1 review of dsp. 2 signal and systems: signal are represented mathematically as functions of one or...

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1 Review of DSP

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1

Review of DSP

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Signal and Systems: Signal are represented mathematically as

functions of one or more independent variables.

Digital signal processing deals with the transformation of signal that are discrete in both amplitude and time.

Discrete time signal are represented mathematically as sequence of numbers.

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Signals and Systems: A discrete time system is defined

mathematically as a transformation or operator. y[n] = T{ x[n] }

T{.}x [n] y [n]

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Linear Systems: The class of linear systems is defined by the

principle of superposition.

And

Where a is the arbitrary constant.

The first property is called the additivity property and the second is called the homogeneity or scaling property.

][][]}[{]}[{]}[][{ 212121 nynynxTnxTnxnxT

][]}[{]}[{ naynxaTnaxT

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Linear Systems: These two property can be combined into

the principle of superposition,

][1 nx

]}[{]}[{]}[][{ 2121 nxbTnxaTnbxnaxT

H

H

Linear SystemH

][][ 21 nbxnax ][2 nx

][][ 21 nbynay ][1 ny

][2 ny

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Time-Invariant Systems: A Time-Invariant system is a system for

which a time shift or delay of the input sequence cause a corresponding shift in the output sequence.

][1 nxH

H][ 01 nnx

][1 ny

][ 01 nny

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LTI Systems: A particular important class of systems consists

of those that are linear and time invariant. LTI systems can be completely characterized by

their impulse response.

From principle of superposition:

Property of TI:

k

knkxTny ][][][

k

knTkxny ][][][

k

knhkxny ][][][

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LTI Systems (Convolution):

Above equation commonly called convolution sum and represented by the notation

k

knhkxny ][][][

][][][ nhnxny

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Convolution properties: Commutativity:

Associativity:

Distributivity:

Time reversal:

][][][][ nxnhnhnx

][][][ nhnxny

])[][(][][])[][( 321321 nhnhnhnhnhnh

])[][(])[][(])[][(][ 2121 nxnhbnxnhanbxnaxnh

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…Convolution properties: If two systems are cascaded,

The overall impulse response of the combined system is the convolution of the individual IR:

The overall IR is independent of the order:

H1 H2

H2 H1

][][][ 21 nhnhnh

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Duration of IR: Infinite-duration impulse-response (IIR).

Finite-duration impulse-response (FIR)

In this case the IR can be read from the right-hand side of:

][...]1[][][ 10 qnxbnxbnxbny q

nbnh ][

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Transforms: Transforms are a powerful tool for

simplifying the analysis of signals and of linear systems.

Interesting transforms for us:Linearity applies:

Convolution is replaced by simpler operation:

][][][ ybTxaTbyaxT

][][][ yTxTyxT

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…Transforms: Most commonly transforms that used in

communications engineering are:Laplace transforms (Continuous in Time & Frequency)

Continuous Fourier transforms (Continuous in Time)

Discrete Fourier transforms (Discrete in Time)

Z transforms (Discrete in Time)

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The Z Transform: Definition Equations:

Direct Z transform

The Region Of Convergence (ROC) plays an essential role.

n

nznxzX ][)(

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The Z Transform (Elementary functions): Elementary functions and their Z-transforms:

Unit impulse:

Delayed unit impulse: ][][ knnx

0:][)(

zROCzzknzXn

kn

][][ nnx

0:1][)(

zROCznzXn

n

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The Z Transform (…Elementary functions):Unit Step:

Exponential: ][][ nuanx n

||||:1

1)(

01

azROCaz

zazXn

nn

otherwise 0,

0n ,1][nu

1||:1

1)(

01

zROCz

zzXn

n

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Important Z Transforms

Z Transform (Cont’d)

Region Of Convergence(ROC)

Whole Page

Whole Page

Unit Circle

|z| > |a|

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The Z Transform (Elementary properties): Elementary properties of the Z transforms:

Linearity:

Convolution: if

,Then

)()(][][ zbYzaXnbynax

][][][ nynxnw

)()()( zYzXzW

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The Z Transform (…Elementary properties):Shifting:

Differences: Forward differences of a function,

Backward differences of a function,

)(][ zXzknx k

][]1[][ nxnxnx

]1[][][ nxnxnx

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The Z Transform (…Region Of Convergence for Z transform):Since

the shifting theorem

][]1[][][ nnnxnx

)()1(][ zXznxZ

)()1(][ 1 zXznxZ

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The Z Transform (Region Of Convergence for Z transform): The ROC is a ring or disk in the z-plane

centered at the origin :i.e.,

The Fourier transform of x[n] converges at absolutely if and only if the ROC of the z-transform of x[n] includes the unit circle.

The ROC can not contain any poles.

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The Z Transform (…Region Of Convergence for Z transform): If x[n] is a finite-duration sequence, then

the ROC is the entire z-plane, except possibly or .

If x[n] is a right-sided sequence, the ROC extends outward from the outermost finite pole in to .

The ROC must be a connected region.

0z z

)(zX z

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The Z Transform (…Region Of Convergence for Z transform): A two-sided sequence is an infinite-duration

sequence that is neither right sided nor left sided.

If x[n] is a two-sided sequence, the ROC will consist of a ring in the z-plane, bounded on the interior and exterior by a pole and not containing any poles.

If x[n] is a left-sided sequence, the ROC extends in ward from the innermost nonzero pole in to

.0z)(zX

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The Z Transform (Application to LTI systems): We have seen that

By the convolution property of the Z transform

Where H(z) is the transfer function of system.

Stability A system is stable if a bounded input

produced a bounded output, and a LTI system

is stable if:

][][][ nhnxny

)()()( zHzXzY

Mnx |][|

k

kh |][|

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Fourier Transform

Fourier Transform

Fourier Series

Discrete Time Continuous Frequency FT

Discrete Time Discrete Frequency FT

Time Frequency Transform Type

Continuous

Discrete

Continuous

Continuous

Continuous Discrete

Discrete Discrete

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The Discrete Fourier Transform (DFT)

Discrete Fourier transform

It is customary to use theThen the direct form is:

1

0

2

][][N

n

N

knj

enxkX

N

j

N eW2

1

0

][][N

n

nkNWnxkX

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The Discrete Fourier Transform (DFT)With the same notation the inverse DFT is

1

0

][1

][N

k

nkNWkXN

nx

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The DFT (Elementary functions): Elementary functions and their DFT:

Unit impulse:

Shifted unit impulse: ][][ pnnx

kpNWkX ][

][][ nnx

1][ kX

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The DFT (…Elementary functions):Constant:

Complex exponential:njenx ][

2][

NkNkX

1][ nx

][][ kNkX

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The DFT (…Elementary functions):Cosine function:

nfnx 02cos][

][][2

][ 00 NfkNNfkN

kX

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The DFT (Elementary properties): Elementary properties of the DFT:

Symmetry: If

,Then

Linearity: if

and

,Then

][][ kFnf

][][ kXnx

][][][][ kbYkaXnbynax

][][ nNFkf

][][ kYny

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The DFT (…Elementary properties):Shifting: because of the cyclic nature of DFT

domains, shifting becomes a rotation.

if

,ThenTime reversal:

if

,Then

][][ kXnx

][][ kXnx

][])[( kXWpnx kpNN

][][ kXnx

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The DFT (…Elementary properties):Cyclic convolution: convolution is a shift,

multiply and add operation. Since all shifts in the DFT are circular, convolution is defined with this circularity included.

1

0

])[(][][][N

pNpnypxnynx