Signal and Systems Prof. H. Sameti Chapter #1: Signals Systems Some examples of systems System properties and examples Causality Linearity Time invariance Reformatted version of open course notes from MIT opencourseware http://ocw.mit.edu/courses/electrical-engineering-and-computer-science/6-003-signals-and-systems-spring-2010/lecture-notes/

Book Chapter#: Section# Signals Signals are functions of independent variables that carry information. For example: Electrical signals voltages and currents in a circuit Acoustic signals audio or speech signals(analog or digital) Video signals intensity variations in an image Biological signals sequence of bases in a gene Department of Computer Engineering, Signal and Systems

The Independent Variables Book Chapter#: Section# The Independent Variables Can be continuous Trajectory of a space shuttle Mass density in a cross-section of a brain Can be discrete DNA base sequence Digital image pixels Can be 1-D, 2-D, ••• N-D For this course: Focus on a single (1-D) independent variable which we call "time” Continuous-Time (CT) signals: x(t), t continuous values Discrete-Time (DT) signals: x[n] , n integer values only Computer Engineering Department, Signal and Systems

Book Chapter#: Section# CT Signals Most of the signals in the physical world are CT signals—E.g. voltage & current, pressure, temperature, velocity, etc. Computer Engineering Department, Signal and Systems

DT Signals x[n], n—integer, time varies discretely Book Chapter#: Section# DT Signals x[n], n—integer, time varies discretely Examples of DT signals in nature: DNA base sequence Population of the nth generation of certain species Computer Engineering Department, Signal and Systems

Many human-made DT Signals Book Chapter#: Section# Many human-made DT Signals Ex.#1 Weekly Dow-Jones industrial average Ex.#2 digital image Why DT? — Can be processed by modern digital computers and digital signal processors (DSPs). Computer Engineering Department, Signal and Systems

Book Chapter#: Section# SYSTEMS For the most part, our view of systems will be from an input-output perspective: A system responds to applied input signals, and its response is described in terms of one or more output signals Computer Engineering Department, Signal and Systems

EXAMPLES OF SYSTEMS An RLC circuit Book Chapter#: Section# EXAMPLES OF SYSTEMS An RLC circuit Dynamics of an aircraft or space vehicle An algorithm for analyzing financial and economic factors to predict bond prices An algorithm for post-flight analysis of a space launch An edge detection algorithm for medical images Computer Engineering Department, Signal and Systems

SYSTEM INTERCONNECTIOINS Book Chapter#: Section# SYSTEM INTERCONNECTIOINS An important concept is that of interconnecting systems To build more complex systems by interconnecting simpler subsystems To modify response of a system Cascade Parallel Feedback Computer Engineering Department, Signal and Systems

SYSTEM EXAMPLES Example. #1 RLC circuit Book Chapter#: Section# Computer Engineering Department, Signal and Systems

Example. #2 Mechanical system Force Balance: Observation: Very different physical systems may be modeled mathematically in very similar ways.

Example. #3 Thermal system Cooling Fin in Steady State t = distance along rod y(t) = Fin temperature as function of position x(t) = Surrounding temperature along the fin

Example. #3 Thermal system (Continued) Observations Independent variable can be something other than time, such as space. Such systems may, more naturally, have boundary conditions, rather than “initial” conditions.

Example. #4 Financial system Fluctuations in the price of zero-coupon bonds t = 0 Time of purchase at price y0 t = T Time of maturity at value yt y(t) = Values of bond at time t x(t)= Influence of external factors on fluctuations in bond price Observation: Even if the independent variable is time, there are interesting and important systems which have boundary conditions.

A Rudimentary “Edge” Detector Example. #5 A Rudimentary “Edge” Detector y[n]=x[n+1]-2x[n]+x[n-1] ={x[n+1]-x[n]}-{x[n]-x[n-1]} = “Second difference” This system detects changes in signal slope x[n]=n → y[n]=0 x[n]=nu[n] → y[n]

Book Chapter#: Section# Observations A very rich class of systems (but by no means all systems of interest to us) are described by differential and difference equations. Such an equation, by itself, does not completely describe the input-output behavior of a system: we need auxiliary conditions (initial conditions, boundary conditions). In some cases the system of interest has time as the natural independent variable and is causal. However, that is not always the case. Very different physical systems may have very similar mathematical descriptions. Computer Engineering Department, Signal and Systems

SYSTEM PROPERTIES (Causality, Linearity, Time-invariance, etc.) Book Chapter#: Section# SYSTEM PROPERTIES (Causality, Linearity, Time-invariance, etc.) WHY? Important practical/physical implications They provide us with insight and structure that we can exploit both to analyze and understand systems more deeply. Computer Engineering Department, Signal and Systems

Book Chapter#: Section# CAUSALITY A system is causal if the output does not anticipate future values of the input, i.e., if the output at any time depends only on values of the input up to that time. All real-time physical systems are causal, because time only moves forward. Effect occurs after cause. (Imagine if you own a noncausal system whose output depends on tomorrow’s stock price.) Causality does not apply to spatially varying signals. (We can move both left and right, up and down.) Causality does not apply to systems processing recorded signals, e.g. taped sports games vs. live broadcast. Computer Engineering Department, Signal and Systems

CAUSALITY (continued) Book Chapter#: Section# CAUSALITY (continued) Mathematically (in CT): A system x(t) →y(t) is causal if when x1(t) →y1(t) x2(t) →y2(t) and x1(t) = x2(t) for all t≤ to Then y1(t) = y2(t) for all t≤ to Computer Engineering Department, Signal and Systems

CAUSAL OR NONCAUSAL 𝑦(𝑡)= 𝑥 2 (𝑡−1 𝐸.𝑔. 𝑦(5 depends on x(4) … causal Book Chapter#: Section# CAUSAL OR NONCAUSAL 𝑦(𝑡)= 𝑥 2 (𝑡−1 𝐸.𝑔. 𝑦(5 depends on x(4) … causal 𝑦(𝑡)=𝑥(𝑡+1 𝐸.𝑔. 𝑦(5)=𝑥(6), y depends on future noncausal 𝑦[𝑛]=𝑥[−𝑛 𝐸.𝑔. 𝑦[5]=𝑥[−5 ok, but 𝑦[−5]=𝑥[5 y depends on future noncausal 𝑦[𝑛]= 1 2 𝑛+1 𝑥 3 [𝑛−1] depends on x(4) … causal Computer Engineering Department, Signal and Systems

Book Chapter#: Section# TIME-INVARIANCE (TI) Informally, a system is time-invariant (TI) if its behavior does not depend on what time it is. Mathematically (in DT): A system x[n] → y[n] is TI if for any input x[n] and any time shift n0, If x[n] →y[n] then x[n -n0] →y[n -n0] Similarly for a CT time-invariant system, If x(t) →y(t) then x(t -to) →y(t -to) . Computer Engineering Department, Signal and Systems

TIME-INVARIANT OR TIME-VARYING? Book Chapter#: Section# TIME-INVARIANT OR TIME-VARYING? 𝑦(𝑡)= 𝑥 2 (𝑡+1 is TI 𝑦[𝑛]= 1 2 𝑛+1 𝑥 3 [𝑛−1] is TV (NOT time-invariant) Computer Engineering Department, Signal and Systems

NOW WE CAN DEDUCE SOMETHING! Book Chapter#: Section# NOW WE CAN DEDUCE SOMETHING! Fact: If the input to a TI System is periodic, then the output is periodic with the same period. “Proof”: Suppose x(t + T) = x(t) and x(t) → y(t) Then by TI x(t + T) →y(t + T). ↑ ↑ So these must be the same output, i.e., y(t) = y(t + T). These are the same input! Computer Engineering Department, Signal and Systems

LINEAR AND NONLINEAR SYSTEMS Book Chapter#: Section# LINEAR AND NONLINEAR SYSTEMS Many systems are nonlinear. For example: many circuit elements (e.g., diodes), dynamics of aircraft, econometric models,… However, in this course we focus exclusively on linear systems. Why? Linear models represent accurate representations of behavior of many systems (e.g., linear resistors, capacitors, other examples given previously,…) Can often linearize models to examine “small signal” perturbations around “operating points” Linear systems are analytically tractable, providing basis for important tools and considerable insight Computer Engineering Department, Signal and Systems

Book Chapter#: Section# LINEARITY A (CT) system is linear if it has the superposition property: If x1(t) →y1(t) and x2(t) →y2(t) then ax1(t) + bx2(t) → ay1(t) + by2(t) y[n] = x2[n] Nonlinear, TI, Causal y(t) = x(2t) Linear, not TI, Noncausal Can you find systems with other combinations ? -e.g. Linear, TI, Noncausal Linear, not TI, Causal Computer Engineering Department, Signal and Systems

EXAMPLES OF LINEAR SYSTEMS Book Chapter#: Section# EXAMPLES OF LINEAR SYSTEMS Ex. 1: 𝑦(𝑡)= 𝑥 ∗ (𝑡) Additive, but not scalable, so not linear Ex. 2: 𝑦 𝑡 = 𝑥 2 (𝑡) 𝑥(𝑡−1) Scalable, but not additive, so not linear Computer Engineering Department, Signal and Systems

PROPERTIES OF LINEAR SYSTEMS Book Chapter#: Section# PROPERTIES OF LINEAR SYSTEMS Superposition 𝑥 𝑘 [𝑛]→ 𝑦 𝑘 [𝑛 𝑘 𝑎 𝑘 𝑥 𝑘 [𝑛]→ 𝑘 𝑎 𝑘 𝑦 𝑘 [𝑛 For linear systems, zero input → zero output "Proof" 0=0⋅x[n]→0⋅y[n]=0 If Then Computer Engineering Department, Signal and Systems

Properties of Linear Systems (Continued) Book Chapter#: Section# Properties of Linear Systems (Continued) A linear system is causal if and only if it satisfies the condition of initial rest: 𝑥(𝑡)=0 𝑓𝑜𝑟 𝑡≤0→𝑦(𝑡)=0 𝑓𝑜𝑟 𝑡≤ 𝑡 0 (∗ “Proof” a) Suppose system is causal. Show that (*) holds. b) Suppose (*) holds. Show that the system is causal. Computer Engineering Department, Signal and Systems

LINEAR TIME-INVARIANT (LTI) SYSTEMS Book Chapter#: Section# LINEAR TIME-INVARIANT (LTI) SYSTEMS Focus of most of this course - Practical importance (Eg. #1-3 earlier this lecture are all LTI systems.) - The powerful analysis tools associated with LTI systems A basic fact: If we know the response of an LTI system to some inputs, we actually know the response to many inputs Computer Engineering Department, Signal and Systems

Example: DT LTI System Book Chapter#: Section# Computer Engineering Department, Signal and Systems