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    6.003:

    Signals and

    Systems

    Signals and Systems

    February 2,

    2010

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    6.003:

    Signals and

    Systems

    Todays handouts:

    Lecturer: Instructors:

    Website:

    Text:

    Single package

    containing

    Slides for Lecture 1 Subject Information & Calendar Denny

    Freeman

    Peter Hagelstein

    Rahul

    Sarpeshkar

    mit.edu/6.003

    Signals and

    Systems

    Oppenheim

    and

    Willsky

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    6.003:

    Homework

    Doing the

    homework

    is

    essential

    for

    understanding

    the

    content.

    where subject matter is/isnt learned equivalent to practice in sports or music

    Weekly Homework

    Assignments

    Conventional Homework Problems plus Engineering Design Problems (Python/Matlab)

    Open Office

    Hours

    !

    Stata

    Basement

    Mondays and Tuesdays, afternoons and early evenings

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    6.003:

    Signals and

    Systems

    Collaboration Policy

    Discussion of concepts in homework is encouraged Sharing of homework or code is not permitted and will be re

    ported to

    the

    COD

    Firm Deadlines Homework must be submitted in recitation on due date Each student can submit one late homework assignment without

    penalty.

    Grades on other late assignments will be multiplied by 0.5 (unless excused

    by

    an

    Instructor,

    Dean,

    or

    Medical

    Official).

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    spring spring spring spring spring

    nals nals nals nals nals

    6.003 At-A-Glance

    Tuesday

    Wednesday

    Thursday

    Friday

    Feb

    2

    L1:

    Signals and

    Systems

    R1:

    Continuous &

    Discrete

    Systems

    L2:

    Discrete-Time

    Systems

    R2:

    Difference

    Equations

    Feb 9

    L3:

    Feedback,

    Cycles,

    and

    Modes

    HW1

    due

    R3:

    Feedback,

    Cycles, and

    Modes

    L4:

    CT Operator

    Representations

    R4:

    CT

    Systems

    Feb 16

    Presidents

    Day:

    Monday

    Schedule

    HW2

    due

    R5:

    CT Operator

    Representations

    L5:

    Second-Order

    Systems

    R6:

    Second-Order

    Systems

    Feb 23

    L6:

    Laplace

    and

    Z

    Transforms

    HW3

    due

    R7:

    Laplace and

    Z

    Transforms

    L7:

    Transform

    Properties

    R8:

    Transform

    Properties

    Mar 2

    L8: Convolution; Impulse

    Response

    EX4

    Exam 1 no

    recitation

    L9: Frequency Response

    R9: Convolution and

    Freq.

    Resp.

    Mar 9

    L10:

    Bode

    Diagrams

    HW5

    due

    R10:

    Bode

    Diagrams

    L11:

    DT Feedback

    and

    Control

    R11:

    Feedback and

    Control

    Mar 16

    L12:

    CT

    Feedback

    and

    Control

    HW6

    due

    R12:

    CT Feedback

    and

    Control

    L13:

    CT Feedback

    and

    Control

    R13:

    CT Feedback

    and

    Control

    Mar 23

    Spring

    Week

    Mar 30

    L14:

    CT

    Fourier

    Series

    HW7

    R14:

    CT

    Fourier

    Series

    L15:

    CT Fourier

    Series

    R15:

    CT Fourier

    Series

    Apr 6

    L16:

    CT

    Fourier

    Transform

    EX8

    due

    Exam 2

    no

    recitation

    L17:

    CT Fourier

    Transform

    R16:

    CT Fourier

    Transform

    Apr 13

    L18:

    DT

    Fourier

    Transform

    HW9

    due

    R17:

    DT Fourier

    Transform

    L19:

    DT Fourier

    Transform

    R18:

    DT Fourier

    Transform

    Apr 20

    Patriots Day Vacation

    HW10

    R19: Fourier Transforms

    L20: Fourier Relations

    R20: Fourier Relations

    Apr 27

    L21:

    Sampling

    EX11

    due

    Exam 3

    no

    recitation

    L22:

    Sampling

    R21:

    Sampling

    May 4

    L23:

    Modulation

    HW12

    due

    R22:

    Modulation

    L24:

    Modulation

    R23:

    Modulation

    May 11

    L25:

    Applications

    of 6.003 EX13 R24: Review

    Breakfast

    with

    Staff Study Period

    May 18

    Final

    Examination

    Period

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    6.003:

    Signals and

    Systems

    Weekly meetings

    with

    class

    representatives

    help staff understand student perspective learn about teaching One

    representative

    from

    each

    section

    (4

    total)

    Tentatively

    meet

    on

    Thursday

    afternoon

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    The Signals

    and

    Systems

    Abstraction

    Describe

    a

    system

    (physical,

    mathematical,

    or

    computational)

    by the

    way

    it

    transforms

    an

    input

    signal

    into

    an

    output

    signal .

    systemsignal

    in

    signal out

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    Example:

    Mass and

    Spring

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    Example:

    Mass and

    Spring

    x(t)

    y(t)

    mass & spring system

    x(t)

    y(t)

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    Example:

    Mass and

    Spring

    x(t)

    y(t)

    x(t)

    y(t)

    mass & spring system

    t

    t

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    r 0 (t )

    t

    Example:

    Tanks

    r 0 (t)

    h1 (t) r 1 (t)

    h2 (t)

    r 2 (t)

    r 0 (t)

    tank system

    r 2 (t)

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    Example:

    Tanks

    r 0 (t)

    h1 (t) r 1 (t)

    h2 (t)

    r 2 (t) r 0 (t)

    r 2 (t)

    tank systemt t

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    Example:

    Cell Phone

    System

    sound out

    sound in

    sound in

    cell

    phone system

    sound out

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    Example:

    Cell Phone

    System

    sound out

    sound in

    sound in sound out

    cell

    phone system

    t t

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    Signals and

    Systems:

    Widely

    Applicable

    The

    Signals

    and

    Systems

    approach

    has

    broad

    application:

    electrical,

    mechanical, optical, acoustic, biological, nancial, ...

    x(t)

    y(t)

    t

    mass &

    spring system

    t

    r 0 (t)

    r 1 (t)

    r 2 (t)

    h1 (t)

    h2 (t)

    tank system

    r 0 (t)

    r 2 (t)

    t

    t

    cell phone

    system

    sound in

    sound

    out

    t

    t

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    tower

    E/M tower

    sound E/M optic cell sound in phone

    out

    cellphone ber

    focuses on

    the

    ow

    of

    information ,

    abstracts

    away

    everything

    else

    Signals and

    Systems:

    Modular

    The

    representation

    does

    not

    depend

    upon

    the

    physical

    substrate.

    sound in

    sound ou

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    Signals and

    Systems:

    Hierarchical

    Representations

    of

    component

    systems

    are

    easily

    combined.

    Example:

    cascade of

    component

    systems

    cell phone

    tower tower cell phone sound in

    E/M

    optic ber

    E/M sound out

    Composite system

    cell phone

    system

    sound

    in

    sound

    out

    Component and composite systems have the same form, and are analyzed

    with

    same

    methods.

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    Signals and

    Systems

    Signals

    are

    mathematical

    functions.

    independent variable = time dependent variable = voltage, ow rate, sound pressure

    mass &

    spring system

    x(t)

    y(t)

    t

    t

    r 0 (t) r2 (t)

    tank systemt

    t

    sound in

    sound

    out

    cell phone

    system

    t

    t

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    Signals and

    Systems

    continuous

    time

    (CT)

    and

    discrete

    time

    (DT)

    x(t) x[n]

    nt 0 2 4 6 8 10 0 2 4 6 8 10

    Many physical

    systems

    operate

    in

    continuous

    time.

    mass

    and

    spring

    leaky tank Digital

    computations

    are

    done

    in

    discrete

    time.

    state machines: given the current input and current state, what is the

    next

    output

    and

    next

    state.

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    Signals and

    Systems

    Sampling:

    converting

    CT

    signals

    to

    DT

    x(t)

    x[n] = x(nT

    )

    nt 0T 2T 4T 6T 8T 10T 0 2 4 6 8 10

    T =

    sampling

    interval

    Important for

    computational

    manipulation

    of

    physical

    data.

    digital representations of audio signals (e.g., MP3) digital representations of pictures (e.g., JPEG)

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    Signals and

    Systems

    Reconstruction:

    converting

    DT

    signals

    to

    CT

    zero-order hold

    x[n]

    x(t)

    n

    t 0 2 4 6 8 10

    0 2T

    4T

    6T

    8T

    10T

    T =

    sampling

    interval

    commonly used

    in

    audio

    output

    devices

    such

    as

    CD

    players

    Si l d S

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    Signals and

    Systems

    Reconstruction:

    converting

    DT

    signals

    to

    CT

    piecewise linear

    x[n]

    x(t)

    n

    t 0 2 4 6 8 10

    0 2T

    4T

    6T

    8T

    10T

    T =

    sampling

    interval

    commonly used

    in

    rendering

    images

    Ch k Y lf

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    Check Yourself

    Computer generated speech (by Robert Donovan)

    t

    f (t)

    Listen to the following four manipulated signals: f 1 (t),

    f 2 (t),

    f 3 (t),

    f 4 (t).

    How

    many

    of

    the

    following

    relations

    are

    true?

    f 1 (t) = f (2t) f 2 (t) = f (t) f 3 (t) = f (2t)

    f 4 (t) = 2 f (t)

    Ch k Y lf

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    Check Yourself

    Computer generated speech (by Robert Donovan)

    t

    f (t)

    Listen to the following four manipulated signals: f 1 (t),

    f 2 (t),

    f 3 (t),

    f 4 (t).

    How

    many

    of

    the

    following

    relations

    are

    true?

    f 1 (t) = f (2t) f 2 (t) = f (t) f 3 (t) = f (2t)

    f 4 (t) = 2 f (t)

    Check Yourself

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    Check Yourself

    Computer generated speech (by Robert Donovan)

    t

    f (t)

    Listen to the following four manipulated signals: f 1 (t),

    f 2 (t),

    f 3 (t),

    f 4 (t).

    How

    many

    of

    the

    following

    relations

    are

    true?

    f 1 (t) = f (2t) f 2 (t) = f (t) f 3 (t) = f (2t)

    f 4 (t) = 2 f (t)

    Check Yourself

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    Check Yourself

    Computer generated speech (by Robert Donovan)

    t

    f (t)

    Listen to the following four manipulated signals: f 1 (t),

    f 2 (t),

    f 3 (t),

    f 4 (t).

    How

    many

    of

    the

    following

    relations

    are

    true?

    f 1 (t) = f (2t) f 2 (t) = f (t) f 3 (t) = f (2t)

    f 4 (t) = 2 f (t)

    Check Yourself

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    Check Yourself

    Computer generated speech (by Robert Donovan)

    t

    f (t)

    Listen to the following four manipulated signals: f 1 (t),

    f 2 (t),

    f 3 (t),

    f 4 (t).

    How

    many

    of

    the

    following

    relations

    are

    true?

    f 1 (t) = f (2t) f 2 (t) = f (t) f 3 (t) = f (2t)

    f 4 (t) = 2 f (t)

    Check Yourself

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    Check Yourself

    Computer generated speech (by Robert Donovaf (t)

    n)

    t

    Listen to the following four manipulated signals: f 1 (t),

    f 2 (t),

    f 3 (t),

    f 4 (t).

    How

    many

    of

    the

    following

    relations

    are

    true?

    f 1 (t) = f (2t) f 2 (t) = f (t) f 3 (t) = f (2t)

    f 4 (t) = 2 f (t)

    Check Yourself

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    Check Yourself

    Computer generated speech (by Robert Donovan) f (t)

    t

    Listen to the following four manipulated signals: f 1 (t),

    f 2 (t),

    f 3 (t),

    f 4 (t).

    How

    many

    of

    the

    following

    relations

    are

    true?

    f 1 (t) = f (2t) f 2 (t) = f (t) f 3 (t) = f (2t)

    f 4 (t) = 2 f (t)

    Computer generated speech (by Robert Donovan)

    Check Yourself

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    Check Yourself

    Computer generated speech (by Robert Donovan)

    t

    f (t)

    Listen to the following four manipulated signals: f 1 (t),

    f 2 (t),

    f 3 (t),

    f 4 (t).

    How

    many

    of

    the

    following

    relations

    are

    true?

    f 1 (t) = f (2t) f 2 (t) = f (t) f 3 (t) = f (2t)

    f 4 (t) = 2 f (t)

    Check Yourself

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    Check Yourself

    Computer generated speech (by Robert Donovan)

    t

    f (t)

    Listen to the following four manipulated signals: f 1 (t),

    f 2 (t),

    f 3 (t),

    f 4 (t).

    How

    many

    of

    the

    following

    relations

    are

    true?

    2

    f 1 (t) = f (2t) f 2 (t) = f (t) X f 3 (t) = f (2t) X

    f 4 (t) = 2 f (t)

    Check Yourself

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    y f (x,

    y)

    250 0 250

    250

    0

    250

    x

    How many

    images

    match

    the

    expressions

    beneath

    them?

    250

    0

    250

    y

    x

    250

    0

    250

    y

    x

    250

    0

    250

    y

    x

    250

    0

    250

    250

    0

    250

    250

    0

    250 f 1 (x,

    y)= f (2x,

    y)

    ?

    f 2 (x,

    y)= f (2x250, y) ? f 3 (x, y)= f (x250, y) ?

    Check Yourself

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    y y y y

    250

    0

    250

    250

    0

    250

    250

    0

    250

    250

    0

    250

    250 0 250 x

    250 0 250 x

    250 0 250 x

    250 0 250 f (x, y )

    f 1 (x, y ) = f (2x, y)

    ?

    f 2 (x, y ) =

    f (2x250, y) ? f 3 (x, y ) = f (x250, y) ?

    x = 0

    f 1 (0, y) =

    f (0, y)

    x =

    250

    f 1 (250, y) = f (500, y) X x

    = 0

    f 2 (0, y) = f (250, y) x = 250 f 2 (250, y) = f (250, y) x

    = 0

    f 3 (0, y) = f (250, y) X x

    =

    250

    f 3 (250, y) = f (500, y) X

    x

    Check Yourself

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    y f (x,

    y)

    250 0 250

    250

    0

    250

    x

    How many

    images

    match

    the

    expressions

    beneath

    them?

    250

    0

    250

    250

    0

    250

    y

    x

    f 1 (x, y)= f (2x,

    y)

    ?

    250

    0

    250

    250

    0

    250

    y

    x

    f 2 (x, y)= f (2x250, y) ?

    250

    0

    250

    250

    0

    250

    y

    x

    f 3 (x, y)= f (x250, y) ?

    The Signals and Systems Abstraction

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    Describe

    a

    system

    (physical,

    mathematical,

    or

    computational)

    by

    the way it transforms an input signal into an output signal .

    systemsignal in

    signal out

    Example System: Leaky Tank

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    Formulate

    a

    mathematical

    description

    of

    this

    system.

    r 0 (t)

    h1 (t) r 1 (t)

    What determines

    the

    leak

    rate?

    Check Yourself

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    The holes

    in

    each

    of

    the

    following

    tanks

    have

    equal

    size.

    Which

    tank

    has

    the

    largest

    leak

    rate

    r 1 (t)?

    3.

    4.

    1. 2.

    Check Yourself

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    The holes

    in

    each

    of

    the

    following

    tanks

    have

    equal

    size.

    Which

    tank

    has

    the

    largest

    leak

    rate

    r 1 (t)?

    2

    3.

    4.

    1. 2.

    Example System: Leaky Tank

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    Formulate

    a

    mathematical

    description

    of

    this

    system.

    r 0 (t)

    r 1 (t)

    h1 (t)

    Assume linear

    leaking:

    r 1 (t)

    h1 (t)

    What determines the height h1 (t)?

    Example System: Leaky Tank

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    Formulate

    a

    mathematical

    description

    of

    this

    system.

    r 0 (t)

    r 1 (t)

    h1 (t)

    Assume linear

    leaking:

    r 1 (t)

    h1 (t)

    Assume water is conserved: dh 1 (t)

    r0 (t) r 1 (t)dt

    Solve:

    dr 1 (t)

    r 0 (t) r 1 (t)dt

    Check Yourself

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    What are

    the

    dimensions

    of

    constant

    of

    proportionality

    C ?

    dr1

    (t) dt

    = C r 0 (t) r 1 (t)

    Check Yourself

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    What are

    the

    dimensions

    of

    constant

    of

    proportionality

    C ?

    inverse

    time

    (to

    match

    dimensions

    of

    dt )

    dr 1 (t) dt

    =

    C

    r 0 (t)

    r 1 (t)

    Analysis of the Leaky Tank

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    Call

    the

    constant

    of

    proportionality

    1/

    .

    Then

    is called

    the

    time

    constant

    of

    the

    system.

    dr 1 (t)

    r 0 (t)

    r 1 (t)=

    dt

    Check Yourself

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    Which of

    the

    following

    tanks

    has

    the

    largest

    time

    constant

    ?

    3.

    4.

    1. 2.

    Check Yourself

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    Which of

    the

    following

    tanks

    has

    the

    largest

    time

    constant

    ?

    4

    3.

    4.

    1. 2.

    Analysis of

    the

    Leaky

    Tank

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    Call the

    constant

    of

    proportionality

    1/

    .

    Then is called the time constant of the system.

    dr 1 (t)

    r 0 (t)

    r 1 (t)=

    dt Assume

    that

    the

    tank

    is

    initially

    empty,

    and

    then

    water

    enters

    at

    a

    constant

    rate

    r 0 (t) = 1 .

    Determine

    the

    output

    rate

    r 1 (t).

    r 1 (t)

    time (seconds)

    1 2 3

    Explain the

    shape

    of

    this

    curve

    mathematically.

    Explain

    the

    shape

    of

    this

    curve

    physically.

    Leaky Tanks

    and

    Capacitors

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    Although derived

    for

    a

    leaky

    tank,

    this

    sort

    of

    model

    can

    be

    used

    to

    represent a variety of physical systems. Water

    accumulates

    in

    a

    leaky

    tank.

    r 0 (t)

    h1 (t)

    r1

    (t) Charge accumulates

    in

    a

    capacitor.

    i i

    io

    + vC

    dv i i io dh = i i io analogous to r 0 r 1dt C dt

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    6.003 Signals and SystemsSpring 20 10

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