Signals and Systems NOTES
Signals and Systems NOTES
Periodic Signals
CT DT
Periodic ∃ 𝑟𝑒𝑎𝑙 𝑇 > 0 𝑠. 𝑡. ∃ 𝑖𝑛𝑡𝑒𝑔𝑒𝑟 𝑁 > 0 𝑠. 𝑡.
𝑥(𝑡) = 𝑥(𝑡 + 𝑇), ∀𝑡 ∈ ℝ 𝑥[𝑛] = 𝑥[𝑛 + 𝑁], ∀𝑛 ∈ ℤ
Fundamental Period 𝑇0 = 𝑠𝑚𝑎𝑙𝑙𝑒𝑠𝑡 𝑇 > 0 𝑁0 = 𝑠𝑚𝑎𝑙𝑙𝑒𝑠𝑡 𝑁 > 0
Fundamental Radian 2𝜋 2𝜋
𝜔0 = 𝜔0 =
Frequency 𝑇0 𝑁0
Fundamental Frequency 1 1
𝑓0 = 𝑓0 =
𝑇0 𝑁0
Meaning of 𝝎
Slows down the rate of oscillation, increases
|𝝎| ↓
fundamental period
Speeds up the rate of oscillation, decreases
|𝝎| ↑
fundamental period
𝑥(𝑡) is ct, zero rate of oscillation,
|𝝎| = 𝟎
fundamental period undefined
Properties 𝑡 ∞
𝑢(𝑡) = ∫ 𝛿(𝜏)𝑑𝜏, 𝑢[𝑛] = ∑ 𝛿[𝑛 − 𝑘]
−∞
𝑑𝑖𝑠𝑐𝑜𝑛𝑡𝑖𝑛𝑢𝑖𝑡𝑦 𝑎𝑡 𝑡 = 0 𝑘=0
∞ ∞
LTI Systems
CT DT
∞ ∞
Convolution/Superposition
𝑦(𝑡) = ∫ 𝑥(𝜏) ∙ ℎ(𝑡 − 𝜏) 𝑑𝜏 𝑦[𝑛] = ∑ 𝑥[𝑘] ∙ ℎ[𝑛 − 𝑘]
Sum
−∞ 𝑘=−∞
∞ ∞
DT Convolution Properties
Invertible (Inverting of
𝑖𝑓𝑓 ∃𝑔(𝑡) 𝑠. 𝑡. 𝑖𝑓𝑓 ∃𝑔[𝑛] 𝑠. 𝑡.
an LTI system is also
ℎ(𝑡) ∗ 𝑔(𝑡) = 𝛿(𝑡) ℎ[𝑛] ∗ 𝑔[𝑛] = 𝛿[𝑛]
called Deconvolving)
DT Signals
𝒉[𝒏]
Complex Exponentials 𝒙[𝒏] = 𝒛𝒏 → 𝒚[𝒏] = 𝑯(𝒛)𝒛𝒏
(Eigenfunction) 𝒛 = 𝒓 ∙ 𝒆𝒋𝝎
Transfer Function ∞
Summary
∞ ∞
𝒔𝒌 𝒕
CT 𝒙(𝒕) = ∑ 𝒂𝒌 𝒆 → 𝒚(𝒕) = ∑ 𝒂𝒌 𝑯(𝒔𝒌 ) ∙ 𝒆𝒔𝒌𝒕
𝒌=−∞ 𝒌=−∞
∞ ∞
Periodic Signals
𝑒 𝑠𝑡 , 𝑤ℎ𝑒𝑛 𝑠 = 𝜔𝑗: 𝑝𝑢𝑟𝑒 𝑖𝑚𝑎𝑔𝑖𝑛𝑎𝑟𝑦
CT {
𝑠𝑖𝑔𝑛𝑎𝑙𝑠 𝑜𝑓 𝑡ℎ𝑒 𝑓𝑜𝑟𝑚: 𝑒 𝑗𝜔𝑡 𝑤𝑖𝑡ℎ |𝑒 𝑗𝜔𝑡 | = 1
𝑧 𝑛 , 𝑤ℎ𝑒𝑛 𝑧 = 𝑒 𝑗𝜔 : 𝑝𝑢𝑟𝑒 𝑝ℎ𝑎𝑠𝑒 (𝑟 = 1)
DT {
𝑠𝑖𝑔𝑛𝑎𝑙𝑠 𝑜𝑓 𝑡ℎ𝑒 𝑓𝑜𝑟𝑚: 𝑒 𝑗𝜔𝑛 𝑤𝑖𝑡ℎ |𝑒 𝑗𝜔𝑛 | = 1
Fourier Series Pair in CT Domain 𝒙(𝒕) ↔ 𝒂𝒌
∞ ∞
𝟐𝝅
Synthesis Equation 𝒙(𝒕) = ∑ 𝒂𝒌 ∙ 𝒆 𝒋𝒌𝝎𝟎 𝒕
= ∑ 𝒂𝒌 ∙ 𝒆𝒋𝒌 𝑻 𝒕
𝒌=−∞ 𝒌=−∞
1 1 𝟐𝝅
Analysis Equation 𝑎𝑘 = ∫ 𝑥(𝑡)𝑒 −𝑗𝑘𝜔0𝑡 𝑑𝑡 = ∫ 𝑥(𝑡)𝑒 −𝑗𝑘 𝑻 𝑡 𝑑𝑡
𝑇 𝑇 𝑇 𝑇
∞ ∞
𝒋𝒌𝝎𝟎 𝒕
𝑥(𝑡) = ∑ 𝒂𝒌 ∙ 𝒆 → 𝒚(𝒕) = ∑ 𝒂𝒌 𝑯(𝒋𝒌𝝎𝟎 ) ∙ 𝒆𝒋𝒌𝝎𝟎 𝒕
𝒌=−∞ 𝒌=−∞
Use of Fourier Series ∞
𝐻(𝒋𝒌𝝎𝟎 ) = ∫ ℎ(𝑡)𝑠 −𝑗𝑘𝝎𝟎 𝑡 𝑑𝑡
−∞
𝟐𝝅
Synthesis Equation 𝒙[𝒏] = ∑ 𝒂𝒌 ∙ 𝒆𝒋 𝑵 𝒌𝒏
= ∑ 𝒂𝒌 ∙ 𝒆𝒋𝒌𝝎𝟎 𝒏
𝒌=<𝑵> 𝒌=<𝑵>
1 𝟐𝝅 1
𝑎𝑘 = ∑ 𝒙[𝒏] ∙ 𝒆−𝒋 𝑵 𝒌𝒏 = ∑ 𝒙[𝒏] ∙ 𝒆−𝒋𝒌𝝎𝟎 𝒏
𝑁 𝑁
𝒏=<𝑵> 𝒏=<𝑵>
Analysis Equation
: 𝑆𝑢𝑚𝑚𝑖𝑛𝑔 𝑜𝑣𝑒𝑟 𝑎 𝑝𝑒𝑟𝑖𝑜𝑑 𝑁. 𝑆𝑖𝑛𝑐𝑒 𝑡ℎ𝑒 𝑠𝑖𝑔𝑛𝑎𝑙
∑ 𝑖𝑠 𝑟𝑒𝑝𝑒𝑎𝑡𝑒𝑑 𝑒𝑣𝑒𝑟𝑦 𝑁 𝑠𝑎𝑚𝑝𝑙𝑒𝑠, 𝑖𝑡 𝑚𝑎𝑘𝑒𝑠 𝑛𝑜
𝑛=<𝑁> 𝑑𝑖𝑓𝑓𝑒𝑟𝑒𝑛𝑐𝑒 𝑤ℎ𝑖𝑐ℎ 𝑠𝑎𝑚𝑝𝑙𝑒 𝑤𝑒 𝑐ℎ𝑜𝑜𝑠𝑒
Spectral Coefficients 𝑎𝑘
Properties of Fourier Series
CT DT
𝑥1 (𝑡) ↔ 𝑎𝑘 𝑥1 [𝑛] ↔ 𝑎𝑘
Linearity 𝑥2 (𝑡) ↔ 𝑏𝑘 𝑥2 [𝑛] ↔ 𝑏𝑘
𝑐1 𝑥1 (𝑡) + 𝑐2 𝑥2 (𝑡) ↔ 𝑐1 𝑎𝑘 + 𝑐2 𝑏𝑘 𝑐1 𝑥1 [𝑛] + 𝑐2 𝑥2 [𝑛] ↔ 𝑐1 𝑎𝑘 + 𝑐2 𝑏𝑘
𝑥(𝑡) ↔ 𝑎𝑘 𝑥[𝑛] ↔ 𝑎𝑘
2𝜋 2𝜋
Time Shift 𝑥(𝑡 − 𝑡0 ) ↔ 𝑎𝑘 𝑒 −𝑗𝑘𝜔0𝑡0 = 𝑎𝑘 𝑒 −𝑗𝑘 𝑇 𝑡0 𝑥[𝑛 − 𝑛0 ] ↔ 𝑎𝑘 𝑒 −𝑗𝑘𝜔0𝑛0 = 𝑎𝑘 𝑒 −𝑗𝑘 𝑁 𝑛0
2𝜋 2𝜋
𝜔0 = , 𝑇 𝑓𝑢𝑛𝑑𝑎𝑚𝑒𝑛𝑡𝑎𝑙 𝑝𝑒𝑟𝑖𝑜𝑑 𝜔0 = , 𝑁 𝑓𝑢𝑛𝑑𝑎𝑚𝑒𝑛𝑡𝑎𝑙 𝑝𝑒𝑟𝑖𝑜𝑑
𝑇 𝑁
𝑥(𝑡) ↔ 𝑎𝑘 𝑥[𝑛] ↔ 𝑎𝑘
Time Reversal
𝑥(−𝑡) ↔ 𝑎−𝑘 𝑥[−𝑛] ↔ 𝑎−𝑘
𝑥(𝑡) ↔ 𝑎𝑘 𝑥[𝑛] ↔ 𝑎𝑘
Conjugation ∗ ∗
𝑥 ∗ (𝑡) ↔ 𝑎−𝑘 𝑥 ∗ [𝑛] ↔ 𝑎−𝑘
𝑥(𝑡) ↔ 𝑎𝑘 𝑥[𝑛] ↔ 𝑎𝑘
𝑦(𝑡) ↔ 𝑏𝑘 𝑦[𝑛] ↔ 𝑏𝑘
Multiplication ∞
𝑥(𝑡) ↔ 𝑎𝑘
𝑑 2𝜋
𝑥(𝑡) ↔ 𝑗𝑘𝜔0 𝑎𝑘 = 𝑗𝑘 𝑎
𝑑𝑡 𝑇 𝑘
Differentiation and
𝑥(𝑡) ↔ 𝑎𝑘
Integration
𝑡
1 1
∫ 𝑥(𝜏)𝑑𝜏 ↔ ( ) 𝑎𝑘 = ( )𝑎
𝑗𝑘𝜔0 2𝜋 𝑘
−∞ 𝑗𝑘 𝑇
𝑥(𝑡) ↔ 𝑎𝑘 𝑥[𝑛] ↔ 𝑎𝑘
Parseval Relation 1 ∞ 1
∫ |𝑥(𝑡)|2 𝑑𝑡 = ∑ |𝑎𝑘 |2 ∑ |𝑥[𝑛]|2 = ∑ |𝑎𝑘 |2
𝑇 𝑇 𝑘=−∞
𝑁 𝑛=<𝑁> 𝑘=<𝑁>
Chapter 4: Fourier Transform (applies to both periodic and non-periodic signals)
Non-periodic signal 𝑥(𝑡) can be treated as a periodic signal with 𝑇 → ∞.
1
Sine Formula sin 𝜃 = ∙ (𝑒 𝑗𝜃 − 𝑒 −𝑗𝜃 )
2𝑗
1
Cosine Formula cos 𝜃 = ∙ (𝑒 𝑗𝜃 + 𝑒 −𝑗𝜃 )
2
sin(𝜋𝑥)
Sinc Pulse 𝑠𝑖𝑛𝑐(𝑥) =
𝜋𝑥
𝟏
Inverse DTFT (Synthesis Equation) 𝒙[𝒏] = ∫ 𝑿(𝒆𝒋𝝎 ) ∙ 𝒆𝒋𝝎𝒏 𝒅𝝎
𝟐𝝅 𝟐𝝅
If 𝑥[𝑛] ↔ 𝑋(𝑒 𝑗𝜔 )
Time Reversal
𝑥[−𝑛] ↔ 𝑋(𝑒 −𝑗𝜔 )
If 𝑥(𝑡) ↔ 𝑋(𝑗𝜔)
Differentiation 𝑑𝑥(𝑡) If 𝑥[𝑛] ↔ 𝑋(𝑒 𝑗𝜔 )
↔ 𝑗𝜔𝑋(𝑗𝜔)
and 𝑑𝑡 𝑑𝑋(𝑒 𝑗𝜔 )
𝑡 𝑛𝑥[𝑛] ↔ 𝑗
Integration 1 𝑑𝜔
∫ 𝑥(𝜏) 𝑑𝜏 ↔ 𝑋(𝑗𝜔) + 𝜋𝑋(0)𝛿(𝜔)
−∞ 𝑗𝜔
If 𝑥[𝑛] ↔ 𝑋(𝑒 𝑗𝜔 )
If 𝑥(𝑡) ↔ 𝑋(𝑗𝜔) ∞
Parseval’s 𝟏 𝟐
∞
1 ∞ ∑ |𝒙[𝒏]|𝟐 = ∫ |𝑿(𝒆𝒋𝝎 )| 𝒅𝝎
Relation ∫ |𝑥(𝑡)|2 𝑑𝑡 = ∫ |𝑋(𝑗𝜔)|2 𝑑𝜔 𝟐𝝅 𝟐𝝅
𝑛=−∞
−∞ 2𝜋 −∞
𝟏 𝟐
Spectral Energy Density: 𝟐𝝅 |𝑿(𝒆𝒋𝝎 )|
If 𝑥(𝑡) ↔ 𝑋(𝑗𝜔)
ℎ(𝑡) ↔ 𝐻(𝑗𝜔) If 𝑥[𝑛] ↔ 𝑋(𝑒 𝑗𝜔 )
Convolution 𝑦(𝑡) = 𝑥(𝑡) ∗ ℎ(𝑡) ↔ 𝑌(𝑗𝜔) = 𝑋(𝑗𝜔)𝐻(𝑗𝜔) ℎ[𝑛] ↔ 𝐻(𝑒 𝑗𝜔 )
∞
𝑦[𝑛] = 𝑥[𝑛] ∗ ℎ[𝑛] ↔ 𝑌(𝑒 𝑗𝜔 ) = 𝑋(𝑒 𝑗𝜔 )𝐻(𝑒 𝑗𝜔 )
𝐻(𝑗𝜔) = ∫ ℎ(𝑡) ∙ 𝑒 −𝑗𝜔𝑡 𝑑𝑡
−∞
If 𝑥[𝑛] ↔ 𝑋(𝑒 𝑗𝜔 )
𝑦[𝑛] ↔ 𝑌(𝑒 𝑗𝜔 )
If 𝑥(𝑡) ↔ 𝑋(𝑗𝜔)
𝑧[𝑛] = 𝑥[𝑛]𝑦[𝑛] ↔
𝑦(𝑡) ↔ 𝑌(𝑗𝜔)
Multiplication 1
1 𝑍(𝑒 𝑗𝜔 ) = 𝑋(𝑒 𝑗𝜔 ) ∗ 𝑌(𝑒 𝑗𝜔 )
𝑧(𝑡) = 𝑥(𝑡)𝑦(𝑡) ↔ 𝑍(𝑗𝜔) = 𝑋(𝑗𝜔) ∗ 𝑌(𝑗𝜔) 2𝜋
2𝜋
1
= ∫ 𝑋(𝑒 𝑗𝜃 )𝑌(𝑒 𝑗(𝜔−𝜃) ) 𝑑𝜃
2𝜋 2𝜋
Chapter 5: Sampling
∞
Chapter 7: Z-Transform
∞
𝑋(𝑧) = ∑ 𝑥[𝑛] ∙ 𝑧 −𝑛
Z-Transform 𝑛=−∞
where 𝑧 = 𝑟𝑒 𝑗𝜔 , 𝑟 ∈ ℝ, 𝜔 ∈ ℝ
Notation 𝑥[𝑛] ↔ 𝑋(𝑧)
∞
𝑧
Scaling in the Z-Domain if 𝑧 ∈ 𝑅𝑜𝐶 {𝑋 (𝑧)} ⇒ |𝑧0 |𝑧 ∈ 𝑅𝑜𝐶 {𝑋 ( )}
𝑧0
Special Case
𝑒 𝑗𝜔0𝑛 ∙ 𝑥[𝑛] ↔ 𝑋(𝑒 −𝑗𝜔0 ∙ 𝑧)
(𝒛𝟎 = 𝒆𝒋𝝎𝟎 )
If 𝑥[𝑛] ↔ 𝑋(𝑧), 𝑅𝑜𝐶 = 𝑅
1 1
Time Reversal Then 𝑥[−𝑛] ↔ 𝑊(𝑧) = 𝑋 (𝑧) , 𝑅𝑜𝐶 = 𝑅
1 1
meaning: if 𝑧0 ∈ 𝑅𝑜𝐶{𝑋(𝑧)} ⇒ 𝑧 ∈ 𝑅𝑜𝐶 {𝑋 (𝑧)}
0