DT signal : x[n] = x(t) t = nTs ∞ ALIASING

x(t) = ∑ x[n]Φ(t − nT ) s
apparent freq.
x(t)  x[n] with no loss of info n = −∞

real freq.
when x(t) band-limited to W
sin(π Fs t) −Fs / 2 Fs / 2
and Fs > 2W : Nyquist Freq. sinc function : Φ(t) =
π Fs t

Quantization (Quantization step Q) LTI : Frequency response DTFT properties

2 B different values (B bits) x[n] = e j 2 π f0 n eigenfunction • Linearity
Vmax = 2 B−1 ⋅ Q ∞ • Symmetry
y[n] = e j 2 π f0 n
∑ h[k]e − j 2 π f0 k x[n] real
k = −∞
X R (mag)even, X I (phase)odd
= x[n] ⋅ H ( f0 )
x[n] real & even
LTI : impulse response h[n] & H ( f ) = H R ( f ) + jH I ( f ) X( f ) real & even
discrete convolution = H ( f ) e jH ( f )
∞
• Convolution
y[n] = x[n] ∗ h[n] = ∑ x[m] ⋅ h[n − m] FIR : linear phase y[n] = x[n] ∗ h[n] ↔ Y ( f ) = X( f )H ( f )
m = −∞ (relative phase preserved)
x[n] * h1[n] + x[n] * h2 [n] • Multiplication Thm
IIR : impossible
x[n]w[n] ↔ X( f ) ⊗ W ( f )
= x[n] * (h1[n] + h2 [n])
x[n] * h[n] = h[n] * x[n] LCCDE cyclic convolution
K M 1/2
(x[n] * h1[n]) * h2 [n] y[n] = ∑ ak y[n − k] + ∑ bm x[n − m] X( f ) ⊗ W ( f ) ≡ ∫ X(φ )W ( f − φ )dφ
= x[n] * (h1[n] * h2 [n]) k =1 m=0 −1/2

FIR (Moving Average) ak = 0 , ∀k • Parseval

FIR filter design by windowing ⎧⎪ b 0 ≤ m ≤ M
∞ 1/2

∑ x [n] = ∫
2 2
1) Ideal freq. response : H d ( f ) h[n] = ⎨ m X( f ) df
⎩⎪ 0 otherwise n = −∞ −1/2
2) IDTFT : get hd [n]
IIR (Auto Regressive) bm = 0 , m ≠ 0 • Zero value Thm
3) h[n] = hd [n] ⋅ w[n] 1/2 ∞
IIR (ARMA) nonzero a k ,bm x[0] = ∫ X( f )df , X(0) = ∑ x[n]
−1/2 n = −∞

Causality : y[n0 ] only CTFT pairs DTFT pairs

depends on x[n], n < n0 δ (t) ↔ 1 δ [n] ↔ 1
− j 2 π Ft 0
δ (t − t 0 ) ↔ e δ [n − n0 ] ↔ e− j 2 π fn0
Stability : (BIBO) sin(2π FT ) sin(π (2N + 1) f )
ΠT ↔ ΠN ↔
LTI stable πF sin(π f )
1 ↔ δ( f )
h[n] absolutely summable 1 ↔ δ ( f )
e j 2 π F0 t ↔ δ (F − F0 )
FIR - Always stable e j 2 π fn0 ↔ δ ( f − f0 )
IIF - find h[n] and check! 1
e−α t u(t) ↔ δ ( f − f0 ) + δ ( f + f0 )
α + j2π F cos(2π f0 n) ↔
2
H(f) sin(2π Wn) W(f)
↔Π δ ( f − f0 ) + δ ( f + f0 )

Wn sin(2π f0 n) ↔
∞
1 ∞ k 2j
∑ δ (t − nT ) ↔ ∑ δ (F − ) 1
1
n = −∞ T k = −∞ T a nu[n] ↔
0 1/2 f 1 − ae− j 2 π f
0 π 2π ω=2πf
0
sin(2π Wn) W(f)
Fs/2 Fs F=f·Fs ↔Π
0 f 2 f’=2f matlab Wn
0 M/2-1 M-1 k=Mf=MF/Fs ∞
1 ∞ k
M samples in one period ∑ δ [n − rN ] ↔ N ∑ δ ( f − N )
r = −∞ k = −∞
 N −1
DFT DFT properties reconstruction from DFT
X[k] = ∑ x[n]e− j 2 π kn / N
n=0 • Linearity x[n] ∗ h[n] = x N [n] ⊗ N hN [n]
1 N −1 • Symmetry lin.conv = cconv if N ≥ N1 + N 2 − 1
x[n] =
N
∑ X[k]e j 2 π kn / N
x[N − n] ↔ X *[k] = X[N − k]
n=0
(linear conv. gives length
• Convolution (cconv modulo N) N1 + N 2 − 1 , zero pad both to N)
⎡⎣ x N [n] ⊗ N hN [n]⎤⎦ RN ↔ X[k]H[k]
DFS convolution Filtering using DFT multiplication
Cyclic Convolution Modulo N • Multiplication 1) N ≥ N1 + N 2
y N [n] = x N [n] ⊗ N hN [n] x[n]w[n] ↔
1 
⎡ X N [k] ⊗ N W N [k]⎤⎦ RN [k] 2) pad x[n],h[n] with zeros to
N⎣
N −1 length N → FFT : X[k],H[k]
 ∑ x N [n]hN [n − m] • Parseval
N −1
1 N −1
3) Y[k]=X[k]H[k]
∑ x 2 [n] = ∑ X[k]
m=0 2
4) N-point IDFT →y[n]
Yk = X k ⋅ H k n=0 N k=0

spectral
analysis x(t) sample in TD x[n] window (L) xw [n] sample in FD Xw [k]
x[n] = x(nTs ) (computek DFT)
xw [n] = x[n]w[n] f =
x p (t) = x(t)p(t)
N

sampling in time windowing frequency sampling

prob. : frequency aliasing prob. : spectral smearing prob. : temporal aliasing
soln. : Fs > 2W , c soln. : N ≥ L
soln. : L > c= window constant,
Fs Δf 2:rect 4:Hamm/Hann
analog LFP with cut off Fc = Δf = freq. resolution prob. : misleading impression
2
prob. : small amp. masking (DTFT sampled at where?)
soln. : window types (side lobe) soln. : N > 2L

• CTFT & Convolution CTFT : x(t) ↔ X(F)

x(t) ∗ h(t) ↔ X(F)H (F) ∞

• CTFT & Multiplication

X(F) = ∫ −∞
x(t)e− j 2 π Ft dt
x(t)w(t) ↔ X(F) ∗W (F) ∞
x(t) = ∫−∞
X(F)e j 2 π Ft dF

CTFT sampled in time CTFT sampled in frequency

Spectrogram (frequency VS time)  f)
DTFT : x[n] ↔ X( CTFS : x (t) ↔ X k
• Broadband (freq. resol. 300Hz)
∞ 1 T
time resolution / vertical lines X( f ) = ∑ x[n]e− j 2 π fn Xk =
T ∫ 0
x(t)e− j 2 π Ft dt
n = −∞
• Narrowband (freq. resol. 50Hz) ∞ ⎛ k⎞
j 2π ⎜ ⎟ t
∑
1/2
pitch harmonics / horizontal striation x[n] = ∫ −1/2
X( f )e j 2 π ft df x (t) =
k = −∞
Xk e ⎝T ⎠

2 F 2F
Δf = , f = , L= s
L Fs ΔF DTFT sampled in frequency / CTFT sampled in time
DFS : x[n] ↔ X k

DFS with only one period representation ;

window main lobe width real finite signal is assumed to be periodic with period much greater than record time
- freq. smearing (spectral anlys.) DFT : x[n] ↔ X k
- transition band (FIR design) N −1
X[k] = ∑ x[n]e− j 2 π kn / N
window side lobe height n=0
N −1
- amp. resol. (spectral anlys.) 1
x[n] =
N
∑ X[k]e j 2 π kn / N

- ripple (FIR) n=0

 ∞
computing N point DFT
more on DFT & sampling x[n] = x[n] ∗ N ∑ δ ( f − rN )
k = −∞ signal with period N
sampling in FD ∞

∞ =N ∑ x[ f − rN ] (operations involving DFT are

 f )  X( f ) ∑ δ ( f − k / N )
X(
k = −∞
really operations on periodic
k = −∞ if x[n]=0 outside [0,N-1] signals, which will be the same
∞ x[n] = Nx[n] as operations on finite duration
= ∑ X(k / N )δ ( f − k / N ) similarly, DFT relation to DFS signals provided that those
k = −∞
∞ 1 ʻfiniteʼ durations are less than
X k = X[k]
= ∑ X[k]δ ( f − k / N ) N N.)
k = −∞

∞ ∞
1 k
p(t) = ∑ δ (t − nT ) ↔ P(F) = T ∑ δ (F − T )
n = −∞ k = −∞

∞ ∞
1 k
p[n] = ∑ δ [n − rN ] ↔ P( f ) = N ∑ δ ( f − N )
r = −∞ k = −∞

Random signals Wide-sense stationary correlation

ensemble ➤ realization
ergodicity :
(time ave. = ensemble ave.)
- measure of resemblance btw
= mean constant over time successive samples of a signal
& autocorrelation depends on covariance
- uncorrelated : covariance = 0
lag only
stationary : all statistics are
constant over long time interval
time averages <.> autocorrelation cross-correlation
Rx [k] = x[n]x[n − k] Rxy [k] = x[n]y[n + k]
mean
N auto-covariance auto-covariance
1
µ x = x[n]  lim
N →∞ 2N + 1
∑ x[n] C x [k]  (x[n] − µ x )(x[n − k] − µ x ) C xy [k]  (x[n] − µ x )(y[n + k] − µ y )
n=− N
= Rx [k] − µ 2
x = Rxy [k] − µ x µ y
signal power
N
properties properties
1 • Rx [−k] = Rx [k]
Px = x 2 [n]  lim
N →∞ 2N + 1
∑ x 2 [n] • Rxy [−k] = Ryx [k]
n=− N
Rx [0] =< x 2 [n] >= Px • Rxy [k] ≤ Rx [0]Ry [0] for -∞ < k < ∞
AC power (variance) •
C x [0] =< (x[n] − µ x ) >= σ 2 2

( x[n] − µ x )2
x
σ x2 = ⇒ Px = σ x2 + µ x2
• Rx [k] ≤ Rx [0] for -∞ < k < ∞ • uncorrelated : C xy [k] = 0
white (impulse auto-covariance) • large lags ( k → ∞ ) = generated by independent
C x [k] = 0 process
⎧σ w2 if k=0 : uncorrelated :
Cw [k] = σ wδ [k] = ⎨
2
Rx [k] =µ x2
⎩0 otherwise

probability density function R.S. and Linear system deterministic autocorrelation

x[n] y[n] = x[n] ∗ h[n] ∞

fx (X)  lim
1
Π ΔX (x[n] − X) h[n] R h [k]  h[−k] ∗ h[k] = ∑ h[n]h[n + k]
ΔX →0 ΔX n = −∞

⎧1 if 0 ≤ x ≤ ΔX autocovarriance
Π ΔX (x) = ⎨ y[n] = H (0) x[n] C y [k] = R h [k] ∗ C x [k]
⎩0 otherwise
Rxy [k] = h[k] ∗ Rx [k]
time average and PDF
Ry [k] = h[−k] ∗ Rxy [k] white noise input (system ID)
(memoryless system)
= h[−k] ∗ h[k] ∗ Rx [k] C y [k] = σ w2 R h [k]
∞

g(x[n]) =
−∞
∫ g(X) f (X)dXx = R h [k] ∗ Rx [k]

Power spectrum Power Spectrum properties Rx [k] real and even

Sx ( f ) ≥ 0 for ∀k
- DTFT of autocorrelation Sx ( f ) = Sx (− f ) = S *x ( f )
1/2
∞
Sx ( f )  ∑ R [k] ⋅ e x
− j 2 π fk Px = Rx [0] = ∫
−1/2
Sx ( f )df real and even
k = −∞ convolution multiplication
∞

∑ R [k] ≥ 0
1/2
Sx (0) = Sy ( f ) = Sx ( f )H ( f )H (− f )
∫
j 2 π fk
Rx [k] = Sx ( f ) ⋅e df x
k = −∞
−1/2
Sy ( f ) = Sx ( f ) H ( f )
2

∞ Cross Spectrum properties

Cross spectrum Sxy ( f )  ∑ R y[k] ⋅ e x
− j 2 π fk
Ryx [k] = Rxy [−k] ↔ Syx ( f ) = Sxy (− f )
- DTFT of cross correlation k = −∞
Rxy [k] = Rx [k] ∗ h[k] ↔ Sxy ( f ) = Sx ( f )H ( f )
Rxy [k] = x[n]y[n + k]
1/2

∫
j 2 π fk
Rxy [k] = Sxy ( f ) ⋅e df
−1/2

Wiener filter : (minimum mean sq. estimate) non-causal Wiener Filter


find filter h[n] from x[n] and y[n] Pe = e [n] = (y[n] − y[n])2
2
Sxy ( f ) = H ( f ) ⋅ Sx ( f )
∂Pe Sxy ( f )
given estimated given =0 H( f ) =
find ∂h[k] Sx ( f )
 y[n]
x[n] y[n] ∞

h[n] Rxy [k] = ∑ h[l] ⋅ R [k − l] = h[k] ∗ R [k]

x x
e[n] is uncorrelated with x[n]
l = −∞
Rex [k] = 0 for ∀k