TA for LTI1

Transform Analysis of Linear Time-Invariant

Systems
pIntroduction
pThe Frequency Response of LTI Systems
pSystem Functions for System Characterized by Linear
Constant-Coefficient Difference Equations
pFrequency Response for Rational System Functions
pRelationship between Magnitude and Phase
TA for LTI2
0. Introduction
pFour System Descriptions
lImpulse Response
lDifference Equations
lFrequency Response
lZ-Transform ( Transfer Function
and System Function)
pFocus of the Chapter
lFrequency Response
lSystem Function
LTI Systems
LTI Systems
x[n]
y[n]
y n x n h n x k h n k
k
[ ] [ ]* [ ] [ ] [ ] = =
=

a y n k b x n k
k
k
N
k
k
M
[ ] [ ] =
= =

0 0
Y(e
j
)=H(e
j
)X(e
j
)
Y(z)=H(z)X(z)
TA for LTI3
1. The Frequency Response of LTI Systems
pMagnitude and Phase Response
pIdeal Frequency-Selective Filters
lLowpass
lHighpass
Y e H e X e
j j j
( ) ( ) ( )

=
Y e H e X e
j j j
( ) ( ) ( )

=
= + Y e H e X e
j j j
( ) ( ) ( )

H e
lp
j
c
c
( )
,
,

=
<
<

1
0
H e
lp
j
c
c
( )
,
,

=
<
<

0
1
h n
n
n
n
lp
c
[ ]
sin
, = < <

h n n
n
n
n
hp
c
[ ] [ ]
sin
, = < <

Phase Response ?
Causalilty ?
Phase Response ?
Causalilty ?
TA for LTI4
1. The Frequency Response of LTI Systems (c.1)
pPhase Distortion and Delay
lObservation 1
lThe Ideal Lowpass Filter with linear phase
lObservation 2-- A narrow band signal s[n]cos(
0
n)
The phase for the
0
can be approximated as
lGroup Delay-- A measure for the nonlinearity of the phase
h n n n
id d
[ ] [ ] = H e e
id
j
j n
d
( )

=

Delay
Linear Phase
H e
e
lp
j
j n
c
c
d
( )
,
,

=
<
<

0
h n
n n
n n
n
lp
c d
d
[ ]
sin ( )
( )
, =

< <

Ideal Filters with Causality ?

Ideal Filters with Causality ?
{ }

( ) [ ( ) ] ( ) = = g r d H e
d
d
H e
j j
H e n
j
d
( )

0
y n s n n n n
d d
[ ] [ ] c o s ( ) =
0 0 0
TA for LTI5
2. System Functions for System Characterized by Linear
Constant-Coefficient Difference Equations
a y n k b x n k
k
k
N
k
k
M
[ ] [ ] =
= =

0 0
pDifference Equations
pZ-Transform
pEx.
H z
Y z
X z
b z
a z
k
k
k
M
k
k
k
N
( )
( )
( )
= =

=

0
0
Equivalent Information
a z Y z b z X z
k
k
k
N
k
k
k
M

=

= ( ) ( )
0 0
H z
z z
z z
( )
( )( )
=
+ +
+


1 2
1
1
2
1
3
4
1 2
1 1
TA for LTI6
2. System Functions for System Characterized by Linear
Constant-Coefficient Difference Equations (c.1)
pStability
lThe condition for system stabillity is equivalent to the condition that
the ROC of H(z) include the unit circle.
System stable
ROC
lExample
pRequirements for both Causal and Stable
lThe poles of the system function must be inside the unit circle.
h n
n
[ ]
=

<
h n z
n
n
[ ]

=

<
y n y n y n x n [ ] [ ] [ ] [ ] + =
5
2
1 2
TA for LTI7
2. System Functions for System Characterized by Linear
Constant-Coefficient Difference Equations (c.2)
pInverse System
lFor a given LTI system with system
function H(z), the corresponding
inverse system is defined to be the
system with system function H
i
(z) such
that
H(z)H
i
(z) = 1
lExistence for the Inverse System
A causal and stable system has a
causal and stable inverse system if
and only if both the poles and the
zeros are inside the unit circle.
lEx.
H z
z
z
( )
.
.
=

1 0 5
1 0 9
1
1
H z
H z
h n h n n
H e
H e
i
i
i
j
j
( )
( )
;
[ ] * [ ] [ ] ;
( )
( )
=
=
=
1
1

H z
b
a
c z
d z
k
k
M
k
k
N
( )
( )
( )
=
|
\

|
.
|

0
0
1
1
1
1
1
1
H z
a
b
d z
c z
k
k
N
k
k
M
( )
( )
( )
=
|
\

|
.
|

0
0
1
1
1
1
1
1
Poles
Zeros
TA for LTI8
2. System Functions for System Characterized by Linear
Constant-Coefficient Difference Equations (c.3)
pImpulse Response for Rational Functions
lInfinite Impulse Reponse (IIR) Systems
The length of the impulse response is infinite.
lFinite Impulse Response (FIR) Systems
The length of the impulse reponse is finite.
pExamples
H z B z
A
d z
r
r
r
M N
k
k k
N
( ) = +

=

0
1
1
1
h n B n r A d u n
r
r
M N
k k
n
k
N
[ ] [ ] [ ] = +
=

0 1
How to check ?
y n a x n k
k
k
M
[ ] [ ] =
=

0
y n ay n x n a x n M
M
[ ] [ ] [ ] [ ] =
+
1 1
1
TA for LTI9
3. Frequency Response for Rational System
Functions-- Magnitude Response
pA stable linear time-invariant system
lRational Function
lMagnitude Response
lGain (dB)
is approximately 6m dB, while is
approximately 20m dB
H e
b e
a e
b
a
c e
d e
j
k
j k
k
M
k
j k
k
N
k
j
k
M
k
j
k
N
( )
( )
( )

= =
|
\

|
.
|

0
0
0
0
1
1
1
1
H e
b
a
c e
d e
j
k
j
k
M
k
j
k
N
( )

0
0
1
1
1
1
( )( )
( )( )
H e
b
a
c e c e
d e d e
j
k
j
k
j
k
M
k
j
k
j
k
N
( )
*
*

2
0
0
2
1
1
1 1
1 1
=

20 20 20 1 20 1
10 10
0
0
10
1
10
1
log ( ) log log log H e
b
a
c e d e
j
k
M
k
j
k
N
k
j
= +
=

H e
j m
( )

= 2
H e
j m
( )

= 1 0
20 20 20
10 10 10
log ( ) log ( ) log ( ) Y e H e X e
j j j
= +
TA for LTI10
3. Frequency Response for Rational System
Functions-- Phase Response
pPhase Response (c.1)
lThe principal value of the phase is denoted
as ARG[H(e
jw
)]
lPrincipal Values = Sum of Individual PVs
=

|
\

|
.
| +

=

H e
b
a
c e d e
j
k
j
k
M
k
j
k
N
( )
[ ) [ )

0
0 1 1
1 1
<
= +

ARG H e
H e ARG H e r
j
j j
[ ( )]
( ) [ ( )] ( ) 2
ARG H e ARG
b
a
ARG c e
ARG d e r
j
k
j
k
M
k
j
k
N
[ ( )] [ )
[ ) ( )

=
|
\

|
.
| +
+

0
0 1
1
1
1 2
TA for LTI11
3. Frequency Response for Rational System
Functions-- Phase Response (c.1)
pPhase Response
lAlternative relation
pGroup Delay
lDerivative of the continuous phase function
lThat is
lCan be obtained from the principle values except at discontinuities.
grd H e
d
d
H e
d
d
d e
d
d
c e
j j
k
j
k
N
k
j
k
M
[ ( )] {arg[ ( )]} ( arg[ ] ( arg[ ])


= =

=

1 1
1 1
grd H e
d d e
d d e
c c e
c c e
j
k k
j
k k
j
k
N
k k
j
k k
j
k
M
[ ( )]
Re{ }
Re{ }
Re{ }
Re{ }

=

+


+

=

2
2
1
2
2
1 1 2 1 2
ARG H e
H e
H e
j I
j
R
j
[ ( )] arctan
( )
( )

(
TA for LTI12
3. Frequency Response for Rational System Functions--
Frequency Response of a Single Zero or Pole
pSingle Pole or Zero
lThe form
lThe magnitude squared
lThe log magnitude in dB is
lThe phase
lGroup Delay
1 1 1 1 2
2
2
= = +

re e re e re e r r
j j j j j j
( )( ) cos( )
( ) 1
1

p z
20 1 10 1 2
10 10
2
log log [ cos( )] = +

re e r r
j j

| |
ARG re e
r
r
j j
1
1
=

(



arctan
sin( )
cos( )
| |
grd re e
r r
r r
r r
j j
j j
1
1 2
2
2
2
2
=

+
=

cos( )
cos( )
cos( )
re e 1
TA for LTI13
3. Frequency Response for Rational System Functions--
Frequency Response of a Single Zero or Pole (c.1)
pEx.
( ) 1
1

p z
v
v
3
1

3 1 3
=
TA for LTI14
3. Frequency Response for Rational
System Functions-- Frequency Response
of a Single Zero or Pole (c.2)
pFrequency Response for a Single
Zero at
TA for LTI15
3. Frequency Response for Rational
System Functions-- Frequency
Response of a Single Zero or Pole (c.3)
pFrequency Response for a
Single Zero near
TA for LTI16
4. Relationship between Magnitude and Phase
pMagnitude Response ? ==> Phase Response
lMagnitude Squared of the System Frequency Response
lSystem Function
lReciprocal Pairs of Poles and Zeros
lPole Selections ?
lZero Selections ?
pEx.
H e H e H e H z H z
j j j
z e
j
( ) ( ) *( ) ( ) ( / *)

2
1 = =
=
H z H
z
b
a
c z
d z
c z
d z
k
k
M
k
k
N
k
k
M
k
k
N
( ) *(
*
)
( )
( )
( )
( )
*
*
1
1
1
1
1
0
0
1
1
1
1
1
1
=
|
\

|
.
|

=
=
=

H z H z
z z z z
e z e z e z e z
j j j j
( ) *( / *)
( )( . ) . ( )( . )
( . )( . )( . )( .
/ / /
1
2 1 1 0 5 0 5 1 1 0 5
1 0 8 1 0 8 1 0 8 1 0 8
1 1
4 1 4 1 4
=
+ +



)
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