2-1-Signals and Systems
2-1-Signals and Systems
HANDOUT
on
SIGNALS AND SYSTEMS
Vision
Mission
Signal processing being hailed as the most happening technology, the market
has a high potential to absorb good professionals equipped with processing
skills. If any student wants to pick up processing skills, a good starting point
would be learning Signals and systems.
The subject being a problematic one helps the student in honing his
computational skills. So, finally, one can say that a good knowledge of signals
eventually helps the student in becoming a good communication student.
2. Pre-Requisites
• Mathematics - I
• Mathematics - II
3. Course Objectives:
• To familiarize with the basic concepts of signals and systems.
• To introduce various transform techniques on signals.
• To develop an understanding of signal transmission through LTI systems.
4. Course Outcomes:
CO1: Classify the signals and various operations on signals.
CO2: Perform Fourier analysis on the signals.
CO3: Analyze the various systems.
CO4: Perform correlation operation on signals.
CO5: Apply the various sampling techniques on continues time signals.
CO6: Analyze the various continues time signals through transformation
techniques.
5. Program Outcomes:
Graduates of the Electronics and Communication Engineering Program will
have
Elementary Signals 2
Symmetry conditions 1
Parseval’s Theorem 1
SAMPLING:
Objective:
• To introduce the basic concepts of signals.
Outcomes:
Students will be able to
➢ Classify the signals.
➢ Perform basic operations on signals.
SIGNAL ANALYSIS
Signal
Classification of Signals
• Continuous and Discrete Time Signals.
• Even and Odd Signals.
• Periodic and Aperiodic Signals.
• Energy and Power Signals.
• Deterministic and Non Deterministic Signals.
• Causal and Non causal Signals.
Example
Even and Odd Signals
g ( t ) + g ( −t )
The even part of a function is g e ( t ) =
2
g ( t ) − g ( −t )
The odd part of a function is g o ( t ) =
2
A function whose even part is zero is odd.
Periodic signal:
x(t) = A cos(ωt)
Aperiodic/Non-periodic signal:
x(t) ≠ x(t+T)
Energy Signal:
• A signal with finite energy and zero power is called Energy Signal
i.e.for energy signal
T /2
1
x ( t ) dt
2
Px = lim
T → T
−T / 2
1
x ( t ) dt
2
Px =
T T
Deterministic signals:
1. Time Scaling
x(βt) is the time scaling version of x(t). where ‘β’ is a constant
2. Time Reversal
Also called reflection of the signal. It is a special case of time scaling.
x(-t) is time reversal version of x(t)
3. Time Shifting
x(t - T ) is the time shifting version of x(t) ,where Tis a constant.
4. Amplitude Scaling
Bx(t) is amplitude scaling of version of x(t). Where ‘B’ is a constant, called
scaling factor.
5. Addition/Subtraction:
y(t) = x 1(t) ± x 2 (t) is called addition/subtraction operation
Elementary signals
There are several elementary signals which play vital role in the study of
signals and systems. These elementary signals serve as basic building blocks
for the construction of more complex signals. These elementary signals are also
called standard signals.
Or
r(t) = t u(t)
The unit ramp function has unit slope. It is a signal whose amplitue varies
linearly. It can be obtained by integrating the unit step function.
r (t ) = u(t )dt
d
u (t ) = r (t )
dt
(c) Unit impulse: It plays very important role in communication system and
analysis of systems. It is denoted by δ(t) . It is defined as
+∞
∫−∞ δ(t)dt = 1 and
δ(t) = 0 for t ≠ 0
1
• (at) = (t )
a
• x(t ) (t − t 0 ) = x(t 0 ) (t − t 0 )
Other Signals
(a) Unit parabolic signal: Denoted by p(t) , defined as
p(t) = t2 /2 for t ≥ 0 p(n) = n2 /2 for n=0,1,2,3,….
The unit parabolic function can be obtained by integrating the unit ramp
d
r (t ) = p (t )
dt
d2
u (t ) = p(t )
dt 2
It is an even function of t.
It is an even function of t.
Section-A
Signal Notation
Signal Notation
d2
(iv) Signum function (D) p(t )
dt 2
a) Only X
b) Only Y
c) Both X and Y
d) Neither X nor Y
4) Match the following [ ]
a)
b)
c)
d)
a) Only X
b) Only Y
c) Both X and Y
d) Neither X nor Y
7) Match the following [ ]
a) Only X
b) Only Y
c) Both X and Y
d) Neither X nor Y
10) Match the following [ ]
signal.
a) Only X
b) Only Y
c) Both X and Y
d) Neither X nor Y
12) Match the following [ ]
a) Only X
b) Only Y
c) Both X and Y
d) Neither X nor Y
+∝
14.The value of the integral ∫−∝ 𝛿(𝑎𝑡 − 𝑏) = [ ]
1 1
(a) (b) (c) 1 (d) 0
𝑎2 |𝑎|
∞
15. Evaluate∫−∞𝑡2 δ(t-6) dt. [ ]
a) An energy signal
b) A power signal
c) An energy as well as a power signal
d) neither an energy nor a power signal
17.The time period of the signal x(t)= cos60πt+sin50πt is [ ]
a) 2sec
b) 5sec
c) 10sec
d) 0.2sec
a) 5
b) 25
c) 10
d) 50
a) 16
b) 4
c) 24
d) 8
a) Causal
b) Non-causal
c) both a & b
d) None
Section-B
(i) Energy signal and Power signals (ii)Periodic and Aperiodic Signals (iii)
Deterministic and Random Signals (iv)Even and Odd Signals (v)Causal and
Non causal Signals (vi) Continuous and Discrete time Signals
(a) Unit step(b) Exponential Signal (c) Unit ramp (d) Unit Impulse (e) Unit
parabolic (f) Sinusoidal Signal
4. Evaluate the following integrals.
e (t − 5)dt t (t − 6)dt
− at 2
a) b) 2
− −
5. Determine the power and rms value of the signal x (t) = A sin (ω0t+Ø).
a) x(t) = ej2t
b) x(t) = cos (ω0t + π/3)
7. Examine whether the following signals are periodic or not? If periodic
determine the fundamental period.
a) ej4πt
b) b) Sin πt u(t)
c) c) cos 2t + sin √3t
d) d) 3 sin 200πt + 4 cos100πt
8. Draw the following signals
(i) u(-t+1) (ii) -2 r(t) (iii) Π(t+3)
10. Determine whether the given signal is periodic or not and find the
fundamental period.
x(t ) = (cos2t ) 2
1 −
x(t ) = [cos(t ) + 1) t
2
=0 otherwise
a. x (t ) = t 0 t 1
= 2- t 1 t 2
=0 otherwise
a) x(t ) = cos 0 t +
3
b) (1 + t 2 + t 3 ) cos2 10t
14. Find neither whether the following signals are even or odd or neither even
nor odd
−3t
a) x(t)= e \ b) u(t+4)-u(t-2)
Section-C
1.Let δ(t) denote the delta function. The value of the integral GATE-10
∞
∫−∞ cos (3𝑡/2)δ(t) dt, is [ ]
2. The function x(t) is shown in Fig. Even and odd parts of a unit-step function
u(t)are respectively, [ ]
x(t) GATE-11
-1
= 0, otherwise
(b) δ(t) = ∞, t = 0
= 0, otherwise
(c) δ(t) = 1, t = 0
= 0, otherwise and
∞
∫−∞ 𝛿(𝑡)dt = 1
(d) δ(t) = ∞, t = 0
= 0, otherwise and
∞
∫−∞ 𝛿(𝑡)dt = 1
Learning Objectives:
• To introduce the concept of various Fourier series
• To introduce the concept of convergence of Fourier series.
• To introduce the concept of representation of a periodic function by
Fourier series
Learning Outcomes:
Students will be able to
• Apply symmetric conditions
• Represent the periodic function by Fourier series
• Obtain the relation between trigonometric and exponential Fourier series
Syllabus:
Trigonometric and exponential Fourier series, relationship between
trigonometric and exponential Fourier series, representation of a periodic
function by the Fourier series over the entire interval, convergence of Fourier
series, alternative form of trigonometric series, symmetry conditions: Even,
Odd and Half-wave symmetry. Properties of Fourier series: linearity, time
scaling, time shifting, time reversal, differentiation, integration, modulation,
convolution and Parseval’s theorem. Complex Fourier transforms.
Fourier Series
• It was developed by Joseph Fourier.
• The representation of signals over a certain time interval in terms of the
linear composition of orthogonal functions is called Fourier series.
• It is also called Harmonic analysis.
2 𝑡 +𝑇
𝑎𝑛 = 𝑇 ∫𝑡 𝑜 𝑥(𝑡)𝑐𝑜𝑠𝑛𝜔𝑜 𝑡𝑑𝑡 - (3)
𝑜
2 𝑡 +𝑇
𝑏𝑛 = 𝑇 ∫𝑡 𝑜 𝑥(𝑡)𝑠𝑖𝑛𝑛𝜔𝑜 𝑡𝑑𝑡 - (4)
𝑜
2𝜋
Where T = 𝜔0
2 𝑡 +𝑇
𝑎𝑛 = 𝑇 ∫𝑡 𝑜 𝑥(𝑡)𝑐𝑜𝑠𝑛𝜔𝑜 𝑡𝑑𝑡
𝑜
2 𝑡 +𝑇
𝑏𝑛 = 𝑇 ∫𝑡 𝑜 𝑥(𝑡)𝑠𝑖𝑛𝑛𝜔𝑜 𝑡𝑑𝑡
𝑜
𝑏𝑛 = 0
Odd symmetry or Rotation symmetry
x(t) is said to possess odd symmetry if
𝑥(−𝑡) = −𝑥(𝑡)
When odd symmetry exists, the trigonometric Fourier series coefficients of x(t)
are
𝑎𝑜 = 0
𝑎𝑛 = 0
4 𝑇/2
𝑏𝑛 = ∫ 𝑥(𝑡)𝑠𝑖𝑛𝑛𝜔𝑜 𝑡 𝑑𝑡
𝑇 0
Half wave symmetry
A periodic signal x(t) which satisfies the condition
𝑇
𝑥(𝑡) = −𝑥 (𝑡 ± 2)is said to possess half wave symmetry.
Case 1:
Case 2:
𝑎0 = 0
8 𝑇/4
𝑎𝑛 = ∫ 𝑥(𝑡)𝑐𝑜𝑠𝑛𝜔𝑜 𝑡 𝑑𝑡
𝑇 0
𝑏𝑛 = 0(When n is odd)
3. Time Shifting
If
𝐹𝑠{𝑥(𝑡)} = 𝐶𝑛
then
𝐹𝑆 {𝑥(𝑡 − 𝑡0 ) = 𝑒 −𝑗𝑛𝜔0𝑡0 𝐶𝑛
4. Time Scaling
If
𝐹𝑠{𝑥(𝑡)} = 𝐶𝑛
then
𝐹𝑠{𝑥(𝑎𝑡)} = 𝐶𝑛 𝑤𝑖𝑡ℎ 𝜔0 → 𝑎𝜔0
5. Convolution Property
If
𝐹𝑆{𝑥1 (𝑡)} = 𝐶𝑛 𝑎𝑛𝑑 𝐹𝑆{𝑥2 (𝑡)} = 𝐷𝑛
then
𝐹𝑆{𝑥1 (𝑡) ∗ 𝑥2 (𝑡)} = 𝐶𝑛 𝐷𝑛
9. Parseval’s Theorem
If
𝐹𝑆{𝑥1 (𝑡)} = 𝐶𝑛 𝑎𝑛𝑑 𝐹𝑆{𝑥2 (𝑡)} = 𝐷𝑛
then parseval’s theorem states that
∞
1 𝑡0 +𝑇
∫ 𝑥1 (𝑡)𝑥2∗ (𝑡)𝑑𝑡 = ∑ 𝐶𝑛 𝐷𝑛∗
𝑇 𝑡0
𝑛=−∞
Section-A
1. The Fourier Series of an odd Periodic function does not contain [ ]
a) odd harmonics
b) even harmonics
c) cosine terms
d) sine terms
2. Which of the below statements are correct? [ ]
X: A function is said to be even if x(t) = x(-t).
a) Only X
b) Only Y
c) Both X and Y
d) Neither X nor Y
3. Match the following [ ]
i. Periodic signal spectrum. A.Antisymmetrical about
vertical axis
ii. Aperiodic signal spectrum. B.Symmetrical about vertical
axis
iii. Exponential FS amplitude spectrum. C. Discrete
iv. Exponential FS phase spectrum. D. Continuous
a) i-A ii-B iii-C iv-D
b) i-B ii-D iii-A iv-C
c) i-C ii-D iii-B iv-A
d) i-D ii-B iii-C iv-A
4. The trigonometric Fourier series for an even function contains only [ ]
a) the dc terms
b) cosine terms
c) sine terms
d) odd harmonics terms
5. Which of the following Dirichlets’s conditions are incorrect [ ]
X: The sum of two periodic signals is periodic only if the ratio of their
respective periods T1/T2 is a rational number or the ratio of two integers.
Y: The fundamental period is the least common multiple (LCM) of T1 and T2.
Z: If the ratio T1/T2 is a rational number, then the signals x1(t) & x2(t) do not
have a common period and x(t) cannot be periodic.
b) ∑∞
n=−∞ Cn e
jnω0 t
c) ∑∞
n=0 Cn e
−jnω0 t
d) ∑∞
n=0 Cn e
jnω0 t
11. x(t) be the real-valued signal with fundamental period T and Fourier
coefficients 𝑐𝑛 then Fourier coefficients of 𝑥𝑒 (𝑡) are equal to [ ]
a) Re{cn }
b) cn
c) Im{cn }
d) jIm{cn }
12. Which of the following signals are periodic? [ ]
a) f(t)=2cos(10t+1)-sin(4t-1).
b) f(t)=cos60πt+ sin50πt.
c) f(t)=2u(t)+2Sin2t.
d) f(t)=u(t)-(1/2)
2t for 0 ≤ t ≤ 2
13. For the given periodic function f(t) = { .The
4 for 2 ≤ t ≤ 6 (= T)
coefficient bn of the continuous Fourier series associated with the given
function f (t) can be computed as
a) − 75.6800 [ ]
b) − 7.5680
c) − 6.8968
d) − 0.7468
Kt for 0 ≤ t ≤ T/2
14. For the given continuous time signal f(t) = {
K(T − t) for T/2 ≤ t ≤ T
.The coefficient an of the continuous Fourier series associated with the given
function f (t) can be computed as [ ]
a) KT/2
b) KT
c) 2/KT
e) K/T
(1 − t)(1 − t) for 0 ≤ t ≤ T
15. A periodic signal is defined as f(t) = { .The
0 otherwise
coefficient bn of the continuous Fourier series associated with the given
function f (t) can be computed as [ ]
a) 0
b) 1
c) 10
f) 20
Section-B
1. Obtain the relationship between trigonometric and exponential Fourier
series.
2. Explain the concept of complex Fourier spectrum.
3. For the continuous time periodic signal x (t) = 2+cos (2πt/3) +4sin (5πt/3),
determine the fundamental frequency 𝜔0 and the Fourier series
coefficients 𝑐𝑛 ?
4. Obtain the Fourier components of the periodic rectangular wave form
given below.
5. Find the Exponential Fourier series and plot frequency spectrum for the
full wave rectified sine wave?
6. Find the trigonometric Fourier series for the waveform x(t).
7. Obtain the trigonometric fourier series for the waveform given below.
Section-C
a) odd harmonics
b) even harmonics
c) cosine terms
d) sine terms
2. The trigonometric Fourier series for an even function of time does not
have (GATE-96)
a) the dc terms
b) cosine terms
c) sine terms
d) odd harmonics terms
3. The trigonometric Fourier series of a Periodic time function can have only
(GATE-98)
a) cosine terms
b) sine terms
c) cosine and sine terms
d) dc and cosine terms
4. The Fourier series of a real periodic function has only (GATE-09)
P: cosine terms if it is even
Q: sine terms if it is even
a) P and S
b) P and R
c) Q and S
d) Q and R
5. The trigonometric Fourier series for an even function does not have the
(GATE-11)
a) the dc terms
b) cosine terms
c) sine terms
d) odd harmonics terms
6. The RMS value of a rectangular wave of period T , having a value of +V for a
duration, T1(<T)and –V for the duration, T-T1 = T2, equal (GATE-95)
a) V
b) (T1-T2)V/T
c) V/√2
d) T1*V/T2
7. A periodic signal x(t) of period T0 is given by (GATE-98)
1, |𝑡| < T1
𝑥(𝑡) = {
0, T1 < |𝑡| < T0 /2
The D.C. component of x (t) is
a) T1/T0
b) T1/(2T0)
c) 2T1/T0
d) T0/T1
8. Which of the following cannot be the Fourier series expansion of a periodic
signal? (GATE-02)
a) x(t)=2 cos t+3 cos 3t
b) x(t)=2 cos πt+7 cos t
c) x(t)=cos t+ 0.5
d) x(t)=2 cos 1.5π t+sin 3.5πt
9. The Fourier series expansion of a real periodic signal with fundamental
frequency f0 is given by, gp(t) =∑∞
𝑎=−∞ 𝑐𝑛𝑒
𝑗2𝜋𝑓0𝑡
.It is given that C3 = 3+j5 then,
C-3 is (GATE-03)
g) 5+j3
h) -3-j5
i) -5+j3
j) 3-j5
10. Choose the function f(t); -∞<t<+∞, for which a fourier series cannot be
defined. (GATE-05)
a) 3 sin(25t)
b) 4 cos (20t+3)+ 2 sin (10t)
c) exp(-|t|) sin (25t)
d) 1
11. A function is given by f(t) = sin2t+cos 2t, which of the following is true?
(GATE-09)
1
a) (T ) ∑∞
n=−∞ exp (−j2πnt/T0 )
0
1
b) (T ) ∑∞
n=−∞ exp (−jπnt/T0 )
0
1
c) (𝑇 ) ∑∞
𝑛=−∞ exp (𝑗𝜋𝑛𝑡/𝑇0 )
0
1
d) (𝑇 ) ∑∞
𝑛=−∞ exp (𝑗2𝜋𝑛𝑡/𝑇0 )
0
UNIT – III
Objective:
• To introduce the concepts of sampling of continuous time signlas.
• To introduce the concept of Fourier transform.
Outcomes:
Students will be able to
➢ Perform transformations on signals.
➢ Understand the concept of sampling.
Learning Material
➢ By the use of Fourier Series we can represent any periodic function f(t) over
the entire interval as a discrete sum of exponential functions.
f T (t ) = F
n = −
n e jntw0
2
Where w0 =
T
T
2
1
Fn =
T f
−T
T (t )e jntw0 dt ------------------------(2)
2
1
Then f T (t ) =
2
F (w
n = −
n ) w0 e jtwn ----------------------------------------(4)
➢ The discrete sum in equation (4) becomes the integral or the area under
this curve. The curve now is continuous function of w and is given by
F ( w)e jwt .
1
f (t ) =
2 −
F ( w)e jwt dw -----------------------------------(5)
Where F ( w) = f (t )e − jwt dt --------------------------------------(6)
−
➢ f(t) has a finite number of maxima and minima every finite interval.
Fourier transform of some useful functions:
Properties of continuous time Fourier transform:
1. Linearity property: If
𝑓(𝑡)𝐹(𝑤) then
𝑓(𝑡)𝐹(𝑤) then
𝑓(𝑡)𝐹(𝑤) then
𝑓(−𝑡)𝐹(−𝑤)
5. Time Scaling property: If
𝑓(𝑡)𝐹(𝑤) then
1 𝑤
𝑓(𝑎𝑡) |𝑎| 𝐹 ( 𝑎 )
𝑓(𝑡)𝐹(𝑤) then
𝑑
𝑓(𝑡)𝑗𝑤𝐹(𝑤)
𝑑𝑡
𝑓(𝑡)𝐹(𝑤) then
𝑡 𝐹(𝑤)
∫−∞ 𝑓(𝜏)𝑑𝜏 𝑗𝑊
+ 𝜋𝐹(0)𝛿(𝑤)
𝑓(𝑡)𝐹(𝑤) then
𝐹(𝑡)2𝜋𝑓(−𝑤)
𝑓(𝑡)𝐹(𝑤) then
1
𝑓(𝑡)𝑐𝑜𝑠𝑤𝑜 𝑡 2 [𝐹(𝑤 − 𝑤0 ) + 𝐹(𝑤 + 𝑤𝑜 )
F ( w) = F 2 (w − nw )
n = −
n 0
Sampling Theorem:
and
𝑤𝑇 1 𝑤
𝐻(𝑤) = 𝑇𝑠𝑖𝑛𝑐 ( ) = 2𝐵 𝑠𝑖𝑛𝑐(4𝐵)
2
= ∑𝑘 𝑓(𝑘𝑇)𝑠𝑖𝑛𝑐(2𝜋𝐵𝑡 − 𝑘𝜋)
Sampling techniques:
Impulse sampling:
➢ Impulse sampling can be performed by multiplying input signal x(t)
(t − nT )
with impulse train n = − of period 'T'. Here, the amplitude of
impulse changes with respect to amplitude of input signal x(t). The
output of sampler is given by
(t − nT )
y(t)= x(t) x n = −
Natural Sampling:
p(t − nT )
multiply input signal x(t) to pulse train n = − as shown
below
p(t − nT )
y(t)= x(t) x n = −
➢ The switch is timed to close only for the small duration of each
sampling pulse, during which time the capacitor charges up to a
voltage level equal to that of the input sample.
➢ When the switch is open , the capacitor retains the voltage level
until the next closure of the switch. Thus the sample-and-hold
circuit produces an output waveform that represents a staircase
interpolation of the original analog signal.
b) Sampled signal
UNIT-IV
LTI Systems: Signal Transmission through LTI Systems
Learning Objectives:
• To know the concept of LTI system
• To understand the filter characteristics of LTI system
• To understand the concept of Causality and Paley-Wiener Criterion for Physical
Realization
Learning outcomes:
After the completion of this chapter, student will be able to
• Define and classify systems
• Find the transfer function of a system
• Define the cutoff frequency of filter
• Design a physically realizable system
Syllabus: LTI Systems
Properties of systems, Linear Time Invariant (LTI) system, Response of LTI system-Convolution
Integral, Graphical interpretation; Properties of LTI system, Transfer function and Frequency
Response of LTI system.
Signal Transmission through LTI Systems: Filter characteristics of LTI Systems, distortion
less transmission through LTI system, Signal bandwidth, System bandwidth, Ideal LP, HPF and
BPF characteristics, Causality and Physical reliability- Paley-Wiener Criterion, Relationship
between bandwidth and rise-time.
System: A system may be define as “A set of components that are connected together to
perform the particular task”.
Example:
y(n) = x(-n)
then y(n, t) = T[x(n-t)] = x(-n-t)
and y(n-t) = x(-(n-t)) = x(-n + t)
∴ y(n, t) ≠ y(n-t). Hence, the system is time variant.
Liner Time variant (LTV) and Liner Time Invariant (LTI) Systems
✓ If a system is both liner and time variant, then it is called liner time variant (LTV)
system.
✓ If a system is both liner and time Invariant then that system is called liner time
invariant (LTI) system.
Cascade
For two systems connected in parallel, the impulse response is the sum of the impulse responses
Parallel
the output is
H(jɷ) =
The frequency response of and the impulse response of distortion less system is
Hence, Conditions for distortion less transmission of CT LTI system with transfer function H(jɷ)
is, its magnitude response and phase shift for all frequencies are
Frequency response for distortion less transmission through a linear time-invariant system
Objectives:
Syllabus:
Cross correlation and auto correlation of continuous time signals, relation
between convolution and correlation, properties of cross correlation and
autocorrelation, power density spectrum, relation between auto correlation
function and energy/power spectral density function.
Outcomes:
Concept of Convolution:
➢ Convolution is a mathematical operation which can be performing on two
signals 𝑥1 (𝑡) and 𝑥2 (𝑡) to produce a third signal which is typically viewed
as the modified version of one of the original signals.
➢ A convolution is an integral that express the overlap of one signal 𝑥2 (𝑡) as
it is shifted over another signal 𝑥1 (𝑡).
➢ Convolution of two signals 𝑥1 (𝑡) and 𝑥2 (𝑡) over a finite range [0 → t] can
be defined as
∞
[𝑥1 ∗ 𝑥2 ](𝑡) = ∫ 𝑥1 (𝑇) 𝑥2 (𝑡 − 𝑇)𝑑𝑇
_−∞
Here the symbol [𝑥1 ∗ 𝑥2 ](𝑡)denotes the convolution of 𝑥1 (𝑡) and𝑥2 (𝑡).
Convolution is
More often taken over an infinite range like,
∞
[𝑥1 ∗ 𝑥2 ](𝑡) = 𝑦(𝑡) = ∫ 𝑥1 (𝑇) 𝑥2 (𝑡 − 𝑇)𝑑𝑇
−∞
➢ The convolution of two discrete time signals 𝑥1 (𝑛) and 𝑥2 (𝑛) over an
infinite range can be defined as
∞
Convolution properties:
➢ Power signal: These are the signals with infinite energy, but with finite
average power.
➢ Average power: power dissipated by a voltage signal applied across 1
𝑇
1
ohm resistor. Mathematically P= lim ∫2𝑇 |𝑥(𝑡)|2 𝑑𝑡
𝑇
𝑡→∞ −
2
X (t) =∑∞
−∞ 𝐹𝑛𝑒 −jω0nt
𝑇 𝑇
1 1 2
P= 𝑇 ∫2𝑇 |𝑥(𝑡)|2 𝑑𝑡 = ∫ ∑∞ 𝐹 𝑒−jω0nt 𝑥 ∗ (𝑡)𝑑𝑡
𝑇 −𝑇 −∞ 𝑛
−
2 2
𝑇 𝑇
1 1
= ∑∞ 𝐹 ∫2𝑇 𝑥∗ (𝑡) 𝑒 −jω0nt 𝑑𝑡=∑∞ 2 ∗
−∞ 𝐹𝑛 𝑇 ∫ 𝑇 𝑥 (𝑡) 𝑒
−jω0nt
𝑑𝑡
𝑇 −∞ 𝑛 − −
2 2
=∑∞ ∞
−∞ |𝐹𝑛 𝐹𝑛|∗ = P=∑−∞ |𝐹𝑛 |
2
Correlation:
𝑇
1
Rxx(τ) or R(τ)= lim 𝑇 ∫2𝑇 𝑥(𝑡)𝑥 ∗ (𝑡 − 𝜏) 𝑑𝑡
𝑡→∞ −
2
∞
Rxx(τ) or R(τ)= ∫−∞ 𝑥(𝑡)𝑥 ∗ (𝑡 − 𝜏) 𝑑𝑡
R (τ) = R*(-τ)
F.T [R(τ)]=Ψ(ω)
∞
Ψ(ω)= ∫−∞ |R (τ) e−jωτdτ 𝑑𝑡
𝑇
1 2
R(τ)= ∫ 𝑥(𝑡
𝑇 −𝑇
+ 𝜏)𝑥 ∗ (𝑡) 𝑑𝑡
2
𝑇
1
For a period, Rxx(τ) or R(τ)= lim ∫2𝑇 𝑥(𝑡)𝑥 ∗ (𝑡 − 𝜏) 𝑑𝑡
𝑡→∞ 𝑇 − 2
𝑇
1 2
R*(-τ)= lim ∫ 𝑇 𝑥(𝑡 + 𝜏)𝑥 ∗ (𝑡) 𝑑𝑡 = R(τ)
𝑡→∞ 𝑇 − 2
R (τ) = R*(-τ)
➢ The value autocorrelation function of power signal is given at origin
gives average power of that signal, which is given as:
𝑇
1 2
R(0) = ∫ |𝑥(𝑡)|2 𝑑𝑡
𝑇0 −𝑇
=p
2
Proof:
𝑇
1 2
Rxy(τ) or R(τ)= ∫ 𝑥(𝑡)𝑥 ∗ (𝑡
𝑇0 −𝑇
− 𝜏) 𝑑𝑡 τ=0
2
𝑇
1 2
R(0)= ∫ 𝑥(𝑡)𝑥 ∗ (𝑡) 𝑑𝑡
𝑇0 −𝑇
2
𝑇
1
=𝑇0 ∫ |𝑥(𝑡)|2 𝑑𝑡 =p
2
𝑇
−
2
F.T [R(τ)]=S(ω)
Auto correlation function is a periodic R (τ) = R(τ+nT0),n=1,2,3,------
Cross Correlation Function:
Consider two signals x1(t) and x2(t). The cross correlation of these two
Signals Rxy(τ) is given by
∞
Rxy(τ) or R(τ) = ∫−∞ 𝑥(𝑡)𝑦 ∗ (𝑡 − 𝜏) 𝑑𝑡
∞
= ∫−∞ 𝑥(𝑡 + 𝜏)𝑦 ∗ (𝑡) 𝑑𝑡
∞
∫−∞ 𝑥(𝑡)𝑦 ∗ (𝑡) 𝑑𝑡=0
Rxy(0) =0
Then the signals x(t) and y(t) are called orthogonal signals. Then the
Cross correlation for
∞
Orthogonal signals expressed as Rxy(τ) or R(τ)= ∫−∞ 𝑦(𝑡)𝑥 ∗ (𝑡 − 𝜏) 𝑑𝑡
Rxy(τ) = R*yx(τ)
➢ Cross-correlation is not a commutative Rxy (τ) ≠ Rxy(τ)
𝑇
1 2
If Rxy (0)=0, Rxy(τ) or R(τ)= ∫ 𝑥(𝑡)𝑦 ∗ (𝑡) 𝑑𝑡
𝑇0 −𝑇
=0
2
Then the signals x(t) and y(t) are called orthogonal Signals.
➢ In correlation, physical time ’t’ plays the role of a dummy variable and it
disappears after solving the integral. But in convolution , delay
parameter, τ plays the roles of a dummy variable.
➢ Correlation Rxy(τ) is a function of the delay parameter τ, where as convolution
is a function of time.
➢ Correlation can be obtained by convolving x(-t) and y*(t)
➢ auto correlation function R (τ) of an energy signal and its ESD, Ψ(f)
forms a FT pair,
R (τ) Ψ(f)
∞ ∞
Rxx(τ) or R(τ)= ∫−∞ 𝑋(𝑓)𝑥 ∗ (𝑓)𝑒 𝑗ω𝑡 𝑑𝑡=∫−∞ |𝑥(𝑓)|2 𝑒 𝑗ωτ 𝑑𝑓
F-1=[|F(f)|2]
|F(f)|2 = Ψ(f)
∞ 2 𝑗𝑛ω0τ −𝑗ωτ
F[R(τ)]= ∫−∞ [∑∞
−∞ |𝑋𝑛 | 𝑒 ]𝑒 dτ
∞ −𝑗τ(ω−𝑗𝑛ω0)
F[R(τ)] = ∑∞ 2 ∞
−∞ |𝑋𝑛 | ∫−∞ [∑−∞ 𝑒 d τ =2π ∑∞
−∞ |𝑋𝑛 | δ(ω − 𝑗𝑛ω0)
2
=∑∞
−∞ |𝑋𝑛 | δ(f − 𝑗𝑛f0)
2
[R(τ)]= F-1[S(f)]
So R (τ) S(f)
UNIT VI
Learning Objectives:
The Laplace transform of a functionf (t), defined for all real numbers t ≥ 0, is the function F(s),
which is a unilateral transform defined by
L[ x(t )] = X ( s) = x(t )e − st dt ( s = + j )
0
Region of convergence:
The range variation of σ for which the Laplace transform converges is called region of
convergence.
Consider the proper partial fractions for the above expression * Summary of Partial–Fraction
Expansion
(1) Expansion Structure:
Simple Roots (including complex conjugate)
=> A j could be complex.
s − j
ramp
parabola
tn
(n is integer)
exponential
time
multiplied
exponential
Asymptotic
exponential
double
exponential
asymptotic
double
exponential
asymptotic
critically
damped
sine
cosine
decaying
sine
decaying
cosine