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Signal Processing Fundamentals

This document summarizes key concepts in signal processing and Fourier analysis, including: 1) It defines signals and systems, elementary signals, and representations like vector representations of signals. 2) It covers correlation, convolution, the Fourier transform, and discrete Fourier transform. 3) It describes methods for time-frequency and time-scale spectral analysis of signals. 4) It provides mathematical definitions and concepts for the vector representation of signals including scalar products, orthogonality, norms, and the Euclidean distance between signals. 5) It discusses developing a signal in a family of functions and determining the coefficients using the least squares approximation approach.

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118 views14 pages

Signal Processing Fundamentals

This document summarizes key concepts in signal processing and Fourier analysis, including: 1) It defines signals and systems, elementary signals, and representations like vector representations of signals. 2) It covers correlation, convolution, the Fourier transform, and discrete Fourier transform. 3) It describes methods for time-frequency and time-scale spectral analysis of signals. 4) It provides mathematical definitions and concepts for the vector representation of signals including scalar products, orthogonality, norms, and the Euclidean distance between signals. 5) It discusses developing a signal in a family of functions and determining the coefficients using the least squares approximation approach.

Uploaded by

nourchera
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Module content: theory and signal

processing.
• Generalities about signals and systems.
• Elementary signals
• Vector representation of signals
• Correlation and convolution.
• Serial Fourier.
• Fourier transform
• Discrete Fourier transform and FFT.
• Time-frequency and time-scale spectral analysis
methods.
Vector representation of signals
Scalar product of two signals within a
given interval
•A signal x (t) is said to have finite energy over an
𝑡2
interval [t1 ; t2 ] if the integral 𝑡1 [𝑥(𝑡)]2 dt exists.
•Consider two real signals x(t) and y(t) which have
finite energy. The scalar product of x(t) and y(t) in the
interval [t1 ; t2] is defined by :
𝑡2
< x, y> = 𝑡1
x(t)y(t)dt
Orthogonality of two signals in a given
interval

• Two signals x(t) and y(t) are orthogonal in a


given interval if their scalar product in this
interval is equel to zero:
x⊥y ⇔ < x, y> = 0.
Norm of a signal in a given interval

By analogy with the vector case, the norm of a


signal x(t) is written :
𝑡2
• 𝒙 = < x, x>= 𝑡1
[𝑥(𝑡)] 2 dt
Euclidean distance between two signals

•By definition the Euclidean distance between two


vectors is the norm of the difference vector, hence :
•D(x,y)= 𝒙 − 𝒚 = < x−y,x−y>
𝑡2
= 𝑡1
[𝑥 𝑡 − 𝑦(𝑡)]2 dt
Case of periodic signals (T0):

𝑡2 𝑡1+𝑡0
Just replace the integral 𝑡1
by 𝑡1
Development of a signal in a family of
functions
•Consider a signal x(t) with finite energy on the interval
[t1; t2]. We wish to approach this signal as best as
possible by a development of the type :

where 𝑓𝑛 (t) is a member of a functions family.


• an are the coefficients of development.
• We note e(t)=x(t)-𝑥 𝑡 .
→ e(t) is the approximation error signal.
Approximation in the sense of least
squares
• The approximation of x(t) by 𝑥 𝑡 is optimal in the
least squares sense if the Euclidean distance d(x,𝑥)
is minimal. This situation is obtained when :

• These conditions constitute a generalization of the


projection theorem in Euclidean geometry which
states that the shortest distance from a point to a
plane is the length of perpendicular lowered from
the point to the plane.
Determination of development
coefficients: System to solve.
•By developing the general formulation we obtain the
following equations system :
Determination of development
coefficients: System to solve.
•Where using matrix notation : X=[M]A

• Solution :
Quadratic error of approximation
•We define the square error of the approximation by :

• When the approximation is optimal in the sense of


least squares we have :

• In this case :

• or still :
Case of a family of orthogonal functions

•When the functions fn(t) are pairwise orthogonal we


have :

•The matrix M reduces to the following diagonal form:


Case of a family of orthogonal functions

•The development coefficients are determined simply by:

• As for the optimal squared error, it becomes :


End of course

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