\chapter{Sampling and Time-Discrete Signals and Systems} \begin{refsection} \section{Time-Discrete Signals} \subsection{Ideal Sampling} \begin{figure}[H] \centering \begin{tikzpicture} \begin{axis}[ height={0.25\textheight}, width=0.6\linewidth, scale only axis, xlabel={$t$ or $n$, respectively}, ylabel={$x$}, %grid style={line width=.6pt, color=lightgray}, %grid=both, grid=none, legend pos=north east, axis y line=middle, axis x line=middle, every axis x label/.style={ at={(ticklabel* cs:1.05)}, anchor=north, }, every axis y label/.style={ at={(ticklabel* cs:1.05)}, anchor=east, }, %xmin=0, %xmax=7, %ymin=0, %ymax=3, %xtick={0, 1, ..., 6}, %ytick={0, 0.5, ..., 2.5} ] \addplot[smooth, blue, dashed] coordinates {(0, 1.1) (1, 1.8) (2, 2.1) (3, 1.0) (4, 0.8) (5, 1.7) (6, 2.4)}; \addplot[red, thick] coordinates {(0, 0) (0, 1.1)}; \addplot[red, thick] coordinates {(1, 0) (1, 1.8)}; \addplot[red, thick] coordinates {(2, 0) (2, 2.1)}; \addplot[red, thick] coordinates {(3, 0) (3, 1.0)}; \addplot[red, thick] coordinates {(4, 0) (4, 0.8)}; \addplot[red, thick] coordinates {(5, 0) (5, 1.7)}; \addplot[red, thick] coordinates {(6, 0) (6, 2.4)}; \addplot[only marks, red, thick, mark=o] coordinates {(0, 1.1) (1, 1.8) (2, 2.1) (3, 1.0) (4, 0.8) (5, 1.7) (6, 2.4)}; \end{axis} \end{tikzpicture} \caption{Sampling of a time-continuous signal} \label{fig:ch04:sampling_of_signal} \end{figure} Sampling: \begin{itemize} \item Sampling is converting a time-continuous signal $\underline{x}(t)$ to a time-discrete signal $\underline{x}[n]$. \item Samples are periodically taken out of the original signal. \end{itemize} Nomenclature: \begin{itemize} \item The original time-continuous signal is $\underline{x}(t)$. The continuous time variable $t \in \mathbb{R}$ is a continuous real number. \item The sampled signal is $\underline{x}[n]$. The discrete time variable $n \in \mathbb{Z}$ is a (discrete) integer number. \item Round parenthesis is used for time-continuous signals. Square parenthesis is used for time-discrete signals. \end{itemize} Sampling parameters: \begin{itemize} \item The time instances, at which the samples are taken out, are equidistant. \item The period between the samples is the \index{sampling period} \textbf{sampling period} $T_S$. \item The inverse of the sampling period is the \index{sampling rate} \textbf{sampling rate} $f_S$. \begin{equation} f_S = \frac{1}{T_S} \end{equation} \end{itemize} Ideal sampling: \begin{itemize} \item The samples are truly equidistant. The sampling period $T_S$ is constant and is \underline{not} subject to fluctuations. \item The sample is the value of the original signal $\underline{x}(t)$ at \underline{exactly} the time instance where has been taken. \end{itemize} Some corollaries can be deducted from these two points: \begin{itemize} \item The sampled signal at the discrete time $n$ is the value of the original signal at time $t = n T_S$: $\underline{x}[n] = \underline{x}\left(n T_S\right)$ \item The sampled signal consists of a chain of indefinitely narrow pulses. \begin{itemize} \item The pulses are equidistant with $T_S$. \item The pulses have the value of $\underline{x}\left(n T_S\right)$ as their amplitudes. \end{itemize} \end{itemize} \begin{proof}{} We know already indefinitely narrow pulses. They are Dirac delta functions $\delta\left(t - n T_S\right)$. Taking out \underline{exactly one} sample out of $\underline{x}(t)$ is a convolution of $\underline{x}(t)$ with $\delta(t)$. \begin{equation} \begin{split} \underline{x}[n] &= \underline{x}(t) * \delta(t) \\ &= \int\limits_{-\infty}^{\infty} \underline{x}(t) \cdot \delta\left(n T_S - t\right) \, \mathrm{d} t \\ & \text{$\delta(t)$ is symmetric} \\ &= \int\limits_{-\infty}^{\infty} \underline{x}(t) \cdot \delta\left(t - n T_S\right) \, \mathrm{d} t \\ &= \underline{x}\left(n T_S\right) \end{split} \label{eq:ch04:one_sample} \end{equation} \begin{figure}[H] \centering \begin{tikzpicture} \begin{axis}[ height={0.25\textheight}, width=0.6\linewidth, scale only axis, xlabel={$t$ or $n$, respectively}, ylabel={$x$}, %grid style={line width=.6pt, color=lightgray}, %grid=both, grid=none, legend pos=north east, axis y line=middle, axis x line=middle, every axis x label/.style={ at={(ticklabel* cs:1.05)}, anchor=north, }, every axis y label/.style={ at={(ticklabel* cs:1.05)}, anchor=east, }, %xmin=0, %xmax=7, %ymin=0, %ymax=3, %xtick={0, 1, ..., 6}, %ytick={0, 0.5, ..., 2.5} ] \addplot[smooth, blue, dashed] coordinates {(0, 1.1) (1, 1.8) (2, 2.1) (3, 1.0) (4, 0.8) (5, 1.7) (6, 2.4)}; \addplot[red, thick] coordinates {(2, 0) (2, 2.1)}; \addplot[only marks, red, thick, mark=o] coordinates {(2, 2.1)}; \end{axis} \end{tikzpicture} \caption{Taking out exactly one sample out of $\underline{x}(t)$} \end{figure} \end{proof} These Dirac pulses are repeated with a period of $T_S$ and form a \index{Dirac comb} \textbf{Dirac comb} $\Sha_{T_S}(t)$ -- also called \index{impulse train} \textbf{impulse train}. \begin{equation} \Sha_{T_S}(t) = \sum\limits_{n = -\infty}^{\infty} \delta\left(t - n T_S\right) \end{equation} \begin{figure}[H] \centering \begin{tikzpicture} \begin{axis}[ height={0.15\textheight}, width=0.9\linewidth, scale only axis, xlabel={$t$}, ylabel={$\Sha_{T_S}(t)$}, %grid style={line width=.6pt, color=lightgray}, %grid=both, grid=none, legend pos=north east, axis y line=middle, axis x line=middle, every axis x label/.style={ at={(ticklabel* cs:1.05)}, anchor=north, }, every axis y label/.style={ at={(ticklabel* cs:1.05)}, anchor=east, }, xmin=-5.5, xmax=5.5, ymin=0, ymax=1.2, xtick={-5, -4, ..., 5}, xticklabels={$-5 T_S$, $-4 T_S$, $-3 T_S$, $-2 T_S$, $- T_S$, $0$, $T_S$, $2 T_S$, $3 T_S$, $4 T_S$, $5 T_S$}, ytick={0}, ] \pgfplotsinvokeforeach{-5, -4, ..., 5}{ \draw[-latex, blue, very thick] (axis cs:#1,0) -- (axis cs:#1,1); %\addplot[blue, very thick] coordinates {(#1, 0) (#1, 1)}; %\addplot[only marks, blue, thick, mark=triangle] coordinates {(#1, 1)}; } \end{axis} \end{tikzpicture} \caption{Dirac comb} \end{figure} A \index{sampler} \textbf{sampler} is a system which \begin{itemize} \item applies the Dirac comb $\Sha_{T_S}(t)$ \item to a time-continuous signal $\underline{x}(t)$ and \item output a series of equidistant pulses $\underline{x}_S(t)$. \end{itemize} The chain of pulses can then be reinterpreted as a time-discrete signal $\underline{x}[n]$. \begin{figure}[H] \centering \begin{adjustbox}{scale=0.8} \begin{tikzpicture} \node[draw, block] (Sampler) {Ideal sampler}; \node[draw, block, right=3cm of Sampler] (ReInterp) {Reinterpret as\\ time-discrete signal}; \draw[<-o] (Sampler.west) -- ++(-1.7cm, 0) node[above, align=center]{Time-continuous\\ signal $\underline{x}(t)$}; \draw[->] (Sampler.east) -- (ReInterp.west) node[midway, above, align=center]{Series of pulses\\ $\underline{x}_S(t)$}; \draw[<-] (Sampler.south) -- ++(0, -0.75cm) node[below, align=center]{Dirac comb\\ $\Sha_{T_S}(t)$}; \draw[->] (ReInterp.east) -- ++(1.5cm, 0) node[above, align=center]{Time-discrete\\ signal $\underline{x}[n]$}; \draw[dashed] (ReInterp.north) -- ++(0, 2cm) node[below left, align=right]{Time-continuous\\ domain} node[below right, align=left]{Time-discrete\\ domain}; \draw[dashed] (ReInterp.south) -- ++(0, -1cm); \end{tikzpicture} \end{adjustbox} \caption{An abstract view on sampling} \end{figure} The ideal sampler multiplies the time-continuous signal $\underline{x}(t)$ with the Dirac comb $\Sha_{T_S}(t)$ in order to obtain the sampled signal $\underline{x}_S(t)$. \begin{equation} \underline{x}_S(t) = \underline{x}(t) \cdot \Sha_{T_S}(t) = \sum\limits_{n = -\infty}^{\infty} \underline{x}\left(n T_S\right) \delta\left(t - n T_S\right) \label{eq:ch04:ideal_sampling} \end{equation} In Figure \ref{fig:ch04:sampling_of_signal}, the chain of pulses is red. \begin{fact} The act of sampling is irreversible. \end{fact} There is a way to obtain the sampled signal: \begin{equation*} \underline{x}_S(t) = \mathrm{Sampling} \left(\underline{x}(t)\right) \end{equation*} But there is no way back to reconstruct the original signal. $\mathrm{Sampling}^{-1} \left(\underline{x}_S(t)\right)$ does not exist. Sampling is always lossy. \subsection{Discrete-Time Fourier Transform} % TODO Using \eqref{eq:ch04:ideal_sampling} and \eqref{eq:ch04:one_sample}, a expression depending on the time-discrete signal $\underline{x}[n]$ can be formulated: \begin{equation} \underline{x}_S(t) = \sum\limits_{n = -\infty}^{\infty} \underline{x}[n] \cdot \delta(t - n T_S) \end{equation} \begin{equation} \begin{split} \underline{X}_S \left(j \omega\right) &= \mathcal{F} \left\{\underline{x}_S(t)\right\} \\ &= \mathcal{F} \left\{\sum\limits_{n = -\infty}^{\infty} \underline{x}[n] \cdot \delta(t - n T_S)\right\} \\ &= \int\limits_{t = -\infty}^{\infty} \sum\limits_{n = -\infty}^{\infty} \underline{x}[n] \cdot \delta(t - n T_S) \cdot e^{-j \omega t} \, \mathrm{d} t \\ &= \sum\limits_{n = -\infty}^{\infty} \int\limits_{t = -\infty}^{\infty} \underline{x}[n] \cdot \delta(t - n T_S) \cdot e^{-j \omega t} \, \mathrm{d} t \\ &= \sum\limits_{n = -\infty}^{\infty} \underline{x}[n] \cdot e^{-j \omega n T_S} \end{split} \end{equation} Redefining $\phi = T_S \omega$: \begin{equation} \underline{X}_S \left(j \omega\right) = \underline{X} \left(e^{j \phi}\right) = \sum\limits_{n = -\infty}^{\infty} \underline{x}[n] \cdot e^{-j \phi n} \end{equation} \subsection{Sampling Theorem and Aliasing} \subsection{Discrete Fourier Transform} \section{Analogies Of Time-Continuous and Time-Discrete Signals and Systems} \subsection{Transforms} \begin{table}[H] \centering \begin{tabular}{|p{0.3\linewidth}||p{0.3\linewidth}|p{0.3\linewidth}|} \hline {} & \textbf{Frequency-Continuous Domain} & \textbf{Frequency-Discrete Domain} \\ \hline \hline \textbf{Time-Continuous Domain} & Fourier transform & Fourier series \\ \hline \textbf{Time-Discrete Domain} & Discrete-Time Fourier transform & Discrete Fourier transform \\ \hline \end{tabular} \end{table} \subsubsection{Obtaining a frequency-continuous domain:} \begin{minipage}{0.45\linewidth} \textbf{From the time-continuous domain (analog signal):} \vspace{0.5em} Fourier transform: \begin{equation*} \underline{X}(j \omega) = \int\limits_{t = -\infty}^{\infty} \underline{x}(t) \cdot e^{-j \omega t} \, \mathrm{d} t \end{equation*} Inverse Fourier transform: \begin{equation*} \underline{x}(t) = \frac{1}{2 \pi} \int\limits_{\omega = -\infty}^{\infty} \underline{X}(j \omega) \cdot e^{+ j \omega t} \, \mathrm{d} \omega \end{equation*} \begin{itemize} \item Continuous time: $t \in \mathbb{R}$ \item Continuous frequency: $\omega \in \mathbb{R}$ \end{itemize} \end{minipage} \hfill \begin{minipage}{0.45\linewidth} \textbf{From the time-discrete domain (digital signal):} \vspace{0.5em} Discrete-time Fourier transform: \begin{equation*} \underline{X}_{2\pi}(e^{j \phi}) = \sum\limits_{n = -\infty}^{\infty} \underline{x}[n] \cdot e^{- j \phi n} \end{equation*} Inverse discrete-time Fourier transform: \begin{equation*} \underline{x}[n] = \frac{1}{2 \pi} \int\limits_{- \pi}^{+ \pi} \underline{X}_{2\pi}(e^{j \phi}) \cdot e^{+ j \phi n} \, \mathrm{d} \phi \end{equation*} \begin{itemize} \item Discrete time: $n \in \mathbb{Z}$ \item Continuous frequency: $\phi \in \mathbb{R}$ \end{itemize} \end{minipage} \subsubsection{Obtaining a frequency-discrete domain:} \begin{minipage}{0.45\linewidth} \textbf{From the time-continuous domain (analog signal):} \vspace{0.5em} Fourier analysis: \begin{equation*} \underline{X}[k] = \frac{\omega_0}{2 \pi} \int\limits_{-\frac{T_0}{2}}^{\frac{T_0}{2}} \underline{x}(t) \cdot e^{-j k \omega_0 t} \, \mathrm{d} t \end{equation*} Fourier series: \begin{equation*} \underline{x}(t) = \sum\limits_{k = -\infty}^{\infty} \underline{X}[k] \cdot e^{+ j k \omega_0 t} \end{equation*} \begin{itemize} \item Continuous time: $t \in \mathbb{R}$ \item Discrete frequency: $k \in \mathbb{Z}$ \end{itemize} \end{minipage} \hfill \begin{minipage}{0.45\linewidth} \textbf{From the time-discrete domain (digital signal):} \vspace{0.5em} Discrete Fourier transform: \begin{equation*} \underline{X}[k] = \sum\limits_{n = 0}^{N - 1} \underline{x}[n] \cdot e^{- j \frac{2 \pi}{N} k n} \end{equation*} Inverse discrete Fourier transform: \begin{equation*} \underline{x}[n] = \frac{1}{N} \sum\limits_{k = 0}^{N - 1} \underline{X}[k] \cdot e^{+ j \frac{2 \pi}{N} k n} \end{equation*} \begin{itemize} \item Discrete time: $n \in \mathbb{Z}$ \item Discrete frequency: $k \in \mathbb{Z}$ \end{itemize} \end{minipage} \subsection{Systems} \subsection{Cross-Correlation and Autocorrelation} \subsection{Spectral Density} \subsection{Noise} \section{Digital Signals and Systems} \subsection{Quantization} \subsection{Quantization Error} \subsection{Window Filters} \subsection{Time Recovery} \subsection{Practical Issues} \phantomsection \addcontentsline{toc}{section}{References} \printbibliography[heading=subbibliography] \end{refsection}