Structure and Interpretation of Signals and Systems by Edward Ashford Lee and Pravin Varaiya - HTML preview

PLEASE NOTE: This is an HTML preview only and some elements such as links or page numbers may be incorrect.
Download the book in PDF, ePub for a complete version.

and if it fails to detect it, assumes that no connection can be established and hangs up.

If it does detect the tone, then it answers with a voice-like signal that announces “I am a

modem that can communicate according to ITU standard x,” where x is one of the many

modem standard published by the International Telecommunication Union, or ITU.

The answering modem may or may not recognize the signal from the initiating modem.

The initiating modem, for example, may be a newer modem using a standard that was

Lee & Varaiya, Signals and Systems

37

1.2. SYSTEMS

established after the answering modem was manufactured. If the answering modem does

recognize the signal, then it responds with a signal that says “good, I too can communi-

cation using standard x, so let’s get started.” Otherwise, it remains silent. The initiating

modem, if it fails to get a response, tries another signal, announcing “I am a modem that

can communicate according to ITU standard y,” where y is typically now an older (and

slower) standard. This process continues until the two modems agree on a standard.

Once agreement is reached, the modems need to make measurements of the telephone

channel to compensate for its distortion. They do this by sending each other pre-agreed

signals called training signals, defined by the standard. The training signal is distorted

by the channel, and, since the receiving modem knows the signal, it can measure the

distortion. It uses this measurement to set up a device called an adaptive equalizer.

Once both modems have completed their setup, they begin to send data to one another.

As systems go, modem negotiation is fairly complex. It involves both event sequences

and voice-like signals. The voice like signals need to be analyzed in fairly sophisticated

ways, sometimes producing events in the event sequences. It will take this entire book

to analyze all parts of this system. The handling of the event sequences will be treated

using finite state machines, and the handling of the voice-like signals will be treated using

frequency-domain concepts and filtering.

1.2.5

Feedback control systems

Feedback control systems are composite systems where a plant embodies a physical pro-

cess whose behavior is guided by a control signal. A plant may be a mechanical device,

such as the power train of a car, or a chemical process, or an aircraft with certain inertial

and aerodynamic properties, for example. Sensors attached to the plant produce signals

that are fed to the controller, which then generates the control signal. This arrangement,

where the plant feeds the controller and the controller feeds the plant, is a complicated

sort of composite system called a feedback control system. It has extremely interesting

properties which we will explore in much more depth in subsequent chapters.

In this section, we construct a model of a feedback control system using the syntax of

block diagrams. The model consists of several interconnected components. We will iden-

tify the input and output signals of each component and how the components are inter-

connected, and we will argue on the basis of a common-sense physics how the overall

system will behave.

38

Lee & Varaiya, Signals and Systems

1. SIGNALS AND SYSTEMS

Example 1.20:

Consider a forced air heating system, which heats a room in a

home or office to a desired temperature. Our first task is to identify the individual

components of the heating system. These are

• a furnace/blower unit (which we will simply call the heater) that heats air and

blows the hot air through vents into a room,

• a temperature sensor that measures the temperature in a room, and

• the control system that compares the specified desired temperature with the

sensed temperature and turns the furnace/blower unit on or off depending on

whether the sensed temperature is below or above the demanded temperature.

The interconnection of these components is shown in Figure 1.18.

Our second task is to specify the input and output signals of each component sys-

tem (the domain and range of the function), ensuring the input-output matching

conditions. The heater produces hot air depending on whether it is turned on or off.

So its input signal is simply a function of time which takes one of two values, On

or Off . We call input to the heater (a signal) OnOff ,

OnOff : Time → {On, Off },

and we take Time = R+, the non-negative reals. So the input signal space is

OnOffProfiles = [R+ → {On, Off }].

(Recall that the notation [D → R] defines a function space, as explained in Section

1.2.1.) When the heater is turned on it produces heat at some rate that depends on

the capacity of the furnace and blower. We measure this heating rate in BTUs per

hour. So the output signal of the heater, which we name Heat is of the form

Heat : R+ → {0, Bc},

where Bc is the heater capacity measured in BTU/hour. If we name the output signal

space HeatProfiles, then

HeatProfiles = [R+ → {0, Bc}].

Thus the Heater system is described by a function

Heater : OnOffProfiles → HeatProfiles.

(1.13)

Lee & Varaiya, Signals and Systems

39

1.2. SYSTEMS

Common-sense physics tells us that when the heater is turned on the room will

begin to warm up and when the heater is turned off the room temperature will fall

until it reaches the outside temperature. So the room temperature depends on both

the heat delivered by the heater and the outside temperature. Thus the input signal

to the room is the pair (Heat, OutsideTemp). We can take OutsideTemp to be of the

form

OutsideTemp : R+ → [min, max],

where [min, max] is the range of possible outside temperatures, measured in degrees

Celsius, say. The output signal of the room is of course the room temperature,

RoomTemp : R+ → [min, max].

If we denote

OutsideTempProfiles = [R+ → [min, max]],

and

RoomTempProfiles = [R+ → [min, max]],

then the behavior of the Room system is described by a function

Room : HeatProfiles × OutsideTempProfiles → RoomTempProfiles

(1.14)

In a similar manner, the Sensor system is described by a function

Sensor : RoomTempProfiles → SensedTempProfiles

(1.15)

with input signal space RoomTempProfiles and output signal space

SensedTempProfiles = [R+ → [min, max]].

The Controller is described by the function

Controller : DesiredTempProfile × SensedTempProfile → OnOffProfile,

(1.16)

where

DesiredTempProfiles = [R+ → [min, max]].

We have constructed a model where the input-output matching condition is satisfied

everywhere.

40

Lee & Varaiya, Signals and Systems

1. SIGNALS AND SYSTEMS

The overall forced air heating system (the shaded part of Figure 1.18) has a pair of

input signals, desired temperature and outside temperature, and one output signal,

room temperature. So it is described by the function

ForcedHeat :

DesiredTempProfiles × OutsideTempProfiles

→ RoomTempProfiles.

If we are given the input signal values x of desired temperature and the value y of

outside temperature, we can compute the value z = ForcedHeat(x, y) by solving the

following four simultaneous equations

u =

Controller(x, w)

v =

Heater(u)

(1.17)

z =

Room(y, v)

w =

Sensor(z)

Given x and y, we must solve these four equations to determine the four unknown

functions u, v, w, z of which u, v, w are the internal signals, and z is the output signal.

Of course to solve these simultaneous equations, we need to specify the four system

functions. So far we have simply given names to those functions and identified

their domain and range. To complete the specification we must describe how those

functions assign output signals to input signals.

If the sensor is functioning properly we expect Sensor’s output signal to be the

room temperature, that is, for all z and for all t ∈ R+,

w(t) = Sensor(z)(t) = z(t).

A thermostatic controller has a simple behavior: it turns the heater on if the sensed

temperature falls below the desired temperature by a certain amount, say δ1, and

it turns the heater off if the sensed temperature rises above the desired temperature

by, say δ2. That is, for all x, w and for all t ∈ R+,

On,

if w(t) − x(t) ≤ −δ

u(t) = Controller(x, w)(t) =

1

Off ,

if w(t) − x(t) ≥ δ2

Suppose finally that the desired temperature is set to some constant, say x∗, i.e. for

all t ∈ R+,

x(t) = x∗.

Lee & Varaiya, Signals and Systems

41

1.3. SUMMARY

We can expect the behavior depicted in Figure 1.19. When x∗ − w(t) drops below −δ1,

the controller will turn on the heater, the room temperature will increase until x∗ − w(t)

rises above δ2, and then the controller will turn off the heater. Thus the room temperature

will fluctuate around the desired temperature, x∗.

1.3

Summary

Signals are functions that represent information. We studied examples of three classes of

signals. In the first class are functions of discrete or continuous time and space that occur

in human perception and eletromechanical sensors. In the second class are functions of

time and space representing attributes of physical objects or devices. The third class of

signals consist of sequences of symbols representing data or the occurrences of events. In

each case, the domain and the range can be defined precisely.

Systems are functions that transform signals. We looked at telecommunication systems,

where a network that was originally designed for carrying voice signals is used for many

other kinds of signals today. One way to accomplish this is to design systems such as

modems that transform signals so that they masquerade as voice-like signals. We also

looked at system models for signal degradation and for storage of signals. We looked

at systems that are primarily concerned with discrete events and command sequences,

and we examined a feedback control system. The telephone system and the forced air

heating system were both described using block diagrams as interconnections of simpler

component systems. In all cases, systems were given as functions where the domain and

the range are function spaces, or sets of functions.

42

Lee & Varaiya, Signals and Systems

1. SIGNALS AND SYSTEMS

Probing Further: Modems and Encrypted speech

POTS service is designed to carry speech signals. With proper encoding, however, it can

carry any signal that resembles speech in certain technical ways that we will discuss.

Data can be transmitted over POTS networks using a voiceband data modem, shown

just below the upper right in Figure 1.14. This used to provide a routine way to connect

to the Internet, but has since been supplanted (mostly) by broadband connections.

Data are represented by bit sequences, which are functions of the form

BitSequence : Indices → Binary,

where Indices ⊂ N, the natural numbers, and Binary = {0, 1}. In order for a bit sequence

to traverse a POTS phone line, it has to be transformed into something that resembles

a voice signal. Furthermore, a system is needed to transform the voice-like signal back

into a bit sequence. A modem does this. The word modem is a contraction of modu-

lator, demodulator. Pairs of modems are used at opposite ends of a POTS connection,

each with a transmitter and a receiver to achieve bidirectional (called full duplex) com-

munication.

One of the strangest uses is to transmit digitally represented and encrypted voice

signals. Here is a depiction:

voice-like

voice signal

bit sequence

bit sequence

signal

encoder

encryption

modulator

telephone

modem

network

voice signal

bit sequence

bit sequence

decoder

decryption

demodulator

voice-like

signal

What is actually sent through the telephone network sounds like hiss, which by itself

provides a modicum of privacy. Casual eavesdroppers will be unable to understand

the encoded speech.

However, this configuration also provides protection against

sophisticated listeners. A listener that is able to extract the bit sequence from this

sound will still not be able to reconstruct the voice signal because the bit sequence is

encrypted.

Lee & Varaiya, Signals and Systems

43

1.3. SUMMARY

y

OutsideTemp

DesiredTemp

OnOff

Heat

RoomTemp

Controller

Heater

Room

x

u

v

z

SensedTemp

Sensor

w

z

ForcedHeat

Figure 1.18: The interconnected components of a forced air heating system.

w

x* + d 2

x*

x* + d 1

off

on

t

Figure 1.19: With a thermostatic controller the room temperature will fluctuate

around the desired temperature setting, x∗.

44

Lee & Varaiya, Signals and Systems

1. SIGNALS AND SYSTEMS

Exercises

Each problem is annotated with the letter E, T, C which stands for exercise, requires some

thought, requires some conceptualization. Problems labeled E are usually mechanical,

those labeled T require a plan of attack, those labeled C usually have more than one

defensible answer.

1. E The function x : R → R given by

∀t ∈ R x(t) = sin(2π × 440t)

is a mathematical example of a signal in the signal space [R → R]. Give a mathe-

matical example of a signal x in each of the following signal spaces.

(a) [Z → R]

(b) [

2

R → R ]

(c) [{0, 1, · · · , 600} × {0, 1, · · · , 400} → {0, 1, · · · , 255}]

(d) Describe a practical application for the signal space [{0, 1, · · · , 600}×{0, 1, · · · , 400} →

{0,1,··· ,255}]. That is, what might a function in this space represent?

2. C For each of the continuous-time signals below, represent the signal in the form of

f : X → Y and as a sketch like Figure 1.1. Carefully identify the range and domain

in each case.

(a) The voltage across the terminals of a car battery.

(b) The closing prices on each day of a share of a company.

(c) The position of a moving vehicle on a straight one-lane road of length L.

(d) The simultaneous position of two moving vehicles on the same straight one-

lane road of length L.

(e) The sound heard in both of your ears.

3. E In digital telephony, voice is sampled at a rate of 8,000 samples/second, so the

sampling period is 1/8000 = 125 µs (microseconds). What is the sampling period

and the sampling frequency of sound in a compact disc (CD)?

Lee & Varaiya, Signals and Systems

45

EXERCISES

4. E Figure 1.4 displays the plots of two sinusoidal signals and their sum. Sketch

by hand the plots of the four functions, Step, Triangle, Sum, Diff , all with domain

[−1, 1] and range R, defined by: ∀t ∈ [−1, 1],

Triangle(t)

=

1 − |t|,

Step(t)

=

0 if t < 0, = 1 if t ≥ 0,

Sum(t)

=

Triangle(t) + Step(t),

Diff (t)

=

Triangle(t) − Step(t).

5. C The following examples of spatial information can be represented as a signal in

the form of f : X → Y . Specify a reasonable choice for the range and domain in

each case.

(a) An image impressed on photographic paper.

(b) An image stored in computer memory.

(c) The height of points on the surface of the earth.

(d) The location of the chairs in a room.

(e) The household voltage in Europe, which has frequency 50 Hz and is 210 volts

RMS.

6. C The image called Albers consists of an eight-inch yellow square in the center of

a white twelve-inch square background. Express Albers as a function, by choosing

the domain, range, and function assignment.

7. E How many bits are there in a 1024 × 768 pixel image in which each pixel is

represented as a 16-bit word? How long would it take to download this image over

a 28 Kbps voice-band modem, a 384 Kbps DSL modem, a 10 Mbps Ethernet local

area network?

8. C Represent these examples as data or event sequences. Specify reasonable choices

for the range and domain in each case.

(a) The result of 100 tosses of a coin,

(b) The sequence of button presses inside an elevator,

(c) The sequence of main events in a soda vending machine,

(d) Your response to a motorist who is asking directions,

(e) A play-by-play account of a game of chess.

46

Lee & Varaiya, Signals and Systems

1. SIGNALS AND SYSTEMS

9. C Formulate the following items of information as functions. Specify reasonable

choices for the domain and range in each case.

(a) The population of U.S. cities,

(b) The white pages in a phone book (careful: the white pages may list two iden-

tical names, and may list the same phone number under two different names),

(c) The birth dates of students in class,

(d) The broadcast frequencies of AM radio stations,

(e) The broadcast frequencies of FM radio stations, (look at your radio dial, or at

the web page:

http://www.eecs.berkeley.edu/˜eal/eecs20

/sidebars/radio/index.html.

10. E Use Matlab to plot the graph of the following continuous-time functions de-

fined over [−1, 1], and on the same plot display 11 uniformly spaced samples (0.2

seconds apart) of these functions. Are these samples good representations of the

waveforms?

(a) f : [−1, 1] → R, where for all x ∈ [−1, 1], f (x) = e−x sin(10πx).

(b) Chirp : [−1, 1] → R, where for all t ∈ [−1, 1], Chirp(t) = cos(10πt2).

11. E Suppose the pendulum of Figure 1.10 is rotating counter-clockwise at a speed

of one revolution per second over the five-second interval [0, 5]. Sketch a plot of

the resulting function: θ : [0, 5] → [−π, π). Assume θ(0) = 0. Also specify this

function mathematically. Your plot is discontinuous, but the pendulum’s motion is

continuous. Explain this apparent inconsistency.

12. T There is a large difference between the sets X , Y , and [X → Y ]. This exercise

explores some of that difference.

(a) Suppose X = {a, b, c} and Y = {0, 1}. List all the functions from X to Y , i.e.

all the elements of [X → Y ]. Note that part of the problem here is to figure out

how to list all the functions.

(b) If X has m elements and Y has n elements, how many elements does [X → Y ]

have?

Lee & Varaiya, Signals and Systems

47

EXERCISES

(c) Suppose

ColormapImages =

[DiscreteVerticalSpace × DiscreteHorizontalSpace

→ ColorMapIndexes].

Suppose the domain of each image in this set has 6,000 pixels and the range

has 256 values. How many distinct images are there? Give an approximate

answer in the form of 10n. Hint: ab = 10blog10(a).

48

Lee & Varaiya, Signals and Systems

2

Defining Signals and Systems

Contents

2.1

Defining functions . . . . . . . . . . . . . . . . . . . . . . . . . . .

50

2.1.1

Declarative assignment . . . . . . . . . . . . . . . . . . . . .

52

2.1.2

Graphs . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

54

Probing Further: Relations . . . . . . . . . . . . . . . . . . . . . . .

56

2.1.3

Tables . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

57

2.1.4

Procedures . . . . . . . . . . . . . . . . . . . . . . . . . . .

58

2.1.5

Composition . . . . . . . . . . . . . . . . . . . . . . . . . .

58

2.1.6

Declarative vs. imperative . . . . . . . . . . . . . . . . . . .

62

Probing Further: Declarative and imperative . . . . . . . . . . . . .

63

2.2

Defining signals

. . . . . . . . . . . . . . . . . . . . . . . . . . . .

66

2.2.1

Declarative definitions . . . . . . . . . . . . . . . . . . . . .

66

2.2.2

Imperative definitions

. . . . . . . . . . . . . . . . . . . . .

66

2.2.3

Physical modeling . . . . . . . . . . . . . . . . . . . . . . .

68

2.3

Defining systems . . . . . . . . . . . . . . . . . . . . . . . . . . . .

68

Probing Further: Physics of a Tuning Fork

. . . . . . . . . . . . . .

70

2.3.1

Memoryless systems and systems with memory . . . . . . . .

71

2.3.2

Differential equations . . . . . . . . . . . . . . . . . . . . . .

72

2.3.3

Difference equations . . . . . . . . . . . . . . . . . . . . . .

74

Basics: Trigonometric Identities . . . . . . . . . . . . . . . . . . . .

76

Basics: Summations . . . . . . . . . . . . . . . . . . . . . . . . . . .

77

2.3.4

Composing systems using block diagrams . . . . . . . . . . .

78

Probing Further: Composition of graphs . . . . . . . . . . . . . . . .

80

2.4

Summary . . .