Signals, Systems and Models

Signals are generally real or complex functions of some independent variables (almost always time/or a variable denoting the outcome of a probabilistic experiment). Signals can be:

  • -dimensional or multi-dimensional
  • continuous-time (CT) or discrete-time (DT)
  • deterministic or stochastic

A DT deterministic time-signal can be denoted by a function of the integer time (or clock) variable

Systems are collections of software or hardware elements, components, subsystems. A system can be viewed as mapping a set of input signals to a set of output or response signals. A more general view is that a system is an entity imposing constraints on a designated set of signals, where the signals are not necessarily labeled as inputs or outputs. Any specific set of signals that satisfies the constraints is termed a behavior of the system.

Models are (usually approximate) mathematical or software or hardware or linguistic or other representations of the constraints imposed on designated set of signals by a system. We can consider models as an abstraction of physical systems

System / Model Properties

For a system or model specified as a mapping, we have the following definitions of various properties. They are stated here for the DT case but easily modified for the CT case.

  • Linear: The response to an arbitrary linear combination (or "superposition") of inputs signals is always the same linear combination of the individual responses to these signals:
  • Time-Invariant: The response to an arbitrarily translated set of inputs is always the response to the original set, but translated by the same amount: If then for all and

Note

time-invariant system is one where the system's behavior and properties do not change over time. Intuitively, this means that if you apply a specific input to the system now or at any other time, the output will respond in the same way, just shifted in time.

  • Linear and Time-Invariant (LTI): The system, model or mapping is both linear and time-invariant. See LTI systems
  • Memoryless or Algebraic or Non-Dynamic: The outputs at any instant do not depend on values of the inputs at any other instant: for all

Note

For a LTI system, the memoryless property means that its unit impulse response for or for . That is, or

  • Causal: The output at any instant does not depend on future inputs: for all , does not depend on for .

Note

For a LTI system, if it's causal, then for all , its unit impulse response

  • BIBO Stable: The response to a bounded input is always bounded: for all implies that for all ;

Note

For a LTI system, this means that its unit pulse response or is absolutely summable or absolutely integrable over

  • Invertible: A system is called invertible if it produces distinct output signals for distinct input signals.
  • Initial Rest: The system's output is zero before any input is applied.