EE422G: Signal and Systems II Overview

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1 EE4G: Signal and Systems II Overview 1. Objective of the course Provide you with the necessary mathematical background to design, analyze, and model different kinds of signals and systems used in engineering.. How does EE4G fit into your curriculum and professional career? EE4G EE 511, 51 Communication Systems EE 586 Network Systems Communication EE 635 Image Processing EE 640 Stochastic System EE 579 Neural Engineering EE 630 Digital Signal Processing Data Analysis and Modeling EE 571, 57 Control Design EE 611 Deterministic System EE 613 Optimal Control EE 605 Discrete Event Systems System Design and Control Page 5-1

2 Some examples of jobs: Position Digital Signal Processing Engineer Position will serve as a member of a wireless technology team. eams focus is low powered, low cost, embedded software radios. General responsibilities will take place in the following areas: Wireless Signal Processing, System Engineering, Waveform Development, General Signal Processing. his position involves the design and implementation of wireless modems. his includes the design, documentation, simulation, analysis and implementation of algorithms, communications systems and protocols. Position Image Processing Engineer Develop, implement, test, debug, and document automated machine vision inspection algorithms in C/C++. Integrate motion control, frame grabbers, light control, and camera control for specific applications. Generate specifications for image acquisition systems. Experience with C/C++, computer vision, image & signal processing, digital signal processing, and system integration Position Video Processing Engineer Apple Computer is looking for a senior engineer / architect to focus on the next generation video architectures with emphasis on digital video camera signal processing algorithms and software development. He/she will be responsible for design of most efficient software architecture for video processing, will also ensure optimal and consistently improving video quality through the entire procession pipeline, and help track and help select generations of video camera. his individual should also have demonstrated expertise in the following areas of video and image processing: fix pattern and temporal noise reduction, bad pixel correction, color correction, Bayer demosaicing, auto-white balancing, edge enhancement, auto exposure, auto-focus.. What will we cover in this course? Four main topics. Analysis of Continuous-ime System using Laplace ransform and State- Variable echniques R 1F 5Ω x( 5Ω 5Ω 1F v( 5v( ± 1F y( Based on the techniques that you learnt from EE41G, you should be able to compute the steady output of y( when x( is a sinusoid. But can you answer the following questions? Page 5-

3 a. What is the output y( if x( 10te 0.5t cos(100πu( (Not sinusoidal inpu and v( 5 for t0 (Initial Condition)? b. What are the possible values of R such that the system is stable, i.e. a bounded input signal will deliver a bounded output signal? c. Can you write a program to simulate this circuit for any input? he first two questions can be easily addressed by a new transform method called the Laplace ransform, which is the first topic of this course. he last question is tougher to answer. owards the end of this course, we will introduce an advanced technique called State Variable echnique that is instrumental for simulating the time-domain behavior of dynamic systems. Discrete-ime Signals and Systems not record Computer offers great flexibility in design and analysis. Many of the modern design tools are developed for discrete-time system. he major design tool introduced is the Z-transform (analogous to the Laplace transform in continuous-time). We will also discuss different issues such as sampling rate, quantization, interpolation for interfacing discrete and continuous-time systems. Page 5-3

4 Filter Design Low Pass Specification: Pass Band: 0 ω ω a H ( jω ) 0 db Stop Band: ωs ω H ( j ω ) b db p H ( jω ) 0 a b db ω p ω s he main design component of this course will focus on various approaches for designing analog (continuous-time) and discrete (discrete-time) filters that satisfy a particular design specification. Computational Signal Processing Analysis : X ( jω) jωt x( X ( jω) e d Fourier ransform Synthesis : x( e jωt dt ω? How do you build a digital spectrum analyzer? We will learn how to sample Fourier ransform and how to compute it efficiently. he fundamental concept behind the Fast Fourier ransform is the cornerstone of many modern algorithms. Page 5-4

5 Introduction to Matlab 1. Starting Matlab It might be different if you use an older version of Matlab (mine is 7.0.1). Make sure you have Signal Processing oolbox, Control System oolbox, and Symbolic Math oolbox. o check, type >> help and you should see these toolboxes listed among all the help pages: signal\signal - Signal Processing oolbox control\control - Control System oolbox toolbox\symbolic - Symbolic Math oolbox. Numbers, constants, variables and data types Numbers >> 4 4 Constants >> pi Page 5-5

6 >> 3+4i i MALAB variable names must begin with a letter, which may be followed by any combination of letters, digits, and underscores. MALAB distinguishes between uppercase and lowercase characters, so A and a are not the same variable. Vectors >> v [ ] v >> v(4) 5 >> w :0.5:7 w Columns 1 through Columns 7 through Matrices the formal name of Matlab is MArix LABoratory, so Matlab is very efficient in handling matrices >> A [1 3; 4 5 6; 7 8 9] A >> A(1,) Strings >> w 'matlab is simple' w matlab is simple Symbolic variables >> syms x y z >> x x x Page 5-6

7 3. Operations and functions Simple operations all work as they should be. ype help ops for a list of operators and help elfun for a list of elementary mathematical functions. Almost all of them can be applied to scalar, vectors, and matrices. >> ((3+4*5)/(4+5i))^ i >> sin([1 3 4]) >> exp([1 3; 4 5 6; 7 8 9]) 1.0e+003 * Entry-wise operations are preceded with a. >> a [1 3; 4 5 6; 7 8 9]; % <-comment sign >> b [ ; ; ]; % ;<- no echo >> a*b >> a.*b Function calls work pretty much the same way. he most powerful aspect of Matlab is a large collection of functions commonly used in many engineering and scientific communities. Here are some of the signal processing commands we are going to use in this course. We will discuss their usages later. residue Partial-fraction expansion fourier, ifourier Symbolic forward and inverse Fourier ransform laplace, ilaplace Symbolic forward and inverse Laplace ransform tf Create transfer function for a system bode Magnitude and Phase response of a system pzmap Pole zero plot of a system ss Create state-space model for a system Page 5-7

8 sstf, tfss lsim eig expm cd ztrans, iztrans residuez filter conv butter cheby1 impinvar bilinear lpbp, lpbs, lphp, lplp fir1,fir freqs, freqs fft Conversion between transfer function and statespace representation Simulate time response of LI models Eigenvalues of matrix Matrix exponential Continuous to discrete time Symbolic forward and Inverse Z-transfrom Partial-fraction expansion in z-domain Discrete-time filtering Discrete-time convolution Butterworth filter design Chebyshev 1 filter design Impulse invariance method for analog-to-digital filter conversion Bilinear transformation method for analog-todigital filter conversion Frequency transformation FIR filter design Numerical Fourier transform Fast Fourier ransform Symbolic operations most of the basic operations can be applied directly to symbolic variables. o actual evaluate an expression of symbolic variables, use the subs command. >> syms a b c >> s sin(a)*b*exp(c) s sin(a)*b*exp(c) >> a0.5;b9;c1; >> subs(s) >> a0;b0;c0; >> subs(s) 0 Page 5-8

9 4. Miscallaneous Plotting >> x0:0.01:1; yexp(x); >> x0:0.01:1; >> plot(x,exp(x),'r--',x,exp(*x),'g:') >> xlabel('x'); >> ylabel('y'); >> title('simple plot'); 8 Simple plot y x Saving the workspace >> save everything.mat % save workspace to everything.mat >> load everything.mat % load everthing.mat Saving what you type and the matlab output to a text file >> diary foo.txt % output & response goto foo.txt >> >> diary off % stop logging You can also save all your commands in a file and execute it later on. he file should have a.m extension Page 5-9

10 Quick Review of Continuous-time Signal and System 1. Complex Numbers z x + iy where i 1 Basic operations o Addition/Subtration: ( x + iy) + ( a + ib) ( x + a) + i( y + b) o Multiplication: ( x + iy) ( a + ib) ( xa yb) + i( xb + ya) o Division: x + iy ( xa + yb) + i( ya xb) a + ib a + b o Conjugation : z x iy o Magnitude (modulus) : z zz Im( z) + Re( z) Im( z) o Angle (argumen: z tan 1 Re( z) z z cos( z) + isin( z) i z o Euler Relation : ( ) z e n n in z n o De Moivre s Formula: z z e z ( cos( n z) + isin( n z) ). Common Signal Representation Sinusoid : y ( Asin(π ft + θ ) Asin( ωt + θ ) where f (in Hz) or ω (in rad/s) is the frequency, A s the amplitude, and θ s the phase. eg y ( 3sin( 4π t + π / ) 3 y 3sin(4π t -π/) 1 y t Complex sinusoid : y ( Aexp( i( ω t + θ )) Acos( ωt + θ ) + iasin( ωt + θ ) Page 5-10

11 Real Exponential 1 y exp(-.5 x 104 y exp( y 0.5 y t t Singular functions 1 t 0.5 o Brick wall function : Π( t ) 0 otherwise 1 t o Impulse function : δ ( t ) lim ε 0 Π ε ε δ ( is zero everywhere, except at t0, which is infinity. 3. Systems δ ( dt 1 for any positive. δ ( x( dt x(0) o Step function : u( t δ ( λ) dλ x( input y( output Dynamic System, H A processor which processes the input signal to produce the output Properties o Linear : H ( ax 1( + bx ( ) ah ( x1( ) + bh ( x ( ) o ime-invariant : if y ( H ( x( ), then y ( t τ ) H ( x( t τ )) o Causal : H ( x( to )) depends only on x(, t to Page 5-11

12 he output of any Linear ime-invariant System can be computed by convolving x( with a function h(, called the impulse response which is the output of the system when using the impulse function as input. y ( x( * h( h( τ ) x( t τ ) dτ Examples of LI systems include any system described by ordinary (constant coefficien differential equations that includes all of the lumped electric circuits with resistors, capacitors, and inductors. 4. ransform Methods methods that transform a system from one domain (timedomain) to another domain (frequency-domain) in such a way that the analysis becomes easier. In EE 41, you have learnt two transform domain methods: Fourier Series continuous-time periodic signals t Periodic signal, x( -4π/ -π/ 0 π/ 4π/ Analysis : X 1 Synthesis : x( k k x( e X k e π jk t π jk t Fourier ransform general continuous-time signals dt ω x( t Analysis : X ( ω) Synthesis : x( x( e jωt X ( jω) e dt jωt dω -- derived from Fourier series by letting goes to infinity and replacing the summation by integration. ω Page 5-1

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