Skip to content

Latest commit

 

History

History
175 lines (132 loc) · 6.01 KB

ee205.md

File metadata and controls

175 lines (132 loc) · 6.01 KB

$$ \require{AMScd} \require{txfonts} \def\R#1{#1\in\Bbb R} \def\N#1{#1\in\Bbb N} \def\red#1{\color{red}{\text{#1}}} \def\ep{\varepsilon} \def\abs#1{\lvert,#1,\rvert} \def\d#1{,\text{d}#1} \def\arg#1{\text{arg}(#1)} \def\l#1{\lim_ \limits{#1}} \def\i#1#2{\int_ {#1}^{#2},} \def\s#1#2{\sum_{#1}^{#2},} \def\dt{\d t} \def\sy#1{H{#1}} \def\cases#1{\begin{cases}#1\end{cases}} \def\sumi{\sum _{k=-\infty}^\infty} \def\inti{\int _{-\infty}^\infty} $$

EE205

GNU General Public License v3.0 licensed. Source available on github.com/zifeo/EPFL.

Spring 2015: Circuits & systems II

[TOC]

Signals & systems

Signals

  • continuous time : $x(t)=\frac{1}{n}\quad\R t$
  • discrete time : $x[n]=\cos{2\pi n}\quad\N n$
  • continuous amplitude : $\R{x(t)}$
  • discrete amplitude : $\N{x(t)}$
  • periodic with fundamental period $T$ (smallest possible) : $x(t)=x(t+T)\quad\forall t$
  • energy signal (if finite) : $\mathcal E=\i{-\infty}{\infty}\abs{x(t)}^2\dt=\s{-\infty}{\infty}\abs{x[n]}^2$
  • power signal (if finite) : $\mathcal P=\l{T\to\infty}\frac{1}{2T}\i{-T}{T}\abs{x(t)}^2\dt=\l{N\to\infty}\frac{1}{2N+1}\s{-T}{T}\abs{x[n]}^2$
  • delay : $x(t-t_0)$

Systems

$\begin{CD}@>x(t)\quad x[n]>\text{input}>\boxed{\quad H\quad}@>y(t)\quad y[n]>\text{output}>\end{CD}\qquad y(t)=\sy{x(t)}\quad y[n]=\sy{x[n]}$

  • linearity : $\sy{a_1x_1(t)+a_2x_2(t)}=a_1\sy{x_1(t)}+a_2\sy{x_2(t)}$
  • time invariance : $\sy{x(t)}=y(t)\iff\sy{x(t-T)}=y(t-T)$
  • memoryless : output independent of any other inuput
  • causality : output independ of future inputs
  • stability : output magnitude/amplitude is bouned when input are bounded

Linear Time Invariant systems

Discrete time

  • Kronecker-delta : $\delta_k[n]=\cases{1&n=k\ 0&n\not = k}$
  • impulse response : $h[n]=\sy{\delta_0[n]}=\sy{\delta[n]}$ and $h[n-k]=\sy{\delta_k[n]}=\sy{\delta[n-k]}$
  • linear decomposition : $x[n]=x_1\delta_1[n]+\cdots+x_m\delta_m[n]$ and $y[n]=x_1h[n-1]+\cdots+x_mh[n-m]$
  • convolution sum : $(x*k)[n]=y[n]=\s{k=-\infty}{\infty}x[k]h[n-k]$

Continuous time

  • Kronecker-delta : $\delta_\ep(t)=\cases{\frac{1}{2\ep}&-\ep<t<\ep\ 0&\text{otherwise}}$
  • linear decomposition : $x_ \ep(t)=\i{\infty}{-\infty}x(T)\delta_ \ep(t-T)\d T$ and $y_ \ep(t)=\i{\infty}{-\infty}x(T)h_\ep(t-T)\d T$
  • convolution integral : $(x*h)(t)=y(t)=\l{\ep\to 0}y_\ep(t)=\i{\infty}{-\infty}x(T)h(t-T)\d T$

Shared properties

  • commutative : $(x*h)(t)=(h *x)(t)$
  • distributive : $(x*(h_1+h_2))[n]=(x *h_1)[n]+(x *h_2)[n]$
  • associativity : $((x*h_1) *h_2)(t)=(x *(h_1 *h_2))(t)$
  • memoryless : iff $h[n]=a\delta[n]$
  • causal : iff $h[k]=0;\forall k < 0$
  • stable : iff $\int_{-\infty}^\infty\abs{h(t)}\d t<\infty$
  • composition
    • parallel : $y[n]=((h_1+h_2)*x)[n]$
    • serie : $y[n]=(x* h_1 *h_2)[n]$

Differential equations

  • homogenous solution : $y^{(h)}[n]+\alpha y^{(h)}[n_1]=0$
  • particular solution : $y^{(p)}[n]+\alpha y^{(p)}[n_1]=x[n]+\beta x[n-1]$
  • "Ansatz" : $y^{(h)}[n]=cr^n$ and $y^{(p)}[n]=bs^n$
  • full solution with initial condition : $y^{(h)}+y^{(p)}$

Frequency response

Discrete time

  • input signal pattern : $x[n]=e^{j\omega n}$
  • frequency response : $H(j\omega)=\sum_{k=-\infty}^\infty h[k]e^{-j\omega k}$
  • LTI : $y[n]=(x*h)[n]=e^{j\omega n}H(j\omega)$
  • existence : iff $\sum_{k=-\infty}^\infty\abs{h[k]}<\infty$

Continuous time

  • input signal pattern : $x(t)=e^{j\omega t}$
  • frequency response : $H(j\omega)=\int_{-\infty}^\infty h(\tau)e^{-j\omega\tau}\d\tau$
  • LTI : $y(t)=(x*h)(t)=e^{j\omega t}H(j\omega)$
  • existence : iff $\int_{-\infty}^\infty\abs{h(\tau)}\d\tau<\infty$

Response properties

  • real valued : $h$ is real
    • $H(-j\omega)=H^*(j\omega)$
    • module even symmeric : $\abs{H(j\omega)}=\abs{H(-j\omega)}$
    • argument odd symmetric : $\arg{H(j\omega)}=-\arg{H(-j\omega)}$

Fourier series

  • periodic input : $x(t)$ with $\omega_k=\frac{2\pi}{T}k$
  • fourier series : $\tilde{x}(t)=\sumi X_k e^{j 2\pi kt/T} $
  • series coefficient : $X_k=\frac{1}{T}\int_0^T x(t)e^{-j 2\pi k t /T}\d t$

Properties

  • Drichlet : $x(t)=\tilde{x}(t)$
  • linearity : if fundamental period is $T$ then $Ax(t)+By(t)$ give $AX_k+BY_k$
  • time shifting : for $x(t-t_0)$, multiplication by a constant $Y_k=e^{-j 2\pi kt_0/T}X_k$
  • conjugation : $x^*(t)$ give $X_{-k}^ *$ (if $x(t)$ real $\iff x(t)=x^ *(t)$, then $X_k=X _{-k}^ *$)
  • time reversal : $x(-t)$ give $X_{-k}$
  • parseval : $\frac{1}{T}\int_0^T\abs{x(t)}^2\d t=\sumi \abs{X_k}^2$
  • real valued and odd for $x(t)$ : we have $X_k=X_{-k}^*=X _{-k}$

Fourier transform

  • fourier transform : $x(t)=\frac{1}{2\pi}\inti X(j\omega)e^{j\omega t}\d\omega$
  • transform coefficient : $X(j\omega)=\inti x(t)e^{-j\omega t}\d t$

Properties

  • time scaling : $x(at)$ give $\frac{1}{a}X(\frac{j\omega}{a})$ if $a\ge0$ or $-\frac{1}{a}X(\frac{j\omega}{a})$ if $a<0$
  • box-functions transform is sinc

Laplace transform

  • input : $x(t)=e^{st}$
  • output : $y(t)=\inti e^{s(t-\tau)}h(\tau)\d\tau=e^{st}H(s)$
  • replace frequency response
  • transfer function : $H(s)=\inti h(\tau)e^{-s\tau}\d\tau$
  • radius of convergence (ROC) : $ROC(H(s))={s : \Re(s)> -a}$ for signal $e^{-a\tau}$
    • stable : containing y-axis
    • anti-causal : until minus infinity
    • causal : until infinity
  • pole : cross
  • zero : circle

Properties

  • if $s=jw$, Laplace = Fourier
  • linear
  • convolution : multiplication
  • $\frac{\d{}}{\d x}x(t)$ : $sX(s)$
  • controller : output + input go through it before system
    • p-controller (proportionnal) : $G(s)=k$
    • pi-controller : $G(s)=k_1+k_2/s$
    • pid-controller : $G(s)=k_1+k_2/s+sk_3$

Z-transform

  • input : $x[n]=z_0^n=(ae^{jw})^n$
  • output : $y[n]=\sumi h[k]z_0^{n-k}=z_0^n H(z_0)$
  • z-transform : $H(z_0)=\sumi h[k]z_0^{-k}$
  • convergence
    • stable : containing unit circle
    • anti-causal : until zero
    • causal : until infinity

Properties

  • if $z=e^{jw}$, z-transform = discrete Fourier
  • linear
  • wavelets : downsample, then upsample, under which condition is signal reconstructed ?
    • downsampling : get rid of odd or substitute twice the variable