Contents

1 Course Introduction
1.1 Need for This Course . . . .
1.2 General Course Objectives:
1.3 Learning Objectives: . . . .
1.4 Course Contents: . . . . . .
1.5 Reading Materials . . . . .
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11
11
11
12
13
13

Power and Energy

2.1 What is a Signal? . . . . . . . . . . . . . .
2.2 Classification of Signals . . . . . . . . . .
2.2.1 Analog or Digital Signals . . . . .
2.2.2 Periodic or Aperiodic Signals . . .
2.2.3 Deterministic or Random Signals .
2.2.4 Complex or Real Signals . . . . . .
2.3 Energy and Power . . . . . . . . . . . . .
2.3.1 Energy Signals and Power Signals
2.3.2 Single Real Sinusoid . . . . . . . .
2.3.3 Single Complex Sinusoid . . . . . .
2.3.4 Sum of Complex Sinusoids . . . . .
2.3.5 Sum of Real Sinusoids . . . . . . .
2.4 Concluding Remarks . . . . . . . . . . . .

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15
15
19
20
24
25
26
28
29
29
30
31
32
33

Fourier Series
3.1 Introduction to Fourier Series . . . . . . . .
3.2 Fourier Series: Definition and Interpretation
3.3 Why Fourier Series? . . . . . . . . . . . . .
3.4 Properties of Fourier Series (FS) . . . . . .
3.5 Real Fourier Series . . . . . . . . . . . . . .
3.6 Examples of Fourier Series (FS) Evaluation

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37
39
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48
49

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CONTENTS
3.7

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53
53
53
54

Fourier Transform
4.1 Introduction to Fourier Transform . . . . . . . . . .
4.2 Fourier Transform: Development and Interpretation
4.3 Properties of Fourier Transform (FT) . . . . . . . .
4.4 Fourier Transform for Periodic Signals . . . . . . . .
4.4.1 Diculty with Sinusoids . . . . . . . . . . . .
4.4.2 Impulse Function . . . . . . . . . . . . . . . .
4.4.3 Fourier Transform of Periodic Signals . . . .
4.5 Dirichlet Conditions . . . . . . . . . . . . . . . . . .
4.6 Concluding Remarks . . . . . . . . . . . . . . . . . .

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57
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76
76

3.8
4

Limitations of Fourier Series

3.7.1 Gibbs Phenomenon .
3.7.2 Dirichlet Conditions
Concluding Remarks . . . .

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5 Complex Signals
83
5.1 Introduction to Complex Signals . . . . . . . . . . . . . . . . 83
5.1.1 Some Useful Rules and Identities . . . . . . . . . . . . 84
5.1.2 Phasors . . . . . . . . . . . . . . . . . . . . . . . . . . 85
5.2 Spectrum of Complex Signals . . . . . . . . . . . . . . . . . . 85
5.2.1 Properties of the Fourier Transform of Complex Signals 87
5.2.2 Linear Processing of Complex Signals . . . . . . . . . 89
5.3 Hilbert Transform . . . . . . . . . . . . . . . . . . . . . . . . 90
5.3.1 Hilbert Transform as a Filter . . . . . . . . . . . . . . 90
5.3.2 Properties of the Hilbert Transform . . . . . . . . . . 91
5.4 Analytic Signals . . . . . . . . . . . . . . . . . . . . . . . . . 93
5.4.1 Analytic Analog Signals . . . . . . . . . . . . . . . . . 93
5.4.2 Analytic Discrete-time Signals . . . . . . . . . . . . . 95
5.5 Instantaneous Amplitude and Frequency . . . . . . . . . . . . 96
5.6 Conclusions . . . . . . . . . . . . . . . . . . . . . . . . . . . . 100
6

Analog System
6.1 Classification of Systems . . . . . . . . .
6.2 Description of a System . . . . . . . . .
6.2.1 Why is this Chapter Important?
6.3 Frequency Response . . . . . . . . . . .
6.4 Sinusoidal Input to Linear Systems . . .
6.5 Partial Fraction Approach . . . . . . . .
6.6 Convolution . . . . . . . . . . . . . . . .

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103
104
104
106
107
110
111
113

CONTENTS

6.7
6.8

6.6.1 Shifting Property of Impulse Function . . . . . . . . . 114

Concluding Remarks . . . . . . . . . . . . . . . . . . . . . . . 116
Fourier Transform Summary . . . . . . . . . . . . . . . . . . . 117

Sampling and Digital Signals

7.1 Sampling of Continuous-Time Signals . . . . . . . . . . . . .
7.2 Signal Reconstruction from Samples . . . . . . . . . . . . . .
7.2.1 Perfect Reconstruction . . . . . . . . . . . . . . . . . .
7.2.2 Spectral Aliasing . . . . . . . . . . . . . . . . . . . . .
7.2.3 Anti-Aliasing Filtering . . . . . . . . . . . . . . . . . .
7.2.4 Choice of Sampling Frequency . . . . . . . . . . . . .
7.3 Quantization . . . . . . . . . . . . . . . . . . . . . . . . . . .
7.4 Quantization of Continuous-Amplitude Signals . . . . . . . .
7.4.1 Analysis of Quantization Errors . . . . . . . . . . . . .
7.5 Spectra of Discrete-Time Signals . . . . . . . . . . . . . . . .
7.5.1 Discrete-Time Fourier Transform (DTFT) . . . . . . .
7.5.2 Inverse DTFT . . . . . . . . . . . . . . . . . . . . . .
7.5.3 Normalized Frequency Representation . . . . . . . . .
7.6 Frequency-Domain and Time-Domain Signal Properties . . .
7.7 Analysis of Discrete-Time Signals . . . . . . . . . . . . . . . .
7.7.1 Elementary Discrete-Time Signals . . . . . . . . . . .
7.7.2 Elementary Manipulations . . . . . . . . . . . . . . . .
7.7.3 Laplace Transform and Z-Transform . . . . . . . . . .
7.7.4 z-Transform (ZT) and DTFT . . . . . . . . . . . . . .
7.8 Concluding Remarks . . . . . . . . . . . . . . . . . . . . . . .
7.9 z-Transform . . . . . . . . . . . . . . . . . . . . . . . . . . . .
7.9.1 Common z-Transforms and Properties of z-Transform
7.9.2 Inverse z-Transform . . . . . . . . . . . . . . . . . . .

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134
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136
137
138
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140
140
141
145
147
151
152

Digital Systems
167
8.1 Input-Output Description of Systems . . . . . . . . . . . . . . 170
8.2 Block Diagram Representation of Discrete-Time Systems . . . 171
8.3 Classification of Digital Systems . . . . . . . . . . . . . . . . 173
8.3.1 Physically Realizable Systems . . . . . . . . . . . . . . 175
8.3.2 Linear Time-Invariant (LTI) Systems . . . . . . . . . . 175
8.3.3 Outputs of LTI Systems (Convolution) . . . . . . . . . 175
8.4 Interconnection of Discrete-Time Systems . . . . . . . . . . . 178
8.5 Properties of Convolution and Interconnection of LTI Systems 179
8.6 Characterization of Digital Systems . . . . . . . . . . . . . . . 181
8.6.1 Dierence Equations and Block Diagram . . . . . . . 182

CONTENTS
8.6.2
8.6.3
8.6.4
8.6.5
8.6.6

8.7

8.8
9

Transfer Function . . . . . . . . . . . . . . . . . . . .
Poles and Zeros . . . . . . . . . . . . . . . . . . . . . .
Frequency Response . . . . . . . . . . . . . . . . . . .
Impulse Response . . . . . . . . . . . . . . . . . . . .
Systems with Finite-Duration and Infinite-Duration
Impulse Response . . . . . . . . . . . . . . . . . . . .
Determination of System Output . . . . . . . . . . . . . . . .
8.7.1 Transfer Function Approach . . . . . . . . . . . . . . .
8.7.2 Convolution Approach . . . . . . . . . . . . . . . . . .
8.7.3 Dierence Between Linear and Circular Convolutions
Concluding Remarks . . . . . . . . . . . . . . . . . . . . . . .

Implementation of Discrete-Time Systems

9.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . .
9.2 Structures for the Realization of Discrete-Time Systems
9.3 Structures for FIR Systems . . . . . . . . . . . . . . . .
9.3.1 Direct-Form Structure . . . . . . . . . . . . . . .
9.3.2 Cascade-Form Structure . . . . . . . . . . . . . .
9.3.3 Frequency-Sampling Structure . . . . . . . . . .
9.3.4 Lattice Structure . . . . . . . . . . . . . . . . . .
9.4 Structure for IIR Systems . . . . . . . . . . . . . . . . .
9.4.1 Direct-Form Structures . . . . . . . . . . . . . .
9.4.2 Cascade-Form Structure . . . . . . . . . . . . . .
9.4.3 Parallel-Form Structure . . . . . . . . . . . . . .
9.4.4 Lattice Structures . . . . . . . . . . . . . . . . .
9.4.5 Signal Flow Graphs and Transposed Structures .
9.5 Concluding Remarks . . . . . . . . . . . . . . . . . . . .

183
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186
187
187
188
188
189
190
190

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205
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233

10 Discrete Fourier Transform

10.1 Practical Aspects of Spectrum Computation . . . . . . . . .
10.1.1 Spectra of Windowed Signals . . . . . . . . . . . . .
10.1.2 Sampling in Frequency-Domain: Derivation of DFT
10.2 Discrete Fourier Series (DFS) . . . . . . . . . . . . . . . . .
10.2.1 Derivation of DFS . . . . . . . . . . . . . . . . . . .
10.3 Properties of DFT and DFS . . . . . . . . . . . . . . . . . .
10.3.1 Periodicity and Circular Shift . . . . . . . . . . . . .
10.3.2 Properties of DFT . . . . . . . . . . . . . . . . . . .
10.4 DFT of Sinusoidal Signals . . . . . . . . . . . . . . . . . . .
10.5 Fast Fourier Transform (FFT) . . . . . . . . . . . . . . . . .
10.5.1 Direct Computation of DFT . . . . . . . . . . . . . .

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241
242
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243
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254

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CONTENTS
10.5.2 Divide-and-Conquer Approach .
10.5.3 Radix-2 FFT Algorithm . . . . .
10.5.4 Applications of FFT Algorithms
10.6 Concluding Remarks . . . . . . . . . . .

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255
261
266
266

11 Design of Digital Filters

271
11.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . 271
11.2 Characteristics of Practical Frequency-Selective Filters . . . . 271
11.3 Design of FIR filters . . . . . . . . . . . . . . . . . . . . . . . 274
11.3.1 Symmetric and Anti-symmetric FIR filters . . . . . . . 274
11.3.2 Design of Linear-Phase FIR Digital Filters Using Windowing . . . . . . . . . . . . . . . . . . . . . . . . . . . 277
11.3.3 Design of Linear-Phase FIR Filters by the Frequency
Sampling Method . . . . . . . . . . . . . . . . . . . . 283
11.3.4 Design of Optimum Equiripple Linear-Phase FIR Filters288
11.4 Design of IIR Filters . . . . . . . . . . . . . . . . . . . . . . . 298
11.4.1 Design of IIR Filters From Analog Filters . . . . . . . 299
11.4.2 IIR Filter Design by Approximation of Derivatives . . 300
11.4.3 IIR Filter Design by Impulse Invariance . . . . . . . . 303
11.4.4 Design Procedure . . . . . . . . . . . . . . . . . . . . . 307
11.4.5 IIR Filter Design by the Bilinear Transformation . . . 308
11.4.6 Design Procedure . . . . . . . . . . . . . . . . . . . . . 311
11.5 Concluding Remarks . . . . . . . . . . . . . . . . . . . . . . . 312
12 Random Signals
313
12.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . 313
12.2 Stochastic Process . . . . . . . . . . . . . . . . . . . . . . . . 315
12.2.1 Continuous Stochastic Process . . . . . . . . . . . . . 317
12.2.2 Discrete-Time Processes (Continuous Random Sequences)318
12.2.3 Discrete Stochastic Processes . . . . . . . . . . . . . . 318
12.2.4 Discrete Random Sequences . . . . . . . . . . . . . . . 320
12.3 Deterministic Function vs Stochastic Process . . . . . . . . . 320
12.4 Probability, Cumulative Distribution Function and Probability Density Function . . . . . . . . . . . . . . . . . . . . . . . 321
12.5 Description of Random Signals . . . . . . . . . . . . . . . . . 323
12.6 Stationary Processes . . . . . . . . . . . . . . . . . . . . . . . 325
12.6.1 First-Order Stationary Process . . . . . . . . . . . . . 325
12.6.2 Ch12Second-Order Stationary Process . . . . . . . . . 325
12.6.3 N th -Order Stationary Process . . . . . . . . . . . . . . 326
12.6.4 Wide-Sense Stationary (WSS) Process . . . . . . . . . 326

CONTENTS
12.6.5 Jointly WSS Random Processes . . . . . . . . . . . . .
12.6.6 Independent, Uncorrelated and Orthogonal Processes
12.6.7 Covariance Functions . . . . . . . . . . . . . . . . . .
12.7 Physical Interpretation of Process Parameters . . . . . . . . .
12.8 Gaussian Random Processes . . . . . . . . . . . . . . . . . . .
12.8.1 Properties of Gaussian Random Processes . . . . . . .
12.9 Complex Processes . . . . . . . . . . . . . . . . . . . . . . . .
12.10Ergodic Processes . . . . . . . . . . . . . . . . . . . . . . . . .
12.10.1 Mean . . . . . . . . . . . . . . . . . . . . . . . . . . .
12.10.2 Correlation . . . . . . . . . . . . . . . . . . . . . . . .
12.10.3 Variance and Power . . . . . . . . . . . . . . . . . . .
12.11Power Spectrum . . . . . . . . . . . . . . . . . . . . . . . . .
12.12Linear Filtering of Random Signals . . . . . . . . . . . . . . .
12.13White Noise . . . . . . . . . . . . . . . . . . . . . . . . . . . .
12.14Concluding Remarks . . . . . . . . . . . . . . . . . . . . . . .
12.15Uniform Random Variables . . . . . . . . . . . . . . . . . . .
12.16Normal (Gaussian) Random Variables . . . . . . . . . . . . .
12.17Central Limit Theorem (CLT) . . . . . . . . . . . . . . . . .

13 Modulation
13.1 Introduction . . . . . . . . . . . . . . . . . . .
13.1.1 Why Modulation? . . . . . . . . . . .
13.1.2 Choice of Modulation Scheme . . . . .
13.2 Amplitude Modulation (AM) . . . . . . . . .
13.2.1 Conventional AM (Conv-AM) . . . . .
13.2.2 AM with Suppressed Carrier (AM-SC)
13.2.3 Single Side-Band AM (SSB-AM) . . .
13.2.4 Quadrature AM (QAM) . . . . . . . .
13.3 Frequency Modulation (FM) . . . . . . . . . .
13.4 Detection by Matched Filter . . . . . . . . . .
13.5 Detection of Binary Signals in Noise . . . . .
13.6 Digital Modulation . . . . . . . . . . . . . . .
13.6.1 Amplitude Shift Keying (ASK) . . . .
13.6.2 Frequency Shift Keying (FSK) . . . .
13.6.3 Phase Shift Keying (PSK) . . . . . . .
13.7 Concluding Remarks . . . . . . . . . . . . . .

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372
376
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380
384
387

CONTENTS

14 Power Spectrum Estimation

391
14.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . 391
14.2 Estimation of Spectra from Finite Data . . . . . . . . . . . . 391
14.2.1 Computation of the ESD . . . . . . . . . . . . . . . . 392
14.2.2 Estimation of the Autocorrelation and Power Spectrum of Random Signals: The Periodogram . . . . . . 397
14.2.3 Use of DFT in Power Spectrum Estimation . . . . . . 402
14.3 Nonparametric Methods for Power Spectrum Estimation . . . 403
14.3.1 The Bartlett Method: Averaging the Periodograms . . 404
14.3.2 The Welch Method: Averaging Modified Periodogram 406
14.3.3 The Blackman and Tukey Method: Smoothing the Periodogram . . . . . . . . . . . . . . . . . . . . . . . . . 408
14.3.4 Performance Characteristics of Nonparametric Power
Spectrum Estimates . . . . . . . . . . . . . . . . . . . 410
14.4 Parametric Methods for Power Spectrum Estimation . . . . . 411
14.4.1 Relationships Between the Autocorrelation and the
Model Parameters . . . . . . . . . . . . . . . . . . . . 413
14.4.2 The Yule-Walker Method for the AR Model Parameters415
14.4.3 The Burg Method for the AR Model Parameters . . . 415
14.4.4 Selection of AR Model Order (p) . . . . . . . . . . . . 417
14.4.5 MA Model for Power Spectrum Estimation . . . . . . 418
14.4.6 ARMA Model for Power Spectrum Estimation . . . . 419
14.5 Discrete-Time White Noise . . . . . . . . . . . . . . . . . . . 421
14.6 DFT for Spectrum Estimation . . . . . . . . . . . . . . . . . 422
14.7 Windows and Spectrum Estimation . . . . . . . . . . . . . . . 423
14.7.1 Periodicity Assumption of DFT . . . . . . . . . . . . . 424
14.7.2 Spectral Leakage . . . . . . . . . . . . . . . . . . . . . 427
14.7.3 Spectral Resolution . . . . . . . . . . . . . . . . . . . . 428
14.7.4 Windowing for Steady Spectrum . . . . . . . . . . . . 433
14.8 Time and Frequency Resolutions . . . . . . . . . . . . . . . . 435
14.9 Spectral Smoothing . . . . . . . . . . . . . . . . . . . . . . . . 436
14.10Concluding Remarks . . . . . . . . . . . . . . . . . . . . . . . 437