E. Ambikairajah Australia: Part A: Signal Processing
E. Ambikairajah Australia: Part A: Signal Processing
U ofe
N
SW ss
or
,A E
us . A
tra m
b
lia ik
a ira
ja
h
Part A: Signal Processing
h
ja
ira
Chapter 1: Signal and Systems
a
lia ik
1.1 Signals
b
1.2 Sampling
tra m
1.3 Systems
us . A
1.4 Periodic Signals
1.5 Discrete-Time Sinusoidal Signals
,A E
1.6 Real Exponential Signals
or
1.7 Complex Exponential Signals
1.8 The Unit Impulse
SW ss
Signals
1.10 Problem Sheet A1 & MATLAB Exercises
Pr
N
Chapter 1: Signals and Systems
h
ja
1.0 Introduction
a ira
The terms signals and systems are given
lia ik
various interpretations. For example, a
b
tra m
system is an electric network consisting of
us . A
resistors, capacitors, inductors and energy
sources.
,A E
or
ja
ira
i(t) R
a
+ C +
lia ik
- i(t) vC(t)
b
-
tra m
us . A
,A E Figure: 1.0: An electric circuit
ja
ira
schematically by means of a box as shown in
a
Figure 1.1.
lia ik
b
tra m
us . A
,A EInput System Output
or
ja
ira
There are two types of signals:
a
lia ik
(a) Continuous – time signals
b
tra m
(b) Discrete – time signals
us . A
In the case of a continuous-time signal, x(t), the
,A E
independent variable t is continuous and thus x(t) is
or
defined for all t (see Fig 1.2).
SW ss
U ofe
ira
are defined only at discrete times and
a
consequently the independent variable
lia ik
takes on only a discrete set of values
b
tra m
(see Figure 1.2). A discrete- time signal
us . A
is thus a sequence of numbers.
,A E
or
n – discrete time - independent variable
SW ss
h
ja
1. A person’s body temperature is a
ira
continuous-time signal.
a
lia ik
b
2. The prices of stocks printed in the daily
tra m
newspapers are discrete-time signals.
us . A
,A E
3. Voltages & currents are usually represented
or
by continuous-time signals. They are
SW ss
Figure 1.2: Above: An example of continuous-time signals. Below: An example of discrete-time signals.
N
1.2 Sampling
h
ja
A discrete-time signal is often formed by
ira
sampling a continuous -time signal x(t). If the
a
lia ik
samples are equidistant then
b
tra m
x[n] = x(t ) t = nT = x(nT )
us . A
(1.1)
,A E
or
ira
x(nT ) = x[n]
a
1
fs =
lia ik
T
b
tra m
The constant T is the sampling interval or period and
us . A
,A E 1
the sampling frequency f s = Hz.
T
or
SW ss
U ofe
Pr
N
h
ja
a ira
lia ik
b
tra m
us . A
,A E
or
SW ss
ira
a
lia ik
not correct to think of x[n] as being
b
tra m
zero for n not an integer, say n=1.5.
us . A
x[n] is simply undefined for non-integer
,A E
or
values of n.
SW ss
U ofe
Pr
N
h
Sampling Theorem:
ja
a ira
If the highest frequency contained in an
lia ik
analogue signal x(t) is fmax and the signal is
b
tra m
sampled at a rate fs ≥ 2 fmax then x(t) can
us . A
be exactly recovered from its sample values
,A E
using an interpolation function.
or
SW ss
U ofe
Pr
N
h
Example:
ja
ira
Audio CDs use a sampling rate, fs, of 44.1
a
lia ik
kHz for storage of the digital audio signal.
b
This sampling frequency is slightly more than
tra m
us . A
2×fmax [fmax = 20kHz], which is generally
accepted upper limit of human hearing and
,A E
perception of music sounds.
or
SW ss
U ofe
Pr
N
Example:
h
ja
ira
⎧1 t ≥ 0
a
lia ik
u (t ) = ⎨ (1.2)
b
⎩0 t < 0
tra m
us . A
A continuous-time unit step function u(t)
,A E
or
is defined by [Fig 1.5].
SW ss
U ofe
Pr
N
h
Note that the unit step is discontinuous
ja
ira
at t = 0. Its samples u[n] = u(t)|t=nT
a
form the discrete-time signal and
lia ik
b
defined by
tra m
us . A ⎧1 n ≥ 0
,A E
u[n] = ⎨ (1.3)
or
⎩0 n < 0
SW ss
U ofe
Pr
N
h
ja
a ira
lia ik
b
tra m
us . A
,A E
or
SW ss
U ofe
Pr
h
ja
Sketch the wave form: y[n] = u[n] − u[n − 1]
ira
a
lia ik
b
tra m
us . A
,A E
or
SW ss
U ofe
Pr
N
h
Exercise:
ja
Sketch the waveform for y (t ) = u (t + 1) − 2u (t ) + u (t − 1)
ira
a
lia ik
b
tra m
us . A
,A E
or
SW ss
U ofe
Pr
N
h
1.3 Systems
ja
ira
A continuous-time system is one whose input x(t)
a
and output y(t) are continuous time functions related
lia ik
by a rule as shown in Fig 1.6(a).
b
tra m
y(t)
x(t)
us . A
Continuous y(t)
,A E x(t)
Time
t System t
or
SW ss
ja
ira
shown in Fig 1.6(b).
a
lia ik
b
tra m
x[n] y[n]
us . A
x[n] y[n]
,A E Discrete
Time System
n n
or
SW ss
ira
distinction between continuous-time
a
lia ik
and discrete-time systems is the fact
b
tra m
that the former are characterized by
us . A
differential equations whereas the
,A E
latter are characterized by
or
difference equations.
SW ss
U ofe
Pr
N
Example:
h
ja
ira
The RC circuit shown in Figure 1.7 is a
a
continuous-time system
lia ik
b
output
tra m
i(t)
us . A
R +
,A E e(t) + C vC(t)
- i(t)
input -
or
SW ss
of continuous-time systems.
Pr
N
h
output
ja
i(t)
ira
R +
e(t) + C vC(t)
a
- i(t)
lia ik
input -
b
tra m
us . A
If we regard e(t) as the input signal
,A E
and vc(t) as the output signal, we
or
obtain using simple circuit analysis
SW ss
dvC (t ) 1 1
U ofe
+ vC (t ) = e(t ) (1.4)
dt RC RC
Pr
N
h
ja
dvC (t ) 1 1
+ vC (t ) = e(t )
ira
(1.4)
dt RC RC
a
lia ik
b
From equation (1.4), a discrete -time system can
tra m
be developed as follows: If the sampling period T
us . A
is sufficiently small,
,A E
or
vC (nT ) − vC (nT − T )
SW ss
dvC (t )
= (1.5)
U ofe
dt t = nT T
Pr
N
h
ja
vC(t) vC(nT)
ira
P
vC(nT)-vC(nT-T)
a
lia ik
T
b
tra m
us . A
nT-T nT t
,A E
Backward Euler approximation
or
[Assuming T is sufficiently small]
SW ss
U ofe
h
ja
and replacing t by nT, we obtain:
ira
vC (nT ) − vC (nT − T ) 1
a
vC (nT ) = e(nT )
1
+
lia ik
T RC RC
b
tra m
The difference equation is:
us . A
vC [n] − vC [n − 1] 1 1
,A E
+ vC [n] = e[n]
T RC RC
or
SW ss
RC T difference
vC[n] = vC[n −1] + e[n] (1.6)
U ofe
equation
RC+T RC+T
Pr
N
a ira
Continuous-Time System
lia ik
b
tra m
Analogue input Differential Analogue output
Equations
us . A
,A E
or
SW ss
Equations
Pr
Discrete-Time System
N
Example:
h
ja
ira
Analogue Signal Discrete-time signal
a
lia ik
1. x(t) = eat x[n] = eanT
b
t=nT
tra m
1 sampling
time fs = Hz frequency
us . A
Sample number Sampling T
,A E [0,1,2,3,…] Period (T)
or
t=nT
U ofe
sample number
Pr
N
x(t) = Acos(ωat) x[n] = A cos(ωanT)
h
3.
t=nT
ja
Analogue frequency
ira
in radians ωa = 2πfa
1
= A cos(2πf a ⋅ n ⋅ )
a
fs
lia ik
b
fa
= A cos(2π ⋅ n) = A cos(nθ )
tra m
fs
us . A
θ = digital frequency
,A E
fa
θ = 2π
or
fs
SW ss
θ=ωaT
U ofe
Exercise :
Pr
ja
ira
An important class of signals is the periodic
a
signals. A periodic continuous-time signal x(t)
lia ik
has the property that there is a positive value
b
tra m
of P for which
x(t ) = x(t + P )
us . A
(1.7)
,A E
for all values of t.
or
In other words, a periodic signal has the
SW ss
period P.
N
Example :
h
period = P
ja
x(t)
a ira
lia ik
b
tra m
us . A
-P 0 P 2P t
Figure 1.9A: An example of periodic signals
,A E
or
Periodic signals are defined analogously in discrete
SW ss
U ofe
N
SW ss
or
,A E
us . A
tra m
b
lia ik
a ira
ja
h
h
1.5 Discrete-Time Sinusoidal Signals
ja
ira
A continuous-time sinusoidal signal is given by
x(t ) = A sin (ωa t ) = A sin (2πf a t )
a
(1.9)
lia ik
b
fa = analogue frequency
tra m
A discrete - time sinusoidal signal may be expressed as
us . A
x[n] = A sin( nθ )
U ofe
1
Sampling frequency f s =
Pr
T fa
θ - Digital frequency θ = 2π = ω aT
N
(1.11)
fs
h
A discrete-time signal is said to be periodic with a
ja
period length N, if N is the smallest integer for
ira
which
a
x[n + N ] = x[n]
∴
lia ik
A sin ((n + N )θ ) = A sin (nθ )
b
tra m
us . A
which can only be satisfied for all n if Nθ=2πk
,A E
(where k is an arbitrary integer)
or
∴
SW ss
2πk2πk
N= =
U ofe
θ 2π
fa
fs
Pr
ira
fa
a
lia ik
8000
b
So if fa = 1000Hz & fs = 8000 Hz then N = = 8 samples
tra m
1000
us . A
,A E
An example of a sinusoidal sequence is shown in Fig 1.10.
or
SW ss
U ofe
Pr
N
h
ja
a ira
lia ik
b
tra m
us . A
,A E
or
SW ss
U ofe
h
ja
Determine the fundamental period of x[n],
ira
⎛ 2π π⎞
x [n] = 10 cos ⎜ n+ ⎟
a
⎝ 15 5⎠
lia ik
2π
b
digital frequency θ =
tra m
15
The fundamental period is therefore (see equation (1.12))
us . A
2πk
N=
,A E
θ
or
where k is the smallest integer for which N has an
SW ss
2π ⋅ 1
N= = 15 samples
2π
Pr
N
15
h
Example:
ja
ira
The sinusoidal signal x[n] has fundamental
a
period N=10 samples. Determine the
lia ik
b
smallest θ for which x[n] is periodic:
tra m
us . A
2πk 2π
,A E θ= = k
N 10
or
U ofe
2π π
∴ θ= = radians / cycle
Pr
10 5
N
h
1.6 Real Exponential Signals
ja
ira
The continuous-time complex exponential
a
lia ik
signal is of the form
b
x(t ) = ce
tra m
at
(1.13)
us . A
where c and a are, in general complex
,A E
numbers. Depending upon the values of
or
h
ja
Growing exponential a>0.
a ira
lia ik
b
c
tra m
t
x(t)
us . A
,A E Decaying exponential a<0
or
SW ss
U ofe
c
t
Figure 1.11: Characteristics of real exponential signals in terms of
Pr
time, t. Top: For a>0, the signal grows exponentially. Bottom: For
N
h
ja
Consider a complex exponential, ceat where c is
ira
jθ
expressed in polar form, c = c e , and a in
a
lia ik
rectangular form, a = r + jω 0 .
b
Then
tra m
us . A
ce at =| c | e jθ e ( r + jω0 )t =| c | e rt ⋅ e j (ω0t +θ )
,A E =| c | e rt cos(ω0t + θ ) + j | c | e rt sin(ω0t + θ ) (1.14)
or
SW ss
h
ja
growing exponential
ira
For r < 0 ⇒ Sinusoidal signals multiplied by a
a
lia ik
decaying exponential [≅ damped sinusoids]
b
x(t)
tra m
x(t)
r<0
us . A
r>0
,A E
t
or
t
SW ss
U ofe
Pr
h
ja
exponential signal as x[n] = cαn (1.15)
a ira
If c and α are real and if |α|>1 the magnitude of the
lia ik
signal grows exponentially with n, while if |α|<1 we
b
tra m
have decaying exponential.
us . A
,A E
or
SW ss
U ofe
Pr
N
h
ja
a ira
lia ik
b
tra m
us . A
,A E
or
SW ss
U ofe
Pr
ja
An important concept in the theory of linear systems
ira
a
function, known also as the Dirac delta function is
lia ik
b
denoted by δ(t) and is represented graphically by a
tra m
vertical arrow.
us . A
,A E δ(t) Magnitude
1
1
or
SW ss
U ofe
0 t Frequency
Pr
ja
vanishing everywhere except at the origin.
ira
∞
a
∫ δ ( t ) dt = 1 , δ ( t ) = 0 for t ≠ 0 (1.16)
lia ik
−∞
b
tra m
The impulse function δ(t) is the derivative of the step
us . A
function u(t).
du (t )
,A E
δ (t ) = (1.17)
dt
or
SW ss
u(t) du(t )
δ (t ) =
dt
U ofe
1 1
Pr
t t
N
h
The discrete-time unit impulse function δ[n] is
ja
defined in a manner similar to its continuous time
ira
counterpart. We also refer δ[n] as the unit sample.
a
lia ik
b
tra m
us . A
⎧1 n = 0
δ [n] = ⎨
,A E (1.18)
⎩0 n ≠ 0
or
SW ss
U ofe
Pr
N
h
ja
Time Signals
ira
A signal x[n] may be shifted in time by
a
replacing the independent variable n by n-k
lia ik
b
where k is an integer.
tra m
us . A
If k>0 ⇒ the time shift results in a delay of
,A E
the signal by k samples [ie. shifting a signal
or
to the right]
SW ss
U ofe
Figure 1.16: Top left: Original signal, x[n]. Top right: x[n] is
U ofe
ja
ira
Q1. A discrete – time signal x[n] is defined by
a
⎧1 0 ≤ n ≤ 9
lia ik
x[n] = ⎨
b
⎩0 otherwise
tra m
us . A
Using u[n], describe x[n] as the
,A E
or
superposition of two step functions.
SW ss
U ofe
Pr
N
h
Q2. Sketch the following:
ja
ira
(a) x(t) = u(t-3) – u(t-5)
a
lia ik
(b) y[n] = u[n+3] – u[n-10]
b
(c) x(t) = e2tu(-t)
tra m
(d) y[n] = u[-n]
us . A
(e) x[n] = δ[n] + 2δ[n-1] -δ[n-3]
,A E
(f) h[n] = 2δ[n+1] + 2δ[n-1]
or
(g) h[n] = u[n], p[n] = h[-n]; q[n] = h[-1-n], r[n] = h[1-n]
SW ss
h
ja
⎡ π π⎤
ira
x[n] = cos ⎢n + ⎥
⎣ 8 5⎦
a
lia ik
Determine the fundamental period of x[n].
b
(b) i) Consider the sinusoidal signal
tra m
x(t) = 10 sin(ωt) ω=2πfa
us . A
fa -analogue frequency and t- time,
,A E
fs -sampling frequency
or
SW ss
h
ja
ira
At the end of this chapter, it is expected that
you should know:
a
lia ik
b
The difference between signals and systems
tra m
us . A
The sampling theorem, its limitations (e.g.
,A E
aliasing), and the sampling frequency (fs)
or
and discrete time (digital) signals
U ofe
Pr
difference equations
h
Continuous and discrete periodic signals
ja
and their definitions
a ira
The relationship between analog and digital
lia ik
b
2π f a
tra m
frequency θ =
fs
us . A
2π k fsk
The number of samples in a period: N = =
,A E
θ fa
θ = Digital frequency
or
SW ss
U ofe