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Size of A Signal: Norms

Module by: Richard Baraniuk

Summary: A module concerning the size of a signal, more specifically norms.

"Size" indicates largeness or strength. We will use the mathematical concept of the norm to quantify this notion for both continuous-time and discrete-time signals. First we consider a way to quantify the size of a signal which may already be familiar.

Continuous-Time Energy

Our usual notion of the energy of a signal is the area under the curve |ft|2 f t 2
figure1.png
Figure 1
E f =-|ft|2dt E f t f t 2 (1)
Example 1 
Calculate E f E f for
figure2.png
Figure 2

Generalized Energy: Norms

The notion of "energy" can be generalized through the introduction of the L p L p norm:
fp=|ft|pdt1p p f t f t p 1 p (2)
where 1p< 1 p .
Example 2 
E f =f22 E f 2 f 2
Example 3 
Calculate the L p L p norm of
figure3a.png
Figure 3
Problem 1
What happens to fp=|ft|pdt1p p f t f t p 1 p as p p ?
L L norm f=ess sup|ft| f ess sup f t
figure3.png
Figure 4

Discrete-Time Energy

figure4.png
Figure 5
E f =n=-|fn|2 E f n f n 2
fp=|ft|pdt1p p f t f t p 1 p where 1p< 1 p
f=maxn{|fn|} f n f n fpp=n=0N-1|fn|p p f p n 0 N 1 f n p where 1p< 1 p f=maxn=0, 1, ..., N-1{|fn|} f n 0, 1, ..., N-1 f n

Finite Norm Signals

What are the conditions on a signal for fp< p f ? Look at all 4 fundamental signal classes

Discrete-Time and Finite Length

figure5.png
Figure 6
This is a length N N vector. f=f0f1f2f...fN-1= f 0 f 1 f 2 ... f N 1 f f 0 f 1 f 2 f ... f N 1 f f 0 f f 1 f f 2 ... f f N 1 where fN f N , or fN f N N N-dimensional complex or real Euclidean space.
Example 4 
N=3 N 3 , f f is a real signal.
figure6a.png
Figure 7
Definition 1:
l p 0N-1= fNfp< l p 0 N 1 f N p f but from previous discussion l p 0N-1=N l p 0 N 1 N

Discrete-Time and Infinite Length

figure6.png
Figure 8
can still interpret f f as an infinite-length vector f=f...f-1f0f1f2f... f f ... f -1 f 0 f 1 f 2 f ... but , R R don't make sense.
Definition 2:
l p z= ffp< l p z f p f fpp=n=-|fn|p p f p n f n p where 1p< 1 p f=maxnz{|fn|} f n z f n
What does it take for an f f to be in l p z l p z ?
Example 5 
Sketch an f l p z f l p z and f l p z f l p z .
Problem 2
What characteristics does f l p z f l p z have and what happens as we charge p p?

Continuous-Time and Finite-Length

figure7.png
Figure 9
We will still refer to ft f t as a vector; more on this later.
Definition 3:
L p T 1 T 2 = f T 1 T 2 fp< L p T 1 T 2 f T 1 T 2 p f fp= T 1 T 2 |ft|pdt1p p f t T 2 T 1 f t p 1 p where 1p< 1 p fp=esssup|ft| p f ess sup f t where T 1 t T 2 T 1 t T 2
Problem 3
What does it take for and f f to be in L p T 1 T 2 L p T 1 T 2 ?

Continuous-Time and Infinite-Length

figure8.png
Figure 10
We will still refer to ft f t as a vector.
Definition 4:
L p R= ffp< L p R f p f fp=-|fn|pdt1p p f t f n p 1 p where 1p< 1 p f=esssup|ft| f ess sup f t where -<t< t
Problem 4
What does it take for an f L p R f L p R ?
Example 6 
Sketch an f L p R f L p R and f L p R f L p R .

Power

What do we do when fp= p f ?
Example 7: Periodic Signal 
figure9.png
Figure 11
Solution: Look at the "norm per unit time".
  • ie - norm over one period.
  • ie - norm of infinite-length signal converted to finite length signal by windowing.
    figure10.png
    Figure 12
    fpT p f T is the measure.
Units for p=2 p 2 ?
L 2 L 2 Power = "energy per unit time"
  • Useful when E f = E f
  • time average of energy
P f =limT-T2T2|ft|2dt P f T T t T 2 T 2 f t 2
figure11.png
Figure 13
  1. compute EnergyT=f22T Energy T 2 f 2 T
  2. look at limTEnergyT=f22T T Energy T 2 f 2 T
P f P f is often called the mean-square value of f f. P f P f is called the root mean squared (RMS) value of f f.
Units?
"Energy signals" have finite norm (energy) E f < E f .
"Power signals" have finite and nonzero power P f < P f , P f 0 P f 0 , and ( E f = E f ).

Conclusions

Energy signals are not power signals.
Power signals are not energy signals.
Why?
Problem 5
Are all signals either energy or power signals?
Example 8 
ft=t f t t
figure12.png
Figure 14
The 4 fundamental classes of signals we will study depend on the independent (time) variable.
figure13.png
Figure 15

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