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Om Sakthi

Adhiparasakthi Engineering College


Melmaruvathur 603319

CS2403 Digital Signal Processing


Lecture Notes by
R. Sivarajan, AP/ECE/APEC

Department of Electronics and Communication


Engineering

Unit I Signals and Systems

Basic Elements of DSP

Contd
Advantages of DSP over ASP:
Stable, reliable, flexible, predictable, repeatable
Choose any accuracy by increasing or decreasing number of
bits
Sharing of digital processor
Achieve linear phase characteristics
Multi rate processing is possible
Digital circuits connected in cascade without any loading
problem
Storage of digital data very easy
For processing low frequency signal (seismic signal), analog
circuits requires inductor and capacitor of very large size, so
we prefer digital processor for such application

Contd
Disadvantages of DSP over ASP:
Needs pre and post processing (ADC & DAC)
Suffer from frequency limitation
Analog circuits dont need much power where digital circuit
needs more power consumption
Applications of DSP:
Telecommunication
Military
Consumer Electronics
Instrumentation and Control
Seismology
Image processing
Speech processing
Medicine, Signal filtering

Concept of Frequency in Analog and Digital Signal


Continuous time sinusoid signal
Simple harmonic oscillation  defined by sinusoid signal as
  = 
  +  , <  <
A amplitude of sinusoids; frequency in rad/sec;
phase in radians
and  related as = 2
Thus,   = 
2 +  , <  <
Properties of CT sinusoid signal
  is periodic;   =   +  ,  = 1 ,  is a
fundamental period of sinusoids
CT sinusoid signal with distinct frequency themselves differ
Increase in F result in increase in rate of oscillation of the
signal

Contd
Relationship of sinusoid signal in terms of exponential
signal
   
  = 
+ 
, <  <
2
2
Sinusoidal signal  adding two equal amplitude complex
conjugate exponential signal
Positive frequency  counter clockwise uniform angular
motion
Negative frequency  clockwise uniform angular motion

Contd
Discrete time sinusoid signal
The DT sinusoid signal expressed as
! = 
"! + , < ! <
A amplitude of sinusoids; frequency in rad/samples;
phase in radians; " and # related as " = 2#
Thus, ! = 
2#! + , < ! <
Properties of DT sinusoid signal
! is periodic only if its frequency is rational number;
! + $ = !, smallest value of $ is fundamental period
DT sinusoids whose frequency separated by an integer
multiples of 2 are identical
The highest rate of oscillation in a discrete time sinusoids is
attained when " =  (or " = ) or equivalently # = (or
# = )

Contd
Relationship of sinusoid signal in terms of exponential
signal
 &'  &'
 !  = 
+ 
, < ! <
2
2
Sinusoidal signal  adding two equal amplitude complex
conjugate exponential signal
Positive frequency  counter clockwise uniform angular
motion
Negative frequency  clockwise uniform angular motion

Sampling Theorem
Sampling  continuous time to discrete time signal
Sampling performed by taking samples of CT signal at
definite interval of time
Time interval between successive samples  sampling time
Inverse of sampling period  sampling frequency Fs.
(! = ( /*'+

If highest frequency of analog signal is   is ,- = . and


signal is sampled at / > 2,- 2., then   can easily
extracted from its sample value using interpolation function
3!2.
2   =
2.
Sampling rate / = 2. = 2,- , Nyquist rate

Discrete Time Signals


Representation of Signals
Functional representation
Tabular representation
Sequence representation
Graphical representation
Some elementary DT Signals:
Unit sample sequence
4! = 1 #
5 ! = 0; 4! = 0 #
5 ! 0
Unit step sequence
8! = 1 #
5 ! 0; 8! = 0 #
5 ! < 0
Unit ramp sequence
5! = ! #
5 ! 0; 5! = 0 #
5 ! < 0

Contd
Exponential sequence:
(! = :' #
5 :;; !

<>1
Grows exponentially
=<:<1
Decays exponentially
< < 1
Grows exponentially; Alternates between +ve and ve
> < : < 0
Decays exponentially; Alternates between +ve and ve

Contd
Discrete Time Sinusoid Signal:
(! = 
"? ! + ; < ! < +

(! =  3!"? ! + ; < ! < +

"? frequency in radians/ sample


phase in radians
"?
#? =
2

Contd
Deterministic Signal: Nature and amplitude of signal can
be predicted
Random Signal: Nature and amplitude of signal cannot be
predicted
Periodic Signal: (! + $ = (!, < ! <
Aperiodic Signal: (! + $ (!, < ! <
Even Signal: (! = (!
Odd Signal: (! = (!
C
D

Even component of signal: (ABA' ! = E( ! + ( !F


C
D

Odd component of signal: (GHH ! = E(! ( !F

Causal Signal: Right Sided Sequence, (! = 0, ! < 0, ( !


defined at ! 0;
Non Causal Signal: Two Sided Sequence, (! defined at
both ! 0 and ! > 0;

Contd
Anti Causal Signal: Left Sided Sequence, (! defined at
! 0.
Energy and Power Signal:
 Energy signal: finite energy and zero average power
 Power signal: infinite energy and finite average power
 Energy of the signal:
N

J = lim Q |(!|D
NP

Power of the Signal:

'* N

1
S = lim
Q |(!|D
NP 2$ + 1
'* N

Discrete Time Systems


Representation of Systems:
Block diagram representation
Signal flow graph
Element
Block Diagram
Signal flow Graph
Representation
Adder

Constant Multiplier
Unit delay element
Unit advance
element

Classification of Systems
Static System:
Output depends on present input not on past or future input
No memory
Dynamic System:
Output depends on both present and past input
Has a memory
Linear System: Superposition principle holds
H[a*x(n)+b*y(n)]=a*H[x(n)]+b*H[y(n)]
Non Linear System: Superposition principle does not holds
Time Inariant System: Input Output relationship does not
vary with time
H[x(n-k)]=y(n-k)
Time Variant System: Input Output relationship vary with
time
Linear Time Invariant (LTI) System: System which satisfy
both linearity and time invariant condition called LTI System

Contd
Causal System: Output depends only on present and past
input and does not depends on future input
Non Causal System: Output depends on present, past and
future input
Stable and Unstable System:
System said to be bounded input bounded output (BIBO)
stable, if every bounded input produces bounded output
Bounded signal has amplitude which remains finite
BIBO stable system produces bounded output for any
bounded input so that it does not grow unreasonable large
Conditions:
If system transfer function is a rational fraction, then degree
of numerator must no longer than degree of denominator
Poles lie in left half plane of S plane or within unit circle in
Z plane
No repeated poles lie on the imaginary axis

Analysis of Discrete Time LTI Systems


Techniques for the analysis of linear system:
Input output equation for system
T! =  UT! 1, T! 2, , T! $, (!, (!
1, , (! $W
For an LTI system, input output relationship can be
expressed as
[

Y*?

Y*C

T! = Q XY ( ! Z  Q :Y T! Z 
This input output relationship is called difference equation

Contd
Response of LTI systems to arbitrary inputs: The
Convolution Sum:
P

T! = Q (Z ! Z 


Y* P

Properties of Convolution:
Commutative Property:
(! ! = ! (!
Associative Property:
[(! !] `! = (! [! `!]
Distributive Property:
(! [! + `!] = [(! !] + [(! `!]

Contd...
Condition for Stability of LTI Systems:
P

Q |!| <

'* P

FIR System: Finite number of samples, Requires a memory


of length N, Described by a difference equation,
N C

T! = Q XY ( ! Z 
Y*?

IIR System: Infinite number of samples, Requires a infinite


memory, Described by a difference equation,
[

Y*?

Y*C

T! = Q XY ( ! Z  Q :Y T! Z 

Z Transform
Two Sided Z Transform:

` = a[(!] = Q (!`


'*

'

One Sided Z Transform:

` = a[( !] = Q (!`


'*?

Inverse Z transform:

1
( !  =
c  ` ` '
2b

C d`

'

ROC
Definition:
ROC (Region of Convergence) of ` is the set of all values of
`, for which ` attains a finite value.
Properties:

ROC of ` is a ring or disk in Z plane, with center at origin.


If (! is finite duration right sided (causal) signal, then the ROC
is entire Z plane except ` = 0.
If (! is finite duration left sided (anti causal) signal, then the
ROC is entire Z plane except ` = .
If ( ! is finite duration two sided (non causal) signal, then the
ROC is entire Z plane except ` = 0and ` = .
If (! is infinite duration right sided (causal) signal, then ROC is
exterior of the circle of radius 5C .
If (! is infinite duration left sided (anti causal) signal, then ROC
is interior of the circle of radius 5D .

Contd
If (! is infinite duration both sided (non causal) signal, then
ROC is the region in between two circles of radius 5C and 5D .
If ` is rational, then ROC does not include any poles of `.
If ` is rational, and if (! is right sided (causal), then ROC is
exterior of the circle whose radius corresponds to the pole with
largest magnitude.
If ` is rational, and if (! is left sided (anti causal), then ROC
is interior of the circle whose radius corresponds to the pole with
smallest magnitude.
If ` is rational, and if ( ! is two sided (non causal), then ROC
is region in between two circles whose radius corresponds to the
pole of causal part with largest magnitude and pole of anti causal
with smallest magnitude.

Properties of Z Transform
Linearity Property:
aU:(! + XT!W = :a[(!] + Xa[T!] = :` + Xe`
Proof:

a[:(! + XT!] = Q [:(! + XT!]`

'*

'

a[:(! + XT!] = Q :(!`

'

+ Q XT!`

'

a[:(! + XT!] = : Q (!`

'

+ X Q T ! `

'

'*

'*

'*

'*

a[:(! + XT!] = :` + Xe`

Contd
Multiplication by exponential sequence <f :
`
'
a[: ( !] =  g h
:
Proof:

a[( !] = Q ( !`

'

'*

a[:' (!] = Q :' ( !`


'*

a[:' (!] = Q (!:


'*
'
a[: (!] =

a[:' ( !]

 :

C ` '

C `

`
= g h
:

'

Contd
Multiplication by n:

d`
a[!( !] = `
d`

Proof:

 `  = Q ( ! `
'*

'

d`
d
=
i Q ( ! `
d`
d`
'*

d`
d
= Q ( !  `
d`
d`

'*

d`
= Q ( !!`
d`
'*

'

'
' C

Contd

d`
`
= Q E!(!F`
d`
'*
d`
`
= a[!(!]
d`
d`
a[!( !] = `
d`

Contd
Shifting property:
If a[( !] = `, then
a[( ! k] = ` , `
a[(! + k] = ` , `
Proof:

a[(! k] = Q ( ! k`

Let l = ! k, then ! = l + k
If ! = , then l =
If ! = , then l =

'*

a[( ! k] = Q ( l`


*

'

,

Contd

a[(! k] = Q ( l`


*

a[(! k] = `

` ,

Q (l`

*
` ,  ` 

a[( ! k] =
Similarly, we can prove
a[(! k] = ` , `

Contd
Convolution Theorem:
If a[( !] = ` and a[T!] = e`, then a[(! T!] =
`e`
where,
P

( ! T! = Q ( kT! k


,* P

Proof:

a[( ! T!] = Q [(! T!]`

a[(! T!] = Q

'*
P

Q (kT! k `

'* ,* P

Let l = ! k, then ! = l + k

'
'

Contd

a[( ! T!] = Q

Q ( k  T l  `

* ,* P
P

a[( ! T!] = Q (k`


,* P

,

Q T l `

*

a[( ! T!] = `e`

Contd
Initial Value Theorem:
If a[( !] = `, then
(0 = lim `
mP

Proof:

 `  = Q ( ! `
'*?

'

( 1 ( 2
` = ( 0 +
+ D + 

`
`
Taking limit ` ,
lim ` = (0
mP

Contd

Final Value Theorem:


If a[( !] = `, then
(  = lim 1 `
mC

C  `

Inverse Z Transform

Residue Method
Long Division Method
Partial Fraction Method

Convolution
Linear Convolution

y  n  = Q x k  h  n k 
Circular Convolution:

s* P

N C

(t ! = (C ! (D ! = Q (C k(D E! kFN


,*?
N C

(t ! = (D ! (C ! = Q (D k(C E! kFN


,*?

Various Methods of calculating both Linear and Circular


Convolution between two sequences are
Graphical Method
Tabular Method
Matrix method

Correlation

Auto Correlation:

5-- k = Q ( !(! k


'*

Cross Correlation:

5-v k = Q (!T! k


'*

Unit II Frequency Transformation

Discrete Fourier transform

N point DFT

N C

Z  = Q (!
'*?

N point IDFT

N C

Dw'YN

, Z = 0, 1, 2, , $ 1

1
( ! = Q Z  Dw'YN , ! = 0, 1, 2, , $ 1
$
Y*?

Properties of DFT
Periodicity property:
If Z  is an N point DFT of (!, then
( ! + $ = ( !#
5:;;!
Z + $ = Z #
5:;;Z
Linearity property:
If Z  and eZ  are the N point DFT of ( ! and T!
respectively, and : and X are arbitrary constants either real
or complex valued, then
x[:(! + XT!] = :Z  + XeZ 
Convolution property:
If Z  and eZ  are the N point DFT of ( ! and T!
respectively, then
x[( ! T!] = Z eZ 

Contd
Time reversal property:
If Z  is the N point DFT of the sequence (!, then
x[($ !] = $ Z 
Circular time shift property:
If Z  is the DFT of the sequence (!, then
x[( ! ;, k
d$] = Z  DwYyN
Circular frequency shift property:
If Z  is the DFT of the sequence (!, then
xz(! Dwy'N { = Z ;, k
d$
Circular convolution property of DFT.
If x[(C !] = C Z and x[(D !] = D Z , then
x[( !] = x[(C !(D !] = C Z D Z 

Contd
Complex conjugate property:
If x[( !] = Z, then
x[( !] =  Z, k
d$ =  $ Z 
}x[ Z]

N C

N C

Y*?

Y*?

1
1

DwY'
N
= ~ Q Z  DwYN
= Q  Z 
$
$

Circular correlation property:


If x[(C !] = C Z and x[(D !] = D Z , then
1
x[5-CD ; ] = -CD Z = C ZD Z 
$
where,
N C

5-CD ;  = Q (C !(D ! ;, k
d$
'*?

'  N

Contd
Multiplication of two sequences property:
If x[(C !] = C Z and x[(D !] = D Z , then
1
x[(!] = x[(C !(D !] = [C Z D Z ]
$
Parsevals property:
For complex valued sequence (!and T!, if x[( !] =
Z  and x[TZ ] = eZ,
N C

'*?

( ! T ! 

If (! = T!, then

N C

'*?

|(!|D

N C

1
= Q Z e Z
$
Y*?

N C

1
= Q |Z |D
$
Y*?

DITFFT Algorithm to calculate DFT

DIFFFT Algorithm to Calculate DFT

Filtering Method based on DFT


( ! Input (Length M)
! System impulse response (Length N)
T! - Response of the system to an input (Length L = M+N-1)
T !  = ( !  ! 

Make length of (! and ! to M+N-1 by appending zeros


Make length of (! and ! in the order of 2- where ( is the
integer (length must be 2D = 4, 2t = 8, 2 = 16, etc)
Find L point DFT of (!, i.e., Z 
Find L point DFT of !, i.e., eZ
Multiply Z  and eZ 
Find IDFT of [Z eZ ]

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