ELE 301: Signals and Systems: Prof. Paul Cuff

Lecture 2 ELE 301: Signals and Systems
Prof. Paul Cu
Princeton University
Fall 2011-12
Cu (Lecture 2)
ELE 301: Signals and Systems
Fall 2011-12
1 / 70
Models of Continuous Time Signals

Todays topics: Signals
Sinuoidal signals Exponential signals Complex exponential signals Unit step and unit ramp Impulse functions
Systems
Memory Invertibility Causality Stability Time invariance Linearity
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Fall 2011-12
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Sinusoidal Signals
A sinusoidal signal is of the form x(t) = cos(t + ). where the radian frequency is , which has the units of radians/s. Also very commonly written as x(t) = A cos(2ft + ). where f is the frequency in Hertz. We will often refer to as the frequency, but it must be kept in mind that it is really the radian frequency, and the frequency is actually f .
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Fall 2011-12
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The period of the sinuoid is T = with the units of seconds. The phase or phase angle of the signal is , given in radians.
cos(t) cos(t )
1 2 = f
-2T
-T
2T
-2T
-T
2T
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Fall 2011-12
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Complex Sinusoids
The Euler relation denes e j = cos + j sin . A complex sinusoid is Ae j(t+) = A cos(t + ) + jA sin(t + ).
e jt
-2T
-T
2T
Real sinusoid can be represented as the real part of a complex sinusoid {Ae j(t+) } = A cos(t + )
Cu (Lecture 2) ELE 301: Signals and Systems Fall 2011-12 5 / 70
Exponential Signals
An exponential signal is given by x(t) = e t If < 0 this is exponential decay. If > 0 this is exponential growth.
2 1 -2 -1 0
et
1 2
1 -2 -1 0 1
et
2
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Fall 2011-12
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Damped or Growing Sinusoids

A damped or growing sinusoid is given by x(t) = e t cos(t + ) Exponential growth ( > 0) or decay ( < 0), modulated by a sinusoid.
et cos(t) <0
-2T -T 0 T 2T t
et cos(t) >0
-2T -T 0 T 2T t
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Fall 2011-12
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Complex Exponential Signals

A complex exponential signal is given by e (+j)t+j = e t (cos(t + ) + i sin(t + )) A exponential growth or decay, modulated by a complex sinusoid. Includes all of the previous signals as special cases.
e(+ j)t <0
-2T -T 0 T 2T t
e(+ j)t >0

-2T -T 0 T 2T t
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Fall 2011-12
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Complex Plane
Each complex frequency s = + j corresponds to a position in the complex plane.
j
Left Half Plane Right Half Plane
<0
>0
Decreasing Signals
Increasing Signals
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Fall 2011-12
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Demonstration
Take a look at complex exponentials in 3-dimensions by using TheComplexExponential at demonstrations.wolfram.com
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Unit Step Functions

The unit step function u(t) is dened as u(t) = 1, t 0 0, t < 0
Also known as the Heaviside step function. Alternate denitions of value exactly at zero, such as 1/2.
u(t) 0 1 2 t
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Uses for the unit step: Extracting part of another signal. For example, the piecewise-dened signal e t , t 0 x(t) = 0, t < 0 can be written as x(t) = u(t)e t
2 1 -2 -1 0 2
et
1 2
1 -2 -1 0
u(t)et
1 2
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Fall 2011-12
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Combinations of unit steps to create other signals. The oset rectangular signal 0, t 1 1, 0 t < 1 x(t) = 0, t < 0 can be written as x(t) = u(t) u(t 1).
1
1 u(t 1)
u(t) 0 1 2 t
1
u(t) u(t 1) 0 1 2 t
2 t
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Unit Rectangle
Unit rectangle signal: rect(t) = 1 0 if |t| 1/2 otherwise.
rect(t)
t
-1/2
1/2
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Fall 2011-12
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Unit Ramp
The unit ramp is dened as r (t) = t, t 0 0, t < 0
The unit ramp is the integral of the unit step,

t
r (t) =
u( )d
2 1 2
Cu (Lecture 2)
r(t)
2 t
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Unit Triangle
Unit Triangle Signal (t) = 1 |t| 0 if |t| < 1 otherwise.
(t)
-1 0 1 t
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More Complex Signals

Many more interesting signals can be made up by combining these elements. Example: Pulsed Doppler RF Waveform (well talk about this later!)
A
0
cos(t)
-2T
-T
2T
RF cosine gated on for s, repeated every T s, for a total of N pulses.
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Fall 2011-12
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Start with a simple rect(t) pulse

1 1 1/2 0 1/2 rect(t) 1
Scale to the correct duration and amplitude for one subpulse

A
-2T -T 0
A rect(t/)
T 2T
Combine shifted replicas

2
A
-2T -T 0
n=2
A rect((t nT )/)
T 2T
This is the envelope of the signal.

Then multiply by the RF carrier, shown below

cos(t)
1
0
-2T
-T
2T
to produce the pulsed Doppler waveform

2 n=2
A rect((t nT )/) cos(t)
A
0
-2T
-T
2T
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Fall 2011-12
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Impulsive signals
(Diracs) delta function or impulse is an idealization of a signal that is very large near t = 0 is very small away from t = 0 has integral 1 for example:
1/
t
1/
the exact shape of the function doesnt matter is small (which depends on context)
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On plots is shown as a solid arrow:
(t) 1 0
t + 1 + (t) 1
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Delta function is not a function
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Formal properties
Formally we dene by the property that
f (t)(t) dt = f (0)
provided f is continuous at t = 0 idea: acts over a time interval very small, over which f (t) f (0) (t) is not really dened for any t, only its behavior in an integral. Conceptually (t) = 0 for t = 0, innite at t = 0, but this doesnt make sense mathematically.
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Example: Model (t) as gn (t) = n rect(nt) as n . This has an area (n)(1/n) = 1. If f (t) is continuous at t = 0, then

f (t)(t) dt = lim
f (t)gn (t) dt = f (0)
gn (t) dt = f (0)
gn(t) 1 1 0 gn(t) f (t) g2(t) g1(t) 1
f (0) 1
Cu (Lecture 2)
t
1
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Scaled impulses
(t) is an impulse at time T , with magnitude or strength We have
(t)f (t) dt = f (0)
provided f is continuous at 0 On plots: write area next to the arrow, e.g., for 2(t),
PSfrag replacements
2 t
0
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Fall 2011-12
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Multiplication of a Function by an Impulse

Consider a function (x) multiplied by an impulse (t), (t)(t) If (t) is continuous at t = 0, can this be simplied? Substitute into the formal denition with a continuous f (t) and evaluate,

f (t) [(t)(t)] dt =

[f (t)(t)] (t) dt
= f (0)(0) Hence (t)(t) = (0)(t) is a scaled impulse, with strength (0).

Sifting property
The signal x(t) = (t T ) is an impulse function with impulse at t = T. For f continuous at t = T ,

f (t)(t T ) dt = f (T )
Multiplying by a function f (t) by an impulse at time T and integrating, extracts the value of f (T ). This will be important in modeling sampling later in the course.
Cu (Lecture 2)
Fall 2011-12
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Limits of Integration
The integral of a is non-zero only if it is in the integration interval: If a < 0 and b > 0 then
b
(t) dt = 1
a
because the is within the limits. If a > 0 or b < 0, and a < b then
b
(t) dt = 0
a
because the is outside the integration interval. Ambiguous if a = 0 or b = 0
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Fall 2011-12
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Our convention: to avoid confusion we use limits such as a or b+ to denote whether we include the impulse or not.
0+
(t) dt = 0,
0+ 0
(t) dt = 1,
1
(t) dt = 0,
1
(t) dt = 1
example:
3 2
f (t)(2 + (t + 1) 3(t 1) + 2(t + 3)) dt

3 3 3
= 2
2
f (t) dt +
2 3
f (t)(t + 1) dt 3
f (t)(t 1) dt
+2
2 3
f (t)(t + 3)) dt f (t) dt + f (1) 3f (1)

ELE 301: Signals and Systems Fall 2011-12 29 / 70
= 2
2
Cu (Lecture 2)
Physical interpretation
Impulse functions are used to model physical signals that act over short time intervals whose eect depends on integral of signal example: hammer blow, or bat hitting ball, at t = 2 force f acts on mass m between t = 1.999 sec and t = 2.001 sec
2.001 1.999 f (t)
blow induces change in velocity of v (2.001) v (1.999) =
dt = I (mechanical impulse, N sec) 1 m

2.001
f ( ) d = I /m
1.999
For most applications, model force as impulse at t = 2, with magnitude I .
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Fall 2011-12
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example: rapid charging of capacitor
t =0 1F
+
1V +
v(t)
assuming v (0) = 0, what is v (t), i(t) for t > 0? i(t) is very large, for a very short time a unit charge is transferred to the capacitor almost instantaneously v (t) increases to v (t) = 1 almost instantaneously To calculate i, v , we need a more detailed model.
For example, assume the current delivered by the source is limited: if v (t) < 1, the source acts as a current source i(t) = Imax
i +
IMAX
i(t) =
1F
dv (t) = Imax , dt
v(t)
v (0) = 0
v(t)
IMAX i(t)
0
As Imax , i approaches an impulse, v approaches a unit step

In conclusion, large current i acts over very short time between t = 0 and total charge transfer is
0
i(t) dt = 1
resulting change in v (t) is v ( ) v (0) = 1 can approximate i as impulse at t = 0 with magnitude 1
Modeling current as impulse obscures details of current signal obscures details of voltage change during the rapid charging preserves total change in charge, voltage is reasonable model for time scales
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Fall 2011-12
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Integrals of impulsive functions

Integral of a function with impulses has jump at each impulse, equal to the magnitude of impulse
t
example: x(t) = 1 + (t 1) 2(t 2); dene y (t) =
x( ) d
0
2 1 0
x(t)
2 1
y(t)
2 -2
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Fall 2011-12
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Derivatives of discontinuous functions

Conversely, derivative of function with discontinuities has impulse at each jump in function Derivative of unit step function u(t) is (t) Signal y of previous page y (t) = 1 + (t 1) 2(t 2)
2 1 0 1 2
y(t)
2 1
x(t)
2 -2
Cu (Lecture 2)
Fall 2011-12
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Derivatives of impulse functions

Integration by parts suggests we dene

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

(t)f (t) dt = f (0)
provided f continuous at t = 0 is called doublet , , etc. are called higher-order impulses Similar rules for higher-order impulses:
(k) (t)f (t) dt = (1)k f (k) (0)
if f (k) continuous at t = 0
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Fall 2011-12
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interpretation of doublet : take two impulses with magnitude 1/ , a distance apart, and let 0
1/ t = t =0 1/
Then
f (t)
(t) 0
(t )
dt =
f (0) f ( )
converges to f (0) if
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Fall 2011-12
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Caveat
(t) is not a signal or function in the ordinary sense, it only makes mathematical sense when inside an integral sign We manipulate impulsive functions as if they were real functions, which they arent It is safe to use impulsive functions in expressions like

f (t)(t T ) dt,
f (t) (t T ) dt
provided f (resp, f ) is continuous at t = T . Some innocent looking expressions dont make any sense at all (e.g., (t)2 or (t 2 ))
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Fall 2011-12
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Break
Talk about Oce hours and coming to the rst lab.
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Systems
A system transforms input signals into output signals. A system is a function mapping input signals into output signals. We will concentrate on systems with one input and one output i.e. single-input, single-output (SISO) systems. Notation:
y = Sx or y = S(x), meaning the system S acts on an input signal x to produce output signal y . y = Sx does not (in general) mean multiplication!
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Fall 2011-12
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Block diagrams
Systems often denoted by block diagram:
x y
Lines with arrows denote signals (not wires). Boxes denote systems; arrows show inputs & outputs. Special symbols for some systems.
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Fall 2011-12
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Examples
(with input signal x and output signal y ) Scaling system: y (t) = ax(t) Called an amplier if |a| > 1. Called an attenuator if |a| < 1. Called inverting if a < 0. a is called the gain or scale factor. Sometimes denoted by triangle or circle in block diagram:
y a
y a
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Fall 2011-12
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Dierentiator: y (t) = x (t)

x
d dt
Integrator: y (t) =
a
x( ) d (a is often 0 or )
Common notation for integrator:

x
Z
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time shift system: y (t) = x(t T ) called a delay system if T > 0 called a predictor system if T < 0
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convolution system: y (t) = x(t )h( ) d,
where h is a given function (youll be hearing much more about this!)
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Examples with multiple inputs

Inputs x1 (t), x2 (t), and Output y (t))
x1
summing system: y (t) = x1 (t) + x2 (t)
x2 x1 +
+
+
dierence system: y (t) = x1 (t) x2 (t)
x2 x1
multiplier system: y (t) = x1 (t)x2 (t)
x2
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Fall 2011-12
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Interconnection of Systems
We can interconnect systems to form new systems, cascade (or series): y = G (F (x)) = GFx
x F G
(note that block diagrams and algebra are reversed) sum (or parallel): y = Fx + Gx
F x G
+
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Fall 2011-12
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feedback: y = F (x Gy )
+ -
F G
In general, Block diagrams are a symbolic way to describe a connection of systems. We can just as well write out the equations relating the signals. We can go back and forth between the system block diagram and the system equations.
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Fall 2011-12
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Example: Integrator with feedback

x
Z
+ -
Input to integrator is x ay , so
t
Another useful method: the input to an integrator is the derivative of its output, so we have x ay = y (of course, same as above)
(x( ) ay ( )) d = y (t)
Linearity
A system F is linear if the following two properties hold:
1
homogeneity: if x is any signal and a is any scalar, F (ax) = aF (x)
superposition: if x and x are any two signals, F (x + x ) = F (x) + F () x
In words, linearity means: Scaling before or after the system is the same. Summing before or after the system is the same.
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Linearity means the following pairs of block diagrams are equivalent, i.e., have the same output for any input(s)
x1
y
x2
x1
y
x2
F
+
Examples of linear systems: scaling system, dierentiator, integrator, running average, time shift, convolution, modulator, sampler. Examples of nonlinear systems: sign detector, multiplier (sometimes), comparator, quantizer, adaptive lter
Multiplier as a modulator, y (t) = x(t) cos(2ft), is linear.

x
+
cos(2 f t)
Multiplier as a squaring system, y (t) = x 2 (t) is nonlinear.
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Fall 2011-12
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System Memory
A system is memoryless if the output depends only on the present input.

Ideal amplier Ideal gear, transmission, or lever in a mechanical system
A system with memory has an output signal that depends on inputs in the past or future.
Energy storage circuit elements such as capacitors and inductors Springs or moving masses in mechanical systems
A causal system has an output that depends only on past or present inputs.
Any real physical circuit, or mechanical system.
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Fall 2011-12
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Time-Invariance
A system is time-invariant if a time shift in the input produces the same time shift in the output. For a system F , y (t) = Fx(t) implies that y (t ) = Fx(t ) for any time shift .
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Implies that delay and the system F commute. These block diagrams are equivalent:
Delay by
Delay by
Time invariance is an important system property. It greatly simplies the analysis of systems.
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System Stability
Stability important for most engineering applications. Many denitions If a bounded input |x(t)| Mx < always results in a bounded output |y (t)| My < , where Mx and My are nite positive numbers, the system is Bounded Input Bounded Output (BIBO) stable.
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Example: Cruise control, from introduction,

requested error speed + k x + - e
gas
H
Car
speed
The output y is y = H(k(x y )) Well see later that this system can become unstable if k is too large (depending on H) Positive error adds gas Delay car velocity change, speed overshoots Negative error cuts gas o Delay in velocity change, speed undershoots Repeat!
System Invertibility
A system is invertible if the input signal can be recovered from the output signal. If F is an invertible system, and y = Fx then there is an inverse system F INV such that x = F INV y = F INV Fx so F INV F = I , the identity operator.
F INV
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Example: Multipath echo cancelation

Transmitter Direct Path Receiver
Reected Path
x(t) x(t)
Input Output
y(t) y(t)
Important problem in communications, radar, radio, cell phones.

Generally there will be multiple echoes. Multipath can be described by a system y = Fx If we transmit an impulse, we receive multiple delayed impulses. One transmitted message gives multiple overlapping messages We want to nd a system F INV that takes the multipath corrupted signal y and recovers x F INV y = F INV (Fx) = (F INV F ) x = x Often possible if we allow a delay in the output.
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Example: AM Radio Transmitter and receiver
m(t)
+
A
Propagation
[A + m(t)] cos(ct)
||
Receiver
2 h(t) A + m(t)
cos(ct)
Transmitter
Multiple input systems Linear and non-linear systems
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Fall 2011-12
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Systems Described by Dierential Equations

Many systems are described by a linear constant coecient ordinary dierential equation (LCCODE): an y (n) (t) + + a1 y (t) + a0 y (t) = bm x (m) (t) + + b1 x (t) + b0 x(t) with given initial conditions y (n1) (0), (which xes y (t), given x(t)) n is called the order of the system b0 , . . . , bm , a0 , . . . , an are the coecients of the system ... , y (0), y (0)
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This is important because LCCODE systems are linear when initial conditions are all zero. Many systems can be described this way If we can describe a system this way, we know it is linear Note that an LCCODE gives an implicit description of a system. It describes how x(t), y (t), and their derivatives interrelate It doesnt give you an explicit solution for y (t) in terms of x(t) Soon well be able to explicitly express y (t) in terms of x(t)
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Examples
Simple examples scaling system (a0 = 1, b0 = a) y = ax integrator (a1 = 1, b0 = 1) y =x dierentiator (a0 = 1, b1 = 1) y =x integrator with feedback (a few slides back, a1 = 1, a0 = a, b0 = 1) y + ay = x
2nd Order Circuit Example

i L R C + y(t)
x(t) +
By Kirchos voltage law
x Li Ri y = 0 Using i = Cy , x LCy RCy y = 0 or LCy + RCy + y = x which is an LCCODE. This is a linear system.
Mechanical System
Mass (car body)
Output (car height)
Springs
Damper (Shock Absorbers)
Input (Road)
This can represent suspension system, or building during earthquake, . . .
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y m
b x
x(t) is displacement of base; y (t) is displacement of mass spring force is k(x y ); damping force is b(x y ) Newtons equation is my = b(x y ) + k(x y ) Rewrite as second-order LCCODE my + by + ky = bx + kx This is a linear system.
Discrete-Time Systems
Many of the same block diagram elements Scaling and delay blocks common The system equations are dierence equations a0 y [n] + a1 y [n 1] + . . . = b0 x[n] + b1 x[n 1] + . . . where x[n] is the input, and y [n] is the output.
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Discrete-Time System Example

x[n]
+
+ -
Delay by T
y[n]
The input into the delay is e[n] = x[n] ay [n] The output is y [n] = e[n 1], so y [n] = x[n 1] ay [n 1].
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Questions
Are these systems linear? Time invariant? y (t) = x(t)
y (t) = x(t)z(t), where z(t) is a known function y (t) = x(at) y (t) = 0 y (t) = x(T t) A linear system F has an inverse system F inv . Is F inv linear?
Cu (Lecture 2)
Fall 2011-12
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Lecture 2 ELE 301: Signals and Systems

ELE 301: Signals and Systems

Models of Continuous Time Signals

ELE 301: Signals and Systems

ELE 301: Signals and Systems

ELE 301: Signals and Systems

ELE 301: Signals and Systems

Damped or Growing Sinusoids

ELE 301: Signals and Systems

Complex Exponential Signals

e(+ j)t >0

ELE 301: Signals and Systems

ELE 301: Signals and Systems

Take a look at complex exponentials in 3-dimensions by using TheComplexExponential at demonstrations.wolfram.com

ELE 301: Signals and Systems

Unit Step Functions

ELE 301: Signals and Systems

ELE 301: Signals and Systems

ELE 301: Signals and Systems

ELE 301: Signals and Systems

The unit ramp is the integral of the unit step,

ELE 301: Signals and Systems

Unit Triangle Signal (t) = 1 |t| 0 if |t| < 1 otherwise.

ELE 301: Signals and Systems

More Complex Signals

RF cosine gated on for s, repeated every T s, for a total of N pulses.

ELE 301: Signals and Systems

Start with a simple rect(t) pulse

Scale to the correct duration and amplitude for one subpulse

Combine shifted replicas

This is the envelope of the signal.

Then multiply by the RF carrier, shown below

to produce the pulsed Doppler waveform

A rect((t nT )/) cos(t)

ELE 301: Signals and Systems

ELE 301: Signals and Systems

On plots is shown as a solid arrow:

ELE 301: Signals and Systems

Delta function is not a function

ELE 301: Signals and Systems

Formally we dene by the property that

ELE 301: Signals and Systems

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

gn(t) 1 1 0 gn(t) f (t) g2(t) g1(t) 1

ELE 301: Signals and Systems

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

Multiplication of a Function by an Impulse

= f (0)(0) Hence (t)(t) = (0)(t) is a scaled impulse, with strength (0).

The signal x(t) = (t T ) is an impulse function with impulse at t = T. For f continuous at t = T ,

ELE 301: Signals and Systems

because the is outside the integration interval. Ambiguous if a = 0 or b = 0

ELE 301: Signals and Systems

f (t)(2 + (t + 1) 3(t 1) + 2(t + 3)) dt

f (t)(t + 3)) dt f (t) dt + f (1) 3f (1)

blow induces change in velocity of v (2.001) v (1.999) =

dt = I (mechanical impulse, N sec) 1 m

For most applications, model force as impulse at t = 2, with magnitude I .

ELE 301: Signals and Systems

example: rapid charging of capacitor

As Imax , i approaches an impulse, v approaches a unit step

resulting change in v (t) is v ( ) v (0) = 1 can approximate i as impulse at t = 0 with magnitude 1

ELE 301: Signals and Systems