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**Lecture 1: Introduction, Discrete-time signals and systems
**

Zheng-Hua Tan Department of Electronic Systems Aalborg University, Denmark zt@kom.aau.dk

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Digital Signal Processing, I, Zheng-Hua Tan, 2006

Part I: Introduction

Introduction (Course overview) Discrete-time signals Discrete-time systems Linear time-invariant systems

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Digital Signal Processing, I, Zheng-Hua Tan, 2006

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General information

Course website

http://kom.aau.dk/~zt/cources/DSP/

Textbook:

Oppenheim, A.V., Schafer, R.W, "Discrete-Time Signal Processing", 2nd Edition, Prentice-Hall, 1999.

Readings:

Steven W. Smith, “The Scientist and Engineer's Guide to Digital Signal Processing”, California Technical Publishing, 1997. http://www.dspguide.com/pdfbook.htm (You can download the entire book!) Kermit Sigmon, "Matlab Primer", Third Edition, Department of Mathematics, University of Florida. V.K. Ingle and J.G. Proakis, "Digital Signal Processing using MATLAB", Bookware Companion Series, 2000.

3 Digital Signal Processing, I, Zheng-Hua Tan, 2006

General information

Duration

2 ECTS (10 Lectures)

Prerequisites:

Background in advanced calculus including complex variables, Laplace- and Fourier transforms.

Course type:

Study programme course (SE-course) , meaning a written exam at the end of the semester!

Lecturer:

Associate Professor, PhD, Zheng-Hua Tan Niels Jernes Vej 12, A6-319 zt@kom.aau.dk, +45 9635-8686

4 Digital Signal Processing, I, Zheng-Hua Tan, 2006

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2006 Course objectives (Part I) To give the students a comprehension of the concepts of discrete-time signals and systems To give the students a comprehension of the Z. difference equations and system functions To give the students knowledge about the most important issues in sampling and reconstruction 6 Digital Signal Processing.MM10 Filter structures MM7 Filter design MM8 Digital Signal Processing. Zheng-Hua Tan.Course at a glance MM1 Discrete-time signals and systems System structures MM5 Filter MM4 z-transform MM3 5 System MM2 Fourier-domain representation Sampling and reconstruction System analysis MM6 DFT/FFT MM9. I. 2006 3 . I.and the Fourier transform and their inverse To give the students a comprehension of the relation between digital filters. Zheng-Hua Tan.

8 Digital Signal Processing. 2006 4 . (mathematically represented as) a function of independent variables such as time (e. although may in fact not.g. etc. position (e. 2006 What is a signal ? A flow of information. Zheng-Hua Tan. I. I. speech signal).g.Course objectives (Part II) To make the students able to apply digital filters according to known filter specifications To provide the knowledge about the principles behind the discrete Fourier transform (DFT) and its fast computation To make the students able to apply Fourier analysis of stochastic signals using the DFT To be able to apply the MATLAB program to digital processing problems and presentations 7 Digital Signal Processing. A common convention is to refer to the independent variable as time. Zheng-Hua Tan. image).

g(x.y) Video: 3 x 3-Dimension signal as a function of space and time {r(x. 9 Digital Signal Processing. Zheng-Hua Tan.t). b(x.y.Example signals Speech: 1-Dimension signal as a function of time s(t). 2006 Types of signals The independent variable may be either continuous or discrete Continuous-time signals Discrete-time signals are defined at discrete times and represented as sequences of numbers The signal amplitude may be either continuous or discrete Analog signals: both time and amplitude are continuous Digital signals: both are discrete Computers and other digital devices are restricted to discrete time Signal processing systems classification follows the same lines 10 Digital Signal Processing. Zheng-Hua Tan.y. 2006 5 .. I.t).y.t)} . I. Grey-scale image: 2-Dimension signal as a function of space i(x.

Representation.edu/courses/ECE446 11 Digital Signal Processing. I. Zheng-Hua Tan. 2006 6 . 2006 Digital signal processing Modifying and analyzing information with computers – so being measured as sequences of numbers.ece. Zheng-Hua Tan. transformation and manipulation of signals and information they contain 12 Digital Signal Processing. I.Types of signals From http://www.rochester.

microphones Analog-to-digital converters Physical signals Analog signals Digital signals Output devices Digital-to-Analog converters 14 Digital Signal Processing. 2006 ADC and DAC Transducers e. Zheng-Hua Tan. I.Typical DSP system components Input lowpass filter to avoid aliasing Analog to digital converter (ADC) Computer or DSP processor Digital to analog converter (DAC) Output lowpass filter to avoid imaging 13 Digital Signal Processing. I. Zheng-Hua Tan. 2006 7 .g.

Pros and cons of DSP Pros Easy to duplicate Stable and robust: not varying with temperature. GPS Control. radar. Zheng-Hua Tan. I. pattern recognition (e. coding. Zheng-Hua Tan. digital TV. low-power applications Limited to signals with relatively low bandwidths 15 Digital Signal Processing. OCR) Multimedia processing Media transmission. robotics. 2006 Applications of DSP Speech processing Enhancement – noise filtering Coding Text-to-speech (synthesis) Next generation TTS @ AT&T Recognition Image processing Enhancement. storage without deterioration Flexibility and upgrade: use a general computer or microprocessor Cons Limitations of ADC and DAC High power consumption and complexity of a DSP implementation: unsuitable for simple. machine vision 16 Digital Signal Processing. I.g. video conferencing Communications Biomedical engineering Navigation. 2006 8 .

I. 2006 9 .History of DSP Prior to 1950’s: analog signal processing using electronic circuits or mechanical devices 1950’s: computer simulation before analog implementation. thus cheap to try out 1965: Fast Fourier Transforms (FFTs) by Cooley and Tukey – make real time DSP possible 1980’s: IC technology boosting DSP 17 Digital Signal Processing. 2006 Part II: Discrete-time signals Introduction Discrete-time signals Discrete-time systems Linear time-invariant systems 18 Digital Signal Processing. Zheng-Hua Tan. Zheng-Hua Tan. I.

Zheng-Hua Tan. Multiplication of a sequence x[n] by a number α : multiplication of each sample value by α. 2006 Sequence operations The product and sum of two sequences x[n] and y[n]: sample-by-sample production and sum. Delay or shift of a sequence x[n] y[n] = x[n − n0 ] where n is an integer 20 Digital Signal Processing. respectively.Discrete-time signals Sequences of numbers x = {x[n]}. −∞ < n < ∞ where T is called the sampling period. I. I. x[0] x[-1] x[1] x[2] x[n] 19 Digital Signal Processing. −∞ < n < ∞ where n is an integer Periodic sampling of an analog signal x[n] = xa (nT ). Zheng-Hua Tan. 2006 10 .

Related to the impulse by u[n] = δ [ n] + δ [ n − 1] + δ [n − 2] + . n = 0. I. I. delayed impulses x[n] = a −3δ [n + 3] + a − 2δ [n + 3] + . or u[n] = k = −∞ ∑ u[k ]δ [n − k ] = ∑ δ [n − k ] k =0 ∞ ∞ Conversely. n < 0.. Zheng-Hua Tan. n ≥ 0. + a5δ [n − 5] More generally x[n] = 21 k = −∞ ∑ x[k ]δ [n − k ] ∞ Digital Signal Processing.. n ≠ 0.. Zheng-Hua Tan. Any sequence can be represented as a sum of scaled. ⎩1. 2006 Unit step sequence Defined as ⎧1. δ [n] = u[n] − u[n − 1] 22 Digital Signal Processing..Basic sequences Unit sample sequence (discrete-time impulse. 2006 11 . u[n] = ⎨ ⎩0. impulse) δ [ n] = ⎨ ⎧0.

Zheng-Hua Tan.5) increasing n. Zheng-Hua Tan. but again decrease in magnitude with increasing n. x[ n] = ⎨ ⎩ 0. the sequence is real. n<0 24 Digital Signal Processing. If −1 < α < 0 . I. 2006 12 . the sequence values increase with x[n] = 2 ⋅ (0. If 0 < α < 1 and A is positive. x[n] = 2 ⋅ (−0.Exponential sequences Extremely important in representing and analyzing LTI systems. I. the sequence values alternate in sign.5) n n x[n] = 2 ⋅ 2 n 23 Digital Signal Processing. the sequence values are positive and decrease with increasing n. 2006 Combining basic sequences An exponential sequence that is zero for n<0 ⎧ Aα n . x[n] = Aα n u[n] n ≥ 0. Defined as x[n] = Aα n If A and α are real numbers. If | α |> 1 .

2006 Complex exponential sequence When | α |= 1. Zheng-Hua Tan. I. Zheng-Hua Tan. 2006 13 . n is always an integer differences between discrete-time and continuous-time 26 Digital Signal Processing.Sinusoidal sequences x[n] = A cos(ω 0 n + φ ). I. The Aα n with complex α has real and imaginary parts that are exponentially weighted sinusoids. If α =| α | e jω0 and A =| A | e jφ . x[n] =| A | e j (ω0 n +φ ) =| A | cos(ω 0 n + φ ) + j | A | sin(ω 0 n + φ ) By analogy with the continuous-time case. then x[n] = Aα n =| A | e jφ | α |n e jω0 n =| A || α |n e j (ω0 n +φ ) =| A || α |n cos(ω 0 n + φ ) + j | A || α |n sin(ω 0 n + φ ) 25 Digital Signal Processing. for all n with A and φ real constants. the quantity ω 0 is called the frequency of the complex sinusoid or complex exponential and φ is call the phase.

2006 Another important difference – periodicity In the continuous-time case. I. for all n where the period N is necessarily an integer. I. Zheng-Hua Tan. a sinusoidal signal and a complex exponential signal are both periodic.An important difference – frequency range Consider a frequency (ω 0 + 2π ) x[n] = Ae j (ω0 + 2π ) n = Ae jω0 n e j 2πn = Ae jω0 n More generally (ω 0 + 2πr ). a periodic sequence is defined as x[n] = x[n + N ]. In the discrete-time case. A cos(ω 0 n + φ ) = A cos(ω0 n + ω 0 N + φ ) which requires that ω 0 N = 2πk or N = 2πk / ω 0 where k is an integer. 2006 14 . r being an integer. Zheng-Hua Tan. only consider frequencies in an interval of 2π such as −π < ω 0 ≤ π or 0 ≤ ω 0 < 2π 27 Digital Signal Processing. For sinusoid. 28 Digital Signal Processing. x[n] = Ae j (ω0 + 2πr ) n = Ae jω0 n e j 2πrn = Ae jω0 n Same for sinusoidal sequences x[n] = A cos[(ω0 + 2πr )n + φ ] = A cos(ω 0 n + φ ) So.

may not be periodic at all. the oscillations become slower. depending on the value of ω 0 . complex exponential and sinusoidal sequences are not necessarily periodic in n with period (2π / ω 0 ) and. I. x(t ) oscillates more and more rapidly For the discrete-time sinusoidal signal x[n] = A cos(ω0 n + φ ). as ω0 increases from 0 towards π . 2006 Another important difference – frequency For a continuous-time sinusoidal signal x(t ) = A cos(Ω 0t + φ ). Consider x1[n] = cos(πn / 4). Zheng-Hua Tan. which is true only for ω0 N = 2πk So.Another important difference – periodicity Same for complex exponential sequence e jω0 ( n + N ) = e jω0 n . as Ω 0 increases. Increasing frequency 29 Digital Signal Processing. 2006 15 . 30 Digital Signal Processing. with a period of N = 8 with a period of N = 16 increasing period! x2 [n] = cos(3πn / 8). I. x[n] oscillates more and more rapidly as ω0 increases from π towards 2π . Zheng-Hua Tan.

Zheng-Hua Tan.Frequency 31 Digital Signal Processing. Zheng-Hua Tan. I. 2006 16 . 2006 Part II: Discrete-time systems Introduction Discrete-time signals Discrete-time systems Linear time-invariant systems 32 Digital Signal Processing. I.

2006 17 . 33 Digital Signal Processing.7 pp. 19 34 Digital Signal Processing.6. I. 2.} x[n] y[n] Examples: The ideal delay system y[n] = x[n − nd ]. A memoryless system −∞ < n < ∞ −∞ < n < ∞ y[n] = ( x[n]) 2 . Zheng-Hua Tan. 2006 Linear systems A system is linear if and only if additivity property T {x1[n] + x2 [n]} = T {x1[n]} + T {x2 [n]} = y1[n] + y 2 [n] and T {ax[n]} = aT {x[n]} = ay[n] where a is an arbitrary constant scaling property Combined into superposition T {ax1[n] + bx2 [n]} = aT {x1[n]} + aT {x2 [n]} = ay1[n] + ay 2 [n] Example 2.Discrete-time systems A transformation or operator that maps input into output y[n] = T {x[n]} T{. Zheng-Hua Tan. I.

8 pp. I. 20 35 Digital Signal Processing. −∞ < n < ∞ Causal for nd>=0 Noncausal for nd<0 36 Digital Signal Processing. I. 2006 18 . Zheng-Hua Tan. Example y[n] = x[n − nd ].Time-invariant systems For which a time shift or delay of the input sequence causes a corresponding shift in the output sequence. x1[n] = x[n − n0 ] ⇒ y1[n] = y[n − n0 ] Example 2. 2006 Causality The output sequence value at the index n=n0 depends only on the input sequence values for n<=n0. Zheng-Hua Tan.

Stability A system is stable in the BIBO sense if and only if every bounded input sequence produces a bounded output sequence. 2006 19 . stable −∞ < n < ∞ 37 Digital Signal Processing. Example y[n] = ( x[n]) 2 . Zheng-Hua Tan. I. I. Zheng-Hua Tan. 2006 Part III: Linear time-invariant systems Course overview Discrete-time signals Discrete-time systems Linear time-invariant systems 38 Digital Signal Processing.

Linear time-invariant systems Important due to convenient representations and significant applications A linear system is completely characterised by its impulse response ∞ y[n] = T {x[ n]} = T { ∑ x[k ]δ [n − k ]} k = −∞ = k = −∞ ∑ x[k ]T {δ [n − k ]} = ∑ x[k ]h[n − k ] ∞ ∞ k = −∞ ∑ x[k ]h [n] k ∞ Time invariance hk [n] = h[n − k ] y[n] = k = −∞ = x[n] * h[n] 39 Convolution sum Digital Signal Processing. Zheng-Hua Tan. I. 2006 20 . Zheng-Hua Tan. 2006 Forming the sequence h[n-k] 40 Digital Signal Processing. I.

0 ≤ n ≤ N − 1. ⎪1 − a n +1 ⎪ .Computation of the convolution sum y[n] = x[n] * h[n] = k = −∞ ∑ x[k ]h[n − k ] ∞ Obtain the sequence h[n-k] Reflecting h[k] about the origin to get h[-k] Shifting the origin of the reflected sequence to k=n Multiply x[k] and h[n-k] for −∞ < k < ∞ Sum the products to compute the output sample y[n] 41 Digital Signal Processing. Zheng-Hua Tan. y[n] = ⎨ ⎪ 1− a N ⎪ a n − N +1 (1 − a ). =⎨ ⎩ 0. I. 2006 Computing a discrete convolution Example 2. input x[n] = a n u[n] ⎧ ⎪ 0. ⎪ 1− a ⎩ 42 Digital Signal Processing. I. Zheng-Hua Tan. N − 1 < n.13 pp.26 Impulse response h[n] = u[n] − u[n − N ] ⎧1. 0 ≤ n ≤ N − 1. otherwise. 2006 21 . n < 0.

44 Digital Signal Processing. Zheng-Hua Tan. 2.Properties of LTI systems Defined by discrete-time convolution Commutative x[n] * h[n] = h[n] * x[n] Linear x[n] * (h1[n] + h2 [n]) = x[n] * h1[n] + x[n] * h2 [n] Cascade connection (Fig. I. Zheng-Hua Tan. I. 2006 Properties of LTI systems Defined by the impulse response Stable ∞ S= Causality k = −∞ ∑ | h[k ] |< ∞ n<0 h[n] = 0.12 pp. 2006 22 . 2.11 pp.30) h[n] = h1[n] + h2 [n] 43 Digital Signal Processing.29) h[n] = h1[n] * h2 [n] Parallel connection (Fig.

Zheng-Hua Tan. 2006 23 . Zheng-Hua Tan. 2006 Summary Course overview Discrete-time signals Discrete-time systems Linear time-invariant systems Matlab functions for the exercises in this lecture are available at http://kom. "Matlab Primer". Matlab Help (>> doc) 45 Digital Signal Processing. University of Florida.aau. I. Department of Mathematics. 46 Digital Signal Processing. Third Edition.MATLAB An interactive.dk/~zt/cources/DSP_E/MM1/ Thanks Borge Lindberg for providing the functions. I. matrix-based system for numeric computation and visualization Kermit Sigmon.

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