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AUTOMATIC CONTROL
AND SIGNAL PROCESSING
Professor Jean Claude CARMONA
Some references
Analisis de seales, IRARRAZAVAL M. PABLO, Mac Graw Hill, 1999. Class.
TK 5102.9 .I73 1999
Digital Signal Processsing: principles, algorithms and applications,
PROAKIS J.G., and al., PrinticeHall 1996, TK 5102.9 .P757 1996
Introduction to random signals and applied Kalman filtering, GROVER
BROWN R. and , PATRICK Y.C. HWANG P., Class. TK 5102.5 .B768I
Mathematical methods in Signal Processing and Digital Image,
DAHLHAUS, R. ED, Springer 2008, Class. TK 5102.9 M3837 2008
Digital Signal Processsing laboratory: LabView based FPGA
implementation, KEHTARNAVAZ N. and MAHOTRA S.,Bown Walker Press,
TK 5102.9 .K443 2010
Instrumentacion virtual: adquisicion, procesado y analisis de senales,
ANTONI M., BIEL D., 2002, Class: TK 5102.9 .M36 2002
SUMMARY
Fourier transforms
Classical filtering
Adaptive filtering
Estimation: some basical concepts
Linear optimal festimation: Kallman filter
Optimisation: classical algorithms:
- application to system identification
- application to optimal control laws
Evaluation
Written evaluations: theoretical evaluations
mid term and final evaluations
Mini project:
work on experimental data coming from a real
process:
- data acquisition
- treatment: filtering, estimation, .
- application to control ? .
+2
(1)
, and conversely :
example
1
=
()
(2)
therefore :
1
=
+/2
/2
( )
=
= ( )
then :
(3)
+2
( )
(4)
1
=
()2
(5)
i.e. function
() +2
(6)
with :
() 2
(7)
+/2
() 2
=
/2
()
= ()
(8)
()
()2
(9)
b. Differential theorem
2 = 2()
(10)
c. Convolution theorem
+
= =
()
() 2 .
() 2
= .
(11)
a. Definitions
= 1
(12)
b. Main property
+
, ,
= ()
(13)
Remarks :
1.
2.
= ,
(14)
() 1
(15)
= lim =
0
( )
=
(16)
=
=
( )
(17)
a. additive model :
(18)
( )
=
b. multiplicative model :
(19)
= .
= lim
( )
=
Dont forget that u(t) and U(f) are very particulars and play particular roles:
u(t) is the unique signal that have teh same shape that its TF U(f)
= . = =
replace with :
and use :
( ) =
( )
=
+
= ()
( )
(20)
Important features:
The spectrum X*(f) is peridodic (Fe)
We dont have loss of information, on the contrary !
Principle: signal " well sampled" : we can retrieve it (the information it contains)
2 cases :
1. Fe sufficiently large
It is easy to retrieve
Let the signal s(t) be a rectangular impulse signal with length a and height
b.
Show that its TF is given as follows:
= ()
Draw the shape of the magnitude spectrum of s(t).
1.4.2. FT of a exponential impulse
Let the signal s(t) be an exponential impulse signal given as follows:
= 2 /
Show that its TF is given as follows:
() =
1 + ()2
10
= ()
= ()
= ()
1
() =
( )
process
sensor
conditionning
IN
Intranet/Internet
anti-aliasing filter
Coding/decoding
x(t)
Sample and hold
m-
processor
x*(t)
ADC
xn
coding/dcodage
coding
bus
12
Problem :
We are interested in the signals:
x(t) : the measure
/ analogic signal
i.e. exploitable signal given by the sensor + conditionning (pre treatment)
x*(t) : sampled (Te) / analogic signal
xn : converted (Te) / numerical signal ( i.e. the data )
and the way to obtain them in good conditions in order to conserve the information!
13
Difficulties :
1. compute the TF X(f) of the signal x(t)
easy for simple signals but for a general case (real) signal !!
Idea : the more a signal is rapid, the more it is difficult to sample it: fMax
Analysis the typical cases of:
1. a very rapide variation in the signal (i.e. a step dicontinuity type)
2. Triangular signal
To facilitate the calculus, choose a traingle with a for the base
and the height, namely t.
The same questions and conclusions.
To numerically compare the two cases, take the same values of t,
as in 1.
15
1
= 0
0
4.
= 0 20
(21)
2 = 2 = = = = ( )
(22)
(23)
(24)
vocabular: the basic period [0; 1[ or [-1/2 ; +1/2 [ is called the fundamental interval
+1/2
() +2
=
1/2
linearity :
time translation :
0 20
(25)
frequency translation :
20 0
time inversion:
x-n
X(- )
convolution product:
(modulation)
(26 )
=
+
Parseval formula :
+1/2
() 2
(27 )
1/2
2 = +2 (1 + 2 . + 2(2+1) )
=
=
( 2+1 )
()
(28)
from Matlab:
()
the numerical signal "occupies" 3 kHZ since the original continuous time signal
"occupies" 33 kHz . NO COMMENT !!
Approximation :
=0
In fact, we compute the DFT X(k) for N frequencies , on the base of N data xn of the signal.
W is the Nth root of the unity, in the complex set C, i.e. the solution of zN = 1 in C
the DFT inverse is:
=0 ()
(29 )
first idea: N = 2p . We say : a FFT on 2P points (4, 8, 16, 64, 128, 256, points)
2.
= 0 0 + 1 1 + 2 2 + 3 3 + 4 4 + 5 5 + 6 6 + 7 7
= 0 0 + 2 2 + 4 4 + 6 6 + ( 1 1 + 3 3 + 5 5 + 7 7 )
Saying that: W0k = 1
= 0 + 2 2 + 4 4 + 6 6 + 1 (1 + 2 3 + 4 5 + 6 7 )
Moreover:
In fact, using the properties of the 8th roots of unity, we have some
useful symetric propereties of Wr, namely:
W4k = - W0k = -1 , W5k = -Wk , W6k = - W2k and W7k = - W3k
Finally, sumarizing the three computing steps and using this operator, we have:
Linearity : x1n y1n and x2n y2n ax1n + bx2n ay1n + by2n
xn yn xn-1 yn-1
Time invariance :
Stability (1st form) :
Causality:
is independent of
, >
, ,
(30)
< +
(31)
Causality:
< 0 ,
= 0
(32)
+
Discrete convolution:
= =
=
=
example:
hn = an Un
and :
xn = bn Un
yn = ?
(33)
example :
Addition operator:
Multiplication operator:
Delay operator
remark :
= ,
,
+
=
=
= =
+ = 1 + 2
2
= = .
= 1,2
= cos + , : = () , = ()
(34)
Some examples:
Give the recusrisve equations, the impulse responses hn and the frequency transfer H(if).
()
(35)
For a numerical signal xn , for example the one given by the discretization of x(t) :
+
() =
(36)
= = ?
= = ?
gate signal: = 1 < , =
exponential signal:
=?
=?
1. xn left bounded, i.e. 0 < 0 , = 0 X(z) converges for all z outside a given circle C
2. xn right bounded, i.e. 0 > 0 , = 0 X(z) converges for all z inside a given circle C
3. xn left-right bounded, i.e. of finite length ( n1 n n2 ) X(z) converges for all z except , maybe, for 0 and .
Practical consequence: We almost always use finite record "of signal" case 3 always convergence !
Examples: let us study the convergence of the folowing time series
1. xn = Un and yn = - Un
2. xn = an Cos (n).Un , with: a = 0.9 and = p/4
3. xn = an Sin (n).Un
Inverse transform:
from the residual theorem:
1
2
() 1
(37)
, where C is a closed curve in the complex plane containing all the poles of X(z) and the origin O.
practically unusefull and unused !!
Therefore, how can we do to retrieve xn from X(z) ?
()
0 + 1 1 + +
=
=
()
1 + 1 1 + +
Idea: let us decompose X(z) in simple elements in order to use their well-known ZT; i.e.
1
=
1 1
1 1
xn = ..
1+2 1 + 2 + 3
1 1 8 2 +12 3
(36)
0 = 1,
= 1 + 3 1 + 12 2 + 25 3 +
1 = 3 , 2 = 12,
3 = 25,
2. time delay:
xn-i z-iX(z)
= lim 1 ()
6. frequantial convolution:
7. Parseval theorem
5. time convolution:
1 . 2
anxn X(z/a)
1
2
1 ()2 ( )1
1
=
2
( 1 ) 1
8. relation zT/dtFT :
+
2 =
+
2
=
= 2
(38)
main interests:
1. provide the frequantial behaviour of the system:
()
(39)
= . ()
(40)
H(z) computation
1. From hn , compute H(z) with (38) : for simple cases only !
2. Applied the delay theorem xn-i z-iX(z) to the recusive equation
example : give H(z) of the following system
In a general way:
=0
(41)
=1
, the recursive equation of a LIDS and therefore its distcrete tranfer function H(z) :
0 + 1 1 + +
=
= 0
1 + 1 1 + +
=1( )
=1( )
(42)
The knowledge of the nA poles pj and the nB zeros zi + one constant defines the system !
Main properties
1. Algebraic stability criterion
a LIDS is stable ifff all its poles pi are with modulus less than 1, i.e.
, < 1
(43)
, < 1
(44)
2d order behaviour:
n, un-1 = q-1 un
(45)
= b.
=0
=1
see (45)
=
=0
=1
(47)
0 + 1 1 + +
=
1 + 1 1 + +
(48)
(49)
b. Regression form:
We are using parameter models: recursive equation , transfer fucntions
Let us consider (47) introducing
notations: 1. let us define a parameter vector:
= 1 2 0 1
we have nA + nB +1 model parameters , i.e. dim q .
(50)
(51)
We can use the regressive form of the model, rewriting equ (47)
(very helpfull for the Estimation Theory (and model Identification !)
=
(48)
(49)
we use a family of parameter model within which we are looking for the best
estimate , with output signal the estimation of our systme output, i.e.
=
where the vector parameter is extimated on the base of N data.
(50)
(51)
Hoping
1.
2.
3.
lim = 0
, (, ) = 1 +
(52)
(53)
where:
1
( 1 )
( 1 )
=
+
( 1 ) ( 1 ) ( 1 )
(53)
II.5.1. AR model :
= 1 1 2 2 . +
(54)
linear regression
= 1 2 .
= 1 2 .
(55)
linear regression
where:
= 1 . 1
II.5.3. ARMAX model :
= 1 2 . 1
= 1 1 . + 1 1 . + + + 1 1 +
(56)
where:
= 1 2 . 1 1
and
where
= 1 . 1 1 ()
= ()
= 1 . 1
II.5.5. Exercices:
= 1 1
(57)
- "Hold" treatment
- Conversion A D
- Conversion D A
Conclusion
HBOZ(s)
"transparent "
G(s)
"transparent "
1 = () = 1 1
()
(58)
examples
1st order:
=
1 +
=
(1 + )
1 ( + 1 )
=
(1 1 )(1 1 )
with:
= (1 / )
= (1 / ) / )
= /