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Signals and systems PDF

1169 Pages·2014·9.728 MB·English
by  NahviMahmood
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Nahvi-80709 book December13,2012 16:23 Signals and Systems Mahmood Nahvi EmeritusProfessorofElectricalEngineering CaliforniaPolytechnicStateUniversity SanLuisObispo,California i Nahvi-80709 book December13,2012 16:23 SIGNALSANDSYSTEMS PublishedbyMcGraw-Hill,abusinessunitofTheMcGraw-HillCompanies,Inc.,1221Avenueofthe Americas,NewYork,NY,10020.Copyright(cid:1)c 2014byTheMcGraw-HillCompanies,Inc.Allrights reserved.PrintedintheUnitedStatesofAmerica.Nopartofthispublicationmaybereproducedor distributedinanyformorbyanymeans,orstoredinadatabaseorretrievalsystem,withouttheprior writtenconsentofTheMcGraw-HillCompanies,Inc.,including,butnotlimitedto,inanynetworkorother electronicstorageortransmission,orbroadcastfordistancelearning. Theauthorandpublisherhaveappliedtheirbesteffortinpreparingthisbook.Theymakenowarrantywith regardtothematerialorprogramscontainedinthisbookandshallnotbeliabletoanydamages consequentialtoitspublication. Someancillaries,includingelectronicandprintcomponents,maynotbeavailabletocustomersoutsidethe UnitedStates. Thisbookisprintedonacid-freepaper. 1234567890DOC/DOC 109876543 ISBN978-0-07-338070-4 MHID0-07-338070-9 VicePresidentandEditor-in-Chief:MartyLange ManagingDirector:ThomasTimp EditorialDirector:MichaelLange GlobalPublisher:RaghothamanSrinivasan MarketingManager:CurtReynolds DevelopmentEditor:KatieNeubauer SeniorProjectManager:LisaA.Bruflodt Buyer:NicoleBaumgartner MediaProjectManager:PrashanthiNadipalli CoverDesigner:StudioMontage,St.Louis,MO CoverImage:(cid:1)c BrandXPictures/Punchstock;Photodisc/Punchstock Typeface:10/12Times Compositor:CenveoPublisherServices Printer:R.R.Donnelley Allcreditsappearingonpageorattheendofthebookareconsideredtobeanextensionofthecopyright page. LibraryofCongressCataloging-in-PublicationData Nahvi,Mahmood. Signalsandsystems/MahmoodNahvi. pagescm Includesindex. ISBN978-0-07-338070-4(alk.paper) 1.Signalprocessing.I.Title. TK5102.9.N342012 621.382’2–dc23 2012038055 TheInternetaddresseslistedinthetextwereaccurateatthetimeofpublication.Theinclusionofawebsite doesnotindicateanendorsementbytheauthorsorMcGraw-Hill,andMcGraw-Hilldoesnotguaranteethe accuracyoftheinformationpresentedatthesesites. www.mhhe.com ii Nahvi-80709 book December13,2012 16:23 ABOUT THE AUTHOR MahmoodNahviisemeritusprofessorofelectricalengineeringatCaliforniaPolytech- nicStateUniversity(CalPoly)inSanLuisObispo,California.HeearnedB.Sc.,M.Sc., andPh.D.degreesinelectricalengineering,andhasmorethan50yearsofeducational, academic,research,andindustrialexperienceinthisfield.Hehastaughtundergraduate andgraduatecoursesonvarioussubjectsincludingelectriccircuits,electronics,signals andsystems,electromagnetics,randomsignalsandnoise,digitalsignalandimagepro- cessing, and communications and control. Prior to joining the faculty at Cal Poly, he heldpositionsasaguestprofessorandresearchscientistattheUniversityofStuttgartin Germany,workingonsignalprocessinginspacecommunicationsystems,satellitemi- crowaveranging,andsyntheticapertureradarprojectsfortheEuropeanSpaceAgency. Inaddition,hewasafoundingfacultymember,professor,anddepartmentchairatSharif University of Technology (former Aria-Mehr) in Teheran, Iran; a visiting professor at MIT; and a research scientist at UCLA, the Laboratory for Neural Control at the Na- tional Institutes of Health, and the Max-Planck Institute for Biological Cybernetics in Tu¨bingen,Germany.HeisaseniormemberoftheInstituteofElectricalandElectronics Engineers(IEEE). Dr.Nahvi’sareasofspecialinterestandexpertiseincludenetworktheory,control theory, adaptation and learning in synthetic and living systems, communication and control in living systems, neural networks for pattern recognition and motor control, satellitecommunication,digitalsignalandimageprocessing,andengineeringeducation. In the area of engineering education, he has developed computer modules for electric circuits,signals,andsystemsthatimprovetheteachingandlearningofthefundamentals of electrical engineering. He is coauthor of Electric Circuits and Electromagnetics in Schaum’sOutlineSeriespublishedbyMcGraw-Hill. iii Nahvi-80709 book December13,2012 16:23 Thisbookisdedicatedtothememoryof JanabNahvi humanist,scholar,andteacher. iv Nahvi-80709 book December13,2012 16:23 BRIEF CONTENTS Preface xvii 1 IntroductiontoSignals 1 2 Sinusoids 121 3 Systems,Linearity,andTimeInvariance 157 4 Superposition,Convolution,andCorrelation 203 5 DifferentialEquationsandLTISystems 259 6 TheLaplaceTransformandItsApplications 313 7 FourierSeries 377 8 FourierTransform 427 9 SystemFunction,theFrequencyResponse,andAnalogFilters 487 10 Time-DomainSamplingandReconstruction 623 11 Discrete-TimeSignals 683 12 LinearTime-InvariantDiscrete-TimeSystems 733 13 DiscreteConvolution 763 14 LTIDifferenceEquations 797 15 Thez-TransformandItsApplications 827 16 Discrete-TimeFourierTransform 881 17 DiscreteFourierTransform 947 18 SystemFunction,theFrequencyResponse,andDigitalFilters 1005 Appendix ElectricCircuits 1093 Index 1107 v This page intentionally left blank Nahvi-80709 book December13,2012 16:23 CONTENTS Preface xvii 1.20 WeightedIntegration 68 1.21 WindowAveraging 71 1.22 DifferentiationandDifferences 73 Chapter 1 IntroductiontoSignals 1 1.23 ConcludingRemarks 76 IntroductionandSummary 2 1.24 Problems 76 1.1 DiscreteVersusContinuous; 1.25 Project1:BinarySignalinNoise 116 DigitalVersusAnalog 3 1.26 Project2:SignalsStoredas 1.2 DeterministicVersusRandom 5 ComputerDataFiles 120 1.3 ExamplesofNaturaland Chapter 2 SocietalSignals 6 Sinusoids 121 1.4 VoiceandSpeechSignals 14 IntroductionandSummary 121 1.5 CommunicationSignals 16 2.1 SineandCosine 122 1.6 PhysiologicSignals 21 2.2 Angles 123 1.7 ElectrocardiogramSignals 22 2.3 SeriesApproximations 124 1.8 ElectromyogramSignals 25 2.4 TrigonometricIdentities 1.9 Electroencephalogram andRelations 125 Signals 26 2.5 SinusoidalWaveforms 126 1.10 ElectrocorticogramSignals 28 2.6 SineorCosine? 128 1.11 NeuroelectricSignalsfrom 2.7 PeriodandFrequency 128 SingleNeurons 30 2.8 Phasors 129 1.12 Applicationsof ElectrophysiologicSignals 32 2.9 LagandLead 129 1.13 Characterizationand 2.10 TimeShiftandPhaseShift 130 DecompositionofSignals 32 2.11 SummingPhasors 130 1.14 MathematicalRepresentations 2.12 CombinationofSinusoids 131 ofSignals 35 2.13 CombinationofPeriodic 1.15 TimeAverages 48 Signals 132 1.16 OperationsonSignals 51 2.14 RepresentationofaSum 1.17 TimeTransformation 51 ofSinusoids 132 1.18 EvenandOddFunctions 58 2.15 PowerinaSinusoid 133 1.19 IntegrationandSmoothing 61 2.16 One-SidedLineSpectrum 134 vii Nahvi-80709 book December13,2012 16:23 viii Contents 2.17 ComplexRepresentation 3.16 Problems 188 ofSinusoidsandthe 3.17 Project:Open-LoopControl 200 Two-SidedSpectrum 136 2.18 Problems 137 Chapter 4 Superposition,Convolution,and 2.19 Project:Trajectories,Wave Correlation 203 Polarization,andLissajous Patterns 151 IntroductionandSummary 203 4.1 SuperpositionofResponses 204 Chapter 3 4.2 ConvolutionSum 211 Systems,Linearity,and TimeInvariance 157 4.3 ConvolutionIntegral 214 IntroductionandSummary 157 4.4 GraphicalConvolution 217 3.1 FormulationofEquations 159 4.5 PropertiesofConvolution 222 3.2 ClassificationsofSystems 160 4.6 FilteringbyConvolution 226 3.3 Causality 162 4.7 MatchedFilter 228 3.4 Linearity,TimeInvariance, 4.8 Deconvolution 231 andLTISystems 162 4.9 Autocorrelation 233 3.5 DerivativeandIntegral 4.10 Cross-Correlation 237 PropertiesofLTISystems 166 4.11 CorrelationandConvolution 240 3.6 ExamplesfromElectric Circuits 166 4.12 ConcludingRemarks 241 3.7 ExamplesfromOtherFields 172 4.13 Problems 242 3.8 ResponseofLTISystems 4.14 Project:SignalDetection toImpulseandStepInputs 175 byMatchedFilter 255 3.9 ResponseofLTISystems Chapter 5 toExponentialInputs 176 DifferentialEquationsandLTI 3.10 ResponseofLTISystems Systems 259 toSinusoids 178 IntroductionandSummary 260 3.11 UseofSuperposition andOtherProperties 5.1 FormulationofDifferential ofLTISystems 179 Equations 260 3.12 LTISystemsandFourier 5.2 SolutionintheTimeDomain Analysis 181 bytheClassicalMethod 270 3.13 AnalysisandSolutionMethods 5.3 TheParticularSolution 272 forLTISystems 182 5.4 TheHomogeneousSolution 274 3.14 ComplexSystems 183 5.5 ComposingtheComplete 3.15 NeuronalSystems 184 Solution 275 Nahvi-80709 book December13,2012 16:23 Contents ix 5.6 ExamplesofComplete 6.2 LinearityProperty 317 Solutions 275 6.3 ExamplesoftheUnilateral 5.7 SpecialCase:Multiple LaplaceTransform 317 Roots 279 6.4 DifferentiationandIntegration 5.8 WhentheInputContains Properties 320 NaturalFrequencies 280 6.5 Multiplicationbyt 323 5.9 WhentheNaturalResponse MayBeAbsent 281 6.6 Multiplicationbyeat 324 5.10 ResponsetoanExponential 6.7 Time-ShiftProperty 324 Input 282 6.8 ScaleChange 325 5.11 TheSystemFunction 283 6.9 ConvolutionProperty 325 5.12 SinusoidalSteady-State 6.10 Initial-ValueandFinal-Value Response 284 Theorems 327 5.13 Unit-StepResponse 285 6.11 LowerLimitofIntegration: − + 0 ,0,0 328 5.14 Unit-ImpulseResponse 288 6.12 LaplaceTransformoftheUnit 5.15 EffectofDiscontinuityinthe Impulse 328 ForcingFunction 290 6.13 TheInverseLaplace 5.16 SolutionbyConvolution 293 Transform 329 5.17 Zero-InputandZero-State 6.14 PartialFractionExpansion; Responses 295 SimplePoles 331 5.18 Zero-StateResponseand 6.15 PartialFractionExpansion; Convolution 298 Multiple-OrderPoles 335 5.19 PropertiesofLTIDifferential 6.16 SummaryoftheLaplace Equations 299 TransformPropertiesand 5.20 SolutionbyNumerical Theorems 336 Methods 299 6.17 ATableofUnilateralLaplace 5.21 ConcludingRemarks 300 TransformPairs 337 5.22 Problems 301 6.18 CircuitSolution 338 5.23 Project:SystemofDifferential 6.19 SolutionofDynamical Equations 310 Equations 340 6.20 BilateralLaplaceTransform 343 Chapter 6 6.21 RegionofConvergenceofthe TheLaplaceTransformand BilateralLaplaceTransform 346 ItsApplications 313 6.22 PropertiesoftheBilateralLaplace IntroductionandSummary 314 Transform 348 6.1 DefinitionoftheLaplace 6.23 InverseoftheBilateralLaplace Transform 315 Transform 349

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