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TYPE OF SIGNALS
Signals
Deterministic Random
−∞ ≤t ≤ ∞
x(t)=cos(2πft)
−∞ ≤t ≤ ∞ −∞ ≤t ≤∞
x(n)=cos(2πfnTs)
−∞ ≤ n≤∞
PERIODIC & APERIODIC
SIGNALS
x(t)=x(t+T) −∞ ≤t ≤∞
• Energy
T /2 T /2
E x = ∫ x(t ) x * (t )dt = ∫ | x(t ) | 2 dt
−T / 2 −T / 2
• Power
1 T/2 1 T/2 1
Px = ∫ x(t)x*(t)dt = ∫| x(t) |2 dt = Ex
T −T / 2 T −T / 2 T
System Impulse
Input Output
Response
x(t) y(t)
h(t)
CAUSALITY, STABILITY &
LINEARITY
• Causality
h(t)≠0 t≥0
=0 t<0
• Stability
∞
∫ | h ( t ) | dt < ∞
−∞
• Linearity
∞
y(t)=h(t)*x(t) y (t ) = ∫ h ( λ ) x (t − λ ) d λ
−∞
∞
y(t)=x(t)*h(t) y (t ) = ∫ x ( λ ) h (t − λ ) d λ
−∞
SPECTRUM REPRESENTATION
OF SIGNALS
∞ 1 T0 / 2
x(t ) = ∑ ck exp(j 2πkf0t ) ck = ∫ x(t) exp(− j2πkf0t)dt
T0 −T0 / 2
k =−∞
• x(t) periodic continuous-time • ck aperiodic discrete-frequency
∞ ∞
x ( t ) = cos( 2π f 1 t ) -T/2<t<T/2
=0 elsewhere
FOURIER TRANSFORM
EXAMPLE
As T→ ∞
• Fourier series
To / 2
Energy is conserved in both time 1 ∞
∫ | x (t ) | ∑C
2
Px = 2
dt = k
and frequency domain To − To / 2 k = −∞
• Fourier transform
T /2 ∞
∫ | x(t ) | dt = ∫ | x( f ) |2 df 1
Ex = 2
Px = Ex
T
−T / 2 −∞
DIFFERENTIAL EQUATIONS
d2 d
2
y ( t ) + a (1) y (t ) + a ( 2 ) y (t ) = x (t )
dt dt
where y(t) is the output and x(t) is the input. The Laplace transform is
one way of solving the relationship between y(t) and x(t).
LAPLACE TRANSFORM
∞
X ( s ) = ∫ x ( t ) e − st dt
−∞
σ + j 2π
1
x(t) = ∫ X (s)estds
2πj σ − j 2πf
Y (s) 1
H (s) = = 2
X ( s ) s + a (1) s + a ( 2 )
• The transfer function H(s) defines the relationship between the input and
output in terms of the Laplace transform.
• The system impulse response h(t) can be obtained from H(s) by taking the
inverse Laplace transform.
TRANSFER FUNCTION
N
(s + β ( n ) )
H (s) =
(s + β ( 0 ) )(s + β (1) )....... (s + β ( N ) ) = n∏= 0
(s + α ( 0 ) )(s + α (1) )....... (s + α ( N ) ) N (s + α ( n ) )
∏
n=0
• Roots in the numerator are known as the zeros and in the denominator as
the poles.
S-PLANE
• All the possible values of the transfer function lies in the s-plane.
jω jω
4
4
σ
σ
• From the s-plane we can assess the stability, system impulse response and
frequency response.
INVERSE LAPLACE TRANSFORM
Given that
Y(s) 1 1
H(s) = = 2 =
X (s) s + a(1)s + a(2) (s +α(0))(s +α(1))
1 A0 A1
H (s) = = +
(s + α (0))(s + α (1)) (s + α (0)) (s + α (1))
1
Since H(s) = → h(t) = exp(−at) then
(s + a)
• A transfer function is
1
H ( s) =
(
s 2 + s + (2π100) 2 )
By making the substitution s= jw= j2πf , the Fourier transform of the
transfer function is
1 1
H( f ) =
(− (2πf ) + j2πf + (2π100) ) (((2π100) − (2πf ) )+ j2πf )
2 2
= 2 2
RELATIONSHIP BETWEEN LAPLACE
AND FOURIER TRANSFORM
• The Fourier transform when defined in terms of the magnitude and phase is
1
H( f ) =
((2π100) 2
− (2πf ) ) + (2πf )
2 2 2
Magnitude
⎛ 2π f ⎞
φ ( f ) = − tan −1 ⎜⎜ ⎟ Phase
⎟
⎝ (2π 100 ) − (2πf )
2 2
⎠
FREQUENCY RESPONSE OF
TRANSFER FUNCTION
• Periodic signal is
x(n)=x(n+N) -∞<n< ∞
• Energy
N −1 N −1 2
E x = ∑ x(n) x (n) = ∑ x(n)
*
n=0 n=0
• Power
1 N −1 1 N −1 2 1
Px = ∑ x(n) x (n) = ∑ x(n) = Ex
*
N n=0 N n=0 N
System Impulse
Input Output
Response
x(n) y(n)
h(n)
CAUSALITY, STABILITY &
LINEARITY
• Causality
h(n)≠0 n≥0
=0 n<0
• Stability
∞
∑
n = −∞
h(n) < ∞
• Linearity
T [ x0 (n)] + T [ x1 (n)] = T [ x0 (n) + x1 (n)] x0(n) & x1(n) are 2 different inputs
∞
y ( n ) = h( n ) * x ( n) = ∑ h (λ ) x ( n − λ )
λ = −∞
∞
y ( n ) = x ( n ) * h ( n) = ∑ x (λ ) h ( n − λ )
λ = −∞
SAMPLING AND
SPECTRUM OF DISCRETE-
TIME SIGNALS
SAMPLING
∞
x(n) = x(t ) xδ (t ) = ∑ x(t )δ (t − nTs )
n=−∞
SAMPLING
Sampling Process
SPECTRUM OF SAMPLED
SIGNALS
• If x(t) has a spectrum X(f), then the spectrum of a sampled signal x(n) is
⎡ ∞ ⎤
X (exp( j 2πf )) = FT [ x(n)] = FT [x(t ) xδ (t )] = FT ⎢ ∑ x(t )δ (t − nTs )⎥
⎣n=−∞ ⎦
∞ ∞ ∞
= ∑ ∫ x(t )δ (t − nTs ) exp(− j 2πft)dt = ∑ x(n) exp(− j 2πfnTs )
n=−∞ −∞ n=−∞
∞
= ∑ X ( f − nf s )
n = −∞
SPECTRUM OF SAMPLED
SIGNALS
|X(f)|
-fm fm f
|X(exp(j2πf)|
• Increasing the sampling frequency will increase the storage space and
processing time.
• Reducing the sampling frequency will result in aliasing due to the overlapping
between the desired and replicate spectrum components.
f s ≥ 2 f max
DISCRETE-TIME FOURIER
TRANSFORM
∞
X (exp(j 2πf )) = ∑ x(n) exp(− j2πfnT )
n=−∞
s
fs / 2
1
∫
j 2πf j 2 π fnT
x(n) = X (e )e s
df
fs
− fs / 2
CHARACTERISTICS OF DTFT
Time domain
- x (n )
discrete in time
aperiodic
Frequency domain
- X(ej2πf)
continuous frequency
periodic
DISCRETE FREQUENCY
REPRESENTATIONS OF
SIGNALS
INTRODUCTION
~
x (t ) continuous-time and periodic
x(t ) continuous-time and aperiodic
~
X(f) continuous-frequency and periodic
aperiodic x(t)
Generation ~ 1 ∞ + j 2π kf 0 t ~
x (t) → Periodic , continuous - time
x (t ) = ∑ X ( k )e
function T 0 k = −∞
T0 / 2
Analysis X (k ) = ∫ ~
x (t )e − j 2πkf0t dt X(k) → Aperiodic , discrete - frequency
function −T0 / 2
DISCRETE FOURIER SERIES
• Sampling the Fourier series results in the discrete Fourier Series (DFS)
that is defined as
analysis ~ N −1
-j 2 πkn
−∞ ≤ k ≤ ∞
X (k ) = ∑ ~ x (n )e N
function n=0
~
X(k) → Periodic , discrete - frequency
j 2 π kn
generation ~ 1 N −1 ~ +
x (n) = ∑ X ( k )e N
−∞ ≤ n ≤ ∞
function N k =0
~
x (n) → Periodic , discrete - time
DISCRETE FOURIER TRANSFORM
j 2πkn
1 N −1 +
0 ≤ n ≤ N −1
x(n) = ∑ X (k )e N
generation N k =0
function =0 elsewhere
A signal is defined as
=0 elsewhere
x(n) = cos(πn / 4) 0 ≤ n ≤ N −1
=0 elsewhere
DFT EXAMPLE I
x(n) = 1 3≤n≤6
=0 elsewhere
• Energy
2
E xx ( k ) = X ( k )
• Power
1 2
S xx (k ) = X (k )
N
COMPUTATION
COMPLEXITY
⎛ 2πkn ⎞ ⎛ 2πkn ⎞
X (k ) = ∑ x(n) exp⎜ − j ⎟ + ∑ x(n) exp⎜ − j ⎟
DIT n=even ⎝ N ⎠ n=odd ⎝ N ⎠
N / 2−1
⎛ 2πkn ⎞ N −1 ⎛ 2πkn ⎞
DIF X (k ) = ∑ x(n) exp⎜ − j ⎟ + ∑ x(n) exp⎜ − j ⎟
n =0 ⎝ N ⎠ n= N / 2 ⎝ N ⎠
DIFFERENCE EQUATIONS
GENERAL FORM
M M
y(n) + ∑ a(λ ) y(n − λ ) = ∑ b(λ ) x(n − λ ) (Infinite Impulse Response - IIR)
λ =1 λ =0
M
y (n) = ∑
λ
b (λ ) x (n − λ )
=0
(Finite Impulse Response - FIR)
2nd ORDER FIR & SIGNAL FLOW
GRAPH
• A 2 nd order FIR can be written as :
2
y (n ) = ∑
λ =0
b (λ )x (n − λ )
y(n)
2nd ORDER IIR
• A 2 nd order IIR can be expressed as
2 2
y ( n ) + ∑ a (λ ) y ( n − λ ) = ∑ b (λ ) x ( n − λ )
λ =1 λ =0
y(n) + a(1) y(n − 1) + a(2) y(n − 2) = b(0) x(n) + b(1) x(n − 1) + b(2) x(n − 2)
SIGNAL FLOW GRAPHS FOR IIR
• Type I Realization for IIR
b(0)
x(n) y(n)
+
z-1 b(1) -a(1) z-1
z-1
z-1 b(2) -a(2)
-a(1) b(1)
z-1
z-1
-a(2) b(2)
EXAMPLES OF FIR
• A discrete-time system is a second order FIR is defined as:
x(n) = [1 0 0 0 0 0 0 .......]
• Output system impulse response, y(n) is shown in the table:
x(n) = [1 0 0 0 0 0 0 .......]
• Note that the output does reach zero but approaches a small value.
EXAMPLES OF FIR
• Two continuous-time signals is defined as
x1 ( n ) = cos( π n / 2 ) 0 ≤ n ≤ N −1
=0 elsewhere
EXAMPLES OF FIR
• The FIR is defined as
• For fs=8000 Hz, it is desired to determine the output for f1=1000 and
1600 Hz if the input is an impulse function.
Z-TRANSFORM
INTRODUCTION
∞ ∞ ∞
∫ ∑ x ( n )δ (t − nT ∑ x ( n )e
− st − snT s
X (s) = s )e dt =
−∞
n = −∞ n = −∞
By substituting ,
z = e sT s
∞
X (z) = ∑
n = −∞
x(n) z −n
∞
X (z) = ∑
n = −∞
x(n) z −n
1
∫ X (z)z
n −1
x(n) = dz
2π j
∞
X (z) = ∑
n=0
x(n) z −n
Z-TRANSFORM EXAMPLE
A signal is defined as
x(n) = a n n ≥ 0
=0 elsewhere
∞
X ( z) = ∑(a) z
n=0
n −n
= 1 + a1 z −1 + a 2 z −2 + a 3 z −3 + a 4 z −4 + .....
(Open form)
1 z
X (z) = −1
= (Close form)
1 − az z − a
From the close form solution, there is a pole where z=a and a zero.
Z-PLANE AND STABILITY
All the possible values of X(z) lies in the z-plane. The maximum are at
the poles and the zero value are at the zeros. For causal sequence,
the system is stable if the poles are in the unit circle.
y ( n ) + a (1) y ( n − 1) + a ( 2 ) y ( n − 2 ) = b ( 0 ) x ( n ) + b (1) x ( n − 1) + b ( 2 ) x ( n − 2 )
The z-transform is
∑n=0
b(n) z −n
H (z) = N
∑n=0
a (n) z −n
Y (z) 1
H (z) = =
X ( z ) 1 + a (1) z −1 + a ( 2 ) z − 2
1
=
(1 − α (1) z −1 )(1 − α ( 2 ) z −1 )
1 A0 A1
H ( z) = = +
(1 − α (1) z −1 )(1 − α (2) z −1 ) 1 − α (1) z −1 1 − α (2) z −1
INVERSE Z-TRANSFORM
1 n
Since , H ( z ) = ⇒ h ( n ) = a then the system impulse function
1 − az −1
h ( n ) = A0 (α (1)) n + A1 (α ( 2 )) n n≥0
=0 n<0
RELATIONSHIP BETWEEN THE Z-
TRANSFORM AND FOURIER TRANSFORM
The Fourier transform can be obtained from the z-transform by making
the substitution z = exp(j2πf)
A transfer function is
1
H (z) =
1 −2
1 − z −1 + z
2
1 1
H(exp(j2πf )) = =
1
1 − exp(− j2πf ) + exp(− j4πf ) 1 − cos(2πf ) + cos(4πf ) + j⎛⎜sin(2πf ) − sin(4πf )⎞⎟
1 1
2 2 ⎝ 2 ⎠
RELATIONSHIP BETWEEN THE Z-
TRANSFORM AND FOURIER TRANSFORM
1
H (exp( j 2π f )) =
2 2
⎛ 1 ⎞ ⎛ 1 ⎞
⎜ 1 − cos (2π f ) + cos (4π f )⎟ + ⎜ sin (2π f ) − sin (4π f )⎟
⎝ 2 ⎠ ⎝ 2 ⎠
⎡ ⎛ 1 ⎞ ⎤
⎢ ⎜ sin (2π f ) − 2 sin (4π f )⎟ ⎥
φ (exp( j 2π f )) = − tan −1 ⎢ ⎝ ⎠ ⎥
⎢⎛ 1 ⎞⎥
⎢ ⎜ 1 − cos (2π f ) + 2 cos (4π f )⎟ ⎥
⎣⎝ ⎠⎦
FREQUENCY RESPONSE OF
TRANSFER FUNCTION
IMPULSE INVARIANT METHOD
The transfer function for digital system is derived by sampling the
system impulse response. A transfer function for a continuous-time
system is
1
H (s) =
s+a
h ( t ) = e − at
If sample Ts=1, the system impulse response for a discrete-time system
is
h ( t ) → h ( n ) = e − an
Performing z-transform to h(n) will result in
1 z
H ( z) = =
1 − e − a z −1 z − e − a
EXAMPLE FOR IMPULSE
INVARIANT METHOD
2 ⎡1 − z −1 ⎤
s = ⎢ ⎥
T s ⎣ 1 + z −1 ⎦
Due to the non linear nature of the transfer function, the relationship
between the analog Ω and digital system frequency is given by
2 ω 2
Ω= tan( Ts ) = tan(πfTs )
Ts 2 Ts