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C H A P T E R 2 SIGNALS AND SIGNAL SPACE EENG 3810/CSCE 3020 Instructor: Oluwayomi Adamo. Signals and Systems. What is a signal? A set of data or information e.g telephone or TV signal What is a System?
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C H A P T E R 2 SIGNALS AND SIGNAL SPACE EENG 3810/CSCE 3020 Instructor: Oluwayomi Adamo
Signals and Systems • What is a signal? • A set of data or information e.g telephone or TV signal • What is a System? • An entity that processes a set of signals (inputs) to yield another set of signals (outputs) • Example: a system that estimates the position of a target based on information from a radar • A system could be hardware (electrical, mechanical or hydraulic) or software (algorithm) • How do we quantify a signal that varies with time? • How do you device a measure V for the size of human? • Assuming Cylinder with radius r:
Signal Energy and Power • Measure of a signal g(t): • Could be area under a signal g(t) • Signal Energy Eg : • g(t) is squared to prevent the positive and negative areas from cancelling out • Signal energy must be finite • For a signal to be finite: • Signal amplitude -> 0 as |t| -> ∞ if not Eg will not converge
Signal Energy and Power Figure 2.1 Examples of signals: (a) signal with finite energy; (b) signal with finite power. • If Eg is not finite (infinite) • Average power Pg (mean squared) : Time average of energy (if it exists) • RMS (root mean square) value of g(t) = • Pg exists if g(t) is periodic or has statistical regularities
Signal Energy and Power • Average may not exist if the above condition is not satisfied e.g a ramp g(t) = t, energy or power does not exist • Measure of signal strength and size • Signal energy and power - inherent characteristic • Good indicator of signal quality • The signal to noise ratio (SNR) or ratio of the message signal and noise signal power • Standard unit of signal energy and power • Joule (J) and watt (W) respectively, • Logarithmic scales used to avoid zeros and decimal points • Signal with average power of P watts (10 log10P) dBw or (30+10.log10P) dbM
Determine the suitable measure for this signal? • This signal approaches 0 as |t| , therefore use the energy equation. • This signal does not approach 0 as |t| and it is a periodic wave, therefore use the power equation where g2 is replaced with t2. • What is the RMS value of this signal? 6
Determine the power and rms value of • Periodic signal with • Suitable measure of size is power • - First term on the right hand side equals C2/2 • - Second term is zero –integral appearing in this term is area under a sinusoid. • Area is at most the area of half cycle – positive and negative portion cancels • A sinusoid of amplitude C has a power of C2/2regardless of angular frequency
Determine the power and rms value • g (t) = C1 cos (1t + 1) + C2 cos (2t + 2) 1 ≠ 2 • This signal is the sum of two sinusoid signals. • Therefore, use the power equation. • Therefore, Pg = (C12 / 2) + (C22 / 2) This Can be generalized
What is the suitable measure for this signal? g (t) = Dejt • The signal is complex and periodic. Therefore, use the power equation averaged over T0. • |ejt| = 1 so that |Dejt|2 = |D|2 and 9
Classification of Signals – Continuous and Discrete time Signal • Continuous time and discrete time signals • Analog and digital signals • Periodic and aperiodic signals • Deterministic and probabilistic signals Continuous Time Signal: A signal that is specified for every value of time t .eg audio and video recordings Discrete Time Signal:A signal that is specified only at discrete points of t=nT e,g quarterly gross domestic product (GDP) or stock market daily averages
Figure 2.3 (a) Continuous time and (b) discrete time signals.
Analog and Digital Signals • Is analog signal and continuous time signal the same? What of discrete time signal and digital signal? • What is Analog Signal? • A signal whose amplitude can have values in continuous range (values can take on infinite (uncountable) values • What is Digital Signal? • A signal whose amplitude can take only finite number of values. • For a signal to qualify for digital, the values don’t have to be restricted to two values. • A digital signal whose values can take on M values is an M-ary signal • Continuous and discrete time signal qualify a signal along the x-axis while Analog and digital signal qualify the signal in terms of the amplitude (y-axis)
Periodic and Aperiodic signal • What is a Periodic Signal? • A signal is said to be periodic if there exists a positive constant T0 • For all t. The smallest values of T0 that satisfy the equation (periodicity condition) above is the period of the signal g(t) • A periodic signal remains unchanged if time shifted by 1 period. Must start at -∞ and continue forever • What is an Aperiodic Signal? • A signal that is not periodic Figure 2.5 Periodic signal of period T0.
Energy and Power Signal • Energy Signal: A signal with finite energy. Satisfies: • Power Signal: A signal with finite and non zero power (mean square value). Fulfills: • Power is the time average of the energy • Since the averaging is over a large interval, a signal with finite energy has zero power • A signal with finite power has infinite energy • Ramp signal has infinite power and are neither energy nor power signal. Not all power is periodic
Deterministic and Random Signal • Deterministic Signal: A signal whose physical description (mathematical or graphical) is known. • Random Signal: Signal known by only its probabilistic description such as mean value, mean squared value and distributions. • All message signals are random signals for it to convey any information.
Useful Signal Operators • Time Shifting, Time Scaling, and Time inversion • If T is positive, the shift is to the right (delayed) • If T is negative, the shift is to the left (advanced)
Time Scaling • Time Scaling: The compression or expansion of a signal in time • The signal in figure 2.7, g(t) is compressed in time by a factor of 2 • Whatever happens in g(t) at some instant t will be happening at the instant t/2 • If g(t) is compressed in time by a factor a>1, the resulting signal is: • If expanded
Time Inversion • A special case of time inversion where a=-1 • Whatever happens at some instant t also happens at the instant –t • The mirror image of g(t) about the vertical axis is g(-t).
Time Inversion Example • For the signal g(t) in (a) below, the sketch of g(-t) is shown in (b)
Unit Impulse Signal • Unit impulse function (Dirac delta) • A unit Impulse • Visualized as a tall, narrow rectangular pulse of unit area • Width ε is very small, height is a large value 1/ε • Unit impulse is represented with a spike.
Unit Impulse Signal • Multiplication of unit impulse by a function that is continuous at t = 0 • Multiplication of a function with an impulse (an impulse located at t=T) ( must is defined at t=T) • Area under the product of a function with an impulse is equal to the value of that function at the instant where the unit impulse is located (Sampling or sifting property)
Unit Step Function u(t) A signal that starts after t=0 is called a causal signal. A signal g(t) is causal if: g(t) = 0 t<0
Figure 2.12 (a) Unit step function u(t). (b) Causal exponential e−atu(t).
Signals and Vectors • Signal Representation • As series of orthogonal functions (Fourier series) • Fourier series allows signal to be represented as points in a generalized vector space (signal space) • Information can therefore be viewed in geometrical context
Signal and Vectors • Any vector A in 3 dimensional space can be expressed as A = A1a + A2b + A3c • a, b, c are vectors that do not lie in the same plane and are not collinear • A1, A2, and A3 are linearly independent • No one of the vectors can be expressed as a linear combination of the other 2 • a, b, c is said to form a basis for a 3 dimensional vector space • To represent a time signal or function X(t) on a T interval (t0 to t0+T) consider a set of time function independent of x(t)
Signal and Vectors • X(t) can expanded as • N coefficients Xn are independent of time and subscript xa is an approximation
Signals and Vectors • Signal g can be written as N dimensional vector g = [g(t1) g(t2) ………… g(tN)] • Continuous time signals are straightforward generalization of finite dimension vectors • In vector (dot or scalar), inner product of two real-valued vector g and x: • <g,x> = ||g||.||x||cosθθ – angle between vector g and x • Length of a vector x: ||x||2 = <x.x> 29
Component of a Vector in terms of another vector. • Vector g in Figure 1 can be expressed in terms of vector x g = cx + e g cx e = g - cx (error vector) • Figure 2 shows infinite possibilities to express vector g in terms of vector x g = c1x + e1 = c2x + e2 Figure 1 Figure 2 30
Scalar or Dot Product of Two Vectors • is the angle between vectors g and x. • The length of the component g along x is: • Multiplying both sides by |x| yields: • Where: • Therefore: • If g and x are Orthogonal (perpendicular): • Vectors g and x are defined to be Orthogonal if the dot product of the two vectors are zero. 31
Components and Orthogonality of Signals • Concepts of vector component and orthogonality can be extended to CTS • If signal g(t) is approximated by another signal x(t) as : • The optimum value of c that minimizes the energy of the error signal is: • We define real signals g(t) and x(t) to be orthogonal over the interval [t1, t2], if: • We define complex signals* x1(t) and x2(t) to be orthogonal over the interval [t1, t2]: 32
Example • For the square signal g(t) find the component in g(t) of the form sin t. In order words, approximate g(t) in terms of sin t so that the energy of the error signal is minimum
Energy of The Sum of Orthogonal Signals • If vectors x and y are orthogonal and z = x + y, then: • If signals x(t) and y(t) are orthogonal over the interval [t1, t2] and if z(t) = x(t) + y(t), the energy is: = 0
Two vectors g and x are similar if g has a large component along x Correlation Coefficient for real signals: Correlation Coefficient for complex signals: The magnitude of the Correlation Coefficient is never greater than unity (-1 Cn 1). If the two vectors are equal then Cn = 1. If the two vectors are equal but in opposite directions then Cn = -1. If the two vectors are orthogonal then Cn = 0. Signal Comparison: Correlation Coefficient 35
Signal Comparison: Correlation Coefficient • Use Eq. (2.48) to compute Cn. Cn =
Application of Correlation • Signal processing in radar, sonar, digital communication, electronic warfare etc • In radar, if transmitted pulse is g(t), received radar return signal is : • Detection is possible if: Target present Target absent α is target reflection and attenuation loss, t0 – round trip propagation delay, w(t) –noises and interferences Target present Target absent
Application of Correlation • Digital Communication • Detection of the presence of one or two known waveform in the presence of noise • Antipodal Scheme: Selecting one pulse to be the negative of the other pulse where cn will be -1 • If noise is present in the received signal. Threshold detector is used to detect signal. • Large margins should be used to prevent detection error. • Antipodal has the highest performance in terms of guarding against channel noise and pulse distortion
Correlation Functions • Cross-correlation function of two complex signals g(t) and z(t): • Autocorrelation Function • Correlation of a signal with itself. • Measures the similarity of the signal g(t) with its own displaced version • Autocorrelation function of a real signal is:
Orthogonal Signal Set • Vector can be represented as a sum of orthogonal vectors • Orthogonality of a signal x1(t)x2(t) x3(t)…..xN(t) over time domain [t1, t2]: • If all signal energies En = 1, then the set is normalized and called orthonormal set • An orthogonal set can be normalized by dividing xn(t) by • If orthogonality is complete:
Orthogonal Signal Set • A signal g(t) can be represented by • This is called generalized Fourier series of g(t) with respect to xn(t) • Energy of the sum of orthogonal signals is equal to the sum of their energies (sum of individual components) • This is called Parseval’s theorem
Exponential Fourier Series • Examples of orthogonal sets are trigonometric (sinusoid) functions, exponential (sinusoid) functions • The set of exponentials is orthogonal over any interval of duration • A signal g(t) can be expressed over an interval of T0 seconds as an exponential Fourier series:
Exponential Fourier Series • The compact trigonometric Fourier series of a periodic signal g(t) is given by • In exponential Fourier series where C0 = D0: • Exponential Fourier series will be used in this course because it is more compact, expression for derivation is also compact
Exponential Fourier Spectra • Coefficients Dn is plotted as a function of ω • If Dn is complex, two plots are required: real and imaginary parts of Dn or • Plot of amplitude (magnitude) and angle of Dn • To plot |Dn| versus ω and versus ω and Dn must be expressed in polar form