ADVANCED SIGNAL PROCESSING: WAVELETS AND APPLI os Cr Teaching assistants: Ali Hormati & Fritz Menzer Homework 4 Assigned: Friday March 14, 2008. Exercise 1. DowNsampLing By Consider +q and yn = zuy as two sampled versions of the same continuous-time signal, with sampling periods T and NT, respectively. Prove that Y(e) = BE xem wo by going back to the underlying time-domain signal z(t) and resampling it with ‘an N-times longer sampling period. Hint: Recall that the discrete-time Fourier transform X(e!) of 4 is X(e*) = Xr(2) = rox (3-8), 0° where X¢(w) is the spectrum of the original continuous time signal, Xr() is the spectrum of its sampled version, and T'is the sampling period. Then ¥(e) = Xwr(w/NT) (since the sampling period is now NT), where Xwr(w/NT) can be ‘written similarly to (2). Finally, split the sum involved in Xivr(w/NT) into k = nN +1, and gathering terms, (1) will follow. Exercise 2. Sus-NyQuist SAMPLING ‘The signal s(¢) has the spectrum shown in figure 1 1. What is the minimum sampling rate for this signal suggested by the Sampling Theorem? 2, Because of the particular structure of this spectrum, one wonders whether a lower sampling rate could be used. Show that this is indeed the case, and find the system that reconstructs s(t) from its samples. S( 2p oo 2a Figure 1: The spectrum of a bandpass signal ICOUE FOWYTECHINIOUE FEDERALE BF CAUSANNEExercise 3, DIGITAL PROCESSING Or ConTiNvoUS Time SIGNALS Let a(t) be an analog signal with CTFT as shown in Figure 2. The signal is sampled at rate f, = 16 KHz to obtain the discrete-time signal zn. 1, Sketch the magnitude of the DTFT of xq, X(o" Label the axes with as much detail as possible. over the interval |—m, x} 2. Suppose that 2 is input to the discrete-time system shown in figure 3 where the filter is an ideal digital lowpass filter between 52 and ¥ with magnitude 1, Sketch the magnitude of the DTFT of yp. Label the axes with as much detail as possible. raf) Li “4000 7000 Figure 2: The spectrum of a(t) , Xb a7, p(ci*) |) cos($n) Figure 3: Diserete-time signal processor Exercise 4. CIRCULANT Marnices A circulant matrix Ceire of size N x N is defined by its first line, since subsequent lines are obtained by a right circular shift. Denote the first line by {co,cw—1,.-.€1} so that Ceire corresponds to a cireular convolution with a filter having impulse response {€)5C1,025+++s6N-1} 1, Show that one ean factorize Coine = FAP where (Fy)gy =e? and A = diag(Co,...,Cyv-1) with Cy = ONG! eres Then interpret the result in tera of circular convolution and its eorrespon- dence in the DPT domain, 2. Give a formula for det(C, a} 3, Give a simple test for the singularity of Cie. 4, Prove that C5 is circulant. Show that CoiresC ey = CoiresCeiney and that the result is circulant.Exercise 5. PRopenries oF FOURIER TRANSFORM (MIDTERM 2007) Let f(t) and gln) be continuous and discrete time signals with Fourier transforms Fw) and Glo), respectively. We denote by fe and fy the even and odd parts of J. Show the following properties of the Fourier transform: 1. if gin) is real then G(e™) = G*(e-*) 2 H(t) A Fr(w) 3. geln) Es Re{Gle*)} 4. folt) & jlm{F(w)) 5. f(t) cos(wot) Ftetebe Peon) HINT: The even and odd parts of a function are defined as: H+ ib Lb) 3 s-F-) folt) 4 Exercise 6. ORTHOGONAL PROJECTION (MtbTERM 2007) Consider the interval [1,1] and three vectors 1, t and ¢? in the Hilbert: space L{((-1,1]) with the inner product defined by tras f reoatoa 1, What is the projection error (the square norm of the error) in projecting the vector t® on the space spanned by the three vectors 1, t and £2? 2, Let us add the vector 7! + 2t ~3 to our 3 previous veetors 1, ¢ and f. What is the projection error in projecting the vector 9 on the subspace spanned by these 4 vectors? 3. Find the minimium of the expression P(a,b,¢) = ||P — at? — bt ~ ef? using differentiation. Comparing the result with the answer you obtained in question 1, what is your explanation? Exercise 7. INFinire Nora (Miprerst 2007) Consider the vector 2 that lies in the N’ dimensional complex veetor space C%. Let the infinite norm for a vector z in C% be defined as fim (lal?) Show that: {el max((21|,..- ||)Exercise 8. BIBO Stasitiry (MiprerM 2007) 1, Consider the lowpass filter given by h[n] = S3" which is not in &,. Find a bounded input that creates an unbounded output when passing through this filter. ‘Hint: Remember the proposition about BIBO stability. 2. Bonus Part: (2 points) Now the system Is as shoven in figure 1 which consists of upsampling by 2 followed by the h(n) filter. Find a bounded input for this novr system that gives an unbounded output. Ob Figure 4: Upsampling followed by a lowpass filter.Prof. Martin Vetter Summer Semester 2008, ‘Teaching assistants: Ali Hormati & Fritz Menzer FeOue rOMTECHNICUE Solutions to Homework 4 Solution 1. Downsamuin By V Consider z{n] and yln| to be obtained from sampling ze(¢) with sampling periods T and NT, respectively. Ye) = Xwr( an wt) = 2x. -hir) bed x( ~ (on 0% peony Solution 2. Sup-Nvquist SAMPLING 1. According to the Shannon sampling theorem, the minimum sampling rate is ‘equal to two times the one-sided bandwidth of the signal which here is equal to up, 2, Ingeneral, the spectrum of the discrete-time signal constructed by sampling & continuous time signal at rate T samples per second equals the periodization of the continuous-time spectrum with period T' ( This means adding all the KT, € Z shifts of the continuous-time spectrum together). The only con- straint that should be met in order to be able to come back from the samples to the continuous-time signal is that there should not be overlapping in the discrete-time signal spectrum. Although by choosing the sampling rate equal to 4uv, there is no overlap in the spectrum of S(e™), It is obvious that the sampling rate equal to 2uo results also in & nou-aliased spectrum. ‘The re- construction of the s(t) is done by frst discrete-time highpass filtering of the sequence sy and the normal sine interpolation. The highpass filter should have imagnitude’l in the discrete-time frequency range (r,2x) and zero otherwise. ‘The spectrum of sq and the required highpass filter for the reconstruction are shown in Figure 1. Solution 3. DicitAL, PRocEssING OF ConTINUOUS TIME SIGNALS 1. Sampling frequency goes to 2x in the domain and the cutoff frequency of the signal in the discrete domain will be #u#22r = $. The amplitude of the ‘spectrum scales with the factor f, = 16 KHz. The result is shown in Figure 2. ) defining mand through k= ma +6se») Highpass Filter Figure 1: Diserete-time signal specturm of s, and the highpass filter for reconstruc- tion Xa) 16K Figure 2: The spectrum of Xa(e™) 2, The discrete-time system is shown in Figure 3. For the signal wy: Wy = tn c09(5n) Wie) = m{5(w—H/2) +4(o-+4/2)} + XO) = xioerty exer For the signal 2» we have: Ze) = v(c™) Hire) And finally for the output signal yp YC) = te) + 210 F)} ‘The spectrums of W(el), Z(e%) and ¥ (eM) are shown in Figures 4,5 and 6 respectively. m SL ipo) LX) Figure 3: Discrete-time signal processorwe) Figure 4 Ze) y(e) Figure 6:Solution 4. CiRCULANT MATRICES 1. Let us define ¢ = (co,e1,--.,¢y-1)? and cn, = exp (HE), We have that aoa @ ew rire = ena eva We can thus write ey bey aan +o tea a Fea + tea! Ceire te ena + eN-20e + + evar? = (coter-rae +. +c.0f!) = (cet en-r0,Y +. + rag ze = Cue where Ck = (co-+en-105 0% +... tera") for k = 0,...,.N~1. The vector ay is thus an eigenvector of Ceire associated to the eigenvalue C which simply ‘corresponds to the & coefficient of the DFT of c. Note that the x are the ‘columns of Fi). Thus, eine Fs = FM. = Fw 50 REpAR sre = RAF ‘The matrix multiplication Carex corresponds to the circular convolution of the vector 2 by the vector ¢ which we denote Care. Note that Fy and Fy are the DFT ofthe signals z and c respectively. Using the fact that Freire = MEW, wwe have that Fry [Coret] = Alva} In other words, the DFT of the circular convolution ¢ aie is the term by term multiplication of the DFT of ¢ by the DFT of . 2, We have that det(Care) = det ZF AF) = dat FR Fy) deta) lot(lw)det(A) = [] Ce 3. A matric ts singular when its determinant is zero, Therefore, the matrix Cire is nonsingular if and only if none of the DPT coefficients Cy are zaro. 4. Since C3), is given by ost re hha it has the same form as the matrix Cire in question 1 and is thus circulant.