訊號與系統
訊號與系統是指對訊號表示、轉換、運算等進行處理的過程,就是要把記錄在某種媒體上的訊號進行處理,以便抽取出有用資訊的過程,它是對訊號進行提取、轉換、分析、綜合等處理過程的統稱。
1. Basic Concepts
1.3 Classifications of Signals
- Continuous vs Discrete
- continuous time signal $x(t)$
- discrete time signal $x[n]$
- 在特定時間上才有值,通常都為固定在 continuous-time 做 signal sampling 得出
- signal is defined at particular instants(立即) of time
- 值仍是 continuous
- 需要做 quantization 完才會是 discrete signal 表值與時間皆為 discrete
- discrete time 表示法
- $x[k] = x[kT]$
- $x[k]$ 表第 k 個取樣
- $x[kT]$ 表第 kT 時間取樣
- $x[kT]$ 的表示法比較好
- 可以直接看出時間點
- 未來也可以與其他數據結合搭配,所以時間單位再結合時,也需要校正
- continuous time signal $x(t)$
- Periodic and Nonperiodic Signal
- periodic continuous $x(t) = x(t+nT)$
- periodic discrete $x[n] = x[n+N]$
- periodic continuous $x(t) = x(t+nT)$
- 【補充】Euler’s Identities
- $e^{j\theta} = cos\theta + jsin\theta$
- $e^{-j\theta} = cos\theta - jsin\theta$
- An analog signal vs A digital signal
- An analog is a continuous time signal in which the variation with time is analogous (or proportional) 時間與值都是連續的
- is a discrete time signal that can have a finite number of values (usually binary).時間與值都不是連續的
- 需要 sampling and quantization
- Energy vs Power Signals
- A signal $x(t)$ or $x[n]$ is an energy signal if and only if
代E公式會介於0到無窮大
and代P公式會等於 0
- A signal $x(t)$ or $x[n]$ is a power signal if and only if
代P公式會介於0到無窮大
and代E公式會等於無窮大
- 所以當題目給一個 $x(t)$ 或是 $x[n]$ 時,就直接帶 $E$ 或 $P$ 的公式,看哪一個會介於0到無窮大之間
- A signal $x(t)$ or $x[n]$ is an energy signal if and only if
- Even vs Odd smmetry
- even:$x(t) = x(-t)$
- odd:$x(t) = -x(-t)$
- 每一個 signal 都可以被分為 even part 跟 odd part
- $x(t) = x_e(t) + x_o(t)$
- $x_e(t) = \frac{1}{2}[x(t) + x(-t)]$(把odd part 部分給消掉)
- $x_o(t) = \frac{1}{2}[x(t) - x(-t)]$(把even part 部分給消掉)
1.4 Basic continuous-time signals
- Unit impulse function(delta function)
- $\int_{0-}^{0+} \delta(t) \,dt = 1$
- sampling
- Unit step function
- Unit ramp function
- 3 種函數關係
- $r(t)$ 微分變 $u(t)$, $u(t)$ 微分變 $\delta(t)$
- $\delta(t)$ 積分變 $u(t)$, $u(t)$ 積分變 $r(t)$
- 其他延伸的 function
- Rectangular Pulse Function
- Triangular Pulse Function
1.5 Basic discrete-time signals
- Unit impulse sequence
- Unit step sequence
- Unit ramp sequence
- 三者相對關係
- 其他函數圖形
- Sinusoidal sequence
- Exponential Sequence
- $x[n] = Ae^{-anT} = A\alpha^n, \alpha = e^{-aT}$
- Sinusoidal sequence
1.6 Basic operations on signals
- Time Reversal
- Time Scaling
- Time Shifting
- Amplitude Transformations
1.7 Classification of systems
- Continuous Time and Discrete Time Systems
- Causal and Noncausal Systems
- A causal system is one whose present response does not depend on the future values of the input
- Linear and Nonlinear Systems
- Homogeneity + Additivity
- Time Varying and Time Invariant Systems
- vary:to change or cause something to change in amount or level, especially from one occasion to another
- time-invariant
- time-varying
- Systems with and without Memory
- When the output of a system depends on the past or future input, the system is said to have a memory.
2. Convolution
2.2 Impulse response
The impulse response to an LTI (linear, time invariant) system is
the output of the system to a unit impulse function
.
- Impulse response(green part)
2.3 Convolution integral
- The convolution of two signals $x(t)$ and $h(t)$ is usually written in terms of the operator $*$ as
- 我們 input signal $x(t)$ 與 impulse function $\delta(t)$,經過 LTI 系統的 transform,我們可以得到一個 impulse response $h(t)$,接著 $x(t)$ 再與 $h(t)$ 做 convolution 後,就可以得到 output $y(t)$
- 若 $x(t) = 0$ for $t < 0$, 且 the system is causal, $h(t) = 0$ for $t < 0$(此處的 $\tau$ 為變數)
- 則
- 或是也可寫成 $y(t) = x(t)*h(t) = \int_{0}^{t}x(t-\tau)h(\tau)d\tau$
2.4 Graphical convolution
- 使用到前方提過的函數技巧
- 需要分段討論的範例
- 根據定義可列
2.5 Block diagram representation for continuous
2.6 Discrete-time convolution
- 定義
2.2、2.3 的離散版本
- 範例 Find $y[n] = x[n]*h[n]$
法一分析
法二圖解
- 意義上為,將 $h(\tau)$ 先做 mirror(對y軸對稱),再分別向右平移 $0\sim t$、每次都與 $x(\tau)$ 相乘,最後再合成。
- 推廣在 $matlab$ 的運算方式
2.7 Block diagram realization for discrete
- 範例 Let $x[n] = {3, 0, 2, 6}$ and $y[n] = {6, 12, 25, 20, 38, 42}$. Find $h[n]$
- 法一長除法:
- 法二遞迴:
3. The Laplace Transform
3.1 Introduction
- Laplace Transform 是將 linear system 轉換為
frequency-domain
的表達方式 - 能夠將常微分方程式(ordinary differential equations)轉為代數方程(algebra equations),以利於運算
- 讓 convolution 成為簡單的乘法
- 在 continuous-time LTI (Linear Time-invariant) system 產生 transfer function
3.2 Definition of laplace transform
- Laplace Transform:
- Inverse Laplace Transform:
- Laplace transformable:
- Region of Convergence(ROC):Laplace transform 就是會收斂的範圍 $Re(s) = σ >σ_c$
- example:
3.3 Properties of the laplace transform
- Linearity:
- Scaling:
- Time Shifting:
- Frequency Shifting:
- Time Differentiation:
- Time Convolution:
- Time Integration:
- Initial and Final values:已知,當
- all Properties:
3.4 The inverse laplace transform
- Definition:
- Simple Poles:
- 已知:我們已知,故在 Simple poles 可以直接從 $X(s)$ 回推 $x(t)$
- formate:
- Repeated Poles
- 已知:因為 $(s+p)^n$ 出現,因此需要
微分
來找 $k$,且 - format:
- 補充:當看到 $L^{-1}[\frac{1}{s^2}] = t$ 也是用此 pole
- 已知:因為 $(s+p)^n$ 出現,因此需要
- Complex Poles:
- 已知: Frequency Shifting 、故 Complex Poles 可以應用
- formate:先從分母找 $\alpha$、$\beta$,再調整分子看 A B
- 延伸:$sin$ 跟 $cos$ 可以合併
3.5 Transfer function
- 定義:$H(s)$為輸出結果 $Y(s)$ 與輸入結果 $X(s)$ 的比值,如此一來,再利用 Inverse Laplace Transfer,就可以輕鬆找到 $h(t)$
- Cascade connection:
- Parrallel interconnection:
- Feedback interconnection: