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Lecture 1 Slide 1 PYKC Jan-7-10 E2.5 Signals & Linear Systems E 2.5 Signals & Linear Systems Peter Cheung Department of Electrical & Electronic Engineering Imperial College London URL: www.ee.ic.ac.uk/pcheung/ E-mail: [email protected] Lecture 1 Slide 2 PYKC Jan-7-10 E2.5 Signals & Linear Systems ! By the end of the course, you would have understood: Basic signal analysis (mostly continuous-time) Basic system analysis (also mostly continuous systems) Time-domain analysis (including convolution) Laplace Transform and transfer functions Fourier Series (revision) and Fourier Transform Sampling Theorem and signal reconstructions Basic z-transform Aims and Objectives Lecture 1 Slide 3 PYKC Jan-7-10 E2.5 Signals & Linear Systems About the course ! Lectures - around 9 weeks (15-17 hours) ! Problem Classes – 1 hr per week ! Official Hours – 2 hrs per week (taken by Dr Naylor) ! Assessment – 100% examination in June ! Handouts in the form of PowerPoint slides ! Text Book B.P. Lathi, “Linear Systems and Signals”, 2 nd Ed., Oxford University Press (~£36) Lecture 1 Slide 4 PYKC Jan-7-10 E2.5 Signals & Linear Systems A demonstration ….. ! This is what you will be able to do in your 3 rd year (helped by this course) ! You will be able to design and implement a NOISE CANCELLING system

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Page 1: Fourier Series (revision) and Fourier Transform Sampling ... 1... · PYKC Jan-7-10 E2.5 Signals & Linear Systems Lecture 1 Slide ... • Fourier Series (revision) and Fourier Transform

Lecture 1 Slide 1 PYKC Jan-7-10 E2.5 Signals & Linear Systems

E 2.5 Signals & Linear Systems

Peter Cheung Department of Electrical & Electronic Engineering

Imperial College London

URL: www.ee.ic.ac.uk/pcheung/ E-mail: [email protected]

Lecture 1 Slide 2 PYKC Jan-7-10 E2.5 Signals & Linear Systems

!  By the end of the course, you would have understood: •  Basic signal analysis (mostly continuous-time) •  Basic system analysis (also mostly continuous systems) •  Time-domain analysis (including convolution) •  Laplace Transform and transfer functions •  Fourier Series (revision) and Fourier Transform •  Sampling Theorem and signal reconstructions •  Basic z-transform

Aims and Objectives

Lecture 1 Slide 3 PYKC Jan-7-10 E2.5 Signals & Linear Systems

About the course

!  Lectures - around 9 weeks (15-17 hours) !  Problem Classes – 1 hr per week !  Official Hours – 2 hrs per week (taken by Dr Naylor) !  Assessment – 100% examination in June !  Handouts in the form of PowerPoint slides !  Text Book

•  B.P. Lathi, “Linear Systems and Signals”, 2nd Ed., Oxford University Press (~£36)

Lecture 1 Slide 4 PYKC Jan-7-10 E2.5 Signals & Linear Systems

A demonstration …..

!  This is what you will be able to do in your 3rd year (helped by this course) !  You will be able to design and implement a NOISE CANCELLING system

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Lecture 1 Slide 5 PYKC Jan-7-10 E2.5 Signals & Linear Systems

Lecture 1

Basics about Signals (Lathi 1.1-1.5)

Peter Cheung Department of Electrical & Electronic Engineering

Imperial College London

URL: www.ee.imperial.ac.uk/pcheung/ E-mail: [email protected]

Lecture 1 Slide 6 PYKC Jan-7-10 E2.5 Signals & Linear Systems

Examples of signals (1)

!  Electroencephalogram (EEG) signal (or brainwave)

Lecture 1 Slide 7 PYKC Jan-7-10 E2.5 Signals & Linear Systems

Examples of signals (2)

!  Stock Market data as signal (time series)

Lecture 1 Slide 8 PYKC Jan-7-10 E2.5 Signals & Linear Systems

Examples of signals (3)

!  Magnetic Resonance Image (MRI) data as 2-dimensional signal

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Lecture 1 Slide 9 PYKC Jan-7-10 E2.5 Signals & Linear Systems

Size of a Signal x(t) (1)

!  Measured by signal energy Ex:

!  Generalize for a complex valued signal to:

!  Energy must be finite, which means

L1.1

Lathi Section 1.1

Lecture 1 Slide 10 PYKC Jan-7-10 E2.5 Signals & Linear Systems

Size of a Signal x(t) (2)

!  If amplitude of x(t) does not ! 0 when t ! ", need to measure power Px instead:

!  Again, generalize for a complex valued signal to:

L1.1

Lecture 1 Slide 11 PYKC Jan-7-10 E2.5 Signals & Linear Systems

Size of a Signal x(t) (3)

!  Signal with finite energy (zero power)

!  Signal with finite power (infinite energy)

L1.1

Lecture 1 Slide 12 PYKC Jan-7-10 E2.5 Signals & Linear Systems

Useful Signal Operations –Time Shifting (1)

!  Signal may be delayed by time T:

!  or advanced by time T:

L1.2.1

! (t – T) = x (t)

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Lecture 1 Slide 13 PYKC Jan-7-10 E2.5 Signals & Linear Systems

Useful Signal Operations –Time Scaling (2)

!  Signal may be compressed in time (by a factor of 2):

!  or expanded in time (by a factor of 2):

L1.2.2

!  Same as recording played back at twice and half the speed respectively

Lecture 1 Slide 14 PYKC Jan-7-10 E2.5 Signals & Linear Systems

Useful Signal Operations –Time Reversal (3)

!  Signal may be reflected about the vertical axis (i.e. time reversed):

L1.2.3

!  We can combine these three operations.

!  For example, the signal x(2t - 6) can be obtained in two ways; •  Delay x(t) by 6 to obtain x(t - 6),

and then time-compress this signal by factor 2 (replace t with 2t) to obtain x (2t - 6).

•  Alternately, time-compress x (t) by factor 2 to obtain x (2t), then delay this signal by 3 (replace t with t - 3) to obtain x (2t - 6).

Lecture 1 Slide 15 PYKC Jan-7-10 E2.5 Signals & Linear Systems

Signals Classification (1)

!  Signals may be classified into: 1. Continuous-time and discrete-time signals 2. Analogue and digital signals 3. Periodic and aperiodic signals 4. Energy and power signals 5. Deterministic and probabilistic signals 6. Causal and non-causal 7. Even and Odd signals

L1.3

Lecture 1 Slide 16 PYKC Jan-7-10 E2.5 Signals & Linear Systems

Signal Classification (2) – Continuous vs Discrete

L1.3

!  Continuous-time

!  Discrete-time

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Lecture 1 Slide 17 PYKC Jan-7-10 E2.5 Signals & Linear Systems

Signal Classification (3) – Analogue vs Digital

L1.3

Analogue, continuous

Digital, continuous

Analogue, discrete Digital, discrete

Lecture 1 Slide 18 PYKC Jan-7-10 E2.5 Signals & Linear Systems

Signal Classification (4) – Periodic vs Aperiodic

L1.3

!  A signal x(t) is said to be periodic if for some positive constant To

!  The smallest value of To that satisfies the periodicity condition of this equation is the fundamental period of x(t).

Lecture 1 Slide 19 PYKC Jan-7-10 E2.5 Signals & Linear Systems

Signal Classification (5) – Deterministic vs Random

Deterministic

Random

L1.3

Lecture 1 Slide 20 PYKC Jan-7-10 E2.5 Signals & Linear Systems

Signal Classification (6) – Causal vs Non-causal

Causal

Non-causal

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Lecture 1 Slide 21 PYKC Jan-7-10 E2.5 Signals & Linear Systems

Signal Classification (7) – Even vs Odd

Even

Odd

Lecture 1 Slide 22 PYKC Jan-7-10 E2.5 Signals & Linear Systems

Signal Models (1) – Unit Step Function u(t)

L1.4.1

!  Step function defined by:

!  Useful to describe a signal that begins at t = 0 (i.e. causal signal).

!  For example, the signal represents an everlasting exponential that starts at t = -".

!  The causal for of this exponential can be described as:

Lecture 1 Slide 23 PYKC Jan-7-10 E2.5 Signals & Linear Systems

Signal Models (2) – Pulse signal

L1.4.1

!  A pulse signal can be presented by two step functions:

Lecture 1 Slide 24 PYKC Jan-7-10 E2.5 Signals & Linear Systems

Signal Models (3) – Unit Impulse Function #(t)

L1.4.2

!  First defined by Dirac as:

Unit Impulse Approximation of

an Impulse

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Lecture 1 Slide 25 PYKC Jan-7-10 E2.5 Signals & Linear Systems

L1.4.2

!  May use functions other than a rectangular pulse. Here are three example functions:

!  Note that the area under the pulse function must be unity

Exponential Triangular Gaussian

Signal Models (4) – Unit Impulse Function #(t)

Lecture 1 Slide 26 PYKC Jan-7-10 E2.5 Signals & Linear Systems

Multiplying a function $(t) by an Impulse

!  Since impulse is non-zero only at t = 0, and $(t) at t = 0 is $(0), we get:

!  We can generalise this for t = T:

L1.4.2

Lecture 1 Slide 27 PYKC Jan-7-10 E2.5 Signals & Linear Systems

Sampling Property of Unit Impulse Function

!  Since we have:

!  It follows that:

!  This is the same as “sampling” $(t) at t = 0. !  If we want to sample $(t) at t = T, we just multiple $(t) with

!  This is called the “sampling or sifting property” of the impulse.

L1.4.2

Lecture 1 Slide 28 PYKC Jan-7-10 E2.5 Signals & Linear Systems

The Exponential Function est (1)

!  This exponential function is very important in signals & systems, and the parameter s is a complex variable given by:

L1.4.3

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Lecture 1 Slide 29 PYKC Jan-7-10 E2.5 Signals & Linear Systems

The Exponential Function est (2)

!  If % = 0, then we have the function , which has a real frequency of &

!  Therefore the complex variable s = " + j# is the complex frequency

!  The function est can be used to describe a very large class of signals and functions. Here are a number of example:

L1.4.3

Lecture 1 Slide 30 PYKC Jan-7-10 E2.5 Signals & Linear Systems

The Exponential Function est (2)

L1.4.3

Lecture 1 Slide 31 PYKC Jan-7-10 E2.5 Signals & Linear Systems

The Complex Frequency Plane s = " + j#

L1.4.3

The s-plane +j#

-j#

+" -"

s on y-axis

s on left of y-axis

s on right of y-axis

s on x-axis

Lecture 1 Slide 32 PYKC Jan-7-10 E2.5 Signals & Linear Systems

Even and Odd functions (1)

L1.5

!  A real function xe(t) is said to be an even function of t if

!  A real function xo(t) is said to be an odd function of t if

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Lecture 1 Slide 33 PYKC Jan-7-10 E2.5 Signals & Linear Systems

Even and Odd functions (2)

!  Even and odd functions have the following properties: •  Even x Odd = Odd •  Odd x Odd = Even •  Even x Even = Even

!  Every signal x(t) can be expressed as a sum of even and odd components because:

L1.5

Lecture 1 Slide 34 PYKC Jan-7-10 E2.5 Signals & Linear Systems

Even and Odd functions (3)

!  Consider the causal exponential function

L1.5

Lecture 1 Slide 35 PYKC Jan-7-10 E2.5 Signals & Linear Systems

Relating this lecture to other courses

!  The first part of this lecture on signals has been covered in this lecture was covered in the 1st year Communications course (lectures 1-3)

!  This is mostly an introductory and revision lecture