Introduction To Signal Theory PDF

Introduction to Signals & Systems
Signals & Systems

Examples of practical
Communication and
Control systems
Notions
Signal
System
Noise
Presented by APN Rao, Dept ECE, GRIET, Hyderabad. Jul 2014 1

Scope
Study of mathematical concepts and

techniques, useful for analysis of
communication and control systems

Introduction to Signal Theory

Signal Concepts
What is a Signal?
Variation of a
physical quantity,
containing some
information
Signal Description
Concepts
Mathematical Model: Domain
Single-valued function Dimension
Power/ Energy
Cross Energy/Power
Norm

Signal Classification
Domain Dimension
Time/ frequency / spatial Single/ multi-dimensional
Value Predictability
Real/ Complex Deterministic/ Random
(stochastic)
Extent in magnitude Relative to time origin
Bounded/ unbounded Causal/ non-causal
Extent in time Finiteness of Energy/ Power

Finite/ eternal/ semi- infinite Energy/ Power
Continuity/ quantization Symmetry about origin

Continuous(analog)/ Even/ odd
discrete/digital
Periodicity
Aperiodic/ periodic

Some Properties of Periodic Signals
A periodic function is also periodic with integer multiples of
the fundamental period.
Sum of two periodic signals is also periodic, and has a

fundamental period = LCM of the two periods
Product of two periodic signals has a period = LCM of the

two periods (not necessarily fundamental period).
Sum or product of periodic signals would not be periodic if

ratio of the periods is irrational.
A periodic signal with period T is said to have half-wave or

rotational symmetry if f(t±T/2)= –f(t)
All periodic signals bounded in amplitude are power signals.

Some Notes of Even & Odd Signals
An odd function plot always even + even = even
passes through the origin. odd + odd = odd
Integral of an odd function odd + even = neither odd nor even
(non-periodic) equals zero.
An even function expressed as a sum can
Constant is an even not have any odd components; and, an odd
function. function can not have any even components.
Multiplication by an odd Any arbitrary signal can be split into an even

function alters evenness to part and an odd part in a unique manner:
oddness and vice versa,
while multiplication by an
even function does not.
f (t )  f even (t )  f odd (t )
f (t )  f (t )
even x even = even
odd x odd = even
f even (t ) 
even x odd = odd
2
f (t )  f (t )
f odd (t ) 
2

Some Basic Signals
exponential Sinusoidal
/Harmonic
sin( t ) rectangular
sinc(t) = step u(t)
t
signum sgn(x) Unit ramp r(t)

Unit Impulse/
Dirac Delta

Elementary Signals contd..
Unit Impulse: Unit Step: Unit Ramp:
δ(t) = 0 for t  0 u(t) = 0 for t  0 r(t) = 0 for t  0
 for t = 0 1 for t > 0 t for t > 0

Impulse, Step and Ramp can be obtained from
  (t) dt = 1

each other by integral/ differential operations
Some functions which approach δ(t) in the limit as a  0

1 a 1 t  a
1. Rectangular pulse for t  2. Triangular pulse 1   for t 
a 2 a a 2
 t  t
1   1   a 
3. Exponential pulse e  a
for t  0 4. Double exponential pulse e  
a 2a
  t2 
  2 
k 1  a 
5. Sinc pulse sinc (kt ) 5. Gaussian pulse e
 a
(Ex. Verify that above five functions indeed approach δ(t) in the limit)
Elementary Signals contd..
Ex. Classify u(t) and exp(-2t)u(t) as energy/ power signals
Ex. Find even and odd components of exponential and step functions
Ex. Show that derivative of u(t) equals δ(t); also verify that running integral
of δ(t) equals u(t).
Ex. Find the area under sinc(t) by integration
Some notes
Signal value at a discontinuity (such as in a step) for practical purposes may
be equated to the left limit, right limit or the mid-value.
Integral value of a continuous function equals area under its graph (positive
area - negative area)
Waveforms of random amplitude that disturb communication signals are

termed as noise. Noise produced by sources of finite average power is a
power signal.

Mathematical Operations on Signals
Operations on Operations on
a signal two signals
Amplitude Shift Addition
Amplitude Scaling Multiplication
Time Shift Convolution
Time Scaling Correlation

Transformation of Independent Variable
A function once defined, is invariant under transformation of independent
variable. That is, the function value for any value of argument remains the
same even after transformation.
f(t-1) is f(t) shifted right by one, and f(t+1) is f(t) shifted left by one.
f(at) is compression of f(t) for a>0, expansion for a<0, and time reversal
for a = -1. Compression/ expansion and reversal are with respect to the
origin. f(-t+1) is f(t+1) reversed about t=0, while f(-t-1) is f(t+1) reversed
about t = -1.
Combined shift-cum-scale operations have to be executed with care, since

result of shift-first-scale-next would not be same as scale-first-shift-next.
If t is replaced by –t, the graph reverses about origin. If complete argument

is reversed in sign, reversal takes place about value of t which makes the
argument zero.

Transformation of Independent Variable:
1
Example
f(t)
t
0 1 2
1 1
f(2t-1) Reversal about f(-2t+1)

t = 0.5
t t
0 0.5 1.5 - 0.5 0 0.5
Reversal about t= 0
f(2t+1)
1 f(-2t-1) 1
Reversal about
t t = - 0.5 t
- 0.5 0 0.5 -1.5 - 0.5 0

Signal Operations contd..
Ex.: For the f(t) given below sketch f(2t-1), f(2t+1), f(-2t+1) and f(-2t-1).
Also verify.
1
f(t) 0.5
0 1 2 t
Ex: For the signals x(t) and h(t) sketched below, find and sketch
a) x(t)h(t+1) b)x(2- 0.5t) c) x(t-1) h(1-t) d) x(t)h(-t)
Verify your answers by substituting suitable values for t.
2
x(t) h(t)
1 1
t t
-1 0 1 2 3 -2 -1 0 1 2
-1
Ex: Express f(t), x(t) and h(t) given above, as linear combinations of other
basic signals with suitable transformations.

Convolution of Signals:
Example of Graphical Method
Procedure 
y(t) = x(t)  h(t) =  x( )h(t- )d
Change to 
dummy variable
Time-reverse
either signal
Shift product function

for 1  t  3
Multiply
Find area
Repeat
product function
for 3  t  5
Some Properties of δ(t)
Equivalence property of  (t): f ( t ) ( t  t0 )  f ( t0 ) ( t  t0 )

Filtering property of  (t):  f ( t ) ( t  t0 ) dt  f ( t0 )

Convolution property: f ( t )   ( t  t0 )  f ( t  t0 )
1
Time scaling property:  [ a( t  t0 )]   ( t  t0 )
a
Proof of equivalence property:
f (t ) (t  t0 )  0 for t  t0 . Now check limiting area of this product.
1  a  a
Let  a (t )  for  t0    t   t0   such that lim  a ( t )   ( t  t0 )
a  2  2 a 0
1  a  a
f (t ) a (t )  f (t ) for  t0    t   t0  
a  2  2
1  1
a /2 a /2
lim  f (t ) a (t )dt  lim  f (t ) dt    af ( t0 )   f ( t0 )
a 0 a  a 0  a /2
 a /2  a
Thus the product is an impulse of area f ( t0 ) at t  t0 , that is
f (t ) (t  t0 )  f (t0 ) (t  t0 )
Signal Basics: Summary
Concept Classification Basic Signal
Signals Operations
Signal by domain Sinusoidal Amplitude-shift
(Noise) by dimension
Exponential Time-shift
Mathematical model Real/ complex (real, complex)
(Graphical Energy/ power Amplitude-scaling
representation) Constant
Continuous/ discrete/ digital Step Time-scaling
Domain Eternal/ finite/ semi-infinite Ramp
Dimension Bounded/ unbounded Sum, Product
Energy/ Power Impulse Synthesis
Cross (Joint) Causal/ non-causal
energy/power Deterministic/ random Signum Convolution
Norm Even/ odd Rectangular
Periodic/ aperiodic Triangular Correlation
Sinc
Gaussian

Signal Representation and Approximation
Using Other Signals
Combination of scaled and shifted elementary signals can produce more
complicated shapes; eg., a trapezoidal signal can be constructed by
summing step and ramp signals suitably scaled and shifted. Sometimes it
may be possible to represent a given signal shape exactly in terms of
simpler shapes. But more generally, we can only try to approximate a given
signal shape using other signals as closely as possible, that is, minimizing
the error of approximation. A set of functions selected for representing a
signal is called a basis and its elements are basis functions. Any number of
basis sets may be available for representing a function.
Error of Signal Approximation

If f(t) is approximated by g(t) over an interval (t1,t2), the error in shape e(t) =
f(t) - g(t) , is used to define a convenient measure of approximation as
below:
2 t
1

2
Mean Squared Error( MSE ) e(t ) dt
 t2  t1  t1
Signal Approximation by Other Signals
f(t)
+
- a g(t)
-
t1 t2
Signal Approximation f (t ) by g (t )
Let f (t )  a g (t ) over (t1 , t2 ). Then error e( t )  f ( t )  a g ( t )
2 t
1
 
2
Mean Squared Error ( MSE ) f ( t ) a g ( t ) dt
 2 1  t1
t  t
t2
d ( MSE )
 f (t ) g (t )dt
 0 and MSE is minimum when a 
t1
t2
da

2
g (t ) dt
t1

Vector Approximation by Other Vectors
A
e
aB
Let A  aB or A  aB  E
As a is varied, it can be seen that length of error vector
minimizes when B and E are mutually orthogonal, that is
E B  0 for optimal value of a.
A  aB  E  A B  aB B  E B
AB
When a is optimally chosen, A B  aB 2 and a =
B2

Vector Methods in Signal Theory: Orthogonality
A  B  A  B  2 A B
2 2 2
In vectors, (1)
In signals,
  f (t )  g (t ) 
t2 t2 t2 t2
dt   f (t )dt   g (t )dt  2  f (t ) g (t ) dt (2)
2 2 2
t1 t1 t1 t1
Energy of sum = sum of individual energies + 2(cross energy)
Compare equations (1) and (2). The similarity in the two summing processes
helps us to apply vector methods in signal analysis. Square of norm of a vector
is analogous to energy of a signal, and the scalar product of two vectors to
cross energy of two signals. Just as scalar product = 0 implies orthogonality of
vectors, we say that
Two signals are orthogonal over a time interval, if their cross energy
(integrated product) equals zero over the interval.

Orthogonality in Signal Approximation
Let f (t )  ag (t )  e(t ) over interval ( t1, t2 ). Multiplying by g(t) and
t2 t2 t2
integrating over (t1, t2 ) we get 

t1
f ( t ) g ( t ) dt  a  g 2 ( t ) dt   e( t ) g ( t ) dt
t1 t1
In analogy with vectors, value of a is optimal when e(t) and g(t) are
t2
 f (t ) g (t )dt
orthogonal.Then, a 
t1
t2
; which is exactly the same result
 (t )dt
2
g
t1
d ( MSE )
obtained solving  0! With concept of orthogonality we can
da
obtain optimal values of coefficients in signal approximation in an
easier manner.

Signal Approximation by Orthogonal Set of Functions
Let f(t)  a1g1 (t)+a 2g 2 (t). Now, optimal values of a1 and a 2 will also
depend on cross energy of g1 (t) and g 2 (t) and therefore will be
different from that derived earlier. As a simplification, we let g1 (t) and
g 2 (t) be orthogonal.
t
1 2
MSE=   f ( t )  (a g (t)+a g (t)) 2
dt, which minimises when
t2  t1 t1
1 1 2 2
t2 t2
 f (t ) g (t )dt
1  f (t ) g (t )dt
2
a1  and a 2 
t1 t1
t2 t2
 
2 2
g1 (t ) dt g 2 (t ) dt
t1 t1
Notice that optimized coefficient of g1(t) is completely independent of g2(t).

Irrespective of the number of orthogonal basis functions used, each
coefficient can be optimized independent of all others. This is the main
reason why orthogonal basis functions are used for signal representation.

Mean Square Error of Approximation by
Finite Set of Orthogonal functions
Let f(t)  a1g1 (t)+a 2g 2 (t), where g1 (t) and g 2 (t) are orthogonal.
t
1 2
 
t2  t1 t1

2
MSE= f ( t ) (a g
1 1 (t)+a g
2 2 (t)) dt
Expanding and using property of orthogonality

1 2 2 
t t2 t2 t2 t2
  f (t )dt   a1 g1 (t)dt   a 2 g 2 (t)dt  2  a1 f (t )g1 (t)dt  2  a 2 f (t )g 2 (t)dt 

2 2 2 2
MSE=
t2  t1  t1 t1 t1 t1 t1 
 t2 t2

Assuming optimized values for a 1 and a 2  such that  f (t )g(t) dt equals a  g (t) dt  ,
2
 
 t1 t1 
1  2 2  t2 2 2  
t t2
t2  t1  t1
 f (t )dt    a1 g1 (t)dt   a 2 g 2 (t)dt    difference of average energy
2 2
MSE=
  t1 t1  
1  2 2 
t N t2
  f ( t ) dt    a k g k (t) dt 
2 2
for N-term representation, MSE=
t2  t1  t1 
 k 1 t1

Signal Representation by Infinite Set of Orthogonal
Functions: Generalized Fourier Series
With each basis function added to an orthogonal set, the MSE of approximation
decreases monotonously. When represented by infinite terms, MSE vanishes and
the signal representation becomes exact. The energy relation becomes
t2   t2

t f (t )dt     a n g n (t) dt ; known as Parseval's energy relation
2 2 2
1
n 1 
 t1 
The resulting exact signal representation using infinite set of orthogonal basis
functions is called Generalized Fourier Series Representation:

f(t) =  a g (t ), where g (t ); k  1, 2,.. is an infinite set of orthogonal functions
k 1
k k k
Any number of orthogonal basis sets may be available. But we find that basis sets of
trigonometric and complex exponential functions are most useful in signal analysis.
Orthonormal Basis Functions
If the basis functions of an orthogonal set also possess unit energy over the
time-interval of representation, they are said to be orthonormal.
Analogy between Vectors & Signals
Vectors Signals Additional Notes
Vector Space Signal Space Structure, addition commutative &
(3-dimensional) (infinite-dimensional) associative, closed under addition
and scaling (division not defined)

Norm, length Norm, size Size of sums, Modifications for

2
A or A f (t ) dt complex and power signals



Scalar product Inner product Angle concept, Cross energy
A B f (t ) g (t )dt
 
Component
A B
Component 

f (t ) g (t ) dt Projection, Orthogonality, Similarity
(of A along B) (of f (t ) along g (t )) 

2
B2 
g (t ) dt
Approximation by other Approximation by other Mean squared error, Condition for

vectors signals minimum error
Approximation by orthogonal Approximation by orthogonal Basis, Error, Dimension, Norm,
basis basis Extension of Pythagorus theorem
Representation in 3-D Representation by generalized Coefficients, Optimality, Energy
coordinate system, fourier series, orthonormal comparison, Parseval’s theorem
orthonormal basis basis
For power signals, energy terms are replaced by power terms

For complex signals f(t)f*(t) replaces f(t), and f(t)g*(t) replaces f(t)g(t)
If time interval of interest is finite, integral limits are changed accordingly.

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Introduction to Signals & Systems

Signals & Systems

Presented by APN Rao, Dept ECE, GRIET, Hyderabad. Jul 2014 1

Study of mathematical concepts and

Presented by APN Rao, Dept ECE, GRIET, Hyderabad. Jul 2014 2

Presented by APN Rao, Dept ECE, GRIET, Hyderabad. Jul 2014 3

Presented by APN Rao, Dept ECE, GRIET, Hyderabad. Jul 2014 4

Extent in time Finiteness of Energy/ Power

Continuity/ quantization Symmetry about origin

Presented by APN Rao, Dept ECE, GRIET, Hyderabad. Jul 2014 5

Sum of two periodic signals is also periodic, and has a

Product of two periodic signals has a period = LCM of the

Sum or product of periodic signals would not be periodic if

A periodic signal with period T is said to have half-wave or

All periodic signals bounded in amplitude are power signals.

Presented by APN Rao, Dept ECE, GRIET, Hyderabad. Jul 2014 6

Multiplication by an odd Any arbitrary signal can be split into an even

Presented by APN Rao, Dept ECE, GRIET, Hyderabad. Jul 2014 7

signum sgn(x) Unit ramp r(t)

Presented by APN Rao, Dept ECE, GRIET, Hyderabad. Jul 2014 8

Some functions which approach δ(t) in the limit as a  0

Ex. Find the area under sinc(t) by integration

Waveforms of random amplitude that disturb communication signals are

Presented by APN Rao, Dept ECE, GRIET, Hyderabad. Jul 2014 10

Amplitude Shift Addition

Amplitude Scaling Multiplication

Time Shift Convolution

Time Scaling Correlation

Presented by APN Rao, Dept ECE, GRIET, Hyderabad. Jul 2014 11

Combined shift-cum-scale operations have to be executed with care, since

If t is replaced by –t, the graph reverses about origin. If complete argument

Presented by APN Rao, Dept ECE, GRIET, Hyderabad. Jul 2014 12

f(2t-1) Reversal about f(-2t+1)

Presented by APN Rao, Dept ECE, GRIET, Hyderabad. Jul 2014 13

Presented by APN Rao, Dept ECE, GRIET, Hyderabad. Jul 2014 14

Shift product function

Presented by APN Rao, Dept ECE, GRIET, Hyderabad. Jul 2014 17

Error of Signal Approximation

Presented by APN Rao, Dept ECE, GRIET, Hyderabad. Jul 2014 19

Presented by APN Rao, Dept ECE, GRIET, Hyderabad. Jul 2014 20

Energy of sum = sum of individual energies + 2(cross energy)

Presented by APN Rao, Dept ECE, GRIET, Hyderabad. Jul 2014 21

integrating over (t1, t2 ) we get 

Presented by APN Rao, Dept ECE, GRIET, Hyderabad. Jul 2014 22

Notice that optimized coefficient of g1(t) is completely independent of g2(t).

Presented by APN Rao, Dept ECE, GRIET, Hyderabad. Jul 2014 23

Expanding and using property of orthogonality

  f (t )dt   a1 g1 (t)dt   a 2 g 2 (t)dt  2  a1 f (t )g1 (t)dt  2  a 2 f (t )g 2 (t)dt 

Presented by APN Rao, Dept ECE, GRIET, Hyderabad. Jul 2014 24

Approximation by other Approximation by other Mean squared error, Condition for

For power signals, energy terms are replaced by power terms

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