Review of Signals in Linear Systems A.J .

Wilkinson, UCT EEE3086F Signals and Systems II

202 Page 1March 30, 2009
EEE3086F
Signals and Systems II
2009
Andrew Wilkinson
andrew.wilkinson@uct.ac.za
http://www.ee.uct.ac.za/people/ajw.php
Department of Electrical Engineering
University of Cape Town
Review of Signals in Linear Systems A.J .Wilkinson, UCT EEE3086F Signals and Systems II
202 Page 2March 30, 2009
2.2 Signal Analysis in Linear Systems
Fourier analysis
Convolution
Sampling theory
Reference: F.G. Stremler, Introduction to Communication Systems, 3rd Edition
A.J .Wilkinson, UCT Review of Signals in Linear Systems EEE3086F Signals and Systems II
202 Page 3March 30, 2009
Signal Analysis in Linear Systems
In order to assist in our analysis of communication systems, we shall review:
Linear systems
Fourier theory
Concept of Power Spectral Density
Noise in Linear Systems
We need to be able to analyse signal and noise propagation through linear
systems

) (t f
) (t n
{ } L
noise
signal
Linear
system
A.J .Wilkinson, UCT Review of Signals in Linear Systems EEE3086F Signals and Systems II
202 Page 4March 30, 2009
Linear Systems
Consider the Linear System:
{ } ) ( ) ( t f t g L =
) (t f
{ }
{ } { } ) ( ) (
) ( ) (
2 2 1 1
2 2 1 1
t f a t f a
t f a t f a Linearity
L L
L
+ =
+
{ } L
{ } L
is a linear operator
A.J .Wilkinson, UCT Review of Signals in Linear Systems EEE3086F Signals and Systems II
202 Page 5March 30, 2009
Orthogonal Functions
It is often useful to represent a signal as a linear combination of
orthogonal basis functions
where is a constant, is the Basis Function.
t jn
n
e t
0
) (

=
n
n n
t F t f ) ( ) (

) sin(
) cos(
) (
0
0
t n
t n
t
n

n
F
) (t
n

we have the
Trigonometric Fourier Series
we have the Exponential Fourier series If
If
A.J .Wilkinson, UCT Review of Signals in Linear Systems EEE3086F Signals and Systems II
202 Page 6March 30, 2009
The Exponential Fourier Series
t jn
n
n
e F t f
0
) (

+
=
=
T t t
2 2
1 2
0
=

=
dt t f
T
F
t
t
t jn
n
e

=
2
1
0
) (
1
2 1
t t t < < Over interval
where fundamental
and
T is the period
A.J .Wilkinson, UCT Review of Signals in Linear Systems EEE3086F Signals and Systems II
202 Page 7March 30, 2009
Example square wave
)
5
1
3
1
5
1
3
1
(
2
) (
5 3
5 3
L
L

+ + + =
t j t j t j
t j t j t j
e e e
e e e
j
t f

f(t)
t 2 0 1
1

2
2
0
= =
=
T
T

=
even 0
odd
2
n
n
jn
F
n

Note: Each pair of
complex frequency
components (n & -n)
sum to form a real
component. E.g. n=1:
) sin(
4
) (
2
t e e
j
t j t j

=

A.J .Wilkinson, UCT Review of Signals in Linear Systems EEE3086F Signals and Systems II
202 Page 8March 30, 2009
Trigonometric Fourier Series
For purely real signals
Where


=

=
+ + =
1
0
1
0 0
sin cos ) (
n
n
n
n
t n b t n a a t f

=
2
1
) cos( ) (
2
0
t
t
n
dt t n t f
T
a

=
2
1
) ( sin ) (
2
0
t
t
n
dt t n t f
T
b

=
2
1
) (
1
0
t
t
dt t f
T
a
(mean, value)
A.J .Wilkinson, UCT Review of Signals in Linear Systems EEE3086F Signals and Systems II
202 Page 9March 30, 2009
Trigonometric Fourier Series
Can relate to complex exponential Fourier Series via:
0 0
F a
) Re( 2
n n n n
F F F a = + =

) Im( 2 ) (
n n n n
F F F j b = =

A.J .Wilkinson, UCT Review of Signals in Linear Systems EEE3086F Signals and Systems II
202 Page 10March 30, 2009
Fourier Transform
Used for non periodic signals
Can also represent periodic signals

+

=

d e F t f
t j
) (
2
1
) (

= dt e t f F
t j
) ( ) (
t jn
n
t j
e
n F
d e F t f

=
2
) (
) (
2
1
) (
It is interesting to observe that by writing the integral
as a Riemann sum, the form is similar to the Fourier series,
being a weighted sum of complex exponentials:

weight
{ } F
NB: This approximation
is periodic with period:
As , the period
becomes infinite.
= / 2 T
0
A.J .Wilkinson, UCT Review of Signals in Linear Systems EEE3086F Signals and Systems II
202 Page 11March 30, 2009
FT Examples
) (

t
rect
)
2
(

Sa
) sin(
0
t
t
) cos(
0
t
2 / 2 /

4

0

0

0

0

t
t
j

A.J .Wilkinson, UCT Review of Signals in Linear Systems EEE3086F Signals and Systems II
202 Page 12March 30, 2009
Signal Power
dt t f
T
P
T
T
2
2 /
2 /
) (
1

=
By substitution of Fourier Series can obtain
Known as Parsevals theorem for Power Signals
Power in signal can be calculated by summing the
squared magnitude of the Fourier series coefficients.

= =
n
n
T
T
F dt t f
T
P
2
2
2 /
2 /
) (
1
Average signal power
A.J .Wilkinson, UCT Review of Signals in Linear Systems EEE3086F Signals and Systems II
202 Page 13March 30, 2009
Example
1
F
0

2
F
Time
0 T
f(t) (Periodic)
From the Line Spectrum:
frequency
1
F

=
=
n
n
F P
2
0
2
0
3
0

2
F
From the Time
Periodic signal
Power
dt t f
T
P
T
T
2
2 /
2 /
) (
1

=
Power
0
2
0
F
A.J .Wilkinson, UCT Review of Signals in Linear Systems EEE3086F Signals and Systems II
202 Page 14March 30, 2009
Frequency Transfer Function
For linear time-invariant systems
L L + + = + +
dt
df
b t f b
dt
dg
a t g a
1 0 1 0
) ( ) (
For an input signal
t j
e t f

= ) (
t j
e H t g

) ( ) ( =

=
m
m
m
k
k
k
j a
j b
H
) (
) (
) (

) (t f ) (t g
where
we get a particular solution
) ( H
A.J .Wilkinson, UCT Review of Signals in Linear Systems EEE3086F Signals and Systems II
202 Page 15March 30, 2009
Example circuit analysis
dt
dg
C
R
t g t f
I =

=
) ( ) (
Voltage Voltage
RC j
H

+
=
1
1
) (
) (t f
) (t g
I
R
1 1
0 1 0
= = = b RC a a
) ( ) ( t f
dt
dg
RC t g = +
Re-arranging:
to std form
Substituting:
Current through R:
A.J .Wilkinson, UCT Review of Signals in Linear Systems EEE3086F Signals and Systems II
202 Page 16March 30, 2009
Very useful property
Any linear time invariant system is completely described
by its impulse response
Convolution
) ( ) ( ) ( ) ( ) ( t h t f d t h f t g = =

) ( ) ( ) ( H F G =
) ( ) ( H t h
) (t f ) (t g
) (t h
) (t
) (t h
) (t h
t
impulse response
It can be shown:
t
) (t h
) (t
Output is
A.J .Wilkinson, UCT Review of Signals in Linear Systems EEE3086F Signals and Systems II
202 Page 17March 30, 2009
Properties of Convolution
Commutative
Distributive
Associative
) ( ) ( ) ( ) (
1 2 2 1
t f t f t f t f =
[ ] ) ( ) ( ) ( ) ( ) ( ) ( ) (
3 1 2 1 3 2 1
t f t f t f t f t f t f t f + = +
[ ] [ ] ) ( ) ( ) ( ) ( ) ( ) (
3 2 1 3 2 1
t f t f t f t f t f t f =
A.J .Wilkinson, UCT Review of Signals in Linear Systems EEE3086F Signals and Systems II
202 Page 18March 30, 2009
Graphic Interpretation of Convolution
Convolution

= = d t f f t f t f t y ) ( ) ( ) ( ) ( ) (
2 1 1 2
4
2
2 4 -2 -4
4
2
2 4 -2 -4
t-3
t
4
2
2 4 -2 -4
4
2
2 4 -2 -4

t

) (
1
t f ) (
2
t f
) (
1
f
) (
2
f
) (
2
t f
A.J .Wilkinson, UCT Review of Signals in Linear Systems EEE3086F Signals and Systems II
202 Page 19March 30, 2009
Graphic Interpretation of Convolution
1 1
) 1 (
2
1
) ( ) ( ) (
2
1
2 1
< <
+ = =

t
t d t t f t f
t

1
0 ) ( ) (
2 1
<
=
t
t f t f
2 1
2 ) ( ) ( ) (
1
1
2 1
< <
= =

t
t d t t f t f
f
1
()
4
2
2 4 -2 -4
t

4
2
2 4 -2 -4
4
2
2 4 -2 -4
t

4
2
2 4 -2 -4
t

4
2
2 4 -2 -4
4
2
2 4 -2 -4
) (
1
t f
) (
2
t f
A.J .Wilkinson, UCT Review of Signals in Linear Systems EEE3086F Signals and Systems II
202 Page 20March 30, 2009
Graphic Interpretation of Convolution
4 2
2
1
4 ) ( ) ( ) (
2
1
3
2 1
< <
+ = =

t
t t d t t f t f
t

4
2
2 4 -2 -4
t

4
2
2 4 -2 -4
t

4
2
2 4 -2 -4
t
t f t f
<
=
4
0 ) ( ) (
2 1
The above figures show the convolution of a rectangular and a
triangular pulse.
4
2
2 4 -2 -4
A.J .Wilkinson, UCT Review of Signals in Linear Systems EEE3086F Signals and Systems II
202 Page 21March 30, 2009
Convolution with a Dirac Impulse
Convolution
Recall:
So

= d t t f t t t f ) ( ) ( ) ( ) (
0 0

=1 ) ( dx x

= ) ( ) ( ) (
0 0
x f dx x x x f
) ( ) ( ) ( ) ( ) ( 0
0 0
t t f d t t f t t t f = =

0
t t = ) (
0
t t
) (x f
) (
0
x x
0
x
Argument of is zero at so o/p is

= ) ( ) ( ) (
0 0
x f dx x x x f
x
i.e. result of integrating the
product is to extract value
of f( ) at location where the
argument of dirac impulse is zero.
) ( 0 t t f
A.J .Wilkinson, UCT Review of Signals in Linear Systems EEE3086F Signals and Systems II
202 Page 22March 30, 2009
Convolution with a Dirac Impulse

) (
0
t t f
) (
0
t t
0
t
) (t f
0
t
) (t f
0
t
Convolution with shifts so that the point that was
previously at the origin is moved to position
If is positive, waveform shifts to the right.
0
t
) (
0
t t
A.J .Wilkinson, UCT Review of Signals in Linear Systems EEE3086F Signals and Systems II
202 Page 23March 30, 2009
Sampling Theory
t
B 2
) ( F
0
2T 4T -2T -4T
2/T
Sampled Signal
Fourier Spectrum
-2/T 2/T
0
) (t f
B 2

t
t
A.J .Wilkinson, UCT Review of Signals in Linear Systems EEE3086F Signals and Systems II
202 Page 24March 30, 2009
Nyquist Sampling Theorem
If the spectral components of lie in the range
then to avoid aliasing (i.e., overlap of spectral replicas)
we require or
or a sample rate
If , then spectra overlap; can not recover original
signals.
e.g.:
) ( F
B T 2 / 1 > 2 2 / 2 > B T
B B 2 2
] [ 2 Hz B f
s
>
Hz
B f
s
2
B 2
s
f
Review of Signals in Linear Systems A.J .Wilkinson, UCT EEE3086F Signals and Systems II
202 Page 25March 30, 2009
EEE3086F
Signals and Systems II
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