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003, Signals & Systems oered by MIT faculty member, Prof. Alan Willsky, Copyright c 2003. This material is subject to the MIT OpenCourseWare Creative Commons license, http://ocw.mit.edu/OcwWeb/web/terms/terms/index.htm#cc.
1) 2) 3) 4)
SIGNALS Signals are functions of independent variables that carry information. For example:
Electrical signals --- voltages and currents in a circuit Acoustic signals --- audio or speech signals (analog or digital) Video signals --- intensity variations in an image (e.g. a CAT scan) Biological signals --- sequence of bases in a gene
. . .
CT Signals
Most of the signals in the physical world are CT signalsE.g. voltage & current, pressure, temperature, velocity, etc.
DT Signals
Examples of DT signals in nature: DNA base sequence Population of the nth generation of certain species
5
Why DT? Can be processed by modern digital computers and digital signal processors (DSPs).
6
SYSTEMS
For the most part, our view of systems will be from an input-output perspective:
A system responds to applied input signals, and its response is described in terms of one or more output signals
x(t) CT System y(t)
x[n]
DT System
y[n]
Dynamics of an aircraft or space vehicle An algorithm for analyzing financial and economic factors to predict bond prices An algorithm for post-flight analysis of a space launch An edge detection algorithm for medical images
SYSTEM INTERCONNECTIOINS
An important concept is that of interconnecting systems To build more complex systems by interconnecting simpler subsystems To modify response of a system Signal flow (Block) diagram
Cascade
Parallel
Feedback
Convergence Issues
Synthesis Equation: Analysis Equation: None, since integrating over a finite interval Need conditions analogous to CTFT, e.g.
Finite energy
Absolutely summable
Examples
Parallel with the CT examples in Lecture #8
More Examples
Still More
4) DT Rectangular pulse (Drawn for N1 = 2)
5)
Note: The integration in the synthesis equation is over 2 period, only need X(ej) in one 2 period. Thus,
Linearity of DTFT
Example #1:
DT sine function
Example #2:
More Properties
But we can slow a DT signal down by inserting zeros: k an integer 1 x(k)[n] insert (k - 1) zeros between successive values
Differentiation in frequency
Example #1:
Example #2:
Example #3:
Example:
Example:
Then
DTFS
Duality in DTFS
Then
DTFT
CTFS-DTFT Duality
Parseval Relation:
Energy density in
DT:
Parseval Relation:
Effects of Phase
Not on signal energy distribution as a function of frequency Can have dramatic effect on signal shape/character Constructive/Destructive interference Is that important? Depends on the signal and the context
Demo:
Easy to add
b) In DT, need only plot for 0 (with linear scale) c) For historical reasons, log-magnitude is usually plotted in units of decibels (dB):
power magnitude
A Typical Bode plot for a second-order CT system 20 log|H(j)| and H(j) vs. log
40 dB/decade
Changes by -
Linear Phase
CT
Result: Linear phase simply a rigid shift in time, no distortion Nonlinear phase distortion as well as shift DT
Question:
All-Pass Systems
CT
DT
Demo:
How do we think about signal delay when the phase is nonlinear? Group Delay
Prototypical Systems
DT First-Order Systems
DT Second-Order System
decaying
oscillations
SAMPLING
We live in a continuous-time world: most of the signals we encounter are CT signals, e.g. x(t). How do we convert them into DT signals x[n]? Sampling, taking snap shots of x(t) every T seconds. T sampling period x[n] x(nT), n = ..., -1, 0, 1, 2, ... regularly spaced samples Applications and Examples Digital Processing of Signals Strobe Images in Newspapers Sampling Oscilloscope How do we perform sampling?
By sampling we throw out lots of information all values of x(t) between sampling points are lost. Key Question for Sampling: Under what conditions can we reconstruct the original CT signal x(t) from its samples?
Illustration of sampling in the frequency-domain for a band-limited (X(j)=0 for ||> M) signal
If there is no overlap between shifted spectra, a LPF can reproduce x(t) from xp(t)
Observations on Sampling
(1) In practice, we obviously dont sample with impulses or implement ideal lowpass filters. One practical example: The Zero-Order Hold
Observations (Continued)
(2) Sampling is fundamentally a time-varying operation, since we multiply x(t) with a time-varying function p(t). However,
is the identity system (which is TI) for bandlimited x(t) satisfying the sampling theorem (s > 2M). (3) What if s 2M? Something different: more later.
The lowpass filter interpolates the samples assuming x(t) contains no energy at frequencies c
After sampling
Interpolation Methods
Bandlimited Interpolation Zero-Order Hold First-Order Hold Linear interpolation
Higher frequencies of x(t) are folded back and take on the aliases of lower frequencies Note that at the sample times, xr(nT) = x(nT)
A Simple Example
Sampling Review
Strobe Demo
> 0, strobed image moves forward, but at a slower pace = 0, strobed image still < 0, strobed image moves backward. Applications of the strobe effect (aliasing can be useful sometimes): E.g., Sampling oscilloscope
Why do this? Inexpensive, versatile, and higher noise margin. How do we analyze this system? We will need to do it in the frequency domain in both CT and DT In order to avoid confusion about notations, specify CT frequency variable DT frequency variable ( = ) Step 1: Find the relation between xc(t) and xd[n], or Xc(j) and Xd(ej)
Note: Not full analog/digital (A/D) conversion not quantizing the x[n] values
Note: s 2 CT DT
X d (e )
X d (e j )
= T1
= T2
Overall system is time-varying if sampling theorem is not satisfied It is LTI if the sampling theorem is satisfied, i.e. for bandlimited inputs xc(t), with M < s 2 When the input xc(t) is band-limited (X(j) = 0 at || > ) and the sampling theorem is satisfied (s > 2M), then
Sampling
DT freq CT freq
CT freq DT freq
Assuming No Aliasing
Example:
Digital Differentiator
CT
DT
1) 2)
Some examples of systems System properties and examples a) Causality b) Linearity c) Time invariance
SYSTEM EXAMPLES
x(t) CT System y(t) x[n] DT System y[n]
Ex. #1
RLC circuit
Ex. #2
Mechanical system
Force Balance:
Observation: Very different physical systems may be modeled mathematically in very similar ways.
Ex. #3
Thermal system
Ex. #3 (Continued)
Observations Independent variable can be something other than time, such as space. Such systems may, more naturally, have boundary conditions, rather than initial conditions.
Ex. #4
Financial system
Fluctuations in the price of zero-coupon bonds t = 0 Time of purchase at price y0 t = T Time of maturity at value yT y(t) = Values of bond at time t x(t) = Influence of external factors on fluctuations in bond price
Observation: Even if the independent variable is time, there are interesting and important systems which have boundary conditions.
Observations 1) A very rich class of systems (but by no means all systems of interest to us) are described by differential and difference equations. 2) Such an equation, by itself, does not completely describe the input-output behavior of a system: we need auxiliary conditions (initial conditions, boundary conditions). 3) In some cases the system of interest has time as the natural independent variable and is causal. However, that is not always the case. 4) Very different physical systems may have very similar mathematical descriptions.
WHY ?
Important practical/physical implications
They provide us with insight and structure that we can exploit both to analyze and understand systems more deeply.
CAUSALITY
A system is causal if the output does not anticipate future values of the input, i.e., if the output at any time depends only on values of the input up to that time. All real-time physical systems are causal, because time only moves forward. Effect occurs after cause. (Imagine if you own a noncausal system whose output depends on tomorrows stock price.) Causality does not apply to spatially varying signals. (We can move both left and right, up and down.) Causality does not apply to systems processing recorded signals, e.g. taped sports games vs. live broadcast.
CAUSALITY (continued)
Mathematically (in CT): A system x(t) y(t) is causal if
x1(t) y1(t) x2(t) y2(t) x1(t) = x2(t) for all t to y1(t) = y2(t) for all t to
CAUSAL OR NONCAUSAL
TIME-INVARIANCE (TI) Informally, a system is time-invariant (TI) if its behavior does not depend on what time it is.
Mathematically (in DT): A system x[n] y[n] is TI if for any input x[n] and any time shift n0,
If then x[n] y[n] x[n - n0] y[n - n0] .
Similarly for a CT time-invariant system, If x(t) y(t) then x(t - to) y(t - to) .
TIME-INVARIANT OR TIME-VARYING ?
TI
NOW WE CAN DEDUCE SOMETHING! Fact: If the input to a TI System is periodic, then the output is periodic with the same period. Proof: Suppose and Then by TI x(t + T) y(t + T). x(t + T) = x(t) x(t) y(t)
LINEAR AND NONLINEAR SYSTEMS Many systems are nonlinear. For example: many circuit elements (e.g., diodes), dynamics of aircraft, econometric models, However, in 6.003 we focus exclusively on linear systems. Why? Linear models represent accurate representations of behavior of many systems (e.g., linear resistors, capacitors, other examples given previously,) Can often linearize models to examine small signal perturbations around operating points Linear systems are analytically tractable, providing basis for important tools and considerable insight
LINEARITY A (CT) system is linear if it has the superposition property: If then x1(t) y1(t) and x2(t) y2(t)
y[n] = x2[n]
y(t) = x(2t)
Can you find systems with other combinations ? - e.g. Linear, TI, Noncausal Linear, not TI, Causal
PROPERTIES OF LINEAR SYSTEMS Superposition If Then For linear systems, zero input zero output
"Proof"
0 = 0 x[n] 0 y[n] = 0
Properties of Linear Systems (Continued) A linear system is causal if and only if it satisfies the condition of initial rest:
Proof
a)
b)
Focus of most of this course - Practical importance (Eg. #1-3 earlier this lecture are all LTI systems.) - The powerful analysis tools associated with LTI systems
A basic fact: If we know the response of an LTI system to some inputs, we actually know the response to many inputs
Example:
DT LTI System
2.
C(s), G(s) Designed with one or more free parameters Question: How do the closed-loop poles move as we vary these parameters? Root locus of 1+ C(s)G(s)H(s)
A Simple Example
Closed-loop poles are the solutions of That is Difficult to solve explicitly for solutions given any specific value of K, unless G(s)H(s) is second-order or lower. Much easier to plot the root locus, the values of s that are solutions for some value of K, because: 1) It is easier to find the roots in the limiting cases for K = 0, . 2) There are rules on how to connect between these limiting points.
Rule #2:
Tracking
In addition to stability, we may want good tracking behavior, i.e. for at least some set of input signals.
E (s) =
1 X ( s) 1 + C ( s) H (s)
1 E ( j ) = X ( j ) 1 + C ( j ) H ( j )
Tracking (continued)
Disturbance Rejection
There may be other objectives in feedback controls due to unavoidable disturbances.
Clearly, sensitivities to the disturbances D1(s) and D2(s) are much reduced when the amplitude of the loop gain
C (s) =
1 s ( s + 1)
, H (s) =
s s+2
Y (s) =
However
W (s) =
Inverted Pendulum
Unstable!
PI feedback stabilizes Subtle problem: internal instability in x(t)! Additional PD feedback around motor / amplifier centers the pendulum
after K. Lundberg
after K. Lundberg
System subject to drift... Solution: add PD feedback around motor and compensator:
after K. Lundberg
The z-Transform
Motivation: Analogous to Laplace Transform in CT
depends only on r = |z|, just like the ROC in s-plane only depends on Re(s) Unit circle (r = 1) in the ROC DTFT X(ej) exists
Example #1
1 z = 1 az 1 za
This form to find pole and zero locations
Example #2:
Rational z-Transforms
x[n] = linear combination of exponentials for n > 0 and for n < 0
The z-Transform
-depends only on r = |z|, just like the ROC in s-plane only depends on Re(s) Last time: Unit circle (r = 1) in the ROC DTFT X(ej) exists Rational transforms correspond to signals that are linear combinations of DT exponentials
LHP in s-plane, Re(s) < 0 |z| = | esT| < 1, inside the |z| = 1 circle. Special case, Re(s) = - |z| = 0. RHP in s-plane, Re(s) > 0 |z| = | esT| > 1, outside the |z| = 1 circle. Special case, Re(s) = + |z| = . A vertical line in s-plane, Re(s) = constant | esT| = constant, a circle in z-plane.
(2) The ROC does not contain any poles (same as in LT).
Examples:
CT counterpart
Side by Side
(5) If x[n] is a left-sided sequence, and if |z| = ro is in the ROC, then all finite values of z for which 0 < |z| < ro are also in the ROC. (6) If x[n] is two-sided, and if |z| = ro is in the ROC, then the ROC consists of a ring in the z-plane including the circle |z| = ro. What types of signals do the following ROC correspond to?
right-sided
left-sided
two-sided
Example #1
Example #1 continued
Inverse z-Transforms
for fixed r:
Example #2
A = 1, B = 2
Note, particular to z-transforms: 1) When finding poles and zeros, express X(z) as a function of z. 2) When doing inverse z-transform using PFE, express X(z) as a function of z-1.
ROC III:
ROC II:
ROC I:
Example #3:
(b)
Properties of z-Transforms
(1) Time Shifting The rationality of X(z) unchanged, different from LT. ROC unchanged except for the possible addition or deletion of the origin or infinity no> 0 ROC z 0 (maybe) no< 0 ROC z (maybe) (2) z-Domain Differentiation Derivation: same ROC
Y(z) = H(z)X(z) , ROC at least the intersection of the ROCs of H(z) and X(z), can be bigger if there is pole/zero cancellation. e.g.
CAUSALITY
(1) h[n] right-sided ROC is the exterior of a circle possibly including z = :
A DT LTI system with system function H(z) is causal the ROC of H(z) is the exterior of a circle including z =
A DT LTI system with rational system function H(z) is causal (a) the ROC is the exterior of a circle outside the outermost pole; and (b) if we write H(z) as a ratio of polynomials
then
Stability
LTI System Stable ROC of H(z) includes the unit circle |z| = 1
A causal LTI system with rational system function is stable all poles are inside the unit circle, i.e. have magnitudes < 1
1. 2. 3. 4.
Geometric Evaluation of z-Transforms and DT Frequency Responses First- and Second-Order Systems System Function Algebra and Block Diagrams Unilateral z-Transforms
Example #2:
Example #3:
Second-Order System Two poles that are a complex conjugate pair (z1= rej =z2*)
Demo: DT pole-zero diagrams, frequency response, vector diagrams, and impulse- & step-responses
Rational ROC: Depends on Boundary Conditions, left-, right-, or two-sided. For Causal Systems ROC is outside the outermost pole
Example #1:
z-1 D Delay
Unilateral z-Transform
(2) UZT of x[n] = BZT of x[n]u[n] ROC always outside a circle and includes z = (3) For causal LTI systems,
Initial condition
ZIR Output purely due to the initial conditions, ZSR Output purely due to the input.
Question: a)
We can represent rich classes of signals as linear combinations of these building block signals.
b) The response of LTI Systems to these basic signals are both simple and insightful. Fact: For LTI Systems (CT or DT) there are two natural choices for these building blocks Focus for now:
DT CT
That is ...
Coefficients
Basic Signals
x[n]
DT System
y[n]
Suppose the system is linear, and define hk[n] as the response to [n - k]:
From superposition:
x[n]
DT System
y[n]
Now suppose the system is LTI, and define the unit sample response h[n]:
Interpretation
y[0] = prod of overlap for n=0 y[1] = prod of overlap for n=1
-1 11=1 01 + 1 2=2 (-1) 1 + 0 2 + 1 (-1) = -2 (-1) 2 + 0 (-1) + 1 (-1) = -3 (-1) (-1) + 0 (-1) = 1 (-1) (-1) = 1 4
Ex:
step input
input
Interpretation
1) Causality
2) Stability
1. 2. 3. 4.
Representation of CT Signals in terms of shifted unit impulses Convolution integral representation of CT LTI systems Properties and Examples The unit impulse as an idealized pulse that is short enough: The operational definition of (t)
Representation of CT Signals
LTI
Operation of CT Convolution
Example:
CT convolution
-1 -1 0
4) Step response:
DISTRIBUTIVITY
ASSOCIATIVITY
Consider response from initial rest to pulses of different shapes and durations, but with unit area. As the duration decreases, the responses become similar for different pulse shapes.
(t) idealization of a unit-area pulse that is so short that, for any physical systems of interest to us, the system responds only to the area of the pulse and is insensitive to its duration Operationally: The unit impulse is the signal which when applied to any LTI system results in an output equal to the impulse response of the system. That is,
n is number of differentiations
Integrators
Integrators (continued)
Notation
Define Then
E.g.
Example
1 1 2 2
Example (continued)
Image removed due to copyright considerations. Signals & Systems, 2nd ed. Upper Saddle River, N.J.: Prentice Hall, 1997, p. 179.
a. We can represent large and useful classes of signals using these building blocks
b. The response of LTI systems to these basic signals is particularly simple, useful, and insightful
Previous focus: Unit samples and impulses Focus now: Eigenfunctions of all LTI systems
eigenvalue
eigenfunction
Eigenfunction in same function out with a gain From the superposition property of LTI systems:
eigenvalue
eigenfunction
eigenvalue
eigenfunction
DT:
For Now:
- periodic with period T - {ak} are the Fourier (series) coefficients - k = 0 DC - k = 1 first harmonic - k = 2 second harmonic
Question #1:
0 no dc component
0 0
For real periodic signals, there are two other commonly used forms for CT Fourier series:
Because of the eigenfunction property of ejt, we will usually use the complex exponential form in 6.003. - A consequence of this is that we need to include terms for both positive and negative frequencies:
Under a different, but reasonable set of conditions (the Dirichlet conditions) Condition 1. x(t) is absolutely integrable over one period, i. e.
And
Condition 2. of Ex. In a finite time interval, x(t) has a finite number maxima and minima. An example that violates Condition 2.
And
Condition 3. Ex. In a finite time interval, x(t) has only a finite number of discontinuities. An example that violates Condition 3.
Dirichlet conditions are met for the signals we will encounter in the real world. Then - The Fourier series = x(t) at points where x(t) is continuous - The Fourier series = midpoint at points of discontinuity
- As N , xN(t) exhibits Gibbs phenomenon at points of discontinuity Demo: Fourier Series for CT square wave (Gibbs phenomenon).
All components have: (1) the same amplitude, & (2) the same phase.
Time shift
Introduces a linear phase shift to
Example:
Parsevals Relation
Energy is the same whether measured in the time-domain or the frequency-domain Multiplication Property
Periodic Convolution
x(t), y(t) periodic with period T
Multiplication in frequency!
So we could just use However, it is often useful to allow the choice of N consecutive values of k to be arbitrary.
k =<N >
{ak} Questions:
Answer to Question #1: Any DT periodic signal has a Fourier series representation
So, from
Note: 1)
It is convenient to think of ak as being defined for all integers k. So: ak+N = ak Special property of DT Fourier Coefficients.
2) We only use N consecutive values of ak in the synthesis equation. (Since x[n] is periodic, it is specified by N numbers, either in the time or frequency domain)
Example #1:
Example #2:
DT Square Wave
Using n = m - N1
Example #2:
Convergence Issues for DT Fourier Series: Not an issue, since all series are finite sums. Properties of DT Fourier Series: Example: Lots, just as with CT Fourier Series
CT:
CT "System Function"
DT:
DT "System Function"
CT notation
Adjustable Filter
Equalizer
Speaker
For audio signals, the amplitude is much more important than the phase.
Example #2:
Filter out signals outside of the frequency range of interest Lowpass Filters: Only show amplitude here.
low frequency
low frequency
Highpass Filters
Remember:
high frequency
high frequency
Bandpass Filters
Idealized Filters
CT
c cutoff frequency
DT
Note:
|H| = 1 and H = 0 for the ideal filters in the passbands, no need for the phase plot.
Highpass
CT
DT
Bandpass
CT
lower cut-off
upper cut-off
DT
Example #3:
DT Averager/Smoother
LPF
Example #4:
Example #5:
Demo:
Example #7:
A Filter Bank
Demo:
HP LP
LP HP BP
BP
Note: To really understand these examples, we need to understand frequency contents of aperiodic signals the Fourier Transform
Fourier integral
kept fixed
Derivation (continued)
Derivation (continued)
b) Dirichlet conditions
c) By allowing impulses in x(t) or in X(j), we can represent even more signals E.g. It allows us to consider FT for periodic signals
Example #1 (a)
(b)
Example #2:
Exponential function
Even symmetry
Odd symmetry
Example #3:
Note the inverse relation between the two widths Uncertainty principle
Example #4:
x(t) = e
at 2
Also a Gaussian!
Example #4:
Line spectrum
Example #5:
Sampling function
Same function in the frequency-domain! Note: (period in t) T (period in ) 2/T Inverse relationship again!
2) Time Shifting
FT magnitude unchanged
Properties (continued)
3) Conjugate Symmetry
a) b)
c)
(Analysis Equation)
Convolution Property
frequency response
The frequency response of a CT LTI system is simply the Fourier transform of its impulse response Example #1:
Example #2:
A differentiator
Differentiation property:
No.
H(j)
Example #5:
Example #6:
Example #7:
1) 2)
Rational, can use PFE to get h(t) If X(j) is rational e.g. then Y(j) is also rational
Parsevals Relation
FT is highly symmetric,
Multiplication Property
A consequence of Duality
Example (continued)
Define