Signals and Systems Notes
1. Introduction to Signals and Systems
• Signal: A function that conveys information about a phenomenon.
◦ Continuous-Time (CT) Signal: Defined for all values of time t (e.g.,
x(t)).
◦ Discrete-Time (DT) Signal: Defined only at discrete instances of time n
(e.g., x[n]).
◦ Analog Signal: Amplitude can take any value in a continuous range.
◦ Digital Signal: Both time and amplitude are discrete.
• System: A mathematical model of a physical process that relates an
input signal to an output signal (e.g., y(t) = T{x(t)}).
2. Classification of Signals
• Energy vs. Power Signals:
◦ Energy Signal: Finite total energy, zero average power. E = ∫|x(t)|² dt <
∞.
◦ Power Signal: Finite average power, infinite total energy. P = lim(T→∞)
(1/2T) ∫|x(t)|² dt < ∞.
• Periodic vs. Aperiodic Signals:
◦ Periodic (CT): x(t) = x(t + T₀) for some T₀ > 0 (fundamental period).
◦ Periodic (DT): x[n] = x[n + N₀] for some integer N₀ > 0 (fundamental
period).
• Even vs. Odd Signals:
◦ Even: x(-t) = x(t) or x[-n] = x[n]. (Symmetric about y-axis)
◦ Odd: x(-t) = -x(t) or x[-n] = -x[n]. (Antisymmetric about y-axis)
◦ Any signal can be decomposed into an even and odd part: x(t) = x_e(t) +
x_o(t).
• Deterministic vs. Random Signals:
◦ Deterministic: Can be completely described by a mathematical function.
◦ Random: Possess some uncertainty, described by probability.
3. Basic CT and DT Signals
• Unit Impulse Function (Dirac Delta): δ(t) and δ[n].
◦ CT: δ(t) = 0 for t ≠ 0, ∫δ(t)dt = 1. Sifting property: ∫x(t)δ(t-t₀)dt = x(t₀).
◦ DT: δ[n] = 1 for n=0, 0 for n ≠ 0. Sifting property: Σx[k]δ[n-k] = x[n].
• Unit Step Function: u(t) and u[n].
◦ CT: u(t) = 1 for t ≥ 0, 0 for t < 0. δ(t) = du(t)/dt.
◦ DT: u[n] = 1 for n ≥ 0, 0 for n < 0. δ[n] = u[n] - u[n-1].
• Ramp Function: r(t) = t * u(t).
• Exponential Signals:
◦ CT: x(t) = Ce^(at). If a is complex (a = σ + jω), then x(t) = Ce^(σt)cos(ωt
+ φ).
◦ DT: x[n] = Caⁿ. If a is complex (a = re^(jθ)), then x[n] = Crⁿcos(θn + φ).
• Sinusoidal Signals: x(t) = Acos(ωt + φ).
4. Classification of Systems
• Linear vs. Non-linear:
◦ Homogeneity: T{ax(t)} = aT{x(t)}
◦ Additivity: T{x1(t) + x2(t)} = T{x1(t)} + T{x2(t)}
◦ Linear: Satisfies both (superposition principle).
• Time-Invariant (TI) vs. Time-Variant (TV):
◦ TI: A time shift in the input causes an identical time shift in the output. If
y(t) = T{x(t)}, then T{x(t-t₀)} = y(t-t₀).
• Causal vs. Non-causal:
◦ Causal: Output depends only on present and past inputs (not future
inputs).
• Stable vs. Unstable (BIBO - Bounded Input, Bounded Output):
◦ Stable: Every bounded input produces a bounded output.
◦ For LTI systems, stable if ∫|h(t)|dt < ∞ (CT) or Σ|h[n]| < ∞ (DT).
• Memory vs. Memoryless:
◦ Memoryless: Output depends only on the present input.
• Invertible vs. Non-invertible:
◦ Invertible: A distinct input always produces a distinct output, allowing for
an inverse system.
5. Linear Time-Invariant (LTI) Systems
• Characterized by: Impulse Response h(t) or h[n].
• Output (Convolution Integral/Sum):
◦ CT: y(t) = x(t) * h(t) = ∫ x(τ)h(t-τ) dτ
◦ DT: y[n] = x[n] * h[n] = Σ x[k]h[n-k]
• Properties derived from impulse response:
◦ Causality: h(t) = 0 for t < 0 (CT); h[n] = 0 for n < 0 (DT).
◦ Stability: ∫|h(t)|dt < ∞ (CT); Σ|h[n]| < ∞ (DT).
6. Fourier Series (for Periodic Signals)
• CT Fourier Series (CTFS): Represents periodic CT signals as a sum of
harmonically related sinusoids.
◦ x(t) = Σ (k=-∞ to ∞) c_k * e^(jkω₀t)
◦ c_k = (1/T₀) ∫ (T₀) x(t) * e^(-jkω₀t) dt
◦ Properties: Linearity, Time Shift, Frequency Shift, Conjugation, Time
Reversal, Scaling, Multiplication, Convolution.
• DT Fourier Series (DTFS): Represents periodic DT signals.
◦ x[n] = Σ (k=<N₀>) c_k * e^(jk(2π/N₀)n)
◦ c_k = (1/N₀) Σ (n=<N₀>) x[n] * e^(-jk(2π/N₀)n)
7. Fourier Transform (for Aperiodic Signals)
7.1 Continuous-Time Fourier Transform (CTFT)
• Forward Transform: X(jω) = ∫ (-∞ to ∞) x(t) * e^(-jωt) dt
• Inverse Transform: x(t) = (1/2π) ∫ (-∞ to ∞) X(jω) * e^(jωt) dω
• Properties: Linearity, Time Shift, Frequency Shift, Conjugation, Time
Reversal, Time Scaling, Differentiation/Integration, Convolution in Time
(x(t)*h(t) <=> X(jω)H(jω)), Multiplication in Time (x(t)y(t) <=>
(1/2π)X(jω)*Y(jω)), Parseval's Theorem.
• Frequency Response: For LTI systems, H(jω) = Y(jω)/X(jω).
• Filters:
◦ Ideal Filters: Brick-wall response (LPF, HPF, BPF, BSF). Non-causal, non-
realizable.
7.2 Discrete-Time Fourier Transform (DTFT)
• Forward Transform: X(e^(jω)) = Σ (n=-∞ to ∞) x[n] * e^(-jωn)
• Inverse Transform: x[n] = (1/2π) ∫ (2π) X(e^(jω)) * e^(jωn) dω
• Properties: Similar to CTFT. Important difference: X(e^(jω)) is always
periodic with period 2π.
• Frequency Response (DT): For LTI systems, H(e^(jω)) =
Y(e^(jω))/X(e^(jω)).
8. Laplace Transform (CT Systems)
• Unilateral Laplace Transform: F(s) = ∫ (0- to ∞) f(t) * e^(-st) dt
◦ s = σ + jω (complex frequency).
• Inverse Laplace Transform: Use partial fraction expansion and lookup
tables.
• Properties: Linearity, Time Shift, Frequency Shift, Scaling,
Differentiation, Integration, Convolution (x(t)*h(t) <=> X(s)H(s)), Initial
Value Theorem, Final Value Theorem.
• Region of Convergence (ROC): Range of 's' for which the integral
converges.
◦ Causal signal: ROC is a right-sided plane.
◦ Stable LTI system: ROC includes the jω-axis.
• System Function H(s): For LTI systems, H(s) = Y(s)/X(s).
◦ Poles: Roots of the denominator of H(s). Determine stability and natural
response.
◦ Zeros: Roots of the numerator of H(s).
◦ Stability: All poles must be in the left half of the s-plane (for causal
systems).
• Transfer Function: H(s) = (Polynomial in s) / (Polynomial in s).
9. Z-Transform (DT Systems)
• Unilateral Z-Transform: X(z) = Σ (n=0 to ∞) x[n] * z^(-n)
◦ z = re^(jω) (complex variable).
• Inverse Z-Transform: Use partial fraction expansion, power series
expansion, or contour integration.
• Properties: Similar to Laplace Transform.
• Region of Convergence (ROC): Range of 'z' for which the sum
converges.
◦ Causal signal: ROC is an exterior region outside a circle.
◦ Stable LTI system: ROC includes the unit circle (|z|=1).
• System Function H(z): For LTI systems, H(z) = Y(z)/X(z).
◦ Poles: Roots of the denominator of H(z).
◦ Zeros: Roots of the numerator of H(z).
◦ Stability: All poles must be inside the unit circle (for causal systems).
10. Sampling
• Sampling Theorem (Nyquist-Shannon): To perfectly reconstruct a
continuous-time signal from its samples, the sampling frequency (f_s)
must be greater than twice the highest frequency component (f_max) in
the signal (f_s > 2f_max).
◦ Nyquist Rate: 2f_max.
◦ Nyquist Frequency: f_s/2.
• Aliasing: Occurs if sampling rate is too low (f_s < 2f_max), causing high-
frequency components to appear as lower frequencies in the sampled
signal.
• Reconstruction: Using an ideal low-pass filter (interpolation).