diff options
| author | Philipp Le <philipp-le-prviat@freenet.de> | 2020-05-08 01:03:00 +0200 |
|---|---|---|
| committer | Philipp Le <philipp-le-prviat@freenet.de> | 2021-03-04 01:16:19 +0100 |
| commit | b08c6696547280a87871ac29ed0ff5a849637d0d (patch) | |
| tree | bd7531e0a1c2b8cc6a9f5836172ab77e4b78839b /chapter02 | |
| parent | 0ed9259fa21d69b9c77390d150a6e623e638ae75 (diff) | |
| download | dcs-lecture-notes-b08c6696547280a87871ac29ed0ff5a849637d0d.zip dcs-lecture-notes-b08c6696547280a87871ac29ed0ff5a849637d0d.tar.gz dcs-lecture-notes-b08c6696547280a87871ac29ed0ff5a849637d0d.tar.bz2 | |
WIP: Chapter 2
Diffstat (limited to 'chapter02')
| -rw-r--r-- | chapter02/content_ch02.tex | 138 |
1 files changed, 103 insertions, 35 deletions
diff --git a/chapter02/content_ch02.tex b/chapter02/content_ch02.tex index 41ddc15..03c0841 100644 --- a/chapter02/content_ch02.tex +++ b/chapter02/content_ch02.tex @@ -4,6 +4,8 @@ All signals considered in this chapter are \index{signal!deterministic signal} \textbf{deterministic}, i.e., its values are predictable at any time. Especially, the values can be calculated by a mathematical equation. In contrast, \emph{random} signals are not predictable. Its values are subject to a random process, which must be modelled stochastically. +Furthermore, the signals considered here are time-continuous. + \index{signal!time-continuous} \begin{figure}[H] \centering @@ -19,7 +21,7 @@ All signals considered in this chapter are \index{signal!deterministic signal} \ \draw [-latex] (Periodic) -- (Mono); \draw [-latex] (Periodic) -- (Multi); \end{tikzpicture} - \caption{Classification of time-continuous signals} + \caption{Classification of signals} \label{fig:ch02:timecont_signals_classif} \end{figure} @@ -820,46 +822,34 @@ The property of power signals, which have an indefinite signal energy, is a prob Only some power signals have a Fourier transform. There are distributions which are power signals, but have a Fourier transform, too. Especially, all \emph{tempered distributions} have a Fourier transform. -\subsection{Dirac Delta Function} +\subsection{Basic Properties} -An important distribution is the \index{Dirac delta function} \textbf{Dirac delta function} $\delta(t)$. The Dirac delta function is zero everywhere except at its origin, where it is an indefinitely narrow, indefinitely high pulse. +All properties of the Fourier transform can be proven using the definition of the Fourier transform \eqref{eq:ch02:def_fourier_transform}. + +\subsubsection{Linearity} + +Let \begin{equation} - \delta(t) = \begin{cases} - +\infty & \qquad \text{if } t = 0, \\ - 0 & \qquad \text{if } t \neq 0 - \end{cases} - \label{eq:ch02:dirac_delta} + \underline{h}(t) = \underline{a} \cdot \underline{f}(t) + \underline{b} \cdot \underline{g}(t) \end{equation} -It is constrained by +where +\begin{itemize} + \item $\underline{a} \in \mathbb{C}$ and $\underline{b} \in \mathbb{C}$ are complex numbers and + \item $\underline{f}(t)$ and $\underline{g}(t)$ are Fourier-transformable functions. +\end{itemize} + +What is the Fourier transform of $\underline{h}(t)$? \begin{equation} - \int\limits_{-\infty}^{\infty} \delta(t) \; \mathrm{d} t = 1 + \underline{H}(j \omega) = \mathcal{F} \left\{\underline{h}(t)\right\} = \int\limits_{t = -\infty}^{\infty} \left(\underline{a} \cdot \underline{f}(t) + \underline{b} \cdot \underline{g}(t)\right) \cdot e^{-j \omega t} \, \mathrm{d} t \end{equation} - -\begin{attention} - The Dirac delta function $\delta(t)$ must not be confused with the Kronecker delta \eqref{eq:ch02:kronecker_delta}. The Dirac delta function operates in continuous space $t \in \mathbb{R}$. The Kronecker delta $\delta_n$ (here one-dimensional) operates in discrete space $n \in \mathbb{Z}$. -\end{attention} - -A special feature of the function is called \index{Dirac measure} \textbf{Dirac measure}. +The integral can be split into a sum of two integrals. \begin{equation} - \int\limits_{-\infty}^{\infty} f(t) \delta(t) \; \mathrm{d} t = f(0) - \label{eq:ch02:dirac_measure} + \underline{H}(j \omega) = \int\limits_{t = -\infty}^{\infty} \underline{a} \cdot \underline{f}(t) \cdot e^{-j \omega t} \, \mathrm{d} t + \int\limits_{t = -\infty}^{\infty} \underline{b} \cdot \underline{g}(t) \cdot e^{-j \omega t} \, \mathrm{d} t \end{equation} - -Using the Dirac measure, the Fourier transform can be calculated: +The constants can be moved in front of the integrals. \begin{equation} - \mathcal{F} \left\{\delta(t)\right\} = \int\limits_{-\infty}^{\infty} \delta(t) \cdot e^{-j \omega t} \; \mathrm{d} t = 1 + \underline{H}(j \omega) = \underline{a} \cdot \underbrace{\int\limits_{t = -\infty}^{\infty} \underline{f}(t) \cdot e^{-j \omega t} \, \mathrm{d} t}_{= \mathcal{F}\left\{\underline{f}(t)\right\}} + \underline{b} \cdot \underbrace{\int\limits_{t = -\infty}^{\infty} \underline{g}(t) \cdot e^{-j \omega t} \, \mathrm{d} t}_{= \mathcal{F}\left\{\underline{g}(t)\right\}} \end{equation} -The Fourier transform of the Dirac delta function is the frequency-independent constant $1$. - -\subsection{Basic Properties} - -All properties of the Fourier transform can be proven using the definition of the Fourier transform \eqref{eq:ch02:def_fourier_transform}. - -\subsubsection{Linearity} - -%\begin{equation} - -%\end{equation} \begin{definition}{Linearity of the Fourier transform} \begin{equation} @@ -955,9 +945,9 @@ All properties of the Fourier transform can be proven using the definition of th \subsection{Duality} \begin{definition}{Duality} - Suppose $\underline{g}(t)$ has a Fourier transform $\underline{G}\left(j \omega\right)$, i.e., $\underline{g} \TransformHoriz \underline{G}$. The Fourier transform of $\underline{G}(t)$ is: + Suppose $\underline{g}(t)$ has a Fourier transform $\underline{G}\left(j \omega\right)$, i.e., $\mathcal{F}\left\{\underline{g}(t)\right\} = \underline{G}\left(j \omega\right)$. The Fourier transform of $\underline{G}(t)$ is: \begin{equation} - \mathcal{F}\left\{\underline{G}(t)\right\} = \underline{g} \left(- j \omega\right) + \mathcal{F}\left\{\underline{G}(t)\right\} = 2 \pi \cdot \underline{g} \left(- j \omega\right) \label{eq:ch02:op_duality} \end{equation} \end{definition} @@ -998,7 +988,85 @@ Another example is the convolution in time-domain. Due to the duality, it become \caption{Duality} \end{figure} -The duality also affects the units of the time variable $t$ and the frequency variable $\omega$. The units must be inverse. If $t$ is in seconds, $\omega$ must be \si{1/s}. +\paragraph{Consequences of The Duality.} + +\begin{itemize} + \item Uncertainty relationship: + \begin{itemize} + \item Signals which are \underline{narrow in time domain} are \underline{wide in frequency domain}. + \item Signals which are \underline{wide in time domain} are \underline{narrow in frequency domain}. + \end{itemize} + \item The duality affects the units of the time variable $t$ and the frequency variable $\omega$. + \begin{itemize} + \item The units must be inverse. + \item If $t$ is in seconds, $\omega$ must be \si{1/s}. + \end{itemize} +\end{itemize} + +\subsection{Dirac Delta Function} + +An important distribution is the \index{Dirac delta function} \textbf{Dirac delta function} $\delta(t)$. The Dirac delta function is zero everywhere except at its origin, where it is an indefinitely narrow, indefinitely high pulse. +\begin{equation} + \delta(t) = \begin{cases} + +\infty & \qquad \text{if } t = 0, \\ + 0 & \qquad \text{if } t \neq 0 + \end{cases} + \label{eq:ch02:dirac_delta} +\end{equation} +It is constrained by +\begin{equation} + \int\limits_{-\infty}^{\infty} \delta(t) \; \mathrm{d} t = 1 +\end{equation} + +\begin{attention} + The Dirac delta function $\delta(t)$ must not be confused with the Kronecker delta \eqref{eq:ch02:kronecker_delta}. The Dirac delta function operates in continuous space $t \in \mathbb{R}$. The Kronecker delta $\delta_n$ (here one-dimensional) operates in discrete space $n \in \mathbb{Z}$. +\end{attention} + +A special feature of the function is called \index{Dirac measure} \textbf{Dirac measure}. +\begin{equation} + \int\limits_{-\infty}^{\infty} f(t) \delta(t) \; \mathrm{d} t = f(0) + \label{eq:ch02:dirac_measure} +\end{equation} + +Using the Dirac measure, the Fourier transform can be calculated: +\begin{equation} + \mathcal{F} \left\{\delta(t)\right\} = \int\limits_{-\infty}^{\infty} \delta(t) \cdot e^{-j \omega t} \; \mathrm{d} t = 1 +\end{equation} +The Fourier transform of the Dirac delta function is the frequency-independent constant $1$. + +\subsection{Fourier Transforms of Sinusoidal Functions} + +\begin{equation} + \mathcal{F} \left\{\cos\left(\omega_0 t\right)\right\} = \pi \left( \underbrace{\delta\left(\omega - \omega_0\right)}_{Poistive frequency} + \underbrace{\delta\left(\omega + \omega_0\right)}_{Negative frequency} \right) +\end{equation} + +\begin{equation} + \mathcal{F} \left\{\sin\left(\omega_0 t\right)\right\} = -j \pi \left( \underbrace{\delta\left(\omega - \omega_0\right)}_{Poistive frequency} - \underbrace{\delta\left(\omega + \omega_0\right)}_{Negative frequency} \right) +\end{equation} + +\begin{itemize} + \item The sinusoidal signals (cosine and sine) follow the symmetry rules. + \begin{itemize} + \item They have a part in both the positive and the negative frequency half-space (at $- \omega_0$ and $+ \omega_0$). + \item The cosine function is even. + \item The sine function is odd. + \end{itemize} + \item There are two Dirac delta functions at $- \omega_0$ and $+ \omega_0$. + \begin{itemize} + \item The Dirac delta function at $- \omega_0$ or $+ \omega_0$ is $\infty$. Sinusoidal functions are power signals. Remember, they have an infinite energy. + \item However, the Dirac delta functions can be weighted by the signal amplitude. Linearity of the Fourier transform applies. + \item Sinusoidal functions are mono-chromatic. So, it makes good sense, that they are only defined at $\pm \omega$. + \end{itemize} + \item The Fourier transforms of the cosine and the sine function are phase shifted by $\pi/2$ or \SI{90}{\degree}, respectively, in the complex plane. + \begin{itemize} + \item The Fourier transform of the sine function has a $-j$ whilst the cosine function has not. + \begin{itemize} + \item $\Im\left\{\mathcal{F} \left\{\cos\left(\omega_0 t\right)\right\}\right\} = 0$ (even function) + \item $\Re\left\{\mathcal{F} \left\{\sin\left(\omega_0 t\right)\right\}\right\} = 0$ (odd function) + \end{itemize} + \item Now, you see the orthogonality of these functions geometrically. ;) + \end{itemize} +\end{itemize} \section{\acs{LTI} Systems} |
