6.

003: Signals and Systems

Discrete-Time Frequency Representations

November 8, 2011
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Mid-term Examination #3
Wednesday, November 16, 7:30-9:30pm, No recitations on the day of the exam. Coverage: Lectures 118 Recitations 116 Homeworks 110

Homework 10 will not be collected or graded. Solutions will be posted. Closed book: 3 pages of notes (8 1 2 11 inches; front and back). No calculators, computers, cell phones, music players, or other aids. Designed as 1-hour exam; two hours to complete. Review session Monday at 3pm and at open oce hours. Prior term midterm exams have been posted on the 6.003 website. Conict? Contact before Friday, Nov. 11, 5pm.
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Signal Processing: From CT to DT

Signal-processing problems rst conceived & addressed in CT: audio radio (noise/static reduction, automatic gain control, etc.) telephone (equalizers, echo-suppression, etc.) hi- (bass, treble, loudness, etc.) imaging television (brightness, tint, etc.) photography (image enhancement, gamma) x-rays (noise reduction, contrast enhancement) radar and sonar (noise reduction, object detection)

Such problems are increasingly solved with DT signal processing: MP3 JPEG MPEG
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Signal Processing: Acoustical

Mechano-acoustic components to optimize frequency response of loudspeakers: e.g., bass-reex system.

driver

reex port

Signal Processing: Acoustico-Mechanical

Passive radiator for improved low-frequency preformance.

driver

passive radiator

Signal Processing: Electronic

Low-cost electronics new ways to overcome frequency limitations.
110

Magnitude (dB)

100

90

80

70

10

10

10

10

10

Frequency (Hz)

Small speakers (4 inch): eight facing wall, one facing listener. Electronic equalizer compensated for limited frequency response.
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Signal Processing
Modern audio systems process sounds digitally.

x(t)

A/D

x[n]

DT lter

y [n]

D/A

y (t)

Signal Processing
Modern audio systems process sounds digitally.
AVSS(REF) VREFM VREFP VRFILT AVDD DVDD AINRP AINRM RINA RINB Voltage Reference Analog Supplies Digital Supplies DVSS AVSS

AINRP

Analog Control Register

AINRM Output AINLP AINLM LINA LINB AINLP 24Bit Stereo ADC Format Control Logic SDOUT0

Texas Instruments TAS3004 2 channels

AINLM

ALLPASS

VCOM AOUTL Controller AOUTR

24 bit ADC, 24 bit DAC 48 kHz sampling rate 100 MIPS

INPA GPI5 GPI4 GPI3 GPI2 GPI1 GPI0 L+R

24Bit Stereo DAC

L+R SDOUT2

I2C Control

CS1

32Bit Audio Signal Processor

$9.63 ($5.20 in bulk)

SDA SCL

SDOUT1

PWR_DN RESET TEST

Control

32Bit Audio Signal Processor

SDATA Control

OSC/CLK Select

PLL

LRCLK/O

SCLK/O

XTALI/ MCLK

SDIN1

SDIN2

IFM/S

Figure 1 1. TAS3004 Block Diagram

Courtesy of Texas Instruments. Used with permission.

CAP_PLL

CLKSEL

MCLKO

XTALO

DT Fourier Series and Frequency Response

Today: frequency representations for DT signals and systems.

Review: Complex Geometric Sequences

Complex geometric sequences are eigenfunctions of DT LTI systems. Find response of DT LTI system (h[n]) to input x[n] = z n . y [n] = (h x)[n] =
0 k=

h[k ]z nk = z n

0 k=

h[k ]z k = H (z ) z n .

Complex geometrics (DT): analogous to complex exponentials (CT)

zn

h[n]

H (z ) z n

est

h(t)

H (s) est

10

Review: Rational System Functions

A system described by a linear dierence equation with constant coecients system function that is a ratio of polynomials in z . Example: y [n 2] + 3y [n 1] + 4y [n] = 2x[n 2] + 7x[n 1] + 8x[n] H (z ) = 2 + 7z + 8z 2 N (z ) 2z 2 + 7z 1 + 8 = 2 1 2 D(z ) 1 + 3z + 4z z + 3z + 4

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DT Vector Diagrams
Factor the numerator and denominator of the system function to make poles and zeros explicit. H (z0 ) = K (z0 q0 )(z0 q1 )(z0 q2 ) (z0 p0 )(z0 p1 )(z0 p2 )

z0 z0 q0 z0 q q0 0

z -plane

Each factor in the numerator/denominator corresponds to a vector from a zero/pole (here q0 ) to z0 , the point of interest in the z -plane. Vector diagrams for DT are similar to those for CT.
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DT Vector Diagrams
Value of H (z ) at z = z0 can be determined by combining the contributions of the vectors associated with each of the poles and zeros. H (z0 ) = K (z0 q0 )(z0 q1 )(z0 q2 ) (z0 p0 )(z0 p1 )(z0 p2 )

The magnitude is determined by the product of the magnitudes. |H (z0 )| = |K | |(z0 q0 )||(z0 q1 )||(z0 q2 )| |(z0 p0 )||(z0 p1 )||(z0 p2 )|

The angle is determined by the sum of the angles. H (z0 ) = K + (z0 q0 ) + (z0 q1 ) + (z0 p0 ) (z0 p1 )

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DT Frequency Response
Response to eternal sinusoids. Let x[n] = cos 0 n (for all time): x[n] = 1 j 0 n 1 n n e + ej 0 n = z + z1 2 2 0

where z0 = e j 0 and z1 = ej 0 . The response to a sum is the sum of the responses: 1 n n y [n] = H (z0 ) z0 + H (z1 ) z1 2 1 = H (e j 0 ) e j 0 n + H (ej 0 ) ej 0 n 2

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Conjugate Symmetry
For physical systems, the complex conjugate of H (e j ) is H (ej ). The system function is the Z transform of the unit-sample response: 0 H (z ) = h[n]z n
n=

where h[n] is a real-valued function of n for physical systems. H (e j ) = H (ej ) =

0 n= 0 n=

h[n]ej n h[n]e j n H (e j )

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DT Frequency Response
Response to eternal sinusoids. Let x[n] = cos 0 n (for all time), which can be written as 1 j 0 n + ej 0 n . x[n] = e 2 Then y [n] = 1 H (e j 0 )e j 0 n + H (ej 0 )ej 0 n 2 = Re H (e j 0 )e j 0 n = Re |H (e j 0 )|e j H (e
j 0 ) j n 0

= |H (e j 0 )|Re e j 0 n+j H (e

j 0 )

y [n] = H (e j 0 ) cos 0 n + H (e j 0 )

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DT Frequency Response
The magnitude and phase of the response of a system to an eternal cosine signal is the magnitude and phase of the system function evaluated on the unit circle.

cos(n)

H (z )

|H (e j )| cos n + H (e j )

H (e j ) = H (z )|z =e j

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Finding Frequency Response with Vector Diagrams

z q1 H (z ) = z p1 H (e j )

1 z -plane 0 H (e j ) /2

/2

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Finding Frequency Response with Vector Diagrams

z q1 H (z ) = z p1 H (e j )

1 z -plane 0 H (e j ) /2

/2

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Finding Frequency Response with Vector Diagrams

z q1 H (z ) = z p1 H (e j )

1 z -plane 0 H (e j ) /2

/2

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Finding Frequency Response with Vector Diagrams

z q1 H (z ) = z p1 H (e j )

1 z -plane 0 H (e j ) /2

/2

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Finding Frequency Response with Vector Diagrams

z q1 H (z ) = z p1 H (e j )

1 z -plane 0 H (e j ) /2

/2

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Finding Frequency Response with Vector Diagrams

z q1 H (z ) = z p1 H (e j )

1 z -plane 0 H (e j ) /2

/2

23

Finding Frequency Response with Vector Diagrams

z q1 H (z ) = z p1 H (e j )

1 z -plane 0 H (e j ) /2

/2

24

Finding Frequency Response with Vector Diagrams

z q1 H (z ) = z p1 H (e j )

1 z -plane 0 H (e j ) /2

/2

25

Finding Frequency Response with Vector Diagrams

z q1 H (z ) = z p1 H (e j )

1 z -plane 0 H (e j ) /2

/2

26

Finding Frequency Response with Vector Diagrams

z q1 H (z ) = z p1 H (e j )

1 z -plane 0 H (e j ) /2

/2

27

Comparision of CT and DT Frequency Responses

CT frequency response: H (s) on the imaginary axis, i.e., s = j . DT frequency response: H (z ) on the unit circle, i.e., z = e j .
s-plane z -plane

|H (j )|

H (e j )

5
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DT Periodicity
DT frequency responses are periodic functions of , with period 2 . If 2 = 1 + 2k where k is an integer then H (e j 2 ) = H (e j (1 +2k) ) = H (e j 1 e j 2k ) = H (e j 1 ) The periodicity of H (e j ) results because H (e j ) is a function of e j , which is itself periodic in . Thus DT complex exponentials have many aliases. e j 2 = e j (1 +2k) = e j 1 e j 2k = e j 1 Because of this aliasing, there is a highest DT frequency: = .

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Comparision of CT and DT Frequency Responses

CT frequency response: H (s) on the imaginary axis, i.e., s = j . DT frequency response: H (z ) on the unit circle, i.e., z = e j .
s-plane z -plane

|H (j )|

H (e j )

5
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Check Yourself
Consider 3 CT signals: x1 (t) = cos(3000t) ; x2 (t) = cos(4000t) ; x3 (t) = cos(5000t)

Each of these is sampled so that x1 [n] = x1 (nT ) where T = 0.001. Which list goes from lowest to highest DT frequency? 0. x1 [n] x2 [n] x3 [n] 2. x2 [n] x1 [n] x3 [n] 4. x3 [n] x1 [n] x2 [n] 1. x1 [n] x3 [n] x2 [n] 3. x2 [n] x3 [n] x1 [n] 5. x3 [n] x2 [n] x1 [n] ; x2 [n] = x2 (nT ) ; x3 [n] = x3 (nT )

31

Check Yourself
The discrete signals are x1 [n] = cos[3n] x2 [n] = cos[4n] x3 [n] = cos[5n] and the corresponding discrete frequencies are = 3, 4 and 5, represented below with marking e j and o marking ej ).

5 4 3 3 4 5
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Check Yourself
= 0.25

x[n] = cos(0.25n)

33

Check Yourself
= 0.5

x[n] = cos(0.5n)

34

Check Yourself
=1

x[n] = cos(n)

35

Check Yourself
=2

x[n] = cos(2n)

36

Check Yourself
=3

x[n] = cos(3n)

37

Check Yourself
=4

x[n] = cos(4n) = cos(2 4n) cos(2.283n)

38

Check Yourself
=5

x[n] = cos(5n) = cos(2 5n) cos(1.283n)

39

Check Yourself
=6

x[n] = cos(6n) = cos(2 6n) cos(0.283n)

40

Check Yourself
The discrete signals are x1 [n] = cos[3n] x2 [n] = cos[4n] x3 [n] = cos[5n] and the corresponding discrete frequencies are = 3, 4 and 5, represented below with marking e j and o marking ej ).

5 4 3 3 4 5
41

Check Yourself
Consider 3 CT signals: x1 (t) = cos(3000t) ; x2 (t) = cos(4000t) ; x3 (t) = cos(5000t)

Each of these is sampled so that x1 [n] = x1 (nT ) where T = 0.001. Which list goes from lowest to highest DT frequency? 0. x1 [n] x2 [n] x3 [n] 2. x2 [n] x1 [n] x3 [n] 4. x3 [n] x1 [n] x2 [n] 1. x1 [n] x3 [n] x2 [n] 3. x2 [n] x3 [n] x1 [n] 5. x3 [n] x2 [n] x1 [n] 5 ; x2 [n] = x2 (nT ) ; x3 [n] = x3 (nT )

42

Check Yourself

What kind of ltering corresponds to the following?

z -plane

1. high pass 3. band pass 5. none of above

2. low pass 4. band stop (notch)

43

Check Yourself

What kind of ltering corresponds to the following?

z -plane

1. high pass 3. band pass 5. none of above

2. low pass 4. band stop (notch)

44

DT Fourier Series
DT Fourier series represent DT signals in terms of the amplitudes and phases of harmonic components. 0 x[n] = ak e jk0 n The period N of all harmonic components is the same (as in CT).

45

DT Fourier Series
There are (only) N distinct complex exponentials with period N . (There were an innite number in CT!) If y [n] = e j n is periodic in N then y [n] = e j n = y [n + N ] = e j (n+N ) = e j n e j N and e j N must be 1, and ej must be one of the N th roots of 1. Example: N = 8

z -plane

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DT Fourier Series
There are N distinct complex exponentials with period N . These can be combined via Fourier series to produce periodic time signals with N independent samples.

Example: periodic in N=3

n 3 samples repeated in time 3 complex exponentials

Example: periodic in N=4

n 4 samples repeated in time

47

4 complex exponentials

DT Fourier Series
DT Fourier series represent DT signals in terms of the amplitudes and phases of harmonic components.
N 1 0 k=0

x[n] = x[n + N ] =

ak e jk0 n

; 0 =

2 N

N equations (one for each point in time n) in N unknowns (ak ). Example: N = 4 j 2 00 x[0] e N 01 x[1] e j 2 N = 2 x[2] e j N 02 2 x[3] e j N 03 e j N 10 2 e j N 11 2 e j N 12 2 e j N 13
2

e j N 20 2 e j N 21 2 e j N 22 2 e j N 23

2 a0 e j N 30 31 j2 e N a1 2 e j N 32 a2 2 a3 e j N 33

48

DT Fourier Series
DT Fourier series represent DT signals in terms of the amplitudes and phases of harmonic components.
N 1 0 k=0

x[n] = x[n + N ] =

ak e jk0 n

; 0 =

2 N

N equations (one for each point in time n) in N unknowns (ak ). Example: N = 4 x[0] 1 x[1] 1 = x[2] 1 x[3] 1 1 j 1 j 1 1 1 1 1 a0 j a1 1 a2 j a3

49

Orthogonality
DT harmonics are orthogonal to each other (as were CT harmonics).
N 1 0 n=0 j 0 kn j 0 ln 1 N 0 n=0

e j 0 (kl)n ; k=l =
j 2 (kl)N 1e N j 2 (kl) 1e N

1e j 0 (kl)N 1e j 0 (kl)

=0

; k= l

= N [k l ]

50

Sifting
Use orthogonality property of harmonics to sift out FS coecients. Assume x[n] =
N 1 0 k=0

ak e jk0 n

Multiply both sides by the complex conjugate of the lth harmonic, and sum over time.
N 1 0 n=0

x[n]e

jl0 n

1 N 1 N 0 0 n=0 k=0 N 1 0 k=0

ak e

jk0 n jl0 n

N 1 0 k=0

ak

N 1 0 n=0

e jk0 n ejl0 n

a k N [ k l ] = N al

ak =

N 1 1 0 x[n]ejk0 n N n=0

51

DT Fourier Series
Since both x[n] and ak are periodic in N , the sums can be taken over any N successive indices. Notation. If f [n] is periodic in N , then N 1 N N +1 0 0 0 0 f [n] = f [n] = f [n] = =
n=0 n=1 n=2 n=<N >

f [n]

DT Fourier Series ak = ak+N = 1 N 0

n=<N >

x[n]ejk0 n ; 0 = ak e jk0 n

2 N

(analysis equation)

x[n]= x[n + N ] =

0
k=<N >

(synthesis equation)

52

DT Fourier Series
DT Fourier series have simple matrix interpretations. x[n] = x[n + 4] = x[0] 1 x[1] 1 = x[2] 1 x[3] 1 1 j 1 j 0
k=<4>

ak e jk0 n =

0
k=<4>

ak e jk

2 n 4

0
k=<4>

ak j kn

1 1 1 1

1 a0 j a1 1 a2 j a3

ak = ak+4 =

1 0 1 0 jk 2 n 1 0 N x[n]ejk0 n = e = x[n]j kn 4 4 4
n=<4> n=<4> n=<4>

a0 1 a 1 1 1 = a2 4 1 a3 1

1 j 1 j

1 1 1 1

1 x[0] j x[1] 1 x[2] j x[3]

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These matrices are inverses of each other.

Discrete-Time Frequency Representations

Similarities and dierences between CT and DT. DT frequency response vector diagrams (similar to CT) frequency response on unit circle in z-plane (j axis in CT) DT Fourier series represent signal as sum of harmonics (similar to CT) nite number of periodic harmonics (unlike CT) nite sum (unlike CT) The nite length of DT Fourier series make them especially useful for signal processing! (more on this next time)

54

MIT OpenCourseWare http://ocw.mit.edu

6.003 Signals and Systems

Fall 2011

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