Lecture03 SignalSpaces
Lecture03 SignalSpaces
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Representation of Signals by a set of Mutually
Orthogonal Real Functions
Let g
1
(t), g
2
(t), ..., g
n
(t) be n real functions that are orthogonal to
each other over an interval t
1
, t
2
:
1
t
2
t
1
t
2
t
1
g
i
(t)g
j
(t)dt = 0, i = j (1)
Let
1
t
2
t
1
t
2
t
1
g
j
(t)g
j
(t)dt = K
j
(2)
f(t) = C
1
g
1
(t) + C
2
g
2
(t) + ... + C
n
g
n
(t) (3)
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f(t) =
n
r=1
C
r
g
r
(t) (4)
f
e
(t) = f
(
t)
n
r=1
C
r
g
r
(t) (5)
=
1
t
2
t
1
t
2
t
1
[f(t)
n
r=1
C
r
g
r
(t)]
2
dt (6)
To nd C
r
,
C
1
=
C
2
= ... =
C
r
= 0 (7)
When is expanded we have
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=
1
t
2
t
1
t
2
t
1
f
(
t) 2f(t)
n
i=1
C
r
g
r
(t) +
n
r=1
C
r
g
r
(t)
n
k=1
C
k
g
k
(t) dt
(8)
Now all cross terms disappear
1
t
2
t
1
t
2
t
1
C
i
g
i
(t)C
j
g
j
(t)dt = 0, i = j (9)
since g
i
(t) and g
j
(t) are orthogonal to each other.
Solving the above equation we get
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C
j
=
1
t
2
t
1
t
2
t
1
f(t).g
j
(t) dt
1
t
2
t
1
t
2
t
1
g
2
j
(t) dt
(10)
Analogy to Vector Spaces: Projection of f(t) along the signal
g
j
(t) = C
j
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Representation of Signals by a set of Mutually
Orthogonal Complex Functions
When the basis functions are complex.
a
E
x
=
t
2
t
1
|x(t)|
2
dt (11)
represents the energy of a signal.
Suppose g(t) is represented by the complex signal x(t)
a
|u + v|
2
= (u + v)(u
+ v
) = |u|
2
+ |v|
2
+ u
v + uv
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E
e
=
t
2
t
1
|g(t) cx(t)|
2
dt (12)
=
t
2
t
1
|g(t)|
2
dt
E
x
t
2
t
1
g(t)x
(t)dt
2
+ (13)
E
x
1
E
x
t
2
t
1
g(t)x
(t)dt
2
(14)
Minimising the second term yields
c =
1
E
x
t
2
t
1
g(t)x
(t)dt (15)
Thus the coecients can be determined by projection g(t) along
x
(t).