CASS Lectures

Introduction to Signals
Ji Mekyska
Department of Telecommunications
Faculty of Electrical Engineering and Communication
Brno University of Technology
-
room: SE5.119
mekyska@feec.vutbr.cz
J. Mekyska (DT, FEEC, BUT) CASS Signals and Systems Analysis Introduction to Signals 1 / 98
Course Overview
Course Organization
Attendance
12 weeks of lectures + numerical exercises
absence is allowed, but not recommended:-)
Evaluation
12 pt: full attendance
28 pt: small exam (closed book) in the 13th week
60 pt: final exam (open book) in January
at least 50 pt required to pass the course
Literature
lecture notes
slides for numerical exercises print them before each lecture
Course Overview
Books
Richard Baraniuk, Signals and Systems

(http://www.eng.ucy.ac.cy/cpitris/courses/ece623/
notes/SignalsAndSystems.pdf)
Melissa Selik, Michael Haag, Richard Baraniuk, Signals and Systems
(http://cnx.org/contents/77608400-65b9-4f03-8a5f-536
c611866bb@15.3:1/Signal-Classifications-and-Pro)
Alan V. Oppenheim, Alan S. Willsky, S. Hamid, Signals and Systems
(2nd Edition)
or books such as Introduction to Signals and Systems, Signals and
Systems Fundamentals, etc.
Course Overview
Course Outline
Fundamentals of Signals
Fundamentals of Systems
Fourier Series
Continuous-time Fourier Transform
Discrete-time Fourier Transform
Sampling Theorem
The z-Transform
Modulation
Filtering
Introduction
Examples of Signals
0.4
0.2
0
s(t )
-0.2
-0.4
0 0.5 1 1.5 2 2.5 3 3.5
t [s]
Introduction
What is a Signal?
a signal is a quantitative description of a physical phenomenon, event

or process
it carries information
a signal is a function, usually of one variable in time
in general, signals can be functions of more than one variable, e. g.,
image signals
Introduction
Where Can We Meet Signals?

Everywhere:-)
human body
telecommunications
smart phones, smart watches, smart glasses, smart cars, . . .
multimedia, its analysis and compression
speech and speaker recognition, face recognition
astronomy
seismology
medicine (x-ray, ECG, EEG, CT, fMRI)
chemistry (spectroscopy)
...
Introduction
Signal Classification
Continuous-time signal
x (t), where t is a real-valued variable denoting time, i.e., t R
we use parenthesis () to denote a continuous-time signal
1
0
x (t )
1
0 1 2 3 4
t
Discrete-time signal
x [n], where n is an integer-valued variable denoting the discrete
samples of time, i.e., n Z
we use square brackets [] to denote a discrete-time signal
under the definition of a discrete-time signal, x [1.5] is not defined, for
example 0.5
x [n]
0
0.5
0 20 40 60 80
n
Introduction
Sampling Quantizing Encoding

s(t) analog signal s(t) impulse signal
0 T 2T 3T 4T t 0 T 2T 3T 4T t
digital signal
s[n] discrete signal s[n] 111

110
101
100
Diracs
impulses 011
010
001
000
0 T 2T 3T 4T t 0 T 2T 3T 4T t
0 1 2 3 4 n 0 1 2 3 4 n
Introduction
Exercise Block 1
Pavel Rajmic
translation and further edit: Ji Mekyska
-
rajmic@feec.vutbr.cz
P. Rajmic, J. Mekyska (DT, FEEC, BUT) CASS Signals and Systems Analysis Exercise Block 1 10 / 98
Signals Signal classification
Signal classification
Basic classification: signals
with discrete time f (x ), y (t) functions
I continuous
I impulse
with discrete time f [n], h[m] series
1
1 2 3 4
1
Signals Category of sets
Set Classification
finite
e.g. {0, 2, 4, 6} or a set of all apples in a basket
infinite
I countable, e.g. N, Z, Q
I uncountable, e.g. R
Signals Signals definition
Different ways of signal definition

Exercise 1.1. Draw signal defined as follows x (t) = 0,6t for t 0.
Exercise 1.2. For |n| 4 draw signal x [n] = n/4.

0 for t (, 0]

t for t (0, 1]

Exercise 1.3. Draw signal f (t) =
1 for t (1, 2]

0 otherwise t.

Exercise 1.4. Draw signal defined as x [1] = 1, x [0] = 5, x [1] = 3,
x [2] = 2.
Exercise 1.5. (HW) Draw signal x [n] = 2 for all n Z.
Signals Basic operations of signals
Operator notation
we will use symbol O for operator

notation (Oparameters f )(x ) means that signal f was changed by
operator O (according to operators parameters), and as a result we
get new signal as a function of variable x
shortened Oparameters f (x ), or Oparameters h[x ] in discrete case
concatenation of operators: e.g. operators A, B:
(Bpar2 Apar1 f )(x )
i.e. firstly we process f by A and then by B
Time shift
cont. time: Ta f (t) = f (t a), a R

discr. time: Tm h[n] = h[n m], m Z
Exercise 1.6. We have given discrete signal s[n] = {3, 1, 2}. Next, we

0
have its derived signal r [n] = T4 s[n] = s[n 4]. Draw signals s[n] and r [n].
3
4 3 2 1 1 2 3 4 5 6
4 3 2 1 1 2 3 4 5 6
Dilatation / time scale
cont. time: Db f (t) = f (bt), b R

1
discr. time: Db h[n] = h[bn], b Z
Exercise 1.7. Draw signal with continuous time z(t) = D1/2 x (t) = x ( 2t ),

t + 1 for t (1, 0]
where x (t) = 12 t + 1 for t (0, 2]

0 for other t.
1 1
3 2 1 1 2 3 4 5 6 3 2 1 1 2 3 4 5 6
Dilatation / time scale

Exercise 1.8. Draw signal h[n], if signal h[n] is graphically defined as:
h[n]
3
2
1
n
3 2 1 1 2 3
3
2
1
3 2 1 1 2 3
Exercise 1.9. (HW) Draw signal D 3 h[n], where h[n] = n.

4
Exercise 1.10. (HW) Draw g[n] = h[2 n], where h[n] is from Ex. 1.8.
Combination of operations
x (bt a) = (Db Ta x )(t) = (Ta/b Db x )(t) (derive as HW) (1.1)
Exercise 1.11. Draw signal y (t) = x (3t 6), where x (t) was defined in
Ex. 1.7.
x (t)
2 1 1 2 3 4 5 6 7 8 9 t
2 1 1 2 3 4 5 6 7 8 9
2 1 1 2 3 4 5 6 7 8 9
Amplification / attenuation
cont. time: x (t) 7 c x (t), c R

discr. time: x [n] 7 c x [n], c R
Exercise 1.12. (HW) We have x (t) = sin t. Draw signal y (t) = 2x (t).
What will happen if c = 1?
Exercises
Exercise 1.13. (HW) Rewrite using operator notation (and proof):
f (4t + 5) =
f [4 n] =
cos(2t ) =
3
5 sin[2n 4 ] =
Sum, product of two signals

Exercise 1.14. (HW) Draw signal s(t) = sin t + sin 2t.
Exercise 1.15. (HW) Draw signal z[n] = n + 4 for 3 n 5.
In the case of product, we work analogically. E.g. see picture from Matlab
in eLearning.
Modulation
Influencing the parameter of one signal using value of another one,
e.g. simple amplitude modulation
s(t) = [Sc + S f (t)] cos(c t).

| {z }
time-varying amplitude
s(t)
Convolution
We denote (discrete linear) convolution of signals x [n] and h[n] as
y [n] = x [n] h[n] (whole signals)
and define as

X
y [m] = x [n] h[m n], m Z. (particular samples)
n=
Convolution
Exercise 1.16. Calculate convolution z[n] = s[n] p[n], where:
s[0] = 3, s[1] = 1, s[2] = 2; p[1] = 1, p[2] = 1.
Result: z[1] = 3, z[2] = 2, z[3] = 1, z[4] = 2.
You can try to calculate z[n] = p[n] s[n]. Do you observe any change in result? How is this
property called?
Convolution useful statements

Statement 1.17. Consider length of x [n] as M and similarly length
of h[n] as N. Then the length of their convolution y [m] is M + N 1.
Statement 1.18. Note the first non-zero sample of signal x [n] as MS and
the last one MF , similarly in the case of h[n] using NS and NF . Then, their
convolution y [m] has non-zero values in range
MS + NS m MF + NF .
Convolution
Exercise 1.19. (HW) Calculate convolution of signals x [n] and h[n],
defined as: x [0] = 1, x [1] = 1, x [2] = 0, x [3] = 1; h[3] = 2, h[4] = 5.
Exercise 1.20. (HW) Calculate convolution of signals x [n] and h[n],
defined as: x [50] = 1, x [51] = 8; h[0] = 2, h[1] = 2.
To better understand convolution, check a java applet at

http://www.utko.feec.vutbr.cz/~rajmic/applets/Konvoluce.html.
Convolution applications
Frequency filtration of signal

Audio equalizer
Modelling linear transmission channel
Product of polynoms
...
Systems
System properties examples
Causality system output is in time dependent only on inputs in past.

Non-causal system: averaging: y [n] = 13 x [n + 1] + 31 x [n] + 31 x [n 1].
Time invariance system parameters are not changing in time.

Time variant system: adaptive speech filtering in car.
Time invariant system: amplifier.
Linearity we can apply principle of superposition

S{ x + y } = S{x } + S{y }
(S system, x , y signals)
Linear system: acoustic effect reverb.
Non-linear system: acoustic effect booster.
Systems
Exercise Block 2
Pavel Rajmic
-
Complex numbers
Complex numbers
1
imaginary unit j = 1; j2 = 1; j = j
complex number in the Cartesian form: x = + j
real part Re(x ) = , imaginary Im(x ) =
complex conjugate: x = j
Exercise 3.1. We have complex number x = 2 4j. Draw x and x in

complex plane.
(Mark axis and units properly.)

Complex numbers
Complex numbers
p
modulus of complex number: |x | = 2 + 2

phase/argument of complex number: arg(x ) = arctan for 6= 0

Simplification: since the results is within the range
2 , 2 , we dont consider sign of
and . However, we need the result to be in (, ]. Ex:

0 for x > 0

phase of real number: arg x = for x < 0

undefined for x = 0.
Exercise 3.2. Calculate and draw modulus and phase of numbers from
exercise 3.1.
What are the relations between modulus and phase of complex conjugate numbers?
Complex numbers
Complex numbers
Reminder:
Source (02/2015): http://en.wikipedia.org/wiki/Unit_circle

Complex numbers
Complex numbers
Euler formula: ejy = cos y + j sin y for y R
exponential function in C: ex +jy = ex (cos y + j sin y ) for x , y R
1
Exercise 3.3. Draw in complex plane numbers d1 = ej 4 and d2 = e 2 +j 4 .
What are the modules of these numbers?
Complex numbers
Complex numbers
Statement 3.4. ejy = 1 for arbitrary y R.

Where are all numbers of ejy form in the complex plane?
Where are numbers of ez+jy form (for z R)?
What is the role of minus?:

ejy =
Complex numbers
Complex numbers
Functions cox y and sin y are defined as:
ejy + ejy
cos y = (3.1)
2
ejy ejy
sin y = (3.2)
2j
Polar form of complex number:
x = r ej = |x | ej arg(x ) (3.3)
Complex numbers
Complex numbers
Exercise 3.5. Find formula of complex number transformation into the
polar form.

Exercise 3.6. Express number x = 1 + 3j in polar form.
Harmonic oscillation
Harmonic oscillation definition

Cosine oscillation with continuous time in so called amplitude-phase form:
s(t) = A cos(t + ), tR (4.1)
A. . .
. . .
2
I T = ...

I f = 2 . . .
. . .
Using operator notation, then
s(t) = A(D T cos)(t). (4.2)

Harm. oscillation: s(t) = A cos(t + ) = A(D T cos)(t)

1
Exercise 4.1. Draw signal 4 cos(2t + 3 ).
cos t cos(t + 3 )
t t
cos(2t + 3 ) 1
4 cos(2t + 3 )
t t
Exercise 4.2. (HW) Draw signal h(t) = 2 cos(t + 4 ).
Exercise 4.3. Calculate (without use of calculator) values of signal

s(t) = 3 cos(20t + 4 ) in t = 0 and t = 0.1 and t = 0.25.
Transformation of amplitude-phase form into complex one

s(t) = A cos(t + )
(3.1) A
h i
= ej(t+) + ej(t+)
2
A j jt A j jt
= e e + e e (4.3)
|2{z } |2 {z }
c c
jt jt
=ce + c e (4.4)
we call c and c . . . . . . . . . . . . . . . . .
|c| =
|c | =
arg c =
arg c =
c=
Harmonic oscillation phasor diagram

we set > 0:
Im
Re
Java applet for phasors:
http://www.utko.feec.vutbr.cz/~rajmic/applets/FazorovyDiagram.html
Transformation of ampl.-phase form into goniometric one

s(t) = A cos(t + )
|cos( + ) = cos cos sin sin |
= A cos t cos A sin t sin
= A cos cos t + (A sin ) sin t
| {z } | {z }
a b
= a cos t + b sin t. (4.5)
Thus arbitrary harmonic oscillation with non-zero phase can be expressed

as combination of sin and cos with the same angular velocity, but without
phase! See applet on
http://www.utko.feec.vutbr.cz/~rajmic/applets/SoucetHarm.html.
Exercise 4.4. Express signal x (t) = 2 cos(t + 4 ) in goniometric form.

Harmonic oscillation summary

Statement 4.5. We can define
A cos(t + ) (4.6)
= c ejt + c ejt (4.7)
= a cos t + b sin t (4.8)
when
a = A cos c = 21 (a jb)

b = A sin A = 2 |c| = a2 + b 2

A j b
c= 2e = arctan a .
Exercise Block 3
Pavel Rajmic
-
Periodic signals
Periodic signals
One possible signal classification:
aperiodic
periodic
I we can find T > 0, so that x (t + T ) = x (t) for all t R
I we can find N N, so that x [n + N] = x [n] for all n Z
The smallest possible T , or N, is called . . . . . . . . . . . . . . . . . . . . . .
Is the constant signal periodic?
Exercise 5.1. (HW) What is the fundamental period of signal

f (t) = ejt ?
Periodic signals
Periodic signals their important functionals
1 RT
average value: Ia = T f (t) dt
s 0
1 RT
effective value: Ief = T f 2 (t) dt
0
Exercise 5.2. We have signal f with period T = 2 defined as f (t) = 3t

for t [0, 2) (so called sawtooth signal). Draw it. Calculate its average
and effective value.
6
5
4
3
2
1
3 2 1 1 2 3 4
Fourier series
Integration recommendation
Integration of selected functions:
cos kt dt = sink
kt
R t
e dt = et
R R
1 dt = t
t n+1 ejkt
R n R cos kt
R jkt
t dt = n+1 sin kt dt = k e dt = jk
Linearity: R R
f (t)dt = f (t)dt
R R R
[f (t) + g(t)]dt = f (t)dt + g(t)dt
Division of integration interval:
Z b Z p Z b
f (t)dt = f (t)dt + f (t)dt, where a p b
a a p
Shift of integration range for T -periodic signal f (t):

Z T /2 Z T Z b
f (t)dt = f (t)dt = f (t)dt, where b a = T
T /2 0 a
Per partes for definite integral:

Z b Z b Z b Z b
u 0 v = [uv ]ba uv 0 or uv 0 = [uv ]ba u0v
a a a a
Fourier series
Joseph Fourier and his infinite series

Fourier: All periodic signals can be expressed as a sum of suitable
harmonic signals with properly selected amplitude and phase.
Spectral analysis:
periodic signal f (t), t R coeff. of Four. series {ck }, k Z
Spectral synthesis:
periodic signal f(t), t R coeff. of Four. series {ck }, k Z
Fourier series
Periodic signals expressed by Fourier series

Summary: Three equivalent forms of Fourier series of T -period. real signal f (t):
amplitude-phase

a0 X
f (t) = + Ak cos(kt + k ) (6.1)
2
k=1
complex

X X
ck e jkt = c0 + ck e jkt + ck e jkt

f (t) = (6.2)
k= k=1
goniometric

a0 X
f (t) = + [ak cos(kt) + bk sin(kt)] , (6.3)
2
k=1

bk
p Ak
where: ck = 12 (ak jbk ), Ak = 2 |ck | = ak2 + bk2 , ck = 2
ejk , k = arctan ak
.
Fourier coefficients of series (6.2), (6.3) are calculated according to

RT RT RT
ck = 1
T 0
f (t)e jkt dt, ak = 2
T 0
f (t) cos kt dt, bk = 2
T 0
f (t) sin kt dt.
Fourier series
Fourier series selected properties
b0 = 0 always
c0 R, ak , bk R
f (t) is even bk = 0 for k N ck R for k Z
f (t) is odd ak = 0 for k N {0} ck purely imaginary, k Z
Fourier series
Exercise 6.1. Calculate Fourier series in goniometric form of T -periodic

signal (sawtooth, see picture):
f (t) = t for t [0, T ). (6.4)

f (t) = t for > 0
T t

T T X 1 2kt

Resulting FS: f (t) = sin .
2 k=1 k T
Fourier series
1 1 1
K=0 K=1 K=2
s0(t)=1/2
0.5 0.5 0.5
0 0 0
0 2 0 2 0 2
1 1 1
K=3 K=10 K=20
0.5 0.5 0.5
0 0 0
0 2 0 2 0 2
Figure: Sum of first K harmonic components of sawtooth signal for = 21 , T = 2.
Fourier series
Magnitude spectrum of per. signal {|ck |}kZ says how intensive are particular
harmonic components, while phase spectrum {arg ck }kZ describe their phases.
It holds that ck = |ck | ej argck .
Exercise 6.2. Based on results of exercise 6.1 calculate the magnitude

spectrum of sawtooth signal, where = 21 , T = 4, and draw it for
|k| 4.
5 4 3 2 1 1 2 3 4
Fourier series
Exercise 6.3. Calculate Fourier series in goniometric form of half-wave

rectified signal cos(t):

2 + 2k, 2 + 2k ,

for t
cos t S
kZ
f (t) = (6.5)
0 for other t
f (t)
t
- 2
2
3 5
2 2
2
Solution: signal is even, so bk = 0. It can be proofed that a0 = , a1 = 12 , for
k
(1) 2 1 2
k > 1 odd are ak = 0 and for k even it holds that ak = 2
k 1 . Resulting FS is
1 1 2 2 2
f (t) = + cos t + cos 2t cos 4t + cos 6t . . .
2 3 15 35
Fourier series
1.2 1 1.2
K=1
1
1
K=2
K=0
0.8
0.8
0.5
0.6
0.6
0.4
0.4
0.2
0
0.2
0
0
0.2
0.2 0.5 0.4

1 0 1 2 3 4 5 6 7 8 9 1 0 1 2 3 4 5 6 7 8 9 1 0 1 2 3 4 5 6 7 8 9
1.2 1.2 0.6
1 1 0.5
K=4 K=6
0.8 0.8 0.4
0.6 0.6 0.3
0.4 0.4 0.2
0.2 0.2 0.1
0 0 0
0.2 0.2 0.1

1 0 1 2 3 4 5 6 7 8 9 1 0 1 2 3 4 5 6 7 8 9 0 1 2 3 4 5 6 7 8
Figure: Sum of first K harmonic components of rectified cosine function. The

values of ak can be found in the last figure.
Fourier series
Exercise 6.4. (HW) Calculate coefficients of Fourier series in complex

form of T -periodic signal y (t) = x (t) = D1 x (t), if you know the
coefficients of Fourier series of signal x (t).
RT
ck (y ) = 1
T 0 y (t)ejkt dt =
Fourier series
Fourier series effect of phase

Is the phase in Fourier series important? What is on the picture?
FS of rectangular fun., partial sum of 15 components, period T=3, width =1, height D=1
2
2
10 8 6 4 2 0 2 4 6
2
2
10 8 6 4 2 0 2 4 6
2
2
10 8 6 4 2 0 2 4 6
1
1
10 8 6 4 2 0 2 4 6
See 1D and 2D applets on

http://www.utko.feec.vutbr.cz/~rajmic/applets/FazeObdelnik.html,
http://www.utko.feec.vutbr.cz/~rajmic/applets/FazeObr.html.
Correlation function and its relation to FS Cross-correlation function
Cross-correlation function definition and properties

The cross-correlation function of two real T -periodic signals f1 and f2 is
defined as: Z T
1
Rf1 ,f2 ( ) = f1 (t)f2 (t + ) dt. (7.1)
T 0
Rf1 ,f2 ( ) is T -periodic.

Using Rf1 ,f2 ( ) we measure similarity of two signals
Using cross-correlation in radar see
http://www.utko.feec.vutbr.cz/~rajmic/applets/KrizKorelace.html.
Examples
Exercise 7.1. Calculate cross-correlation
function of 2-periodic signals
1 for t [0, )
x (t) and y (t), where x (t) = , y (t) = sin t.
1 for t [, 2)
Result: Rx ,y ( ) = 2 cos
(using sin( + ) = sin cos + cos sin ).
Exercise 7.2. (HW) Calculate cross-correlation function of signals

s1 (t) = 2 cos(2t) and s2 (t) = sin(2t).
Result: Rx ,y ( ) = sin(2 )
(using sin( + ) = sin cos + cos sin , sin cos = sin 2
2
, cos2 = 1+cos 2
2
).
Exercise Block 4
Pavel Rajmic
-
Autocorrelation function
Autocorrelation function definition

We already know cross-correlation function for two T -periodic signals f1
and f2 : Z T
1
Rf1 ,f2 ( ) = f1 (t)f2 (t + ) dt. (7.1)
T 0
Autocorrelation function of signal f can be derived from cross-correlation

function (7.1) when f1 = f2 (denoted as f ):
Z T
1
Rf ( ) = f (t)f (t + ) dt. (8.1)
T 0
Autocorrelation function properties
For signal f , that can be decomposed into FS in complex form {ck },

it holds that

2

2
X
jk
Rf ( ) = |ck | e . = (8.2)
k=
T
Substituting = 0 into (8.1), resp. (8.2) we get so called Parsevals

identity
Z T
1
|ck |2 .
X
Rf (0) = f (t)2 dt = (8.3)
T 0 k=
Consequences of Parsevals identity: what is the relation between

autocorrelation and effective value of signal?
Properties
Rf ( ) is T -periodic.
Rf ( ) is even function.
Rf (0) |Rf ( )| for all normalized autocorr. function
Exercises
Exercise 8.1. Calculate effective value of signal
s(t) = 2 cos(t) + cos(2t + 3 ).
Solution: The signal contains . . . . . . harmonic components in amplitude-phase form.

Therefore . . . . . . coefficients ck q
(complex form) will be non-zero.
RT qP

Are we going to select formula 1
T
s 2 (t) dt or k=
|ck |2 ?
0
s(t) = A1 cos(t + 1 ) + A2 cos(2t + 2 )

=
Exercises
Exercise 8.2. (HW) Calculate and draw magnitude and phase spectrum
of signal s(t) from Exercise 8.1.
|ck |
3 2 1 1 2 3 k
arg ck
3 2 1 1 2 3 k
Function sinc
Function sinc
Definition:
sin(t) for t 6= 0
t
sinc(t) = (9.1)
1 for t = 0.
Properties:
sinc(t) is even
Ra jt Ra
e dt = cos(t) dt = 2a sinc(a)
a a
R
sinc(t) dt =

Function sinc
Function sinc
Exercise 9.1. Draw functions sinc(t) and sinc(t). Mark important
values on both axis.
Back to Fourier series
Spectrum of rectangle signal

Convention: We are going to denote even rectangle pulse with period T ,
width < T and height 1, as rectT , (t). 1
rectT , (t)
T t
T2 2
2
T
2
T
Exercise 10.1. Calculate Fourier series in complex form of periodic

rectangle pulse f (t) = D rectT , (t).
D k

Solution: ck = . . . see lecture notes . . . = T
sinc T
Exercise 10.2. Draw magnitude spectrum of signal f (t) = 5 rect3,2 (t).

Solution: T = ,D = , =
k
Some (other) properties of FS

If f (t) ck (f ), g(t) ck (g), then:
Linearity [ f (t) + g(t)] [ ck (f ) + ck (g)]

Time shift T f (t) = f (t ) ck (f ) ejk
Dilatation D f (t) = f ( t) ck (f ), >0
Example of FS properties usage

Exercise 10.3. Find the fundamental period of signal s(t) defined by
picture. Calculate its Fourier series in complex form.
s(t)
2
1
6 5 4 3 2 1 1 2 3 4 5 6 7 8 t
Solution:
P 4
FS: s(t) = 3
sinc( ) + 29 sinc( ) ejk5 ejkt , where = 2
9
.
k=
Fourier transform
Motivation for introduction of FT

Monitor behaviour of periodic rectangular signal and its Fourier series
coefficients for T :
D k

ck = sinc (11.1)
T T
in time domain:
in frequency domain:
. . . therefore, in the case of aperiodic signals, we need to introduce

something qualitatively different.
Fourier transform Definition and properties
Definition
Forward FT of aperiodic signal s(t) is function of continuous

frequency : Z
S() = s(t)ejt dt. (11.2)

Notation: S() = s(t)
d = s(t)
d .
Inverse FT of function G() is function of t:

Z
1
g(t) = G()e+jt d. (11.3)
2
+
[ .
Notation: g(t) = G()
Fourier transform Definition and properties
Properties of FT
Note RS () = Re{S()} and XS () = Im{S()}, therefore
S() = RS () + j XS (). Then for real signals it holds that:
1
Z
RS () = s(t) cos t dt (11.4)

Z
XS () = s(t) sin t dt (11.5)

2
RS () = RS () (11.6)
XS () = XS () (11.7)

S() = [S()] (11.8)
3 s(t) even XS () = 0 for R

4 s(t) odd RS () = 0 for R
Fourier transform Exercises
Exercise 11.1. Calculate FT of signal

cos t for t [/2, /2]
f (t) =
0 for other t.
2 cos
2
Solution: F () = 1 2
for 6= 1, F (1) = 2
f (t), F ()
2
t,
-9 -7 -5 -3 - 2
2
3 5 7 9
(two pictures in one, vertical axis are equal, horizontal different: time and frequency resp.)
Properties of FT continuation
For definition of the other properties we will use notation s(t)
d = S(). It
holds that:
\
s(t ) = S() ej or T\ d j
s(t) = s(t) e
[ = 1 1
s(bt) |b| S( b ) or D\
b s(t) = |b|
D 1 S()
b
\
s(bt ) = 1
|b| S( b ) ej or Db\
T s(t) = 1
|b|
D 1 S()
b
ej
for , a R, a 6= 0.
Exercise 11.2. Calculate FT of signal g(t) = f ( 4t ), where f is the signal

from Exercise 11.1.
Exercise 11.3. (HW) Calculate FT of signal h(t) = f ( 4t + 1).
Related to Ex. 11.2 and 11.3 (dilatation and translation)
8 t 8

f , 4F (4) t
Re f \

4 4 +1
t
Im f \

4 +1 t

f 4 +1
1 t, 1 t,
2 3 2 2 4 3
4 4
Frequency vs. time

The pictures indicate duality of time and frequency, i.e. basic property,
where time and frequency counteract. If something is happening in time
faster, then in frequency domain it acts slower.
Example: vinyl desk what happens when DJ increase/decrease angular

velocity of turntable?
Exercise Block 5
Pavel Rajmic
-
Fourier transform Fourier transform reminders
Reminders of FT
Forward FT of aperiodic signal s(t) is function of continuous

frequency : Z
S() = s(t)
d = s(t)ejt dt. (*11.2)

Inverse FT of function G() is function of time t:

Z
[ = 1
+
g(t) = G() G()e+jt d. (*11.3)
2
Sampling of signal with continuous time

Spectrum of signal s that is sampled, i.e. signal ss [n] = s(nTs ):

1 X
Ss () = S( ks ) (13.1)
Ts k=
|S()|
s s
|S()|
s s
What is the principle of Nyquists sampling theorem?

What does it prevent from?

1
0.8 sine 13 kHz

samples
sine 9.05 kHz
0.6
0.4
0.2
0.2
0.4
0.6
0.8
1
0 2 4 6 8 10 12 14 16
samples
sampling frequency 22,05 kHz
One of consequences: If the signal contains both frequencies (13 and 9,05 kHz) before sampling,
then, during the reconstruction, we will get only 9,05 kHz with incorrect amplitude and phase.
What is the antialiasing filter? What type of filter is it?

Example of aliasing in audiosignal. See applet on page
http://www.utko.feec.vutbr.cz/~rajmic/applets/Aliasing.html
Why DVD supports audio with sampling frequency up to 96 kHz?
Reconstruction of signal with continuous time from its samples:

vz
X
s(t) = s(nTvz ) sinc (t nTvz ) (13.2)
n=
2
See applet on page

http://www.utko.feec.vutbr.cz/~rajmic/applets/Rekonstrukce.html.
Analysis of discrete systems
Discrete LTI system analysis

Exercise 14.1. Write differential equation of discrete system defined by
signal-flow graph. 0,4
x [n] y [n]
0,1 z 1 0,5
Analysis of discrete systems
Exercise 14.2. Calculate first five samples of systems impulse response

(from Ex. 14.1). (First sample is related to time index 0.)
Exercise 14.3. (HW) Calculate first five samples of the systems output
(Ex. 14.1) for input signal x [2] = 5, x [3] = 0, x [4] = 2.
Additional questions:
What will be the output if we send to the input sine signal with specific frequency? (you can use Matlab)
Can you experimentally determine if the system from Ex. 14.1 is high-pass filter? How would you do it?
Analysis of discrete systems Z transformation
Exercise 14.4. Find the transfer function of system from Exercise 14.1
and calculate its zeros and poles.
Analysis of discrete systems FIR filtering of random process
Filtering random Gaussian process

On the pictures you can see time series and spectra of Gaussian noise.
Original on the left and filtered by FIR filter (structure without feedback)
on the right. How many branches will the signal-flow graph have?
Time series Magnitude Response (dB)
Time series
4 3
2
2
0
1
0 0
5
1
2
2
4 10
3
0 100 200 300 400 500 600 700 800 900 1000
Magnitude (dB)
0 100 200 300 400 500 600 700 800 900 1000
n n
Magnitude spectrum 15 Magnitude spectrum

80 100
80
60 20
magnitude
magnitude
60
40
25 40
20
20
30
0 0
0 100 200 300 400 500 600 700 800 900 1000 0 5 10 15 20 0 100 200 300 400 500 600 700 800 900 1000
f Frequency (kHz) f
See the filtering applet with many possibilities on

http://www.utko.feec.vutbr.cz/~rajmic/applets/FiltraceZvuku.html.
Discrete Fourier transform
DFT
Definition of DFT for signal s[n] with length N:
N1
2
s[n]ejk N n ,
X
S[k] = RN [k] kZ (15.1)
n=0
Exercise 15.1. (HW) Calculate DFT of signal s[n], where
s[0] = s[1] = 1, s[2] = s[3] = 0.
Solution: S[0] = 2, S[1] = 1 j, S[2] = 0, S[3] = 1 + j
2
n o
Pozn.: How do the series of numbers ejk N n look like? They are
complex discrete harmonic signals; e.g. for N = 8:
2
k = 0 : ej0 8
n
{1, 1, 1, 1, 1, 1, 1, 1}
j1 2 3 5 3 7
k=1: e 8
n
{1, ej 4 , ej 2 , ej 4 , ej , ej 4 , ej 2 , ej 4 }
..
.
2 7 3 5 3
k = 7 : ej7 8
n
{1, ej 4 , ej 2 , ej 4 , ej , ej 4 , ej 2 , ej 4 } .
Some useful properties
odd fun odd fun = even fun

even fun even fun = even fun
even fun odd fun = odd fun
Ra Ra
for even fun f : f (t) dt = 2 f (t) dt
a 0
Ra
for odd fun f : f (t) dt = 0
a
sin(t + 2 ) = cos(t)
sin(t + 2 ) = cos(t)
sin(t 2 ) = cos(t)
Exercise Block 6
Pavel Rajmic
-
DFT reminders
DFT reminders
Definition:
N1
2
s[n]ejk N n ,
X
S[k] = RN [k] k Z. (*15.1)
n=0
It is possible to calculate DFT using fast algorithm FFT (Fast Fourier

Transform).
Comparison of computational burdens of DFT and FFT:
Circular convolution
Modulo operation
z = modx y
m
z is remainder after integer division of number y by x
m
L Z : Lx + z = y
Exercise 18.1. Calculate:

mod5 3 =
mod5 4 =
mod5 5 =
mod5 6 =
mod5 7 =
Modulo operation
Exercise 18.2. Draw signal r [n] = x [mod4 n] for |n| 4, where x [n] is
n 0 1 2 3
defined by table: .
x [n] 1 5 1 2
Solution:
x [n]
4
3
2
1
4 3 2 1 1 1 2 3 4 n
r [n]
4
3
2
1
4 3 2 1 1 1 2 3 4 n
(Discrete) circular convolution of signals x [n] and h[n], both equally
defined in time samples 0, . . . , N 1, is denoted as
z[n] = x [n] ~ h[n] (whole signals) (18.1)
and defined as
N1
X
z[m] = RN [m] x [n] h[modN (m n)], m Z. (particular samples)
n=0
(18.2)
If we skip RN [m] in (18.2), then z[m] would be periodic with period . . . . .
Circular convolution how to imagine it
N1
X
z[m] = RN [m] x [n] h[modN (m n)], m Z.
n=0
Imagine that h is made periodical and we calculate convolution with x ;

from the result we select only one period.
Example for N = 8:
x[0] x[1] x[2] x[3] x[4] x[5] x[6] x[7]
h[2] h[1] h[0] h[7] h[6] h[5] h[4] h[3] h[2] h[1] h[0] h[7] h[6] h[5] h[4]
m = 0:
m = 1:
..
.
m = 7:
See applet http://www.utko.feec.vutbr.cz/~rajmic/applets/KruhKonvoluce.html
Exercise 18.3. (HW) Calculate circular convolution of discrete signals
x [n] and h[n], defined as:
x [0] = 2, x [1] = 1, x [2] = 0, x [3] = 2;
h[0] = 1, h[1] = 2, h[2] = 3, h[3] = 4.
Use can use table as in the case of linear convolution, but you must make h periodical.
Solution: {10 11 16 13}.
Fast convolution
So called fast convolution is in fact calculation of circular convolution
(18.2) using FFT. Calculation: ifft(fft(x).*fft(h)).
However, usually we need to calculate linear convolution using this fast

method. Is it possible? How?
See the program from Matlab in Elearning.

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Introduction to Signals

Richard Baraniuk, Signals and Systems

a signal is a quantitative description of a physical phenomenon, event

Where Can We Meet Signals?

Sampling Quantizing Encoding

s[n] discrete signal s[n] 111

Different ways of signal definition

Exercise 1.2. For |n| 4 draw signal x [n] = n/4.

Different ways of signal definition

Different ways of signal definition

Exercise 1.5. (HW) Draw signal x [n] = 2 for all n Z.

we will use symbol O for operator

cont. time: Ta f (t) = f (t a), a R

Dilatation / time scale

cont. time: Db f (t) = f (bt), b R

Dilatation / time scale

Exercise 1.9. (HW) Draw signal D 3 h[n], where h[n] = n.

cont. time: x (t) 7 c x (t), c R

What will happen if c = 1?

Sum, product of two signals

Exercise 1.15. (HW) Draw signal z[n] = n + 4 for 3 n 5.

s(t) = [Sc + S f (t)] cos(c t).

y [n] = x [n] h[n] (whole signals)

Convolution useful statements

To better understand convolution, check a java applet at

Frequency filtration of signal

System properties examples

Causality system output is in time dependent only on inputs in past.

Time invariance system parameters are not changing in time.

Linearity we can apply principle of superposition

Exercise 3.1. We have complex number x = 2 4j. Draw x and x in

(Mark axis and units properly.)

and . However, we need the result to be in (, ]. Ex:

Source (02/2015): http://en.wikipedia.org/wiki/Unit_circle

Where are all numbers of ejy form in the complex plane?

Where are numbers of ez+jy form (for z R)?

What is the role of minus?:

Functions cox y and sin y are defined as:

Polar form of complex number:

Harmonic oscillation definition

s(t) = A cos(t + ), tR (4.1)

Using operator notation, then

s(t) = A(D T cos)(t). (4.2)

Harm. oscillation: s(t) = A cos(t + ) = A(D T cos)(t)

Exercise 4.3. Calculate (without use of calculator) values of signal

Transformation of amplitude-phase form into complex one

Harmonic oscillation phasor diagram

Java applet for phasors:

Transformation of ampl.-phase form into goniometric one

Thus arbitrary harmonic oscillation with non-zero phase can be expressed

Exercise 4.4. Express signal x (t) = 2 cos(t + 4 ) in goniometric form.

Harmonic oscillation summary

The smallest possible T , or N, is called . . . . . . . . . . . . . . . . . . . . . .

Is the constant signal periodic?

Exercise 5.1. (HW) What is the fundamental period of signal

Periodic signals their important functionals

Exercise 5.2. We have signal f with period T = 2 defined as f (t) = 3t

Shift of integration range for T -periodic signal f (t):

Per partes for definite integral:

Joseph Fourier and his infinite series

Periodic signals expressed by Fourier series

Fourier coefficients of series (6.2), (6.3) are calculated according to

Fourier series selected properties

Exercise 6.1. Calculate Fourier series in goniometric form of T -periodic