Signals Lect 2 - 20 - 2
Signals Lect 2 - 20 - 2
Lecture 2.1
Mars 2020
Lecture 2
System
CT system DT system
ì x1 ( t ) y1 ( t ) ü ì x1[ k ] y1[ k ] ü
ï ï ï ï
Input ïï x2 ( t ) CT y2 ( t ) ï
ï Output Input ï x2 [ k ] y2 [ k ]ï Output
ý DT
Signals íï ! ý
ï
î xm ( t )
ï
… System
… ! ï
ï
yn ( t ) ï
þ
Signals Signals í
ï !
ï … System
… ! ï Signals
ï
y n [ k ]þ
î xm [ k ]
Notation:
CT system x(t) → y(t)
DT system x[k] → y[k]
Mars 2020
Lecture 2
Important system features
• Causal systems:
The output depends only on the former and current input signals, ie
Question:
Is this system causal?:
y (t ) = x (t ) + ax (t + 1) + bx (t - 1)
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Lecture 2
d2x dx
m 2 + B + kx(t) = F
dt dt
after Fourier transform
X(ω ) 1
H (ω ) = =
F(ω ) (−ω 2 m + jω B + k)
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Lecture 2
• Linear systems
– Resistor
– Mass+spring
– y(t) = 3x(t)
• Nonlinear systems
– a diode
– y(t) = sin(x(t))
– y(t) = x^2(t)
– y(t) = 3x(t) + 5
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Lecture 2
Time invariance
x (t + D t ) Þ y (t + D t )
QUESTIONS:
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Stability
| x (t ) |£ B1 , ( B1 < ¥ ) generates
| y (t ) |£ B2 , ( B2 < ¥ )
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Lecture 2
ì1 / e 0< t <e /2
d e (t ) = í
î 0 elseware
• Stifting property
¥ ¥ ¥
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Lecture 2
1. We measure the system output for the signal x(t) = d(t) and call it
impulse response
d( t ) Þ h( t )
2. We use superposition to determine the output to any signal x(t) and
we get
¥
x( t ) Þ y( t ) = ò x( t )h( t - t )dt
-¥
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Lecture 2
Convolution
¥
y[ n] = x[ k ] * h[ k ] = å x[k ] × h[n - k ]
k = -¥
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Lecture 2
Convolution
y (t ) = x(t ) * h(t )
¥ ¥
x(t ) = ò x(t )d (t - t )dt
-¥
= ò x(t ) × h(t - t )dt
OBJECT -¥
h(t)
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Lecture 2
Ex 1: Convolution in CT
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Ex 1: Convolution in CT
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Lecture 2
Convolution experiment
Ch 2 conv_demo3
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Associativity
f1 (t ) *{ f 2 (t ) * f 3 (t )} = { f1 (t ) * f 2 (t )}* f 3 (t )
Commutativity
f1 (t ) * f 2 (t ) = f 2 (t ) * f1 (t )
Time shift
if y (t ) = x(t ) * h(t )
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Lecture 2
• Result:
The system is stable if its impulse response is absolutely
intergratable:
¥
ò | h(t ) | dt = G < ¥
-¥
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Lecture 2
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Step response
ds (t )
i.e., h(t ) = = s¢
dt
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Summary
For the LTI system output signal can be determined by the system
impulse response convolved with the input signal
¥
y (t ) = h(t ) * x (t ) = ò h(t )x (t - t ) dt Time-continuous model
-¥
¥
y (n) = h(n) * x (n) = å h ( k )x ( n - k )
k = -¥
Time-discrete model
Mars 2020
Lecture 2
Lecture 2.2
• Fourier series
• Fourier transform
• Frequency response
• Differential equations
Mars 2020
Lecture 2
• Assume x (t ) = å a k e s k t Þ ak , sk Î C
k
¥
then y (t ) = å H ( s k ) a k e s k t where H ( sk ) = ò h(t ) e - skt dt
k -¥
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Lecture 2
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Lecture 2
Fourier series
• Fourier series - the sum of harmonic signals
¥
x(t ) = å ak e ( jkw0t ) a k ÎC
-¥
A0 ¥
x(t ) = + å Ak cos( kw0t ) + Bk sin( kw0t ) Ak , Bk Î R
2 k =1
T /2 T /2
2 2
T -Tò/ 2 T -Tò/ 2
Ak = x(t ) cos(kw0t )dt k = 0,1,2,! Bk = x(t ) sin(kw0t )dt k = 1,2,3,!
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Lecture 2
Example
Find the decomposition in Fourier series of the periodical signal h(t) such as on the
interval [0,T] : T
∞ ⎛ 2π ⎞ 1 2 ⎛ 2π ⎞
()
h t = ∑ cn exp ⎜ jn
⎝ T
t⎟
⎠
cn =
T
()
∫ h t exp ⎜⎝ - jn T t ⎟⎠ dt
n=−∞ T
-
2
Gibbs phenomenon =
Side effect at the discontinuities
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Lecture 2
Example (cnt)
Gibbs phenomenon :
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Lecture 2
Fourier series
• Fourier series show that the real periodic signals can be expressed
as a sum of scaled real sine functions
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Lecture 2
Ch 4 efs_demo1
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Fourier transform
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Lecture 2
5exp(-0.2t)sin(2p t)
20
10
5exp[(j4p-0.5)t]u(t)
0.5 0.5
0 0
c) x(t ) = e( j 4p -0.5)t u(t )
-0.5 -0.5
-1 -1
-5 0 5 10 15 -5 0 5 10 15
time (t) time (t)
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Lecture 2
• CTFT’s definition
1
¥ CTFT synthesis equation
ò
j wt
x( t ) = X ( w )e dw
2 p -¥
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Lecture 2
CTFT Examples
Complex sine
jω t
x(t) = e 0
X(ω ) = 2πδ (ω − ω 0 )
X (w) = 2pd(w - w0 )
2p
|X(w)|
< X(w) = 0
w
0 w0
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Lecture 2
CTFT Examples
Mars 2020
Lecture 2
X(ω ) = 2πδ (ω − ω 0 ) X( f ) = δ ( f − f0 )
FT FT j
sin(w0t ) Û jp [d (w + w0 ) - d (w - w0 )] sin( 2pf 0t ) Û [d ( f + f 0 ) - d ( f - f 0 )]
2
FT FT 1
cos(w0t ) Û p [d (w + w0 ) + d (w - w0 )] cos(2pf 0t ) Û [d ( f + f 0 ) + d ( f - f 0 )]
2
CTFT Examples
t w
- 2t 0 t
2 - 2tp 0 2p
t
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Lecture 2
CTFT Examples
¥
å d(w - 2Tkp )
|X(w)|
¥ X (w) = 2Tp
x(t ) = å d(t - kT ) 2p
k =-¥
k =-¥
T
< X(w) = 0
t w
-T 0 T - 4p
T
- 2p
T
0 2p
T
4p
T
2 2
s 2p X (w) = s 2p e -s w /2
1 -t 2 / 2 s 2
x(t ) = e
|X(w)|
< X(w) = 0
t w
0 0
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Lecture 2
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Lecture 2
Duality property
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Lecture 2
Duality property
2p
X(w) =2pd(w) 1 ()
f (t ) = rect tt
t F (w) = tsinc wt
2p
( )
1 x(t) = 1
|X(w)|
< X(w) = 0
w t w
t t
0 - 2t 0 - 2tp 0 2p
0 2 t
< X(w) = 0
w t w
t 0
0 -W W
0 0 - Wp p
W
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Lecture 2
Ch 4 ft_demo2
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Lecture 2
CTFT Properties
• Time shifting
g ( t ) = x( t -t 0 ) Û e - jwt0 X (w)
• Frequency shifting
h( t ) = e jw0t x( t ) Û X (w - w0 )
• Time differentiation
dx
Û jwX (w)
dt
• Time integration
X (w)
t
dx
ò dt Û + pX (0 )d(w)
-¥
jw
Mars 2020
Lecture 2
• The output of an LTI system given by the input convolved with the
system impulse response
Y(jw) = H(jw)X(jw)
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Lecture 2
Complex number
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Lecture 2
or in log-form
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Lecture 2
Bode plot
Despite his name, Hendrik Wade Bode was a genuine mid-western American, having been born in 1905 in
Madison, Wisconsin, gone to school in Urbana, Illinois and graduated from the Ohio State University in
1926. He then entered the Bell Telephone Laboratories as a mathematician. Bode eventually became Vice
President of the Bell Laboratories, and when he retired in 1967 he was immediately awarded a chair in
Systems Engineering at Harvard University.
Mars 2020
Lecture 2
dh
A + ch(t ) = kx (t )
dt
k /c k
H ( jw ) = =
1 + jw ( A / c) 1 + jwT
A
T=
C
Mars 2020
Lecture 2
Mechanical system
Fourier transform
d
x(t) ⇔ jω ⋅ X( jω )
dt
(-w 2 m + jwc + k ) X (w ) = F (w )
Compliance
X (w ) 1
H (w ) = =
F (w ) (-w 2 m + jwc + k )
48
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Lecture 2
Magnitude [dB]
1
H ( jw ) = -10
w2 w 1 -20
- 2+j +1 -30
wn wn Q -40
-50
-60
-1.5 -1 -0.5 0 0.5 1 1.5
w /w n
A lightly damped SDOF system
0
-0.2
1
H ( jw ) = -0.4
Phase/p
w 2
w
- + 2 j V +1 -0.6
wn2
wn -0.8
-1
-1.5 -1 -0.5 0 0.5 1 1.5
w /w n
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Lecture 2
28/03
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Frequency Response Function (FRF)
• x(t) – displacement
• F(t) – force
X ( jw )
H ( jw ) =
F ( jw )
51
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Measuring FRF
X ( jw )
H ( jw ) =
F ( jw )
X ( jw ) = H ( jw ) F ( jw )
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• Derivative
d
x(t) ⇔ jω ⋅ X( jω )
dt
• Transfer function of such a system is
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Example
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Lecture 2.3.
55
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Sampling theorem
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Lecture 2
Sampling theorem
• If the original signal does not meet the criterion, it has to be first filtered
using a low pass filtered (anti-aliasing filter)
Harry Nyquist was born in Nilsby, Sweden in 1889. In 1907 he entered the United States to commence undergraduate
study at the University of North Dakota. After graduating he moved on to Yale where he was awarded a Ph.D. in Physics
in 1917. He then entered the Bell telephone Laboratories where he remained until he retired in 1954. Between 1920 and
1940 he published a series of papers on research in telecommunications which are arguably the most outstanding set of
scientific contributions since Newton (apart from Einstein!).
Mars 2020
Lecture 2
Signal sampling
• Digital signal processing starts with A/D conversion of time continuous signal
• Nyquist principle:
– the signal must be sampled at a rate which is at least double the highest significant
frequency component of the signal
fs > 2B
Frequency
B fs
Signal bandwidth Nyquist sampling rate
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Analog signal
Sampling fs
Periodic spectrum
Sampled signal
Truncation
Sampled and
truncated signal
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60
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Ch 6 smp_demo1
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Ch 6 smp_demo2
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sin( 2pf 0t ) = e
2
[ -e ]
j j 2pf 0t - j 2pf 0t FT j
Û X ( f ) = [d ( f + f 0 ) - d ( f - f 0 )]
2
cos(2pf 0t ) = e
2
[ +e ]
1 j 2pf 0t - j 2pf 0t FT 1
Û X ( f ) = [d ( f + f 0 ) + d ( f - f 0 )]
2
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Lecture 2
fs > 2f2
DFT
Aliasing fs < 2f2
fN
f1 fs-f2 f2 fs-f1 fs
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Lecture 2
Ex: Aliasing
Assume that the signal below is first sampled with sampling rate 1000Hz and then with a twice
lower sampling rate 500Hz. Calculate the sampled signal’s spectra in both cases.
FT 1
cos(2pf 0t ) Û [d ( f + f 0 ) + d ( f - f 0 )]
2
x(t) = cos(2π 100t) + cos(2π 300t)
fs=1000 Hz fs=500 Hz
Fs = 1000Hz Fs = 500Hz
0.7 0.7
0.6 0.6
0.5 0.5
DFT Amplitude
DFT Amplitude
0.4 0.4
0.3 0.3
0.2 0.2
0.1 0.1
0 0
0 100 200 300 400 500 600 700 800 900 1000 0 50 100 150 200 250 300 350 400 450 500
Frequency in Hz Frequency in Hz
f1=100Hz;
fs- f2=200Hz ;
Mars 2020
Lecture 2
Assume that the signal below is first sampled with sampling rate 1000Hz and then
with a twice lower sampling rate 500Hz. Calculate the sampled signal’s spectra in
both cases.
x(t) = cos(2π 100t) + cos(2π 400t)
fs=1000 Hz fs=500 Hz
Fs = 1000Hz Fs = 500Hz
0.7 1
0.9
0.6
0.8
0.5 0.7
DFT Amplitude
DFT Amplitude
0.6
0.4
0.5
0.3
0.4
0.2 0.3
0.2
0.1
0.1
0 0
0 100 200 300 400 500 600 700 800 900 1000 0 50 100 150 200 250 300 350 400 450 500
Frequency in Hz Frequency in Hz
f1=100Hz;
fs- f2=100Hz ;
Mars 2020
Lecture 2
Assume that the signal below is first sampled with sampling rate 1000Hz and then with a twice
lower sampling rate 500Hz. Calculate the sampled signal’s spectra in both cases.
FT j
sin( 2pf 0t ) Û [d ( f + f 0 ) - d ( f - f 0 )]
2
x(t) = sin(2π 100t) + sin(2π 300t)
f1=100Hz; f2=400Hz ; f1=100Hz; f2=400Hz ;
fs = 1000Hz > 2f2 fs = 500Hz < 2f2
fs=1000FsHz
= 1000Hz Fs = 500Hz
fs=500 Hz
0.5 0.5
0.45 0.45
0.4 0.4
0.35 0.35
DFT Amplitude
DFT Amplitude
0.3 0.3
0.25 0.25
0.2 0.2
0.15 0.15
0.1 0.1
0.05 0.05
0 0
0 200 400 600 800 1000 50 100 150 200 250 300 350 400 450 500
Frequency in Hz Frequency in Hz
f1=100Hz;
fs- f2=200Hz ;
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Lecture 2
fs=1000 Hz -13
fs=500 Hz
Fs = 1000Hz x 10 Fs = 500Hz
0.7
1.5
0.6
0.5
1
DFT Amplitude
DFT Amplitude
0.4
0.3
0.5
0.2
0.1
0 0
0 200 400 600 800 1000 50 100 150 200 250 300 350 400 450 500
Frequency in Hz Frequency in Hz
f1=100Hz;
What happened, why the values are so small?
fs- f2=100Hz ;
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Summary
Y (w ) = H (w ) X (w ) Time-continuous model
Y (k ) = H (k ) X (k ) Time-discrete model
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Ideal reconstruction
73
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Ideal reconstruction
74
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Ideal reconstruction
75
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Matlab Homework
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Matlab Homework
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Matlab Homework
C:
Note that:
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