Adbsp

BASIC D IGITAL S IGNAL P ROCESSING
Aureole Technologies Pvt. Ltd. Bangalore, India
08-Feb-2007 to 10-Feb-2007
c -AUREOLE T ECHNOLOGIES
BDSP
www.aureoleinc.com
Reverence to Numbers
An equation means nothing to me unless it expresses a thought of God -Sir Srinivasa Ramanujam
Figure 1: Every Number is a well-known friend of Ramanujam

c -AUREOLE T ECHNOLOGIES BDSP Part-0 [2/146]
Course Outline
Part-1 General Recall Part-2 Compositions Part-3 The Four Flavors of Fourier Spectra Part-4 Properties of Transforms Part-5 Systems Part-6 Signal Processing Techniques Part-7 Filtering Part-8 Sampling and Rate Conversion Part-9 The Fast Fourier Transform
c -A UREOLE T ECHNOLOGIES BDSP Part-10 Band Pass Signals & Systems Part-0 [3/146]
Key References
Alan. V. Oppenheim. The Discrete Time Signal Processing, PHI, 1987. B. P. Lathi Signal Processing and Linear Systems, Oxford Univ Press, 2006. J. G. Proakis Digital Signal Processing, Principle, Algorithms and Applications, PHI, 1995. A. Antonio Digital Filters, Tata McGraw Hill, 2000. Boaz. Porat A Course in Digital Signal Processing, John Wiley, 1997. E. Ifeachor, B. Jervis Digital Signal Processing: A Practical Approach, (2nd Ed)Prentice Hall, 2001.
Part I General Recall
BDSP
Part-1 [5/146]
Part-1:General Recall
Objectives Review The Inner Product Operator Signal Correlation
BDSP
Part-1 [6/146]
Objectives
Course Objectives
Q UESTIONS
Signal, System, Time, Frequency ? How to Analyze a Signal and extract desired components ? How to characterize Systems which process Signals ? Cost-Effective Realization aspect of Systems ?
O UTCOME
Basic Concepts Representation of Signals Characterization of Systems which process Signals. Basic blocks of Systems Implementation aspects of Systems(techniques) Mapping Continuous time and Discrete time systems. Illustrations: Analytic and Matlab Demos
Objectives
Some Signal Processing Applications

Function Generators(Sine) Sampling Rate Conversion Digital Filters(Adaptive/Non-Adaptive) Quadrature Mirror Filter Banks Hilbert Transformers Signal Compression (Speech, Audio, Image, Video). Modems(DSL, WLAN, DAB, DVB) Modem: Modulator, Demodulator DSL: WLAN: DAB: DVB: Digital Subscriber Line Wireless Local Area Network Digital Audio Broadcast Digital Video Broadcast
BDSP Part-1 [8/146]
Review
N OTATIONS
an approximation. a denition of a parameter/variable. |c | The absolute value of c . sgn(t ) The sign of t .(). a %b The Modulo operator. c = a%b. Ex. 3 = 8%5, 2 = 8%5. CT, DT CT-Continuous Time, DT-Discrete Time
C OMPLEX VARIABLE
a complex variable z zR +jzI = zM e jzP = zM e+j 2zF . complex conjugate of w i.e z = zR jzI . Part Operator Range Real zR {z } < zR < Imag zI {z } < zI < Parts Magnitude zM |z | 0 zM < Phase zP z |zP | < Frequency zF (z )/2 0.5 |zF | < 0.5 z z
Review
CT/DT functions/sequences
Denition 1.1
t, n x (t ), x (n) xi (t ), xi (n) x :N x (t ) : t0 t t1 x :P x (t ) : P t -a continuous variable(ctime), n-an index(dtime). x (t )-CT function, x (n)-DT function. A specic CT/DT function/sequence xi (t ) or xi (n). Ex. x2 (t ), x2 (n) . A nite length sequence x (n), 0 n N 1. x : denotes an innite length sequence.
A periodic DT sequence with period P . Hence x (n) = x (n P ) and x (u ) = x (v ) where v u %P . A periodic CT function with period P . Hence x (t ) = x (t P ) and x (u ) = x (v ) where v u %P .
BDSP
A nite length function x (t ), t0 t t1 . x (t ) : t0 t < denotes an innite length function x (t ), t0 t <
Part-1 [10/146]
Review
Time Decompositions
Denition 1.2
u A common variable u t , n , |u | < . t : continuous variable, n : discrete variable(integer) A complex function. g (t ) : function of t g (n) : function of n(sequence)
g (u )
gR (u ), gI (u ) R EAL, I MAGINARY parts of g (u ). gS (u ), gA (u ) S YMMETRIC, A NTI -S YMMETRIC parts of g (u ). PMA g (u ) A function S , D =PMA , S = + , D = . gR (u )+jgI (u ) = gS (u )+ gA (u )
gR (u ), jgI (u ) =PMA g (u )/2, g (u )/2 gS (u ), gA (u ) =PMA g (u )/2, g (n)/2

The Inner Product Operator
Table 1: The Inner Product Operator

Elements u v Inner Product u, v ab
n X a (i )b(i ) i =1
Remarks Scalar Product a, b = |a||b | cos( ) angle of a w.r.t to b Inner Product

N 1 1X 2 e a, e a = a(n)| -Power of e a(n) |e N n=0 n=
Vectors (Direction) Vectors (Column) Periodic DT Sequence DT Sequence Periodic CT Function CT Function
an 1 e a:N
bn 1 e b:N
aH b
a(n) : |n| < b(n) : |n| < e x (t ) : T e(t ) : T y
N 1 1X e b (n) a(n)e N n=0 n= + X
a(n)b (n)
+ X |a(n)|2 -Energy of a(n) a, a =
1 T
Z T
0
x (t )y (t ) dt
x (t ) : |t | <
y (t ) : |t | <
Z+

x (t )y (t ) dt
e(t ) x (t ), y Cross-Correlation between e Z T 1 2 e x (t ), e x (t ) = x (t )| dt -Power of e x (t ) |e T 0 Cross-Correlation between x (t ), y (t ) Z+ 2 x (t ), x (t ) = |x (t )| dt -Energy of x (t )

BDSP
Part-1 [12/146]
Signal Correlation
C OMPARISON OF CT-F UNCTIONS

Consider two Functions: x (t ) : |t | < , y (t ) : |t | <
+
Rxy ( )
x (t )y (t ) dt = x (t ), y (t )
Rxy (0) = x (t ), y (t ) . Rxy ( ) : | | < , is the Cross-Correlation function between x (t ) and y (t ). Rxx ( ) : | | < , is the Auto-Correlation function of x (t ).
C OMPARISON OF DT-S EQUENCES

Consider two Sequences: x (n) : |n| < , y (n) : |n| <
+
Rxy (m)
n=
x (n)y (n m) = x (n), y (n m)
Rxy (0) = x (n), y (n) Rxy (m) : |m| < , is the Cross-Correlation sequence between x (n) and y (n). Rxx (m) : |m| < , is the Auto-Correlation sequence of x (n).
Signal Correlation
C ORRELATION OF CT-F UNCTIONS

Rxx (0) |Rxx ( )| Rxx (0)
( Rxx ( ) = Rxx ) - Conjugate Symmetry ( Rxy ( ) = Ryx ) - Conjugate Symmetry
|Rxy (0)| may not be the maxima of Rxy ( )
C ORRELATION OF DT-S EQUENCES

Rxx (0) |Rxx (m)| Rxx (0)
( Rxx (m) = Rxx m) - Conjugate Symmetry ( Rxy (m) = Ryx m) - Conjugate Symmetry
|Rxy (0)| may not be the maxima of Rxy (m)

Part II Compositions
BDSP
Part-2 [15/146]
Part-2:Compositions
5
Composition of Vectors(Geometrical) Composition of Column Vectors Other Compositions Composition of Signals Polynomials Basic Differential and Difference Equations
10
BDSP
Part-2 [16/146]
Composition of Vectors(Geometrical)
v = 3i + 4j + 5k
v = v, i i + v, j j + v, k k
i , j , k : Basis Vectors vi : Composition of i vj : Composition of j vk : Composition of k

vi vj vk
Composition of the Vector v vi vj vk v 3 4 5 i, i i, j i, k j, i j, j j, k k, i 1 k , j = 0 0 k, k 0 0 1 0 0 1
i Ordered Basis 1
j 2
k 3
Figure 2: Composition Plot
BDSP
Part-2 [17/146]
Composition of Vectors(Geometrical)
Analysis and Synthesis of Vectors

i , j , k : Basis Vectors,
i vi = 3 i k vi = 3
vi , vj , vk : Composition of i , j , k (Order)
v : Example:- v = 3i + 4j + 5k , v : v = v , i i + v , j j + v , k k
v, i
j v vj = 4 k vk = 5 v j
v, j
vj = 4
v, k
vk = 5
3a: Synthesis
3b: Analysis
Figure 3: Vector Analysis and Synthesis
BDSP
Part-2 [18/146]
Composition of Column Vectors
2 1 1 1/ 2 1/ 2 0 , b2 = 0 , b3 = 1 v1 = 0 , v2 = 0 , v3 = 1 , b1 = 0 0 0 1 0 1/ 2 1/ 2 v1= 2 b1 + 0 b2 + 0 b3 v2= 1/ 2 b 1 + 1/ 2 b 2 + 0 b 3 v3= 2 b1 + 2 b2 + 1 b3

bi : Basis Vector ci : Composition of bi
c1 c2 c3
v = v , b 1 b 1 + v , b 2 b 2 + v , b3 b 3
Composition of three Vectors v c1 c2 c3 v1 2 0 0 v2 1 / 2 1 / 2 0 v3 2 2 1 b2 , b1 b2 , b2 b2 , b3 b3 , b1 1 b3 , b2 = 0 0 b3 , b3 0 0 1 0 0 1
b1 , b1 Ordered b1 , b2 3 2 Basis 1 b1 , b3 Figure 4: Composition Plot

b1 b2 b3 c -AUREOLE T ECHNOLOGIES BDSP
Part-2 [19/146]
Other Compositions
Colors and Chemicals

Colors: C R , G , B b1 , b2 , b3 (Ordered Basis Colors) (1)
C = CR R + CG G + CB B Or C = C1 b1 + C2 b2 + C3 b3 Chemicals: X Hydrogen,Oxygen,Nitrogen, Basis Chemicals) X = C1 b1 + C2 b2 + + C108 b108
b1 , b2 , , b108 (Ordered (2)
BDSP
Part-2 [20/146]
Composition of Signals
Waveforms/Continous Functions: x (t ) = cos(2 F0 t + ) = = = = = {e j } 2 F 0 t + j j (e + e )/2 C e j 2F0 t + C ej 2F0 t C e j /2 F (t ) e j 2Ft C F0 (t ) + C F0 (t ) C F0 (t ) + C F0 (t ) e j /(j 2)
x (t ) = sin(2 F0 t + ) = S F0 (t ) + S F0 (t ), S x (t ) = x (t ), F0 (t ) F0 (t ) + x (t ), F0 (t ) F0 (t ) Composition Format: x (t ) x (t ), F0 (t ) cos(2 F0 t + ) C sin(2 F0 t + ) S

x (t ), F0 (t ) C S
BDSP Part-2 [21/146]
Polynomials
Q UESTIONS
What is the signicance of a Polynomial ? What is the role of x in p(x ) p0 + p 1 x + p 2 x 2 ? What rules are followed when operating , , , Shift between two polynomials p(x ) and q (x ) q0 + q1 x + q2 x 2 ? + w (x ) = p(x )+ q (x ), w (x ) (p0 + q0 )+(p1 + q1 )x +(p2 + q2 )x 2 w (x ) = p(x ) q (x ), w (x ) w0 + w1 x + w4 x 4 w (x ) = p(x ) q (x ) = h(x )+ r (x ) h(x ) hi x i , r (x ) ri x i
i i
Shift w (x ) = x d p(x ), d > 0(right), d < 0(left)

p(x ) p0 x 0 + p1 x 1 + p2 x 2 + pm x m , Basis: x 0 , x 1 , x 2 , , x m
p0 p1 p2 pm x0 Ordered Basis 0 x1 1 x2 2 xm m
Figure 5: Composition Plot of a Polynomial

Polynomials
Polynomial Multiplication
zi Polynomial Weight. H (z ) h(0)+ h(1)z1 + h(2)z2 X (z ) x (0)+ x (1)z1 + + x (6)z6 Y (z ) H (z )X (z ) = y (0)+ y (1)z1 + + y (8)z8
2
y (n) =
i =0
Row From x (0) From x (1) From x (2) From x (3) From x (4) From x (5) From x (6) Index Sum Sum
h(i )x (n i ) = h(n) x (n)

Table 2: Product of two polynomials
z0
1 z 2 z 3 z 4 z 5 z 6 z 7 z 8 z
x (0) h(0)
x (0) h(1) x (1) h(0)
x (0) h(2) x (1) h(1) x (2) h(0) x (1) h(2) x (2) h(1) x (3) h(0) x (2) h(2) x (3) h(1) x (4) h(0) x (3) h(2) x (4) h(1) x (5) h(0) x (4) h(2) x (5) h(1) x (6) h(0) x (5) h(2) x (6) h(1) 7 y (7) x (6) h(2) 8 y (8)
0 y (0)
1 y (1)
2 y (2)
3 y (3) BDSP
4 y (4)
5 y (5)
6 y (6)
Part-2 [23/146]
Polynomials
Polynomial Division
1 + h1 z 1+ h2 z 2 x0+ x1 z 1+ x2 z 2+ x3 z 3 x0+ (x1 h1 x0 )z 1
x0+ `
h1 x0 z 1+ h2 x0 z 2 ` x1 h1 x0 z 1+ x2 h2 x0 z 2+ x3 z 3 ` ` ` x1 h1 x0 z 1+h1 x1 h1 x0 z 2+h2 x1 h1 x0 z 3
Recursive Difference Equation:

y (n) =h1 y (n 1) h2 y (n 2)+ x (n) y (0) = x (0) y (1) =h1 x (0)+ x (1)
y (2) =h1 h1 x (0)+ x (1) h2 x (0)+ x (2)
BDSP
Part-2 [24/146]
Basic Differential and Difference Equations
CT-D IFFERENTIAL E QUATION

Dk g a0 D 0 b0 D 0
N i =0
dk d2 2 g g (t ) g ( t ) , D dt 2 dt k y + a1 D 1 y + + aN D N y = x + b1 D 1 x + + bM D M x
M
ai D i y =
l =0
bl D l x
DT-D IFFERENCE E QUATION

Dk g y (n) = a1
N i =0
D1
g (n k ), D 2 g y + + aN
M l =0
DN
g (n 2). 1
y = b0 D 0 x + + bM D M x .
ai D i y =
bl D l x , a0
BDSP
Part-2 [25/146]
Part III The Four Flavors of Fourier Spectra
BDSP
Part-3 [26/146]
Part-3:The Four Flavors of Fourier Spectra

11 12 13 14 15 16 17 18
Basis Functions and Sequences Composition of Periodic functions Composition of Non-Periodic functions Composition of Periodic Sequences Composition of Non-Periodic Sequences Summary of Fourier Spectra The Hysenbergs Principle The Gaussian Function
BDSP
Part-3 [27/146]
Basis Functions and Sequences
Fourier Bases
CTFS-BASIS
Parameter F1 Fk 1/T Continuous Variable |t | < . k (t ) kF1 , |k | < .(F0 = 0) e j 2Fk t
CTFT-BASIS
Parameter F , |F | < . F (t ) e j 2Ft Continuous Variable |t | < . For F = kF1 , kF1 (t ) = k (t )
Periodicity:k (t ) = k (t + T )
DTFT-BASIS
integer n, fractional parameter f . |n| < , 0.5 f < 0.5. f (n) f (n) : fa f < fa + 1 e j 2fn = (f+1) (n)
DTFS-BASIS
Integer variable n; 0 n < N f1 1/N , fk e kf1 , (f0 = 0). Integer parameter k : 0 k < N . k (n)
j 2fk n
Periodicity n: k (n) = k (n+N ) Periodicity k : k (n) = (k+N ) (n)

c -AUREOLE T ECHNOLOGIES BDSP
fa = 0, f (n) : 0 f < 1
fa = 0.5, f (n) : 0.5 f < 0.5

Part-3 [28/146]
Composition of Periodic functions
The Continuous Time Fourier Series(CTFS)

1 2
Given x (t ) : T , x (t ) = x (t + T ), F1
1/T .
Express x (t ) as a composition of basis functions k (t ) : |t | < ; Fk kF1 , k 0, 1, , , k (t ) e j 2Fk t Analysis Equation: For a given k = k0 ; Xk x (t ), k (t ) =
Basis Fk (t )
1 T
T 0
x (t ) k (t ) dt
Presence of basis function Yk (t ) Xk Fk (t )
Parameter k
4
Composition Xk
Synthesis Equation: Accumulation of Yk (t ) yields x (t ) as;

+ +
x (t ) =
Yk (t ) =
k =
Xk k (t )
k =
Composition of Non-Periodic functions
The Continuous Time Fourier Transform(CTFT)

1 2
Given x (t ) : |t | < .
Express x (t ) as a composition of basis functions F (t ) : |t | < ; |F | < . Analysis Equation: For a given F = F0 ;
+
X (F 0 )
Parameter F0
4
x (t ), F0 (t ) =
x (t ) F0 (t ) dt
Presence of basis function YF0 (t ) X (F0 )F0 (t )
Basis F0 (t )
Composition X (F0 )
Synthesis Equation: Accumulation of YF0 (t ) yields x (t ) as;

+ + +
x (t ) =
YF0 (t ) dF0 =
YF (t ) dF =
X (F )F (t ) dF
BDSP
Part-3 [30/146]
Composition of Periodic Sequences
The Discrete Time Fourier Series(DTFS)

1 2
Given x (n) : N , x (n) = x (n + N ), f1 1/N . Express x (n) as a composition of basis sequences k (n) : |n| < ; fk kf1 , 0 k < N , k (n) e j 2fk n . Analysis Equation: For a given k = k0 ;
N 1
X ( k0 )
Parameter k0
4
N x (n), k0 (n) =
n =0
x (n) k0 (n)
Presence of basis function Yk0 (n)
(N1)
Basis k0 (n)
Composition X (k0 )
(N1)
X (k0 )k0 (n)
Synthesis Equation: Accumulation of Yk0 (n) yields x (n) as;

(N1)
x (n ) =
k0 = 0
5
= Yk0 (n) =
k =0
Yk (n) =
k =0
X (k )k (n)
As k0 (n) = (k0+N ) (n), X (k0 ) = X (k0 + N ). One period of X (k0 ) is conventionally denoted as; X (k ) and referred as DFT.
Composition of Non-Periodic Sequences
The Discrete Time Fourier Transform(DTFT)

1
Express x (n) : |n| < as a composition of basis sequences f (n) : |n| < ; 0.5 f < 0.5, f (n) e j 2fn . Analysis Equation: For a given f = f0 ;
+
X (e
j 2 f0
x (n), f0 (n) =
Composition X (e j 2f0 )
+0.5
x (n) f0 (n)
n=
Parameter f0
3
Basis f0 (n)
Presence of basis sequence Yf0 (n) X (e j 2f0 )f0 (n)
Synthesis Equation: Accumulation of Yf0 (n) yields x (n) as;

+0.5 +0.5
x (n ) =
0.5
4
Yf0 (n) df0 =
Yf (n) df =
0.5 0.5
X (e j 2f )f (n) df
As f0 (n) = (f0+1) (n), X (e j 2f0 ) = X (e j 2(f0+1) ). One period of X (e j 2f ) is conventionally denoted as; X (e j 2f ).
Summary of Fourier Spectra
Table 3: The Four Flavors of Fourier Spectra

Spectrum Basis Dimensions e x (t ) = e x (t + T ) t (ctime), |t | < F1 1/T Fk kF1 Fk (cfreq ) j 2 F t e (t ) k e k k 0, 1, , e (t ) = e (t + T ) k k t (ctime), |t | < F (t ) e
j 2 Ft
CTFS DS
CTFT CS
F (cfreq ), |F | < [rad /sec ] 2 F [Hz ]
DTFS DS
e x (n) = e x (n + N ) f1 1/N fk kf1 j 2 fk n e (n) e k e (n) = e (n + N ) k k e (n) = e k (k+ N ) (n) e (n) e f e (n) = e f (f+ 1) (n)
j 2 fn
e (t ) e Xk x (t ), k 0 Z T 0 1 e (t ) dt e x (t ) = k0 T 0 Z+ x (t ) = X (F )F (t ) dF X (F0 ) x (t ), F (t ) 0 Z+ = x (t )F (t ) dt e x (n) = e (k ) X 0
N 1 X 0
Synthesis/Analysis + X e (t ) e x (t ) = Xk k
k =
Parsevals Theorem P
2 |e x (t )| dt T <T > X 2 |Xk | = k=
E =
Z +
Z+
|x (t )| dt |X (F )| dF
2
n(dtime), 0 n < N k (dfreq ), 0 k < N
DTFT CS
CTFS/CTFT:Continuous Time Fourier Series/Transform
=0 Zn+ 0. 5 j 2 f e X (e )f (n) df x (n) = n(dtime), f (dfreq ) X 2 0. 5 |x (n)| E j 2 f n 0, 1, , X e (e e (n) 0) x (n), n= f0 Z+ 0. 5 + 0.5 f < 0.5 X e (e j 2f )|2 df |X = e (n) = x (n) f0 0. 5 [rad ] 2 f n=
N 1 X e (n) e x (n) = k 0
1 e (k ) e (n) X k N k =0 e (n) e x (n), k

0
N 1 X 2 |e x (n)| n=0 N 1 X
N k =0
e (k )| |X
DTFS/DTFT:Discrete Time Fourier Series/Transform
ctime : Continuous Time(seconds), cfreq : Continuous Frequency(Hz) dtime : Discrete Time(index), dfreq : Discrete Frequency(ratio) CS : Continuous Spectrum, DS : Discrete Spectrum c -AUREOLE T ECHNOLOGIES BDSP Part-3 [33/146]
Summary of Fourier Spectra
Table 4: Time-Frequency Duality of Fourier Spectra

Flavour CTFS Time Xk Transform Mapping Periodic Continuous Time Non-Periodic Discrete Spectrum Non-Periodic Continuous Time Non-Periodic Continuous Spectrum Periodic Discrete Time Periodic Discrete Spectrum Non-Periodic Discrete Time Periodic Continuous Spectrum
CTFT
e x (t ) = e x (t + T ) Range: 0 t < T Range: k 0, 1, , x (t ) Range: |t | < X (F ) Range: |F | < e (k ) X
DTFS
e x (n) = e x (n + N ) Range: 0 n < N x (n) Range: |n| <
Range: 0 k < N X (e
j 2 f
DTFT
Range:0.5 f < 0.5
BDSP
Part-3 [34/146]
The Hysenbergs Principle
Denition 16.1
2 For a function w (x ), let w (x ) 2 2 x |w (x )| dx . 2 |w (x )| dx
The w (x ) denes a metric which relates to the region of support of the function w (x ) for < x < . Let H (F ) denote the CTFT of a function h(t ). Let h(t ) denote the rms-timewidth of h(t ) Let H (F ) the rms-bandwidth of H (F ).
T HE INEQUALITY FOR A CTFT

1 i.e The Time-Bandwidth product for any pair h(t ), H (F ) is atleast 4 1 h (t ) H (F ) . 4
The Gaussian Function
A G AUSSIAN F UNCTION g (x )
1
g (x )
1 2 described as g (x , , 2 ).
(x )2 2 2 . Hence g (x ) can be completely e
2 2 tg (t )dt = , (t ) g (t )dt = .
Hence g (x ) qualies as a Probability-Density-Function(PDF) of a random variable. A Special Case: g (x , 0, 1 2 ) = e x . 2
g (t )dt = 1.
As 0; g (x , , 2 ) (x )(impulse function).
BDSP
Part-3 [36/146]
The Gaussian Function
T IME -BANDWIDTH P RODUCT OF A G AUSSIAN FUNCTION

1
2 3
1 1 ) then H0 (f ) g (f , 0, ). 2 2 Hence the Gaussian shape of h0 (t ) is preserved under the CTFT. If h0 (t ) g (t , 0, The function h0 (t ) also has the least time-bandwidth product; 1 h0 (t ) H0 (F ) = . 4 Here h0 (t ) is compactly supported in both time and frequency domains. This unique characteristic of h0 (t ) is the prime reason for the choice of GMSK(Gaussian-Minimum Shift Keying) modulation in the GSM communication system.
BDSP
Part-3 [37/146]
Part IV Properties of Transforms
BDSP
Part-4 [38/146]
Part-4:Properties of Transforms
19 20
The CTFT The DTFT The DTFT of a Rectangular Sequence The DFT Properties Matlab Illustration of some DFT Properties Convolution The s-Transform and z -Transform The z -Transform
21 22
23 24
BDSP
Part-4 [39/146]
The CTFT
Table 5: CTFT Properties Time t rect T sinc(2Wt ) CTFT
Table 6: CTFT Properties Time (t t0 ) e j 2Fc t cos(2 Fc t ) CTFT ej 2Ft0 (F Fc )
T sinc(FT) 1 F rect 2W 2W 1 eat u (t ), a > 0 a + j 2 F 2a ea|t | , u (t ) a2 +(2 F )2 e t 1 |t | , |t | > T T 0, |t | T (t ) 1

2
e F
T sinc2 (FT ) 1 (F )
i =
BDSP
1 (F Fc )+ (F + Fc ) 2 1 sin(2 Fc t ) (F Fc ) (F + Fc ) 2j 1 sgn(t ) j F 1 j sgn(t ) t 1 1 u (t ) (F )+ 2 j 2 F + + 1 n (t iTo ) (F ) T0 n= T0

Part-4 [40/146]
The CTFT
Table 7: CTFT Properties

Remark x (t ) g (t ), g1 (t ), g2 (t ) Linearity Time scaling Duality Time Shifting Frequency shifting Area under g(t) Area under G(F) Diff in the time domain Integration in the time domain Conjugate functions Multiplication in the time domain Convolution in the time domain Z+

CTFT-X (F ) G(F ), G1 (F ), G2 (F ) aG1 (F )+ bG2 (F ) 1 F G |a| a g( F) G(F )e

j 2 Ft0
ag1 (t )+ bg2 (t ) g (at ) G(t ) g (t t0 )

j 2 Fc t e g (t ) Z+ g (t ) dt
G(F Fc ) G(0) Z+ G(F ) dF

g (0) d Z t dt g (t ) 1
j 2 fG(F ) j 2 F Z+

g ( ) d g (t )
G(F )+
G(0) 2
(F )
G ( F) G1 ()G2 (F ) d G1 (F )G2 (F )
g1 (t )g2 (t ) g1 ( )g2 (t ) d
BDSP
Part-4 [41/146]
The DTFT
j
The DTFT of a Rectangular Sequence
p:|X (e
1 0.9 0.8 0.7 0.6 0.5 0.4 0.3 0.2 0.1 0 -5 1
)|
x (n)
0.9 0.8 0.7 0.6 0.5 0.4 0.3 0.2 0.1 0 -5
e (k )| q:|X
e x (n)
5 4.5 4 3.5 3 2.5 2 1.5 1 0.5 p q
10
15
20
10
15
20
0 -0.2 0 0.2 0.4 0.6 0.8 1 1.2 1.4 1.6 1.8 2 2.2 2.4 2.6 2.8 3
6a: x (n)
5 4.5 4 3.5 3 2.5 2 1.5 1 0.5 0 -2
e(n) 6b: x
5 4.5 4 3.5
6c: DTFT, DTFS
e (k ) X
3 2.5 2 1.5 1 0.5
X (k )
10
12
14
16
6d: DTFS
6e: DFT
Figure 6: 24 caption
BDSP
Part-4 [42/146]
The DTFT
Table 8: DTFT of signals Sequence [n n0 ] 1( < n < ) an u [n](|a| < 1) u [n ] (n + 1)an u [n](|a| < 1) DTFT:f (periodic ) e j 2fn0 (f ) 1 1 aej 2f 1 + (f ) 1 ej 2f 1 (1 aej 2f )2 1 1 2r cos(p )ej 2f + r 2 ej 22f 1, | | < c , X (e j ) = 0, c < | | sin[ (M + 1)/2] j M /2 e sin(/2) (f f0 ) ej c (f f0 )+ c (f + f0 ), c 2
r n sin(p (n + 1)) u [n](|r | < 1) sin(p ) sin(c n) n 1, 0 n M x [n ] = 0, otherwise e j 0 n cos(0 n + )

The DTFT
Table 9: DTFT Properties

Sequence-g (n) x (n), y (n) ax (n)+ by (n) x (n nd ) e
j 2 f0 n
DTFT-G(e X (e aX (e e
j 2 f
j 2 f
) ) )
), Y (e
j 2 f
j 2 f
)+ bY (e X (e
j 2 f
j 2 fnd
j 2 f
x (n) j
nx (n) x (n) y (n) x (n)y (n) Z+ 0. 5

0. 5
df j 2 f j 2 f X (e )Y (e ) X (e
j 2 u
X (e d n
j 2 (f f0 )
X (e
j 2 f
) o )
)Y (e
j 2 (f u)
) du
x( n)
Parsevals Theorem j 2 f j 2 f x (n), y (n) = X (e ), Y (e ) X (e

j 2 f
x (n) xR (n) jxI (n) xS (n) xA (n)
X (e
j 2 f j 2 f j 2 f j 2 f j 2 f
XS (e XA (e XR (e jXI (e
) ) ) )
BDSP
Part-4 [44/146]
The DFT Properties
Table 10: DFT Properties Sequence-g (n) x (n) x1 (n), x2 (n) ax1 (n)+ bx2 (n) X (n) x ( n m
N) ln W N x (n)
Table 11: DFT Properties Sequence-g (n) DFT-G (k ) x ( n

N)
DFT-G (k ) X (k ) X1 (k ), X2 (k ) aX1 (k )+ bX2 (k ) Nx ( k

N) km WN X (k ) N)
X (k ) X ( k X ( k
N) N)
x (n) xR (n) jxI (n) xS (n) xA (n)
x (n)
XS (k ) XA (k )
x1 (n) x2 (n) x1 (n)x2 (n)
X1 (k )X2 (k ) 1 X1 (k ) X2 (k ) N
X ( k l
XR (k ) jXI (k )
Parsevalss Theorem x (n), y (n) = X (e j 2f ), Y (e j 2f )

Matlab Illustration of some DFT Properties
Table 12: Successive DFTs n:{dtime}, k :{dfreq} g :{Index:dtime/dfreq}, X0 (k ):{DFT 0 [x (n)]} 1 X1 (k ):{DFT [x (n)]}, X2 (k )/N :{DFT 2 [x (n)]} 3 X3 (k )/N :{DFT [x (n)]}, X4 (k )/N :{DFT 4 [x (n)]} 20 (k ):{ X2 (k )/N X0 (k ) }, 31 (k ):{ X3 (k )/N X1 (k ) } g 0 1 2 3 4 g 0 1 2 3 4 X0 (k ) 1.1+j 2.1 2.3+j 3.3 3.4+j 4.3 5.6+j 5.4 2.1+j 3.7 X1 (k ) 10.30+j 18.800 5.09j 0.693 2.91+j 4.110 4.53j 5.240 7.15j 6.480 X4 (k )/N 5.5+j 10.5 11.5+j 16.5 17.0+j 21.5 28.0+j 27.0 10.5+j 18.5
BDSP
X2 (k )/N 1.1+j 2.1 2.1+j 3.7 5.6+j 5.4 3.4+j 4.3 2.3+j 3.3 20 (k ) 0 0 0 0 0 31 (k ) 0 0 0 0 0
Part-4 [46/146]
X3 (k )/N 10.30+j 18.800 7.15j 6.480 4.53j 5.240 2.91+j 4.110 5.09j 0.693
Table 12: Time Conjugates n:{dtime}, x (n):{Signal}, X (k ):{DFT of x (n)}, g 0 1 2 3 4 g 0 1 2 3 4 x (n ) 1.1+j 2.1 2.3+j 3.3 3.4+j 4.3 5.6+j 5.4 2.1+j 3.7 x2 (n) 1.1j 2.1 2.1j 3.7 5.6j 5.4 3.4j 4.3 2.3j 3.3 k :{dfreq}, x1 (n):{x1 (n) x (n)}, X1 (k ):{DFT of x1 (n)}, g :{Index:dtime/dfreq} x2 (n):{x2 (n) x (n)} X2 (k ):{DFT of x2 (n)} X1 (k ) 10.30j 18.800 7.15+j 6.480 4.53+j 5.240 2.91j 4.110 5.09+j 0.693
X (k ) 10.30+j 18.800 5.09j 0.693 2.91+j 4.110 4.53j 5.240 7.15j 6.480 X2 (k ) 10.30j 18.800 5.09+j 0.693 2.91j 4.110 4.53+j 5.240 7.15+j 6.480
BDSP
x1 (n) 1.1j 2.1 2.3j 3.3 3.4j 4.3 5.6j 5.4 2.1j 3.7
Part-4 [47/146]
Table 12: Time and Frequency Shifts n:{dtime}, k :{dfreq}, g :{n or k } x (n):{Signal}, X (k ):{DFT of x (n)} x1 (n):{x1 (n) x (n m)}, X1 (k ):{DFT of x1 (n)} X2 (k ):{X1 (k m)}, x2 (n):{IDFT of X2 (k )} g 0 1 2 3 4 g 0 1 2 3 4 x (n ) 1.1+j 2.1 2.3+j 3.3 3.4+j 4.3 5.6+j 5.4 2.1+j 3.7 1 (k ) X (k ) 10.30+j 18.800 5.09j 0.693 2.91+j 4.110 4.53j 5.240 7.15j 6.480 x1 (n) 3.4+j 4.3 5.6+j 5.4 2.1+j 3.7 1.1+j 2.1 2.3+j 3.3 2 (n) X1 (k ) 2.91+j 4.110 4.53j 5.240 7.15j 6.480 10.30+j 18.800 5.09j 0.693
km X (k ) X1 (k ) WN 0 0 0 0 0
BDSP
nm x2 (n) WN x (n ) 0 0 0 0 0
Part-4 [48/146]
Table 12: Time & Frequency Decompositions u :{dtime(n), dfreq(k )} g (u ):{Sequence} gR (u ):{Real Part} gI (u ):{Imaginary Part} gS (u ):{Symmetric Part} gA (u ):{Anti-Symmetric Part} X (k ):{DFT of x (n)} g (u ) gR (u )+jgI (u ) = gS (u )+ gA (u ) n 0 1 2 3 4 k 0 1 2 3 4 xR (n) -1.1 -2.3 -3.4 -5.6 2.1 jxI (n) 0+j 2.1 0+j 3.3 0+j 4.3 0+j 5.4 0+j 3.7 xS (n) 1.1+j 0.00 0.1j 0.20 4.5j 0.55 4.5+j 0.55 0.1+j 0.20 XS (k ) 10.30+j 0.00 6.12+j 2.89 3.72+j 4.68 3.72j 4.68 6.12j 2.89
BDSP
xA (n) 0.0+j 2.10 2.2+j 3.50 1.1+j 4.85 1.1+j 4.85 2.2+j 3.50 XA (k ) 0.000+j 18.800 1.030j 3.580 0.811j 0.566 0.811j 0.566 1.030j 3.580
Part-4 [49/146]
XR (k ) -10.30 5.09 -2.91 -4.53 7.15
jXI (k ) 0+j 18.800 0j 0.693 0+j 4.110 0j 5.240 0j 6.480
Convolution
Table 12: Convolution n 0 1 2 3 4 5 6 7 8 9 10 11 12 13 14 x1 (n) x2 (n) x3 (n) x1 (n)x2 (n) x4 (n) x1 (n)x2 (n) L1 = 5 L2 = 11 L3 = L2 L4 = L1 + L2 1 0.11 -1.1 -0.121 -0.121 0.21 -2.3 -0.483 -0.484 0.31 -3.4 -1.050 -1.200 0.41 -5.6 -2.300 -2.490 0.51 2.1 1.070 -3.500 0.00 3.2 0.000 -3.510 0.00 4.3 0.000 -2.230 0.00 5.4 0.000 0.494 0.00 -3.1 0.000 4.510 0.00 -4.2 0.000 3.960 0.00 -5.3 0.000 1.980 0.00 0.0 0.000 -0.932 0.00 0.0 0.000 -4.950 0.00 0.0 0.000 -4.310 0.00 0.0 0.000 -2.700
Convolution
Table 12: Linear Convolution Xi (k ):{L3 -Point DFT of xi (n)}, x3 (n):{ x1 (n)x2 (n)} x4 (n):{ x1 (n) x2 (n)}, x (k ):{ X1 (k )X2 (k ) X4 (k )} k 0 1 2 3 4 5 6 7 8 9 10 11 12 13 14 X1 (k ) 1.550+j 0.0000 0.583j 1.2100 0.612j 0.5990 0.250+j 0.3440 0.377+j 0.0381 0.005j 0.3550 0.250+j 0.0812 0.197+j 0.2200 0.197j 0.2200 0.250j 0.0812 0.005+j 0.3550 0.377j 0.0381 0.250j 0.3440 0.612+j 0.5990 0.583+j 1.2100 X2 (k ) 10.00+j 0.000 8.71j 7.430 3.37+j 27.700 2.19j 10.200 5.16j 0.648 4.90j 2.770 5.19+j 7.770 4.82j 3.780 4.82+j 3.780 5.19j 7.770 4.90+j 2.770 5.16+j 0.648 2.19+j 10.200 3.37j 27.700 8.71+j 7.430
BDSP
x (k ) 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
Part-4 [51/146]
Convolution
Table 12: Circular Convolution Yi (k ):{L2 -Point DFT of xi (n)}, x3 (n):{ x1 (n)x2 (n)} Z (k ):{ (Y1 (k ) Y2 (k ))/L2 }, y (k ):{ Y3 (k ) Z (k )} k 0 1 2 3 4 5 6 7 8 9 10 Y1 (k ) 1.5500+j 0.0000 0.0231j 1.1900 0.4720+j 0.1950 0.3820j 0.0233 0.2160j 0.2170 0.1130+j 0.2620 0.1130j 0.2620 0.2160+j 0.2170 0.3820+j 0.0233 0.4720j 0.1950 0.0231+j 1.1900 Y2 (k ) 10.00+j 0.000 21.50+j 2.930 14.30j 7.900 5.06j 2.400 6.44j 0.195 7.54j 0.436 7.54+j 0.436 6.44+j 0.195 5.06+j 2.400 14.30+j 7.900 21.50j 2.930 Z (k ) 2.880+j 0.000 1.340+j 2.680 2.420+j 1.650 0.906j 2.490 2.610+j 0.261 1.400+j 2.280 1.400j 2.280 2.610j 0.261 0.906+j 2.490 2.420j 1.650 1.340j 2.680 y (k ) 0 0 0 0 0 0 0 0 0 0 0
BDSP
Part-4 [52/146]
Convolution
C ORRELATION F UNCTION
Rxy ( ) = x (t ), y (t ) = x (t ) y (t ) The CTFT of Rxy ( ) is given as Pxy (F ) = X (F )Y (F ) Pxx (F ) = |X (F )|2 0 is called as the Power Spectral Density of x (t ). Rxx (0) = x (t ), x (t ) the energy of the signal x (t ). Weiner-Kinchine Theorem Rxx ( ) Pxx (F ) If y (t ) = x (t ) h(t );

CTFT
Ryx ( ) = Rxx ( ) h( ) Ryy ( ) = Ryx ( ) h ( ) Ryy ( ) = Rxx ( ) Rhh ( )
BDSP
Part-4 [53/146]
The s-Transform and z -Transform
T HE s - TRANSFORM
+
X (s)
x (t )est dt , Inverse: x (t ) =
Complex Variable: s
+j 1 X (s)est ds j 2 j +j 2 F (s-plane)
Region of Convergence(ROC) is expressed as a < {s} < b .
The CTFT X (f ) exists iff X (s) s = 0+j 2 F i.e if {s} = 0 is included by the ROC of X (s).
T HE z - TRANSFORM
+
X (z )
x (n)zn , Inverse: x (n) =

n=
1 j 2
X (z )z(n+1) dz
Complex Variable: z
r e j 2f (z -plane)
j 2f
Region of Convergence(ROC) is expressed as rL < |z | < rU . The DTFT X (e j 2f ) exists iff X (z ) the ROC of X (z ).
z=1e
i.e if |z | = 1 is included by
Part-4 [54/146]
BDSP
The z -Transform
The z -transforms of sequences

Table 12: z -Transforms
Sequence-g (n) (n m) an u [n] a u[ n 1] nan u [n] nan u [ n 1] n r cos 0 n u [n]
n
z Transform-G (z )
m z
ROC-Rg All z except 0(if m > 0) or (ifm < 0) |z | > |a| |z | < |a| |z | > |a| |z | < |a| |z | > r |z | > r |z | > 0
n r sin 0 n u [n] ( an , 0 n N 1 0, otherwise
1 + r 2 z 2 1 [2r cos 0 ]z 1 [r cos 0 ]z 1 + r 2 z 2 1 [2r cos 0 ]z N 1 aN z 1 1 az
1 1 az 1 az ` 1 2 1 az 1 az ` 1 2 1 az 1 1 [r cos 0 ]z
` `
1
1 1 az 1
BDSP
Part-4 [55/146]
The z -Transform
The z -Transform Properties

Table 13: The z -Transform Properties
Sequenceg (n) x (n) x1 (n) x2 (n) ax1 (n)+ bx2 (n) x n n0
n z0 x (n)
z TransformG (z ) X (z ) X1 (z ) X2 (z ) aX1 (z )+ bX2 (z ) z

n0
ROCRg Rx R x1 R x2 ContainsRx1 |z0 |Rx Rx , except for the possible addition or deletion of the origin or Rx ContainsRx ContainsRx 1/Rx ContainsRx1
z
X (z )
Rx , except for the possible addition or deletion of the origin or
R x2
nx (n) x (n) {x (n)} {x [n]} x( n) x1 (n) x2 (n) 2 1 1
X (z /z0 ) dX (z ) dz X (z )
X (z )+ X (z ) X (z ) X (z ) X (1/z ) X1 (z )X2 (z )
2j
Initial Value Theorem:x (n) = 0, n < 0, x (0) = lim X (z )
R x2
BDSP
Part-4 [56/146]
Part V Systems
BDSP
Part-5 [57/146]
Part-5:Systems
25
Basic Ideas
26
Characterization of Systems
27
Structures of Discrete Time Systems
BDSP
Part-5 [58/146]
Basic Ideas
x (t )
T {}
7a: CT-System
y (t )
x [n ]
T {}
7b: DT-System
y [n ]
Figure 7: A rule or formula for computing output sequence from input sequence
C OMPONENTS OF A S YSTEM
Auxiliary(known) constants, functions, operators Memory(History), State of the System Single Input Single Output(SISO), Single Input Multi-Output(SIMO), Multi-Input Multi-Output(MIMO).
BDSP
Part-5 [59/146]
Table 14: Linear System
Input-x (t ) Output-y (t ) Remark x1 (t ) y1 (t ) Test-1 x2 (t ) y2 (t ) Test-2 1 x1 (t ) 1 y1 (t ) Linear 1 x1 (t ) = 1 y1 (t ) Non-Linear 1 x1 (t )+ 2 x2 (t ) 1 y1 (t )+ 2 y2 (t ) Linear 1 x1 (t )+ 2 x2 (t ) = 1 y1 (t )+ 2 y2 (t ) Non-Linear
BDSP
Part-5 [60/146]
Table 15: Example Systems
System y (t ) Constants Functions Operators 1 k x (t ) k scaling 2 x (t t0 ) t0 shift 2 3 x (t ) k scaling, [.]2 4 x (t )+ w (t ) w (t ) addition 5 x (t ) w (t ) w (t ) multiplication 6 x (t ) w (t ) w (t ) convolution
Table 16: Impulse Response of a System case 1. 2. 3. x (n ) (n) (n 1) (n u ) y (n ) h0 (n) h1 (n) hu (n) Remarks Response due to impulse at n = 0 Response due to impulse at n =1 Response due to impulse at n =u
BDSP
Part-5 [61/146]
Table 17: Time Invariance x (t ) x1 (t ) x1 (t t0 ) x1 (t t0 ) y (t ) y1 (t ) y1 (t t0 ) = y1 (t t0 ) Remarks Test-1 Delayed response of Test-1(Time Invariant) Non-Time Invariant output still varies with time but cannot be identied as the delayed version of y1 (t )
Table 18: Linear Time Invariance x (t ) xi (t )

m m
y (t ) yi (t ) i yi (t )
i =1 m
Remarks Testi; 1 i m Superposition(Linearity) Time-Invariance for Test-i Linearity & Time Invariance(LTI )
i xi (t )
i =1 m
xi (t t0 ) i xi (t t0 )
yi (t t0 ) i yi (t t0 )
i =1
i =1
BDSP
Part-5 [62/146]
Table 19: Impulse Time Invariance

Case 1. 2. 3. 4. x (n) (n u ) (n u ) u (n u ) X u (n u )
X
y (n) hu (n) hu (n) = h0 (n u ) u hu (n) X u hu (n) u h(n u )
Remarks The impulse response due to the impulse atn = u Time Invariant System Linearity(Scaled Input) Linearity(Superposition of Impulses at)0 u <
u =0
u =0 X
5.
u (n u )
u =0
= c (n) h0 (n) where;c (n) n
u =0
(Time Invariance + Linearity) single convolution of the input and impulse response due to impulse at n = 0; h0 (n)
Table 20: Impulse Linear Time Invariance

System Linear Time Invariant Linear Innite Impulse Responses x (n), Input
m X i xi (n) i =1
Output
m X i =1
Remarks Scaled Superposition Delayed output y (n) which is due to input x (n) Requires the knowledge of all sets of impulses responses <u < then Innte set of Impulses responses are requied apricks one Impulse response due to the impulse at n = 0 is sufcient
i yi (n)
x (n n0 ) hu (n) + u = h0 (n)
y (n n0 )
+ X
x (u )hu (n)
u = + X
Linear Time Invariant Single Impulse Response
x (n), h(n)
x (i )h(n i )
= x (n) h(n) c -AUREOLE T ECHNOLOGIES BDSP
i =
Part-5 [63/146]
LTI S YSTEM
The output is completely dened by impulse response and convolution operator. DT: If x (n) : 0 n < Lx , h(n) : 0 n < Lh (nite length);
Lx
y (n) =
l =0 Lh
x (l )h(n l ) if Lx Lh h(l )x (n l ) if Lh Lx
(3)
=
l =0
CT: If x (t ) : 0 t < Lx , h(t ) : 0 t < Lh (nite length);

Lx
y (t ) =
0 Lh
x (v )h(t v ) dv h(v )x (t v ) dv
BDSP
if Lx Lh if Lh Lx
(4)
=
0
Part-5 [64/146]
LTI System
CT-LTI S YSTEM
x (t ) = (t ), y (t ) = h(t ) (Impulse Response) F0 (t ) H (F ) is the CTFT of h(t ). H (F0 ) = H (F )
F=F0
DT-LTI S YSTEM
x (n) = (n), y (n) = h(n) (Impulse Response) f0 (n) H (f ) is the DTFT of h(n). H (f0 ) = H (f )
f=f0
e j 2F0 t , |F0 |
e j 2f0 n , |f0 | 0.5
H (F0 ) - Frequency Response at F = F0 . H (F0 ) x (t ), F0 (t ) . x (t ) = F0 (t ), y (t ) = H (F0 )F0 (t ) Solves a Differential Equation.
H (f0 ) - Frequency Response at f = f0 . H (f0 ) x (n), f0 (n) . x (n) = f0 (n), y (n) = H (f0 )f0 (n) Solves a Difference Equation.
BDSP
Part-5 [65/146]
Attributes of an LTI System

CT-LTI S YSTEM
Causal: If h(t ) = 0 for t < 0.
+
DT-LTI S YSTEM
Causal: If h(n) = 0 for n < 0.
+
Stable: If
+
|h(t )| dt < .
Stable: If
+ n= +
n=
|h(n)| < . For
For
+
|x (t )| dt < , the
|y (t )| dt < (bounded
|x (n)| < , the |y (n)| < (bounded
Input always yields bounded output. Memory: If y (t ) depends on y (t t0 ), x (t t0 ) , t0 = 0 (previous/past output or input).
n=
Input always yields bounded output. Memory: If y (n) depends on y (n k ), x (n k ) , k = 0 (previous/past output or input).
Frequency Response of a single Zero

1 z0 z1 , a: z0 = 0.9ej 2(0.5) , b : z0 = 0.9e j 2(0) , c : z0 = 0.9e+j 2(0.25)
The Phase Response a 1
The Group Delay Response a 0
H (z ):
10 5
The Magnitude Response a
1.5
b c
0 >
0.5 >
>
10
0.5
15
20 0.5 0.4 0.3 0.2 0.1 0 0.1 0.2 0.3 0.4 0.5 frequency
1.5 0.5 0.4 0.3 0.2 0.1 0 0.1 0.2 0.3 0.4 0.5 frequency
10 0.5 0.4 0.3 0.2 0.1 0 0.1 0.2 0.3 0.4 0.5 frequency
8a: |H (e j )|
8b: H (e j )
8c: Group Delay of H (e j )
Figure 8: Frequency Response of a Zero
BDSP
Part-5 [67/146]
Frequency Response of a real Zero
H (z ):
10 5 0 5 10 15 20
The Magnitude Response
1 rz1 ,
a: r = 1.0,
3 2
b : r = 1.25,
The Phase Response
c : r = 2.00
The Group Delay Response 5 4.5 a 4 3.5 3 > 2.5 2 1.5 1 b c
1 0 1 2 3 a b c
>
>
0.5 a b c
4 0.5 0.4 0.3 0.2 0.1 0 0.1 0.2 0.3 0.4 0.5 frequency
25 0.5 0.4 0.3 0.2 0.1 0 0.1 0.2 0.3 0.4 0.5 frequency
0 0.5 0.4 0.3 0.2 0.1 0 0.1 0.2 0.3 0.4 0.5 frequency
9a: |H (e j )|
9b: H (e j )
9c: Group Delay of H (e j )
Figure 9: Frequency Response of a Real Zero
BDSP
Part-5 [68/146]
Linear Operators
x1 (n) x (n) = x1 (n)+ x2 (n) x1 (n) x (n) = x1 (n)+ x2 (n) x (n) x2 (n) x2 (n) D x (n D )
10a: Adder Block
10b: SFG
Adder
x (n)
10c: Delay Block
x1 (n) = x (n) x (n) z

D
x (n D )
x2 (n) = x (n)
10d: Delay FG
10e: Tapping Node(SFG)
Figure 10: Block Diagrams/Signal Flow Graphs(SFG)
BDSP
Part-5 [69/146]
y [n ] =
k =1 N
ak y [n k ]+
k =0
bk x [n k ]
M
w [n ] =
k =1
ak w [n k ]+ x [n],
x [n ] + z 1 a1 +
y [n ] =
w [n ]
k =0
bk w [n k ]
b0 + y [n ]
w [n 1]
b1 +
z 1
z 1
aN 1 +
w [n N + 1]
b N 1
z 1 aN
z 1 bN
w [n N ]
Figure 11: Block Diagram of a Difference Equation M = N

y [n ] =
k =1 N
ak y [n k ]+
k =0
bk x [n k ]
M
w [n ] = ak w [n k ]+ x [n], replacements k =1 x [n ] +
y [n ] = w [n ] z 1
k =0 b0
bk w [n k ] + y [n ]
a1
b1
z 1 aN 1 bN 1 z 1
aN
bN
Figure 12: Canonic Direct Form Structure for M = N

First Order Digital Filter

w1 [n] w2 [n] b0 w3 [n] x [n ] z 1 a w4 [n]
Figure 13: Signal ow graphs
y [n ] b1
w1 [n] = aw4 [n]+ x [n], y [n] = w3 [n]
w2 [n] = w1 [n]
w3 [n] = b0 w2 [n]+ b1 w4 [n], w4 [n] = w2 [n 1]
BDSP
Part-5 [72/146]
Parallel Decomposition of a Rational Transfer Function
bk zk H [z ] =
k =0 N
(5) ak z
k
1
Np
k =1 N1
H [z ] =
Ck z
k =0
+
k =1
Ak + 1 ck z1
N2 k =1
Bk (1 ek z1 ) (1 dk z1 )(1 dk z1 )
(6)
BDSP
Part-5 [73/146]
A Second Order Digital IIR-Filter
w [n ] x [n ] a1
b0 x [n ] z 1 b1 y [n ]
b0
v0[n] y [n ]
b1 v1[n]
z 1 a1
z 1 b2 b2
z 1 a2
a2
v2[n]
14a: The Direct form-II
14b: Transposed Direct formII
Figure 14: The Biquad Structure
BDSP
Part-5 [74/146]
Structure of an FIR Filter

z 1 x [n ] h[0] h[1] h[2] h[M 1] h [M ] z 1 z 1
y [n ]
15a: Direct Form

z x [n ] h[0] h[1] h[2] h[M 1] h [M ]
1
z 1
y [n ]
15b: Transposed Direct Form
Figure 15: Signal Flow Graph(SFG) of an FIR Filter
BDSP
Part-5 [75/146]
Series and Parallel Connections

h1 (n) h2 (n)
h1 (n) h2 (n)
16a: Cascade
h1 (n)
h1 (n)+ h2 (n)
h2 (n)
16b: Parallel
Figure 16: Connecting Two LTI Systems

Part VI Signal Processing Techniques
BDSP
Part-6 [77/146]
Part-6:Signal Processing Techniques
28
Basic Principle of Block Convolution
29
Block Convolution
BDSP
Part-6 [78/146]
Table 21: The Multiplication of Two polynomials Y0 (z ), Y1 (z )

2 3
H (z ):{= Yu (z ):{
n=0
h(n)zn }
5
X0 (z ):{= yu (n)zn } X1 (z ):{= X3 (z ):{=

2 z 3 z
n=0 5
x (2 + n)zn } x (n)zn } x (4 + n)zn }

5 z
Xu (z )H (z ) =
n=0 5
n=0 5
X2 (z ):{=
Row
n=0
x (2 + n)zn }
z0
1 z
n=0
4 z
From x ( -2) From x ( -1) From x (0) From x (1) Index Sum Sum Row From x (0) From x (1) From x (2) From x (3) Index Sum Sum
x ( -2) h(0)
x ( -2) h(1) x ( -1) h(0)
x ( -2) h(2) x ( -1) h(1) x (0) h(0) 0 y0 (2)

2 z
-2 y0 (0) z0 x (0) h(0)
-1 y0 (1)
1 z
x ( -1) h(2) x (0) h(1) x (1) h(0) 1 y0 (3)

3 z
x (0) h(2) x (1) h(1) 2 y0 (4)

4 z
x (1) h(2) 3 y0 (5)

5 z
x (0) h(1) x (1) h(0)
x (0) h(2) x (1) h(1) x (2) h(0) 2 y1 (2) BDSP
0 y1 (0)
1 y1 (1)
x (1) h(2) x (2) h(1) x (3) h(0) 3 y1 (3)
x (2) h(2) x (3) h(1) 4 y1 (4)
x (3) h(2) 5 y1 (5) Part-6 [79/146]
Table 21: The Multiplication of Two polynomials: Y2 (z ), Y3 (z )

2 3
H (z ):{= Yu (z ):{
n=0
h(n)zn }
5
X0 (z ):{= yu (n)zn } X1 (z ):{= X3 (z ):{=

2 z 3 z
n=0 5
x (2 + n)zn } x (n)zn } x (4 + n)zn }

5 z
Xu (z )H (z ) =
n=0 5
n=0 5
X2 (z ):{=
Row
n=0
x (2 + n)zn }
z0 x (2) h(0)
1 z
n=0
4 z
From x (2) From x (3) From x (4) From x (5) Index Sum Sum Row From x (4) From x (5) From x (6) From x (7) Index Sum Sum
x (2) h(1) x (3) h(0)
x (2) h(2) x (3) h(1) x (4) h(0) 4 y2 (2)

2 z
2 y2 (0) z0 x (4) h(0)
3 y2 (1)
1 z
x (3) h(2) x (4) h(1) x (5) h(0) 5 y2 (3)

3 z
x (4) h(2) x (5) h(1) 6 y2 (4)

4 z
x (5) h(2) 7 y2 (5)

5 z
x (4) h(1) x (5) h(0)
x (4) h(2) x (5) h(1) x (6) h(0) 6 y3 (2) BDSP
4 y3 (0)
5 y3 (1)
x (5) h(2) x (6) h(1) x (7) h(0) 7 y3 (3)
x (6) h(2) x (7) h(1) 8 y3 (4)
x (7) h(2) 9 y3 (5) Part-6 [80/146]
Block Convolution x (n) x0 (m) [P1 ] P1 (P 1) B 0 [L1 ] x1 (m) [P1 ] B 1 [L1 ] x2 (m) [P1 ] B 2 [L1 ] X : Discard B 0 [L1 ] B 1 [L1 ] L1 B 2 [L1 ] B 3 [L1 ]
(L P1 )
y0 (m) 0 H0 y1 (m) X H1 y2 (m) X H2
x (n) h(n)
y (n)
y (n) 0 H0 H1 H2 H3
h : P , x : , xr : L , y : , yr : L
Figure 17: Block Convolution: Overlap Save Method yr (m)

xr (m) h(m)
Part-6 [81/146]
x (n) P1 (P 1) x1 (m) B 1 [L] x2 (m) B 2 [L] B 0 [L] B 1 [L] B 2 [L] B 3 [L]
x0 (m) B 0 [L] y0 (m) [L]
x (n) [P1 ] + [P1 ] y1 (m) [L] + [ P1 ] y (n) y2 (m) [L] h(n)
y (n)
[L]
[L]
[L]
[L]
h : P , x : , xr : L , y : , yr : L
Figure 18: Block Convolution: Overlap Add Method yr (m)
xr (m) h(m)
BDSP
Part-7 [82/146]
Part VII Sampling and Rate Conversion
BDSP
Part-7 [83/146]
Part-7:Sampling and Rate Conversion
30
Basic Ideas Reconstruction Processing Sampled Signals Sampling Rate Conversion
31
32
33
BDSP
Part-7 [84/146]
Basic Ideas
Sampling of CT Signals
xc (t ): The continuous time signal, xs (t ): The sampled signal(Impulsive) T = T1 xs (t ) x [n] = xc (nT ) I2D 2 T 2 T I2D: Impulse Train to Discrete Time Sequence xc (t ) T =2 T1 xs (t ) xc (t ) s(t ) xc (t ) xs (t )
19a: The C2D Converter
19b: T = T1
2 T
19c: T = 2T1
2 T
Figure 19: xs (t ) for two sampling rates

g (t ) + X s(t ) = (t nT ) xs (t ) = xc (t )s(t ) =
n= + X
G (F ) : CTFT + X S (F ) = Fs (F kFs ) Xs (F ) = Fs
k = k = + X
xc (nT ) (t nT )
Xc (F kFs )
n=
Folded Spectrum: Xs (F ) = + Xc (F + Fs )+ Xc (F )+ Xc (F Fs )+ : Impulse to Sequence Mapping: X (e

j
) = Xs (F ):
Assume a Low pass Signal Xc (F ) = 0 for |F | > FN : 0. 5Fs < FN : Xs (F ) contains aliased version of Xc (F ) for |F | |FN |. 0. 5Fs > FN : Xs (F ) = Fs Xc (F ) for |F | |FN |. c -AUREOLE T ECHNOLOGIES BDSP Part-7 [85/146]
Basic Ideas
Time Domain Sampling : Frequency Domain Folding

Xc (F ) 1 S (F ) Fs
FN
FN
2Fs
Fs
Fs
2Fs
3Fs
20a: Input Signal

Xs (F ) Fs 0. 5Fs Fs FN FN
20b: Spectrum of s(t )

Xs (F ) Fs Fs 2Fs (Fs + FN ) F
0. 5Fs Fs F
(Fs FN )
20c: Folded Spectrum: 0.5Fs > FN
20d: Folded Spectrum: 0.5Fs < FN
Figure 20: Impact of Sampling Rate Choice
BDSP
Part-7 [86/146]
Reconstruction
Reconstruction of Low Pass Signal

Xs (F ) s(t ) =
+ X
0. 5Fs FN
(t nT )
n=
xc (t )
xs (t )
Hr (F )
Fs xr (t )
FN
FN
Fs (Fs FN )
21a: Sampling System

Hr (F ) 1/ Fs
21b: Folded Spectrum

Xr (F ) = Xc (F ) 1
FN < Fc < (Fs FN )
Fc
Fc
FN
FN
21c: Reconstruction LPF
21d: Reconstructed Signal
Figure 21: Ideal Reconstruction of a Low Pass Signal
BDSP
Part-7 [87/146]
Reconstruction
Sampling of Signals with Impulse spectra

Xc (F ) Xc (F ) F0 F0 F0 F 0. 5Fs F0 0. 5Fs F F0 F F0 Xc (F )
0. 5Fs
0. 5Fs
22a: des of 14a

Xc (F + Fs ) X (F ) Xc (F ) s
22b: des of 14d

Xc (F Fs )
22c: des of 14e

Xs (F ) Xc (F + Fs ) Xc (F Fs ) Xc (F )
F0 0. 5Fs
F0
0. 5Fs
F0 0. 5Fs
F0
0. 5Fs
22d: des of 14b
22e: des of 14c
Figure 22: Sampling a Cosine Signal
BDSP
Part-7 [88/146]
Reconstruction
Ideal Bandlimited Signal Reconstruction

x (n):DT-Sequence Fs :Sampling Rate(T = 1/Fs ) xr (t ): Reconstructed Signal S2I:Sequence to Impulse Train Converter hr (t ): Impulse Response of Reconstruction Filter Hr (F ): CTFT of hr (t ) + + X X x (n)sinc (Fs (t nT )) xc (nT )hr (t nT ) = xr (t ) =
n= n=
Hr (F ) x [n ] S2I T Hr (F ) xr (t ) Fs F
0. 5Fs
0. 5Fs
23a: Ideal Reconstruction System

1 0.8
23b: Hr (F )
sinc (tFs )
hr (t )
0.6 0.4
0.2
-0.2
-0.4 -5
sinc (x )
-4 -3 -2 -1
sin( x )/ ( x ) tFs hr (t )
0 1 2 3 4 5
23c:
Figure 23: Ideal Sinc Interpolation

Processing Sampled Signals
CT and DT Signals/Systems
xc (t ) C 2D x (n) h(n) y (n) D 2C yr (t ) = yc (t )
xc (t )
hc (t )
T yc (t )
24a: CT-LTI System

x (n)
24b: DT-Processing of CT-Signals

y (n) D 2C xc (t ) hc (t ) yc (t ) C 2D
x (n)
h(n) y (n)
24c: DT-LTI System
24d: CT-Processing of DT-Signals
Figure 24: CT(DT) Processing of DT(CT) Signals
BDSP
Part-7 [90/146]
Sampling Rate Conversion
Downsampling
x (n): Input Sequence, T :Input Sampling Interval, Xs (F ) f 0. 5Fs Fs FN Fs 0. 5Fs FN Fs F 1 0. 5 fN fN Fs 0. 5 1 f Fs :Input Rate Fs 1/T , 1/T , xd (m):xd (m) X (e
j xd (m): Output Sequence, T :Output Sampling Interval, Fs :Output Rate Fs
x (mM )
25a: Folded Spectrum

Xd (e
j
25b: The DTFT

j /2
) = [X (e (M = 2)
)+ X (e
j ( 2 )/2
)]/ 2
Fs / M 0. 5 1 1. 5 f
1. 5 1 0. 5
25c: Downsampled DTFT

(M = 2) Xd (e
j 2 F /Fs Fs 2Fs Fs Fs = Fs 2Fs
F = f Fs
25d: Downsampled CTFT
Figure 25: Spectra of Downsampled Signal

Decimation of a low-pass signal

Xc (F ) 1 0. 5 FN FN F 1 fN fN X (e Fs 0. 5 1 f
j
26a: Low Pass Signal
26b: Folded Spectrum

Xd (e
j
) M =3
Fs / M 1 1. 5 0. 75 0. 25 0. 25 0. 75
1 1. 5
26c: Downsampled Spectrum
Figure 26: Downsampling by a factor M
BDSP
Part-7 [92/146]
Preltered Decimation of a low-pass signal

Hd (e Fs 0. 5 1 0. 5 M 0. 5 M 1 0. 5 f 1 0. 5 0. 5 M 0. 5 M 1 0. 5 f
j
Fs
e (e j ) X
27a: Anti-Aliasing LPF
27b: Filtered Decimated Signal

e (e j ) = X (e j )H (e j ) X d Fs / M
(M = 3)
1. 5
0. 5
0. 5
1. 5
27c: Decimated Spectrum
Figure 27: Decimation of a DT-Sequence
BDSP
Part-7 [93/146]
Sampling Rate Conversion X (e

j
Xe (e
) = X (e
j L
) (L = 2)
Fs 1. 5 1 0. 5 0. 5 1 1. 5
g
Fs 2 L 1 L 0. 5 L 0. 5 L 1 L
2 L
28a: Input Signal

Hi (e L 0. 5 1 0. 5 L 0. 5 L 0. 5
j
28b: Upsampled Signal

)
f 1
28c: Anti-Imaging LPF

= LFs Fs
Xi (e
0. 5 1 0. 5 L 0. 5 L
0. 5 f 1
28d: Interpolated Signal
Figure 28: Interpolation of a low-pass signal

Sampling Rate Conversion by a Rational Factor

Filter Gain Cutoff j Hi (e ) L fi 0.5/L j Hd (e ) 1 fd 0.5/M j HA (e ) L fa min fi , fd Fin :Input sampling Rate, Fout :Output sampling Rate Interpolator xe [n] x [n ] L Hi (e
j
Decimator e xi (n)
))
xi [n] T L
Hd (e
T L
T L
e xd (n) TM L
29a: Cascade of an Interpolator and Decimator

x [n ] L T L xe [n] HA (e
j
e xi (n) T L
e xd (n) TM L
29b: Equivalent Rate Conversion System
Figure 29: A Sampling Rate Convertor Fout =

L Fin M
Part-7 [95/146]
Part VIII Filters
BDSP
Part-8 [96/146]
Part-8:Filters
34
Basic Ideas Filter Approximations Mapping Analog Frequency to Digital Frequency Mapping Analog to Digital Filters Finite Impulse Response Filters
35
36
37
38
BDSP
Part-8 [97/146]
Basic Ideas
Filter Design Process

Input Signal Spectrum, Filter Specication, Complexity. Prototype Low-Pass Analog Approximation and Specication Mapping(if any) Denormalized Analog lter transfer function. Analog lter transfer function to Digital Filter transformation. Compensation(Phase/Delay)
BDSP
Part-8 [98/146]
Basic Ideas
The Low Pass Filter Specication

PB:Pass Band Fd :Sampling Frequency(Hz) Fp :PB edge F :Analog Frequency(Hz)(|F | < ) | H (F )| (1 + p ) (1 p ) TB:Transition Band fp :PB edge Fs : SB edge f :Digital Frequency(0.5 |f | < 0.5) | H (e (1 + p ) (1 p )
j
SB:Stop Band fs :SB edge | H (F )| :Magnitude of CT- LPF | H (e

j
)| :Magnitude of DT- LPF
)|
PB
TB
SB
PB
TB
SB
s F
s Fp f 0. 5
Fs
fp
fs
30a: Analog LPF
30b: Digital LPF
Figure 30: Frequency Specication of Low Pass Filter(LPF)
BDSP
Part-8 [99/146]
Filter Approximations
Butterworth Filter Approximation
|Hc (F )|2 =
1 1 = 2 N 2 1 +(F /Fc ) 1 + (F /Fp )2N
Denition 34.1
Fc Cut-Off Frequency[Hz] where gain is -3dB. 1 Fp Pass-Band Edge[Hz]. |Hc (Fp )|2 = 1 + 2 2. Fs Stop-Band Edge[Hz]. |Hc (Fs )|2 = 2 Pass-Band Ripple.
N Filter Order(Number of Poles). The N poles lie in the s-plane on a circle of radius = 2 Fc .
Chebyshev Filter Approximation

|Hc (F )|2 = 1
2 (F /F ) 1 + 2 TN p
, TN +1 (x ) = 2xTN (x ) TN 1 (x )
(7)
Denition 34.2
Tn (x ) N -th order Chebyshev polynomial whose roots occur in |x | 1. The N -poles lie on an ellipse. Type-1:ChebyShev All-Pole Filter with equiripple in passband and monotonic characteristic in the stopband. Type-2:ChebyShev Pole-Zero Filter with monotonic characteristic in the passband and equiripple in stopband. Zeros lie on the imaginary axis. For a given lter specication the Chebyshev lter order is lesser than that of a Butterworth.
Comparison of ButterWorth and Chebyshev(Matlab)

` ` PB:p = 0.01, Rp:20 log10 (1 p ) m SB:s = 0.001, Rs: 20 log10 (s ) Fd :1Hz , fp :0.2 fs :0.3 butt:ButterWorth, cheb1:Chebyshev-Type-1, cheb2:Chebyshev-Type-2,
1 0.9 0.8 0.7 0.6 0.5 0.4 0.3 0.2 0.1 0 0
butt cheb1 cheb2
-10 -20 -30 -40 -50 -60 -70 -80 -90 -100
butt cheb1 cheb2
0.05
0.1
0.15
0.2
0.25
0.3
0.35
0.4
0.45
0.5
0.05
0.1
0.15
0.2
0.25
0.3
0.35
0.4
0.45
0.5
31a: |H (e )|
` 31b: 20 log10 |H (e j )| [dB]
Figure 31: Examples of Butterworth and Chebyshev IIR Filters
BDSP
Part-8 [102/146]
Mapping Analog Frequency to Digital Frequency
The Bi-Linear Transformation

Bilinear 1 (1 z ) , s = 2Fs + (1 + z 1 ) F /Fs = tan ( f )/ , Linear s = Fs ln (z )(or z = e F /Fs = f
y h c e f x d a
s/Fs
Transformation Frequency Mapping

g
32a: The splane
32b: The z -plane
32c: Frequency Mapping
Figure 32: Mapping s-plane to z -plane
BDSP
Part-8 [103/146]
Mapping Analog Frequency to Digital Frequency PB:Pass Band Fd :Sampling Frequency(Hz) Fp :PB edge F :Analog Frequency(Hz)(|F | < ) TB:Transition Band fp :PB edge Fs : SB edge f : Digital Frequency(0.5 |f | < 0.5) F SB: Stop Band fs : SB edge | H (F )| : Magnitude of CT- LPF | H (e
j
)| : Magnitude of DT- LPF
SB
Fs
TB
Fp
F = (f )
Fd
tan( f )
| H (F )|
PB
f | H (e Fp = (fp ) Fs = (fs )
j
)|
PB
TB
SB
fp
fs
0. 5
Figure 33: Frequency Warping in Bilinear Transformation

Mapping Analog Frequency to Digital Frequency
Impulse Invariance vs Bilinear(Matlab)

PB: 0.89125 |H (e fp :0.1
1.4
)| 1,
SB: |H (e fs :0.15
)| 0.17783,
Fd : 1Hz ImI: Impulse Invariant

20
BiL:Bilinear
ImI
1.2
BiL
0
ImI
BiL
1 -20 0.8 -40 0.6 -60 0.4 -80
0.2
0.05
0.1
0.15
0.2
0.25
0.3
0.35
0.4
0.45
0.5
-100
0.05
0.1
0.15
0.2
0.25
0.3
0.35
0.4
0.45
0.5
34a: |H (e j )|
` 34b: 20 log10 |H (e j )| [dB]
Figure 34: An LPF designed with Impulse Invariance and Bilinear Transformation
BDSP
Part-8 [105/146]
Mapping Analog to Digital Filters
The Frequency Transformations for Analog Filters

Table 21: Analog Type Lpf 2Lpf Lpf 2Hpf Lpf 2Bpf Lpf 2Bsf Transformation fp s s fp s /s (s2 + ) s ka s s s kb 2 (s + ) Fp :New Lpf(/Hpf) Fu :Upper Bpf(/Bsf)

Cutoff Frequencies: Parameters: ka :Fp /(Fu Fl ),
Fp :Prototype Lpf Fl :Lower Bpf(/Bsf)
kb :(2 )2 (Fu Fl )Fp ,

BDSP
:(2 )2 (fp fp ),
:(2 )2 (fl fu )
Part-8 [106/146]
Mapping Analog to Digital Filters
The Frequency Transformations for Digital Filters

Table 22: For Digital Filters Type Lpf 2Lpf Lpf 2Hpf Lpf 2Bpf Lpf 2Bsf Transformation z1 (z1 a0 )/(1 a0 z1 ) z1 (z1 b0 )(1 b0 z1 ) z1 (z2 a1 z1 + a2 )/(a2 z2 a1 z1 + 1) z1 (z2 b1 z1 + b2 )/(b2 z1 b1 z1 + 1) fl :Lower Bpf(/Bsf) fu :Upper Bpf(/Bsf)
Cutoff Frequencies fp :Prototype Lpf fp :New Lpf(/Hpf) fa :(fp fp ), cos( f + ) : , cos( f ) sin( fa ) a0 : , sin( fb ) cos( fb ) b0 : , cos( fa )
Parameters fb :(fp + fp ), f :(fu fl ) Ka : cot ( f ) tan ( fp ), Kb : tan ( f ) tan ( fp ) a1 : 2Ka /(Ka + 1), b1 : 2/(Kb + 1),
BDSP
a2 :(Ka 1)/(Ka + 1) b2 :(1 Kb )/(1 + Kb )

Part-8 [107/146]
Finite Impulse Response Filters
Rectangular Window
w [n] = 1, if 0 n M 0, otherwise
10 9
(M + 1) | sin( (M + 1)) sin( f ) |
8 7 6 5 4 3 2 1 0 -0.5
M =9
Peak Side Lobe
-0.4
-0.3
-0.2
-0.1
0.1
0.2
0.3
0.4
0.5
f b : Main Lobe Width 1 b 1 (M + 1)
(M + 1)
Figure 35: Sinc Spectrum

Spectral Leakage
p:|HM (e
j
)|
n= M
M : Truncation Length, M = 7,
1.2
M X
2fc sinc (2fc n)e
j n
q: |H (e
)|
1, 0,
|f | fc fc < f 0.5
f : Digital Frequency
p q
0.8
0.6
0.4
0.2
-0.2 -0.5
-0.4
-0.3
-0.2
-0.1
0.1
0.2
0.3
0.4
0.5
Figure 36: Spectral Leakage/Gibbs Phenomena

Windows
Rectangular w [n] = 1, if 0 n M 0, otherwise (8)
Bartlett/Triangular 0 n M /2 2n/M , 2 2n/M , M /2 < n M w [n] = 0, otherwise Hanning w [n] = Hamming w [n] = 0.54 0.46 cos(2 n/M ), if 0 n M 0, otherwise
BDSP
(9)
0.5 0.5 cos(2 n/M ), if 0 n M 0, otherwise
(10)
(11)
Part-8 [110/146]
a: Rectangular,
The Window Functions 0.07 a 0.06 0.05 b
b: Bartlett,
0.08 0.07 0.06 0.05
c: Blackmann,
d: Hamming,
c d
e: Hanning,
0.08 0.07 0.06 0.05
f: Kaiser
The Window Functions e f
The Window Functions
>
>
>
0.04 0.03 0.02
0.04 0.03 0.02 0.01
0.04 0.03 0.02 0.01 0 0
0.01 0 0
0
5 10 15 time 20 25 30 35
0.01 0
10
15 time
20
25
30
35
10
15 time
20
25
30
35
37a:
0 10
Rectangular, Bartlett
a b
37b:
20 0
Blackmann, Hamming
20 c d 0
37c:
Hanning, Kaiser
e f
The Spectrum of Window Functions
20 30
20 > >
20
>
40 50 60 70
40
40
60
60
80
80 90 0.5 0.4 0.3 0.2 0.1 0 0.1 0.2 0.3 0.4 0.5 frequency
80
100 0.5 0.4 0.3 0.2 0.1 0 0.1 0.2 0.3 0.4 0.5 frequency
100 0.5 0.4 0.3 0.2 0.1 0 0.1 0.2 0.3 0.4 0.5 frequency
37d:
Rectangular, Bartlett
37e:
Blackmann, Hamming
37f:
Hanning, Kaiser
Figure 37: Window Functions

Spectral Characteristics of Windows

Window Rectangular Bartlett Hanning Hamming Blackman PSLA 13 25 31 41 57 App Width 4/(M + 1) 8/M 8/M 8/M 12/M PAE 21 25 44 53 74 EK 0 1.33 3.86 4.86 7.04 Trans 1.81/M 2.37/M 5.01/M 6.27/M 9.19/M
Table 23: Comparison Of Commonly Used Windows
PSLA - Peak Side-Lobe Amplitude (Relative) App PAE EK Width - Approximate width of main Lobe - Peak Approximation error 20 log10 (dB) - Equivalent Kaiser Window,
Trans - Transition width of equivalent Kaiser Window

1 0.9 0.8 0.7 0.6 0.5 0.4 0.3 0.2 0.1 0
1 0.9 0.8 0.7 0.6 0.5 0.4 0.3 0.2 0.1 0
0.5
1.5
2.5
3.5
0.5
1.5
2.5
3.5
4.5
38a: Type-1
1 0.8 0.6 0.4 0.2 0 -0.2 -0.4 -0.6 -0.8 -1 1 0.8 0.6 0.4 0.2 0 -0.2 -0.4 -0.6 -0.8 -1
38b: Type-2
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
0.2
0.4
0.6
0.8
1.2
1.4
1.6
1.8
38c: Type-3
38d: Type-4
Figure 38: Linear Phase FIR Filters
BDSP
Part-8 [113/146]
Part IX The Fast Fourier Transform
BDSP
Part-9 [114/146]
Part-9:The Fast Fourier Transform

39
An Overview of the Discrete Fourier Transform(DFT) Motivation and Notations The Discrete Fourier Series The Discrete Fourier Transform Sequential DFT Computation Properties for DFT Computation Radix-2 Algorithms Decimation in Time and Frequency The DIT and DIF Recursions The Cooley-Tukey FFT Program
40 41 42
43
BDSP
Part-9 [115/146]
An Overview of the Discrete Fourier Transform(DFT)
Motivation and Notations
Impact:
Motivation
Evolution: Fast Fourier Transform is any efcient algorithm for computing DFT. Cooley-Tukey(CTY) FFT invented in 1965. The only avor of Fourier Transform implementable on a machine. discrete time: and discrete frequency:. Omnipresent in most of the embedded systems(Speech, Audio, Instrumentation etc). A standard algorithm used to bench mark supercomputers. The 21st century embraced FFT into High Capacity Broadband Modems(Wired/Wireless).
Other: Radix-4, Split Radix(Duhammel,Hollman,1984) Mixed Radix, Prime Factor(Burrus), Number theoretic, Goertzel, Chirp, Winograd, Good-Thomson, Plus-Minus(Sundarajan-1997) Pruned FFT (partial/selective computation)
BDSP Part-9 [116/146]
Motivation and Notations
General Notations
Denition 38.1
A denition of a parameter/variable. x (k %P ) Complex conjugate of x . k Modulo P Block Assignment; Ai = Bi for 0 i < n is denoted as; A0 ,A1 , ,An1 B0 ,B1 , ,Bn1 .
Index Range 0 (n, k ) < N = 0 n < N and 0 k < N .
Acomp
The Arithmetic Complexity Vector;Acomp [CMul,Mul,Add]. CMul Complex Multiplication Mul Real Multiplication Add Real Addition
BDSP
Part-9 [117/146]
The Discrete Fourier Series
The Discrete Time Fourier Series

Denition 38.2
x :N x :N X :N X :N WN Periodic time sequence x (n) = x (n + N ). A nite length complex sequence x (n), 0 n < N . Discrete Fourier Series(DFS) of x : N . Discrete Fourier Transform(DFT);(one Period of X : N ). Twiddle Factor WN
N1
ej 21/N .
Analysis:
X (k )
n =0
nk x (n)WN N1 k n X (k )WN k =0
1 Synthesis: x (n) = N
BDSP
Part-9 [118/146]
The Discrete Fourier Transform

Denition 38.3
x :N X :N The Discrete Fourier Transform(DFT). A nite length complex sequence x (n), 0 n < N .
Periodicity of x (n) and X (k ) is implied by dropping . [.1] x : N is one period of x : N ,x (n) = x (n%N ). [.2] X : N is one period of X : N X (k ) = X (k %N ). [.3] X (1) = X (N 1), X (N ) = X (0). [.4] The N -point DFT X : N is compactly denoted as x , N , X .
N1
Analysis:
X (k )
n =0
nk x (n)WN
Synthesis: x (n) =
1 N
N1 k n X (k )WN k =0
BDSP Part-9 [119/146]
The DFT Example

x1 (n) cos 2 3 n + , x2 (n) 16 5
1 0.8 0.6 0.4 0.2 0 -0.2 -0.4 -0.6 -0.8 0 3 6 9 12 15 -1 0 3 6 9 12 15
cos 2
11 n+ 16 5
1 0.8 0.6 0.4 0.2 0 -0.2 -0.4 -0.6 -0.8 -1
39a: x1 (n)
39b: x2 (n)
Figure 39: xi (n), N = 16

x1 (n)
8 7 6
cos 2 (3/16) n + /5 , x2 (n)

0.1 0.08 0.06 0.04 5 4 3 2 -0.06 1 0 -0.08 0 3 6 9 12 15 -0.1 0 0.02 0 -0.02 -0.04
cos 2 (11/16)n + /5
12
15
40a: |X1 (k )|
8 7 6 0.04 5 4 3 2 -0.06 1 0 -0.08 0 3 6 9 12 15 -0.1 0 0.02 0 -0.02 -0.04 0.1 0.08 0.06
40b: X1 (k )/(2 )
12
15
40c: |X2 (k )|
40d: X2 (k )/(2 )
Part-9 [121/146]
Figure 40: Xi (k ), N = 16
Sequential DFT Computation
The Goertzel Filter

Hk0 (z ) = 1
k0 1 1 WN z
x (n) z
k WN 0 1
k0 1 z 1 WN 1 2 cos(2 k0 /N )z1 + z2
yk (n)
0
(12)
41a: Complex Form, x (n) = 0 for n < 0, n N

x (n)
1 z k WN0
yk (n)
0
2 cos(
2 k0 N
1 z
41b: Biquad, X (k0 ) = yk0 (N )
Figure 41: Sequential Computation of a single DFT value X (k0 )

Properties for DFT Computation
Time and Frequency Decompositions

Denition 40.1
gR (n), gI (n) Real, Imaginary part of g (n). gS (n), gA (n) Symmetric, Anti-Symmetric parts of g (n). PMA A function S , D =PMA , S = + , D = .
g (n)
gR (n)+jgI (n)
gS (n)+ gA (n)
gR (n), jgI (n) =PMA g (n)/2, g (n)/2 , gS (n), gA (n) =PMA g (n)/2, g (N n)/2 DFT Pairs: xR , N , XS , jxI , N , XA , xS , N , XR , xA , N , jXI .
BDSP
Part-9 [123/146]
Properties of Twiddle Factor

Denition 40.2
WN Nr The Twiddle Factor; WN ej 21/N . N /2r N1 = N /2, N2 = N /4. For N = 2m , Nr = 2(mr ) . Hence N3 = 2(m3) .
nk = cos (2 kn/N ) WN jsin(2 kn/N ).
1 2
nk = W n+N k = W nk+N . Periodicity: WN N N nk Conjugate Symmetry: WN p WN = WN where N p WN = WNr . Nnk nk . = WN = WN
3 4 5
N /p (an integer).
p = 2r
then
Example 40.3
r and W For 0 r < 8, W16 = W8 16
(2r )
(2r+1)
r. = W16 W8
Part-9 [124/146]
BDSP
Computation of the DFT

Direct Computation:Acomp = [N , 0, 2(N 1)] for each X (k ). Hence O(N 2 ). Sequential Computation: Goertzel Algorithm(O(N 2 )). It uses a 1 lter with Hk0 (z ) = . The output at the N th instant k0 1 z 1 WN gives X (k0 ). Recursive Block Computation: An N point DFT; x , N , X in terms of two N1 point DFTs using DIT/DIF recursions. Cooley-Tukey(CTY):N = R m are of Radix-R type. The Radix-2 are the simplest and the most Regular in structure for DSP/VLSI implementations. Split Radix Algorithm: has the least number of multiplications.
BDSP
Part-9 [125/146]
Radix-2 Algorithms
Decimation in Time and Frequency
Decimation in Time - Principle

N1 N11 i =0
N11 i =0 2i+1k x (2i + 1) WN
X (k ) =
n =0 N11 i =0
nk x (n) WN
2ik x (2i ) WN + N11
ik k x (2i ) WN + WN 1
i =0
ik x (2i + 1) WN 1
H INTS T IME :F REQUENCY::D ECIMATION :S PLITTING

1 2
Frequency Splitting: 0 p < N1 , p

ip p WN1 = WN , WN = WN 1 N11 ip p
(N1 + p).
N11 p + WN
X (p)
i =0 N11
ip x (2i ) WN 1
i =0 N11 i =0
ip x (2i + 1) WN 1 ip x (2i + 1) WN 1
X (p ) =
i =0
p ip + WN x (2i ) WN 1
BDSP
Part-9 [126/146]
Radix-2 Algorithms
Decimation in Time - Recursion

N11 N11 p + WN i =0 N11 i =0 ip x (2i + 1) WN 1 ip x (2i + 1) WN 1
X (p)
i =0 N11
ip x (2i ) WN 1
X (p ) =
i =0
p ip WN x (2i ) WN 1
DIT-R ECURSION 0 (i , p) < N1 , p

1 2 3
Decimate in Time(n) of x : N : u (i ), d (i ) x (2i ), x (2i + 1) Compute N1 point DFTs: u , N1 , U , d , N1 , D .
(N1 + p), 0 (n, k ) < N
p D (p) Merge DFTs U (p), D (p): X (p), X (p ) =PMA U (p), WN
BDSP
Part-9 [127/146]
Radix-2 Algorithms
Decimation in Frequency - Principle

H INTS T IME :F REQUENCY::S PLITTING :D ECIMATION
1
Time Splitting: 0 i < N1 , i

(N1 + i ).
i 2p i 2p+1 i p i W i p WN , WN WN , +WN N1 1 i p i 2p i 2p+1 i W i p WN , WN WN , WN N1 1
N1
N11 nk x (n) WN
N1 i =N1 i k x (i ) WN
X (k ) =
=
i =0
n =0 N11
i k x (i ) WN +
i =0 N11
i k i k x (i ) WN + x (N1 + i ) WN i k x (i )+(1)k x (N1 + i ) WN
=
i =0
BDSP
Part-9 [128/146]
Radix-2 Algorithms
Decimation in Frequency - Recursion

N11
X (2p) =
i =0
i p x (i )+ x (N1 + i ) WN 1 N11 i p i WN x (i ) x (N1 + i ) WN 1
X (2p + 1) =
i =0
DIF-R ECURSION 0 (i , p) < N1 , 0 (n, k ) < N

1
Fold and split x (n):; u : N1 , d : N1 .

[.1] u (i ), d (i ) =PMA x (i ), x (i ) . i . [.2] d (i ) d (i ) WN
2 3
Compute N1 point DFTs: u , N1 , U , d , N1 , D . Decimate in Frequency(k ) of X : N : X (2p), X (2p + 1) U (p), D (p)

Radix-2 Algorithms
DIT and DIF - Recursions

DIT-R ECURSION 0 (i , p) < N1 , p
1 2 3
Decimate in Time(n) of x : N : u (i ), d (i ) x (2i ), x (2i + 1) Compute N1 point DFTs: u , N1 , U , d , N1 , D .
(N1 + p), 0 (n, k ) < N
p Merge DFTs U (p), D (p): X (p), X (p ) =PMA U (p), WN D (p)
DIF-R ECURSION 0 (i , p) < N1 , 0 (n, k ) < N

1
Fold and split x (n):; u : N1 , d : N1 .

[.1] u (i ), d (i ) =PMA x (i ), x (i ) . i [.2] d (i ) d (i ) WN .
2 3
Compute N1 point DFTs: u , N1 , U , d , N1 , D . Decimate in Frequency(k ) of X : N : X (2p), X (2p + 1) U (p), D (p)

Radix-2 Algorithms
The Flys in DIT and DIF

B UTTERFLIES IN DIT AND DIF
p D (p) DIT Fly: X (p),X (p ) =PMA U (p),WN
DIF Fly: u (i ),d (i ) =PMA x (i ),x (i ) , d (i )
i . d (i ) WN
U (p) D (p)
p WN
X (p) X (p )
x (i ) x (i ) Wi
N
u (i ) d (i )
Figure 42: The DIT Fly
Figure 43: The DIF Fly
BDSP
Part-9 [131/146]
Radix-2 Algorithms
DIT
Figure 44: Flow Graph of 8 point DIT

Radix-2 Algorithms
DIF
Figure 45: Flow Graph of 8 point DIF

Radix-2 Algorithms
The DIT and DIF Recursions
In-place DFT Computation

A matrix of size N 2 for in-place DFT computation. Input: Row Column-0 Column-1 xR (0) xI (0) 0 M= 1 x ( 1 ) xI (1) R N 1 xR (N 1) xI (N 1) Row Column-0 Column-1 XR (0) XI (0) 0 M= X ( 1 ) XI (1) 1 R N 1 XR (N 1) XI (N 1)
(13)
Output:
(14)
BDSP
Part-9 [134/146]
Radix-2 Algorithms
Block Partitioning for In-place DFT Computation

A Stage R for 1 R m;
DIT: r increases from 1 to m. Hence r DIF: r decreases from m to 1. Hence r
R. (m R + 1).
At each Stage R (1 R m) of CTY, the matrix M is partitioned into Nr blocks with each block Br 2r as given below; b of size Br Br 1 r m, 0 b < Nr 0 Br r = R in DIT M 1 (15) r = (m R + 1) in DIF Br Nr Br = N Nr1
r A row in block Br b is dened as; Bb (h)
M[b Br + h], 0 h < Br .
BDSP
Part-9 [135/146]
Radix-2 Algorithms
Block Partitioning for In-place DFT Computation

1 2
For m = 6 and r = 2, there are N2 blocks at Stage 2 in CTY-DIT or Stage 5 of CTY-DIF. 6 Hence for m = 6, B1 0 (2 2) and B0 (64 2). DIF DIT M(64 2) r =1 r =2 r =3 r =4 r =5 r =6 1 2 3 B0 B0 B0 4 B0 1 3 2 B1 B1 B1 5 B0 4 B1 6 B0 4 B2 5 B1 3 1 2 B6 B30 B14 4 B3 2 1 3 B15 B31 B7 B1 = 2; Br = 2 Br 1 , 2 r 6
Figure 46: Block Partitions in CTY(DIT/DIF) for N = 64
Radix-2 Algorithms
In-place DIT Recursion at Stage m with r = m

DIT F LY 0 p < N1 , p
1 2
X (p),X (p )
At Stage 1 the input x (n) is required in Bit-Reversed-Order.

M= B0 m (m1) = B0 B1
(m1)
p =PMA U (p),WN D (p) , 0 p < N1
(N1 + p), 0 (n, k ) < N
Row Column-0 Column-1 Row 0 U ( 0 ) U ( 0 ) 0 R I 1 UR (1) UI (1) 1 = N1 1 M= N 1 U ( N 1 ) U ( N 1 ) 1 1 R I 1 N DR (0) DI (0) 1 N1 DI (1) N1 + 1 N1 + 1 DR (1) N 1 DR (N1 1) DI (N1 1) N 1
Column-0 XR (0) XR (1) XR (N1 1) XR (N1 ) XR (N1 + 1) XR (N 1)
Column-1 XI (0) XI (1) XI (N1 1) XI (N1 ) XI (N1 + 1) XI (N 1)

Part-9 [137/146]
Radix-2 Algorithms
In-place DIF Recursion at Stage 1 with r = m

i . =PMA x (i ), x (i ) , d (i ) d (i ) WN [.1] [.2] At Stage m the Output X (k ) is delivered in Bit-Reversed-Order.
DIF F LY 0 i < N1 , i
u (i ), d (i )
(N1 + i ), 0 (n, k ) < N
M = Bm 0 = Row 0 1 M= N1 1 N 1 N1 + 1 N 1
B0 (m1) B1
(m1)
Column-0 xR (0) xR (1) xR (N1 1) xR (N1 ) xR (N1 + 1) xR (N 1)
Column-1 Row Column-0 Column-1 xR (0) 0 uR (0) uI (0) xI (1) 1 uR (1) uI (1) N1 1 uR (N1 1) uI (N1 1) = xI (N1 1) xI (N1 ) dR (0) dI (0) N1 xI (N1 + 1) N1 + 1 dR (1) dI (1) xI (N 1) N 1 dR (N1 1) dI (N1 1)
BDSP Part-9 [138/146]
The Cooley-Tukey FFT Program
The CTY FFT Program Skeleton

Acomp
The Program Flow in CTY A0 While(1 <= r <= m) A1 While(h < Br ) A2 While(b < Nr ) A3 A4
[CMul,Mul,Add] = [1, 0, 4] (mN1 ), Hence O(N log2 (N ))
The Program Segments in CTY::

A0 Initialization: and DIT: Arrange M in bit-reversed-index order. A1 Initialization for Stage r: r A2 Initialization for B0 : A3 Block Processing: Operate one DIT Fly(/DIF Fly). A4 DIF:Arrange M in bit-reversed-index order.
Part X Band Pass Signals & Systems
BDSP
Part-10 [140/146]
Part-10:Band Pass Signals & Systems
44
Basic Ideas Band Pass Signal Band Pass System Distortionless Transmission
45
46
47
BDSP
Part-10 [141/146]
Basic Ideas
Complex Signals
Q UESTIONS
What is the origin of Complex Signals ? Are Complex Signals more complicated than Real Signals ? Signicance and Applications ? Complex Multiplication z = xy z zR +jzI , x xR +jxI , y yR +jyI z = zR +jzI = (xR yR xI yI )+j (xR yI + xI yR ) C zR ,A zI xR xI ,B xI xR zR x xI = R zI xI xR
BDSP
(16)
C = AB =
yR yI yR yI
(17)
Part-10 [142/146]
Band Pass Signal
C OMPONENTS OF BAND -PASS S IGNAL g (t )

g (t ): Complex Low-Pass Signal ; g (t ) = g R (t )+jg I (t ) = g M (t )e jg P (t ) g M (t ): Envelope Magnitude; g M (t ) = g P (t ): Envelope Phase; g P (t ) = tan1
2 g2 I (t )+ g Q (t ).
g I (t ) g R (t ) g (t ): g (t ) = g R (t ) cos(2 Fc t ) g I (t ) sin(2 Fc t ) g (t ): g (t ) = g M (t ) cos 2 Fc t + g P (t ) g R (t ): In-phase Component g R (t ) = g M (t ) cos(g P (t )) g I (t ): Quadrature Component g I (t ) = g M (t ) sin(g P (t ))
Example 44.1
g (t ) = A rect g (t ) = g R (t ) = A rect
t cos(2 Fc t ) T
t t , g M (t ) = |g (t )| = A rect T T
BDSP Part-10 [143/146]
Band Pass System
x (t ) = x R (t ) cos(2 Fc t ) x I (t ) sin(2 Fc t ), x (t )
x R (t )+jx I (t )
h(t ) = hR (t ) cos(2 Fc t ) hI (t ) sin(2 Fc t ), h(t ) = hR (t )+ jhI (t ) x (t ) = {x (t )e j 2Fc t }, h(t ) = {h(t )e j 2Fc t }, y (t ) = {y (t )e j 2Fc t } c (t ) x (t ) h(t ), y (t ) = y R (t )+jy I (t ) = c (t )/2 y R (t ) = 0.5 hR (t ) xI (t ) hI (t ) x I (t ) y I (t ) = 0.5 hI (t ) xI (t )+ hR (t ) x I (t )
BDSP
Part-10 [144/146]
Distortionless Transmission
Input:x (t )
x R (t )+jx I (t ), y (t )
System:h(t )
hR (t )+jhI (t )
y R (t )+jy I (t ) h R (t ) h I (t ) 0.5 h I (t ) y I (t )
x R (t )
y R (t )
x I (t )
h R (t )
Figure 47: Equivalent LowPass Filtering of a Band-Pass Signal
BDSP
Part-10 [145/146]
Distortionless Transmission
F ILTER D ELAY M ETRICS

Input: x (t ) = m(t ) cos(2 Fc t ) W : The bandwidth of the low-pass signal m(t ), Fc W System: H (F ) = K e j 2 (F ) , (F ) (Fc )+(F Fc ) (F ) F Output: y (t ) = K m(t g ) cos(2 Fc (t p )) (F ) Fc Group Delay: g (F ) F (F ) Fc p (F Fc )g Phase Delay: p .
F=Fc
F=Fc
BDSP
Part-10 [146/146]

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BASIC D IGITAL S IGNAL P ROCESSING

Aureole Technologies Pvt. Ltd. Bangalore, India

Figure 1: Every Number is a well-known friend of Ramanujam

Part I General Recall

Objectives Review The Inner Product Operator Signal Correlation

Some Signal Processing Applications

A nite length function x (t ), t0 t t1 . x (t ) : t0 t < denotes an innite length function x (t ), t0 t <

gR (u ), jgI (u ) =PMA g (u )/2, g (u )/2 gS (u ), gA (u ) =PMA g (u )/2, g (n)/2

The Inner Product Operator

Table 1: The Inner Product Operator

Remarks Scalar Product a, b = |a||b | cos( ) angle of a w.r.t to b Inner Product

a(n) : |n| < b(n) : |n| < e x (t ) : T e(t ) : T y

N 1 1X e b (n) a(n)e N n=0 n= + X

+ X |a(n)|2 -Energy of a(n) a, a =

e(t ) x (t ), y Cross-Correlation between e Z T 1 2 e x (t ), e x (t ) = x (t )| dt -Power of e x (t ) |e T 0 Cross-Correlation between x (t ), y (t ) Z+ 2 x (t ), x (t ) = |x (t )| dt -Energy of x (t )

C OMPARISON OF CT-F UNCTIONS

C OMPARISON OF DT-S EQUENCES

C ORRELATION OF CT-F UNCTIONS

|Rxy (0)| may not be the maxima of Rxy ( )

C ORRELATION OF DT-S EQUENCES

|Rxy (0)| may not be the maxima of Rxy (m)

i , j , k : Basis Vectors vi : Composition of i vj : Composition of j vk : Composition of k

Composition of the Vector v vi vj vk v 3 4 5 i, i i, j i, k j, i j, j j, k k, i 1 k , j = 0 0 k, k 0 0 1 0 0 1

Figure 2: Composition Plot

Analysis and Synthesis of Vectors

Figure 3: Vector Analysis and Synthesis

Composition of Column Vectors

2 1 1 1/ 2 1/ 2 0 , b2 = 0 , b3 = 1 v1 = 0 , v2 = 0 , v3 = 1 , b1 = 0 0 0 1 0 1/ 2 1/ 2 v1= 2 b1 + 0 b2 + 0 b3 v2= 1/ 2 b 1 + 1/ 2 b 2 + 0 b 3 v3= 2 b1 + 2 b2 + 1 b3

Composition of three Vectors v c1 c2 c3 v1 2 0 0 v2 1 / 2 1 / 2 0 v3 2 2 1 b2 , b1 b2 , b2 b2 , b3 b3 , b1 1 b3 , b2 = 0 0 b3 , b3 0 0 1 0 0 1

b1 , b1 Ordered b1 , b2 3 2 Basis 1 b1 , b3 Figure 4: Composition Plot

Colors and Chemicals

C = CR R + CG G + CB B Or C = C1 b1 + C2 b2 + C3 b3 Chemicals: X Hydrogen,Oxygen,Nitrogen, Basis Chemicals) X = C1 b1 + C2 b2 + + C108 b108

b1 , b2 , , b108 (Ordered (2)

Waveforms/Continous Functions: x (t ) = cos(2 F0 t + ) = = = = = {e j } 2 F 0 t + j j (e + e )/2 C e j 2F0 t + C ej 2F0 t C e j /2 F (t ) e j 2Ft C F0 (t ) + C F0 (t ) C F0 (t ) + C F0 (t ) e j /(j 2)

x (t ) = sin(2 F0 t + ) = S F0 (t ) + S F0 (t ), S x (t ) = x (t ), F0 (t ) F0 (t ) + x (t ), F0 (t ) F0 (t ) Composition Format: x (t ) x (t ), F0 (t ) cos(2 F0 t + ) C sin(2 F0 t + ) S

Shift w (x ) = x d p(x ), d > 0(right), d < 0(left)

Figure 5: Composition Plot of a Polynomial

h(i )x (n i ) = h(n) x (n)

x (0) h(1) x (1) h(0)

Recursive Difference Equation:

y (2) =h1 h1 x (0)+ x (1) h2 x (0)+ x (2)

Basic Differential and Difference Equations

CT-D IFFERENTIAL E QUATION

DT-D IFFERENCE E QUATION

Part III The Four Flavors of Fourier Spectra

Part-3:The Four Flavors of Fourier Spectra

Basis Functions and Sequences

Periodicity n: k (n) = k (n+N ) Periodicity k : k (n) = (k+N ) (n)

fa = 0.5, f (n) : 0.5 f < 0.5

Composition of Periodic functions

The Continuous Time Fourier Series(CTFS)

Synthesis Equation: Accumulation of Yk (t ) yields x (t ) as;

Composition of Non-Periodic functions

The Continuous Time Fourier Transform(CTFT)

Synthesis Equation: Accumulation of YF0 (t ) yields x (t ) as;

Composition of Periodic Sequences

The Discrete Time Fourier Series(DTFS)

X (k0 )k0 (n)

Synthesis Equation: Accumulation of Yk0 (n) yields x (n) as;

Composition of Non-Periodic Sequences

The Discrete Time Fourier Transform(DTFT)

Presence of basis sequence Yf0 (n) X (e j 2f0 )f0 (n)

Synthesis Equation: Accumulation of Yf0 (n) yields x (n) as;

Yf0 (n) df0 =