* Your assessment is very important for improving the workof artificial intelligence, which forms the content of this project
Download t - WordPress.com
Tensor operator wikipedia , lookup
Cross product wikipedia , lookup
Euclidean space wikipedia , lookup
Hilbert space wikipedia , lookup
Exterior algebra wikipedia , lookup
Laplace–Runge–Lenz vector wikipedia , lookup
Matrix calculus wikipedia , lookup
Geometric algebra wikipedia , lookup
Euclidean vector wikipedia , lookup
Vector space wikipedia , lookup
Linear algebra wikipedia , lookup
Covariance and contravariance of vectors wikipedia , lookup
Four-vector wikipedia , lookup
Cartesian tensor wikipedia , lookup
Digital Communications Lecture # 17 Vector Space and Signal Space Sidra Shaheen Syed [email protected] Topical Overview • Vector Space • Signal Space • Norm or Length • Inner Product • Orthonormal Signal Set • Gram-Schimidth orthogonalization Algebra: Field • A field is a set of two or more elements F={a,b,..} closed under two operations, + (addition) and * (multiplication) with the following properties – F is an Abelian group under addition – The distributive law is satisfied: (a+b)*g = a*g+b*g Immediately Following Properties • a*b=0 implies a=0 or b=0 • For any non-zero a, a*0= ? – a*0 + a = a*0 + a *1= a*(0 +1)= a*1=a; therefore a*0 =0 • 0*0 =? For a non-zero a, its additive inverse is non-zero. 0*0=(a+(- a) )*0 = a*0+(- a)*0 =0+0=0 Examples: • The set of real numbers • The set of complex numbers Vector Space • A vector space V over a given field F is a set of elements (called vectors) closed under and operation + called vector addition. There is also an operation * called scalar multiplication, which operates on an element of F (called scalar) and an element of V to produce an element of V. The following properties are satisfied: – V is an Abelian group under +. Let 0 denote the additive identity. – For every v,w in V and every a,b in F, we have • • • • (a*b)*v= a*(b*v) (a+b)*v= a*v+b*v a*( v+w)=a*v+ a *w 1*v=v Examples of Vector Space • Rn over R • Cn over C Linear Independence of Vectors Def) A set of vectors v1 , v2 , vn V are linearly independent iff none of the vectors can be represented as linear combination of any other vectors in a set Basis Consider vector space V over F (a field). We say that a set (finite or infinite) B V is a basis, if * every finite subset B0 B of vectors of linearly independent, and * for every x V , it is possible to choose a1 , ..., an F and v1 , ..., vn B such that x = a1v1 + ... + an vn . The sums in the above definition are all finite because without additional structure the axioms of a vector space do not permit us to meaningfully speak about an infinite sum of vectors. Finite Dimensional Vector Space A set of vectors v1 , v2 , vn V is said to span V if every vector u V is a linear combination of v1 , v2 , vn . Example: R n Finite dimensional vector space • A vector space V is finite dimensional if there is a finite set of vectors u1, u2, …, un that span V. Finite dimensional vector space Let V be a finite dimensional vector space. Then If v1 , v2 , vm are linearly independent but do not span V , then V has a basis with n vectors (n m) that include v1 , v2 , vm . If v1 , v2 , vm span V and but are linearly dependent, then a subset of v1 , v2 , vm is a basis for V with n vectors (n m) . Every basis of V contains the same number of vectors. Dimension of a finiate dimensional vector space. Example: Rn and its Basis Vectors Example: Rn Subspace Let V be a vector space. Let V be a vector space and S V . If S is also a vector space with the same operations as V , then S is called a subspace of V . S is a subspace if v, w S av + bw S Signal Space S(t) S=(s1,s2,…) •Inner Product (Correlation) •Norm (Energy) •Orthogonality •Distance (Euclidean Distance) •Orthogonal Basis Norm - ||x(t)|| x(t ) ( x(t ), x(t ) ) = x 2 (t )dt = Energy = Ex T 2 0 x(t ) = Ex 2 x = x x x Similar to norm of vector A T -A T x(t ) = ( A cos 0 2 2 T t ) dt = A = Ex T 2 ONLY CONSIDER SIGNALS, s(t) s (t ) = 0 if Energy t0 T t T t T = Es = s 2 (t )dt 0 Inner Product - (x(t), y(t)) T x(t ), y (t ) x(t ) y (t )dt 0 y x y x x y = x y cos Similar to Vector Dot Product Example A T t -A 2A A/2 t T A T T 3 2 ( x(t ), y(t )) = ( A)( ) + (- A)(2 A) = - A T 2 2 2 4 Orthonormal Set and Projection Theorem Def) A non-empty subset S of an inner product space is said to be orthonormal iff 1) x S , x, x = 1 and 2) If x, y S and x y, then x, y = 0. Orthogonality (x(t ), y(t )) = 0 T x(t ) y (t )dt = 0 0 A y T -A x y = 0 x Y(t) B Similar to orthogonal vectors T •ORTHONORMAL FUNCTIONS X(t) 2/T { ( x(t ), y (t ) ) = 0 T and x (t ) = y (t ) = 1 T x(t ) y(t )dt = 0 Y(t) 2/T T 0 T T 0 0 2 2 x ( t ) dt = y (t )dt = 1 ( x(t ), y(t ) ) = 0 x(t ) = y (t ) = 1 y =1 x =1 Gram –Schmidt Orthonormalization Consider linearly independent s1 , ..., sn V , and inner product space. We can construct an orthonormal set 1 , ..., n V so that span{s1 , ..., sn } = span 1 , ..., n Gram-Schmidt Orthog. Procedure Step 1 : Starting with s1(t) Step 2 : Step k : Key Facts Examples (1) cont … (step 1) cont … (step 2) cont … (step 3) cont … (step 4) Signal Space summary • Inner Product ( x(t ), y (t ) ) x(t ) y (t )dt T 0 •Norm ||x(t)|| T x(t ) = (x(t ), x(t )) = x 2 (t )dt = Energy 2 0 •Orthogonality ( x(t ), y (t ) ) = 0 if x(t ) = y (t ) = 1 35 (Orthogonal )