E. Ambikairajah Australia: Part A: Signal Processing
E. Ambikairajah Australia: Part A: Signal Processing
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             Part A: Signal Processing
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  Chapter 1:     Signal and Systems
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    1.1 Signals
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    1.2 Sampling
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    1.3 Systems
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    1.4 Periodic Signals
    1.5 Discrete-Time Sinusoidal Signals
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    1.6 Real Exponential Signals
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    1.7 Complex Exponential Signals
    1.8 The Unit Impulse
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        Signals
    1.10 Problem Sheet A1 & MATLAB Exercises
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Chapter 1: Signals and Systems
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 1.0 Introduction
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     The terms signals and systems are given
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     various interpretations. For example, a
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     system is an electric network consisting of
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     resistors, capacitors, inductors and energy
     sources.
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         or
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                  i(t)   R
                     a
            +                   C        +
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            -            i(t)            vC(t)
                  b
                                         -
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       us . A
     ,A E  Figure: 1.0: An electric circuit
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    schematically by means of a box as shown in
                     a
    Figure 1.1.
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     ,A EInput          System         Output
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   There are two types of signals:
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(a) Continuous – time signals
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(b) Discrete – time signals
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    In the case of a continuous-time signal, x(t), the
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    independent variable t is continuous and thus x(t) is
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    defined for all t (see Fig 1.2).
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    are defined only at discrete times and
                     a
    consequently the independent variable
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    takes on only a discrete set of values
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    (see Figure 1.2). A discrete- time signal
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    is thus a sequence of numbers.
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         or
   n – discrete time - independent variable
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 1. A person’s body temperature is a
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    continuous-time signal.
                     a
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                  b
 2. The prices of stocks printed in the daily
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    newspapers are discrete-time signals.
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 3. Voltages & currents are usually represented
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    by continuous-time signals. They are
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 Figure 1.2: Above: An example of continuous-time signals. Below: An example of discrete-time signals.
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1.2 Sampling
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    A discrete-time signal is often formed by
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     sampling a continuous -time signal x(t). If the
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     samples are equidistant then
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          x[n] = x(t ) t = nT = x(nT )
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                                          (1.1)
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          or
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                                   x(nT ) = x[n]
                     a
                               1
                          fs =
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                               T
                  b
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The constant T is the sampling interval or period and
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     ,A E                    1
the sampling frequency f s =   Hz.
                             T
         or
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                                                     h
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                     a                       ira
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                  b
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       us . A
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         or
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                     a
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    not correct to think of x[n] as being
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    zero for n not an integer, say n=1.5.
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    x[n] is simply undefined for non-integer
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         or
    values of n.
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                                       h
Sampling Theorem:
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   If the highest frequency contained in an
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    analogue signal x(t) is fmax and the signal is
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    sampled at a rate fs ≥ 2 fmax then x(t) can
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    be exactly recovered from its sample values
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    using an interpolation function.
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                                      h
Example:
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   Audio CDs use a sampling rate, fs, of 44.1
                     a
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    kHz for storage of the digital audio signal.
                  b
    This sampling frequency is slightly more than
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    2×fmax [fmax = 20kHz], which is generally
    accepted upper limit of human hearing and
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    perception of music sounds.
         or
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    Example:
                                 h
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                    ⎧1 t ≥ 0
                     a
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           u (t ) = ⎨           (1.2)
                  b
                    ⎩0 t < 0
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    A continuous-time unit step function u(t)
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         or
    is defined by [Fig 1.5].
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     Note that the unit step is discontinuous
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     at t = 0. Its samples u[n] = u(t)|t=nT
                     a
     form the discrete-time signal and
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                  b
     defined by
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       us . A    ⎧1 n ≥ 0
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          u[n] = ⎨                (1.3)
         or
                 ⎩0 n < 0
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                                              h
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                  b
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         or
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     Sketch the wave form: y[n] = u[n] − u[n − 1]
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                                                    h
Exercise:
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    Sketch the waveform for y (t ) = u (t + 1) − 2u (t ) + u (t − 1)
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1.3 Systems
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     A continuous-time system is one whose input x(t)
                     a
      and output y(t) are continuous time functions related
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      by a rule as shown in Fig 1.6(a).
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                                                     y(t)
          x(t)
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                            Continuous y(t)
     ,A E            x(t)
                              Time
                 t           System                          t
         or
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    shown in Fig 1.6(b).
                     a
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                  b
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          x[n]                                      y[n]
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                     x[n]                 y[n]
     ,A E                     Discrete
                            Time System
                 n                                           n
         or
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     distinction between continuous-time
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     and discrete-time systems is the fact
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     that the former are characterized by
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     differential equations whereas the
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     latter are characterized by
         or
     difference equations.
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Example:
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    The RC circuit shown in Figure 1.7 is a
                     a
     continuous-time system
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                  b
                                                output
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                     i(t)
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                            R           +
     ,A E e(t)   +                 C    vC(t)
                 -          i(t)
         input                          -
         or
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     of continuous-time systems.
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                                            output
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                  i(t)
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                         R          +
       e(t)   +                 C   vC(t)
                     a
              -          i(t)
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      input                         -
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     If we regard e(t) as the input signal
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      and vc(t) as the output signal, we
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      obtain using simple circuit analysis
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       dvC (t ) 1              1
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               +    vC (t ) =    e(t )       (1.4)
         dt      RC           RC
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      dvC (t ) 1              1
              +    vC (t ) =    e(t )
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                                            (1.4)
        dt      RC           RC
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                  b
From equation (1.4), a discrete -time system can
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be developed as follows: If the sampling period T
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is sufficiently small,
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         or
                  vC (nT ) − vC (nT − T )
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    dvC (t )
                =                               (1.5)
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      dt t = nT              T
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                     vC(t)               vC(nT)
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                                    P
                                         vC(nT)-vC(nT-T)
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                                T
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                             nT-T   nT                     t
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       Backward Euler approximation
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       [Assuming T is sufficiently small]
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                                          h
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    and replacing t by nT, we obtain:
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      vC (nT ) − vC (nT − T ) 1
                     a
                                  vC (nT ) =    e(nT )
                                              1
                             +
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                 T             RC            RC
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    The difference equation is:
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     vC [n] − vC [n − 1] 1             1
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                        +    vC [n] =    e[n]
             T            RC          RC
         or
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              RC              T                   difference
     vC[n] =      vC[n −1] +      e[n]    (1.6)
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                                                  equation
             RC+T            RC+T
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                     a          ira
            Continuous-Time System
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                  b
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 Analogue input Differential Analogue output
                Equations
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         or
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                   Equations
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              Discrete-Time System
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Example:
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      Analogue Signal                      Discrete-time signal
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 1.       x(t) = eat                             x[n] = eanT
                   b
                             t=nT
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                                                         1        sampling
         time                                        fs = Hz      frequency
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                 Sample number      Sampling             T
      ,A E       [0,1,2,3,…]        Period (T)
          or
                                 t=nT
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                                           sample number
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      x(t) = Acos(ωat)                 x[n] = A cos(ωanT)
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3.
                            t=nT
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     Analogue frequency
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     in radians ωa = 2πfa
                                                  1
                               = A cos(2πf a ⋅ n ⋅ )
                          a
                                                  fs
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                       b
                                          fa
                               = A cos(2π    ⋅ n) = A cos(nθ )
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                                          fs
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 θ = digital frequency
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        fa
 θ = 2π
              or
        fs
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     θ=ωaT
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     Exercise :
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    An important class of signals is the periodic
                     a
     signals. A periodic continuous-time signal x(t)
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     has the property that there is a positive value
                  b
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     of P for which
                      x(t ) = x(t + P )
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                                           (1.7)
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        for all values of t.
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    In other words, a periodic signal has the
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     period P.
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Example :
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                                       period = P
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                              x(t)
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                   b
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        us . A
                    -P       0        P        2P           t
       Figure 1.9A: An example of periodic signals
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          or
    Periodic signals are defined analogously in discrete
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         or
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                                  h
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1.5 Discrete-Time Sinusoidal Signals
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    A continuous-time sinusoidal signal is given by
         x(t ) = A sin (ωa t ) = A sin (2πf a t )
                      a
                                                    (1.9)
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                   b
          fa = analogue frequency
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     A discrete - time sinusoidal signal may be expressed as
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     x[n] = A sin( nθ )
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                                 1
       Sampling frequency f s =
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                                 T         fa
              θ - Digital frequency θ = 2π    = ω aT
  N
                                                                 (1.11)
                                           fs
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   A discrete-time signal is said to be periodic with a
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    period length N, if N is the smallest integer for
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    which
                     a
                                  x[n + N ] = x[n]
                ∴
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                       A sin ((n + N )θ ) = A sin (nθ )
                  b
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       us . A
    which can only be satisfied for all n if Nθ=2πk
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    (where k is an arbitrary integer)
         or
     ∴
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                 2πk2πk
            N=   =
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               θ   2π
                      fa
                      fs
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    fa
                      a
               lia ik
                                          8000
                   b
So if fa = 1000Hz & fs = 8000 Hz then N =      = 8 samples
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                                          1000
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An example of a sinusoidal sequence is shown in Fig 1.10.
          or
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                     a               ira
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                  b
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       us . A
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         or
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    Determine the fundamental period of x[n],
                                            ira
                               ⎛ 2π   π⎞
                x [n] = 10 cos ⎜    n+ ⎟
                      a
                               ⎝ 15   5⎠
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                                            2π
                   b
                    digital frequency θ =
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                                            15
     The fundamental period is therefore (see equation (1.12))
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              2πk
         N=
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               θ
          or
    where k is the smallest integer for which N has an
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            2π ⋅ 1
         N=        = 15 samples
             2π
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             15
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Example:
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     The sinusoidal signal x[n] has fundamental
                      a
      period N=10 samples. Determine the
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                   b
      smallest   θ for which x[n] is periodic:
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        us . A
                     2πk 2π
      ,A E        θ=    =    k
                      N   10
          or
  
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                2π π
        ∴    θ=   = radians / cycle
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                10 5
  N
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1.6 Real Exponential Signals
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     The continuous-time complex exponential
                     a
 
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     signal is of the form
                  b
                     x(t ) = ce
           tra m
                                  at
                                       (1.13)
       us . A
     where c and a are, in general complex
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     numbers. Depending upon the values of
         or
                                                     h
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                                               Growing exponential a>0.
                     a                     ira
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                  b
                           c
           tra m
                                                 t
                               x(t)
       us . A
     ,A E                                      Decaying exponential a<0
         or
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                           c
                                                         t
 Figure 1.11: Characteristics of real exponential signals in terms of
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 time, t. Top: For a>0, the signal grows exponentially. Bottom: For
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                                                                    h
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     Consider a complex exponential, ceat where c is
                                                           ira
 
                                                            jθ
     expressed in polar form, c = c e , and a in
                      a
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     rectangular form, a = r + jω 0 .
                   b
     Then
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        us . A
     ce at =| c | e jθ e ( r + jω0 )t =| c | e rt ⋅ e j (ω0t +θ )
      ,A E  =| c | e rt cos(ω0t + θ ) + j | c | e rt sin(ω0t + θ )       (1.14)
          or
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    growing exponential
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    For r < 0 ⇒ Sinusoidal signals multiplied by a
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    decaying exponential [≅ damped sinusoids]
                  b
                                          x(t)
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              x(t)
                                             r<0
       us . A
                 r>0
     ,A E
                                                         t
         or
                          t
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    exponential signal as   x[n] = cαn (1.15)
                     a              ira
   If c and α are real and if |α|>1 the magnitude of the
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    signal grows exponentially with n, while if |α|<1 we
                  b
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    have decaying exponential.
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         or
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                       a           ira
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                    b
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         us . A
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           or
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     An important concept in the theory of linear systems
                                             ira
 
                      a
     function, known also as the Dirac delta function is
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                   b
     denoted by δ(t) and is represented graphically by a
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     vertical arrow.
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      ,A E       δ(t)                                Magnitude
                                                 1
              1
          or
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             0           t                               Frequency
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     vanishing everywhere except at the origin.
                                           ira
 ∞
                     a
 ∫ δ ( t ) dt   = 1      , δ ( t ) = 0 for t ≠ 0                   (1.16)
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−∞
                  b
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    The impulse function δ(t) is the derivative of the step
       us . A
     function u(t).
                                du (t )
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                       δ (t ) =           (1.17)
                                 dt
         or
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                u(t)                                  du(t )
                                             δ (t ) =
                                                       dt
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            1                                1
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                            t                                  t
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      The discrete-time unit impulse function δ[n] is
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       defined in a manner similar to its continuous time
                                        ira
       counterpart. We also refer δ[n] as the unit sample.
                      a
               lia ik
                   b
            tra m
        us . A
                                                ⎧1 n = 0
                                        δ [n] = ⎨
      ,A E                                                       (1.18)
                                                ⎩0 n ≠ 0
          or
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                                       h
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    Time Signals
                                 ira
     A signal x[n] may be shifted in time by
                     a
      replacing the independent variable n by n-k
              lia ik
                  b
      where k is an integer.
           tra m
       us . A
     If k>0 ⇒ the time shift results in a delay of
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      the signal by k samples [ie. shifting a signal
         or
      to the right]
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Figure 1.16: Top left: Original signal, x[n]. Top right: x[n] is
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                                      ja
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 Q1. A discrete – time signal x[n] is defined by
                      a
                    ⎧1 0 ≤ n ≤ 9
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             x[n] = ⎨
                   b
                    ⎩0 otherwise
            tra m
        us . A
   Using u[n], describe x[n] as the
      ,A E
          or
   superposition of two step functions.
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Q2. Sketch the following:
                                       ja
                                   ira
(a) x(t) = u(t-3) – u(t-5)
                       a
                lia ik
(b) y[n] = u[n+3] – u[n-10]
                    b
(c) x(t) = e2tu(-t)
             tra m
(d) y[n] = u[-n]
         us . A
(e) x[n] = δ[n] + 2δ[n-1] -δ[n-3]
       ,A E
(f) h[n] = 2δ[n+1] + 2δ[n-1]
           or
(g) h[n] = u[n], p[n] = h[-n]; q[n] = h[-1-n], r[n] = h[1-n]
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                        ⎡ π π⎤
                                ira
             x[n] = cos ⎢n + ⎥
                        ⎣ 8 5⎦
                      a
               lia ik
      Determine the fundamental period of x[n].
                   b
(b)   i) Consider the sinusoidal signal
            tra m
      x(t) = 10 sin(ωt)   ω=2πfa
        us . A
  fa -analogue frequency and t- time,
      ,A E
  fs -sampling frequency
          or
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                                           h
                                        ja
                                   ira
   At the end of this chapter, it is expected that
    you should know:
                     a
              lia ik
                  b
   The difference between signals and systems
           tra m
       us . A
   The sampling theorem, its limitations (e.g.
     ,A E
    aliasing), and the sampling frequency (fs)
         or
    and discrete time (digital) signals
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    difference equations
                                          h
   Continuous and discrete periodic signals
                                     ja
    and their definitions
                     a           ira
   The relationship between analog and digital
              lia ik
                  b
                  2π f a
           tra m
    frequency θ =
                    fs
       us . A
                                               2π k     fsk
    The number of samples in a period: N =            =
     ,A E
                                           θ             fa
    θ = Digital frequency
         or
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