Knowledge (XXG)

Discrete time and continuous time

Source đź“ť

73:. Thus a non-time variable jumps from one value to another as time moves from one time period to the next. This view of time corresponds to a digital clock that gives a fixed reading of 10:37 for a while, and then jumps to a new fixed reading of 10:38, etc. In this framework, each variable of interest is measured once at each time period. The number of measurements between any two time periods is finite. Measurements are typically made at sequential 58: 1403:
of the same length as every other time period, and the measured variable is plotted as a height that stays constant throughout the region of the time period. In this graphical technique, the graph appears as a sequence of horizontal steps. Alternatively, each time period can be viewed as a detached
216:) will have some value at every instant of time. The electrical signals derived in proportion with the physical quantities such as temperature, pressure, sound etc. are generally continuous signals. Other examples of continuous signals are sine wave, cosine wave, triangular wave etc. 708:
Moreover, when a researcher attempts to develop a theory to explain what is observed in discrete time, often the theory itself is expressed in discrete time in order to facilitate the development of a time series or regression model.
219:
The signal is defined over a domain, which may or may not be finite, and there is a functional mapping from the domain to the value of the signal. The continuity of the time variable, in connection with the law of density of
68:
views values of variables as occurring at distinct, separate "points in time", or equivalently as being unchanged throughout each non-zero region of time ("time period")—that is, time is viewed as a
659:
actually occurs continuously, there being no moment when the economy is totally in a pause, it is only possible to measure economic activity discretely. For this reason, published data on, for example,
1404:
point in time, usually at an integer value on the horizontal axis, and the measured variable is plotted as a height above that time-axis point. In this technique, the graph appears as a set of dots.
1338: 1202: 290: 480: 836: 371: 1099: 1014: 929: 1451: 1365: 1225: 612: 582: 515: 406: 636:
Continuous signal may also be defined over an independent variable other than time. Another very common independent variable is space and is particularly useful in
546: 888: 1385: 1245: 551:
In many disciplines, the convention is that a continuous signal must always have a finite value, which makes more sense in the case of physical signals.
103:
from a continuous-time signal. When a discrete-time signal is obtained by sampling a sequence at uniformly spaced times, it has an associated
1456: 99:
Unlike a continuous-time signal, a discrete-time signal is not a function of a continuous argument; however, it may have been obtained by
554:
For some purposes, infinite singularities are acceptable as long as the signal is integrable over any finite interval (for example, the
1508: 679:
methods in which variables are indexed with a subscript indicating the time period in which the observation occurred. For example,
630: 213: 1273: 1121: 671:
When one attempts to empirically explain such variables in terms of other variables and/or their own prior values, one uses
233: 626: 119: 100: 170: 418: 1543: 125:
By observing an inherently discrete-time process, such as the weekly peak value of a particular economic indicator.
622: 724:
an exact description requires the use of continuous time. In a continuous time context, the value of a variable
1538: 150:, or depending on the context, over some subset of it such as the non-negative reals. Thus time is viewed as a 1411:, since the domain of time is considered to be the entire real axis or at least some connected portion of it. 767: 301: 1023: 938: 1248: 661: 174: 46: 655:
are involved, because normally it is only possible to measure variables sequentially. For example, while
1260: 110:
Discrete-time signals may have several origins, but can usually be classified into one of two groups:
713: 618: 1461: 1408: 754: 676: 190: 151: 893: 1504: 1436: 1426: 1350: 717: 656: 70: 31: 1210: 1344: 637: 587: 557: 485: 376: 147: 524: 412:
The value of a finite (or infinite) duration signal may or may not be finite. For example,
1441: 1400: 1227:
is the positive speed-of-adjustment parameter which is less than or equal to 1, and where
186: 178: 1267:
in response to non-zero excess demand for a product can be modeled in continuous time as
867: 1446: 1370: 1230: 202: 1532: 1396: 1112: 665: 209: 208:
A signal of continuous amplitude and time is known as a continuous-time signal or an
198: 194: 139: 115: 104: 1431: 857: 758: 221: 1367:
is the speed-of-adjustment parameter which can be any positive finite number, and
672: 652: 182: 89: 1347:
of the price with respect to time (that is, the rate of change of the price),
17: 846: 649: 57: 1490:"Digital Signal Processing: Instant access", Butterworth-Heinemann - page 8 224:, means that the signal value can be found at any arbitrary point in time. 146:
number of other points in time. The variable "time" ranges over the entire
1421: 166: 143: 93: 853:
is a variable in the range from 0 to 1 inclusive whose value in period
721: 74: 1407:
The values of a variable measured in continuous time are plotted as a
689: 1105: 142:
short amount of time. Between any two points in time there are an
56: 757:, also known as recurrence relations. An example, known as the 705:
to the value of income observed in the third time period, etc.
521:
is a finite duration signal but it takes an infinite value for
295:
A finite duration counterpart of the above signal could be:
30:"Discrete signal" redirects here. Not to be confused with 1395:
A variable measured in discrete time can be plotted as a
138:
views variables as having a particular value only for an
1481:"Digital Signal Processing", Prentice Hall - pages 11–12 1333:{\displaystyle {\frac {dP}{dt}}=\lambda \cdot f(P,...)} 1197:{\displaystyle P_{t+1}=P_{t}+\delta \cdot f(P_{t},...)} 27:
Frameworks for modeling variables that evolve over time
1399:, in which each time period is given a region on the 1373: 1353: 1276: 1233: 1213: 1124: 1026: 941: 896: 870: 770: 590: 560: 527: 488: 421: 379: 304: 236: 227:
A typical example of an infinite duration signal is:
118:
at constant or variable rate. This process is called
285:{\displaystyle f(t)=\sin(t),\quad t\in \mathbb {R} } 712:On the other hand, it is often more mathematically 1379: 1359: 1332: 1239: 1219: 1196: 1093: 1008: 923: 882: 830: 606: 576: 540: 509: 474: 400: 365: 284: 720:in continuous time, and often in areas such as 475:{\displaystyle f(t)={\frac {1}{t}},\quad t\in } 728:at an unspecified point in time is denoted as 8: 45:are two alternative frameworks within which 1104:Another example models the adjustment of a 736:) or, when the meaning is clear, simply as 617:Any analog signal is continuous by nature. 173:) whose domain, which is often time, is a 584:signal is not integrable at infinity, but 1372: 1352: 1277: 1275: 1263:. For example, the adjustment of a price 1232: 1212: 1173: 1148: 1129: 1123: 1083: 1066: 1049: 1031: 1025: 998: 981: 964: 946: 940: 913: 901: 895: 869: 816: 797: 775: 769: 595: 589: 565: 559: 537: 526: 487: 437: 420: 378: 303: 278: 277: 235: 849:in the range from 2 to 4 inclusive, and 831:{\displaystyle x_{t+1}=rx_{t}(1-x_{t}),} 640:, where two space dimensions are used. 366:{\displaystyle f(t)=\sin(t),\quad t\in } 185:). That is, the function's domain is an 1474: 1094:{\displaystyle x_{3}=4(8/9)(1/9)=32/81} 1520:Wagner, Thomas Charles Gordon (1959). 860:affects its value in the next period, 1387:is again the excess demand function. 1009:{\displaystyle x_{2}=4(1/3)(2/3)=8/9} 648:Discrete time is often employed when 189:. The function itself need not to be 7: 692:observed in unspecified time period 1501:The Nature of mathematical Modeling 49:that evolve over time are modeled. 25: 1457:Nyquist–Shannon sampling theorem 450: 338: 270: 77:values of the variable "time". 1503:. Cambridge University Press. 1327: 1309: 1191: 1166: 1074: 1060: 1057: 1043: 989: 975: 972: 958: 822: 803: 498: 492: 469: 457: 431: 425: 389: 383: 360: 345: 332: 326: 314: 308: 264: 258: 246: 240: 1: 1499:Gershenfeld, Neil A. (1999). 1259:Continuous time makes use of 688:might refer to the value of 1343:where the left side is the 753:Discrete time makes use of 1560: 114:By acquiring values of an 37:In mathematical dynamics, 29: 924:{\displaystyle x_{1}=1/3} 761:or logistic equation, is 623:digital signal processing 1360:{\displaystyle \lambda } 1111:in response to non-zero 664:will show a sequence of 1220:{\displaystyle \delta } 633:of continuous signals. 61:Discrete sampled signal 1381: 1361: 1334: 1261:differential equations 1249:excess demand function 1241: 1221: 1198: 1095: 1010: 925: 884: 832: 662:gross domestic product 608: 607:{\displaystyle t^{-2}} 578: 577:{\displaystyle t^{-1}} 542: 511: 510:{\displaystyle f(t)=0} 476: 402: 401:{\displaystyle f(t)=0} 367: 286: 163:continuous-time signal 62: 1522:Analytical transients 1382: 1362: 1335: 1242: 1222: 1199: 1096: 1011: 926: 885: 833: 625:, can be obtained by 619:Discrete-time signals 609: 579: 543: 541:{\displaystyle t=0\,} 512: 477: 403: 368: 287: 60: 1452:Normalized frequency 1371: 1351: 1274: 1231: 1211: 1122: 1024: 939: 894: 868: 864:+1. For example, if 768: 755:difference equations 588: 558: 525: 486: 419: 377: 302: 234: 86:discrete-time signal 1462:Time-scale calculus 1409:continuous function 1391:Graphical depiction 883:{\displaystyle r=4} 152:continuous variable 1377: 1357: 1330: 1237: 1217: 1194: 1091: 1006: 921: 880: 828: 744:Types of equations 718:theoretical models 604: 574: 538: 507: 472: 398: 363: 282: 63: 1544:Dynamical systems 1437:Discrete calculus 1427:Bernoulli process 1380:{\displaystyle f} 1295: 1240:{\displaystyle f} 1115:for a product as 657:economic activity 644:Relevant contexts 445: 201:domain, like the 193:. To contrast, a 159:continuous signal 71:discrete variable 32:Discrete variable 16:(Redirected from 1551: 1525: 1514: 1491: 1488: 1482: 1479: 1386: 1384: 1383: 1378: 1366: 1364: 1363: 1358: 1345:first derivative 1339: 1337: 1336: 1331: 1296: 1294: 1286: 1278: 1246: 1244: 1243: 1238: 1226: 1224: 1223: 1218: 1203: 1201: 1200: 1195: 1178: 1177: 1153: 1152: 1140: 1139: 1100: 1098: 1097: 1092: 1087: 1070: 1053: 1036: 1035: 1015: 1013: 1012: 1007: 1002: 985: 968: 951: 950: 930: 928: 927: 922: 917: 906: 905: 889: 887: 886: 881: 837: 835: 834: 829: 821: 820: 802: 801: 786: 785: 638:image processing 613: 611: 610: 605: 603: 602: 583: 581: 580: 575: 573: 572: 547: 545: 544: 539: 516: 514: 513: 508: 481: 479: 478: 473: 446: 438: 407: 405: 404: 399: 372: 370: 369: 364: 291: 289: 288: 283: 281: 181:interval of the 148:real number line 92:consisting of a 21: 1559: 1558: 1554: 1553: 1552: 1550: 1549: 1548: 1539:Time in science 1529: 1528: 1519: 1511: 1498: 1495: 1494: 1489: 1485: 1480: 1476: 1471: 1466: 1442:Discrete system 1417: 1401:horizontal axis 1393: 1369: 1368: 1349: 1348: 1287: 1279: 1272: 1271: 1257: 1255:Continuous time 1229: 1228: 1209: 1208: 1169: 1144: 1125: 1120: 1119: 1027: 1022: 1021: 942: 937: 936: 897: 892: 891: 866: 865: 812: 793: 771: 766: 765: 751: 746: 704: 687: 646: 591: 586: 585: 561: 556: 555: 523: 522: 484: 483: 417: 416: 375: 374: 300: 299: 232: 231: 203:natural numbers 187:uncountable set 140:infinitesimally 136:continuous time 132: 130:Continuous time 96:of quantities. 82:discrete signal 55: 43:continuous time 35: 28: 23: 22: 15: 12: 11: 5: 1557: 1555: 1547: 1546: 1541: 1531: 1530: 1527: 1526: 1516: 1515: 1509: 1493: 1492: 1483: 1473: 1472: 1470: 1467: 1465: 1464: 1459: 1454: 1449: 1447:Discretization 1444: 1439: 1434: 1429: 1424: 1418: 1416: 1413: 1392: 1389: 1376: 1356: 1341: 1340: 1329: 1326: 1323: 1320: 1317: 1314: 1311: 1308: 1305: 1302: 1299: 1293: 1290: 1285: 1282: 1256: 1253: 1236: 1216: 1205: 1204: 1193: 1190: 1187: 1184: 1181: 1176: 1172: 1168: 1165: 1162: 1159: 1156: 1151: 1147: 1143: 1138: 1135: 1132: 1128: 1090: 1086: 1082: 1079: 1076: 1073: 1069: 1065: 1062: 1059: 1056: 1052: 1048: 1045: 1042: 1039: 1034: 1030: 1005: 1001: 997: 994: 991: 988: 984: 980: 977: 974: 971: 967: 963: 960: 957: 954: 949: 945: 920: 916: 912: 909: 904: 900: 879: 876: 873: 839: 838: 827: 824: 819: 815: 811: 808: 805: 800: 796: 792: 789: 784: 781: 778: 774: 750: 747: 745: 742: 700: 683: 645: 642: 601: 598: 594: 571: 568: 564: 536: 533: 530: 519: 518: 506: 503: 500: 497: 494: 491: 471: 468: 465: 462: 459: 456: 453: 449: 444: 441: 436: 433: 430: 427: 424: 410: 409: 397: 394: 391: 388: 385: 382: 362: 359: 356: 353: 350: 347: 344: 341: 337: 334: 331: 328: 325: 322: 319: 316: 313: 310: 307: 293: 292: 280: 276: 273: 269: 266: 263: 260: 257: 254: 251: 248: 245: 242: 239: 131: 128: 127: 126: 123: 54: 51: 26: 24: 14: 13: 10: 9: 6: 4: 3: 2: 1556: 1545: 1542: 1540: 1537: 1536: 1534: 1523: 1518: 1517: 1512: 1510:0-521-57095-6 1506: 1502: 1497: 1496: 1487: 1484: 1478: 1475: 1468: 1463: 1460: 1458: 1455: 1453: 1450: 1448: 1445: 1443: 1440: 1438: 1435: 1433: 1430: 1428: 1425: 1423: 1420: 1419: 1414: 1412: 1410: 1405: 1402: 1398: 1397:step function 1390: 1388: 1374: 1354: 1346: 1324: 1321: 1318: 1315: 1312: 1306: 1303: 1300: 1297: 1291: 1288: 1283: 1280: 1270: 1269: 1268: 1266: 1262: 1254: 1252: 1250: 1234: 1214: 1188: 1185: 1182: 1179: 1174: 1170: 1163: 1160: 1157: 1154: 1149: 1145: 1141: 1136: 1133: 1130: 1126: 1118: 1117: 1116: 1114: 1113:excess demand 1110: 1107: 1102: 1088: 1084: 1080: 1077: 1071: 1067: 1063: 1054: 1050: 1046: 1040: 1037: 1032: 1028: 1019: 1003: 999: 995: 992: 986: 982: 978: 969: 965: 961: 955: 952: 947: 943: 934: 918: 914: 910: 907: 902: 898: 877: 874: 871: 863: 859: 856: 852: 848: 844: 825: 817: 813: 809: 806: 798: 794: 790: 787: 782: 779: 776: 772: 764: 763: 762: 760: 756: 749:Discrete time 748: 743: 741: 739: 735: 731: 727: 723: 719: 716:to construct 715: 710: 706: 703: 699: 695: 691: 686: 682: 678: 674: 669: 667: 663: 658: 654: 651: 643: 641: 639: 634: 632: 628: 624: 620: 615: 599: 596: 592: 569: 566: 562: 552: 549: 534: 531: 528: 504: 501: 495: 489: 466: 463: 460: 454: 451: 447: 442: 439: 434: 428: 422: 415: 414: 413: 395: 392: 386: 380: 357: 354: 351: 348: 342: 339: 335: 329: 323: 320: 317: 311: 305: 298: 297: 296: 274: 271: 267: 261: 255: 252: 249: 243: 237: 230: 229: 228: 225: 223: 217: 215: 211: 210:analog signal 206: 204: 200: 197:signal has a 196: 195:discrete-time 192: 188: 184: 180: 176: 172: 168: 165:is a varying 164: 160: 155: 153: 149: 145: 141: 137: 134:In contrast, 129: 124: 121: 117: 116:analog signal 113: 112: 111: 108: 106: 105:sampling rate 102: 97: 95: 91: 87: 83: 78: 76: 72: 67: 66:Discrete time 59: 53:Discrete time 52: 50: 48: 44: 40: 39:discrete time 33: 19: 18:Discrete-time 1521: 1500: 1486: 1477: 1432:Digital data 1406: 1394: 1342: 1264: 1258: 1206: 1108: 1103: 1017: 932: 861: 854: 850: 842: 840: 759:logistic map 752: 737: 733: 729: 725: 711: 707: 701: 697: 693: 684: 680: 670: 653:measurements 647: 635: 631:quantization 616: 553: 550: 520: 411: 294: 226: 222:real numbers 218: 207: 162: 158: 156: 135: 133: 109: 98: 85: 81: 79: 65: 64: 42: 38: 36: 1020:=2 we have 935:=1 we have 931:, then for 858:nonlinearly 673:time series 90:time series 1533:Categories 1469:References 1016:, and for 677:regression 621:, used in 517:otherwise, 408:otherwise. 212:. This (a 191:continuous 1355:λ 1304:⋅ 1301:λ 1215:δ 1161:⋅ 1158:δ 847:parameter 841:in which 810:− 714:tractable 666:quarterly 650:empirical 597:− 567:− 455:∈ 358:π 352:π 349:− 343:∈ 324:⁡ 275:∈ 256:⁡ 199:countable 179:connected 177:(e.g., a 175:continuum 47:variables 1524:. Wiley. 1422:Aliasing 1415:See also 668:values. 627:sampling 167:quantity 144:infinite 120:sampling 101:sampling 94:sequence 1247:is the 722:physics 75:integer 1507:  1207:where 690:income 214:signal 171:signal 1106:price 845:is a 614:is). 183:reals 161:or a 88:is a 1505:ISBN 890:and 629:and 482:and 373:and 41:and 675:or 548:. 321:sin 253:sin 169:(a 84:or 1535:: 1251:. 1101:. 1089:81 1081:32 740:. 696:, 205:. 157:A 154:. 107:. 80:A 1513:. 1375:f 1328:) 1325:. 1322:. 1319:. 1316:, 1313:P 1310:( 1307:f 1298:= 1292:t 1289:d 1284:P 1281:d 1265:P 1235:f 1192:) 1189:. 1186:. 1183:. 1180:, 1175:t 1171:P 1167:( 1164:f 1155:+ 1150:t 1146:P 1142:= 1137:1 1134:+ 1131:t 1127:P 1109:P 1085:/ 1078:= 1075:) 1072:9 1068:/ 1064:1 1061:( 1058:) 1055:9 1051:/ 1047:8 1044:( 1041:4 1038:= 1033:3 1029:x 1018:t 1004:9 1000:/ 996:8 993:= 990:) 987:3 983:/ 979:2 976:( 973:) 970:3 966:/ 962:1 959:( 956:4 953:= 948:2 944:x 933:t 919:3 915:/ 911:1 908:= 903:1 899:x 878:4 875:= 872:r 862:t 855:t 851:x 843:r 826:, 823:) 818:t 814:x 807:1 804:( 799:t 795:x 791:r 788:= 783:1 780:+ 777:t 773:x 738:y 734:t 732:( 730:y 726:y 702:3 698:y 694:t 685:t 681:y 600:2 593:t 570:1 563:t 535:0 532:= 529:t 505:0 502:= 499:) 496:t 493:( 490:f 470:] 467:1 464:, 461:0 458:[ 452:t 448:, 443:t 440:1 435:= 432:) 429:t 426:( 423:f 396:0 393:= 390:) 387:t 384:( 381:f 361:] 355:, 346:[ 340:t 336:, 333:) 330:t 327:( 318:= 315:) 312:t 309:( 306:f 279:R 272:t 268:, 265:) 262:t 259:( 250:= 247:) 244:t 241:( 238:f 122:. 34:. 20:)

Index

Discrete-time
Discrete variable
variables

discrete variable
integer
time series
sequence
sampling
sampling rate
analog signal
sampling
infinitesimally
infinite
real number line
continuous variable
quantity
signal
continuum
connected
reals
uncountable set
continuous
discrete-time
countable
natural numbers
analog signal
signal
real numbers
Discrete-time signals

Text is available under the Creative Commons Attribution-ShareAlike License. Additional terms may apply.

↑