EE 153– Spring 2008

Lecture 1
4/01/08
• Instructor: Patrick Mantey
– Email [email protected]
– Web page http://www.soe.ucsc.edu/~mantey/
• Class Tuesday / Thursday 10-11:45 PM
• Next class in BE-506
• TA: Bin An [email protected]
• Text (tentative) Mitra, Digital Signal
Processing (4th edition, McGraw Hill)
SIGNALS and SYSTEMS -- Review

Reference: Signals, Systems and Tranforms

Leland B. Jackson
Addison Wesley
SIGNALS and SYSTEMS
SIGNALS and SYSTEMS
What is a signal?
SIGNALS and SYSTEMS
What is a signal?
What is a system?
SIGNALS and SYSTEMS
What is a signal?
What is a system?

Signal: time varying function

produced by physical device
(voltage, current, etc.)
SIGNALS and SYSTEMS
What is a signal?
What is a system?

Signal: time varying function

produced by physical device
(voltage, current, etc.)

System: device or process (algorithm)

having signals as input and output

Input x(t) output y(t)

SIGNALS and SYSTEMS
 Linearity

Superposition
SIGNALS and SYSTEMS

Periodic signals --
f(t+T) = f(t) Period = T (seconds)

Frequency = 1/ Period
(“cycles” / sec. = Hertz (Hz)

f 0  1/ T0
SIGNALS and SYSTEMS

Periodic signals --
f(t+T) = f(t) Period = T (seconds)

Frequency = 1/ Period
(“cycles” / sec. = Hertz (Hz)
Radian frequency:
  2 f (radians/sec.)
SIGNALS and SYSTEMS
SIGNALS and SYSTEMS

100MHz square wave

What bandwidth required for transmission?

SIGNALS and SYSTEMS

Periodic Signal --- Composed of sinusoids

MATLAB Demo
SIGNALS and SYSTEMS

Periodic Signal --- Composed of sinusoids

Fourier Series
N
1
x(t )  a0   an cos(2 nf 0t )  bi sin(2 nf nt )
2 n 1
2
1
an 
  x(t ) cos(2 nf t )d ( t )
0
0 0

2
1
bn   x(t ) sin(2 nf 0t )d (0t )
 0
1
f0  is the “fundamental frequency”
T0
0t  2 f 0 t
1 2
d (0t )  2 f 0 dt  2 dt  dt
T0 T0
Fourier Series
N
1
x(t )  a0   an cos(2 nf 0t )  bi sin(2 nf nt )
2 n 1

Integration limits: when 0t  2 , then

2 2 1
t  
0 2 / T0 T0
so we get:
T0
2
an 
T0  x(t ) cos(2 nf t )dt
0
0

T0
2
bn 
T0  x(t ) sin(2 nf t )dt
0
0
Fourier Series
N
1
x(t )  a0   an cos(2 nf 0t )  bi sin(2 nf nt )
2 n 1


x(t )  ce
n 
n
jn 2 f 0t

Euler:

j 2 f i t
e  cos(2 fi t )  j sin(2 fi t )
Fourier Series

x(t )  ce
n 
n
jn 2 f 0t

T0
2
1

 jn0t
cn  x(t )e dt
T0 T0

2

We can show cn  a  b
2 2
n n ;   tan (bn / an )
1

recall that
b
a cos( )  b sin( )  a  b cos(  tan ( ))
2 2 1

a
Phasors:

b
a b
2 2

Phasors
Fourier Series
N
1
x(t )  a0   an cos(2 nf 0t )  bi sin(2 nf nt )
2 n 1
2
1
an 
  x(t ) cos(2 nf t )d ( t )
0
0 0

2
1
bn   x(t ) sin(2 nf 0t )d (0t )
 0
1
f0  is the “fundamental frequency”
T0
0t  2 f 0 t
1 2
d (0t )  2 f 0 dt  2 dt  dt
T0 T0
Fourier Series
N
1
x(t )  a0   an cos(2 nf 0t )  bi sin(2 nf nt )
2 n 1

Integration limits: when 0t  2 , then

2 2 1
t  
0 2 / T0 T0
so we get:
T0
2
an 
T0  x(t ) cos(2 nf t )dt
0
0

T0
2
bn 
T0  x(t ) sin(2 nf t )dt
0
0
Fourier Series
N
1
x(t )  a0   an cos(2 nf 0t )  bi sin(2 nf nt )
2 n 1


x(t )  ce
n 
n
jn 2 f 0t

Euler:

j 2 f i t
e  cos(2 fi t )  j sin(2 fi t )
Fourier Series

x(t )  ce
n 
n
jn 2 f 0t

T0
2
1

 jn0t
cn  x(t )e dt
T0 T0

2

We can show cn  a  b
2 2
n n ;   tan (bn / an )
1

recall that
b
a cos( )  b sin( )  a  b cos(  tan ( ))
2 2 1

a
Symmetry

Odd f(-t) =-f(t)

Fourier: sine terms
only

Even f(t) = f(-t)

Fourier: cosine terms
only

Neither
Half-wave symmetry:

T0
f (t )   f (t  )
2
has no even harmonics

| |
t t+T/2
Example of non-symmetric waveform:

T0
f (t )   f (t  )
2
Fundamental Signals

Unit Step:
 1, t  0 
 (t )   
 0, t  0 
Fundamental Signals

Unit Step:
 1, t  0 
 (t )   
 0, t  0 

Unit Impulse

 0, t  0 
 (t )   
 undefined , t  0 
t



 (t ) dt   (t )
 (t )

lim (t )   (t )
 0

Unit Impulse
(“derivative” of Unit Step)
 (t )

lim (t )   (t )
 0
 
1 1 

 (t )dt   2dt  2 t    1



  (t )dt  1

Unit Impulse
(“derivative” of Unit Step)
   (t )

lim   (t )   (t )
0
   (t )

lim   (t )   (t )
0

d  (t )
 (t )
dt
Exponential
 at
x(t )  Ae

A=1 a=-1 A=1 a=1

Exponential
 at
x(t )  Ae

A=1 a=-1
Sinusoid
x(t )  A cos(0t   )

0 t    0  t  
0

  /4  /4 1 1 T0
For    ,t    
4 0 2 f 0 f 0 8 8
Damped Sinusoid
 t
x(t )  Ae cos(0t   )
For   / 4  / 4 1 1 T0
   ,t    
4 0 2 f 0 f 0 8 8
Here,
1
T0   0.2; t  0.2 / 8  0.025sec
5
For   / 4  / 4 1 1 T0
   ,t    
4 0 2 f 0 f 0 8 8
Here,
1
T0   0.2; t  0.2 / 8  0.025sec
5
Recall (Euler)
cos(t )  Re  e  jt

sin(t )  Im  e  jt

j (t  ) j jt
e e e  cos(t   )  j sin(t   )
 phase shift
Also note that, in phasors:

cos(t   )

sin(t   )
Recall the identity:

cos ( A  B ) 
cos( A) cos( B )  sin( A) sin( B )
Time Invariance:
y (t ) y (t   )

x(t )
x(t   ) y (t   )
Integrator:
t
f (t )
 

f ( ) d 

 (t )  (t )

df (t )
f (t )
dt

  (t )
1

x(t )
 

2 2
 
  (t )
1

x(t )
 

2 2
 

x(t )   x(k )
k 
 (t  k )
  (t )
1

x(t )
 

2 2
 

x(t )   x(k )
k 
 (t  k )   0; k    ,   

x(t ) 

 x( ) (t   )d
   (t )
1

x(t )
 

2 2
 

x(t )   x(k )
k 
 (t  k  )
  0; k    ,   

x(t )   x( ) (t   )d “Sifting” property of  (t )

x(t ) y (t )
 x(t ) y (t )

 (t  t0 ) h(t  t0 )
 x(t ) y (t )

 (t  t0 ) h(t  t0 )
 x(t ) y (t )

 (t  t0 ) h(t  t0 )

x(k )  (t  k ) x(k  )h(t  k )

Summing the components (Superposition):


y (t )   x(k )h(t  k )
k 

Again, in the limit, as   0

Let   t and k  

y (t )  

x( )h(t   )d
Summing the components (Superposition):


y (t )   x(k )h(t  k )
k 

Again, in the limit, as   0

Let   t and k  

y (t )  

x( )h(t   )d

CONVOLUTION
 
y (t )   x( )h(t   )d

or 
y (t )   h( ) x(t   )d

 
y (t )   x( )h(t   )d

or 
y (t )   h( ) x(t   )(d )


Proof: Change of variables. Let   t 

so   t  d  d
 
y (t )   h( ) x(t   )(d )   h( ) x(t   )d 
 
Convolution is commutative, associative and
distributive
Convolution is commutative, associative and
distributive

y (t )  

x( )h(t   )d =

x (t )  h(t )  h(t )  x (t )  y (t )
Convolution is commutative, associative and
distributive

y (t )  

x( )h(t   )d =

x (t )  h(t )  h(t )  x (t )  y (t )

 x(t )  h(t )  w(t )  x(t )   h(t )  w(t )

x(t )   h1 (t )  h2 (t )   x(t )  h1 (t )  x(t )  h2 (t )
Convolution is commutative, associative and
distributive
Convolution is commutative, associative and
distributive

y (t )  

x( )h(t   )d =

x (t )  h(t )  h(t )  x (t )  y (t )
Convolution is commutative, associative and
distributive

y (t )  

x( )h(t   )d =

x (t )  h(t )  h(t )  x (t )  y (t )

 x(t )  h(t )  w(t )  x(t )   h(t )  w(t )

x(t )   h1 (t )  h2 (t )   x(t )  h1 (t )  x(t )  h2 (t )
Convolution is distributive

y (t )
h1 (t ) h2 (t )
x(t ) (cascaded systems)

y (t )
h1 (t )  h2 (t )
Convolution is commutative, associative and
distributive

Proof: (associative) -- exchange order of integration


 

  
 x ( ) h (t   ) d 

w( t   ) d


 

    x( ) w(t   )d  h(t   )d
   