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003, Signals & Systems oered by MIT faculty member, Prof. Alan Willsky, Copyright c 2003. This material is subject to the MIT OpenCourseWare Creative Commons license, http://ocw.mit.edu/OcwWeb/web/terms/terms/index.htm#cc.

Fall 2003 Lecture #1 Prof. Alan S. Willsky

4 September 2003

1) 2) 3) 4)

Figures and images used in these lecture notes by permission, copyright 1997 by Alan V. Oppenheim and Alan S. Willsky 1

SIGNALS Signals are functions of independent variables that carry information. For example:

Electrical signals --- voltages and currents in a circuit Acoustic signals --- audio or speech signals (analog or digital) Video signals --- intensity variations in an image (e.g. a CAT scan) Biological signals --- sequence of bases in a gene

. . .

Can be continuous Trajectory of a space shuttle Mass density in a cross-section of a brain Can be discrete DNA base sequence Digital image pixels Can be 1-D, 2-D, N-D For this course: Focus on a single (1-D) independent variable which we call time. Continuous-Time (CT) signals: x(t), t continuous values Discrete-Time (DT) signals: x[n], n integer values only

3

CT Signals

Most of the signals in the physical world are CT signalsE.g. voltage & current, pressure, temperature, velocity, etc.

DT Signals

Examples of DT signals in nature: DNA base sequence Population of the nth generation of certain species

5

Why DT? Can be processed by modern digital computers and digital signal processors (DSPs).

6

SYSTEMS

For the most part, our view of systems will be from an input-output perspective:

A system responds to applied input signals, and its response is described in terms of one or more output signals

x(t) CT System y(t)

x[n]

DT System

y[n]

Dynamics of an aircraft or space vehicle An algorithm for analyzing financial and economic factors to predict bond prices An algorithm for post-flight analysis of a space launch An edge detection algorithm for medical images

SYSTEM INTERCONNECTIOINS

An important concept is that of interconnecting systems To build more complex systems by interconnecting simpler subsystems To modify response of a system Signal flow (Block) diagram

Cascade

Parallel

Feedback

Fall 2003 Lecture #10

7 October 2003

1. 2. 3. Examples of the DT Fourier Transform Properties of the DT Fourier Transform The Convolution Property and its Implications and Uses

Convergence Issues

Synthesis Equation: Analysis Equation: None, since integrating over a finite interval Need conditions analogous to CTFT, e.g.

Finite energy

Absolutely summable

Examples

Parallel with the CT examples in Lecture #8

More Examples

Still More

4) DT Rectangular pulse (Drawn for N1 = 2)

5)

Recall CT result: What about DT: a) We expect an impulse (of area 2) at = o b) But X(ej) must be periodic with period 2 In fact

Note: The integration in the synthesis equation is over 2 period, only need X(ej) in one 2 period. Thus,

Linearity of DTFT

Example #1:

DT sine function

Example #2:

More Properties

7) Time Expansion Recall CT property: But in DT: x[n/2] makes no sense x[2n] misses odd values of x[n] Time scale in CT is infinitely fine

But we can slow a DT signal down by inserting zeros: k an integer 1 x(k)[n] insert (k - 1) zeros between successive values

8) Differentiation in Frequency

Differentiation in frequency

Example #1:

Example #2:

Example #3:

Fall 2003 Lecture #11

9 October 2003

1. 2. 3. DTFT Properties and Examples Duality in FS & FT Magnitude/Phase of Transforms and Frequency Responses

Example:

Example:

Fourier Transform is highly symmetric CTFT: Both time and frequency are continuous and in general aperiodic

Same except for these differences

Then

Square pulse in either time or frequency domain

DTFS

Duality in DTFS

Then

CTFS

DTFT

CTFS-DTFT Duality

CT:

Parseval Relation:

Energy density in

DT:

Parseval Relation:

Effects of Phase

Not on signal energy distribution as a function of frequency Can have dramatic effect on signal shape/character Constructive/Destructive interference Is that important? Depends on the signal and the context

Demo:

Easy to add

a) For real-valued signals and systems

Plot for 0, often with a logarithmic scale for frequency in CT

b) In DT, need only plot for 0 (with linear scale) c) For historical reasons, log-magnitude is usually plotted in units of decibels (dB):

power magnitude

A Typical Bode plot for a second-order CT system 20 log|H(j)| and H(j) vs. log

40 dB/decade

Changes by -

20log|H(ej)| and H(ej) vs.

Fall 2003 Lecture #12

16 October 2003

1. 2. 3. 4. Linear and Nonlinear Phase Ideal and Nonideal Frequency-Selective Filters CT & DT Rational Frequency Responses DT First- and Second-Order Systems

Linear Phase

CT

Result: Linear phase simply a rigid shift in time, no distortion Nonlinear phase distortion as well as shift DT

Question:

All-Pass Systems

CT

DT

Demo:

How do we think about signal delay when the phase is nonlinear? Group Delay

CT

Sometimes we dont want a sharp cutoff, e.g.

Step response Freq. Response

CT: If the system is described by LCCDEs, then

Prototypical Systems

If the system is described by LCCDEs (Linear-Constant-Coefficient Difference Equations), then

DT First-Order Systems

DT Second-Order System

decaying

oscillations

Fall 2003 Lecture #13

21 October 2003

1. 2. 3. 4. 5. The Concept and Representation of Periodic Sampling of a CT Signal Analysis of Sampling in the Frequency Domain The Sampling Theorem the Nyquist Rate In the Time Domain: Interpolation Undersampling and Aliasing

SAMPLING

We live in a continuous-time world: most of the signals we encounter are CT signals, e.g. x(t). How do we convert them into DT signals x[n]? Sampling, taking snap shots of x(t) every T seconds. T sampling period x[n] x(nT), n = ..., -1, 0, 1, 2, ... regularly spaced samples Applications and Examples Digital Processing of Signals Strobe Images in Newspapers Sampling Oscilloscope How do we perform sampling?

Observation: Lots of signals have the same samples

By sampling we throw out lots of information all values of x(t) between sampling points are lost. Key Question for Sampling: Under what conditions can we reconstruct the original CT signal x(t) from its samples?

Illustration of sampling in the frequency-domain for a band-limited (X(j)=0 for ||> M) signal

If there is no overlap between shifted spectra, a LPF can reproduce x(t) from xp(t)

Observations on Sampling

(1) In practice, we obviously dont sample with impulses or implement ideal lowpass filters. One practical example: The Zero-Order Hold

Observations (Continued)

(2) Sampling is fundamentally a time-varying operation, since we multiply x(t) with a time-varying function p(t). However,

is the identity system (which is TI) for bandlimited x(t) satisfying the sampling theorem (s > 2M). (3) What if s 2M? Something different: more later.

The lowpass filter interpolates the samples assuming x(t) contains no energy at frequencies c

Original CT signal

h(t)

After sampling

Interpolation Methods

Bandlimited Interpolation Zero-Order Hold First-Order Hold Linear interpolation

When s 2 M Undersampling

Higher frequencies of x(t) are folded back and take on the aliases of lower frequencies Note that at the sample times, xr(nT) = x(nT)

A Simple Example

Fall 2003 Lecture #14

23 October 2003

1. 2. Review/Examples of Sampling/Aliasing DT Processing of CT Signals

Sampling Review

Strobe Demo

> 0, strobed image moves forward, but at a slower pace = 0, strobed image still < 0, strobed image moves backward. Applications of the strobe effect (aliasing can be useful sometimes): E.g., Sampling oscilloscope

Why do this? Inexpensive, versatile, and higher noise margin. How do we analyze this system? We will need to do it in the frequency domain in both CT and DT In order to avoid confusion about notations, specify CT frequency variable DT frequency variable ( = ) Step 1: Find the relation between xc(t) and xd[n], or Xc(j) and Xd(ej)

Note: Not full analog/digital (A/D) conversion not quantizing the x[n] values

Note: s 2 CT DT

X d (e )

X d (e j )

= T1

= T2

Overall system is time-varying if sampling theorem is not satisfied It is LTI if the sampling theorem is satisfied, i.e. for bandlimited inputs xc(t), with M < s 2 When the input xc(t) is band-limited (X(j) = 0 at || > ) and the sampling theorem is satisfied (s > 2M), then

DT filter

Sampling

DT freq CT freq

CT freq DT freq

Assuming No Aliasing

Example:

Digital Differentiator

Bandlimited Differentiator

CT

DT

Fall 2003 Lecture #2

9 September 2003

1) 2)

Some examples of systems System properties and examples a) Causality b) Linearity c) Time invariance

SYSTEM EXAMPLES

x(t) CT System y(t) x[n] DT System y[n]

Ex. #1

RLC circuit

Ex. #2

Mechanical system

Force Balance:

Observation: Very different physical systems may be modeled mathematically in very similar ways.

Ex. #3

Thermal system

Ex. #3 (Continued)

Observations Independent variable can be something other than time, such as space. Such systems may, more naturally, have boundary conditions, rather than initial conditions.

Ex. #4

Financial system

Fluctuations in the price of zero-coupon bonds t = 0 Time of purchase at price y0 t = T Time of maturity at value yT y(t) = Values of bond at time t x(t) = Influence of external factors on fluctuations in bond price

Observation: Even if the independent variable is time, there are interesting and important systems which have boundary conditions.

Observations 1) A very rich class of systems (but by no means all systems of interest to us) are described by differential and difference equations. 2) Such an equation, by itself, does not completely describe the input-output behavior of a system: we need auxiliary conditions (initial conditions, boundary conditions). 3) In some cases the system of interest has time as the natural independent variable and is causal. However, that is not always the case. 4) Very different physical systems may have very similar mathematical descriptions.

WHY ?

Important practical/physical implications

They provide us with insight and structure that we can exploit both to analyze and understand systems more deeply.

CAUSALITY

A system is causal if the output does not anticipate future values of the input, i.e., if the output at any time depends only on values of the input up to that time. All real-time physical systems are causal, because time only moves forward. Effect occurs after cause. (Imagine if you own a noncausal system whose output depends on tomorrows stock price.) Causality does not apply to spatially varying signals. (We can move both left and right, up and down.) Causality does not apply to systems processing recorded signals, e.g. taped sports games vs. live broadcast.

CAUSALITY (continued)

Mathematically (in CT): A system x(t) y(t) is causal if

x1(t) y1(t) x2(t) y2(t) x1(t) = x2(t) for all t to y1(t) = y2(t) for all t to

CAUSAL OR NONCAUSAL

TIME-INVARIANCE (TI) Informally, a system is time-invariant (TI) if its behavior does not depend on what time it is.

Mathematically (in DT): A system x[n] y[n] is TI if for any input x[n] and any time shift n0,

If then x[n] y[n] x[n - n0] y[n - n0] .

Similarly for a CT time-invariant system, If x(t) y(t) then x(t - to) y(t - to) .

TIME-INVARIANT OR TIME-VARYING ?

TI

NOW WE CAN DEDUCE SOMETHING! Fact: If the input to a TI System is periodic, then the output is periodic with the same period. Proof: Suppose and Then by TI x(t + T) y(t + T). x(t + T) = x(t) x(t) y(t)

LINEAR AND NONLINEAR SYSTEMS Many systems are nonlinear. For example: many circuit elements (e.g., diodes), dynamics of aircraft, econometric models, However, in 6.003 we focus exclusively on linear systems. Why? Linear models represent accurate representations of behavior of many systems (e.g., linear resistors, capacitors, other examples given previously,) Can often linearize models to examine small signal perturbations around operating points Linear systems are analytically tractable, providing basis for important tools and considerable insight

LINEARITY A (CT) system is linear if it has the superposition property: If then x1(t) y1(t) and x2(t) y2(t)

y[n] = x2[n]

y(t) = x(2t)

Linear, not TI, Noncausal

Can you find systems with other combinations ? - e.g. Linear, TI, Noncausal Linear, not TI, Causal

PROPERTIES OF LINEAR SYSTEMS Superposition If Then For linear systems, zero input zero output

"Proof"

0 = 0 x[n] 0 y[n] = 0

Properties of Linear Systems (Continued) A linear system is causal if and only if it satisfies the condition of initial rest:

Proof

a)

b)

Focus of most of this course - Practical importance (Eg. #1-3 earlier this lecture are all LTI systems.) - The powerful analysis tools associated with LTI systems

A basic fact: If we know the response of an LTI system to some inputs, we actually know the response to many inputs

Example:

DT LTI System

Fall 2003 Lecture #21

25 November 2003

1. Feedback

a) b) c) d) Root Locus Tracking Disturbance Rejection The Inverted Pendulum

2.

C(s), G(s) Designed with one or more free parameters Question: How do the closed-loop poles move as we vary these parameters? Root locus of 1+ C(s)G(s)H(s)

C(s) = K a simple linear amplifier

A Simple Example

Sketch where pole moves as |K| increases...

For simplicity, suppose there is no pole-zero cancellation in G(s)H(s)

Closed-loop poles are the solutions of That is Difficult to solve explicitly for solutions given any specific value of K, unless G(s)H(s) is second-order or lower. Much easier to plot the root locus, the values of s that are solutions for some value of K, because: 1) It is easier to find the roots in the limiting cases for K = 0, . 2) There are rules on how to connect between these limiting points.

End points At K = 0, G(so)H(so) = so are poles of the open-loop system function G(s)H(s). At |K| = , G(so)H(so) = 0 so are zeros of the open-loop system function G(s)H(s). Thus: Rule #1: A root locus starts (at K = 0) from a pole of G(s)H(s) and ends (at |K| = ) at a zero of G(s)H(s). Question: Answer: What if the number of poles the number of zeros? Start or end at .

Rule #2:

One zero at -2, two poles at 0, -1.

Tracking

In addition to stability, we may want good tracking behavior, i.e. for at least some set of input signals.

E (s) =

1 X ( s) 1 + C ( s) H (s)

1 E ( j ) = X ( j ) 1 + C ( j ) H ( j )

Tracking (continued)

Disturbance Rejection

There may be other objectives in feedback controls due to unavoidable disturbances.

Clearly, sensitivities to the disturbances D1(s) and D2(s) are much reduced when the amplitude of the loop gain

C (s) =

1 s ( s + 1)

, H (s) =

s s+2

Y (s) =

However

W (s) =

Stable

Unstable

Inverted Pendulum

Unstable!

PI feedback stabilizes Subtle problem: internal instability in x(t)! Additional PD feedback around motor / amplifier centers the pendulum

Attempt #1: Negative feedback driving the motor

after K. Lundberg

Attempt #2: Proportional/Integral Compensator

after K. Lundberg

BUT x(t) unstable:

System subject to drift... Solution: add PD feedback around motor and compensator:

after K. Lundberg

The z-Transform

Motivation: Analogous to Laplace Transform in CT

, r = |z|

depends only on r = |z|, just like the ROC in s-plane only depends on Re(s) Unit circle (r = 1) in the ROC DTFT X(ej) exists

Example #1

1 z = 1 az 1 za

This form to find pole and zero locations

Example #2:

Rational z-Transforms

x[n] = linear combination of exponentials for n > 0 and for n < 0

Fall 2003 Lecture #22

2 December 2003

1. 2. 3. 4. 5. Properties of the ROC of the z-Transform Inverse z-Transform Examples Properties of the z-Transform System Functions of DT LTI Systems a. Causality b. Stability

The z-Transform

-depends only on r = |z|, just like the ROC in s-plane only depends on Re(s) Last time: Unit circle (r = 1) in the ROC DTFT X(ej) exists Rational transforms correspond to signals that are linear combinations of DT exponentials

LHP in s-plane, Re(s) < 0 |z| = | esT| < 1, inside the |z| = 1 circle. Special case, Re(s) = - |z| = 0. RHP in s-plane, Re(s) > 0 |z| = | esT| > 1, outside the |z| = 1 circle. Special case, Re(s) = + |z| = . A vertical line in s-plane, Re(s) = constant | esT| = constant, a circle in z-plane.

(1) The ROC of X(z) consists of a ring in the z-plane centered about the origin (equivalent to a vertical strip in the s-plane)

(2) The ROC does not contain any poles (same as in LT).

(3) If x[n] is of finite duration, then the ROC is the entire z-plane, except possibly at z = 0 and/or z = . Why?

Examples:

CT counterpart

(4) If x[n] is a right-sided sequence, and if |z| = ro is in the ROC, then all finite values of z for which |z| > ro are also in the ROC.

Side by Side

(5) If x[n] is a left-sided sequence, and if |z| = ro is in the ROC, then all finite values of z for which 0 < |z| < ro are also in the ROC. (6) If x[n] is two-sided, and if |z| = ro is in the ROC, then the ROC consists of a ring in the z-plane including the circle |z| = ro. What types of signals do the following ROC correspond to?

right-sided

left-sided

two-sided

Example #1

Example #1 continued

Inverse z-Transforms

for fixed r:

Example #2

A = 1, B = 2

Note, particular to z-transforms: 1) When finding poles and zeros, express X(z) as a function of z. 2) When doing inverse z-transform using PFE, express X(z) as a function of z-1.

ROC III:

ROC II:

ROC I:

Example #3:

A finite-duration DT sequence

(b)

Properties of z-Transforms

(1) Time Shifting The rationality of X(z) unchanged, different from LT. ROC unchanged except for the possible addition or deletion of the origin or infinity no> 0 ROC z 0 (maybe) no< 0 ROC z (maybe) (2) z-Domain Differentiation Derivation: same ROC

Y(z) = H(z)X(z) , ROC at least the intersection of the ROCs of H(z) and X(z), can be bigger if there is pole/zero cancellation. e.g.

CAUSALITY

(1) h[n] right-sided ROC is the exterior of a circle possibly including z = :

A DT LTI system with system function H(z) is causal the ROC of H(z) is the exterior of a circle including z =

A DT LTI system with rational system function H(z) is causal (a) the ROC is the exterior of a circle outside the outermost pole; and (b) if we write H(z) as a ratio of polynomials

then

Stability

LTI System Stable ROC of H(z) includes the unit circle |z| = 1

A causal LTI system with rational system function is stable all poles are inside the unit circle, i.e. have magnitudes < 1

Fall 2003 Lecture #23

4 December 2003

1. 2. 3. 4.

Geometric Evaluation of z-Transforms and DT Frequency Responses First- and Second-Order Systems System Function Algebra and Block Diagrams Unilateral z-Transforms

Example #1:

Example #2:

Example #3:

First-Order System one real pole

Second-Order System Two poles that are a complex conjugate pair (z1= rej =z2*)

Demo: DT pole-zero diagrams, frequency response, vector diagrams, and impulse- & step-responses

Rational ROC: Depends on Boundary Conditions, left-, right-, or two-sided. For Causal Systems ROC is outside the outermost pole

Feedback System (causal systems)

negative feedback configuration

Example #1:

z-1 D Delay

Unilateral z-Transform

(2) UZT of x[n] = BZT of x[n]u[n] ROC always outside a circle and includes z = (3) For causal LTI systems,

Many properties are analogous to properties of the BZT e.g. Convolution property (for x1[n<0] = x2[n<0] = 0)

Initial condition

ZIR Output purely due to the initial conditions, ZSR Output purely due to the input.

Fall 2003 Lecture #3

11 September 2003

1) 2) 3) 4) Representation of DT signals in terms of shifted unit samples Convolution sum representation of DT LTI systems Examples The unit sample response and properties of DT LTI systems

Question: a)

We can represent rich classes of signals as linear combinations of these building block signals.

b) The response of LTI Systems to these basic signals are both simple and insightful. Fact: For LTI Systems (CT or DT) there are two natural choices for these building blocks Focus for now:

DT CT

That is ...

Coefficients

Basic Signals

x[n]

DT System

y[n]

Suppose the system is linear, and define hk[n] as the response to [n - k]:

From superposition:

x[n]

DT System

y[n]

Now suppose the system is LTI, and define the unit sample response h[n]:

Interpretation

Choose value of n and consider it fixed

y[0] = prod of overlap for n=0 y[1] = prod of overlap for n=1

-1 11=1 01 + 1 2=2 (-1) 1 + 0 2 + 1 (-1) = -2 (-1) 2 + 0 (-1) + 1 (-1) = -3 (-1) (-1) + 0 (-1) = 1 (-1) (-1) = 1 4

1) A DT LTI System is completely characterized by its unit sample response

Ex:

step input

input

Interpretation

1) Causality

2) Stability

Fall 2003 Lecture #4

16 September 2003

1. 2. 3. 4.

Representation of CT Signals in terms of shifted unit impulses Convolution integral representation of CT LTI systems Properties and Examples The unit impulse as an idealized pulse that is short enough: The operational definition of (t)

Representation of CT Signals

LTI

Operation of CT Convolution

Example:

CT convolution

-1 -1 0

1) Commutativity: 2) 3) An integrator:

4) Step response:

DISTRIBUTIVITY

ASSOCIATIVITY

Consider response from initial rest to pulses of different shapes and durations, but with unit area. As the duration decreases, the responses become similar for different pulse shapes.

(t) idealization of a unit-area pulse that is so short that, for any physical systems of interest to us, the system responds only to the area of the pulse and is insensitive to its duration Operationally: The unit impulse is the signal which when applied to any LTI system results in an output equal to the impulse response of the system. That is,

n is number of differentiations

Integrators

Integrators (continued)

Notation

Define Then

E.g.

Example

1 1 2 2

Example (continued)

Fall 2003 Lecture #5

18 September 2003

1. 2. 3. 4. Complex Exponentials as Eigenfunctions of LTI Systems Fourier Series representation of CT periodic signals How do we calculate the Fourier coefficients? Convergence and Gibbs Phenomenon

Image removed due to copyright considerations. Signals & Systems, 2nd ed. Upper Saddle River, N.J.: Prentice Hall, 1997, p. 179.

a. We can represent large and useful classes of signals using these building blocks

b. The response of LTI systems to these basic signals is particularly simple, useful, and insightful

Previous focus: Unit samples and impulses Focus now: Eigenfunctions of all LTI systems

(Focus on CT systems now, but results apply to DT systems as well.)

eigenvalue

eigenfunction

Eigenfunction in same function out with a gain From the superposition property of LTI systems:

eigenvalue

eigenfunction

eigenvalue

eigenfunction

DT:

For Now:

Periodic Signals Magnitude 1

T

- periodic with period T - {ak} are the Fourier (series) coefficients - k = 0 DC - k = 1 first harmonic - k = 2 second harmonic

Question #1:

0 no dc component

0 0

For real periodic signals, there are two other commonly used forms for CT Fourier series:

Because of the eigenfunction property of ejt, we will usually use the complex exponential form in 6.003. - A consequence of this is that we need to include terms for both positive and negative frequencies:

How can the Fourier series for the square wave possibly make sense? The key is: What do we mean by

Under a different, but reasonable set of conditions (the Dirichlet conditions) Condition 1. x(t) is absolutely integrable over one period, i. e.

And

Condition 2. of Ex. In a finite time interval, x(t) has a finite number maxima and minima. An example that violates Condition 2.

And

Condition 3. Ex. In a finite time interval, x(t) has only a finite number of discontinuities. An example that violates Condition 3.

Dirichlet conditions are met for the signals we will encounter in the real world. Then - The Fourier series = x(t) at points where x(t) is continuous - The Fourier series = midpoint at points of discontinuity

- As N , xN(t) exhibits Gibbs phenomenon at points of discontinuity Demo: Fourier Series for CT square wave (Gibbs phenomenon).

Fall 2003 Lecture #6

23 September 2003

1. 2. 3. CT Fourier series reprise, properties, and examples DT Fourier series DT Fourier series examples and differences with CTFS

All components have: (1) the same amplitude, & (2) the same phase.

Linearity Conjugate Symmetry

Time shift

Introduces a linear phase shift to

Example:

Parsevals Relation

Energy is the same whether measured in the time-domain or the frequency-domain Multiplication Property

Periodic Convolution

x(t), y(t) periodic with period T

Periodic convolution: Integrate over any one period (e.g. -T/2 to T/2)

1) z(t) is periodic with period T (why?)

Periodic 3) convolution in time

Multiplication in frequency!

x[n] - periodic with fundamental period N, fundamental frequency

So we could just use However, it is often useful to allow the choice of N consecutive values of k to be arbitrary.

k =<N >

{ak} Questions:

Answer to Question #1: Any DT periodic signal has a Fourier series representation

Finite geometric series

So, from

Note: 1)

It is convenient to think of ak as being defined for all integers k. So: ak+N = ak Special property of DT Fourier Coefficients.

2) We only use N consecutive values of ak in the synthesis equation. (Since x[n] is periodic, it is specified by N numbers, either in the time or frequency domain)

Example #1:

Example #2:

DT Square Wave

Using n = m - N1

Example #2:

Convergence Issues for DT Fourier Series: Not an issue, since all series are finite sums. Properties of DT Fourier Series: Example: Lots, just as with CT Fourier Series

Fall 2003 Lecture #7

25 September 2003

1. 2. 3. Fourier Series and LTI Systems Frequency Response and Filtering Examples and Demos

CT:

CT "System Function"

DT:

DT "System Function"

CT notation

By choice of H(j) (or H(ej)) as a function of , we can shape the frequency composition of the output - Preferential amplification - Selective filtering of some frequencies

Adjustable Filter

Equalizer

Speaker

For audio signals, the amplitude is much more important than the phase.

Example #2:

Filter out signals outside of the frequency range of interest Lowpass Filters: Only show amplitude here.

low frequency

low frequency

Highpass Filters

Remember:

high frequency

high frequency

Bandpass Filters

Idealized Filters

CT

c cutoff frequency

DT

Note:

|H| = 1 and H = 0 for the ideal filters in the passbands, no need for the phase plot.

Highpass

CT

DT

Bandpass

CT

lower cut-off

upper cut-off

DT

Example #3:

DT Averager/Smoother

LPF

Example #4:

Example #5:

Demo:

Example #7:

A Filter Bank

Demo:

HP LP

LP HP BP

BP

Note: To really understand these examples, we need to understand frequency contents of aperiodic signals the Fourier Transform

Fall 2003 Lecture #8

30 September 2003

1. 2. 3. 4. Derivation of the CT Fourier Transform pair Examples of Fourier Transforms Fourier Transforms of Periodic Signals Properties of the CT Fourier Transform

x(t) - an aperiodic signal - view it as the limit of a periodic signal as T For a periodic signal, the harmonic components are spaced 0 = 2/T apart ... As T , 0 0, and harmonic components are spaced closer and closer in frequency Fourier series

Fourier integral

increases

kept fixed

Derivation (continued)

Derivation (continued)

(1) It works also even if x(t) is infinite duration, but satisfies: a) Finite energy

In this case, there is zero energy in the error

b) Dirichlet conditions

c) By allowing impulses in x(t) or in X(j), we can represent even more signals E.g. It allows us to consider FT for periodic signals

Example #1 (a)

(b)

Example #2:

Exponential function

Even symmetry

Odd symmetry

Example #3:

Note the inverse relation between the two widths Uncertainty principle

Example #4:

x(t) = e

at 2

Also a Gaussian!

Example #4:

Line spectrum

Example #5:

Sampling function

Same function in the frequency-domain! Note: (period in t) T (period in ) 2/T Inverse relationship again!

1) Linearity

2) Time Shifting

FT magnitude unchanged

Properties (continued)

3) Conjugate Symmetry

4) Time-Scaling

a) b)

c)

Fall 2003 Lecture #9

2 October 2003

1. 2. 3. 4. The Convolution Property of the CTFT Frequency Response and LTI Systems Revisited Multiplication Property and Parsevals Relation The DT Fourier Transform

(Analysis Equation)

Convolution Property

impulse response

frequency response

The frequency response of a CT LTI system is simply the Fourier transform of its impulse response Example #1:

Example #2:

A differentiator

Differentiation property:

Larger at high o phase shift

No.

H(j)

Example #5:

Example #6:

Example #7:

1) 2)

Rational, can use PFE to get h(t) If X(j) is rational e.g. then Y(j) is also rational

Parsevals Relation

FT is highly symmetric,

Multiplication Property

Convolution in

A consequence of Duality

Example (continued)

DTFS synthesis eq. DTFS analysis eq.

Define

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