Chapter 2 Signals and Spectra (All sections, except Section 8, are covered.)

49
Chapter 2 Signals and Spectra (All sections, except Section 8, are covered.)

Transcript of Chapter 2 Signals and Spectra (All sections, except Section 8, are covered.)

Page 1: Chapter 2 Signals and Spectra (All sections, except Section 8, are covered.)

Chapter 2

Signals and Spectra

(All sections, except Section 8, are covered.)

Page 2: Chapter 2 Signals and Spectra (All sections, except Section 8, are covered.)

Physically Realizable Waveform

1. Non zero over finite duration (finite energy)

2. Non zero over finite frequency range (physical limitation of media)

3. Continuous in time (finite bandwidth)4. Finite peak value (physical limitation of

equipment)5. Real valued (must be observable)

Page 3: Chapter 2 Signals and Spectra (All sections, except Section 8, are covered.)

• Power Signal: finite power, infinite energy

• Energy Signal: finite energy, non-zero power over limited time

• All physical signals are energy signals. Nothing can have infinite power. However, mathematically it is more convenient to deal with power signals. We will use power signals to approximate the behavior of energy signals over the time intervals of interest.

Page 4: Chapter 2 Signals and Spectra (All sections, except Section 8, are covered.)

dttwtt

tttw

dttwT

Wtw

dtT

T

TtwtwT

dtT

t

t

T

Todc

T

To

o

oo

T

TT

o

o

o

o

)(1

, interal finite aover )( of DC

)(1

:)(function period of DC

.number realany for 1

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condition. thissatisfyingnumber positivesmallest theis where

)()( : period with form wavePeriodic

1

lim :operator average Time

2

11212

2

2

2

2

2

2

Page 5: Chapter 2 Signals and Spectra (All sections, except Section 8, are covered.)

)()()( :power average

power. generatescircuit theif 0 -

power. consumescircuit theif 0 -

:power

)( :currnet

)( :voltage

titvtpP

p(t)

p(t)

v(t) i(t)p(t)

ti

tv

Page 6: Chapter 2 Signals and Spectra (All sections, except Section 8, are covered.)

P

Ptitv

dttiT

tidttvT

tvP

IVRIR

VRti

R

tvP

twWtw

T

TT

T

TT

rmsrmsrmsrms

rms

0

zero.non and finite is ifonly and if formspower wave are )( and )(

)(1

lim)( )(1

lim)(

resistor 1 given topower theispower normalized Average

)()(

:resistor aFor

)( :)( of (RMS) square -mean-Root

2

2

222

2

22

22

2

2

2

Ri(t)

+ v(t) -

Page 7: Chapter 2 Signals and Spectra (All sections, except Section 8, are covered.)

noiserms

signalrms

noise

signal

in

out

T

TT

T

TT

V

V

tn

ts

P

Pd

P

PddB

E

Etitv

dttidttvE

2

2

2

2

22

2

2

log20)(

)(log10log10B(S/N)

:(S/N)dBration noise tosignal Decibel

log10inpower average

outpower averagelog10B :)(gain Decibel

0

zero.non and finite is ifonly and if veformsenergy wa are )( and )(

)(lim )(lim :energy normalized Total

power inSystem

power out

signal, s(t)System

noise, n(t)

Page 8: Chapter 2 Signals and Spectra (All sections, except Section 8, are covered.)

The phasor is a complex number that carries the amplitude and phase angle information of a sinusoidal function. It does not include the angular frequency.

Euler’s identify :

)cos()(

cos

sincos

)(

tjwj

jtjw

twj

o

j

j

o

o

o

eAee

eeeA

eeA

twAtw

ee

je

R

R

R

R

Given

ninformatio angle phase and magnitude

Page 9: Chapter 2 Signals and Spectra (All sections, except Section 8, are covered.)

.tan and where)cos(or

)cos( :tionTransformaPhasor Inverse

.sin and cos where

)cos( :tionTransformaPhasor

1221

1

x

yyxAtwAjyx

twAAe

AyAx

jyxAetwA

o

P

o

Pj

jP

o

) :lyexchangeab notations twofollowing theusemay (We AAe j

Page 10: Chapter 2 Signals and Spectra (All sections, except Section 8, are covered.)

Fourier Transform

Signal is a measurable, physical quantity which carries information. In time, it is quantified as w(t). Sometimes it is convenient to view through its frequency components.

Fourier Transform (FT) is a mathematical tool to identify the presence of frequency component for any wave form.

(Hz).frequency theis and of FT thedenotes where

)()( 2

f

dtetww(t)fW ftj

F

F

Page 11: Chapter 2 Signals and Spectra (All sections, except Section 8, are covered.)

W(f)w(t)

W(f)w(t)

dfefWfWtw ftj

FT. under thepair matcheduniquely a thusare and

. of FT inverse thedenotes where

)()()( ,Conversely 2

1-

1-

F

F

Page 12: Chapter 2 Signals and Spectra (All sections, except Section 8, are covered.)

πfjπfj

edteeW(f)

t

tew(t)

πf)t-(πft-j-t

t

21

1

21

0 0

0

:Example

0

212

0

Note: It is in general difficult to evaluate the FT integrationsfor arbitrary functions. There are certain well known functionsused in the FT along with the properties of the FT.

Page 13: Chapter 2 Signals and Spectra (All sections, except Section 8, are covered.)

Properties of Fourier Transform

1. If w(t) is real, W(-f) = W*(f).

2. Linearity:

a1w1(t)+a2w2(t) a1W1(f) + a2 W2(f)

3. Time delay: w(t – T) = W(f) e-j2fT

4. Frequency Translation:

w(t) ej2fot W(f – fo)

5. Convolution: w1(t) w2(t) W1(f)W2(f)

6. Multiplication: w1(t)w2(t) W1(f) W2(f)Note:* is complex conjugate. is convolution integral.X

X

X

Page 14: Chapter 2 Signals and Spectra (All sections, except Section 8, are covered.)
Page 15: Chapter 2 Signals and Spectra (All sections, except Section 8, are covered.)

Parseval’s Theorem

df(fE

fW(f)

twE

EdffWdttwtwtwtw

dffWfWdttwtw

2

2

22

21

2121

) :energy normalized Total

hertz)per joules (unit )( :(ESD)density spectralEnergy

).( ofenergy theis

.)()( ),()()( If

)(*)()(*)(

E

E

Page 16: Chapter 2 Signals and Spectra (All sections, except Section 8, are covered.)

Dirac Delta Function

).()()( :property Shifting

0 0

0 )( AND 1)(

.(together) conditions twofollowing on the based

)( definecan weely,Alternativ ).( of definition a is This .0at continuous

function allfor )0()()( satisfies ),( function, delta Dirac

oo xwdxxxxw

x

xxdxx

xx x

w(x)wdxxxwx

Page 17: Chapter 2 Signals and Spectra (All sections, except Section 8, are covered.)

Unit Step Function

x). δ dx

du(x)dxu

x

xxuxu

x

( and )()( that trueisit Therefore,

0 0

0 1)( :)( function, stepUnit

Page 18: Chapter 2 Signals and Spectra (All sections, except Section 8, are covered.)

x

xxSaSa

Tt

TtT

t

Tt

Tt

T

sin)( :function )(

0

1T

t function, Triangular

20

21

function,r Rectangula

More Commonly Used Functions

Page 19: Chapter 2 Signals and Spectra (All sections, except Section 8, are covered.)
Page 20: Chapter 2 Signals and Spectra (All sections, except Section 8, are covered.)
Page 21: Chapter 2 Signals and Spectra (All sections, except Section 8, are covered.)

Couch, Digital and Analog Communication Systems, Seventh Edition ©2007 Pearson Education, Inc. All rights reserved. 0-13-142492-

0

Spectrum of Sine Wave

Page 22: Chapter 2 Signals and Spectra (All sections, except Section 8, are covered.)

Figure 2–8 Waveform and spectrum of a switched sinusoid.Spectrum of Truncated Sine Wave

Page 23: Chapter 2 Signals and Spectra (All sections, except Section 8, are covered.)

2

0

21

0

21

20

2

0

2

)2(1

2 )(

21

1

21

1

)(

)(

ffW

efj

efj

dteedtee

dteefW

etw

fjtfjt

ftjt

ftjt

ftjt

t

Example: Double Exponential

Page 24: Chapter 2 Signals and Spectra (All sections, except Section 8, are covered.)

Convolution

dtwwtwtwtw

)()()()()( 21213

Supposed t is fixed at an arbitrary value.Within the integration, w2(t-) is a “horizontally flipped about=0, and move to the right by t version” of w2(). Now, multiply w1() with w2(t-) for each point of .Then, integrate over - < < . The result is w3(t) for this fixed value of t.Repeat this process for all values of t, - < t < .

Page 25: Chapter 2 Signals and Spectra (All sections, except Section 8, are covered.)

)()()(

).()(

2

1

)(

Example

213

2

1

twtwtw

tuetw

T

Tttw

T

t

Page 26: Chapter 2 Signals and Spectra (All sections, except Section 8, are covered.)

Power Spectrum Density

)0()()(

)()( :Theorem Khintchine-Wiener

)()(1

lim)()()( :ationAutocorrel

)()(power average normalized

)()( wherehertzper watts)(

lim)(

22

2

2

2

2

w

w

w

RP

PR

R

P

P

dffWtwP

f

dttwtwT

twtw

dfftwP

fWtwT

fWf

wrms

w

T

TT

w

TTT

Tw

Page 27: Chapter 2 Signals and Spectra (All sections, except Section 8, are covered.)

.1)0(

.2

11)1()1(

2

11

2

1)(

,02-For

.2

11)1()1(

2

11

2

1)(

,20For

.0)( ,2For

.0)( ,2For

)()()(

. and ),( ),( Find

elsewhere0

11Given

:Example

1

1

1

1

1

1

1

1

w

w

w

w

w

w

w

R

R

R

R

R

R

PR

1 w(t)

P

tdt

tdt

twtw

Pf

t

w

0

w(t)

-1 1

1

t

0

w(t+) if < -2

t

-1- 1-

0

w(t+) if > 2

t

-1- 1-

0

w(t+) if -2 < 0

t

-1- 1-

0

w(t+) if 0 2

t

-1- 1-

Page 28: Chapter 2 Signals and Spectra (All sections, except Section 8, are covered.)

1)0(

2Sa2 )()(

2)(:functionr triangulaa is )(

2

w

w

ww

R

RFP

RR

P

ffw

1

2 - 2

2)(

wR

2 22Sa2)( ffw P

-0.5 0.5 0 1.0 1.5 -1.0 -1.5 f

1)0( wRP

Page 29: Chapter 2 Signals and Spectra (All sections, except Section 8, are covered.)

Orthogonal Series Representation

l.orthonorma

mutually is,...3,2,1 , allfor 1 If . 0

)(*

if interval on the orthogonalmutually is,...3,2,1 , functions, ofset A .Definition

0

1 ith function w deltaKronecker is .Definition

.0)(*

if interval on the orthogonal are and functions, Two .Definition

space.ector abstract van in elements as noise and signals ngrepresenti of method a is

series Orthogonal series. orthogonal of use theis noise and signalsrepresent way toconvenientA

functions. almathematic form closedby drepresente be todifficult are noise and signals general,In

n

n

(t)

(t)

i(t)φn,KKmn

mnKdtt

a,bi(t)φ

mn

mn

dtt

a,b(t) φ(t)φ

innmnn

b

a

m

i

nmnm

b

a

m

mn

Page 30: Chapter 2 Signals and Spectra (All sections, except Section 8, are covered.)

l.orthonormamutually is ,...3,2,1 ,1

that Note l.orthonorma

mutually is ,...3,2,1 , and , allfor Thus, . 0

Therefore,

. 1

, If

.for 1)(2sin)(2cos since

0 )(

1

)(

, If

integer.an is and21

interval over the orthogonal are ,...3,2,1 , that Show Example.

2

2

neT

nenTKTmn

mnTdtee

Tdt dte e

mn

mnmnjmne

wmnj

ee

wmnj

edtedte e

mn

n, πf, w/fT

, Ta t a ne

tjnw

o

tjnwonnmo

oTa

a

tjmwtjnw

o

Ta

a

Ta

a

tjnwtjnw

m)j(n

o

m)j(nam)wj(nTa

ao

tm)wj(nTa

a

tm)wj(nTa

a

tjmwtjnw

oooo

otjnw

o

o

o

oo

oo

oo

oo

oo

o

o

oo

o

Page 31: Chapter 2 Signals and Spectra (All sections, except Section 8, are covered.)

Examples of Orthogonal Functions

Sinusoids Polynomials Square Waves

Page 32: Chapter 2 Signals and Spectra (All sections, except Section 8, are covered.)

).assumption goverlappin-non (by the 0)(*)(

)otherwise. 0 and, if 1 (because )()(*)(

)(*)(

)(*)(

)( )( )(*)(

.orthogonal are )( and )(Then domain.frequency in the intervals

goverlappin-nonin anformsFourier tr have )( and )( where),( and )(Consider Example.

21

)(221

)(221

2221

22

2121

21

2121

*

dffWfW

sfdtedfdssfsWfW

dfdsdtesWfW

dfdsdteesWfW

dtdsesWdfefWdttwtw

twtw

twtwtwtw

tsfj

tsfj

stjftj

stjftj

Page 33: Chapter 2 Signals and Spectra (All sections, except Section 8, are covered.)

yourself.)for this(Prove .) ersion).(another v Theorem sParseval'

.)(*(t) 1

implies which )(*(t) Therefore,

)(* )(* )(*(t)

?,...3,2,1 , tscoefficien orthogonal theareWhat

.,...3,2,1 ),(set basis by the defined is space vector in the ,...,,,point a is function, specificA

.,...3,2,1 ),(set basis by the spanned space vector a tobelongs say weely,Alternativ .

forset basis orthogonal a be tosaid is ,...3,2,1 ),( assumption is Under thaccuracy. sufficientwith

)(such that ,...3,2,1 ),( need weminimum in the reality,In precisely. represent can

,...3,2,1 ),( wherefunctions of pecertain ty a tobelongs that implies theoremThe :Note

.)(by intervalover drepresente becan A waveform Theorem.

22

2

mm

4321

n

n

nn

b

a

b

a

nn

n

b

a

nnn

nnmnmm

m

b

a

nm

m

b

a

nm

m

b

a

n

n

n

n

n

nnn

n

nn

adttw

dttwK

adttwKa

KaKadttadttadttw

na

ntaaaaw(t)

ntw(t)w(t)

nt

atwntw(t)

ntw(t)

atw (a, b) w(t)

(

(t)(t)

,

(t)

(t)

Page 34: Chapter 2 Signals and Spectra (All sections, except Section 8, are covered.)

321 ),( from )( of Generation n ,,,nttw

later. see will WeYes.

y?similar wa ain )( from 321 , find way toa thereIs n

tw,,,na

Page 35: Chapter 2 Signals and Spectra (All sections, except Section 8, are covered.)

Fourier Series (pages 71 – 78 not covered)

space. vector real ain seriesFourier of formknown well theis This

.0 allfor sin) 2

and

1cos) 2

0) 1

wheresin cos ely,Alternativ

. 1

where energy, finite with waveperiodic aFor Theorem.

.)( of period theis and

2

2 where,...3,2,1 ,set basis orthogonal a has SeriesFourier Complex

Series.Fourier complex aby drepresente becan energy finite with function periodAny

0

0

0

10

0

ntdtnwwT

b

ntdtnwwT

ndtwT

a

tnwbtnwaw(t)

dtewT

cecw(t)w(t)

twT

T

ππfwne(t)φ

w(t)

o

T

on

o

T

o

T

on

non

non

Ttjnw

on

n

tjnwn

o

ooo

tjnwn

o

o

o

o

oo

o

(t

(t

(t

(t)

Page 36: Chapter 2 Signals and Spectra (All sections, except Section 8, are covered.)

Properties of Fourier Series

022

0

022

5.

. 1

: theoremsParseval' 4.

.0]Re[ odd, and real is If 3.

.0]Im[ even, and real is If 2.

. real, is If 1.

0

2

0

2

*

nb

ja

na

nb

ja

c

cdtwT

cw(t)

cw(t)

ccw(t)

nn

nn

n

nn

T

o

n

n

nn

o

(t)

Page 37: Chapter 2 Signals and Spectra (All sections, except Section 8, are covered.)

1

1

1

1

: theoremsParseval' of Proof

2

*

)(2

0

*

2*2

0

00

2

n

nnm

mmn

n

tmnwjT

ommn

m

tmwjm

n

tnwjn

T

o

T

o

T

o

c

cc

dte T

cc

dtecec T

dt w(t)w*(t)T

dtwT

o

o

oo

o

oo

n

(t)

Page 38: Chapter 2 Signals and Spectra (All sections, except Section 8, are covered.)

.2cos then ,2cos if example,For

.frequency at outputs theand inputs theof angles phase theand magnitudes therelates

odd. is andeven is Then, function. real a is system, physical aFor

function.) responsefrequency thecalled also is( )(

ly equivalentor

)()( :)(Function Transfer

)()( )(arbitrary For

).(Causality 0for ,0 systems, physicalFor

)()( if )()(

.completely system thedescribes

, function, response impulse thedelay), timeartificial(without systemsinvariant elinear timFor

H(f)πft H(f)Ay(t)πft A x(t)

fH(f)

H(f)H(f)h(t)

H(f) X(f)

fYH(f)X(f)H(f)Y(f)

fHthfH

dthxthx(t)x(t), y(t)

t h(t)

ttxthty

h(t)

Impulse Response

Page 39: Chapter 2 Signals and Spectra (All sections, except Section 8, are covered.)

. than)less 3(or of half a is ofpower the,At

.350log10log10

becausefrequency 3 thecalled is . if 5.0)(

.2/1with

1

1)( :FunctionTransfer Power

constant). (time where

00

01

)(

)2(1

1

)(

)()(

)()()()2(

equation. above theof sidesboth of TransformFourier theTake

)()()(

)()( and )( )()(

tageoutput vol :(t)

ageinput volt :(t)

Filter :Example

2

2

x(t) dBy(t)f

.)(f G

-dBffffG

πRCf

f

fH(f)fG

RC

t

te

th

fRCjFX

fYfH

fXfYfYfjRC

txtydt

tdyRC

dt

tdyCtitytRitx

y

x

RC

o

oh

ooh

o

o

h

o

t

o

o

Page 40: Chapter 2 Signals and Spectra (All sections, except Section 8, are covered.)

. offunction linear a is .2

. allfor constant is )( .1

:lessdistortion be tosystemon ommunicatiFor

2 and )(

)(

)()(

constant.) are and (delay time gain, amplitude :

)()(

if less,distortion be tosaid is systemion Communicat

2

2

fH(f)

ffH

c

fTH(f)AfH

AefH

efAXfY

TA: TA

TtAxty

d

fTj

fTj

dd

d

d

d

Distortion

Page 41: Chapter 2 Signals and Spectra (All sections, except Section 8, are covered.)

versa. viceand limited, timebecannot waveformdbandlimiteA Theorem.

.for 0

if seconds toed timelimity)(absolutel be tosaid is A waveform :.Definition

.for 0

if herz todbandlimite y)(absolutel be tosaid is A waveform .Definition

Ttw(t)

Tw(t)

BfW(f)

Bw(t)

Note: Sections 2.7 and 2.9 will be covered briefly. Section 2.8 will not be covered.

Page 42: Chapter 2 Signals and Spectra (All sections, except Section 8, are covered.)

functions. Sinc of sumcertain a toequivalent are signals dBandlimite :tionInterpreta

frequency.Nyquist theasknown is

.2 :error without hertz) (to waveformdbandlimite at reconstruc To

)./( ,2 and hertz todbandlimite is If

value.minimumcertain asatisfy tohas Note.

./

/sin)( where

/

/sin)(

by interval over the drepresente bemay signal)energy finite (i.e., waveformphysicalAny

.321 samples thefrom tedreconstruc completely becan then smooth,ly sufficient is If

)frequency. sampling : period. sampling :( Usually,in time.

points, ofset discrete aat signal evaluating of process a is Sampling .Definition

min

min

14321

s

s

sns

s

ss

sssn

ss

ssn

n

sss

s

f

BfB

fnwaBfBw(t)

f

dtfntf

fntftwfa

fntf

fntfatw

t-

, ...,,), nw(tw(t) w(t)

fT.f

nnTt, ....,t,t,tt

w(t)

Theorem Sampling

Sampling

w(t)

t1 t5t4t3t2

t

Page 43: Chapter 2 Signals and Spectra (All sections, except Section 8, are covered.)

.321 samples thefrom tedreconstruc completely becan then smooth,ly sufficient is If

system.ion communicat digital through signals analog ofon tranmissi thegoverns

which principle lfundamenta a is This 321 samples thefrom tedreconstruc

compltely becan 2

1 of intervalsat known is and hertz, todbandlimite is If

, ...,,), nw(tw(t) w(t)

.,...,,), nw(nT

, w(t)B

Tw(t)Bw(t)

n

s

s

Page 44: Chapter 2 Signals and Spectra (All sections, except Section 8, are covered.)

)(1

)(1

)(1

1)(

1)(

)()(

).( of series sampled impulse : ).()(Let

2

2

2

ss

ss

tfjn

s

tfjn

ss

tfjn

ss

sss

sss

nffWT

nfffWT

efWT

eT

fW(f)W

eT

tw(t)w

nTtnTw(t)w

tw(t)w nTttw(t)w

s

s

s

F

F

w(t)

t1 t5t4t3t2

t

ws(t)

t1 t5t4t3t2

t

Page 45: Chapter 2 Signals and Spectra (All sections, except Section 8, are covered.)

w(t)

(t-nTs)

ws(t)sampler

Low Pass FilterIdeal cutoff at B

w(t)

Page 46: Chapter 2 Signals and Spectra (All sections, except Section 8, are covered.)

If fs < 2B, the sampling rate is insufficient, i.e., there aren’t enough samplesto reconstruct the original waveform. Aliasing or spectral folding. The original waveform cannot be reconstructed without distortion.

Page 47: Chapter 2 Signals and Spectra (All sections, except Section 8, are covered.)

Dimensionality Theorem

For a bandlimited waveform with bandwidth B hertz, if the waveform can be completely specified (i.e., later reconstructed by an ideal low pass filter) by N=2BTo samples during a time period of To,then N is the dimension of the wave form.

Conversely, to estimate the bandwidth of a waveform, find a numberN such that N=2BTo is the minimum number of samples needed to reconstructthe waveform during a time period To. Then B follows.

As To , any approximation goes to zero.

A slightly modified version of this theorem is the Bandpass Dimensionality Theorem: Any bandpass waveform (with bandwidth B) can be determined by N=2BTo samples taken during a period of To.

Page 48: Chapter 2 Signals and Spectra (All sections, except Section 8, are covered.)

Data Rate Theorem (Corollary to Dimensionality Theorem)

The maximum number of independent quantities which can be transmitted by a bandlimited channel (B hertz) during a time period of To is N=2BTo.

Definition. The baud rate of a digital communication system is the rate of symbols or quantities transmitted per second.

From the Data Rate Theorem, the maximum baud rate of a system with a bandlimited channel (B hertz) is 2B symbols / second.

Definition. The data rate (or bit rate), R, of a system is the baud rate times the information content per symbol (H): R= 2BH bits / second

Suppose a source transmits one of M equally likely symbols. The information

content of each symbol: H = log 2 (1/probablity of each symbol) = log2 M R= 2Blog2 M Data rate is (also known as the Channel Capacity) is determined by (1) channelbandwidth and (2) channel SNR.

Page 49: Chapter 2 Signals and Spectra (All sections, except Section 8, are covered.)

bandwidth FCC 7.

bandwidthPower 6.

bandwidth spectrum Bounded 5.

bandwidth null toNull 4.

bandwidth Equivalent 3.

s)definition useful (Less

.over of value

maximum theof 2

1 ,any For : bandwidth power) half(or 3 2.

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