SIGNAL ANALYSIS

LESSON 1
 You Must Be...!!!

1. Prepare for lectures

attempt assigned reading before class
be active in class (paying attention to lecture is more
important than taking exacting notes)
2. Come to lecture
Dont late for this class. (only 10-minute delay
tolerance)
3. Attendance should be more than 75%
4. Do homework
best way to prepare for exam is by doing problems
5. Discuss and explore material with classmates
6. If you have questions, get them answered
7. Come to office hours when you need help
 Outline

1. Introduction
2. Fourier Transform
3. Discrete Fourier Transform (DFT)
4. Sampling Theorem
5. Convolution
6. Correlation
7. Power Spectral Density Function
8. Filtering
9. Optimum Filtering
10. Z Transform, Wavelet Transform, STFT, Hilbert Transform,
S Transform
 References

Brigham, E. Oran. The Fast Fourier Transform and

Its Application. 1988
Buttkus, Burkhard. Spectral Analysis and Filter
Theory in Applied Geophysics. 2000
Warner, Mike. Signal Processing and Inverse
Theory. 2009
Weeks, Michael. Digital Signal Processing Using
MATLAB and Wavelets. 2007
 Assessment

Midterm Exam: 25%

Quiz + homework + notebooks: 25%
Final Exam:
Programming (MATLAB): 25%

Writing test: 25%

INTRODUCTION

LESSON 1
Definition
 Signal???

The concept of signal refers to the space or time

variations in the physical state of an object.

Suatu fungsi yang membawa suatu informasi (umumnya

berupa keadaan atau sifat dari suatu sistem fisis)

Contoh signal:
Beda potensial (voltage) sebagai fungsi dari waktu
Gaya sebagai fungsi dari posisi dalam ruang tiga dimensi
Radar
Foto yang ditransmisikan dari kamera video
 Analysis/Processing? Digital?

Analysis / Processing :
suatu operasi yang dilakukan terhadap signal untuk
mendapatkan informasi yang diperlukan / berguna.

Digital :
processing dilakukan menggunakan komputer digital
atau hardware digital
 Analog Vs Digital
Analog
Analog is related to the word
analogy; a continuous (real
world) signal can be
converted to a different form,
such as the analog copy.
An analog signal is one that
has continuous values, that
is, a measurement can be
taken at any arbitrary time,
and for as much precision as
desired (or at least as much as
our measuring device allows).
Digital
A digital signal has discrete values.
Getting a digital signal from an analog
one is achieved through a process
known as sampling, where values are
measured (sampled) at regular
intervals, and stored. For a digital
signal, the values are accessed through
an index, normally an integer value.
Digital signals are quantized in
amplitude as well. When a signal is
sampled, we store the values in
memory. Each memory location has a
finite amount of precision.
If the number to be stored is too big, or too
small, to t in the memory location, then a
truncated value will be stored instead.
 What is DSP?

Digital Signal Processing the processing

or manipulation of signals using digital
techniques

Digital
Input Output
Signal
ADC Signal DAC Signal
Analogue Processor Digital to
to Digital Analogue
Converter Converter
What is DSP Used For?

And much more!

 Digital Audio

Standard music CD:

Sampling Rate: 44.1 kHz

16-bit samples

2-channel stereo

Data transfer rate = 21644,100 = 1.4 Mbits/s

1 hour of music = 1.43,600 = 635 MB

 Applications

Electrical Engineering Biomedicine

voltages/currents in a MRI, X-Rays,
circuit speech signals Ultrasounds
image signals Economics
Physics stock market data
radiation
Mechanical Engineering Seismology
vibration studies tectonic plate
Astronomy movement, earthquake
space photos prediction, seismic
exploration
Classification of signals
1. Continuous time vs Discrete time
1. Continuous Time vs Discrete Time

Observed signal x(t)

10

-5

-10
0 10 20 30 40 50 60
continuous time
Observed signal x[n]
10

-5

-10
0 10 20 30 40 50 60
discrete time
1. Continuous Time vs Discrete Time
2. Analogue vs Digital
2. Analogue
Digital
2. Analogue vs Digital
2. Analogue vs Digital
 2. Analogue vs Digital

Examples of analogue technology

photocopiers
telephones
audio tapes
televisions (intensity and colour info per scan line)
Examples of digital technology
Digital computers!
 3. Periodic vs Aperiodic

A signal x(t) is said to be periodic if for some positive

constant T0

The smallest value of T0 that satisfies the periodicity

condition of this equation is the fundamental period
of x(t)
3. Periodic vs Aperiodic
4. Deterministic vs Probabilistic
5. Causal vs Non-causal
 6. Even vs Odd

Even

Odd
Signals Models
1. Unit Step Function u(t)
2. Pulse Signal
3. Unit Impulse Function (t)
3. Unit Impulse Function (t)
4. Even and Odd Function
4. Even and Odd Function
4. Even and Odd Function
System
 What Is a System?

A system is something that performs an operation

(or a transform) on a signal.
A system may be a physical device (hardware), or
software.
A simple example system is an incrementer that adds
1 to each value of the signal. That is, suppose the
signal x[n] is {1, 2, 5, 3}. If y[n] = x[n] + 1, then y[n]
would be {2, 3, 6, 4}.
 What is a System?

A system is a process that may influence a signals.

We represent systems in graphical form by input-
output relationships.

Examples of systems include forward/inverse Fourier transformers and

Filters
 Examples of Systems in Geophysics

Earth
Seismic source r(t) Seismogram
w(t) s(t)
 Properties of Systems

1. Linearity
For a system is linear, it must exhibit additivity,
scaling (homogeneity), superposition
 Additivity

Additivity means that when the sum of different

inputs are given to a system, the result is the sum of
the outputs from each input separately:
 Scaling

Scaling (homogeneity) means that when one

multiplies a input to a system by a scalar, the output
is also multiplied by the same scalar:
Superposition
 Properties of Systems

2. Time Invariance
A system that is time invariance has the property
that a time shift in the given input will produce the
same time shift in the output. Lets denote an
arbitrary time shift by the constant t0:
 Properties of Systems

3. Causality
A system is causal if the output depends only on the
input at the present or past time, but not in the future.
Causal system output at t0 depends only on x(t) for
tt0
Non-causal
Non-causal systems are important because:
Realizable when the independent variable is something other than
time (e.q space)
Even for temporal systems, can prerecord the data (non-real time),
mimic a non causal system
Study upper bound on the performance of a causal system
 Properties of Systems

4. Invertibility
A system is invertible if the input to the system can be
recovered from the output. This implies the existence
of an inverse system that takes the output of the
original system as its input and produces the input of
the original system.
Let a system S produces y(t) with input x(t), if there
exists another system Si, which produces x(t) from y(t),
then S is invertible
 Properties of Systems

5. Linear and Time Invariant (LTI) Systems: A

VERY Special Case
A few systems fall under a special category that
makes predicting the output VERY easy. These
systems have two essential properties:
Linearity and Time Invariance and they are
known as LTI Systems. For a system to be LTI, you
must individually show additivity, scaling, and time
invariance.
Transform
 What Is a Transform?

A transform is the operation that a system performs.

Therefore, systems and transforms are tightly linked.
A transform can have an inverse, which restores the
original values.
 Transformation of signals

Signal: x(t)
Scaling: a*x(t)
Time shift: x(t-t0)
Time reversal: x(-t)
Linear stretch: x(at) , a<1
Linear compression: x(bt), b<1

Examples: 0.5x(t), x(t-3), x(-t), x(t/2), x(2t), x(3-t/2)

Sinusoids
 Why Do We Study Sinusoids?

We look at sinusoidal functions (sine and cosine)

because they are interesting functions that often
appear in the analog world.
Examining a single cosine function is easy to do, and
what applies to one cosine function also applies to a
signal composed of several sinusoids. Since
sinusoidal functions occur frequently, it is nice to be
able to use a few pieces of data to represent a
sinusoid.
 Why Do We Study Sinusoids?

That is all! When the amplitude, frequency, and

phase are known, we have all the information we
need to find the value of this sinusoid for any value
of time (t). This is a very compact way of
representing a signal. If the signal is more complex,
say it is composed of two sinusoids, we just need the
amplitude, frequency, and phase information of the
two sinusoids. In this way, we can represent the
signal, then later remake it from this information.
 Why Do We Study Sinusoids?

Examples of sinusoidal signals are all around us. The

rotation of the moon around the earth, the
temperature of a city over a day's time, and the
acoustic waves made by human speech are all
examples of sinusoidal-like signals. Human speech is
interesting, because it may be a single sinusoid (such
as a vowel sound), or a composite signal made up of
several sinusoids.