NECES ECE 411 Finals Reviewer AY 2016 2017

[ECE 411 – SIGNAL, SPECTRA, AND SIGNAL PROCESSING] A.Y.
2016-2017
SCHUR-COHN STABILITY TEST
The stability of a DT system is determined by the position of the poles. The poles are the roots of the denominator
of the system function.
A system is said to be stable if all its poles are inside the unit circle, i.e. . If at least pole of the transfer
function is on the unit circle, then the system is marginally stable. An unstable system has at least one pole outside
the unit circle.
Let
is the reverse polynomial of .
The lower degree polynomials can be computed recursively using
where called as the reflection coefficients.
The Schur-Cohn stability test states that the polynomial has all its roots inside the unit circle if and only if the
reflection coefficients for all .
PROBLEM 1: Determine whether the following systems are stable or not.
a.
b.
SOLUTION:
a.
NECES Academics Committee 2016-2017 | ECE 411 – Signals, Spectra, and Signal Processing 1
[ECE 411 – SIGNAL, SPECTRA, AND SIGNAL PROCESSING] A.Y. 2016-2017
The reflection coefficient can be determined from .
Since the magnitude of is greater than 1, then the system is unstable.
b.
The constant in denominator must be normalized to unity.
From , we can determine the characteristic equation
Solving for the reverse polynomial ,
The magnitudes of and are greater than 1, therefore the system is unstable.
ANALYSIS OF SECOND-ORDER DT SYSTEMS
Consider a causal two-pole (second-order) system
The system function is
The poles are
CASE 1: Real and Distinct Poles,
where
The impulse response of the system is
CASE 2: REAL AND REPEATED ROOTS,
where
CASE 3: COMPLEX-CONJUGATE POLES,
Let with . Thus,
PROBLEM 1: Determine the following:
a. System function
b. Range of that will make the system stable
SOLUTION:
a. Solving for the system function
b. can be determined from the transfer function,
For the system to be stable, the magnitude of the reflection coefficients must be less than 1.
The intersection of the inequalities (from ) and (from ) is .

Therefore, for the system to be stable the range of allowable values of is .
PROBLEM 2: Design a second-order digital oscillator with a peak amplitude of 1 and frequency of 2000 Hz. Use a
sampling rate of 20 kHz.
SOLUTION: The impulse response of the oscillator is given as
The frequency of the sinusoid is 2000 Hz and is sampled at a rate of 20 kHz.
The peak amplitude of the sinusoid is 1.
Assume a value of for undamped oscillations (meaning the oscillation has a constant amplitude).
Solving for ,
Solving for ,
The difference equation of the oscillator is
PROBLEM 3: If , what value of must be preloaded to a second-order system such that the system
will have a response similar to that of PROBLEM 2 even without an impulse input?
SOLUTION: From the previous problem, the difference equation of the filter is known to be
We need to have a filter where the output is the same as the response of the previous problem even there is no
input. In other words, the impulse response of the previous problem will be equated to the zero-input response.
Solving for , by letting ,
We equate the impulse response of the previous problem to .
FREQUENCY ANALYSIS OF DISCRETE-TIME SIGNALS AND SYSTEMS
DISCRETE-TIME FOURIER SERIES (DTFS) – For any given periodic sequence, for all , the Fourier
series of consists of harmonically-related exponential functions is expressed as
If is a real-valued function,
The Fourier coefficients in the series representation is defined as
The spectrum of a periodic signal , with period , is a periodic sequence with period , i.e.
POWER DENSITY SPECTRUM OF PERIODIC SIGNALS
DISCRETE-TIME FOURIER TRANSFORM (DTFT) – For any given aperiodic sequence with finite energy, the
Fourier transform of is
Note: The DTFT is the -transform of the sequence evaluated on the unit circle , that is, replacing the
variable of the -transform of the signal or system with will result to the DTFT of the signal or system.
Review on the -transform of common signals:
ENERGY OF APERIODIC SIGNALS
The equ t b ve referre t P r ev l’ Rel t
WIENER-KHINTCHINE THEOREM – The Fourier transform of the autocorrelation sequence is the energy density
spectrum of a discrete-time signal.
PROBLEM : Determ e the m g tu e ph e pe tr f the f ll w g per g l ver fy the P r ev l’

relation by computing the power in time and frequency domain.
a.
b.
SOLUTION:
a. The Fourier coefficients are defined as

For :
For :
For :
For :
Alternatively,
For ,
Alternatively,
Thus, the Fourier coefficients are
The magnitude spectrum:
The phase spectrum:
The power in the time domain is
The power in the frequency domain is
b. For :
For :
For :
For :
Alternative solution for :
The Fourier coefficients are
Solving for the power in the time-domain,
Solving for the power in the frequency-domain,
PROBLEM 2: Given the plot of :
2.5
2
x(n)
1.5
0.5
0
-5 0 5 10
n
a. Determine the Fourier coefficients of .

b. Find the power of the signal in the time-domain and frequency-domain.
c. Determine the synthesis equation of . Also, determine the value of the first five samples of the
synthesis equation.
SOLUTION:
The Fourier coefficients can be solved using the formula:
a. For :
For :
For :
For :
Alternative solution:
For :
Alternative solution:
The Fourier coefficients are:
b. Power in the time-domain:
Power in the frequency-domain:
c. The synthesis equation :
Solving for the first five samples:
PROBLEM 3: Show that the DTFT of the function is
SOLUTION: Solving for the -transform,
But ,
PROBLEM 4: Prove that the DTFT of the signal
el ewhere
is
SOLUTION: Expressing to equation form
el ewhere
Solving for the -transform,
Substituting
Decompose 1 to 1/2 + 1/2.
Multiply numerator and denominator by ,
Divide numerator and denominator by ,
By definition,
So becomes,
DISCRETE-TIME FOURIER TRANSFORM (DTFT) OF DT SYSTEMS
Recall that given a complex number , its magnitude and argument can be computed as
Note:
1.
2.
rg rg
rg rg
Given a system with DTFT where and are the magnitude response and phase
response of the DT system.
For complex sinusoids,
For real sinusoids,
The impulse response introduces amplitude scaling (gain or attenuation) by a factor of and a phase
shift of to the input signal .
The DTFT of the autocorrelation of is
The autocorrelation of can be solved as
Effects of Poles and Zeros of the Frequency Response of DT Systems on Input Signals:
1. The presence of a zero close to the unit circle causes the magnitude of the frequency response to be small at
frequencies close to the zero.
2. The presence of a pole close to the unit circle causes the magnitude of the frequency response to be large at
frequencies close to the pole.
3. Placing a zero (or pole) close to the pole (or zero) cancels the effect of the pole (or zero).
Lowpass
Filter
Bandpass
Filter
Highpass
Filter
Bandstop
Filter
All-pass
Filter
The transfer function of an all-pass filter is given as
The group delay is the time delay that a signal component of frequency undergoes as it passes from the
input to the output of the system.
An ideal filter should have a linear phase response. For a linear phase response, is constant.
MINIMUM PHASE SYSTEMS – Minimum phase systems have all its zeros located inside the unit circle.
MAXIMUM PHASE SYSTEMS – Maximum phase systems have all its zeros located outside the unit circle.
A non-minimum phase system can be decomposed as
The group delay of a non-minimum phase system is given by
rg rg
rg rg rg
A minimum phase system exhibits smallest group delay among all pole-zero systems having the same magnitude
response.
A system is minimum phase if the system and its inverse system is causal and stable.
Minimum phase systems have the largest partial energy among all pole-zero systems having the same magnitude
response and the same total energy.
PROBLEM 1: Determine the magnitude and phase of the frequency response described by the difference equation
whose maximum magnitude response is unity at .
SOLUTION: Solving for the transfer function of the system,
The DTFT of the system can be obtained by substituting ,
Solving for the magnitude response
Using equation [1] to evaluate ,
The magnitude response at is unity.
The magnitude response is
Solving for the phase response ,
rg
rg
rg rg
Use equation [2] to evaluate
rg r t
r t
r t
PROBLEM 2: Determine the steady-state output of the system described by PROBLEM 1 to the input signal
SOLUTION: The gain and phase shift introduced by the system is dependent on the frequencies of the input signal.
The gain and phase shift for ,
r t
r t
The gain and phase shift for
r t
r t
The gain and phase shift for ,
r t
r t
The steady-state output of the system due to the input is
f r
f r
PROBLEM 3: Determine the steady-state response of the system with impulse response to the
input
a.
b.
SOLUTION: Solving for the transfer function of the system,
The frequency response of the system is
a. The input is given to be
with
Solving for the magnitude and phase of the system at ,
The steady-state output is
b. The input is given by the equation with and

.
The resulting steady-state output therefore is
PROBLEM 4: Determine the magnitude and phase frequency response of the system described by the second-
degree difference equation shown below
SOLUTION: The transfer function of the system is
The DTFT of the system is
Solving for the magnitude response,
Recall that
Thus,
Solving for the phase response,
rg
rg rg rg
Recall that
rg r t
Simplifying ,
r t r t r t
PROBLEM 5: Given the transfer function
a. Determine the magnitude and phase of the frequency response of the system function for .
b. Determine the cutoff frequency of the filter for .
c. Determine the reflection coefficients.
SOLUTION:
a. The DTFT of the system is
Solving for the magnitude response,
The magnitude response of the system at is .
The magnitude of the frequency response is
Solving for the phase response,
rg rg
rg rg rg
rg r t r t
r t r t
r t r t
b. The gain at the cutoff frequency is equal to .
c. The transfer function is given by
The characteristic equation is
The reflection coefficient can be retrieved from .
PROBLEM 6: Find the magnitude and phase spectra of the signal:
SOLUTION: The -transform of is
Replacing with will yield the DTFT of the signal.
Solving for the magnitude response ,
Recall that
Simplifying ,
Solving for the phase response ,
rg rg
rg rg rg
Recall that
rg r t
Simplifying ,
r t r t r t
DISCRETE-FOURIER TRANSFORM
The definition of the Discrete Fourier Transform (DFT) is
And the Inverse Discrete Fourier Transform (IDFT) is
Let
Thus, the DFT and IDFT can be expressed in the linearized form.
And
PROBLEM: Determine the 4-point DFT of the finite sequence . Check your answer by computing
the IDFT of the resulting DFT values.
SOLUTION: For this problem, the length of DFT is , and at the same time, the length of the sequence is .
The range of values of is from to . Also, the range of values of is from to
.
The product of and is
Solving for
We raise to the product of and ,
e p e p
The DFT of the signal is
To check whether the DFT is correct, we solve for from using IDFT.
e p e p
Solving for the IDFT,
PRACTICE PROBLEMS:
1. Given
a. Find all possible values of such that .

b. Evaluate the magnitude and phase of the frequency response at .
c. Determine the reflection coefficients.
d. Find the partial energy for the first five samples of the impulse response.
e. Determine the type of filter of the inverse system of .
f. Is the system maximum phase, minimum phase, or mixed phase? why?
2. Design a causal discrete-time linear time-invariant system with the property that if the input is
then the output is
a. Determine the system function of a system that satisfies the foregoing conditions.
b. Determine if the system is stable.
3. Given the system:
a. Plot the zeros and poles of the filter in the -plane.

b. Find the steady-state response of the system when the input is
c. Determine what type of filter the given system is using the pole-zero plot and using the system
response due to the given input .
DESIGN OF DIGITAL FILTERS
APPROXIMATION OF DERIVATIVES
The mapping of to is given by the relation
where is the sampling interval and is a constant.
PROBLEM: Convert the analog bandpass filter with system function given below to its equivalent digital bandpass
filter.
using and 5 Hz.
SOLUTION: Using sampling rate , the sampling interval can be solved as
Using a sampling rate of ,
IMPULSE INVARIANCE METHOD
The poles of the digital filter are located at
where and refer to the poles in the - and -plane respectively, and is the sampling interval.
PROBLEM: Convert the analog bandpass filter with system function
using and .
SOLUTION:
To solve for , we let ,
Using , the corresponding poles of the analog filter to digital filter are
Using , the corresponding poles of the analog filter to digital filter are
BILINEAR TRANSFORMATION
The mapping of to is given by the relation
where is the sampling interval.
PROBLEM: Convert the analog lowpass filter with system function given below to a digital bandpass filter
Use a sampling rate of 2 and 10 Hz.
SOLUTION: Using ,
Using ,
FREQUENCY TRANSFORMATION IN ANALOG DOMAIN
Lowpass to Lowpass Lowpass to Highpass
Lowpass to Bandpass Lowpass to Bandstop
PROBLEM: Transform the single-pole LPF with system function given below to a BPF with upper and lower cutoff
frequencies and respectively
SOLUTION:
To convert an analog lowpass filter to bandpass filter, must be replaced with
The frequency response of the lowpass filter is given below. We can see that the amplitude is close to at the
frequency rad/s.
0.9
0.8
0.7
0.6
amplitude
0.5
0.4
0.3
0.2
0.1
0
0 1 2 3 4 5 6 7 8 9 10
(angular frequency in rad/s) 4
x 10
The frequency response of the bandpass filter is given below. Observe that the amplitude is around at
frequencies rad/s and rad/s.
0.9
0.8
0.7
0.6
amplitude
0.5
0.4
0.3
0.2
0.1
0
0 1 2 3 4 5 6 7 8 9 10
(angular frequency in rad/s) 4
x 10
FREQUENCY TRANSFORMATION IN DIGITAL DOMAIN
Lowpass to Lowpass Lowpass to Highpass
Parameter: Parameter:
Lowpass to Bandpass Lowpass to Bandstop
Parameters: Parameters:
PROBLEM: Convert the digital single-pole LPF with system function given below to a digital BPF with lower and
upper cutoff frequencies and respectively.
SOLUTION: First we need to determine the cutoff frequency of the prototype.
From the figure below, we can verify that the cutoff frequency of the prototype digital LPF is close to rad/s
or approximately rad/s.
0.9
0.8
0.7
0.6
0.5
0.4
0.3
0.2
0.1
0
0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1
angular frequency (in pi radians)
Solving for the filter parameters,
t t t t
To transform the prototype digital LPF to a digital BPF, replace all of the prototype transfer function to
The frequency response of the resulting bandpass filter is shown below. We can see that the cut-off frequencies are
very close to and .
0.9
0.8
0.7
0.6
0.5
0.4
0.3
0.2
0.1
0
0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1
angular frequency (in pi radians)
PRACTICE PROBLEMS
4. Convert the analog bandpass filter with system function given below to a digital bandpass filter using (a)
approximation of derivatives, (b) impulse invariance, (c) bilinear transformation at Hz.
5. Convert the digital lowpass filter

to:
a. another lowpass filter of cutoff frequency
b. a bandpass filter of upper and lower cutoff frequencies and
c. a bandstop filter of upper and lower cutoff frequencies and

d. a highpass filter of cutoff frequency

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[ECE 411 – SIGNAL, SPECTRA, AND SIGNAL PROCESSING] A.Y.

SCHUR-COHN STABILITY TEST

is the reverse polynomial of .

The lower degree polynomials can be computed recursively using

where called as the reflection coefficients.

PROBLEM 1: Determine whether the following systems are stable or not.

The reflection coefficient can be determined from .

The reflection coefficient can be determined from .

Since the magnitude of is greater than 1, then the system is unstable.

The constant in denominator must be normalized to unity.

From , we can determine the characteristic equation

The reflection coefficient can be determined from .

Solving for the reverse polynomial ,

The reflection coefficient can be determined from .

Solving for the reverse polynomial ,

The reflection coefficient can be determined from .

ANALYSIS OF SECOND-ORDER DT SYSTEMS

Consider a causal two-pole (second-order) system

The system function is

The poles are

CASE 1: Real and Distinct Poles,

The impulse response of the system is

CASE 2: REAL AND REPEATED ROOTS,

The impulse response of the system is

CASE 3: COMPLEX-CONJUGATE POLES,

Let with . Thus,

The impulse response of the system is

PROBLEM 1: Determine the following:

a. Solving for the system function

b. can be determined from the transfer function,

The reflection coefficient can be determined from .

The reflection coefficient can be determined from .

The intersection of the inequalities (from ) and (from ) is .

SOLUTION: The impulse response of the oscillator is given as

The frequency of the sinusoid is 2000 Hz and is sampled at a rate of 20 kHz.

The peak amplitude of the sinusoid is 1.

The difference equation of the oscillator is

Solving for , by letting ,

We equate the impulse response of the previous problem to .

FREQUENCY ANALYSIS OF DISCRETE-TIME SIGNALS AND SYSTEMS

The Fourier coefficients in the series representation is defined as

POWER DENSITY SPECTRUM OF PERIODIC SIGNALS

Review on the -transform of common signals:

ENERGY OF APERIODIC SIGNALS

The equ t b ve referre t P r ev l’ Rel t

PROBLEM : Determ e the m g tu e ph e pe tr f the f ll w g per g l ver fy the P r ev l’

a. The Fourier coefficients are defined as

Thus, the Fourier coefficients are

The magnitude spectrum:

The phase spectrum:

The power in the time domain is

The power in the frequency domain is

Alternative solution for :

The Fourier coefficients are

Solving for the power in the time-domain,

Solving for the power in the frequency-domain,

PROBLEM 2: Given the plot of :

a. Determine the Fourier coefficients of .

The Fourier coefficients can be solved using the formula:

The Fourier coefficients are:

b. Power in the time-domain:

Power in the frequency-domain:

c. The synthesis equation :