6.

003 Signals and Systems: An Introduction

6.003 Fall 2016 Lecture 1

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6.003

Description

Fundamentals of signal and system analysis, focusing on representations of

discrete-time and continuous-time signals (singularity functions, complex
exponentials and geometrics, Fourier representations, Laplace and Z
transforms, sampling) and representations of linear, time-invariant systems
(difference and differential equations, block diagrams, system functions,
poles and zeros, convolution, impulse and step responses, frequency
responses). Applications are drawn broadly from engineering and physics,
including feedback and control, communications, and signal processing.

Prerequisites: Physics II, 18.03

Units: 5-0-7

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Staff

Lecturer:
Alex Megretski, ameg@mit.edu

Recitation Instructors:
Akintunde I. Akinwande, akinwand@mtl.mit.edu
Omer Tanovic, otanovic@mit.edu

Teaching Assistants:
Aliaa Atwi, aliaa87@mit.edu (head TA)
Matthew Matt Overlin, moverlin@mit.edu
Akshay Padmanabha, akshayp@mit.edu

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Class Time

Lectures:
TR noon-1pm, room 34-101

Recitations:
Section 1: WF 10am-11am room 26-210
Section 2: WF 11am-noon room 26-210
Section 3: WF 1pm-2pm room 36-144
Section 4: WF 2pm-3pm room 36-144

Tutorials:
Mondays, time/location TBA

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Web Presence

Course materials posted on Stellar:

http://stellar.mit.edu/S/course/6/fa16/6.003/

Questions answered on Piazza:

https://piazza.com/mit/fall2016/6003/home

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Exams

Midterm:
Wednesday October 26, 2016, 7.30-9.30pm, Room 4-370

Final:
Finals week, 3 hours, time/location TBD

Conflict Midterm Exam Requests:

must be submitted no later than Oct. 19, 2016

Conflict Final Exam Requests:

final exam conflicts resolved by scheduling a
conflict examination with MITs Registrars Office.

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Problem Set Policy
There will be 11 problem sets.
Problem sets 1-10 will be collected and graded.
Problem set 11 will not be collected, nor graded.
Problem sets 1-11 will be issued on
Sept. 15, 22, 29, Oct. 6, 13, 20, Nov. 3, 10, 17, Dec. 1,8.
Problem set 1-10 papers will be collected on
Sept. 22, 29, Oct.6, 13, 20, Nov. 3, 10, 17, Dec. 1,8.
Homework papers must be submitted by the scheduled due time, which will
always be before a Thursday lecture, with collection stopped by 12.30pm.
Absolutely no late problem set papers will be accepted: late problem
set papers will receive a score of zero. However, problem set papers
excused officially by a Dean, or a Medical Official, will not count among
the papers the student is responsible for. In addition, up to two of the
worst problem set grades, out of those a student is responsible for, will be
dropped before the problem set average is computed.
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Participation Grade

At the end of the term, the 6.003 staff will collectively assign you a
participation grade, out of the {0, 1, 2, 3, 4, 5} range. The grade will
estimate your contribution to the process of learning in the class, taking
into account:
active participation in lectures, recitations, and tutorials
asking and answering questions on Piazza

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Final Grade
At the end of the term, an overall numerical grade N in the 0-100
range will be computed for each student, according to the following
weight:
I Problem sets: 20%
I Midterm exam: 30%
I Final exam: 45%
I Participation grade: 5%
The final letter grade will be determined by your numerical grade N.
You can expect
I an A if N 80,
I at least an A- if N 75,
I at least a B+ if N 70,
I at least a B if N 65,
I at least a B- if N 60,
I at least a C+ if N 55,
I at least a C if N 50,
I at least a C- if N 45.

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Regrade Policy

If you find a grading error in an examination or homework assignment,

please submit your exam/homework along with a cover sheet that
describes the error that you found to your TA (or to the head TA). We will
review your concern and then regrade the entire exam/homework to try to
eliminate the error that you identified as well as any other grading errors.
Requests for regrades must be made within one week of the date when the
graded exam/homework was returned.

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Collaboration Policy
We encourage students to discuss assignments in this subject with other
students and with the teaching staff to better understand the concepts.
However, when you submit an assignment under your name, we assume
that you are certifying that the details are entirely your own work and that
you played at least a substantial role in the conception stage.

You should not use results from other students (from this year or from
previous years) in preparing your solutions. You should not take credit for
computer code or graphics that were generated by other students.
Students should never share their solutions with other students.

Any student caught plagiarizing will receive a grade of zero on the

assignment. All incidents of plagiarism will be reported to the Committee
on Discipline (COD). More information about what constitutes plagiarism
can be found at http://web.mit.edu/academicintegrity/

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Texts

Signals and Systems by Oppenheim and Willsky

with Nawab, Second Edition, ISBN 0-13-814757-4
has most of the topics to be presented

Additional lecture notes

will be posted if necessary to cover the content missing in the text

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spectrum of DT signals spectrum of CT signals
DT LTI frequency response CT LTI frequency response

DT modulation, (up)sampling sampling and reconstruction

linear DT signal processing linear CT signal processing

DT filter design DT processing of CT signals

LTI difference equations LTI differential equations

z-transform Laplace transform and CTFT

DT system functions CT system functions
poles and DT stability feedback by pole placement

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Signals and Time
Signals are numeric parameters changing with time.

continuous time (CT): real number (e.g., t seconds after X )

I to represent physical variables (coordinate, velocity, charge, etc.)
discrete time (DT): integer number (e.g., the n-th sample)
I to represent content of computer registers, samples of physical variables
Like this sound and the samples used to generate it:

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DT versus CT: a Sound Fragment
DT fragment (abscissa: an integer index): x[49981], x[49982], . . .

CT fragment (abscissa: a real index): x(t), t [1.1334, 1.1342]

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Working With Signals: Analyze

recognize accent

find object

detect trend
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Working With Signals: Repair

post-compensate for dynamic distortion

(e.g., make a cheap sensor work like an expensive one)

cancel noise

Signal-to-signal transformations are described by systems.

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Working With Signals: Distort Intentionally
modulate for radio transmission

condition signal in a feedback loop

pre-compensate power amplifier input

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Things To Learn in This Class

thinking of signals in terms of their specra

I Fourier transforms and their properties
I frequency responses of stable LTI systems
I spectral behavior of elementary signal processing operations

thinking of LTI systems in terms of transfer functions and poles

I Laplace transform and differential equations
I z-transform and difference equations
I state space interpretation
I pole/eigenvalue location and stability
I zero/pole location and frequency response

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Example: Noise Cancellation
Design a system which recovers the useful signal
(chords) from the noisy record:

The clean signal is expected to be something like this:

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Noise Cancellation: Spectral Analysis

The distortion sounds at about the same tone:

Hence, we look at the signal spectrum (decompose into a sum of

sinusoids, and observe the distribution of energy over frequencies):

Observe the spectrum peaking at 250Hz: most likely, this is the

frequency of the corrupting tone

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Noise Cancellation: Spectrum Scaling
r
Want to scale spectrum by something like r +2000 , r = |f 250|2 :

Spectrum scaling is accomplished by linear time invariant systems

Do we know any way to implement an LTI system with a given
frequency response?

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Noise Cancellation: Spectrum Scaling by a FIR filter
finite impulse response (FIR) filters:

y [n l] = b0 v [n] + b1 v [n 1] + + bm v [n m]

are workhorses of practical digital signal processing:

can be working at a very fast rate
no problems with stability
be as accurate as you can pay for

v [n]
-D -D - ... -
? ? ? ?
b0 b1 b2 bm
y [n l]
? - c? - ?
c- ... c
-? -
+ + +

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Noise Cancellation: an Optimized FIR Filter

Here is the frequency response of an FIR filter with l=300,

m = 600, optimized to match the desired response:

Apply the optimized FIR filter, observe the outcome:

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Noise Cancellation: FIR vs. IIR
The fact that filters frequency response is positive guarantees
preservation of phases of the signal spectrum
It is widely accepted (though not completely true) that the human ear
does not detect much of the phase information of sound spectrum
When phase distortion can be ignored, there are notch filters which
are equivalent to infinitely long FIR filters (hence the abbreviation
IIR), but can be implemented using a few multiplications per
sample.
The resulting cleaned signal sounds just as good as the one done by
the FIR filter.

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Noise Cancellation: IIR Filter

y [n] 1.978744y [n-1] + 0.9801y [n-2] = v [n] 1.998731v [n-1] + v [n-2].

Thousands of multiplications at the price of 3

Formally, y [n] depends on v [n], v [n-1], v [n-2]. However, since y [n-1]
is also present in the equation, y [n] also depends on v [n-3], v [n-4],
etc., hence the Infinite Impulse Response (IIR) label.
Feedback equations have to be treated carefully, because of potential
instability.
Frequency response:
j + e 2j
 
 1 1.99873e 
|G ()| =  j 2j
.
1 1.978744e + 0.9801e 

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Noise Cancellation: State Space Model
The suggested IIR filter has the difference equation form
y [n] + a1 y [n-1] + a2 y [n-2] = b0 v [n] + b1 v [n-1] + b2 v [n-2].
It is a feedback system

v [n]
- D - D
? ? ?
b0 b1 b2
y [n]
+d
? -+d
? d
-+? -
6 6
a2 a1
6 6
D  D 

the outputs of the unit delay D blocks form a state of the IIR filter
system
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Noise Cancellation: System Function
Stability and frequency response of the IIR filter
y [n] + a1 y [n-1] + a0 y [n-2] = b0 v [n] + b1 v [n-1] + b2 v [n-2]
can be explained in terms of poles and zeros of its system function

b0 + b1 z 1 + b2 z 2
H(z) =
1 + a1 z 1 + a2 z 2
(zeros exp(j0 ), poles 0.99exp(j0 ), noise frequency 0 )
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Example:

s 2 + 2s + 2 (s + 1 + j)(s + 1 j)
4 2
=
s s s 2 (s 1)(s + 1)

poles:

zeros:

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Example:

s 2 + 2s + 2 (s + 1 + j)(s + 1 j)
4 2
=
s s s 2 (s 1)(s + 1)

poles:
I 1 (multiplicity 1)
I 1 (multiplicity 1)
I 0 (multiplicity 2)
zeros:
I 1 j (multiplicity 1)
I 1 + j (multiplicity 1)
I (multiplicity 2)

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Noise Cancellation: Poles and Zeros

zeros at exp(j0 ), to kill the tone at frequency 0

poles 0.99exp(j0 ): near zeros, not to kill things far away from 0
poles must be stable (absolute value less than 1) for the feedback to
be stable

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Example: Flyball Governor Stability

Perhaps one of the first feedback controllers.

Intended to keep the rotation speed (almost) constant as load varies.
Works well when the friction in the flyball assembly is high enough.
When the friction is small enough, becomes unstable.
Why?
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Governor Stability: Differential Equations

At
J mL2 sin cos
J L 3

J m 
Jx
 -
mg sin 
+ mL2 sin
mg
?

Flyball dynamics: mL = mg sin + mL2 cos sin

= + J() J
Rotation dynamics: J

I - angular position I J - rotation inertia

I - flyball friction coefficient I J - load torque
I - rotation speed I J - engine torque map
I m - ball mass I - rotation friction coefficient
I L - arm length
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Governor Stability: Simulation Results

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Governor Stability: Linearization Around an Equilibrium

At
J mL2 sin cos
J L 3

J m 
Jx
 -
mg sin 
+ mL2 sin
mg
?

(t) :
Equilibrium equations: (t) , (t) ,
2 cos = g ,
L =
J() + J .

Linearization: for small deviations from the equilibrium

v (t) = (t) ,
y (t) = (t) , (t) = (t)
the first order approximation of the dynamics is
+ a1
+ a0 = c0 y , y + b0 y = K v .
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Governor Stability: System Functions and Poles

v -- c e - 1 -y
- s+b0
6 c0
K  s 2 +a1 s+a0


Plant:
I input e = v K , output y
I differential equation y + b0 y = e
I system function P(s) = 1/(s + b0 ).
Sensor:
I input y , output
I + a1
differential equation + a0 = c0 y
I system function H(s) = c0 /(s 2 + a1 s + a0 )
Feedback Gain: K

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Governor Stability: System Functions Algebra

v -- c e - 1 -y
- s+b0
6 c0
K  s 2 +a1 s+a0


It works as if we have
P(s)
Y (s) = P(s)[V (s) + KH(s)Y (s)], i.e., Y (s) = V (s),
1 + KP(s)H(s)

whatever Y (s) and V (s) are.

Closed Loop:
input v , output y
system function G (s) = P(s)/(1 + KP(s)H(s))

stability is decided by the location of the poles of G .

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Governor Stability: Using Routh-Hurwitz Criterion

Closed loop system function:

s 2 + a1 s + a0
G (s) =
s 3 + (b0 + a1 )s 2 + (b0 a1 + a0 )s + (a0 b0 + c0 K )

For stability, need all roots of denominator to have negative real part
According to (a special case of) the Routh-Hurwitz criterion, this is
true if and only if all coefficients are positive, and the product of the
two middle coefficients is greater than the last one:

(b0 + a1 )(b0 a1 + a0 ) > a0 b0 + c0 K .

Since all coefficients are naturally positive, the inequality will fail as
the governor friction decreases, i.e., as a1 0.

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next lecture: DT systems: examples and basic properties

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