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Note: All physical signals are real.

But often we
can use complex numbers to represent a signal
since

Part 1. SIGNALS & SYSTEMS


1.1. SIGNALS

Signals as functions of time

They capture properties of the signal in a


more compact form

1. Signal: a function of certain variables

They are convenient for analysis (as we will


see through the course)

a function of time: price of stocks


a function of spatial coordinations: brightness &
color of an image as a function of space
We are dealing with: FUNCTIONS OF ONE
VARIABLE and the variable is time.
2. Interpretations of time:
Discrete time: The signal is a function of integers.
Our notation:
x[n] : . . . x[1], x[0], x[1], x[2] . . .
Domain of discrete signals: Z
Continuous time: The signal is a function of real
numbers x(t).
Domain of continuous signals: R
The range (value of the signal x) of both could be real
R or complex C.
ES156 Harvard SEAS

ES156 Harvard SEAS

Signals with finite power

Signal Energy and Power


In continuous time:

Example: Electrical circuits

P (t)

= V (t)i(t) =

V (t)2
R

Example:

t2

E[t1 ,t2 ]

P (t)dt

x(t) = A sin(t)

Energy is defined as

Define the energy of a signal x(t) in a period [t1 , t2 ] as

n2

t2

E[n1 ,n2 ] =

|x(t)| dt

t1

In discrete time:

t1

E[t1 ,t2 ] =

|x(t)| dt <

Finite energy signals must have zero average power.


Otherwise
P > 0 E =

V (t)
R

i(t)

+T

1
= lim
T 2T

n=n1

Average power of the signal in this period is

|x[n]|

Average power is defined as


n

1
t2 t 1

t2
t1

2
1
2
|x[n]|
n2 n1 + 1 n=n

|x(t)| dt

We are interested in 2 classes of signals:

The total energy of x[n] is

Signals with finite energy


+

E =

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E = lim

|x(t)| dt <

n=N

|x[n]|

The signal has finite total energy if E < .


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The average total power of the signal is

Transformation of Signals

1
2
|x[m]| = P
lim
n 2n + 1
m=n

1. Time shift
x(t) x(t t0 )

The signal has finite average power if P < .

time shift or translation of the signal by t0


seconds

Examples:

2. Time reversal

E <
x[n]

1
n

n=0

n=0

x(t) x(t)
3. Time scaling
x(t) , > 0

= 2

=
n2
3
n=1

compression by a factor of if > 1

expansion by a factor of if < 1

E = , 0 < P <

4. Combinations of the above

x[n]

= (1)n for n in Z

x(t + ) = x((t + /))


translation by /

an expansion (or contraction) by ||

1
lim
1=1
n 2n + 1
m=n

reversion if is negative.

Note: For any signal (real or complex), the energy


and power are always real.
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ES156 Harvard SEAS

Even and Odd Signals

Periodic Signals
A continuous signal x(t) is periodic with period
T0 > 0 if
x(t + T0 ) = x(t)

Signals also could be ODD or EVEN


A signal is odd if
x(t) = x(t) , or x[n] = x[n]

for all t R.
T0 is the fundamental period of x(t) if T0 is the
smallest period of x(t).

A signal is even if
x(t) = x(t) , or x[n] = x[n]

Example: ej0 t , where 0 is a real positive


2
number has T0 =
.
0

Examples:

Same definition holds for discrete signals. If N0 > 0 is


an integer such that

Odd signal: x(t) = t


Even signal: x(t) = |t|.

x[n + N0 ] = x[n]

Remark: Any signal can be written as a sum of an


odd and an even signal, as
x(t)

for all n Z, then N0 is a period of x[n]

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


+
2
2
= xeven (t) + xodd (t)

If N0 is the smallest number with this property,


N0 is a fundamental period.

Remark:

xeven (t): even part of x(t),

For discrete signals if there is a period, there is


always a fundamental period. This is not
necessarily true for the continuous case.

xodd (t): odd part of x(t).

Example: x(t) is a constant.


ES156 Harvard SEAS

ES156 Harvard SEAS

Exponential and Sinusoidal Functions


Examples:
x(t) = cos 0 t is periodic with period

A general continuous exponential function is


2
0

x(t) = Cet

x[n] = cos 0 n could be periodic, an example is

0 = 2, but it could be aperiodic if 0 = 2.

where C and are complex numbers.


Write C = |C|ej , = r + j0 , then
Cet

=
=
=

|C|ej ert ej0 t

|C|ert ej(0 t+)

|C|ert cos(0 t + ) + j|C|ert sin(0 t + )

Special cases
0 = 0 and = 0: real exponential (aperiodic)
x(t) = |C|ert
r = 0: constant signal
r > 0: growing exponential
r < 0: decaying exponential.
r = 0: signal is periodic with fundamental period
T0 = 2/0
ejw0 t+ = cos(w0 t + ) + j sin(w0 t + )
0 is called the fundamental frequency
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ES156 Harvard SEAS

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Harmonically related complex exponentials are


those with a common period T0 .

Discrete Exponentials
Definition

Harmonics of a periodic exponential signal


occur at integer multiples of its fundamental
frequency.
ejk0 t ,

x[n] =
=

Cen = |C|ern ej(0 n+)

|C|ern [cos(0 n + ) + j sin(0 n + )]

Remarks:

k = 1, 2, . . .

ej0 n = ej(0 +2)n , so we only deal with


0 0 2 or 0 .

rt

r > 0 and x(t) = e cos(0 t + ): signal is an


expanding sinusoidal.

0 close to 0 and 2 are low frequencies

rt

r < 0 and x(t) = e cos(0 t + ): signal is an


decaying sinusoidal.

0 close to are high frequencies


ej0 n is not necessarily periodic. It is periodic
with period N if and only if

expanding sinusoidal

ert

0 N = 2m , m Z
In other words,

rt

is a rational number

m
N.

There are only N distinct complex exponentials


x[n] with period N. (these are harmonics of each
other)

decaying sinusoidal

If x[n] = Cej0 n with period N, then


0
0 1
N 1
2 = N , N , . . . , N .

rt

While in the continuous case, if x(t) = e(j0 t)


4 8
with period T , then 0 could be 2
T , T , T ,...

rt

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0
2

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Unit Impulse and Unit Step Functions

Continuous Impulse Function

1 if n = 0
Unit impulse function: [n] =
0 otherwise

1 if n 0
Unit step function: u[n] =
0 if n < 0

No measurement device is accurate enough to have a


resolution of arbitrary accuracy. This forces us to
think of signals that are very short in time duration
and have impulse behavior.
The continuous impulse function is an abstraction
of this concept.

Note that u[n] u[n 1] = [n], so [n] is the


derivative of u[n].

Specifically, consider the function (t)

Definition of discrete derivative:


x[n] x[n 1]
n (n 1)

Applying to the unit step function


n

m=

(u[m] u[m 1]) = u[n] =

(t) =

[m]
m=

[n k]

0,

, 0t

otherwise

Sampling effect:

q(t)

x[n][n n0 ] = x[n0 ][n n0 ] , for any n0 Z


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So to a capacitor, (t) would deliver 1 unit of


charge, no matter how small
is. The ideal
capacitor charge is given by:

k=0

Example: If (t) were an electric current, it


+
would deliver 1 unit of charge: (t) = 1.

Let m = n k (k is a new dummy variable), then


u[n] =

x[n] =

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We define the unit impulse function (also known as


Diracs delta function) as (t) = lim 0 (t).

0, t = 0
(t) = lim (t) =
, t = 0
0

Multiplication: Provided f (t) continuous at


t = t0 ,
f (t)(t t0 ) = f (t0 )(t t0 )
In particular,

(t) is a function that is zero for t < 0, jumps to


at t = 0, and immediately drops to zero at
t > 0 and has area under its curve

f (t)(t) = f (0)(t)

(t)dt = 1.

(t) is the shortest current into a capacitor that


carries one unit of charge.
Good properties of the () function:
Integration: Assuming f is continuous at t
+

Scaling:
Time-reversal:
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f ( )(t )d = f (t)

(at) =

1
(t)
|a|

(t) = (t)
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Unit Step Function

Unit ramp function

Recall that (t) was given by the following


function, which we call u (t):

The unit ramp function is defined as

t, t 0
r(t) =
0, t < 0

It is the integral of the unit step function

We define the unit step function u(t) to be

1, t > 0
u(t) =
0, t < 0

u( )d

r(t) =

u(t)

Note that
t

(t) = u (t) and u (t) =

( )d

In the limit as

0, we have:

du(t)
and u(t) =
(t) =
dt
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( )d

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ES156 Harvard SEAS

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