This unit introduces fundamental and advanced concepts to design, analyse and evaluate signals and the response of linear systems. The topics covered include: (1) definitions of signals, generalised functions, definition of linear, time-invariant systems, the convolution theorem, impulse responses, step responses. (2) Continuous time convolution, LTI systems as ODEs, solving ODEs to obtain the impulse response and system response to an input signal, the zero-state and zero-input responses, bounded-input bounded-output stability conditions. (3) Discrete time convolution, LTI systems as difference equations, solving difference equations to obtain the impulse response and system response to an input signal, bounded-input bounded-output stability conditions. (4) Discrete state space analysis, obtaining state variables and state equations, closed-form state space analysis of system outputs to discrete input signals, eigenvalue analysis for BIBO stability conditions. (5) Transform theory, including the continuous and discrete Fourier Transform, the Laplace Transform and the z-transform, the inverse Fourier Transform, partial fraction expansion for the Laplace and z-transform inverses, the Nyquist Sampling Theorem. (6) Filter design, ideal filter design, causality and discrete considerations for ideal filters, Butterworth filters, Chebyshev Type 1 and 2 filters, discrete realisation of analogue filters, the bilinear transform and frequency pre-warping. (7) Frequency domain BIBO stability, transfer function poles and zeros, Magnitude and Phase Bode plots. (8) Introduction to Stochastic Processes, time and ensemble domain average, autocorrelation and cross-correlation functions, the ergodic theorem, wide-sense stationary processes. (9) Application of stochastic signals to linear systems, Parseval’s Theorem, Power Spectral Density, output statistics of linear systems with WSS input signals.