EEL205 : Signals and Systems

Kushal K. Shah
Asst. Prof. @ EE, IIT Delhi
Email : kkshah@ee.iitd.ac.in
Web : http://web.iitd.ac.in/~kkshah

Introduction

Broad outline of the course

Classification of signals and systems

Differential, difference and block diagram representations

Fourier transform and series : properties and application

Random variables and random process

Entropy and correlation

Genomic signal processing

Signal processing for financial applications

Laplace transform : properties and application

Z-transform : properties and application

Grading policy

20 marks for Minor 1

20 marks for Minor 2
40 marks for Major
20 marks for Assignments

Signal is a function
that conveys information
about the behavior or attributes of some phenomenon.

f (x ) = x 2 + 2x + 3

v (t ) = e 5

Systems
A transformation that acts on an input to produce an output

Signal Energy

t2

=
t1

|x (t )|2 dt

n2

|x [n]|2
n

=n1

t
nZ

c : continuous time
d : discrete time
Signal Power

1
t2 t1

t2

t1

|x (t )|2 dt

n2
1
|x [n]|2
n2 n1 n
=n1

t
nZ

Transformations of the independent variable

I

Shift

Reversal

Scaling
Shift+Scale : First shift, then scale

Periodic signal

x (t )
x [n ]

=
=

x (t + T )
x [n + N ]

.
Example: x (t ) = sin (5t ), T = 2 5.
What about x [n] = sin [5n]?
.
Fundamental frequency, 0 = 2 T0
T0 : Smallest value of T for which the above holds

Even signal

x (t )
x [n]

=
=

Odd signal

x (t )
x [n]

Example: x (t ) = cos (3t )

x (t )
x [n]

= x (t )
= x [n]

Example: x (t ) = sin (8t )

Basic
System
Properties

Basic System Properties

Memoryless System : Output at t = t0 depends only on input at t = t0

I
I
I

No need to store past values

y [n] = 2x [n] x 2 [n]

y (t ) = 2x (t )

System with memory :

I
I

y [n] = x [n 1]

y (t ) = x () d
t

Basic System Properties

Invertible System : Distinct input leads to distinct output.

If a system is invertible,
then an inverse system exists
which when cascaded with the original system
gives an output same as the original input of the first system.
I
I

y (t ) = 2x (t ), Inverse system : w (t ) = y (t ) 2
y [n] = x [k ], Inverse system : w [n] = y [n] y [n 1]
.

Basic System Properties

Causal System : Output at t = t0 depends only on input at t t0

I

All memoryless systems are causal

Which of these is causal?

I
I

y [n] = x [n] x [n 1]
y (t ) = x (t + 1)

Causality is usually not important when the independent variable

is not time and/or processing data is known apriori
I
I
I

Image processing
Stock market analysis
Genomic signal processing

Basic System Properties

Stable System :
|x (t )| < B
|y (t )| < C

t , for some value of B

t , for some value of C

Which of these systems is stable?

I

y (t ) = x (t )
y (t ) = e ( )

Pendulum

Inverted pendulum

x t

Basic System Properties

Time Invariant (TI) System :

x (t ) y (t )
x (t t0 ) y (t t0 )
Which of the following is TI?
I
I
I

y (t ) = sin (x (t ))
y (t ) = x (2t )
y [n] = nx [n]

Basic System Properties

Linear (L) System :

1. Additive : The response to x1 (t ) + x2 (t ) is y1 (t ) + y2 (t )
2. Scaling : The response to ax1 (t ) is ay1 (t )

Which of these systems is L?

I
I
I

y (t ) = tx (t )
y (t ) = x 2 (t )
y [n] = 2x [n] + 3

Delta Function

Discrete-time Unit Impulse and Unit Step sequences

(
1
n=0
[n] =
0
n 6= 0
(
1
n0
u [n ] =
0
n<0
n =

un1
n

m =

=0

Continuous-time Unit Impulse and Unit Step functions

(
1
t >0
u (t ) =
0
t <0

u (t ) is discontinuous at t = 0

0.
u (t ) = t

t <0
0t
t >

t <0
0t
t >
du
(t ) = lim (t )
0
dt

0.

du
= 1
(t ) =

dt

u (t ) =

() d =

(t ) d

Properties of Dirac Delta function

(t ) =
0

,
,

t =0
t 6= 0

(t ) dt = 1

f (t ) (t ) dt = f (0)

f (t ) (t t0 ) dt = f (t0 )

LTI Systems

Discrete-time LTI systems

x [n] = 0.6 [n 2] + 0.8 [n 3] + [n 4] + [n 5] + 0.9 [n 6]

If [n] h [n] (unit impulse response) and system is LTI,
[n 2] h [n 2] , [n 3] h [n 3] , . . .
y [n] = 0.6h [n 2]+ 0.8h [n 3]+ h [n 4]+ h [n 5]+ 0.9h [n 6]
For an arbitrary signal,

x [n] = x [k ] [n k ]
k

y [n] =

y [n]= x [k ] h [n k ]
k

x [n] h [n]

Convolution sum

Continuous-time LTI systems

x (t ) =

x () (t ) d

Impulse representation

If (t ) h (t ) (unit impulse response) and the system is LTI,

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

x (t ) h (t )

Convolution integral

(t ) h (t ) = h (t )

Convolution

x [n] = x [k ] [n k ]
k

y [n]= x [k ] h [n k ]
k

y [n ] =

x [n ] h [n ]

y [0]
y [1]
y [2]

Convolution sum

x [k ] h [k ]

=
k

x [k ] h [1 k ]

x [k ] h [2 k ]

=
..
.

Discrete-time Convolution

Continuous-time Convolution

y (x )

f (x ) g (x ) =

f (u ) g (x u ) du

Uniqueness of LTI systems

Characteristics of LTI systems are completely determined by its

impulse response

This property holds in general only for LTI systems

Impulse response of a nonlinear system does not completely

characterize the behavior of the system

Properties of LTI systems

Commutative Property :

x [n] h [n] = h [n] x [n]

x (t ) h (t ) = h (t ) x (t )
Output of an LTI system with input x [n] and impulse response h [n] is
the same as the output of an LTI system with input h [n] and impulse
response x [n]
For a given x [n] , h [n] pair, one of the above two forms may be much
easier to visualize and evaluate

Properties of LTI systems

Distributive property :

x [n] (h1 [n] + h2 [n]) = x [n] h1 [n] + x [n] h2 [n]

x (t ) (h1 (t ) + h2 (t )) = x (t ) h1 (t ) + x (t ) h2 (t )
A parallel combination of LTI systems can be replaced by a single LTI
system whose unit impulse response is the sum of the individual unit
impulse responses in the parallel combination
The response of an LTI system to the sum of two inputs must equal the
sum of the responses to these signals individually

Properties of LTI systems

Associative property :

x [n] (h1 [n] h2 [n]) = (x [n] h1 [n]) h2 [n]

x (t ) (h1 (t ) h2 (t )) = (x (t ) h1 (t )) h2 (t )
A series connection of two systems is equivalent to a single system
with impulse response h1 [n] h2 [n]
Impulse response of a cascade of two LTI systems does not depend on
the order in which they are cascaded

Properties of LTI systems

Memoryless system :

h [n ]
y [n ]
h (t )
y (t )

=
=
=
=

K [n ]
Kx [n]
K (t )
Kx (t )

K = 1 Identity system
Invertibility :

h [n ] h [n ]
h (t ) h (t )
I

= [n]

= (t )

Properties of LTI systems

Causality :

h [n ]

n < 0

= 0
n

y [n ] =

x [k ] h [n k ]
k

h [k ] x [n k ]
k

=0

h (t )

= 0
t < 0
n
y (t ) =
x () h (t ) d

=
h () x (t ) d
0

Stability :

|h [k ]| <
k

|h ()| d <

Linear Constant Coefficient Differential Equations

(LCCDE)

dy (t )
+ 2y (t )
dt
dy (t )
+ 2y (t )
dt

x (t )

tx (t )

LTI
non-LTI

General N-th order LCCDE

N

a
k

=0

d y
dt

d x
k

b dt
=0
k

Linear Constant Coefficient Difference Equations

N

a y [n k ] = b x [n k ]
k

=0

=0

Impulse Response of LCCDE

y (t )=

dy (t )
+ 2y (t )
dt
d 2

ye
dt
y (t )
t

x () h (t ) d

x (t )

xe 2

2t

x () e 2 d

x () e 2( ) d
t

=
h (t ) =

2t

e 2 u (t )
t

() e 2 d

Block diagram representations : Basic elements

Discrete time
I
I
I

Adder : {x1 [n] , x2 [n]} x1 [n] + x2 [n]

a
Scaling : x1 [n] ax1 [n]

Delay : x [n] x [n 1]

Continuous time
I
I
I

Adder : {x1 (t ) , x2 (t )} x1 (t ) + x2 (t )
a
Scaling : x (t ) ax (t ) .

Differentiator : x (t ) dx dt

t
Integrator : x (t ) x () d