Continuous time signals (CT signals),

discrete time signals (DT signals) -

Step, Ramp,
Pulse, Impulse, Exponential,
Classification of CT and DT signals -
periodic and periodic,
random signals, CT systems and DT
systems, Basic properties of systems -
Linear Time
invariant Systems and properties.
A signal is defined as any physical quantity that
varies with time, space, or any other
independent variable.
Signals are represented mathematically as
functions of one or more independent variables.
For example, a speech signal can be represented
mathematically by acoustic pressure as a
function of time.

A system is defined as a physical device that
performs an operation on a signal. For example,
a filter used to reduce the noise, corrupting a
desired information bearing signal is called a
system.

A signal that varies continuously with time. It
can be represented at x (t), where time t
represents the independent variable.
Example: sinusoidal signal

A signal that has values only at discrete instants
of time. It can be represented as x (nT) where
n= 0,1,2n and T is the time interval between
two consecutive signal values. A discrete time
signal is discrete in time but continuous in
amplitude.
1. Here the independent
variable is continuous, and
thus these signals are
defined for a continuum of
values of the independent
variable.
1. Here they are defined
only at discrete times, and
consequently, the
independent variable takes
on only discrete set of
values.
2.It is denoted by symbol
t.
2. It is denoted by symbol
n.
3.Here we use
parenthesis(.) to enclose
the independent variable.
3. Here we use brackets[.]
to enclose the independent
variable.
continuous discrete
The unit step sequence is defined as
u [n]=1 for n>= 0
=0 for n<0
u (t)=1 for t>=0
=0 for t<0
The unit ramp sequence is denoted as ur (n) and
is defined as
ur[n]=n for n>=0
=0 for n<0
ur(t)=t for t>=0
=0 for t<0

A pulse wave or pulse train is a kind of non-
sinusoidal waveform that is similar to a square
wave, but does not have the symmetrical shape
associated with a perfect square wave.
The impulse can be represented as follows:
The exponential signal is a sequence of the
form
X [n] = a ^n for all n
X (t) = a ^ t for all t
Random signals are random variables which
evolve, often with time (e.g. audio noise), but
also with distance (e.g. intensity in an image of
a random texture), or sometimes another
parameter.
They can be described as usual by their
cdf and either their pmf (if the amplitude is
discrete, as in a digitized signal) or their pdf
(if the amplitude is continuous, as in most
analogue signals).

However a very important additional
property is how rapidly a
random signal fluctuates. Clearly a slowly
varying signal such as the waves in an
ocean is very different from a rapidly
varying signal such as vibrations in a
vehicle.

For the moment we shall assume that
random signals are sampled
at regular intervals and that each signal
is equivalent to a sequence of samples of
a given random process, as in the
following examples.


Figure 1:
Detection of
signals in noise:
(a) the transmitted
binary signal;
(b) the binary signal
after filtering with a
half-sine receiver
filter;
(c) the channel noise
after filtering with the
same filter; (d) the
filtered signal plus
noise at the detector
in the receiver.

x (t)=x (t + To)
X [n]=x [n + No]
Where To and No is the fundamental period.
It is called as the smallest positive instant where
the signal starts to repeat itself.
E g. Sinusoidal signal is a periodic signal with the
period 2pi

The sum of two periodic signals need not be
periodic.
i.e. periodic + periodic = need not necessarily be
periodic

Note: Fundamental period=2pi/w

Periodic Signals:
1. For the following signals, (i) determine analytically
which are periodic (if periodic, give the period)
and (ii) sketch the signals. (Scale your time axis so
that a sufficient amount of the signal is being
plotted.).
a) X (t) = 4 cos(5pt)
b) X (t) = 4 cos(5pt-p/4)
c) X (t) = u (t) - 1/2

2. Determine if the following signals are periodic; if
periodic, give the period.
a) X (t) = cos(4t) + 2sin(8t)
b) X (t) = 3cos(4t) + sin (pt)
c) X (t) = cos(3pt) + 2cos(4pt
3. Are the following periodic? If so, give the
period.
a) X (t) = cos(2w1t) + cos(3w1t) where w1 is
a specific frequency
b) X (t) = 4cos(3pt+p/2) + 2cos(8pt+p/2)
c) X (t) = 2cos(3pt+p/2) + 4cos(10t-p/2)
1.a) X (t) = 4 cos(5pt)
1.b) X (t) = 4 cos(5pt-p/4)
1.c) X (t) = u (t) - 1/2
2.a) X (t) = cos(4t) +2sin(8t)
2. b) X (t) = 3cos(4t) + sin (pt)
2.c) X (t) = cos(3pt) + 2cos(4pt)
3.a.) X (t) = cos(2w1t) + cos(3w1t) where w1 is
a specific frequency
3.b.) X (t) = 4cos(3pt+p/2) + 2cos(8pt+p/2)
3.c.) X (t) = 2cos(3pt+p/2) + 4cos(10t-p/2)
They are classified according to their general
properties and characteristics. They are
1.Static and dynamic systems
2.Time variant and time invariant systems
3.Causal and non causal systems
4.Linear and non-linear systems
5.FIR and IIR systems.
6. Stable and unstable systems
A discrete time system is called static or
memory less if its output at any instant n
depends on the input samples at the same time,
but not on past or future samples of the input.
In any other case system is said to be
dynamic

y [n]= a x (n)
It is static and doesnt require a memory.


y [n] =x (n-1) + x (n-2)
Are dynamic systems as they require finite
memory.
A system is called time invariant if its input-
output characteristics do not change with time.
To test if any given system is time- invariant , first
apply an arbitrary sequence x [n] and find y [n]. Now
delay the input sequence by k samples and find output
sequence , denote it as
y( n, k)=T[ x (n - k)]

Delay the output sequence by k samples and
denote it as y (n -k)
If y (n, k)=y (n -k)
for all possible values of k, the system is
time variant.
Otherwise, if , y (n, k) not equal to y (n -k)
Even for one value of k, the system is
variant.
The time-invariant systems
The time-variable systems:
3
( ) ( ) ( ) y n x n bx n = +
0
( ) ( ) ( )
N
k
y n h k x n k
=
=

3
( ) ( ) ( 1) y n nx n bx n = +
0
( ) ( ) ( )
N
N n
k
y n h k x n k

=
=

A system is said to be causal if the output of

the system at any time n depends only on present
and past inputs, but does not depend on future
inputs.
This can be represented mathematically as
y (n)=F[x(n),x(n-1),x(n-2)

If system depends not only on present and past
inputs but also on future inputs then it is said to be
a non- causal system.

The causal system
The non-causal system:
0
( ) ( ) ( )
N
k
y n h k x n k
=
=

2
( ) ( ) ( ) y n x n bx n k = +
3
( ) ( 1) ( 1) y n nx n bx n = + +
10
10
( ) ( ) ( )
k
y n h k x n k
=
=

A system that satisfies superposition principle is

said to be a linear system.
Superposition principle states that the response
of the system to a weighted sum of signals be
equal to the corresponding weighted sum of the
outputs of the system to each of the individual
input signals.
a system is linear if and only if
T[a1x1(n)+a2x2(n)]=a1T[x1(n)]+a2t[x2(n)]
for ant arbitrary constants a1 and a2.
A relaxed system that does not satisfy
superposition principle is called non linear.
The linear systems
The non-linear systems:
0
( ) ( ) ( )
N
k
y n h k x n k
=
=

2
( ) ( ) ( ) y n x n bx n k = +
3
( ) ( ) ( 1) y n nx n bx n = +
0
( ) ( ) ( ) ( 1)
N
k
y n h k x n k x n k
=
= +

If the impulse response sequence is of

finite duration, the system is called a finite
impulse response system (FIR)
On the other hand an infinite impulse
response (IIR) system has an impulse response
that is of infinite duration.

FIR system is described by
h (n)= -1 n=1,2
1 n=4
0 n= otherwise

IIR system is described by
h (n)= a ^n (u (n))
An LTI system is stable if it produces a bounded
output sequence for every bounded input sequence
.


If, for some bounded input sequence x (n), the
output is unbounded (infinite), the system is
classified as unstable.
The stable systems
The unstable system:
0
( ) ( ) ( )
N
k
y n h k x n k
=
=

2
( ) ( ) 3 ( ) y n x n x n k = +
3
( ) 3 ( 1)
n
y n x n =
System Properties:

1. Determine if the following systems are time-
invariant, linear, causal, and/or memory less?

a)dydt+6y(t)=4x(t)
b)dydt+4ty(t)=2x(t)
c) y[n]+2y[n-1]=x[n+1]
d)dydt+y2(t)=x (t)
e) y (t) = sin (x (t))
f) y[n+1]+4y[n]=3x[n+1]-x[n]
g) dy dt+ sin (t) y(t)=4x(t)

a)dydt+6y(t)=4x(t)
This is an ordinary differential equation with
constant coefficients, therefore, it is linear
and time invariant.
It contains memory and it is causal.
b)dydt+4ty(t)=2x(t)
This is an ordinary differential equation.
The coefficients of 4t and 2 do not depend
on y or x, so the system is linear. However,
the coefficient 4t is not constant, so it is
time-varying. The system is also
causal and has memory
c) y[n]+2y[n-1]=x[n+1]

This is a difference equation with constant
coefficients; therefore, it is linear and
time-invariant. It is Non causal since the
output depends on future values of x.
Specifically, let x [n] = u [n], then y[-1] =1.
d)dydt+y2(t)=x (t)
The coefficient of y means that this is
nonlinear; however, it does not depend
explicitly on t, so it is time invariant.
It is causal and has memory.
check linearity:
y1(t) =sin(x1(t))
y2(t) =sin(x2(t))
Solution to an input of a1x1(t)+ a2x2(t) is
sin(a1x1(t)+a2x2(t)).
This is not equal to a1y1(t)+a2y2(t) .
As a counter example, consider x1(t) = p and
x2(t) = p /2, a1=a2=1
the system is causal since the output does not
depend on future values of time, and it is
memory less the system is time-invariant

e) y (t) = sin (x (t))
Rewrite the equation as y[n]+4y[n-1]=3x[n]-
x[n-1] by decreasing the index.
This is a difference equation with constant
coefficients, so it is linear and time-
invariant. The output does
not depend on future values of the input, so
it is causal. It has memory.
f) y[n+1]+4y[n]=3x[n+1]-x[n]
g) dy dt+ sin (t) y (t)=4x(t)
This is an ordinary differential equation
with coefficients sin (t) and 4. Neither
depends on y or x, so it is
linear. However, the explicit dependence on
t means that it is time-varying. It is causal
and has memory.
A system satisfying both the linearity and
the time-invariance property
LTI systems are mathematically easy to
analyze and characterize, and consequently,
easy to design.
Highly useful signal processing algorithms
have been developed utilizing this class of
systems over the last several decades.
They possess superposition theorem.
Any linear time-invariant system (LTI)
system, continuous-time or discrete-time, can be
uniquely characterized by its
Impulse response: response of system to an
impulse
Frequency response: response of system to a
complex exponential e j 2 p f for all possible
frequencies f.
Transfer function: Laplace transform of
impulse response
Given one of the three, we can find other
two provided that they exist

1.Commutative
2.Distributive
3.Associative
4.With and without memory
5.Invertibility
6.Causality
7.Stability
8.The unit step response of an LTI system
The response of a discrete-time system to
a unit sample sequence {d [n]} is called the
unit sample response or simply, the impulse
response, and is denoted by {h [n]}

The response of a discrete-time system to
a unit step sequence {m [n]} is called the
unit step response or simply, the step
response, and is denoted by {s [n]}

LTI system can be completely characterized
by their impulse response

T{.}
h
k
[n] o[n-k]
input Represent any
| | | | | |

=
o =
k
k n k x n x
| | | | | | | | | | { } | | | |


=

=
= o =
)
`

o =
k
k
k k
n h k x k n T k x k n k x T n y
From time invariance we arrive at convolution
| | | | | | | | | | k h k x k n h k x n y
k
- = =

=
Convolution is commutative
| | | | | | | | | | | | | | | | k x k h k n x k h k n h k x k h k x
k k
- = = = -


=

=
h[n] x[n] y[n] x[n] h[n] y[n]
| | | | | | ( ) | | | | | | | | k h k x k h k x k h k h k x
2 1 2 1
- + - = + -
h
1
[n]
x[n]
y[n]
h
2
[n]
+
h
1
[n]+ h
2
[n] x[n] y[n]
Convolution is distributive
An LTI system is (BIBO) stable if and only if
Impulse response is absolute summable




Lets write the output of the system as




If the input is bounded



Then the output is bounded by



The output is bounded if the absolute
sum is finite
| | <

= k
k h
| | | | | | | | | |


=

=
s =
k k
k n x k h k n x k h n y
x
B n x s ] [
| | | |

=
s
k
x
k h B n y
Cascade connection of LTI systems

x[n] h
1
[n] h
2
[n] y[n]
h
2
[n]
h
1
[n]
x[n] y[n]
x[n] h
1
[n]-h
2
[n] y[n]
An LTI system is causal if and only if
| | 0 k for 0 k h < =