Chapter 2

Static and Dynamic

Characteristics of
Signals

Signals
„ Signals classified as
1. Analog – continuous in time and takes on any
magnitude in range of operations
2. Discrete Time – measuring a continuous variable at
finite time intervals
3. Digital – discretized magnitude at discrete times

„ Quantization assigns a single number to

represent a range of magnitudes of a continuous
signal
„ This is done by a Analog to Digital A/D converter

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Signal Wave Form
„ Static – does not vary with time and can
be considered over long periods, like the
life of a battery.
„ Dynamic Signal – time dependent y(t)

Definitions
„ Deterministic Signal – a signal
that varies in time in a predictable
manner, such as a sine wave, a step
function, or a ramp function.
„ Steady Periodic – a signal whose
variation of the magnitude of the
signal repeats at regular intervals in
time.

Definitions cont’d
„ Complex Periodic Waveform –
contains multiple frequencies and is
represented as a superposition of multiple
simple periodic waveforms.
„ Aperiodic Waveforms – deterministic
signals that do not repeat at regular
intervals (step function).
„ Nondeterministic Signal – a signal with
no discernible pattern of repetition.

2
For periodic signal:
c = amplitude f = 1/T cycles/sec (hz)
T = period ω = 2Πf rad/sec

Signal Analysis
„ Assume y=current
t2 t2
Y = ( ∫ y (t )dt ) / ( ∫ dt )
t1 t1
If power is equal to
P=I2R, then energy is
dissipated in resistor
from t1 to t2

Signal Analysis
t2 T2
„ E= ∫ t Pdt = ∫ T [ I (t )] Rdt
2

1 1

„ To find a fixed current Ie that produces some

energy dissipation in time t1 to t2,
t2 t2 2 t2
E = ∫ Pdt = ∫ Ie Rdt = Ie R(t 2 − t 1) = ∫ [ I (t )] Rdt
2 2
t1 t1 t1
t2
Ie = (1 / (t 2 − t 1)) ∫ [ I (t )] dt ⇒ IRMS
2

t1

3
 „ A time dependent
analog signal can
be approximated
by a discrete set of
N numbers over
the time period
from t1 to t2
y(t) {y(rδt)}
r=1,2,N
where δt =
sampling time

Mean Value
„ For discrete time signals, approximate the
mean value N
y = (1 / N )∑ yi
i =1
RMS
N
yrms = (1 / N ) ∑ yi2
i =1

Signal Averaging Period

„ The choice of time period for signal
analysis depends on the type of signal
„ For simple periodic, use time period
equal to the period of the function.
That gives a good representation of
long term average value and RMS
value.

4
Signal Averaging Period
„ Averaging a simple periodic signal over
a time period that is not exactly the
period of the function can produce
misleading results.
„ However, as the averaging time period
becomes long relative to the signal
period, the resulting values will
accurately represent the signal.

Signal Averaging Period

„ Complex wave forms and non-
deterministic signals do not have an
exact waveform time period because
they are made up of signal
components with different
frequencies.

„ Remember: f=1/T hertz

Effect of Time Period

Selection

„ In this case select a sampling period that

is large with respect to the longest
frequency.

5
 Effect of
DC Offset
If AC
component is
of primary
interest,
subtract out
DC
component,
then amplify
AC to get
more
pronounced
impact from
AC.

Signal Amplitude and Frequency

„ Basis: very complex signals, even non-
deterministic, can be approximated by a series
of sine and cosine functions (fourier analysis)
„ Fourier Analysis is a mathematical equivalent of
a prism.

Signal Amplitude and Frequency

„ “the representation of complex and non-
deterministic waveforms by a simple
periodic function allows measurement
system response to be reasonably well
defined by examining the output resulting
from a few specific input waveforms, one
of which is the simple periodic.”

6
How do you represent a complex
signal by simple function?
„ The fundamental concepts of frequency
and amplitude can be understood through
the observation and analysis of periodic
motions.
„ Sines and cosines can be thought of as
mathematical functions that describe
specific physical behaviors of a system.
„ Consider the mechanical vibration of a
spring-mass system

Spring-Mass System

„ Governing Equation: M(d2y/dt2)+ky=0

„ General form of solution: y=A cos wt+ B sin wt ;
ω= k / m
T= time of one cycle, called a period
f= 1/T hz w= 2Πf rad/sec

7
 Frequency Analysis
„The solution can be rewritten by use of
phase angle:
y=c cos (wt-ϕ) or y=c sin (wt+ϕ*)
Where
c= a 2 + B 2 ; ϕ=tan-1(B/A); ϕ*=Π/2 - ϕ

Frequency Analysis
„ Frequency Analysis: most signals from
measurement systems are non-deterministic,
having complex wave forms and consequentially
can be broken into series of sine and cosine
functions.
„ The representation of a signal by an infinite
series of sines and cosines is called a fourier
series.
„ In theory, all mathematical functions can be
represented by a fourier series.

Definitions:
1. Y(t) is a periodic function if there is a
positive number T
y(t+T)=y(t)
-If both y1(t), and y2(t) have period T
then ay1 + by2 have period T

2. A trigonometric series is given by:

Ao + A1 cos t + B1 sin t +A2 cos 2t + B2 sin 2t +…+ 1
where An and Bn are coefficients

8
 „ Example of harmonics of a string plucked
at center:

Fourier Series and Coefficients

„ A periodic function
∞
y(t) with period T=2Π given
as y (t ) = Ao + ∑ (A
n=1
n cos nt + Bn sin nt )

„ With y(t) known, determine Ao, An, Bn

Integrate y(t) from -Π to Π
π π ∞ π π
∫ −π y(t)dt = Ao∫ −πdt + ∑( An ∫ −π cosntdt+ Bn ∫ −π sinntdt)
n=1
Since
π π
∫ − π cosntdt = 0 and ∫ − π sin ntdt = 0

Euler’s formula:
π
Ao = 1 / (2π ) ∫ y(t )dt
−π
π
Follows that An = 1/ π ∫ −π y (t ) cos ntdt and
π
Bn = 1 / π ∫ y ( t ) sin ntdt
−π

„ However,most functions do not have

a period of 2Π that will be
encountered.

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Fourier Coefficients for Functions
Having Arbitrary Periods

Coefficients representing a function of

frequency ω are given by:

Ao = 1 / T ∫
T /2
y (t )dt
−T / 2

An = (2 / T ) ∫
T/2
y (t ) cos nwtdt
−T / 2

Bn = (2 / T ) ∫
T/2
y (t ) sin nwtdt
−T / 2

Where n = 1,2,3,…, and T = 2π/ω

Fourier Coefficients for Functions

Having Arbitrary Periods
„ The trigonometric series that results
from these coefficients is a Fourier
series and may be written as:
∞
y(t ) = A 0 + ∑ ( An cos nωt + Bn sinnωt )
n =1

Fourier Coefficients for functions

having Arbitrary Periods
∞

The series y(t) = Ao + ∑( An cosnwt+ Bn sinnwt) can

n=1
be rewritten using phase angles as
∞

y (t ) = Ao + ∑ Cn cos(nwt − φn ) Where Cn = A2n B2n

n =1
tan ϕ n = Bn / An
∞
tan ϕ * n = An / Bn
y(t ) = Ao + ∑ Cn sin(nwt + φ * n)
n =1

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 Even and Odd Functions
„ A function g(t) is even if it is
symmetric about the origin for all t,
„ g(-t) = g(t)
„ A function h(t) is odd if, for all t,
„ h(-t) = -h(t)

Fourier Coefficients for functions

having Arbitrary Periods
If the signal is even, Bn=O and the
series becomes:
∞ ∞

y (t ) = ∑ An cos nωt y (t ) = ∑ A cos((n2π t ) / T )

n
n =1 n=1

If the signal is odd, An=0 and series

becomes:
∞ ∞

y (t ) = ∑ Bn sin nωt y (t ) = ∑ B sin((n2π t ) / T )

n
n =1 n =1

Example 2.5:

„ Original: E(t)=120 sin 120Πt T=1/60sec

„ Rectified: E(t)=⏐120 sin 120Πt⏐

T /2
Ao = 2[(1 / T ) ∫ 0 y(t )dt = 2 / (1 / 60) ∫
1 / 120
120 sin 120π tdt = 76.4
0

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 An = (4 / T ) ∫
T /2
„ y (t ) cos((2nπ t ) / T )dt
0

= 4 / (1 / 60) ∫
1 / 120
120 sin 120π t cos120nπ tdt
0
„ For values of n that are odd, the
coefficient An is identically zero.
„ For values of n that are even, the
result is An = 120 ( − 2 + 2 )
π n −1 n +1

„ The Fourier series for the function

|120 sin 120πt| is

„ 76.4 – 50.93 cos 240πt – 10.10 cos 480πt –

4.37 cos 720πt

„ The frequency content of a signal is found

by examining the amplitude of various
frequency components, and by expanding
the fourier series and plotting amplitudes
of sine and cosine terms.

12
Fourier Transform
„ In Fourier Series analysis we worked with
arbitrary but known signals. The
coefficients of the FS specified the
amplitude of the sine and cosines having
a specific frequency. In practical
applications, we may not know anything
about the form or frequency of the signal.

„ We need a method to decompose signals

in terms of their frequency components.

Fourier Transform
„ From earlier work:
∞

y (t ) = Ao + ∑ ( An cos nωt + Bn sin nωt )

n =1

An = (2 / T ) ∫
T/2
y (t ) cos nωtdt
−T / 2

Bn = (2 / T ) ∫
T /2
y (t ) sin nωtdt
−T / 2

ω = 2πf

Assumption:
„ We remove the constraint that the
signal be a periodic function, and let
the period go to infinity.
„ The coefficients become continuous
functions of frequency.
∞
A( ω) = ∫ −∞ y (t ) cos ωtdt
∞
B ( ω) = ∫ −∞ y (t ) sin ωtdt

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Assumption
„ The fourier coefficients of A(ω) and
B(ω) are components of fourier
transforms of y(t)
Υ ( ω ) = A( w) − iB ( ω)
„ Then substituting
∞
Υ ( ω ) = ∫ y (t )(cos ωt − i sin ωt )dt
−∞

„ Using identity e − iθ = cosθ − i sin θ

∞
leads to Υ =( ω) ∫ −∞
y (t )e − iωtdt
(Eq 2.29)

Substituting for cyclic frequency

F=w/2π=1/T (Eq 2.30)
∞
Υ(f )= ∫ −∞
y (t )e − i 2πftdt

These are the two-sided fourier transforms of y(t)

„ If we know the amplitude-frequency

properties of a signal (fourier transform),
the inverse-FT will reconstruct y(t).
∞
y (t ) = (1 / 2π ) ∫ Y( f )ei 2πftdt
−∞
„ Y(f) describes the signal as a continuous
function of frequency. If y(t) is known or
measured, then its fourier transform
provides the amplitude-frequency
properties of the signal that are not
apparent from the time-based signal.

14
„ The fourier transform is a complex
number
Υ ( f ) = A( f ) − iB( f ) = Υ ( f ) eiθ ( f )
„ The magnitude is given by
Υ ( f ) = Re[ Υ ( f )]2 + Ι M[ Υ ( f )]2
„ Phase shift

θ ( f ) = tan − 1((Ι M[ Υ ( f )]) / (Re[ Υ ( f )]))

„ *Amplitude spectrum:
C( f ) = A( f ) 2 + B( f ) 2
„ *Phase shift:
θ ( f ) = tan − 1( B( f )) / ( A( f ))
„ Power spectrum:
(C ( f ) 2 ) / 2
„ The Fourier transform has provided a
method to decompose a measured signal
y(t) into its amplitude-frequency
components.

Discrete Fourier Transform

„ y(t) is represented by y(rδt) for r=1,2,…N in a
discrete time series. y(t) is decided by a set of
impulses of amplitude determined by y(t) at nδt.
„ An approximation of the fourier transform for
discrete data sets is called the discrete fourier
transform (DFT)
N
Υ ( f ) = 2 / N ∑ y (rδ t )e
K
− i 2 π rk / N

r =1
„ For k=1,2,…N/2

15
„ In this development, t was replaced
with rδt and f was replaced with
k/(Nδt)
„ δf = frequency resolution = 1/(Nδt)
„ δt = sampling period
„ N = number of samples
„ k = number of frequency increments
to N/2
„ Fk = kδf = a given frequency

Note:
„ Through the DFT a discrete data
signal can be decomposed into
Amplitude-Frequency content and
then can be reconstructed into a
fourier series of known functions.
„ The typical DFT used in software is
the FFT or the fast fourier transform.
It has been optimized for algorithm
efficiency.

„ Representation of a
simple periodic as a
discrete signal
„ y(t)=10sin2πt
created discrete set
using time integral
0.125 s
„ f1=w1/2π=1 hz
„ C(f1=1Hz)=10V
„ θ(f1)=0
„ δt=0.125 s
„ N=8

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Figure 2.20
„ Note plot of
Amplitude Spectrum

„ Y(f)=0 at all
frequencies except
f1=1 Hz at which
point it is 10, which
corresponds to what
we know about the
signal g(t).

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