Visual and Auditory Systems Tutorial 11 The Technion - Israel Institute of Technology Electrical engineering faculty Tutorial 11 – Signals Representation Questions: 1D signals are represented using the following functions x : 1 f mn x g x mD cos nWx , 0 n ; m 2 f mn x g x mD cos nWx 0 , 1 n ; m For integers m,n. g x is a window function, as seen in figure 1: WD 2 ; 0 3 2 The representation coefficients a1mn , amn are complex numbers. 1 2 a. Show that the group f mn , f mn , which includes all the functions f mn1 , f mn2 is not orthogonal. Find its biorthogonal group. Directions: Assume the biorthogonal functions are also of the form: mn h x mD cos nWx . 1 2 b. Represent the following signals using the functions f mn , f mn : 1 x cos Wx 1 2 x 0 3 D 2 else x 1 2 , f mn c. Find an approximation for the following signal using the functions f mn , for n 0,1 : cos Wx 3 x 0 0 x D 2 else d. Compare the representation error of 3 x represented by f 011 alone, to the representation error of 3 x represented by f 011 and f 021 . Which representation is better? The approximation error between signals u and v is defined by: E u x v x 2 dx 1 Visual and Auditory Systems Tutorial 11 The Technion - Israel Institute of Technology Electrical engineering faculty Solutions a. Cosines in different frequencies are orthogonal, as are non-overlapping shifted windows. The only problem "spoiling" the orthogonality is 0 . f 1 mn x, f x 2 mn g x mD cos n x cos n x dx 2 0 m 12 D m 12 1 1 cos 2n x 0 cos 0 dx D cos 0 2 2 D Therefore the group is not orthogonal: 1 D 1 f mn , f mn2 D cos 0 0 2 4 Finding the bi-orthogonal group: According to the directions, we shall choose a group of the form: i mn x Ki g x mD cos nWx i In order to receive biorthogonaloity the following requirement must be fulfilled: i f mn , klj ij mk nl For m k , there won't be an overlap between the windows g ; therefore the inner product must be zero: i m k f mn , knj 0 For n 1 : 1 1 f mn , ml g x mD cos n x cos l x dx 2 1 m 12 D m 12 1 cos n l x 1 cos n l x 1 dx 0 2 D f mn2 , ml2 g x mD cos n x cos l x dx 2 0 2 m 12 D m 12 1 cos n l x 0 2 cos n l x 0 2 dx 0 2 D 2 Visual and Auditory Systems Tutorial 11 The Technion - Israel Institute of Technology Electrical engineering faculty For i j : f , 1 mn 2 mn g x mD cos n x cos n x dx 60 2 2 m 12 D m 12 1 D cos 2n x 2 cos 2 dx cos 2 2 2 D 1 f mn2 , mn g x mD cos n x cos n x dx 2 0 1 m 12 D m 12 1 D cos 2n x 0 1 cos 0 1 dx cos 1 0 2 2 D In order for the biorthogonaloity requirement to be fulfilled, we shall demand for both integrals to be equal to zero, so the result is: f , 1 mn 1 mn 1 K1 m 12 D m 12 1 cos 2n x 0 cos 0 dx 2 2 2 D n0 K1 D cos 2 0 1 K D cos n0 0 2 1 2 2 n0 3D K1 4 n0 3D 4 2 f mn2 , mn 1 K2 3D b. 1 x cos x a 1 a1mn 0 2 amn 0 1 m1 g x mD cos x f x 1 m1 m mn m n 1 m, n 2 x can be separated to a sum of 3 windows: 1 2 x 0 3 D 1 1 1 2 g x g x D g x D f 00 x f10 x f 10 x else x 1 1 a00 a10 a110 1 a1mn 0 m, n 00,10, 10 2 m, n amn 0 3 Visual and Auditory Systems Tutorial 11 The Technion - Israel Institute of Technology Electrical engineering faculty c. cos Wx 3 x 0 0 x D 2 else For m 0 all the other windows do not overlap, therefore a1mn 0 . D a 3 x , 1 00 1 00 2 3D g x cos x cos 2 4 3D g x cos x cos x a 3 x , 2 01 4 3D 2 0 0 D 2 01 0 0 D 1 1 a01 3 x , 01 dx 0 2 2 dx 12 g x cos x cos x 2 dx 0 2 0 1 1 f 01 2 1 d. Calculating a02 : 3 x D a 3 x , 1 02 2 02 4 3D g x cos x cos 2 x 2 0 1 In section c we received a01 E f D 1 01 2 D 2 2 2 dx 0 1 1 1 , therefore: 3 x f 011 f 021 . 2 2 4 D 0 1 1 3 x f 011 dx cos 2 x dx 2 4 D 2 cos x cos 2 x E f , f dx 2 4 D 2 2 0 1 01 0 1 02 D 2 0 2 1 D 4 cos x dx 8 2 0 cos x cos 2 x dx 2 4 2 D 1 1 D 5 D 8 4 16 2 32 Meaning the representation error is bigger in the second representation! Note that contrary to a representation using an orthogonal basis, where adding members necessarily reduces the error, in a representation using a biorthogonal basis adding members not necessarily reduces the error! 4 Visual and Auditory Systems Tutorial 11 The Technion - Israel Institute of Technology Electrical engineering faculty Appendix A – Biorthogonal Spaces Inner product V is a vector space. A function on 2 vectors V u, v shall be called an inner product if the following requirements are fulfilled: 1. u1 u2 , v u1 , v u2 , v 2. cu, v c u, v (c is const ) 3. u , v v, u 4. u, u 0 5. u, u 0 u 0 * Norm An operation that fulfills the next requirements is a norm: 1. u 0 u 0u 0 2. cu c u 3. uv u v Metric - distance function d u, v is called a metric if the following requirements are fulfilled: 1. d u, v d v, u 2. d u, v d u, s d s, v 3. d u, v 0 4. d u, v 0 u v Sequences fn is a sequence, V f n . The sequence f n converges to the limit V f if and only if for every 0 there is an N, so that for every n N : d fn , f lim d f n , f 0 n Cauchy sequence A sequence f n is called a Cauchy sequence if for every 0 there is an N, so that for every m, n N d f n , f . Every convergent sequence is a Cauchy sequence, but not vice versa. 5 Visual and Auditory Systems Tutorial 11 The Technion - Israel Institute of Technology Electrical engineering faculty Hilbert space An inner product space in which every Cauchy sequence is convergent. Orthogonality V is an inner product space. V x, y . x,y are orthogonal if and only if x, y 0 . A sequence n is orthogonal if for every m n , m , n 0 . If also n , n 1 the sequence is called orthonormal . Complete sequence A sequence n is complete if only the member 0 is orthogonal to all the other members. Basis V is an n-dimensional vector space. If there are linearly independent vectors e1 , e2 ,..., en that span the whole space V, they are said to be a basis for V. n For every v V we can write: v ai ei . i 1 Theorem 1. A complete orthogonal sequence is a basis in its space. 2. In every Hilbert space there is a complete orthogonal sequence. Representation of a member f by an orthonormal sequence A sequence n is a complete orthonormal sequence. Every member f can be represented by: f ann . n The representation coefficients are: an f , n . Biorthonormality Two sequences n , n are called biorthonormal if and only if n , n mn . Theorem If n is a basis to H (a Hilbert space), it has a single biorthonormal sequence n and it is a basis. Conclusion: Every f H can be represented using the representation coefficients an of the basis n , according to f ann , where an n , f . n 6 Visual and Auditory Systems Tutorial 11 The Technion - Israel Institute of Technology Electrical engineering faculty Appendix B – The Uncertainty Principle f x is a function that satisfies f x dx . 2 The Fourier transform is F f x e j x dx . x f x Consider dx 0 (meaning the function is centered on zero) 2 We shall define the effective width of the function in the space and frequency domain as its second normalized momentum in each of the following axis: x 2 x f x dx 2 2 f x 2 dx 2 1 x 2 f x dx E 2 2 F d 2 F 2 d 1 2 E 2 F d 2 Prove: 0 the expression x For every f x which satisfies x f x x 1 is true. 2 Proof: For the sake of simplicity we shall assume that f x is real and normalized, meaning E f x 2 dx 1 . Cauchy–Schwarz inequality: u, v v u . In the L2 a, b space: 2 u x v x dx Substitution: u x xf x , v x u x df x . dx 2 dx v x dx 2 df x df x dx x 2 f 2 x dx Therefore: xf x dx dx dx Starting with the left section: df x 1 2 1 2 1 1 xf x dx xf x E dx integration by parts 2 2 f x dx lim x0f x 0 2 E 1 normalized 2 2 2 7 Visual and Auditory Systems Tutorial 11 The Technion - Israel Institute of Technology Electrical engineering faculty Right section: df Using the fact that F j F , and according to Parseval's theorem: dx df x 1 dx dx 2 2 df x 1 F d 2 dx 2 2 F d 2 2 Placing these results in the inequality : 2 2 2 1 x 2 1 x 2 This inequality is also called the "uncertainty principle" because of the analogy to the Heisenberg uncertainty principle from quantum mechanics. 8