###### tags: `課程筆記` # 訊號與系統 Signal and System > 是指對訊號表示、轉換、運算等進行處理的過程,就是要把記錄在某種媒體上的訊號進行處理,以便抽取出有用資訊的過程,它是對訊號進行提取、轉換、分析、綜合等處理過程的統稱。 [TOC] - <span style="background-color: #e2f8f0; display: block; padding: 2% 2% 0.5% 2%; border-radius: 15px;"></span> - <span style="background-color: #c8d8df; display: block; padding: 2% 2% 0.5% 2%; border-radius: 15px;"></span> - <span style="background-color: #ffd7c1; display: block; padding: 2% 2% 0.5% 2%; border-radius: 15px;"></span> ## 1. Basic Concepts ### 1.3 Classifications of Signals - Continuous vs Discrete - continuous time signal $x(t)$ - ![](https://i.imgur.com/tT6VgS2.png) - discrete time signal $x[n]$ - 在特定時間上才有值,通常都為固定在 continuous-time 做 signal sampling 得出 - signal is defined at particular instants(立即) of time - 值仍是 continuous - 需要做 quantization 完才會是 discrete signal 表值與時間皆為 discrete - ![](https://i.imgur.com/e8lNgHH.png) - discrete time 表示法 - $x[k] = x[kT]$ - $x[k]$ 表第 k 個取樣 - $x[kT]$ 表第 kT 時間取樣 - $x[kT]$ 的表示法比較好 - 可以直接看出時間點 - 未來也可以與其他數據結合搭配,所以時間單位再結合時,也需要校正 - Periodic and Nonperiodic Signal - periodic continuous $x(t) = x(t+nT)$ - ![](https://i.imgur.com/wwpx8OK.png) - periodic discrete $x[n] = x[n+N]$ - ![](https://i.imgur.com/Bw1eSTN.png) - <span style="background-color: #e2f8f0; display: block; padding: 2% 2% 0.5% 2%; border-radius: 15px;">【補充】Euler’s Identities</span> - $e^{j\theta} = cos\theta + jsin\theta$ - $e^{-j\theta} = cos\theta - jsin\theta$ - ![](https://i.imgur.com/bS3TNQI.png) - ![](https://i.imgur.com/BqUSNvD.png) - An analog signal vs A digital signal - An analog is a continuous time signal in which the variation with time is analogous (or proportional) 時間與值都是連續的 - is a discrete time signal that can have a **finite number** of values (usually binary).時間與值都不是連續的 - 需要 sampling and quantization - Energy vs Power Signals - ![](https://i.imgur.com/JERkkHR.png) - A signal $x(t)$ or $x[n]$ is an **energy signal** if and only if `代E公式會介於0到無窮大` and `代P公式會等於 0` - A signal $x(t)$ or $x[n]$ is a **power signal** if and only if `代P公式會介於0到無窮大` and`代E公式會等於無窮大` - <span style="background-color: #ffd7c1; display: block; padding: 2% 2% 0.5% 2%; border-radius: 15px;">所以當題目給一個 $x(t)$ 或是 $x[n]$ 時,就直接帶 $E$ 或 $P$ 的公式,看哪一個會介於0到無窮大之間</span> - Even vs Odd smmetry - even:$x(t) = x(-t)$ - odd:$x(t) = -x(-t)$ - 每一個 signal 都可以被分為 even part 跟 odd part - $x(t) = x_e(t) + x_o(t)$ - $x_e(t) = \frac{1}{2}[x(t) + x(-t)]$(把odd part 部分給消掉) - $x_o(t) = \frac{1}{2}[x(t) - x(-t)]$(把even part 部分給消掉) ### 1.4 Basic continuous-time signals - **Unit impulse function(delta function)** - ![](https://i.imgur.com/kxacMTT.png) - $\int_{0-}^{0+} \delta(t) \,dt = 1$ - sampling - ![](https://i.imgur.com/ICQQwCV.png) - **Unit step function** - ![](https://i.imgur.com/glbaOYT.png) - **Unit ramp function** - ![](https://i.imgur.com/m7ixblY.png) - <span style="background-color: #c8d8df; display: block; padding: 2% 2% 0.5% 2%; border-radius: 15px;">3 種函數關係</span> - $r(t)$ 微分變 $u(t)$, $u(t)$ 微分變 $\delta(t)$ - $\delta(t)$ 積分變 $u(t)$, $u(t)$ 積分變 $r(t)$ - 其他延伸的 function - <span style="background-color: #e2f8f0; display: block; padding: 2% 2% 0.5% 2%; border-radius: 15px;">**Rectangular Pulse Function**![](https://i.imgur.com/8i9mFVt.png)</span> - **Triangular Pulse Function** - ![](https://i.imgur.com/Yzc7ZcP.png) ### 1.5 Basic discrete-time signals - **Unit impulse sequence** - ![](https://i.imgur.com/FEXZ7TO.png) - **Unit step sequence** - ![](https://i.imgur.com/IDIcnrh.png) - **Unit ramp sequence** - ![](https://i.imgur.com/8YMIW2n.png) - 三者相對關係 - ![](https://i.imgur.com/QS80vza.png) - ![](https://i.imgur.com/hz5nJbq.png) - 其他函數圖形 - **Sinusoidal sequence** - ![](https://i.imgur.com/fSA0Eum.png) - **Exponential Sequence** - $x[n] = Ae^{-anT} = A\alpha^n, \alpha = e^{-aT}$ - ![](https://i.imgur.com/uhHaVSt.png) ### 1.6 Basic operations on signals - **Time Reversal** - ![](https://i.imgur.com/8o9aeby.png)(此圖有誤) - **Time Scaling** - ![](https://i.imgur.com/y7EPJkJ.png) - **Time Shifting** - ![](https://i.imgur.com/Q87hmFp.png) - **Amplitude Transformations** - ![](https://i.imgur.com/2ycEkPU.png) - ![](https://i.imgur.com/xOSVgfR.png) ### 1.7 Classification of systems - ***Continuous Time and Discrete Time Systems*** - ![](https://i.imgur.com/5DZX0MA.png) - ***Causal and Noncausal Systems*** - A causal system is one whose present response does **not depend on the future values** of the input - ***Linear and Nonlinear Systems*** - Homogeneity + Additivity - ![](https://i.imgur.com/fvMNXJq.png) - ***Time Varying and Time Invariant Systems*** - vary:to change or cause something to change in amount or level, especially from one occasion to another - ![](https://i.imgur.com/XcPJ1QG.png) - time-invariant - ![](https://i.imgur.com/kzRcESm.png) - time-varying - ![](https://i.imgur.com/1aF9MzM.png) - ***Systems with and without Memory*** - When the output of a system **depends on the past or future input**, the system is said to have a memory. ## 2. Convolution - [But what is a convolution?](https://www.youtube.com/watch?v=KuXjwB4LzSA) ### 2.2 Impulse response > The impulse response to an LTI (linear, time invariant) system is **`the output of the system to a unit impulse function`**. - Impulse response(green part) - ![](https://i.imgur.com/uhD8b8c.png) ### 2.3 Convolution integral - The convolution of two signals $x(t)$ and $h(t)$ is usually written in terms of the operator $*$ as - ![](https://i.imgur.com/93R2cLh.png) - <span style="background-color: #ffd7c1; display: block; padding: 2% 2% 0.5% 2%; border-radius: 15px;">我們 input signal $x(t)$ 與 impulse function $\delta(t)$,經過 LTI 系統的 transform,我們可以得到一個 impulse response $h(t)$,接著 $x(t)$ 再與 $h(t)$ 做 convolution 後,就可以得到 output $y(t)$</span> - 若 $x(t) = 0$ for $t < 0$, 且 the system is causal, $h(t) = 0$ for $t < 0$(此處的 $\tau$ 為變數) - 則![](https://i.imgur.com/aTrR7we.png) - 或是也可寫成 $y(t) = x(t)*h(t) = \int_{0}^{t}x(t-\tau)h(\tau)d\tau$ ### 2.4 Graphical convolution - 使用到前方提過的函數技巧 ![](https://i.imgur.com/KOtJ9m4.png) - 需要分段討論的範例 - ![](https://i.imgur.com/T2eyDqx.png) - 根據定義可列 - ![](https://i.imgur.com/4CMS8ZT.png) ### 2.5 Block diagram representation for continuous ![](https://i.imgur.com/vg5LsPg.png) ### 2.6 Discrete-time convolution - 定義 - `2.2、2.3 的離散版本` - ![](https://i.imgur.com/5auesKV.png) - **範例** Find $y[n] = x[n]*h[n]$ ![](https://i.imgur.com/6z8Lilc.png) - **`法一分析`** ![](https://i.imgur.com/Sv1H1JX.png) - **`法二圖解`** ![](https://i.imgur.com/hvaWvoe.png) - <span style="background-color: #e2f8f0; display: block; padding: 2% 2% 0.5% 2%; border-radius: 15px;">意義上為,將 $h(\tau)$ 先做 mirror(對y軸對稱),再分別向右平移 $0\sim t$、每次都與 $x(\tau)$ 相乘,最後再合成。 </span> - 推廣在 $matlab$ 的運算方式![](https://i.imgur.com/8B6oSyZ.png) ### 2.7 Block diagram realization for discrete ![](https://i.imgur.com/aH2GEom.png) - **範例** Let $x[n] = \{3, 0, 2, 6\}$ and $y[n] = \{6, 12, 25, 20, 38, 42\}$. Find $h[n]$ - 法一長除法:![](https://i.imgur.com/fdn1g2h.png)![](https://i.imgur.com/doQOWDs.png) - 法二遞迴:![](https://i.imgur.com/3VPhQne.png) ## 3. The Laplace Transform ### 3.1 Introduction - Laplace Transform 是將 linear system 轉換為 **`frequency-domain`** 的表達方式 - 能夠將常微分方程式(ordinary differential equations)轉為代數方程(algebra equations),以利於運算 - 讓 convolution 成為簡單的乘法 - 在 continuous-time LTI (Linear Time-invariant) system 產生 transfer function ### 3.2 Definition of laplace transform - Laplace Transform:![](https://i.imgur.com/Dv6L0cP.png) - Inverse Laplace Transform:![](https://i.imgur.com/FVRHlus.png) - Laplace transformable:![](https://i.imgur.com/0eKJP0t.png) - Region of Convergence(ROC):Laplace transform 就是會收斂的範圍 $Re(s) = σ >σ_c$![](https://i.imgur.com/nGTGGYn.png) - example:![](https://i.imgur.com/MLD07Tt.png)![](https://i.imgur.com/27mzcrB.png)![](https://i.imgur.com/pxDEEGh.png)![](https://i.imgur.com/rIicIeL.png) ### 3.3 Properties of the laplace transform - ***Linearity***:![](https://i.imgur.com/klec6Cg.png) - ![](https://i.imgur.com/0eLU9zm.png) - ***Scaling***:![](https://i.imgur.com/KLsjMi5.png) - ![](https://i.imgur.com/5ocdoy8.png) - ***Time Shifting***:![](https://i.imgur.com/B99c37h.png) - ![](https://i.imgur.com/mV6TsNe.png) - ***Frequency Shifting***:![](https://i.imgur.com/GC6Lczw.png) - ![](https://i.imgur.com/56e2J4X.png) - ***Time Differentiation***:![](https://i.imgur.com/uvyQIBZ.png) - ![](https://i.imgur.com/wFVRE2y.png) - ***Time Convolution***:![](https://i.imgur.com/oTnTLn4.png) - ![](https://i.imgur.com/Ed82dE1.png) - ***Time Integration***:![](https://i.imgur.com/eX79Cve.png) - ![](https://i.imgur.com/dtqhXzm.png) - **Frequency Differentiation**:![](https://i.imgur.com/x7mGx4i.png) - ![](https://i.imgur.com/bElyiQt.png) - **Initial and Final values**:已知![](https://i.imgur.com/uvyQIBZ.png),當![](https://i.imgur.com/z733Wow.png)![](https://i.imgur.com/1hbh2QF.png) - all Properties: - ![](https://i.imgur.com/dJEslYP.png) - ![](https://i.imgur.com/j2AAxrL.png) ### 3.4 The inverse laplace transform - ***Definition***:![](https://i.imgur.com/kCAjv4p.png) - ***Simple Poles***: - 已知:<span style="background-color: #c8d8df; display: block; padding: 2% 2% 0.5% 2%; border-radius: 15px;">我們已知![](https://i.imgur.com/pxDEEGh.png),故在 Simple poles 可以直接從 $X(s)$ 回推 $x(t)$</span> - formate:![](https://i.imgur.com/cUbk2t0.png) - ***Repeated Poles*** - 已知:<span style="background-color: #ffd7c1; display: block; padding: 2% 2% 0.5% 2%; border-radius: 15px;">因為 $(s+p)^n$ 出現,因此需要 **`微分`** 來找 $k$,且![](https://i.imgur.com/ZtJAEUu.png)(可以由 Frequency Differentiation 推導) </span> - format:![](https://i.imgur.com/KXc6jnj.png) - 補充:當看到 $L^{-1}[\frac{1}{s^2}] = t$ 也是用此 pole - ***Complex Poles***: - 已知:<span style="background-color: #e2f8f0; display: block; padding: 2% 2% 0.5% 2%; border-radius: 15px;"> ***Frequency Shifting*** ![](https://i.imgur.com/UaEfH5N.png) 、![](https://i.imgur.com/UcX0v4P.png)故 Complex Poles 可以應用</span> - formate:**先從分母找 $\alpha$、$\beta$,再調整分子看 A B**![](https://i.imgur.com/cw3KFQM.png) - 延伸:$sin$ 跟 $cos$ 可以合併![](https://i.imgur.com/XIJsLa3.png) ### 3.5 Transfer function - 定義:<span style="background-color: #ffd7c1; display: block; padding: 2% 2% 0.5% 2%; border-radius: 15px;">$H(s)$為輸出結果 $Y(s)$ 與輸入結果 $X(s)$ 的比值,如此一來,再利用 Inverse Laplace Transfer,就可以輕鬆找到 $h(t)$</span> - ![](https://i.imgur.com/OXWPVfj.png) - ***Cascade connection***:![](https://i.imgur.com/nPuj0EC.png) - ***Parrallel interconnection***:![](https://i.imgur.com/3pc3rYq.png) - ***Feedback interconnection***:![](https://i.imgur.com/Az2MVQo.png) ### 3.6 Integro-Differential equations ![](https://i.imgur.com/z22FJPc.png) ## 4. Fourier Series ## 5. Fourier Transform ## 6. Discrete Fourier Transform ## 7. z-Transform - 我們需要 z-transform 的原因是 Fourier transform 沒辦法 converge for all sequences - 傅立葉轉換![傅立葉轉換](https://hackmd.io/_uploads/B1V3trY10.png) - z-transform![z-transform](https://hackmd.io/_uploads/B1ipKrt1A.png)![截圖 2024-04-02 下午5.04.01](https://hackmd.io/_uploads/SkpZ5HK1C.png) - one-sided or unilateral z-transform![截圖 2024-04-02 下午5.04.43](https://hackmd.io/_uploads/rkPEcSYk0.png)