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Lecture 1 of signals and systems.

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  • EE102 Lecture Notes

    Flavio Lorenzelli

    UCLAElectrical Engineering Department

    Winter 2015

    Flavio Lorenzelli EE102 Lecture Notes

    DefinitionsSignals: Functions that describe evolution of physical quantity intime (e.g., voltage, position, sound, stock market, population,etc.)I Continuous-timeI Discrete-timeI Digital

    Systems: Component that establishes relationship between inputs(stimuli, excitations) and outputs (responses)

    y(t) = T [x(t)], x(t) 2X

    I StaticI Dynamic (ODEs)

    Models: Descriptions of systemsI VerbalI GraphicalI Mathematical

    Flavio Lorenzelli EE102 Lecture Notes

  • Example of Dynamic System

    +

    x(t)

    t0 R i(t)

    C

    +

    y(t)

    I y(t) = x(t) Ri(t), i(t) = C ddt

    y(t), = 1/RC

    Idy

    dt+ y = x

    I Goal: derive an input-output expression:

    y(t) = T [x(t)]

    Flavio Lorenzelli EE102 Lecture Notes

    Example Solution

    I Method 1: First solve the homogeneous equation, x = 0

    dy

    dt+ y = 0Zdy

    y=

    Zdt + K1, (separation of variables)

    ln y = t + K1y = Ket , K = eK1

    Flavio Lorenzelli EE102 Lecture Notes

  • Example Solution (Cont.)

    Then vary the constant

    y(t) = K (t)et

    dy

    dt=

    dK

    dtet Ket| {z }

    y(t)

    (chain rule)

    =dK

    dtet y

    x =dK

    dtet

    K (t) K (t0) = Z tt0

    ex() d, t > t0

    ) y(t) =K (t0) +

    Z tt0

    ex() d

    et

    Flavio Lorenzelli EE102 Lecture Notes

    Example Solution (Cont.)

    I Method 2: Integrating Factor

    etdy

    dt+ y

    = etx

    d

    dt

    ety

    = etx (chain rule)

    ety(t) et0y(t0) = Z tt0

    ex() d

    ) y(t) =y(t0)e

    t0 +

    Z tt0

    ex() d

    et

    Flavio Lorenzelli EE102 Lecture Notes

  • Properties of Systems

    I Linearity (Superposition Principle)

    x(t) = k1x1(t) + k2x2(t)

    ) y(t) = T [x(t)] = k1T [x1(t)] + k2T [x2(t)]8k1, k2, 8x1(t), x2(t) 2X

    I Time invariance

    z(t) = x(t ) and y(t) = T [x(t)]) T [z(t)] = y(t ), 8t, , 8x(t) 2X

    I Causality

    y(t) = T [x(t)], y(t0) is a function of x(t) for t t0, 8t0

    Flavio Lorenzelli EE102 Lecture Notes

    Proving and Disproving a Property

    I In order to prove a property:I Use the definition

    I In order to disprove a property:I Use the definitionI Or find a single counterexample

    Flavio Lorenzelli EE102 Lecture Notes

  • Examples Linearity

    I

    y(t) =

    Z 10

    tx() d

    Iy(t) = a+ x(t)

    Iy(t) = 5 + x2(t)

    Flavio Lorenzelli EE102 Lecture Notes

    Examples Time Invariance

    I

    y(t) =

    Z 11

    h(t ) x() d

    y(t ) =Z 11

    h(t ) x() d

    T [z(t)] =

    Z 11

    h(t ) z() d

    =

    Z 11

    h(t ) x( ) d

    =

    Z 11

    h(t u)x(u) du (change of variables)= y(t )

    Flavio Lorenzelli EE102 Lecture Notes

  • Examples Time Invariance (Cont.)

    I

    y(t) = t

    Z 10

    x() d

    y(t ) = (t )Z 10

    x() d

    T [z(t)] = t

    Z 10

    z() d

    = t

    Z 10

    x( ) d6= y(t )

    Iy(t) = t x(t)

    Find a counterexample (e.g., x(t) = u(t), = 1)

    Flavio Lorenzelli EE102 Lecture Notes

    Examples Causality

    I

    y(t) =

    Z t1

    x() d

    I

    y(t) =

    Z 10

    e(t)x() d

    Iy(t) = x(t) + 4

    I

    y(t) =

    Z t0h(t)x() d, t 0, with x(t) = h(t) = 0, t < 0

    Flavio Lorenzelli EE102 Lecture Notes

  • Diracs DeltaI Define

    pw (t) =1

    wrect

    tw

    ,

    Z 11

    pw (t) dt = 1, 8w

    I ConsiderZ 11

    f (t)pw (t) dt =1

    w

    Z w/2w/2

    f (t) dt f (0)

    I Approximation gets better as w ! 0I Define

    d(t) = limw!0 pw (t)

    In the sense that Z 11

    f (t) d(t) dt = f (0)

    if f (t) is a smooth function around t = 0

    Flavio Lorenzelli EE102 Lecture Notes

    Properties of the Dirac DeltaI Sifting property Z 1

    1f (t)d(t ) dt = f ()

    I Having the integral definition in mind, it is common to write

    f (t)d(t ) = f ()d(t )I Z 1

    1d(t) dt = 1

    Id(t) = d(t)

    I Z t1

    d() d = u(t)

    Flavio Lorenzelli EE102 Lecture Notes

  • The Dirac Delta as Basis Function

    Consider a function x(t) defined in t 2 (a, a)

    x(t) n1Xk=n

    x(kw)pw (t kw)w !Z aa

    x() d(t ) d

    for n!1 and w ! 0 while nw = a

    This is another proof of the sifting property

    Flavio Lorenzelli EE102 Lecture Notes

    The Dirac Delta (Cont.)

    x(kT )w pw (t kw)

    t

    x(t)

    nw nwkw0

    Flavio Lorenzelli EE102 Lecture Notes

  • Unit Step Function

    Define

    uw (t) =

    Z t1

    pw () d

    u(t) = limw!0 uw (t) =

    (0, t < 0

    1, t > 0

    Note that Z 1a

    f (t) dt =

    Z 11

    f (t) u(t a) dtZ b1

    f (t) dt =

    Z 11

    f (t) u(b t) dt

    Flavio Lorenzelli EE102 Lecture Notes

    Properties of the Unit Step Function

    Id

    dtu(t) = d(t)

    I Z t1

    u() d = t u(t)

    Iu(t) = 1 u(t)

    Iu(t a) u(t b) = u(t a)u(b t)

    I

    ut +

    a

    2

    u

    t a

    2

    =: rect

    ta

    Flavio Lorenzelli EE102 Lecture Notes

  • Examples

    Solve

    y(t) =

    Z 11

    d(t )e2 d

    I Consider the -axis: the delta sits at = t

    I When t < 1 the integrand is zero ) y(t) = 0I When t > 1 use the sifting property:Z 1

    1d(t )e2 d = e2t

    Z 11

    d(t ) d| {z }=1

    = e2t

    I Therefore: y(t) = e2tu(t + 1)

    Flavio Lorenzelli EE102 Lecture Notes

    Examples (Cont.)

    Alternatively, consider the use of the unit step function:

    y(t) =

    Z 11

    d(t )e2 d

    =

    Z 11

    d(t )e2u( + 1) d= e2tu(t + 1)

    by using the sifting property

    Flavio Lorenzelli EE102 Lecture Notes

  • Examples (Cont.)

    Solve

    y(t) =

    Z ba

    f () d( t) d

    =

    Z 11

    f () d( t) [u( a) u( b)] d= f (t) [u(t a) u(t b)]

    Again using the sifting property

    Flavio Lorenzelli EE102 Lecture Notes

    Examples (Cont.)

    Solve

    y(t) =

    Z 11

    hd(t ) e(t)u(t )

    ie2u() dZ 1

    1d(t )e2u() d = e2tu(t)Z 1

    1e(t)e2u(t )u() d =

    Z t0e(t)2 d, t > 0

    = etZ t0e d = et

    et0

    = et1 et = et e2t u(t)

    ) y(t) =2e2t et u(t)

    Flavio Lorenzelli EE102 Lecture Notes

  • Examples (Cont.)

    Compute

    y(t) =

    Z 11

    u(t ) u( ) d

    =

    8>:Z t

    d, t >

    0, t <

    = (t ) u(t )

    Flavio Lorenzelli EE102 Lecture Notes

    Impulse Response

    I Consider a linear system S

    I When the input x(t) = d(t ), the output y(t) = h(t; ) iscalled the impulse response Note that there is a dierentresponse for each value of

    I If the system is linear and time-invariant (LTI) then a singlefunction is required:

    h(t; ) = h(t ; 0) =: h(t )

    I If the system is LC, h(t; ) = 0 for t < and if the system isLTIC

    h(t) = 0, t < 0

    Flavio Lorenzelli EE102 Lecture Notes

  • ExamplesI LTIC system:

    y(t) =

    Z t1

    x() d

    h(t; ) =

    Z t1

    d( ) d = u(t )) h(t) = u(t)

    I LTVC system:

    y(t) =

    Z 11

    t u(t ) x() d

    h(t; ) =

    Z 11

    t u(t ) d( ) d= t u(t )

    Flavio Lorenzelli EE102 Lecture Notes

    Examples (Cont.)

    I LTINC system:

    y(t) = x(t)Z 1t

    2 e(t) x() d

    h(t; ) = d(t )Z 1t

    2 e(t) d( ) d

    = d(t )Z 11

    2 e(t) d( ) u( t) d= d(t ) 2 et u((t ))

    ) h(t) = d(t) 2 et u(t)

    Note that the response to x(t) = Ket is y(t) = 0(!)

    Flavio Lorenzelli EE102 Lecture Notes

  • Examples (Cont.)

    I LTIC system (RC circuit):

    y(t) =

    Z t0

    e(t)x() d t0 = 0, x(t) = x(t)u(t)

    h(t) =

    Z t0

    e(t)d() d

    = et u(t)

    Flavio Lorenzelli EE102 Lecture Notes

    Examples (Cont.)

    I LTVC system:

    y(t) =

    Z t1

    ( + 1)2 x() d

    h(t; ) =

    Z t1

    ( + 1)2 d( ) d

    =

    Z 11

    ( + 1)2 u(t ) d( ) d= ( + 1)2 u(t )

    Flavio Lorenzelli EE102 Lecture Notes

  • Examples (Cont.)

    I LTIC system:

    d

    dty(t) + y(t) =

    d

    dtx(t), x(t) = x(t) u(t), x(0) = 0, y(0) = 0

    d

    dt

    ety(t)

    = et

    d

    dtx(t)

    y(t) =he(t)x()

    it0Z t0e(t)x() d

    = x(t) etx(0)| {z }=0

    Z t0 e(t)x() d

    h(t; ) = d(t ) e(t) u(t ) t > 0, > 0

    Flavio Lorenzelli EE102 Lecture Notes

    Superposition IntegralLet S be a linear system and remember that

    x(t) n1Xk=n

    x(kw)pw (t kw)w , a < t < a

    Compute the response

    y(t) = T [x(t)] n1Xk=n

    x(kw)T [pw (t kw)]w

    As w ! 0 and n!1 with nw = a

    x(t) =

    Z aa

    x()d(t ) d

    and

    y(t) =

    Z aa

    x()h(t; ) d

    Flavio Lorenzelli EE102 Lecture Notes

  • Superposition Integral (Cont.)

    In general, for a linear system

    y(t) =

    Z 11

    x()h(t; ) d

    If the system is LTI (convolution integral):

    y(t) =

    Z 11

    x()h(t ) d =: (x h) (t)

    If the system is LTIC, h(t) = 0 for t < 0, therefore

    y(t) =

    Z t1

    x()h(t ) d

    Flavio Lorenzelli EE102 Lecture Notes

    Examples

    Compute the output of an LTIC system with impulse responseh(t) = etu(t) when x(t) = e|t| is its input

    y(t) =

    Z t1

    e(t)e| | d

    If t < 0:

    y(t) =

    Z t1

    e(t)e d

    = etZ t1

    e2 d

    = ete2

    2

    t1

    =et

    2

    Flavio Lorenzelli EE102 Lecture Notes

  • Examples (Cont.)

    If t > 0:

    y(t) = etZ 01

    e2 d + etZ t0

    d

    = ete2

    2

    01

    + ett

    = et1

    2+ t

    In conclusion

    y(t) =1

    2etu(t) + et

    1

    2+ t

    u(t)

    Flavio Lorenzelli EE102 Lecture Notes

    Examples (Cont.)

    Compute the impulse response of the linear system described by thefollowing input-output relationship

    y(t) =

    Z t4e(t)x() d

    where x(t) = x(t)u(t 4). Write the output as

    y(t) =

    Z 11

    he(t)u(t )

    ix() d

    Thereforeh(t; ) = e(t)u(t )

    and the system is LTVC

    Flavio Lorenzelli EE102 Lecture Notes

  • Graphical Computation of the Convolution Integral

    y(t) =

    Z 11

    h(t )x() d = (h x) (t)

    h(t) = u(t) u(t 1)x(t) = t [u(t) u(t 1)] (t 2) [u(t 1) u(t 2)]

    0 < t < 1

    y(t) =t2

    2

    x()

    2t 1

    h(t )

    t

    Flavio Lorenzelli EE102 Lecture Notes

    Graphical Computation of the Convolution Integral

    y(t) =

    Z 11

    h(t )x() d = (h x) (t)

    h(t) = (t 1) [u(t) u(t 1)]x(t) = u(t) u(t 2)

    2 < t < 3

    y(t) =(t 3)2

    2

    x()

    2t 1

    h(t )

    t

    Flavio Lorenzelli EE102 Lecture Notes

  • Properties of the Convolution Operator

    I Associative: (f g) h = f (g h)

    I Commutative: f g = g f

    I Distributive: f (g + h) = f g + f h

    I Unity: f d = f

    Flavio Lorenzelli EE102 Lecture Notes

    Cascades of LTI Systems

    x(t)h1(t)

    y(t)h2(t)

    z(t)

    h1,2(t)

    z(t) = (h2 y) (t)= (h2 (h1 x)) (t)= ((h2 h1) x) (t) = (h1,2 x) (t) associativity= ((h1 h2) x) (t) = (h2,1 x) (t) commutativity

    Only true for LTI systems

    Flavio Lorenzelli EE102 Lecture Notes

  • Examples

    S1 :y(t) =

    Z t0(t )x() d, t > 0

    S2 :z(t) =

    Z t0y() d, t > 0

    h1(t) = t u(t)

    h2(t) = u(t)

    h1,2(t) =

    Z 11

    u(t ) u() d =Z t0 d =

    t2

    2u(t)

    h2,1(t) =

    Z 11

    (t ) u(t ) u() d =Z t0(t ) d = t

    2

    2u(t)

    Flavio Lorenzelli EE102 Lecture Notes

    Examples (Cont.)

    S1 :y(t) =

    Z t0x() d

    S2 :z(t) =

    Z t0y() d

    h1(t; ) = u(t )h2(t; ) = u(t )

    h1,2(t; ) =

    Z 11

    u(t )u( ) d =Z t d = (t )u(t )

    h2,1(t; ) =

    Z 11

    u(t )u( ) d =Z t d =

    t2 22

    u(t )

    Flavio Lorenzelli EE102 Lecture Notes

  • Step Response

    g(t) = T [u(t)]

    = (h u) (t)=

    Z 11

    u(t )h() d

    =

    Z t1

    h() d

    ) ddt

    g(t) = h(t)

    Flavio Lorenzelli EE102 Lecture Notes

    Example

    Lete(t+1)u(t + 1) = T [u(t + 1)]

    be the response of an LTI system

    Thenetu(t) = T [u(t)] = g(t)

    The impulse response of the system is found by computing

    h(t) = T [d(t)] =d

    dt

    etu(t)

    = etu(t) + etd(t)= etu(t) + e0|{z}

    =1

    d(t)

    = etu(t) + d(t)

    Flavio Lorenzelli EE102 Lecture Notes