Signal Processing

BASIC DESCRIPTIVE PROPERTIES-FREQUENCY RESPONSE FUNCTION

2nd Semster 2022-2023 S. H. MOMENI 1

Basic Descriptive Properties
Frequency Response Functions
◦ Constant-Parameter Linear Systems

An ideal system is one that has constant parameters and is linear between two clearly defined
points of interest called the input or excitation point and the output or response point.
A system has constant parameters if all fundamental properties of the system are invariant with
respect to time.
A system is linear if the response characteristics are additive and homogeneous.

The constant-para meter assumption is reasonably valid for many physical systemsin practice.

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Basic Descriptive Properties
The dynamic characteristics of a constant-parameter linear system can be described by an impulse
response function h(), sometimes called the weighting function, which is defined as the
output of the system at any time to a unit impulse input applied a time  before.
For any arbitrary input x(t), the system output y(t) is given by the convolution integral

The value of the output y(t) is given as a weighted linear (infinite) sum over the entire history of
the input x(t).
The dynamic characteristics of the system can be described by a frequency response function
H(f), which is defined as the Fourier transform of h() can be written as

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Basic Descriptive Properties
Letting X(f) be the Fourier transform of an input x(t) and letting Y(f) be the Fourier transform of
the resulting output y(t), assuming these transforms exist, it follows that

The frequency response function is generally a complex-valued quantity and can be written in
complex polar notation as

The absolute value |H(f)| is called the system gain factor, and the associated phase angle (f) is
called the system phase factor.

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Basic Descriptive Properties
The gain factor, and the phase factor of a constant-parameter linear system satisfy the following
symmetry properties:

If one system described by H1(f) is followed by a second system described by H2(f), and there is
no loading or feedback between the two systems, then the overall system may be described by
H(f), where

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Basic Descriptive Properties
Example: Mechanical system

The equation of motion for this system is

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Basic Descriptive Properties
The frequency response function is defined as the Fourier transform of the output of the system to
a unit impulse.
For this case, the output of the system is the displacement y(t) whose Fourier transform is given
by

It follows that

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Basic Descriptive Properties
By taking the Fourier transform of both sides of motion equation and noting that the Fourier
transform for a unit impulse force F(t) = (t) is unity, one obtains the following result:

Thus

H(f) relates a force input to a displacement output.

By introducing two definitions:
damping ratio

undamped natural frequency

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Basic Descriptive Properties
Frequency response function may be re-write as

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Basic Descriptive
Properties

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Basic Descriptive Properties
Analogous Characteristics for Several Physical Systems

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Single-Input/Output Relationships
Single-input/single-output (SI/SO) models and single-input/multiple-output (SI/MO) models are
discussed. Ordinary coherence functions and optimum frequency response functions are defined
for these models.
Consider a constant-parameter linear system with a weighting function h() and frequency
response function H(f).
The system is subjected to a well-defined single input x(t) from a stationary random process
{x(t)} and produces a well-defined output y(t).

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Single-Input/Output Relationships
Under ideal conditions, the output y(t) for the system is given by the convolution integral

The product y(t)y(t + ) is given by

Taking expected values of both sides yields the input/output autocorrelation relation

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Single-Input/Output Relationships
Similarly, the product x(t)y(t +) is given by

Expected values of both sides yields the input/output cross-correlation relation

Direct Fourier transforms of Correlation Equations after various algebraic steps yield two-sided
spectral density functions Sxx(f), Syy(f) and Sxy(f), which satisfy the important formulas

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Single-Input/Output Relationships
Note that first Equation is a real-valued relation containing only the gain factor |H(f)| of the
system. Second Equation is a complex-valued relation, which can be broken down into a pair of
equations to give both the gain factor |H(f)| and the phase factor (f) of the system.
In terms of one-sided spectral density functions Gxx(f), Gyy(f), and Gxy(f), where G(f) = 2S(f) for
f>0, previous equations become

If

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Single-Input/Output Relationships
Example: Input/output spectral relationships for linear systems
Autospectra

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Single-Input/Output Relationships
Example: Input/output spectral relationships for linear systems
Cross-spectra

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Single-Input/Output Relationships
Complex conjugation of cross-correlation Equation yields the result

where

Thus, to determine the phase factor of the system, one can use the formula

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Single-Input/Output Relationships
By combining below equations (mentioned above)

One can show that

Hence, for the ideal single-input/single-output model, one can determine H(f) from following
equations

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Single-Input/Output Relationships
Thus,

Example: Force-Input/Displacement-Output System.

Determine the output auto-spectral density function, the output autocorrelation function, and the
output mean square value when the input is white noise for below the force-input/displacement
output system.

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Single-Input/Output Relationships
By definition, white noise is a stationary random process with a constant auto-spectral density
function as follows:

Assume Gxx(f) = G, from frequency response function that obtained in previous example, the
output auto-spectral density function becomes

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Single-Input/Output Relationships
The corresponding output autocorrelation function is given by

The output mean square value is

Thus, for a white noise input, the output mean square value, is inversely proportional to .

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