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Sampling and Reconstruction The impulse response of an continuous-time ideal low pass filter is the inverse continuous Fourier transform of its frequency response Let H lp (jw) be the frequency response of the ideal low-pass filter with the cut-off frequency being w s /2.

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Page 1: Sampling and Reconstruction - 國立臺灣大學 · 2006. 11. 2. · Sampling and Reconstruction The impulse response of an continuous-time ideal low pass filter is the inverse continuous

Sampling and ReconstructionThe impulse response of an continuous-time ideal low pass filter

is the inverse continuous Fourier transform of its frequency response

Let Hlp(jw) be the frequency response of the ideal low-pass filter with the cut-off frequency being ws/2.

Page 2: Sampling and Reconstruction - 國立臺灣大學 · 2006. 11. 2. · Sampling and Reconstruction The impulse response of an continuous-time ideal low pass filter is the inverse continuous

Remember that when we sample a continuous band-limited signal satisfying the sampling theorem, then the signal can be reconstructed by ideal low-pass filtering.

Page 3: Sampling and Reconstruction - 國立臺灣大學 · 2006. 11. 2. · Sampling and Reconstruction The impulse response of an continuous-time ideal low pass filter is the inverse continuous

The sampled continuous-time signal can be represented by an impulse train:

Note that when we input the impulse function δ(t) into the ideal low-pass filter, its output is its impulse response

When we input xs(t) to an ideal low-pass filter, the output shall be

It shows that how the continuous-time signal can be reconstructed by interpolating the discrete-time signal x[n].

( ) ( ) ( ) [ ] ( )∑∑∞

−∞=

−∞=

−=−=nn

cs nTtnxnTtnTxtx δδ

( ) ( ) ( ) ( )TtTtthth lpr ///sin ππ=≡

( ) [ ] ( )[ ]( )∑

−∞= −−

=n

r TnTtTnTtnxtx

//sin

ππ

Page 4: Sampling and Reconstruction - 國立臺灣大學 · 2006. 11. 2. · Sampling and Reconstruction The impulse response of an continuous-time ideal low pass filter is the inverse continuous

Properties:

hr(0) = 1; hr(nT) = 0 for n=±1, ±2, …;

It follows that xr(mT) = xc(mT), for all integer m.

The form sin(t)/t is referred to as a sinc function. So, the interpolant of ideal low-pass function is a sinc function.

Page 5: Sampling and Reconstruction - 國立臺灣大學 · 2006. 11. 2. · Sampling and Reconstruction The impulse response of an continuous-time ideal low pass filter is the inverse continuous

Illustration of reconstruction

Page 6: Sampling and Reconstruction - 國立臺灣大學 · 2006. 11. 2. · Sampling and Reconstruction The impulse response of an continuous-time ideal low pass filter is the inverse continuous

Ideal discrete-to-continuous (D/C) converter

It defines an ideal system for reconstructing a bandlimitedsignal from a sequence of samples.

Page 7: Sampling and Reconstruction - 國立臺灣大學 · 2006. 11. 2. · Sampling and Reconstruction The impulse response of an continuous-time ideal low pass filter is the inverse continuous

Ideal low pass filter is non-causal

Since its impulse response is not zero when n<0.

Ideal low pass filter can not be realized

It can not be implemented by using any difference equations.

Hence, in practice, we need to design filters that can be implemented by difference equations, to approximate ideal filters.

Page 8: Sampling and Reconstruction - 國立臺灣大學 · 2006. 11. 2. · Sampling and Reconstruction The impulse response of an continuous-time ideal low pass filter is the inverse continuous

• Discrete-time Fourier Transform

• z-transform: polynomial representation of a sequence

Z-Transform

( ) [ ]∑∞

−∞=

−=n

jwnjw enxeX

( ) [ ]∑∞

−∞=

−=n

nznxzX

Page 9: Sampling and Reconstruction - 國立臺灣大學 · 2006. 11. 2. · Sampling and Reconstruction The impulse response of an continuous-time ideal low pass filter is the inverse continuous

• Z-transform operator:

• The z-transform operator is seen to transform the sequence x[n] into the function X{z}, where z is a continuous complex variable.– From time domain (or space domain, n-domain) to the

z-domain

Z-Transform (continue)

{ } ⋅Z

[ ]{ } [ ] ( )zXzkxnxZk

k == ∑∞

−∞=

[ ] [ ] [ ] [ ]{ } ( )ZXnxZknkxnxz

k=↔−= ∑

−∞=

δ

Page 10: Sampling and Reconstruction - 國立臺灣大學 · 2006. 11. 2. · Sampling and Reconstruction The impulse response of an continuous-time ideal low pass filter is the inverse continuous

• Two sided or bilateral z-transform

• Unilateral z-transform

Bilateral vs. Unilateral

( ) [ ]∑∞

−∞=

−=n

nznxzX

( ) [ ]∑∞

=

−=0n

nznxzX

Page 11: Sampling and Reconstruction - 國立臺灣大學 · 2006. 11. 2. · Sampling and Reconstruction The impulse response of an continuous-time ideal low pass filter is the inverse continuous

Example of z-transform

( ) 54321 24642 −−−−− +++++= zzzzzzX

01246420x[n]

N>5543210n≤−1n

Page 12: Sampling and Reconstruction - 國立臺灣大學 · 2006. 11. 2. · Sampling and Reconstruction The impulse response of an continuous-time ideal low pass filter is the inverse continuous

• If we replace the complex variable z in the z-transform by ejw, then the z-transform reduces to the Fourier transform.

• The Fourier transform is simply the z-transform when evaluating X(z) only in a unit circle in the z-plane.

• From another point of view, we can express the complex variable z in the polar form as z = rejw. With z expressed in this form,

Relationship to the Fourier Transform

( ) [ ]( ) [ ]( )∑∑∞

−∞=

−−∞

−∞=

−==

n

jwnn

n

njwjw ernxrenxreX

Page 13: Sampling and Reconstruction - 國立臺灣大學 · 2006. 11. 2. · Sampling and Reconstruction The impulse response of an continuous-time ideal low pass filter is the inverse continuous

• In this sense, the z-transform can be interpreted as the Fourier transform of the product of the original sequence x[n] and the exponential sequence r−n.– For r=1, the z-transform reduces to the Fourier transform.

Relationship to the Fourier Transform (continue)

The unit circle in the complex z plane

Page 14: Sampling and Reconstruction - 國立臺灣大學 · 2006. 11. 2. · Sampling and Reconstruction The impulse response of an continuous-time ideal low pass filter is the inverse continuous

Relationship to the Fourier Transform (continue)

– Beginning at z = 1 (i.e., w = 0) through z = j (i.e., w = π/2) to z = −1 (i.e., w = π), we obtain the Fourier transform from 0≤ w ≤ π.

– Continuing around the unit circle in the z-plane corresponds to examining the Fourier transform from w = π to w = 2π.

– Fourier transform is usually displayed on a linear frequency axis. Interpreting the Fourier transform as the z-transform on the unit circle in the z-plane corresponds conceptually to wrapping the linear frequency axis around the unit circle.

Page 15: Sampling and Reconstruction - 國立臺灣大學 · 2006. 11. 2. · Sampling and Reconstruction The impulse response of an continuous-time ideal low pass filter is the inverse continuous

– The sum of the series may not be converge for all z.• Region of convergence (ROC)

– Since the z-transform can be interpreted as the Fourier transform of the product of the original sequence x[n] and the exponential sequence r−n, it is possible for the z-transform to converge even if the Fourier transform does not.

– Eg., x[n] = u[n] is absolutely summable if r>1. This means that the z-transform for the unit step exists with ROC |z|>1.

Convergence Region of Z-transform

( ) [ ] [ ]∑∑∞

−∞=

−∞

−∞=

− ≤=n

n

n

n znxznxzX

Page 16: Sampling and Reconstruction - 國立臺灣大學 · 2006. 11. 2. · Sampling and Reconstruction The impulse response of an continuous-time ideal low pass filter is the inverse continuous

• In fact, convergence of the power series X(z)depends only on |z|.

• If some value of z, say z = z1, is in the ROC, then all values of z on the circle defined by |z|=| z1| will also be in the ROC.

• Thus the ROC will consist of a ring in the z-plane.

ROC of Z-transform

[ ] ∞<∑∞

−∞=

n

nznx ||

Page 17: Sampling and Reconstruction - 國立臺灣大學 · 2006. 11. 2. · Sampling and Reconstruction The impulse response of an continuous-time ideal low pass filter is the inverse continuous

ROC of Z-transform – Ring Shape

Page 18: Sampling and Reconstruction - 國立臺灣大學 · 2006. 11. 2. · Sampling and Reconstruction The impulse response of an continuous-time ideal low pass filter is the inverse continuous

Analytic Function and ROC

• The z-transform is a Laurent series of z.– A number of theorems from the complex-variable theory

can be employed to study the z-transform.– A Laurent series, and therefore the z-transform,

represents an analytic function at every point inside the region of convergence.

– Hence, the z-transform and all its derivatives exist and must be continuous functions of z with the ROC.

– This implies that if the ROC includes the unit circle, the Fourier transform and all its derivatives with respect to wmust be continuous function of w.

Page 19: Sampling and Reconstruction - 國立臺灣大學 · 2006. 11. 2. · Sampling and Reconstruction The impulse response of an continuous-time ideal low pass filter is the inverse continuous

• First, we analyze the Z-transform of a causal FIR system

– The impulse response is

• Take the z-transform on both sides

Z-transform and Linear Systems

[ ] [ ]∑=

−=M

mm mnxbny

0

[ ] [ ]∑=

−=M

mm mnbnh

0bM…b3b2b1b00h[n]N> MM…3210n<0n

Page 20: Sampling and Reconstruction - 國立臺灣大學 · 2006. 11. 2. · Sampling and Reconstruction The impulse response of an continuous-time ideal low pass filter is the inverse continuous

Z-transform of Causal FIR System (continue)

• Thus, the z-transform of the output of a FIR system is the product of the z-transform of the input signal and the z-transform of the impulse response.

( ) [ ]{ } [ ] [ ]

[ ] [ ] ( )

[ ]{ } [ ]{ } [ ] ( ) ( )zXzHzXnhZnxZzb

zmnxzbzmnxb

zmnxbmnxbZnyZzY

M

m

mm

M

m

mn

n

mm

M

m

n

nm

n

M

m

nm

M

mm

≡==

⎟⎟⎠

⎞⎜⎜⎝

⎛−=−=

−=⎪⎭

⎪⎬⎫

⎪⎩

⎪⎨⎧

−==

∑ ∑∑ ∑

∑ ∑∑

=

=

−−∞

−∞=

=

−∞

−∞=

−∞= =

=

0

00

00

Page 21: Sampling and Reconstruction - 國立臺灣大學 · 2006. 11. 2. · Sampling and Reconstruction The impulse response of an continuous-time ideal low pass filter is the inverse continuous

Z-transform of Causal FIR System (continue)

• H(z) is called the system function (or transfer function) of a (FIR) LTI system.

( ) ∑=

−=M

m

mm zbzH

0

x[n] y[n]h[n]

X(z) Y(z)H(z)

Page 22: Sampling and Reconstruction - 國立臺灣大學 · 2006. 11. 2. · Sampling and Reconstruction The impulse response of an continuous-time ideal low pass filter is the inverse continuous

Multiplication Rule of Cascading System

X(z) Y(z)H1(z)

Y(z) V(z)H2(z)

X(z) Y(z)H1(z)

V(z)H2(z)≡

X(z) Y(z)H1(z)H2(z)≡

Page 23: Sampling and Reconstruction - 國立臺灣大學 · 2006. 11. 2. · Sampling and Reconstruction The impulse response of an continuous-time ideal low pass filter is the inverse continuous

Example

• Consider the FIR system y[n] = 6x[n] − 5x[n−1] + x[n−2]

• The z-transform system function is

( )

( )( ) 211

21

21

31

623

56

z

zzzz

zzzH

⎟⎠⎞

⎜⎝⎛ −⎟⎠⎞

⎜⎝⎛ −

=−−=

+−=

−−

−−

Page 24: Sampling and Reconstruction - 國立臺灣大學 · 2006. 11. 2. · Sampling and Reconstruction The impulse response of an continuous-time ideal low pass filter is the inverse continuous

Delay of one Sample

• Consider the FIR system y[n] = x[n−1], i.e., the one-sample-delay system.

• The z-transform system function is

( ) 1−= zzH

z−1

Page 25: Sampling and Reconstruction - 國立臺灣大學 · 2006. 11. 2. · Sampling and Reconstruction The impulse response of an continuous-time ideal low pass filter is the inverse continuous

Delay of k Samples

( ) kzzH −=

• Similarly, the FIR system y[n] = x[n−k], i.e., the k-sample-delay system, is the z-transform of the impulse response δ[n − k].

z−k

Page 26: Sampling and Reconstruction - 國立臺灣大學 · 2006. 11. 2. · Sampling and Reconstruction The impulse response of an continuous-time ideal low pass filter is the inverse continuous

System Diagram of A Causal FIR System

• The signal-flow graph of a causal FIR system can be re-represented by z-transforms.

x[n]

TD

TD

TD

x[n-2]

x[n-1]

x[n-M]

+

+

+

+

b1

b0

b2

bM

y[n]x[n]

z−1

z−1

z−1

x[n-2]

x[n-1]

x[n-M]

+

+

+

+

b1

b0

b2

bM

y[n]

Page 27: Sampling and Reconstruction - 國立臺灣大學 · 2006. 11. 2. · Sampling and Reconstruction The impulse response of an continuous-time ideal low pass filter is the inverse continuous

Z-transform of General Difference Equation (IIR system)

• Remember that the general form of a linear constant-coefficient difference equation is

• When a0 is normalized to a0 = 1, the system diagram can be shown as below

[ ] [ ]∑∑==

−=−M

mm

N

kk mnxbknya

00for all n

Page 28: Sampling and Reconstruction - 國立臺灣大學 · 2006. 11. 2. · Sampling and Reconstruction The impulse response of an continuous-time ideal low pass filter is the inverse continuous

Review of Linear Constant-coefficient Difference Equation

x[n]

TD

TD

TD

x[n-2]

x[n-1]

x[n-M]

+

+

+

+

b1

b0

b2

bM

+

+

+

+

y[n]

TD

TD

TD

− a1

− a2

− aN y[n-N]

y[n-2]

y[n-1]

Page 29: Sampling and Reconstruction - 國立臺灣大學 · 2006. 11. 2. · Sampling and Reconstruction The impulse response of an continuous-time ideal low pass filter is the inverse continuous

Z-transform of Linear Constant-coefficient Difference Equation

• The signal-flow graph of difference equations represented by z-transforms.

X(z)

z−1

z−1

z−1

+

+

+

+

b1

b0

b2

bM

+

+

+

+

Y(z)

z−1

z−1

z−1

− a1

− a2

− aN

Page 30: Sampling and Reconstruction - 國立臺灣大學 · 2006. 11. 2. · Sampling and Reconstruction The impulse response of an continuous-time ideal low pass filter is the inverse continuous

• From the signal-flow graph,

• Thus,

• We have

Z-transform of Difference Equation (continue)

( ) ( ) ( )∑∑=

−−

=

−=N

k

kk

mM

mm zzYazzXbzY

10

( ) ( ) mM

mm

N

k

kk zzXbzzYa −

==

− ∑∑ =00

( )( )

=

== N

k

kk

mM

mm

za

zb

zXzY

0

0

Page 31: Sampling and Reconstruction - 國立臺灣大學 · 2006. 11. 2. · Sampling and Reconstruction The impulse response of an continuous-time ideal low pass filter is the inverse continuous

• Let

– H(z) is called the system function of the LTI system defined by the linear constant-coefficient difference equation.

– The multiplication rule still holds: Y(z) = H(z)X(z), i.e., Z{y[n]} = H(z)Z{x[n]}.

– The system function of a difference equation (or a generally IIR system) is a rational form X(z) = P(z)/Q(z).

– Since LTI systems are often realized by difference equations, the rational form is the most common and useful for z-transforms.

Z-transform of Difference Equation (continue)

[ ] ∑∑=

−−

=

=N

k

kk

mM

mm zazbzH

00/

Page 32: Sampling and Reconstruction - 國立臺灣大學 · 2006. 11. 2. · Sampling and Reconstruction The impulse response of an continuous-time ideal low pass filter is the inverse continuous

• When ak = 0 for k = 1 … N, the difference equation degenerates to a FIR system we have investigated before.

• It can still be represented by a rational form of the variable z as

Z-transform of Difference Equation (continue)

( ) mM

mmzbzH −

=∑=

0

( ) M

mMM

mm

z

zbzH

=∑

= 0

Page 33: Sampling and Reconstruction - 國立臺灣大學 · 2006. 11. 2. · Sampling and Reconstruction The impulse response of an continuous-time ideal low pass filter is the inverse continuous

• When the input x[n] = δ[n], the z-transform of the impulse response satisfies the following equation:

Z{h[n]} = H(z)Z{δ[n]}.• Since the z-transform of the unit impulse δ[n] is

equal to one, we have Z{h[n]} = H(z)

• That is, the system function H(z) is the z-transform of the impulse response h[n].

System Function and Impulse Response

Page 34: Sampling and Reconstruction - 國立臺灣大學 · 2006. 11. 2. · Sampling and Reconstruction The impulse response of an continuous-time ideal low pass filter is the inverse continuous

• Convolution

• Take the z-transform on both sides:

Z-transform vs. Convolution

Page 35: Sampling and Reconstruction - 國立臺灣大學 · 2006. 11. 2. · Sampling and Reconstruction The impulse response of an continuous-time ideal low pass filter is the inverse continuous

Time domain convolution implies Z-domain multiplication

Z-transform vs. Convolution (con’t)

Page 36: Sampling and Reconstruction - 國立臺灣大學 · 2006. 11. 2. · Sampling and Reconstruction The impulse response of an continuous-time ideal low pass filter is the inverse continuous

• Generally, for a linear system,y[n] = T{x[n]}

– it can be shown thatY{z} = H(z)X(z).

where H(z), the system function, is the z-transform of the impulse response of this system T{⋅}.

– Also, cascading of systems becomes multiplication of system function under z-transforms.

System Function and Impulse Response (continue)

X(z) Y(z) (= H(z)X(z))H(z)/H(ejw)

X(ejw) Y(ejw) (= H(ejw)X(ejw))

Z-transform

Fourier transform

Page 37: Sampling and Reconstruction - 國立臺灣大學 · 2006. 11. 2. · Sampling and Reconstruction The impulse response of an continuous-time ideal low pass filter is the inverse continuous

• Pole:– The pole of a z-transform X(z) are the values of z for

which X(z)= ∞.• Zero:

– The zero of a z-transform X(z) are the values of z for which X(z)=0.

• When X(z) = P(z)/Q(z) is a rational form, and both P(z) and Q(z) are polynomials of z, the poles of are the roots of Q(z), and the zeros are the roots of P(z), respectively.

Poles and Zeros

Page 38: Sampling and Reconstruction - 國立臺灣大學 · 2006. 11. 2. · Sampling and Reconstruction The impulse response of an continuous-time ideal low pass filter is the inverse continuous

• Zeros of a system function– The system function of the FIR system y[n] = 6x[n] −

5x[n−1] + x[n−2] has been shown as

• The zeros of this system are 1/3 and 1/2, and the pole is 0.

• Since 0 and 0 are double roots of Q(z), the pole is a second-order pole.

Examples

( ) ( )( )zQzP

z

zzzH =

⎟⎠⎞

⎜⎝⎛ −⎟⎠⎞

⎜⎝⎛ −

= 221

31

6

Page 39: Sampling and Reconstruction - 國立臺灣大學 · 2006. 11. 2. · Sampling and Reconstruction The impulse response of an continuous-time ideal low pass filter is the inverse continuous

Example: Finite-length Sequence (FIR System)

( )⎪⎩

⎪⎨⎧ −≤≤=

otherwiseNnanx

n

010Given

Then ( ) ( ) ( )

azaz

z

azazazzazX

NN

N

N

n

NnN

n

nn

−−

=

−===

=−

−−

=

− ∑∑

1

1

01

11

1

0

1

11

There are the N roots of zN = aN, zk = aej(2πk/N). The root of k = 0cancels the pole at z=a. Thus there are N−1 zeros, zk = aej(2πk/N), k = 1 …N, and a (N−1)th order pole at zero.

Page 40: Sampling and Reconstruction - 國立臺灣大學 · 2006. 11. 2. · Sampling and Reconstruction The impulse response of an continuous-time ideal low pass filter is the inverse continuous

Pole-zero Plot

Page 41: Sampling and Reconstruction - 國立臺灣大學 · 2006. 11. 2. · Sampling and Reconstruction The impulse response of an continuous-time ideal low pass filter is the inverse continuous

• Right-sided sequence: – A discrete-time signal is right-sided if it is nonzero

only for n≥0.• Consider the signal x[n] = anu[n].

• For convergent X(z), we need

– Thus, the ROC is the range of values of z for which |az−1| < 1 or, equivalently, |z| > a.

Example: Right-sided Exponential Sequence

( ) [ ] ( )∑∑∞

=

−∞

−∞=

− ==0

1

n

n

n

nn azznuazX

( ) ∞<∑∞

=

0

1

n

naz

Page 42: Sampling and Reconstruction - 國立臺灣大學 · 2006. 11. 2. · Sampling and Reconstruction The impulse response of an continuous-time ideal low pass filter is the inverse continuous

• By sum of power series,

• There is one zero, at z=0, and one pole, at z=a.

Example: Right-sided Exponential Sequence (continue)

( ) ( ) azaz

zaz

azzXn

n>

−=

−==

=

−∑ 1

11

0

1 ,

: zeros× : poles

Gray region: ROC

Page 43: Sampling and Reconstruction - 國立臺灣大學 · 2006. 11. 2. · Sampling and Reconstruction The impulse response of an continuous-time ideal low pass filter is the inverse continuous

• Left-sided sequence: – A discrete-time signal is left-sided if it is nonzero only

for n ≤ −1.• Consider the signal x[n] = −anu[−n−1].

– If |az−1| < 1 or, equivalently, |z| < a, the sum converges.

Example: Left-sided Exponential Sequence

( ) [ ]

( )∑∑

∑∑∞

=

−∞

=

−∞=

−∞

−∞=

−==

−=−−−=

0

1

1

1

1

1

n

n

n

nn

n

nn

n

nn

zaza

zaznuazX

Page 44: Sampling and Reconstruction - 國立臺灣大學 · 2006. 11. 2. · Sampling and Reconstruction The impulse response of an continuous-time ideal low pass filter is the inverse continuous

• By sum of power series,

• There is one zero, at z=0, and one pole, at z=a.

Example: Left-sided Exponential Sequence (continue)

( ) azaz

zzaza

zazX <

−=

−=

−−=

1111 1

1

1 ,

The pole-zero plot and the algebraic expression of the system function are the same as those in the previous example, but the ROC is different.

Page 45: Sampling and Reconstruction - 國立臺灣大學 · 2006. 11. 2. · Sampling and Reconstruction The impulse response of an continuous-time ideal low pass filter is the inverse continuous

Hence, to uniquely identify a sequence from its z-transform, we have to specify additionally the ROC of the z-transform.

( ) ( ) ( )nununxnn

⎟⎠

⎞⎜⎝

⎛−+⎟⎠

⎞⎜⎝

⎛=31

21

( ) ( ) ( )

⎟⎠⎞

⎜⎝⎛ +⎟⎠⎞

⎜⎝⎛ −

⎟⎠⎞

⎜⎝⎛ −

=+

+−

=

⎟⎠

⎞⎜⎝

⎛−+⎟⎠

⎞⎜⎝

⎛=

⎟⎠

⎞⎜⎝

⎛−+⎟⎠

⎞⎜⎝

⎛=

−−

=

−∞

=

−∞=

−∞

−∞=

∑∑

∑∑

31

21

1212

311

1

211

1

31

21

31

21

11

00

zz

zz

zz

zz

znuznuzX

n

nn

n

nn

n

nn

n

nn

Then

Another example: given

Page 46: Sampling and Reconstruction - 國立臺灣大學 · 2006. 11. 2. · Sampling and Reconstruction The impulse response of an continuous-time ideal low pass filter is the inverse continuous

( )21

211

1 21

1>

−⎟⎠

⎞⎜⎝

⎛−

↔ zz

nuzn

,

( )31

311

1 31

1>

+⎟⎠

⎞⎜⎝

⎛−−

↔ zz

nuzn

,

Thus

( ) ( )21

311

1

211

1 31

21

11>

++

−⎟⎠

⎞⎜⎝

⎛−+⎟⎠

⎞⎜⎝

⎛−−

↔ zzz

nunuznn

,

Page 47: Sampling and Reconstruction - 國立臺灣大學 · 2006. 11. 2. · Sampling and Reconstruction The impulse response of an continuous-time ideal low pass filter is the inverse continuous
Page 48: Sampling and Reconstruction - 國立臺灣大學 · 2006. 11. 2. · Sampling and Reconstruction The impulse response of an continuous-time ideal low pass filter is the inverse continuous

Consider another two-sided exponential sequence

( ) ( ) ( )121

31

−−⎟⎠

⎞⎜⎝

⎛−⎟⎠

⎞⎜⎝

⎛−= nununxnn

Given

Since ( )31

311

1 31

1>

+⎟⎠

⎞⎜⎝

⎛−−

↔ zz

nuzn

,

and by the left-sided sequence example

( )21

211

1 121

1<

−−−⎟

⎞⎜⎝

⎛−−

↔ zz

nuzn

,

Page 49: Sampling and Reconstruction - 國立臺灣大學 · 2006. 11. 2. · Sampling and Reconstruction The impulse response of an continuous-time ideal low pass filter is the inverse continuous

( )⎟⎠⎞

⎜⎝⎛ −⎟⎠⎞

⎜⎝⎛ +

⎟⎠⎞

⎜⎝⎛ −

=−

++

=−−

21

31

1212

211

1

311

111 zz

zz

zzzX

Again, the poles and zeros are the same as the previous example, but the ROC is not.

Page 50: Sampling and Reconstruction - 國立臺灣大學 · 2006. 11. 2. · Sampling and Reconstruction The impulse response of an continuous-time ideal low pass filter is the inverse continuous

Some Common Z-transform Pairs

[ ]

[ ]

[ ]

[ ]

[ ]

[ ]

[ ] ( ) . :ROC 1

. :ROC 1

11

. :ROC 1

1. 0) (if or 0) (if 0except all :ROC

1. :ROC 1

11

1. :ROC 1

1. all :ROC 1

21

1

1

1

1

1

azaz

aznuna

azaz

nua

azaz

nua

mmzzmn

zz

nu

zz

nu

zn

n

n

n

m

>−

<−

↔−−−

>−

<∞>↔−

<−

↔−−−

>−

δ

δ

Page 51: Sampling and Reconstruction - 國立臺灣大學 · 2006. 11. 2. · Sampling and Reconstruction The impulse response of an continuous-time ideal low pass filter is the inverse continuous

Some Common Z-transform Pairs (continue)

[ ]( )

[ ] [ ] [ ][ ]

[ ] [ ] [ ][ ]

[ ] [ ] [ ][ ]

[ ] [ ] [ ][ ]

.0 :ROC 1

10

10

. :ROC 21

. :ROC 211

1. :ROC 21

1. :ROC 211

. :ROC 1

1

1

2210

10

0

2210

10

0

210

10

0

210

10

0

21

1

>−

−↔

⎪⎩

⎪⎨⎧ −≤≤

>+−

>+−

−↔

>+−

>+−

−↔

<−

↔−−−

−−

−−

−−

−−

zaz

zaotherwise

Nna

rzzrzwr

zwrnunwr

rzzrzwr

zwrnunwr

zzzw

zwnunw

zzzw

zwnunw

azaz

aznuna

NNn

n

n

n

cossin

sin

coscos

cos

cossin

sin

coscos

cos

Page 52: Sampling and Reconstruction - 國立臺灣大學 · 2006. 11. 2. · Sampling and Reconstruction The impulse response of an continuous-time ideal low pass filter is the inverse continuous

Properties of the ROC

• The ROC is a ring or disk in the z-plane centered at the origin; i.e., 0 ≤ rR < |z| ≤ rL ≤ ∞.

• The Fourier transform of x[n] converges absolutely iff the ROC includes the unit circle.

• The ROC cannot contain any poles• If x[n] is a finite-length (finite-duration) sequence,

then the ROC is the entire z-plane except possible z = 0 or z = ∞.

• If x[n] is a right-sided sequence, the ROC extends outward from the outermost (i.e., largest magnitude) finite pole in X(z) to (and possibly include) z=∞.

Page 53: Sampling and Reconstruction - 國立臺灣大學 · 2006. 11. 2. · Sampling and Reconstruction The impulse response of an continuous-time ideal low pass filter is the inverse continuous

Properties of the ROC (continue)

• If x[n] is a left-sided sequence, the ROC extends inward from the innermost (i.e., smallest magnitude) nonzero pole in X(z) to (and possibly include) z = 0.

• A two-sided sequence x[n] is an infinite-duration sequence that is neither right nor left sided. The ROC will consist of a ring in the z-plane, bounded on the interior and exterior by a pole, but not containing any poles.

• The ROC must be a connected region.

Page 54: Sampling and Reconstruction - 國立臺灣大學 · 2006. 11. 2. · Sampling and Reconstruction The impulse response of an continuous-time ideal low pass filter is the inverse continuous

Example

A system with three poles

Page 55: Sampling and Reconstruction - 國立臺灣大學 · 2006. 11. 2. · Sampling and Reconstruction The impulse response of an continuous-time ideal low pass filter is the inverse continuous

Different possibilities of the ROC. (b) ROC to a right-sided sequence. (c) ROC to a left-handed sequence.

Page 56: Sampling and Reconstruction - 國立臺灣大學 · 2006. 11. 2. · Sampling and Reconstruction The impulse response of an continuous-time ideal low pass filter is the inverse continuous

Different possibilities of the ROC. (b) ROC to a two-sided sequence. (c) ROC to another two-sided sequence.

Page 57: Sampling and Reconstruction - 國立臺灣大學 · 2006. 11. 2. · Sampling and Reconstruction The impulse response of an continuous-time ideal low pass filter is the inverse continuous

ROC vs. Linear System

• Consider the system function H(z) of a linear system:– If the system is stable, the impulse response h(n) is

absolutely summable and therefore has a Fourier transform, then the ROC must include the unit circle,.

– If the system is causal, then the impulse response h(n) is right-sided, and thus the ROC extends outward from the outermost (i.e., largest magnitude) finite pole in H(z) to (and possibly include) z=∞.

Page 58: Sampling and Reconstruction - 國立臺灣大學 · 2006. 11. 2. · Sampling and Reconstruction The impulse response of an continuous-time ideal low pass filter is the inverse continuous

Inverse Z-transform

• Given X(z), find the sequence x[n] that has X(z) as its z-transform.

• We need to specify both algebraic expression and ROC to make the inverse Z-transform unique.

• Techniques for finding the inverse z-transform:– Investigation method:

• By inspect certain transform pairs.• Eg. If we need to find the inverse z-transform of

From the transform pair we see that x[n] = 0.5nu[n].

( ) 15011

−−=

zzX

.

Page 59: Sampling and Reconstruction - 國立臺灣大學 · 2006. 11. 2. · Sampling and Reconstruction The impulse response of an continuous-time ideal low pass filter is the inverse continuous

Inverse Z-transform by Partial Fraction Expansion

• If X(z) is the rational form with

• An equivalent expression is

( )∑

=

== N

k

kk

mM

mm

za

zbzX

0

0

( )∑

=

=

=

−−

=

== N

k

kNk

M

mMM

mm

N

N

k

kNk

N

mMM

mm

M

zaz

zbz

zaz

zbzzX

0

0

0

0

Page 60: Sampling and Reconstruction - 國立臺灣大學 · 2006. 11. 2. · Sampling and Reconstruction The impulse response of an continuous-time ideal low pass filter is the inverse continuous

Inverse Z-transform by Partial Fraction Expansion (continue)

• There will be M zeros and N poles at nonzero locations in the z-plane.

• Note that X(z) could be expressed in the form

where ck’s and dk’s are the nonzero zeros and poles, respectively.

( )( )

( )∏

=

=

= N

mk

M

mm

zd

zc

ab

zX

1

1

1

1

0

0

1

1

Page 61: Sampling and Reconstruction - 國立臺灣大學 · 2006. 11. 2. · Sampling and Reconstruction The impulse response of an continuous-time ideal low pass filter is the inverse continuous

Inverse Z-transform by Partial Fraction Expansion (continue)

• Then X(z) can be expressed as

Obviously, the common denominators of the fractions in the above two equations are the same. Multiplying both sides of the above equation by 1−dkz−1 and evaluating for z = dk shows that

( ) ∑=

−−=

N

k k

k

zdA

zX1

11

( ) ( )kdzkk zXzdA =

−−= 11

Page 62: Sampling and Reconstruction - 國立臺灣大學 · 2006. 11. 2. · Sampling and Reconstruction The impulse response of an continuous-time ideal low pass filter is the inverse continuous

Example

• Find the inverse z-transform of

X(z) can be decomposed as

Then

( )( )( ) ( )( ) 2

1 211411

111 >

−−=

−−z

zzzX

//

( )( ) ( )( )( ) ( ) 2211

1411

211

2

411

1

=−=

−=−=

=−

=−

/

/

/

/

z

z

zXzA

zXzA

( )( )( ) ( )( )1

21

1

211411 −− −+

−=

zA

zAzX

//

Page 63: Sampling and Reconstruction - 國立臺灣大學 · 2006. 11. 2. · Sampling and Reconstruction The impulse response of an continuous-time ideal low pass filter is the inverse continuous

Example (continue)

• Thus

From the ROC, we have a right-hand sequence. So

( )( )( ) ( )( )11 211

24111

−− −+

−=

zzzX

//

[ ] [ ] [ ]nununxnn

⎟⎠

⎞⎜⎝

⎛−⎟⎠

⎞⎜⎝

⎛=41

212

Page 64: Sampling and Reconstruction - 國立臺灣大學 · 2006. 11. 2. · Sampling and Reconstruction The impulse response of an continuous-time ideal low pass filter is the inverse continuous

• Find the inverse z-transform of

Since both the numerator and denominator are of degree 2, a constant term exists.

B0 can be determined by the fraction of the coefficients of z−2, B0 = 1/(1/2) = 2.

Another Example

( ) ( )( )( )( ) 1

12111

11

21>

−−

+=

−−

zzz

zzX/

( )( )( ) ( )1

21

10 1211 −− −

+−

+=z

Az

ABzX/

Page 65: Sampling and Reconstruction - 國立臺灣大學 · 2006. 11. 2. · Sampling and Reconstruction The impulse response of an continuous-time ideal low pass filter is the inverse continuous

From the ROC, the solution is right-handed. So

Another Example (continue)

( )( )( ) ( )

( )( )( ) ( )( )

( )( )( )( ) 811211

512

92111211

512

12112

11

11

1

2

211

11

1

1

12

11

=−−−

+−+=

=−−−

+−+=

−+

−+=

=−

−−

=−

−−

−−

z

z

zzz

zA

zzz

zA

zA

zAzX

/

//

/

/

( )( )( ) ( )

[ ] [ ] ( ) [ ] [ ]nununnx

zzzX

n 82192

18

21192 11

+−=

−+

−−=

−−

/

/

δ

Page 66: Sampling and Reconstruction - 國立臺灣大學 · 2006. 11. 2. · Sampling and Reconstruction The impulse response of an continuous-time ideal low pass filter is the inverse continuous

• We can determine any particular value of the sequence by finding the coefficient of the appropriate power of z−1 .

Power Series Expansion

( ) [ ]

[ ] [ ] [ ] [ ] [ ] ...... ++++−+−+=

=

−−

−∞=

−∑212 21012 zxzxxzxzx

znxzXn

n

Page 67: Sampling and Reconstruction - 國立臺灣大學 · 2006. 11. 2. · Sampling and Reconstruction The impulse response of an continuous-time ideal low pass filter is the inverse continuous

• Find the inverse z-transform of

By directly expand X(z), we have

Thus,

Example: Finite-length Sequence

( ) ( )( )( )1112 11501 −−− −+−= zzzzzX .

( ) 12 50150 −+−−= zzzzX ..

[ ] [ ] [ ] [ ] [ ]1501502 −+−+−+= nnnnnx δδδδ ..

Page 68: Sampling and Reconstruction - 國立臺灣大學 · 2006. 11. 2. · Sampling and Reconstruction The impulse response of an continuous-time ideal low pass filter is the inverse continuous

• Find the inverse z-transform of

Using the power series expansion for log(1+x) with |x|<1, we obtain

Thus

Example

( ) ( ) azazzX >+= − 1 1log

( ) ( )∑∞

=

−+−=

1

11

n

nnn

nzazX

[ ] ( )⎪⎩

⎪⎨⎧

≤≥−=

+

0011 1

nnnanx

nn /

Page 69: Sampling and Reconstruction - 國立臺灣大學 · 2006. 11. 2. · Sampling and Reconstruction The impulse response of an continuous-time ideal low pass filter is the inverse continuous

• Suppose

• Linearity

Z-transform Properties

[ ] ( )

[ ] ( )

[ ] ( )2

1

ROC

ROC

ROC

22

11

x

z

x

zx

z

RzXnx

RzXnx

RzXnx

=↔

=↔

=↔

[ ] [ ] ( ) ( )21

ROC2121 xx

zRR z bXz aX nb x nax ∩=+↔+

Page 70: Sampling and Reconstruction - 國立臺灣大學 · 2006. 11. 2. · Sampling and Reconstruction The impulse response of an continuous-time ideal low pass filter is the inverse continuous

• Time shifting

• Multiplication by an exponential sequence

Z-transform Properties (continue)

[ ] ( ) xn

zR zX z nnx ROC0

0 =↔− − (except for the possible addition or deletion of z=0or z=∞.)

[ ] ( ) x

zn Rz zz X nxz 000 ROC =↔ /

Page 71: Sampling and Reconstruction - 國立臺灣大學 · 2006. 11. 2. · Sampling and Reconstruction The impulse response of an continuous-time ideal low pass filter is the inverse continuous

• Differentiation of X(z)

• Conjugation of a complex sequence

Z-transform Properties (continue)

[ ] ( )x

zR

dzzdXz nnx ROC =−↔

[ ] ( ) x

zR z X nx ROC =↔ ***

Page 72: Sampling and Reconstruction - 國立臺灣大學 · 2006. 11. 2. · Sampling and Reconstruction The impulse response of an continuous-time ideal low pass filter is the inverse continuous

• Time reversal

If the sequence is real, the result becomes

• Convolution

Z-transform Properties (continue)

[ ] ( )x

z

R z X nx 1 ROC1 =↔− /

[ ] ( )x

z

R z X nx 1 ROC1 =↔− */**

[ ] [ ] ( ) ( )21

contains ROC2121 xx

zRR zXz X nxnx ∩↔∗

Page 73: Sampling and Reconstruction - 國立臺灣大學 · 2006. 11. 2. · Sampling and Reconstruction The impulse response of an continuous-time ideal low pass filter is the inverse continuous

• Initial-value theorem: If x[n] is zero for n<0 (i.e., if x[n] is causal), then

• Inver z-transform formula:

Z-transform Properties (continue)

[ ] ( )zX xz ∞→

= lim0

Find the inverse z-transform by Integration in the complex domain

dzzzXj

zXZ n 11 )(21)}({ −− ∫=π

Page 74: Sampling and Reconstruction - 國立臺灣大學 · 2006. 11. 2. · Sampling and Reconstruction The impulse response of an continuous-time ideal low pass filter is the inverse continuous

1. A finite-length sequence is non-zero only at a finite number of positions. If m and n are the first and last non-zero positions, respectively, then we call n−m+1 the length of that sequence. What maximum length can the result of the convolution of two sequences of length k and l have?

2. An LTI system is described by the following difference equation: y[n] = 0.3y[n-1] + y[n-2] − 0.2y[n-3] + x[n]. Find the system function and frequency response of this system.

3. Find the inverse z-transform of the following system:

Homework #2

( )31||

)31)(1(

)1(<

++

−= z

zz

zzzY