ELEN E4810: Digital Signal Processing

Topic 5:
Transform-Domain Systems
1. Frequency Response (FR)
2. Transfer Function (TF)
3. Phase Delay and Group Delay

1
1. Frequency Response (FR)
 Fourier analysis expresses any
signal as the sum ofsinusoids
 
e.g. IDTFT: x n    X e e d
j jn

 Sinusoids are the eigenfunctions of LSI

systems (only scaled, not ‘changed’)
 Knowing the scaling for every sinusoid

fully describes system behavior
describes how a
 frequency response system affects each
pure frequency
2
 Sinusoids as Eigenfunctions
 IR h[n] completely describes LSI system:
x[n] h[n] y[n] = x[n] * h[n]  k hk x n  k 
Complex sinusoid input i.e. x n  e j 0 n
 yn   hk e 
j 0 nk 
k

  hk e  j 0 k
e j 0 n H(ejw)
k = |H(ejw)|ejq(w)

 yn  H e   j 0
 
 x n  H e j 0  e j  0 n  0 

 Output is sinusoid scaled by FT at w0


3
System Response from H(ejw)
 If x[n] is a complex sinusoid at w0
then the output of a system with IR h[n]
is the same sinusoid scaled by |H(ejw)|
and phase-shifted by arg{H(ejw)} = q(w)
where H(ejw) = DTFT{h[n]}
(Any signal can be expressed as sines...)
 |H(ejw)| “magnitude response”  gain

 arg{H(ejw)} “phase resp.”  phase shift

4
 Real Sinusoids
 In practice signals are real e.g.
xn   A cos0 n   
X(ejw)
 A
2
e 
j 0 n  
 e  j 0 n   
 A2 e j e j0 n  A2 e  j e  j0 n

- w0 w0
w
 yn  A e j H
2 e e j 0 j 0 n
 A e  j H
2 e  j 0
e  j 0 n

 Real h[n]  H(e-jw) = H*(ejw) = |H(ejw)|e-jq(w)

 yn  A H e  cos 0n      0 
j 0

5
 Real Sinusoids
Acos(w0n+f) h[n] |H(ejw0)|Acos(w0n+f+q(w0))

 A real sinusoid of frequency w0

passed through an LSI system
with a real impulse response h[n]
has its gain modified by |H(ejw0)|
and its phase shifted by q(w0).

6
 Transient / Steady State
 Most signals start at a finite time e.g.
j 0 n
x n  e What  n is the effect?
n
 yn  hn  x n   hk e j 0 nk 
k
 
 hk e j 0 nk 
 hk e j 0 nk 
 k kn


H e  
j 0
e j 0 n
  
kn 
hk e j 0 k e j 0 n

Steady state Transient response

- same as with pure sine input - consequence of gating

 7
 Transient / Steady State
j 0 n
x n  e  n transient
 yn  H e  
j 0
e j 0 n
  
kn
hk e  j 0 k
e j 0 n

  FT of IR h[n]’s tail from time n onwards

 zero for FIR h[n] for n ≥ N
 tends to zero with large n for any ‘stable’ IR

8
FR example
 1 M 1
MA filter yn  0 x n  
M
  x n  hn
-1 1 2 3 4 5 6 n

 
 H e j  DTFT hn
 M 1  jn
  hne  jn
 1
 e
n M n0
1 1 e 1  j M 1 / 2 sin M /2
 jM
  j
 e
M 1 e M sin  /2

9
 FR example
 MA filter: H e  
j 1
M
e  j M 1 / 2 sin M / 2 
sin  / 2 

H e

 j
 1 sin M / 2 
M sin  / 2 

 M 1
    2    r
(jumps at sign changes:
r=Mw/2p)

 Response to x n  e j 0 n... e j1n


10
 FR example
 MA filter
j 0 n j1n
 input x n  e e
w0 = 0.1p  H(ejw0) ~ 4/5 ejf0
w1 = 0.5p  H(ejw1) ~ -1/5 ejf1
 output yn  H e  
j 0
e j 0 n
 
H e j 0
e j1n


11
2. Transfer Function (TF)
Linking LCCDE, ZT & Freq. Resp...
N M
 LCCDE: k0 d k yn  k   k0 pk x n  k 
 Take ZT: k d k z kY z    pk z k X z 
k

 
Y z   k
pk z k
X z 
 Hence:
k d k z k
Transfer
 function
 or: Y z   H z X z  H(z)

12
Transfer Function (TF)
 Alternatively, yn  hn  x n
 ZT  Y z   H z X z 
  pk z k ... if system

 Note:same H(z)    d k z k
has DE form

 

 n
hnz n
... from IR

 e.g. FIR filter, h[n] = {h0, h1,... hM-1}

M 1
 pk=hk, d
0=1, DE is
1 yn   hk x n  k 
k0

13
 Transfer Function (TF)
 Hence, MA filter:
M 1 1 0n M
yn  1  x n    hn  M
 M 0 0 o.w.
M 1  n
H z   1
M  n0
z Im{z}
M
1 z zM=1 i.e.


M 1  z
1
 M roots of 1
@ z=ejrp/M 
1
Re{z}

z M 1
 M 1 ROC?
M  z z 1 pole @ z=1 z-plane
cancels
14
 TF example
y[n] = x[n-1] - 1.2 x[n-2] + x[n-3]
+ 1.3 y[n-1] - 1.04 y[n-2] + 0.222 y[n-3]
Y z  z 1 1.2z 2  z 3
 H z   
X z  1 1.3z 1 1.04z 2  0.222z 3
 factorize:

H z  
 
z 1 1   0 z 1 1   0* z 1  z0 = 0.6+j0.8
l0 = 0.3
1  0 z 1  1z 
1 1 * 1
1  1 z  l1 = 0.5+j0.7

15
 TF example
H z  
z1   0 z 
1 1

* 1
1  0 z
 0  1  1z 
1   z 1
1   z 1
1  * 1 Im{z}
z0
l1 
Re{z}
l0 
1
l*1 
 Poles li  ROC z*0
 causal  ROC is |z| > max|li|
 includes u.circle  stable

16
 TF  FR
 DTFT H(ejw) = ZT H(z)|z = ejw
i.e. Frequency Response is
Transfer Function eval’d on Unit Circle
 
M M
factor:
p0  1   k z 1
p0 z M
 z   k
H z   k1
 k1

k1  
N N
d0  1   k z 1
d0 z  z   k 
N
k1

 
M
p0 j NM  k1 e   k
j
H e  
j
 e
k1  
N
d0  e  k
j

17
 TF  FR
p0 j NM  k1 e   k 
M j zi, li are
H e  e
j
TF roots
k1 e   k 
N
d0 j on z-plane

M
p0 k1 e   k
j
H e  
j
 N
d0  e j  
Magnitude
response
k1 k
p0 
    arg    N  M  Phase
d0  response
M N
  arge j
  k   arge j
 k 
k1 k1
18
 FR: Geometric Interpretation
e k 
M
p  j

  d
 Have H e j 
 0
e j  NM  k1

k1 e   k 
N j
0
Constant/
linear part Product/ratio of terms
related to poles/zeros
 On z-plane:
 Im{z} Each (ejw - n) term corresponds
to a vector from pole/zero n to

ejw-zi point ejw on the unit circle
ejw-li ejw
Overall FR is product/ratio of
 all these vectors
Re{z}

19

 FR: Geometric Interpretation
Im{z}
 Magnitude |H(ejw)| is product of
lengths of vectors from zeros
zi
divided by product of lengths
li 
ejw-zi of vectors from poles
ejw-li ejw
 Phase q(w) is sum of angles of

Re{z}
vectors from zeros
minus sum of angles of
vectors from poles


20
FR: Geometric Interpretation
 Magnitude and phase of a single zero:

 Pole is reciprocal mag. / negated phase

21
FR: Geometric Interpretation
 Multiple
poles / H z  

z  0.8e j0.3 

z  0.8e  j0.3 

zeros: z 
 0.9e j0.3 

z  0.9e  j0.3 




22
Geom. Interp. vs. 3D surface
 3D magnitude surface for same system

23
Geom. Interp: Observations
 Roots near unit circle
 rapid changes in magnitude & phase
 zeros cause mag. minima (= 0  on u.c.)
 poles cause mag. peaks ( 1÷0= at u.c.)
 rapid change in relative angle  phase
 Pole and zero ‘near’ each other
cancel out when seen from ‘afar’;
affect behavior when z = ejw gets ‘close’

24
 Filtering
 Idea: Separate information in frequency
with constructed H(ejw)
 e.g. x n  A cos1n  B cos 2 n
interested don’t care about
in this part this part
 Construct a filter: X(ejw) “filtered

|H(ejw1)| ~ 1 out”
H(e jw
) w
|H(e 2)| ~ 0
jw
-w2 -w1 w1 w2
 Then yn  hn  x n  A cos1n   1 
25
 Filtering example b
a a
 3 pt FIR filter h[n] = {a b a} -2 -1 1 2 3 4
n
 mix of w1 = 0.1 rad/samp  to remove
i.e. make
and w2 = 0.4 rad/samp jw
H(e 1) = 0
 H e  
j
  
h n e
n
 jn
   e  j
 e 2 j

 
 e j    e j  e j 
 e j   2 cos  
H e      2 cos 
j
want = 1 at w = 0.4
= 0 at w = 0.1 ...
 b = 13.46, a = -6.76...
 26
M
Filtering example
 Filter
IR

 Freq.
resp

 input/
output

27
 3. Phase- and group-delay
 For sinusoidal input x[n] = cosw0n,
we saw yn  H e  
j 0
cos 0 n    0 
gain phase shift
    0  or time shift
 i.e. cos 0 n  
   0  subtraction so
 positive tp means
or cos 0 n   p  0  delay (causal)
  
 where  p    isphase delay
 28
 Phase delay example
b
 For our 3pt filter: a a
-2 -1 1 2 3 4 n
  e
H e j  j
  2 cos  
     
 
  p      1
   
 i.e. 1 sample delay (at all frequencies)
(as observed)

29
Group Delay
 Consider a modulated carrier
e.g. x[n] = A[n]·cos(wcn)
with A[n] = Acos(wmn) and wm << wc

30
 X(ejw)
Group Delay
wc wc
-wm +wm
 So: x[n] = Acos(wmn)·cos(wcn) wc w
 A2 cos c   m n  cos c   m n
 Now: yn  hn  x n


 
H e j  c  m  cos   n 
A  c m


 
2 H e j  c  m  cos c   m n 
 
 Assume |H(ejw)| ~ 1 around wcwm
but q(wc-wm) = ql ; q(wc+wm) = qu ...
 31
Group Delay
cos c   m n   l  
yn  A2  
 cos c   m n   u 
  u   l    u   l 
 A cos c n   cos m n  
 2   2 
phase shift phase shift
of carrier of envelope

32
Group Delay
 If q(wc) is locally linear i.e. d 
 
q(wc+Dw) = q(wc) + SDw, S  d
  c
l  u
 Then carrier phase shift    c 
2
  c 
so carrier delay  , phase
p delay
  c
u  l
 Envelope phase shift  m  S
d  2
 
 delay  g  c    group delay
 d    c
33
Group Delay

n
wc tg, group w
tp, phase delay
delay q( w )
 If q(w) is not linear around wc, A[n]
suffers “phase distortion”  correction...
34
exercise

35