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AnalogyBetweenVectorsandSignals
Thereisaperfectanalogybetweenvectorsandsignals.
Vector
Avectorcontainsmagnitudeanddirection.Thenameofthevectorisdenotedbyboldface
typeandtheirmagnitudeisdenotedbylightfacetype.
Example:VisavectorwithmagnitudeV.ConsidertwovectorsV1andV2asshowninthe
followingdiagram.LetthecomponentofV1alongwithV2isgivenbyC12V2.Thecomponent
ofavectorV1alongwiththevectorV2canobtainedbytakingaperpendicularfromtheend
ofV1tothevectorV2asshownindiagram:
ThevectorV1canbeexpressedintermsofvectorV2
V1=C12V2+Ve
WhereVeistheerrorvector.
ButthisisnottheonlywayofexpressingvectorV1intermsofV2.Thealternatepossibilities
are:
V1=C1V2+Ve1
V2=C2V2+Ve2
The
error
minimum
component
signal
for
is
large
value.
If
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Dot
Product
of
Two
Vectors
V1.V2=V1.V2cos
= Angle between V1
andV2
V1.V2=V2.V1
ThecomponentsofV1alognV2=V1Cos=
V 1.V 2
V2
Fromthediagram,componentsofV1alognV2=C12V2
V1 . V2
V2 = C 1 2 V2
C 12 =
V1 . V2
V2
Signal
Theconceptoforthogonalitycanbeappliedtosignals.Letusconsidertwosignalsf1(t)and
f2(t).Similartovectors,youcanapproximatef1(t)intermsoff2(t)as
f1(t)=C12f2(t)+fe(t)for(t1<t<t2)
fe(t)=f1(t)C12f2(t)
Onepossiblewayofminimizingtheerrorisintegratingovertheintervalt1tot2.
t2
t2 t1
t2
t2 t1
[fe (t)]dt
t1
However, this step also does not reduce the error to appreciable extent. This can be
correctedbytakingthesquareoferrorfunction.
=
1
t 2 t 1
1
t 2 t 1
t2
t1
t2
t1
[fe (t)] dt
[fe (t) C 12 f2 ] dt
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Where is the mean square value of error signal. The value of C12 which minimizes the
error,youneedtocalculate
dC 12
t 2 t 1
t 2 t 1
t2
t1
t2
t1
d
dC 12
d
dC 12
= 0
(t)
d
dC 12
d
dC 12
(t)C
2
12
]dt = 0
DerivativeofthetermswhichdonothaveC12termarezero.
t2
t1
IfC 12
t
2
f 1 (t)f 2 (t)dt
t
1
t
2
t
1
t2
t1
[f
(t)]dt = 0
componentiszero,thentwosignalsaresaidtobeorthogonal.
f 2 (t)dt
PutC12=0togetconditionfororthogonality.
0=
t
2
f 1 (t)f 2 (t)dt
t
1
t
2
t
1
f 2 (t)dt
t2
f1 (t)f2 (t)dt = 0
t1
OrthogonalVectorSpace
Acompletesetoforthogonalvectorsisreferredtoasorthogonalvectorspace.Considera
threedimensionalvectorspaceasshownbelow:
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VX . VX = VY . VY = VZ . VZ = 1
VX . VY = VY . VZ = VZ . VX = 0
Youcanwriteaboveconditionsas
Va . Vb = {
a = b
a b
ThevectorAcanberepresentedintermsofitscomponentsandunitvectorsas
A = X 1 VX + Y1 VY + Z1 VZ . . . . . . . . . . . . . . . . (1)
Anyvectorsinthisthreedimensionalspacecanberepresentedintermsofthesethreeunit
vectorsonly.
Ifyouconsiderndimensionalspace,thenanyvectorAinthatspacecanberepresentedas
A = X 1 VX + Y1 VY + Z1 VZ +. . . +N1 VN . . . . . (2)
AsthemagnitudeofunitvectorsisunityforanyvectorA
ThecomponentofAalongxaxis=A.VX
ThecomponentofAalongYaxis=A.VY
ThecomponentofAalongZaxis=A.VZ
Similarly,forndimensionalspace,thecomponentofAalongsomeGaxis
= A. V G. . . . . . . . . . . . . . . (3)
Substituteequation2inequation3.
C G = (X 1 VX + Y1 VY + Z1 VZ +. . . +G1 VG . . . +N1 VN )VG
= X 1 VX VG + Y1 VY VG + Z1 VZ VG +. . . +G1 VG VG . . . +N1 VN VG
= G1
sinceVG VG = 1
I f VG VG 1 i.e.VG VG = k
AVG = G1 VG VG = G1 K
G1 =
(AV G )
K
OrthogonalSignalSpace
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Letusconsiderasetofnmutuallyorthogonalfunctionsx1(t),x2(t)...xn(t)overtheinterval
t1tot2.Asthesefunctionsareorthogonaltoeachother,anytwosignalsxj(t),xk(t)haveto
satisfytheorthogonalitycondition.i.e.
t2
t2
2
Let
x (t)dt = kk
k
t1
Letafunctionf(t),itcanbeapproximatedwiththisorthogonalsignalspacebyaddingthe
componentsalongmutuallyorthogonalsignalsi.e.
f (t) = C 1 x1 (t) + C 2 x2 (t)+. . . +C n xn (t) + fe (t)
n
r=1
C r xr (t)
f (t) = f (t)
Meansqaureerror
n
r=1
C r xr (t)
t 2 t 2
t2
t1
[fe (t)] dt
n
t2
=
t2 t2
[f [t] C r xr (t)] dt
t1
r=1
Thecomponentwhichminimizesthemeansquareerrorcanbefoundby
d
=
dC 1
Letusconsider
d
dC k
=. . . =
dC 2
= 0
dC k
= 0
t2
[
dC k
t2 t1
[f (t)
n
r=1
C r xr (t)] dt] = 0
t1
AlltermsthatdonotcontainCkiszero.i.e.insummation,r=ktermremainsandallother
termsarezero.
t2
t2
2
2f (t)xk (t)dt + 2C k
t1
[x (t)]dt = 0
k
t1
Ck =
t2
t1
f (t)xk (t)dt
int
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t2
t1
x (t)dt
k
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t2
f (t)xk (t)dt = C k Kk
t1
MeanSquareError
Theaverageofsquareoferrorfunctionfe(t)iscalledasmeansquareerror.Itisdenotedby
(epsilon).
.
=
1
t 2 t 1
1
t 2 t 1
1
t 2 t 1
t2
[fe (t)] dt
t1
t2
t1
[fe (t)
t2
t1
t 2 t 1
1
t 2 t 1
t2
t1
t2
t1
1
t 2 t 1
[f
[f
t2
t1
C r xr (t)] dt
t2
r=1
[fe (t)]dt +
YouknowthatC r2 t
=
n
r=1
xr (t)dt 2
t2
(t)]dt
t2
t1
xr (t)dt = C r
(t)]dt +
[f
Cr
r=1
r=1
Cr
t2
t1
xr (t)f (t)dt
xr (t)f (d)dt = C r Kr
r=1
t1
C r Kr 2
n
r=1
C r Kr ]
C r Kr ]
(t)]dt + (C
2
1
K1 + C
2
2
K2 +. . . +C n Kn )]
Theaboveequationisusedtoevaluatethemeansquareerror.
ClosedandCompleteSetofOrthogonalFunctions
Letusconsiderasetofnmutuallyorthogonalfunctionsx1(t),x2(t)...xn(t)overtheinterval
t1tot2.Thisiscalledasclosedandcompletesetwhenthereexistnofunctionf(t)satisfying
t2
theconditiont
f (t)xk (t)dt = 0
t2
Ifthisfunctionissatisfyingtheequationt
tobeorthogonaltoeachandeveryfunctionoforthogonalset.Thissetisincompletewithout
f(t).Itbecomesclosedandcompletesetwhenf(t)isincluded.
f(t)canbeapproximatedwiththisorthogonalsetbyaddingthecomponentsalongmutually
orthogonalsignalsi.e.
f (t) = C 1 x1 (t) + C 2 x2 (t)+. . . +C n xn (t) + fe (t)
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OrthogonalityinComplexFunctions
Iff1(t)andf2(t)aretwocomplexfunctions,thenf1(t)canbeexpressedintermsoff2(t)as
..withnegligibleerror
f1 (t) = C 12 f2 (t)
WhereC 12
t
2
f 1 (t)f 2 (t)dt
t
1
t
2
t
1
|f 2 (t)| dt
t2
t1
f1 (t)f
t2
t1
(t)dt
= 0
|f2 (t)| dt
t2
f1 (t)f
(dt) = 0
t1
Theaboveequationrepresentsorthogonalityconditionincomplexfunctions.
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