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Signal System
Signal System
Introduction
Continuous
Time
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Amplitude
Continuous
Discrete
continuous-time
analog signals
signals
discrete-time
digital signals
signals
signal
Filters
Parameter estimation
Signal
Processing
System
output
discrete-time signal
signal
continuous-time signal
analog
system
output
discrete-time signal
discretetime
output
system
digital signal
digital signal
signal
digital
system
output
Discrete-Time Signals---
Sequences
Representation by a Sequence
x {x(n)},
n
x(n)
n
3 4 5 6 7
-8 -7 -6 -5 -4 -3 -2 -1
1 2
8 9 10
Important Sequences
1 n 0
(n)
0 n 0
n
-8 -7 -6 -5 -4 -3 -2 -1
1 2 3 4 5 6 7 8 9 10
Important Sequences
1 n 0
u ( n)
0 n 0
Fact:
u(n)
n
-8 -7 -6 -5 -4 -3 -2 -1
1 2 3 4 5 6 7 8 9 10
Important Sequences
Real
exponential sequence
x ( n) a
x(n)
...
...
-8 -7 -6 -5 -4 -3 -2 -1
1 2 3 4 5 6 7 8 9 10
Important Sequences
Sinusoidal
sequence
x(n) A cos(n0 )
x(n)
n
Important Sequences
Complex
x ( n) e
exponential sequence
( j0 ) n
Important Sequences
j0 n
x(n) e j0 n e j0 ( n N ) e j0 N e j0 n x(n N )
0 N 2 k
2 k
0
2
0
must be a rational
number
Energy of a Sequence
| x ( n) |
Operations on Sequences
Sum
Product
Multiplication
x {x(n)}
Shift
x y {x(n) y(n)}
x y {x(n) y(n)}
y (n) x(n n0 )
Sequence Representation
Using delay unit
x ( n)
x ( k ) ( n k )
x(n)
a-3
a1
2
-8 -7 -6 -5 -4 -3 -2 -1
3 4 5 6
a2
7
8 9 10
a7
Linear Shift-Invariant
Systems
Systems
x(n)
T[]
y(n)=T[x(n)]
Linear Systems
x(n)
T[]
y(n)=T[x(n)]
Examples:
x(n)
y(n)=T[x(n)]
T[]
y (n) x(n nd )
Moving Average
k M
1
y(n)
x( n k )
M 1 M 2 1 k M1
Accumulator
y ( n)
x(k )
Examples:
y(n)=T[x(n)]
T [ ]system linear?
x(n) Are these
Ideal Delay System
y (n) x(n nd )
Moving Average
k M
1
y(n)
x( n k )
M 1 M 2 1 k M1
Accumulator
y ( n)
x(k )
Examples:
x(n)
T[]
A Memoryless System
y(n)=T[x(n)]
y (n) [ x(n)] 2
Linear Systems
x ( n)
x(n)
x(k )(n k )
y(n)=T[x(n)]
T[]
y ( n)
kimpulse
n
Shift-Invariant Systems
y(n)=T[x(n)]
x(n)
T[]
x(n-k)
x(n)
x(n-1)
x(n-2)
y(n-k)
y(n)
y(n-1)
y(n-2)
Shift-Invariant Systems
y(n)=T[x(n)]
x(n)
T[]
x(n-k)
y(n-k)
y(n)
x(n)
x(n-1)
x(n-2)
y(n-1)
y(n-2)
x ( n)
x(n)
x(k )(n k )
y(n)=T[x(n)]
T[]
y ( n)
x ( n)
x(n)
x(k )(n k )
y(n)=T[x(n)]
T[]
y ( n)
Impulse Response
h(n)=T[(n)]
x(n)=(n)
T[]
Convolution Sum
(n)
h(n)
T[]
y(n)
x(n)
y ( n)
convolution
Characterize a System
x(n)
h(n)
x(n)*h(n)
y ( n)
h( k ) x ( n k ) h( n) * x ( n)
h1(n)
h2(n)
y(n)
x(n)
h2(n)
h1(n)
y(n)
x(n)
h1(n)*h2(n)
y(n)
x(n)
y(n)
h2(n)
x(n)
h1(n)+h2(n)
y(n)
Example
x(n) u(n) u(n N )
0 1 2 3 4 5 6
a n
h( n )
0
n0
n0
0 1 2 3 4 5 6
y(n)=?
Example
y ( n) x ( n) * h( n)
x(k )h(n k )
x(k)
k
0 1 2 3 4 5 6
h(k)
h(0k)
0 1 2 3 4 5 6
0 1 2 3 4 5 6
Example
y ( n) x ( n) * h( n)
x(k )h(n k )
x(k)
k
0 1 2 3 4 5 6
compute y(0)
h(0k)
0 1 2 3 4 5 6
compute y(1)
h(1k)
0 1 2 3 4 5 6
Example
y ( n) x ( n) * h( n)
x(k )h(n k )
0 1 2 3 4 5 6
compute y(0)
h(0k)
0 1 2 3 4 5 6
compute y(1)
h(1k)
0 1 2 3 4 5 6
Example
y ( n) x ( n) * h( n)
x(k )h(n k )
n<N
n
k 0
k 0
N 1
N 1
k 0
k 0
y (n) a n k a n a k
( n 1)
n
1
1
a
a
a
a n
1
1 a
1 a 1
nN
y (n) a n k a n a k
N
n
n N
1
a
a
a
a n
1
1 a
1 a 1
Example
y ( n) x ( n) * h( n)
x(k )h(n k )
k
5
4
3
2
1
0
n<N
n
k 0
k 0
y (n) a n k a n a k
0
nN
10
15
20
N 1
N 1
k 0
k 0
y (n) a n k a n a k
( n 1)
n
1
1
a
a
a
a n
1
1 a
1 a 1
25
30
35
40
45
N
n
n N
1
a
a
a
a n
1
1 a
1 a 1
50
Impulse Response of
the Ideal Delay System
Ideal Delay System y (n) x(n nd )
(n nd)
0 1 2 3 4 5 6
nd
Impulse Response of
the Ideal Delay System
x(n) * (n nd ) x(n nd )
(n nd)
Shift; or
Copy
(n nd)
0 1 2 3 4 5 6
nd
Impulse Response of
the Moving Average
Moving Average
k M
1
y(n)
x( n k )
M 1 M 2 1 k M1
M
1
h(n)
(n k )
M 1 M 2 1 k M1
M1 n M 2
h( n) M 1 M 2 1
0
otherwise
... ...
M1 0 M2
(n k)?
Impulse Response of
the Accumulator
y ( n)
Accumulator
x(k )
h( n)
( k ) u ( n )
...
0
Stability
| h( k ) |
Prove
Necessary Condition for Stablility
Prove
Sufficient Condition for Stablility
h* ( n)
h( n) 0
x ( n) | h( n) |
h( n) 0
0
| h(k ) |2
y(0) x(k )h(k )
S
k
k | h(k ) |
Causality
h(n) 0 for n 0
Example:
1
S | h( k ) | a
1 a
k 0
k 0
k
Linear Constant-Coefficient
Difference Equations
a
k 0
y (n k ) bk x(n k )
k 0
Examples:
Ideal Delay System
Moving Average
Accumulator
y (n) x(n nd )
1 k M
y ( n)
x(n k )
M 1 k 0
y(n) y(n 1) x(n)
Compute y(n)
N
a
k 0
y (n k ) bk x(n k )
k 0
M
ak
bk
y ( n) y ( n k ) x ( n k )
k 1 a0
k 0 a0
Delay
x(n)
Delay
h(n) (n nd )
...
nd sample delays
Delay
y(n)
y(n)
M 1 k 0
1 k M
h( n)
( n k )
M 1 k 0
1
u(n) u(n M 1)
M 1
1
(n) (n M 1)* u(n)
M 1
M 1 k 0
1
(n) (n M 1)* u(n)
h( n)
M 1
Attenuator
1
M 1
++
_
M+1 sample
delay
Accumulator
system
Frequency-Domain
Representation of
Discrete-Time Signals and
Systems
x ( n ) e jn
LTI
h(k ) x ( n k )
j ( nk )
h
(
k
)
e
h(n)
h(k )e jk e jn
k
H (e )e
jn
Frequency Response
j n
H ( e j )
H (e )e
jn
eigenvalue
eigenfunction
H ( e j )
jk
h
(
k
)
e
Frequency Response
j
H (e )
h ( k )e
jk
H (e j ) H R (e j ) jH (e j )
j
H (e ) | H (e ) | e
H ( e j )
phase
magnitude
Example:
The Ideal Delay System
y (n) x(n nd )
H ( e j )
h(n) (n nd )
jn
h
(
k
)
e
j n d
jn
(
k
n
)
e
magnitude | H (e ) | 1
j
phase H (e ) nd
Example:
The Ideal Delay System
x(n) A cos(0 n )
y (n) A cos[0 (n nd ) ]
H ( e j ) e jn d
A
A
x(n) e je j0n e je j0n
2
2
y ( n)
Periodic Nature of
Frequency Response
H (e )
h ( k )e
jk
H (e
j ( 2 )
h ( k )e
H (e ) H (e
m 0,1,2,
jk ( 2 )
jk
h
(
k
)
e
H ( e j )
j ( 2 m )
Periodic Nature of
Frequency Response
j
H (e )
h ( k )e
jk
H (e ) H (e
j ( 2 m )
m 0,1,2,
| H ( e j ) |
H (e )
h ( k )e
jk
H (e ) H (e
j ( 2 m )
m 0,1,2,
| H ( e j ) |
Periodic Nature of
Frequency Response
H (e )
h ( k )e
jk
H (e ) H (e
j ( 2 m )
m 0,1,2,
| H ( e j ) |
High
Frequency
Low
Frequency
High
Frequency
Lowpass Filter
1
b a
| H ( e j ) |
b a
Highpass Filter
Bandstop Filter
| H ( e j ) |
| H ( e j ) |
Moving Average
k M
1
y ( n)
x(n k )
M 1 k 0
1 M
h( n)
( n k )
M 1 k 0
H (e )
h ( k )e
jk
1 1 e j( M 1)
1 M jk
j
M 1 1 e
M 1 k 0
1 e j( M 1) / 2 (e j( M 1) / 2 e j( M 1) / 2 )
j / 2
j / 2
j / 2
M 1
e
(e
e
)
1 jM / 2 (e j( M 1) / 2 e j( M 1) / 2 )
e
j / 2
j / 2
M 1
(e
e
)
h(n)
0
1 jM / 2 sin[( M 1) / 2]
e
M 1
sin( / 2)
Moving Average
1 jM / 2 sin[( M 1) / 2]
e
H (e )
M 1
sin( / 2)
1 sin[(M 1) / 2]
| H (e ) |
M 1
sin( / 2)
j
M=4
Lowpass
Try larger M
Moving Average
1 jM /1.52 sin[( M 1) / 2]
e
H (e )
1
M 1
sin( / 2)
0.5
1 sin[(M 1) / 2]
| H (e ) |
M 1
sin(1 / 2)
-4
-3
-2
-1
-0.5
0.5
0
-4
-3
-2
-1
-0.5
-1
Representation of
Sequences by
Fourier Transform
(IFT)
2
Analysis
X ( e j )
j n
x
(
n
)
e
Fourier Transform
(FT)
Prove
j
X (e )
x ( n )e
1
j
jn
x ( n)
X
(
e
)
e
d
j n
1
j
jn
x ( n)
X
(
e
)
e
d
2
1 m
jm jn
x
(
m
)
e
e d
2 m
1 m
jm jn
x
(
m
)
e
e d
2 m
1 m
x ( m ) e j ( n m ) d
2 m
n=m
e j( n m ) d 2
Prove
j
X (e )
x ( n )e
1
j
jn
x ( n)
X
(
e
)
e
d
j n
1
j
jn
x ( n)
X
(
e
)
e
d
2
1 m
jm jn
x
(
m
)
e
e d
2 m
1
jm jn
x
(
m
)
e
e d
2 m
1 m
x ( m ) e j ( n m ) d
2 m
nm
e j ( n m ) d
1
j ( n m )
e
dj(n m)
j ( n m)
1
j ( n m )
e
j ( n m)
1
e j ( n m ) e j ( n m )
j ( n m)
1
2 j sin (n m)
j ( n m)
2 sin (n m)
0
( n m)
Prove
j
X (e )
1
j
jn
x ( n)
X
(
e
)
e
d
j n
x
(
n
)
e
1
j
jn
x ( n)
X
(
e
)
e
d
2
1 m
jm jn
x
(
m
)
e
e d
2 m
1 m
jm jn
x
(
m
)
e
e d
2 m
1 m
x ( m ) e j ( n m ) d
2 m
= x(n)
Notations
Synthesis
1
x ( n)
2
x(n) F -1[ X (e j )]
Analysis
X ( e j )
Fourier Transform
(FT)
j n
x
(
n
)
e
X (e ) F [ x(n)]
x(n) X (e )
F
X (e )
x[n]e
j n
is a complex-valued function
X (e ) X R (e ) jX I (e )
X (e ) X R (e ) jX I (e )
X ( e j )
X I (e )
magnitude
phase
| X ( e j ) |
X ( e j )
X (e ) | X (e ) | e
jX ( e )
X R ( e j )
Symmetry Properties
of Fourier Transform
Conjugate-Symmetric and
Conjugate-Antiymmetric Sequences
Conjugate-Symmetric Sequence
xe (n) x (n)
*
e
Conjugate-Antisymmetric Sequence
xo (n) x (n)
*
o
Sequence Decomposition
Conjugate
Antiymmetric
Function Decomposition
X (e ) X e (e ) X o (e )
Conjugate
Symmetric
X e (e j ) 12 [ X (e j ) X * (e j )]
Conjugate
Antiymmetric
X o (e j ) 12 [ X (e j ) X * (e j )]
Conjugate-Symmetric and
Conjugate-Antiymmetric Functions
Conjugate-Symmetric Function
j
X e (e ) X (e
*
e
Conjugate-Antisymmetric Function
X o (e j ) X o* (e j )
Symmetric Properties
j
x(n) X (e )
F
x(n) X (e
F
x(n)e
jn
x ( n )e
phase
X ( e j )
magnitude
magnitude
j n
phase
Symmetric Properties
x * (n) X (e
x(n) X (e )
F
x * (n)e
jn
x(n)e
jn *
phase
*
j
x(n)e jn X (e )
n
magnitude
magnitude
phase
Symmetric Properties
j
x(n) X (e )
F
phase
magnitude
magnitude
x * ( n)
X (e )
F
phase
Symmetric Properties
j
x(n) X (e )
F
Re{ x(n)} X e (e )
F
F
j
*
j
1
[ x(n) x * (n)]
)]
2 [ X (e ) X (e
j Im{ x(n)} X o (e )
F
F
j
*
j
1
[ x(n) x * (n)]
)]
2 [ X (e ) X (e
Symmetric Properties
j
x(n) X (e )
F
xe (n) X R (e )
F
xo (n) jX I (e )
F
F
j
*
j
1
[ x(n) x * ( n)]
2 [ X (e ) X (e )]
F
j
*
j
1
[ x(n) x * (n)]
2 [ X (e ) X (e )]
x(n) X (e )
F
magnitude
x * (n) X (e
F
Facts:
1. real part is even X R (e j ) X R (e j )
phase
3. Magnitude is even | X I (e j ) || X I (e j ) |
4. Phase is odd
X (e j ) X (e j )
Fourier Transform
Theorems
Linearity
j
ax(n) by(n) aX (e ) bY (e )
F
n 1
n 1
jn
jn
jn
[
ax
(
n
)
by
(
n
)
]
e
a
x
(
n
)
e
b
y
(
n
)
e
aX (e ) bY (e )
F [ x(n nd )]
j n d
X (e )
j n
x
(
n
n
)
e
x(n)e
e jn d
j ( n n d )
jn
x
(
n
)
e
jnd
X (e )
e
F [e
j 0 n
j0 n
x(n) X (e
x(n)]
j0 n
x ( n ) e j n
j ( 0 ) n
x
(
n
)
e
X (e j ( 0 ) )
j ( 0 )
Time Reversal
x(n) X (e
F
F [ x(n)]
jn
x
(
n
)
e
j ( ) n
x
(
n
)
e
X ( e j )
Differentiation in Frequency
d
nx(n) j
X (e j )
d
F
F [nx(n)]
j n
nx
(
n
)
e
1
de jn
x ( n)
j n
d
d
d
jn
jn
j
x
(
n
)
e
j
X
(
e
)
d n
d
y ( n)
F
j
j
j
x
(
k
)
h
(
n
k
)
Y
(
e
)
X
(
e
)
H
(
e
)
F [ y (n)]
y ( n )e
j n
jn
x(k )h(n k ) e
n k
jn
x(k ) h(n k )e
k
n
x(k ) h(n)e j( n k )
k
n
x(k )e
jk
jn
h(n)e
X (e j ) H (e j )
2
j
Y (e )
w(n) x(n)e
jn
1
j
jn
e jn
w
(
n
)
X
(
e
)
e
d
2 n
1
j
j ( ) n
w
(
n
)
X
(
e
)
e
2 n
j
j ( ) n
X
(
e
)
w
(
n
)
e
2
n
1
j
j ( )
X
(
e
)
W
(
e
)d
Parsevals Theorem
1
j
*
j
x
(
n
)
y
*
(
n
)
X
(
e
)
Y
(
e
) d
2
n
Facts:
F
x(n)
X (e j )
F
y * (n)
Y * ( e j )
1
j
j ( )
y(n) x(n) w(n)
Y (e )
X
(
e
)
W
(
e
)d
2
F
x ( n ) y * ( n)e
1
j
j ( )
X
(
e
)
Y
(
e
)d
2 n
Parsevals Theorem
Energy Preserving
1
j 2
|
x
(
n
)
|
|
X
(
e
) | d
2
n
2
| x ( n) |
x ( n) x * ( n)
1
j
*
j
X
(
e
)
X
(
e
)d
2
1
j 2
|
X
(
e
) | d
1 | | c
H (e )
0 c
j
1 c
j
jn
h ( n)
H
(
e
)
e
d
2 c
1 c jn
e d
2 c
1 c j n
e d ( j n )
2 jn c
c
e jn
2 jn
c
sin c n
n 0,1,2,
0.6
0.4
0.2
0
-0.2
-60
-40
-20
20
40
60
n 0,1,2,
TheTo
ideal
lowpass fileter
approximate
the
Is noncausal.
ideal lowpass filter
using a window.
0.6
sin c n jn
H (e )
e
0.2
n
n M
j
0.4 M
0
-0.2
-60
-40
-20
20
40
60
1
0
-1
-4
-3
-2
-1
2
M=5
sin c n jn
H (e )
e
n
n M
j
0
-1
-4
-3
-2
-1
2
M=19
1
0
-1
-4
-3
-2
-1
Existence of Fourier
Transform
Key Issue
Synthesis
1
j
jn
x ( n)
X
(
e
)
e
d
Analysis
X ( e j )
j n
x
(
n
)
e
We need that
|X(ej)| < for all
| x(n) |
| X (e ) | for all
| X (e j ) |
jn
x
(
n
)
e
jn
|
x
(
n
)
e
|
jn
|
x
(
n
)
||
e
|
| x ( n) |
More On Convergence
X M (e )
Define
x ( n )e
jn
n M
Uniform Convergence
lim | X (e j ) X M (e j ) | 0
Mean-Square Convergence
lim
| X ( e j ) X M ( e j ) | 2 0
Important Transform
Pairs
Sequence
(n)
(n nd )
e jnd
(| a | 1)
a u ( n)
1
1 ae j
1
( 2k )
j
1 ae
k
u (n)
(n 1)a u (n)
n
1
(1 ae j ) 2
Sequence
r n sin p (n 1)
sin p
u (n) (| r | 1)
1
1 2r cos p e j r 2 e 2 j
sin c n
n
1 | | c
X (e )
0 c | |
1 0 n M
x ( n)
0 otherwise
sin[( M 1) / 2] jM / 2
e
sin( / 2)
Sequence
2 (
e j0n
cos(0 n )
2k)
[e j ( 0 2k ) e j ( 0 2k )]
k