13 - Appendix A - Linear System Theory PDF
13 - Appendix A - Linear System Theory PDF
http://ebooks.cambridge.org/
Paul Suetens
Chapter
3 –0.2
–0.4
2
–0.6
1 –0.8
0 –1
–2 –1 0 1 2 –2p –p 0 p 2p
(a) (b)
Rectangular Triangular
1 1
0.9 0.9
0.8 0.8
0.7 0.7
0.6 0.6
0.5 0.5
0.4 0.4
0.3 0.3
0.2 0.2
0.1 0.1
0 0
–2L –L 0 L 2L –2L –L 0 L 2L
(c) (d)
Normalized Gaussian (σ = 1) Sinc
0.4 1
0.35 0.8
0.3
0.6
0.25
0.4
0.2
0.2
0.15
0.1
0
0.05 0.2
0 0.4
–3 –2 –1 0 1 2 3 –5p–4p –3p –2p –5p 0 1 2 3 4 5
(e) (f)
is the modulus or the amplitude and When the constant a > 0, the exponential func-
tion increases continuously with increasing x (solid
v(x, y) line); when a < 0, it decreases toward zero with
φ(x, y) = arctan (A.11) increasing x (dashed line).
u(x, y)
• Complex exponential or sinusoid (Figure A.1(b))
is the argument or the phase of s.
A number of signals are used extensively in system A ei(2πkx+φ)
theory and are important enough to have a unique = A (cos(2π kx + φ) + i sin(2πkx + φ)).
name. Here are some of them (see also Figure A.1). (A.13)
• Exponential (Figure A.1(a))
A sinusoid is characterized by three parameters: its
modulus or amplitude A , spatial frequency k, and
exp(ax) = eax . (A.12) phase φ. The term i is the imaginary unit; that is
220
i2 = −1. The real and imaginary parts of a sinu- nor periodic. To be compatible with the theory of
soid are, respectively, a cosine (solid line) and sine single-valued functions, it is common to use the mean
function (dashed line). of the value immediately left and right of the disconti-
• Unit step function (also called Heaviside’s function) nuity. For example, the values at the discontinuities of
the rectangular pulse equal 1/2. For more information,
for x < x0 we refer to [37, 38].
0
1
u(x − x0 ) = for x = x0
The Dirac impulse
(A.14)
2
1 for x > x0 . The Dirac impulse, also called impulse function or δ-
function, is a very important function in linear system
The constant x0 denotes the location of the step. theory. It is defined as
The function is discontinuous at x0 .
• Rectangular function (Figure A.1(c)) δ(x − x0 ) = 0 for x = x0 ,
+∞
(A.19)
for |x| < L δ(x − x0 ) dx = 1,
1
x
1
−∞
= for |x| = L (A.15)
2L
2 with x0 a constant. The value of a Dirac impulse is
0 for |x| > L. zero for all x except in x = x0 , where it is undefined.
However, the area under the impulse is finite and is by
The constant 2L is the width of the rectangle. definition equal to 1. A Dirac impulse can be consid-
Because the nonzero extent of the function is finite, ered as the limit of a rectangular pulse of magnitude
the function is also called a rectangular pulse. 1/ε and spatial extent ε > 0 such that the area of the
• Triangular function (Figure A.1(d)): pulse is 1:
1 x
x 1 − |x| for |x| < L δ(x) = lim . (A.20)
= L (A.16) ε→0 ε ε
2L
0 for |x| ≥ L.
When ε becomes smaller, the spatial extent decreases,
Note that the base of the triangular pulse is the amplitude increases, but the area remains the same.
equal to 2L. Clearly, the Dirac impulse is not a function in the strict
mathematical sense. Its rigorous definition is given by
• Normalized Gaussian (Figure A.1(e)) the theory of generalized functions or distributions,
which is beyond the scope of this text [40].
1
e−(x−µ)
2 /2σ 2
Gn (x) = √ . (A.17) Using Eq. (A.20), it is clear that
2πσ
+∞ +∞
1 x
The Gaussian is normalized (i.e., its integral for all δ(x)s(x) dx = lim s(x) dx,
x is 1). The constants µ, σ , and σ 2 are the mean, the −∞ ε→0 −∞ ε ε
standard deviation, and the variance, respectively. (A.21)
• Sinc function (Figure A.1(f))
and consequently the following properties hold:
sinc(x) =
sin(x)
. (A.18)
• sifting let s(x) be continuous at x = x0 , then
x
+∞
According to L’Hôpital’s rule, sinc(0) = 1. s(x) δ(x − x0 ) dx = s(x0 ); (A.22)
−∞
Note that the rectangular, the triangular, the normal-
ized Gaussian, and the sinc function are all even and [40] R. F. Hoskins. Generalised Functions. New York: McGraw-Hill
aperiodic. The step function is neither even nor odd Book Company, 1979. 221
so = L{si }, (A.25) In this text, only linear systems are dealt with.
A system is time invariant if its properties do not
where si and so are the input and output signals, respec- change with time. Hence, if so (t ) is the response to
tively.∗ The term L is an operator and denotes the the excitation si (t ), so (t − T ) will be the response to
action of the system. A system can be complex and it si (t − T ). Analogously, a system is shift invariant if
can consist of many diverse parts. In system theory, its properties do not change with spatial position: if
however, it is often considered as a black box, and the so (x) is the response to the excitation si (x), so (x −
detailed behavior of the different components is irrel- X ) will be the response to si (x − X ). We will denote
evant. As a simple example, consider an amplifier. It linear time-invariant systems as LTI systems and linear
consists of many electrical and electronic parts, but shift-invariant systems as LSI systems.
its essential action is to amplify any input signal by a The response to a Dirac impulse is called the
certain amount, say A. Hence, impulse response. From Eq. (A.22) it follows that
+∞
so (t ) = L{si (t )} = A si (t ). (A.26)
si (x) = si (ξ ) δ(x − ξ ) dξ . (A.30)
−∞
The process of finding a mathematical relationship
between the input and the output signal is called mod- Let h(x) be the impulse response of a LSI system. Based
eling. The simplest is an algebraic relationship, as in on the superposition principle (A.27), so (x) can then
the example of the amplifier. More difficult are con- be written as
tinuous dynamic relationships that involve (sets of) +∞
differential or integral equations, or both, and discrete
so (x) = L{si } = si (ξ )L{δ(x − ξ )} dξ
−∞
∗ We also use s to represent an odd signal. However, this should +∞
o
222 cause no confusion because the exact interpretation is clear from = si (ξ ) h(x − ξ ) dξ . (A.31)
the context. −∞
A similar equation holds for a LTI system: • multiplication, the product of the mirrored and
shifted function s1 (x − ξ ) with s2 (ξ ) is the colored
+∞ part in Figure A.2(c),
so (t ) = si (τ ) h(t − τ ) dτ . (A.32)
−∞ • integration, the area of the colored part is the
convolution value in point x.
The integral in Eqs. (A.31) and (A.32) is a so-called
convolution and is often represented by an asterisk: The convolution function is found by repeating the
previous steps for each value of x.
so = si ∗ h. (A.33) Convolution can also be defined for multidimen-
sional signals. For 2D (two-dimensional) signals,
we have
The function h is also known as the point spread func-
tion or PSF (see Figure 1.4). Because of its importance
s1 (x, y) ∗ s2 (x, y)
in this book, convolution will first be discussed in some
more detail.
+∞
= s1 (x − ξ , y − ζ ) s2 (ξ , ζ ) dξ dζ , (A.36)
Convolution −∞
= s2 (x − ξ , y − ζ ) s1 (ξ , ζ ) dξ dζ . (A.37)
or equivalently −∞
+∞
The graphical analysis shown above can be extended
s2 (x) ∗ s1 (x) = s1 (ξ ) s2 (x − ξ ) dξ . (A.35)
−∞ to 2D. The convolution values are then represented by
volumes rather than by areas.
The result of both expressions is identical, as is clear The convolution integrals (A.34)–(A.37) have
when substituting ξ by x − ξ . many properties. The most important in the context
A graphical interpretation of convolution is given of this book include the following.
in Figure A.2. The following steps can be discerned: • Commutativity
• mirroring , changing ξ to −ξ ,
• translation over a distance equal to x, s1 ∗ s2 = s2 ∗ s1 . (A.38)
–1 0 x 1 x –1 0 1 2 x
223
(c) (d)
where Si (k) is the Fourier transform of si (x). The s(r) = F −1 {F{s(r)}}. (A.47)
signal si (x) is the so-called inverse Fourier transform
(because of the + sign in the exponent instead of the From the definitions (A.45) and (A.46), it follows that
− sign in Eq. (A.42)) of Si (k). for an even function se (r),
Using Eq. (A.41) and the superposition principle,
the output signal so is then F{se (r)} = F −1 {se (r)}. (A.48)
+∞
If r is time with dimension seconds, k is the temporal
so (x) = Si (k) H (k) e2πikx dk. (A.44)
−∞ frequency with dimension hertz. Related to the tem-
poral frequency is the angular frequency ω = 2π k with
Summarizing, the output function so of a LSI system dimension radians per second. In this case, the base
can be calculated in two ways: either by convolving function of the forward FT describes a rotation in the
the input function si with the PSF, that is, so = si ∗ h clockwise direction with angular velocity ω. If r is spa-
224 (Eq. (A.33)), or in the k-space or frequency domain tial position with dimension mm, k is spatial frequency
by multiplying the Fourier transform of si with the with dimension mm−1 .
In this definition, the original signal and the result The forward FT of a rectangular pulse is a sinc function
of the transform are one dimensional. In medical whose maximum amplitude is equal to the area of the
imaging, however, the signals are often multidimen- pulse. The first zero crossing occurs at
sional and vectors must be used in the definitions.
1
Forward: k= . (A.53)
+∞ 2L
S(k) = F{s(r )} = s(r ) e−2πik·r dr . Thus, the broader the width of the rectangular pulse in
−∞
the original domain, the closer the first zero-crossing
Inverse: lies near the origin of the Fourier domain or the more
+∞
“peaked” the sinc function is (see Figure A.1(c) and(f)).
−1 = r
e+2πik·
s(r ) = F {S(k)} S(k) dk. (A.49) Example 2
−∞
The forward FT of the product of a step function
r and k are the conjugate variables, r being spatial (Eq. (A.14)) and an exponential (Eq. (A.12)) (we
position and k spatial frequency. Although only one assume a > 0) is
integral sign is shown, it is understood that there are +∞
as many as there are independent variables. The orig- F{u(x) e−ax } = u(x) e−ax e−2πikx dx
inal signal and its transform are known as a Fourier −∞
transform pair denoted as +∞
= e−(a+2πik)x dx
s(r) ←→ S(k). (A.50) 0
1
=
In general, the result of the forward FT of a signal a + 2π ik
is a complex function. The amplitude spectrum is the a 2π k
modulus of its FT, while the phase spectrum is the = 2 −i 2 .
a + 4π k2 2 a + 4π 2 k 2
phase of its FT. Both spectra show how amplitude and (A.54)
phase vary with spatial or temporal frequencies. Often,
the phase spectrum is considered irrelevant, and only The result is complex; according to Eqs. (A.8) and
the amplitude spectrum is considered. Note, however, (A.9), we have the following.
that a signal is completely characterized if and only if
both the amplitude and phase spectrum are specified. a
Real part: .
a 2 + 4π 2 k 2
Examples Imaginary part: −
2π k
.
a 2 + 4π 2 k 2
Example 1 (A.55)
1
The FT of a rectangular pulse (Eq. (A.15)), scaled with Modulus: √ .
amplitude A is a 2 + 4π 2 k 2
+∞ 2π k
x x Phase: −arctan .
F A = A e−2πikx dx a
2L −∞ 2L
+L This transform pair is a mathematical model of the
= A e−2πikx dx filter shown in Figure 4.21.
−L
A Example 3
=− (e−2πikL − e+2πikL ).
2π ik The forward FT of the Dirac impulse. Direct applica-
(A.51) tion of the sifting property (A.22) gives
The FT of a Dirac impulse at x0 is complex: in the Table A.1 Important Fourier transform pairs
in linear system theory
amplitude spectrum, all spatial frequencies are present
with amplitude 1. The phase varies linearly with k with Image space Fourier space
slope −2πx0 . 1 δ(k)
A difficulty arises when calculating the IFT: δ(x) 1
+∞ cos(2πk0 x) 1 (δ(k + k ) + δ(k − k ))
2 0 0
−2πikx0 +2πikx
s(x) = e e dk sin(2πk0 x) i (δ(k + k ) − δ(k − k ))
2 0 0
−∞ x )
+∞ ( 2L 2L sinc(2π Lk)
x ) L sinc 2 (π Lk)
= cos(2π k(x − x0 )) dk ( 2L
−∞ 2 2 2
Gn (x) e−2π k σ
+∞
+i sin(2πk(x − x0 )) dk. (A.57)
−∞
= S(
S(−k) if s(x) ∈ R,
¯ k) (A.66)
x kmax k
(a) (b)
∆x
x
K= 1 k
∆x
(c) (d)
ss(x) |ss(k)|
x kmax K K k
2
(e) (f)
1 K
K = . (A.83) S(k) = 0 ∀ |k| ≥ 229
x 2
x k
(a) (b)
∆x
x
K= 1 k
∆x
(c) (d)
ss(x) |ss(k)|
1
2∆x
x k
(e) (f)
it follows that example, note that a patient always has a limited spa-
tial extent, which implies that the FT of an image of the
x body is never band limited and, consequently, aliasing
K S(k) = Ss (k) , (A.85)
K is unavoidable. Several practical examples of aliasing
are given in this textbook.
and consequently s(x) can be recovered from Ss (k). Numerical methods calculate the Fourier trans-
If the signal s(x) is not band limited or if it is form for a limited number of discrete points in the
band limited but 1/x ≤ 2kmax , the shifted replicas of frequency band (−kN , +kN ). This means that not only
S(k) in Eq. (A.84) will overlap (see Figure A.5). In that the signal but also its Fourier transform is sampled.
case, the spectrum of s(x) cannot be recovered by mul- Sampling the Fourier data implies that it yields shifted
tiplication with a rectangular pulse. This phenomenon replicas in the signal s, which may overlap. To avoid
230 is known as aliasing and is unavoidable if the origi- such overlap or aliasing of the signal, the sampling
nal signal s(x) is not band limited. As an important distance k must also be chosen small enough. It can
easily be shown that this condition can be satisfied if In both cases, m, p = 0, 1, . . . , M − 1 and n, q =
the number of samples in the Fourier domain is at least 0, 1, . . . , N − 1. Here, M and N need not be equal
equal to the number of samples in the signal domain. because both directions can be sampled differently.
In practice they are chosen equal. However, for a particular direction, the number of
Based on the preceding considerations, the discrete samples in the spatial and the Fourier domain is
Fourier transform (DFT) for 2D signals can be written the same.
as (more details can be found in [38]): Direct computation of the DFT is a time-
consuming process. However, when the number of
−1 M −1 samples is a power of two, a computationally very fast
N −2πi
mp nq
M +N
S(mkx , nky ) = s(px, qy) e . algorithm can be employed: the fast Fourier transform
q=0 p=0 or FFT. The FFT algorithm has become very important
N −1 M
−1
mp nq
in signal and image processing, and hardware versions
2πi M +N
s(px, qy) = S(mkx , nky ) e . are frequently used in today’s medical equipment. The
n=0 m=0 properties and applications of the FFT are the subject
(A.86) of [38].
231