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Gram Schmidt Orthogonalization

The Gram-Schmidt orthogonalization procedure is used to represent any set of energy signals as linear combinations of orthogonal basis functions. It works as follows: 1) The first basis function is defined using the first signal. 2) Subsequent signals are expressed as linear combinations of previous basis functions and residual functions orthogonal to previous basis functions are computed. 3) Each residual function is used to define the next basis function, resulting in an orthogonal set of basis functions. The process is demonstrated with an example of three signals represented using two basis functions in a two dimensional space.

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11 views

Gram Schmidt Orthogonalization

The Gram-Schmidt orthogonalization procedure is used to represent any set of energy signals as linear combinations of orthogonal basis functions. It works as follows: 1) The first basis function is defined using the first signal. 2) Subsequent signals are expressed as linear combinations of previous basis functions and residual functions orthogonal to previous basis functions are computed. 3) Each residual function is used to define the next basis function, resulting in an orthogonal set of basis functions. The process is demonstrated with an example of three signals represented using two basis functions in a two dimensional space.

Uploaded by

Saneh
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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Gram-Schmidt Orthogonalization

Geometric Representation of Signals

• Objective: To represent any set of M energy signals


{si(t)} as linear combinations of N orthogonal basis
functions, where N ≤ M
• Real value energy signals s1(t), s2(t),..sM(t), each of
duration T sec Orthogonal basis
function

N
0  t  T 
si (t )   sij j (t ),   (5.5)
j 1 i==1,2,....,M 
coefficient

Energy signal
• Coefficients:
T i=1,2,....,M 
sij   si (t ) j (t )dt ,   (5.6)
0
 j=1,2,....,M 
• Real-valued basis functions:
T
1 if i  j 
0 i (t ) j (t )dt  ij  0 if i  j  (5.7)

• The set of coefficients can be viewed as a N-


dimensional vector, denoted by si
• Bears a one-to-one relationship with the
transmitted signal si(t)
Illustrating the geometric
representation of signals for
the case when N  2 and M  3.
(two dimensional space, three
signals)
Gram-Schmidt Orthogonalization Procedure

Assume a set of M energy signals denoted by s1(t), s2(t), .. , sM(t).


1. Define the first basis function s1 (t )
starting with s1 as: (where E is the 1 (t )  (5.19)
energy of the signal) (based on E1
5.12)
2. Then express s1(t) using the basis
function and an energy related
coefficient s11 as: s1 (t )  E11 (t ) =s111 (t ) (5.20)

3. Later using s2 define the T


coefficient s21 as: s21   s2 (t )1 (t )dt (5.21)
0
4. If we introduce the g 2 (t )  s2 (t )  s211 (t ) (5.22)
intermediate function g2 as:
Orthogonal to φ1(t)

g2 (t )
5. We can define the second 2 (t )  (5.23)
basis function φ2(t) as: T
0
g22 (t )dt
6. Which after substitution of s2 (t )  s211 (t )
g2(t) using s1(t) and s2(t) it 2 (t )  (5.24)
becomes: E2  s 2
21

T
• Note that φ1(t) and φ2(t) are
orthogonal that means:  0
22 (t )dt  1 (Look at 5.23)

T
 0
1 (t )2 (t )dt  0
And so on for N dimensional space…,
• In general a basis function can be defined using the
following formula:

• where the coefficients can be defined using:


T
sij   si (t ) j (t )dt , j  1, 2,....., i  1 (5.26)
0
Special case:
• For the special case of i = 1 gi(t) reduces to si(t).

General case:

• Given a function gi(t) we can define a set of basis


functions, which form an orthogonal set, as:
gi (t )
i (t )  , i  1, 2,....., N (5.27)
T

0
gi2 (t )dt
Example
T T
E1   s12 (t )dt 
0 3
s1 (t ) 
 3 T, 0t T 3
1 (t )  
E1   0, otherwise

T T 3  3 T
s21   s2 (t )1 (t )dt   (1) dt 

 T  3
0 0

T 2T
E2   s22 (t )dt 
0 3

s2 (t )  s211 (t ) 
 3T T 3  t  2T 3
 2 (t )  
E22  s21
2

 0, otherwise

s31  0

2T 3 3 T
s32   (1) dt 
T 3 T 3

3 (t )  s31 (t )  s311 (t )  s32 2 (t )

 1 2T 3  t  T
g3 (t )  s3 (t )  s311 (t )  s322 (t )  
 0 otherwise


 3 T,
g 3 (t ) 2T 3  t  T
3 (t )  
T

 g3 (t )dt  0, otherwise
2
0
i  4, g 4 (t )  0

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