13
MAE143A Signals & Systems Winter 2016 1 1.5 Discrete Signals Discrete-time signals Generating discrete-time signals by sampling continuous- time signals will be a major subject of this course Some signals are inherently discrete-time, e.g. sunset time We consider periodic sampling Fixed time between samples: T s seconds T s is the sampling period 1/T s Hz is the sampling rate or sampling frequency The interpretation of a discrete-time signal relies on knowing the sampling rate There other sampling strategies such as event-based or event-triggered sampling. We do not study these.

Discrete-time signals - University of California, San Diegonumbat.ucsd.edu/~bob/signals2016Winter/Signals_&_Systems_2016... · MAE143A Signals & Systems Winter 2016 1 1.5 Discrete

Embed Size (px)

Citation preview

Page 1: Discrete-time signals - University of California, San Diegonumbat.ucsd.edu/~bob/signals2016Winter/Signals_&_Systems_2016... · MAE143A Signals & Systems Winter 2016 1 1.5 Discrete

MAE143A Signals & Systems Winter 2016 1

1.5 Discrete Signals

Discrete-time signals Generating discrete-time signals by sampling continuous-time signals will be a major subject of this course Some signals are inherently discrete-time, e.g. sunset time We consider periodic sampling

Fixed time between samples: Ts seconds Ts is the sampling period 1/Ts Hz is the sampling rate or sampling frequency

The interpretation of a discrete-time signal relies on knowing the sampling rate There other sampling strategies such as event-based or event-triggered sampling. We do not study these.

Page 2: Discrete-time signals - University of California, San Diegonumbat.ucsd.edu/~bob/signals2016Winter/Signals_&_Systems_2016... · MAE143A Signals & Systems Winter 2016 1 1.5 Discrete

MAE143A Signals & Systems Winter 2016 2

1.5 Discrete Signals

Sampled exponential

time (s)0.88 0.89 0.9 0.91 0.92 0.93 0.94 0.95 0.96 0.97

sign

al (u

nits

)

0

1

2

3

4

5

Continuous-time exponential: samping at 100Hz, 20Hz, 30 Hz

contiuous100Hz20Hz30Hz

x(t) = exp(1.5 t)

100Hz

20Hz

30Hz

Page 3: Discrete-time signals - University of California, San Diegonumbat.ucsd.edu/~bob/signals2016Winter/Signals_&_Systems_2016... · MAE143A Signals & Systems Winter 2016 1 1.5 Discrete

MAE143A Signals & Systems Winter 2016 3

1.5 Discrete Signals time (s)

0.88 0.89 0.9 0.91 0.92 0.93 0.94 0.95 0.96 0.97

sign

al (u

nits

)

0

1

2

3

4

5

Continuous-time exponential: samping at 100Hz, 20Hz, 30 Hz

contiuous100Hz20Hz30Hz

Sampled exponential continued

Sampling period T (0.01s, 0.05s, 1/30s) Continuous signal (function) x(t) Discrete signal (vector) x[n] In electronics, this is done by a circuit -  sample and hold and -  analog to digital converter

x[n] = x(nT )

Page 4: Discrete-time signals - University of California, San Diegonumbat.ucsd.edu/~bob/signals2016Winter/Signals_&_Systems_2016... · MAE143A Signals & Systems Winter 2016 1 1.5 Discrete

MAE143A Signals & Systems Winter 2016 4

1.5 Discrete Signals

Sampled signals … for now

We shall study sampling in greater detail later It is a nuanced field … and very important! A sampled signal is an ordered sequence, which is the same as a vector We can consider sequences with a (countably) infinite number of elements

x[n] = x(nT )

x(t) = exp(1.5 t)

T = 0.05s, n = [1 : 5]0, x[n] =

2

66664

1.07791.16181.25231.34991.4550

3

77775

Page 5: Discrete-time signals - University of California, San Diegonumbat.ucsd.edu/~bob/signals2016Winter/Signals_&_Systems_2016... · MAE143A Signals & Systems Winter 2016 1 1.5 Discrete

MAE143A Signals & Systems Winter 2016 5

1.5 Discrete Signals

Discrete impulse and step signals

Discrete impulse Discrete step No craziness of functions Note:

�[n] =

(1, n = 0

0, else

1[n] =

(1, n � 0

0, else

1[n] =nX

k=�1�[k]

time (samples)-3 -2 -1 0 1 2 3 4 5

sign

al (u

nits

)

-0.2

0

0.2

0.4

0.6

0.8

1

1.2Discrete impulse function

time (samples)-3 -2 -1 0 1 2 3 4 5

sign

al (u

nits

)

-0.2

0

0.2

0.4

0.6

0.8

1

1.2Discrete step function

Not the sampled version of �(t)

Page 6: Discrete-time signals - University of California, San Diegonumbat.ucsd.edu/~bob/signals2016Winter/Signals_&_Systems_2016... · MAE143A Signals & Systems Winter 2016 1 1.5 Discrete

MAE143A Signals & Systems Winter 2016 6

1.5 Discrete Signals

Sampling sinusoids

Jump to Matlab for demo [diary file on class website: jan14.txt]

Page 7: Discrete-time signals - University of California, San Diegonumbat.ucsd.edu/~bob/signals2016Winter/Signals_&_Systems_2016... · MAE143A Signals & Systems Winter 2016 1 1.5 Discrete

MAE143A Signals & Systems Winter 2016 7

1.5 Discrete Signals

The Z-transform of a discrete signal

Discrete signal Z-transform of the signal Discrete-time alternate to the Laplace transform for continuous-time signals z is a complex variable in the complex z-plane Just like the Laplace transform, there are unilateral and bilateral versions We will be concerned only with the unilateral version

x[n], n = . . . ,�2,�1, 0, 1, 2, . . .

X (z) =1X

k=0

z

�kx[k]

k 2 [0,1)

k 2 (�1,1)

Page 8: Discrete-time signals - University of California, San Diegonumbat.ucsd.edu/~bob/signals2016Winter/Signals_&_Systems_2016... · MAE143A Signals & Systems Winter 2016 1 1.5 Discrete

MAE143A Signals & Systems Winter 2016 8

1.5 Discrete Signals

Computing Z transforms

Sampled exponential example, sample rate 20Hz continuous-time signal sample period sample times for sample values Z transform

x(t) = e

1.5t

Ts =1

20s = 0.05 s

nTs = {0, 0.05, 0.10, 0.15, 0.20, . . . } sn = {0, 1, 2, 3, 4, . . . }

x[n] = {e0, e1.5⇥0.05, e

1.5⇥0.10, e

1.5⇥0.15, . . . }

X (z) =1X

k=0

z

�kx[k] =

1X

k=0

z

�ke

1.5⇥0.05⇥k =1X

k=0

�z

�1e

1.5⇥0.05�k

=1

1� z

�1e

1.5⇥0.05=

z

z � e

1.5⇥0.05

x[k] =

(e

1.5⇥0.05⇥k, k � 0,

0, else.

Page 9: Discrete-time signals - University of California, San Diegonumbat.ucsd.edu/~bob/signals2016Winter/Signals_&_Systems_2016... · MAE143A Signals & Systems Winter 2016 1 1.5 Discrete

MAE143A Signals & Systems Winter 2016 9

1.5 Discrete Signals

Computing Z transforms 2 Geometric series formula for any value of a Infinite sums provided Our Z transform provided

(1� a)(1 + a+ a2 + a3 + · · ·+ aN ) = 1� aN+1

1 + a+ a2 + a3 + · · ·+ aN =1� aN+1

1� aNX

k=0

ak =1� aN+1

1� a1X

k=0

ak =1

1� a|a| < 1

X (z) =1X

k=0

�z�1e1.5⇥0.05

�k=

1

1� z�1e1.5⇥0.05=

z

z � e1.5⇥0.05

��z�1e1.5⇥0.05�� < 1 or |z| > e1.5⇥0.05

Page 10: Discrete-time signals - University of California, San Diegonumbat.ucsd.edu/~bob/signals2016Winter/Signals_&_Systems_2016... · MAE143A Signals & Systems Winter 2016 1 1.5 Discrete

MAE143A Signals & Systems Winter 2016 10

1.5 Discrete Signals

Computing Z transforms 3

Higher-order poles 1

(1� z�1a)2=

✓1

1� z�1a

◆✓1

1� z�1a

= (1 + z�1a+ z�2a2 + z�3a3 + . . . )(1 + z�1a+ z�2a2 + z�3a3 + . . . )

= 1 + z�12a+ z�23a2 + z�34a3 + . . .

= Z {(n+ 1)an}

1

(1� z�1a)3=

✓1

1� z�1a

◆✓1

(1� z�1a)2

= (1 + z�1a+ z�2a2 + z�3a3 + . . . )(1 + z�12a+ z�23a2 + z�34a3 + . . . )

= 1 + z�13a+ z�26a2 + z�310a3 + . . .

= Z⇢n+ 2

2(n+ 1)an

Page 11: Discrete-time signals - University of California, San Diegonumbat.ucsd.edu/~bob/signals2016Winter/Signals_&_Systems_2016... · MAE143A Signals & Systems Winter 2016 1 1.5 Discrete

MAE143A Signals & Systems Winter 2016 11

1.5 Discrete Signals

Z transforms of sampled exponential signals

Consider a continuous-time (complex) exponential signal with b a complex number Sample this at sampling period Ts Take the Z transform of this discrete-time signal Convergence provided

x(t) = e

bt

X (z) =1X

k=0

z�kekbTs =1X

k=0

�z�1ebTs

�k=

1

1� z�1ebTs=

z

z � ebTs

x[n] = e

nbTs

L�ebt

=

1

s� bZ�enbt

=

z

z � ebTs

pole at s=b convergence if Re(s)>Re(b)

pole at z=ebTs

convergence if

|z| >��ebTs

�� = eRe(b)Ts

|z| >��ebTs

�� |z| > eRe(b)Ts

Page 12: Discrete-time signals - University of California, San Diegonumbat.ucsd.edu/~bob/signals2016Winter/Signals_&_Systems_2016... · MAE143A Signals & Systems Winter 2016 1 1.5 Discrete

MAE143A Signals & Systems Winter 2016 12

1.5 Discrete Signals

Foreshadowing MAE143C Digital Control

General transformation between s and z:

L�ebt

=

1

s� bZ�enbt

=

z

z � ebTs

pole at s=b convergence if Re(s)>Re(b)

pole at z=ebTs

convergence if |z| > ebTs

z = esTs

z = esTs = e�Ts+j!Ts = e�Tsej!Ts

Re(s) > Re(b) , |z| >��ebTs

��So

Also Re(s) < 0 , |z| < 1

The open left half s-plane corresponds to the inside of the unit disk in the z-plane

Page 13: Discrete-time signals - University of California, San Diegonumbat.ucsd.edu/~bob/signals2016Winter/Signals_&_Systems_2016... · MAE143A Signals & Systems Winter 2016 1 1.5 Discrete

MAE143A Signals & Systems Winter 2016 13

1.5 Discrete Signals

Summary Continuous-time signals

t takes values in a real interval Signal x(t) is a real function Laplace transforms are used s is a complex variable Fourier series for periodic signals Fourier transform for bounded energy signals

Discrete-time signals n takes integer values Signal x[n] is a real sequence Z transforms are used z is a complex variable Discrete (Fast) Fourier Transform used to analyze a finite sequence

L{f(t)} = F (s) Z {x[n]} = X(z)