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Primary interest of Electronic Engineers

 SIGNALS PROCESSING AND ANALYSIS

Processing: Methods and system that modify signals

x(t) System y(t)

Input/Stimulus Output/Response

Analysis:
• What information is contained in the input signal x(t)?
• What changes do the System imposed on the input?
• What is the output signal y(t)?
 SIGNALS DESCRIPTION

To analyze signals, we must know how to describe or represent

them in the first place.

A time signal
t x(t)
15
0 5
10
5
1 8
x(t)

0 2 10
-5 0 5 10 15 20
3 8
-10
4 5
-15
t 5 -5

Detail but not informative

 TIME SIGNALS DESCRIPTION

1. Mathematical expression: x(t)=Asin(wt+f)

15

10

2. Continuous (Analogue) 0
0 5 10 15 20
-5

-10

-15

x[n]
n
3. Discrete (Digital)
 TIME SIGNALS DESCRIPTION

15

4. Periodic 10

x(t)= x(t+To) 0
0 10 20 30 40
-5

-10
Period = To -15

To

12

5. Aperiodic 10

0
0 10 20 30 40
-2
 TIME SIGNALS DESCRIPTION

xt )  x t )
15

6. Even signal 10

0
-10 -5 0 5 10
-5

-10

-15

15

7. Odd signal xt )   x t ) 10

0
-10 -5 0 5 10
-5

-10

-15

T
Exercise: Calculate the integral v   cos wt sin wtdt
T
 TIME SIGNALS DESCRIPTION

8. Causality

Analogue signals: x(t) = 0 for t < 0

Digital signals: x[n] = 0 for n < 0

 TIME SIGNALS DESCRIPTION
15

9. Average/Mean/DC value 10

5
t1 +TM

 xt )dt
1 0

xDC  -5
0 10 20 30 40

TM t1
-10

-15

TM
10. AC value

x AC t )  xt )  xDC
DC: Direct Component
AC: Alternating Component

Exercise:
2
Calculate the AC & DC values of x(t)=Asin(wt) with TM 
w
 TIME SIGNALS DESCRIPTION


11. Energy E 
 xt ) dt
2



xt )
2

12. Instantaneous Power Pt )  watts

R
t1 +TM

 Pt )dt
1
13. Average Power Pav 
TM t1

Note: For periodic signal, TM is generally taken as To

Exercise:
Calculate the average power of x(t)=Acos(wt)
 TIME SIGNALS DESCRIPTION

P1
14. Power Ratio PR  10 log10 The unit is decibel (db)
P2

In Electronic Engineering and Telecommunication power is

usually resulted from applying voltage V to a resistive load
V2
R, as P
R

Alternative expression for power ratio (same resistive load):

P1 V12 / R
PR  10 log10  10 log10 2
P2 V2 / R
V1
 20 log10
V2
 TIME SIGNALS DESCRIPTION

15. Orthogonality

Two signals are orthogonal over the interval t1, t1 + TM 

if
t1 +TM

r  x t )x t )dt  0
t1
1 2

Exercise: Prove that sin(wt) and cos(wt) are orthogonal for

2
TM 
w
 TIME SIGNALS DESCRIPTION

15. Orthogonality: Graphical illustration

x2(t) x2(t)

x1(t) x1(t)
x1(t) and x2(t) are x1(t) and x2(t) are
correlated. orthogonal.
When one is large, so is Their values are totally
the other and vice versa unrelated
 TIME SIGNALS DESCRIPTION

16. Convolution between two signals

 
y t )  x1 t )  x2 t )   x  )x t   )d   x  )x t   )d
1 2 2 1
 

Convolution is the resultant corresponding to the

interaction between two signals.
 SOME INTERESTING SIGNALS

1. Dirac delta function (Impulse or Unit Response) d(t)

t
0
d t )  A for t  0
where A  
0 otherwise

Definition: A function that is zero in width and infinite in

amplitude with an overall area of unity.
 SOME INTERESTING SIGNALS

2. Step function u(t)

1 
t
0
u t )  1 for t  0
0 otherwise

A more vigorous mathematical treatment on signals

 Deterministic Signals

A continuous time signal x(t) with finite energy


N   xt ) dt
2



Can be represented in the frequency domain


X w )   x t )e  jwt
dt w  2f


Satisfied Parseval’s theorem

 
N   xt ) dt   X  f ) df
2 2

 
 Deterministic Signals

A discrete time signal x(n) with finite energy


N   xn )
2

n  

Can be represented in the frequency domain

Note: X w ) is periodic with period = 2rad / sec
 
xn )   )
1
X w )   xn)e 
jwn
 jwn
X w e dw
n  
2 

Satisfied Parseval’s theorem

 2
 ) 1 X  f ) df
1
N    2 2
x n
n   2
 Deterministic Signals

Energy Density Spectrum (EDS)

S xx  f )  X  f )
2

Equivalent expression for the (EDS)


S xx  f )   xx
r m )e  jwm

m  

where

rxx m )   n)xn + m)
x *
* Denotes complex conjugate
n  
 Two Elementary Deterministic Signals

Impulse function: zero width and infinite amplitude

 
 d t )dt  1
  d t )g t )dt  g 0)


Discrete Impulse function

1 n0
d n )  
0 otherwise

Given x(t) and x(n), we have


xn )   xk )d n  k )

xt )   x )d t   )d and

k  
 Two Elementary Deterministic Signals

Step function: A step response

1 t0
u t )  
0 otherwise

Discrete Step function

1 n0
u n )  
0 otherwise
 Random Signals

Infinite duration and infinite energy signals

e.g. temperature variations in different places, each have its
own waveforms.
Ensemble of time functions (random process): The set of all
possible waveforms
Ensemble of all possible sample waveforms of a random
process: X(t,S), or simply X(t).
t denotes time index and S denotes the set of all possible
sample functions
A single waveform in the ensemble: x(t,s), or simply x(t).
Random Signals

x(t,s0)

x(t,s1)

x(t,s2)
 Random Signals

Each ensemble sample may be different from other.

Not possible to describe properties (e.g. amplitude) at a
given time instance.
Only joint probability density function (pdf) can be defined.
Given a sequence of time instants

t1 , t2 ,....., t N  the samples X t  X ti ) Is represented by:

i


p xt1 , xt2 ,....., xt N )
A random process is known as stationary in the strict sense if

 ) 
p xt1 , xt2 ,....., xt N  p xt1 + , xt2 + ,....., xt N + )
 Properties of Random Signals

X ti ) is a sample at t=ti

The lth moment of X(ti) is given by the expected value

  
 )
E X   xtli p xti dxti
l
ti


The lth moment is independent of time for a stationary

process.

Measures the statistical properties (e.g. mean) of a single

sample.

In signal processing, often need to measure relation

between two or more samples.
 Properties of Random Signals

X t1 ) and X t2 ) are samples at t=t1 and t=t2

The statistical correlation between the two samples are given
by the joint moment

 
E X t1 X t2  


 

 )
xt1 xt2 p xt1 , xt2 dxt1 dxt2

This is known as autocorrelation function of the random

process, usually denoted by the symbol

 xx t1 , t2 )  EX t X t 1 2

For stationary process, the sampling instance t1 does not
affect the correlation, hence

 xx  )  EX t X t    xx   )
1 2
where   t1  t2
 Properties of Random Signals

Average power of a random process  xx 0)  EX t2 

1

Wide-sense stationary: mean value m(t1) of the process is

constant

Autocovariance function:

  
cxx t1 , t2 )  E X t1  mt1 ) X t2  mt2 )   xx t1 , t2 )  mt1 )mt2 )

For a wide-sense stationary process, we have

cxx t1 , t2 )  cxx  )   xx  )  mx2

 Properties of Random Signals

Variance of a random process  2  cxx 0)   xx 0)  mx2

Cross correlation between two random processes:

 xy t1 , t2 )  EX t Yt     )
 
1 2    xt1 yt2 p xt1 , yt2 dxt1 dyt2

When the processes are jointly and individually

stationary,

 xy   )   yx  )  EX t Yt +   EX t  Yt
1 1 1 1

 Properties of Random Signals

Cross covariance between two random processes:

cxy t1 , t2 )   xy t1 , t2 )  mx t1 )my t2 )

When the processes are jointly and individually

stationary,

 xy   )   yx  )  EX t Yt +   EX t  Yt
1 1 1 1

Two processes are uncorrelated if

  
cxy t1 , t2 ) or  xy t1 , t2 )  E X t1 E Yt2
 Properties of Random Signals

Power Spectral Density: Wiener-Khinchin theorem


xx  f )    xx  )e  j 2f d


An inverse relation is also available,


 xx  )   xx  f )e j 2f df


Average power of a random process

 xx 0)   xx  f )df  EX t2   0




 Properties of Random Signals

Average power of a random process

 xx 0)   xx  f )df  EX t2   0





For complex random process,  xx   )   xx*  )

 
xx  f )    xx  )e
* * j 2f
d    xx   )e j 2f d  xx  f )
 


Cross Power Spectral Density: xy  f )    xy  )e  j 2f d


For complex random process, xy*  f )  xy  f )

 Properties of Discrete Random Signals

X n , or X n) is a sample at instance n.

The lth moment of X(n) is given by the expected value

 l
n


E X   xnl pxn )dxn

Autocorrelation  xx m)  EX n EX k 

Autocovariance cxx n, k )   xx n, k )  EX n EX k 

For stationary process, let m  nk

cxx m)   xx m)  EX n EX k    xx m)   x2  x is the mean

 Properties of Discrete Random Signals

The variance of X(n) is given by

 2  cxx 0)   xx 0)   x2

Power Density Spectrum of a discrete random process


xx  f )   xx
 m )e  j 2fm

m  

 xx m)   12 xx  f )e j 2fmdf

1
Inverse relation: 
2

    )  1 xx  f )df
1
Average power: EX 2
n xx 0  2

2
 Signal Modelling

Mathematical description of signal

M
xn )   ak nk cosw k n + f k ) k  1 or 0  k  1
k 1

ak , k ,w k ,fk 1k M are the model parameters.

M
Harmonic Process model xn )   ak cosw k n + f k )
k 1


xn )   hk )wn  k )
Linear Random signal
model k  
 Signal Modelling

Rational or Pole-Zero model

xn)  axn  1) + wn)

Autoregressive (AR) model

p
xn ) +  ak xn  k )  wn )
k 1

Moving Average (MA) model

q
xn )   bk wn  k )
k 0
 SYSTEM DESCRIPTION

1. Linearity

x1(t) System y1(t)

IF
x2(t) System y2(t)

THEN x2(t) + x2(t) System y1(t) + y2(t)

 SYSTEM DESCRIPTION

2. Homogeneity

IF x1(t) System y1(t)

THEN ax1(t) System ay1(t)

Where a is a constant
 SYSTEM DESCRIPTION

3. Time-invariance: System does not change with time

IF x1(t) System y1(t)

THEN x1(t) System y1(t)

x1(t) y1(t)

t t

x1(t) y1(t)

 t  t
 SYSTEM DESCRIPTION

3. Time-invariance: Discrete signals

IF x1[n] System y1 [n]

THEN x1[n - m System y1[n - m

x1[n] y1 [n]

t t

x1[n - m y1[n - m

t t
m m
 SYSTEM DESCRIPTION

4. Stability

The output of a stable system settles back to the quiescent

state (e.g., zero) when the input is removed

The output of an unstable system continues, often with

exponential growth, for an indefinite period when the input
is removed

5. Causality

Response (output) cannot occur before input is applied, ie.,

y(t) = 0 for t <0

 THREE MAJOR PARTS

Signal Representation and Analysis

System Representation and Implementation

Output Response
 Signal Representation and Analysis

An analogy: How to describe people?

(A) Cell by cell description – Detail but not useful and

impossible to make comparison

(B) Identify common features of different people and

compare them. For example shape and dimension of
eyes, nose, ears, face, etc..

Signals can be described by similar concepts:

“Decompose into common set of components”
 Periodic Signal Representation – Fourier Series

Ground Rule: All periodic signals are formed by sum of

sinusoidal waveforms

 
xt )  ao +  an cos nwt + bn sin nwt (1)
1 1

T/2 T/2
xt ) cos nwtdt xt )dt
2 1
an  
T T / 2
ao  
T T / 2
(2)

T/2
xt ) sin nwtdt
2
bn  
T T / 2
(3)
 Fourier Series – Parseval’s Identity

Energy is preserved after Fourier Transform

 )

1 T/2
  ) 1

T T / 2
 + +
2 2 2 2
x t dt ao a bn (4)
2 1 n
 
xt )  ao +  an cos nwt + bn sin nwt
1 1

 xt ) dt
T/2 2
T / 2
 
xt )dt +  an  xt ) cos nwtdt + bn  xt ) sin nwtdt
T/2 T/2 T/2
 ao 
T / 2 T / 2 T / 2
1 1
 Fourier Series – Parseval’s Identity

  )
T/2
T / 2
2
x t dt
 
xt )dt +  an  xt ) cos nwtdt + bn  xt ) sin nwtdt
T/2 T/2 T/2
 ao 
T / 2 T / 2 T / 2
1 1

T  T
 ao T +  an +  bn
2

1 2 1 2

T  T
 ao T +  an +  bn
2

1 2 1 2

1 T/2
T T / 2
2 2 1  2 2
  xt ) dt  ao +  a n + bn
2 1
 )
 Periodic Signal Representation – Fourier Series
-T/2 x(t) T/2
1 t x(t)
-t t -T/2 to –T/4 -1
-T/4 to +T/4 +1
-1
-T/4 T/4 +T/4 to +T/2 -1

T/2
2
xt ) cos nwtdt
2
an  
T T / 2
w
T
2 
T /4 T /4 T /2
    cos nwtdt +  cos nwtdt   cos nwtdt 
T T / 2 T / 4 T /4 

2   sin nwt 
T / 4
 sin nwt 
T /4
 sin nwt  
T /2

   +    
T  nw  T / 2  nw  T / 4  nw  T / 4 
 Periodic Signal Representation – Fourier Series

x(t)
1 t x(t)
-t t -T/2 to –T/4 -1
-T/4 to +T/4 +1
-1
-T/4 T/4 +T/4 to +T/2 -1

T/2
2
xt ) cos nwtdt
2
an  
T T / 2
w
T


2   sin nwt 
T / 4
 sin nwt 
T /4
 sin nwt  
T /2

   +    
T  nw  T / 2  nw  T / 4  nw  T / 4 

8  nwT  4  nwT 
 sin   sin  
nwT  4  nwT  2 
 Periodic Signal Representation – Fourier Series

2 x(t)
w 1 t x(t)
T
-t t -T/2 to –T/4 -1
-T/4 to +T/4 +1
-1
-T/4 T/4 +T/4 to +T/2 -1

8  nwT  4  nwT 
an  sin   sin  
nwT  4  nwT  2 
zero for all n
 n  2
 sin    sin n )
4
n  2  n

4 4
We have, ao  0, a1  , a2  0, a3  ,.......
 3
 Periodic Signal Representation – Fourier Series

2 x(t)
w 1 t x(t)
T
-t t -T/2 to –T/4 -1
-T/4 to +T/4 +1
-1
-T/4 T/4 +T/4 to +T/2 -1

It can be easily shown that bn = 0 for all values of n. Hence,

4 
xt )   coswt  cos3wt + cos5wt  cos7wt + ....
1 1 1
 3 5 7 

Only odd harmonics are present and the DC value is zero

The transformed space (domain) is discrete, i.e., frequency
components are present only at regular spaced slots.
 Periodic Signal Representation – Fourier Series
-T/2 x(t) T/2
A t x(t)
-t t -/2 to –/2 A
-/2 /2 -T/2 to -  /2 0

+  /2 to +T/2 0

/2
A
T/2
xt )dt 
1 1
ao  
T T / 2  Adt 
T  / 2 T
2 2 2
an   T xt )cosnwtdt   TAcosnwtdt
2 T2
w
T 2 T  2 T

2 A  sin nw  2 4A nw
    sin
T  nw   nwT 2
2
 Periodic Signal Representation – Fourier Series
-T/2 x(t) T/2
A t x(t)
-t t -/2 to –/2 A
-/2 /2 -T/2 to -  /2 0

+  /2 to +T/2 0

2 A  sin nw  2 4A nw 2
an     sin w
T  nw   nwT 2 T
2

It can be easily shown that bn = 0 for all values of n. Hence, we have

A 2 A 
sin nw / 2)
xt )  + 1 nw / 2) cosnw
T T
 Periodic Signal Representation – Fourier Series

A 2 A 
sin nw / 2)
xt )  + 1 nw / 2) cosnw
T T
Note: sin  y ) y  0 for y  nw 2  k
nw 2k
Hence: an  0 for  k  nw  k 1,2 ,3 ,...
2 

A
T
0 w

2 4
 