Course-End Review

Discrete-Time Signals and Systems

DEFINITION

Signal processing is the study of signals and systems

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

can be transmitted (Merriam-Webster)

Signals carry information

Examples:

Speech signals transmit language via acoustic waves

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

Week 1: Discrete-Time Signals

Signals are (potentially infinitely-long) vectors that live in a vector space
Norm measures the strength of a signal x: kxk2 , kxk1 , kxk
The inner product hx, yi measures the similarity between two signals x and y
The Cauchy Schwarz Inequality calibrates inner product similarity measurements and enables
powerful ways and means to detect and classify signals


0 hx, yi kxk2 kyk2
Discrete-time sinusoids ejn are lovely but have two non-intuitive properties:
They alias
Most are not periodic

Week 2: Discrete-Time Systems

Linear systems, time-invariant systems, linear time-invariant (LTI) systems
Linear systems are matrices that map an input vector to an output vector
LTI systems are characterized by their impulse response h
Infinite-length signals
LTI systems are (infinitely large) Toeplitz matrices
Convolution: y = h x

Finite-length/periodic signals
LTI systems are circulent matrices
Circular convolution: y = h ~ x

A system is BIBO stable if and only if its impulse response khk1 <

Week 3: Discrete Fourier Transform (DFT)

Fourier representation (basis) for finite-length/periodic signals
Eigenvectors of circulent LTI systems are the harmonic sinusoids ej

2k
N n

Discrete Fourier Transform (DFT, unnormalized)

(Analysis)

Xu [k] =

N
1
X

x[n] ej N kn ,

k = 0, 1, . . . , N 1

n=0

(Synthesis)

x[n] =

N 1
2
1 X
Xu [k] ej N kn ,
N

n = 0, 1, . . . , N 1

k=0

Fast Fourier Transform (FFT)

DFT diagonalizes LTI systems (circulent convolution)
y =h~x

DFT

Y [k] = H[k] X[k]

Week 4: Discrete-Time Fourier Transform (DTFT)

Fourier representation for infinite-length signals
Defined as the limit of the DFT as the signal length
Eigenvectors of Toeplitz LTI systems are the sinusoids ejn
Discrete-Time Fourier Transform (DTFT)
(Analysis)

X() =

x[n] ejn ,

<

n=

Z
(Synthesis)

x[n] =

X() ejn

d
,
2

<n<

DTFT diagonalizes LTI systems (convolution)

y =hx

DTFT

Y () = H() X()

Week 5: z-Transform
More general eigenvectors of Toeplitz LTI systems are the complex exponentials z n
Forward z-transform (analysis)
X(z) =

x[n] z n

n=

Region of convergence
Rational functions of z and poles and zeros
Inverse z-transform (synthesis) typically accomplished by partial fractions and table look up
Evaluating the z-transform around the unit circle |z| = 1 yields the DTFT
z-transform diagonalizes LTI systems (convolution)
y =hx

Y (z) = H(z) X(z)

Week 6: Filters
Two broad classes of LTI systems (filters): FIR and IIR
Design filters by placing their poles and zeros in the complex z plane to meet a specification
IIR filter design is inspired by and tied to analog filter design: Butterworth, Chebyshev, Elliptic
FIR filter design is unique to discrete-time and results in filters with attractive properties

(Generalized) linear phase

Always BIBO stable
Stable numerical properties
Optimal performance for a given spec

Parks-McClellan optimal FIR filter design: Alternation Theorem, Remez exchange algorithm
Matched filter is a key tool for detecting and estimating parameters of signals
Inverse filters for deconvolution

Summary of Summaries
Signals and systems are everywhere
The math is worth it!
Linear algebra is a key tool to understand how signals and systems work

Signals are vectors

Systems are matrices
Inner product and Cauchy Schwarz Inequality
Norms
Basis representations for signals
Eigenanalysis

Programming environments like Matlab make signals and systems come alive

Whats Next?
Sampling (converting between the analog and discrete-time worlds)
Continuous-time signals and systems
Spoiler alert: Not much changes from discrete time

Advanced topics in signal processing

Adaptive filters
Digital communications
Compression (MP3, JPEG, MPEG, etc.)
Computational imaging and sensing (medical imaging, etc.)
Machine learning, . . .

Stay tuned for future edX courses on these and other amazing topics from Rice University

Thanks to the Team!

Project management: Heather Seeba
Rice Online support: Cylette Willis
Filming and editing: Joe Dwyer, Matt Koby
Content layout and homework: Matthew Moravec, Shaoyi Su
Case studies: Eva Dyer, Minh Nguyen, Raajen Patel
Office hours: Raajen Patel
Rice course assistants: Adam Bloom, Mira Chen, Hasitha Dharmasiri, Emmanuel Herrera,
Spencer Kent, Shota Makino, Lam Yuk Wong, Xuaner Zhang
Community TA: John Coppens
MATLAB platform support: Chi Chitale and the MathWorks engineers
edX: David Porter, Allison Kunz, and the edX engineers
And of course Mr. Lan and BIBO the Bear!

Acknowledgements

c 2014 Richard Baraniuk, All Rights Reserved