SIGNALS SYSTEMS

Ji-Hyeon Kim

Communications & Signals Processing Lab. 1/30

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Communications & Signals Processing Lab. 2/30

2.f SIGNALS SYSTEMS

Convolution
: LTI system 에 대해 현재와 이전의 입력에
대한 n
출력을 계산
         
y n  x n h n  h k x n  k 
k 0
Cross-Correlation
: 두 신호의 correlation/similarity 정도

rxh n   x n  h n    x k  h  k  n 
k 

rxh n   x n  h n   x n   h n 

Auto-Correlation 
rxx n   x n  x n    x k  x k  n 
k 

rxx n   x n  x n   x n   x n 

rxx n   rxx n  : even

Communications & Signals Processing Lab. 3/30

2.f SIGNALS SYSTEMS




Time shift

Communications & Signals Processing Lab. 4/30

2.f SIGNALS SYSTEMS

Communications & Signals Processing Lab. 5/30

2.f SIGNALS SYSTEMS

z-Transform of sequence x[n]


X z  
n 
x n  z  n : Two sided z-transform

멱급수 (Laurent 급수 ) 형태 ⇒ 수렴 영역 ROC(Region of convergence)

 명시 !
X  z    x n  z  n : One sided z-transform (for causal system)
n 0

z  R e j 2 F  R e j
영점 (zero)

N z  z  z1  z  z2   z  zM 
X z  K K
D z  z  p1  z  p2   z  pN 
극점 (pole)

Communications & Signals Processing Lab. 6/30

2.f SIGNALS SYSTEMS

y  n   x  n    x n  N  α = 0.5, N = 1000
Y z
h n   x  n   H  z  X  z   H  z   The impulse response he[n]
X z Y z
Time-region z-region  He  z    1  0.5 z 1000
Convolution Multiplication X z

y n   A1 y n  1    AN y n  N  z n    z n  N   y n 
The impulse response her[n]
 B0 x n   B1 x n  1  BM y n  M 
Y z 1
 Her  z   
Y  z  B0  B1 z 1   BM z  M X  z  1  0.5 z 1000
 H z  
X  z  1  A1 z 1    AN z  N
Overall impulse response hoa[n]
hoa n   he n   her n  Hoa  z   1  hoa [n ]   n 
 Hoa  z   He  z   Her  z 
 1 
Not a unit impulse!  1  0.5 z 1000    1000 
1
 1  0.5z 

Communications & Signals Processing Lab. 7/30

3.1 SIGNALS SYSTEMS

N 1
x n    ak e jk (2 / N ) n : Synthesis equation
k 0

1 N 1
ak 
N
 x n  e
n 0
 jk (2 / N ) n
: Analysis equation

x=[1 1 zeros(1,30)];
n=[0:31]; N=32;
k=[0:N-1];

MATLAB implementations
N 1
ak =a=(1/N)*fft(x)  x n  e
n 0
 jk (2 / N ) n

1 N 1
x n =x=N*ifft(a) a e k
jk ( 2 / N ) n

N k 0

Communications & Signals Processing Lab. 8/30

3.2 SIGNALS SYSTEMS

x n   e j0n LTI System y n   H e j  e j0n

H  e j  : eigenvalue of LTI system for eigenfunctions e jn

MATLAB implementations

[H omega] = freqz(b,a,N) : frequency response at N evenly spaced frequencies

between 0 and π k   / N  k for 0  k  N  1

[H omega] = freqz(b,a,N,’whole’) : frequency response at N evenly spaced frequencies

between 0 and 2π k   2 / N  k for 0  k  N  1
a, b : coefficients of difference equation

Communications & Signals Processing Lab. 9/30

3.2 SIGNALS SYSTEMS

a1=[1 -0.8]; a1=[1 -0.8];

b1=[2 0 -1]; b1=[2 0 -1];

N=4; N=4;
[H1 omega1]=freqz(b1,a1,N); [H2
: frequency response at N evenly spaced frequencies omega2]=freqz(b1,a1,N,’whole’);
: frequency response at N evenly spaced frequencies
between 0 and π k   / N  k for 0  k  N  1 between 0 and 2π k   2 / N  k for 0  k  N  1

Communications & Signals Processing Lab. 10/30

3.3 SIGNALS SYSTEMS

: The function can be used to simulate the output of continuous-time, causal LTI systems

b 1 s M    b  M  1 s  b  M 
H s   y  lsim b, a, x , t 
a 1 s N    a  N  1 s  a  N 

a1=[1 2];
b1=[1 -2];
x=cos(t);
a2=[1 0.3];
b2=[0 3];
y1=lsim(b1,a1,x,t);
y2=lsim(b2,a2,x,t);
a3=[1 0.8];
y3=lsim(b3,a3,x,t);
b3=[2 0];

t=[0:0.1:0.5];

Communications & Signals Processing Lab. 11/30

3.4 SIGNALS SYSTEMS

LTI System
x n   z n y n   H  z  z n
impulse response : h[n]

x n   z n

y n    h k  x n  k 
k 
only scaled in amplitude  
by a complex constant   h k  z
k 
n k
z n
 h k  z
k 
k


 y n   H  z  z , H  z  
n
 h n  z
n 
n

zn H z

Communications & Signals Processing Lab. 12/30

3.4 SIGNALS SYSTEMS

y n   0.25 y n  1  x n   0.9 x n  1 20  n  100

x1 n   e j  /4n
x2 n   sin  n / 8   / 16
x3 n   9 / 10 
n

x 4 n   n  1

Communications & Signals Processing Lab. 13/30

3.4 SIGNALS SYSTEMS

y n   0.25 y n  1  x n   0.9 x n  1

x1 n   e j /4n  z  e j  /4  0  n  100

1  0.9e  
 j  /4
1  0.9 z 1
 H z  
1  0.25 z 1 1  0.25e  j /4
 2.09  33.4

only scaled in amplitude

by a complex constant
⇒x1 n  : eigenfunction

Communications & Signals Processing Lab. 14/30

3.4 SIGNALS SYSTEMS

yxnn 0.25
e j /4n
y n  1  x n   0.9 x n  1
 
1

x2 n   sin  n / 8   / 16  0  n  100
x3 n   9 / 10 
n

1  0.9 z 1
n H nz 1 1  0.25z 1
x4 

y n    h k  x  n  k 
k 

  h k sin  n  k  / 8   / 16 
k 

 sin  n / 8   / 16   h k sin   k / 8   / 16 
k 

⇒x2 n  : not eigenfunction

Communications & Signals Processing Lab. 15/30

3.4 SIGNALS SYSTEMS

y n   0.25 y n  1  x n   0.9 x n  1
9 0  n  100
x3 n   9 / 10   z 
n

10

1  0.9 0.9 
1
1  0.9 z 1
 H z    2.77
1  0.25 0.9 
1 1
1  0.25 z

only scaled in amplitude

by a complex constant
⇒x3 n  : eigenfunction

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3.4 SIGNALS SYSTEMS

y n   0.25 y n  1  x n   0.9 x n  1

x4  n   n  1 0  n  100

1  0.9 z 1
 H z 
1  0.25 z 1

y n    h k  x n  k 
k 

  h k n  k  1
k 

  n  1  h k    k  1
k 

⇒x4 n  : not eigenfunction

Communications & Signals Processing Lab. 17/30

3.4 SIGNALS SYSTEMS

y n   0.25 y n  1  x n   0.9 x n  1

x1 n   e j /4n  z  e j  /4  0  n  100

1  0.9 e  
 j  /4
1  0.9 z 1
 H z  
1  0.25 z 1 1  0.25e  j /4 
 2.09  33.4
 1.74  1.15i

n=0 일 때 , H1

Communications & Signals Processing Lab. 18/30

3.4 SIGNALS SYSTEMS

y n   0.25
j  /4ynn  1  x n   0.9 x n  1
x1 n   e
x2 n   sin  n / 8   / 16  0  n  100
x3 n   9 / 10 
n
1  0.9 z 1
x4 n   n  1
 H z 
1  0.25z 1
1  0.9 z 1 1  0.9e  
 j  /4
 H3  z    2.77
1  0.25 z 1 1  0.25e j  /4 

n=0 일 때 , H3

Communications & Signals Processing Lab. 19/30

3.5 SIGNALS SYSTEMS

x n  : Real , Im x n   0 implies that ck*  cN k  conjugate symmetric 

x n  : Imag , Re x n   0 implies that ck*  cN k conjugate antisymmetric 


Polar form of DTFS coefficients : ck  ck e jk

ck*  cN k ck*   cN k

Magnitude : ck  cN k Magnitude : ck  cN k

Phase : k  N k Phase : k  N k  

Communications & Signals Processing Lab. 20/30

3.5 SIGNALS SYSTEMS

a0  1, a2  a*2  e j /4 , a4  a*4 period

2e j /3 N  5

a*2  a5 2  a7  a2  x n  : periodic signal 

 conjugate symmetric
 x n  : purely real
N 1 round-off error
a0  1 x n    ak e jk (2 / N ) n

k 0
a1  a54  a4*  2e  j /3
a=[a0 a4' a2 a2' a4]
a2  e j /4
x=zeros(1,5);
a3  a52  a2*  e  j /4 for k=1:5
x=x+a(k)*exp(1i*(k-1)*2*pi*n/5);
a4  2e j /3 end

Communications & Signals Processing Lab. 21/30

3.5 SIGNALS SYSTEMS

x1 n   1, 0  n  7 N1  8
1, 0n7
x 2 n    N 2  16
 0, 8  n  15
1, 0n7
x3 n    N 3  32
 0, 8  n  31

0  n  63

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3.5 SIGNALS SYSTEMS

x1 n   1, 0  n  7 N1  8
1, 0  n  7
x2  n    N 2  16 0  n  63
 0, 8  n  15
1, 0  n  7
x3 n    N 3  32
 0, 8  n  31

a1=(1/N1)*fft(x1);
a2=(1/N2)*fft(x2);
a3=(1/N3)*fft(x3);
1 N 1
ak 
N
 x n  e
n 0
 jk (2 / N ) n

1 7
1 7 1
a10  
8 n 0
x1  n    1  8  1
8 n 0 8
1 15 1 7 1
a 20  
16 n 0
x2  n    1   8  0.5
16 n 0 16
1 31 1 7 1
a30  
32 n 0
x3 n   1   8  0.25
32 n 0 32

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3.5 SIGNALS SYSTEMS

2
x3_ 2 n   a e
k 2
k
jk (2 /32) n

8
x3_ 8 n   a e
k 8
k
jk (2 /32) n

12
0  n  31
x3_12 n   ae
k 12
k
jk (2 /32) n

16
x3_ all n   ae
k 15
k
jk (2 /32) n

Gibb’s phenomenon?
연속 함수들의 선형적인 결합으로 불연속 함수를
표현할 때 불연속점에서 나타나는 현상

The amount of overshoot or undershoot is

about 9 percent of the height of the discontinuity

Communications & Signals Processing Lab. 24/30

3.5 SIGNALS SYSTEMS

function which computes

the DTFS coefficients of a periodic signal

function a = dtfs(x,n_init)
N=length(x);
n=n_init:n_init+N-1;
k=0:N-1;
ep=exp(1i*2*pi/N);
a=((1/N)*ep.^(k'*n)*x’)’;
end

n_init : the time index n of the first sample of x

N : the number of samples in x = the period of x[n]

on=dtfs([1 2 3 4],0)
tw=dtfs([1 2 3 4],1)
th=dtfs([1 2 3 4],-1)
fo=dtfs([2 3 4 1],0)
fi=dtfs([ones(1,4)
zeros(1,4)],0)

Communications & Signals Processing Lab. 25/30

3.6 SIGNALS SYSTEMS

   
x  t   ce
k 
k
jk0 t
, y t   d e
k 
k
jk0t
x t   ce
k 
k
jk0t
 x t      c e
k 
k
 jk0
 e jk0 t

For any two constants 1 and  2


1 x  t    2 y t     c 1 k   2d k  e jk0t
k 
x t  : Real , Im x t   0 implies that c k  ck* conjugate symmetric 
x t  : Imag , Re x t   0 implies that c k  ck* conjugate antisymmetric 

 
Polar form of CTFS(EFS) coefficients : ck  ck e jk
x t   ce
k 
k
jk0t
 x  t   ce
k 
k
 jk 0t


m  k  y t   x  t   c
m 
m e jm0t
c k e j k  ck e  jk c k e j k   ck e  jk
x t  
FS
ck if x t  : even  c k  ck
Magnitude : c k  ck Magnitude : c k  ck
x  t  
FS
c k if x t  : odd  c k  ck
Phase :   k   k Phase :   k  k 

Communications & Signals Processing Lab. 26/30

3.6 SIGNALS SYSTEMS

x1 t   cos 0t   sin  20t  where 0  2  T  1

1 1 1 1
 e j0t  e  j0t  e j 20t  e  j 20t
2 2 2j 2j
1 1 1 1
x t  
FS
ck c0  0, c1  , c1  , c2  , c2  
2 2 2j 2j
y1 t   x1 t   x1  t   2 cos 0t   e j0t  e  j0t
y1 t  
FS
d k  ck  c  k y1 t  : real & even  d k  d  k
d1  d 1  c1  c1  1, d 2  d 2  c2  c2  0
d 0  0, d1  d 1  1, d 2  d 2  0
1 j 20t
z1 t   x1 t   x1*   t   2sin 20t  
j
 e  e  j 20t 

z1 t  
FS
g k  ck  c* k z1 t  : real & odd  g k   g * k
g1  c1  c*1  0, g 1  c1  c1*  0, d 2  d 2  c2  c2  0
1 1
g 2  c2  c*2  , g 2  c2  c2*   ,
j j
1 1
g0  0, g1  0, g 1  0, g 2  , g 2  
j j
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3.6 SIGNALS SYSTEMS

x2 t   cos 0t   i sin  20t  where 0  2  T  1

1 1 1 1
 e j0t  e  j0t  e j 20t  e  j 20t
2 2 2 2
1 1 1 1
x t  
FS
ck c0  0, c1  , c1  , c2  , c2  
2 2 2 2
y2 t   x2  t   x2  t   2 cos 0t   e j0t  e  j0t
y2 t  
FS
d k  ck  c k y2 t  : real & even  d k  d  k
d1  d 1  c1  c1  1, d 2  d 2  c2  c2  0
d 0  0, d1  d 1  1, d 2  d 2  0

z2 t   x2  t   x2*  t   0

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CH.3 SIGNALS SYSTEMS

https://www.tutorialspoint.com/signals_and_systems/signals_basic_types.htm

https://www.tutorialspoint.com/signals_and_systems/fourier_series_properties.htm

https://wikidocs.net/4026

http://slideplayer.com/slide/9114484/

Communications & Signals Processing Lab. 29/30

 SIGNALS SYSTEMS

Ji-Hyeon Kim

Communications & Signals Processing Lab. 30/30