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  • Digital Signal Processing

    Module 2: Discrete-time signalsDigital Sig

    nal Proces

    sing

    Paolo Pran

    doni and M

    artin Vett

    erli

    2013

  • Video Introduction

    Digital Sig

    nal Proces

    sing

    Paolo Pran

    doni and M

    artin Vett

    erli

    2013

  • Module Overview:

    Module 2.1: discrete-time signals and operators

    Module 2.2: the discrete-time complex exponential

    Module 2.3: the Karplus-Strong algorithm

    2 1

    Digital Sig

    nal Proces

    sing

    Paolo Pran

    doni and M

    artin Vett

    erli

    2013

  • Digital Signal Processing

    Module 2.1: Discrete-time signalsDigital Sig

    nal Proces

    sing

    Paolo Pran

    doni and M

    artin Vett

    erli

    2013

  • Overview:

    discrete-time signals

    signal classes

    elementary operators

    shifts

    energy and power

    2.1 2

    Digital Sig

    nal Proces

    sing

    Paolo Pran

    doni and M

    artin Vett

    erli

    2013

  • Discrete-time signals have a long tradition...

    Meteorology (limnology): the floods of the Nile

    Representations of flood data: circa 2500 BC

    2.1 3

    Digital Sig

    nal Proces

    sing

    Paolo Pran

    doni and M

    artin Vett

    erli

    2013

  • Discrete-time signals have a long tradition...

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    1500

    3000

    4500

    1865 1890 1915 1940 1965 1990

    year

    m3/s

    Representations of flood data: circa AD 2000

    2.1 4

    Digital Sig

    nal Proces

    sing

    Paolo Pran

    doni and M

    artin Vett

    erli

    2013

  • Probably your first scientific experiment...

    Daily temperature

    0 500 1000 1500 2000 2500 3000

    5

    0

    5

    10

    15

    20

    25

    30

    days

    C

    2.1 5

    Digital Sig

    nal Proces

    sing

    Paolo Pran

    doni and M

    artin Vett

    erli

    2013

  • Probably your first scientific experiment...

    Daily temperature

    0 500 1000 1500 2000 2500 3000

    5

    0

    5

    10

    15

    20

    25

    30

    days

    C

    2.1 5

    Digital Sig

    nal Proces

    sing

    Paolo Pran

    doni and M

    artin Vett

    erli

    2013

  • Astronomy

    monthly solar spot activity, 1749 to 2003

    1749 1875 20000

    100

    200

    month

    2.1 6

    Digital Sig

    nal Proces

    sing

    Paolo Pran

    doni and M

    artin Vett

    erli

    2013

  • History and sociology

    world population (billions)

    1AD 1700AD 2030AD0

    1

    2

    3

    4

    5

    6

    7

    8

    9

    year

    2.1 7

    Digital Sig

    nal Proces

    sing

    Paolo Pran

    doni and M

    artin Vett

    erli

    2013

  • Economics

    a purely man-made signal: the Dow Jones industrial average

    0

    5000

    10000

    1891 1916 1941 1966 1991 2016

    year

    2.1 8

    Digital Sig

    nal Proces

    sing

    Paolo Pran

    doni and M

    artin Vett

    erli

    2013

  • More formally...

    Discrete-time signal: a sequence of complex numbers

    one dimension (for now)

    notation: x [n]

    two-sided sequences: x : Z C

    n is dimension-less time

    analysis: periodic measurement

    synthesis: stream of generated samples

    2.1 9

    Digital Sig

    nal Proces

    sing

    Paolo Pran

    doni and M

    artin Vett

    erli

    2013

  • More formally...

    Discrete-time signal: a sequence of complex numbers

    one dimension (for now)

    notation: x [n]

    two-sided sequences: x : Z C

    n is dimension-less time

    analysis: periodic measurement

    synthesis: stream of generated samples

    2.1 9

    Digital Sig

    nal Proces

    sing

    Paolo Pran

    doni and M

    artin Vett

    erli

    2013

  • More formally...

    Discrete-time signal: a sequence of complex numbers

    one dimension (for now)

    notation: x [n]

    two-sided sequences: x : Z C

    n is dimension-less time

    analysis: periodic measurement

    synthesis: stream of generated samples

    2.1 9

    Digital Sig

    nal Proces

    sing

    Paolo Pran

    doni and M

    artin Vett

    erli

    2013

  • More formally...

    Discrete-time signal: a sequence of complex numbers

    one dimension (for now)

    notation: x [n]

    two-sided sequences: x : Z C

    n is dimension-less time

    analysis: periodic measurement

    synthesis: stream of generated samples

    2.1 9

    Digital Sig

    nal Proces

    sing

    Paolo Pran

    doni and M

    artin Vett

    erli

    2013

  • More formally...

    Discrete-time signal: a sequence of complex numbers

    one dimension (for now)

    notation: x [n]

    two-sided sequences: x : Z C

    n is dimension-less time

    analysis: periodic measurement

    synthesis: stream of generated samples

    2.1 9

    Digital Sig

    nal Proces

    sing

    Paolo Pran

    doni and M

    artin Vett

    erli

    2013

  • More formally...

    Discrete-time signal: a sequence of complex numbers

    one dimension (for now)

    notation: x [n]

    two-sided sequences: x : Z C

    n is dimension-less time

    analysis: periodic measurement

    synthesis: stream of generated samples

    2.1 9

    Digital Sig

    nal Proces

    sing

    Paolo Pran

    doni and M

    artin Vett

    erli

    2013

  • The delta signal

    x [n] = [n]

    b b b b b b b b b b b b b b b b

    b

    b b b b b b b b b b b b b b b b

    15 10 5 0 5 10 150

    1

    2.1 10

    Digital Sig

    nal Proces

    sing

    Paolo Pran

    doni and M

    artin Vett

    erli

    2013

  • How do you synchronize audio and video...

    2.1 11

    Digital Sig

    nal Proces

    sing

    Paolo Pran

    doni and M

    artin Vett

    erli

    2013

  • How do you synchronize audio and video...

    2.1 12

    Digital Sig

    nal Proces

    sing

    Paolo Pran

    doni and M

    artin Vett

    erli

    2013

  • The unit step

    x [n] = u[n]

    b b b b b b b b b b b b b b b b

    b b b b b b b b b b b b b b b b b

    15 10 5 0 5 10 150

    1

    2.1 13

    Digital Sig

    nal Proces

    sing

    Paolo Pran

    doni and M

    artin Vett

    erli

    2013

  • The Frankenstein switch...

    2.1 14

    Digital Sig

    nal Proces

    sing

    Paolo Pran

    doni and M

    artin Vett

    erli

    2013

  • The exponential decay

    x [n] = |a|n u[n], |a| < 1

    b b b b b b b b b b b b b b b b

    b

    b

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    15 10 5 0 5 10 150

    1

    2.1 15

    Digital Sig

    nal Proces

    sing

    Paolo Pran

    doni and M

    artin Vett

    erli

    2013

  • How fast does your coffee get cold...

    2.1 16

    Digital Sig

    nal Proces

    sing

    Paolo Pran

    doni and M

    artin Vett

    erli

    2013

  • How fast does your coffee get cold...

    Newtons law of cooling:dT

    dt= c(T Tenv)

    T (t) = Tenv + (T0 Tenv)ect

    In practice:

    must have convection only

    must have large conductivity

    2.1 17

    Digital Sig

    nal Proces

    sing

    Paolo Pran

    doni and M

    artin Vett

    erli

    2013

  • How fast does your coffee get cold...

    Newtons law of cooling:dT

    dt= c(T Tenv)

    T (t) = Tenv + (T0 Tenv)ect

    In practice:

    must have convection only

    must have large conductivity

    2.1 17

    Digital Sig

    nal Proces

    sing

    Paolo Pran

    doni and M

    artin Vett

    erli

    2013

  • The sinusoid

    x [n] = sin(0n + )

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    1

    0

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    2.1 18

    Digital Sig

    nal Proces

    sing

    Paolo Pran

    doni and M

    artin Vett

    erli

    2013

  • Oscillations are everywhere!

    2.1 19

    Digital Sig

    nal Proces

    sing

    Paolo Pran

    doni and M

    artin Vett

    erli

    2013

  • Four signal classes

    finite-length

    infinite-length

    periodic

    finite-support

    2.1 20

    Digital Sig

    nal Proces

    sing

    Paolo Pran

    doni and M

    artin Vett

    erli

    2013

  • Four signal classes

    finite-length

    infinite-length

    periodic

    finite-support

    2.1 20

    Digital Sig

    nal Proces

    sing

    Paolo Pran

    doni and M

    artin Vett

    erli

    2013

  • Four signal classes

    finite-length

    infinite-length

    periodic

    finite-support

    2.1 20

    Digital Sig

    nal Proces

    sing

    Paolo Pran

    doni and M

    artin Vett

    erli

    2013

  • Four signal classes

    finite-length

    infinite-length

    periodic

    finite-support

    2.1 20

    Digital Sig

    nal Proces

    sing

    Paolo Pran

    doni and M

    artin Vett

    erli

    2013

  • Finite-length signals

    sequence notation: x [n], n = 0, 1, . . . ,N 1

    vector notation: x = [x0 x1 . . . xN1]T

    practical entities, good for numerical packages (Matlab and the like)

    2.1 21

    Digital Sig

    nal Proces

    sing

    Paolo Pran

    doni and M

    artin Vett

    erli

    2013

  • Finite-length signals

    sequence notation: x [n], n = 0, 1, . . . ,N 1

    vector notation: x = [x0 x1 . . . xN1]T

    practical entities, good for numerical packages (Matlab and the like)

    2.1 21

    Digital Sig

    nal Proces

    sing

    Paolo Pran

    doni and M

    artin Vett

    erli

    2013

  • Finite-length signals

    sequence notation: x [n], n = 0, 1, . . . ,N 1

    vector notation: x = [x0 x1 . . . xN1]T

    practical entities, good for numerical packages (Matlab and the like)

    2.1 21

    Digital Sig

    nal Proces

    sing

    Paolo Pran

    doni and M

    artin Vett

    erli

    2013

  • Infinite-length signals

    sequence notation: x [n], n Z

    abstraction, good for theorems

    2.1 22

    Digital Sig

    nal Proces

    sing

    Paolo Pran

    doni and M

    artin Vett

    erli

    2013

  • Infinite-length signals

    sequence notation: x [n], n Z

    abstraction, good for theorems

    2.1 22

    Digital Sig

    nal Proces

    sing

    Paolo Pran

    doni and M

    artin Vett

    erli

    2013

  • Periodic signals

    N-periodic sequence: x [n] = x [n + kN], n, k ,N Z

    same information as finite-length of length N

    natural bridge between finite and infinite lengths

    2.1 23

    Digital Sig

    nal Proces

    sing

    Paolo Pran

    doni and M

    artin Vett

    erli

    2013

  • Periodic signals

    N-periodic sequence: x [n] = x [n + kN], n, k ,N Z

    same information as finite-length of length N

    natural bridge between finite and infinite lengths

    2.1 23

    Digital Sig

    nal Proces

    sing

    Paolo Pran

    doni and M

    artin Vett

    erli

    2013

  • Periodic signals

    N-periodic sequence: x [n] = x [n + kN], n, k ,N Z

    same information as finite-length of length N

    natural bridge between finite and infinite lengths

    2.1 23

    Digital Sig

    nal Proces

    sing

    Paolo Pran

    doni and M

    artin Vett

    erli

    2013

  • Finite-support signals

    Finite-support sequence:

    x [n] =

    x [n] if 0 n < N

    0 otherwise

    n Z

    same information as finite-length of length N

    another bridge between finite and infinite lengths

    2.1 24

    Digital Sig

    nal Proces

    sing

    Paolo Pran

    doni and M

    artin Vett

    erli

    2013

  • Finite-support signals

    Finite-support sequence:

    x [n] =

    x [n] if 0 n < N

    0 otherwise

    n Z

    same information as finite-length of length N

    another bridge between finite and infinite lengths

    2.1 24

    Digital Sig

    nal Proces

    sing

    Paolo Pran

    doni and M

    artin Vett

    erli

    2013

  • Finite-support signals

    Finite-support sequence:

    x [n] =

    x [n] if 0 n < N

    0 otherwise

    n Z

    same information as finite-length of length N

    another bridge between finite and infinite lengths

    2.1 24

    Digital Sig

    nal Proces

    sing

    Paolo Pran

    doni and M

    artin Vett

    erli

    2013

  • Elementary operators

    scaling:y [n] = x [n]

    sum:y [n] = x [n] + z [n]

    product:y [n] = x [n] z [n]

    shift by k (delay):y [n] = x [n k]

    2.1 25

    Digital Sig

    nal Proces

    sing

    Paolo Pran

    doni and M

    artin Vett

    erli

    2013

  • Elementary operators

    scaling:y [n] = x [n]

    sum:y [n] = x [n] + z [n]

    product:y [n] = x [n] z [n]

    shift by k (delay):y [n] = x [n k]

    2.1 25

    Digital Sig

    nal Proces

    sing

    Paolo Pran

    doni and M

    artin Vett

    erli

    2013

  • Elementary operators

    scaling:y [n] = x [n]

    sum:y [n] = x [n] + z [n]

    product:y [n] = x [n] z [n]

    shift by k (delay):y [n] = x [n k]

    2.1 25

    Digital Sig

    nal Proces

    sing

    Paolo Pran

    doni and M

    artin Vett

    erli

    2013

  • Elementary operators

    scaling:y [n] = x [n]

    sum:y [n] = x [n] + z [n]

    product:y [n] = x [n] z [n]

    shift by k (delay):y [n] = x [n k]

    2.1 25

    Digital Sig

    nal Proces

    sing

    Paolo Pran

    doni and M

    artin Vett

    erli

    2013

  • Shift of a finite-length: finite-support

    [x0 x1 x2 x3 x4 x5 x6 x7]

    b

    b

    b

    b

    b

    b

    b

    b

    0 1 2 3 4 5 6 70

    1

    0 1 2 3 4 5 6 70

    1

    2.1 26

    Digital Sig

    nal Proces

    sing

    Paolo Pran

    doni and M

    artin Vett

    erli

    2013

  • Shift of a finite-length: finite-support

    x [n]

    . . . x0 x1 x2 x3 x4 x5 x6 x7 . . .

    b

    b

    b

    b

    b

    b

    b

    b

    0 1 2 3 4 5 6 70

    1 bb

    b

    b

    b

    b

    b

    b

    0 1 2 3 4 5 6 70

    1

    2.1 26

    Digital Sig

    nal Proces

    sing

    Paolo Pran

    doni and M

    artin Vett

    erli

    2013

  • Shift of a finite-length: finite-support

    x [n]

    . . . 0 0 0 x0 x1 x2 x3 x4 x5 x6 x7 0 0 0 . . .

    b

    b

    b

    b

    b

    b

    b

    b

    0 1 2 3 4 5 6 70

    1 bb

    b

    b

    b

    b

    b

    b

    0 1 2 3 4 5 6 70

    1

    2.1 26

    Digital Sig

    nal Proces

    sing

    Paolo Pran

    doni and M

    artin Vett

    erli

    2013

  • Shift of a finite-length: finite-support

    x [n 1]

    . . . 0 0 0 0 x0 x1 x2 x3 x4 x5 x6 x7 0 0 . . .

    b

    b

    b

    b

    b

    b

    b

    b

    0 1 2 3 4 5 6 70

    1

    b

    b

    b

    b

    b

    b

    b

    b

    0 1 2 3 4 5 6 70

    1

    2.1 26

    Digital Sig

    nal Proces

    sing

    Paolo Pran

    doni and M

    artin Vett

    erli

    2013

  • Shift of a finite-length: finite-support

    x [n 2]

    . . . 0 0 0 0 0 x0 x1 x2 x3 x4 x5 x6 x7 0 . . .

    b

    b

    b

    b

    b

    b

    b

    b

    0 1 2 3 4 5 6 70

    1

    b b

    b

    b

    b

    b

    b

    b

    0 1 2 3 4 5 6 70

    1

    2.1 26

    Digital Sig

    nal Proces

    sing

    Paolo Pran

    doni and M

    artin Vett

    erli

    2013

  • Shift of a finite-length: finite-support

    x [n 3]

    . . . 0 0 0 0 0 0 x0 x1 x2 x3 x4 x5 x6 x7 . . .

    b

    b

    b

    b

    b

    b

    b

    b

    0 1 2 3 4 5 6 70

    1

    b b b

    b

    b

    b

    b

    b

    0 1 2 3 4 5 6 70

    1

    2.1 26

    Digital Sig

    nal Proces

    sing

    Paolo Pran

    doni and M

    artin Vett

    erli

    2013

  • Shift of a finite-length: finite-support

    x [n 4]

    . . . 0 0 0 0 0 0 0 x0 x1 x2 x3 x4 x5 x6 . . .

    b

    b

    b

    b

    b

    b

    b

    b

    0 1 2 3 4 5 6 70

    1

    b b b b

    b

    b

    b

    b

    0 1 2 3 4 5 6 70

    1

    2.1 26

    Digital Sig

    nal Proces

    sing

    Paolo Pran

    doni and M

    artin Vett

    erli

    2013

  • Shift of a finite-length: periodic extension

    [x0 x1 x2 x3 x4 x5 x6 x7]

    b

    b

    b

    b

    b

    b

    b

    b

    0 1 2 3 4 5 6 70

    1

    0 1 2 3 4 5 6 70

    1

    2.1 27

    Digital Sig

    nal Proces

    sing

    Paolo Pran

    doni and M

    artin Vett

    erli

    2013

  • Shift of a finite-length: periodic extension

    x [n]

    . . . x0 x1 x2 x3 x4 x5 x6 x7 . . .

    b

    b

    b

    b

    b

    b

    b

    b

    0 1 2 3 4 5 6 70

    1 bb

    b

    b

    b

    b

    b

    b

    0 1 2 3 4 5 6 70

    1

    2.1 27

    Digital Sig

    nal Proces

    sing

    Paolo Pran

    doni and M

    artin Vett

    erli

    2013

  • Shift of a finite-length: periodic extension

    x [n]

    . . . x5 x6 x7 x0 x1 x2 x3 x4 x5 x6 x7 x0 x1 x2 . . .

    b

    b

    b

    b

    b

    b

    b

    b

    0 1 2 3 4 5 6 70

    1 bb

    b

    b

    b

    b

    b

    b

    0 1 2 3 4 5 6 70

    1

    2.1 27

    Digital Sig

    nal Proces

    sing

    Paolo Pran

    doni and M

    artin Vett

    erli

    2013

  • Shift of a finite-length: periodic extension

    x [n 1]

    . . . x4 x5 x6 x7 x0 x1 x2 x3 x4 x5 x6 x7 x0 x1 . . .

    b

    b

    b

    b

    b

    b

    b

    b

    0 1 2 3 4 5 6 70

    1

    b

    b

    b

    b

    b

    b

    b

    b

    0 1 2 3 4 5 6 70

    1

    2.1 27

    Digital Sig

    nal Proces

    sing

    Paolo Pran

    doni and M

    artin Vett

    erli

    2013

  • Shift of a finite-length: periodic extension

    x [n 2]

    . . . x3 x4 x5 x6 x7 x0 x1 x2 x3 x4 x5 x6 x7 x0 . . .

    b

    b

    b

    b

    b

    b

    b

    b

    0 1 2 3 4 5 6 70

    1

    b

    b

    b

    b

    b

    b

    b

    b

    0 1 2 3 4 5 6 70

    1

    2.1 27

    Digital Sig

    nal Proces

    sing

    Paolo Pran

    doni and M

    artin Vett

    erli

    2013

  • Shift of a finite-length: periodic extension

    x [n 3]

    . . . x2 x3 x4 x5 x6 x7 x0 x1 x2 x3 x4 x5 x6 x7 . . .

    b

    b

    b

    b

    b

    b

    b

    b

    0 1 2 3 4 5 6 70

    1

    b

    b

    b

    b

    b

    b

    b

    b

    0 1 2 3 4 5 6 70

    1

    2.1 27

    Digital Sig

    nal Proces

    sing

    Paolo Pran

    doni and M

    artin Vett

    erli

    2013

  • Shift of a finite-length: periodic extension

    x [n 4]

    . . . x1 x2 x3 x4 x5 x6 x7 x0 x1 x2 x3 x4 x5 x6 . . .

    b

    b

    b

    b

    b

    b

    b

    b

    0 1 2 3 4 5 6 70

    1

    b

    b

    b

    b

    b

    b

    b

    b

    0 1 2 3 4 5 6 70

    1

    2.1 27

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  • Energy and power

    Ex =

    n=

    |x [n]|2

    Px = limN

    1

    2N + 1

    Nn=N

    |x [n]|2

    2.1 28

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  • Energy and power

    Ex =

    n=

    |x [n]|2

    Px = limN

    1

    2N + 1

    Nn=N

    |x [n]|2

    2.1 28

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  • Energy and power: periodic signals

    Ex =

    Px 1

    N

    N1n=0

    |x [n]|2

    2.1 29

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  • Energy and power: periodic signals

    Ex =

    Px 1

    N

    N1n=0

    |x [n]|2

    2.1 29

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  • END OF MODULE 2.1

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  • Digital Signal Processing

    Module 2.2: the complex exponentialDigital Sig

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  • Overview:

    the complex exponential

    periodicity

    wagonwheel effect and maximum speed

    digital and real-world frequency

    2.2 30

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  • Oscillations are everywhere

    2.2 31

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  • The oscillatory heartbeat

    Ingredients:

    a frequency (units: radians)

    an initial phase (units: radians)

    an amplitude A (units depending on underlying measurement)

    a trigonometric function

    e.g. x [n] = A cos(n + )

    2.2 32

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  • The oscillatory heartbeat

    Ingredients:

    a frequency (units: radians)

    an initial phase (units: radians)

    an amplitude A (units depending on underlying measurement)

    a trigonometric function

    e.g. x [n] = A cos(n + )

    2.2 32

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  • The oscillatory heartbeat

    Ingredients:

    a frequency (units: radians)

    an initial phase (units: radians)

    an amplitude A (units depending on underlying measurement)

    a trigonometric function

    e.g. x [n] = A cos(n + )

    2.2 32

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  • The oscillatory heartbeat

    Ingredients:

    a frequency (units: radians)

    an initial phase (units: radians)

    an amplitude A (units depending on underlying measurement)

    a trigonometric function

    e.g. x [n] = A cos(n + )

    2.2 32

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  • The oscillatory heartbeat

    Ingredients:

    a frequency (units: radians)

    an initial phase (units: radians)

    an amplitude A (units depending on underlying measurement)

    a trigonometric function

    e.g. x [n] = A cos(n + )

    2.2 32

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  • The complex exponential

    the trigonometric function of choice in DSP is the complex exponential:

    x [n] = Ae j(n+)

    = A[cos(n + ) + j sin(n + )]

    2.2 33

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  • Why complex exponentials?

    makes sense: sines and cosines always go together

    simpler math: trigonometry becomes algebra

    we can use complex numbers in digital systems

    2.2 34

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  • Why complex exponentials?

    makes sense: sines and cosines always go together

    simpler math: trigonometry becomes algebra

    we can use complex numbers in digital systems

    2.2 34

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  • Why complex exponentials?

    makes sense: sines and cosines always go together

    simpler math: trigonometry becomes algebra

    we can use complex numbers in digital systems

    2.2 34

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  • The advantages of complex exponentials

    Example: change the phase of a pure cosine

    cos(n + ) = a cos(n) + b sin(n), a = cos, b = sin

    each sinusoid is always a sum of sine and cosine

    we have to remember complex trigonometric formulas

    we have to carry more terms in our equations

    2.2 35

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  • The advantages of complex exponentials

    Example: change the phase of a pure cosine

    cos(n + ) = a cos(n) + b sin(n), a = cos, b = sin

    each sinusoid is always a sum of sine and cosine

    we have to remember complex trigonometric formulas

    we have to carry more terms in our equations

    2.2 35

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  • The advantages of complex exponentials

    Example: change the phase of a pure cosine

    cos(n + ) = a cos(n) + b sin(n), a = cos, b = sin

    each sinusoid is always a sum of sine and cosine

    we have to remember complex trigonometric formulas

    we have to carry more terms in our equations

    2.2 35

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  • The advantages of complex exponentials

    Example: change the phase of a pure cosine

    cos(n + ) = a cos(n) + b sin(n), a = cos, b = sin

    each sinusoid is always a sum of sine and cosine

    we have to remember complex trigonometric formulas

    we have to carry more terms in our equations

    2.2 35

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  • The advantages of complex exponentials

    Example: change the phase of a pure cosine

    Re{e j(n+)} = Re{e jn e j}

    sine and cosine live together

    phase shift is simple multiplication

    notation is simpler

    2.2 36

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  • The advantages of complex exponentials

    Example: change the phase of a pure cosine

    Re{e j(n+)} = Re{e jn e j}

    sine and cosine live together

    phase shift is simple multiplication

    notation is simpler

    2.2 36

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  • The advantages of complex exponentials

    Example: change the phase of a pure cosine

    Re{e j(n+)} = Re{e jn e j}

    sine and cosine live together

    phase shift is simple multiplication

    notation is simpler

    2.2 36

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  • The advantages of complex exponentials

    Example: change the phase of a pure cosine

    Re{e j(n+)} = Re{e jn e j}

    sine and cosine live together

    phase shift is simple multiplication

    notation is simpler

    2.2 36

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  • The complex exponential

    e j = cos+ j sin

    1 1

    1

    1

    Re

    Im

    ej

    b

    2.2 37

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  • The complex exponential

    z: point on the complex plane

    Re

    Im

    zb

    2.2 38

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  • The complex exponential

    rotation: z = z e j

    Re

    Im

    zb

    zb

    zb

    2.2 38

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  • The complex exponential generating machine

    x [n] = e jn; x [n + 1] = e jx [n]

    Re

    Im

    x[0]b

    2.2 39

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  • The complex exponential generating machine

    x [n] = e jn; x [n + 1] = e jx [n]

    Re

    Im

    b

    x[1]b

    2.2 39

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  • The complex exponential generating machine

    x [n] = e jn; x [n + 1] = e jx [n]

    Re

    Im

    b

    b

    x[2]b

    2.2 39

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  • The complex exponential generating machine

    x [n] = e jn; x [n + 1] = e jx [n]

    Re

    Im

    b

    b

    b

    x[3]b

    2.2 39

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  • The complex exponential generating machine

    x [n] = e jn; x [n + 1] = e jx [n]

    Re

    Im

    b

    b

    b

    b

    x[4]b

    2.2 39

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  • The complex exponential generating machine

    x [n] = e jn; x [n + 1] = e jx [n]

    Re

    Im

    b

    b

    b

    b

    b

    x[5]b

    2.2 39

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  • The complex exponential generating machine

    x [n] = e jn; x [n + 1] = e jx [n]

    Re

    Im

    b

    b

    b

    b

    b

    b

    x[6] b

    2.2 39

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  • The complex exponential generating machine

    x [n] = e jn; x [n + 1] = e jx [n]

    Re

    Im

    b

    b

    b

    b

    b

    b

    b

    x[7]b

    2.2 39

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  • The complex exponential generating machine

    x [n] = e jn; x [n + 1] = e jx [n]

    Re

    Im

    b

    b

    b

    b

    b

    b

    b

    b

    x[8]

    b

    2.2 39

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  • The complex exponential generating machine

    x [n] = e jn; x [n + 1] = e jx [n]

    Re

    Im

    b

    b

    b

    b

    b

    b

    b

    b

    b

    x[9]

    b

    2.2 39

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  • The complex exponential generating machine

    x [n] = e jn; x [n + 1] = e jx [n]

    Re

    Im

    b

    b

    b

    b

    b

    b

    b

    b

    b

    b

    x[10]

    b

    2.2 39

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  • The complex exponential generating machine

    x [n] = e jn; x [n + 1] = e jx [n]

    Re

    Im

    b

    b

    b

    b

    b

    b

    b

    b

    b

    b

    b

    x[11]b

    2.2 39

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  • The complex exponential generating machine

    x [n] = e jn; x [n + 1] = e jx [n]

    Re

    Im

    b

    b

    b

    b

    b

    b

    b

    b

    b

    b

    b

    b

    x[12]b

    2.2 39

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  • The complex exponential generating machine

    x [n] = e jn; x [n + 1] = e jx [n]

    Re

    Im

    b

    b

    b

    b

    b

    b

    b

    b

    b

    b

    b

    b

    b

    x[13]b

    2.2 39

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  • The complex exponential generating machine

    x [n] = e jn; x [n + 1] = e jx [n]

    Re

    Im

    b

    b

    b

    b

    b

    b

    b

    b

    b

    b

    b

    b

    b

    b

    x[14]b

    2.2 39

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  • Initial phase

    x [n] = e j(n+); x [n + 1] = e jx [n], x [0] = e j

    Re

    Im

    x[0]b

    2.2 40

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  • Initial phase

    x [n] = e j(n+); x [n + 1] = e jx [n], x [0] = e j

    Re

    Im

    b

    x[1]b

    2.2 40

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  • Initial phase

    x [n] = e j(n+); x [n + 1] = e jx [n], x [0] = e j

    Re

    Im

    b

    b

    x[2]b

    2.2 40

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  • Initial phase

    x [n] = e j(n+); x [n + 1] = e jx [n], x [0] = e j

    Re

    Im

    b

    b

    b

    x[3]b

    2.2 40

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  • Initial phase

    x [n] = e j(n+); x [n + 1] = e jx [n], x [0] = e j

    Re

    Im

    b

    b

    b

    b

    x[4]b

    2.2 40

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  • Initial phase

    x [n] = e j(n+); x [n + 1] = e jx [n], x [0] = e j

    Re

    Im

    b

    b

    b

    b

    b

    x[5]b

    2.2 40

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  • Initial phase

    x [n] = e j(n+); x [n + 1] = e jx [n], x [0] = e j

    Re

    Im

    b

    b

    b

    b

    b

    b

    x[6] b

    2.2 40

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  • Initial phase

    x [n] = e j(n+); x [n + 1] = e jx [n], x [0] = e j

    Re

    Im

    b

    b

    b

    b

    b

    b

    b

    x[7]b

    2.2 40

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  • Initial phase

    x [n] = e j(n+); x [n + 1] = e jx [n], x [0] = e j

    Re

    Im

    b

    b

    b

    b

    b

    b

    b

    b

    x[8]

    b

    2.2 40

    Digital Sig

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  • Initial phase

    x [n] = e j(n+); x [n + 1] = e jx [n], x [0] = e j

    Re

    Im

    b

    b

    b

    b

    b

    b

    b

    b

    b

    x[9]

    b

    2.2 40

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  • Initial phase

    x [n] = e j(n+); x [n + 1] = e jx [n], x [0] = e j

    Re

    Im

    b

    b

    b

    b

    b

    b

    b

    b

    b

    b

    x[10]

    b

    2.2 40

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  • Initial phase

    x [n] = e j(n+); x [n + 1] = e jx [n], x [0] = e j

    Re

    Im

    b

    b

    b

    b

    b

    b

    b

    b

    b

    b

    b

    x[11]b

    2.2 40

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  • Initial phase

    x [n] = e j(n+); x [n + 1] = e jx [n], x [0] = e j

    Re

    Im

    b

    b

    b

    b

    b

    b

    b

    b

    b

    b

    b

    b

    x[12]b

    2.2 40

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  • Initial phase

    x [n] = e j(n+); x [n + 1] = e jx [n], x [0] = e j

    Re

    Im

    b

    b

    b

    b

    b

    b

    b

    b

    b

    b

    b

    b

    b

    x[13]b

    2.2 40

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  • Initial phase

    x [n] = e j(n+); x [n + 1] = e jx [n], x [0] = e j

    Re

    Im

    b

    b

    b

    b

    b

    b

    b

    b

    b

    b

    b

    b

    b

    b

    x[14]b

    2.2 40

    Digital Sig

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  • Careful: not every sinusoid is periodic in discrete time

    x [n] = e jn; x [n + 1] = e jx [n]

    Re

    Im

    x[0]b

    2.2 41

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  • Careful: not every sinusoid is periodic in discrete time

    x [n] = e jn; x [n + 1] = e jx [n]

    Re

    Im

    b

    x[1]b

    2.2 41

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  • Careful: not every sinusoid is periodic in discrete time

    x [n] = e jn; x [n + 1] = e jx [n]

    Re

    Im

    b

    b

    x[2]b

    2.2 41

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  • Careful: not every sinusoid is periodic in discrete time

    x [n] = e jn; x [n + 1] = e jx [n]

    Re

    Im

    b

    b

    b

    x[3]b

    2.2 41

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  • Careful: not every sinusoid is periodic in discrete time

    x [n] = e jn; x [n + 1] = e jx [n]

    Re

    Im

    b

    b

    b

    b

    x[4] b

    2.2 41

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    sing

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  • Careful: not every sinusoid is periodic in discrete time

    x [n] = e jn; x [n + 1] = e jx [n]

    Re

    Im

    b

    b

    b

    b

    b

    x[5]

    b

    2.2 41

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    sing

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  • Careful: not every sinusoid is periodic in discrete time

    x [n] = e jn; x [n + 1] = e jx [n]

    Re

    Im

    b

    b

    b

    b

    b

    b

    x[6]

    b

    2.2 41

    Digital Sig

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    sing

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  • Careful: not every sinusoid is periodic in discrete time

    x [n] = e jn; x [n + 1] = e jx [n]

    Re

    Im

    b

    b

    b

    b

    b

    b

    b

    x[7]b

    2.2 41

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  • Careful: not every sinusoid is periodic in discrete time

    x [n] = e jn; x [n + 1] = e jx [n]

    Re

    Im

    b

    b

    b

    b

    b

    b

    b

    b

    x[8]b

    2.2 41

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  • Careful: not every sinusoid is periodic in discrete time

    x [n] = e jn; x [n + 1] = e jx [n]

    Re

    Im

    b

    b

    b

    b

    b

    b

    b

    b

    b

    x[9]b

    2.2 41

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  • Careful: not every sinusoid is periodic in discrete time

    x [n] = e jn; x [n + 1] = e jx [n]

    Re

    Im

    b

    b

    b

    b

    b

    b

    b

    b

    b

    b

    x[10]b

    2.2 41

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  • Careful: not every sinusoid is periodic in discrete time

    x [n] = e jn; x [n + 1] = e jx [n]

    Re

    Im

    b

    b

    b

    b

    b

    b

    b

    b

    b

    b

    b

    x[11]b

    2.2 41

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  • Careful: not every sinusoid is periodic in discrete time

    x [n] = e jn; x [n + 1] = e jx [n]

    Re

    Im

    b

    b

    b

    b

    b

    b

    b

    b

    b

    b

    b

    b

    x[12]b

    2.2 41

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  • Careful: not every sinusoid is periodic in discrete time

    x [n] = e jn; x [n + 1] = e jx [n]

    Re

    Im

    b

    b

    b

    b

    b

    b

    b

    b

    b

    b

    b

    b

    b

    x[13]

    b

    2.2 41

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  • Careful: not every sinusoid is periodic in discrete time

    x [n] = e jn; x [n + 1] = e jx [n]

    Re

    Im

    b

    b

    b

    b

    b

    b

    b

    b

    b

    b

    b

    b

    b

    b

    x[14]

    b

    2.2 41

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  • Periodicity

    e jn periodic =M

    N2pi,M,N N

    e j = e j(+2kpi) k N

    2.2 42

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  • Periodicity

    e jn periodic =M

    N2pi,M,N N

    e j = e j(+2kpi) k N

    2.2 42

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  • One point, many names

    Re

    Im

    ej

    b

    2.2 43

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  • One point, many names

    Re

    Im

    ej

    b

    2pi +

    2.2 43

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  • One point, many names

    Re

    Im

    ej

    b

    6pi +

    2.2 43

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  • One point, many names

    Re

    Im

    ej

    b

    2.2 44

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  • One point, many names

    Re

    Im

    ej

    b

    2pi +

    2.2 44

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  • How fast can we go?

    2.2 45

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  • How fast can we go?

    = 2pi/12

    Re

    Im

    x[0]b

    x[1]b

    x[2]b

    x[3]b

    x[4]b

    x[5]b

    x[6] b

    x[7]b

    x[8]

    b

    x[9]

    b

    x[10]

    b

    x[11]b

    2.2 46

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  • How fast can we go?

    = 2pi/6

    Re

    Im

    x[0]b

    x[1]b

    x[2]b

    x[3] b

    x[4]

    b

    x[5]

    b

    2.2 47

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  • How fast can we go?

    = 2pi/5

    Re

    Im

    x[0]b

    x[1]b

    x[2]b

    x[3]b

    x[4]

    b

    2.2 48

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  • How fast can we go?

    = 2pi/4

    Re

    Im

    x[0]b

    x[1]b

    x[2] b

    x[3]

    b

    2.2 49

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  • How fast can we go?

    = 2pi/3

    Re

    Im

    x[0]b

    x[1]b

    x[2]

    b

    2.2 50

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  • How fast can we go?

    = 2pi/2 = pi

    Re

    Im

    x[0]b

    2.2 51

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  • How fast can we go?

    = 2pi/2 = pi

    Re

    Im

    x[0] b

    2.2 51

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  • How fast can we go?

    = 2pi/2 = pi

    Re

    Im

    x[1]b

    2.2 51

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  • How fast can we go?

    = 2pi/2 = pi

    Re

    Im

    x[2] b

    2.2 51

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  • How fast can we go?

    = 2pi/2 = pi

    Re

    Im

    x[3]b

    2.2 51

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  • How fast can we go?

    = 2pi/2 = pi

    Re

    Im

    x[4] b

    2.2 51

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  • How fast can we go?

    = 2pi/2 = pi

    Re

    Im

    x[5]b

    2.2 51

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  • What if we go faster?

    pi < < 2pi

    Re

    Im

    x[0]b

    x[1]b

    2.2 52

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  • What if we go faster?

    pi < < 2pi

    Re

    Im

    x[0]b

    x[1]b

    2pi

    2.2 52

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  • Lets go really too fast

    = 2pi , small

    Re

    Im

    x[0]b

    2.2 53

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  • Lets go really too fast

    = 2pi , small

    Re

    Im

    b

    x[1]b

    2.2 53

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  • Lets go really too fast

    = 2pi , small

    Re

    Im

    b

    b

    x[2]b

    2.2 53

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    2013

  • Lets go really too fast

    = 2pi , small

    Re

    Im

    b

    b

    b

    x[3]b

    2.2 53

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  • Lets go really too fast

    = 2pi , small

    Re

    Im

    b

    b

    b

    b

    x[4]b

    2.2 53

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  • Lets go really too fast

    = 2pi , small

    Re

    Im

    b

    b

    b

    b

    b

    x[5]

    b

    2.2 53

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  • Lets go really too fast

    = 2pi , small

    Re

    Im

    b

    b

    b

    b

    b

    b

    x[6]

    b

    2.2 53

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  • Lets go really too fast

    = 2pi , small

    Re

    Im

    b

    b

    b

    b

    b

    b

    b

    x[7]

    b

    2.2 53

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  • The wagonwheel effect

    2.2 54

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  • Digital vs physical frequency

    Discrete time:

    n: no physical dimension (just a counter)

    periodicity: how many samples before pattern repeats

    Real world:

    periodicity: how many seconds before pattern repeats

    frequency measured in Hz (s1)

    2.2 55

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  • Digital vs physical frequency

    Discrete time:

    n: no physical dimension (just a counter)

    periodicity: how many samples before pattern repeats

    Real world:

    periodicity: how many seconds before pattern repeats

    frequency measured in Hz (s1)

    2.2 55

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  • Digital vs physical frequency

    Discrete time:

    n: no physical dimension (just a counter)

    periodicity: how many samples before pattern repeats

    Real world:

    periodicity: how many seconds before pattern repeats

    frequency measured in Hz (s1)

    2.2 55

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  • Digital vs physical frequency

    Discrete time:

    n: no physical dimension (just a counter)

    periodicity: how many samples before pattern repeats

    Real world:

    periodicity: how many seconds before pattern repeats

    frequency measured in Hz (s1)

    2.2 55

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  • Digital vs physical frequency

    Discrete time:

    n: no physical dimension (just a counter)

    periodicity: how many samples before pattern repeats

    Real world:

    periodicity: how many seconds before pattern repeats

    frequency measured in Hz (s1)

    2.2 55

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  • Digital vs physical frequency

    Discrete time:

    n: no physical dimension (just a counter)

    periodicity: how many samples before pattern repeats

    Real world:

    periodicity: how many seconds before pattern repeats

    frequency measured in Hz (s1)

    2.2 55

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  • How your PC plays sounds

    x [n] sound card

    2.2 56

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  • How your PC plays sounds

    x [n] sound card

    Ts system clock

    2.2 56

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  • Digital vs physical frequency

    set Ts , time in seconds between samples

    periodicity of M samples periodicity of MTs seconds

    real world frequency:

    f =1

    MTs

    2.2 57

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  • Digital vs physical frequency

    set Ts , time in seconds between samples

    periodicity of M samples periodicity of MTs seconds

    real world frequency:

    f =1

    MTs

    2.2 57

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  • Digital vs physical frequency

    set Ts , time in seconds between samples

    periodicity of M samples periodicity of MTs seconds

    real world frequency:

    f =1

    MTs

    2.2 57

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  • END OF MODULE 2.2

    Digital Sig

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  • Digital Signal Processing

    Module 2.3: the Karplus-Strong algorithmDigital Sig

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  • Overview:

    DSP building blocks

    moving averages and simple feedback loops

    a sound synthesizer

    2.3 58

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  • Overview:

    DSP as Lego: The fundamental building blocks

    Averages and moving averages

    Recursion: Revisiting your bank account

    Building a simple recursive synthesizer

    Examples of sounds

    2.3 59

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  • DSP as Lego

    x [n] b + b + y [n]

    z1

    + b z3

    z1

    a b

    1

    c

    2.3 60

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  • Building Blocks: Adder

    x [n]

    + x [n] + y [n]

    y [n]

    2.3 61

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  • Building Blocks: Adder

    x [n]

    + x [n] + y [n]

    y [n]

    b

    b

    b

    b

    b

    b

    b

    b

    b

    b

    b

    0 2 4 6 8 100

    1

    b

    b

    b

    b

    b

    b

    b

    b

    b

    b

    b

    0 2 4 6 8 100

    1

    2.3 61

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  • Building Blocks: Adder

    x [n]

    + x [n] + y [n]

    y [n]

    b

    b

    b

    b

    b

    b

    b

    b

    b

    b

    b

    0 2 4 6 8 100

    1

    b

    b

    b

    b

    b

    b

    b

    b

    b

    b

    b

    0 2 4 6 8 100

    1

    b b b b b b b b b b b

    0 2 4 6 8 100

    1

    2.3 61

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  • Building Blocks: Multiplier

    x [n] x [n]

    2.3 62

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  • Building Blocks: Multiplier

    x [n] x [n]

    b

    b

    b

    b

    b

    b

    b

    b

    b

    b

    b

    0 2 4 6 8 100

    1

    2.3 62

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  • Building Blocks: Multiplier

    x [n] x [n]

    b

    b

    b

    b

    b

    b

    b

    b

    b

    b

    b

    0 2 4 6 8 100

    1

    b

    b

    b

    b

    b

    b

    b

    b

    b

    b

    b

    0 2 4 6 8 100

    1

    = 0.5

    2.3 62

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  • Building Blocks: Unit Delay

    x [n] z1 x [n 1]

    2.3 63

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  • Building Blocks: Unit Delay

    x [n] z1 x [n 1]

    b

    b

    b

    b

    b

    b

    b

    b

    b

    b

    b

    0 2 4 6 8 100

    1

    2.3 63

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  • Building Blocks: Unit Delay

    x [n] z1 x [n 1]

    b

    b

    b

    b

    b

    b

    b

    b

    b

    b

    b

    0 2 4 6 8 100

    1

    bb

    b

    b

    b

    b

    b

    b

    b

    b

    b

    b

    0 2 4 6 8 100

    1

    2.3 63

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  • Building Blocks: Arbitrary Delay

    x [n] zN x [n N]

    2.3 64

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  • Building Blocks: Arbitrary Delay

    x [n] zN x [n N]

    b

    b

    b

    b

    b

    b

    b

    b

    b

    b

    b

    0 2 4 6 8 100

    1

    2.3 64

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  • Building Blocks: Arbitrary Delay

    x [n] zN x [n N]

    b

    b

    b

    b

    b

    b

    b

    b

    b

    b

    b

    0 2 4 6 8 100

    1

    b b b b

    b

    b

    b

    b

    b

    b

    b

    0 2 4 6 8 100

    1

    N = 4

    2.3 64

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  • The 2-point Moving Average

    simple average:

    m =a + b

    2

    moving average: take a local average

    y [n] =x [n] + x [n 1]

    2

    2.3 65

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  • The 2-point Moving Average

    simple average:

    m =a + b

    2

    moving average: take a local average

    y [n] =x [n] + x [n 1]

    2

    2.3 65

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  • The 2-point Moving Average Using Lego

    x [n] b + y [n]

    z1

    1/2

    2.3 66

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  • Lets average...

    x [n] = [n]

    b b

    b

    b b b b b b b b b b

    2 0 2 4 6 8 10

    1

    0

    1

    2.3 67

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  • Lets average...

    x [n] = [n]

    b b

    b

    b b b b b b b b b b

    2 0 2 4 6 8 10

    1

    0

    1

    b b

    b b

    b b b b b b b b b

    2 0 2 4 6 8 10

    1

    0

    1

    2.3 67

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  • Lets average...

    x [n] = u[n]

    b b

    b b b b b b b b b b b

    2 0 2 4 6 8 10

    1

    0

    1

    2.3 68

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  • Lets average...

    x [n] = u[n]

    b b

    b b b b b b b b b b b

    2 0 2 4 6 8 10

    1

    0

    1

    b b

    b

    b b b b b b b b b b

    2 0 2 4 6 8 10

    1

    0

    1

    2.3 68

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    Paolo Pran

    doni and M

    artin Vett

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    2013

  • Lets average...

    x [n] = cos(n), = pi/10

    b

    b

    b

    b

    b

    b

    b

    b

    b

    b

    b

    b

    b

    2 0 2 4 6 8 10

    1

    0

    1

    2.3 69

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    Paolo Pran

    doni and M

    artin Vett

    erli

    2013

  • Lets average...

    x [n] = cos(n), = pi/10

    b

    b

    b

    b

    b

    b

    b

    b

    b

    b

    b

    b

    b

    2 0 2 4 6 8 10

    1

    0

    1b

    b

    b b

    b

    b

    b

    b

    b

    b

    b

    b

    b

    2 0 2 4 6 8 10

    1

    0

    1

    2.3 69

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    Paolo Pran

    doni and M

    artin Vett

    erli

    2013

  • Lets average...

    x [n] = cos(n), = pi

    b

    b

    b

    b

    b

    b

    b

    b

    b

    b

    b

    b

    b

    2 0 2 4 6 8 10

    1

    0

    1

    2.3 70

    Digital Sig

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    Paolo Pran

    doni and M

    artin Vett

    erli

    2013

  • Lets average...

    x [n] = cos(n), = pi

    b

    b

    b

    b

    b

    b

    b

    b

    b

    b

    b

    b

    b

    2 0 2 4 6 8 10

    1

    0

    1

    b b b b b b b b b b b b b

    2 0 2 4 6 8 10

    1

    0

    1

    2.3 70

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    Paolo Pran

    doni and M

    artin Vett

    erli

    2013

  • What if we reverse the loop?

    x [n] b + y [n]

    z1

    1/2

    2.3 71

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    Paolo Pran

    doni and M

    artin Vett

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    2013

  • What if we reverse the loop?

    x [n] + b y [n]

    z1

    2.3 71

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    Paolo Pran

    doni and M

    artin Vett

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    2013

  • A simple model for banking

    A simple equation to describe compound interest:

    constant interest/borrowing rate of 5% per year

    interest accrues on Dec 31

    deposits/withdrawals during year n: x [n]

    balance at year n:y [n] = 1.05 y [n 1] + x [n]

    2.3 72

    Digital Sig

    nal Proces

    sing

    Paolo Pran

    doni and M

    artin Vett

    erli

    2013

  • A simple model for banking

    A simple equation to describe compound interest:

    constant interest/borrowing rate of 5% per year

    interest accrues on Dec 31

    deposits/withdrawals during year n: x [n]

    balance at year n:y [n] = 1.05 y [n 1] + x [n]

    2.3 72

    Digital Sig

    nal Proces

    sing

    Paolo Pran

    doni and M

    artin Vett

    erli

    2013

  • A simple model for banking

    A simple equation to describe compound interest:

    constant interest/borrowing rate of 5% per year

    interest accrues on Dec 31

    deposits/withdrawals during year n: x [n]

    balance at year n:y [n] = 1.05 y [n 1] + x [n]

    2.3 72

    Digital Sig

    nal Proces

    sing

    Paolo Pran

    doni and M

    artin Vett

    erli

    2013

  • A simple model for banking

    A simple equation to describe compound interest:

    constant interest/borrowing rate of 5% per year

    interest accrues on Dec 31

    deposits/withdrawals during year n: x [n]

    balance at year n:y [n] = 1.05 y [n 1] + x [n]

    2.3 72

    Digital Sig

    nal Proces

    sing

    Paolo Pran

    doni and M

    artin Vett

    erli

    2013

  • First-order recursion

    x [n] + b y [n]

    z11.05

    y [n] = 1.05 y [n 1] + x [n]

    2.3 73

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    Paolo Pran

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    2013

  • Example: the one-time investment

    x [n] = 100 [n]

    y [0] = 100

    y [1] = 105

    y [2] = 110.25, y [3] = 115.7625 etc.

    In general: y [n] = (1.05)n100 u[n]

    b b

    b

    b b b b b b b b b b

    2 0 2 4 6 8 100

    100

    200

    2.3 74

    Digital Sig

    nal Proces

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    Paolo Pran

    doni and M

    artin Vett

    erli

    2013

  • Example: the one-time investment

    x [n] = 100 [n]

    y [0] = 100

    y [1] = 105

    y [2] = 110.25, y [3] = 115.7625 etc.

    In general: y [n] = (1.05)n100 u[n]

    b b

    b

    b b b b b b b b b b

    2 0 2 4 6 8 100

    100

    200

    2.3 74

    Digital Sig

    nal Proces

    sing

    Paolo Pran

    doni and M

    artin Vett

    erli

    2013

  • Example: the one-time investment

    x [n] = 100 [n]

    y [0] = 100

    y [1] = 105

    y [2] = 110.25, y [3] = 115.7625 etc.

    In general: y [n] = (1.05)n100 u[n]

    b b

    b

    b b b b b b b b b b

    2 0 2 4 6 8 100

    100

    200

    2.3 74

    Digital Sig

    nal Proces

    sing

    Paolo Pran

    doni and M

    artin Vett

    erli

    2013

  • Example: the one-time investment

    x [n] = 100 [n]

    y [0] = 100

    y [1] = 105

    y [2] = 110.25, y [3] = 115.7625 etc.

    In general: y [n] = (1.05)n100 u[n]

    b b

    b

    b b b b b b b b b b

    2 0 2 4 6 8 100

    100

    200

    2.3 74

    Digital Sig

    nal Proces

    sing

    Paolo Pran

    doni and M

    artin Vett

    erli

    2013

  • Example: the one-time investment

    x [n] = 100 [n]

    y [0] = 100

    y [1] = 105

    y [2] = 110.25, y [3] = 115.7625 etc.

    In general: y [n] = (1.05)n100 u[n]

    b b

    b

    b b b b b b b b b b

    2 0 2 4 6 8 100

    100

    200

    b b

    b

    b

    b

    b

    b

    b

    b

    b

    b

    b

    b

    2 0 2 4 6 8 100

    100

    200

    2.3 74

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    Paolo Pran

    doni and M

    artin Vett

    erli

    2013

  • Example: the saver

    x [n] = 100 u[n]

    y [0] = 100

    y [1] = 205

    y [2] = 315.25, y [3] = 431.0125 etc.

    In general: y [n] = 2000 ((1.05)n+1 1) u[n]

    b b

    b b b b b b b b b b b

    2 0 2 4 6 8 100

    100

    200

    2.3 75

    Digital Sig

    nal Proces

    sing

    Paolo Pran

    doni and M

    artin Vett

    erli

    2013

  • Example: the saver

    x [n] = 100 u[n]

    y [0] = 100

    y [1] = 205

    y [2] = 315.25, y [3] = 431.0125 etc.

    In general: y [n] = 2000 ((1.05)n+1 1) u[n]

    b b

    b b b b b b b b b b b

    2 0 2 4 6 8 100

    100

    200

    2.3 75

    Digital Sig

    nal Proces

    sing

    Paolo Pran

    doni and M

    artin Vett

    erli

    2013

  • Example: the saver

    x [n] = 100 u[n]

    y [0] = 100

    y [1] = 205

    y [2] = 315.25, y [3] = 431.0125 etc.

    In general: y [n] = 2000 ((1.05)n+1 1) u[n]

    b b

    b b b b b b b b b b b

    2 0 2 4 6 8 100

    100

    200

    2.3 75

    Digital Sig

    nal Proces

    sing

    Paolo Pran

    doni and M

    artin Vett

    erli

    2013

  • Example: the saver

    x [n] = 100 u[n]

    y [0] = 100

    y [1] = 205

    y [2] = 315.25, y [3] = 431.0125 etc.

    In general: y [n] = 2000 ((1.05)n+1 1) u[n]

    b b

    b b b b b b b b b b b

    2 0 2 4 6 8 100

    100

    200

    2.3 75

    Digital Sig

    nal Proces

    sing

    Paolo Pran

    doni and M

    artin Vett

    erli

    2013

  • Example: the saver

    x [n] = 100 u[n]

    y [0] = 100

    y [1] = 205

    y [2] = 315.25, y [3] = 431.0125 etc.

    In general: y [n] = 2000 ((1.05)n+1 1) u[n]

    b b

    b b b b b b b b b b b

    2 0 2 4 6 8 100

    100

    200

    b b

    b

    b

    b

    b

    b

    b

    b

    b

    b

    b

    b

    2 0 2 4 6 8 100

    500

    1000

    1500

    2.3 75

    Digital Sig

    nal Proces

    sing

    Paolo Pran

    doni and M

    artin Vett

    erli

    2013

  • Example: The independently wealthy

    x [n] = 100 [n] 5 u[n 1]

    y [0] = 100

    y [1] = 100

    y [2] = 100, y [3] = 100 etc.

    In general: y [n] = 100 u[n]

    b b

    b

    b b b b b b b b b b

    2 0 2 4 6 8 10

    0

    100

    2.3 76

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    Paolo Pran

    doni and M

    artin Vett

    erli

    2013

  • Example: The independently wealthy

    x [n] = 100 [n] 5 u[n 1]

    y [0] = 100

    y [1] = 100

    y [2] = 100, y [3] = 100 etc.

    In general: y [n] = 100 u[n]

    b b

    b

    b b b b b b b b b b

    2 0 2 4 6 8 10

    0

    100

    2.3 76

    Digital Sig

    nal Proces

    sing

    Paolo Pran

    doni and M

    artin Vett

    erli

    2013

  • Example: The independently wealthy

    x [n] = 100 [n] 5 u[n 1]

    y [0] = 100

    y [1] = 100

    y [2] = 100, y [3] = 100 etc.

    In general: y [n] = 100 u[n]

    b b

    b

    b b b b b b b b b b

    2 0 2 4 6 8 10

    0

    100

    2.3 76

    Digital Sig

    nal Proces

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    Paolo Pran

    doni and M

    artin Vett

    erli

    2013

  • Example: The independently wealthy

    x [n] = 100 [n] 5 u[n 1]

    y [0] = 100

    y [1] = 100

    y [2] = 100, y [3] = 100 etc.

    In general: y [n] = 100 u[n]

    b b

    b

    b b b b b b b b b b

    2 0 2 4 6 8 10

    0

    100

    2.3 76

    Digital Sig

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    Paolo Pran

    doni and M

    artin Vett

    erli

    2013

  • Example: The independently wealthy

    x [n] = 100 [n] 5 u[n 1]

    y [0] = 100

    y [1] = 100

    y [2] = 100, y [3] = 100 etc.

    In general: y [n] = 100 u[n]

    b b

    b

    b b b b b b b b b b

    2 0 2 4 6 8 10

    0

    100

    b b

    b b b b b b b b b b b

    2 0 2 4 6 8 100

    100

    200

    2.3 76

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    Paolo Pran

    doni and M

    artin Vett

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    2013

  • A simple generalization

    x [n] + b y [n]

    zM

    y [n] = y [n M] + x [n]

    2.3 77

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    Paolo Pran

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  • Example

    M = 3, = 0.7, x [n] = [n]

    y [0] = 1, y [1] = 0, y [2] = 0

    y [3] = 0.7, y [4] = 0, y [5] = 0

    y [6] = 0.72, y [7] = 0, y [8] = 0, etc.

    b b

    b

    b b b b b b b b b b

    2 0 2 4 6 8 100

    1

    2.3 78

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    Paolo Pran

    doni and M

    artin Vett

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    2013

  • Example

    M = 3, = 0.7, x [n] = [n]

    y [0] = 1, y [1] = 0, y [2] = 0

    y [3] = 0.7, y [4] = 0, y [5] = 0

    y [6] = 0.72, y [7] = 0, y [8] = 0, etc.

    b b

    b

    b b b b b b b b b b

    2 0 2 4 6 8 100

    1

    2.3 78

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    Paolo Pran

    doni and M

    artin Vett

    erli

    2013

  • Example

    M = 3, = 0.7, x [n] = [n]

    y [0] = 1, y [1] = 0, y [2] = 0

    y [3] = 0.7, y [4] = 0, y [5] = 0

    y [6] = 0.72, y [7] = 0, y [8] = 0, etc.

    b b

    b

    b b b b b b b b b b

    2 0 2 4 6 8 100

    1

    2.3 78

    Digital Sig

    nal Proces

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    Paolo Pran

    doni and M

    artin Vett

    erli

    2013

  • Example

    M = 3, = 0.7, x [n] = [n]

    y [0] = 1, y [1] = 0, y [2] = 0

    y [3] = 0.7, y [4] = 0, y [5] = 0

    y [6] = 0.72, y [7] = 0, y [8] = 0, etc.

    b b

    b

    b b b b b b b b b b

    2 0 2 4 6 8 100

    1

    b b

    b

    b b

    b

    b b

    b

    b b

    b

    b

    2 0 2 4 6 8 100

    1

    2.3 78

    Digital Sig

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    Paolo Pran

    doni and M

    artin Vett

    erli

    2013

  • Example

    M = 3, = 1, x [n] = [n] + 2 [n 1] + 3 [n 2]

    y [0] = 1, y [1] = 2, y [2] = 3

    y [3] = 1, y [4] = 2, y [5] = 3

    y [6] = 1, y [7] = 2, y [8] = 3, etc.

    b b

    b

    b

    b

    b b b b b b b b

    2 0 2 4 6 8 100

    1

    2

    3

    b b

    b

    b

    b

    b

    b

    b

    b

    b

    b

    b

    b

    2 0 2 4 6 8 100

    1

    2

    3

    2.3 79

    Digital Sig

    nal Proces

    sing

    Paolo Pran

    doni and M

    artin Vett

    erli

    2013

  • Example

    M = 3, = 1, x [n] = [n] + 2 [n 1] + 3 [n 2]

    y [0] = 1, y [1] = 2, y [2] = 3

    y [3] = 1, y [4] = 2, y [5] = 3

    y [6] = 1, y [7] = 2, y [8] = 3, etc.

    b b

    b

    b

    b

    b b b b b b b b

    2 0 2 4 6 8 100

    1

    2

    3

    b b

    b

    b

    b

    b

    b

    b

    b

    b

    b

    b

    b

    2 0 2 4 6 8 100

    1

    2

    3

    2.3 79

    Digital Sig

    nal Proces

    sing

    Paolo Pran

    doni and M

    artin Vett

    erli

    2013

  • Example

    M = 3, = 1, x [n] = [n] + 2 [n 1] + 3 [n 2]

    y [0] = 1, y [1] = 2, y [2] = 3

    y [3] = 1, y [4] = 2, y [5] = 3

    y [6] = 1, y [7] = 2, y [8] = 3, etc.

    b b

    b

    b

    b

    b b b b b b b b

    2 0 2 4 6 8 100

    1

    2

    3

    b b

    b

    b

    b

    b

    b

    b

    b

    b

    b

    b

    b

    2 0 2 4 6 8 100

    1

    2

    3

    2.3 79

    Digital Sig

    nal Proces

    sing

    Paolo Pran

    doni and M

    artin Vett

    erli

    2013

  • Example

    M = 3, = 1, x [n] = [n] + 2 [n 1] + 3 [n 2]

    y [0] = 1, y [1] = 2, y [2] = 3

    y [3] = 1, y [4] = 2, y [5] = 3

    y [6] = 1, y [7] = 2, y [8] = 3, etc.

    b b

    b

    b

    b

    b b b b b b b b

    2 0 2 4 6 8 100

    1

    2

    3

    b b

    b

    b

    b

    b

    b

    b

    b

    b

    b

    b

    b

    2 0 2 4 6 8 100

    1

    2

    3

    2.3 79

    Digital Sig

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    sing

    Paolo Pran

    doni and M

    artin Vett

    erli

    2013

  • We can make music with that!

    build a recursion loop with a delay of M

    choose a signal x [n] that is nonzero only for 0 n < M

    choose a decay factor

    input x [n] to the system

    play the output

    2.3 80

    Digital Sig

    nal Proces

    sing

    Paolo Pran

    doni and M

    artin Vett

    erli

    2013

  • We can make music with that!

    build a recursion loop with a delay of M

    choose a signal x [n] that is nonzero only for 0 n < M

    choose a decay factor

    input x [n] to the system

    play the output

    2.3 80

    Digital Sig

    nal Proces

    sing

    Paolo Pran

    doni and M

    artin Vett

    erli

    2013

  • We can make music with that!

    build a recursion loop with a delay of M

    choose a signal x [n] that is nonzero only for 0 n < M

    choose a decay factor

    input x [n] to the system

    play the output

    2.3 80

    Digital Sig

    nal Proces

    sing

    Paolo Pran

    doni and M

    artin Vett

    erli

    2013

  • We can make music with that!

    build a recursion loop with a delay of M

    choose a signal x [n] that is nonzero only for 0 n < M

    choose a decay factor

    input x [n] to the system

    play the output

    2.3 80

    Digital Sig

    nal Proces

    sing

    Paolo Pran

    doni and M

    artin Vett

    erli

    2013

  • We can make music with that!

    build a recursion loop with a delay of M

    choose a signal x [n] that is nonzero only for 0 n < M

    choose a decay factor

    input x [n] to the system

    play the output

    2.3 80

    Digital Sig

    nal Proces

    sing

    Paolo Pran

    doni and M

    artin Vett

    erli

    2013

  • How do we play it, really?

    M-tap delay M-sample periodicity

    associate time T to sample interval

    periodic signal of frequency

    f =1

    MTHz

    example: T = 22.7s, M = 100f 440Hz

    2.3 81

    Digital Sig

    nal Proces

    sing

    Paolo Pran

    doni and M

    artin Vett

    erli

    2013

  • How do we play it, really?

    M-tap delay M-sample periodicity

    associate time T to sample interval

    periodic signal of frequency

    f =1

    MTHz

    example: T = 22.7s, M = 100f 440Hz

    2.3 81

    Digital Sig

    nal Proces

    sing

    Paolo Pran

    doni and M

    artin Vett

    erli

    2013

  • How do we play it, really?

    M-tap delay M-sample periodicity

    associate time T to sample interval

    periodic signal of frequency

    f =1

    MTHz

    example: T = 22.7s, M = 100f 440Hz

    2.3 81

    Digital Sig

    nal Proces

    sing

    Paolo Pran

    doni and M

    artin Vett

    erli

    2013

  • How do we play it, really?

    M-tap delay M-sample periodicity

    associate time T to sample interval

    periodic signal of frequency

    f =1

    MTHz

    example: T = 22.7s, M = 100f 440Hz

    2.3 81

    Digital Sig

    nal Proces

    sing

    Paolo Pran

    doni and M

    artin Vett

    erli

    2013

  • Playing a sine wave

    M = 100, = 1, x [n] = sin(2pi n/100) for 0 n < 100 and zero elsewhere

    b

    b

    b

    b

    b

    b

    b

    b

    b

    b

    b

    b

    b

    b

    b

    b

    b

    b

    b

    b

    b

    b

    b

    b

    b b b

    b

    b

    b

    b

    b

    b

    b

    b

    b

    b

    b

    b

    b

    b

    b

    b

    b

    b

    b

    b

    b

    b

    b

    b

    b

    b

    b

    b

    b

    b

    b

    b

    b

    b

    b

    b

    b

    b

    b

    b

    b

    b

    b

    b

    b

    b

    b

    b b b

    b

    b

    b

    b

    b

    b

    b

    b

    b

    b

    b

    b

    b

    b

    b

    b

    b

    b

    b

    b

    b

    b

    b

    b

    0 16 32 48 64 80 96

    1

    0

    1

    2.3 82

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    Paolo Pran

    doni and M

    artin Vett

    erli

    2013

  • Playing a sine wave

    M = 100, = 1, x [n] = sin(2pi n/100) for 0 n < 100 and zero elsewhere

    b

    b

    b

    b

    b

    b

    b

    b

    b

    b

    b

    b

    b

    b

    b

    b

    b

    b

    b

    b

    b

    b

    b

    b

    b b b

    b

    b

    b

    b

    b

    b

    b

    b

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    0 16 32 48 64 80 96

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    0 166 332 498 664 830 996

    1

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    2.3 82

    Digital Sig

    nal Proces

    sing

    Paolo Pran

    doni and M

    artin Vett

    erli

    2013

  • Introducing some realism

    M controls frequency (pitch)

    controls envelope (decay)

    x [n] controls color (timbre)

    2.3 83

    Digital Sig

    nal Proces

    sing

    Paolo Pran

    doni and M

    artin Vett

    erli

    2013

  • Introducing some realism

    M controls frequency (pitch)

    controls envelope (decay)

    x [n] controls color (timbre)

    2.3 83

    Digital Sig

    nal Proces

    sing

    Paolo Pran

    doni and M

    artin Vett

    erli

    2013

  • Introducing some realism

    M controls frequency (pitch)

    controls envelope (decay)

    x [n] controls color (timbre)

    2.3 83

    Digital Sig

    nal Proces

    sing

    Paolo Pran

    doni and M

    artin Vett

    erli

    2013

  • A proto-violin

    M = 100, = 0.95, x [n]: zero-mean sawtooth wave between 0 and 99, zero elsewhere

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    0 16 32 48 64 80 96

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    2.3 84

    Digital Sig

    nal Proces

    sing

    Paolo Pran

    doni and M

    artin Vett

    erli

    2013

  • A proto-violin

    M = 100, = 0.95, x [n]: zero-mean sawtooth wave between 0 and 99, zero elsewhere

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    0 16 32 48 64 80 96

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    0 166 332 498 664 830 996

    1

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    2.3 84

    Digital Sig

    nal Proces

    sing

    Paolo Pran

    doni and M

    artin Vett

    erli

    2013

  • The Karplus-Strong Algorithm

    M = 100, = 0.9, x [n]: 100 random values between 0 and 99, zero elsewhere

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    0 16 32 48 64 80 96

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    2.3 85

    Digital Sig

    nal Proces

    sing

    Paolo Pran

    doni and M

    artin Vett

    erli

    2013

  • The Karplus-Strong Algorithm

    M = 100, = 0.9, x [n]: 100 random values between 0 and 99, zero elsewhere

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