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신호 및 시스템 Chapter 1. 신호 및 시스템 [ Chapter 1. ] Prof. Sung-Il Chien, School of EE, KNU 2 Introduction 1.1 What Is a Signal? Signals Speech signals Images or visual signals Internet Stock information etc. A signal is formally defined as a function of one or more variables, which conveys information on the nature of a physical phenomenon. variables One-dimensional – e.g. Speech Multidimensional – e.g. Image
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신호 및 시스템 Chapter 1. Introduction

Feb 04, 2023

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Page 1: 신호 및 시스템 Chapter 1. Introduction

신호및시스템 Chapter 1.

신호및시스템 [ Chapter 1. ]

Prof. Sung-Il Chien, School of EE, KNU 2

Introduction

1.1 What Is a Signal?

SignalsSpeech signalsImages or visual signalsInternetStock informationetc.

A signal is formally defined as a function of one or more variables, which

conveys information on the nature of a physical phenomenon.

variablesOne-dimensional – e.g. Speech

Multidimensional – e.g. Image

Page 2: 신호 및 시스템 Chapter 1. Introduction

신호및시스템 [ Chapter 1. ]

Prof. Sung-Il Chien, School of EE, KNU 3

Introduction

1.2 What Is a System?

A system is formally defined as an entity that manipulates one or more

signals to accomplish a function, thereby yielding new signals.

SystemInput

signal

Output

signal

신호및시스템 [ Chapter 1. ]

Prof. Sung-Il Chien, School of EE, KNU 4

Introduction

Cf. modulation – the process of converting the message signal into a form that is

compatible with the transmission characteristics of the channel.

Analog communication

Digital communication

sampling, quantization, coding

Two modes of communications

Broadcasting

Point-to-point communication

pathfinder

Page 3: 신호 및 시스템 Chapter 1. Introduction

신호및시스템 [ Chapter 1. ]

Prof. Sung-Il Chien, School of EE, KNU 5

Introduction

1.3 Overview of Specific Systems

Communication system

, distortion

noise introduced

interference

At the some time, high speed in communication system is required to cover

recent requirement of massive data.

Transmitter Channel Receiver

Messagesignal

Transmittedsignal

Receivedsignal

Estimateof message

signal

In channel

신호및시스템 [ Chapter 1. ]

Prof. Sung-Il Chien, School of EE, KNU 6

Introduction

Page 4: 신호 및 시스템 Chapter 1. Introduction

신호및시스템 [ Chapter 1. ]

Prof. Sung-Il Chien, School of EE, KNU 7

Introduction

Control systems

FeedbackDigital control system

Controller Plant∑ ∑)(teReference

input )(tx

)(tv

Disturbance)(tv

Output)(ty

Sensor(s)Feedback signal)(tr

신호및시스템 [ Chapter 1. ]

Prof. Sung-Il Chien, School of EE, KNU 8

Introduction

Remote sensing

The process of acquiring information about an object of interest without

being in physical contact with it.

Usually, multiple sensors covering a large part of the electromagnetic

spectrum is required.

Radar sensors, Infrared sensors, X-ray

SAR satisfactory operation day and night and under all weather

conditions

still achieving high-resolution imaging capability instead requiring sophisticated signal-processing operation

e.g. Fourier transform (FT) (FFT)

Page 5: 신호 및 시스템 Chapter 1. Introduction

신호및시스템 [ Chapter 1. ]

Prof. Sung-Il Chien, School of EE, KNU 9

Introduction

Biomedical signal processing

Biological signals – ECG (electrocardiogram)

Neurons EEG (electroencephalogram)

A record of fluctuations in the electrical activity of large

groups of neurons in the brain

신호및시스템 [ Chapter 1. ]

Prof. Sung-Il Chien, School of EE, KNU 10

Introduction

Auditory System

Analog Versus Digital Signal Processing

Page 6: 신호 및 시스템 Chapter 1. Introduction

신호및시스템 [ Chapter 1. ]

Prof. Sung-Il Chien, School of EE, KNU 11

Introduction

1.4 Classification of Signals

* real-valued signal, complex-valued signal

Continuous-time and discrete-time signals

A discrete-time signal can be derived from a continuous-time signal by

sampling it at a uniform rate.

: sampling period

)(tx defined at discrete instants of time

K,2,1,0),(][ ±±== nnxnx

sampling quantization

Streams of bits

(to the world of computer)

신호및시스템 [ Chapter 1. ]

Prof. Sung-Il Chien, School of EE, KNU 12

Introduction

Even and odd signals

Even signalOdd signal

ttxtx allfor)()( =−ttxtx allfor)()( −=−

Ex. 1. 1 Is the signal and even or an odd function of time t ?

Solution: Replace t with –t yields

Hence, is an odd signal.

)(tx

( )

≤≤−

=otherwise,0

,sin)(

TtTtx T

( )

( ))(

otherwise,0

,sin

otherwise,0

,sin)(

txTtT

TtTtx

Tt

Tt

−=

≤≤−−

=

≤≤−−

=−

π

π

)(tx

Page 7: 신호 및 시스템 Chapter 1. Introduction

신호및시스템 [ Chapter 1. ]

Prof. Sung-Il Chien, School of EE, KNU 13

Introduction

Arbitrary signal x(t)Even-odd decomposition

show that

)()()( txtxtx oe +=

)()(

)()(

txtx

txtx

oo

ee

−=−=−

[ ]

[ ])()(2

1)(

)()(2

1)(

txtxtx

txtxtx

o

e

−−=

−+=

tetx t cos)( 2−=Ex. 1.2

Solution:

tt

tetetx

tt

tetetx

tetetx

tto

tte

tt

cos)2sinh(

)coscos(21

)(

cos)2cosh(

)coscos(21

)(

)cos()cos()(

22

22

22

−=

−=

=

+=

=−=−

신호및시스템 [ Chapter 1. ]

Prof. Sung-Il Chien, School of EE, KNU 14

Introduction

A complex-valued signal is said to be conjugate symmetric if

Let , Then

)(tx

)()( * txtx =−

)()()( tjbtatx += )()()(* tjbtatx −= )()()( tjbtatx −+−=−)()( tata =− )()( tbtb −=−

Page 8: 신호 및 시스템 Chapter 1. Introduction

신호및시스템 [ Chapter 1. ]

Prof. Sung-Il Chien, School of EE, KNU 15

Introduction

Periodic signals, nonperiodic signals

The smallest value of T that satisfied the above equation is called the

fundamental period of .

Fundamental frequency

Angular frequency

As for periodic discrete-time signals

The smallest N fundamental period

Fundamental(angular) frequency

)0(allfor)()( >+= TtTtxtx

)(tx

)in(1

HzT

f =

)secondperradianin(2

T

πω =

nNnxnx integerallfor][][ +=

N

π2=Ω

신호및시스템 [ Chapter 1. ]

Prof. Sung-Il Chien, School of EE, KNU 16

Introduction

Deterministic signals, random signals

Energy signals, power signals

The instantaneous power dissipated in the resistor

in the signal analysis,

Now, the instantaneous power of the signal is expressed as

e.g. noise generated in the amplifier

)()(or)(

)( 22

tRitpR

tvtp ==

ohm1=R

)(or)()( 22 titvtp =

)()( 2 txtp =

Page 9: 신호 및 시스템 Chapter 1. Introduction

신호및시스템 [ Chapter 1. ]

Prof. Sung-Il Chien, School of EE, KNU 17

Introduction

Total energy of

and its average power

Average power of a periodic signal

Similarly,

for a periodic signal

Usually

)(tx

∫ ∫−

∞−∞→==

2/

2/

22 )()(limT

TTdttxdttxE

∫−∞→=

2

2

2 )(1

limT

TTdttx

TP

∫−=2/

2/

2 )(1 T

Tdttx

TP

−=∞→

−∞=

=

=N

NnN

n

nxN

P

nxnxE

][2

1lim

])[ofenergytotal(][

2

2

∑−

=

=1

0

2 ][1 N

n

nxN

P

deterministic & nonperiodic signal energy signal

random and periodic power

)0( ∞<< E

)0( ∞<< P

신호및시스템 [ Chapter 1. ]

Prof. Sung-Il Chien, School of EE, KNU 18

Introduction

1.5 Basic Operations on Signals

Operations performed on dependent variables

Amplitude scaling

Addition

Multiplication

Differentiation

integration

][][or)()( ncxnytcxty ==

)()()( 21 txtxty +=

)()()( 21 txtxty =

)()( txdt

dty =

∫ ∞−=

tdxty ττ )()(

Page 10: 신호 및 시스템 Chapter 1. Introduction

신호및시스템 [ Chapter 1. ]

Prof. Sung-Il Chien, School of EE, KNU 19

Introduction

Operations performed on the independent variableTime scaling: continuous-time signal

Time scaling: discrete-time signal

)()( atxty =

0][][ >= kknxny

expandedis)(10compressedis)(1

tyatya

<<>

2=k

신호및시스템 [ Chapter 1. ]

Prof. Sung-Il Chien, School of EE, KNU 20

Introduction

Reflection

Time shifting

)()( txty −=

Ex. 1.3

Cf. even signals an even signal is the same as its reflected version.)()( txtx =−

leftthetoshiftedis)(0rightthetoshiftedis)(0

0

0

txttxt

<>

)()( 0ttxty −=

Ex. 1.4

Page 11: 신호 및 시스템 Chapter 1. Introduction

신호및시스템 [ Chapter 1. ]

Prof. Sung-Il Chien, School of EE, KNU 21

Introduction

Precedence rule for time shifting and time scaling

Correct way: is shifted to right b then is compressed as much as a

)()( batxty −=

)(tx )()( btxtv −=)(tv )()( atvty =

Ex. 1.5 )32()( += txty

)3()( += txtv )2()( tvty =The incorrect applying of the precedence leads to the result shown in below.

)(tx

( ))3(2)( += txty

신호및시스템 [ Chapter 1. ]

Prof. Sung-Il Chien, School of EE, KNU 22

Introduction

]32[][ += nxny

]3[][first += nxnv

Ex. 1.6

0]6[]3[1]4[]2[

1]2[]1[0]0[]0[

]2[][

=−=−−=−=−

=−=−==

=

vyvyvy

vy

nvny

Original signal at are lost2&2 −== nn

Page 12: 신호 및 시스템 Chapter 1. Introduction

신호및시스템 [ Chapter 1. ]

Prof. Sung-Il Chien, School of EE, KNU 23

Introduction

1.6 Elementary Signals

Exponential signals

Discrete-time case

atBetx =)(

lexponentiadecaying0lexponentiagrowing0

<>

aa

nBrnx =][

galternatin0growing1decaying10

⇒<⇒>⇒<<

rr

r

신호및시스템 [ Chapter 1. ]

Prof. Sung-Il Chien, School of EE, KNU 24

Introduction

Sinusoidal signals

Discrete version

N is the number of samples contained in a cycle

ωπφω 2

)cos()( =+= TtAtx

( )

)()cos()2cos()cos(

)(cos)(

txtAtATtA

TtATtx

=+=++=++=

++=+

φωφπωφωω

φω

periodic

)cos(][ φ+Ω= nAnx

( ))cos(

)(cos][φφ

+Ω+Ω=++Ω=+

NnANnANnx

)cleradians/cy(2

radians)(2

N

m

mN

ππ

Page 13: 신호 및 시스템 Chapter 1. Introduction

신호및시스템 [ Chapter 1. ]

Prof. Sung-Il Chien, School of EE, KNU 25

Introduction

Ex. 1.7

]5cos[3][

]5sin[][

2

1

nnx

nnx

ππ

=

=

(a) Find common fundamental period.

Solution:Angular freq. of x1[n] and x2[n] is Ω = 5π radians/cycle

525

2

2

m

m

mN

=

=

Ω=

ππ

π

For x1[n] and x2[n] to be periodic, N must be an integer

N = 2, 4, 6, …

신호및시스템 [ Chapter 1. ]

Prof. Sung-Il Chien, School of EE, KNU 26

Introduction

(b) Express the composite sinusoidal signal ][][][ 21 nxnxny +=

in the form of y[n] = Acos(Ωn + φ) and evaluate the amplitude A and phase φ.

)sin()sin()cos()cos()cos( φφφ nAnAnA Ω−Ω=+ΩSolution:

Letting Ω = 5πthe right-hand side of identity is of the same form as x1[n] + x2[n]

Ex. 1.7

]5cos[3][

]5sin[][

2

1

nnx

nnx

ππ

=

=

1)sin( −=φA 3)cos( =φA

3

1

][ofamplitude

][ofamplitude

)cos(

)sin()tan(

2

1 −===nx

nx

φφφ radians3/πφ −=

1)3/sin()sin( −=−= πφ AA 2=A

−=∴

35cos2][

ππnny

Page 14: 신호 및 시스템 Chapter 1. Introduction

신호및시스템 [ Chapter 1. ]

Prof. Sung-Il Chien, School of EE, KNU 27

Introduction

Use the following identity:

)cos(sincos 022 φθθθ −+=+ BABA

A

B10 tan−=φ

1,3 == BA

33

1tan2 0

22 πφ ===+∴ BA

신호및시스템 [ Chapter 1. ]

Prof. Sung-Il Chien, School of EE, KNU 28

Introduction

The sum of two periodic signals is also periodic.

The product of two periodic signals is also periodic.

N1: a period of x1(n) and N2: a period of x2(n)

The fundamental period is

)()()( 21 nxnxnx +=

),gcd( 21

21

NN

NNN =

)()()( 21 nxnxnx =

The period is also),gcd( 21

21

NN

NNN =

However, the fundamental period may be smaller by the following properties.

)sin()sin(cossin

)cos()cos(coscos

)cos()cos(sinsin

21

21

21

BABABA

BABABA

BABABA

++−=

++−=

+−−=

Page 15: 신호 및 시스템 Chapter 1. Introduction

신호및시스템 [ Chapter 1. ]

Prof. Sung-Il Chien, School of EE, KNU 29

Introduction

Relation between sinusoidal and complex exponential signals

)identitysEuler'(sincos θθθ je j +=

tjtjj

tj

BeeAeAetAtx

ωωφ

φωφωReRe

Re)cos()( )(

===+= +

φjAeB =

)sin()cos()( φωφωφωω +++== + tjAtAAeBe tjtj

Similarly Re)cos( njBenA Ω=+Ω φIm)sin( njBenA Ω=+Ω φ

K,2,1,0&4

for ==ΩΩ ne nj π

신호및시스템 [ Chapter 1. ]

Prof. Sung-Il Chien, School of EE, KNU 30

Introduction

Exponentially damped sinusoidal signals

Step function

0)sin()( >+= − αφωα tAetx t

)()( tutx =

<≥

=00

01][

n

nnu

Page 16: 신호 및 시스템 Chapter 1. Introduction

신호및시스템 [ Chapter 1. ]

Prof. Sung-Il Chien, School of EE, KNU 31

Introduction

Impulse function

≠==

0001

)(nn

0for0)( ≠= ttδ ∫∞

∞−=1)( dttδ

Dirac delta functions

One way to visualize is to view it as the limiting form of a rectangular pulse of unit area.)(tδ

)(lim)(0

tgt TT→

=δ sifting property : )()()( 00 txtttx =−∫∞

∞−δ

0)(1

)( >= ata

at δδ (Proof is included in the text.)

)62.1()()( tudt

dt =δ

Conversely, )63.1()()( ∫ ∞−= tdtu ττδ

신호및시스템 [ Chapter 1. ]

Prof. Sung-Il Chien, School of EE, KNU 32

Introduction

Ex. 1.9The capacitor C is assumed to be initially uncharged.

At t = 0, the switch connecting the dc voltage

source V0 to the RC circuit is closed.

Find the voltage v(t) across the capacitor for t ≥ 0.

Solution:The switching operation is represented by a step function V0u(t)

as shown in the equivalence circuit.

The capacitor cannot charge suddenly, so, with it being initially uncharged, we have

(equivalence circuit)

.0)0( =v

For t = ∞, the capacitor becomes fully charged; hence,

.)( 0Vv =∞Recognizing that the voltage across the capacitor increases exponentially with

a time constant RC, we may thus express v(t) as

).()1()( )/(0 tueVtv RCt−−=

Page 17: 신호 및 시스템 Chapter 1. Introduction

신호및시스템 [ Chapter 1. ]

Prof. Sung-Il Chien, School of EE, KNU 33

Introduction

Ex. 1.10

The capacitor is initially uncharged

and the switch connecting it to the dc voltage

source V0 is suddenly closed at time t = 0.

Determine the current i(t) that flows through the capacitor for t ≥ 0.

)()( 0 tuVtv =

Solution:

The voltage across the capacitor is expressed as

By definition, the current flowing through the capacitor is

.)(

)(dt

tdvCti =

Hence, for the problem at hand, we have

)(

)()(

0

0

tCVdt

tduCVti

δ=

=

신호및시스템 [ Chapter 1. ]

Prof. Sung-Il Chien, School of EE, KNU 34

Introduction

Derivatives of Impulse

doublet:

)()( )1( ttdt

d δδ =

( ) )70.1()2/()2/(lim)( 1

0

)1( ∆−−∆+= ∆→∆ttt δδδ

∫∞

∞−= )71.1(;0)()1( dttδ

∫∞

∞− ==− )72.1(.|)()()(00

)1(tttf

dt

ddttttf δ

Generally, ∫∞

∞− ==− .|)()()(00

)(ttn

nn tf

dt

ddttttf δ

Page 18: 신호 및 시스템 Chapter 1. Introduction

신호및시스템 [ Chapter 1. ]

Prof. Sung-Il Chien, School of EE, KNU 35

Introduction

Ramp function

<≥

=00

0)(

t

tttr

)()( ttutr =

<≥

=00

0][

n

nnnr

][][ nnunr =

신호및시스템 [ Chapter 1. ]

Prof. Sung-Il Chien, School of EE, KNU 36

Introduction

1.7 Systems Viewed as Interconnections of Operations

)()( txHty = ][][ nxHny =

e.g. discrete-time shift operator kS

Ex. 1.8 Moving average system

)1(3

1

]2[]1[][3

1][

2SSH

nxnxnxny

++=

−+−+=

Cascade form Parallel form

kS][nx ][ knx −

Page 19: 신호 및 시스템 Chapter 1. Introduction

신호및시스템 [ Chapter 1. ]

Prof. Sung-Il Chien, School of EE, KNU 37

Introduction

1.8 Properties of Systems

Stability

A system is said to be bounded input-bounded output (BIBO) stable if and

only if every bounded inputs results in a bounded output.

where

tMty y allfor|)(| ∞<≤

∞<≤ xMtx |)(|

Ex. 1.14 1ifunstableis][][ >= rnxrny n

Solution: nMnx x allfor][ ∞<≤

xnnn Mrnxrnxrny ≤== ][][][Then

unstable1if →∞→> nrr

신호및시스템 [ Chapter 1. ]

Prof. Sung-Il Chien, School of EE, KNU 38

Introduction

Memory

Causality

A system is said to be causal if the present value of the output signal depends

only on the present and/or past value of the input signal.

memory)(1

)(

memoryless)(1

)(

→=

→=

∫ ∞−

tdv

Lti

tvR

ti

ττ

noncausal]1[][]1[3

1][

causal]2[]1[][3

1][

→−+++=

→−+−+=

nxnxnxny

nxnxnxny

Page 20: 신호 및 시스템 Chapter 1. Introduction

신호및시스템 [ Chapter 1. ]

Prof. Sung-Il Chien, School of EE, KNU 39

Introduction

Invertibility

not invertible

Time invariance

Two operators commute with each other !

H)(tx )(ty invH)(tx

[ ] )()()( txHHtxHHtyH invinvinv ==operatoridentity →= IHH inv

)(2 txy =

)()( txHty = )()( 00 txSttx t=−

0tS)(tx )( 0ttx −

H)(tyi H

)(tx0tS

)(tyo

)()()( 00 txHSttxHty t

i =−= )()()( 00 txHStySty tto ==

invarianttime00 −→= HSHS tt

신호및시스템 [ Chapter 1. ]

Prof. Sung-Il Chien, School of EE, KNU 40

Introduction

Assume a system is time invariant

and

Question? Find for input

H)(tx )(ty

)(ty )( 0ttx −

H)( 0ttx − )(ty

)()(

)(

)(

)()(

0

0

0

0

0

ttytyS

txHS

txHS

ttxHty

t

t

t

−==

=

=

−=

Page 21: 신호 및 시스템 Chapter 1. Introduction

신호및시스템 [ Chapter 1. ]

Prof. Sung-Il Chien, School of EE, KNU 41

Introduction

Linearity

A system is said to be linear if it satisfies the principles of superpositionnonlinear

==

=

=

=N

iii

N

iii

txaHtHxty

txatx

1

1

)()()(

)()(

if the system is linear )()(where)()(1

txHtytyaty ii

N

iii ==∑

=

∑=

=N

iii txHaty

1

)()(

Ex. 1.19

Sol.

linear?][][ nnxny =

∑=

=N

iii nxanx

1

][][if

linear][][][][y111

→=== ∑∑∑===

n

iii

n

iii

N

iii nyannxanxann

신호및시스템 [ Chapter 1. ]

Prof. Sung-Il Chien, School of EE, KNU 42

Introduction

1.9 NoiseExternal sources of noiseInternal sources of noise

Page 22: 신호 및 시스템 Chapter 1. Introduction

신호및시스템 [ Chapter 1. ]

Prof. Sung-Il Chien, School of EE, KNU 43

Introduction

Thermal NoiseTime-average-squared value (v(t): thermal noise voltage)

k: Boltzman’s constant

Tabs: absolute temperature

R: resistance

∆f: width of the frequency band in Hertz over which v(t) is measured

∫−∞→=

T

TTdttv

Tv )95.1(.)(

2

1lim 22

22 vlots4 fRkTv abs ∆=

where,

신호및시스템 [ Chapter 1. ]

Prof. Sung-Il Chien, School of EE, KNU 44

Introduction

1.10 Theme ExampleMoving-Average Systems

∑−

=−=

1

0

][1

][N

k

knxN

ny

Page 23: 신호 및 시스템 Chapter 1. Introduction

신호및시스템 [ Chapter 1. ]

Prof. Sung-Il Chien, School of EE, KNU 45

Introduction

신호및시스템 [ Chapter 1. ]

Prof. Sung-Il Chien, School of EE, KNU 46

Introduction

Page 24: 신호 및 시스템 Chapter 1. Introduction

신호및시스템 [ Chapter 1. ]

Prof. Sung-Il Chien, School of EE, KNU 47

Introduction