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Welcome to module 2 of Digital Signal
Processing.

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In this module, we are going to see the
basics of Digital Signal Processing and

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we'll start by considering discrete time
signals and

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operators of discrete time signals in
module 2.1.

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In module 2.2, we are going to consider
complex exponentials.

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These are the most elementary and
fundamental discrete time signals.

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Finally,

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in module 2.3, we are going to take

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building blocks, elementary ones from
signal processing to see

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some elementary operations on signals,
like moving averages

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and recursive filters, and finally build a
simple synthesizer.

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Let's now get started and see what
discrete time signals really are.

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[BLANK_AUDIO]

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Module 2.1, Discrete-time signals.
The Overview is the following.

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We will definie discrete-time signals to
know what we are

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talking about here as a main component in
the class.

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We are going to look at different types of
signals, give examples.

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And then go onto operators, which are
elementary blocks,

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building blocks for more complex systems
that will be

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used in the discrete-time signal
processing.

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And finally finish with two concepts which
will come also over and over in

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the class which is the energy of a signal
and the power of a signal.

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What is the earliest discreet time signals
we can think of?

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Well, probably the earliest one that has
been recorded are the floods of the Nile.

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So the Nile of course is extremely
important in the agriculture of Egypt and

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so from very early on, people recorded how
high the Nile would come in

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any given year, and this representation
has been caught here on this beautiful

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historical record that is about 4 and a
half thousand

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years old, and these are representation of
the flood data.

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Unfortunately, we don't have digital
version of this data,

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so we can really do signal processing on
this.

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Maybe somebody wants to pick up a

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research project and actually, do this
transformation.

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In the meantime, we have access to more
recent data.

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So this is an example of the, flood in the
Nile in cubic meters per second.

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Yearly measurements over the last 100
years or so.

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you can see the representation is these
lollipop diagrams.

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So as a lollipop is, at any given year, we
represent one data point.

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So we have here,

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almost a bit more than 100.
It's a very busy signal, but overall, even

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if you just look at it approximately, you
can sort of see there is a trend, okay?

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And the trend is not a good one, means
there is less and less water in the Nile.

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The second example of, signal is daily
temperature.

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It's probably your first scientific
experiment.

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Every day, at 8 am, you look at the
temperature outside.

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You do this every day for a year, for a
couple of years and so on.

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And you record something that could also
be

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a lollipop diagram, like in the previous
slide.

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Except there are so many points here, that
we decided to actually join them.

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So it

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looks almost as a continuous time function
even though

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it's one measurement every day, or a few
thousand days.

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Now, when you look at this, you, of

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course, immediately see that there are
seasons happening.

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So the temperature here in Centigrades,
you know, goes up and down

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on a, with a yearly variation, and this we
can actually show.

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We can fit the sinusoid, here.
It's a blue curve

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that has been added.
And this is simply the trends that these

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[INAUDIBLE]

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seasonal changing, daily temperature.

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Now, this blue sinusoid is actually one of
the

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things we're going to do here in the
class.

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We're going to take a data set like the
original data set and

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going to fit a sinusoid instead of our
algorithmic methods to actually do this.

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The next signal is, so called solar
activity.

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So as you probably know, the sun has
different intensity due to

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solar spots, and this has been measured
over several hundred years now, and

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we again see this this curve here, which
has a lot of variation.

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It's not seasonal variation.
It's a different variation and

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we shall also analyze this variation later
on in the class.

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Now all the signals so far had to do with
physics.

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Now we can see a man made signal

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that's a world population, from the
beginning of current

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times until now, and you see that it's a

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slowly evolving curve up to the industrial
revolution here.

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This is the industrial revolution, and
then for various reasons which

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are not the topics of this class, there
was a population explosion.

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By now we are close to 8 billion, and

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it's not completely clear what's going to
happen next.

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Another man-made signal is, the value of
the stock market.

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Here, it's the Dow Jones and again it's
something that looks a

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little bit like the world population in
the beginning, so very small.

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Then there is an exponential increase,
then there is the internet bubble,

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and the financial crisis, etc.
Okay, so it's a good question mark.

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What is going to happen next?

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We could claim that thanks to signal
processing,

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we can predict the future of the stock
market.

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But I will be honest, this is a very hard
problem.

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If we knew how to do this, we probably
wouldn't be, teaching free online course.

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We would be do, doing something else for a
living.

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But anyway, it's a typical discrete time
signal.

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You can measure the Dow Jones every day
and record this as we did here.

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Again, it would be a lollipop a stick
diagram.

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But here, we have joined the points
because there

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are so many points over this period of
time.

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So let's be a little bit more formal.
We saw several examples.

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All of these examples where a number per

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day, a number per second, a number per
year.

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in the channel case this number can be a
complex number, so

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for us a digi, discrete-time signal is a
sequence of complex numbers.

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We will look at mostly one dimensional

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signals and the dimension typically is
time.

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The notation, that's very important to
note is that x is the name of the signal,

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then we have a square bracket and finally
we have the index m which is an

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integer.
We typically have two sided

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sequences, so they start from minus
infinity, to,

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let's say x minus 1, x at 0, x at 1, etc
and goes of to

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plus infinity.
And the index is dimension-less.

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So it could be seconds, years, micro
seconds or whatever,

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but we just index it as a dimensionless
integer index.

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The analysis of a signal means we take
periodic measurements.

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This is a topic that we'll study in detail
under the name of sampling.

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So for example, in the case of the Nile,
we took a sample every year.

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In the case of the stock market, every
day.

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And synthesis is when we generate a
sequence of samples.

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We will see this when we talk about the
Karplus-Strong Algorithm later in

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this module, where we indeed generate a

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musical signal by generating discrete time
samples.

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So among the formal signals, or elementary
signals, we will be use in this class.

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We have for example the delta signal.

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So delta signal denoted by delta of n
here, is very simple.

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It's the simplest possible signal.

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It's 0 everywhere except at the origin,
where it's equal to 1.

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Okay.

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Now do such signals exist in reality or is
it a pure mathematical abstraction?

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It is an abstraction.

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Most signals will not be that simple, but
let

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me show you one signal which comes close
to that.

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Let us look at natural device called the
clappers that

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is used in Hollywood studios to
synchronize audio and video.

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Why do they need this?

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Well, sometimes the audio is recorded on
one machine, the video,

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on another machine, and later, you have to
splice them together.

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And so the way it is done is that you use
this clapper.

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You write down what scene is shot by what
director in what movie.

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And what you do is that you have the
clapper that is open.

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You put it in front of the camera then you
close it and that gives a click sound.

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And we see the click sound here at the
bottom.

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And it''s not exactly a d rack.

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It's more complicated.

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But it is really an impulse.

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An impulse of sound when you listen to it
it sounds like a d rack.

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When you look at it in detail it has
oscillations

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because it's a piece of wood that is going
to vibrate.

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But to a first approximation, this is as
close as it gets to a d rack.

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The next simple signal is a so called unit
step.

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It is sequence that is 0 from minus

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infinity till the origin.

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At the origin it flips to 1 and is 1
everywhere after that.

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Okay.
Does such a signal exist in reality?

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A physical implementation would be a
switch

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like this blade switch that we see here.

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We call this the Frankenstein switch, if
you have seen the movie.

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Dr. Frankenstein, at some point, gives
life to the monster.

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So, he flips a switch, a blade switch and

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then some current flows into the monster
that comes alive.

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So, that's a beautiful picture of one of
these blade switches.

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The third, signal that is very typical is
a so called exponential decay sequence.

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So it's a combination of two things.
Okay, it has, a unit step,

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so the signal is 0 before the origin and
then it is positive.

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And that's at point we apply an
exponential here

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with a root a that is smaller than 1.

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Taken to the nth power.

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And so it nicely comes down as an
exponential.

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Okay, if we did not apply the unit step,

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then of course the exponential would grow
up here exponentially,

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and it would be unbounded.

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So that would be, not signal you would
encounter in practice.

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So we see here a signal that has been
specifically engineered that

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it looks actually like a signal that you
would encounter in real life.

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And real life is coffee.
So the way coffee will lose its

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temperature is governed by partial
differential equation, that we see here

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goes actually back to Newton, one of the
greatest scientist of all time.

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So, the law of cooling says that the rate
of cooling is proportional to

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the difference of temperature between the
cup of coffee and the environment, okay.

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And there is a constant c here that

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says how fast actually the temperature
will decay.

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So negative sign means the temperature
will go down when the coffee is warm and

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the environment is cold.

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And the solutions of the differential
equation is

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given here and it has, indeed, an
exponential term.

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There are some practical issues.

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you have only convection at work and there
has to be sufficient conductivity,

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and then you will see a decay, that looks
a little bit like this.

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Okay?

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And here, let's say the ambient
temperature is 0.

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We start with

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the coffee at 100 degrees, boiling water.
And it will start to decay like this.

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And the speed of decay will depend

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how much convection there is, how much
conductivity.

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Okay.

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So this was all to show you a little bit a
sense

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of you have physics at work and you see
signals in real life.

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A discreet time version of these signals

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will be typically sequences we'll be
interested

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in in this class.

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The next character in the play is a
sinusoid.

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So here is the sinusoid indicated as sine
of frequency omega naught

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times n, the index, plus a phase, theta.
Okay.

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In the drawing, we see theta is equal to
0.

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actually, it's not equal to zero.

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I'm sorry.

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theta is equal to pi over 2.

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So, at the origin it's maximum and then we
have the sinusoidal variation.

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Now sinusoidal signals are everywhere.
The heartbeat is an example.

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The whistle on

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the whistle used on a train that we

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will also analyze later is, has sinusoidal
components.

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Waves that are showing up on the shore are
another example of sinusoidal components.

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And, of course, musical instruments,
really leave off, strings

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that have sinusoidal models, something
we'll also study in detail.

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There are really four classes of signals.

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And, each one of them is a natural example

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of a signal and is used in different
cases.

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The first one, the simplest one is, the
finite length signal, then the infinite

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length sequence, periodic signals, and
finite support sequences.

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00:14:15,060 --> 00:14:17,830
Let's look at each of them in a little bit
more detail.

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So finite length signal can be either
written in the sequence notations.

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So the sequence notation we have seen
before x of square bracket n.

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But n is only going from 0 to n minus 1.

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So it's a length's capital n signal.

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The vector notation puts this into a
vector, and in this class vectors are

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column vectors, so we have the entry of
the vectors at x0, x1 up

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to xn minus 1, a transpose to get a column
vector.

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Finite length signals or vectors are very
useful, for

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example, in numerical packages like Matlab
and so on.

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Infinite length signals.

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We again have the sequence notations that
we had seen before.

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And the index and n now is from the
integer

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set, meaning from minus infinity to plus
infinity.

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This is very good for abstraction, for
theorems, for analysis, using

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Furey analysis, for example, z transforms,
that we will see later.

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But, of course, in real life, and
fortunately,

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00:15:26,550 --> 00:15:30,330
nothing lives from minus infinity to plus
infinity.

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00:15:30,330 --> 00:15:32,960
That depends a little bit on your beliefs,
but

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00:15:32,960 --> 00:15:35,310
if you believe in big bang, then it
started at

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00:15:35,310 --> 00:15:36,720
some point.

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00:15:36,720 --> 00:15:42,360
And if you are not certain about
reincarnation, it will stop at some point.

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00:15:42,360 --> 00:15:45,910
So the sequence notation is really a
mathematical abstraction.

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00:15:48,340 --> 00:15:51,940
Periodic signals we told earlier about
sinusoids.

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00:15:51,940 --> 00:15:56,150
So periodic sequences do exist also in
real life.

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00:15:56,150 --> 00:16:00,590
They are denoted by x tilde, okay.

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00:16:00,590 --> 00:16:06,700
So the notation here tilde means there is
a periodicity and it means that x

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00:16:06,700 --> 00:16:13,740
n is equal to x n plus k times the period.
So, capital N, is the period,

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00:16:13,740 --> 00:16:16,260
k is an integer, it means how many periods

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00:16:16,260 --> 00:16:19,330
we shift and n is the usual index for
time.

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00:16:21,330 --> 00:16:25,620
So, one of these periods of lengths n has
all the information needed.

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00:16:25,620 --> 00:16:28,210
The rest is just a repetition.

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Okay.

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00:16:29,050 --> 00:16:31,070
And very often, periodic signals are a

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00:16:31,070 --> 00:16:34,660
bridge between finite and infinite length
signals because

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00:16:34,660 --> 00:16:39,180
you start with a, with a finite-length
signal and maybe you let the period go

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00:16:39,180 --> 00:16:41,890
to infinity, or you take a periodic signal
and you

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00:16:41,890 --> 00:16:45,870
let the N, the length of the period, go to
infinity.

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00:16:47,740 --> 00:16:54,720
A finite-support sequence is defined by x
over bar, given here and

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00:16:54,720 --> 00:17:01,950
it's a sequence x n that is only different
from 0 for n between 0 and N minus 1.

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It is 0 otherwise, and it has the same

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information as a finite-lengths signal of
lengths N, and it

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00:17:08,560 --> 00:17:12,760
is another possible bridge between finite
and infinite length signals.

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00:17:16,510 --> 00:17:20,770
Now that we have seen elementary signals,
let's talk a little bit about operators.

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So if we have a sequence, we can

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00:17:25,010 --> 00:17:29,820
scale the sequence by multiplying it with
scalar alpha.

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00:17:29,820 --> 00:17:30,040
Okay.

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00:17:30,040 --> 00:17:33,900
So the natural thing is you have a
sequence like this.

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00:17:33,900 --> 00:17:37,390
You multiply it by 2.
It's going to look the same.

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00:17:37,390 --> 00:17:40,670
It's simply going to have amplitudes twice
as large.

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00:17:41,820 --> 00:17:46,630
The sum of two signals is obvious.
Take two sequences and the result will be

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00:17:46,630 --> 00:17:51,760
the sum of the two.
The product of two sequences, same story,

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00:17:51,760 --> 00:17:57,300
you take two elementary sequences x n and
z n, you multiply them term by term.

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00:17:58,370 --> 00:18:03,760
And last but not least, very important,
the shift by k.

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Or the delay by k.

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00:18:05,430 --> 00:18:08,060
So k is a positive integer.

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00:18:08,060 --> 00:18:13,180
So when we write y n is equal to y n minus
k.

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Then y n is a delayed version here of the
sequence x mainly by k terms.

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00:18:19,180 --> 00:18:23,150
Right, and to look at this in detail, it's
sometimes a little bit confusing,

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00:18:23,150 --> 00:18:28,650
but if you want to think about it very
quickly, is that y of 0.

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00:18:28,650 --> 00:18:33,170
So the output sequence at 0 is equal to x
of

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00:18:33,170 --> 00:18:38,070
0 minus k, so x of minus k.
This is in the past so it

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00:18:38,070 --> 00:18:43,200
is a single x from index minus k.

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00:18:49,290 --> 00:18:52,160
Let's look specifically at these shifts on

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00:18:54,210 --> 00:18:56,860
the various types of sequences we have
seen.

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00:18:56,860 --> 00:19:03,465
So the shift of finite-lengths sequence.

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00:19:03,465 --> 00:19:08,750
Well, we have on the left side the
original sequence which is the

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00:19:08,750 --> 00:19:13,900
decaying set here, of samples, and we are
going to

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00:19:13,900 --> 00:19:19,510
shift it by extending this sequence with
0's left and right.

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00:19:19,510 --> 00:19:19,650
Okay.

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00:19:19,650 --> 00:19:23,392
So this, the only thing we did is that we
added 0's

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00:19:23,392 --> 00:19:27,950
before the 7 as the eight samples and
after the eight samples.

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00:19:29,130 --> 00:19:30,650
And if we shift it.

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00:19:31,920 --> 00:19:36,510
Well, we delayed by 1, so it has shifted
right.

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00:19:36,510 --> 00:19:39,130
And what has happened is that 0 showed up

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00:19:39,130 --> 00:19:43,580
here and the x7 fell off on the right
side.

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00:19:43,580 --> 00:19:44,890
We see this here

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00:19:44,890 --> 00:19:50,160
at the bottom, that we can follow what
happens as we shift further and further.

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00:19:50,160 --> 00:19:51,670
Okay, shift by 2.

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00:19:52,790 --> 00:19:54,880
Again it is delayed by 2.

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00:19:54,880 --> 00:19:59,720
So we have two 0's at the beginning and
two samples that fall off.

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00:19:59,720 --> 00:20:03,580
And we see the result at the bottom right
side.

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00:20:03,580 --> 00:20:09,120
And shift by 3, shift by 4 and you see the
idea.

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00:20:11,070 --> 00:20:14,490
We can also have a model of the world
where the signal

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00:20:14,490 --> 00:20:19,250
is periodically extended and then the
shift operator will have another effect.

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00:20:19,250 --> 00:20:20,660
Let's look at this.

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00:20:20,660 --> 00:20:24,926
So we start with the sequence eight
samples from x0 to x7.

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00:20:24,926 --> 00:20:30,270
We extend it periodically.
Okay, so here we have a second

305
00:20:30,270 --> 00:20:35,470
period, here we have the previous period.
And now when we shift,

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00:20:36,490 --> 00:20:41,524
what will happen is that, we have a shift
pile to the right okay?

307
00:20:41,524 --> 00:20:43,520
x tilde n minus one.

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00:20:43,520 --> 00:20:50,750
So, x7 enters on the left side, and x7
leaves at the right side, okay.

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00:20:50,750 --> 00:20:56,964
So, the new signal, given here at the
bottom right, has x7 entering

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00:20:56,964 --> 00:21:01,610
here, and having left on the other side.
Now this of course

311
00:21:01,610 --> 00:21:04,600
is the same as doing a circular shift,
okay.

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00:21:04,600 --> 00:21:06,550
Let's do a few more.

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00:21:06,550 --> 00:21:10,850
So x tilde n minus 2, we have now

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00:21:10,850 --> 00:21:14,220
two new samples entering and two that fell
off there.

315
00:21:14,220 --> 00:21:16,920
And at the bottom right, we see the
picture again.

316
00:21:19,830 --> 00:21:23,050
X tilde n minus 3, same story.

317
00:21:23,050 --> 00:21:28,870
X tilde n minus 4, one more step and you
start to see what is happening here.

318
00:21:33,770 --> 00:21:38,120
We have now seen the shift operator, which
is one of the most fundamental

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00:21:38,120 --> 00:21:43,110
ones we are going to use over and over
again, and study in great detail.

320
00:21:43,110 --> 00:21:47,350
Let's talk about two conceptual
characteristics of signals.

321
00:21:47,350 --> 00:21:50,470
The first one is something we call the
energy.

322
00:21:50,470 --> 00:21:54,040
The energy is a sum of squares, of the
samples.

323
00:21:54,040 --> 00:21:56,560
Okay.
It is given in the formula here.

324
00:21:56,560 --> 00:21:58,980
So you take a sequence.
You take the absolute

325
00:21:58,980 --> 00:22:00,960
value of the samples.
You square it.

326
00:22:00,960 --> 00:22:03,640
And you sum from minus infinity to plus
infinity.

327
00:22:05,480 --> 00:22:07,370
This may or may not be finite.

328
00:22:07,370 --> 00:22:12,710
If you take a sinsusoid it's, signals that
starts at minus infinity, goes to plus

329
00:22:12,710 --> 00:22:17,960
infinity, has amplitudes that vary, let's
say between minus 1 and 1.

330
00:22:17,960 --> 00:22:20,220
And of course if you square it and you sum

331
00:22:20,220 --> 00:22:24,790
from minus infinity to plus infinity, It
will blow up, okay.

332
00:22:24,790 --> 00:22:29,300
So, a notion that can still be defined
even for such

333
00:22:29,300 --> 00:22:33,750
signals that might have infinite, energy
is a notion of power.

334
00:22:33,750 --> 00:22:37,870
The notion of power is that, you look at
the energy over

335
00:22:37,870 --> 00:22:43,270
a window, the window is of size, 2 n plus
1, right?

336
00:22:43,270 --> 00:22:48,030
Because we sum from minus n here to plus
n, the sum of squares.

337
00:22:48,030 --> 00:22:50,070
But we normalize this by

338
00:22:50,070 --> 00:22:55,420
the length of the window.
So we put the 1 over 2 n plus 1, and

339
00:22:55,420 --> 00:23:00,909
this is the power, because it's like the
instantaneous energy for the sequence.

340
00:23:04,760 --> 00:23:06,570
So for periodic signals as I have all

341
00:23:06,570 --> 00:23:09,580
ready alluded to, the energy will be
infinite.

342
00:23:10,680 --> 00:23:14,640
And the power is simply the energy of

343
00:23:14,640 --> 00:23:17,130
one period divided by the length of the
period.

344
00:23:17,130 --> 00:23:19,310
So this is given down here.

345
00:23:19,310 --> 00:23:21,380
So, this part is the energy.

346
00:23:21,380 --> 00:23:24,290
1 over gives the power, and this typically
will

347
00:23:24,290 --> 00:23:28,240
be actually finite, even when this guy is
infinite.

348
00:23:30,500 --> 00:23:35,974
End of module 2.1

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00:23:35,974 --> 00:23:38,249
[SOUND].

