Lecture 3
Lecture 3
Lecture three
Lecture Aims
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Useful Signals: Unit impulse function
δ(t) = 0 t 6= 0
Z ∞
δ(t)dt = 1
−∞
Multiplication of a function by an impulse.
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Useful Signals: Unit step function
Observe that
Z t 1 t≥0
δ(α)dα =
−∞
0 t<0
Therefore
du
= δ(t).
dt
If you don’t understand this proof, use your intuition! The derivative of a ’jump’
is a Dirac.
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Useful Signals: Sinusoids
Important identities
1
cos x cos y =
[cos(x + y) + cos(x − y)]
2
a cos x + b sin x = C cos(x + θ)
√ −1 −b
2 2
with C = a + b and θ = tan a
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Signals and Vectors
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Inner product in vector spaces
x is a certain vector.
It is specified by its magnitude or length |x| and direction.
Consider a second vector y
We define the inner or scalar product of two vectors as
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Signals as vectors
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Energy of orthogonal signals
If signals x(t) and y(t) are orthogonal and if z(t) = x(t) + y(t) then
Ez = Ex + Ey .
Proof: R∞
Ez = −∞
(x(t) + y(t))2dt
R∞ 2
R∞ 2
R∞
= −∞
x (t)dt + −∞
y (t)dt + 2 −∞
x(t)y(t)dt
R∞
= Ex + Ey + 2 −∞
x(t)y(t)dt
= Ex + Ey
R∞
since −∞
x(t)y(t)dt = 0.
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Power of orthogonal signals
The same concepts of orthogonality and inner product extend to power signals.
For example, g(t) = x(t) + y(t) = C1 cos(ω1t + θ1) + C2 cos(ω2t + θ2) and
ω1 6= ω2.
C12 C22
Px = , Py = .
2 2
The signal x(t) and y(t) are orthogonal: hx(t), y(t)i = 0. Therefore,
C12 C22
Pg = Px + Py = + .
2 2
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Signal comparison: Correlation
hy, xi
cn = cos θ =
|y||x|
Clearly, −1 ≤ cn ≤ 1.
In the case of energy signals:
Z ∞
1
cn = p y(t)x(t)dt
Ey Ex −∞
again −1 ≤ cn ≤ 1.
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Best friends, worst enemies and complete strangers
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Correlation
• For classifications.
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Correlation examples
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Correlation examples
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Signal representation by orthogonal signal sets
15
Orthogonal vector space
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Orthogonal signal space
If the approximation error is zero for any g(t) then the set of signals
x1(t), x2(t), ..., xN (t) is complete. In general, the set is complete when N → ∞.
Infinite dimensional space (this will be more clear in the next lecture).
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Summary
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