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Chapter 1 Fundamental Concepts 1 Signals • A signal is a pattern of variation of a physical quantity, often as a function of time (but also space, distance, position, etc). • These quantities are usually the independent variables of the function defining the signal. • A signal encodes information, which is the variation itself. 2 Voltage Normal ECG Signal Time 3 North Radar Signal East 4 Voltage “Hello” Time 5 Signal Processing • Signal processing is the discipline concerned with extracting, analyzing, and manipulating the information carried by signals • The processing method depends on the type of signal and on the nature of the information carried by the signal 6 Characterization and Classification of Signals • The type of signal depends on the nature of the independent variables and on the value of the function defining the signal • For example, the independent variables can be continuous or discrete • Likewise, the signal can be a continuous or discrete function of the independent variables 7 Characterization and Classification of Signals – Cont’d • Moreover, the signal can be either a realvalued function or a complex-valued function • A signal consisting of a single component is called a scalar or one-dimensional (1-D) signal 8 Examples: CT vs. DT Signals x(t ) x[n] t plot(t,x) n stem(n,x) 9 Sampling • Discrete-time signals are often obtained by sampling continuous-time signals x(t ) . . x[n] x(t ) t nT x(nT ) 10 Code for MATLAB demo >> syms t >> syms x >> x=exp(-.3*t)*sin(2*t/3); >> ezplot(x) >> ezplot(x, 0, 30) >> grid on >> x=exp(-.1*t)*sin(2*t/3); >> ezplot(x, 0, 30) >> grid on >> n=1:2:100; >> y=n.^1.5; >> stem(n,y) >> n=-10:10; >> y=n.^2; >> stem(n,y) 11 Systems • A system is any device that can process signals for analysis, synthesis, enhancement, format conversion, recording, transmission, etc. • A system is usually mathematically defined by the equation(s) relating input to output signals (I/O characterization) • A system may have single or multiple inputs and single or multiple outputs 12 Block Diagram Representation of Single-Input Single-Output (SISO) CT Systems input signal x(t ) output signal T y (t ) T x(t ) 13 Types of input/output representations considered • Differential equation • Convolution model • Transfer function representation (Fourier transform, Laplace transform) 14 Examples of 1-D, Real-Valued, CT Signals: Temporal Evolution of Currents and Voltages in Electrical Circuits y (t ) t 15 Examples of 1-D, Real-Valued, CT Signals: Temporal Evolution of Some Physical Quantities in Mechanical Systems y (t ) t 16 Continuous-Time (CT) Signals 1, • Unit-step function u (t ) 0, t, • Unit-ramp function r (t ) 0, t0 t0 t0 t0 17 Unit-Ramp and Unit-Step Functions: Some Properties x(t ), t 0 x(t )u (t ) t0 0, t r (t ) u ( )d dr (t ) u (t ) dt (with exception of t 0) 18 The Rectangular Pulse Function p (t ) u (t / 2) u (t / 2) 19 The Unit Impulse • A.k.a. the delta function or Dirac distribution • It is defined by: (t ) 0, t 0 ( )d 1, 0 • The value (0) is not defined, in particular (0) 20 The Unit Impulse: Graphical Interpretation (t ) lim p A(t ) A A is a very large number 21 The Scaled Impulse K(t) • K (t ) is the impulse with area K , i.e., K (t ) 0, t 0 K ( ) d K , 0 22 Properties of the Delta Function t u (t ) 1) ( ) d t except t 0 t 0 2) x(t ) (t t )dt x(t ) 0 t0 0 0 (sifting property) 23 Periodic Signals • Definition: a signal x(t ) is said to be periodic with period T , if x(t T ) x(t ) t • Notice that x(t ) is also periodic with period qT where q is any positive integer • T is called the fundamental period 24 Example: The Sinusoid x(t ) A cos(t ), t [ rad / sec] [ rad ] f 2 [1/ sec] [ Hz ] 25 Time-Shifted Signals 26 Points of Discontinuity • A continuous-time signal x(t ) is said to be discontinuous at a point t0 if x(t0 ) x(t0 ) where t0 t0 and t0 t0 , being a small positive number x(t ) t0 t 27 Continuous Signals • A signal x(t ) is continuous at the point t0 if x(t ) x(t ) 0 0 • If a signal x(t ) is continuous at all points t, x(t ) is said to be a continuous signal 28 Example of Continuous Signal: The Triangular Pulse Function 29 Piecewise-Continuous Signals • A signal x(t ) is said to be piecewise continuous if it is continuous at all t except a finite or countably infinite collection of points ti , i 1, 2,3, 30 Example of Piecewise-Continuous Signal: The Rectangular Pulse Function p (t ) u (t / 2) u (t / 2) 31 Another Example of PiecewiseContinuous Signal: The Pulse Train Function 32 Derivative of a Continuous-Time Signal • A signal x(t ) is said to be differentiable at a point t0 if the quantity x(t0 h) x(t0 ) h has limit as h 0 independent of whether h approaches 0 from above (h 0) or from below (h 0) • If the limit exists, x(t ) has a derivative at t0 dx(t ) x(t0 h) x(t0 ) lim t t 33 h 0 0 dt h Generalized Derivative • However, piecewise-continuous signals may have a derivative in a generalized sense • Suppose that x(t ) is differentiable at all t except t t0 • The generalized derivative of x(t ) is defined to be dx(t ) x(t0 ) x(t0 ) (t t0 ) dt ordinary derivative of x(t ) at all t except t t0 34 Example: Generalized Derivative of the Step Function K • Define x(t ) Ku (t ) K • The ordinary derivative of x(t ) is 0 at all points except t 0 • Therefore, the generalized derivative of x(t ) is K u (0 ) u (0 ) (t 0) K (t ) 35 Another Example of Generalized Derivative • Consider the function defined as 2t 1, 0 t 1 1, 1 t 2 x(t ) t 3, 2 t 3 0, all other t 36 Another Example of Generalized Derivative: Cont’d 37 Example of CT System: An RC Circuit Kirchhoff’s current law: iC (t ) iR (t ) i (t ) 38 RC Circuit: Cont’d • The v-i law for the capacitor is dvC (t ) dy (t ) iC (t ) C C dt dt • Whereas for the resistor it is 1 1 iR (t ) vC (t ) y (t ) R R 39 RC Circuit: Cont’d • Constant-coefficient linear differential equation describing the I/O relationship if the circuit dy (t ) 1 C y (t ) i (t ) x(t ) dt R 40 RC Circuit: Cont’d • Step response when R=C=1 41 Basic System Properties: Causality • A system is said to be causal if, for any time t1, the output response at time t1 resulting from input x(t) does not depend on values of the input for t > t1. • A system is said to be noncausal if it is not causal 42 Example: The Ideal Predictor y (t ) x(t 1) 43 Example: The Ideal Delay y (t ) x(t 1) 44 Memoryless Systems and Systems with Memory • A causal system is memoryless or static if, for any time t1, the value of the output at time t1 depends only on the value of the input at time t1 • A causal system that is not memoryless is said to have memory. A system has memory if the output at time t1 depends in general on the past values of the input x(t) for some range of values of t up to t = t1 45 Examples • Ideal Amplifier/Attenuator y (t ) K x(t ) • RC Circuit t 1 (1/ RC )( t ) y (t ) e x( )d , t 0 C0 46 Basic System Properties: Additive Systems • A system is said to be additive if, for any two inputs x1(t) and x2(t), the response to the sum of inputs x1(t) + x 2(t) is equal to the sum of the responses to the inputs (assuming no initial energy before the application of the inputs) x1 (t ) x2 (t ) system y1 (t ) y2 (t ) 47 Basic System Properties: Homogeneous Systems • A system is said to be homogeneous if, for any input x(t) and any scalar a, the response to the input ax(t) is equal to a times the response to x(t), assuming no energy before the application of the input ax(t ) system ay (t ) 48 Basic System Properties: Linearity • A system is said to be linear if it is both additive and homogeneous ax1 (t ) bx2 (t ) system ay1 (t ) by2 (t ) • A system that is not linear is said to be nonlinear 49 Example of Nonlinear System: Circuit with a Diode R2 x(t ), when x(t ) 0 y (t ) R1 R2 0, when x(t ) 0 50 Example of Nonlinear System: Square-Law Device y (t ) x (t ) 2 51 Example of Linear System: The Ideal Amplifier y (t ) K x(t ) 52 Example of Nonlinear System: A Real Amplifier 53 Basic System Properties: Time Invariance • A system is said to be time invariant if, for any input x(t) and any time t1, the response to the shifted input x(t – t1) is equal to y(t – t1) where y(t) is the response to x(t) with zero initial energy x(t t1 ) system y (t t1 ) • A system that is not time invariant is said to be time varying or time variant 54 Examples of Time Varying Systems • Amplifier with Time-Varying Gain y (t ) tx(t ) • First-Order System y (t ) a(t ) y (t ) bx(t ) 55 Basic System Properties: CT Linear Finite-Dimensional Systems • If the N-th derivative of a CT system can be written in the form N 1 M i 0 i 0 y ( N ) (t ) ai (t ) y ( i ) (t ) bi (t ) x ( i ) (t ) then the system is both linear and finite dimensional • To be time-invariant ai (t ) ai and bi (t ) bi i and t 56