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Signals are mathematical objects

Here we will develop tools to analyze the geometry of sets of signals

The tools come from linear algebra

By interpreting signals as vectors in a vector space, we will be able to speak about the length of

a signal (its strength, more below), angles between signals (their similarity), and more

We will also be able to use matrices to better understand how signal processing systems work

Caveat: This is not a course on linear algebra!

DEFINITION

Vector Space

A linear vector space V is a collection of vectors such that if x, y V and is a

scalar then

x V

and

x+y V

In words:

A rescaled vector stays in the vector space

The sum of two vectors stays in the vector space

Classical vector spaces that you know and love

RN , the set of all vectors of length N with real-valued entries

CN , the set of all vectors of length N with complex-valued entries

Special case that we will use all the time to draw pictures and build intuition: R2

3

x[0]

y[0]

, y=

, x[0], x[1], y[0], y[1] R

Vectors in R : x =

x[1]

y[1]

2

Note: We will enumerate the entries of a vector starting from 0 rather than 1

(this is the convention in signal processing and programming languages like C, but not in Matlab)

Note: We will not use the traditional boldface or underline notation for vectors

Scalars: R

Scaling: x =

x[0]

x[0]

=

x[1]

x[1]

Vectors in R2 : x =

x[0]

y[0]

, y=

, x[0], x[1], y[0], y[1] R

x[1]

y[1]

Scalars: R

x[0]

y[0]

x[0] + y[0]

Summing: x + y =

+

=

x[1]

y[1]

x[1] + y[1]

Vectors in RN : x =

x[0]

x[1]

..

.

x[N 1]

x[n]

1

, x[n] R

0

1

0

10

15

20

25

30

This is exactly the same as a real-valued discrete time signal; that is, signals are vectors

Scaling x amplifies/attenuates a signal by the factor

Summing x + y creates a new signal that mixes x and y

RN is harder to visualize than R2 and R3 , but the intuition gained from R2 and R3 generally

holds true with no surprises (at least in this course)

Signal x[n]

x[n]

1

0

1

0

10

15

20

25

30

20

25

30

3 x[n]

3

2

1

0

1

2

3

0

10

15

Signal x[n]

x[n]

2

1

0

1

0

10

15

20

25

30

20

25

30

20

25

30

Signal y[n]

y [n]

2

1

0

1

0

10

15

x[n] + y [n]

2

1

0

1

0

10

15

CN is the same as RN with a few minor modifications

Vectors in CN : x =

x[0]

x[1]

..

.

, x[n] C

x[N 1]

Each entry x[n] is a complex number that can be represented as

x[n] = Re{x[n]} + j Im{x[n]} = |x[n]| ejx[n]

Scalars C

Rectangular form

Re{x[0]} + j Im{x[0]}

Re{x[1]} + j Im{x[1]}

x=

..

x[0]

x[0]

x[1]

x[1]

= Re

+ j Im

..

..

.

.

x[N 1]

x[N 1]

Polar form

x=

|x[0]| ejx[0]

|x[1]| ejx[1]

..

.

10

Summary

11

DEFINITION

0 , 1 , . . . , M 1 C, the linear combination of the vectors is given by

y = 0 x0 + 1 x1 + + M 1 xM 1 =

M

1

X

m xm

m=0

A recording studio uses a mixing board (or desk)

to create a linear combination of the signals from

the different instruments that make up a song

Say x0 = drums, x1 = bass, x2 = guitar, . . . ,

x22 = saxophone, x23 = singer (M = 24)

Linear combination (output of mixing board)

y = 0 x0 + 1 x1 + + 23 x23 =

23

X

m xm

m=0

that emphasizes/deemphasizes certain

instruments

3

Step 1: Stack the vectors xm CN as column vectors into an N M matrix

X = x0 |x1 | |xM 1

Step 2: Stack the scalars m into an M 1 column

0

1

a= .

..

vector

M 1

Step 3: We can now write a linear combination as the matrix/vector product

y = 0 x0 + 1 x1 + + M 1 xM 1 =

M

1

X

m=0

m xm =

x0 |x1 | |xM 1

0

1

..

.

= Xa

M 1

4

Multiplication

(The Gory Details)

M vectors in CN : xm

xm [0]

xm [1]

..

.

, m = 0, 1, . . . , M 1

xm [N 1]

N M matrix: X =

x0 [0]

x0 [1]

..

.

x1 [0]

x1 [1]

..

.

x0 [N 1] x1 [N 1]

xM 1 [0]

xM 1 [1]

..

.

xM 1 [N 1]

0

1

M scalars m , m = 0, 1, . . . , M 1: a = .

..

M 1

Linear combination y = Xa

5

Linear combination

y = Xa

..

.

y =

y[n] =

..

.

..

..

.

.

xm [n]

m = Xa

..

..

.

.

y[n] =

M

1

X

m xm [n]

m=0

Summary

We can combine several signals to form one new signal via a linear combination

Norm of a Signal

Strength of a Vector

How to quantify the strength of a vector?

How to say that one signal is stronger than another?

x[n]

1

Signal x

0

1

0

10

15

20

25

30

20

25

30

y [n]

1

Signal y

0

1

0

10

15

DEFINITION

The Euclidean length, or 2-norm, of a vector x CN is given by

v

uN 1

uX

kxk2 = t

|x[n]|2

n=0

The norm takes as input a vector in CN and produces a real number that is 0

When it is clear from context, we will suppress the subscript 2 in kxk2 and just write kxk

2-Norm Example

1

Ex: x = 2

3

`2 norm

kxk2

v

uN 1

p

uX

= t

|x[n]|2 =

12 + 22 + 32 = 14

n=0

DEFINITION

The p-norm of a vector x CN is given by

kxkp =

N

1

X

!1/p

p

|x[n]|

DEFINITION

n=0

kxk1 =

N

1

X

|x[n]|

n=0

DEFINITION

The -norm of a vector x CN is given by

kxk = max |x[n]|

n

kxk is simply the largest entry in the vector x (in absolute value)

x[n] + y [n]

2

1

0

1

0

10

15

20

25

30

While kxk22 measures the energy in a signal, kxk measures the peak value (of the magnitude);

both are very useful in applications

Interesting mathematical fact: kxk = limp kxkp

6

Two norms have special physical significance

kxk22 : energy in x

kxk : peak value in x

into acoustic signals

Conventional loudspeakers consist of a paper cone (4) that is

joined to a coil of wire (2) that is wound around a permanent

magnet (1)

If the energy kxk22 is too large, then the coil of wire will melt

from excessive heating

If the peak value kxk is too large, then the large back and

forth excursion of the coil of wire will tear it off of the paper cone

7

Consider a robotic car that we wish to guide down a roadway

How to measure the amount of deviation from the center of

the driving lane?

Let x be a vector of measurements of the cars GPS position

and let y be a vector containing the GPS positions of the center

of the driving lane

Clearly we would like to make the error signal y x small;

but how to measure smallness?

Minimizing ky xk22 , energy in the error signal, will tolerate a few large deviations from the lane

center (not very safe)

Minimizing ky xk , the maximum of the error signal, will not tolerate any large deviations

from the lane center (much safer)

8

DEFINITION

Normalizing a Vector

A vector x is normalized (in the 2-norm) if kxk2 = 1

1

Ex: x = 2,

3

||x||2 =

qP

N 1

n=0

|x[n]|2 =

1

kxk2

12 + 22 + 32 =

1/14

1

x0 = 114 x = 114 2 = 2/14,

3

3/ 14

14

||x0 ||2 = 1

Summary

Norms measure the strength of a signal; we introduced the 2- 1-, and -norms

10

Inner Product

Up to this point, we have developed the viewpoint of signals as vectors in a vector space

Recall that the transpose operation

x[0]

x[1]

..

.

x[0] x[1]

x[N 1]

x[N 1]

In addition to transposition, the conjugate transpose (aka Hermitian transpose) operation

takes the complex conjugate

x[0]

x[1]

..

.

x[0]

x[1]

x[N 1]

x[N 1]

3

DEFINITION

Inner Product

The inner product (or dot product) between two vectors x, y CN is given by

hx, yi = y H x =

N

1

X

x[n] y[n]

n=0

The inner product takes two signals (vectors in CN ) and produces a single (complex) number

Angle between two vectors x, y RN

cos x,y =

hx, yi

kxk2 kyk2

cos x,y =

Re{hx, yi}

kxk2 kyk2

1

3

Consider two vectors in R : x =

, y=

2

2

2

kxk22 = 12 + 22 = 5,

x,y = arccos

kyk22 = 32 + 22 = 13

13

+

22

5 13

= arccos

7

65

x[n]

1

Signal x

0

1

0

10

15

20

25

30

20

25

30

y [n]

1

Signal y

0

1

0

10

15

Angle computed using Matlab: x,y = 64.9

6

hx, xi =

N

1

X

n=0

x[n] x[n] =

N

1

X

|x[n]|2 = kxk22

n=0

no other p-norm can be computed via the inner product like this

DEFINITION

Orthogonal Vectors

Two vectors x, y CN are orthogonal if

hx, yi = 0

hx, yi = 0 x,y =

rad = 90

1

0.5

0.5

0

0

0

10

15

20

10

10

15

20

25

15

20

25

0.5

1

0

10

15

20

sk [n] = ej

Claim: hsk , sl i = 0,

2k

N n

n, k, N Z, 0 n N 1, 0 k N 1

k 6= l

hsk , sl i =

N

1

X

sk [n] sl [n] =

N

1

X

n=0

N

1

X

ej

2k

N n

(ej

2l

N n

) =

n=0

2

ej N (kl)n

N

1

X

ej

2k

N n

ej

2l

N n

n=0

let r = k l Z, r 6= 0

n=0

N

1

X

ej N rn =

n=0

1e

N

1

X

an

n=0

j 2rN

N

1 ej

2r

N

N

1

X

n=0

an =

1 aN

1a

= 0 X

9

Click here to view a MATLAB demo exploring the orthogonality of harmonic sinusoids.

10

sk [n] = ej

Claim: ksk k2 =

2k

N n

n, k, N Z, 0 n N 1, 0 k N 1

ksk k22 =

N

1

X

|sk [n]|2 =

n=0

N

1

X

n=0

|ej

2k

N n

|2 =

N

1

X

1 = N

n=0

2k

1

sek [n] = ej N n ,

N

n, k, N Z, 0 n N 1, 0 k N 1

11

Summary

Inner product measures the similarity between two signals

hx, yi = y H x =

N

1

X

x[n] y[n]

n=0

cos x,y =

Re{hx, yi}

kxk2 kyk2

12

Matrix Multiplication

and Inner Product

Consider the (real- or complex-valued) matrix multiplication

y = Xa

We can compute y as a linear combination of the columns of X weighted by the elements in a

..

..

..

..

0

.

.

.

.

1

= x0 [n] x1 [n] xM 1 [n]

y =

= Xa

y[n]

.

.

..

..

..

..

.

.

.

.

M 1

Sum-based formula for y[n]

y[n] =

M

1

X

m=0

m xm [n], =

M

1

X

m (column m of X),

0nN 1

m=0

2

Consider the real-valued matrix multiplication

y = Xa

We can compute each element y[n] in y as the inner product of the n-th row of X with the

vector a

..

..

..

..

0

.

.

1

.

.

y =

.. = Xa

y[n] = x0 [n] x1 [n] xM 1 [n]

.

..

..

..

..

.

.

.

.

M 1

Can write y[n]

y[n] =

M

1

X

0nN 1

m=0

What about complex-valued matrix multiplication

y = Xa ?

The same interpretation works, but we need to use the following inner product

y[n] =

M

1

X

0nN 1

m=0

Note: This is nearly the inner product for complex signals except that is lacking the

complex conjugation

We will often abuse notation by calling this an inner product

Summary

Given the matrix/vector product y = Xa, we can compute each element y[n] in y as the

inner product of the n-th row of X with the vector a

Not strictly true for complex matrices/vectors, but the interpretation is useful nevertheless

Comparing Signals

Inner product and angle between vectors enable us to compare signals

hx, yi = y H x =

N

1

X

x[n] y[n]

n=0

cos x,y =

Re{hx, yi}

kxk2 kyk2

A powerful and ubiquitous signal processing tool

Note: Our development will emphasize intuition over rigor

Focus on real-valued signals in RN (the extension to CN is easy)

Recall that

cos x,y =

hx,yi

kxk2 kyk2

hx, yi

1

0

kxk2 kyk2

Rewrite as the Cauchy-Schwarz Inequality (CSI)

0 |hx, yi| kxk2 kyk2

Interpretation: The inner product hx, yi measures the similarity of x to y

0 |hx, yi| kxk2 kyk2

Two extreme cases:

Lower bound: hx, yi = 0 or x,y = 90 : x and y are most different when they are orthogonal

Upper bound: hx, yi = kxk2 kyk2 or x,y = 0 : x and y are most similar when they are collinear

How does a digital communication system decide whether the signal corresponding to a 0 was

transmitted or the signal corresponding to a 1?

(Hint: CSI)

How does a radar or sonar system find targets in the signal it receives after transmitting a pulse?

(Hint: CSI)

(Hint: CSI)

Summary

Inner product measures the similarity between two signals

H

hx, yi = y x =

N

1

X

x[n] y[n]

n=0

hx, yi

1

0

kxk2 kyk2

Similar signals close to upper bound (1)

Different signals close to lower bound (0)

Up to this point, we have developed some useful tools for dealing with finite-length vectors

(signals) that live in RN or CN : Norms, Inner product, Linear combination

It turns out that these tools can be generalized to infinite-length vectors (sequences) by letting

N (infinite-dimensional vector space, aka Hilbert Space)

.

..

x[n]

x[2]

...

...

x[1]

x=

x[0]

n

x[1]

x[2]

1 0 1 2 3 4 5 6 7

..

.

Obviously such a signal cannot be loaded into Matlab; however this viewpoint is still useful in

many situations

We will spell out the generalizations with emphasis on what changes from the finite-length case

2

DEFINITION

The 2-norm of an infinite-length vector x is given by

v

u

u X

|x[n]|2

kxk2 = t

n=

When it is clear from context, we will suppress the subscript 2 in kxk2 and just write kxk

What changes from the finite-length case: Not every infinite-length vector has a finite 2-norm

Signal: x[n] = 1,

0.5

<n<

2-norm:

kxk22 =

0

15

X

n=

10

|x[n]|2 =

X

n=

10

15

1 =

Infinite energy!

DEFINITION

DEFINITION

kxkp =

X

n=

!1/p

|x[n]|

kxk1 =

X

n=

|x[n]|

What changes from the finite-length case: Not every infinite-length vector has a finite p-norm

5

1

Signal: x[n] =

(

0

1

n

n0

0.5

n1

0

5

1-norm

kxk1 =

2-norm

kxk22 =

X

n=

X

n=

|x[n]|2 =

|x[n]| =

10

15

20

25

X

1

=

n

n=1

X

X

1

1

2

=

=

1.64 <

n

2

n

6

n=1

n=1

DEFINITION

The -norm of an infinite-length vector x is given by

kxk = sup |x[n]|

n

What changes from the finite-length case: sup is a generalization of max to infinite-length

signals that lies beyond the scope of this course

1

0.5

0

5

10

15

20

25

DEFINITION

The inner product between two infinite-length vectors x, y is given by

hx, yi =

x[n] y[n]

n=

The inner product takes two signals and produces a single (complex) number

Angle between two real-valued signals

cos x,y =

hx, yi

kxk2 kyk2

cos x,y =

Re{hx, yi}

kxk2 kyk2

8

What changes from the finite-length case: We will be especially interested in linear combinations

of infinitely many infinite-length vectors

y=

m xm

m=

Step 1: Stack the vectors xm as column vectors into a matrix with infinitely many rows and

columns

X = |x1 |x0 |x1 |

.

.

.

1

0

1

..

.

Step 3: We can now write a linear combination as the matrix/vector product

.

.

.

X

1

y =

m xm = |x1 |x0 |x1 |

0 = Xa

1

m=

..

.

10

..

.

xm [1]

=

xm [0] , < m < ,

xm [1]

..

.

Vectors:

xm

Infinite matrix: X =

..

.

x1 [1]

x1 [0]

x1 [1]

..

.

..

.

x0 [1]

x0 [0]

x0 [1]

..

.

.

.

.

1

and Scalars: a =

0

1

..

.

..

.

x1 [1]

x1 [0]

x1 [1]

..

.

Linear combination = Xa

11

Linear combination

y = Xa

The row-n, column-m element of the infinitely large matrix [X]n,m = xm [n]

..

.

y =

y[n] =

..

.

..

..

.

.

xm [n]

m = Xa

..

..

.

.

y[n] =

m xm [n]

m=

12

Summary

Linear algebra concepts like norm, inner product, and linear combination work apply as well to

infinite-length signals as with finite-length signals

Only a few changes from the finite-length case

Not every infinite-length vector has a finite 1-, 2-, or -norm

Linear combinations can involve infinitely many vectors

13

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