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DIGITAL

SIGNAL PROCESSING AND


SYSTEM THEORY

TECHNICAL FACULTY,
CHRISTIAN-ALBRECHTS-UNIVERSITY
OF KIEL

Problem 1

(relationship between continuous and discrete signals)

(a) Keeping in mind that after sampling , = T , the Fourier transform of v(n) is
V (ej )

Va (j)

1
T

1
2

(b) A straight-forward application of the Nyquist criterion would lead to an incorrect


conclusion that the sampling rate is at least twice the maximum frequency of va (t),
or 22 . However, since the spectrum is bandpass, we only need to ensure that the
replications in frequency which occur as a result of sampling do not overlap with
the original. (See figure below of Vs (j).) Therefore, we only need to ensure
2 2/T < 1 T < 2/(2 1 ).

Vs (j)

> 2 2/T

Digital Signal Processing and System Theory, Prof. Dr.-Ing. Gerhard Schmidt, www.dss.tf.uni-kiel.de
Advanced Digital Signal Processing, Exercise Solutions WS 2014/2015

DIGITAL
SIGNAL PROCESSING AND
SYSTEM THEORY

TECHNICAL FACULTY,
CHRISTIAN-ALBRECHTS-UNIVERSITY
OF KIEL

Problem 2
domain)

(overall system for filtering a continuous-time signal in digital

(a) vi (t) = va (t) p(t)

sVi (j)

Vi (j)

1/T

2/T

2/T

V (ej )

1/T

(b) Since H(ej ) in an ideal lowpass filter with c = /4, we dont care about any
signal aliasing that occurs in the region /4 . We require:
2/T 2 10000 Hz /(4T )
8
1/T
10000 Hz
7
7
104 s
T
8
Also, once all of the signal lies in the range || /4, the filter will be ineffective,
i.e., /4 T (2 104 Hz). So, T 12.5s.

Digital Signal Processing and System Theory, Prof. Dr.-Ing. Gerhard Schmidt, www.dss.tf.uni-kiel.de
Advanced Digital Signal Processing, Exercise Solutions WS 2014/2015

DIGITAL
SIGNAL PROCESSING AND
SYSTEM THEORY

TECHNICAL FACULTY,
CHRISTIAN-ALBRECHTS-UNIVERSITY
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(c) Sketch of wc as a function of 1/T


c

Slope = /4

8/7 104

8 104

1/T

Digital Signal Processing and System Theory, Prof. Dr.-Ing. Gerhard Schmidt, www.dss.tf.uni-kiel.de
Advanced Digital Signal Processing, Exercise Solutions WS 2014/2015

DIGITAL
SIGNAL PROCESSING AND
SYSTEM THEORY

TECHNICAL FACULTY,
CHRISTIAN-ALBRECHTS-UNIVERSITY
OF KIEL

Problem 3

(quantization)

(a) Number of quantization levels L


L = 2b ; b = 4
L = 24
= 16
Quantization step
= R/L
= 10/16 V
= 0.625 V
(b) Input-output characteristic of the midtreat quantizer (See lecture slide Slide II-22)
Differences between a midrise and a midtreat quantizer:
(i) A midrise quantizer has no zero level.
(ii) A midrise quantizer is odd symmetric along the y-axis.
(c) For n = 1250
v(n) = 2.925
vq (n) = Q[v(n)]
= 3.125
eq (n) = v(n) vq (n)
= 0.2

Bipolar code (sign and magnitude representation) of the quantized value


Code for 5 = 0101
(d) Real system
v(n)

vq (n)
Q[

Mathematical model

Digital Signal Processing and System Theory, Prof. Dr.-Ing. Gerhard Schmidt, www.dss.tf.uni-kiel.de
Advanced Digital Signal Processing, Exercise Solutions WS 2014/2015

DIGITAL
SIGNAL PROCESSING AND
SYSTEM THEORY

TECHNICAL FACULTY,
CHRISTIAN-ALBRECHTS-UNIVERSITY
OF KIEL

eq (n)
vq (n)

v(n)

(e) Power of the quantization noise PN


PN = 2 /12
(0.625)2
12
= 0.03255

(f) SNR/dB = 6.02b + 10.8 20 log10 (R/v )


R is the range of the quantizer
v is the RMS amplitude of the input signal
R = 10 V, v = 52 = 3.5355, b = 4
SNR/dB = 25.8477 dB
Linear value = 384.388
(g) New v = 12 = 0.707
New SNR/dB = 11.8683 dB
(h) Compute b from the equation 6.02b + 10.8 20 log10 (R/v ) by equating it to 45
dB.
For 1V input:
b 10 ( Because b has to be an integer )
For 5V input:
b 8 ( Because b has to be an integer )

Digital Signal Processing and System Theory, Prof. Dr.-Ing. Gerhard Schmidt, www.dss.tf.uni-kiel.de
Advanced Digital Signal Processing, Exercise Solutions WS 2014/2015

DIGITAL
SIGNAL PROCESSING AND
SYSTEM THEORY

TECHNICAL FACULTY,
CHRISTIAN-ALBRECHTS-UNIVERSITY
OF KIEL

Problem 4 (DFT and convolution)


M =8
(a) H8 () =

7
P

k=0

h(n) W8 n = 1 + W8

Y8 () = 1 + W8 + W8 2 + W8 3
(b) y(n) = v(n)
h(n) =

7
P

k=0

v(k)h((k n))M

Y8 () = V8 () H8 ()

V8 () = 1 + W8 2
v(k) = {1, 0, 1, 0, 0, 0, 0, 0}

(c) v(n) has length 3 = M1


h(n) has length 2= M2
M1 + M2 - 1 < M
cyclic convolution equals linear convolution
y(n) = v(n)
h(n)

Digital Signal Processing and System Theory, Prof. Dr.-Ing. Gerhard Schmidt, www.dss.tf.uni-kiel.de
Advanced Digital Signal Processing, Exercise Solutions WS 2014/2015

DIGITAL
SIGNAL PROCESSING AND
SYSTEM THEORY

TECHNICAL FACULTY,
CHRISTIAN-ALBRECHTS-UNIVERSITY
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v(n)

h((0 n))M
h((1 n))M
h((2 n))M
h((3 n))M
h((4 n))M

h((7 n))M

Digital Signal Processing and System Theory, Prof. Dr.-Ing. Gerhard Schmidt, www.dss.tf.uni-kiel.de
Advanced Digital Signal Processing, Exercise Solutions WS 2014/2015

DIGITAL
SIGNAL PROCESSING AND
SYSTEM THEORY

TECHNICAL FACULTY,
CHRISTIAN-ALBRECHTS-UNIVERSITY
OF KIEL

Problem 5 (DFT)
(a) Let T be the period of the time-limited signal, v0 (t).
2
T =w
0
4
= 2T (two periods)
t= w
0

vo (t)
1
t
1
T




(b) v(n) = v0 (t)

t=nTA

= v(nTA ) = sin(w0 n

4w0 )

= sin( 4 n)

where TA is the sampling period


v(n) = sin( 4 n) n = 0, 1, 2, . . . , 15

TA = 4w
= T8
wA = 8w0
0

v(n)
1

T A 2T A

8T A

-1

Digital Signal Processing and System Theory, Prof. Dr.-Ing. Gerhard Schmidt, www.dss.tf.uni-kiel.de
Advanced Digital Signal Processing, Exercise Solutions WS 2014/2015

DIGITAL
SIGNAL PROCESSING AND
SYSTEM THEORY

TECHNICAL FACULTY,
CHRISTIAN-ALBRECHTS-UNIVERSITY
OF KIEL

(c) V () = DF T16 {v(n)} =

15
P

n=0

n
v(n)W16

z = ej




= Z{v(n)}

WM = ej M




V () = V (z)

z=W16

z = WM

here, M = 16

j 2
M ,=1

z=e

W 3
W
2
4
8
+ 16 )
) ( 16 + W16
V () = (1 + W16
) (1 W16
{z
} |
{z
}
|
2
2
I

I)

II)

(1

II

(1 +

4
W16
)

8
W16
)

{z

III

2
0

if is even
if is odd

0
1 (j)

= 0, 4, 8, 12
otherwise

V () equals zero for all except = 2, 6, 10, 14 (III) needs to be computed


only for = 2, 6, 10, 14, however due to the symmetric property of the DFT (III)
is computed only for = 2, 6

W16
W 3
2
+ W16
+ 16
2
2

III)

for = 2:
for = 6:

1 ( 1 j 1 ) + (j)
2
2
2
1 ( 1 j 1 ) + (j)
2
2
2

+
+

1 ( 1 j 1 ) =
2
2
2
1 ( 1 j 1 ) = 0
2
2
2

2j

Now, using the results of (I), (II) and (III) we get V () as


W 3
W
2
4
8
+ 16 )
) ( 16 + W16
V () = (1 + W16
) (1 W16
{z
} |
{z
}
|
2
2
I

II

V (2) = (2)(2)(2j) = (8j)

{z

III

V (6) = (2)(2)(0) = 0
for real valued sequences,
V () = V (M )

Digital Signal Processing and System Theory, Prof. Dr.-Ing. Gerhard Schmidt, www.dss.tf.uni-kiel.de
Advanced Digital Signal Processing, Exercise Solutions WS 2014/2015

DIGITAL
SIGNAL PROCESSING AND
SYSTEM THEORY

TECHNICAL FACULTY,
CHRISTIAN-ALBRECHTS-UNIVERSITY
OF KIEL

V (10) = V (16 10)


= V (6)

=0
V (14) = V (16 14)
= V (2)

= 8j

V () =

8j

=2
= 14
otherwise

8j

(1)

(d) The discrete sequence v(n) is also time-limited (finite-length sequence)


M=
b length of sequence v(n)


v(n) = sin( 4 n) 1 (n) 1 (n M )
{z

fM (n)

DT F T {fM (n)} =

M
1
X
n=0

1 ejn
M

ej 2 (ej 2 ej 2 )
1 ejM
=
=

1 ej
ej 2 (ej 2 ej 2 )
= ej(

M 1
)
2

sin( M
2 )

sin( 2 )

v(n) = sin( n) fM (n)


4
F {v(n)} = V (ej )

sin M2

1
V (e ) =
DTFT{v(n)} ej 2 (M 1)
2
sin 2
j

(M 1)
sin M2

1
j 0 ( + ) 0 ( ) ej 2
2
4
4
sin 2

M
(M 1)
j j (M 1) (+ ) sin[( + 4 ) M
j 2 ( 4 ) sin[( 4 ) 2 ]
2 ]
2
4

=
e

+

2
sin[ 2 4 ]
sin[ 2 4 ]

(e) V (ej ) =

n=

v(n) fM (n).ejn =

DFT{v(n)} = V


(ej )

15
P

n=0

v(n) ejn

= 0, 1, 2, . . . , 15

= 2
M

Digital Signal Processing and System Theory, Prof. Dr.-Ing. Gerhard Schmidt, www.dss.tf.uni-kiel.de
Advanced Digital Signal Processing, Exercise Solutions WS 2014/2015

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DIGITAL
SIGNAL PROCESSING AND
SYSTEM THEORY

TECHNICAL FACULTY,
CHRISTIAN-ALBRECHTS-UNIVERSITY
OF KIEL


(ej )

= V ()
.
= 2
16

j j 15 ( + ) sin[( 8 + 4 )8]
j 15
( 4 ) sin[( 8 4 )8]
2 8
=

e
e 2 8 4

2
sin[ 8 2 4 ]
sin[ 8 2 4 ]

(2)

(1) and (2) should be equal.

Digital Signal Processing and System Theory, Prof. Dr.-Ing. Gerhard Schmidt, www.dss.tf.uni-kiel.de
Advanced Digital Signal Processing, Exercise Solutions WS 2014/2015

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DIGITAL
SIGNAL PROCESSING AND
SYSTEM THEORY

TECHNICAL FACULTY,
CHRISTIAN-ALBRECHTS-UNIVERSITY
OF KIEL

Problem 6

(DFT, zero padding, leakage)

Let va (t) be a time-continuous periodic signal


va (t) = 1 + cos(240t) + 3 cos(2120t).
The signal is sampled (s = 2280s1 ) to produce the sequence v(n). For practical
purposes (delay, complexity) the sequence is limited to L samples. M is the length of
the DFT.
1

a) one period L=7, DFTlength M=7, sampling frequency =2 280 s


s

5
4

Amplitude

3
2
1
0
1
2
3
0

0.005

0.01

0.015
Time [s]

0.02

0.025

0.03

DFT V () and Fourier transform V(ej)


M

12
10

Amplitude

8
6
4
2
0
0

0
0

2
pi/2

40

pi
80

120
160
Frequency , , /2

6
3pi/2

200

7
2pi

240

280

Digital Signal Processing and System Theory, Prof. Dr.-Ing. Gerhard Schmidt, www.dss.tf.uni-kiel.de
Advanced Digital Signal Processing, Exercise Solutions WS 2014/2015

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DIGITAL
SIGNAL PROCESSING AND
SYSTEM THEORY

TECHNICAL FACULTY,
CHRISTIAN-ALBRECHTS-UNIVERSITY
OF KIEL

b) one period L=7, DFTlength M=14 (zero padding), sampling frequency =2 280 s1
s

5
4

Amplitude

3
2
1
0
1
2
3
0

0.005

0.01

0.015
Zeit [s]

0.02

0.025

0.03

DFT V () and Fourier transform V(e )


M

12
10

Amplitude

8
6
4
2
0

0
0

Problem 7

4
pi/2

40

10

pi
80

120
160
Frequency , , /2

12
3pi/2

200

14
2pi

240

280

(FFT)

(a) Even indexed sequence: ve (n) = [v(0), v(2), v(4), v(6)],


Odd indexed sequency: vo (n) = [v(1), v(3), v(5), v(7)]

Digital Signal Processing and System Theory, Prof. Dr.-Ing. Gerhard Schmidt, www.dss.tf.uni-kiel.de
Advanced Digital Signal Processing, Exercise Solutions WS 2014/2015

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DIGITAL
SIGNAL PROCESSING AND
SYSTEM THEORY

TECHNICAL FACULTY,
CHRISTIAN-ALBRECHTS-UNIVERSITY
OF KIEL

c) four periods L=28, DFTlength M=28, sampling frequency =2 280 s1


s

5
4

Amplitude

3
2
1
0
1
2
3
0

0.01

0.02

0.03

0.04

0.05
0.06
Zeit [s]

0.07

0.08

0.09

0.1

DFT V () and Fourier transform V(e )


M

50

Amplitude

40
30
20
10
0

10

15

pi/2

40

20

pi
80

25
3pi/2

120
160
Frequency , , /2

200

2pi
240

280

DFT expressions of the sequences:


Ve, () = DF T {ve (n)}

ve W4n

n=0

=
Vo, () = DF T {vo (n)}

4
X

4
X

ve ej

n=0
4
X

2
n
4

vo W4n

n=0

4
X

vo ej

2
n
4

n=0

(b) DFT of v(n) is given by


V8 () =

M/21
P
n=0

v(2n) ej

2
2n
8

M/21
P
n=0

v(2n + 1) ej

2
(2n+1)
8

Digital Signal Processing and System Theory, Prof. Dr.-Ing. Gerhard Schmidt, www.dss.tf.uni-kiel.de
Advanced Digital Signal Processing, Exercise Solutions WS 2014/2015

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DIGITAL
SIGNAL PROCESSING AND
SYSTEM THEORY

TECHNICAL FACULTY,
CHRISTIAN-ALBRECHTS-UNIVERSITY
OF KIEL

d) four periods L=28, DFTlength M=56 (zero padding), sampling frequency =2 280 s1
s

5
4

Amplitude

3
2
1
0
1
2
3
0

0.01

0.02

0.03

0.04

0.05
0.06
Zeit [s]

0.07

0.08

0.09

0.1

DFT V () and Fourier transform V(e )


M

50

Amplitude

40
30
20
10
0

10

20

30

pi/2

40

ej

2
(2n)
8

80

= ej

2
(n)
4

(c)

n=0

50
3pi/2

120
160
Frequency , , /2

200

2pi
240

280

= W4n
M/21

M/21

V8 () =

40

pi

v1 (n) W4n + W8
{z

Ve, ()

n=0

v2 (n) W4n
{z

Vo, ()

Direct DFT:
Complexity: M 2 = 64
Modified method:
Complexity: 2 (M/2)2 + M = 40
(d) Yes, the complextiy can be further reduced by applying the same principle. We
get,

Digital Signal Processing and System Theory, Prof. Dr.-Ing. Gerhard Schmidt, www.dss.tf.uni-kiel.de
Advanced Digital Signal Processing, Exercise Solutions WS 2014/2015

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DIGITAL
SIGNAL PROCESSING AND
SYSTEM THEORY

TECHNICAL FACULTY,
CHRISTIAN-ALBRECHTS-UNIVERSITY
OF KIEL

e) two periods L=14, DFTlength M=15 (zero padding), sampling frequency =2 280 s
s

5
4

Amplitude

3
2
1
0
1
2
3
0

0.01

0.02

0.03
Time [s]

0.04

0.05

DFT V () and Fourier transform V(e )


M

25

Amplitude

20

15

10

0
0

10

pi/2

40

V8 () =

1
P

n=0

15

pi
80

v1,1 (n)W2n +W82

3pi/2

120
160
Frequency , , /2

1
P

n=0

200

v1,2 (n)W2n +

1
P

n=0

2pi
240

v2,1 (n)W2n +W82

280

1
P

n=0

v2,2 (n)W2n

Digital Signal Processing and System Theory, Prof. Dr.-Ing. Gerhard Schmidt, www.dss.tf.uni-kiel.de
Advanced Digital Signal Processing, Exercise Solutions WS 2014/2015

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DIGITAL
SIGNAL PROCESSING AND
SYSTEM THEORY

TECHNICAL FACULTY,
CHRISTIAN-ALBRECHTS-UNIVERSITY
OF KIEL

f) two periods L=14, DFTlength M=21 (zero padding), sampling frequency =2 280 s
s

5
4

Amplitude

3
2
1
0
1
2
3
0

0.01

0.02

0.03
Time [s]

0.04

0.05

DFT V () and Fourier transform V(e )


M

25

Amplitude

20

15

10

0
0

0
0

Problem 8

pi/2
40

10

12

14

16

pi
80

120
160
Frequency , , /2

18

3pi/2
200

20
2pi

240

280

(FFT)

Given x(n) = ej(/M )n

When M is even, X() =

M ej/4 ej(/M )

Digital Signal Processing and System Theory, Prof. Dr.-Ing. Gerhard Schmidt, www.dss.tf.uni-kiel.de
Advanced Digital Signal Processing, Exercise Solutions WS 2014/2015

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DIGITAL
SIGNAL PROCESSING AND
SYSTEM THEORY

TECHNICAL FACULTY,
CHRISTIAN-ALBRECHTS-UNIVERSITY
OF KIEL

g) L=30, DFTlength M=30, sampling frequency =2 280 s


s

5
4
3
Amplitude

2
1
0
1
2
3
0

0.02

0.04

0.06
Time [s]

0.08

0.1

DFT V () and Fourier transform V(e )


M

50

Amplitude

40

30

20

10

0
0

10

15

pi/2

40

20

25

pi
80

3pi/2

120
160
Frequency , , /2

200

30
2pi

240

280

y(n) = ej(/M )n
Y () =
=
=
=
=

2M
1
X

n=0
M
1
X

n=0
M
1
X

n=0
M
1
X

n=0
M
1
X

y(n)ej(2/2M )n
2

ej(/M )n ej(2/2M ) +
2

ej(/M )n ej(2/2M ) +
2

ej(/M )n ej(2/2M ) +
2

ej(/M )n ej(2/2M ) +

n=0

M
1
X

ej(/M )n ej(2/2M )n

n=M
N
1
X
l=0
N
1
X

l=0
N
1
X

ej(/M )(l+M ) ej(2/2M )(l+M ) |n = l + M


2

ej(/M )(l+M ) ej(2/2M )(l+M )


2

ej(/M )(l+M ) ej(2/2M )(l+M )

l=0

= (After simplification)
=

2M
1
X

ej(/M )n ej(2/2M ) + (1)

M
1
X

ej(/M )n ej(2/2M )

Digital Signal
Processing and System Theory, Prof. Dr.-Ing.
Gerhard Schmidt, www.dss.tf.uni-kiel.de
n=0
n=0
Advanced Digital Signal Processing,
Exercise
Solutions
WS
2014/2015
M 1

= (1 + (1) )

ej(/M )n ej(2/M )/2

n=0

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DIGITAL
SIGNAL PROCESSING AND
SYSTEM THEORY

TECHNICAL FACULTY,
CHRISTIAN-ALBRECHTS-UNIVERSITY
OF KIEL

h) L=15, DFTlength M=30 (zero padding), sampling frequency =2 280 s


s

5
4

Amplitude

3
2
1
0
1
2
3
0

0.01

0.02

0.03
Time [s]

0.04

0.05

0.06

DFT V () and Fourier transform V(e )


M

30
25

Amplitude

20
15
10
5
0
0

0
0

10

15

pi/2
40

20

25

pi
80

Y () =

120
160
Frequency , , /2

2X(/4)
0

3pi/2
200

30
2pi

240

280

is even
is odd

Digital Signal Processing and System Theory, Prof. Dr.-Ing. Gerhard Schmidt, www.dss.tf.uni-kiel.de
Advanced Digital Signal Processing, Exercise Solutions WS 2014/2015

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DIGITAL
SIGNAL PROCESSING AND
SYSTEM THEORY

TECHNICAL FACULTY,
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v(0)
v(1)
v(2)
v(3)
v(4)
v(5)
v(6)
v(7)

DFT
Order 8

v(0)
v(2)
v(4)
v(6)

W80
W81
W82
W83

DFT
Order 4

v(1)
v(3)
v(5)
v(7)

Problem 9

V8 (0)
V8 (1)
V8 (2)
V8 (3)
V8 (4)
V8 (5)
V8 (6)
V8 (7)

W84
W85
W86
W87

DFT
Order 4

V8 (0)
V8 (1)
V8 (2)
V8 (3)
V8 (4)
V8 (5)
V8 (6)
V8 (7)

(FFT)

(a) Since x(n) is real valued x(n) = x (n)


Compute the M -point DFT X()

X() =

M
1
X

x (n)ej2/M n

n=0

1
M
X

x( n)ej2/M n

n=0

1
M
X

x( n)ej2/M n ej2/M M

n=0

= X (M )
XR () = XR (M )

& XI () = XI (M )

(3)

Digital Signal Processing and System Theory, Prof. Dr.-Ing. Gerhard Schmidt, www.dss.tf.uni-kiel.de
Advanced Digital Signal Processing, Exercise Solutions WS 2014/2015

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DIGITAL
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(b) Given real valued sequences x1 (n)

sX1 () and x2 (n)

sX2 ()

Complex sequence g(n) = x1 (n) + jx2 (n)


G() = GR () + jGI ()

G() = X1 () + X2 ()
= (X1ER () + jX1OI ()) + j(X2ER () + jX2OI ())
= (X1ER () X2OI ()) + j(X1OI () + X2ER ())
|

{z

Real part GR()

{z

Imaginary part GI()

Even and odd parts of G()


GER () = 1/2{GR () + GR(M ) }
= X1 ()

Similarly,
GOR () = X2OI ()
GEI () = X2ER ()
GOI () = X1OI ()
And finally,
X1 () = GER () + jGOI ()
X2 () = GEI () jGOR ()

Digital Signal Processing and System Theory, Prof. Dr.-Ing. Gerhard Schmidt, www.dss.tf.uni-kiel.de
Advanced Digital Signal Processing, Exercise Solutions WS 2014/2015

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DIGITAL
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Problem 10 (signal flow graph)


The signal flow graph in figure of the problem describes the input-output relationship
of v(k) and y(k).

X(z) = V (z) + 0.5 X(z)z 1


V (z)
X(z) =
1 0.5z 1
Y (z) = 2 (3V (z) + X(z)) + 2X(z)z 1
2V (z)z 1
2V (z)
+
Y (z) = 6V (z) +
1 0.5z 1 1 0.5z 1
6V (z) 3V (z)z 1 + 2V (z) + 2V (z)z 1
Y (z) =
1 0.5z 1
8 z 1
V (z)
Y (z) =
1 0.5z 1
h(k) = 8 (0.5)k 1 (k) (0.5)k1 1 (k 1)

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Problem 11 (signal flow graph)


Bottom figure in the question:
Y (z) = V (z)z 1 + 2rcos(0 )Y (z)z 1 r2 Y (z)z 2
H(z) =

Y (z)
z 1
=
V (z)
1 2rcos(0 )z 1 + r2 z 2

Top figure in the question:


X(z) = V (z) r2 sin2 (0 )Y (z)z 1

W (z) = X(z) + rcos(0 )W (z)z 1


X(z)
V (z) r2 sin2 (0 )Y (z)z 1
W (z) =
=
1 rcos(0 )z 1
1 rcos(0 )z 1
W (z)z 1
Y (z) = W (z)z 1 + rcos(0 )Y (z)z 1 =
1 rcos(0 )z 1
2
2
1
1
(V (z) r sin (0 )Y (z)z )z
Y (z) =
(1 rcos(0 )z 1 )2
Y (z)((1 rcos(0 )z 1 )2 + r2 sin2 (0 )z 2 ) = V (z)z 1
H(z) =

z 1
Y (z)
=
V (z)
1 2rcos(0 )z 1 + r2 z 2

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Problem 12 (round-off effects in digital filters)


a)
V (z)z
1
V (z)
=
Y (z) = V (z) + Y (z)z 1 =
4
z 1/4
1 41 z 1
z
V (z) = .5
z1
5
1 2
1 2
z
2z
8 z 1/8
= 1/2 +
Y (z) =
= 2 52
(z 1/4)(z 1)
(z 1/4)(z 1)
z 4 z + 1/4
2/3
1/24
+
z 1/4 z 1
invers transform

= 1/2

y(n) = 1/2 o (n) 1/24 (1/4)n1 1 (n 1) + 2/3 (1)n1 1 (n 1)

y(k)|n = 2/3

b)
unquantized case (working from the difference equation):
y(n) = v(n) + 1/4 y(n 1)
y(0) = 1/2,

y(1) = 1/2 + 1/4 1/2 = 5/8,

y(3) = 85/128,

y(4) = 341/512,

y(2) = 1/2 + 1/4 5/8 = 21/32,

y(5) = 1364/2048

quantized case (working from the difference equation):


y(n) = v(n) + Q[1/4 y(n 1)]
y(0) = 1/2,

y(1) = 1/2 + Q[1/4 1/2] = 1/2 + Q[1/8] = 5/8


y(2) = 1/2 + Q[1/4 5/8] = 1/2 + Q[5/32]

y(3) = 5/8

truncation!

1/2 + 1/8 = 5/8

...

c)
direct form II:
H(z) =
V (z) =

1 + z 1
1 41 z 1
1/2
1 + z 1
1/2
1 41 z 1
invers transform

Y (z) = H(z) V (z) =


y(n) = 1/2 (1/4)k

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unquantized case:
y(n)|n = 0
quantized case (working from the difference equation):
y(n) = v(n) + v(n 1) + Q[1/4 y(n 1)]
y(0) = 1/2 + 0 + 0 = 1/2,

y(1) = 1/2 + 1/2 + Q[1/4 1/2] = 1/8,

y(2) = 1/2 1/2 + Q[1/4 1/8] = 0

...

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Problem 13

(round-off effects in digital filters)

Let h(n), h1 (n), and h2 (n) represent the unit sample responses corresponding to the
system functions H(z), H1 (z), and H2 (z), respectively. It follows that
h1 (n)

h2 (n)

H(z)

=
=
polynom division

partial fraction expansion

H(z)

(1/2)n 1 (n)

(1/4)n 1 (n)

H1 (z) H2 (z)
1
1
z2

=
1 0.5z 1 1 0.25z 1
z 2 34 z + 1/8

3
1/8
4 z 1/8
=
1
+
3
(z 1/2)(z 1/4)
z 2 4 z + 1/8
B
A
+
1+
(z 1/2) (z 1/4)
3
z 1/8
3/8 1/8
lim 4
=
=1
1/4
z1/2 (z 1/4)

1+

3
4z

3
4z

1/8
3/16 1/8
=
= 1/4
1/4
z1/4 (z 1/2)
1/4
1

1+
z 1/2 z 1/4
lim

inverse transform :
h(n)

=
=
=

0 (n) + (1/2)n1 1 (n 1) 1/4 (1/4)n1 1 (n 1)

0 (n) + 2 (1/2)n 1 (n 1) (1/4)n 1 (n)


(2 (1/2)n (1/4)n )1 (n)

first cascade realization:


y(n)

v(n)

z 1

z 1

1
4

1
2

e1 (n)

e2 (n)
Figure 1: Cascade system realization 1

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Qa1 (z)
Qa2 (z)

E1 (z)
1 21 z 1
E1 (z)
1/4 Qa2 (z)z 1 + E2 (z) +
1 21 z 1
E2 (z)
E1 (z)
+
1 41 z 1
(1 21 z 1 )(1 41 z 1 )

lecture eq.: (4.39)

1/2 Qa1 (z)z 1 + E1 (z) =

lecture eq.: (4.39)

{z

corresponds to H2 (z)

{z

corresponds to H(z)

2 at the output of the first cascade realization can


So the quantization noise variance qa
be calculated with help of the impulse responses h2 (n) and h(n) as
2
qa
= e2

n=0

h2 (n) + e2

{z

h22 (n),

n=0

{z

e2 denoting the variance of e1/2 (n)

2 is calculated in the same way and


For the second cascade realization, the variance qb
gives
#
"

2
qb
= e2

h2 (n) +

n=0

n=0

n=0

h21 (n)

n=0

n=0

h21 (n) =

1
= 4/3
1 1/4

h22 (n) =

1
= 16/15
1 1/16

h2 (n) =

4
1
4

+
= 1.83
1 1/4 1 1/8 1 1/16

Therefore,
2
qa
= 2.90 e2
2
qb
= 3.16 e2

and the ratio of noise variances is


2
qb
= 1.09
2
qa

Consequently, the noise power in the second cascade realization is 9% larger than in the
first realization.

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Problem 14

(digital filter design)

Determine the unit sample response hi of a linear-phase FIR filter of length L = 4 for
which the amplitude frequency response H0 () at = 0 and = /2 is specified as
H0 (0) = 1,

H0 (/2) = 1/2.

Even length L type-2 or type-4 linear phase system.


H0 (0) = 1 no type-4 linear phase system (H0 (0) = 0!).
Type-2 linear phase system:
L/21

H0 () = 2
= 2

hi cos

i=0
1
X

hi cos

i=0





 

L1
i
2
 

3
i .
2

At = 0,
1 = 2

1
X

hi cos(0)

i=0

1/2 = h0 + h1 ,
at = /2,
1/2 = 2

1
X
i=0

1/4 =

hi cos



3
3

i /2 = 2 (h0 cos( ) + h1 cos( ))


2
4
4

1
1
h1 h0 .
2
2

Solving these equations, we get


h0 = 0.073
h1 = 0.427
and with symmetry
h2 = h1
h3 = h0

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Problem 15
(a)

(digital filter design)


Hd (ej ) = (1 21 ())ej(/2 )
(

arg(Hd (ej )) =

for < <

/2 ,
< < 0
/2 , 0 < <

(b) A Hilbert transformer of this nature requires the filter to have a zero at z = 0
which introduces the radians phase difference at that point. Thus, only Types
III and IV fulfill the requirements (see lecture).
(c)
Hd (ej ) = (1 21 ())ej(/2 )
Z0

ej/2
2

Z0

hdi =

1
2

j(/2 ) ji

1
d
2

ej(i ) d

1cos((k ))
,
(i )

0,
2 sin2 ((i )/2)
,

(i )

0,

for < <

ej/2
2

ej(/2 ) eji d

ej(i ) d

i 6=
i=
i 6=
i=

For the windowed FIR system to be linear phase it must be antisymmetric about
L1
2 . Since the ideal Hilbert transformer hdi is antisymmetric about i = we
should choose = L1
2 .

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(d) The delay is

L1
2

211
2

= 10 samples. L is odd, it is therefore a type III system.


|H(ej )|

hi
0.5

0
0.5
0.5
0
0

15

10
i

20

Figure 2: Scetches to problem 15 part d)


(e) The delay is

L1
2

201
2

= 9.5 samples. L is even, it is therefore a type IV system.


|H(ej )|

hi
0.5

0
0.5
0.5
0
0

10
i

15

Figure 3: Scetches to problem 15 part e)

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Problem 16

(digital filter design)

From the given equations we have c(k) = 2h(S k), 1 k S. For type III linear-phase
filters h(S) = 0 and L is odd.

H03 ( ) =

S
X
i=1

ci sin(( )i)

S
X

ci sin(k) cos(i) =

S
X

(1)i+1 ci sin(i).

i=1

i=1

Thus H03 () = H03 ( ) implies


S
X
i=1

or equivalently,
i = 2, 4, 6, . . ..

S
P

i=1

ci sin(i) =

S
X

(1)i+1 ci sin(i),

i=1

(1 (1)i+1 )ci sin(i) = 0 which in turn implies that ci = 0 for

ci = 2 h(S i), 1 i S can be rewritten as hi = 1/2 cSi . As S is even hi = 0 for i


even.

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Problem 17

(digital filter design)

(a) From the given equations, we get


1 = 1 101 /20 = 1 100.005 = 0.0114460

2 = 102 /20 = 101.75 = 0.01778279


10log10 (0.00020355796) 13
10log10 (1 2 ) 13
=
N
= 98.2730
=
2.324
)
2.324 2( 2kHz1.8kHz
12kHz
Since the number must be an integer, we round up the value yielding N = 99.
As the length L = N + 1 is even, a type II FIR filter can be designed to meet
the specifications. A type I filter can be designed by increasing the order by 1 to
N = 100.
(b) Note that the width of the transition bands are not equal. We therefore use the
width of the smallest transition band to compute the order N.
1 =
2 =
N

FP1 FS1
= 0, 031416
2
FT


FS2 FP2
2
= 0, 062832
FT
10log10 (0.002 0.001) 13
= 602.51
2.324 2( 0.35kHz0.3kHz
)
10kHz

The order of the required FIR filter is N = 603. As the length L = N + 1 is even,
a type II FIR filter can be designed to meet the specifications.

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Problem 18

(digital filter design)

(a) In the impulse invariance design, the poles transform as zi = esi T and we have the
relationship
1
1

s
s si
1 e i T z 1

Therefore,

Ha (s) =

2
1

s + 0.1 s + 0.2

In this case the solution is unique, since ha (t) is real, and the poles are both on the
-axis in the s-plane. Due to the periodicity of z = ej a more general answer for a
complex impulse response ha (t) would be
Ha (s) =

2
1
2n
s + (0.1 + j T ) s + (0.2 + j 2m
T )

where n and m are integers.


(b) Using the inverse relationship for the bilinear transform
z=

1 + (T /2)s
1 (T /2)s

we get

Ha (s)

2
1

e0.2

e0.2

T =2

=
=

1(T /2)s
1+(T /2)s

1s
1+s

1
1

e0.4

e0.4

1(T /2)s
1+(T /2)s

1s
1+s

2(s + 1)
s+1

0.2
0.4
s(1 +
+ (1 e
) s(1 + e
) + (1 e0.4 )
1
s+1
s+1
2

0.2
0.4
0.2
0.4
1e
1+e
1+e
s + 1+e0.2
s + 1e
1+e0.4
e0.2 )

Since the bilinear transform does not introduce any ambiguity, the representation is
unique.

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Problem 19

(digital filter design)

(a) Recall that = T , T denoting the sampling period. So the specifications for the
continuous-time signal are
0.89125 |H(ej )| 1,

0 || 0.2/T,

|H(e )| 0.17783,

0:89125

0.3/T || /T.

H (j! )j

0:17783
0:2=T

=T !

0:3=T

(b) At the passband edge, we have


|H(j0.2/T )|2 =

1
1+

2N
( 0.2
c T )

1+

2N
( 0.3
c T )

= 0.891252 .

(4)

= 0.177832 .

(5)

At the stopband edge, we have


|H(j0.3/T |2 =

We can solve these two equations for N and c T and we get


N
c T

= 5.8858
= 0.70474

to solve the equations above exactly. Rounding up to the next integer N = 6 and
inserting N in (1) we get c T = 0.7032 to meet the specifications of the continuoustime filter for the passband edge exactly. Then the stopband edge specifications
of the continuous-time filter are exceeded.

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Problem 20

(digital filter design)

Given:
- Filter C: Continous-time IIR-Filter with System fincrion H(s)
- Filter B: Stable discrete-time filter H(z) derived through bilinear transform from
Filter C
Question: Can Filter B be an FIR-Filter?
Excurs: IIR-Filter(System function):
H(z)IIR

Y (z)
=0 b z
P
=
= n

X(z)
=0 a z

relation to the Laplace-domain: zi = es,i/0,i contains poles and zeros


FIR-Filter(System function):
H(z)FIR =

m
X

b z

=0

contains m zeros and m-th order pole at z = 0


Filter is stable, if the poles are located within the unit circle (z-domain) or within the
left Laplace-(s)-plane.
In this case, filter C is an IIR-Filter, this means, it will have poles, that are nonzero,
because otherwise it woukd be an FIR-Filter. Therefore, and due to the fact, that the
bilinear transform is unique in converting from s-domain to z-domain, also filter B will
habe poles. Thus, filter B cannot be a FIR-Filter.

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Problem 21

(digital filter design)

First we determine the values for 1 and 2 . They are used in the magnitude representation of filter specifications.
1 = 1 101/20 = .108749061866

2 = 1040/20 = .01
1 is related to by

1
1 + 2
1
1
2 =
(1 1 )2
= 0.508847139905

(1 1 )2 =

and is given by
=

1
1 = 99, 995
22

The normalized frequencies for the passband edge and stopband edge in the digital
domain are given by
p = 2 40/240
s = 2 60/240

As the bilinear transform warps the frequency scale, we have to determine the passband
edge and stopband edge in the analog domain by inverse transformation of the values
for the digital domain:
p = 2/T tan(p /2)
s = 2/T tan(s /2)

c /s = tan(p /2)/tan(s /2) = 1.73205080758


This leads to the following filter length:
log10 (/)
Butterworth filter: Nmin
= 9.613 10
log10 (s /p )
Chebyshev filter: Nmin

log10 (( 1 22 +

log10 (s /c +

5.212 N = 6
Elliptic filter: Nmin

1 22 (1 + 2 ))/(2 ))
q

(s /p )2 1)

K(p /s )K( 1 (/)2 )


q

K(/)K( 1 (p /s )2 )

= 3.2 N = 4

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20 log10(H(ej ))

|H(ej )|

0
1
20
0.8
40

0.6

60

0.4

80

0.2

100

0.2

0.4

0.6

0.8

0.2

Passband detail
40

60

80

100

120
0.2

0.6

0.8

Stopband detail

0.1

0.4

0.3

0.5

0.6

0.7

0.8

0.9

Figure 4: Butterworth MATLAB: [b_b,a_b]=butter(10,4/12);

20 log10(H(ej ))

|H(ej )|

0
1
20
0.8
40

0.6

60

0.4

80

0.2

100

0.2

0.4

0.6

0.8

0.2

Passband detail

0.4

0.6

0.8

Stopband detail

0
20
2
30
4
40
6

50

60
0

0.2

0.4

0.4

0.6

0.8

Figure 5: Chebyshev 1 MATLAB: [b_c1,a_c1]=cheby1(6,1,4/12);

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20 log10(H(ej ))

|H(ej )|

0
1
20
0.8
40

0.6

60

0.4

80

0.2

100

0.2

0.4

0.6

0.8

0.2

Passband detail

0.4

0.6

0.8

Stopband detail

0.5
40
0
50
0.5

60
70

1
0.1

0.2

0.3

0.4

0.4

0.6

0.8

Figure 6: Chebyshev 2 MATLAB: [b_c2,a_c2]=cheby2(6,40,6/12);

20 log10(H(ej ))

|H(ej )|

0
1
20
0.8
40

0.6

60

0.4

80

0.2

100

0.2

0.4

0.6

0.8

0.2

Passband detail

0.4

0.6

0.8

Stopband detail
20

25
2

30

35

40
45

50
10

55
0.1

0.2

0.3

0.4

0.4

0.6

0.8

Figure 7: Elliptic MATLAB: [b_e,a_e]=ellip(4,1,40,4/12);

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Problem 22

(multirate digital signal processing)

The output y(n) = x(n) if no aliasing occurs as result of downsampling. That is,
X(ej ) = 0 for /3 || .
(a) x(n) = cos(n/4). X(ej ) has impulses at = /4, so there is no aliasing.
y(k) = x(k).
(b) x(n) = cos(n/2).
y(n) 6= x(n).

X(ej ) has impulses at = /2, so there is aliasing.

2
2
(c) x(n) = ( sin(n/8)
)2 = 1/64 ( sin(n/8)
n
n/8 ) = 1/64 (sinc(n/8)) . The spectrum
of sinc(n/8) is a rectangular in the range of /8 /8. The squared
function leads to a triangular spectrum with double bandwidth (multiplication in
time domain convolution in frequency domain). So the highest signal frequency
is |max | = /4 < /3 and no aliasing will occur.

Digital Signal Processing and System Theory, Prof. Dr.-Ing. Gerhard Schmidt, www.dss.tf.uni-kiel.de
Advanced Digital Signal Processing, Exercise Solutions WS 2014/2015

39

DIGITAL
SIGNAL PROCESSING AND
SYSTEM THEORY

TECHNICAL FACULTY,
CHRISTIAN-ALBRECHTS-UNIVERSITY
OF KIEL

Problem 23

(multirate digital signal processing)

We can analyze the system in the frequency domain:

X(ej )

X(e2j )
2

X(e2j )H1 (ej )


H1 (ej )

Y (ej )
2

Y (ej ) is X(e2j ) H1 (ej ) downsampled by 2:


h

Y (ej ) = 1/2 X(e2j/2 )H1 (ej/2 ) + X(e2j(2)/2 )H1 (ej(2)/2 )


h

= 1/2 X(ej )H1 (ej/2 ) + X(ej(2) )H1 (ej( 2 ) )


h

= 1/2 H1 (ej/2 ) + H1 (ej( 2 ) ) X(ej )


= H2 (ej )X(ej )
h

H2 (ej ) = 1/2 H1 (ej/2 ) + H1 (ej( 2 ) )

Digital Signal Processing and System Theory, Prof. Dr.-Ing. Gerhard Schmidt, www.dss.tf.uni-kiel.de
Advanced Digital Signal Processing, Exercise Solutions WS 2014/2015

40

DIGITAL
SIGNAL PROCESSING AND
SYSTEM THEORY

TECHNICAL FACULTY,
CHRISTIAN-ALBRECHTS-UNIVERSITY
OF KIEL

Solution to Problem 24

(multirate digital signal processing)

(a) h(n) = 0 for |n| > (RL 1). For a causal system we have a delay by RL 1
samples.
(b) General interpolation condition:
h(0) = 1
h(nL) = 0,

n = 1, 2, . . .

(c)
y(k) =

RL1
X

k=(RL1)

h(k)v(n k) = h(0)v(n) +

RL1
X
k=1

h(k)(v(n k) + v(n + k))

This requires only RL 1 multiplications (assuming h(0) = 1).


(d) Show, that only 2R Multiplications per output sample are required.
y(n) =

n+RL1
X

k=n(RL1)

v(k)h(n k)
+

Due to part b) it has been shown, that only h(0) = 1, and h(Ln) = 0 for n =
+

1, 2, ... This is a general condition related to the interpolation (include (L 1)


zeros).

If n = mL (m an integer), then we dont have any multiplications since h(0) = 1


and the other non-zero samples of v(n) hit at the zeros h(n). Otherwise the
impulse response spans 2RL 1 samples of v(n), but only 2R of these are nonzero. Therefore, we have 2R multiplications in total.

Digital Signal Processing and System Theory, Prof. Dr.-Ing. Gerhard Schmidt, www.dss.tf.uni-kiel.de
Advanced Digital Signal Processing, Exercise Solutions WS 2014/2015

41

DIGITAL
SIGNAL PROCESSING AND
SYSTEM THEORY

TECHNICAL FACULTY,
CHRISTIAN-ALBRECHTS-UNIVERSITY
OF KIEL

Amplitude

v(n)

0.5
0
0.5
1

10

0
n

10

Amplitude

h(0n)

0.5
0
0.5
1

10

0
n

10

Amplitude

h(1n)

0.5
0
0.5
1

10

Solution to Problem 25

0
n

10

(multirate digital signal processing)

Steps to do:
a)b)[c) Polyphase decomposition of decimation filters -> moving of all decimation factors
through alls branches before the filter decomposition (efficient structure)
d)e) M = 2, L = 3 -> decimator and interpolator can be changed/turned
f) Polyphase decomposition of interpolator filter -> moving of interpolator factor
through all branches (efficient structure) (z 3 > z)

Digital Signal Processing and System Theory, Prof. Dr.-Ing. Gerhard Schmidt, www.dss.tf.uni-kiel.de
Advanced Digital Signal Processing, Exercise Solutions WS 2014/2015

42

DIGITAL
SIGNAL PROCESSING AND
SYSTEM THEORY

TECHNICAL FACULTY,
CHRISTIAN-ALBRECHTS-UNIVERSITY
OF KIEL

a)

Y (z)

b)

G(z)

G0 (z)

G1 (z)

G0 (z)

G1 (z)

G0 (z)

G1 (z)

G0 (z)

X(z)

z 1

c)
3
z 3
z2
d)
z 1

e)

z 1

z 1
2
f)

2
z 1
z 1

z 1

2
z 1
z 1

G1 (z)

G00 (z)

G01 (z)

G02 (z)

G10 (z)

G1 (z)
1

G12 (z)

z 1

Digital Signal Processing and System Theory, Prof. Dr.-Ing. Gerhard Schmidt, www.dss.tf.uni-kiel.de
Advanced Digital Signal Processing, Exercise Solutions WS 2014/2015

43

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