signals the impulse function is usually called the unit impulse (or sample)
function.
It possesses the following interesting properties:
Product property: ] [ ] [ ] [ ] [ k n k x k n n x = o o
Sifting property:
=
=
n
k x k n n x ] [ ] [ ] [ o

11/06/2008 Page 1-6
Harmonic/exponential/sinc functions
sinusoids ) cos( ) ( | e + = t A t x ) cos( ] [ | + O = n A n x
exponential
at
Be t x = ) (
an
Be n x = ] [
complex exponential
t j
Be t x
e
= ) (
n j
Be n x
O
= ] [
sinc function
t
t
t
t
t ) sin(
) ( sinc =
) / (
) / sin(
sinc
N n
N n
N
n
t
t
=
|
.
|
\
|

Harmonic functions
- Used to describe a wide variety of natural and physical phenomenon that are
described by oscillatory behaviour.
- For analog signals the sinusoid is a periodic function for any e with sampling
period
f
T
1 2
= =
e
t
and:
|
.
|
\
|
+ = + = | t | t
T
t
A ft A t x 2 cos ) 2 cos( ) ( and ) ( ) ( nT t x t x =
- For discrete signals the sinusoid is a periodic function for only certain values of O
given by
N
m
t 2 = O or
N
m
F = where m is an integer and N is the fundamental
period (also an integer), that is F has to be expressed as a ratio of integers (rational
function). And:
|
.
|
\
|
+ = + = | t | t
N
mn
A nF A n x 2 cos ) 2 cos( ] [ and ] [ ] [ kN n x n x =

Complex exponential
- Used as the basis function for harmonic or Fourier analysis of signals.
- Important property that (for analog signals)
) sin( ) cos(
) (
| e | e
| e e | e
+ + + = = =
+
t jA t A Ae e Ae Be
t j t j j t j
and similarly for
discrete signals
- Since the complex exponential consists of a sum of sinusoids it is a periodic
function
- As a function of t the complex exponential traces the unit circle in the complex
plane where one period traces one full trip around the circle starting at
)) sin( ) (cos( | | j A + at 0 = t .

Sinc function
- Important function which will be encountered in many different contexts
- Plot of analog sinc function (see Figure 1-3) demonstrates the following properties:
^ peak occurs at 0 = t and since 0/0 is undefined, in the limit sinc(0)=1
^ zero-crossings (sinc(t)=0) at , 3 , 2 , 1 = t
11/06/2008 Page 1-7
^ central mainlobe defined for 1 1 < < t , sidelobes defined for 1 + < < i t i for i
integer.
^ sidelobes alternate positive and negative with decaying peak values further
away from the origin
- Similar properties hold for the discrete sinc function:
^ sinc(0)=1
^ 0 ) / ( sinc = N n at kN n = for , 3 , 2 , 1 = k

Figure 1-3 The sinc function and the sinc-squared function ([1], Figure 2.1, pg. 21)
1.1.6 Frequency-domain descriptions of signals
In the following ) (t x is the time-domain signal and ) ( f X , ) (e X is the frequency-
domain description (harmonic or Fourier analysis) of the signal. For each case both the
transform ) ( ) ( f X t x and inverse transform ) ( ) ( t x f X can be defined.

Aperiodic analog signal
Fourier Transform (FT): dt e t x f X
ft j
}
=
t 2
) ( ) (
Inverse FT: df e f X t x
ft j
}

=
t 2
) ( ) (

- The FT is an aperiodic, continuous-frequency function, ) ( f X , of the analog
frequency f .

11/06/2008 Page 1-8
Periodic analog signal
) (t x is a periodic analog signal with period T and fundamental frequency
T
f
1
0
= .
Fourier Series (FS):
}

=
T
T kt j
dt e t x
T
k X
/ 2
) (
1
] [
t

where
}
T
implies integration over any interval (period) of length T.
Inverse FS:
=
=
k
T kt j
e k X t x
/ 2
] [ ) (
t

- The FS is an aperiodic, discrete-frequency function, ] [k X , of the analog frequency
0
kf
T
k
f = = .
- Periodicity in the continuous-time domain Discrete-time frequency domain.

Aperiodic discrete signal
Discrete-Time Fourier Transform (DTFT):
=
k
kF j
e k x F X
t 2
] [ ) (
Inverse DTFT: dF e F X n x
nF j
}
=
2 / 1
2 / 1
2
) ( ] [
t

- The DTFT is a periodic, continuous-frequency function, ) (F X , of the digital
frequency F with unit period, principal period
2
1
2
1
s s F and periodicity
) ( ) ( k F X F X = for k integer.
- If the discrete signal originates from sampling the equivalent analog signal with rate
S then the analog frequency is given by SF f = , the period is S and the principal
period is
2 2
S
f
S
s s .
- Discrete-time domain Periodic frequency-domain.

11/06/2008 Page 1-9
Periodic discrete signal
] [n x is a periodic discrete signal with period N and fundamental digital frequency
N
F
1
0
= .
Discrete Fourier Transform (DFT):
=
1
0
/ 2
] [ ] [
N
n
N nk j
e n x k X
t
,
1 , , 1 , 0 = N k
Inverse DFT:
=
=
1
0
/ 2
] [
1
] [
N
k
N nk j
e k X
N
n x
t
,
1 , , 1 , 0 = N n
- The DFT is a periodic, discrete-frequency function, ] [k X , of the digital frequency
0
nF
N
n
F = = and period N .
- Periodicity in the discrete-time domain Periodic, Discrete-time frequency domain
- The DFT is the most important transform for digital systems since both the time-
domain and frequency-domain representations are discrete (can be stored and
transmitted digitally) and realisable (no integration or infinite limits). Thus real-
word analog signals are represented as periodic discrete signals (requiring sampling
and short-time analysis).
- The computation of the inverse DFT is functionally equivalent to the DFT itself,
thus the same algorithm can be used to calculate both the DFT and inverse DFT.
- The Fast Fourier Transform (FFT) is an efficient numerical algorithm for calculation
of the DFT and inverse DFT.

1.2 Analog Systems and their Analysis
1.2.1 System Classification
Analog systems are usually modelled by differential equations that relate the system
input, ) (t x , to the system output, ) (t y , as a linear combination of the input and output
derivatives with time t . Let
i
i
i
dt
t y d
t y
) (
) (
) (
be the ith order derivative, then the most
general form of the differential equation may be written as:

General form of differential equation for analog system modelling

) ( ) ( ) ( ) ( ) ( ) ( ) ( ) (
) 1 (
1
) 1 (
1
) (
0
) 1 (
1
) 1 (
1
) (
t x b t x b t x b t x b t y a t y a t y a t y
m m
m m
n n
n n
+ + + + = + + + +

Equation 1.1
11/06/2008 Page 1-10
Why a differential equation?
In circuit analysis, including analog filter implementations to be discussed later, the
passive circuit components are resistors, inductors and capacitors. The relationship
between the voltage across and current through these components is as follows:
Component schematic voltage current
Resistor

) ( ) ( t Ri t v =
) (
1
) ( t v
R
t i =
Inductor

dt
t di
L t v
) (
) ( =
}

=
t
d v
L
t i t t ) (
1
) (
Capacitor

}

=
t
d i
C
t v t t ) (
1
) (
dt
t dv
C t i
) (
) ( =

LTI Systems
An analog system is a linear, time-invariant (LTI) system if:
- The system response to ) (t x is ) (t y then the system response to ) (t Ax is ) (t Ay ,
that is the system responds linearly to a scaling of the input (linearity)
- The system response to ) (t x is ) (t y then the system response to ) ( o t x is
) ( o t y , that is the system does not change with time and a shift in input will create
an identical output shifted similarly in time (time-invariance)

The differential equations of LTI systems:
- Cannot contain any constant terms (arising non-zero initial conditions or the
presence of internal independent sources) or nonlinear terms that involving products
of ) (t x or ) (t y that make the system non-linear.
- Cannot contain any coefficients that are explicit functions of t (e.g. ) (t tx ) or time-
scaled inputs (e.g ) 2 ( t y ) that make the system time varying.

Causal and Dynamic Systems
- An analog system is causal if the output ) (t y does not depend on future inputs such
as ) ( o + t x for any 0 > o . Otherwise, it is noncausal.
- An analog system is static if the output ) (t y depends only on the current input ) (t x .
Conversely an analog system is dynamic if there are derivative terms in the
differential equation or the output and input term arguments are different (e.g.
) 2 ( ) ( = t x t y is dynamic since the arguments are different).

Practical systems are both causal and dynamic.

11/06/2008 Page 1-11
1.2.2 Laplace Transform
The Laplace transform is an important transformation for the analysis of analog
systems.
Laplace transform of ) (t x
}
= = dt e t x t x s X
st
) ( )} ( { LT ) ( where e o j s + =
Inverse Laplace transform of ) (s X
}
+

= =
j
j
st
ds e s X
j
s X t x
o
o
t
) (
2
1
)} ( { ILT ) (
Laplace Transform pair
) ( ) ( s X t x

The importance of the Laplace transform for analog systems described by differential
equations stems from the following property:
) ( ) (
) (
s X s t x
n n
(assuming zero initial conditions)
which transforms the differential equation to a polynomial equation in s.
1.2.3 Analysis of LTI Systems OPTIONAL
Analog LTI systems described by differential equations can be analysed as the
superposition of two different types of output responses for each single input term:
- Total response = natural response + forced response, or
- Complete response = zero-state response + zero-input response

Both methods rely on first solving for the roots of the characteristic equation for each
single-input term.
Roots of the characteristic equation
Consider the differential equation for the single-input case:
) ( ) ( ) ( ) (
) 1 (
1
) 1 (
1
) (
0
t x t y a t y a t y a
n
n n
= + + +

The roots of the characteristic equation is obtained by rewriting the differential equation
in terms of the Laplace transform assuming a system with zero initial conditions:
{ } ) ( ) (
1
1
1 0
s X s Y a s a s a s a
n n
n n
= + + + +

and then solving for the n roots of the following polynomial in s:
0
1
1
1 0
= + + +

n n
n n
a s a s a s a

Relaxed state and Initial conditions
- The initial conditions define the state of the system (contents of the energy-storing
capacitor and inductor devices) at the instant at which the input is applied. Usually
11/06/2008 Page 1-12
the input is applied at 0 = t and the initial conditions for a system described by an
nth order differential equation are the output values, ) 0 ( , ), 0 ( ), 0 (
) 2 ( ) 1 (
y y y
n n

.
- A system in a relaxed state is one where all energy-carrying components (e.g.
capacitors and inductors) have been discharged (ground state or rest state). This
effectively means that the initial conditions are at zero.

Natural and Forced Response
The natural response depends only on the system and is independent of the nature of
the input and essentially defines the system response for zero input. The fact that system
can respond with zero input arises from the dynamic nature of the system and the
interaction of the lossless components with each other.

The natural response is derived from the roots of the characteristic equation. If
n
s s s , , ,
2 1
are the n distinct roots then the natural response is given by:
t s
n
t s t s
N
n
e K e K e K t y + + + =
2 1
2 1
) (
where
n
K K K , , ,
2 1
are constants that are determined to satisfy the initial conditions
of the total response. Table 4.1, pg, 77 of [1] lists the possible forms of the natural
response, and the special case of repeated roots.

For stable systems the natural response is also called the transient response.

The forced response arises from the response of the system to the input and thus
depends on both the input and system details. The forced response ) (t y
F
is a
generalised form of the input ) (t x (e.g. if, say, 8 ) ( = t x then C t y
F
= ) ( ) and the
constants are determined so that ) (t y
F
satisfies the differential equation with the
specified input applied. Table 4.2, pg. 77 of [1] summarises the different forms of the
forced response to use for the most typical input forms

For systems with harmonic inputs the forced response is also a combination of
harmonics at the same frequency as the input harmonics and is termed the steady-state
response.

The solution to the nth-order single-input differential equation:
) ( ) ( ) ( ) (
) 1 (
1
) 1 (
1
) (
0
t x t y a t y a t y a
n
n n
= + +

is the total response:
) ( ) ( ) ( t y t y t y
F N
+ =

Example 1.2
Go through Example 4.6, pg. 78-79 of [1]

11/06/2008 Page 1-13
Zero-State and Zero-Input Response Analysis
- The Zero-state response (ZSR), ) (t y
zs
, is the response of the system to the input
(and hence related to the forced response) but assuming zero initial conditions.
- The Zero-input response (ZIR), ) (t y
zi
, is the response of the system to zero input
(and hence derived from the natural response) but subject to the given initial
conditions.
- The complete response is ) ( ) ( ) ( t y t y t y
zi zs
+ =
Refer to Section 4.4.2, pgs 79-81 of [1] for the details.

Solution of General Differential Equation
The solution to the general nth-order differential equation:
) ( ) ( ) ( ) ( ) ( ) ( ) ( ) (
) 1 (
1
) 1 (
1
) (
0
) 1 (
1
) 1 (
1
) (
t x b t x b t x b t x b t y a t y a t y a t y
m m
m m
n n
n n
+ + + + = + + + +

is described in Section 4.4.3, pgs 80-81 of [1] using the zero-state and zero-input
response analysis method.

Example 1.3
Go through Example 4.7 and Example 4.8, pgs. 80-81 of [1]
1.2.4 System Stability
A system that exhibits a bounded output for every bounded input is deemed to be
bounded input, bounded output (BIBO) stable.
Requirements for BIBO stability for analog systems
1. The degree of the highest derivative of ) (t x must not exceed that of the highest
derivative of ) (t y
2. Every root of the characteristic equation must have a negative real part. This
guarantees a bounded output since 0 ) Re( <
i
s implies each term of the natural
response 0
t s
i
i
e K as t .

The second requirement is usually the most important since it requires analysis of the
roots of the characteristic equation (i.e. the natural response) and implies that the
natural response dies away or decays with time t (it is transient).

Practical systems are both causal and stable
System stability and causality are examined in Section 1.2.7 when considering the roots
in the s-plane and Section 1.2.5 when considering the impulse response.

11/06/2008 Page 1-14
1.2.5 Impulse Response
The impulse response, ) (t h , is the response of a relaxed LTI system to a unit impulse,
) (t o .
Impulse Response of ) ( ) ( ) ( ) (
) 1 (
1
) (
t x t y a t y a t y
n
n n
= + + +

Find ) (t h by solving:
0 ) ( ) ( ) (
) 1 (
1
) (
= + + +

t h a t h a t h
n
n n
with 1 ) 0 (
) 1 (
=
n
h and all other initial conditions zero

Impulse Response of
) ( ) ( ) ( ) ( ) ( ) (
) 1 (
1
) (
0
) 1 (
1
) (
t x b t x b t x b t y a t y a t y
m
m m
n
n n
+ + + = + + +

First, find ) (
0
t h by solving:
0 ) ( ) ( ) (
0
) 1 (
0 1
) (
0
= + + +

t h a t h a t h
n
n n
with 1 ) 0 (
) 1 (
0
=
n
h and all other initial conditions
zero. Then, find ) (t h as:
) ( ) ( ) ( ) (
0
) 1 (
0 1
) (
0 0
t h b t h b t h b t h
m
m m
+ + + =

The impulse response provides an important method for evaluating the response of an
LTI system with zero initial conditions, or zero-state response to arbitrary inputs as
follows.
Zero-State response of a LTI system with impulse response
The zero-state response of a LTI system is given by the convolution of the input ) (t x
with the impulse response ) (t h :
}

= - = t t t d t h x t h t x t y t y
zs
) ( ) ( ) ( ) ( ) ( ) (

Impulse response for stable and causal systems
For stability ) (t h must be absolutely integrable,
}

< t t d h ) (
For causality ) (t h must be zero for negative time, 0 , 0 ) ( < = t t h

For causal systems the impulse response must be of the form ) ( ) ( t u t h

1.2.6 Transfer Function, ) (s H
For a relaxed LTI system the Laplace transform of the output response,
)} ( { LT ) ( t y s Y = , is related to the Laplace transform of the input response,
)} ( { LT ) ( t x s X = by ) ( ) ( ) ( s X s H s Y = where )} ( { LT ) ( t h s H = , the Laplace transform
of the impulse response, is the transfer function.
11/06/2008 Page 1-15
Since convolution in the time-domain implies multiplication in the s-domain we
establish:
) ( ) ( ) ( ) ( ) ( ) ( s X s H s Y t x t h t y = - =

Transfer function of
) ( ) ( ) ( ) ( ) ( ) (
) 1 (
1
) (
0
) 1 (
1
) (
t x b t x b t x b t y a t y a t y
m
m m
n
n n
+ + + = + + +

Taking the Laplace transform of the differential equation gives:
n
n n
m
m m
a s a s a
b s b s b
s X
s Y
s H
+ + +
+ + +
= =

1
1 0
1
1 0
) (
) (
) ( where 1
0
= a (standard form)
If n ms then ) (s H is proper, and if n m < then ) (s H is strictly proper.

The transfer function may also be expressed in factored form as:
) ( ) )( (
) ( ) )( (
) (
2 1
2 1
0
0
n
m
p s p s p s
z s z s z s
a
b
s H

=

and we note:
- If
k
z s = then 0 ) ( = s H and hence the
k
z are termed the zeros of ) (s H
- If
k
p s = then = ) (s H and hence
k
p are termed the poles of ) (s H
- The poles of ) (s H give the roots of the characteristic equation and hence the natural
response of the system
- The zeros and poles are either single real values or pairs of complex conjugate
values.
- A plot of the poles and zeros of ) (s H in the s-plane constitutes the pole-zero plot.

Example 1.4
Go through Example 11.5, pg. 339 of [1]

1.2.7 s-Plane and System Causality and Stability
The conditions for BIBO stability from Section 1.2.4 imply the following.
Transfer function for stable systems
- The poles of ) (s H are located inside the left-hand plane (LHP) of the pole-zero plot
in the s-plane (that is, the poles have a negative real part).
- ) (s H has to be proper, that is n ms , so that the degree of the highest derivative of
) (t x does not exceed that of the highest derivative of ) (t y

To ensure that the system is also causal the impulse response obtained by taking the
inverse Laplace transform of ) (s H must be of the form ) ( ) ( t u t h . In order to examine
the implications of a causal system, without loss of generality, we consider the partial
11/06/2008 Page 1-16
fraction expansion of the strictly proper form of ) (s H for the case of non-repeated real
roots as follows:
) ( ) ( ) (
) ( ) )( (
) (
) ( ) )( (
) ( ) )( (
) (
2
2
1
1
2 1 2 1
2 1
n
n
n n
m
p s
K
p s
K
p s
K
p s p s p s
s P
p s p s p s
z s z s z s
K s H
+ +
=

=

=

For the system to be causal the inverse Laplace transform of each partial fraction has to
be of the form ) (t u e K
t p
i
i
which has a region of convergence (ROC) of the Laplace
transform of
i
p s > ) Re( rather than the non-causal form ) ( t u e K
t p
i
i
which has a ROC
of
i
p s < ) Re( . The table of inverse Laplace transforms shown in Table 11.3, pg. 342, of
[1] are of the causal form. Thus for a stable and causal system the ROC of the Laplace
transform is
i
p s > ) Re( (to be causal) and 0 <
i
p (to be stable). We also note that the
ROC includes the e j axis (i.e. the Fourier transform of ) (t h , which is equivalent to the
Laplace transform at e j s = , exists).

1.3 Discrete Systems and their Analysis
1.3.1 System Classification
Discrete systems are usually modelled by difference equations to relate the system
input, ] [n x , to the system output, ] [n y , as a linear combination of the delayed inputs
and outputs.

General form of difference equation for analog system modelling

] [ ] 1 [ ] [ ] [ ] 1 [ ] [
1 0 1
M n x B n x B n x B N n y A n y A n y
M N
+ + + = + + +
Equation 1.2

Why a difference equation?
Discrete systems comprise three basic components: unit delays, multipliers and
summers as shown in Figure 1-4, where we note that the unit delay element is described
by the z-transform,
1
z . The co-efficients of a difference equation model the multipliers,
the linear combination of terms model the summers and the difference operators model
the unit delay(s). In the same way that the Laplace transform is used to describe analog
systems and differential equations, the z-transform is used to describe discrete and
digital systems and difference equations.

11/06/2008 Page 1-17

Figure 1-4 Building blocks of discrete systems ([1], Figure 5.1, pg. 101)

Realisations of discrete-time systems
A nonrecursive discrete system described by:
] [ ] 1 [ ] [ ] [
1 0
M n x B n x B n x B n y
M
+ + + =
can be realised by a feed-forward structure with N delay elements. This is shown in
Figure 1-5.

Figure 1-5 Implementation of nonrecursive discrete system by feed-forward
structure
([1], Figure 5.2, pg. 102)

A recursive discrete system described by:
] [ ] [ ] 1 [ ] [
1
n x N n y A n y A n y
N
+ =
can be realised by a feedback structure with N delay elements. This is shown in Figure
1-6.

11/06/2008 Page 1-18

Figure 1-6 Implementation of recursive discrete system by feedback structure
([1], Figure 5.2, pg. 102)

Hence the general form described by:
] [ ] 1 [ ] [ ] [ ] 1 [ ] [
1 0 1
N n x B n x B n x B N n y A n y A n y
N N
+ + + + =
can be realised by combining the feed-forward and feedback structures as either a direct
or canonical realisation.

Figure 1-7 Implementation of general discrete system by Direct form I (left) and
Direct form II (right), or canonical, realisations ([1], Figure 5.3, pg. 102)

Example 1.5
Prove the direct and canonical realisations by cascading the corresponding recursive and
nonrecursive structures. What happens if N M = ?
11/06/2008 Page 1-19
LTI Systems
If the discrete system responds linearly to a scaling of the input and the system response
does not change with time then the system is linear and time-invariant, that is, we have
a LTI system.

The difference equations of LTI systems:
- Cannot contain any constant terms (arising non-zero initial conditions or the
presence of internal independent sources) or nonlinear terms that involving products
of ] [n x or ] [n y that make the system non-linear.
- Cannot contain any coefficients that are explicit functions of n (e.g. ] [n nx ) or time-
scaled inputs (e.g ] 2 [ n y ) that make the system time varying.

Causal and Dynamic Systems
- A discrete system is causal if the output ] [n y does not depend on future inputs such
as ] [ K n x + for any 0 > K . Otherwise, it is noncausal.
- A discrete system is static if the output ] [n y depends only on the current input
] [n x . Conversely a discrete system is dynamic if there are difference terms in the
difference equation or the output and input term arguments are different (e.g.
] 2 [ ] [ = n x n y is dynamic since the arguments are different).

Practical systems are both causal and dynamic.

1.3.2 z-Transform
The z-transform is an important transformation for the analysis of discrete systems.
z-transform of ] [n x
= =
k
n
z n x n x z X ] [ ]} [ { ZT ) ( where
O
=
j
re z
Inverse z-transform of ) (z X
}

= = dz z z X
j
z X n x
n 1
) (
2
1
)} ( { IZT ] [
t

z-Transform pair
) ( ] [ z X n x
The importance of the z-transform for discrete systems described by difference
equations stems from the following property:
) ( ] [ z X z k n x
k
(assuming zero initial conditions)
which transforms the difference equation to a polynomial equation in z.

11/06/2008 Page 1-20
1.3.3 Analysis of LTI Systems OPTIONAL
Discrete LTI systems described by difference equations can be analysed by the
following methods
- Solution by recursion
- Total response = natural response + forced response
- Complete response = zero-state response + zero-input response

Initial conditions
The initial conditions define the state of the system (contents of the unit-delay elements)
at the instant at which the input is applied or the system is started. Usually this is at
0 = n and the initial conditions for a system described by an Nth order difference
equation are the output values ] [ , ], 2 [ ], 1 [ N y y y . It be should be noted that since
the response starts at 0 = n then, usually, 0 ] [ ] 2 [ ] 1 [ = = = M x x x .

Solution by recursion
Solution by recursion is a simulation technique that can be used to generate the
numerical response, ] [n y , directly from the Nth-order difference equation, either by
hand or, more commonly, by computer program. The solution simply generates values
of ], 2 [ ], 1 [ ], 0 [ y y y as far as desired given the input and initial conditions.

Example 1.6

Roots of the characteristic equation
Consider the difference equation for the single-input case:
] [ ] [ ] 1 [ ] [
1
N
= + + +
The roots of the characteristic equation is obtained by rewriting the difference equation
in terms of the z-transform assuming a system with zero initial conditions:
{ } ) ( ) ( 1
2
2
1
1
z X z Y z A z A z A
N
N
= + + + +

and then solving for the n roots of the following polynomial in z:
0 0 1
2
2
1
1
2
2
1
1
= + + + + = + + + +

N
N N N N
N
A z A z A z z A z A z A

Natural and Forced Response
The natural response depends only on the system and is independent of the nature of
the input and essentially defines the system response for zero input. The fact that system
can respond with zero input arises from the dynamic nature of the system and the
interaction of the unit-delay components with each other.

The natural response is derived from the roots of the characteristic equation. If
N
z z z , , ,
2 1
are the N distinct roots then the natural response is given by:
11/06/2008 Page 1-21
n
N N
n n
N
z K z K z K n y + + + =
2 2 1 1
] [
where
n
K K K , , ,
2 1
are constants that are determined to satisfy the initial conditions
of the total response. Table 5.1, pg, 105 of [1] lists the possible forms of the natural
response, and the special case of repeated roots. For stable systems the natural response
is also called the transient response.

The forced response arises from the response of the system to the input and thus
depends on both the input and system details. The forced response ] [n y
F
is a
generalised form of the input ] [n x (e.g. if, say, n n x = ] [ then n C C n y
F 1 0
] [ + = ) and the
constants are determined so that ] [n y
F
satisfies the difference equation with the
specified input applied. Table 5.2, pg. 105 of [1] summarises the different forms of the
forced response to use for the most typical input forms. For systems with harmonic
inputs the forced response is also a combination of harmonics at the same frequency as
the input harmonics and is termed the steady-state response.

The total response:
] [ ] [ ] [ n y n y n y
F N
+ =
provides the solution to the output of the difference equation.

Example 1.7

Zero-State and Zero-Input Response Analysis
- The Zero-state response (ZSR), ] [n y
zs
, is the response of the system to the input
(and hence related to the forced response) but assuming zero initial conditions.
- The Zero-input response (ZIR), ] [n y
zi
, is the response of the system to zero input
(and hence derived from the natural response) but subject to the given initial
conditions.
- The complete response is ] [ ] [ ] [ n y n y n y
zi zs
+ =
Refer to Section 5.4.3, pgs 108-109 of [1] for the details.

Solution of General Differential Equation
The solution to the general nth-order differential equation:
] [ ] 1 [ ] [ ] [ ] 1 [ ] [
1 0 1
M N
+ + = + + +
is described in Section 5.4.4, pg 110 of [1] using the zero-state and zero-input response
analysis method.

Example 1.8
Go through Example 5.7 and Example 5.8, pgs. 108-110 of [1]

11/06/2008 Page 1-22
1.3.4 System Stability
A system that exhibits a bounded output for every bounded input is deemed to be
bounded input, bounded output (BIBO) stable.

Requirements for BIBO stability for discrete systems
1. Every root of the characteristic equation must have magnitude (absolute value) less
than unity. This guarantees a bounded output since 1 <
i
z implies each term of the
natural response 0
n
i i
z K as n .

This requirement implies that the natural response dies away or decays with time n (it is
transient).

Practical systems are both causal and stable
System stability and causality are examined in Section 1.3.7 when considering the roots
in the z-plane and Section 1.3.5 when considering the impulse response.

1.3.5 Impulse Response
The impulse response, ] [n h , is the response of a relaxed LTI system to a unit impulse,
] [n o .
Impulse Response of ] [ ] [ ] 1 [ ] [
1
N
= + + +
Find ] [n h by solving:
0 ] [ ] 1 [ ] [
1
= + + + N n h A n h A n h
N
with 1 ] 0 [ = h and all other initial conditions zero.
(The initial condition 1 ] 0 [ = h arises from noting that 1 ] 0 [ ] 0 [ = =o x and since other
initial conditions are zero the difference equation at 0 = n yields 1 ] 0 [ ] 0 [ = = x h .)

Impulse Response of
] [ ] 1 [ ] [ ] [ ] 1 [ ] [
1 0 1
M N
+ + + = + + +
First, find ] [
0
n h by solving:
0 ] [ ] 1 [ ] [
0 0 1 0
= + + + N n h A n h A n h
N
with 1 ] 0 [
0
= h and all other initial conditions
zero. Then, find ] [n h as:
] [ ] 1 [ ] [ ] [
0 0 1 0 0
M n h B n h B n h B n h
M
+ + =

The impulse response provides an important method for evaluating the response of an
LTI system with zero initial conditions, or zero-state response to arbitrary inputs as
follows.
11/06/2008 Page 1-23
Zero-State response of a LTI system with impulse response
The zero-state response of a LTI system is given by the discrete convolution of the input
] [n x with the impulse response ] [n h :
=
= - =
k
zs
k h k n x n h n x n y n y ] [ ] [ ] [ ] [ ] [ ] [

Impulse response for stable and causal systems
For stability ] [n h must be absolutely summable, <
= k
k h ] [
For causality ] [n h must be zero for negative time, 0 , 0 ] [ < = n n h

For causal systems the impulse response must be of the form ] [ ] [ n u n h

1.3.6 Transfer Function, ) (z H
For a relaxed LTI system the z-transform of the output response, ]} [ { ZT ) ( n y z Y = , is
related to the z-transform of the input response, ]} [ { ZT ) ( n x z X = by ) ( ) ( ) ( z X z H z Y =
where ]} [ { ZT ) ( n h z H = , the z-transform of the impulse response, is the transfer
function. Since convolution in the time-domain implies multiplication in the z-domain
we establish:
) ( ) ( ) ( ] [ ] [ ] [ z X z H z Y n x n h n y = - =

Transfer function of
] [ ] 1 [ ] [ ] [ ] 1 [ ] [
1 0 1
M N
+ + + = + + +
Taking the z-transform of the difference equation gives:
N
N
M
M
z A z A A
z B z B B
z X
z Y
z H

+ + +
+ + +
= =
1
1 0
1
1 0
) (
) (
) ( where 1
0
= A (standard form)
If N M s then ) (z H is proper, and if N M < then ) (z H is strictly proper.

The transfer function may also be expressed in factored form as:
) 1 ( ) 1 )( 1 (
) 1 ( ) 1 )( 1 (
) (
1
2
1
1
1
1
2
1
1
1
0
0
N
M
p z p z p z
z z z z z z
A
B
z H

=

and we note:
- If
k
z z = then 0 ) ( = z H and hence the
k
z are termed the zeros of ) (z H (not to be
confused with the
i
z in Sections 1.3.3 and 1.3.4, which are the roots of the
characteristic equation)
- If
k
p z = then = ) (z H and hence
k
p are termed the poles of ) (z H
11/06/2008 Page 1-24
- The poles of ) (z H give the roots of the characteristic equation and hence the
natural response of the system (so in Sections 1.3.3 and 1.3.4 the
i
z are equivalent
to the
k
p !)
- The zeros and poles are either single real values or pairs of complex conjugate
values.
- A plot of the poles and zeros of ) (z H in the z-plane constitutes the pole-zero plot.

The above factored form cannot express zeros or poles at 0 = z . A pth order pole at
0 = z occurs when 0
1 1 0
= = =
p
B B B , while an qth order zero at 0 = z occurs when
0
1 1 0
= = = =
q
A A A . In this case the factored form becomes:
) 1 ( ) 1 )( 1 (
) 1 ( ) 1 )( 1 (
) (
1
2
1
1
1
1
2
1
1
1
q N
p M
q
p
p z p z p z
z z z z z z
z
z
K z H

An alternative factored form which is less intuitive but more complete since it caters for
zeros and poles at 0 = z is:
) ( ) )( (
) ( ) )( (
) (
2 1
2 1
N
M
p z p z p z
z z z z z z
K z H

=

Equation 1.3

Example 1.9
Go through Example 17.4 and Example 17.5, pgs. 601,603 of [1]

1.3.7 z-Plane and System Causality and Stability
The conditions for BIBO stability from Section 1.3.4 imply the following.
Transfer function for stable systems
- The poles of ) (z H are located inside (and excluding) the unit circle of the pole-zero
plot in the z-plane (that is, the poles have magnitude less than unity).

To ensure that the system is also causal the impulse response obtained by taking the
inverse z-transform of ) (z H must be of the form ] [ ] [ n u n h . In order to examine the
implications of a causal system, without loss of generality, we consider the partial
fraction expansion of the strictly proper form of ) (z H for the case of non-repeated non-
zero real roots as follows:
) 1 ( ) 1 ( ) 1 (
) 1 ( ) 1 )( 1 (
) (
) 1 ( ) 1 )( 1 (
) 1 ( ) 1 )( 1 (
) (
1
2
1
2
1
1
1
1
2
1
1
1 1
2
1
1
1
1
2
1
1
1
N
N
N N
M
p z
K
p z
K
p z
K
p z p z p z
z P
p z p z p z
z z z z z z
K z H

+ +
=

=

=

11/06/2008 Page 1-25
For the system to be causal the inverse z-transform of each partial fraction has to be of
the form ( ) ] [n u p K
n
i i
which has a region of convergence (ROC) of the z-transform of
i
p z > rather than the non-causal form ( ) ] 1 [ n u p K
n
i i
which has a ROC of
i
p z < . The table of inverse z transforms shown in Table 17.3, pg. 609, of [1] are, by
default, for a causal system (it should be noted that this table assumes partial fraction
expansions of the form
) 1 ( ) (
1
i
i
i
i
p z
K
p z
z K
). Thus for a stable and causal system the

ROC of the z-transform is
i
p z > (to be causal) and 1 <
i
p (to be stable). We also
note that the ROC includes the unit circle (i.e. the discrete-time Fourier transform of
] [n h , which is equivalent to the z-transform evaluated at
F j j
e e z
t 2
= =
O
, on the unit
circle, exists).

1.4 References
1. A. Ambardar, Analog and Digital Signal Processing, 2
nd
Ed., Brooks/Cole, 1999.
2. S. Haykin, B. van Veen, Signals and Systems, Wiley, 1999.

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). Thus for a stable and causal system the

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