2.signal and Linear System Analysis
2.signal and Linear System Analysis
2.signal and Linear System Analysis
• Time-frequency viewpoint
Signal models
Signal classifications
Fourier series
Fourier transform
Discrete Fourier transform and fast Fourier transform
• Power spectral density and correlation
• Signals and linear systems
linear, time-invariant, two-port systems
• Sampling theory
• Hilbert transform
Signal and linear system analysis- signal models
• Deterministic and Random Signals
Deterministic signals:
Unit rectangular pulse:(t)
Random signals:
• Periodic signals:
• Rotating phasor (periodic signal) distinguish it
from the phasor 𝐴𝑒 𝑗𝜃
• Complex conjugate rotating phasors
Signal and linear system analysis- signal models
even odd
Amplitude and phase spectra for the (a) Single-sided. (b) Double-sided.
• Singularity Functions→ aperiodic signals
unit impulse function 𝛿(𝑡)
Signal and linear system analysis- Signal classifications
unit step function 𝑢(𝑡)
• Signal classifications
periodic signal:
2 1 𝑗𝜔 𝑡 1 −𝑗 𝜔 𝑡 1 1 𝑗 4𝜔 𝑡 1 −𝑗 4𝜔 𝑡
Ex:𝑥(𝑡) = cos(𝜔0 𝑡)+ 𝑠𝑖𝑛 (2𝜔0 𝑡)= 𝑒 0 + 𝑒 0 + − 𝑒 0 − 𝑒 0
2 2 2 4 4
• Symmetry Properties of the Fourier Coefficient : 𝑥(𝑡) is real
𝑋𝑛∗ =𝑋−𝑛 , 𝑋𝑛 =|𝑋𝑛 |𝑒 𝑗∠𝑋𝑛 , |𝑋𝑛 |=|𝑋−𝑛 | , ∠𝑋𝑛 =-∠𝑋−𝑛
Ex : 𝑥(𝑡) = 𝑥(-𝑡) even
𝐴𝑛
1
T0
4
1
T0
8
1
T0
8
Signal and linear system analysis- Fourier transform(1)
• 𝑥(𝑡) : aperiodic energy signal
Fourier transform of 𝑥(𝑡)→ X ( f ) [ x(t )] x(t )e j 2 ft
dt or X ( ) x(t )e jt dt , 2 f
1
inverse Fourier transform→ x(t ) [ X ( f )] X ( f )e
1 j 2 ft
df or x(t ) X ( )e jt d
2
10
E | X ( f ) | df
2
4df 80J
10
sin c 2 (u )du 1
E | x(t ) | dt | 40sin c(20t ) |2 dt 80J
2
8W W 10
2
W W f
EW | X ( f ) | df 2 2
2 20 df 80 W 10
W 0
Signal and linear system analysis- Fourier transform(2)
Convolution:x(t ) x1 (t ) * x2 (t ) x1 ( )x2 (t )d • Superposition Theorem
a1 x1 (t ) a2 x2 (t ) a1 X 1 ( f ) a2 X 2 ( f )
Ex:x1 (t ) e t u(t,
) x2 (t ) e t u(t ), 0
• Time-Delay Theorem
x(t t0 ) X ( f )e j 2 ft0
• Scale-Change Theorem
1 f
x( at ) X( )
|a| a
• Duality Theorem
X (t ) x( f )
• Frequency-Translation Theorem
x ( t ) e j 2 f 0 t X ( f f 0 )
• Modulation Theorem
x(t )cos(2 f 0t )
1 1
X ( f f0 ) X ( f f0 )
2 2
Signal and linear system analysis- Fourier transform(3)
• Differentiation Theorem
d n x(t )
n
( j 2 f ) n
X( f )
dt
• Integration Theorem
X( f ) 1
x( )d X (0) ( f )
t
j 2 f 2
• Convolution Theorem
x ( )x2 (t )d x1 (t )x2 ( )d
1
X1( f ) X 2 ( f )
• Multiplication Theorem
x1 (t ) x2 (t )
X 1 ( f ) X 2 ( f ) X 1 ( )X 2 ( f )d
Signal and linear system analysis- Fourier transform(4)
f
Ex : Use the duality theorem to show that 2 AW sin c(2Wt ) A
2W
t
x(t ) A sin c( f ) X ( f )
f
X (t ) A sin c( t ) A x( f ), 2W
f
A2W sin c(2Wt ) A Q.E.D.
2W
Ex:Fourier-transform pairs:
A (t ) A
A (t t0 ) Ae j 2 ft0
A A ( f )
Ae j 2 ft0 A ( f f 0 )
Signal and linear system analysis- Fourier transform(5)
t t
sin c ( f ) sin c 2
( f )
Signal and linear system analysis- Fourier transform(6)
• ideal sampling waveform:
Q.E.D.
• cosinusoidal pulse
Q.E.D.
Signal and linear system analysis- Fourier transform(7)
• Fourier Transforms of Periodic Signals:in a strict mathematical sense, does not exist, since
periodic signals are not energy signals
• 𝑥(𝑡) is a periodic power signal
Signal and linear system analysis- Fourier transform(8)
• Wiener-Khinchine theorem:
Power spectral density and correlation
• Properties of R(𝜏)
Approximation with a sequence of impulses
Signals and linear systems -properties(2)
• Stability:A linear system is bounded-input, bounded-output (BIBO)
• Transfer Function:
𝑌(𝑓) = 𝐻(𝑓)𝑋(𝑓)
𝑓3 = 1∕(2𝜋𝑅𝐶)
= 𝐴[𝑢 (𝑡) − 𝑢 (𝑡 − 𝑇 )]
spectra
𝑇 ∕𝑅𝐶 = 0.5
spectra spectra
𝑇 ∕𝑅𝐶 = 2 𝑇 ∕𝑅𝐶 = 10
Signals and linear systems (4)
• Input-Output Relationships for Spectral Densities:
Energy spectral densities : 𝐺𝑥(𝑓) =|𝑋 (𝑓)|2 and 𝐺𝑦(𝑓) = |𝑌 (𝑓)|2 , 𝑌 (𝑓) = 𝐻 (𝑓)𝑋 (𝑓)
𝐺𝑦(𝑓) = |𝐻 (𝑓)|2 𝐺𝑥(𝑓)
Power spectral densities:S𝑦(𝑓) = |𝐻 (𝑓)|2 S𝑥(𝑓)
• Response to Periodic Inputs→ steady-state response
input signal: 𝐴𝑒 𝑗2𝜋𝑓0𝑡
y (t ) |X n | | H (nf 0 ) | exp j 2 nf 0t X n H (nf 0 )
n
X 0 H (0) 2 | X n | | H (nf 0 ) | cos 2 nf 0t X n H ( nf 0 )
n
ℎLP(𝑡) = 2𝐵𝐻0 sinc [2𝐵(𝑡 − 𝑡0)] ℎBP(𝑡) = 2ℎ1(𝑡 − 𝑡0) cos [2𝜋𝑓0(𝑡 − 𝑡0)]
Chebyshev polynomial:
Signals and linear systems -Approximation of Ideal LPF(9)
(3) Bessel LPF:
maintain a linear phase response in the passband
at the expense of the amplitude response.
𝑡0 is the nominal delay of the filter
Bessel filter has the most constant group delay Amplitude-response and group-delay characteristics of third order
Butterworth, Bessel, and Chebyshev filters
Signals and linear systems - Pulse Resolution (10)
t f
Ideal time-limited waveform x1 (t ) T sin c ( fT ) X 1 ( f ) , Ideal band-limited waveform X 2 ( f ) A 2 AW sin c(2Wt ) x2 (t )
T 2W
• Relationship of Pulse Resolution and Rise-time to Bandwidth
𝑢 = 2𝜋𝐵(𝜎 − 𝑡0)
sine-integral function:
Signals and linear systems - Sampling theory(1)
• Sampling theory :𝑥(𝑡) →𝑥𝛿(𝑡) → 𝑦(𝑡) = 𝑥(𝑡)
application in control systems and pulse-modulation communication systems
1
Sampling with 𝑇𝑠 < W → ,W:BW of signal 𝑥(𝑡)
2
Reconstruction 𝑥𝛿(𝑡) → 𝑥(𝑡)
1
𝑇𝑠 < W (𝑓𝑠 > 2𝑊) and ideal low-pass filter with bandwidth 𝐵 , where W< 𝐵<𝑓𝑠 −𝑊 with 𝑓𝑠 = 1/𝑇𝑠
2
𝑓
𝐻LP(𝑓)= 𝐻0Π( )𝑒−𝑗2𝜋𝑓𝑡0
2𝐵
Nyquist frequency:2W
aliasing error in the reconstruction of sampled signal error due to non-ideal reconstruction filter
𝑥(𝑡) is not bandlimited or because 𝑓𝑠 < 2𝑊 error can be minimized by choosing reconstruction filters with
sharper roll-off characteristics or by increasing the sampling rate.
1
, ,if 𝐵 = 𝑓𝑠, 𝐻0 = 𝑇𝑠, and 𝑡0 = 0
2
,
Signals and linear systems - Sampling theory(3)
• If band-pass spectra signal with upper limit on frequency 𝑓𝑢 ( >> bandwidth W )
uniform sampling theorem for band-pass spectra
sampling rate 𝑓𝑠=2𝑓𝑢 ∕𝑚,𝑚 is the largest integer not exceeding 𝑓𝑢 ∕𝑊⎿𝑓𝑢 ∕𝑊⏌ ⎿3.5⏌=3
fs=2fu /m=2(3)/2=3
Signals and linear systems - Hilbert transform(1)
• 𝐻(𝑓) = −𝑗 sgn 𝑓,sgn 𝑓 : signum 𝑓,|𝐻(𝑓)|= 1 ,𝐻(𝑓) : odd
𝛼→0
• Properties:
1. energy (or power) in a signal 𝑥(𝑡) and 𝑥̂(𝑡) are equal
𝑀(𝑓)𝐶(𝑓′) is nonvanishing only for |𝑓|< 𝑊 and|𝑓′|> 𝑊
replace sgn (𝑓 + 𝑓′) by sgn (𝑓′)
• ,
𝑦(𝑡)
Signals and linear systems - Hilbert transform(7)
Ex:The bandpass signal 𝑥(𝑡) = Π(𝑡∕𝜏) cos(2𝜋𝑓0𝑡),impulse response ℎ(𝑡) = 𝛼𝑒−𝛼𝑡𝑢(𝑡) cos(2𝜋𝑓0𝑡)
𝑦(𝑡)
IDFT:
Ex:
𝑇𝑠=T/𝑁