electrical engineering lecture 1
DESCRIPTION
Lecture 1 of signals and systems.TRANSCRIPT
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EE102 Lecture Notes
Flavio Lorenzelli
UCLAElectrical Engineering Department
Winter 2015
Flavio Lorenzelli EE102 Lecture Notes
DefinitionsSignals: Functions that describe evolution of physical quantity intime (e.g., voltage, position, sound, stock market, population,etc.)I Continuous-timeI Discrete-timeI Digital
Systems: Component that establishes relationship between inputs(stimuli, excitations) and outputs (responses)
y(t) = T [x(t)], x(t) 2X
I StaticI Dynamic (ODEs)
Models: Descriptions of systemsI VerbalI GraphicalI Mathematical
Flavio Lorenzelli EE102 Lecture Notes
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Example of Dynamic System
+
x(t)
t0 R i(t)
C
+
y(t)
I y(t) = x(t) Ri(t), i(t) = C ddt
y(t), = 1/RC
Idy
dt+ y = x
I Goal: derive an input-output expression:
y(t) = T [x(t)]
Flavio Lorenzelli EE102 Lecture Notes
Example Solution
I Method 1: First solve the homogeneous equation, x = 0
dy
dt+ y = 0Zdy
y=
Zdt + K1, (separation of variables)
ln y = t + K1y = Ket , K = eK1
Flavio Lorenzelli EE102 Lecture Notes
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Example Solution (Cont.)
Then vary the constant
y(t) = K (t)et
dy
dt=
dK
dtet Ket| {z }
y(t)
(chain rule)
=dK
dtet y
x =dK
dtet
K (t) K (t0) = Z tt0
ex() d, t > t0
) y(t) =K (t0) +
Z tt0
ex() d
et
Flavio Lorenzelli EE102 Lecture Notes
Example Solution (Cont.)
I Method 2: Integrating Factor
etdy
dt+ y
= etx
d
dt
ety
= etx (chain rule)
ety(t) et0y(t0) = Z tt0
ex() d
) y(t) =y(t0)e
t0 +
Z tt0
ex() d
et
Flavio Lorenzelli EE102 Lecture Notes
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Properties of Systems
I Linearity (Superposition Principle)
x(t) = k1x1(t) + k2x2(t)
) y(t) = T [x(t)] = k1T [x1(t)] + k2T [x2(t)]8k1, k2, 8x1(t), x2(t) 2X
I Time invariance
z(t) = x(t ) and y(t) = T [x(t)]) T [z(t)] = y(t ), 8t, , 8x(t) 2X
I Causality
y(t) = T [x(t)], y(t0) is a function of x(t) for t t0, 8t0
Flavio Lorenzelli EE102 Lecture Notes
Proving and Disproving a Property
I In order to prove a property:I Use the definition
I In order to disprove a property:I Use the definitionI Or find a single counterexample
Flavio Lorenzelli EE102 Lecture Notes
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Examples Linearity
I
y(t) =
Z 10
tx() d
Iy(t) = a+ x(t)
Iy(t) = 5 + x2(t)
Flavio Lorenzelli EE102 Lecture Notes
Examples Time Invariance
I
y(t) =
Z 11
h(t ) x() d
y(t ) =Z 11
h(t ) x() d
T [z(t)] =
Z 11
h(t ) z() d
=
Z 11
h(t ) x( ) d
=
Z 11
h(t u)x(u) du (change of variables)= y(t )
Flavio Lorenzelli EE102 Lecture Notes
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Examples Time Invariance (Cont.)
I
y(t) = t
Z 10
x() d
y(t ) = (t )Z 10
x() d
T [z(t)] = t
Z 10
z() d
= t
Z 10
x( ) d6= y(t )
Iy(t) = t x(t)
Find a counterexample (e.g., x(t) = u(t), = 1)
Flavio Lorenzelli EE102 Lecture Notes
Examples Causality
I
y(t) =
Z t1
x() d
I
y(t) =
Z 10
e(t)x() d
Iy(t) = x(t) + 4
I
y(t) =
Z t0h(t)x() d, t 0, with x(t) = h(t) = 0, t < 0
Flavio Lorenzelli EE102 Lecture Notes
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Diracs DeltaI Define
pw (t) =1
wrect
tw
,
Z 11
pw (t) dt = 1, 8w
I ConsiderZ 11
f (t)pw (t) dt =1
w
Z w/2w/2
f (t) dt f (0)
I Approximation gets better as w ! 0I Define
d(t) = limw!0 pw (t)
In the sense that Z 11
f (t) d(t) dt = f (0)
if f (t) is a smooth function around t = 0
Flavio Lorenzelli EE102 Lecture Notes
Properties of the Dirac DeltaI Sifting property Z 1
1f (t)d(t ) dt = f ()
I Having the integral definition in mind, it is common to write
f (t)d(t ) = f ()d(t )I Z 1
1d(t) dt = 1
Id(t) = d(t)
I Z t1
d() d = u(t)
Flavio Lorenzelli EE102 Lecture Notes
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The Dirac Delta as Basis Function
Consider a function x(t) defined in t 2 (a, a)
x(t) n1Xk=n
x(kw)pw (t kw)w !Z aa
x() d(t ) d
for n!1 and w ! 0 while nw = a
This is another proof of the sifting property
Flavio Lorenzelli EE102 Lecture Notes
The Dirac Delta (Cont.)
x(kT )w pw (t kw)
t
x(t)
nw nwkw0
Flavio Lorenzelli EE102 Lecture Notes
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Unit Step Function
Define
uw (t) =
Z t1
pw () d
u(t) = limw!0 uw (t) =
(0, t < 0
1, t > 0
Note that Z 1a
f (t) dt =
Z 11
f (t) u(t a) dtZ b1
f (t) dt =
Z 11
f (t) u(b t) dt
Flavio Lorenzelli EE102 Lecture Notes
Properties of the Unit Step Function
Id
dtu(t) = d(t)
I Z t1
u() d = t u(t)
Iu(t) = 1 u(t)
Iu(t a) u(t b) = u(t a)u(b t)
I
ut +
a
2
u
t a
2
=: rect
ta
Flavio Lorenzelli EE102 Lecture Notes
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Examples
Solve
y(t) =
Z 11
d(t )e2 d
I Consider the -axis: the delta sits at = t
I When t < 1 the integrand is zero ) y(t) = 0I When t > 1 use the sifting property:Z 1
1d(t )e2 d = e2t
Z 11
d(t ) d| {z }=1
= e2t
I Therefore: y(t) = e2tu(t + 1)
Flavio Lorenzelli EE102 Lecture Notes
Examples (Cont.)
Alternatively, consider the use of the unit step function:
y(t) =
Z 11
d(t )e2 d
=
Z 11
d(t )e2u( + 1) d= e2tu(t + 1)
by using the sifting property
Flavio Lorenzelli EE102 Lecture Notes
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Examples (Cont.)
Solve
y(t) =
Z ba
f () d( t) d
=
Z 11
f () d( t) [u( a) u( b)] d= f (t) [u(t a) u(t b)]
Again using the sifting property
Flavio Lorenzelli EE102 Lecture Notes
Examples (Cont.)
Solve
y(t) =
Z 11
hd(t ) e(t)u(t )
ie2u() dZ 1
1d(t )e2u() d = e2tu(t)Z 1
1e(t)e2u(t )u() d =
Z t0e(t)2 d, t > 0
= etZ t0e d = et
et0
= et1 et = et e2t u(t)
) y(t) =2e2t et u(t)
Flavio Lorenzelli EE102 Lecture Notes
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Examples (Cont.)
Compute
y(t) =
Z 11
u(t ) u( ) d
=
8>:Z t
d, t >
0, t <
= (t ) u(t )
Flavio Lorenzelli EE102 Lecture Notes
Impulse Response
I Consider a linear system S
I When the input x(t) = d(t ), the output y(t) = h(t; ) iscalled the impulse response Note that there is a dierentresponse for each value of
I If the system is linear and time-invariant (LTI) then a singlefunction is required:
h(t; ) = h(t ; 0) =: h(t )
I If the system is LC, h(t; ) = 0 for t < and if the system isLTIC
h(t) = 0, t < 0
Flavio Lorenzelli EE102 Lecture Notes
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ExamplesI LTIC system:
y(t) =
Z t1
x() d
h(t; ) =
Z t1
d( ) d = u(t )) h(t) = u(t)
I LTVC system:
y(t) =
Z 11
t u(t ) x() d
h(t; ) =
Z 11
t u(t ) d( ) d= t u(t )
Flavio Lorenzelli EE102 Lecture Notes
Examples (Cont.)
I LTINC system:
y(t) = x(t)Z 1t
2 e(t) x() d
h(t; ) = d(t )Z 1t
2 e(t) d( ) d
= d(t )Z 11
2 e(t) d( ) u( t) d= d(t ) 2 et u((t ))
) h(t) = d(t) 2 et u(t)
Note that the response to x(t) = Ket is y(t) = 0(!)
Flavio Lorenzelli EE102 Lecture Notes
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Examples (Cont.)
I LTIC system (RC circuit):
y(t) =
Z t0
e(t)x() d t0 = 0, x(t) = x(t)u(t)
h(t) =
Z t0
e(t)d() d
= et u(t)
Flavio Lorenzelli EE102 Lecture Notes
Examples (Cont.)
I LTVC system:
y(t) =
Z t1
( + 1)2 x() d
h(t; ) =
Z t1
( + 1)2 d( ) d
=
Z 11
( + 1)2 u(t ) d( ) d= ( + 1)2 u(t )
Flavio Lorenzelli EE102 Lecture Notes
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Examples (Cont.)
I LTIC system:
d
dty(t) + y(t) =
d
dtx(t), x(t) = x(t) u(t), x(0) = 0, y(0) = 0
d
dt
ety(t)
= et
d
dtx(t)
y(t) =he(t)x()
it0Z t0e(t)x() d
= x(t) etx(0)| {z }=0
Z t0 e(t)x() d
h(t; ) = d(t ) e(t) u(t ) t > 0, > 0
Flavio Lorenzelli EE102 Lecture Notes
Superposition IntegralLet S be a linear system and remember that
x(t) n1Xk=n
x(kw)pw (t kw)w , a < t < a
Compute the response
y(t) = T [x(t)] n1Xk=n
x(kw)T [pw (t kw)]w
As w ! 0 and n!1 with nw = a
x(t) =
Z aa
x()d(t ) d
and
y(t) =
Z aa
x()h(t; ) d
Flavio Lorenzelli EE102 Lecture Notes
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Superposition Integral (Cont.)
In general, for a linear system
y(t) =
Z 11
x()h(t; ) d
If the system is LTI (convolution integral):
y(t) =
Z 11
x()h(t ) d =: (x h) (t)
If the system is LTIC, h(t) = 0 for t < 0, therefore
y(t) =
Z t1
x()h(t ) d
Flavio Lorenzelli EE102 Lecture Notes
Examples
Compute the output of an LTIC system with impulse responseh(t) = etu(t) when x(t) = e|t| is its input
y(t) =
Z t1
e(t)e| | d
If t < 0:
y(t) =
Z t1
e(t)e d
= etZ t1
e2 d
= ete2
2
t1
=et
2
Flavio Lorenzelli EE102 Lecture Notes
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Examples (Cont.)
If t > 0:
y(t) = etZ 01
e2 d + etZ t0
d
= ete2
2
01
+ ett
= et1
2+ t
In conclusion
y(t) =1
2etu(t) + et
1
2+ t
u(t)
Flavio Lorenzelli EE102 Lecture Notes
Examples (Cont.)
Compute the impulse response of the linear system described by thefollowing input-output relationship
y(t) =
Z t4e(t)x() d
where x(t) = x(t)u(t 4). Write the output as
y(t) =
Z 11
he(t)u(t )
ix() d
Thereforeh(t; ) = e(t)u(t )
and the system is LTVC
Flavio Lorenzelli EE102 Lecture Notes
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Graphical Computation of the Convolution Integral
y(t) =
Z 11
h(t )x() d = (h x) (t)
h(t) = u(t) u(t 1)x(t) = t [u(t) u(t 1)] (t 2) [u(t 1) u(t 2)]
0 < t < 1
y(t) =t2
2
x()
2t 1
h(t )
t
Flavio Lorenzelli EE102 Lecture Notes
Graphical Computation of the Convolution Integral
y(t) =
Z 11
h(t )x() d = (h x) (t)
h(t) = (t 1) [u(t) u(t 1)]x(t) = u(t) u(t 2)
2 < t < 3
y(t) =(t 3)2
2
x()
2t 1
h(t )
t
Flavio Lorenzelli EE102 Lecture Notes
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Properties of the Convolution Operator
I Associative: (f g) h = f (g h)
I Commutative: f g = g f
I Distributive: f (g + h) = f g + f h
I Unity: f d = f
Flavio Lorenzelli EE102 Lecture Notes
Cascades of LTI Systems
x(t)h1(t)
y(t)h2(t)
z(t)
h1,2(t)
z(t) = (h2 y) (t)= (h2 (h1 x)) (t)= ((h2 h1) x) (t) = (h1,2 x) (t) associativity= ((h1 h2) x) (t) = (h2,1 x) (t) commutativity
Only true for LTI systems
Flavio Lorenzelli EE102 Lecture Notes
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Examples
S1 :y(t) =
Z t0(t )x() d, t > 0
S2 :z(t) =
Z t0y() d, t > 0
h1(t) = t u(t)
h2(t) = u(t)
h1,2(t) =
Z 11
u(t ) u() d =Z t0 d =
t2
2u(t)
h2,1(t) =
Z 11
(t ) u(t ) u() d =Z t0(t ) d = t
2
2u(t)
Flavio Lorenzelli EE102 Lecture Notes
Examples (Cont.)
S1 :y(t) =
Z t0x() d
S2 :z(t) =
Z t0y() d
h1(t; ) = u(t )h2(t; ) = u(t )
h1,2(t; ) =
Z 11
u(t )u( ) d =Z t d = (t )u(t )
h2,1(t; ) =
Z 11
u(t )u( ) d =Z t d =
t2 22
u(t )
Flavio Lorenzelli EE102 Lecture Notes
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Step Response
g(t) = T [u(t)]
= (h u) (t)=
Z 11
u(t )h() d
=
Z t1
h() d
) ddt
g(t) = h(t)
Flavio Lorenzelli EE102 Lecture Notes
Example
Lete(t+1)u(t + 1) = T [u(t + 1)]
be the response of an LTI system
Thenetu(t) = T [u(t)] = g(t)
The impulse response of the system is found by computing
h(t) = T [d(t)] =d
dt
etu(t)
= etu(t) + etd(t)= etu(t) + e0|{z}
=1
d(t)
= etu(t) + d(t)
Flavio Lorenzelli EE102 Lecture Notes