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6.003: Signals and Systems
Signals and Systems
September 8, 2011
1
6.003: Signals and Systems
Today’s handouts: Single package containing
• Slides for Lecture 1
• Subject Information & Calendar
Lecturer:
Instructors:
TAs:
Denny Freeman
Elfar Adalsteinsson
Russ Tedrake
Phillip Nadeau
Wenbang Xu
Website: mit.edu/6.003
Text: Signals and Systems – Oppenheim and Willsky
2
6.003: Homework
Doing the homework is essential for understanding the content.
• where subject matter is/isn’t learned
• equivalent to “practice” in sports or music
Weekly Homework Assignments
• Conventional Homework Problems plus
• Engineering Design Problems (Python/Matlab)
Open Office Hours !
• Stata Basement
• Mondays and Tuesdays, afternoons and early evenings
3
6.003: Signals and Systems
Collaboration Policy
•	 Discussion of concepts in homework is encouraged
•	 Sharing of homework or code is not permitted and will be re­
ported to the COD
Firm Deadlines
•	 Homework must be submitted by the published due date
•	 Each student can submit one late homework assignment without
penalty.
•	 Grades on other late assignments will be multiplied by 0.5 (unless
excused by an Instructor, Dean, or Medical Official).
4
6.003 At-A-Glance
Sep 6
Registration Day:
No Classes
R1: Continuous &
Discrete Systems
L1: Signals and
Systems
R2: Difference
Equations
Sep 13
L2: Discrete-Time
Systems
HW1
due
R3: Feedback,
Cycles, and Modes
L3: Feedback,
Cycles, and Modes
R4: CT Systems
Sep 20
L4: CT Operator
Representations
HW2
due
Student Holiday:
No Recitation
L5: Laplace
Transforms
R5: Laplace
Transforms
Sep 27 L6: Z Transforms
HW3
due
R6: Z Transforms
L7: Transform
Properties
R7: Transform
Properties
Oct 4
L8: Convolution;
Impulse Response
EX4
Exam 1
No Recitation
L9: Frequency
Response
R8: Convolution
and Freq. Resp.
Oct 11
Columbus Day:
No Lecture
HW5
due
R9: Bode Diagrams
L10: Bode
Diagrams
R10: Feedback and
Control
Oct 18
L11: DT Feedback
and Control
HW6
due
R11: CT Feedback
and Control
L12: CT Feedback
and Control
R12: CT Feedback
and Control
Oct 25
L13: CT Feedback
and Control
HW7
Exam 2
No Recitation
L14: CT Fourier
Series
R13: CT Fourier
Series
Nov 1
L15: CT Fourier
Series
EX8
due
R14: CT Fourier
Series
L16: CT Fourier
Transform
R15: CT Fourier
Transform
Nov 8
L17: CT Fourier
Transform
HW9
due
R16: DT Fourier
Transform
L18: DT Fourier
Transform
Veterans Day:
No Recitation
Nov 15
L19: DT Fourier
Transform
HW10
Exam 3
No Recitation
L20: Fourier
Relations
R17: Fourier
Relations
Nov 22 L21: Sampling
EX11
due
R18: Fourier
Transforms
Thanksgiving:
No Lecture
Thanksgiving:
No-Recitation
Nov 29 L22: Sampling
HW12
due
R19: Modulation L23: Modulation R20: Modulation
Dec 6 L24: Modulation EX13 R21: Review
L25: Applications
of 6.003
Study Period
Dec 13
Breakfast with
Staff
EX13 R22: Review
Study Period:
No Lecture
Final Exams:
No-Recitation
Dec 20 finals finals finals finals finals
Tuesday Wednesday Thursday Friday
Final Examinations: No Classes
5
6.003: Signals and Systems
Weekly meetings with class representatives
• help staff understand student perspective
• learn about teaching
Tentatively meet on Thursday afternoon
Interested? ...
6
The Signals and Systems Abstraction
Describe a system (physical, mathematical, or computational) by
the way it transforms an input signal into an output signal.
system
signal
in
signal
out
7
Example: Mass and Spring
x(t)
y(t)
mass &
spring
system
x(t) y(t)
t t
8
Example: Tanks
r0(t)
r1(t)
r2(t)
h1(t)
h2(t)
tank
system
r0(t) r2(t)
t t
9
Example: Cell Phone System
sound in
sound out
cell
phone
system
sound in sound out
t t
10
Signals and Systems: Widely Applicable
The Signals and Systems approach has broad application: electrical,
mechanical, optical, acoustic, biological, financial, ...
mass &
spring
system
x(t) y(t)
t t
r0(t)
r1(t)
r2(t)
h1(t)
h2(t) tank
system
r0(t) r2(t)
t t
cell
phone
system
sound in sound out
t t
11
Signals and Systems: Modular
The representation does not depend upon the physical substrate.
sound in
sound out
cell
phone
tower tower
cell
phone
sound
in
E/M optic
fiber
E/M sound
out
focuses on the flow of information, abstracts away everything else
12
Signals and Systems: Hierarchical
Representations of component systems are easily combined.
Example: cascade of component systems
cell
phone
tower tower
cell
phone
sound
in
E/M optic
fiber
E/M sound
out
Composite system
cell phone system
sound
in
sound
out
Component and composite systems have the same form, and are
analyzed with same methods.
13
Signals and Systems
Signals are mathematical functions.
• independent variable = time
• dependent variable = voltage, flow rate, sound pressure
mass &
spring
system
x(t) y(t)
t t
tank
system
r0(t) r2(t)
t t
cell
phone
system
sound in sound out
t t
14
Signals and Systems
continuous “time” (CT) and discrete “time” (DT)
t
x(t)
0 2 4 6 8 10
n
x[n]
0 2 4 6 8 10
Signals from physical systems often functions of continuous time.
•	 mass and spring
•	 leaky tank
Signals from computation systems often functions of discrete time.
•	 state machines: given the current input and current state, what
is the next output and next state.
15
Signals and Systems
Sampling: converting CT signals to DT
t
x(t)
0T 2T 4T 6T 8T 10T
n
x[n] = x(nT)
0 2 4 6 8 10
T = sampling interval
Important for computational manipulation of physical data.
• digital representations of audio signals (e.g., MP3)
• digital representations of images (e.g., JPEG)
16
Signals and Systems
Reconstruction: converting DT signals to CT
zero-order hold
n
x[n]
0 2 4 6 8 10
t
x(t)
0 2T 4T 6T 8T 10T
T = sampling interval
commonly used in audio output devices such as CD players
17
Signals and Systems
Reconstruction: converting DT signals to CT
piecewise linear
n
x[n]
0 2 4 6 8 10
t
x(t)
0 2T 4T 6T 8T 10T
T = sampling interval
commonly used in rendering images
18
Check Yourself
Computer generated speech (by Robert Donovan)
t
f(t)
Listen to the following four manipulated signals:
f1(t), f2(t), f3(t), f4(t).
How many of the following relations are true?
• f1(t) = f(2t)
• f2(t) = −f(t)
• f3(t) = f(2t)
• f4(t) = 1
3f(t)
19
Check Yourself
Computer generated speech (by Robert Donovan)
t
f(t)
Listen to the following four manipulated signals:
f1(t), f2(t), f3(t), f4(t).
How many of the following relations are true? 2
• f1(t) = f(2t)
√
• f2(t) = −f(t) X
• f3(t) = f(2t) X
• f4(t) = 1
3f(t)
√
20
−250 0 250
−250
0
250
y
x
f1(x, y)=f(2x, y) ?
−250 0 250
−250
0
250
y
x
f2(x, y)=f(2x−250, y) ?
−250 0 250
−250
0
250
y
x
f3(x, y)=f(−x−250, y) ?
−250 0 250
−250
0
250
y
x
f(x, y)
How many images match the expressions beneath them?
Check Yourself
21
−250 0 250
−250
0
250
y
x
f(x, y)
−250 0 250
−250
0
250
y
x
f1(x, y) = f(2x, y) ?
−250 0 250
−250
0
250
y
x
f2(x, y) = f(2x−250, y) ?
−250 0 250
−250
0
250
y
x
f3(x, y) = f(−x−250, y) ?
Check Yourself
√
x = 0 → f1(0, y) = f(0, y)
x = 250 → f1(250, y) = f(500, y) X
√
x = 0 → f2(0, y) = f(−250, y) √
x = 250 → f2(250, y) = f(250, y)
x = 0 → f3(0, y) = f(−250, y) X
x = 250 → f3(250, y) = f(−500, y) X
22
−250 0 250
−250
0
250
y
x
f1(x, y)=f(2x, y) ?
−250 0 250
−250
0
250
y
x
f2(x, y)=f(2x−250, y) ?
−250 0 250
−250
0
250
y
x
f3(x, y)=f(−x−250, y) ?
−250 0 250
−250
0
250
y
x
f(x, y)
How many images match the expressions beneath them?
Check Yourself
23
The Signals and Systems Abstraction
Describe a system (physical, mathematical, or computational) by
the way it transforms an input signal into an output signal.
system
signal
in
signal
out
24
Example System: Leaky Tank
Formulate a mathematical description of this system.
What determines the leak rate?
r0(t)
r1(t)
h1(t)
25
Check Yourself
The holes in each of the following tanks have equal size.
Which tank has the largest leak rate r1(t)?
3. 4.
1.
2.
26
Check Yourself
The holes in each of the following tanks have equal size.
Which tank has the largest leak rate r1(t)? 2
3. 4.
1.
2.
27
Example System: Leaky Tank
Formulate a mathematical description of this system.
r0(t)
r1(t)
h1(t)
Assume linear leaking: r1(t) ∝ h1(t)
What determines the height h1(t)?
28
Example System: Leaky Tank
Formulate a mathematical description of this system.
r0(t)
r1(t)
h1(t)
Assume linear leaking:	 r1(t) ∝ h1(t)
dh1(t)
Assume water is conserved: ∝ r0(t) − r1(t)
dt
dr1(t)
Solve:	 ∝ r0(t) − r1(t)
dt
29
Check Yourself
What are the dimensions of constant of proportionality C?
dr1(t)
dt
= C
�
r0(t) − r1(t)
�
30
� �
Check Yourself
What are the dimensions of constant of proportionality C?
inverse time (to match dimensions of dt)
dr1(t)
dt
= C r0(t) − r1(t)
31
Analysis of the Leaky Tank
Call the constant of proportionality 1/τ.
Then τ is called the time constant of the system.
dr1(t) r0(t) r1(t)
= −
dt τ τ
32
Check Yourself
Which tank has the largest time constant τ?
3. 4.
1.
2.
33
Check Yourself
Which tank has the largest time constant τ? 4
3. 4.
1.
2.
34
Analysis of the Leaky Tank
Call the constant of proportionality 1/τ.
Then τ is called the time constant of the system.
dr1(t) r0(t) r1(t)
= −
dt τ τ
Assume that the tank is initially empty, and then water enters at a
constant rate r0(t) = 1. Determine the output rate r1(t).
time (seconds)
r1(t)
1 2 3
Explain the shape of this curve mathematically.
Explain the shape of this curve physically.
35
Leaky Tanks and Capacitors
Although derived for a leaky tank, this sort of model can be used to
represent a variety of physical systems.
Water accumulates in a leaky tank.
r0(t)
r1(t)
h1(t)
Charge accumulates in a capacitor.
C v
+
−
ii io
dv
dt
=
ii − io
C
∝ ii − io analogous to
dh
dt
∝ r0 − r1
36
MIT OpenCourseWare
http://ocw.mit.edu
6.003 Signals and Systems
Fall 2011
For information about citing these materials or our Terms of Use, visit: http://ocw.mit.edu/terms.

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012675925c0f652bb179b6a33cd3d13b_MIT6_003F11_lec01.pdf

  • 1. 6.003: Signals and Systems Signals and Systems September 8, 2011 1
  • 2. 6.003: Signals and Systems Today’s handouts: Single package containing • Slides for Lecture 1 • Subject Information & Calendar Lecturer: Instructors: TAs: Denny Freeman Elfar Adalsteinsson Russ Tedrake Phillip Nadeau Wenbang Xu Website: mit.edu/6.003 Text: Signals and Systems – Oppenheim and Willsky 2
  • 3. 6.003: Homework Doing the homework is essential for understanding the content. • where subject matter is/isn’t learned • equivalent to “practice” in sports or music Weekly Homework Assignments • Conventional Homework Problems plus • Engineering Design Problems (Python/Matlab) Open Office Hours ! • Stata Basement • Mondays and Tuesdays, afternoons and early evenings 3
  • 4. 6.003: Signals and Systems Collaboration Policy • Discussion of concepts in homework is encouraged • Sharing of homework or code is not permitted and will be re­ ported to the COD Firm Deadlines • Homework must be submitted by the published due date • Each student can submit one late homework assignment without penalty. • Grades on other late assignments will be multiplied by 0.5 (unless excused by an Instructor, Dean, or Medical Official). 4
  • 5. 6.003 At-A-Glance Sep 6 Registration Day: No Classes R1: Continuous & Discrete Systems L1: Signals and Systems R2: Difference Equations Sep 13 L2: Discrete-Time Systems HW1 due R3: Feedback, Cycles, and Modes L3: Feedback, Cycles, and Modes R4: CT Systems Sep 20 L4: CT Operator Representations HW2 due Student Holiday: No Recitation L5: Laplace Transforms R5: Laplace Transforms Sep 27 L6: Z Transforms HW3 due R6: Z Transforms L7: Transform Properties R7: Transform Properties Oct 4 L8: Convolution; Impulse Response EX4 Exam 1 No Recitation L9: Frequency Response R8: Convolution and Freq. Resp. Oct 11 Columbus Day: No Lecture HW5 due R9: Bode Diagrams L10: Bode Diagrams R10: Feedback and Control Oct 18 L11: DT Feedback and Control HW6 due R11: CT Feedback and Control L12: CT Feedback and Control R12: CT Feedback and Control Oct 25 L13: CT Feedback and Control HW7 Exam 2 No Recitation L14: CT Fourier Series R13: CT Fourier Series Nov 1 L15: CT Fourier Series EX8 due R14: CT Fourier Series L16: CT Fourier Transform R15: CT Fourier Transform Nov 8 L17: CT Fourier Transform HW9 due R16: DT Fourier Transform L18: DT Fourier Transform Veterans Day: No Recitation Nov 15 L19: DT Fourier Transform HW10 Exam 3 No Recitation L20: Fourier Relations R17: Fourier Relations Nov 22 L21: Sampling EX11 due R18: Fourier Transforms Thanksgiving: No Lecture Thanksgiving: No-Recitation Nov 29 L22: Sampling HW12 due R19: Modulation L23: Modulation R20: Modulation Dec 6 L24: Modulation EX13 R21: Review L25: Applications of 6.003 Study Period Dec 13 Breakfast with Staff EX13 R22: Review Study Period: No Lecture Final Exams: No-Recitation Dec 20 finals finals finals finals finals Tuesday Wednesday Thursday Friday Final Examinations: No Classes 5
  • 6. 6.003: Signals and Systems Weekly meetings with class representatives • help staff understand student perspective • learn about teaching Tentatively meet on Thursday afternoon Interested? ... 6
  • 7. The Signals and Systems Abstraction Describe a system (physical, mathematical, or computational) by the way it transforms an input signal into an output signal. system signal in signal out 7
  • 8. Example: Mass and Spring x(t) y(t) mass & spring system x(t) y(t) t t 8
  • 10. Example: Cell Phone System sound in sound out cell phone system sound in sound out t t 10
  • 11. Signals and Systems: Widely Applicable The Signals and Systems approach has broad application: electrical, mechanical, optical, acoustic, biological, financial, ... mass & spring system x(t) y(t) t t r0(t) r1(t) r2(t) h1(t) h2(t) tank system r0(t) r2(t) t t cell phone system sound in sound out t t 11
  • 12. Signals and Systems: Modular The representation does not depend upon the physical substrate. sound in sound out cell phone tower tower cell phone sound in E/M optic fiber E/M sound out focuses on the flow of information, abstracts away everything else 12
  • 13. Signals and Systems: Hierarchical Representations of component systems are easily combined. Example: cascade of component systems cell phone tower tower cell phone sound in E/M optic fiber E/M sound out Composite system cell phone system sound in sound out Component and composite systems have the same form, and are analyzed with same methods. 13
  • 14. Signals and Systems Signals are mathematical functions. • independent variable = time • dependent variable = voltage, flow rate, sound pressure mass & spring system x(t) y(t) t t tank system r0(t) r2(t) t t cell phone system sound in sound out t t 14
  • 15. Signals and Systems continuous “time” (CT) and discrete “time” (DT) t x(t) 0 2 4 6 8 10 n x[n] 0 2 4 6 8 10 Signals from physical systems often functions of continuous time. • mass and spring • leaky tank Signals from computation systems often functions of discrete time. • state machines: given the current input and current state, what is the next output and next state. 15
  • 16. Signals and Systems Sampling: converting CT signals to DT t x(t) 0T 2T 4T 6T 8T 10T n x[n] = x(nT) 0 2 4 6 8 10 T = sampling interval Important for computational manipulation of physical data. • digital representations of audio signals (e.g., MP3) • digital representations of images (e.g., JPEG) 16
  • 17. Signals and Systems Reconstruction: converting DT signals to CT zero-order hold n x[n] 0 2 4 6 8 10 t x(t) 0 2T 4T 6T 8T 10T T = sampling interval commonly used in audio output devices such as CD players 17
  • 18. Signals and Systems Reconstruction: converting DT signals to CT piecewise linear n x[n] 0 2 4 6 8 10 t x(t) 0 2T 4T 6T 8T 10T T = sampling interval commonly used in rendering images 18
  • 19. Check Yourself Computer generated speech (by Robert Donovan) t f(t) Listen to the following four manipulated signals: f1(t), f2(t), f3(t), f4(t). How many of the following relations are true? • f1(t) = f(2t) • f2(t) = −f(t) • f3(t) = f(2t) • f4(t) = 1 3f(t) 19
  • 20. Check Yourself Computer generated speech (by Robert Donovan) t f(t) Listen to the following four manipulated signals: f1(t), f2(t), f3(t), f4(t). How many of the following relations are true? 2 • f1(t) = f(2t) √ • f2(t) = −f(t) X • f3(t) = f(2t) X • f4(t) = 1 3f(t) √ 20
  • 21. −250 0 250 −250 0 250 y x f1(x, y)=f(2x, y) ? −250 0 250 −250 0 250 y x f2(x, y)=f(2x−250, y) ? −250 0 250 −250 0 250 y x f3(x, y)=f(−x−250, y) ? −250 0 250 −250 0 250 y x f(x, y) How many images match the expressions beneath them? Check Yourself 21
  • 22. −250 0 250 −250 0 250 y x f(x, y) −250 0 250 −250 0 250 y x f1(x, y) = f(2x, y) ? −250 0 250 −250 0 250 y x f2(x, y) = f(2x−250, y) ? −250 0 250 −250 0 250 y x f3(x, y) = f(−x−250, y) ? Check Yourself √ x = 0 → f1(0, y) = f(0, y) x = 250 → f1(250, y) = f(500, y) X √ x = 0 → f2(0, y) = f(−250, y) √ x = 250 → f2(250, y) = f(250, y) x = 0 → f3(0, y) = f(−250, y) X x = 250 → f3(250, y) = f(−500, y) X 22
  • 23. −250 0 250 −250 0 250 y x f1(x, y)=f(2x, y) ? −250 0 250 −250 0 250 y x f2(x, y)=f(2x−250, y) ? −250 0 250 −250 0 250 y x f3(x, y)=f(−x−250, y) ? −250 0 250 −250 0 250 y x f(x, y) How many images match the expressions beneath them? Check Yourself 23
  • 24. The Signals and Systems Abstraction Describe a system (physical, mathematical, or computational) by the way it transforms an input signal into an output signal. system signal in signal out 24
  • 25. Example System: Leaky Tank Formulate a mathematical description of this system. What determines the leak rate? r0(t) r1(t) h1(t) 25
  • 26. Check Yourself The holes in each of the following tanks have equal size. Which tank has the largest leak rate r1(t)? 3. 4. 1. 2. 26
  • 27. Check Yourself The holes in each of the following tanks have equal size. Which tank has the largest leak rate r1(t)? 2 3. 4. 1. 2. 27
  • 28. Example System: Leaky Tank Formulate a mathematical description of this system. r0(t) r1(t) h1(t) Assume linear leaking: r1(t) ∝ h1(t) What determines the height h1(t)? 28
  • 29. Example System: Leaky Tank Formulate a mathematical description of this system. r0(t) r1(t) h1(t) Assume linear leaking: r1(t) ∝ h1(t) dh1(t) Assume water is conserved: ∝ r0(t) − r1(t) dt dr1(t) Solve: ∝ r0(t) − r1(t) dt 29
  • 30. Check Yourself What are the dimensions of constant of proportionality C? dr1(t) dt = C � r0(t) − r1(t) � 30
  • 31. � � Check Yourself What are the dimensions of constant of proportionality C? inverse time (to match dimensions of dt) dr1(t) dt = C r0(t) − r1(t) 31
  • 32. Analysis of the Leaky Tank Call the constant of proportionality 1/τ. Then τ is called the time constant of the system. dr1(t) r0(t) r1(t) = − dt τ τ 32
  • 33. Check Yourself Which tank has the largest time constant τ? 3. 4. 1. 2. 33
  • 34. Check Yourself Which tank has the largest time constant τ? 4 3. 4. 1. 2. 34
  • 35. Analysis of the Leaky Tank Call the constant of proportionality 1/τ. Then τ is called the time constant of the system. dr1(t) r0(t) r1(t) = − dt τ τ Assume that the tank is initially empty, and then water enters at a constant rate r0(t) = 1. Determine the output rate r1(t). time (seconds) r1(t) 1 2 3 Explain the shape of this curve mathematically. Explain the shape of this curve physically. 35
  • 36. Leaky Tanks and Capacitors Although derived for a leaky tank, this sort of model can be used to represent a variety of physical systems. Water accumulates in a leaky tank. r0(t) r1(t) h1(t) Charge accumulates in a capacitor. C v + − ii io dv dt = ii − io C ∝ ii − io analogous to dh dt ∝ r0 − r1 36
  • 37. MIT OpenCourseWare http://ocw.mit.edu 6.003 Signals and Systems Fall 2011 For information about citing these materials or our Terms of Use, visit: http://ocw.mit.edu/terms.