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Signals Analysis

Analogy Between Vectors and Signals

There is a perfect analogy between vectors and signals.

Vector

A vector contains magnitude and direction. The name of the vector is denoted by bold face type
and their magnitude is denoted by light face type.

Example: V is a vector with magnitude V. Consider two vectors V1 and V2 as shown in the
following diagram. Let the component of V1 along with V2 is given by C12V2. The component of
a vector V1 along with the vector V2 can obtained by taking a perpendicular from the end of V1
to the vector V2 as shown in diagram:

The vector V1 can be expressed in terms of vector V2

V1= C12V2 + Ve
Where Ve is the error vector.

But this is not the only way of expressing vector V1 in terms of V2. The alternate possibilities
are:
V1=C1V2+Ve1

V2=C2V2+Ve2

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The error signal is minimum for large component value. If C12=0, then two signals are said to be
orthogonal.
Dot Product of Two Vectors
V1 . V2 = V1.V2 cosθ
θ = Angle between V1 and V2
V1 . V2 =V2.V1

The components of V1 alogn V2 = V1 Cos θ = V

V 1.
1.V

V
V22
V2
2

From the diagram, components of V1 alogn V2 = C 12 V2

V
V1 . V2
1 . V2

V
V2 = C 12
2 = C1 2VV2
2

V
V1 . V2
1 . V2
⇒
⇒ C
C12 =
12 =
V
V22

Signal

The concept of orthogonality can be applied to signals. Let us consider two signals f1(t) and f2(t).
Similar to vectors, you can approximate f1(t) in terms of f2(t) as
f1(t) = C12 f2(t) + fe(t) for (t1 < t < t2)

⇒
⇒ fe(t) = f1(t) – C12 f2(t)

One possible way of minimizing the error is integrating over the interval t1 to t2.

t
t22
1
1
∫
∫ [[f
fe (t)]dt
e (t)]dt
t
t2 − t1
2 − t1 t
t11

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t
t22
1
1
∫
∫ [[f
f1 (t) − C 12 f
1 (t) − C12 f2 (t)]dt
2 (t)]dt
t
t2 − t1
2 − t1 t
t11

However, this step also does not reduce the error to appreciable extent. This can be corrected
by taking the square of error function.

1
1 t
t2 2
2 2
ε
ε =
= ∫
∫ [[f
fe (t)] dt
e (t)] dt
t
t2 −t 1
2 −t1
t
t11

1
1 t
t2 2
2 2
⇒
⇒ ∫
∫ [[f
fe (t) − C 12 f
e (t) − C12 f2 ] dt
2 ] dt
t
t2 −t 1
2 −t1
t
t11

Where ε is the mean square value of error signal. The value of C12 which minimizes the error,

you need to calculate d

d
dεε
=
= 0
0
dCC12
12

d
d 1
1 t
t2 2
2 2
⇒
⇒ [[ ∫
∫ [[f
f1 (t) − C 12 f
1 (t) − C12 f2 (t)] dt] = 0
2 (t)] dt] = 0
d
dCC12 t
t2 −t 1
2 −t1
t
t11
12

1
1 t
t2 d
d 2 d
d d
d 2 2
2 2 2 2
⇒
⇒ ∫
∫ [[ f
f (
(tt)
)−− 2
2ff1 (
(tt)
)CC12 f2 (
(tt)
)++ f (
(tt)
)C ]]d
dtt =
= 0
0
t −t 1 t 1
1 1 12 f2 f
2
2
C
12
12
t22 −t1 t11 d
dCC12
12
d
dCC12
12
d
dCC12
12

Derivative of the terms which do not have C12 term are zero.

t
t2 t
t2 2
2 2 2
⇒
⇒ ∫
∫ −
−22f
f1 (t)f 2 (
1 (t)f2 (tt)
)ddt
t++2
2CC12 ∫
12 ∫
[[f
f (
(tt)
)]]d
dtt =
= 0
0
t
t1 t
t1 2
2
1 1

t
t2
2 (
∫
∫ f
f1 (t
t))f
f2 ((t
t))d
dtt
t 1 2

If component is zero, then two signals are said to be orthogonal.

t1
1
C
C12 =
12 = t
t2 2
2
2 (
∫
∫ f
f2 (tt)
)ddt
t
t
t1 2
1

Put C12 = 0 to get condition for orthogonality.

t
t2
2
∫
∫ f
f1 ((t
t))f
f2 ((t
t))d
dtt
t 1 2

0=
t1
1

t
t2 2
2
2
∫
∫ f
f2 (
(tt)
)ddt
t
t
t1 2
1

t
t22

∫
∫ f
f1 (t)f 2 (
1 (t)f2 (tt)
)ddt
t =
= 0
0
t
t11

Orthogonal Vector Space

A complete set of orthogonal vectors is referred to as orthogonal vector space. Consider a three
dimensional vector space as shown below:

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Consider a vector A at a point (X1, Y1, Z1). Consider three unit vectors (VX, VY, VZ) in the
direction of X, Y, Z axis respectively. Since these unit vectors are mutually orthogonal, it satisfies
that

V
VX . VX =
X . VX = V
VY . VY =
Y . VY = V
VZ . VZ =
Z . VZ = 1
1

V
VX . VY =
X . VY = V
VY . VZ =
Y . VZ = V
VZ . VX =
Z . VX = 0
0

You can write above conditions as

1
1 a
a =
= b
b
V
Va .. V == {
{
a Vb b
0
0 a
a ≠
≠ b
b

The vector A can be represented in terms of its components and unit vectors as

A
A =
= X
X1 VX +
1 VX +Y
Y1 VY +
1 VY +Z
Z1 V Z .. .. .. .. .. .. .. .. .. .. .. .. .. .. .. .. (
1 VZ (11)
)

Any vectors in this three dimensional space can be represented in terms of these three unit
vectors only.
If you consider n dimensional space, then any vector A in that space can be represented as

A
A =
= X
X1 VX +
1 VX +Y
Y1 VY +
1 VY +Z
Z1 VZ+
1 VZ +.. .. .. +
+NN1 V N .. .. .. .. .. (
1 VN (22)
)

As the magnitude of unit vectors is unity for any vector A

The component of A along x axis = A.VX

The component of A along Y axis = A.VY

The component of A along Z axis = A.VZ
Similarly, for n dimensional space, the component of A along some G axis

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=
= A
A.. V
VGG.. .. .. .. .. .. .. .. .. .. .. .. .. .. .. (
(33)
)

Substitute equation 2 in equation 3.

⇒
⇒ C
CGG =
= (
(XX1 VX +
+Y VY +
+Z VZ++.. .. .. +
+G V G .. .. .. +
+N VN )
)V
1 VX Y1
1 VY Z1
1 VZ G1
1 VG N1
1 VN VG
G

=
= X
X1 VXV
1 VX VG + Y 1V
G + Y1 VY VG +
Y VG +ZZ1 VZV
1 VZ VG +. . . +G 1V
G +. . . +G1 VG V G .. .. .. +
G VG +NN1 VN V
1 VN VGG

=
= G
G11
since 
since VVG VG =
G VG = 1
1

I
IffV
VG VG ≠
G VG ≠ 1
1 i.e.
i.e.VVG VG =
G VG = k
k

A
AVVG = G 1V
G = G1 VG VG =
G VG = G
G1 K
1K

(
(AAV
VG )
G)
G
G1 =
1 = K
K

Orthogonal Signal Space

Let us consider a set of n mutually orthogonal functions x1(t), x2(t)... xn(t) over the interval t1 to
t2. As these functions are orthogonal to each other, any two signals xj(t), xk(t) have to satisfy the
orthogonality condition. i.e.

t
t22

∫
∫ x
xjj (
(tt)
)xxk (t)dt = 0 where j ≠ k
k (t)dt = 0 where j ≠ k
t
t11

t
t22

2
2
Let
Let ∫
∫ x
x (
(tt)
)ddt
t =
= k
kkk
k
k
t
t11

Let a function f(t), it can be approximated with this orthogonal signal space by adding the
components along mutually orthogonal signals i.e.

f
f((t
t)) =
= C
C1 x 1(
1 x1 (t
t))+
+CC2 x 2(
2 x2 (tt)
)++.. .. .. +
+CCn xn(
n xn (t
t))+
+ffe (t)
e (t)

n
n
=
= Σ
Σ C
Cr xr(
r xr (t
t))
r
r==1
1

n
n
f
f((t
t)) =
= f
f((t
t))−
−ΣΣ C
Cr xr(
r xr (t
t))
r
r==1
1

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t
t2
Mean sqaure error
1
1 2 2
2
ε
ε =
= ∫
∫ [[f
fe (t)] dt
e (t)] dt
t
t2 −t 2
2 −t2
t
t11

t
t2 n
n
2
1
1 2
2
=
= ∫
∫ [[f
f[[t
t]] −
−∑∑C
Cr xr(
r xr (t
t))]] d
dtt
t
t2 − t2
2 − t2 t
t1 r
1 r==1
1

The component which minimizes the mean square error can be found by

d
dεε d
dεε d
dεε
=
= =
=.. .. .. =
= =
= 0
0
d
dCC1 d
dCC2 d
dCCk
1 2 k

Let us consider d
dεε
=
= 0
0
d
dCCk
k

t
t22
d
d 1
1
n
n 2
2
[[ ∫
∫ [[f
f((t
t))−
−ΣΣ C
Cr xr( (t
t))]] d
dtt]] =
= 0
0
r
r==1
1 r xr
d
dCCk
k
t
t2 − t1
2 − t1 t
t11

All terms that do not contain Ck is zero. i.e. in summation, r=k term remains and all other terms
are zero.

t
t22
t
t22

2
2
∫
∫ −
−22f
f((t
t))x
xk ((t
t))d
dtt+
+22C
Ck ∫ [[x
x (
(tt)
)]]d
dtt =
= 0
0
k k ∫ k
k
t
t11
t
t11

t
t22
∫
∫ f
f((t
t))x
xk (t)dt
k (t)dt
t
t11
⇒
⇒ C
Ck =
k =
t
t22 2
2
i
innt
tt x
x (
(tt)
)ddt
t
t1
1 k
k

t
t22

⇒
⇒ ∫
∫ f
f((t
t))x
xk (t)dt = C kK
k (t)dt = Ck Kk
k
t
t11

Mean Square Error

The average of square of error function fe(t) is called as mean square error. It is denoted by ε
(epsilon).
.

1
1 t
t2 2
2 2
ε
ε =
= ∫
∫ [[f
fe (t)] dt
e (t)] dt
t
t2 −t 1
2 −t1
t
t11

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1
1 t
t2 n 2
2 n 2
=
= ∫
∫ [[f
fe (t) − Σ
e (t) − Σ
C
Cr xr(
r xr (t
t))]] d
dtt
t
t2 −t 1 t r
r==1
1
2 −t1 t11

1
1 t
t2 2 n 2 t
t2 2 n t
t2
2 2 n 2 2 2 n 2
=
= [[∫
∫ [[f
fe (t)]dt + Σ
e (t)]dt + Σ
C
Cr ∫
r ∫
x
xr (t)dt − 2Σ
r (t)dt − 2Σ
C
Cr ∫
r ∫
x
xr (t)f (t)dt
r (t)f (t)dt
t
t2 −t 1 t r
r==1
1 t r
r==1
1 t
2 −t1 t11 t11 t11

t t
You know that C
Cr ∫
r ∫
2
2 t22
x
2
2
xr (t)dt = C r ∫
r (t)dt = Cr ∫
t22
x
xr (t)f (d)dt = C r K
r (t)f (d)dt = Cr Krr
2
2
t
t11
t
t11

1
1 t
t2 2 n 2 n 2
2 2 n 2 n 2
ε
ε =
= [[∫
∫ [[f
f (
(tt)
)]]d
dtt+
+ΣΣ C
Cr Kr −
r Kr −22Σ
Σ C
Cr K r ]]
r Kr
t
t2 −t 1 t r
r==1
1 r
r==1
1
2 −t1 t11

1
1 t
t2 2 n 2
2 2 n 2
=
= [[∫
∫ [[f
f (
(tt)
)]]d
dtt−
−ΣΣ C
Cr K r ]]
r Kr
t
t2 −t 1 t r
r==1
1
2 −t1 t11

1
1 t
t2 2 2 2 2
2 2 2 2 2
∴
∴ ε
ε =
= [[∫
∫ [[f
f (
(tt)
)]]d
dtt+
+((C
C K
K1 +
+CC K
K2 +
+.. .. .. +
+CCn Kn))]]
t −t 1 t 1 1
1 2 n Kn 2
2
t22 −t1 t11

The above equation is used to evaluate the mean square error.

Closed and Complete Set of Orthogonal Functions

Let us consider a set of n mutually orthogonal functions x1(t), x2(t)...xn(t) over the interval t1 to t2.
This is called as closed and complete set when there exist no function f(t) satisfying the
t
t2
condition ∫
∫
t
2
f
f((t
t))x
xk (t)dt = 0
k (t)dt = 0
t11

t
t2
If this function is satisfying the equation ∫
∫
t
2
f
f((t
t))x
xk (t)dt = 0 for k = 1, 2, . .
k (t)dt = 0 for k = 1, 2, . .
then f(t) is
t11

said to be orthogonal to each and every function of orthogonal set. This set is incomplete
without f(t). It becomes closed and complete set when f(t) is included.
f(t) can be approximated with this orthogonal set by adding the components along mutually
orthogonal signals i.e.

f
f((t
t)) =
= C
C1 x 1(
1 x1 (t
t))+
+CC2 x 2(
2 x2 (tt)
)++.. .. .. +
+CCn xn(
n xn (t
t))+
+ffe (t)
e (t)

If the infinite series C

C1 x 1(
1 x1 (t
t))+
+CC2 x 2(
2 x2 (tt)
)++.. .. .. +
+CCn xn(
n xn (t
t)) converges to f(t) then mean

square error is zero.

Orthogonality in Complex Functions

If f1(t) and f2(t) are two complex functions, then f1(t) can be expressed in terms of f2(t) as

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f
f1 (t) = C 12 f
1 (t) = C12 f2 (t)
2 (t)
..with negligible error

t
t2 ∗
∗
2
∫
∫ f
f1 ((t
t))f
f2 (
(tt)
)ddt
t
t
t1 1 2

Where C
C12 =
12 =
1

t
t2 2
2
2
∫
∫ ||f
f2 ((t
t))|| d
dtt
t
t1 2
1

Where f
f
2
∗
∗
(
(tt)
) = complex conjugate of f2(t).
2

If f1(t) and f2(t) are orthogonal then C12 = 0

t
t22 ∗
∗
∫
∫ f
f1 (t)f
1 (t)f
(
(tt)
)ddt
t
t
t1 2
2
1
=
= 0
0
t
t22 2
2
∫
∫ ||f
f2 (t)| dt
2 (t)| dt
t
t11

t
t22

∗
∗
⇒
⇒ ∫
∫ f
f1 (t)f
1 (t)f
(
(ddt
t)) =
= 0
0
2
2
t
t11

The above equation represents orthogonality condition in complex functions.

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