Chapter 1

Introduction to Signals and Systems

Chapter Outline 1.1 A LITTLE PHILOSOPHY........................................................................ 2 1.2 BASIC CONCEPTS.................................................................................. 3 1.2.1 Introduction ....................................................................................................................................... 3 1.2.2 Two Fundamental Concepts ..................................................................................................... 4 1.3 MATHEMATICAL MODELING.............................................................. 5 1.4 SIGNALS AND SYSTEMS ....................................................................... 7 1.4.1 Introduction ....................................................................................................................................... 7 1.4.2 Signals.................................................................................................................................................8 1.4.3 Systems............................................................................................................................................... 9 1.4.4 Interconnections of Signals and Systems.........................................................................11 1.4.5 Interaction Between Signals and Systems.......................................................................13 1.5 CONTINUOUS-TIME AND DISCRETE-TIME SIGNALS AND SYSTEMS..............................................................................................14 1.6 ORGANIZATION OF THE MATERIAL..................................................14 1.6.1 Organization of the Chapters..................................................................................................14 1.6.2 Coverage of the Text..................................................................................................................16 1.7 HOW TO USE MATLAB WITH THIS BOOK.........................................16 The purpose of this chapter is to explain the basic philosophical concepts that form the basis for the technical concepts presented in the rest of the text. We discuss how these philosophical ideas are evident in the organization of the text. This philosophy also helps to explain how the material in this text is related to the engineering literature as a whole. To readers wholly unfamiliar with the contents of this book, the following discussion may seem a little abstract. Readers are urged to return to this chapter as they progress through the text to develop the big picture as well as the details. Summary of Sections Section 1.1: Section 1.2: Section 1.3: We discuss the philosophy on which this book is based. We introduce the two most fundamental concepts used in the text: signals and systems. We discuss the principle of mathematical modeling.

Chapter 1

Introduction to Signals and Systems

Section 1.4: Section 1.5: Section 1.6: Section 1.7:

We discuss more on the concepts of signals and systems. We discuss continuous-time and discrete-time. We discuss the basic organization of the text. We explain how to use MATLAB with this book.

1.1 A LITTLE PHILOSOPHY

As engineers and scientists we are interested in understanding the phenomena in the physical world around us. This knowledge can be used to improve the way we interact with our environment, show us how to improve upon the mechanisms we find in it, and show us how to design and fabricate entirely new devices. There are some underlying principles in the methodologies used for the acquisition of this knowledge for extending our understanding of known concepts. The acquisition of knowledge begins with the observation of a physical process. We use observation in a rather general sense meaning not only a direct sensory perception of the physical process, but also indirect perception through a sensor. It is crucial, however, that the process be observed in some way. Once the process has been observed (implying repeatability) the acquisition of a deeper knowledge of the process proceeds in two modes of inquiry. The first mode of inquiry continues with direct observation of the process - experimentation. The physical process is observed in a variety of settings. Its action on other physical processes is documented. Various techniques can be developed to act on the physical process to alter its characteristics. This approach is highly developed, and a vast array of laboratory instrumentation is available for investigation of every type of physical process. The second mode of inquiry involves developing an abstract description of the physical process. Then this abstract description is used to indirectly investigate the properties of the physical process. The simplest abstract description is a verbal description of the physical process. The statement of Newtons laws gives us a verbal description of these fundamental laws of physics. Verbal descriptions, however, are limited in their ability to accurately describe the physical process. A much more powerful language for the description of a physical process is a mathematical description. Mathematics, in its broadest interpretation, contains a wealth of knowledge that can be brought to bear in the investigation of the properties of the physical process by analyzing its abstract representation. In this mode of inquiry, our understanding of the physical process is developed indirectly by studying the properties of the mathematical description using the tools of mathematics. For example, differential calculus is very useful for understanding and applying Newtons laws. In recent years the computer has evolved as a new tool for understanding abstract descriptions of physical processes. Our observations of the physical process must be translated into numbers, a mathematical description of the physical process. By processing these numbers possibly in conjunction with a mathematical description of the physical process such as a differential equation, we are able to greatly expand our understanding of the physical process through automated

Section 1.2

Basic Concepts

computation. The extension of abstract descriptions of physical processes into the computer environment is having an enormous impact on the way engineering is done today. Consider, for example, an oil painting. An oil painting is a physical process in that it persists through time. The painting is experimentally created by the artist with paints and a brush. The artists understanding of the painting is, in part, through the act of painting, an experimental mode of inquiry. It is also possible to develop an abstract description of the painting. At the simplest level such an abstract description may be a verbal description of the color and geometry of the painting. With persistence, a more sophisticated description can be developed using the laws of physics along with a mathematical description of the colors and geometry. This more abstract, sophisticated description is useful in that it allows us to reproduce the painting on our computer screen. We can also use the computer model of the painting to gain insight into its historical origins. At this early point in our discussion we emphasize that we are primarily interested in developing tools that can be used in the understanding of physical processes. Furthermore, there are two separate, but complementary approaches for understanding the physical process: experimentation and abstraction. Neither one of these approaches is satisfactory by itself, but depends on the other to guide it. This basic fact provides the foundation and orientation for the material in this book.

1.2 BASIC CONCEPTS

1.2.1 Introduction In this book we will discuss the abstract description of a physical process. It turns out that diverse physical processes have mathematical descriptions that are similar in their mathematical properties. Furthermore, the same analytical tools can be used for the analysis of the mathematical descriptions of many of these processes. Therefore, the organization of the material in the book tends to emphasize the mathematical aspects of the subject. While this organization underscores the power and usefulness of this material, it should be remembered that the ultimate goal is to use these concepts to further our understanding of the physical processes. Some attempt has been made in the text to keep the readers tuned in to this objective. The fact that we dont discuss the experimental aspects of the analysis of physical processes doesnt imply that this knowledge is less useful than the concepts contained in this text. Its just that space is limited. This book is concerned with the mathematical descriptions of a physical process and the analytical tools used to analyze these descriptions. To a lesser extent we will address the problem of design: synthesizing a mathematical description with the ultimate goal of constructing a physical device that matches the abstract description. The readers are undoubtedly familiar with this approach, it being the way of science. One of the primary goals of a first networks course is to introduce the mathematical tools used to describe the operation of a electric network composed of a resistor, capacitor, and inductor along with a voltage or current source. The voltages and currents in a network are represented by functions. The relationship between these voltages and currents is shown to be given by differential equations. Later it is shown how these mathematical objects can be analyzed using Laplace and Fourier

Chapter 1

Introduction to Signals and Systems

transforms. These transforms simplify the calculations through the use of complex impedance, source transformations, etc. More importantly, these transforms expose properties of the voltages, currents, and circuits that allow deep insight into their behavior that is not readily apparent from the functions or differential equations or from experimentation. All of these results are simply abstract, mathematical descriptions of the physical processes which allow deep insight into the behavior of the circuit. It is the purpose of this book to formalize and extend many of the results related to mathematical descriptions of physical processes obtained in the context of network analysis. In the course of this development it becomes apparent that the techniques involved in network analysis can be applied to a wide variety of physical phenomena. There are obvious parallels to mechanical systems, in particular vibration analysis and dynamics. Less obvious parallels appear in chemical processes, hydraulics, robotics, optics, and electric machines, to name a few. Even more obscure connections turn up in systems with decidedly different observed behavior such as economics, biological populations, image processing, and computers. It is exactly the fact that these techniques can be applied to such a wide spectrum of physical processes that gives them their power and beauty. 1.2.2 Two Fundamental Concepts The challenge, of course, is to develop descriptive concepts that apply to these many diverse physical processes. There are two fundamental concepts that play a central role throughout the book: a signal and a system. A major purpose of this book is to develop these two concepts and their interaction in sufficient depth that they can be applied to the analysis of advance problems in engineering. As such these two concepts motivate the underlying organization of this book. A signal, the starting point for our investigation, is the formal definition of an abstract mathematical description of an observed physical process. A signal1 is a function that is used to describe an observed physical variable of a physical process; it is an abstract mathematical description of the observation. Hence, a signal provides the most basic connecting link between the physical process, in which we are ultimately interested, and the mathematical analysis techniques developed in this text. Everything grows from a signal. Armed with the concept of a signal, we can begin to describe the physical world we see around us. Familiar signals include the functions used to describe the voltages and currents in circuits. Position, velocity, and acceleration of a mass (such as an automobile) are also readily described by signals. Images on the computer screen become signals. Newspapers boast signals describing the fluctuations of the Dow Jones average. Once we begin to recognize the many signals around us, we may note that certain signals always appear when another signal is present. When we switch on a flashlight (motion of the switch) a light appears (electromagnetic waves). When a voltage is applied to a circuit, voltages and current appear at the circuit terminals. When the Fed changes the prime interest rate, the Dow Jones average changes. In fact there is a physical interrelationship between many physical processes. This interrelationship is the second fundamental component in the abstract mathematical
1 A signal is defined formally in Chapter 5 .

Section 1.3

Mathematical Modeling

system
input x(t) signal

H
Figure 1.2.1 A System

y(t)

output signal

language developed here to describe observed physical phenomena. The terms of the mathematical language, one signal, called the input signal, causes the appearance of a second signal, called the output signal. The mathematical relationship between the input signal and the output signal is called a system.2 The abstract concept of a system is frequently described with a cartoon as shown in Figure 1.2.1. Because of Figure 1.2.1, this definition of a system is often called a black box definition of a system. A system is described by its external connections to the world; we dont care what is in the black box. A system can be generally identified with a physical process, device, or (large, complex) interconnection of devices. As implied in the description above, a system is identified by defining the input signal and the output signal. A network becomes a system by identifying the voltage across the power source as the input signal and the voltage across the load resistor as the output signal. An automobile becomes a system by identifying the pressure on the accelerator as the input signal and the velocity of the car as the output signal. A stereo becomes a system by identifying the laser light reflecting off the tracks of the compact disk as the input signal, and the sound coming out of the speakers as the output signal. This definition of a system may appear somewhat novel, but we hope to show over the course of the book that it is extremely useful.

1.3 MATHEMATICAL MODELING

Signals and systems are mathematical objects that describe the physical world we observe around us. We call these mathematical objects representations or models of the signal or system. If signals and systems are to be a useful descriptive language, they must satisfy two criteria. First, the signal or system must accurately reflect the observed physical process. That is, the signal or system must be compared to the observations of the physical process, and they must agree to an acceptable level of accuracy. It is exactly here that the experimental characterization of the physical process is critical. The less precisely the signal or system matches the observations, the less precise our understanding of the physical process will be. Conversely, the functional form of the signal or system often motivates the laboratory experiments and establishes the acceptable ranges of parameter values. Hence, there is a close relationship between the abstract mathematical description of the physical process and the experimental understanding of that process. Second, the mathematical model must be of a form which provides useful information. If the physical process is complex, then it is often easy to develop a complicated model which seems to accurately describe the experimental
2 A system is defined formally in Chapter 6 .

Chapter 1

Introduction to Signals and Systems

observations. Such a complex model, however, may not be tractable by any known analysis tools. Hence, we wont be able to develop any useful information about the physical process from the abstract description. If the model is oversimplified, then it wont retain any of the interesting behavior of the physical process. Again, the model serves no useful purpose. Therefore, it is important that the model fall into the category where the complexity of the physical process is represented with a model that is amenable to our analysis tools. The development of mathematical models has been significantly impacted by the emergence of sophisticated computer simulation packages. These computer tools dramatically extend the usefulness of mathematical models. Some models that previously were too complex for analysis with pencil and paper become almost trivial with current computer technology. Furthermore, the range and depth of the analysis that can be performed within an acceptable period of time is dramatically increased. The advances in hardware and software technology allow much more of the system analysis and design to be transferred from experimental hardware into the computer laboratory. New computational tools, which can be thought of as an extension of an abstract mathematical description of the physical process, have made computer simulation a full partner to laboratory experimentation. It must be remembered that these two modes of inquiry into the nature of the physical process are still complementary and mutually supportive. The advancements in computer technology, however, are shifting the relative importance of these two approaches in engineering analysis and design. In general, laboratory experiments can be very complex, expensive, difficult to construct, and time-consuming. In the most extreme cases, it may impossible to duplicate the physical process in the lab. In these situations, the computer simulations offer an attractive alternative physical experiments. Of course, for the computer simulations to be successful, accurate mathematical models must exist of the physical process. These models must also be numerically tractable. If the models cant be simulated even on the largest computers, then even complex, expensive experiments are necessary. Many electronic circuits are easy to build and test in the lab, but they pose difficult problems for numerical simulations. Switching power supplies are one such class of circuits in which the transistors are operated in an on-off mode. This operation introduces discontinuities into the numerical simulations which are problematic. For these devices, it is often easier and faster to test their behavior in the lab rather than spend many hours on computer simulation. NASA is currently building the space station. This structure is quite large, but it must be constructed of lightweight materials. It is a complicated truss structure with many joints and large point masses. It is not known how this structure will respond dynamically in space. It is impossible to experimentally investigate the dynamic response because a zero gravity environment of the required size cant be fabricated on earth. Therefore, computer simulation remains the only feasible method for characterization of the dynamic response of such large space structures. Understanding how sound propagates in complex enclosures is very important to many engineering designs. For example, there is a lot of interest currently in developing systems that reduce the sound levels in aircraft cabins. It is possible to develop models that describe the propagation of acoustic waves in these environments, but these models require an inordinate amount of computer time to

Section 1.4

Signals and Systems

simulate. Therefore, computer simulations are of limited value in developing noise reduction systems for realistic enclosures at this time. There has been a lot of interest in recent years in developing devices to reduce vibrations in flexible structures. These devices typically include a sensor to measure the vibrations in the structure, an actuator to apply forces to the structure, and a digital computer to generate an input signal into the actuator in response to the electronic output of the sensor. Unfortunately, if these devices are not configured correctly, they can cause the vibrations to increase, rather than decrease, leading to damage to the structure. In fact, the whole system can destruct rather rapidly. Nor is it always clear how to set the parameters of the vibration suppression device to obtain the desired performance. For these devices simulation models can be quite useful, not only for determining the device parameters for optimal performance from design methodologies, but also for evaluating those parameter values where the whole system would go into failure. It may have occurred to the reader that a model of the stock market could be financially beneficial. To date no (published) model of this institution exists. The main problem is that while the proposed models match the observed data, apparently they dont predict the future behavior of the market. That is, the mathematical modeling of this system is inadequate. Experimentation remains the best method for understanding this system. Engineers developing a model must understand what analysis tools are available as well as the physical process they are trying to model. It is the purpose of this book to describe some of the basic models that are used to describe a physical process, introduce some of the analysis tools that are available to analyze these models, and touch on some of the design procedures for synthesizing a device from a mathematical description. The computer simulation tools are developed out of the abstract mathematical description language used to model physical processes. It is not surprising, then, that these computer tools have influenced the growth of the mathematical language and the analysis tools for signals and systems and vice versa. This interplay between the mathematical language and the computer simulation tools is part of an ongoing process in the growth of engineering analysis and design tools. These tools have reached a stage of development where it is appropriate to include them in a text at this level. Accordingly, MATLAB has been integrated into the material. Indeed, some thought has gone into presenting the material in the text to emphasize the relationship between the theoretical concepts and their implementation in MATLAB.

1.4 SIGNALS AND SYSTEMS

1.4.1 Introduction As we discussed above, there are two fundamental concepts in our abstract mathematical descriptive language: a signal and a system. Because these two concepts play such a central role in this book we will discuss them further here. W e will explain the various components of the analysis of signals and systems. We will discuss the ways in which simple models of signals and systems can be combined to represent complicated systems. We will also discuss how signals and systems

Chapter 1

Introduction to Signals and Systems

interact with each other. Throughout the discussion we will give examples that provide motivation for studying these concepts. 1.4.2 Signals Signals are functions that describe the time variation of a physical variable of a physical process.3 This concept is rather easy to assimilate because we observe these physical variables around us on a daily basis. A good example of an observed physical variable is the oscilloscope trace of a voltage waveform. The form of the signal is easy enough to determine if we can observe the oscilloscope, but suppose we wish to explain the shape of the signal to someone who cant see the oscilloscope? Or suppose we wish to infer properties of the circuit from the shape of the waveform? In these cases a more sophisticated description of the oscilloscope trace is needed. At this point signal theory enters the picture. There are three components to signal theory: modeling, analysis, and design. Signal modeling is concerned with developing an abstract description of the time history of an observed physical variable. Quite often signal modeling is an ad hoc process which relies heavily on the past experience of the engineer doing the modeling. In such situations, the physics of the underlying process often plays a prominent role in the form of the signal with the parameters of the signal being physically meaningful. A second way to construct a signal model is to sample the signal and then enter the sample values into a computer. The computational power of the computer allows very sophisticated and powerful models of signals to be developed. We will discuss a few simple computer-based techniques for developing signal models from observed experimental data. The second component of signal theory is signal analysis. Signal analysis is concerned with extracting information about the underlying physical process from the signal. If a signal is developed as a description of an observed physical variable, then we can associate characteristics of the signal with the physical variable. In fact, this concept is central to our understanding of physical processes. For example, suppose we observe a sinusoidal oscilloscope trace. Then we would describe this observation with a sinusoidal function. In particular, we would choose an amplitude and frequency for the sinusoidal function so that it matches the observed trace. (The construction of the sinusoid is signal modeling.) Then we would say that we observed a signal of a certain frequency. This frequency, a parameter of the signal, could well turn out to characterize an important property of the circuit. In fact, we use this type of analysis routinely in the lab. The key point here is that the frequency is a property of the signal, the function, not the underlying physical variable. Only by attaching a mathematical description to the observation are we able to characterize it. One of the goals of signal theory is to develop this idea into a sophisticated and powerful modeling and analysis tool. The third component of signal theory is signal design. Signal design is the reverse of signal modeling and analysis. Here we start with a signal, which is an abstract mathematical description, and we proceed to synthesize a physical process that is described by the signal. For example, suppose we want to generate a sinusoidal voltage of a specific frequency and amplitude. In merely stating the problem, we have begun with the signal. We would then proceed to construct a
3 In advanced theory the definition of a signal can be more abstract.

Section 1.4

Signals and Systems

circuit, a physical process, that would generate a voltage which when viewed on the oscilloscope screen would be described by a sinusoid of the specified amplitude and frequency. There are several purposes for signal design. The most important reason is that by specifying the functional form of the signal we can associate an information content with the signal. For example, by specifying the functional form of the signal to be a series of positive and negative pulses, we can associate binary 1 and 0 with the positive and negative pulses, respectively. In this way we can encode into the signal a binary sequence. Clearly, this binary sequence can carry an information content. By synthesizing a voltage waveform, say, which is described by this signal we have embedded abstract information into the physical process, the waveform. This concept is fundamental to both communication and computers. The second purpose of signal design is to determine the shape of the signal so that it will propagate through a system in a specified manner, usually with minimal distortion. For example, consider transmitting an electromagnetic wave from one antenna to another. We can consider the voltage supplied to the antenna that is used to generate the electromagnetic wave leaving the transmitting antenna as the input signal. The output signal is the voltage generated by the electromagnetic wave at the receiving antenna. These two signals clearly describe a system. The job of the antenna designer is to generate the voltage supplied to the transmitter such that the electromagnetic wave will propagate to the receiver with minimal distortion. This task begins by choosing a signal whose shape describes an electromagnetic wave that will propagate with minimal distortion. Typically this signal would also carry some information content. Here the signal design is also driven by the characteristics of the system. 1.4.3 Systems Introduction The second fundamental concept associated with the material in this book is a system. A system is defined in terms of the relationship between two signals. The input signal into a system generates an output signal. In that signals are part of the mathematical language, a system is also part of that language. A system is typically used to describe a physical process, a device, or (large, complex) interconnection of devices. We interpret device in the broadest possible sense. For example, an aircraft can be a device that is modeled as a system. More abstractly, a computer algorithm can also be a system, so we also label it a device. The definition of a system implies that the input signal is qualitatively different from the output signal. The input signal represents a physical process that is generated independently from the system. The output signal, however, is generated by the physical process represented by the system when the input signal is present. The reverse process is not necessarily true; the output signal will not necessarily cause the appearance of the input signal. Systems represent physical processes that can perform a variety of functions. One class of systems represent physical processes that transform energy from one form to another. These systems are often defined by identifying the input signal to the system as the signal that controls the energy transformation. Transportation vehicles are examples of this type of physical process. Some kind of chemical energy (fuel) is transformed into mechanical energy in the form of motion. The input signal into the system controls the conversion of chemical energy into mechanical

10

Chapter 1

Introduction to Signals and Systems

energy. Another example of this type of physical process are electronic amplifiers. A low power voltage controls the power flow from the power bus to the load. The amplifier is represented as a system when the reference bias voltage is identified as the input signal and the voltage to the load is identified as the output signal. A second class of systems represent physical processes that perform a function. An example of this type of physical process is a robot arm. The robot arm becomes a system when the command signal to the robot arm is identified as an input signal and the position of the gripper is identified as the output signal. The function of the gripper is to grip an object. A third class of systems represent physical processes that in some way process the input signal. (These systems are called filters.) These systems enhance or remove characteristics of the input signal. A digital image is often enhanced using a computer algorithm. If the original digital image is identified as the input signal and the processed digital image is identified as the output signal, then the computer algorithm becomes the system. In this case the system restores a degraded signal. Another type of system extracts parameters or information from a signal. W e explained above how information can be embedded into an electronic waveform. If this waveform is transmitted over some distance it can become corrupted. In order to extract the information, the received waveform is used as the input signal to a circuit whose output waveform is a clean version of the received waveform. Here the circuit is a system that extracts the information (output signal) from the corrupted waveform (input signal). Another very common function of a system is to pass certain signals through to the output signal while blocking the transmission of other signals. The equalizer on a stereo works on this principle. The input signal from the storage medium contains signals of all frequencies. The equalizer as a system attenuates some of these signals more than others. How the system acts on the signal depends on the frequency of the input signal. System Modeling, Analysis, and Design A system as a mathematical object is a model or representation. Again we emphasize that if this model is to be useful in the engineering design process it must satisfy two criteria. It must accurately describe the physical process or device it represents. This model must also lend itself to analysis being neither too simplistic nor too complicated. The study of these system models is called system analysis. System analysis consists of three main areas: mathematical modeling, analysis, and design. Mathematical modeling is concerned with the development of different forms of equations that can be used to represent a system. The mathematical modeling of systems has long been studied, and there are many specialized methods for obtaining system models. These methods can be divided into two approaches. The first approach uses physical laws to develop the model. This approach predominates in the introductory courses on networks and dynamics. The second approach, known as system identification, attempts to back calculate the model of the system from knowledge of the input and output signals. In this approach, a known input signal is applied to the physical process and the corresponding output signal is measured experimentally. Then a model of the system is computed so that the simulated response of the model matches the experimental data. This approach to modeling is rooted in the basic concepts of signals and systems developed in this book. System analysis consists of analyzing the system model to uncover properties and characteristics of the system. There are a large number of analysis tools for

Section 1.4

Signals and Systems

11

investigating the properties of a system, many of which are discussed in this text. In addition, computer analysis tools extend our ability to use a system model to understand the underlying physical process. System analysis can support the development of a new device in several ways. Through system analysis we can examine the effect on the performance of the system as one or more parameters of the system change. If each of these parameters corresponds to a component in the system, then this analysis can aid in the determination of the performance specifications within the tolerances of the components or in the selection of the components. In another interpretation, the changes in the parameter values may represent variations due to changes in the environment such as temperature and pressure, or changes due to aging. System analysis can determine whether a system will continue to meet its performance specifications throughout its operating envelope. Very complicated systems often exhibit unusual and/or unexpected behavior. System analysis often lends insight into the cause or source of this behavior. Conversely, system analysis allows the system behavior to be thoroughly probed in an efficient manner to expose system deficiencies. System analysis can replace lengthy and potentially costly laboratory experimentation. It should be remembered that the viability of system analysis depends on the accuracy of the model. There is a close relationship between the model development and the system analysis. System design is the converse process of the mathematical modeling. System design begins by postulating a mathematical model with desirable properties and then constructing a device which matches the mathematical model. In this way we ensure that the device has the properties we desire. System design in general requires ingenuity on the part of the designer. Hence, there are many approaches to system design which depend on the underlying device. We may distinguish two classes of design, however. In the first class we seek to modify an existing system by the addition of hardware, or by attaching another system to the given system. Often the reason for modifying the existing system is to improve its response to given input signals. This type of system design falls into the domain of control theory. In the second class of system design we seek to fabricate an entirely new system. The most important example of this type of design is filter design. Historically, this type of design is concerned with building a circuit with a given transfer function. That is, we want the circuit to respond in a certain way to sinusoidal input signals with specified frequencies. More recently, the electronic circuit has been replaced by a microprocessor. Now the filter design focuses on finding an appropriate algorithm to achieve the desired processing of the input signal. 1.4.4 Interconnections of Signals and Systems Signals and systems form the basic building blocks in the mathematical language that we use to describe physical processes. Obviously many physical processes are very complex and consist of many interrelated components. To describe these complicated physical processes it is often useful to think of them as being composed of many interrelated signals and systems. By establishing interconnections between simple signals and systems we can build up complex systems that represent very complicated physical processes.

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There are several ways to combine signals together. Two of the most useful ways are by adding two signals together and by multiplying two signals together. These operations are shown in Figure 1.4.1. A system is defined as having an input signal and an output signal. It is entirely possible that the output signal of one system may be the input signal to another system. Or the output signals of two systems may be combined and used as the input signal to another system. In this way the larger systems are formed from the interconnection of smaller subsystems. Several interconnection patterns are shown in Figure 1.4.2. The importance of breaking a complex system into interconnected subsystems for analysis cant be overstated. The behavior of complex systems can be puzzling and difficult to understand. By breaking the system into smaller pieces, and analyzing each piece separately much insight is gained into the collective behavior of the entire system. A very familiar example of an interconnected system is a stereo system. Consider the input signal to be the light reflected from the CD and the output signal to be the sound from the speakers. If the CD player is separate from the amplifier which in turn is separate from the speakers, we have an interconnected system. The first system would be the CD player. The input signal to this system is the light reflected from the CD. The output signal is the voltage at the output terminals of the CD player. This output signal forms the input signal into the amplifier, the second system. The output signal from the amplifier is the voltage at its output terminals. This output signal forms the input signal to the speakers, the third system. The output signal from the speakers is the sound, the output signal of the whole system. Here we have a composite system of three subsystems hooked together in a serial fashion.

y(t) + x(t) + y(t) x(t)

y(t)

x(t)

x(t)y(t)

Figure 1.4.1 Combining Two Signals

x(t)

H1 H1 H2

H2
+

y(t)

x(t)

y(t)

Figure 1.4.2 Interconnections of Systems

Section 1.4

Signals and Systems

13

1.4.5 Interaction Between Signals and Systems Signals and systems are closely interrelated concepts. Each can be studied separately and we shall do so. We are also interested in the relationship between signal concepts and systems concepts, however. This relationship can best be understood by thinking of the input signal propagating through the system and emerging as the output signal. From this point of view, the system changes the input signal as it propagates through the system. The question to which we address ourselves is characterizing the change in the signal properties using properties of the system. This question is of fundamental importance in many physical processes of interest. We have noted that a signal can carry information by properly selecting the waveform. These signals are the foundation of communication systems where the signal carries information over long distances. In effect the communication signal is the input signal into a system (the communication channel). This signal is sent by the transmitter. The output signal is the signal received by the receiver. The input signal (the transmitted signal) is changed (distorted) by the system (the communication channel) so that the output signal (the received signal) only vaguely resembles the input signal. In order to properly design a communication signal it is important to understand how the system changes the communication signal so that the amount of distortion introduced by the channel can be minimized. Indeed, pulse shaping, used to reduce the distortion, is one of the standard results in communication theory. In aircraft the flaps on the wings are controlled by the pilot. The pilot pushes on the stick a specified amount to change the flap deflection by a specified angle. One way this system is implemented is by actuating the flap with electric motors. The movement of the stick generates an electric signal that causes the motor shaft to rotate through a specified angle. A gear linkage then moves the flap. If we denote the input signal as the position of the stick and the output signal as the position of the flap, we have a system. In this system we want the output signal to follow exactly the input signal; i.e., we want them to have the same functional form, although they may be scaled differently because of the units. A direct linkage between the stick and the flap is not desirable because it will require a considerable amount of energy to move the flap because of the aerodynamic forces. The function of the system is to change a low-energy signal into a high-energy signal. We must understand the relationship between the input signal and the system so that we can design the system properly. There are many applications where the information in a signal is carried in the frequency of the signal. That is, the signal is a sinusoid and the different frequencies are correlated to different information. To extract the information in the signal it is necessary to determine the frequency of the signal. One way to solve this problem is to input the signal into a system which is specially designed to pass only input signals with a given frequency. All other signals are severely attenuated. It turns out that the key concept is contained in the way a sinusoidal signal propagates through a system. The Fourier and Laplace transform also play a central role in the relationship. Hence, this interaction between the signal and the system is said to be in the frequency domain. These results are described in detail in the text. These results are very deep and of fundamental importance.

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Introduction to Signals and Systems

1.5 CONTINUOUS-TIME AND DISCRETE-TIME SIGNALS AND SYSTEMS

We have defined a signal as a function which describes a physical variable as it evolves in time. In this text we will use two different conceptions of time. The first conception of time is the most common usage of the word. Here time is modeled using the real numbers. Signals become functions of a real variable. We say these signals are continuous-time signals. Systems with continuous-time input and output signals are called continuous-time systems. Almost all introductory courses in networks, physics and mechanics are devoted to continuous-time signals and systems. These signals represent physical processes readily observed in the world around us. This concept of time is most directly part of our reality. Voltage, current, position, velocity, pressure, etc. are all physical processes represented by continuous-time signals. The second conception of time is associated frequently with computers and economics. Here time is modeled using the integers. The signals, which are functions of the integers, effectively become sequences. We say these signals are discrete-time signals. Systems with discrete-time input and output signals are called discrete-time systems. Discrete-time signals are not unfamiliar to us. A glance at the market page of the newspaper will show a graph of a recent trend in the stock market. Typically, one price is given for each day. By associating an integer with each day we readily obtain a discrete signal. Certainly economic theory makes extensive use of discretetime signals, but an even more important example for electrical engineers occurs in the computer. Because computers inherently process data sequentially in discrete steps, discrete-time signals naturally model this process. It turns out that the models of discrete signals and systems share many of the same mathematical properties. Therefore, many of the same modeling, analysis, and design tools can be applied to both types of systems with only minor modifications. The text is written to exploit this similarity.

1.6 ORGANIZATION OF THE MATERIAL

1.6.1 Organization of the Chapters The concepts that are presented in this book are highly interrelated. Their relationship could best be presented by a flow chart that is constructed as a matrix. The layout of a book, however, requires that the concepts be presented in a linear sequential structure. Because the matrix relationship between the concepts can be reorganized into a column in several different ways, there are several organizations of this material that can be adopted for presentation in book form. In this section we will briefly explain the overall organization of this book. It must be emphasized, however, that a deep understanding of this material recognizes the cross-chapter relationship of the concepts. Given the scope and depth of this material the many cross relationships between the concepts can be very confusing to the beginning student. Therefore, this text has been organized so that it can be read straight through. For the advanced student, however, the interrelationships between the concepts are quite important. Therefore,

Section 1.6

Organization of the Material

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the text has been organized to exploit these interrelationships. The following discussion is an aid for the advanced students to guide them through the more subtle organizational aspects of this text. There are several fundamental divisions of the material as it is presented in this book which we will explain next. The primary division of the presentation is the between continuous-time and discrete-time signals and systems. Continuous-time signals and systems are discussed in Part I of the text and discrete-time signals and systems are discussed in Part II. This basic division of the text is shown in Figure 1.6.1. It must be emphasized, however, that these two sets of results are closely related. In fact, they are essentially parallel to each other. It has been widely recognized that mathematically, these results are the same (on most points). (Of course, continuous-time and discrete-time systems are used to model very different physical processes.) The close relationship between these two blocks of material can be observed in the Table of Contents by comparing the continuous-time chapters to the discrete-time chapters. Part II of this text has been written so that it can be read independently of Part I (aside from the introductory chapters in Part I). Within Part I and Part II of the text, the material has been further subdivided according to the concepts introduced in this chapter. The discussion begins with a formal introduction to the definitions of a signal and system. The concepts directly related to signals are separated from the concepts related to systems. Finally, the relationship between signals and systems is developed. This division is accomplished through the chapter designations. This organization of the material is repeated in both the continuous-time and discrete-time material. The breakdown of the chapters is summarized in Figure 1.6.1. In the introductory chapters we discuss basic functions that can be used for signals, and various equations that can be used for modeling systems. The chapters on signals focus on developing frequency domain descriptions of signals. The main tools in this discussion are the Fourier series, Fourier transforms, and discrete-time Fourier transform. The chapters on systems focus on the development of system models and their interrelationship. The transfer function, convolution integral, and state space representation are discussed. The properties of these system models are also discussed, including linearity and time invariance. The chapters on the relationship between signals and systems build on the concepts introduced in the previous chapters. The signals and systems concepts in this book require a certain amount of mathematical background. There are several chapters which cover this background. A concerted effort has been made to separate this background material from the concepts which have an explicit engineering orientation. The chapters devoted to background material can be covered as necessary. Here is a summary of this background material. Chapters 2 - 4 Chapter 7 Chapter 9 Chapter 18 This material is commonly found in the prerequisite math and networks courses of a signals and systems course. The Fourier series and Fourier transform. The Laplace transform. The discrete-time transforms that parallel the Laplace and Fourier transform.

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Chapter 1

Introduction to Signals and Systems

Introduction to Signals and Systems Continuous-time - Chapters 5,6 Discrete-Time - Chapter 17

Continuous-Time Signals Chapter 8

Discrete-Time Signals Chapters 19, 20

Continuous-Time Systems Chapters 10 - 13

Discrete-Time Systems Chapter 21, 22

Frequency Domain Analysis of Continuous Signals and Systems Chapter 14, 15, 16 Part I

Frequency Domain Analysis of Discrete Signals and Systems Chapter 23 Part II

Figure 1.6.1 Outline of the Chapter Structure

1.6.2 Coverage of the Text The many concepts in this text are related in many ways. The relationship between the chapters can best be described by a matrix structure shown in Figure 1.6.2. Figure 1.6.2 can be used as a road map for reading selected portions of this book. As can be seen from Figure 1.6.2 the later chapters dont necessarily require all of the results from the previous chapters. The interrelationships between the chapters in Figure 1.6.2 is also summarized in the chapter introduction in the subsections entitled Coverage of the Text. These subsections give a detailed description of the prerequisite material that is required for each section of the chapter. This information, which can be quite confusing to the beginning student, is provided primarily for the advanced student as a guide for tracing the specific relationships between concepts.

1.7 HOW TO USE MATLAB WITH THIS BOOK

The primary purpose of this text is to provide a comprehensive framework for the basic concepts of the theory of signals and systems. This presentation of this theory is self-contained, and it is illustrated by numerous examples in the text. It must be recognized, however, that some of the theoretical results derive their practical importance from their application to numerical computation. Furthermore, an understanding of the examples and the underlying theory can be enhanced by

Continuous-Time Signals Chapter 5 Laplace Transforms Chapter 9 Continuous-Time Systems Chapter 6 Transfer Functions Chapter 10 Chapter 7 DFT's Chapter 8 Spectrum of a Signal Chapter 13 System Properties Frequency Response Chapter 14 Chapter 15 Propagation of a Signal Through a System Chapter 19 Sampling Chapter 20 State Space Chapter 11 Chapter 12 Convolution and Fourier Transfer Functions Fourier Transforms Discrete-Time Signals and Systems Chapter 17 Discrete Systems Chapter 21 z-Transforms Chapter 18 System Properties Chapter 22 Discrete Frequency Response Chapter 23

Section 1.7

Chapter 16 Bode Plots

How to Use MATLAB with This Book

Figure 1.6.2 Relationship Between Chapters in Text with Topical Coverage

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Chapter 1

Introduction to Signals and Systems

investigation through numerical simulation. Therefore, a computational software tool, MATLAB, has been integrated into the text as an extension of the existing material. The discussion of MATLAB in relation to the material generally follows the discussion of the main theoretical concepts and examples in each section or chapter, so the availability of MATLAB is not strictly required for self-study. As a computational tool MATLAB is well-suited to extend the readers understanding of the theory beyond the traditional confines of the written page. As each new theoretical concept is introduced, the relationship between the concept and the MATLAB command structure is explained. Then a MATLAB M-file is given illustrating a calculation using the concept. Generally, this M-file recreates the supporting example in the text. The example in the text gives the readers a point of reference for the interpretation of the output from the M-file. From this clearly defined starting point, readers can build their understanding by modifying the M-file to probe deeper into the meaning of the example. The Exploratory Exercises serve as a guide to readers in this investigation. MATLAB has evolved into a standard computational tool that is widely used in industry as well as academia. Therefore, there is merit in gaining a working knowledge of the software itself. This knowledge will allow the readers to use MATLAB in conjunction with the theory of signals and systems to solve real problems. This basic philosophy guides the integration of MATLAB into the material. The way this philosophy is implemented in the text structure is that most sections contain a subsection at the end titled MATLAB Experiments. This subsection contains a brief description of the MATLAB commands that pertain to the concepts introduced into the section. Then a MATLAB M-file is given which illustrates the relationship between the concept presented in the section and the MATLAB command. It is suggested that the readers type in each M-file. (They are usually short.) In this way the readers will learn the syntax and structure of MATLAB through example. This experience will build the expertise of readers to write their own M-files to solve their own problems. By entering the code of the particular M-file the readers will understand how this M-file solves the particular problem. This understanding will allow the readers to modify the M-file. The readers can then use the M-file to explore the implications of the concept through the example with the aid of the Exploratory Exercises. The previous remarks apply to the integration of MATLAB into the main body of the text. The problems at the end of the chapters present a more in-depth challenge in the application of MATLAB. Because of the comprehensive integration of MATLAB into this material, it is generally assumed that MATLAB is available for problem solving. Hence, computer problems are not identified as such. The description of the MATLAB commands in this text are not intended to substitute for the MATLAB manual or help files. It is assumed that readers are familiar with the basics of MATLAB as provided in the introductory chapters of the MATLAB manual. It is also assumed that the readers will make extensive use of the MATLAB help files, particularly if there is some question about the command syntax in the M-files given in the text. Rather, the descriptions of the MATLAB commands are intended to provide an interface between the material in the text and MATLAB, explaining how MATLAB can be used to further the understanding of the material and how it is applied to problem solving.