Signal Fundamentals
Transcript of Signal Fundamentals
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Fundamentals of Signals Overview Definition
Examples
Energy and power Signal transformations
Periodic signals
Symmetry Exponential & sinusoidal signals
Basis functions
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Equation for a line
t
t0
m
x(t)
x(t) =m(t t0) You will often need to quickly write an expression for a line given
the slope and x-intercept
Will use often when discussing convolution and Fourier transforms
You should know how to apply this
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Examples of SignalsDefinition: an abstraction of any measurable quantity that is afunction of one or more independent variables such as time or space.
Examples:
A voltage in a circuit
A current in a circuit
The Dow Jones Industrial average
Electrocardiograms
A sin(t + )
Speech/music
Force exerted on a shock absorber
Concentration of Chlorine in a water supply
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Synthetic Impulse Response
0 5 10 15 20 25
1
0.5
0
0.5
1
Time (sec)
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Electrocardiogram
0 0.5 1 1.5 2 2.5
6.5
7
7.5
8
8.5
Time (sec)
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Arterial Blood Pressure
0 0.5 1 1.5 2 2.5
60
70
80
90
100
110
120
Time (sec)
ABP(mmHg)
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Speech
1.2 1.25 1.3 1.35 1.4 1.45 1.5 1.55 1.6 1.65
0.4
0.3
0.2
0.1
0
0.1
0.2
0.3
0.4
Time (sec)
Linus: Philosophy of Wet Suckers
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Chaos
0 50 100 150 200 250 300 350 400 450
15
10
5
0
5
10
15
Time (samples)
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Discrete-time & Continuous-time We will work with both types of signals
Continuous-time signals
Will always be treated as a function oft
Parentheses will be used to denote continuous-time functions
Example: x(t)
t is a continuous independent variable (real-valued)
Discrete-time signals Will always be treated as a function ofn
Square brackets will be used to denote discrete-time functions
Example: x[n]
n is an independent integer
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Signal Energy & Power For most of this class we will use a broad definition of power and
energy that applies to any signal x(t) orx[n]
Instantaneous signal power
P(t) = |x(t)|2 P[n] = |x[n]|2
Signal energy
E(t0, t1) = t1t0|x(t)|
2
dt E(n0, n1) =
n1n=n0
|x[n]|2
Average signal power
P(t0, t1) = 1
t1 t0 t1t0|x(t)|2 dt
P(n0, n1) = 1
n1 n0+ 1
n1
n=n0|x[n]|2
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Example 1: Energy & PowerDetermine whether the energy and average power of each of thefollowing signals is finite.
x(t) =
8 |t| 0
0 otherwise
x[n] = ejn
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Example 1: Workspace (1)
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Example 1: Workspace (2)
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Signal Energy & Power Tips There are a few rules that can help you determine whether a
signal has finite energy and average power
Signals with finite energy have zero average power:
E< P= 0
Signals of finite duration and amplitude have finite energy:x(t) = 0 for|t| > c E<
Signals with finite average power have infinite energy:P>0 E=
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Signal Transformations Time shift: x(t t0) and x[n n0]
Ift0 >0 orn0 >0, signal is shifted to the right
Ift0 >0, signal appears stretched
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Example 2: Signal Transformationsx(t)
1
1 2 3 4-1
-1
-2-3-4 t
t
1
1 2 3 4-1
-1
-2-3-4
t
1
1 2 3 4-1
-1
-2-3-4
Use the signal shown above to draw the following: x(t), x(t 1),x(t + 2), x( t2 ), x(2t), x(2 2t).
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Example 2: Axes for x(t + 2) & x(t
2 )
x(t)1
1 2 3 4-1
-1
-2-3-4
t
t
1
1 2 3 4-1
-1
-2-3-4
t
1
1 2 3 4-1
-1
-2-3-4
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Example 2: Axes for x(2t) & x(2 2t)x(t)
1
1 2 3 4-1
-1
-2-3-4
t
t
1
1 2 3 4-1
-1
-2-3-4
t
1
1 2 3 4-1
-1
-2-3-4
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Even & Odd Symmetry
xe(t) = 1
2(x(t) + x(t))
xo(t) = 1
2(x(t) x(t))
x(t) = xe(t) + xo(t)
The symmetry of a signal under time reversal will be useful laterwhen we discuss transforms
A signal is even if and only ifx(t) =x(t) A signal is odd if and only ifx(t) = x(t)
cos(k0t) is an even signal
sin(k
0t) is an odd signal
Any signal can be written as the sum of an odd signal and an evensignal
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Example 3: Even Symmetryx(t)
1
1 2 3 4-1
-1
-2-3-4 t
t
1
1 2 3 4-1
-1
-2-3-4
t
1
1 2 3 4-1
-1
-2-3-4
Draw the even component of the signal shown above.
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Example 4: Odd Symmetryx(t)
1
1 2 3 4-1
-1
-2-3-4 t
t
1
1 2 3 4-1
-1
-2-3-4
t
1
1 2 3 4-1
-1
-2-3-4
Draw the odd component of the signal shown above.
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Example 5: Even & Odd Symmetry
t
1
1 2 3 4-1
-1
-2-3-4
t
1
1 2 3 4-1
-1
-2-3-4
t
1
1 2 3 4-1
-1
-2-3-4
Show that the sum of the even and odd components of the signal isequal to the original signal graphically.
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Periodic SignalsA signal is periodic if there is a positive value ofT orN such that
x(t) =x(t + T) x[n] =x[n + N]
The fundamental period,T0, for continuous-time signals is thesmallest positive value ofT such that x(t) =x(t + T)
The fundamental period,N0
, for discrete-time signals is thesmallest positive integer ofN such that x[n] =x[n + N]
Signals that are not periodic are said to be aperiodic
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Exponential and Sinusoidal SignalsExponential signals
x(t) =Aeat x[n] =Aean
where A and a are complex numbers.
Exponential and sinusoidal signals arise naturally in the analysis oflinear systems
Example: simple harmonic motion that you learned in physics
There are several distinct types of exponential signals
A and a real
A and a imaginary
A and a complex (most general case)
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Example 6: Aean
, A= 1 and a= 1
5
10 5 0 5 10 15 20 25 300
200
400
600
10 5 0 5 10 15 20 25 300
2
4
6
8
Time (n)
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Example 6: MATLAB Coden = -10:30; % Time indexsubplot(2,1,1);
y = exp(n/5); % Growing exponentialh = stem(n,y);set(h(1),Marker,.);
set(gca,Box,Off);subplot(2,1,2);
y = exp(-n/5); % Decaying exponentialh = stem(n,y);set(h(1),Marker,.);set(gca,Box,Off);xlabel(Time (n));
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Sinusoidal Exponential Signal Comments
x(t) =Aeat =A(ea)t =At x[n] =Aean =A(ea)n =An
When a is imaginary, then Eulers equation applies:
ejt = cos(t) + j sin(t)
ejn = cos(n) + j sin(n)
Since |ejt| = 1, this looks like a coil in a plot of the complex
plane versus time
ejt is Periodic with fundamental period T = 2
Real part is sinusoidal: Re{Aejt} =A cos(t)
Imaginary part is sinusoidal: Im{Aejt
} =A sin(t) These signals have infinite energy, but finite (constant) average
power, P
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Example 7: Aeat
, A= 1 and a=j
100
1020
30 1
0
1
1
0.5
0
0.5
1
Imaginary Part
Complex:Blue Real:Red Imaginary:Green
Time (s)
RealPart
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Example 7: MATLAB Codefs = 500; % Sample rate (Hz)t = -10:1/fs:30; % Time index (s)a = j;A = 1;y = A*exp(a*t);
h = plot3(t,imag(y),real(y),b);hold on;
h = plot3(t,ones(size(t)),real(y),r);h = plot3(t,imag(y),-ones(size(t)),g);hold off;
grid on;xlabel(Time (s));ylabel(Imaginary Part);zlabel(Real Part);title(Complex:Blue Real:Red Imaginary:Green);view(27.5,22);
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Sinusoidal Exponential Harmonics In order for ejt to be periodic with period T, we require that
ejt = ej(t+T) = ejtejT for all t
This implies ejT = 1 and therefore
T = 2k where k= 0,1,2, . . .
There is more than one frequency that satisfies the constraintx(t) =x(t + T) where T = 2k
The fundamental frequency is given by k= 1:
0= 2
T0
The other frequencies that satisfy this constraint are then integermultiples of0
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Sinusoidal Exponential Harmonics ContinuedA harmonically related set of complex exponentials is a set ofexponentials with fundamental frequencies that are all multiples of asingle positive frequency 0
k(t) = ejk0t where k= 0,1,2, . . .
For k= 0, k(t) is a constant
For all other values k(t) is periodic with fundamental frequency|k|0
This is consistent with how the term harmonic is used in music
Sinusoidal harmonics will play a very important role when wediscuss Fourier series and periodic signals
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Example 8: Continuous-Time Harmonics
1
0
1
0
1
01
1
1
0
1
2
1
0
1
3
10 5 0 5 10 15 20 25 30 35 401
01
4
Time (s)
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Example 9: Discrete-Time Harmonics
1
0
1
0
1
01
1
1
0
1
2
1
0
1
3
10 5 0 5 10 15 20 25 30 35 401
01
4
Time (n)
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Example 9: MATLAB Code
n = -10:40; % Time index
omega = 2*pi/20; % Frequency (radians/sample)
N = 4;
for cnt = 0:N,
subplot(N+1,1,cnt+1);
phi = exp(j*cnt*omega*n);
h = stem(n,real(phi));
set([h(1)],Marker,.);ylim([-1.1 1.1]);
ylabel(sprintf(\\phi_%d,cnt));
set(gca,YGrid,On)
if cnt~=N,
set(gca,XTickLabel,[]);
end;
end;
xlabel(Time (n));
figure;t = -10:0.01:40; % Time index
omega = 0.05*2*pi; % Frequency (radians/sec) - 0.05 Hz
N = 4;
for cnt = 0:N,
subplot(N+1,1,cnt+1);
phi = exp(j*cnt*omega*t);
h = plot(t,real(phi));
ylim([-1.1 1.1]);
ylabel(sprintf(\\phi_%d,cnt));grid on;
if cnt~=N,
set(gca,XTickLabel,[]);
end;
end;
xlabel(Time (s));
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Damped Complex Sinusoidal Exponentials
x(t) =Aeat x[n] =Aean
When a is complex, these becomedampedsinusoidal exponentials
Let a= +j. Then
x(t) =Aeat = (Aet) ejt x[n] =Aean = (Aen) ejn
Thus, these are equivalent to multiplying an complex sinusoid by areal exponential
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Example 10: Aean, A= 1 and a= 0.1 + j0.5
10 5 0 5 10 15 20 25 30 35 4050
0
50
Rea
lPart
10 5 0 5 10 15 20 25 30 35 402
1
0
1
2
Time (n)
RealPart
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Example 10: MATLAB Code
n = -10:40; % Time index
C = 1; subplot(2,1,1);
a = 0.1 + j*0.5;
y = real(C*exp(a*n)); % Growing exponential
t = min(n):0.1:max(n);
h = plot(t, real(C*exp(real(a)*t)),t,-real(C*exp(real(a)*t)));
set(h,Color,[0.5 0.5 0.5]);
hold on;h = stem(n,y);
set(h(1),Marker,.);
hold off;
box off;
grid on;
ylim([-50 50]);
ylabel(Real Part);
subplot(2,1,2);
a = -0.1 + j*0.5;y = real(C*exp(a*n)); % Growing exponential
t = min(n):0.1:max(n);
h = plot(t, real(C*exp(real(a)*t)),t,-real(C*exp(real(a)*t)));
set(h,Color,[0.5 0.5 0.5]);
hold on;
h = stem(n,y);
set(h(1),Marker,.);
hold off;box off;
grid on;
ylim([-2 2]);
xlabel(Time (n));
ylabel(Real Part);
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Example 11: A
e
at
,A
= 1 anda
= 0.05 +
j2
10 0 10 20 30 20
22
0
2
Imaginary Part
Complex:Blue Real:Red Imaginary:Green
RealPart
10 0 10 20 30 20
22
0
2
Imaginary PartTime (s)
Re
alPart
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Example 11: MATLAB Code
fs = 500; % Sample rate (Hz)
t = -10:1/fs:30; % Time index (s)
subplot(2,1,1);
a = -0.05 + j*2;
y = C*exp(a*t);
h = plot3(t,imag(y),real(y),b);
hold on;
h = plot3(t,2*ones(size(t)),real(y),r);h = plot3(t,imag(y),-2*ones(size(t)),g);
hold off;
grid on;
ylabel(Imaginary Part);
zlabel(Real Part);
title(Complex:Blue Real:Red Imaginary:Green);
axis([min(t) max(t) -2 2 -2 2]);
view(27.5,22);
subplot(2,1,2);a = +0.05 + j*2;
y = C*exp(a*t);
h = plot3(t,imag(y),real(y),b);
hold on;
h = plot3(t,2*ones(size(t)),real(y),r);
h = plot3(t,imag(y),-2*ones(size(t)),g);
hold off;
grid on;xlabel(Time (s));
ylabel(Imaginary Part);
zlabel(Real Part);
axis([min(t) max(t) -2 2 -2 2]);
view(27.5,22);
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Discrete-Time Unit Impulse
n
1
0
The discrete-time unit impulse is defined as
[n] =
0, n = 0
1, n= 0
Sometimes called the unit sample
Also called the Kroneker delta
Note that [n] has even symmetry so [n] =[n]
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Discrete-Time Basis Functions
There is a close relationship between [n] and u[n]
[n] = u[n] u[n 1]
u[n] =
nk=
[k]
u[n] =
k=0[n k]
The unit impulse can be used to sample a discrete-time signalx[n]:
x[0] =
k=
x[k
]
[k
] x
[n
] =
k=
x[k
]
[n
k]
This ability to use the unit impulse to extract a single value ofx[n]through multiplication will play an important role later in the term
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Continuous-Time Unit Step
t
u(t)
1
u(t)
0 t 0
Sometimes known as the Heaviside function
Discontinuous at t= 0
u(0) is not defined
Not of consequence because it is undefined for an infinitesimalperiod of time
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Unit Step for Switches
vs
Linear
Circuit
t=0
vsu(t)
Linear
Circuit
LinearCircuit
t=0
is
isu(t) LinearCircuit
u(t) useful for representing the opening or closing of switches We will often solve for or be given initial conditions at t= 0
We can then represent independent sources as though they wereimmediately applied at t= 0. More later.
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Continuous-Time Unit Impulse
t
ue(t)
t-e e
-e e
t
u(t)
t
1 1
e(t)
(t)
e(t) due(t)
dt
As e 0 ,
ue(t) u(t)
e(t) fort= 0 becomes very large
e(t) fort = 0 becomes zero
(t) lime0 e(t)
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Continuous-Time Unit Impulse Continued
t
1(t) (t)
0 t = 0
t= 0
ee
(t) dt= 1 for any e >0
Also known as the Dirac delta function
Is zero everywhere except zero
The impulse integral serves as a measure of the impulse amplitude
Drawn as an arrow with unit height
5(t) would be drawn as an arrow with height of 5
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Continuous-Time Unit Impulse Comments
(t) =
0 t = 0
t= 0
The impulse should be viewed as an idealization
Real systems with finite inertia do not respond instantaneously
The most important property of an impulse is its area
Most systems will respond nearly the same to sharp pulsesregardless of their shape - if
They have the same amplitude (area)
Their duration is much briefer than the systems response
The idealized unit impulse is short enough for any system
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Unit Impulse Properties
(t)x(t) = (t)x(0)
(at) = 1
|a|(t)
(t) = (t)
(t) = du(t)
dt
u(t) = t
() d
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Unit Impulse Sampling Property
+
x(t)(t) dt =
+
x(0)(t) dt
= x(0) +
(t) dt
= x(0)
Similarly, +
x(t)(t t0) dt =
+
x(t0)(t t0) dt
= x(t0) + (t t0) dt
= x(t0)
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Unit Impulse Sampling Property
x(t) =
+
x()( t) d
This integral does not appear to be useful It will turn out to be very useful
It states that x(t) can be written as a linear combination of scaledand shifted unit impulses
This will be a key concept when we discuss convolution next week
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Example 12: Continuous-Time Unit-Ramp
t
r(t)1
r(t)
0 t 0
t t 0
What is the first derivative?
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Example 13: Continuous-Time Unit-Ramp Integral
t
r(t)1
What is the integral of the unit ramp?
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Basis Function Relationships
u(t) =
t
() d
du(t)dt = (t) t
u() d = r(t)
r(t) =
t
u() d
dr(t)dt = u(t) t
r() d = 12 r(t)2
If we can write a signal x(t) in terms ofu(t) and r(t), it is easy tofind the derivative
Similarly, it is easy to integrate
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Basis Functions Translated
t
u(t-t0)
t
1 1
t
r(t-t0)
1
t0
t0
t0
(t-t0)
Can write simple expressions for the functions translated in time
Can scale the amplitude
Any piecewise linear signal can be written in terms of basisfunctions
This makes it easy to calculate derivatives and integrals
Will not discuss howthis term
Sufficient to know it can be done
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