Signals & Systems
This course introduces the mathematical language engineers use to describe, analyse and manipulate signals and the systems that act on them. Starting from the basic taxonomy of signals and the properties of linear time-invariant (LTI) systems, it builds up convolution and correlation, the Fourier series and transform, sampling and aliasing, and the discrete Fourier transform together with the FFT.
The second half turns these tools into practice: spectral leakage and windowing, frequency-domain filtering, the Z-transform, FIR and IIR filter design, real-time filtering, and an introduction to random processes, power spectral densities and practical denoising. Every lecture comes with a practical component in which the ideas are implemented and checked on real data.
- Lec. 1Introduction to Signals: Energy, Power & the dB Scale
- Lec. 2LTI Systems Essentials
- Lec. 3Convolution & Correlation
- Lec. 4From Fourier Series to the Fourier Transform
- Lec. 5Sampling, Aliasing & a DTFT Preview
- Lec. 6From DTFT to DFT: Why Finite Data Matters
- Lec. 7DFT and FFT
- Lec. 8Spectral Leakage & Frequency Resolution
- Lec. 9Windowing: Theory & Practice
- Lec. 10Ideal Filters & Frequency-Domain Filtering
- Lec. 11Z-transform
- Lec. 12FIR Filter Design
- Lec. 13IIR Filters
- Lec. 14From Filter Design to Real-Time Filtering
- Lec. 15Random Processes: SSS/WSS & Correlation
- Lec. 16Spectral Analysis of Stochastic Signals
- Lec. 17Noise Models, SNR & Practical Denoising
The notes are written per topic, so one document often covers several lectures.
Slides and notes for each lecture, grouped by teaching week.
- Taxonomy: CT/DT, periodic, deterministic/random, real/complex
- Basic signals (impulse/step/sinusoid/exponential/chirp)
- Energy, power, RMS, intro to Parseval idea
- dB/log plots, dynamic range intuition
- Practical: build/plot signals; compute E/P/RMS; dB scaling
- Introduction to systems; taxonomy
- System properties
- Stability
- LTI definition
- Zero-input response
- Zero-state response
- Impulse response
- Convolution from LTI perspective
- Convolution CT/DT, properties
- Convolution CT/DT, properties
- Correlation (auto/cross), relation to convolution
- Matched-filter intuition (preview for later noise topics)
- Practical: implement conv/corr; delay estimation in noise
- FS as projection on sinusoids, Gibbs effect quickly
- Transition to FT: limit of FS, core properties/pairs
- Duality + basic magnitude/phase meaning
- Practical: spectrum of simple waveforms + phase demo
- Sampling theorem, Nyquist, reconstruction idea
- Aliasing in time/frequency with pictures
- DTFT concept as “true” discrete-time spectrum
- Practical: downsample audio, see aliasing
- Finite-length observation → periodic extension
- Frequency bins and grid; intuition for discrete spectrum
- Setup for DFT next lecture
- Practical: take short signals and predict spectral effects
- DFT definition, matrix/projection view
- FFT algorithm idea + complexity
- Interpreting bins, normalization conventions
- Practical: first real FFT lab; identify tones
- Leakage from time truncation
- Resolution vs record length; Rayleigh limit
- Dynamic range limits
- Practical: two-close-sinusoids experiment
- Window tradeoffs: main-lobe/side-lobe
- Hann/Hamming/Blackman/Kaiser
- Coherent gain + amplitude correction
- Practical: compare windows on same data
- Ideal LP/HP/BP/BS via DFT perspective
- Why brick-wall is noncausal/infinite
- Frequency masking and overlap-add idea
- Practical: filter by multiplying spectra
- From Difference Equations to System Function
- Poles, Zeros, and Stability (Geometric View)
- Frequency Response as Unit-Circle Evaluation
- Brief Laplace Connection (Continuous-Time Analog)
- FIR basics, linear phase
- Windowed-sinc design
- Specs: ripple, transition band, order
- Practical: design FIR for given specs, validate in FFT
- IIR structure, recursion, stability
- Poles/zeros intuition (expand on Z-transform)
- Butterworth/Chebyshev idea
- Practical: compare FIR vs IIR for same specs
- Why plain convolution is an offline operation
- How can we do online convolution?
- FIR case
- Zero-phase filters (offline)
- IIR case
- SOS preview
- Random processes, ensemble vs time averages
- SSS, WSS, autocorrelation meaning
- AR intuition as “signal generator”
- Practical: simulate AR processes
- PSD definition from autocorrelation (Wiener–Khinchin)
- Periodogram limits, Welch method
- Bias/variance tradeoff
- What if the process is not stationary? Short-time Fourier transform
- Spectrogram
- Practical: PSD estimation & spectrogram on noisy data
- White/pink/brown noise
- SNR in linear & dB
- Spectral subtraction / bandlimiting
- Practical: denoise real recordings