ENEE 3530 – C&D SnS

Chapter 3

ENEE 3530
Continuous and Discrete Signals and System Analysis

Dr. Alsamman 1
 ENEE 3530 – C&D SnS

LTIC Systems
❖ Linear
➢ Scaling: x → y; ax → ay
➢ Summation: y(x1+x2+…+x3) = y(x1) + y(x2) + … + y(x3)
➢ Linear systems: derivatives, integrals
➢ Non-linear systems: logarithmic, power
❖ Time-Invariant
➢ Shift: x(t) → y(t); x(t-a) → y(t-a)
➢ Time variant signals: time-scaled

Dr. Alsamman 2
 ENEE 3530 – C&D SnS

LTIC Systems
❖ Input and output follow a differential equation
𝑑𝑛 𝑦 𝑑𝑛−1 𝑦 𝑑𝑦
+ 𝑎𝑛−1 𝑛−1 + ⋯ + 𝑎1 + 𝑎0 𝑦
𝑑𝑡 𝑛 𝑑𝑡 𝑑𝑡
=
𝑑𝑚 𝑥 𝑑𝑚−1 𝑥 𝑑𝑥
𝑚
+ 𝑏𝑚−1 𝑚−1 + ⋯ + 𝑏1 + 𝑏0 𝑥
𝑑𝑡 𝑑𝑡 𝑑𝑡
➢ Time-invariant a and b coefficients are constants
➢ Let 𝐷𝑛 = 𝑑 𝑛 /𝑑𝑡 𝑛 :

𝐷 𝑛 𝑦 + 𝑎𝑛−1 𝐷 𝑛−1 𝑦 + ⋯ + 𝑎2 𝐷 2 𝑦 + 𝑎1 𝐷𝑦 + 𝑎0 𝑦 =
𝐷 𝑚 𝑥 + 𝑏𝑚−1 𝐷𝑚−1 𝑥 + ⋯ + 𝑏2 𝐷2 𝑥 + 𝑏1 𝐷𝑥 + 𝑏0 𝑥

𝐷𝑛 + 𝑎𝑛−1 𝐷 𝑛−1 + ⋯ + 𝑎1 𝐷 + 𝑎0 𝑦 =
(𝐷𝑚 + 𝑏𝑚−1 𝐷 𝑚−1 + ⋯ + 𝑏1 𝐷 + 𝑏0 )𝑥
𝑄(𝐷)𝑦 = 𝑃(𝐷)𝑥
Dr. Alsamman 3
 ENEE 3530 – C&D SnS

Example: RLC Circuit

❖ Determine coefficients an and bm

Dr. Alsamman 4
 ENEE 3530 – C&D SnS

Impulse Response
❖ The output when a unit impulse d(t) is applied at the input
d(t) → h(t)
❖ LTI: ad(t – t0) → ah(t – t0)

❖ For y(t) = F{x(t)}, to find impulse response :

➢ Replace x(t) with d(t)

❖ Example: Find impulse response of

➢ y(t) = x(t−1) + 2x(t−3)
➢ Dy(t) + 4y(t) = 2x(t); D = d/dt

Dr. Alsamman 5
 ENEE 3530 – C&D SnS

Theorem 3.1

Dr. Alsamman 6
 ENEE 3530 – C&D SnS

0.4

0.35

0.3

0.25

0.2

0.15

0.1

0.05

0 t
-2 -1 0 1 2 3 4 5 6 7 8 9

Dr. Alsamman 7
 ENEE 3530 – C&D SnS

IR and Convolution
❖ Impulse response gives us an understanding of the system behavior (aka
transfer function) based on a simple input
❖ All signals x(t) can be viewed constructed from impulse
∞

𝑥 𝑡 = ෍ 𝑥 𝜏Δ 𝛿Δ 𝑡 − 𝜏Δ Δ
𝜏=−∞
d(t) x(t)
1/

t t
0  -5 -3 - 0  3 5 7
(a) (b)
∞
Δ → 0: 𝑥 𝑡 = න 𝑥 𝜏 𝛿 𝑡 − 𝜏 𝑑𝜏
𝜏=−∞
Dr. Alsamman 8
 ENEE 3530 – C&D SnS

Convolution
❖ Convolution of x(t) and y(t) is defined as
∞
𝑥 𝑡 ∗ 𝑦 𝑡 = න 𝑥 𝜏 𝑦 𝑡 − 𝜏 𝑑𝜏
−∞
➢ y(t-t) effectively does what?
➢ x(t)y(t-t) does what?
➢ Integral does what?

Dr. Alsamman 9
 ENEE 3530 – C&D SnS

Examples
x(t)
d(t )
1 1
e-tu(t)
∗
t t
0

x(t) h(t)
2.0
1.5 ∗
t t
-2 0 3 -1 0 2

x(t) h(t)
1
e-tu(t) ∗ 1
(-t)

t t
0 0 1

Dr. Alsamman 10
 ENEE 3530 – C&D SnS

Convolution and IR
❖ LTIC: 𝑥 𝑡 →𝑦 𝑡
❖ IR: 𝛿 𝑡 →ℎ 𝑡
❖ Problem: d(t) can’t exist in physical world
❖ Convolution:
➢ Use as input:
∞
𝑥 𝑡 ∗ 𝛿 𝑡 = න 𝑥 𝜏 𝛿 𝑡 − 𝜏 𝑑𝜏
−∞
➢ Breaks the input into an infinite train of pulse
➢ LTIC:
෍ 𝑥(𝑛)𝛿 𝑡 − 𝑛 → ෍ 𝑥𝑛 ℎ 𝑡 − 𝑛
𝑛 𝑛
➢ As an integral:
𝑥 𝑡 ∗𝛿 𝑡 =𝑥 𝑡 ∗ℎ 𝑡

Dr. Alsamman 11
 ENEE 3530 – C&D SnS

Properties of Convolution
❖ Delta: f∗d=f
❖ Associative: f1 ∗ (f2 ∗ f3) = (f1 ∗ f2) ∗ f3
❖ Commutative: f1 ∗ f2 = f2 ∗ f1
❖ Distributive: f1 ∗ (f2 + f3) = f1 ∗ f2 + f1 ∗ f3
❖ Multilinear: a(f1 ∗ f2) = (af1) ∗ f2 = f1 ∗ (af2)
❖ Conjugal: conj(f1 ∗ f2) = conj(f1) ∗ conj(f2)
❖ Time shift: shift(f1 ∗ f2) = shift(f1) ∗ f2 = f1 ∗ shift(f2)
❖ Differentiation: D(f1 ∗ f2) = D(f1) ∗ f2 = f1 ∗ D(f2)
❖ Width/Duration: Duration(f1∗f2) = Duration(f1) + Duration(f2)

Dr. Alsamman 12
 ENEE 3530 – C&D SnS

Steps for Graphical Convolution

1. Re-Write the signals as functions of t: x(t) and h(t)

x(t) h(t)
2.0
1.5

t t
-2 0 3 -1 0 2

Dr. Alsamman 13
 ENEE 3530 – C&D SnS

Steps for Graphical Convolution

2. Flip h(-t) around y-axis
➢ You can pick any of the two signals
➢ Best to flip the signal with shorter duration
➢ When flipping make note of where 0 is and L,R edges
➢ Location of the 0 is the center of the signal
h(t)
2.0

t
-1 0 2

h(-t)
2.0

t
-2 0 1

Dr. Alsamman 14
 ENEE 3530 – C&D SnS

Steps for Graphical Convolution

3. Determine when the center, edges of h(t)
➢ Center: at t
▪ where the y axis used to be
➢ Left edge: t – n
➢ Right edge: t + n

2.0

t
t-2 t t+1

Dr. Alsamman 15
 ENEE 3530 – C&D SnS

Steps for Graphical Convolution

3. Determine when the edges of the 2 signals touch
➢ Imagine the signal is moving from -∞
➢ Locate the center of h(-t) at that point
x(t)
2.0
1.5

t
h -2 0 3

x(t)
2.0
1.5

t
h -2 0 3

x(t)
2.0
1.5

t
-3 -2 0 3

Dr. Alsamman 16
 ENEE 3530 – C&D SnS

Steps for Graphical Convolution

4. Find the corresponding area
➢ If x,h are time limited: area will start at 0, then increase
➢ When h(-t) is fully included in the time duration of x(t) the
area will reach a max
➢ If x,h are time limited: area decrease to 0 after max
➢ Area is calculated by
▪ multiplying x, h ; integrate

x(t) x(t)
2.0 2.0
1.5 1.5

t t
-3 -2 0 3 -2 0 3

x(t) x(t)
2.0 2.0
1.5
1.5

t t
-2 0 3 -2 0 2 3
Dr. Alsamman 17
 ENEE 3530 – C&D SnS

x(t)
2.0
1.5

t
-3 -2 0 3

x(t)
2.0
1.5 Area = 2x1.5x1=3

t
-2 -1 0 3

x(t)
2.0
1.5 Area = 2x1.5x3=9

t
-2 0 1 3

x(t)
2.0
Area = 2x1.5x3=9
1.5

t
-2 0 2 3
Dr. Alsamman 18
 ENEE 3530 – C&D SnS

x(t)
2.0 Area = 2x1.5x3=9
1.5

t
-2 0 2 3

x(t)
2.0
1.5 Area = 2x1.5x2=6

t
-2 0 1 3 4

x(t) 2.0
1.5

t
-2 0 3 5 4

x(t) 2.0
1.5

t
-2 0 3 6 8 9

Dr. Alsamman 19
 ENEE 3530 – C&D SnS

Steps for Mathematical Convolution

1. Select a signal to be h(t), then convert it to h(-t)
➢ Pick the signal with the smallest time bound
➢ Replace t in the equation by -t
2. Determine the boundaries for each signal
➢ Case1: One signal is bounded, other infinite
▪ Lx = -, Rx = , Lh = t-l, Rh = t+r
➢ Case2: Both signals are bounded
▪ Lx=tl, Rx= tr, Lh = t-l, Rh = t+r
➢ Case3: Both signals exist over infinity
▪ Lx= -, Rx= , Lh = -, Rh = 
➢ Case4: One/both of the signals is bounded on one end
▪ Combination of the above cases
3. Integrate over shared area

Dr. Alsamman 20
 ENEE 3530 – C&D SnS

Steps for Mathematical Convolution

3. Integrate over shared area
➢ Area1: Rh < t < Lx, or Rx < t < Lx :0
𝑅
➢ Area2: Lx < t < Rh : ‫ 𝐿׬‬ℎ 𝑥ℎ 𝑑𝜏
𝑥
𝑅
➢ Area3: Lh < t < Rh : ‫ 𝐿׬‬ℎ 𝑥ℎ 𝑑𝜏
ℎ
𝑅
➢ Area4: Lh < t < Rx : ‫𝑥 𝑥 𝐿׬‬ℎ 𝑑𝜏
ℎ

➢ Some of these areas may not exist if boundary was 

Dr. Alsamman 21
 ENEE 3530 – C&D SnS

Convolution Example1
𝑥 𝑡 = 2 𝑓𝑜𝑟 − 2 ≤ 𝑡 ≤ 3, 0 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒 ℎ 𝑡 = 1.5 𝑓𝑜𝑟 − 1 ≤ 𝑡 ≤ 2
1.
ℎ −𝜏 = 1.5 𝑓𝑜𝑟 − 1 ≤ −𝜏 ≤ 2 ⇒ −2 ≤ 𝜏 ≤ 1

2.
𝐿𝑥 = −2, 𝑅𝑥 = 3; 𝐿ℎ = 𝑡 − 2, 𝑅ℎ = 𝑡 + 1

3.
𝐿𝑥
𝑅ℎ ≤ 𝜏 ≤ 𝐿𝑥 : න 0 𝑑𝜏 = 0
𝑅ℎ
𝑅ℎ 𝑡+1
𝐿𝑥 ≤ 𝜏 ≤ 𝑅ℎ : න 𝑥 𝜏 ℎ(𝑡 − 𝜏) 𝑑𝜏 = න 2 × 1.5𝑑𝜏 = 3 𝑡 + 1 − −2 = 3𝑡 + 9
𝐿𝑥 −2
𝑅ℎ 𝑡+1
𝐿ℎ ≤ 𝜏 ≤ 𝑅ℎ : න 𝑥 𝜏 ℎ 𝑡 − 𝜏 𝑑𝜏 = න 3𝑑𝜏 = 3 𝑡 + 1 − 𝑡 − 2 =9
𝐿ℎ 𝑡−2
𝑅𝑥 3
𝐿ℎ ≤ 𝜏 ≤ 𝑅𝑥 : න 𝑥 𝜏 ℎ 𝑡 − 𝜏 𝑑𝜏 = න 3𝑑𝜏 = 3 3 − 𝑡 − 2 = 15 − 3𝑡
𝐿ℎ 𝑡−2

Dr. Alsamman 22
 ENEE 3530 – C&D SnS

3.
𝐿𝑥
𝑅ℎ ≤ 𝜏 ≤ 𝐿𝑥 : න 0 𝑑𝜏 = 0
𝑅ℎ
𝑅ℎ 𝑡+1
𝐿𝑥 ≤ 𝜏 ≤ 𝑅ℎ : න 𝑥 𝜏 ℎ(𝑡 − 𝜏) 𝑑𝜏 = න 2 × 1.5𝑑𝜏 = 3 𝑡 + 1 − −2 = 3𝑡 + 9
𝐿𝑥 −2
𝑅ℎ 𝑡+1
𝐿ℎ ≤ 𝜏 ≤ 𝑅ℎ : න 𝑥 𝜏 ℎ 𝑡 − 𝜏 𝑑𝜏 = න 3𝑑𝜏 = 3 𝑡 + 1 − 𝑡 − 2 =9
𝐿ℎ 𝑡−2
𝑅𝑥 3
𝐿ℎ ≤ 𝜏 ≤ 𝑅𝑥 : න 𝑥 𝜏 ℎ 𝑡 − 𝜏 𝑑𝜏 = න 3𝑑𝜏 = 3 3 − 𝑡 − 2 = 15 − 3𝑡
𝐿ℎ 𝑡−2

0 𝑡 ≤ −3
3𝑡 + 9 −3 ≤ 𝑡 ≤ 0
𝑦 𝑡 = 9 0≤𝑡≤2
15 − 3𝑡 2≤𝑡≤5
0 𝑡≥5

Dr. Alsamman 23
 ENEE 3530 – C&D SnS

Convolution Example 2
𝑥 𝑡 = 𝑒 −𝑡 𝑢 𝑡 ℎ 𝑡 = 1 − 𝑡 𝑓𝑜𝑟 0 ≤ 𝑡 ≤ 1; 0 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒

1.
𝑥 𝜏 = 𝑒 −𝜏 𝑢 𝜏
ℎ −𝜏 = 1 − −𝜏 = 1 + 𝜏 𝑓𝑜𝑟 0 ≤ −𝜏 ≤ 1
⇒ ℎ −𝜏 = 1 + 𝜏 𝑓𝑜𝑟 − 1 ≤ 𝜏 ≤ 0

2.
𝐿𝑥 = 0, 𝑅𝑥 = ∞; 𝐿ℎ = 𝑡 − 1, 𝑅ℎ = 𝑡

3.
𝐿𝑥
𝑅ℎ ≤ 𝜏 ≤ 𝐿𝑥 : න 0 𝑑𝜏 = 0
𝑅ℎ
𝑅ℎ 𝑡 𝑡 𝑡 𝑡
𝐿𝑥 ≤ 𝜏 ≤ 𝑅ℎ : න 𝑥 𝜏 ℎ 𝑡 − 𝜏 𝑑𝜏 = න 𝑒 −𝜏 1 − 𝑡 + 𝜏 𝑑𝜏 = න 𝑒 −𝜏 1 − 𝑡 + 𝜏 𝑑𝜏 = 1 − 𝑡 න 𝑒 −𝜏 𝑑𝜏 + න 𝜏𝑒 −𝜏 𝑑𝜏
𝐿𝑥 0 0 0 0
= 1−𝑡 −𝑒 −𝜏 𝑡0 + −𝜏𝑒 −𝜏 − 𝑒 −𝜏 𝑡
0 = 1 − 𝑒 −𝑡 − 𝑡𝑒 −𝑡

Dr. Alsamman 24
 ENEE 3530 – C&D SnS

3.
𝑅ℎ 𝑡 𝑡 𝑡
−𝜏 −𝜏
𝐿ℎ ≤ 𝜏 ≤ 𝑅ℎ : න 𝑥 𝜏 ℎ 𝑡 − 𝜏 𝑑𝜏 = න 𝑒 1 − 𝑡 + 𝜏 𝑑𝜏 = 1 − 𝑡 න 𝑒 𝑑𝜏 + න 𝜏𝑒 −𝜏 𝑑𝜏
𝐿ℎ 𝑡−1 𝑡−1 𝑡−1
= 1 − 𝑡 −𝑒 −𝜏 𝑡𝑡−1 + −𝜏𝑒 −𝜏 − 𝑒 −𝜏 𝑡𝑡−1 = 1 − 𝑡 𝑒 − 𝑡−1 − 𝑒 −𝑡 + 𝑡−1 𝑒 − 𝑡−1 + 𝑒− 𝑡−1 − 𝑡𝑒 −𝑡 − 𝑒 −𝑡
= 𝑒 − 𝑡−1 − 2𝑒 −𝑡

0 𝑡≤0
𝑦 𝑡 = ቐ1 − 𝑒 −𝑡 − 𝑡𝑒 −𝑡 0≤𝑡≤1
𝑒 − 𝑡−1 − 2𝑒 −𝑡 𝑡≥1

Dr. Alsamman 25
 ENEE 3530 – C&D SnS

Convolution Example 3
𝑥 𝑡 = 𝑒 −𝑡 𝑢 𝑡 ℎ 𝑡 = 𝑒 −2𝑡 𝑢(𝑡)

1.
𝑥 𝜏 = 𝑒 −𝜏 𝑢 𝜏
ℎ −𝜏 = 𝑒 −2𝜏 𝑢 −𝜏

2.
𝐿𝑥 = 0, 𝑅𝑥 = ∞; 𝐿ℎ = −∞, 𝑅ℎ = 𝑡

3.
𝐿𝑥
𝑅ℎ ≤ 𝜏 ≤ 𝐿𝑥 : න 0 𝑑𝜏 = 0
𝑅ℎ
𝑅ℎ 𝑡 𝑡
𝑡
𝐿𝑥 ≤ 𝜏 ≤ 𝑅ℎ : න 𝑥 𝜏 ℎ 𝑡 − 𝜏 𝑑𝜏 = න 𝑒 −𝜏 𝑒 −2 𝑡−𝜏 𝑑𝜏 = 𝑒 −2𝑡 න 𝑒 𝜏 𝑑𝜏 = 𝑒 −2𝑡 𝑒 𝜏 0 = 𝑒 −𝑡 − 𝑒 −2𝑡
𝐿𝑥 0 0

0 𝑡≤0
𝑦 𝑡 =ቊ
𝑒 −𝑡 − 𝑒 −2𝑡 𝑡≥0
Dr. Alsamman 26
 ENEE 3530 – C&D SnS

IR Example
❖ The impulse response of the system is: ℎ 𝑡 = 𝑒 −𝛼t 𝑢 𝑡
➢ Find the response y(t) to: 𝑥 𝑡 = 𝑢 𝑡
∞
𝑦 𝑡 = න 𝑥 𝜏 ℎ 𝑡 − 𝜏 𝑑𝜏
∞
𝑡
= න 𝑒 −𝛼(𝑡−𝜏) 𝑑𝜏
0
𝑡
= 𝑒 −𝛼𝑡 න 𝑒 𝛼𝜏 𝑑𝜏
0
1 𝛼𝜏 𝑡
= 𝑒 −𝛼𝑡 𝑒 0
𝛼
1 1
= 𝑒 −𝛼𝑡 𝑒 −𝛼𝑡 − 1 = (1 − 𝑒 −𝛼𝑡 )
𝛼 𝛼

Dr. Alsamman 27
 ENEE 3530 – C&D SnS

IR Example 2
𝑥 𝑡 = 𝑒 −𝑡 𝑢(𝑡) ℎ 𝑡 = 𝑒 −2𝑡
1.
𝑥 𝜏 = 𝑒 −𝜏
ℎ −𝜏 = 𝑒 −2𝜏

2.
𝐿𝑥 = 0, 𝑅𝑥 = ∞; 𝐿ℎ = −∞, 𝑅ℎ = ∞

3.
𝑡 𝑡 𝑡
𝑡
0 ≤ 𝜏 ≤ 𝑡: න 𝑥 𝜏 ℎ 𝑡 − 𝜏 𝑑𝜏 = න 𝑒 −𝜏 𝑒 −2 𝑡−𝜏
𝑑𝜏 = 𝑒 −2𝑡 න 𝑒 𝜏 𝑑𝜏 = 𝑒 −2𝑡 𝑒 𝜏 0 = 𝑒 −2𝑡 𝑒 𝑡 − 1 = 𝑒 −𝑡 − 𝑒 −2𝑡
0 0 0

0 𝑡≤0
𝑦 𝑡 =ቊ
𝑒 −𝑡 − 𝑒 −2𝑡 𝑡≥0

Dr. Alsamman 28
 ENEE 3530 – C&D SnS

Causality
❖ Causality: y(t=t0) depends only on x(tt0)
∞
𝑦 𝑡0 = න 𝑥 𝜏 ℎ 𝑡0 − 𝜏 𝑑𝜏
−∞
➢ h(t0 – t) = 0 for t > t0
➢ Causal if h(t) = 0 for t < 0
➢ IR of Causal systems
∞
𝑦 𝑡 = න 𝑥 𝜏 ℎ 𝑡 − 𝜏 𝑑𝜏
0

Dr. Alsamman 29
 ENEE 3530 – C&D SnS

Stability
❖ BIBO: |x(t)| < Bx
∞
|𝑦 𝑡 | = න 𝑥 𝜏 ℎ 𝑡 − 𝜏 𝑑𝜏
−∞
∞
𝑦 𝑡 ≤ 𝐵𝑥 න ℎ 𝑡 − 𝜏 𝑑𝜏
−∞
➢ Stable if
∞
න ℎ 𝑡 − 𝜏 𝑑𝜏 < ∞
−∞

Dr. Alsamman 30
 ENEE 3530 – C&D SnS

Memoryless
❖ y(t0) depends on x(t0)
➢ y(t) = a x(t)
➢ IR: x(t) = d(t)
▪ h(t) = y(t) = a d(t)
➢ Memoryless if h(t) = 0 for t  0

Dr. Alsamman 31
 ENEE 3530 – C&D SnS

Examples
❖ Determine if the following systems are causal, stable, memoryless
➢ h(t) = d(t) – d(t – 2)
➢ h(t) = 2 rect(t/2)
➢ h(t) = 2 exp(−4t)u(t)
➢ h(t) = [1 − exp(−4t)]u(t)

Dr. Alsamman 32
 ENEE 3530 – C&D SnS

Invertible
❖ IR LTIC: y(t) = x(t)  h(t)
❖ For the IR LTIC to be invertible then: y(t)  h-1(t) = x(t)
➢ h-1(t) is inverse of h(t)
➢ y(t)  h-1(t) = {x(t)  h(t)}  h-1(t) = x(t)  {h(t)  h-1(t)} = x(t)
➢ h(t)  h-1(t) = d(t)
❖ Find inverse of the following
➢ h(t) = d(t – 2)
➢ h(t) = d(t) – d(t – 2)

Dr. Alsamman 33