Discrete time and continuous time

From Wikipedia, the free encyclopedia

(Redirected from Continuous signal)

Jump to navigationJump to search

"Discrete signal" redirects here. Not to be confused with Discrete variable.
In mathematical dynamics, discrete time and continuous time are two alternative
frameworks within which variables that evolve over time are modeled.

Contents

 1Discrete time
 2Continuous time
 3Relevant contexts
 4Types of equations
o 4.1Discrete time
o 4.2Continuous time
 5Graphical depiction
 6See also
 7References

Discrete time[edit]

Discrete sampled signal

Discrete time 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 discrete variable. 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 integer values of the variable "time".
A discrete signal or discrete-time signal is a time series consisting of a sequence of
quantities.
Unlike a continuous-time signal, a discrete-time signal is not a function of a continuous
argument; however, it may have been obtained by sampling from a continuous-time
signal. When a discrete-time signal is obtained by sampling a sequence at uniformly
spaced times, it has an associated sampling rate.
Discrete-time signals may have several origins, but can usually be classified into one of
two groups:[1]

 By acquiring values of an analog signal at constant

or variable rate. This process is called sampling.[2]
 By observing an inherently discrete-time process,
such as the weekly peak value of a particular
economic indicator.

Continuous time[edit]
In contrast, continuous time views variables as having a particular value only for
an infinitesimally short amount of time. Between any two points in time there are
an infinite number of other points in time. The variable "time" ranges over the entire real
number line, or depending on the context, over some subset of it such as the non-
negative reals. Thus time is viewed as a continuous variable.
A continuous signal or a continuous-time signal is a varying quantity (a signal)
whose domain, which is often time, is a continuum (e.g., a connected interval of
the reals). That is, the function's domain is an uncountable set. The function itself need
not to be continuous. To contrast, a discrete-time signal has a countable domain, like
the natural numbers.
A signal of continuous amplitude and time is known as a continuous-time signal or
an analog signal. This (a signal) 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.
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 real numbers, means that the signal
value can be found at any arbitrary point in time.
A typical example of an infinite duration signal is:
A finite duration counterpart of the above signal could be:
 and  otherwise.
The value of a finite (or infinite) duration signal may or
may not be finite. For example,
 and  otherwise,
is a finite duration signal but it takes an infinite value
for .
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.
For some purposes, infinite singularities are
acceptable as long as the signal is integrable over
any finite interval (for example, the  signal is not
integrable at infinity, but  is).
Any analog signal is continuous by nature. Discrete-
time signals, used in digital signal processing, can
be obtained by sampling and quantization of
continuous signals.
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 image processing, where two
space dimensions are used.

Relevant contexts[edit]
Discrete time is often employed
when empirical measurements are involved,
because normally it is only possible to measure
variables sequentially. For example, while economic
activity 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, gross domestic product will show a
sequence of quarterly values.
When one attempts to empirically explain such
variables in terms of other variables and/or their
own prior values, one uses time
series or regression methods in which variables are
indexed with a subscript indicating the time period in
which the observation occurred. For
example, yt might refer to the value
of income observed in unspecified time
period t, y3 to the value of income observed in the
third time period, etc.
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.
On the other hand, it is often more
mathematically tractable to construct theoretical
models in continuous time, and often in areas such
as physics an exact description requires the use of
continuous time. In a continuous time context, the
value of a variable y at an unspecified point in time
is denoted as y(t) or, when the meaning is clear,
simply as y.

Types of equations[edit]
Discrete time[edit]
Discrete time makes use of difference equations,
also known as recurrence relations. An example,
known as the logistic map or logistic equation, is
in which r is a parameter in the range from 2 to 4
inclusive, and x is a variable in the range from 0
to 1 inclusive whose value in
period t nonlinearly affects its value in the next
period, t+1. For example, if  and , then for t=1
we have , and for t=2 we have .
Another example models the adjustment of
a price P in response to non-zero excess
demand for a product as
where  is the positive speed-of-adjustment
parameter which is less than or equal to 1,
and where  is the excess demand function.
Continuous time[edit]
Continuous time makes use of differential
equations. For example, the adjustment of a
price P in response to non-zero excess
demand for a product can be modeled in
continuous time as
where the left side is the first derivative of
the price with respect to time (that is, the
rate of change of the price),  is the
speed-of-adjustment parameter which
can be any positive finite number, and  is
again the excess demand function.
Graphical depiction[edit]
A variable measured in discrete time can
be plotted as a step function, in which
each time period is given a region on
the horizontal axis 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 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.
The values of a variable measured in
continuous time are plotted as
a continuous function, since the domain
of time is considered to be the entire real
axis or at least some connected portion
of it.

See also[edit]
 Aliasing
 Bernoulli process
 Digital data
 Discrete calculus
 Discrete system
 Discretization
 Normalized frequency
 Nyquist–Shannon sampling
theorem
 Time-scale calculus

References[edit]
1. ^ "Digital Signal Processing",
Prentice Hall - pages 11–12
 2. ^ "Digital Signal Processing:
Instant access", Butterworth-
Heinemann - page 8

 Gershenfeld, Neil A.
(1999). The Nature of
mathematical Modeling.
Cambridge University
Press. ISBN 0-521-57095-6.

 Wagner, Thomas Charles

Gordon (1959). Analytical
transients. Wiley.
Categories: 
 Time in science
 Dynamical systems

Navigation menu
 Not logged in
 Talk
 Contributions
 Create account
 Log in
 Article
 Talk
 Read
 Edit
 View history

Search Go

 Main page
 Contents
 Current events
 Random article
 About Wikipedia
 Contact us
 Donate
Contribute
 Help
 Learn to edit
 Community portal
 Recent changes
 Upload file
Tools
 What links here
 Related changes
  Special pages
 Permanent link
 Page information
 Cite this page
 Wikidata item
Print/export
 Download as PDF
 Printable version
Languages
 ‫العربية‬
 ‫فارسی‬
 ‫עברית‬
 Bahasa Melayu
 Norsk bokmål
 Türkçe
 粵語
Edit links
 This page was last edited on 25 November 2022, at 17:31 (UTC).
 Text is available under the Creative Commons Attribution-ShareAlike License 3.0;
additional terms may apply. By using this site, you agree to the Terms of
Use and Privacy Policy. Wikipedia® is a registered trademark of the Wikimedia
Foundation, Inc., a non-profit organization.
 Privacy policy

 About Wikipedia

 Disclaimers

 Contact Wikipedia

 Mobile view

 Developers

 Statistics

 Cookie statement