EE235 - CH 1-2 PDF

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EE 235: CONTINUOUS-TIME
LINEAR SYSTEMS
1
General Information
2
Instructor:
BUI Thi Minh Tu(thi-minh-tu.bui@dut.edu.vn)
TA:
HOANG Minh Huy(minhhuyhoang@gmail.com)
TANG AnhTuan
LA:
Introduction
HOANG Minh Huy(minhhuyhoang@gmail.com)
TANG AnhTuan
Course Administration
3
Goals:
To study signal analysis, linear systems, and frequency analysis. To begin
l i d i MATLAB f i l l i i th ti d f learning and using MATLAB for signal analysis in the time and frequency
domains
Gradingpolicies:
HW (20%) +Lab (30%) +Midterm(20%) +Final exam(30%)
Textbooks: Signals Systems and Transforms by Philips, Parr, Riskin, 4
th
edition (Chapters 1-7)
References:
I t ti t htt // hi t d / l /235dl/
Introduction
Interactive notes: http://www.ee.washington.edu/class/235dl/
Textbook webpage:
http://www.ee.washington.edu/class/SST_textbook/textbook.html
Acknowledgement: courses materials are supported by EE, UW
Rules
4
Homeworks:
A HW will be due every chapter y p
Late submission: Penalty 20%
Collaboration is good. Copying verbatimBAD! Please turn in your own work.
Labs:
You must have a lab partner
You must read the lab beforehand
During each lab session: teamwork but each person must programyourself,
Introduction
discussion is encouraged
Ending lab session: both show your works to LA, answer LAs questions (not
always that you & your lab partner will get the same grade)
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CHAPTER 1
INTRODUCTION TO
SIGNALS AND SYSTEMS
1
Chapter overview
2
Applications of Signal Processing
What is a Signal
What is a System
CHAPTER 1 INTRODUCTION TO SIGNALS AND SYSTEMS
Applications of Signal Processing
Multimedia
3
Communications
Medical
What is a Signal?
4
Signals
A function of one or more independent variables (usually time or space).
Signals often carry information.
Example: Velocity of a car
v( t)
CHAPTER 1 INTRODUCTION TO SIGNALS AND SYSTEMS
60
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Systems: A system is a relationship between input and
output signal(s)
What is a System?
5
output signal(s).
Example: Airbag deployment system
v( t) y( t)
A
otherwise
) (
if
) (
n
a
dt
t dv
y
t y
t (seconds)
v( t)
t (seconds)
y
n
y( t)
Deploy
Airbag?
velocity
Many signals are oscillatory
Signals due to vibrations
speech signal
6
g
Signals with cycles
Examples
Geological: temperature, rainfall
Electromagnetic: AM/FM radio
Sound: music, speech.
Case study: A simple sound
Frequency
7
Air pressure
s(t) = sin(2f
0
t)
t (seconds)
T
T
f
1
0

The Violin
G
3
196 Hz
8
D
4
A
4
E
5
293.66 Hz
440 Hz
659.26 Hz
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Signals in the Frequency Domain
Each signal can be represented by its frequency content
f
9
196
g(t) G(f )
g(t)
=
sin(2f
0
t)
f
0
=
196Hz
t ( d ) f (H ) 196 t (seconds) f (Hz)
Note on Convention
Time Domain signals are represented as lower case.
Frequency Domain signals are represented with upper case.
Signals in the Frequency Domain
Each signal can be represented by its frequency content
G(f )
10
196
293.66
g(t)
d(t)
G(f )
D(f )
A(f )
a(t)
440
659.26
e(t)
E(f )
t (seconds)
f (Hz)
a(t)
Combining Signals
g(t)
11
+
d(t)
a(t)
y(t)
e(t)
Frequency (Fourier) Analysis
12
y(t)
Y (f )
196 293.66 440 659.26
t (seconds) f (Hz)
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Trumpet signals in time
13
g(t)
f(t)
p(t)
Trumpet signals in time
14
G(f)
F(f)
P(f)
Other Examples of Time Signals
Charge on a capacitor over time
15
Power consumed over time by a household
Signal transmitted by a radio station
Sound of a heartbeat over time
S l hitti h ttl l it fli ht th Solar power hitting a space shuttle along its flight path.
2D signals
Some signals are defined over space, generally called images
16
hyperspectral image:
224 spectral bands, 2D
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Concepts so far
Signals as functions over time or space
17
Signals carry information
Signals in the frequency (Fourier) domain
What about Systems?
Systems : system is a relationship between input and output signal(s).
What is a System?
18
v( t) y( t)
A
otherwise
) (
if
) (
n
a
dt
t dv
y
t y
t (seconds)
v( t)
t (seconds)
y
n
y( t)
Deploy
Airbag?
velocity
Systems
A systeminputs and/or outputs signal(s)
19
Player outputs signal
via mouth
trumpet
sound wave signal leaves the trumpet
microphone
electrical signal
speakers
sound
wave
signal
systems
in blue
Some systems are filters
Filters decrease or increase certain frequencies (through multiplication)
20
LOW PASS Filter
1
1
.33
Hz
Low freq High freq
0
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Some systems are filters
Filters decrease or increase certain frequencies (through multiplication)
21
ORIGINAL
SIGNAL
time
multiply
Hz
200
400
Hz
200
400
LOW PASS SIGNAL
time
Audio Processing in the Brain
22
Cochlea
Unrolled Unrolled
View of the
Cochlea
Art from Scientific American http://128.200.122.84/weinberger/publications/Weinberger,%202004a.pdf
The Brain as a Filter bank
Groups of brain cells Band Pass Filter!
23
p
respond to frequencies
differently. Each cell
filters out a particular
range.
Band Pass Filter!
Art from Scientific American http://128.200.122.84/weinberger/publications/Weinberger,%202004a.pdf
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CHAPTER 2
CONTINUOUS-TIME
SIGNALS AND SYSTEMS
1
Chapter overview
2
1. Types of signals
2. Common signals in Engineering
3. Mathematical functions for signals
4. Continuous-time systems
5. Properties of continuous-time systems
CHAPTER 2 CONTINUOUS TIME SIGNALS AND SYSTEMS
Chapter overview
3
1. Types of signals
2 CommonsignalsinEngineering 2. Common signals in Engineering
Signal vs. System
4
Signal:
a function of one or more independent variables (usually time or space);
often carries information;
Example: Velocity of a car
System:
arelationshipbetweeninput andoutput signal(s)
a relationship between input and output signal(s).
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5
Types of signals
Continuous time
vs
Discrete time
(a X-axis relationship)
Continuous time vs. Discrete time Signals
6
X-axis relationship.
A Continuous Time signal is specified at all values of time (all Real numbers A Continuous Time signal is specified at all values of time (all Real numbers
R).
Must be a functional form
Example: {1, 3, t, e, \10,}
x(t), t e R
A Discrete Time signal is specified for only discrete values of time (only on
Integers Z).
Can be functional OR specified at a set of values
Example: {1, 3, 5, 10, 500,}
x[n], n e Z.
Continuous time vs. Discrete time Signals
7
Examples of CT vs. DT Signals
8
88.5 FM radio transmitted signal (continuous)
stocks daily close price (discrete)
a capacitors charge over time (continuous)
local news broadcast to your TV (continuous)
picture taken by a digital camera (discrete)
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9
Types of signals
Analog
vs
Digital
(a Y-axis relationship)
Analog vs. Digital signals
10
An Analog signal whose amplitude can take any value in a continuous interval
( ll R l b R) (all Real numbers R).
x(t) e R, t e R
x[n] e R, n e Z
A Digital (quantized) signal whose amplitude can take only a set of discrete
values (fromsome arbitrary set G).
x(t) e G, t e R
x[n] e G, n e Z
Analog vs. Digital signals
11
Examples of analog vs digital signals
12
88.5 FM transmitted signal (analog)
stock market daily close price (digital)
a capacitors charge over time (analog)
local news broadcast to your tv(analog/digital)
picture taken with a digital camera (digital)
i h dd i (di it l)
movies on your hard drive (digital)
your voice (analog)
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Chapter overview
13
1. Types of signals
Common signals in engineering
14
Constant signal: x(t) =a
Common signals in engineering (cont.)
15
Unit step function: u(t)
0 0 0 0
( )
1 0
t
u t
t
<
=

>

Common signals in engineering (cont.)
16
Unit ramp signal: r(t)
0 for 0
( )
t
r t
<
=

( )
for 0
or: ( ) ( )
r t
t t
r t tu t
>
=
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The Dirac delta
17
also known as the unit impulse or impulse
a spike of signal at time 0 a spike of signal at time 0
it is a signal we will use a lot.
it is not a function, so do not treat it as a function.
but we do have rules for dealing with it
The Dirac delta
18
Defined in a limiting case:
A rectangular (pulse) of fixed area (=1) and
Heigh=lim
c0
(1/ c)
Width =lim
c0
(c)
The Dirac delta properties
19
Fixed area
Shifted t
0
:
o(t-
0
t)
o(t
0
t)
0 t
0
The Dirac delta example 1
20
Evaluate
10
( )d o
}
2
( ) t dt o
}
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21
22
Evaluate
t
}
/4
( si / n 2) ( ) t t dt
t
o t
}
23
24
Evaluate
2
( )
2
2
2
2 ( ) 6 1 t t dt t o
+ +
}
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25
26
Evaluate
( )
2 2
( 2 ) x x xy y dx y o
+ +
}
27
28
Sifting property:
0 0
( ) ) ) ( ( t t dt t t x x o
=
}
Prove:
0 0
( ) ) ) ( ( t t dt t t x x o
}
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Scaling the Dirac is weird
29
Consider
a: constant ( ) ax dx o
}
Let u =ax => du =adx
( ) ( ) ( )
1
If 0, ( )
1
If 0, ( ) ( ) ( )
a
a
a
du du
a v u u u v dv
u u v dv
a a a
du du
a
o o o
o o o

< = = =
> = =
} } }
} } }
( ) ( )
1
a
ax dx x dx
a a a
a
o o

=
} } }
} }
Scaling the Dirac is weird - Example
30
Evaluate
10
}
0
(5 2) t dt o
}
Scaling the Dirac is weird - Example
31
32
0 0
( ) ( )
d
t t u t t
dt
o =
( ) ( ) t t o o
0 0 0
( ) ( ) (0) ( )
( ) ( ) ( ) ( )
t t t
t t T T t T
o o
o o
u = u
u = u
0
0 0
0
1,
( ) ( )
0,
t
d
dt
t t
u t t t
t t
o t t
>
= =

<
}
( ) ( ) t t o o =
0 0 0 0 0 0
( ) ( ) (0) ( ) (0) ( ) (0)
( ) ( ) ( ) ( ) ( ) ( ) ( )
t t dt t dt t dt
t t T dt T t T d T t T dt t T
o o o
o o o
u = u = u = u
u = u = u = u
}
} } }
} }
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Exponential signals
33
Recall: Eulers relation
) ( )
cos( )
2
cos(
t
j
j
t j t
j t j t
t jsin t
e e
t
e e
e
e
e e
e e
e e
e

=
+
=
sin( )
2
e e
t
j
e =
Exponential signals
34
( ) at j t t j t
Ce Ce Ce e
o e o e +
= =
Increasing: o >0
Constant: o =0
Decreasing: o <0
Exponential signals - Example
35
Consider f(t) =Ce
ot
e
jet
where C =1; o =-1; e =2t
( ) ( ) ( ) cos 2 sin 2
t t t j t j t
f t Ce e Ce e Ce j t t
o e e
t t

( = = = +

Periodic signals
36
x(t) is periodic if there exists a T such that x(t) repeats itself every T seconds.
x(t) periodic: x(t) =x(t +nT) for all integers n. (t) pe odc: (t) (t ) o a teges .
Fundamental frequency: f
0
=1/T Hz or e =2t/T rad/s
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Periodic Signals: Caused by Oscillation/Vibration
37
Periodicity of (sums of periodic signals)
38
Given:
1 1 1
( ) ( ) t x t nT x = +
Find T so that z(t) =z(t +rT)
Q ti Gi i di (t) d (t) h t i th i d T f th i ?
1 1
2
2
2
1
2
1
( ) ( )
( ) ( )
( ) ( ) ( )
t x t mT
z t x t t
x
x
= +
= +
Question: Given periodic x
1
(t) and x
2
(t), what is the period T of their sum?
39
Example 1: If T
1
=2; T
2
=3. What is T (after how many time-units does the
waveformrepeat)?
40
Example 2: If T1 =2; T2 =4. What is T?
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41
Given:
1 1 1
( ) ( ) t x t nT x = +
Find T so that z(t) =z(t +rT)
Q ti Gi i di (t) d (t) h t i th i d T f th i ?
1 1
2
2
2
1
2
1
( ) ( )
( ) ( )
( ) ( ) ( )
t x t mT
z t x t t
x
x
= +
= +
Question: Given periodic x
1
(t) and x
2
(t), what is the period T of their sum?
42
Example: Find the period of z(t) =sin(3t) +cos(5t)
Even and Odd signals
43
Even signal: x
e
(t) =x
e
(-t)
Odd signal: x
o
(t) =-x
o
(-t) Oddsg a:
o
(t)
o
( t)
Any signal can be expressed as the sumof even and odd components:
x(t) =x
e
(t) +x
o
(t)
Even and Odd signals
44
Find the even and odd components:
If x(t) =x
e
(t) +x
o
(t) then ( )
e
( )
o
( )
| |
1
( ) ( ) ( )
2
e
x t x t x t = +
| |
1
( ) ( ) ( )
2
o
x t x t x t =
0 0
( ) 2 ( )
T T
x x t t dt t d =
} }
0
/2
( 0 )
T
t d x t =
}
0
0
( ) 2 ( )
e e
T
x x t t dt t d
=
} }
0
/2
( 0 )
T
o
t d x t
=
}
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Signal power / energy
45
Signal energy E 2
( ) E x t dt
=
}
=>Energy signal: any signal so that
=>has finite energy
Signal average power P
2
( ) E x t dt
= <
}
/2
/
2
2
1
lim ( )
T
T
T
P x t dt
T
=
}
=>Power signal: any signal so that
=>has finite average power
/
2
2
/2
1
lim ( )
T
T
T
P x t dt
T
= <
}
46
What is energy in u(t)?
47
What is average power in u(t)?
Exercises
48
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Chapter overview
49
1. Types of signals
Signal operations
50
Signal arithmetic: add, subtract, multiply, divide signals pointwise
Delay: x(t-n) is x(t) delayed by n time units
Amplify: Ax(t) is x(t) amplified by some constant A
Speed-up: x(at) is x(t) sped up by a factor of a
Slow-down: x(t/a) slows x(t) down by a factor of a
Signal arithmetic
51
Signal arithmetic: add, subtract, multiply, divide signals point-wise
a
t
0
a
t
1
( ) x t a =
0 0
( )
1 0
t
u t
t
<
=

>

t
a+1
a
0
( ) ( ) ( )
1 0
a t
y t x t u t
a t
<
= + =

+ >
Time Shifting
52
Time shifting: Shift f(t) an interval t
1
to have g(t) = f(t-t
1
)
If t
1
>0: Shift to the right (delay). Ex: g
1
(t) = f(t-1/2)
If t
1
<0: Shift to the left (advance). Ex: g
2
(t) = f(t+1)
1 1
) ( ); ( ) ( ) ( f t g t t t t f g t + = =
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Time Scaling
53
Time scaling: Replace t in f(t) by at to have g(t) = f(at).
If 0<a<1: Slow-down. Ex: g
1
(t) = f(t/2)
If a>1: Speed-up. Ex: g
2
(t) = f(2t)
Playing with signals
54
Rectangular function:
1 1
1
2 2
( )
t
rect t
s s
Create rectangular function fromunit step functions:

( )
1
0
2
rect t
t
=

>

Playing with signals
55
unit pulse signal
1
t
0 1
What does look like?
t p(t-3)
t
1
5 0 5 0
t -5 0
Delay: x(t-n) is x(t) delayed by n time units
What does look like?
3 4
-5 0
0 0
3 1
4 1
4.1 0
Combining Time Scaling and Time Shifting
So how do we deal with: f(t) = p(at b) ?
56
Convert to formf(t) = p(a(t b/a))
p(t)
Scale/Shift
|
.
|
\
|
=
a
b
t x (t) f
1
( ) at p x(t) =
In words Scaled by a, then shifted by b/a. In this case, sped-up by a, then delay
by b/a.
1 0 0
1
a
0
a
b
a a
b 1
+
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57
Another solution: x(t) = p(t b), f(t) = x(at) ?
p(t)
Scale/Shift
1 0
In words
58
Another solution: x(t) = p(t b), f(t) = x(at) ?
Sketch: f(t) = p(3t + 8) ?
59
By any methods you want !
Let s(t) be a speech signal.
Describe in word: y(t) = 4p(3t/2 + 5) ?
60
esc be wo d: y(t) 4p(3t/ 5) ?
Apply both methods for your explanation
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Time Reversal
61
1
t
1
What does
look like?
2
1
=
w((-1)t)
-2
This is also a formof Time Scaling!
Only by a negative number!
Playing with time
62
Describe z(t) in terms of w(t)
t
1 1
-2 1 2 3
t
Playing with time
63
Playing with time
64
t
1 1
-2 1 2 3
t
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Playing with time, example 2
65
t
1 1
-2 1 2
5
66
t
1 1
-2 1 2
5
67
intermsof unit pulsep(t)
t
8
in terms of unit pulse p(t)
68
intermsof unit pulsep(t)
t
8
in terms of unit pulse p(t)
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69
Chapter overview
70
1. Types of signals
System representation
71
Simple System Examples
72
Delay x(t)
( ) ( ) y t x t t =
Delay x(t)
Amplifier x(t)
Integrator x(t)
0
( ) ( ) y t x t t =
( ) ( ) y t Ax t =
( ) ( )
t
y t x t dt
=
}
Sifter x(t)
0
( ) ) ) ( ( t y t t dt x t o
=
}
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System properties
73
1. Linearity: SystemResponse on a linear combination of inputs is the linear
combination of the outputs
System properties
74
2. Time-invariance: SystemResponse is the same no matter when you run the
system=>if input is delayed by T seconds then output is the same but
delayed by T seconds.
System properties
75
3. Stability: Bounded Input, bounded output:
If |x(t)| s M < for all t, then |H[x(t)]| =|y(t)| s L < for all t.
4. Invertibility: If you know the output, then you know exactly what the input
was:
If H{x(t)} =y(t), then there exists a H
1
such that H
1
{y(t)} =x(t).
{ ( )} y( ),
1 1
{y( )} ( )
System properties
76
5. Causality: The output depends only on current or past values of the input:
If H{x(t)} =y(t), then y(t +a) depends only on x(t +b), where bs a.
6. Memory: The output depends only on the current value of the input:
A systemis memoryless if H{x(t)} depends only on x(t)
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Linearity Example 1
77
Is T linear?
T x(t)
{ } ( ) ( ) ) ( y t T x t cx t = =
Linearity Example 1
78
Is T linear?
T x(t)
{ } ( ) ( ) ) ( y t T x t cx t = =
Check superposition: Is T{x
1
(t) +x
2
(t)} =y
1
(t) +y
2
(t)?
Checkscaling: Is T{ax(t)}=ay(t)
T x(t)
{ } ( ) ( ) ) ( y t T x t cx t = =
Check scaling: Is T{ax(t)} =ay(t)
Linearity Example 2
79
Is T linear?
( )
{ }
2
) ( ) ( ) ( T
T x(t)
{ }
2
) ( ) ( ) ( y t T x t x t = =
Linearity Example 2
80
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Linearity Example 3
81
Is T linear?
T x(t)
{ } ) 5 ( ) ( ) ( y t T x t x t = + =
Determining Time-Invariance
82
system system Delay t
0
x(t) y(t) y(t-t
0
)
1 Findy(t)
Delay t
0
system
x(t) y(t-t
0
) y
d
(t)
y
d
(t) = y(t-t
0
)
1. Find y(t)
2. Find y(t-t
0
)
3. Find T{x(t-t
0
)}
4. Check if y(t-t
0
) =T{x(t-t
0
)}
Time Invariance Example 1
83
Is T Time Invariance ?
T x(t)
{ }
2
) ( ) ( ) ( y t T x t x t = =
84
{ }
2
T x(t)
{ }
2
) ( ) ( ) ( y t T x t x t = =
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85
T x(t)
{ } ( ) ( ) ) ( y t T x t tx t = =
86
{ }
T x(t)
{ } ( ) ( ) ) ( y t T x t tx t = =
87
T x(t)
{ } ( ) ( ) 3 ) ( 5 y t T x t x t = =
88
T x(t)
{ } ( ) ( ) 3 ) ( 5 y t T x t x t = =
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89
T x(t)
{ } ) ( ) ( ) (2 y t T x t x t = =
90
{ }
T x(t)
{ } ) ( ) ( ) (2 y t T x t x t = =
Quiz
91
T x(t)
{ } ( ) ( ) ( )
t
y t T x t x d t t
= =
}
Quiz
92
T x(t)
{ } ( ) ( ) ( )
t
y t T x t x d t t = =
}
T x(t)
{ } ( ) ( ) ( ) y t T x t x d t t
= =
}
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Stability Example 1
93
Is T stable?
T x(t)
{ } ( ) ( ) ( )
t
y t T x t x u du
= =
}
Stability Example 1
94
Is T stable?
T x(t)
{ } ( ) ( ) ( )
t
y t T x t x u du = =
}
T x(t)
{ } ( ) ( ) ( ) y t T x t x u du
= =
}
Stability Example 2
95
Is T stable?
T x(t)
{ }
2
( ) ( ) 10 ( ) y t T x x t t = =
Stability Example 2
96
Is T stable?
T x(t)
{ }
2
( ) ( ) 10 ( ) y t T x x t t = =
T x(t)
{ } ( ) ( ) 10 ( ) y t T x x t t = =
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Invertibility Example 1
97
Is T invertable?
T x(t)
{ } ( ) ( ) ( ) y t T x t x t = =
98
Is T invertable?
T x(t)
{ } ( ) ( ) ( ) y t T x t x t = =
99
Is T invertable?
T x(t)
{ }
( )
( ) ( )
x t
y t T x t e
= =
100
Is T invertible?
T x(t)
{ }
( )
( ) ( )
x t
y t T x t e
= =
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Causality Example 1
101
What values of t
0
make T causal?
T x(t)
{ }
0
( ) ( ) ( ) y t T x t x t t = = +
Causality Example 1
102
What values of t
0
make T causal?
For a causal system, the output must not depend on future values of the input
=>t s 0
T x(t)
{ }
0
( ) ( ) ( ) y t T x t x t t = = +
=>t
0
s 0
Causality Example 2
103
Is T causal?
T x(t)
{ } ( ) ( ) ( )
t
y t T x t x u du
= =
}
Causality Example 2
104
Is T causal?
T x(t)
{ } ( ) ( ) ( )
t
y t T x t x u du
= =
}
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Causality Example 3
105
What values of a make T causal?
T x(t)
{ } ( ) ( ) ( )
t
y t T x t x u a du
= = +
}
Memory Example 1
106
Is T memoryless?
T x(t)
{ }
( )
( ) ( )
x t
y t T x t e
= =
Memory Example 1
107
Is T memoryless?
T x(t)
{ }
( )
( ) ( )
x t
y t T x t e
= =
Memory Example 2
108
Is T memoryless?
Is T causal? s causa?
T x(t) { } ( ) ( ) ( 1) ( 1) y t T x t x t x t = = + +
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Memory Example 2
109
Memory and Causality
110
Question: What can we say about the causality of a memoryless system?
Memory and Causality
111
Question: What can we say about the causality of a memoryless system?
Exercises
112

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19/8/2014

CHAPTER 2 CONTINUOUS TIME SIGNALS AND SYSTEMS

CHAPTER 2 CONTINUOUS TIME SIGNALS AND SYSTEMS

Create rectangular function fromunit step functions:

CHAPTER 2 CONTINUOUS TIME SIGNALS AND SYSTEMS

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