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Signals

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0% found this document useful (0 votes)
19 views26 pages

Signals

Uploaded by

Frew Frew
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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S.

Boyd

EE102

Lecture 1
Signals
notation and meaning
common signals
size of a signal
qualitative properties of signals
impulsive signals

11

Signals
a signal is a function of time, e.g.,
f is the force on some mass
vout is the output voltage of some circuit
p is the acoustic pressure at some point
notation:
f , vout, p or f (), vout(), p() refer to the whole signal or function
f (t), vout(1.2), p(t + 2) refer to the value of the signals at times t, 1.2,
and t + 2, respectively
for times we usually use symbols like t, , t1, . . .

Signals

12

Example

p(t) (Pa)

PSfrag replacements
1
1

t (msec)

Signals

13

Domain of a signal
domain of a signal: ts for which it is defined
some common domains:
all t, i.e., R
nonnegative t: t 0
(here t = 0 just means some starting time of interest)
t in some interval: a t b
t at uniformly sampled points: t = kh + t0, k = 0, 1, 2, . . .
discrete-time signals are defined for integer t, i.e., t = 0, 1, 2, . . .
(here t means sample time or epoch, not real time in seconds)
well usually study signals defined on all reals, or for nonnegative reals
Signals

14

Dimension & units of a signal


dimension or type of a signal u, e.g.,
real-valued or scalar signal: u(t) is a real number (scalar)
vector signal: u(t) is a vector of some dimension
binary signal: u(t) is either 0 or 1
well usually encounter scalar signals
example: a vector-valued signal

v1
v = v2
v3

might give the voltage at three places on an antenna


physical units of a signal, e.g., V, mA, m/sec
sometimes the physical units are 1 (i.e., unitless) or unspecified
Signals

15

Common signals with names


a constant (or static or DC) signal: u(t) = a, where a is some constant
the unit step signal (sometimes denoted 1(t) or U (t)),
u(t) = 0 for t < 0,

u(t) = 1 for t 0

the unit ramp signal,


u(t) = 0 for t < 0,

u(t) = t for t 0

a rectangular pulse signal,


u(t) = 1 for a t b,
a sinusoidal signal:

u(t) = 0 otherwise

u(t) = a cos(t + )

a, b, , are called signal parameters


Signals

16

Real signals
most real signals, e.g.,
AM radio signal
FM radio signal
cable TV signal
audio signal
NTSC video signal
10BT ethernet signal
telephone signal
arent given by mathematical formulas, but they do have defining
characteristics
Signals

17

Measuring the size of a signal


size of a signal u is measured in many ways
for example, if u(t) is defined for t 0:
Z
u(t)2 dt
integral square (or total energy ):
0

squareroot of total energy


Z
integral-absolute value:

|u(t)| dt

peak or maximum absolute value of a signal: maxt0 |u(t)|


!1/2

Z T
1
u(t)2 dt
root-mean-square (RMS) value:
lim
T T 0
Z
1 T
average-absolute (AA) value: lim
|u(t)| dt
T T 0

for some signals these measures can be infinite, or undefined


Signals

18

example: for a sinusoid u(t) = a cos(t + ) for t 0


the peak is |a|

the RMS value is |a|/ 2 0.707|a|


the AA value is |a|2/ 0.636|a|
the integral square and integral absolute values are

the deviation between two signals u and v can be found as the size of the
difference, e.g., RMS(u v)

Signals

19

Qualitative properties of signals

u decays if u(t) 0 as t
u converges if u(t) a as t (a is some constant)
u is bounded if its peak is finite
u is unbounded or blows up if its peak is infinite
u is periodic if for some T > 0, u(t + T ) = u(t) holds for all t
in practice we are interested in more specific quantitative questions, e.g.,
how fast does u decay or converge?
how large is the peak of u?

Signals

110

Impulsive signals
(Diracs) delta function or impulse is an idealization of a signal that
is very large near t = 0
is very small away from t = 0
has integral 1
for example:

PSfrag replacements

PSfrag replacements

1/
t=0

1/
t

t=0

the exact shape of the function doesnt matter


is small (which depends on context)
Signals

111

on plots is shown as a solid arrow:

f (t) = (t)
PSfrag replacements

t=0

f (t) = t + 1 + (t)
PSfrag replacements

t = 1

Signals

t=0

112

Formal properties
formally we define by the property that
Z

f (t)(t) dt = f (0)
a

provided a < 0, b > 0, and f is continuous at t = 0


idea: acts over a time interval very small, over which f (t) f (0)
(t) = 0 for t 6= 0
(0) isnt really defined

Signals

(t) dt = 1 if a < 0 and b > 0


a
b

(t) dt = 0 if a > 0 or b < 0


a

113

(t) dt = 0 is ambiguous if a = 0 or b = 0
a

our convention: to avoid confusion we use limits such as a or b+ to


denote whether we include the impulse or not
for example,
Z

(t) dt = 0,
0+

Signals

(t) dt = 1,
0

(t) dt = 0,
1

0+

(t) dt = 1
1

114

Scaled impulses
(t T ) is sometimes called an impulse at time T , with magnitude
we have

b
a

(t T )f (t) dt = f (T )

provided a < T < b and f is continuous at T

on plots: write magnitude next to the arrow, e.g., for 2,


2
PSfrag replacements

Signals

115

Sifting property
the signal u(t) = (t T ) is an impulse function with impulse at t = T
for a < T < b, and f continuous at t = T , we have
Z

b
a

f (t)(t T ) dt = f (T )

example:
Z 3
f (t)(2 + (t + 1) 3(t 1) + 2(t + 3)) dt
2

= 2

f (t) dt +
2

+2
= 2
Signals

f (t)(t + 1) dt 3

f (t)(t 1) dt

f (t)(t + 3)) dt
2

f (t) dt + f (1) 3f (1)


116

Physical interpretation
impulse functions are used to model physical signals
that act over short time intervals
whose effect depends on integral of signal
example: hammer blow, or bat hitting ball, at t = 2
force f acts on mass m between t = 1.999 sec and t = 2.001 sec
Z 2.001
f (t) dt = I (mechanical impulse, N sec)

1.999

blow induces change in velocity of

1
v(2.001) v(1.999) =
m

2.001

f ( ) d = I/m
1.999

for (most) applications we can model force as an impulse, at t = 2, with


magnitude I
Signals

117

example: rapid charging of capacitor


PSfrag replacements

t=0
i(t)

1V

v(t)

1F

assuming v(0) = 0, what is v(t), i(t) for t > 0?

i(t) is very large, for a very short time


a unit charge is transferred to the capacitor almost instantaneously
v(t) increases to v(t) = 1 almost instantaneously
to calculate i, v, we need a more detailed model

Signals

118

PSfrag replacements

for example, include small resistance


R

v(t)

i(t)
v(t)

1V
t=0
1F

i(t) =

dv(t) 1 v(t)
=
,
dt
R

v(0) = 0

1/R
PSfrag replacements

PSfrag replacements1

v(t) = 1 et/R

i(t) = et/R /R

as R 0, i approaches an impulse, v approaches a unit step


Signals

119

as another example, assume the current delivered by the source is limited:


if v(t) < 1, the source acts as a current source i(t) = Imax
PSfrag replacements

i(t)
Imax

i(t) =

PSfrag replacements1

v(t)

1/Imax

v(t)

dv(t)
= Imax,
dt

Imax
PSfrag replacements

v(0) = 0
i(t)

1/Imax

as Imax , i approaches an impulse, v approaches a unit step


Signals

120

in conclusion,
large current i acts over very short time between t = 0 and
Z
i(t) dt = 1
total charge transfer is
0

resulting change in v(t) is v() v(0) = 1


can approximate i as impulse at t = 0 with magnitude 1
modeling current as impulse
obscures details of current signal
obscures details of voltage change during the rapid charging
preserves total change in charge, voltage
is reasonable model for time scales

Signals

121

Integrals of impulsive functions


integral of a function with impulses has jump at each impulse, equal to the
magnitude of impulse
Z t
PSfrag
replacements
u( ) d
example:
u(t) = 1 + (t 1) 2(t 2); define f (t) =
0

1
u(t)
Z

u( ) d

t=1

f (t) = t for 0 t < 1,

t=2

f (t) = t+1 for 1 < t < 2,

f (t) = t1 for t > 2

(f (1) and f (2) are undefined)


Signals

122

Derivatives of discontinuous functions


conversely, derivative of function with discontinuities has impulse at each
jump in function
derivative of unit step function (see page 16) is (t)
signal f of previous page
PSfrag replacements

f (t)

3
2
1
1

f 0(t) = 1 + (t 1) 2(t 2)
Signals

123

Derivatives of impulse functions


integration by parts suggests we define
Z

b
a

b Z b

0
(t)f (t) dt = (t)f (t)
(t)f 0(t) dt = f 0(0)
a

provided a < 0, b > 0, and f 0 continuous at t = 0


0 is called doublet
0, 00, etc. are called higher-order impulses
similar rules for higher-order impulses:
Z

(k)(t)f (t) dt = (1)k f (k)(0)


a

if f (k) continuous at t = 0
Signals

124

interpretation of doublet 0: take two impulses with magnitude 1/, a


distance apart, and let 0
1/
PSfrag replacements

t=
t=0

1/

for a < 0, b > 0,


Z

b
a

(t) (t )

f (t)

f (0) f ()
dt =

converges to f 0(0) if 0
Signals

125

Caveat
there is in fact no such function (Diracs is what is called a distribution)
we manipulate impulsive functions as if they were real functions, which
they arent
it is safe to use impulsive functions in expressions like
Z

b
a

f (t)(t T ) dt,

b
a

f (t) 0(t T ) dt

provided f (resp, f 0) is continuous at t = T , and a 6= T , b 6= T


some innocent looking expressions dont make any sense at all (e.g.,
(t)2 or (t2))

Signals

126

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