Continuous-Time Linear System

Pham Van Tuan, DUT

Gernot Kubin, TUGraz
Akshay Sharma, UW
 Course Administration
Goals:
To study signal analysis, linear systems, and frequency analysis. To
begin learning and using MATLAB for signal analysis in the time and
frequency domains Grading policies:
Grading policies
HW (20%) + Lab (30%) + Midterm (20%) + Final exam (30%)
Textbooks:
Signals Systems and Transforms by Philips, Parr, Riskin, 4th edition
(Chapters 1-7)
References:
• Interactive notes
http://www.ee.washington.edu/class/235dl/
• Textbook webpage:
http://www.ee.washington.edu/class/SST_textbook/textbook.html
Acknowledgement: courses materials are supported by EE, UW
 Policy & Schedule
 Homeworks
– A HW will be due every week
– I will accept HWs up to 24 hours late. (Penalty 20%?)
– Collaboration is good. Copying verbatim BAD!
Please turn in your own work.
 Labs
― You must have a lab partner
― You must read the lab beforehand
― During each lab session: teamwork but each person
must program yourself, discussion is encouraged
― Ending lab session: both show your works to TA,
answer TA’s questions (not always that you & your
lab partner will get the same grade)
 Lecture Overview
• A Gentle Introduction to Signal Processing
Applications of Signal Processing
What is a Signal
What is a System
How Signals and Systems are Ubiquitous
Applications of Signal Processing
Multimedia

Communications

Medical
 What is a Signal?
Signals
• A signal is a function of one or more
independent variables (usually time or space).
• Signals often carry information.
Example: Velocity of a car v(t)
velocity
(mph) v(t) v(1) = 30
30
v(60) = 0

1 60 t (seconds)
 What is a System?
Systems
A system is a relationship between input and
output signal(s).
Example: Airbag deployment system A
½
y if d v(t) < a
v(t) A y(t) y(t) = dt
n otherwise

velocity Deploy
v(t) Airbag? y(t)
y
n
t (seconds) t (seconds)
 Many signals are oscillatory
speech signal
Signals due to
vibrations

Signals with cycles

Examples
• Geological: temperature, rainfall
• Electromagnetic: AM/FM radio
• Sound: music, speech.
 Case study: A simple sound

Frequency
s(t) = sin(2¼ f0 t)
Air pressure

1 T
f0 = t (seconds)
T
The Violin

G3 196 Hz

D4 293.66 Hz

A4 440 Hz

E5 659.26 Hz
 Signals in the Frequency Domain
Each signal can be represented by its frequency
content f = 196Hz
0
g(t) = sin(2¼ f0 t)
g(t) G(f )

t (seconds) 196 f (Hz)

Note on Convention
• Time Domain signals are represented as lower case.
• Frequency Domain signals are represented with upper
case.
 Signals in the Frequency Domain
Each signal can be represented by its frequency
content
g(t) G(f )

d(t) 196
D(f )

a(t) 293.66 A(f )

e(t) 440 E(f )

659.26
t (seconds)
f (Hz)
Combining Signals

g(t)

d(t) y(t)

+
a(t)

e(t)
Frequency (Fourier) Analysis

y(t)
Y (f )

196 293.66 440 659.26

t (seconds) f (Hz)
Trumpet signals in time
g(t)

f (t)

p(t)
Trumpet signals in frequency
G(f )

F (f )

P (f )
 Other Example Time Signals
• Charge on a capacitor over time
• Power consumed over time by a household
• Signal transmitted by a radio station
• Sound of a heartbeat over time
• Solar power hitting a space shuttle along its
flight path.
• Others? Class?
 2D signals
Some signals are defined over space, generally called
“images”

hyperspectral image:
224 spectral bands, 2D
 Concepts so far
• Signals as functions over time or space
• Signals carry information
• Signals in the frequency (Fourier) domain

What about Systems?

 What is a System?
Systems
A system is a relationship between input and
output signal(s).
Example: Airbag deployment system A
½
y if d v(t) < a
v(t) A y(t) y(t) = dt
n otherwise

velocity Deploy y(t)

v(t) Airbag?
y
n
t (seconds) t (seconds)
 Systems
A system inputs and/or outputs signal(s)

Player outputs signal

via mouth trumpet

sound wave signal leaves the trumpet

systems
in blue
microphone

sound
electrical signal speakers wave
signal
 Some systems are filters
• Filters decrease or increase certain
frequencies (through multiplication)

LOW PASS Filter

1
1 .33
0
Hz

Low freq High freq

 Some systems are filters
Filters decrease or increase certain
frequencies (through multiplication)

ORIGINAL
SIGNAL multipl
time
y

Hz
200 400

LOW PASS SIGNAL

time
Hz
200 400
 Audio Processing in the Brain

Cochlea

Unrolled
View of the
Cochlea

Art from Scientific American http://128.200.122.84/weinberger/publications/Weinberger,%202004a.pdf

 The Brain as a Filter bank
Band Pass
Filter! Groups of brain
cells respond to
frequencies
differently. Each
cell filters out a
particular range.

Art from Scientific American http://128.200.122.84/weinberger/publications/Weinberger,%202004a.pdf

Begin Lecture 2
 Lecture 2-3 Overview
Signals and Signals…then more Signals
• Types of signals
• Some useful signals
• Common signal operations
 What is a Signal?
Signals
A signal is a function of one or more
independent variables (usually time or space).
Signals often carry information.
Example: Velocity of a car

Systems
A system is a relationship between input and
output signal(s).
Example: Airbag deployment system
Types of signals
Continuous time
vs
Discrete time
(an X-axis relationship)
 p types of signals
f1; 2:5; ¼; e; 10; 3; : : :g
continuous-time vs. discrete-time f¡
1; 0; 1; 7; ¡586; 358; : : :g

• A Continuous Time signal is specified at all values of

time (all Real numbers R ).
Must be a functional form
• A Discrete Time signal is specified for only discrete
values of (only on Integers Z ).
Can be functional OR specified at a set of values
 types of signals
• A Continuous Time signal

• A Discrete Time signal

¼ f [n] = [0; 1; ¼; 0]
STEM PLOT
1

0 1 2 3
NOTE: Discrete Time but Analog signal!
 types of signals
continuous-time vs. discrete-time

1) 88.5 FM radio transmitted signal (continuous)

2) stock’s daily close price (discrete)
3) a capacitor’s charge over time (continuous)
4) local news broadcast to your tv (continuous)
5) picture taken by a digital camera (discrete)
Types of signals
Analog
vs
Digital
(a Y-axis relationship)
 analog vs. digital
analog vs. digital

or or

where is a set of discrete values.

• An Analog signal whose amplitude can take any value in

a continuous interval (all Real numbers R ).

• A Digital signal whose amplitude can take only a

discrete set of values of (from some arbitrary set G ).
 types of signals
• An Analog signal

• A Digital signal
 analog vs. digital

analog vs. digital

or or

where is a finite set of values.

1) 88.5 FM transmitted signal (analog)
2) stock market daily close price (digital)
3) a capacitor’s charge over time (analog)
4) local news broadcast to your tv (analog)
5) picture taken with a digital camera (digital)
6) Comedy Central’s the Daily Show on your hard drive (digital)
7) your voice (analog)
 signals to know
constant signal a
t
0

unit step signal 1

t
0

unit ramp signal 1

t
0 or: r(t) = f{u(t)}

Find function f ?
 Signal operations
signal arithmetic: add, subtract, multiply, divide signals pointwise

Delay: x(t-n) is x(t) delayed by n time units

Amplify: Ax(t) is x(t) amplified by some constant A

Speed-up: x(at) is x(t) sped up by a factor of a

Slow-down: x(t/a) slows x(t) down by a factor of a

Begin Lecture 3
 playing with signals
signal arithmetic: add, subtract, multiply, divide signals pointwise

Given
a
t
and 0

1
t
then
a+1
a
looks like: t
 playing with signals
0 Hey, I didn’t
get an intro
unit pulse signal slide!
1
t
0 1

unit step signal 1

t

Describe p(t) in terms of u(t). Hint: use signal arithmetic and delays.
 playing with signals

unit pulse signal 1

t
0 1
What does look like?

t p(t-3)
-5 0 1
0 0 t
3 4
3 1
4 1 Delay: x(t-n) is x(t) delayed by n time units
4.1 0 What does look like?
 Time Scaling / p(t)
Time Shifting
0 1

Time Scaling p(at)

y(t) = p(at)
• Speed-up 0
1
a
p(t=a)
• Slow-Down y(t) = p(t=a)
0 a
p(t ¡ b)
Time Shifting y(t) = p(t ¡ b)
• Delay 0 b

y(t) = p(t + b) p(t + b)

• Advance -b 0
 Combining Time Scaling and
Time Shifting
So how do we deal with: f(t) = p(at – b) ?
Convert to form f(t) = p(a(t – b/a))

Scale/Shift x(t) = p(at) f1 (t) = x(t ¡ b )

a
p(t)
1
¡ ¢
0 1 0 a
b b + 1
0 a a a

In words 

Mathematically analyze 
 Combining Time Scaling and
Time Shifting
So how do we deal with: f(t) = p(at – b) ?
Another solution: x(t) = p(t – b), f(t) = x(at) ?

Scale/Shift

p(t)

0 1

In words 
 Combining Time Scaling and
Time Shifting
Sketch: f(t) = p(3t + 8) ?
By any methods you want !
 Combining Time Scaling and
Time Shifting – Dealing with Speech
Let s(t) be a speech signal
Describe in words: y(t) = 2s(5t - 4) ?
Apply both methods for your explanation
 Time reversal
1
t
2

What does look like?

1
= w((-1)t)

-2

This is also a form of Time Scaling!

Only by a negative number!
 playing with time
1 1

2 t -2 1 3 t
Describe z(t) in terms of w(t)
 playing with time
1 1

2 t -2 1 3 t
Describe z(t) in terms of w(t)

Double check:
Pick out features to match
1) Short Side of Triangle 2) Tall Side of Triangle
 playing with time, example 2
1 1
t
2 -2 1 5
Describe z(t) in terms of w(t)
 playing with time, example 2
1 1
t
2 -2 1 5
Describe z(t) in terms of w(t)

Doublecheck:
1) Short Side of Triangle 2) Tall Side of Triangle
 more fun with signals
in terms of unit pulse p(t)
8
t
3 5

One definition (but not in terms of p(t)):

8
< 0 if t < 3
y(t) = 1 if 3 · t · 5
:
0 if 5 < t
 more fun with signals
in terms of unit pulse p(t)
8
t
3 5
3rd step:
first step: replace t by t-3:

8
t
2 Double-check!
pulse starts:
2nd step:
8 pulse ends:
t
3 5
Signals You Need to Know

The Dirac delta

 The Dirac delta
The Dirac delta is denoted:
•also known as the unit impulse or impulse
•it is a signal we will use a lot.
•it is not a function, so do not treat it as a function.
•but we do have rules for dealing with it.

“a spike of signal at time 0”

0
 The Dirac delta
lim
²!0
1
²
1
²

1
²

²0
 The Dirac delta

1
²
1
²

1
²

²0
 The Dirac delta

Dirac delta properties:

±(t ¡ t0 )
Shifted to time instant t0:
0 t0
 Dirac delta example 1
Evaluate:
 Dirac delta example 2
Evaluate:

Hint: x(t)±(t ¡ t0 ) = x(t0 )±(t ¡ t0 )

 Dirac delta example 3
Evaluate:
 Dirac delta example 4
Evaluate:
Begin Lecture 4
 Dirac Properties

Sift-ing Property
R1
x(t)±(t ¡ t )dt = x(t )
¡1 0 0
 Scaling
R
the Dirac is weird
1
Consider ¡1
±(ax)dx for some constant a
 Scaling the Dirac is weird
Z 1 Z 1
1
±(ax)dx = ±(x)dx
¡1
jaj ¡1

Z
10
Ex : ±(5t ¡ 2)dt
t=0
Important Types of Signals
 Exponential signals
at
General Form: Ce ; where a = ¾ + j!
j!t
Equivalently: Ce¾t e
Euler’s Relation
ej!t = cos(!t) + j sin(!t)

j !t
In Parts: Ce¾t e
sinusoidal w/ !
angular freq.
amplitude
¾>0
Increasing ¾ = 0
Constant ¾ < 0
Decaying
Exponential
t
 Exponential signals
where C = 1, ¾ = ¡1, ! = 2¼
¾t j !t
f (t) = Ce e

Reff (t)g Imff (t)g

1 1

t t
1 2 1 2

-1 -1
 Periodic Signals I
x(t ) is periodic if there exists a T such that x( t)
repeats itself every T seconds.
x(t) = x(t + nT ) for all integers n

t (seconds)

T
Fundamental Frequency:
1 2¼
f0 = Hz !0 = rad !0 = 2¼f0
T T
Periodic Signals: Caused by
Oscillation/Vibration
 Periodicity of (sums of periodic signals)
x1 (t) = x1 (t + nT1 ) for all integers n
Given:
x2 (t) = x2 (t + mT2 ) for all integers m
z(t) = x1 (t) + x2 (t)

Find T s.t. z(t) = z(t + rT ) for all integers r

 Periodicity of (sums of periodic signals)
Ex: x1 (t) has period T1 = 2 and x2 (t) has period T2 = 3.
What is the Period T of z(t) = x1 (t) + x2 (t)?
T1
1

T2
1

-1 0 1 2 3 4 5 6 7 8 9 10 11 12
 Periodicity of (sums of periodic signals)
Ex: x1 (t) has period T1 = 2 and x2 (t) has period T2 = 4
3.
What is the Period T of z(t) = x1 (t) + x2 (t)?
T1
1

T2
1

-1 0 1 2 3 4 5 6 7 8 9 10 11 12
 Periodicity of (sums of periodic signals)
x1 (t) = x1 (t + nT1 ) for all integers n
Given:
x2 (t) = x2 (t + mT2 ) for all integers m
z(t) = x1 (t) + x2 (t)

Find T s.t. z(t) = z(t + rT ) for all integers r

Least
Common
Multiple
Solution: T = LCM of T 1; T 2.
 Periodicity of sum of periodic signals
Try it: Find the period of z(t) = sin(3t) + cos(5t)