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EE-295 Image Processing, Spring 2008 Lecture 1 Material presented here is from the course 6.

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.

Signals and Systems


Fall 2003 Lecture #1 Prof. Alan S. Willsky
4 September 2003

1) 2) 3) 4)

Administrative details Signals Systems For examples ...


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
. . .

THE INDEPENDENT VARIABLES


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

x[n], n integer, time varies discretely

Examples of DT signals in nature: DNA base sequence Population of the nth generation of certain species
5

Many human-made DT Signals

Ex.#1 Weekly Dow-Jones industrial average

Ex.#2 digital image

Courtesy of Jason Oppenheim. Used with permission.

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]

EXAMPLES OF SYSTEMS An RLC circuit

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

Signals and Systems


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

DT Fourier Transform Pair

Analysis Equation FT Synthesis Equation Inverse FT

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

Infinite sum formula

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

5)

DTFTs of Sums of Complex Exponentials


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,

DTFT of Periodic Signals

DTFS synthesis eq.

Linearity of DTFT

Example #1:

DT sine function

Example #2:

DT periodic impulse train

Also periodic impulse train in the frequency domain!

Properties of the DT Fourier Transform

Different from CTFT

More Properties

Important implications in DT because of periodicity Example

Still More Properties

Yet Still 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

Insert two zeros in this example (k=3)

Time Expansion (continued)

Stretched by a factor of k in time domain

-compressed by a factor of k in frequency domain

Is There No End to These Properties?


8) Differentiation in Frequency

Multiplication by n 9) Parsevals Relation

Differentiation in frequency

Total energy in time domain

Total energy in frequency domain

The Convolution Property

Example #1:

Example #2:

Ideal Lowpass Filter

Example #3:

Signals and Systems


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

Convolution Property Example

DT LTI System Described by LCCDEs

Rational function of e-j, use PFE to get h[n]

Example:

First-order recursive system

with the condition of initial rest causal

DTFT Multiplication Property

Calculating Periodic Convolutions

Example:

Duality in Fourier Analysis


Fourier Transform is highly symmetric CTFT: Both time and frequency are continuous and in general aperiodic
Same except for these differences

Suppose f() and g() are two functions related by

Then

Example of CTFT duality


Square pulse in either time or frequency domain

DTFS

Duality in DTFS

Then

Duality between CTFS and DTFT


CTFS

DTFT

CTFS-DTFT Duality

Magnitude and Phase of FT, and Parseval Relation


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:

1) Effect of phase on Fourier Series 2) Effect of phase on image processing

Log-Magnitude and Phase

Easy to add

Plotting Log-Magnitude and Phase


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

So 20 dB or 2 bels: = 10 amplitude gain = 100 power gain

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

40 dB/decade

Changes by -

A typical plot of the magnitude and phase of a secondorder DT frequency response


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

For real signals, 0 to is enough

Signals and Systems


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:

Impulse response and output of an all-pass system with nonlinear phase

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

Ideal Lowpass Filter


CT

Noncausal h(t <0) 0 Oscillatory Response e.g. step response

Overshoot by 9%, Gibbs phenomenon

Nonideal Lowpass Filter


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

Often have specifications in time and frequency domain Trade-offs


Step response Freq. Response

CT Rational Frequency Responses


CT: If the system is described by LCCDEs, then

Prototypical Systems

First-order system, has only one energy storing element, e.g. L or C

Second-order system, has two energy storing elements, e.g. L and C

DT Rational Frequency Responses


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

DT First-Order Systems

Demo: Unit-sample, unit-step, and frequency response of DT first-order systems

DT Second-Order System

decaying

oscillations

Demo: Unit-sample, unit-step, and frequency response of DT second-order systems

Signals and Systems


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?

Why/When Would a Set of Samples Be Adequate?


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?

Impulse Sampling Multiplying x(t) by the sampling function

Analysis of Sampling in the Frequency Domain

Important to note: s1/T

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

No overlap between shifted spectra

Reconstruction of x(t) from sampled signals

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

The Sampling Theorem

Suppose x(t) is bandlimited, so that

Then x(t) is uniquely determined by its samples {x(nT)} if

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.

Time-Domain Interpretation of Reconstruction of Sampled Signals Band-Limited Interpolation

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

Graphic Illustration of Time-Domain Interpolation


Original CT signal
h(t)

After sampling

After passing the LPF

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

Undersampling and Aliasing


When s 2 M Undersampling

Undersampling and Aliasing (continued)

Xr(j) X(j) Distortion because of aliasing

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

Picture would be Modified

Demo: Sampling and reconstruction of cosot

Signals and Systems


Fall 2003 Lecture #14
23 October 2003
1. 2. Review/Examples of Sampling/Aliasing DT Processing of CT Signals

Sampling Review

Demo: Effect of aliasing on music.

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

DT Processing of Band-Limited CT Signals

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)

Time-Domain Interpretation of C/D Conversion

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

Frequency-Domain Interpretation of C/D Conversion

Note: s 2 CT DT

Illustration of C/D Conversion in the Frequency-Domain

X d (e )

X d (e j )

= T1

= T2

Reverse of the process of C/D conversion

D/C Conversion yd[n] yc(t)

Now the whole picture

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 omege needs to changed

Frequency-Domain Illustration of DT Processing of CT Signals


DT filter

Sampling

DT freq CT freq

CT freq DT freq

Interpolate (LPF) equivalent CT filter

Assuming No Aliasing

In practice, first specify the desired Hc(j), then design Hd(ej).

Example:

Digital Differentiator

Applications: Edge Enhancement

Courtesy of Jason Oppenheim. Used with permission.

Courtesy of Jason Oppenheim. Used with permission.

Construction of Digital Differentiator


Bandlimited Differentiator

Band-Limited Digital Differentiator (continued)

CT

DT

Signals and Systems


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

Cooling Fin in Steady State

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.

Ex. #5 A rudimentary edge detector

This system detects changes in signal slope

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.

SYSTEM PROPERTIES (Causality, Linearity, Time-invariance, etc.)

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

when and Then

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

Time-varying (NOT time-invariant)

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)

These are the same input!

So these must be the same output, i.e., y(t) = y(t + 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)

ax1(t) + bx2(t) ay1(t) + by2(t)

y[n] = x2[n]
y(t) = x(2t)

Nonlinear, TI, Causal


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)

Suppose system is causal. Show that (*) holds.

b)

Suppose (*) holds. Show that the system is causal.

LINEAR TIME-INVARIANT (LTI) SYSTEMS

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

Signals and Systems


Fall 2003 Lecture #21
25 November 2003
1. Feedback
a) b) c) d) Root Locus Tracking Disturbance Rejection The Inverted Pendulum

2.

Introduction to the Z-Transform

The Concept of a Root Locus

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)

The Classical Root Locus Problem


C(s) = K a simple linear amplifier

Closed-loop poles are the same.

A Simple Example

In either case, pole is at so = -2 - K


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

Becomes more stable

Becomes less stable

What Happens More Generally ?


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.

Rules for Plotting Root Locus


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:

Angle criterion of the root locus

Thus, s0 is a pole for some positive value of K if:

In this case, s0 is a pole if K = 1/|G(s0) H(s0)|.

Similarly s0 is a pole for some negative value of K if:

In this case, s0 is a pole if K = -1/|G(s0) H(s0)|.

Example of Root Locus.


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)

We want C ( j ) P ( j ) to be large in frequency bands in which we want good tracking

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

Tracking (continued)

Using the final-value theorem

Basic example: Tracking error for a step input

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

Internal Instabilities Due to Pole-Zero Cancellation w(t) H

C (s) =

1 s ( s + 1)

, H (s) =

s s+2

Y (s) =

However
W (s) =

C ( s) H ( s) 1 X (s) = 2 X (s) s + 3s + 3 1 + C (s) H (s)


Stable

s+2 C (s) X ( s) X ( s) = 2 s ( s + 3s + 3) 1 + C (s) H ( s)


Unstable

Inverted Pendulum

Unstable!

Feedback System to Stabilize the Pendulum

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

Root Locus & the Inverted Pendulum


Attempt #1: Negative feedback driving the motor

Root locus of M(s)G(s) Remains unstable!

after K. Lundberg

Root Locus & the Inverted Pendulum


Attempt #2: Proportional/Integral Compensator

Root locus of K(s)M(s)G(s) Stable for large enough K

after K. Lundberg

Root Locus & the Inverted Pendulum


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

We now do not restrict ourselves just to z = ej

The (Bilateral) z-Transform

The ROC and the Relation Between zT and DTFT


, 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

This form for PFE and inverse ztransform

1 z = 1 az 1 za
This form to find pole and zero locations

That is, ROC |z| > |a|, outside a circle

Example #2:

Same X(z) as in Ex #1, but different ROC.

Rational z-Transforms
x[n] = linear combination of exponentials for n > 0 and for n < 0

Polynomials in z characterized (except for a gain) by its poles and zeros

Signals and Systems


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

Some Intuition on the Relation between zT and LT

The (Bilateral) z-Transform

Can think of z-transform as DT version of Laplace transform with

More intuition on zT-LT, s-plane - z-plane relationship

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.

Properties of the ROCs of z-Transforms


(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).

More ROC Properties


(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

ROC Properties Continued


(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

Clearly, ROC does not exist if b > 1 No z-transform for b|n|.

Inverse z-Transforms

for fixed r:

Example #2

Partial Fraction Expansion Algebra:

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:

Inversion by Identifying Coefficients in the Power Series

Example #3:

3 -1 2 0 for all other ns


A finite-duration DT sequence

Example #4: (a)

(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

Convolution Property and System Functions

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.

H(z) + ROC tells us everything about system

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 =

Causality for Systems with Rational System Functions

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

Frequency Response H(ej) (DTFT of h[n]) exists.

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

Signals and Systems


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

Geometric Evaluation of a Rational z-Transform


Example #1:

Example #2:

Example #3:

All same as in s-plane

Geometric Evaluation of DT Frequency Responses


First-Order System one real pole

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

Clearly, |H| peaks near =

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

DT LTI Systems Described by LCCDEs

Use the time-shift property

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

System Function Algebra and Block Diagrams


Feedback System (causal systems)
negative feedback configuration

Example #1:

z-1 D Delay

Example #2: Cascade of two systems

Unilateral z-Transform

Note: (1) If x[n] = 0 for n < 0, then

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

Properties of Unilateral z-Transform


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

But there are important differences. For example, time-shift Derivation:

Initial condition

Use of UZTs in Solving Difference Equations with Initial Conditions

UZT of Difference Equation

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

Example (continued) = 0 System is initially at rest: ZSR

= 0 Get response to initial conditions ZIR

Signals and Systems


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

Exploiting Superposition and Time-Invariance

Question: a)

Are there sets of basic signals so that:

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

Shifted unit samples Shifted unit impulses

Representation of DT Signals Using Unit Samples

That is ...

Coefficients

Basic Signals

The Sifting Property of the Unit Sample

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]:

From TI: From LTI:

Convolution Sum Representation of Response of LTI Systems

Interpretation

Visualizing the calculation of


Choose value of n and consider it fixed

View as functions of k with n fixed

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

Calculating Successive Values: Shift, Multiply, Sum

-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

Properties of Convolution and DT LTI Systems


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

Unit Sample response

The Commutative Property

Ex:

Step response s[n] of an LTI system

step input

input

Unit Sample response of accumulator

The Distributive Property

Interpretation

The Associative Property

Implication (Very special to LTI Systems)

Properties of LTI Systems

1) Causality

2) Stability

Signals and Systems


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

Approximate any input x(t) as a sum of shifted, scaled pulses

has unit area

The Sifting Property of the Unit Impulse

Response of a CT LTI System

LTI

Operation of CT Convolution

Example:

CT convolution

-1 -1 0

PROPERTIES AND EXAMPLES


1) Commutativity: 2) 3) An integrator:

4) Step response:

DISTRIBUTIVITY

ASSOCIATIVITY

The impulse as an idealized short pulse

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.

The Operational Definition of the Unit Impulse (t)

(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,

(t) is defined by what it does under convolution.

The Unit Doublet Differentiator

Impulse response = unit doublet

The operational definition of the unit doublet:

Triplets and beyond!

n is number of differentiations

Integrators

-1 derivatives" = integral I.R. = unit step

Integrators (continued)

Notation

Define Then

E.g.

Sometimes Useful Tricks

Differentiate first, then convolve, then integrate

Example

1 1 2 2

Example (continued)

Signals and Systems


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

Portrait of Jean Baptiste Joseph Fourier

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

Desirable Characteristics of a Set of Basic Signals

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

The eigenfunctions k(t) and their properties


(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:

Now the task of finding response of LTI systems is to determine k.

Complex Exponentials as the Eigenfunctions of any LTI Systems

eigenvalue

eigenfunction

eigenvalue

eigenfunction

DT:

What kinds of signals can we represent as sums of complex exponentials?

For Now:

Focus on restricted sets of complex exponentials

CT: DT: CT & DT Fourier Series and Transforms


Periodic Signals Magnitude 1

Fourier Series Representation of CT Periodic Signals

- smallest such T is the fundamental period - o = 2 is the fundamental frequency


T

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

Question #1:

How do we find the Fourier coefficients?

First, for simple periodic signals consisting of a few sinusoidal terms

Euler's relation (memorize!)

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:

Now, the complete answer to Question #1

Ex: Periodic Square Wave

DC component is just the average

Convergence of CT Fourier Series


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

One useful notion for engineers: there is no energy in the difference

(just need x(t) to have finite energy per period)

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

Still, convergence has some interesting characteristics:

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

Signals and Systems


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

CT Fourier Series Pairs

Skip it in future for shorthand

Another (important!) example: Periodic Impulse Train

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

(A few of the) Properties of CT Fourier Series


Linearity Conjugate Symmetry

Time shift
Introduces a linear phase shift to

Example:

Shift by half period

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 (continued)


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

Periodic Convolution (continued) Facts


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

2) Doesnt matter what period over which we choose to integrate:


Periodic 3) convolution in time

Multiplication in frequency!

Fourier Series Representation of DT Periodic Signals


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

Only ej n which are periodic with period N will appear in the FS

There are only N distinct signals of this form

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

DT Fourier Series Representation

k =<N >

= Sum over any N consecutive values of k This is a finite series

{ak} Questions:

Fourier (series) coefficients

1) What DT periodic signals have such a representation? 2) How do we find ak?

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

A More Direct Way to Solve for ak


Finite geometric series

So, from

DT Fourier Series Pair

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:

Sum of a pair of sinusoids

0 1/2 1/2 ej/4/2 e-j/4/2 0 0

a-1+16 = a-1 = 1/2 a2+416 = a2 = ej/4/2

Example #2:

DT Square Wave

Using n = m - N1

Example #2:

DT Square wave (continued)

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

Signals and Systems


Fall 2003 Lecture #7
25 September 2003
1. 2. 3. Fourier Series and LTI Systems Frequency Response and Filtering Examples and Demos

The Eigenfunction Property of Complex Exponentials

CT:

CT "System Function"

DT:

DT "System Function"

Fourier Series: Periodic Signals and LTI Systems

The Frequency Response of an LTI System

CT notation

Frequency Shaping and Filtering


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

Example #1: Audio System

Adjustable Filter

Equalizer

Speaker

Bass, Mid-range, Treble controls

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

Example #2:

Frequency Selective Filters

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

Demo: Filtering effects on audio signals

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

FIR (Finite Impulse Response) filters

LPF

Example #4:

Nonrecursive DT (FIR) filters

Rolls off at lower as M+N+1 increases

Example #5:

Simple DT Edge Detector DT 2-point differentiator

Passes high-frequency components

Demo:

DT filters, LP, HP, and BP applied to DJ Industrial average

Example #6: Edge enhancement using DT differentiator

Courtesy of Jason Oppenheim. Used with permission.

Courtesy of Jason Oppenheim. Used with permission.

Example #7:

A Filter Bank

Demo:

Apply different filters to two-dimensional image signals.

Face of a monkey. Image removed do to copyright considerations

HP LP

LP HP BP

BP

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

Signals and Systems


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

Fouriers Derivation 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

Motivating Example: Square wave


increases

kept fixed

Discrete frequency points become denser in as T increases

So, on with the derivation ...

For simplicity, assume x(t) has a finite duration.

Derivation (continued)

Derivation (continued)

For what kinds of signals can we do this?


(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:

A square pulse in the time-domain

Note the inverse relation between the two widths Uncertainty principle

Useful facts about CTFTs

Example #4:

x(t) = e

at 2

A Gaussian, important in probability, optics, etc.

(Pulse width in t)(Pulse width in ) t ~ (1/a1/2)(a1/2) = 1

Also a Gaussian!

Uncertainty Principle! Cannot make both t and arbitrarily small.

CT Fourier Transforms of Periodic Signals

periodic in t with frequency o All the energy is concentrated in one frequency o

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!

Properties of the CT Fourier Transform


1) Linearity

2) Time Shifting

FT magnitude unchanged

Linear change in FT phase

Properties (continued)
3) Conjugate Symmetry

Even Odd Even Odd

The Properties Keep on Coming ...


4) Time-Scaling

a) b)

x(t) real and even x(t) real and odd

c)

Signals and Systems


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

The CT Fourier Transform Pair

(Analysis Equation)

(Synthesis Equation) Last lecture: Today: some properties further exploration

Convolution Property

A consequence of the eigenfunction property:

Synthesis equation for y(t)

The Frequency Response Revisited


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:

1) Amplifies high frequencies (enhances sharp edges)


Larger at high o phase shift

Example #3: Impulse Response of an Ideal Lowpass Filter

Questions: 1) Is this a causal system? 2) What is h(0)?

No.

3) What is the steady-state value of the step response, i.e. s()?

Example #4: Cascading filtering operations

H(j)

Example #5:

Example #6:

Gaussian Gaussian = Gaussian Gaussian Gaussian = Gaussian

Example #2 from last lecture

Example #7:

Example #8: LTI Systems Described by LCCDEs (Linear-constant-coefficient differential equations)

Using the Differentiation Property

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

We already know that: Then it isnt a surprise that:


Convolution in

A consequence of Duality

Examples of the Multiplication Property

For any s(t) ...

Example (continued)

The Discrete-Time Fourier Transform

DTFT Derivation (Continued)


DTFS synthesis eq. DTFS analysis eq.

Define

DTFT Derivation (Home Stretch)