EE150 信号与系统 学习笔记

Coinred 的 手稿们 / 2024-11-13 / 原文

Chapter 1: An Overview

Energy and power

Total energy & average power

\[\begin{aligned} & E = \int_{t_1}^{t_2} |x(t)|^2 dt \\ & P=\dfrac{E}{t_2-t_1} & \qquad\text{Continuous-time signal} \\ & E = \sum_{n=n_1}^{n_2} |x[n]|^2 \\ & P=\dfrac{E}{n_2-n_1+1} & \qquad\text{Discrete-time signal} \end{aligned} \]

Infinite time:

\[\begin{aligned} & E = \lim_{T\to\infty} \int_{-T}^{T} |x(t)|^2 dt = \int_{-\infty}^{\infty} |x(t)|^2 dt \\ & P= \lim_{T\to\infty} \dfrac{1}{2T} \int_{-T}^{T} |x(t)|^2 dt & \qquad\text{Continuous-time signal} \\ & E = \lim_{N\to\infty} \sum_{n=-N}^{N} |x[n]|^2 = \sum_{n=-\infty}^{\infty} |x[n]|^2 \\ & P= \lim_{N\to\infty} \dfrac{1}{2N+1} \sum_{n=-N}^{N} |x[n]|^2 & \qquad\text{Discrete-time signal} \end{aligned} \]

Infinite/Finite-energy/power signal.

Exponential and Sinusoidal Signals

\(x(t) = e^{j\omega_0 t}\) 的基波周期 (fundamental frequency) \(T_0 = \dfrac{2\pi}{\omega_0}\)\(\omega_0\) 是基波频率。

对于离散信号 \(x[n] = e^{j\omega_0 n}\)

  • \(e^{j(\omega_0 + 2\pi)n} = e^{j\omega_0 n}\) 是相同信号。
    • 只考虑频率为 \(0 \leq \omega_0 < 2\pi\) or \(-\pi < \omega_0 \leq \pi\)
  • \(0 \leq \omega_0 < 2\pi\),振荡速率 (oscillation rate) 先快后慢,\(\omega_0 = \pi\) 时最大,信号为 \((-1)^n\)
  • 周期性:需要满足 \(\dfrac{\omega_0}{2\pi} = \dfrac{m}{N}\) 为有理数,若 \(\gcd(m,N) = 1\),则 \(N = m\dfrac{2\pi}{\omega_0}\) 为该信号的基波周期,\(\dfrac{\omega_0}{m}\) 为基波频率。

一组信号 \(\phi_k[n] = e^{j\frac{2\pi}{N}k\cdot n}\) 只有 \(N\) 个不同的信号(离散傅里叶变换时用得到)。

The Unit Impulse and Unit Step Functions

\(\delta(t)\) 单位脉冲信号 Unit impulse,\(u(t)\) 单位阶跃信号 Unit step 。

  • Relationship

\[\begin{aligned} & \delta[n] = u[n]-u[n-1] \\ & u[n] = \sum_{m = -\infty}^{n} \delta[m] = \sum_{k = 0}^{\infty} \delta[n-k] & \qquad\text{Discrete-time signal} \\ & \delta(t) = \dfrac{\mathrm{d} u(t)}{\mathrm{d} t} \\ & u(t) = \int_{-\infty}^{t} \delta(\tau) d\tau = \int_{0}^{\infty} \delta[t-\sigma] d\sigma & \qquad\text{Continuous-time signal} \end{aligned} \]

  • Sampling property

\[\begin{aligned} x[n]\delta[n-n_0] = x[n_0]\delta[n-n_0] & \qquad\text{Discrete-time signal} \\ x(t)\delta(t-t_0) = x(t_0)\delta(t-t_0) & \qquad\text{Continuous-time signal} \end{aligned} \]

Basic System Properties

System with and without memory 记忆性

System without memory: Output is dependent only on the current input.

输出的 \(y[n]\) 只与 \(x[n]\) 有关。

Invertibility and inverse system 可逆性

Invertible : Distinct inputs lead to distinct outputs.

\(y[n] \to x[n]\) 存在逆系统 (inverse system) \(y[n] \to x[n]\)

Causality 因果性

Causal: the output at any time depends only on the inputs at the
present time and in the past.

输出的 \(y[n]\) 只与 \(x[k], k\leq n\) 有关。

Stability 稳定性

Formally: bounded input leads to bounded output.

有界输入 \(x[n] \in [a,b]\) 产生有界输出 $y[n] \in [a',b'] $ 。

Time Invariance 时不变性

Time invariant: a time shift in the input signal results in an identical time shift in the output signal.

对任意 \(x[t]\)\(t_0\)\(x[t] \to y[t] \implies x[t-t_0] \to y[t-t_0]\)

不能有时变增益与时间伸缩相关操作。

Linearity 线性性

Linearity: Superposition property (additivity and homogeneity)

对任意 \(x[t]\)\(a,b\in \mathbb{C}\)\(x_1[t] \to y_1[t] \land x_2[t] \to y_2[t]\implies a x_1[t] + b x_2[t] \to a y_1[t] + b y_2[t]\)

Chapter 2: Linear Time-Invariant Systems