Signals and Systems with MATLAB(cid:2)R “This page left intentionally blank.” · · · Won Y. Yang Tae G. Chang Ik H. Song · · · Yong S. Cho Jun Heo Won G. Jeon · Jeong W. Lee Jae K. Kim Signals and Systems (cid:2) with MATLAB R 123 LimitsofLiabilityandDisclaimerofWarrantyofSoftware Thereaderisexpresslywarnedtoconsiderandadoptallsafetyprecautionsthatmight beindicatedbytheactivitieshereinandtoavoidallpotentialhazards.Byfollowingthe instructionscontainedherein,thereaderwillinglyassumesallrisksinconnectionwith suchinstructions. Theauthorsandpublisherofthisbookhaveusedtheirbesteffortsandknowledgein preparingthisbookaswellasdevelopingthecomputerprogramsinit.However,they make no warranty of any kind, expressed or implied, with regard to the programs or thedocumentationcontainedinthisbook.Accordingly,theyshallnotbeliableforany incidentalorconsequentialdamagesinconnectionwith,orarisingoutof,thereaders’ useof,orrelianceupon,thematerialinthisbook. Questionsaboutthecontentsofthisbookcanbemailedtowyyang.53@hanmail.net. Programfilesinthisbookcanbedownloadedfromthefollowingwebsite: <http://wyyang53.com.ne.kr/> MATLAB(cid:2)R and Simulink(cid:2)R are registered trademarks of The MathWorks, Inc. For MATLABandSimulinkproductinformation,pleasecontact: TheMathWorks,Inc. 3AppleHillDrive Natick,MA01760-2098USA (cid:2):508-647-7000,Fax:508-647-7001 E-mail:[email protected] Web:www.mathworks.com ISBN 978-3-540-92953-6 e-ISBN 978-3-540-92954-3 DOI10.1007/978-3-540-92954-3 SpringerDordrechtHeidelbergLondonNewYork LibraryofCongressControlNumber:2009920196 (cid:2)c Springer-VerlagBerlinHeidelberg2009 Thisworkissubjecttocopyright.Allrightsarereserved,whetherthewholeorpartofthematerialis concerned,specificallytherightsoftranslation,reprinting,reuseofillustrations,recitation,broadcasting, reproductiononmicrofilmorinanyotherway,andstorageindatabanks.Duplicationofthispublication orpartsthereofispermittedonlyundertheprovisionsoftheGermanCopyrightLawofSeptember9, 1965,initscurrentversion,andpermissionforusemustalwaysbeobtainedfromSpringer.Violations areliabletoprosecutionundertheGermanCopyrightLaw. Theuseofgeneral descriptive names, registered names, trademarks, etc. inthis publication does not imply,evenintheabsenceofaspecificstatement,thatsuchnamesareexemptfromtherelevantprotective lawsandregulationsandthereforefreeforgeneraluse. Coverdesign:WMXDesignGmbH,Heidelberg Printedonacid-freepaper SpringerisapartofSpringerScience+BusinessMedia(www.springer.com) Toourparentsandfamilies wholoveandsupportus and toourteachersandstudents whoenrichedourknowledge “This page left intentionally blank.” Preface This book is primarily intended for junior-level students who take the courses on ‘signalsandsystems’.Itmaybeusefulasareferencetextforpracticingengineers andscientistswhowanttoacquiresomeoftheconceptsrequiredforsignalprocess- ing.Thereadersareassumedtoknowthebasicsaboutlinearalgebra,calculus(on complex numbers, differentiation, and integration), differential equations, Laplace transform,andMATLAB(cid:2)R.Someknowledgeaboutcircuitsystemswillbehelpful. Knowledge in signals and systems is crucial to students majoring in Electrical Engineering. The main objective of this book is to make the readers prepared for studying advanced subjects on signal processing, communication, and control by covering from the basic concepts of signals and systems to manual-like introduc- tions of how to use the MATLAB(cid:2)R and Simulink(cid:2)R tools for signal analysis and filterdesign.Thefeaturesofthisbookcanbesummarizedasfollows: 1. It not only introduces the four Fourier analysis tools, CTFS (continuous-time Fourierseries),CTFT(continuous-timeFouriertransform),DFT(discrete-time Fouriertransform),andDTFS(discrete-timeFourierseries),butalsoilluminates therelationshipamongthemsothatthereaderscanrealizewhyonlytheDFTof thefourtoolsisusedforpracticalspectralanalysisandwhy/howitdiffersfrom theotherones,andfurther,thinkabouthowtoreducethedifferencetogetbetter informationaboutthespectralcharacteristicsofsignalsfromtheDFTanalysis. 2. Continuous-time and discrete-time signals/systems are presented in parallel to savethetime/spaceforexplainingthetwosimilaronesandincreasetheunder- standingasfarasthereisnoconcernovercausingconfusion. 3. It covers most of the theoretical foundations and mathematical derivations that willbeusedinhigher-levelrelatedsubjectssuchassignalprocessing,commu- nication,andcontrol,minimizingthemathematicaldifficultyandcomputational burden. 4. Mostexamples/problemsaretitledtoillustratekeyconcepts,stimulateinterest, orbringoutconnectionswithanyapplicationsothatthereaderscanappreciate whattheexamples/problemsshouldbestudiedfor. 5. MATLAB(cid:2)R is integrated extensively into the text with a dual purpose. One is to let the readers know the existence and feel the power of such software tools as help them in computing and plotting. The other is to help them to vii viii Preface realizethephysicalmeaning,interpretation,and/orapplicationofsuchconcepts asconvolution,correlation,time/frequencyresponse,Fourieranalyses,andtheir results,etc. 6. The MATLAB(cid:2)R commands and Simulink(cid:2)R blocksets for signal processing application are summarized in the appendices in the expectation of being used likeamanual.Theauthorsmadenoassumptionthatthereadersareproficientin MATLAB(cid:2)R . However, they do not hide their expectation that the readers will get interested in using the MATLAB(cid:2)R and Simulink(cid:2)R for signal analysis and filterdesignbytryingtounderstandtheMATLAB(cid:2)R programsattachedtosome conceptuallyorpracticallyimportantexamples/problemsandbeabletomodify themforsolvingtheirownproblems. The contents of this book are derived from the works of many (known or unknown)greatscientists,scholars,andresearchers,allofwhomaredeeplyappre- ciated. We would like to thank the reviewers for their valuable comments and suggestions,whichcontributetoenrichingthisbook. WealsothankthepeopleoftheSchoolofElectronic&ElectricalEngineering, Chung-AngUniversityforgivingusanacademicenvironment.Withoutaffections and supports of our families and friends, this book could not be written. Special thanksshouldbegiventoSeniorResearcherYong-SukParkofKETI(KoreaElec- tronics Technology Institute) for his invaluable help in correction. We gratefully acknowledge the editorial and production staff of Springer-Verlag, Inc. including Dr.ChristophBaumannandMs.DivyaSreenivasan,Integra. Any questions, comments, and suggestions regarding this book are welcome. [email protected]. Seoul,Korea WonY.Yang TaeG.Chang IkH.Song YongS.Cho JunHeo WonG.Jeon JeongW.Lee JaeK.Kim Contents 1 SignalsandSystems............................................. 1 1.1 Signals ................................................... 2 1.1.1 VariousTypesofSignal .............................. 2 1.1.2 Continuous/Discrete-TimeSignals ..................... 2 1.1.3 AnalogFrequencyandDigitalFrequency................ 6 1.1.4 PropertiesoftheUnitImpulseFunction andUnitSampleSequence ........................... 8 1.1.5 SeveralModelsfortheUnitImpulseFunction............ 11 1.2 Systems .................................................. 12 1.2.1 LinearSystemandSuperpositionPrinciple .............. 13 1.2.2 Time/Shift-InvariantSystem........................... 14 1.2.3 Input-OutputRelationshipofLinear Time-Invariant(LTI)System.......................... 15 1.2.4 ImpulseResponseandSystem(Transfer)Function........ 17 1.2.5 StepResponse,PulseResponse,andImpulseResponse.... 18 1.2.6 SinusoidalSteady-StateResponse andFrequencyResponse............................. 19 1.2.7 Continuous/Discrete-TimeConvolution ................. 22 1.2.8 Bounded-InputBounded-Output(BIBO)Stability ........ 29 1.2.9 Causality........................................... 30 1.2.10 Invertibility......................................... 30 1.3 SystemsDescribedbyDifferential/DifferenceEquations ......... 31 1.3.1 Differential/DifferenceEquationandSystemFunction..... 31 1.3.2 BlockDiagramsandSignalFlowGraphs................ 32 1.3.3 GeneralGainFormula–Mason’sFormula............... 34 1.3.4 StateDiagrams...................................... 35 1.4 DeconvolutionandCorrelation ............................... 38 1.4.1 Discrete-TimeDeconvolution.......................... 38 1.4.2 Continuous/Discrete-TimeCorrelation .................. 39 1.5 Summary ................................................. 45 Problems ................................................. 45 ix