EC1252 Signals & Systems General Overview (Courtesy REC)
EC1252 Signals & Systems General Overview (Courtesy REC)
Mrs.S.Suganthi., Senior
Lecturer/ECE.
Mrs. A. Ahila Senior Lecturer/ECE
UNIT I
SIGNAL
► Signal is a physical quantity that
varies with respect to time , space or
any other independent variable
Eg x(t)= sin t.
► the major classifications of the
signal are:
(i) Discrete time signal
(ii) Continuous time signal
Unit Step &Unit Impulse
Discrete time Unit impulse is defined as
δ [n]= {0, n≠ 0
{1, n=0
Unit impulse is also known as unit sample.
Discrete time unit step signal is defined by
U[n]={0,n=0
{1,n>= 0
Continuous time unit impulse is defined as
δ (t)={1, t=0
{0, t ≠ 0
Continuous time Unit step signal is defined as
U(t)={0, t<0
{1, t≥0
SIGNAL
1 p −1 1p −ikω0 t
Xk = ∑ x(n)e −ikω0n Xk = ∫ x( t )e dt
p n =0 p0
The complex exponential Fourier coefficients are a
sequence of complex numbers representing the
frequency component ω0k.
Fourier series
1 π
We can perform a similar reconstruction
iωn dω
∞ aperiodic
1 for iωt dω
x(n) =
signals ∫ X( ω)e x( t ) = ∫ X( ω)e
2π − π 2π − ∞
Fourier Transform of Impulse Functions
Find the Fourier transform of the Dirac delta function:
∞ ∞
X(ω) = −iωt dt = δ( t )e −iωt dt = e −iω0 = 1
∫ x ( t )e ∫
−∞ −∞
Find the DTFT of the Kronecker delta function:
∞ ∞
−iωn −iωn −iω0
X( ω) = ∑ x(n)e = ∑ δ(n)e =e =1
n = −∞ n = −∞
The delta functions contain all frequencies at equal
amplitudes.
Roughly speaking, that’s why the system response to an
impulse input is important: it tests the system at all
Laplace Transform
► Lapalce transform is a generalization of the Fourier transform in
the sense that it allows “complex frequency” whereas Fourier
analysis can only handle “real frequency”. Like Fourier transform,
Lapalce transform allows us to analyze a “linear circuit” problem,
no matter how complicated the circuit is, in the frequency domain
in stead of in he time domain.
► Mathematically, it produces the benefit of converting a set of
differential equations into a corresponding set of algebraic
equations, which are much easier to solve. Physically, it produces
more insight of the circuit and allows us to know the bandwidth,
phase, and transfer characteristics important for circuit analysis
and design.
► Most importantly, Laplace transform lifts the limit of Fourier
analysis to allow us to find both the steady-state and “transient”
responses of a linear circuit. Using Fourier transform, one can
only deal with he steady state behavior (i.e. circuit response
under indefinite sinusoidal excitation).
► Using Laplace transform, one can find the response under any
types of excitation (e.g. switching on and off at any given time(s),
sinusoidal, impulse, square wave excitations, etc.
Laplace Transform
Application of Laplace
Transform to Circuit Analysis
system
► X(n-k) y(n-k)
► Y(t)=x(t)*h(t) Y[n]=x[n]*h[n]
UNIT III
Sampling theory
► The theory of taking discrete sample values (grid of
color pixels) from functions defined over continuous
domains (incident radiance defined over the film
plane) and then using those samples to reconstruct
new functions that are similar to the original
(reconstruction).
► Sampler: selects sample points on the image plane
► Filter: blends multiple samples together
Sampling theory
► For band limited function, we can just
increase the sampling rate
► • However, few of interesting functions
in computer graphics are band limited,
in particular, functions with
discontinuities.
► • It is because the discontinuity always
falls between two samples and the
samples provides no information of the
discontinuity.
Sampling theory
Aliasing
Z-transforms
► Fordiscrete-time systems, z-
transforms play the same role of
Laplace transforms do in continuous-
time systems
Bilateral Forward z-transform
∞
Bilateral Inverse z-transform
1
H [ z] = ∑ h[ n] z − n h[n] = ∫ H [ z ] z − n +1
dz
n = −∞ 2π j R
Im{z} Im{z}
Intersection
Complement of a disk and
of a disk Re{z} complement Re{z}
of a disk
Z-transform Pairs
► h[n] = δ[n] ► h[n] = a n u [n ]
∞ 0
∑ δ [ n] z = ∑ δ [ n] z − n = 1
∞
∑ a u[ n] z
−n
H [ z] = H [ z] = n −n
n = −∞ n =0
n = −∞
Region of ∞
a ∞ n
= ∑ a z = ∑ n −n
convergence: entire n =0 n =0 z
1 a
z-plane = if <1
a z
∞ 1 1−
δ [ n − 1] z = ∑ δ [ n − 1] z
► h[n]∑=
−n −n
H [ z] = = z −1 z
δ[n-1]
n = −∞ n =1
Region of
Region of convergence: |
convergence: entire z| > |a| which
is the
Stability
► Rule #1: For a causal sequence, poles
are inside the unit circle (applies to z-
transform functions that are ratios of
two polynomials)
► Rule #2: More generally, unit circle is
included in region of convergence. (In
continuous-time, 1the imaginary axis
Z
u[ n] ↔
n
for z > a
would be ina the region
−1
1− a z of convergence
of the Laplace transform.)
Inverse z-transform
c + j∞
1
f [ n] = ∫ F [ z ] z n −1
dz
2πj c − j∞
► Yuk! Using the definition requires a
contour integration in the complex z-
plane.
► Fortunately, we tend to be interested
in only a few basic signals (pulse, step,
etc.)
Virtually all of the signals we’ll see can be
built up from these basic signals.
Example
z 2 + 2z +1 ► Ratio of polynomial
X [ z] =
3 1
z2 − z +
2 2
z-domain functions
1 + 2 z −1 + z −2
► Divide through by
X [ z] =
3 1
1 − z −1 + z − 2 the highest power of
2 2
z
1 + 2 z −1 + z −2
X [ z] = ► Factor denominator
1 − z (1 − z )
1 −1 −1
2 into first-order
X [ z ] = B0 +
A1
+
A2 factors
1 −1 1 − z −1
1− z ► Use partial fraction
2
decomposition to get
first-order terms
Example (con’t)
2
1 − 2 3 −1
z − z + 1 z − 2 + 2 z −1 + 1 ► Find B0 by
2 2
z − 2 − 3 z −1 + 2 polynomial
5 z −1 − 1 division
− 1 + 5 z −1
X [ z] = 2 +
1 −1
1 − z 1 − z
−1
( )
2 ► Express in terms
1 + 2 z −1 + z −2 1+ 4 + 4
A1 = = = −9 of B0
1 − z −1 z −1 = 2
1− 2
1 + 2 z −1 + z − 2 1+ 2 +1
A2 = = =8
1
1 − z −1
1 ► Solve for A1 and A2
2 z −1 =1 2
Example (con’t)
► Express X[z] in terms of B0, A1, and A2
9 8
X [ z] = 2 − +
1 −1 1 − z −1
1− z
2
► Use table to obtain inverse z-transform
n
1
x[ n] = 2 δ [ n] − 9 u[ n] + 8 u[ n]
2
a1 f1 [ n] + a2 f 2 [ n] ⇔ a1 F1 [ z ] + a2 F2 [ z ]
n =1
Z-transform Properties
► Convolution
∞
f1 [ n] ∗ f 2 [ n] = ∑ f [ m] f [ n − m]
1 2
definition
m = −∞
∞
Z { f1 [ n] ∗ f 2 [ n]} = Z ∑ f1 [ m] f 2 [ n − m]
► Take z-transform
m = −∞
∞
∞ ► Z-transform
= ∑ ∑ f1 [ m] f 2 [ n − m] z − n
n = −∞ m = −∞ definition
∞ ∞
= ∑ f [ m] ∑ f [ n − m] z
m = −∞
1
n = −∞
2
−n
► Interchange
∞ ∞ summation
= ∑ f [ m] ∑ f [ r ] z (
m = −∞
1
r = −∞
2
− r +m )
∞
∞
► Substitute r = n - m
= ∑ f1 [ m]z − m ∑ f 2 [ r ] z − r
m = −∞ r = −∞ ► Z-transform
= F1 [ z ] F2 [ z ]
definition
UNIT IV
Introduction
► Impulse response h[n] can fully characterize a LTI
system, and we can have the output of LTI
system as
y[ n] = x[ n] ∗ h[ n]
►
Y z( )
= X
transfer or system function H(z).
z H( ) ( )
The z-transform of impulse response is called
z .
H (e ) = H ( z )
jω
z =1
► Frequencyz =response
1, at is valid
if ROC includes ( )
Y eand
jω
= X ( e jω ) H ( e jω )
5.1 Frequency Response of LIT
System
jω jω j∠X ( e jω ) jω jω j∠H ( e jω )
► Consider X (e ) = X ( e ) e and H (e ) = H (e ) e
, then
magnitude
Y ( e jω ) = X ( e jω ) H ( e jω )
phase
jω jω jω
∠Y ( e ) = ∠X ( e ) + ∠H ( e )
► General form
N of LCCDE
M
∑ a y [ n − k ] = ∑ b x[ n − k ]
k =0
k
k =0
k
N M
∑ k
a
k =0
z Y ( z −k
) = ∑ k X ( z)
b z −k
k =0
► Compute the z-transform
M
Y ( z) ∑k
b z −k
H ( z) = = k =0
X ( z) N
∑ k
a z
k =0
−k
System Function: Pole/zero
Factorization
► Stability requirement can be verified.
► Choice of ROC determines causality.
► Location of zeros and poles determines
(1 − c z )
the frequency response and phase
M
b0 ∏ −1
k
zeros : c1 , c2 ,..., cM .
H ( z) = k =1
∏ (1 − d z )
N
a0 −1 poles : d1 , d 2 ,..., d N .
k
k =1
Second-order System
► Suppose the system function of a LTI system
is H ( z) =
(1 + z −1 )2
.
1 −1 3 −1
(1 − z )(1 + z )
2 4
∑ h[n] < ∞
n = −∞
► This
condition is identical to the
∞
condition∑that
h[n ]z −n < ∞ when z = 1.
n = −∞
a 1 a 1 Re a b
Re Re
► The system
1 function is obtained as
H ( z) =
5 −1 −2
1− z +z
2
1
=
1 −1
(1 − z )(1 − 2 z −1 )
2
System Function: Inverse
Systems
H i ( z) H ( z)
► is an inverse system for , if
G ( z ) = H ( z ) H i ( z ) = 1 ⇔ g [ n ] = h[ n ] ∗ hi [ n ] = δ [ n ]
1 1
Hi ( z) = jω
⇔ H i (e ) =
H ( z) H ( e jω )
► The ROCs ofH ( z ) and H i ( z )must overlap.
► Useful for canceling the effects of another system
► See the discussion in Sec.5.2.2 regarding ROC
All-pass System
►A system of the−1 form (or cascade of
∗
these) H Ap ( Z ) = z − a pole : a = re jθ
−1
1 − az zero : 1 / a* = r −1e jθ
− jω ∗ jω
e −a − jω 1 − a * e
H Ap ( e ) =
jω
− jω
=e − jω
1 − ae 1 − ae
H Ap ( e jω ) = 1
All-pass System: General Form
► In general, all pass systems have form
Mr
z −1 − d k M c ( z −1 − ek* )( z −1 − ek )
H Ap ( z ) = ∏ −1 ∏ −1 * −1
k =1 1 − d k z k =1 (1 − ek z )(1 − ek z )
Causal/stable: ek , d k < 1
All-Pass System Example
Im
Unit
circle z-plane
M r = 2 and M c = 1
0.8
Re
4 3 0.5
− − 2
3 4
pole : re jθ reciprocal
→ zero : r −1e jθ
& conjugate
∑ â y[n − k ] = ∑ b̂ x[n − k ]
k =0
k
k =0
k
∑ k
b z −k
H( z ) = k =0
N
1 − ∑ ak z −k
► Transfer function
can
k =1
be written as
M
1 −k
H( z ) = H2 ( z )H1 ( z ) = ∑ bk z
N
−k k = 0
1 − ∑
k =1
a k z
M −k
V ( z ) = H1 ( z ) X( z ) = ∑ bk z X( z ) M
k =0 v[n] = ∑ b x[n − k ]
k
N
w[n] = ∑ a w[n − k ] + x[n]
k
k =1
1
W( z ) = H2 ( z ) X( z ) = X ( z ) M
N y[n] = ∑ b w[n − k ]
k
1 − ∑ ak z
−k
k =0
k =1
M
Y ( z ) = H1 ( z ) W( z ) = ∑ bk z −k W( z )
k =0
Alternative Block Diagram
► Wecan change the order of the
cascade systems
N
w[n] = ∑ a w[n − k ] + x[n]
k
k =1
M
y[n] = ∑ b w[n − k ]
k
k =0
Direct Form II
► No need to store the same
data twice in previous
system
► So we can collapse the
delay elements into one
chain
► This is called Direct Form II
or the Canonical Form
► Theoretically no difference
between Direct Form I and II
► Implementation wise
Less memory in Direct II
Difference when using
finite-precision
arithmetic
Signal Flow Graph
Representation
► Similar
to block diagram
representation
Notational differences
►A network of directed branches
connected at nodes
Example
► Representation of Direct Form II with
signal flow graphs w [n] = aw [n] + x[n]
1 4
w2 [n] = w1 [n]
w3 [n] = b0w2 [n] + b1w4 [n]
w4 [n] = w2 [n − 1]
y[n] = w3 [n]
∏ (1 − f z )∏ (1 − g z )(1 − g z )
k
−1
k
−1 ∗
k
−1
H( z ) = A k =1
N1
k =1
N2
∏ (1 − c z )∏ (1 − d z )(1 − d z )
k =1
k
−1
k =1
k
−1 ∗
k
−1
M1
b0k + b1k z −1 − b2k z −2
H( z ) = ∏ −1 −2
k =1 1 − a1k z − a2k z
► More practical form in 2nd order systems
Example
H( z ) =
1 + 2z + z (1 + z
−1 −2
=
−1
)(1 + z )
−1
1 − 0.75z −1
+ 0.125z −2
(1 − 0.5z −1
)(1 − 0.25z )
−1
=
(1 + z )
−1
(1 + z )
−1
(1 − 0.5z ) (1 − 0.25z )
−1 −1
H( z ) =
NP NP
Ak NP
(
Bk 1 − ek z −1 )
∑ Ck z − k
k =0
+∑
k =1 1 − ck z
−1
+∑
(
k =1 1 − dk z
−1
)(
1 − dk∗ z −1 )
NS
NP
e0k + e1k z −1
H( z ) = ∑C z k
−k
+∑ −1 −2
k =0 k =1 1 − a1k z − a2k z
► Or by pairingthe real poles
Example
► Partial Fraction Expansion
1 + 2z −1 + z −2 18 25
( )
Hz = =8+ −
−1
1 − 0.75z + 0.125z −2
(
1 − 0.5z −1
) (1 − 0.25z −1 )
∏ (b )
M
H( z ) = ∑ h[n]z
n=0
−n
=
k =1
0k + b1k z −1 + b2k z −2
Structures for Linear-Phase
FIR Systems
► Causal FIR system with generalized linear phase are
symmetric:
h[M − n] = h[n] n = 0,1,..., M (type I or III)
h[M − n] = −h[n] n = 0,1,..., M (type II or IV)
► Symmetry means we can half the number of
multiplications
► Example: For even M and type I or type III systems:
M M / 2 −1 M
y[n] = ∑ h[k ]x[n − k ] = ∑ h[k ]x[n − k ] + h[M / 2]x[n − M / 2] + ∑ h[k ]x[n − k ]
k =0 k =0 k = M / 2 +1
M / 2 −1 M / 2 −1
= ∑ h[k ]x[n − k ] + h[M / 2]x[n − M / 2] + ∑ h[M − k ]x[n − M + k ]
k =0 k =0
M / 2 −1
= ∑ h[k ]( x[n − k ] + x[n − M + k ] ) + h[M / 2]x[n − M / 2]
k =0
Structures for Linear-Phase
FIR Systems
► Structure for even M