1050: principles of communication system (i)
TRANSCRIPT
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Commun. I Lecture2 - Signal and Linear System ([email protected])
2-1
1050: Principles of Communication System (I)
1050: Principles of 1050: Principles of Communication System (I)Communication System (I)
Lecture 2 Signal and Linear Lecture 2 Signal and Linear System AnalysisSystem Analysis
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Commun. I Lecture2 - Signal and Linear System ([email protected])
2-2
Introduction• Mathematical models for signals and
systems– Characteristics of signals and systems– Time-domain signal representation– Frequency-domain signal representation– Time-frequency signal analysis– Linear system – Time-invariant system
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Commun. I Lecture2 - Signal and Linear System ([email protected])
2-3
Signal Models• Two classes of signals
– Deterministic signals• Completely specified by a function of time• E.g.• Periodic and Aperiodic signals
– Random signals
• Signal representation– Waveform– Phasor– Complex signal :
• Amplitude A, phase θ, frequency ω0
– Spectra
tAtx 0cos)( ω=
∞<<∞−= ttAtx ,cos)( 0ω
tjtjjtj etxeAeAetx 000 )()(~ )( ωωθθω === +
00 2 fπω =
nindex at time tossedshown when valued)( icenx =
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Commun. I Lecture2 - Signal and Linear System ([email protected])
2-4
WaveformsTime-domain representation
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Commun. I Lecture2 - Signal and Linear System ([email protected])
2-5
PhasorsA (graphic) vector representation
Amplitude : AAngle or phase: θ
ProjectionDecomposition/addition
Information is contained in A and θ
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Commun. I Lecture2 - Signal and Linear System ([email protected])
2-6
Complex Signals• By Euler’s theorem• Time-domain representation
• Frequency-domain representation
– The parameters amplitude A and phase θ are sufficient to represent a signal, for a given or fixed f0
}Im{}Re{sincos θθθ θθ jjj ejeje ±=±=±
}Re{
)}(~Re{)cos()()(
0
0 θω
θω+=
=+=tjAe
txtAtx
)()(
*0
00
21
21
)(~21)(~
21)cos()(
θωθω
θω
+−+ +=
+=+=
tjtj AeAe
txtxtAtx
Easy mathematical analysis for signal
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Commun. I Lecture2 - Signal and Linear System ([email protected])
2-7
Spectra Frequency-domain representation
even symmetryodd symmetry
single-sided double-sided
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Commun. I Lecture2 - Signal and Linear System ([email protected])
2-8
Remarks• Two equivalent frequency representation for a real signal
– Single-sided (SS) band representation• It exists only for positive frequency component
– Double-sided (DS) band representation• It exists both the positive and negative frequency components
• For a DS frequency representation for a real signal– The amplitude spectrum has even symmetry and the magnitude
is a half of the DS amplitude spectrum.– The phase spectrum has odd symmetry about f=0.
• Every real signal can be represented by a series of sine and cosine functions (i.e. sinusoids) (complete property)
• A sum of sinusoids of differing frequencies consists of a multiplicity of lines, with one/pair line/lines for each sinusoidal component of the sum (superposition property)
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Commun. I Lecture2 - Signal and Linear System ([email protected])
2-9
Example 2.1• Skills:
– Leave the cosine form unchanged– Turn all the sine forms into cosine forms
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Commun. I Lecture2 - Signal and Linear System ([email protected])
2-10
Unit Impulse Function• A special aperiodic function• One of the singularity functions opposed to
regular functions• Definition
– Suppose that x(t) is continuous at t=0– The unit impulse function δ(t) is defined by
– Note that, if x(t) is continuous at t0, then
)0()()0()()()()(0
0
0
0xdttxdtttxdtttx === ∫∫∫
+
−
+
−
∞
∞−δδδ
1)(0
0=∫
+
−
dttδ
)()()()()()()( 00000
0
0
0
txdttttxdttttxdtttxt
t
t
t=−=−= ∫∫∫ +
−
+
−
∞
∞−δδδ
1)(0
00 =−∫ +
−
t
tdtttδ This is the shifting property
0 if ,0)( ≠= ttδ
00 if ,0)( tttt ≠=−δ
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Commun. I Lecture2 - Signal and Linear System ([email protected])
2-11
Properties of δ(t)• It defines a precise sample point of a continuous
function x(t) at time t=t0
•
• even function
•
•
dttttxtx )()()( 00 −= ∫∞
∞−δ
)(||
1)( ta
at δδ =
)()( tt −= δδ
⎪⎩
⎪⎨
⎧
=
<<=−∫
210
2010
0
or for undefined,otherwise,0
),()()(2
1
ttt
ttttxdttttx
t
tδ
0000 at continuous is )( that suppose ),()()()( tttxtttxtttx =−=− δδ
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Commun. I Lecture2 - Signal and Linear System ([email protected])
2-12
Realization of δ(t)• By definition, the impulse function is just a function having
unit area in an infinitesimally width.• Two examples
1)(0
0=∫
+
−
dttδ
0 if ,0)( ≠= ttδ
⎪⎩
⎪⎨⎧ ≤=Π=
otherwise,0
,21
)2
(21)( ε
εεεδε
ttt2
sin1)( ⎟⎠⎞
⎜⎝⎛=
επ
πεδε
tt
t
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Commun. I Lecture2 - Signal and Linear System ([email protected])
2-13
Unit Step Function• A special aperiodic function• One of the singularity functions opposed to
regular functions• Definition
dttdut
ttt
dtut
)()(or
;0,undefine;0,1;0,0
)()(
=
⎪⎩
⎪⎨
⎧
=><
== ∫ ∞−
δ
λλδ
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Commun. I Lecture2 - Signal and Linear System ([email protected])
2-14
Energy Signal vs. Power Signal• For an arbitrary signal x(t), we define the total
energy E as well as the average power P as
• x(t) is an energy signal if and only if
• x(t) is an power signal if and only if
dttxdttxET
TT ∫∫∞
∞−−∞→=≡ 22 |)(||)(|lim dttx
TP
T
TT ∫−∞→≡ 2|)(|
21lim
0 that implies ,0 =∞<< PE
)(E 0 ∞=∞<< P
∞=∞<< EP that implies ,0
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Commun. I Lecture2 - Signal and Linear System ([email protected])
2-15
Remarks• If x(t) is periodic of period T0, then it is meaningless to find
its energy, we only need to check its power
• Noise is often persistent and is often a power signal • Deterministic and aperiodic signals are often energy signals • A realizable LTI system can be represented by a signal and
mostly is a energy signal (BIBO property)• Power measure is useful for signal and noise analysis • The energy and power classifications of signals are mutually
exclusive (cannot be both at the same time). But a signal can be neither energy nor power signal
dttxT
PT
Tt∫+≡0
0
2
0|)(|1
page. 23 ….
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Commun. I Lecture2 - Signal and Linear System ([email protected])
2-16
Examples• 2-2
• 2-2
• 2-4
)()(1 tuAetx tα−=
)()(2 tAutx =
)cos()( 03 θω += tAtx
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Commun. I Lecture2 - Signal and Linear System ([email protected])
2-17
Recall: Vector Space
aA
cbaX CBA ++=
V3
V2
bB
cC
X
on projected orthogonal is where value theis then ,1 if
aXa A=
Any vector in V3 can be represented by a, b, c
basis vector
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Commun. I Lecture2 - Signal and Linear System ([email protected])
2-18
Basis Function for Functional Space• Consider the following correlation function
• If we define the orthogonality as
• Then we have
• We call as orthonormal basis
∑ ∫∫∞
−∞=
∞
∞−
∞
∞−
=n
mnnm dtttXdtttx )()()()( φφφ
⎩⎨⎧ =
≡−≡∫∞
∞− o.w.,0,1
)()()(mn
mndttt mn δφφ
mm Xdtttx =∫∞
∞−
)()( φ
∞−∞=mm t)}({φ
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Commun. I Lecture2 - Signal and Linear System ([email protected])
2-19
Remarks• Using Freshman calculus can show that the
function approximation expansion by orthogonal basis functions is an optimal least-square error (LSE) approximation
• Is there a good set of orthogonal basis functions?– cos(mω0t)? Check its unit and orthogonal properties– ejω0t ?
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Commun. I Lecture2 - Signal and Linear System ([email protected])
2-20
Fourier Who…?
Jean B. Joseph Fourier(1768-1830)
“An arbitrary function, continuous or with discontinuities, defined in a finite interval by an arbitrarily capricious graph can always be expressed as a sum of sinusoids”
J.B.J. FourierDecember, 21, 1807
∑∫−
=
− ==1
0
/2/2 ][21)( )(][
N
i
NktjNktj ekFtfdtetfkF πππ
Laplace, Lagrange, Legendre
15 years…
1822 published
1829 Dirichlet proved his claim
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Commun. I Lecture2 - Signal and Linear System ([email protected])
2-21
Fourier Series• Definition
– Suppose that x(t) is defined exactly in the interval (t0, t0+T0), except at a point of jump discontinuity where it converges to the arithmetic mean of left-hand and right-hand limits, that is (Dirichlet’s condition) x(t) is defined and bounded on the range (t0, t0+T0) and have only a finite number of maxima and minima and a finite number of discontinuities on that range, then the Fourier series is defined by
0002 ,)( 0 TttteXtx
n
tnfjn +<<= ∑
∞
−∞=
π
∫+ −= 00
0
02
0
)(1 Tt
t
tnfjn dtetx
TX π
where
A sum of periodic rotating phasors with harmonic freq.
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Commun. I Lecture2 - Signal and Linear System ([email protected])
2-22
More on Fourier Series• If x(t) is real, then Xn*=X-n. Writing then
– For real signals, the magnitude of the Fourier coefficients is an even function of n, and the phase is odd
• The Fourier series can be represented by
[ ]
[ ]
∑
∑
∑
∞
=
∞
=
∠+−−
∠+
∞
=
−−
∠++=
++=
++=
100
1
)2()2(0
1
)(220
)2cos(2
)(
00
00
nnn
n
Xtnfjn
Xtnfjn
n
tfnjn
tnfjn
XtnfXX
eXeXX
eXeXXtx
nn
π
ππ
ππ
,nXjnn eXX ∠=
nnn Xjn
Xjn
Xjnn eXeXeXX ∠−∠−∠
−− === − *
DC component + Cosine FS
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Commun. I Lecture2 - Signal and Linear System ([email protected])
2-23
Trigonometric Form of the FS• Since then
• DC or average component of x(t) + the fundamental harmonic of x(t) + the second harmonic x(t) + …
,)2cos(2)(1
00 ∑∞
=
∠++=n
nn XtnfXXtx π
[ ]
dttnftxT
XXXB
dttnftxT
XXXA
tnfBtnfAX
tnfXtnfXXXtx
Tt
tnnnn
Tt
tnnnn
nnn
nnn
n
∫
∫
∑
∑
+
+
∞
=
∞
=
=−=∠−=
==∠=
++=
∠−∠+=
00
0
00
0
)2sin()(2}Im{2)sin(2
,)2cos()(2}Re{2)cos(2 where
,)2sin()2cos(
)2sin()sin()2cos()cos()(
00
00
1000
001
0
π
π
ππ
ππ
DC + ACs
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Commun. I Lecture2 - Signal and Linear System ([email protected])
2-24
DC and AC Coefficients• DC coefficient
• AC coefficients
– If x(t) is even and real, that is x(t) = x(− t), the second term is zero. Hence Xn is purely real and even
– If x(t) is odd and real, that is x(t) = −x(− t), the first term is zero. Hence Xn is purely imaginary and odd
)( of average
)()(1 00
0
00
0
0)0(2
00
tx
dttxdtetxT
XTt
t
Tt
t
tfj
=
== ∫∫++ − π
dttnftxT
jdttnftxT
dttnfjtnftxT
X
T
T
T
T
Tt
tn
∫∫
∫
−−
+
−=
−=
2
2 00
2
2 00
000
0
0
0
0
00
0
)2sin()(1)2cos()(1
)]2sin()2)[cos((1
ππ
ππ
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Commun. I Lecture2 - Signal and Linear System ([email protected])
2-25
Properties of the FS• Symmetry (2.4.2)
• Linearity
• Time reversal
• Time shift
• Time scaling
• Multiplication and Convolution Theorem
• Parseval’s Theorem (2.4.4)
bYaXtbytax F ±⎯→←± )()(
nF Xtx −⎯→←− )(
ntπnfjF Xettx 002
0 )( −⎯→←−
an
F Xa
atx 1)( ⎯→←
∑∞
−∞=−=∗⎯→←
llnlnn
F YXYXtytx )()(
∑∫∞
−∞=
+==
nn
Tt
to
x XdttxT
P 2201
1
)(1
Power in time domain = Power in frequency domain
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Commun. I Lecture2 - Signal and Linear System ([email protected])
2-29
Remarks• Fourier found that the sinusoids are good orthonormal basis
functions to expand a periodic function• The Fourier series is derived from the good orthonormal
basis functions for a periodic function, defined over a period interval (t0, t0+T0)
• How about the aperiodic signal?– We consider the aperiodic energy signal x(t), that is x(t) is
integrable in the interval (-∞,∞)– Note that aperiodic signals are mostly finite duration– We may interpret the aperiodc fnction as a special case
of periodic function with infinite period
dfedex
TtedexT
tx
ftjfj
n
tnfjT
Tfj
T
πλπ
πλπ
λλ
λλ
22
022
2
2
0
)(
2 ,)(1lim)( 0
0
0
0
0
∫ ∫
∑ ∫∞
∞−
∞
∞−
−
∞
−∞=−
−
∞→
⎥⎦⎤
⎢⎣⎡⇒
<⎥⎦
⎤⎢⎣
⎡=
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Commun. I Lecture2 - Signal and Linear System ([email protected])
2-30
Fourier Transform• Then
∫
∫ ∫∑∞
∞−
∞
∞−
∞
∞−
−∞
−∞=>−
≡
⎟⎠⎞⎜
⎝⎛==
dfefX
dfedexeXtx
ftj
ftjfj
n
ndftjndf
π
πλππ λλ
2
222
0
)(
)(lim)(
)( of response frequency )( of TransformFourier
)()( 2
txtx
dtetxfX ftj
=≡
= ∫∞
∞−
− π
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Commun. I Lecture2 - Signal and Linear System ([email protected])
2-31
Energy Spectral Density• For periodic signal, we have power spectral
density• For aperiodic energy signal, we have the similar
energy spectral density
∫∫
∫ ∫∫ ∫
∫∫
∞
∞−
∞
∞−
∞
∞−
∞
∞−
∞
∞−
∞
∞−
∞
∞−
∞
∞−
==
=⎟⎠⎞⎜
⎝⎛=
==
dffXdffXfX
dfdtetxfXdtdfefXtx
dttxtxdttxE
ftjftj
2*
2*2*
*2
|)(|)()(
)()()()(
)()(|)(|
ππ
2|| nX
2|)(|)( fXfG ≡
Parseval’s theorem
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Commun. I Lecture2 - Signal and Linear System ([email protected])
2-32
Fourier Transform Theorems• Section 2.5.5
– Superposition (linearity) theorem– Time-delay theorem– Scale-change theorem– Duality theorem– Frequency translation (shift) theorem– Modulation theorem– Differentiation theorem– Integration theorem– Convolution theorem– Multiplication theorem
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Commun. I Lecture2 - Signal and Linear System ([email protected])
2-33
Signals & Systems, Oppenheim et al., pp. 223
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Commun. I Lecture2 - Signal and Linear System ([email protected])
2-35
Signals & Systems, Oppenheim et al., pp. 225
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Commun. I Lecture2 - Signal and Linear System ([email protected])
2-37
FT of δ(t), Example 2.12• δ(t), a singular function and is not an energy signal
(not satisfy Dirichlet’s condition)• The Fourier transform of δ(t) is obtained by
formal definition
,1)( ⎯→⎯FTtδ )(1 fFT δ⎯→⎯
,)( 020
fjFT AettA πδ −⎯→⎯− )( 00 ffAAe FTtfj −⎯→⎯ δπ
1)(sinclim1lim)]([00
==⎥⎦
⎤⎢⎣
⎡⎟⎠⎞
⎜⎝⎛Π⎟
⎠⎞
⎜⎝⎛ℑ=ℑ
→→τ
ττδ
ττftt
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Commun. I Lecture2 - Signal and Linear System ([email protected])
2-38
FT of Periodic Signals• Periodic signals are not energy signals
– This implies that they don’t satisfy Dirichlet’s conditions– The Fourier transform of a periodic signal doesn’t exist
• For a periodic signal x(t), then
• By applying the convolution theorem and the sampling theorem, then
)()()()( tpmTtmTtptxm
sm
s ∗⎥⎦
⎤⎢⎣
⎡−=−= ∑∑
∞
−∞=
∞
−∞=
δ
∑∑
∑∞
−∞=
∞
−∞=
∞
−∞=
−=−=
⎭⎬⎫
⎩⎨⎧
−ℑ=
nsss
nss
ms
nffnfPfnfffPf
fPmTtfX
)()()()(
)()()(
δδ
δ
∑∑∞
−∞=
∞
−∞=
−↔−n
sssm
s nffnfPfmTtp )()()( δ
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Commun. I Lecture2 - Signal and Linear System ([email protected])
2-39
Poisson Sum Formula
∑∑
∑∑∞
−∞=
∞
−∞=
−
∞
−∞=
−∞
−∞=
−
=−ℑ=
−ℑ=−==ℑ
n
tnfjss
nsss
nsss
ms
senfPfnffnfPf
nffnfPfmTtptxfX
πδ
δ
21
11
)(})({)(
})()({)()()}({
∑∑∞
−∞=
∞
−∞=
=−n
tnfjss
ns
senfPfnTtp π2)()(
∑∑∞
−∞=
∞
−∞=
−↔−n
ssm
s nffnfPfmTtp )()()( 0δSince
This is the Poisson sum formula
Hence
The sample values P(nfs) of P(f)=ℑ{p(t)} are the Fourier series coefficients of Ts∑p(t-mTs)
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Commun. I Lecture2 - Signal and Linear System ([email protected])
2-40
Samples of Fourier Transform
• Discrete Fourier transform (DFT) is identical to samples of Fourier transforms
• In DSP applications, we are able to store only a finite number of samples
• We are able to compute the spectrum only at specific discrete values of ω
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Commun. I Lecture2 - Signal and Linear System ([email protected])
2-41
Power/Energy Spectral Density• Recall energy signals, we define the energy spectral
density G(f) of a signal x(t) as a real and nonnegative function of frequency:
• For power signals, define the power spectral density S(f) of a signal x(t) as a real, even, nonnegative function of frequency:
∫∫∫∞
∞−
∞
∞−
∞
∞−=== dttxdffXdffGE 22 )()()(
∫∫ −∞→
∞
∞−==
T
TTdttx
TdffSP 2)(
21lim)(
Frequency-domain representation
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Commun. I Lecture2 - Signal and Linear System ([email protected])
2-42
Autocorrelation Function• Time-average autocorrelation function
– A measure of the similarity, or coherence, between a signal and a delayed version of itself.
• For energy signals:
– Note that, φ(0)=E, the signal energy• For power signals:
)}({)]()([)]([)]([
)()()()()()(lim)(1*1*11 fGfXfXfXfX
xxdxxdxxT
TT−−−−
∞
∞−−∞→
ℑ=ℑ=ℑ∗ℑ=
−∗=+=+≡ ∫∫ ττλτλλλτλλτφ
Time-domain representation
⎪⎪⎩
⎪⎪⎨
⎧
+
+=
+≡
∫
∫−∞→
signal.power periodic if,)()(1
signal;power aperiodic if,)()(21lim
)()()(
0
*
0
*
*
T
T
TT
dttxtxT
dttxtxT
txxR
τ
τ
τττ
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Commun. I Lecture2 - Signal and Linear System ([email protected])
2-43
More on Autocorrelation Function• For energy signals, we have the fact that the
autocorrelation function and energy spectral density are Fourier transform pairs and φ(0)=E, the signal energy
• For power signals, by definition, we note that
• In fact, we have the similar relation for power signals
∫∞
∞−= dffSR )()0(
∫∞
∞−
−=ℑ= τττ τπ deRRfS fj2)()}({)(This is the Wiener-Khinchine theorem
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Commun. I Lecture2 - Signal and Linear System ([email protected])
2-44
Properties of R(τ)
The correlation function and spectral density function are important tools for system analysis…
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Commun. I Lecture2 - Signal and Linear System ([email protected])
2-45
Signal and System
• x(t) and y(t) are input signal and output signal, respectively
• H is the characteristic of the system• y(t)=H[x(t)]• The most simple system is the linear time-
invariant (LTI) system
)(tx )(tyΗ
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Commun. I Lecture2 - Signal and Linear System ([email protected])
2-46
LTI System• Two properties
– Linear property or the superposition property
– Time-invariant propertyif then
• The characteristic of the LTI system can be represented by its impulse response
)()( )]([)]([)]()([)(
2211
22112211
tytytxHtxHtxtxHty
αααααα
+=+=+=
where α1 and α2 are any constants
)}({)( txHty =
)]([)( txHty = )()]([ 00 ttyttxH −=−
)]([)( tHth δ≡
∑∑∑===
−=−=−=N
nnn
N
nnn
N
nnn tthttHtytttx
111)()]([)( then ,)()( if αδαδα
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Commun. I Lecture2 - Signal and Linear System ([email protected])
2-47
Impulse Response
• As Δt→0, we have
λλδλ dtxtx )()()( −= ∫∞
∞−
∑ <<ΔΔΔ−Δ=n
tttnttnxtx 1 ,)()()(~ δ
∑ ΔΔ−Δ==n
ttnthtnxtxHty )()()](~[)(~
λλλ
λλδλλλδλ
dthx
dtHxdtxHtxHtyty
)()(
)]([)(])()([)]([)()(~
−=
−=−==→
∫∫∫
∞
∞−
∞
∞−
∞
∞−
dteththfH ftj π2)()}({)( −∞
∞−∫=ℑ= The transfer function…
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Commun. I Lecture2 - Signal and Linear System ([email protected])
2-48
Properties of LTI Systems• Duality of convolution of x(t) and h(t)
• BIBO stability– The output of any bounded input signal is bounded
• Causality– A system is called causal if it does not anticipate the
input, that is, the current output does not depend on future input
λλλλλλ dtxhtxthtythtxdthx )()()()()()()()()( −≡∗==∗≡− ∫∫∞
∞−
∞
∞−
conditionDirichlet ofelement main |)(|
|)(||})(max{|)()()(
⇒∞<⇒
∞<≤−=
∫
∫∫∞
∞−
∞
∞−
∞
∞−
λλ
λλλλλ
dh
dhtxdtxhty
0for ,0)(
)()()()()(0
<=⇒
−=−= ∫∫∞∞
∞−
tth
dtxhdtxhty λλλλλλ
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Commun. I Lecture2 - Signal and Linear System ([email protected])
2-49
Remarks• Causality property and Paley-Wiener criterion
• For a causal system, if , then
• Conversely, given any square-integrable function |H(f)| and satisfies (2.183), then there exists an h(t)which is a causal system
∞<∫∞
∞−dtth 2|)(|
∞<+∫
∞
∞−df
ffH21
|)(|ln (2.183)
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Commun. I Lecture2 - Signal and Linear System ([email protected])
2-50
I/O Relationships for Spectra
• If x(t) and, therefore, y(t) are energy signals with its energy spectral density Gx(f) and Gx(f),respectively, then
• A similar relationship holds for power signals
)()()( 2 fGfHfG xy =
)(tx )(tyΗ
)()()( 2 fSfHfS xy =
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Commun. I Lecture2 - Signal and Linear System ([email protected])
2-51
Eigenfunction of LTI Systems• For a LTI system with its impulse response h(t), consider
the input signalThen, the output is
– The output is the same input complex signal with a constant H(f0)
– Since any arbitrary periodic input can be represented by a summation of complex exponential, consequently, its output will be
tfje 02π
)(
)()()(
02
22)(2
0
000
fHe
dehedehtytfj
fjtfjtfjei
π
λππλπ λλλλ
=
== ∫∫∞
∞−
−∞
∞−
−
∑∞
−∞=
=n
tnfjn enfHXty 02
0 )()( π
The summation of complex exponential Fourier series
Eigen value
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Commun. I Lecture2 - Signal and Linear System ([email protected])
2-52
Remarks• Since almost any signal x(t) can be represented by a linear
combination of orthogonal sinusoidal basis function {ej2πft}, hence, we only need to input the signal Aej2πft to the system.
• If the system is distortionless, then we only to characterize the system h(t) (or its transfer function), and the eigen value H(f)carries all the system information responding to Aej2πft
• For distortionless system y(t)=Ax(t-t0):– the amplitude response is constant and the phase shift is linear with
frequency• In reality, there are existing transmission distortion
– Amplitude distortion: linear system but the amplitude response is not constant
– Phase (delay) distortion: linear system but the phase shift is not a linear function of frequency
– Nonlinear distortion: nonlinear system
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Commun. I Lecture2 - Signal and Linear System ([email protected])
2-53
Group Delay and Phase Delay• Phase delay:
– When input a single sinusoid through LTI systems, the noise effect, if any, may cause the change of amplitude and/or the phase
– The measurement of the phase delay experienced by a single sinusoid is defined by
• Group delay:– The delay measurement of a group of two or more frequency
components undergo in passing through a linear system– Definition
• In distortionless LTI system– Since the phase shift is directly proportional to frequency, hence, the
derivation of phase with respect to frequency is constant– The group delay is constant– The distortionless system has equal group and phase delays
response phase the),()( where,)(21)( fHf
dffdfTg ∠=−= θθ
π
response phase the),()( where,2
)()( fHffffTp ∠=−≡ θπ
θ
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Commun. I Lecture2 - Signal and Linear System ([email protected])
2-55
Nonlinear Distortion
• An illustrative example: y(t)=a1x(t)+ a2x2(t)• Suppose the input is
• The nonlinear distortion– Harmonic of the input frequencies– Sums and differences of harmonics of the input frequencies
tAtAtx 2211 coscos)( ωω +=
More complicated !!
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Commun. I Lecture2 - Signal and Linear System ([email protected])
2-56
Ideal Filters• Constant amplitude response and linear phase response
lowpass
highpass
bandpass Frequency-domain
Time-domain
Non-causal system !!
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Commun. I Lecture2 - Signal and Linear System ([email protected])
2-57
Realizable Filters• For lowpass filters
– Butterworth filter : simple– Chebyshev filter: smaller maximum deviation – Bessel filter : approximately linear phase
• For bandpass and highpass filters– Start from lowpass filters– Followed by suitable frequency transformation
• The details, in DSP or ADSP course…
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Commun. I Lecture2 - Signal and Linear System ([email protected])
2-58
Pulse Resolution and Bandwidth• The fact is a narrow time signal has a wide
bandwidth, and vice versa– The rule of thumb: the uncertainty principle
– Exampleconstant)bandwidth()duration( ≥×
)0(|)()(|)(|)0( : (a) From 0 XfXdttxdttxTx f ==≥= =
∞
∞−
∞
∞− ∫∫
)0()(|)(|)0(2 : (b) From xdffXdffXWX =≥= ∫∫∞
∞−
∞
∞−
211
)0()0(2 have weHence, ≥⇒≥≥ TW
TXxW
)]([)( txfX ℑ≡
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Commun. I Lecture2 - Signal and Linear System ([email protected])
2-59
Sampling• Sample period: Ts Sample frequency: fs=1/Ts
• Impulse train
• Time domain sampled signal
• Frequency domain representation
– A superposition of infinity shifted replicas of X(f)
( ) ( )∑∞
−∞=
−=n
snTtts δ
( ) ( ) ( ) ( ) ( )
( ) ( ) ( ) ( )∑∑
∑∞
−∞=
∞
−∞=
∞
−∞=
−=−=
−==
nss
ns
ns
nTtnTxnTttx
nTttxtstxtx
δδ
δδ
( ) ( ) ( ) ( )
( ) ( ) ( )∑ ∑
∑∞
−∞=
∞
−∞=
∞
−∞=
−=−∗=
−∗=∗=
n nssss
nss
nffXfnfffXf
nffffXfSfXfX
δ
δδ
][)(
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Commun. I Lecture2 - Signal and Linear System ([email protected])
2-60
Band-limited Sampling
No aliasing
Aliasing !!fs-W ≥ W
Wfs 2≥
distortion
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Commun. I Lecture2 - Signal and Linear System ([email protected])
2-61
Recovery of Band-limited Sampling
By passing the equivalent impulse train xδ through an ideal lowpassfilter Hr with a cutoff at fc and a gain of Ts
WffW sc −≤≤
cf cf−
sTHr
f
fW-W
X(f)
xδ(t)Hr
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Commun. I Lecture2 - Signal and Linear System ([email protected])
2-62
Reconstruction Filter• Ideal reconstruction filter
• An alternative expression
WfBWeBfHfH s
ftj −≤≤Π= − ,)2
()( 020
π
)()()()(
00
20
0
ttxHftyefXHffY
s
ftjs
−=⇒=⇒ − π
∑∑∞
−∞=
∞
−∞=
−−=−=n
ssn
ss nTttBnTxBHnTthnTxty )](2[sinc)(2)()()( 00
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Commun. I Lecture2 - Signal and Linear System ([email protected])
2-63
Ideal Band-limited Interpolation
x(t)
xδ(t)
y(t)
Ts
Ts
y(t)xδ(t)x(t)
B = ½ fs, H0=Ts, and t0=0
∑∞
−∞=
−=n
ss ntfnTxty )][(sinc)()(
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Commun. I Lecture2 - Signal and Linear System ([email protected])
2-64
Two Types of Sampling Distortions
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Commun. I Lecture2 - Signal and Linear System ([email protected])
2-65
Nyquist Sampling Theorem• If a signal x(t) contains no frequency components
for frequencies above f=W Hertz, then it is completely described by instantaneous sample values uniformly spaced in time with period Ts<1/2W. The band-limited signal can be exactly reconstructed from the sampled waveform by passing it through an ideal lowpass filter with bandwidth B, where W<B<fs-W with fs=1/Ts . The frequency 2W is referred to as the Nyquistfrequency.
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Commun. I Lecture2 - Signal and Linear System ([email protected])
2-66
Bandpass Sampling• Bandpass signal can be obtained by modulating a
lowpass signal.• Frequency range: fL ≤ |f | ≤fH
• Bandwidth BW=Δf=fH – fL
• One can of course sample the bandpass signal with fs ≥ 2fH to prevent aliasing (by sampling theorem)
• How about fH >>0 or fH >> Δf ?
Bandpass Spectrum
fL fH
f–fH –fL
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Commun. I Lecture2 - Signal and Linear System ([email protected])
2-67
BP-Sampling Example
BP sampled signal is just a down-shifted version of the bandpass signal
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Commun. I Lecture2 - Signal and Linear System ([email protected])
2-68
BP-Sampling: Simple Case• Consider the simple case fH= LB• L is an integer: choose Fs=2B
Odd
Even
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Commun. I Lecture2 - Signal and Linear System ([email protected])
2-69
BP Sampling: General Case• The general case: fH ≠ L (Δf), L an integer• Choose an frequency interval [f0, f2] such that
– [f0, f2] ⊇ [f1, f2]– Δf = f2 – f0 satisfies f2 = L(Δf ) , L an integer
• BP-Sample the signal at Fs=2 Δf
f0
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Commun. I Lecture2 - Signal and Linear System ([email protected])
2-70
General BP-Sampling( ) ( )
⎥⎦⎥
⎢⎣⎢
=
⎥⎦
⎥⎢⎣
⎢−
=⎟⎠⎞
⎜⎝⎛=
⎥⎦
⎥⎢⎣
⎢−
=−
≤≤=−
−=Δ−=Δ=
Bff
ffff
LfF
fffL
fffLfff
LL
fL
LffLffLf
s2
2
12
2
22
12
2
12
2102
2002
222Then .3
Or . then ,1 Since .2
1 isThat .1 then , Since 1.
Fs ≈ 2B, if f2 >> BP. 75, Theorem…
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Commun. I Lecture2 - Signal and Linear System ([email protected])
2-71
Hilbert Transform• Will be introduced in Lecture 3
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Commun. I Lecture2 - Signal and Linear System ([email protected])
2-72
4 Forms of Fourier Transform
“Sampled” frequency
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Commun. I Lecture2 - Signal and Linear System ([email protected])
2-73
Continuous-Time and Continuous-Frequency
ContinuousAperiodic
ContinuousAperiodic
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Commun. I Lecture2 - Signal and Linear System ([email protected])
2-74
Continuous-Time and Discrete-Frequency
Fourier series of periodic continuous signals
PeriodicContinuous
Discrete Aperiodic
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Commun. I Lecture2 - Signal and Linear System ([email protected])
2-75
Discrete-Time and Continuous-Frequency
Fourier transform of aperiodic discrete signals
DiscreteAperiodic Continuous
Periodic
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Commun. I Lecture2 - Signal and Linear System ([email protected])
2-76
Discrete Fourier Transform
• DFT is identical to samples of Fourier transforms• In DSP applications, we are able to store only a finite number of samples• we are able to compute the spectrum only at specific discrete values of ω
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Commun. I Lecture2 - Signal and Linear System ([email protected])
2-77
Discrete Fourier Transform• Discrete Fourier transform (DFT) pairs
knN
jknN
N
k
knNkn
N
n
knNnk
eW
NnWXN
x
NkWxX
π2
1
0
1
0
where
,1,,1,0 ,1
1,,1,0 ,
−−
−
=
−
−
=
=
−==
−==
∑
∑
K
K
• DFT/IDFT can be implemented by using the same hardware• It requires N2 complex multiplications and N(N-1) complex additions
N complex multiplicationsN-1 complex additions
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Commun. I Lecture2 - Signal and Linear System ([email protected])
2-78
Decimation in Time
N+2(N/2)2 complex multiplications vs. N2 complex multiplication
twiddle factor
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Commun. I Lecture2 - Signal and Linear System ([email protected])
2-83
Remarks• It requires v=log2N stages• Each stage has N complex multiplications and N complex
additions• The number of complex multiplications (as well as additions)
is equal to N log2N• By symmetry property, we have (butterfly operation)
222 NN
jrN
NN
rN
NrN WeWWWW −=== −+ π
2 complex multiplications2 complex additions
1 complex multiplications2 complex additions
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Commun. I Lecture2 - Signal and Linear System ([email protected])
2-84
Example: 8-point FFT
Normal orderBit-Reversed order
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Commun. I Lecture2 - Signal and Linear System ([email protected])
2-85
DFT v.s. Radix-2 FFT• DFT is one of most important mathematical tools• DFT: N2 complex multiplications and N(N-1)
complex additions
• Recall that each butterfly operation requires one complex multiplication and two complex additions
• FFT: (N/2) log2N multiplications and N log2Ncomplex additions