Signals and
Systems
- Signal representation
- Complex signal representation
- Signal space representation: vector
space, functional space, orthogonal expansions of signals
- Phasor
- Use sinusoidal signals to analyze system
performance (e.g., frequency response).
- Why are sinusoidal signals
important? Because any signal can be decomposed into a mixture of
sinusoids as long as the Fourier transform of the signal
exists.
- Why do we use sinusoidal signals to
analyze system performance? Because 1) sinusoidal input to a
linear system generate sinusoidal response of the same frequency; 2) any
signal can be decomposed into a mixture of sinusoids; 3) we are mainly
interested in linear systems. Actually, we first use an
impulse (composed of sinusoids of all frequencies) to test the
system and then take the Fourier transform to obtain the frequency
response.
- Represent sinusoidal signals as complex
functions of time, i.e., a complex exponential exp(jwt).
- Is a complex signal a physical signal or
just a mathematical manipulation? What does exp(jwt) mean?
- (Mathematical explanation) Complex exponentials are convenient
representations of sinusoidal signals. They are just a form
of representation of signals.
- (Intuitive explanation) A physical
interpretation of a complex exponential exp(jwt)= cos(wt) + j*sin(wt),
is that the complex exponential is a mixture of two orthogonal signals,
i.e., the inphase component cos(wt) and the quadrature component sin(wt).
Here, the `j' represents the orthogonal relationship between cos(wt) and
sin(wt). In communication systems, we can use coherent
demodulation to separate the inphase and quadrature components.
- How do you analyze a signal? Analyze a
signal in terms of spectrum.
- What does a negative frequency mean?
Comparing exp(-jwt)= cos(wt) - j*sin(wt) with exp(jwt)= cos(wt) + j*sin(wt),
we see the complex exponential with a negative frequency characterizes
the inphase and quadrature components of the signal at the frequency w but with different phase relationship between inphase
and quadrature. In the case that we have exponentials with
symmetric negative and positive frequencies, we obtain real signal,
e.g., exp(jwt)+exp(-jwt) = 2*cos(wt).
- So negative frequency only has
mathematical meaning but does not have physical interpretation.
- Why no signal can be both time-limited and
bandwidth-limited?
- (Mathematical proof) Use windowing technique. Any
time-limited signal x(t) is the product of itself x(t) and a rectangular
window g(t). The Fourier transform of a rectangular window is a
sinc function of frequency, denoted by sinc(w). So the
Fourier transform X(jw) of x(t) is the convolution of X(jw) and sinc(w).
Since sinc(w) has infinite duration in freqency domain, X(jw) convolved
with sinc(w) also has infinite horizon in freqency domain.
Therefore, a time-limited signal x(t) has infinite spectrum.
It cannot be bandwidth-limited. The converse can be proved
similarly.
- (Intuitive explanation) A time-limited
signal is aperiodic because its duration is finite. So its
sinusoidal expansion (i.e., Fourier transform), which consists of
infinite-duration periodic sinusoids, should have infinite (why not
finite?) number of sinusoids to cancel out each other outside the
duration of the time-limited signal. So a time-limited
signal has infinite spectrum. Similarly, a bandwidth-limited
signal has infinite duration.
- How do you analyze a system?
- A system is characterized by its
input-output relationship. So we have to first apply a signal to
the input of the system; then observe the output signal.
- Transient analysis vs. steady state
analysis
- Time response vs. frequency
response. Time response could be impulse response,
step-input response, ramp-input response, parabola-input response, etc.
- Continuous time system vs. discrete time
system. For continuous time system, use Fourier transform/Laplace
transform. For discrete time system, use z-transform.
- Deterministic signal vs. Statistical signal
- Spectrogram vs. Periodogram
- Power Spectrum, Bispectrum, trispectrum,
polyspectrum
- Linear system vs. nonlinear system
- Linear system:
- Measure once, predict forever
- That is, we can measure the output of the
linear system, given the input of impulse \delta(t); we obtain the impulse
response h(t). Then, for an arbitrary input x(t), we do not need
to run the system and measure the output. We can predict the output
precisely, which is y(t)= x(t) * h(t), where * is convolution.
- Nonlinear system:
- Always measure, no prediction
- That is, for each different input, we need to
run the nonlinear system and measure its output; generally, there does not
exist a formula for predicting the output, given an input and impulse response
or something equivalent.
- Sampling in time domain leads to periodicity
in frequency domain, while sampling in frequency domain results in
periodicity in time domain.
-
Zero order hold (ZOH)
and n-th order hold
- ZOH: first sample the continuous-time signal
and then hold the sampled signal for a duration equal to the sampling
interval. It is used to hold the sampled signal in order to
process/transmit/reconstruct the discrete-time signal. The impulse
response of ZOH excluding the sampling part is a rectangle.
-
First
order hold (FOH): The impulse response of FOH excluding the sampling part
is a triangle, i.e., FOH = two cascaded ZOH's.
- n-th order hold = n cascaded ZOH's.
When n approaches infinity, the impulse response approaches a Gaussian
probability density function.
- Inverse relationship between time and
frequency (Heisenberg uncertainty principle)
- The smaller the granularity in time, the
larger the granularity in frequency.
- The larger the granularity in time, the
smaller the granularity in frequency.
- ISI is signal overlap in time while aliasing
is signal overlap in frequency.
- Intersymbol interference (ISI) is caused
by non-ideality of the channel. An ideal channel has constant
amplitude frequency response and linear phase frequency response.
The phenomenon of ISI is that signals that are originally in different
time slot, overlap at the receiver.
- Aliasing is caused by under-sampling a
band-limited signal below its Nyquist rate (when converting
continuous-time signal to discrete-time signal or down-sampling a
discrete-time signal). This leads to the overlap of shifted
signal spectrums. Note that sampling a band-limited signal
results in periodically shifted signal spectrums.
- Singularity functions
- Also called generalized functions,
distribution, and ideal function.
- Dirac delta function,
(continuous time) unit impulse function.
- Cross-reference: Kronecker delta
function is the discrete version of the delta function. It
is also called (discrete time)
unit impulse/sample (function).
- The system transfer function H(s) or H(z) of
an LTI system (continuous/discrete time) must be rational, i.e., H(s)=N(s)/D(s),
where N(s) and D(s) are polynomials in s.
- Comparisons of various transformations
- Continuous-Time Fourier Series (CTFS) vs.
Continuous-Time Fourier Transform (CTFT)
- Discrete-Time Fourier Series (DTFS) vs.
Discrete-Time Fourier Transform (DTFT)
- Discrete Fourier Series (DFS) vs.
Discrete Fourier Transform (DFT)
- DTFS and DFS are the same.
- The formulae for DFT and DFS are the
same, except that the time sequence x(n) in DFS is periodic and x(n) in
DFT is aperiodic.
- Short-Time Fourier Transform (STFT) vs.
Wavelet
- CTFS, DTFS, DFS
- CTFT, DTFT, DFT
- FT, Laplace Transform, z-Transform
- z-Transform vs. DTFT
- Discrete Cosine Transform (DCT), Discrete
Sine Transform (DST), Karhunen Loeve Transform
- When to use a specific transform?
- Fourier transform vs. Laplace transform
- Fourier series vs. Fourier transform
- Why is Fourier transform so useful in
analysis and design of systems?
- Because, for any function in L^1[-\infty,+\infty]
(or any finite energy signal), its Fourier transform (in the sense of Lebesgue
integral) must exist.
- Proof: \int |f(t)*exp(-jwt)| dt
<= \int |f(t)|*|exp(-jwt)| dt <= \int |f(t)| dt < \infty.
Then the Fourier transform \int f(t)*exp(-jwt) dt must exist since \int
|f(t)*exp(-jwt)| dt <\infty.
- Finite-power periodic signals, such
as sin(wt), which is not in L^1[-\infty,+\infty], also have Fourier
transform representations, in addition to Fourier series
representation.
- Fourier transform is an operator, which
maps a function f in L^1(R^n) to another function \hat{f} in C^0(R^n).
- Sufficient condition for existence of
Fourier transform of a function f:
- f \in L^1[-\infty,+\infty]
- Necessary condition for existence of
Fourier transform of a function: L^2(R) Hilbert space with inner product
defined?
- A Hilbert space always admits an orthonormal basis, so that every function f in a Hilbert space admits a Fourier series representation. What about Fourier transform?
- Fourier series:
- Every function in a separable
Hilbert space has a unique generalized Fourier-series
representation w.r.t. the corresponding orthonormal set.
- Examples of a separable
Hilbert space: L^2[a,b] with an inner product defined.
- Parseval's relation: energy/power
conservation law
- For a finite-energy signal, total energy
spread over time = total energy spread over frequency
- So we can obtain total energy of a
signal by either integrating/summing up the energy at each time
instant or integrating/summing up the energy density at each
frequency.
- average power in time domain = average
power spread over frequency
- sum/integral of energy in time domain =
sum/integral of energy in frequency domain
- average power in time domain =
energy/average power in frequency domain
- Partial
fraction decomposition/expansion/representation of rational system
transfer function H(s)
- It makes inverse Laplace transform
easy. E.g., given a system characterized by a differential
equation, first use Laplace transform to convert the differential
equation to an algebraic equation; then solve the equation for H(s); if
impulse response (in time domain) is of concern, compute the inverse
Laplace transform L^{-1} of H(s). A simple method of computing
L^{-1}(H(s)) is by decomposing H(s) into simple functions, the inverse
Laplace transform of which can be easily obtained.
- It reduces a high-order system into
cascade/parallel of first order and/or second-order systems.
- Partial fractions correspond to first
order or second-order systems.
Sensors
Distance
- Linear Potentiometer
- Proximity Detector
- Variable Inductor
- Polaroid Sonar & PASCO Sonar
- PSD
- LVDT
Angular Position
- Optical Encoder
- Conductive Plastic Potentiometer
- Potentiometer
- Optical Interrupter
- Tilt
- Gyro
Force
- Load Cell
- PASCO Force Sensor
- Pressure Sensor
- Strain Gauge
Light
- Photo Resistors
- Solar Cells
- Pressure Sensor
Proximity
Speed
Temperature
- Thermometer
- Thermal Couple
- RTD