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DSP 1 Lecture 2.4 Linear rms Spectrum Correlation Convolution and DFT Correlation and DFT
DSP 1
Lecture 2.4
Linear rms Spectrum
Correlation
Convolution and DFT
Correlation and DFT
RECAP x ' ≠→≤≤nN − 00 1 w =→ ≤ nN≤ − 10 1 n
RECAP
x ' ≠→≤≤nN −
00
1
w
=→ ≤ nN≤ −
10
1
n
n
N-Point Signal
N-Point Rectangular Window
x
= xw →≤≤n N −
'
0
1
n
nn
N-Point Windowed
π
DTFT
1
j
ω
j
θ
j
(
ω−θ
)
Xe
(
)
=
X e
'
(
)
We
(
)
d
θ
Windowed
2
π −
π
DTFT N-Point Signal
DTFT N-Point Window
DTFT N-Point
Rectangular Window
(Closed Form)
Main lobe width
N
π
2
π
sin(
ω
)
N
− 1
− j N
ω
N − 1
− 2 ≤≤ω
1 − e
− j (
ω
)
j
ω
jn
ω
2
W e
(
) =
we
==
e
2
N
N
n
− j
ω
1 − e
1
n
= 0
sin(
ω
)
2
N 1 2 π π − N − 1 2 − j nk ⋅ 1
N
1
2
π
π
N
1
2
j
nk
1
−⋅
j
nk
RECAP
X [] k
=
xne []
N
→= xn []
X [] ke
N
By definition
N
n
=
0
k
=
0
N
1
N
1
1
2
2
2
2
By definition of rms
x n
[
]
=
rms =
X k
'[
]
→⎡ ⎣ volts ⎤ ⎦
N
n
=
0
n
=
0
DFT and Power
Spectrum
2
π
N − 1
1
j
nk
1
f
X k
'[
]
=
xne
[
]
N
s
=
X k
[
]
→Δ f =
N
NN
n
= 0
2
N
1
N
1
X k
'[
]
2
⎡ v
olts
2
2
rm s =
X k
'[
]
=
Pk
(
)
Δ→ f
Pk
(
)
=
Δ
f
Hz
n
=
0
n
=
0
2
X
'[ k ]
2
volts
P ( k ) =
Power Spectral Density
Δ f
H
z
2
2
X
'[ k ]
→ ⎡ vo lts ⎤
Power Spectrum
Area under the PSD curve is the rms^2
Introduction Correlation There are applications where it is necessary to compare one reference signal with
Introduction Correlation
There are applications where it is
necessary to compare one reference
signal with one or more signals to
determine the similarity between
the pair and to determine additional
information based on the similarity.
Cross Correlation
Introduction Correlation Auto-Correlation See MATHCAD Examples !!!
Introduction Correlation
Auto-Correlation
See MATHCAD
Examples !!!
BACK TO THE FUTURE !! What is the length of the convolution sum if ?
BACK TO THE FUTURE !!
What is the length of the convolution sum if ?
Given --------
x 1 [n], n=0,1,……, N-1
x 2 [n], n=0,1,……, N-1
Required ----
y = x 1 * x 2
what is the length of y[n]
N
− 1
y
[
n
]
= ∑ x k xn k
[
]
[
]
=
x
[ 0 ]
xn
[
01]
+
x
[] [
xn
−+ +
1]
x N
[
1][
xn
(
N
1 ]
)
1
2
1
2
12
1
2
k
= 0
y
[
00
]
=
x
[0] [
x
0]
+
x
[1] [
x
0
−+ +
1]
xN
[
1]
x
[
0
(
N
1 ]
)
1
2
12
1
2
y
[ ]
1
=
x
[0] [
x
1
0]
+
x
[1] [
x
1
−+ +
1]
xN
[
1]
x
[
1
(
N
1 ]
)
1
2
12
1
2
.
.
y[ N − 1] = x [0] x [ N − 1 − 0] + x
(
)
[1] [
x
()
N
1
−+ +
1]
xN
[
1]
x
[
() (
N
1
N
1 ]
)
1
2
12
1
2
Y
[
NN
]
=
x
[0] [
x
0]
+
x
[1] [
x
N
−+ +
1]
xN
[
1]
x
[
N
(
N
1 ]
)
1
2
12
1
2
Y
[
NN++11= x x
]
[0] [
− + xx N + 1 −+ + x N − x N + 1 − N −
0]
[1] [
1]
[
1]
[
(
1 ]
)
1
2
12
1
2
.
.
.
Y [ 2 N ] = xx[0] [ 2 N − 0] + x [1] x [ 2 N −+1]
+ x [ N − 1] x N − −
[ 2
(
N
1]
)
1
2
12
1
2
Y
[
21
NN
+
]
=
x
[0] [
x
2
+
1 0]
+
x
[1] [ 21 1]
x
N +
−+ +
xN
[
1]
x
[
2
N
+
1
(
N − 1 ] =
)
0
1
2
12
1
2
2N-1
Y
[2
N +
2] 0
=
CAN WE USE DFT TECHNIQUES TO PERFORMED CORRELATION AND CONVOLUTION ?? See MathCAD Lecture
CAN WE USE DFT TECHNIQUES
TO PERFORMED CORRELATION
AND
CONVOLUTION ??
See MathCAD Lecture
CAN WE USE DFT TECHNIQUES TO PERFORMED CORRELATION AND CONVOLUTION ?? Given -------- x 1
CAN WE USE DFT TECHNIQUES
TO PERFORMED CORRELATION
AND
CONVOLUTION ??
Given --------
x 1 [n], n=0,1,……, N1-1
x [n]
,
n=0 1
, ,……,
N2-1
2
Required ----
y[ n ]= x1[n] *x2[n] --- USING DTF TECHNIQUES
REMARK ---- It is necessary that the two sequences be of the
x
1
→≤≤ −
0
nN
11
same length. Thus if the sequence are N
1 and N 2 points, then
x n
1[ ]
= ⎨
N 2 -1 augmenting zeros must be added to sequence of length N
1 ,
0
→ ≤≤ +
N
1
nN
1
N
21
and N 1 -1 augmenting zeros must be added to the sequence of
length N 2 . Both sequence will now be of identical length N
1 +N 2 -1,
and the correct linear convolution will be obatined
x
2
→≤≤
0
nN
21
CONVOLUTION SUM
= FAST CONVOLUTION
x n
2[ ]
= ⎨
0
N
2
≤≤
nN
2
+
N
11
NN= 1 + N 21−
CAN WE USE DFT TECHNIQUES TO PERFORMED CORRELATION AND CONVOLUTION ?? Given -------- x 1
CAN WE USE DFT TECHNIQUES
TO PERFORMED CORRELATION
AND
CONVOLUTION ??
Given --------
x 1 [n], n=0,1,……, N1-1
x [n]
,
n=0 1
, ,……,
N2-1
2
Required ----
y[ n ]= x1[n] *x2[n] --- USING DTF TECHNIQUES
REMARK ---- It is necessary that the two sequences be of the
x
1
→≤≤ −
0
nN
11
same length. Thus if the sequence are N
1 and N 2 points, then
x n
1[ ]
= ⎨
N 2 -1 augmenting zeros must be added to sequence of length N
1 ,
0
→ ≤≤ +
N
1
nN
1
N
21
and N 1 -1 augmenting zeros must be added to the sequence of
length N 2 . Both sequence will now be of identical length N
1 +N 2 -1,
and the correct linear convolution will be obatined
x
2
→≤≤
0
nN
21
CORRELATION SUM
= FAST CORRELATION
x n
2[ ]
= ⎨
0
N
2
≤≤
nN
2
+
N
11
NN= 1 + N 21−
Fin !!
Fin
!!