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Ae2235 Parti.1 2020 Cver
Ae2235 Parti.1 2020 Cver
Ae2235 Parti.1 2020 Cver
Max Mulder
version 2019-2020
Monday April 20, 2020
Delft
University of
Technology
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Principal lecturer
prof. dr. ir. Max Mulder
the ae2235ii wizard
Control & Simulation (CS)
ae2235ii@gmail.com
Meeting with the wizard will not be possible, please use his Gmail address above.
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Material
Book “Systems & Signals – Con- !"#$%&'!#(#)*!+(!,+-).!(/"
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In addition
• Reader “Instrumentation and Signals: Signal Modulation & Detection” by
Tiberius, version May 2015, FREE on Brightspace!
• Lecture slides
• Brightspace pages AE2235-II
• Learning Schedule
• Errata Ziemer + Exercises Ziemer
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Lecture Roster 2019-2020
Part ONE 4.1 1 Introduction to Systems and Signals
2 Phasors, Singularity functions
4.2 3 Real Fourier series
4 Complex Fourier series
4.3 5 Fourier Integral
6 Fourier Transform
4.4 7 Fourier Theorems
8 Energy and Power
4.5 9 Systems in time
10 Systems in frequency, Filtering
4.6 11 Filtering, Discrete-time Signals
12 Sampling, Sampling Theorem
Part TWO 4.7 13 Communication principles, Modulation
14 Modulation, Effects of Noise
4.8 15 Signal Detection Theory
16 Signal Detection Application, Link budget
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Planned activities
See the MANUAL which has been written for this year’s course!
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Relation to other courses
Required prior knowledge
• Calculus I + II, Linear algebra I
• Dynamics
• Physics II
• Differential Equations (first and second order ODEs)
• Probability and Statistics
Relation to other courses
• System Design + Test, Analysis & Simulation
• Engineering Vibrations
• Aerospace Systems and Control Theory
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Furthermore, we assume that ...
• you understand the basics of complex algebra, in particular the
complex exponential basis function
• you will study the material at home during the course
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Furthermore, we assume that ...
• you understand the basics of complex algebra, in particular the
complex exponential basis function
• you will study the material at home during the course
Our journey will
be interesting, but
abstract, mathe-
matical, and may
at some times move
rather fast as well.
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Instrumentation
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Aircraft
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Aircraft
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Aircraft
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Aircraft
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Unmanned aerial vehicles
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Unmanned aerial vehicles
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Space
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Space
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What is the course about??
Overall, this course is about
• How to get a measurement on a physical phenomenon into a
computer?
• How to process this signal?
• How can we transfer the result to another computer?
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What is the course about??
Overall, this course is about
• How to get a measurement on a physical phenomenon into a
computer?
• How to process this signal?
• How can we transfer the result to another computer?
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Signal acquisition: transducers
physical phenomenon
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Signal acquisition: transducers
physical phenomenon
use a transducer to
measure the
phenomenon
This course Instrumentation Systems Signals Phasors Si
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Signal acquisition: transducers
8
physical phenomenon 6
0
0 0.5 1 1.5 2 2.5 3 3.5 4 4.5 5
time [s]
use a transducer to
measure the
phenomenon
This course Instrumentation Systems Signals Phasors Si
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Typical measurements & transducers
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Typical measurements & transducers
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Typical measurements & transducers
V
Principle: p + 12 ρV 2 = C
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Typical measurements & transducers
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Typical measurements & transducers (2)
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Typical measurements & transducers (2)
h
h0 (ISA)
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Typical measurements & transducers (2)
Pitot-static tube
Aircraft barometric altitude h
g
Principle: p1 dp = − RT dh
h
h0 (ISA)
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Typical measurements & transducers (3)
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Typical measurements & transducers (3)
Aircraft acceleration az
az
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Typical measurements & transducers (3)
az
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Signal acquisition: filtering
8
0
0 0.5 1 1.5 2 2.5 3 3.5 4 4.5 5
time [s]
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Signal acquisition: filtering
8
the analog
6 measurement signal
often contains some
4
noise and will be
2
filtered using an
analog filter
0
0 0.5 1 1.5 2 2.5 3 3.5 4 4.5 5
time [s]
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Signal acquisition: filtering
8
the analog
6 measurement signal
often contains some
4
noise and will be
2
filtered using an
analog filter
0
0 0.5 1 1.5 2 2.5 3 3.5 4 4.5 5
time [s]
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Signal acquisition: sampling
7
5
the filtered analog
4
measurement signal
3
will now be sampled
2
at 10 Hz, and ...
1
0 0.5 1 1.5 2 2.5 3 3.5 4 4.5 5
time [s]
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Signal acquisition: sampling
7
5
the filtered analog
4
measurement signal
3
will now be sampled
2
at 10 Hz, and ...
1
0 0.5 1 1.5 2 2.5 3 3.5 4 4.5 5
time [s]
5
one obtains a discrete
4 set of measurements
3 at certain moments in
2 time: in fact, just an
1 array of numbers
0
0 0.5 1 1.5 2 2.5 3 3.5 4 4.5 5
time [s]
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Signal quantization
5
we focus on the first
4
second; remember
3 that the digital data
2 are just a bunch of
numbers in a
1
computer
0
0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1
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Signal quantization
5
we focus on the first
4
second; remember
3 that the digital data
2 are just a bunch of
numbers in a
1
computer
0
0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1
2
the process of
1.5
quantization turns
1 0 0 1 1 1 0 1 0 1 1 0 1 0 0 1 1 0 0 1 1 0 0 1 1 1 1 1 0 0 0 0 0 1 1 0 1 0 0 0
1 these numbers into a
string of 0/1 bits (here
0.5
4 bits/sample)
0
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Signal modulation
1
modulation: we use
0.5
an analog carrier
wave with a very high
0 frequency to send the
bits somewhere else
−0.5
(by wire or wireless)
−1
0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1
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Signal modulation
1
modulation: we use
0.5
an analog carrier
wave with a very high
0 frequency to send the
bits somewhere else
−0.5
(by wire or wireless)
−1
0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1
1.5
1 0 0 1 1 1 0 1 0 1 1 0 1 0 0 1 1 0 0 1 1 0 0 1 1 1 1 1 0 0 0 0 0 1 1 0 1 0 0 0
1
On/Off Keying: we
0.5 simply multiply the
0 carrier wave with the
−0.5
bit value, a form of
−1
amplitude modulation
0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1
time [s]
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At the Transmitter’s
Signal detection end, we have a clean
signal, but when
1.5
sending it to the
1
1 0 0 1 1 1 0 1 0 1 1 0 1 0 0 1 1 0 0 1 1 0 0 1 1 1 1 1 0 0 0 0 0 1 1 0 1 0 0 0 Receiver, it will be
have much lower
0.5
amplitude AND it will
0
be perturbed by (a lot
−0.5 of) noise
−1
0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1
time [s]
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At the Transmitter’s
Signal detection end, we have a clean
signal, but when
1.5
sending it to the
1
1 0 0 1 1 1 0 1 0 1 1 0 1 0 0 1 1 0 0 1 1 0 0 1 1 1 1 1 0 0 0 0 0 1 1 0 1 0 0 0 Receiver, it will be
have much lower
0.5
amplitude AND it will
0
be perturbed by (a lot
−0.5 of) noise
−1
0 0.1 0.2 0.3 0.4 0.5
time [s]
0.6 0.7 0.8 0.9 1
signal detection: we
need to be able to find
1.5
1 0 0 1 1 1 0 1 0 1 1 0 1 0 0 1 1 0 0 1 1 0 0 1 1 1 1 1 0 0 0 0 0 1 1 0 1 0 0 0 out, for each bit,
1
whether the bit equals
0.5
‘0’ or ‘1’. This will be
0 discussed in the
−0.5 lectures 13-16 of
−1
AE2235-II.
0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1
time [s]
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Signal telecommunication scheme
TX
RX
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Signal telecommunication scheme
a in
measurement filtering sampling
o m
quantization modulation
y d
n c TX
u e
r e q RX
F
final result reconstruction detection demodulation
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Systems
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Chapter 1 from Ziemer
In this lecture we will discuss:
• Section 1.1 Introduction
• Section 1.2 Examples of Systems
• Section 1.3 Signal Models
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1.1 Introduction
A System is defined as a combination and interconnection of
several components to perform a desired task. Examples are:
• Measurement of the acceleration of a rocket
• Transmission of a message from New York to LA
• An aircraft undercarriage, spoiler, elevator, etc.
• The whole aircraft dynamic response to pilot/autopilot inputs
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1.2 Examples of Systems
Example 1.1 An accelerometer, consisting of a spring-balanced
weight on a frictionless slide, is shown in Figure 1.1.
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1.2 Examples of Systems
Example 1.1 An accelerometer, consisting of a spring-balanced
weight on a frictionless slide, is shown in Figure 1.1.
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1.2 Examples of Systems
Example 1.1 An accelerometer, consisting of a spring-balanced
weight on a frictionless slide, is shown in Figure 1.1.
x(t)
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1.2 Examples of Systems (2)
Here, the differential equation (DE) that describes the motion of the
‘dummy’ weight (a proof mass, M ) when the case is accelerated:
M a(t) = Kx(t),
with a(t) the acceleration of the case, and x(t) the departure of the
weight from its equilibrium position, x = 0. K equals the stiffness of
the spring.
In this accelerometer ‘system’, the acceleration a(t) is the input of
the system, and the position change x(t) of the proof mass as picked
up by some electronic measurement, the output of the system.
@home: study Example 1.1, read Example 1.2, study Example 1.4
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1.2 Examples of Systems (3)
11
00
mechanical system electrical system
00
11
00
11 x
00
11
00
11 k
11
00
i
00
11
00
11 0
1
F R L C
00
11
1111
0000
c10
m v
00
11
00000000000000
11111111111111
00
11
00000000000000
11111111111111
mass/spring/damper RLC network
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1.2 Examples of Systems (4)
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1.2 Examples of Systems (4)
a in
o m
y d
n c
u e
r e q
F
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1.2 Examples of Systems (5)
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Signals
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1.3 Signal Models
Note: Section 1.3 is the most important section of this first lecture, study it well!!
We will distinguish between:
• Deterministic and Stochastic (or Random) signals
• Continuous-time and Discrete-time signals
• Periodic and Aperiodic signals
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Deterministic Signals
Deterministic signals can be modeled as completely specified
functions of time.
2
For example: x(t) = At , −∞ < t < ∞,
2,
B+t
where A and B are constants, shown in Figure 1.6(a).
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Deterministic Signals (2) VIS
Note that deterministic signals do not have to be a continuous
function of time.
An extremely important example is the unit pulse function Π( τt )
1 : |t| ≤ τ2
t
Π( τ ) = ,
0 : otherwise
The unit pulse function will be used a lot during this course,
so study its definition well!
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Stochastic Signals
Stochastic or random signals are signals that can take on random
values at any given time instant and must therefore be modelled
probabilistically.
Note that in the Ziemer book only deterministic signals will be discussed. In this
lecture AE2235-II we will see some random signal appearances in the studio
classroom session as well as in the lectures on signal detection (Part Two).
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Continuous-Time Signals
A continuous-time signal is a function of a continuous-time
variable. It does not mean that the function is mathematically
continuous.
All signals in Figure 1.6 are continous-time signals.
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Discrete-Time Signals
A discrete-time signal is a signal that only has a value at a discrete
value of the running variable (usually time).
In-between these discrete-time instants, the value of the signal may
be zero, undefined, or of no interest!
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Quantized Signals
A quantized signal is a signal whose values may assume only a
countable number of values (or levels). Yet, changes from level to
level may occur at any time.
When we would have more bits available, like 8, the signal description may have 256
possible values, 28 . Clearly, the number of available bits will define the resolution of the
quantization (next slide).
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Quantized Signals (2)
S = Dn = D2−n (8-46)
2
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Periodic and Aperiodic Signals VIS
A signal is periodic if and only if:
Any deterministic signal that is not satisfying (1-20) for any value of
T0 is called aperiodic.
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Periodic and Aperiodic Signals (2)
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Periodic and Aperiodic Signals (3)
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Periodic and Aperiodic Signals (4) VIS
Note that the sum of two or more sinusoids may or may not be
periodic. If the ratio of their periods can be expressed as a rational
number, or in other words their frequencies are commensurable,
their sum will be a periodic signal.
Two frequencies f1 and f2 are commensurable if they have a
common measure. That is, there is a number f0 contained in each
an integer number of times: f1 = n1 f0 and f2 = n2 f0 . The highest
number f0 for which this is valid is the fundamental frequency. Note
that then T1 /T2 = n2 /n1 , a rational number.
The highest frequency belongs to the smallest time, hence, the first
time the signal repeats itself.
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Phasors
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Phasor Signals and Spectra
Although physical systems always interact with real signals, it is
often convenient to represent signals in terms of complex quantities.
A way to represent sinusoidal signals is to use the real part of the
complex exponential function:
x(t) = A cos(ω0 t + θ) = Re(x̃(t)) = Re(Aej(ω0 t+θ) )
When we define the phasor to be:
~ = Aejθ , (hence, a constant complex number)
X
~ jω0 t
then x̃(t) = Xe (1-28)
is referred to as the rotating phasor signal.
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Phasors – in the complex plane VIS
The real signal can be described as the projection of the complex
rotating phasor on the real axis:
~ jω0 t ) = A cos(ω0 t + θ)
x(t) = Re(Xe (1-28)
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Phasors – complex conjugates VIS
The real signal can also be described as the summation of the
complex signal and its conjugate, divided by two:
x(t) = 21 x̃(t) + 12 x̃∗ (t), (1.29)
x(t) = A2 e j(ω0 t+θ)
+ A e−j(ω0 t+θ)
2
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Phasors – complex conjugates (2)
x(t) = A
2 ej(ω0 t+θ)
+ A e−j(ω0 t+θ)
2
It can be thought of as the sum of a positive frequency and negative
frequency rotating complex vector, which results from the fact that it
is necessary to add complex conjugate quantities to obtain a real
quantity.
Please note that negative frequencies do not exist physically, they
are convenient mathematical abstractions that result in nice
symmetric equations and figures.
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Phasors – complex conjugates (3)
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Phasors – frequency domain
Phasors can be expressed in the time domain (Figure 1-9), but also
in the frequency domain.
~ jω0 t we see that it is completely specified by
Using (1-28): x̃(t) = Xe
A and θ for a given value of f0 (= ω0 /2π).
Using (1-29): x(t) = 21 x̃(t) + 21 x̃∗ (t) we have the same relation, with
one important difference:
Since: x(t) = A
2 ej(ω0 t+θ)
+ A e−j(ω0 t+θ) we get the posi-
2
tive and negative frequency components with half the
amplitude!
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Phasors – frequency domain (2) VIS
So, when using (1-28) we get a single-sided spectrum.
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Phasors – frequency domain (3) VIS
And when using (1-29) we get a double-sided spectrum.
Note that the amplitude spectrum has an even symmetry about the
origin, and the phase spectrum an odd symmetry about the origin.
This is simply a consequence of using two conjugate rotating
phasors to obtain a real signal.
This course Instrumentation Systems Signals Phasors Si
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Phasors – frequency domain (4)
Example 1-7
Sketch the single-sided and double-sided amplitude and phase spectrum of the signal:
x(t) = 4 sin 20πt − π6
To sketch the single-sided spectra, we write x(t) as the real part of a rotating phasor. Note,
however, that the sine component of the rotating phasor is imaginary! Since we need a real
part for our description of the real sine function, we first convert the sine function to a
cosine function: sin(u) = cos(u − π/2).
π π
x(t) = 4 cos 20πt − 6 − 2
x(t) = 4 cos 20πt − 2π
3
Hence: x(t) = Re 4 exp j 20πt − 2π
3
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Phasors – frequency domain (4)
Example 1-7
Sketch the single-sided and double-sided amplitude and phase spectrum of the signal:
x(t) = 4 sin 20πt − π6
To sketch the single-sided spectra, we write x(t) as the real part of a rotating phasor. Note,
however, that the sine component of the rotating phasor is imaginary! Since we need a real
part for our description of the real sine function, we first convert the sine function to a
cosine function: sin(u) = cos(u − π/2).
π π
x(t) = 4 cos 20πt − 6 − 2
x(t) = 4 cos 20πt − 2π
3
Hence: x(t) = Re 4 exp j 20πt − 2π
3
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Phasors – frequency domain (4)
Example 1-7
Sketch the single-sided and double-sided amplitude and phase spectrum of the signal:
x(t) = 4 sin 20πt − π6
To sketch the single-sided spectra, we write x(t) as the real part of a rotating phasor. Note,
however, that the sine component of the rotating phasor is imaginary! Since we need a real
part for our description of the real sine function, we first convert the sine function to a
cosine function: sin(u) = cos(u − π/2).
π π
x(t) = 4 cos 20πt − 6 − 2
x(t) = 4 cos 20πt − 2π
3
Hence: x(t) = Re 4 exp j 20πt − 2π
3
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Phasors – frequency domain (5)
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Phasors – frequency domain (5)
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Phasors – frequency domain (5)
Example 1-8
This example shows how to obtain the single-sided and double-sided amplitude and phase
spectra of a signal that is the sum of two sinusoids:
π π
x(t) = 2 cos(10πt + 4
) + 4 sin(30πt − 6
)
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Phasors – frequency domain (5)
Example 1-8
This example shows how to obtain the single-sided and double-sided amplitude and phase
spectra of a signal that is the sum of two sinusoids:
π π
x(t) = 2 cos(10πt + 4
) + 4 sin(30πt − 6
)
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Singularity Functions
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Singularity Functions – Unit Step
Singularity functions form an important class of aperiodic signals.
We begin by introducing the unit step and unit ramp functions and
then use them to represent more complicated signals.
The unit step function u−1 (t) is defined as:
0 : t<0
u(t) = u−1 (t) = (1-34)
1 : t>0
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Singularity Functions – Unit Ramp, etc.
Other singularity functions are defined in terms of u−1 (t) by the
relations:
Rt
ui−1 (t) = −∞ ui (λ)dλ, i = . . . , −2, −1, 0, 1, 2, . . . (1-35a)
and
du (t)
ui+1 (t) = i (1-35b)
dt
Integrating the unit step yields the unit ramp function, and
integrating it twice yields the unit parabola function.
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Singularity Functions – Impulse VIS
What will turn out to be a very important singularity function is the
unit impulse or delta function (or dirac function) δ(t):
δ(t) = 0, t 6= 0 (1-48a)
R∞
δ(t)dt = 1 (1-48b)
−∞
That is, the area of the delta function is 1, and this area is obtained
in an infinitesimal interval of time.
We use the delta function to represent phenomena that occur in time
intervals very short as compared to the resolution capability of any
measuring device, but which produce an almost instantaneous
change in the measured quantity.
This course Instrumentation Systems Signals Phasors Si
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Singularity Functions – delta function
No conventional function exists that has the
properties (1-48). Yet, several functions can be
defined that “in the limit” have the same proper-
ties. 1
1 t
2ǫ
: |t| ≤ ǫ
δǫ (t) = 2ǫ Π 2ǫ = (1-49)
0 : |t| > ǫ
See also Figure 1-17 and the text for two other examples.
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Singularity Functions – delta function (2)
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Singularity Functions – delta function (3)
Another form of (1-53) which will prove to be very useful later on is:
R∞
−∞
x(λ)δ(t − λ)dλ = x(t) (1-57)
which is known as the convolution integral which will be discussed
in more detail in Chapter 2.
Proof: substitute t = t0 in (1-57) and we get:
R∞
x(λ)δ(t0 − λ)dλ = x(t0 )
−∞
Then substitute λ = t (note: dλ = dt; λ → −∞ then t → −∞; and λ → ∞ then t → ∞), and we get:
R∞
x(t)δ(t0 − t)dt = x(t0 )
−∞
Note that δ(−σ) = δ(σ) (the delta function is an ‘even function’) and we obtain the final result (1-57). qed
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Singularity Functions – delta function (4)
This result can be generalized (when the nth derivative of x(t) exists
and is continuous at t = t0 ) into:
Rt2
x(t)δ (n) (t − t0 )dt = (−1)n x(n) (t0 ) , t1 < t0 < t2 (1-66)
t1
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Time axis manipulations (p. 18-19) VIS
Consider an arbitrary signal x(βt + α) = x(β(t + α/β)). Now, it is
extremely important to do things in the right order!!
(1) If β < 0: the function is simply turned around
(2) If |β| =
6 1: the function is scaled in time:
If |β| > 1 then the signal is compressed (time goes faster)
If |β| < 1 then the signal is expanded (time goes slower)
(3) If α 6= 0: the signal is shifted on the time axis, by replacing t with
t + t0 , with t0 = α/β:
If t0 > 0 then the signal is shifted to the left
If t0 < 0 then the signal is shifted to the right
@home: Study Example 1-9 carefully!!
This course Instrumentation Systems Signals Phasors Si
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Time axis manipulations (2)
Example 1-9
(t + 3)
(a) Consider the pulse signal x1 (t) = Π(2t + 6) = Π(2(t + 3)) = Π( 0.5 )
◦ where the multiplication of the running time variable with ‘2’ means that the original 1 unit
wide pulse function is compressed by a factor of 2 to a half-unit wide pulse function, and
◦ where the (t + 3) means that the signal is shifted left by 3 units.
The result is shown in Figure 1-14a.
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Time axis manipulations (3)
Example 1-9
(b) Consider the cosine signal x2 (t) = cos(20πt − 5π) = cos(20π(t − 0.25))
◦ where the period T0 equals 2π/ω0 = 2π/(20π) = 0.1 second (thus, the 0.25 units are 2.5
periods of the cosine waveform), and
◦ the (t − 0.25) means that the signal is shifted right by 0.25 time units.
The result is shown in Figure 1-14b.
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Time axis manipulations (4)
Example 1-9
(c) Consider the ramp signal x3 (t) = r(−0.5t + 2) = r(−0.5(t − 4))
◦ where the (−) sign means that the signal is reflected about t = 0, and
◦ the multiplication of the running time variable with ‘0.5’ means that time is expanded by a
factor of 2, and
◦ the (t − 4) indicates that the function is shifted right by 4 time units.
The result is shown in Figure 1-14c.
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Recommended home work
• Study 1-1, 1-2 and 1-3
• Study the Summary points 1-1 until 1-10
• Read pages 26-28
• Read 1-6 Matlab
• Make the Exercise on page 27
• Make Exercises 1-8, 1-9, 1-10, 1-11, 1-12, 1-14, 1-16, 1-26, 1-27,
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