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You are on page 1of 87

DEFINITION

This is an introductory course on signal processing that studies signals and systems

can be transmitted (Merriam-Webster)

Examples:

Radar signals transmit the position and velocity of targets via electromagnetic waves

Electrophysiology signals transmit information about processes inside the body

Financial signals transmit information about events in the economy

Systems manipulate the information carried by signals

DEFINITION

techniques

where signal includes audio, video, speech, image, communication, geophysical,

(IEEE

Signal

Processing

Society

Constitutional

Amendment,

1994)

Signal Processing

Signal processing has traditionally been a part of electrical and computer engineering

But now expands into applied mathematics, statistics, computer science, geophysics, and host of

application disciplines

Initially analog signals and systems implemented using resistors, capacitors, inductors, and

transistors

Since the 1940s increasingly digital signals and systems implemented using computers and

computer code (Matlab, Python, C, . . . )

Advantages of digital include stability and programmability

As computers have shrunk, digital signal processing has become ubiquitous

4

This edX course consists of one-half of the core

Electrical and Computer Engineering course entitled

Signals and Systems taught at Rice University

in Houston, Texas, USA (see www.dsp.rice.edu)

Goals: Develop intuition into and learn how to reason analytically about signal processing

problems

Video lectures, primary sources, supplemental materials, practice exercises, homework,

programming case studies, final exam

Integrated Matlab!

The course comes in two halves

Part 1: Time Domain

Part 2: Frequency Domain

6

Course Outline

Part 1: Time Domain

Week 1: Types of Signals

Week 2: Signals Are Vectors

Week 3: Systems

Week 4: Convolution

Week 5: Study Week, Practice Exam, Final Exam

Week 1: Discrete Fourier Transform (DFT)

Week 2: Discrete-Time Fourier Transform (DTFT)

Week 3: z Transform

Week 4: Analysis and Design of Discrete-Time Filters

Week 5: Study Week, Practice Exam, Final Exam

7

Watch the Lecture videos

Do the Exercises (on the page to the right of the videos)

As necessary, refer to the lessons Supplemental Resources (the page to the right of the exercises)

Do the homework problems

Some weeks will also have graded MATLAB case study homework problems

How to get help: Course Discussion page

Use a thread set up for a particular topic, or

Start a new thread

Be respectful and helpful

Do not reveal answers to any problem that will be graded

Grading

Quick Questions

Homework

Homework Free Response Questions

Pre-Exam Survey

Final exam

Post-Exam Survey

15%

30%

15%

5%

30%

5%

9

Supplemental Resources

After the video lecture and a practice exercise or two, you will often see additional

Supplemental Resources

Sometimes these will contain background material to provide motivation for the topic

Sometimes these will provide a refresher of pre-requisite concepts

Sometimes these will provide deeper explanations of the content (more rigorous proofs, etc.)

Sometimes a particular signal processing application will be showcased

Important: Though the content in these resources will not be assessed in the homework or exam,

you may find that they help you to understand a concept better or increase your interest in it

10

Important: This is a mathematical treatment of signals and systems (no pain, no gain!)

Please make sure you have a solid understanding of

Complex numbers and arithmetic

Linear algebra (vectors, matrices, dot products, eigenvectors, bases . . . )

Series (finite and infinite)

Calculus of a single variable (derivatives and integrals)

Matlab

To test your readiness or refresh your knowledge, visit the Pre-class Mathematics Refresher

section of the course

11

12

DEFINITION

Signals

Signal (n): A detectable physical quantity . . . by which messages or information

can be transmitted (Merriam-Webster)

Examples:

Radar signals transmit the position and velocity of targets via electromagnetic waves

Electrophysiology signals transmit information about processes inside the body

Financial signals transmit information about events in the economy

This is a course about signals and systems

2

DEFINITION

A signal is a function that maps an independent variable to a dependent variable.

In this course, we will focus on discrete-time signals:

Independent variable is an integer: n Z

x[n]

...

...

n

1 0 1 2 3 4 5 6 7

3

When x[n] R (ex: temperature in a room at noon on Monday), we use one signal plot

x[n]

1

0

1

15

10

10

15

When it is clear from context, we will often suppress the labels on one or both axes, like this

A Menagerie of Signals

x[n]

500

0

0

50

100

150

x[n]

40

20

0

0

50

100

150

200

250

300

350

x[n]

0.4

0.2

0

0.2

0

1000

2000

3000

4000

5000

6000

7000

n

5

In a discrete-time signal x[n], the independent variable n is discrete (integer)

To plot a discrete-time signal in a program like Matlab, you should use the stem or similar

command and not the plot command

Correct:

x[n]

1

0

1

15

10

10

15

10

15

Incorrect:

x[n]

1

0

1

15

10

n

6

Recall that a complex number a C can be equivalently represented two ways:

Polar form:

a = |a| eja

Rectangular form:

Here j =

a = Re{a} + j Im{a}

1)

When x[n] C (ex: magnitude and phase of an electromagnetic wave), we use two signal plots

Rectangular form:

Polar form:

x[n] = Re{x[n]} + j Im{x[n]} C

Imfx[n]g

Re fx[n]g

Rectangular form:

1

0

1

15

10

10

15

1

0

1

2

15

10

10

15

x[n] = |x[n]| ej(x[n]) C

jx[n]j

2

1

0

15

\x[n]

Polar form:

4

2

0

2

4

15

10

10

10

15

10

15

Summary

Discrete-time signals

Independent variable is an integer: n Z

(will refer to as time)

Dependent variable is a real or complex number: x[n] R or C

10

Signal Properties

Signal Properties

Infinite/finite-length signals

Periodic signals

Causal signals

Even/odd signals

Digital signals

Finite/Infinite-Length Signals

An infinite-length discrete-time signal x[n] is defined for all n Z, i.e., < n <

x[n]

...

0

1

15

10

10

15

x[n]

1

0

1

15

10

10

15

3

DEFINITION

Periodic Signals

A discrete-time signal is periodic if it repeats with period N Z:

x[n + mN ] = x[n] m Z

x[n]

4

2

0

15

10

DEFINITION

Notes:

The period N must be an integer

A periodic signal is infinite in length

10

15

20

(infinite) zero padding, or

periodization

Windowing

(

y[n] =

x[n] N1 n N2

0

otherwise

x[n]

1

0

1

15

10

10

15

Zero Padding

Converts a shorter signal into a longer one

Say x[n] is defined for N1 n N2

Given N0 N1 N2 N3

N0 n < N1

0

y[n] = x[n] N1 n N2

0

N2 < n N3

x[n]

1

0

1

15

10

10

15

Periodization

Converts a finite-length signal into an infinite-length, periodic signal

Given finite-length x[n], replicate x[n] periodically with period N

y[n]

x[n mN ],

nZ

m=

x[n]

4

2

0

0

n

y [n] with perio d N = 8

4

2

0

15

10

10

15

20

Modular arithmetic with modulus N (mod-N ) takes place on a clock with N hours

Ex: (12)8 (twelve mod eight)

Ex: . . . (12)8 = (4)8 = (4)8 = (12)8 = (20)8 . . .

Consider a length-N signal x[n] defined for 0 n N 1

A convenient way to express periodization with period N is

y[n] = x[(n)N ],

nZ

x[n]

4

15

10

10

15

20

Important interpretation

Infinite-length signals live on

Periodic signals live on a circle

10

y [n] with perio d N = 8

x[n]

4

15

10

10

15

20

All of the information in a periodic signal is contained in one period (of finite length)

Any finite-length signal can be periodized

Conclusion: We can and will think of finite-length signals and periodic signals interchangeably

We can choose the most convenient viewpoint for solving any given problem

Application: Shifting finite length signals

11

x[n]

1

0.5

0

10

10

15

10

15

1

x[n]

DEFINITION

Causal Signals

0.5

0

10

12

DEFINITION

Even Signals

x[n]

1

0.5

0

15

10

10

15

n

Even signals are symmetrical around the point n = 0

13

0.5

x[n]

DEFINITION

Odd Signals

0

0.5

15

10

10

15

14

Useful fact: Every signal x[n] can be decomposed into the sum of its even part + its odd part

Even part:

e[n] =

Odd part:

o[n] =

Decomposition

1

2

1

2

(x[n] + x[n])

(x[n] x[n])

e[n] + o[n]

=

=

=

1

1

(x[n] + x[n]) + (x[n] x[n])

2

2

1

(x[n] + x[n] + x[n] x[n])

2

1

(2 x[n]) = x[n] X

2

15

x[n]

1

0.5

0

15

10

10

15

16

1

2

x[n]

0.5

0

15

10

x[n]

10

0

15

15

0.5

10

10

e[n]

1

0.5

0

15

15

10

10

15

10

15

10

15

1

2

x[n]

1

0.5

0

15

10

x[n]

5

10

15

0.5

0

15

10

10

15

o[n]

0.5

0

0.5

15

10

=

x[n]

1

0.5

0

15

10

17

Digital Signals

Digital signals are a special sub-class of discrete-time signals

Independent variable is still an integer: n Z

Dependent variable is from a finite set of integers:

x[n] {0, 1, . . . , D 1}

Typically, choose D = 2q and represent each possible level of x[n] as a digital code with q bits

Q(x[n])

3

2

1

0

15

10

10

15

18

Summary

periodic/aperiodic, causal/acausal, even/odd, . . . )

19

Shifting Signals

Given an infinite-length signal x[n], we can shift it back and forth in time via x[n m], m Z

x[n]

1

0

1

0

10

20

30

40

50

60

x[n 10]

1

0

1

0

10

20

30

40

50

60

x[n + 10]

1

0

1

0

10

20

30

40

50

60

n

2

A convenient way to express a signal y[n] that is periodic with period N is

y[n] = x[(n)N ],

nZ

y [n] with perio d N = 8

x[n]

4

15

10

10

15

20

Important interpretation

Infinite-length signals live on

Periodic signals live on a circle

Periodic signals can also be shifted; consider y[n] = x[(n)N ]

y[n] with period N = 8

4

2

0

15

10

10

15

20

y[n 1] with period N = 8

4

2

0

15

10

10

15

20

n

4

Consider finite-length signals x and v defined for 0 n N 1 and suppose v[n] = x[n 1]

v[0]

??

v[1]

x[0]

v[2]

x[1]

v[3]

=

..

.

x[2]

v[N 1]

??

= x[N 2]

=

x[N 1]

What to put in v[0]? What to do with x[N 1]? We dont want to invent/lose information

Elegant solution: Assume x and v are both periodic with period N ; then v[n] = x[(n 1)N ]

This is called a periodic or circular shift (see circshift and mod in Matlab)

5

Elegant formula for circular shift of x[n] by m time steps:

x[(n m)N ]

Ex: x and v defined for 0 n 7, that is, N = 8. Find v[n] = x[(n 3)8 ]

Elegant formula for circular shift of x[n] by m time steps: x[(n m)N ]

Ex: x and v defined for 0 n 7, that is, N = 8. Find v[n] = x[(n m)N ]

v[0]

x[5]

v[1]

x[6]

v[2]

x[7]

v[3]

x[0]

v[4]

x[1]

v[5]

x[2]

v[6]

x[3]

v[7]

x[4]

For infinite length signals, the transformation of reversing the time axis x[n] is obvious

Not so obvious for periodic/finite-length signals

Elegant formula for reversing the time axis of a periodic/finite-length signal: x[(n)N ]

Ex: x and v defined for 0 n 7, that is, N = 8. Find v[n] = x[(n)N ]

v[0]

x[0]

v[1]

x[7]

v[2]

x[6]

v[3]

x[5]

v[4]

x[4]

v[5]

x[3]

v[6]

x[2]

v[7]

x[1]

8

Summary

Delta function

Unit step

Unit pulse

Real exponential

Still to come: sinusoids, complex exponentials

Note: We will introduce the test signals as infinite-length signals,

but each has a finite-length equivalent

(

The delta function (aka unit impulse)

[n] =

n=0

otherwise

[n]

1

0.5

0

15

10

10

15

[n 9]

DEFINITION

Delta Function

0.5

0

15

10

10

15

Multiplying a signal by a shifted delta function picks out one sample of the signal and sets all

other samples to zero

y[n] = x[n] [n m] = x[m] [n m]

Important: m is a fixed constant, and so x[m] is a constant (and not a signal)

x[n]

1

0

1

15

10

10

15

[n 9]

1

0.5

0

15

10

10

15

10

15

y [n] = x[9] [n 9]

1

0.5

0

15

10

(

u[n] =

n0

n<0

u[n]

1

0.5

0

15

10

10

15

u[n 5]

DEFINITION

Unit Step

0.5

0

15

10

10

15

Multiplying a signal by a shifted unit step function zeros out its entries for n < m

y[n] = x[n] u[n m]

(Note: For m = 0, this makes y[n] causal)

x[n]

1

0

1

15

10

10

15

10

15

10

15

u[n 5]

1

0.5

0

15

10

y [n] = x[n]u[n 5]

1

0

1

15

10

0

p[n] = 1

n < N1

N1 n N2

n > N2

1

p[n]

DEFINITION

Unit Pulse

0.5

0

15

10

10

15

p[n] = u[n N1 ] u[n (N2 + 1)]

7

r[n] = an , a R, a 0

For a > 1, r[n] shrinks to the left and grows to the right; here a = 1.1

r[n]

4

2

0

15

10

10

15

For 0 < a < 1, r[n] grows to the left and shrinks to the right; here a = 0.9

5

r[n]

DEFINITION

Real Exponential

0

15

10

10

15

Summary

We will use our test signals often, especially the delta function and unit step

Sinusoids

Sinusoids

Sinusoids appear in myriad disciplines, in particular signal processing

They are the basis (literally) of Fourier analysis (DFT, DTFT)

We will introduce

Real-valued sinusoids

(Complex) sinusoid

Complex exponential

Sinusoids

There are two natural real-valued sinusoids:

Frequency: (units: radians/sample)

Phase: (units: radians)

(even)

cos[!n]

cos(n)

1

0

1

15

10

10

15

(odd)

sin[wn]

sin(n)

1

0

1

15

10

10

15

Sinusoid Examples

1

0.5

cos(0n)

0

15

10

10

10

10

10

15

10

15

10

15

10

15

1

0

sin(0n)

1

15

sin( 4 n +

2

6 )

0

1

15

cos(n)

0

1

15

Its easy to play around in Matlab to get comfortable with the properties of sinusoids

N=36;

n=0:N-1;

omega=pi/6;

phi=pi/4;

x=cos(omega*n+phi);

stem(n,x)

1

0.8

0.6

0.4

0.2

0

0.2

0.4

0.6

0.8

1

0

10

15

20

25

30

35

Complex Sinusoid

The complex-valued sinusoid combines both the cos and sin terms (via Eulers identity)

ej(n+) = cos(n + ) + j sin(n + )

Re(e j ! n) = cos(!n)

je j ! nj = 1

1

15

0.5

0

15

10

10

10

15

10

15

10

15

Im(e j ! n) = sin(!n)

\e j ! n = !n

1

15

10

15

10

10

10

15

10

Real part (cos term) is the projection onto the Re{} axis

Imaginary part (sin term) is the projection onto the Im{} axis

> 0 anticlockwise rotation

< 0 clockwise rotation

Negative Frequency

Negative frequency is nothing to be afraid of! Consider a sinusoid with a negative frequency

ej()n = ejn = cos(n) + j sin(n) = cos(n) j sin(n)

Also note: ej()n = ejn = ejn

Bottom line: negating the frequency is equivalent to complex conjugating a complex sinusoid,

which flips the sign of the imaginary, sin term

Re(e j ! n) = cos(!n)

Re(e j ! n) = cos(!n)

1

1

15

1

15

10

Im(e

10

15

10

j !n

) = sin(!n)

Im(e

1

15

1

15

10

10

15

10

10

15

10

15

j !n

) = sin(!n)

0

Phase of a Sinusoid

ej(n+)

1

0

cos 6 n 0

1

15

10

10

10

10

10

15

10

15

10

15

10

15

cos

6n

1

15

cos

6n

= sin

6n

1

15

cos

6n

2 = cos

6n

0

1

15

10

Summary

Sinusoids play a starring role in both the theory and applications of signals and systems

A sinusoid has a frequency and a phase

A complex sinusoid is a helix in three-dimensional space and naturally induces the sine and cosine

Negative frequency is nothing to be scared by; it just means that the helix spins backwards

11

Discrete-time sinusoids ej(n+) have two counterintuitive properties

Consider two sinusoids with two different frequencies

+ 2

x1 [n] = ej(n+)

x2 [n] = ej((+2)n+)

x2 [n] = ej((+2)n+) = ej(n+)+j2n = ej(n+) ej2n = ej(n+) = x1 [n]

The signals x1 and x2 have different frequencies but are identical!

We say that x1 and x2 are aliases; this phenomenon is called aliasing

Note: Any integer multiple of 2 will do; try with x3 [n] = ej((+2m)n+) , m Z

3

x1 [n] = cos

6n

1

0

1

15

x2 [n] = cos

13

6 n

10

= cos ( 6 + 2)n

10

15

10

15

1

0

1

15

10

Alias-Free Frequencies

Since

x3 [n] = ej(+2m)n+) = ej(n+) = x1 [n] m Z

the only frequencies that lead to unique (distinct) sinusoids lie in an interval of length 2

Convenient to interpret the frequency as an angle

(then aliasing is handled automatically; more on this later)

Two intervals are typically used in the signal processing

literature (and in this course)

0 < 2

<

5

ej(n+)

Low frequencies:

close to 0 or 2 rad

Ex: cos 10

n

1

0

1

15

10

10

15

10

15

High frequencies:

close to or rad

Ex: cos 9

n

10

1

0

1

15

10

Consider x1 [n] = ej(n+) with frequency =

2k

N ,

k, N Z (harmonic frequency)

x1 [n + N ] = ej((n+N )+) = ej(n+N +) = ej(n+) ej(N ) = ej(n+) ej(

2k

N N)

= x1 [n] X

16 n), N = 16

1

0

1

15

10

n

N

k

when

N

k

10

15

is an integer

7

Aperiodicity of Sinusoids

Consider x2 [n] = ej(n+) with frequency 6=

2k

N ,

Is x2 periodic?

x2 [n + N ] = ej((n+N )+) = ej(n+N +) = ej(n+) ej(N ) 6= x1 [n]

NO!

1

0

1

15

10

10

15

If its frequency is not harmonic, then a sinusoid oscillates but is not periodic!

8

Harmonic Sinusoids

ej(n+)

Semi-amazing fact: The only periodic discrete-time sinusoids are those with

harmonic frequencies

2k

=

, k, N Z

N

Which means that

Most discrete-time sinusoids are not periodic!

The harmonic sinusoids are somehow magical (they play a starring role later in the DFT)

10

Summary

Discrete-time sinusoids ej(n+) have two counterintuitive properties

2k

N n+)

n, k, N Z

11

Complex Exponentials

Complex Exponential

Complex sinusoid

ej(n+)

Generalize to eGeneral

is of the form

ePurely

Imaginary Numbers

Complex Numbers

z = |z| ej , z C

|z| = magnitude of z

= (z), phase angle of z

Can visualize z C as a point in the complex plane

Now we have

z n = (|z|ej )n = |z|n (ej )n = |z|n ejn

|z|n is a real exponential (an with a = |z|)

ejn is a complex sinusoid

2

zn =

|z| ejn

n

= |z|n ejn

ejn is a complex sinusoid

z n is a helix with expanding radius (spiral)

zn =

|z| ejn

n

= |z|n ejn

ejn is a complex sinusoid

|z| < 1

|z| > 1

Re(z n ), |z|< 1

4

2

0

2

4

15

10

n

Im(z ), |z|< 1

10

15

2

0

2

4

15

10

4

2

0

2

15

10

10

15

10

15

n

Im(z ), |z|> 1

n

10

15

2

0

2

4

15

10

Summary

Complex sinusoid

ej(n+)

Complex exponential:

is of the form

ePurely

Imaginary Numbers

Complex Numbers

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