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Signals and Systems, 2/E by Simon Haykin and Barry Van Veen

Chapter 1. Introduction
What is Signal?
1. communication: electronic email, Internet, telegraph etc.
2. Biomedical signal: heartbeat, ECG, EEG
3. Radio waves: AM/FM Radio, Mobile Phone etc.
4. Stock market: predication of prices and commodities on world market
5. Satellite: a probe exploring outer space.
A signal is formally defined as a function of one or more variables that conveys
information on the nature of a physical pheonmenon.
What is System?
1. A system associated with the generation of signal.
2. Another system associated with the extraction of information from the signal.
3. Identification of extracted signals.
A system is formally defined as an entity that manipulates one or more signals to
accomplish a function, thereby yielding new signals.
Signals and Systems, 2/E by Simon Haykin and Barry Van Veen

Chapter 1.3.1 Communication Systems

Figure 1.1 (p. 2)


Block diagram representation of a system.

Figure 1.2 (p. 3)


Elements of a communication system. The transmitter changes the
message signal into a form suitable for transmission over the channel.
The receiver processes the channel output (i.e., the received signal) to
produce an estimate of the message signal.
Signals and Systems, 2/E by Simon Haykin and Barry Van Veen

Figure 1.3 (p. 5)


Chapter 1.3.1 Communication Systems
(a) Snapshot of Pathfinder exploring the
surface of Mars. (b) The 70-meter (230-foot)
diameter antenna located at Canberra,
Australia. The surface of the 70-meter
reflector must remain accurate within a
fraction of the signal’s wavelength. (Courtesy
of Jet Propulsion Laboratory.)
•Analog system From earth to robot
1. Easily being distorted by noise and
From robot to earth
interfering signals.
2. Hard to reproduce.
3. Signal processing of receiver is the
reverse of the transmitter

•Digital system
1. Sampling
2. Quantization: irreversible process
3. Coding: for example, binary code
(a) data compression, (b) channel coding
Signals and Systems, 2/E by Simon Haykin and Barry Van Veen

Chapter 1.3.1 Digital System

•Sampling:

•Quantization:

•Coding: data compression & channel coding


Signals and Systems, 2/E by Simon Haykin and Barry Van Veen

Chapter 1.3.1 Digital System


•Sampling:
Signals and Systems, 2/E by Simon Haykin and Barry Van Veen

Chapter 1.3.1 Digital System

•Sampling:
•Quantization:
•Coding: data compression & channel coding
Signals and Systems, 2/E by Simon Haykin and Barry Van Veen

Chapter 1.3.2 Control System

Figure 1.4 (p. 7)


Block diagram of a feedback control system. The controller drives the
plant, whose disturbed output drives the sensor(s). The resulting feedback
signal is subtracted from the reference input to produce an error signal e(t),
which, in turn, drives the controller. The feedback loop is thereby closed.

For example: a heater Single-input, single-output (SISO)


Multiple-Input, Multiple-Output (MIMO)
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Chapter 1.3.2 Control System

For example: a heater


Signals and Systems, 2/E by Simon Haykin and Barry Van Veen

Chapter 1.3.2 Control System

Figure 1.5 (p. 8)


NASA space shuttle launch.
(Courtesy of NASA.)
Signals and Systems, 2/E by Simon Haykin and Barry Van Veen

Chapter 1.3.3 Microelectromechanical System

Figure 1.6a (p. 8)


Structure of lateral capacitive
accelerometers.
(Taken from Yazdi et al., Proc. IEEE, 1998)

The same as VLSI, a dramatic


development in microelectro-
mechanical system (MEMS)
merges mechanical systems
with microelectronic control
circuits on a silicon chip.
Signals and Systems, 2/E by Simon Haykin and Barry Van Veen

Chapter 1.3.3 Microelectromechanical System

For example:
Gyroscope
Velocimeter
Pressure meter
etc.

A MEMS gyroscope can sense resonant


Figure 1.6b (p. 9) frequency from 1 KHz to 700 KHz
SEM view of Analog Device’s ADXLO5 surface-micromachined polysilicon
accelerometer.
(Taken from Yazdi et al., Proc. IEEE, 1998)
Signals and Systems, 2/E by Simon Haykin and Barry Van Veen

Chapter 1.3.4 Remote Sensing System

Figure 1.7 (p. 11)


Perspectival view of Mount Shasta
(California), derived from a pair of stereo
radar images acquired from orbit with the
shuttle Imaging Radar (SIR-B). (Courtesy of Jet
Propulsion Laboratory.)

NIR
Signals and Systems, 2/E by Simon Haykin and Barry Van Veen

Chapter 1.3.4 Remote Sensing System

Use electromagnetic waves, including


infrared, visible light, X-ray, radio
frequencies, etc., to obtain remote
information.
Techniques:
Radar sensors, Infrared sensors, Visible
sensors, X-ray sensors, and Synthetic-
aperture radar (SAR)
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Chapter 1.3.4 Remote Sensing System

Beam
steering

Beam steering
combined with
focusing
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Chapter 1.3.4 Remote Sensing System

Ultrasound
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Chapter 1.3.5 Biomedical Signal Processing

Figure 1.8 (p. 12)


Morphological types of
nerve cells (neurons)
identifiable in monkey
cerebral cortex, based on
studies of primary somatic
sensory and motor
cortices. (Reproduced from E. R.
Kande, J. H. Schwartz, and T. M.
Jessel, Principles of Neural Science, 3d
ed., 1991; courtesy of Appleton and
Lange.)

R RR Interval

P T
Q S

ST Isoelectric
QRS Segment Line
PR Interval
Duration

QT Interval
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Chapter 1.3.5 Biomedical Signal Processing

Figure 1.9 (p. 13)


The traces shown in (a), (b), and (c) are three examples of EEG signals
recorded from the hippocampus of a rat. Neurobiological studies suggest
that the hippocampus plays a key role in certain aspects of learning and
memory.
Signals and Systems, 2/E by Simon Haykin and Barry Van Veen

Chapter 1.3.6 Auditory System

Figure 1.10 (p. 14)


(a) In this diagram, the basilar
membrane in the cochlea is
depicted as if it were uncoiled
and stretched out flat; the
“base” and “apex” refer to the
cochlea, but the remarks “stiff
region” and “flexible region”
refer to the basilar membrane.
(b) This diagram illustrates the
traveling waves along the
basilar membrane, showing
their envelopes induced by
incoming sound at three
different frequencies.
Signals and Systems, 2/E by Simon Haykin and Barry Van Veen

Chapter 1.3.7 Analog versus Digital Signal Processing

The signal-processing operations involved in building communication


systems, control systems, microelectromechanical systems,
instruments for remote sensing, and instruments for the processing of
biological signals.

We have tow choices:


1. Analog system

2. Digital system
Signals and Systems, 2/E by Simon Haykin and Barry Van Veen

Chapter 1.3.7 Analog versus Digital Signal Processing

Analog signal processing relies on the use of analog circuit elements


such as resistors, capacitors, inductors, transistor amplifiers, and
diodes.
*Main features: (a) capability to solve differential solutions, (b) real
time processing, (c) larger size.
Digital signal processing relies on three basic digital computer
elements: adders and multipliers (for arithmetic operations) and
memory (for storage).
*main features: (a) relying on numerical computation, (b) no
guarantee for real time processing, (c) can be manufactured by VLSI,
(d) better signal-to-noise ratio (SNR), (d) data compression, (e)
smaller size, (f) cheaper
Signals and Systems, 2/E by Simon Haykin and Barry Van Veen

Chapter 1.4 Classification of Signals

1. Continuous-time and discrete-time signals


Signals and Systems, 2/E by Simon Haykin and Barry Van Veen

Chapter 1.4 Classification of Signals

2. Even and Odd signals


Signals and Systems, 2/E by Simon Haykin and Barry Van Veen

Chapter 1.4 Classification of Signals


Signals and Systems, 2/E by Simon Haykin and Barry Van Veen

Chapter 1.4 Classification of Signals


Signals and Systems, 2/E by Simon Haykin and Barry Van Veen

Chapter 1.4 Classification of Signals


Signals and Systems, 2/E by Simon Haykin and Barry Van Veen

Chapter 1.4 Classification of Signals

Even
function

Odd
function
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Chapter 1.4 Classification of Signals

3. Periodic signals and nonperiodic signals.


Signals and Systems, 2/E by Simon Haykin and Barry Van Veen

Chapter 1.4 Classification of Signals

3. Periodic signals and nonperiodic, or aperiodic, signals.

Figure 1.14 (p. 21)


(a) Square wave with amplitude A = 1 and period T = 0.2s.
(b) Rectangular pulse of amplitude A and duration T1.
Signals and Systems, 2/E by Simon Haykin and Barry Van Veen

Chapter 1.4 Classification of Signals

Figure 1.15 (p. 21)


Triangular wave alternative between –1 and +1 for Problem 1.3.
Signals and Systems, 2/E by Simon Haykin and Barry Van Veen

Chapter 1.4 Classification of Signals

Periodic and nonperiodic signals in discrete signlas

compare
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Chapter 1.4 Classification of Signals


Signals and Systems, 2/E by Simon Haykin and Barry Van Veen

Chapter 1.4 Classification of Signals

4. Deterministic signals and random signals.


A deterministic signal is a signal about which there is no uncertainty with respect to
its value at any time.

A random signal, or a stochastic signal, is a signal about which there is uncertainty


before it occurs.Random signals cannot be characterized by a simple, well-defined
mathematical equation and their future values cannot be predicted. Rather, we must
use probability and statistics to analyze their behavior.

For example: electrical noise generated in a amplifier, noise in communication


system.
Signals and Systems, 2/E by Simon Haykin and Barry Van Veen

Chapter 1.4 Classification of Signals

5. Energy signals and power signals.

1 T /2
P=
T ∫
−T / 2
x 2 (t )dt

Discrete signal
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Chapter 1.5 Basic Operations on Signals

Continuous signal
Discrete signal

Continuous signal
Discrete signal

Continuous signal
Discrete signal
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Chapter 1.5 Basic Operations on Signals


Signals and Systems, 2/E by Simon Haykin and Barry Van Veen

Chapter 1.5 Basic Operations on Signals

Figure 1.21 (p. 28)


Effect of time scaling on a discrete-time signal: (a) discrete-time signal x[n]
and (b) version of x[n] compressed by a factor of 2, with some values of
the original x[n] lost as a result of the compression.
Signals and Systems, 2/E by Simon Haykin and Barry Van Veen

Chapter 1.5 Basic Operations on Signals


Signals and Systems, 2/E by Simon Haykin and Barry Van Veen

Chapter 1.5 Basic Operations on Signals


Signals and Systems, 2/E by Simon Haykin and Barry Van Veen

Chapter 1.5 Basic Operations on Signals


Signals and Systems, 2/E by Simon Haykin and Barry Van Veen

Chapter 1.5 Basic Operations on Signals


Signals and Systems, 2/E by Simon Haykin and Barry Van Veen

Chapter 1.5.3 Precedence Rule for Time Shifting and


Time Scaling

Step 1: Time shifting

Step 2: Scaling
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Chapter 1.5.3 Precedence Rule for Time Shifting and


Time Scaling
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Chapter 1.5.3 Precedence Rule for Time Shifting and


Time Scaling
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Chapter 1.5.3 Precedence Rule for Time Shifting and


Time Scaling
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Chapter 1.5.3 Precedence Rule for Time Shifting and


Time Scaling

Example 1.6. Find y[n] = x[2n+3]


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Chapter 1.6 Elementary Signals

1.6.1 Exponential signals


Continuous Signal

Example:

V ( s ) + RC [ sV ( s ) − V ( 0 )] = 0
⇒ ( 1 + sRC )V ( s ) = RCV ( 0 )
⇒ V ( s ) = RCV ( 0 ) /( 1 + sRC )
⇒ V ( s ) = V ( 0 ) /( s + 1 / RC )
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Chapter 1.6 Elementary Signals

1.6.1 Exponential signals


Discrete Signal

, where
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Chapter 1.6 Elementary Signals

1.6.2 Sinusoidal Signals


Oscillatory signals with angular frequency ω= and
T
period 2π
T=
ω
Signals and Systems, 2/E by Simon Haykin and Barry Van Veen

Modulation and Demodulation

Modulation : y (t ) = x(t ) ⋅ cos(ωt )


DeModulation : y ' (t ) = y (t ) ⋅ cos(ωt )
⇒ y ' (t ) = y (t ) ⋅ cos 2 (ωt ) = y (t ) ⋅ (1 + cos(2ωt )) / 2
⇒ LowpassFiltering ⇒ LowPass{ y ' (t )} = y (t ) / 2
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Modulation and Demodulation


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Chapter 1.6 Elementary Signals

1.6.2 Sinusoidal Signals

v(t ) + vL (t ) = 0
di (t )
⇒ v(t ) + L =0
dt
d dv(t ) v’(0) =0 is due to the
⇒ v(t ) + L (C )=0
dt dt contribution of
inductor L.
d2
⇒ v(t ) + LC 2 v(t ) = 0
dt
Laplace ⇒ V ( s ) + LC[ s 2V ( s ) − sV (0) − V ' (0)] = 0
sV (0)
⇒ V (s) = 2 ⇒ inverseLaplace ⇒ v(t ) = V (0) cos( 1 / LC t )
s + 1 / LC

Figure 1.32 (p. 37)


Parallel LC circuit, assuming that
the inductor L and capacitor C
are both ideal.
Signals and Systems, 2/E by Simon Haykin and Barry Van Veen

Chapter 1.6 Elementary Signals

1.6.2 Sinusoidal Signals

(1)
, then (2)
If we want (1) equivalent to (2), then
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Chapter 1.6 Elementary Signals

1.6.2 Discrete-Time Sinusoidal Signals


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Chapter 1.6 Elementary Signals

(continue)

6
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Chapter 1.6 Elementary Signals


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Chapter 1.6 Elementary Signals

1.6.3. Relation Between Sinusoidal and Complex Exponential Signals

and
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Figure 1.34 (p. 41)


Complex plane, showing eight points uniformly distributed on the unit circle.
Signals and Systems, 2/E by Simon Haykin and Barry Van Veen

Chapter 1.6 Elementary Signals

1.6.4 Exponentially Damped Sinusoidal Signals

Figure 1.35 (p. 41)


Exponentially damped sinusoidal signal Ae-at sin(ωt), with A = 60 and α = 6.
Signals and Systems, 2/E by Simon Haykin and Barry Van Veen

Chapter 1.6 Elementary Signals

1.6.4 Exponentially Damped Sinusoidal Signals

d 2 v( t ) 1 dv( t ) v( t )
C + + =0
dt 2 R dt L
L
⇒ LC [ s 2V ( s ) − sV ( 0 ) − V ' ( 0 )] + [ sV ( s ) − V ( 0 )] + V ( s ) = 0
R
1
[ V ( 0 )s + V ( 0 ) + V ' ( 0 )]
⇒V( s ) = RC
1 1
s2 + s+
RC LC
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Chapter 1.6 Elementary Signals

1.6.4 Exponentially Damped Sinusoidal Signals


Signals and Systems, 2/E by Simon Haykin and Barry Van Veen

Chapter 1.6 Elementary Signals

1.6.4 Exponentially Damped Sinusoidal Signals


Signals and Systems, 2/E by Simon Haykin and Barry Van Veen

Chapter 1.6 Elementary Signals

1.6.5 Step Function


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Chapter 1.6 Elementary Signals

1.6.5 Step Function

= -
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Chapter 1.6 Elementary Signals

1.6.5 Step Function

vc (t ) = [V0u (t ) − Ri (t )]
1 t
⇒ V0u (t ) = Ri (t ) + ∫ i (τ )dτ
C 0
V I (s)
Laplace ⇒ 0 = RI ( s ) +
s sC
1 V0
⇒ I ( s) =
R ( s + 1 / RC )
V
inverseLaplace ⇒ i (t ) = 0 e −t / RC
R
vc (t ) = V0 − Ri (t ) = V0 − V0 e −t / RC = V0 (1 − e −t / RC )
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Chapter 1.6 Elementary Signals

1.6.5 Step Function


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Chapter 1.6 Elementary Signals

1.6.6 Impulse Function


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Chapter 1.6 Elementary Signals

1.6.6 Impulse Function


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Chapter 1.6 Elementary Signals

1.6.6 Impulse Function


Signals and Systems, 2/E by Simon Haykin and Barry Van Veen

Chapter 1.6 Elementary Signals

1.6.6 Impulse Function


Property of Impulse Function
(i) Even:
(ii) Time-Shift:
(iii) Time-Scaling:
Signals and Systems, 2/E by Simon Haykin and Barry Van Veen

Chapter 1.6 Elementary Signals

1.6.6 Impulse Function

Figure 1.44 (p. 48)


Steps involved in proving the time-scaling property of the unit impulse. (a)
Rectangular pulse xΔ(t) of amplitude 1/Δ and duration Δ, symmetric
about the origin. (b) Pulse xΔ(t) compressed by factor a. (c) Amplitude
scaling of the compressed pulse, restoring it to unit area.

Δ
Δ Δ

Δ Δ Δ
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Chapter 1.6 Elementary Signals

1.6.6 Impulse Function

di( t ) 0+ 0+
V0 δ( t ) = L ⇒ ∫ − V0 δ( t )dt = L ∫ − di( t )
dt 0 0

⇒ V0 = Li( t ) |t =0 ⇒ i( t ) |t =0 = V0 / L
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Chapter 1.6 Elementary Signals

1.6.7 Derivative of The Impulse

d
( −1 ) f ( t ) t =t0
dt
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Chapter 1.6 Elementary Signals

1.6.7 Derivative of The Impulse

dn
( −1 ) n
f ( t ) t =t 0
dt n
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Chapter 1.6 Elementary Signals

1.6.8 Ramp Function

Definition:

(Discrete)


F ( s ) = ∫ e − st f ( t )dt
0
∞ ∞
⇒ F' ( s ) = − ∫ e − st tf ( t )dt = − ∫ e − st [ tf ( t )] dt = − L{ tf ( t )}
0 0
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Chapter 1.6 Elementary Signals

1.6.8 Ramp Function


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Chapter 1.7 System Viewed as


Interconnection Operations
1.7 Systems Viewed as Interconnections of Operations
A system may be viewed as an interconnection of operations that transforms an
input signal into an output signal with properties different from those of the
input signal.
1. Continuous-time case:
y (t ) = H {x(t )} (1.78)
2. Discrete-time case:
y[n] = H {x[n]} (1.79) Figure 1.49 (p. 53)
Block diagram representation of operator H for (a)
Fig. 1-49 (a) and (b). continuous time and (b) discrete time.

Figure 1.50 (p. 54)


Discrete-time-shift operator
Sk, operating on the discrete-
time signal x[n] to produce
x[n – k].
Signals and Systems, 2/E by Simon Haykin and Barry Van Veen

Example 1.12 Moving-average system


Consider a discrete-time system whose output signal y[n] is the average of the
three most recent values of the input signal x[n], that is
1
y[n] = ( x[n] + x[n − 1] + x[n − 2])
3
Formulate the operator H for this system; hence, develop a block diagram
representation for it.
<Sol.> 1. Discrete-time-shift operator Sk: Fig. 1.50.
1.50
Shifts the input x[n] by k time units to
produce an output equal to x[n − k].
2. Overall operator H for the moving-average
system: 1
H = (1 + S + S 2 ) Fig. 1-51.
3 Figure 1.50 (p. 54)
Fig. 1-51 (a): cascade form; Fig. 1-51 (b): parallel Discrete-time-shift operator
form. Sk, operating on the discrete-
time signal x[n] to produce
x[n – k].
Signals and Systems, 2/E by Simon Haykin and Barry Van Veen

Chapter 1.8 Properties of Systems

Figure 1.51 (p. 54)


Two different (but equivalent) implementations of the
moving-average system: (a) cascade form of
implementation and (b) parallel form of implementation.
Signals and Systems, 2/E by Simon Haykin and Barry Van Veen

Chapter 1.8 Properties of Systems

★ 1.8.1 Stability
1. A system is said to be bounded-input, bounded-output (BIBO)
BIBO stable if and
only if every bounded input results in a bounded output.
2. The operator H is BIBO stable if the output signal y(t) satisfies the condition
y (t ) ≤ M y < ∞ for all t (1.80)
whenever the input signals x(t) satisfy the condition Both Mx and My
represent some finite
x (t ) ≤ M x < ∞ for all t (1.81) positive number
Signals and Systems, 2/E by Simon Haykin and Barry Van Veen

Chapter 1.8 Properties of Systems

One famous example of an unstable


system:
Figure 1.52a (p. 56)
Dramatic photographs showing the
collapse of the Tacoma Narrows
suspension bridge on November 7, 1940.
(a) Photograph showing the twisting
motion of the bridge’s center span just
before failure.
(b) A few minutes after the first piece of
concrete fell, this second photograph
shows a 600-ft section of the bridge
breaking out of the suspension span and
turning upside down as it crashed in Puget
Sound, Washington. Note the car in the
top right-hand corner of the photograph.

(Courtesy of the Smithsonian Institution.)


Signals and Systems, 2/E by Simon Haykin and Barry Van Veen

Chapter 1.8 Properties of Systems

Example 1.13 Moving-average system (continued)


Show that the moving-average system described in Example 1.12 is BIBO stable.
<p.f.>
1. Assume that: x[ n ] ≤ M x < ∞ for all n
2. Input-output relation:
1
y[n] = ( x[n] + x[n − 1] + x[n − 2])
3
1
y[n] = x[n] + x[n − 1] + x[n − 2]
3
≤ ( x[n] + x[n − 1] + x[n − 2] )
1
The moving-average
3 system is stable.
1
≤ (M x + M x + M x )
3
= Mx
Signals and Systems, 2/E by Simon Haykin and Barry Van Veen

Chapter 1.8 Properties of Systems


Example 1.14 Unstable system
Consider a discrete-time system whose input-output relation is defined by
y[n] = r n x[n]
where r > 1. Show that this system is unstable.
<p.f.>
1. Assume that: x[ n ] ≤ M x < ∞ for all n
2. We find that
y[n] = r n x[n] = r n.x[n]
With r > 1, the multiplying factor rn diverges for increasing n.
The system is unstable.
★ 1.8.2 Memory
A system is said to possess memory if its output signal depends on past or
future values of the input signal.
A system is said to possess memoryless if its output signal depends only on
the present values of the input signal.
Signals and Systems, 2/E by Simon Haykin and Barry Van Veen

Chapter 1.8 Properties of Systems

1
Ex.: Resistor i (t ) = v(t ) Memoryless !
R
1 t
Ex.: Inductor i (t ) = ∫ v(τ )dτ Memory !
L −∞
Ex.: Moving-average system
1
y[n] = ( x[n] + x[n − 1] + x[n − 2]) Memory !
3
Ex.: A system described by the input-output relation
y[n] = x 2 [n] Memoryless !

★ 1.8.3 Causality
A system is said to be causal if its present value of the output signal depends
only on the present or past values of the input signal.
A system is said to be noncausal if its output signal depends on one or more
future values of the input signal.
Signals and Systems, 2/E by Simon Haykin and Barry Van Veen

Chapter 1.8 Properties of Systems

Ex.: Moving-average system


1
y[n] = ( x[n] + x[n − 1] + x[n − 2]) Causal !
3
Ex.: Moving-average system
1
y[n] = ( x[n + 1] + x[n] + x[n − 1]) Noncausal !
3
♣ A causal system must be capable of operating in real time.
time
★ 1.8.4 Invertibility
A system is said to be invertible if the
input of the system can be recovered
from the output.
Figure 1.54 (p. 59)
1. Continuous-time system: Fig. 1.54.
1.54 The notion of system invertibility. The
x(t) = input; y(t) = output second operator H inv is the inverse of the
H = first system operator; first operator H. Hence, the input x(t) is
H inv = second system operator passed through the cascade correction
of H and H inv completely unchanged.
Signals and Systems, 2/E by Simon Haykin and Barry Van Veen

2. Output of the second system:


H inv = inverse
H inv { y (t )} = H inv { H { x(t )}} = H inv H { x(t )} operator

3. Condition for invertible system:


I = identity operator
H inv H = I (1.82)
Example 1.15 Inverse of System
Consider the time-shift system described by the input-output relation
y (t ) = x (t − t0 ) = S t0 {x (t )}
where the operator S t0 represents a time shift of t0 seconds. Find the inverse of
this system.
<Sol.>
1. Inverse operator S −t 0:
S −t0 { y (t )} = S − t0 {S t0 {x(t )}} = S − t0 S t0 {x(t )}
2. Invertibility condition:
S − t0 S t0 = I S − t0 ≡ Time shift of −t0
Signals and Systems, 2/E by Simon Haykin and Barry Van Veen

Example 1.16 Non-Invertible System


Show that a square-law system described by the input-output relation
y (t ) = x 2 (t )
is not invertible.
<p.f.> Since the distinct inputs x(t) and − x(t) produce the same output y(t).
Accordingly, the square-law system is not invertible.
★ 1.8.5 Time Invariance
A system is said to be time invariance if a time delay or time advance of the
input signal leads to an identical time shift in the output signal.
♣ A time-invariant system do not change with time.

Figure 1.55 (p.61)


The notion of time invariance. (a) Time-shift operator St0 preceding operator H. (b)
Time-shift operator St0 following operator H. These two situations are equivalent,
provided that H is time invariant.
Signals and Systems, 2/E by Simon Haykin and Barry Van Veen

Chapter 1.8 Properties of Systems

1.8.5 Time Invariance


Signals and Systems, 2/E by Simon Haykin and Barry Van Veen

Chapter 1.8 Properties of Systems

1.8.5 Time Invariance


Signals and Systems, 2/E by Simon Haykin and Barry Van Veen

Chapter 1.8 Properties of Systems

1.8.5 Time Invariance

y[n − n 0 ] = r n −n 0 x[n − n 0 ] ≠ r n x[n − n 0 ]


Signals and Systems, 2/E by Simon Haykin and Barry Van Veen

Chapter 1.8 Properties of Systems

1.8.6 Linearity
Signals and Systems, 2/E by Simon Haykin and Barry Van Veen

Chapter 1.8 Properties of Systems

1.8.6 Linearity

Figure 1.56 (p. 64)


The linearity property of a system. (a) The combined operation of
amplitude scaling and summation precedes the operator H for multiple
inputs. (b) The operator H precedes amplitude scaling for each input; the
resulting outputs are summed to produce the overall output y(t). If these
two configurations produce the same output y(t), the operator H is linear.
Signals and Systems, 2/E by Simon Haykin and Barry Van Veen

Chapter 1.8 Properties of Systems

1.8.6 Linearity
Signals and Systems, 2/E by Simon Haykin and Barry Van Veen

Chapter 1.8 Properties of Systems

1.8.6 Linearity
Signals and Systems, 2/E by Simon Haykin and Barry Van Veen

Chapter 1.8 Properties of Systems

1.8.6 Linearity
Signals and Systems, 2/E by Simon Haykin and Barry Van Veen

Chapter 1.8 Properties of Systems

1.8.6 Linearity

dv c ( t )
x ( t ) = RC + vc (t)
dt
⇒ Laplace ⇒ X(s) = RC[sVc (s) − Vc (0)] + Vc (s)
1 1
⇒ = (1 + sRC)Vc (s) ⇒ Vc (s) =
s s(1 + sRC)
1 RC 1 1
⇒ Vc (s) = − = −
s 1 + sRC s s + 1 What is the expression of
RC

t Vc(t) when x(t) =δ(t)?
⇒ InvserseLaplace ⇒ (1 − e RC
)u ( t )
Signals and Systems, 2/E by Simon Haykin and Barry Van Veen

Chapter 1.8 Properties of Systems

1.8.6 Linearity (Example 1.21 – Continue)


Consider a rectangular pulse of unit area, which in the limit,
approaches a unit impulse as Δ→0.
Signals and Systems, 2/E by Simon Haykin and Barry Van Veen

Chapter 1.8 Properties of Systems

1.8.6 Linearity (Example 1.21 – Continue)


Because ,when
Signals and Systems, 2/E by Simon Haykin and Barry Van Veen

Chapter 1.8 Properties of Systems

1.8.6 Linearity (Example 1.21 – Continue)

di( t )
x(t) = L + i( t )R
dt
1 1
⇒ Laplace ⇒ = (sL + R )I(s) ⇒ I(s) =
s s(sL + R )
di( t )
Q y( t ) = x ( t ) − L ∴ Y(s) = X(s) − sLI(s)
dt
1 1
⇒ Y(s) = − ⇒ InverseLaplace
s (s + R / L)
⇒ y( t ) = (1 − e − Rt / L )u ( t )
(1)
Differentiating (1), we can get
Signals and Systems, 2/E by Simon Haykin and Barry Van Veen

Chapter 1.9 Noise


External noise and Internal noise
Signals and Systems, 2/E by Simon Haykin and Barry Van Veen

Chapter 1.10.3 Radar Range Measurement


Signals and Systems, 2/E by Simon Haykin and Barry Van Veen

Ultrasound
Pulse – echo imaging
Signals and Systems, 2/E by Simon Haykin and Barry Van Veen

Pulse – echo image


Signals and Systems, 2/E by Simon Haykin and Barry Van Veen

Chapter 1.10.4 Moving-Average System

N=4

N=8

Moving-average filter

, and its general form


Signals and Systems, 2/E by Simon Haykin and Barry Van Veen

Chapter 1.10.5 Multipath Communication Channels

We can write a model For example,


Signals and Systems, 2/E by Simon Haykin and Barry Van Veen

Chapter 1.10.6 Recursive Discrete-time Computation

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