1.

Semnale si sisteme in timp continuu

1.1. Semnale in timp continuu

Def: Semnal in timp continuu
= un set de observatii achizitionate in mod continuu in timp,
spatiu sau alte variabile independente.
Def: Semnal deterministic
= un semnal ce poate fi descris printr-o relatie matematica
explicita.

Ex: x(t)=a ·sin(bt), a, b ∈ R+

1. Semnale si sisteme in timp 1

continuu
 x(t) x(-t)

0 t1 t2 t -t2 -t1 0 t

x(t) x(t-t0) x(t+t0)

0 t1 t 0 t0 t1+t0 t -t0 0 t1-t0 t

x(t) x(2t) x(t/2)

0 t1 t 0 t1/2 t 0 2t1 t

1. Semnale si sisteme in timp 2

continuu
1.1.1. Seriile Fourier pentru semnale periodice

 2π 
s ( t ) = α 0 sin  t  , α 0 , T0 ∈ ℝ + T0 = perioada semnalului
 T0 
1

T0=0.1
0
Ex: (α0=1) -1
0 0.2 0.4 0.6 0.8 1

1
T0=0.2

0
-1
0 0.2 0.4 0.6 0.8 1

1
T0=0.5

0
-1
0 0.2 0.4 0.6 0.8 1
t
1. Semnale si sisteme in timp 3
continuu
Daca un semnal (in timp continuu) x(t) este periodic cu perioada fundamentala
T0, el poate fi exprimat ca o combinatie de functii trigonometrice.
Seria Fourier trigonometrica (S.F.T.):
∞
2π
x ( t ) = C0 + ∑ [Ck cos ( k ω0t ) + Sk sin ( k ω0t )] ω0 = = 2πF0
k =1 T0
1
1 F0 = = frecventa fundamentala
C0 = ∫ x ( t ) dt T0
T0 T
0

2
Ck = ∫
T0 T
x ( t ) cos ( k ω0t ) dt
0

2
Sk = ∫ x ( t ) sin ( k ω0t ) dt
T0 T
0

1. Semnale si sisteme in timp 4

continuu
 Relatii pentru S.F.T:
Daca x(t) = x (-t)
par T0
2 2
atunci Sk = 0 si C0 =
T0 ∫ x ( t ) dt
0
T0
4 2
Ck =
T0 ∫ x ( t ) cos ( k ω0t ) dt
0

Daca x(t) = -x(-t)
impar T0

4 2
atunci Ck = 0 si Sk =
T0 ∫ x ( t ) sin ( k ω0t ) dt
0

1. Semnale si sisteme in timp 5

continuu
  2π   2π   2π 
c ( t ) = α 0 cos  t + ϕ  = α 0 cos  t  cos ( ϕ ) − α 0 sin  t  sin ( ϕ )
 T0   T0   T0 
ϕ ∈ ℝ - faza semnalului
Ex: 1
(α0=1, T0=0.1)
φ=0
0
-1
0 0.2 0.4 0.6 0.8 1

1
φ=π/2

0
-1
0 0.2 0.4 0.6 0.8 1

1
φ=-π/2

0
-1
0 0.2 0.4 0.6 0.8 1
t
1. Semnale si sisteme in timp 6
continuu
Notatie: Ck = Ak cos ϕk , Sk = − Ak sin ϕk

Ck cos ( k ω0t ) + Sk sin ( k ω0t ) = Ak cos ( k ω0t + ϕk )

∞
Seria Fourier armonica (S.F.A.): x (t ) = ∑ Ak cos ( k ω0t + ϕk )
k =0

Sk
A0 = C0 , Ak = Ck2 + Sk2 , ϕk = −atan
Ck

e ± jk ω0t = cos ( k ω0t ) ± j sin ( k ω0t )

∞
Seria Fourier exponentiala (S.F.E.): x (t ) = ∑ ak e jk ω0t
k =−∞
1
T0 T∫
− jk ω0t dt = a e jθk
ak = x ( t ) e k
0

1. Semnale si sisteme in timp 7

continuu
Relatii de legatura intre seriile Fourier:

A0 = C0 = a0
Ck − jSk C + jSk
ak = , a− k = k ( k ≥ 1)
2 2
Ck2 + Sk2 Ak
ak = a− k = =
2 2
Sk Sk
θk = ϕk = −atan , θ− k = −ϕk = atan
Ck Ck

Relatia Parseval:
1 ∞
2
Px = ∫ x ( t ) dt = ∑ ak
2
Px = puterea semnalului
T0 T k =−∞
0

1. Semnale si sisteme in timp 8

continuu
1.1.2. Transformata Fourier pentru semnale neperiodice
in timp continuu
Seriile Fourier → pentru semnale periodice in timp continuu
x(t) semnal periodic (T0) ⇒ pentru T0 → ∞ : x(t) – semnal aperiodic

Conditiile Dirichlet:

1) x(t) sa aiba un numar finit de maxime sau minime

pe orice interval finit
2) x(t) sa aiba un numar finit de discontinuitati
pe orice interval finit
∞
3) x(t) este absolut integrabil: ∫ x ( t ) dt < ∞
−∞
1. Semnale si sisteme in timp 9
continuu
 1
S.F.E.: ak = ∫ x ( t ) e − jk ω0t dt ⇒ T0 ak = ∫ x ( t ) e− jk ω0t dt
T0 T T
0 0

∞ 2π
1 − jk t
Pt. T0 → ∞ ⇒ lim ak = lim
T0 →∞ T0 →∞ T0
∫ x (t ) e T0 dt =0
−∞
⇒ ω0 → dω, k ω0 → ω
∞
Deci, lim T0 ak =
T0 →∞
∫ x ( t ) e − j ω t dt
−∞
∞
Transformata Fourier X ( ω) = F { x ( t )} = ∫ x ( t ) e− jωt dt
−∞
∞
1
Transformata Fourier inversa x ( t ) = F −1 { X ( ω)} = ∫
2π −∞
X ( ω ) e jωt dω

1. Semnale si sisteme in timp 10

continuu
 ∞
2 1 ∞ 2
Teorema Rayleigh (energia): ∫ x (t ) dt = ∫
2π −∞
X ( ω ) dω
−∞

Proprietati ale transformatei Fourier:

 
1. Liniaritate: F ∑ ck xk ( t )  = ∑ ck F { xk ( t )} = ∑ ck X k ( ω)
k  k k

2. Deplasare in F { x ( t − t0 )} = e− jωt0 F { x ( t )} = e− jωt0 X ( ω)

timp

3. Deplasare in F −1
{ X ( ω − ω0 )} = e jω t F −1 { X ( ω)} = e jω t x ( t )
0 0

frecventa:

1. Semnale si sisteme in timp 11

continuu
4. Compresie/expandare in timp:

 t 
F  x    = α F { x ( t )} = α X ( ω)
  α 

 ∂x ( t ) 
5. Derivata in timp: F   = jωF { x ( t )} = jωX ( ω)
 ∂t 

6. Derivata in −1  ∂X ( ω)  = − jtF
F  
−1
{ X ( ω)} = − jtx ( t )
frecventa:  ∂ω 

1. Semnale si sisteme in timp 12

continuu
  t  1 1
7. Integrala in timp: F  ∫ x ( τ ) dτ  = F { x ( t )} = X ( ω)
 −∞  jω jω

8. Integrala in frecventa:



ω  1 1
F  ∫ X ( λ ) dλ  =
− 1 F −1
{ X ( ω)} = x ( t )
 −∞  − jt − jt

9. Simetria: F { x ( t )} = X ( ω) ⇒ F { X ( t )} = 2πx ( −ω)

1. Semnale si sisteme in timp 13

continuu
Distributia Dirac δ(t): δ(t)
∞
∫ x ( t ) δ ( t ) dt = x ( 0 )
−∞
0 t
Proprietati:
δ(t - t0)
∞
∫ x ( t ) δ ( t − t0 ) dt = x ( t0 )
−∞
0 t0 t
∞
∫ X ( ω) δ ( ω − ω0 ) dω = X ( ω0 )
−∞

1. Semnale si sisteme in timp 14

continuu
Treapta unitate u(t):
u(t)
∞ ∞
∫ x ( t ) u ( t ) dt = ∫ x ( t ) u ( t ) dt
−∞ 0
0 t
Proprietati:
u(t - t0)
∞ ∞
∫ x ( t ) u ( t − t0 ) dt = ∫ x ( t ) dt
−∞ t0
0 t0 t
∂u ( t )
= δ (t )
∂t

1. Semnale si sisteme in timp 15

continuu
Transformata Fourier pentru semnale uzuale:
∞ Proprietatile 9 + 3
F {δ ( t )} = ∫ δ ( t ) e− jωt dt = e− jω0 = 1
−∞
F {δ ( t )} = 1
∞ ⇒ F {1} = 2πδ ( ω)
F {δ ( t − t0 )} = ∫ δ ( t − t0 ) e − jωt dt = e − j ωt 0
−∞ F {e jω0t } = 2πδ ( ω − ω0 )
∞ ∞
1
F {u ( t )} = ∫ u ( t ) e− jωt dt = ∫ e − jωt dt =
jω
for ω ≠ 0
−∞ 0
∞
e jω0t + e − jω0t − jωt
F {cos ( ω0t )} = ∫ e dt = π [ δ ( ω − ω0 ) + δ ( ω + ω0 )]
−∞
2
∞
e jω0t − e− jω0t − jωt π
F {sin ( ω0t )} = ∫ e dt = [ δ ( ω − ω0 ) − δ ( ω + ω0 )]
−∞
2j j
1. Semnale si sisteme in timp 16
continuu
1.1.3. Transformata Laplace
jω (parte imaginara)
Transformata Fourier:
∞
X ( ω) = ∫ x ( t ) e − jωt dt = X ( jω)
−∞ 0 σ (parte reala)

Notatie: s = σ + jω
∞
Transformata Laplace: X ( s ) = L { x ( t )} =
∫ x ( t ) e− st dt
−∞
σ+ jω
1
2πj σ−∫jω
Transformata x ( t ) = L { X ( s )} =
−1 X ( s ) e st ds
Laplace inversa:
1. Semnale si sisteme in timp 17
continuu
Cateva proprietati ale transformatei Laplace:

 
1. Liniaritate: L ∑ ck xk ( t )  = ∑ ck L { xk ( t )} = ∑ ck X k ( s )
k  k k

2. Deplasare in L { x ( t − t0 )} = e− st0 L { x ( t )} = e− st0 X ( s )

timp:

3. Deplasare in L −1 { X ( s − s0 )} = e s0t L −1 { X ( s )} = e s0t x ( t )

frecventa:

4. Compresie/expandare in timp:

L { x ( t / α )} = α L { x ( t )} = α X ( s )

1. Semnale si sisteme in timp 18

continuu
Transformata Laplace pentru semnale uzuale:
∞
L {δ ( t )} = ∫ δ ( t ) e− st dt = e− s 0 = 1
−∞
∞
L {δ ( t − t0 )} = ∫ δ ( t − t0 ) e − st dt = e− st0
−∞
∞ ∞
1
L {u ( t )} = ∫ u ( t ) e − st dt = ∫ e − st dt =
s
−∞ 0
∞
e jω0t + e− jω0t − st s
L {u ( t ) cos ( ω0t )} = ∫ e dt = 2 2
0
2 s + ω0
∞
e jω0t − e − jω0t − st ω
L {u ( t ) sin ( ω0t )} = ∫ e dt = 2 0 2
0
2j s + ω0
1. Semnale si sisteme in timp 19
continuu
1.2. Sisteme in timp continuu
Def: Sistem
= orice dispozitiv fizic sau algoritm care transforma un
semnal, denumit intrare sau excitatie, intr-un alt semnal,
denumit iesire sau raspuns.

Def: Modelul (sistemului)

= relatiile matematice dintre semnalele de intrare si iesire ale
sistemului.

x(t) y(t)
S{•} y(t) = S{x(t)}

1. Semnale si sisteme in timp 20

continuu
1.2.1. Proprietati

1. Cauzalitate: x ( t ) = 0, pentru t < 0 ⇒ y ( t ) = 0

 
2. Liniaritate: S { xk ( t )} = yk ( t ) ⇒ S ∑ ck xk ( t )  = ck ∑ yk ( t )
k  k

3. Invarianta in timp: S { x ( t )} = y ( t ) ⇒ S { x ( t − t0 )} = y ( t − t0 )

4. Stabilitate: x ( t ) < ∞ ∀t ⇒ y ( t ) < ∞ ∀t

1. Semnale si sisteme in timp 21

continuu
1.2.2. Analiza timp-frecventa a sistemelor liniare si
invariante in timp (SLIT)
Def: Raspunsul la impuls al SLIT, notat prin h(t)
= raspunsul sistemului la impulsul δ(t).
h(t) = S{δ(t)}

δ(t) h(t)
S{•} h(t)

∞
∫ h ( τ ) δ ( t − τ ) dτ = h ( t ) ⇒ h (t ) ∗ δ (t ) = h (t )
−∞
∞
Def: Operatia de convolutie: x1 ( t ) ∗ x2 ( t ) = ∫ x1 ( τ ) x2 ( t − τ ) dτ
−∞
1. Semnale si sisteme in timp 22
continuu
x( t ) y( t ) ∞
h(t) y (t ) = x (t ) ∗ h (t ) = ∫ x ( τ ) h ( t − τ ) dτ
−∞

∞
Conditia de stabilitate: ∫ h ( t ) dt < ∞
−∞

Proprietati ale convolutiei:

1. x1 ( t ) ∗ x2 ( t ) = x2 ( t ) ∗ x1 ( t )
∞ ∞
⇒ ∫ x1 ( τ ) x2 ( t − τ ) dτ = ∫ x1 ( t − τ ) x2 ( τ ) dτ
−∞ −∞

2. x1 ( t ) ∗ [ x2 ( t ) + x3 ( t )] = x1 ( t ) ∗ x2 ( t ) + x1 ( t ) ∗ x3 ( t )

1. Semnale si sisteme in timp 23

continuu
X(ω) Y(ω)
H(ω) Y ( ω) = X ( ω) H ( ω) = F { x ( t ) ∗ h ( t )}

Def: H(ω) = functia de sistem sau raspunsul in frecventa

Y ( ω)
H ( ω) = F {h ( t )} = H ( ω) = H ( ω) e j arg{ H ( ω)}
X ( ω)

raspunsul in faza
∂ arg { H ( ω)}
τ g ( ω) = − raspunsul in amplitudine
∂ ( ω)

intarzierea de grup (analiza similara cu transformata Laplace)

1. Semnale si sisteme in timp 24

continuu
Conexiunea sistemelor in cascada

h1(t) h2(t) hN(t)

h(t)

h ( t ) = h1 ( t ) ∗ h2 ( t ) ∗… ∗ hN ( t ) H ( ω) = F {h ( t )}

H k ( ω) = F {hk ( t )}
H ( ω) = H1 ( ω) ⋅ H 2 ( ω) ⋅… ⋅ H N ( ω) k = 1, 2,…, N

1. Semnale si sisteme in timp 25

continuu
 Conexiunea sistemelor in paralel

h1(t)

h2(t) h(t)

hN(t)

h ( t ) = h1 ( t ) + h2 ( t ) + … + hN ( t ) H ( ω) = H1 ( ω) + H 2 ( ω) + … + H N ( ω)

1. Semnale si sisteme in timp 26

continuu
 Exemple de sisteme:

|H(ω)| |H(ω)|

1 1
filtru trece-jos filtru trece-sus

0 ωt ω 0 ωt ω

ωt = frecventa de taiere ωt1, ωt2 = frecventele de taiere

|H(ω)| |H(ω)|
filtru trece-banda filtru opreste-banda
1 1

0 ωt1 ωt2 ω 0 ωt1 ωt2 ω

1. Semnale si sisteme in timp 27
continuu