Review of linear DSP

Discrete Time Fourier Transform DTFT


X ( )  DTFT{x(m)}   x ( m)e
m
 jm

m  0,1,2,... time t  mT  m
fs
  2 fT  2f f
s

Properties of X()

 Periodic in  for all x(m), period = 2

 If x(m) is real then X(has symmetry: real part even; imaginary part
odd
 If x(m) is complex then X(need not have even/odd symmetry

DTFT{x(m)*y(m)}= X(Y(discrete time convolution

DTFT{x(m) y(m)}= X(Y(periodic (circular) convolution

LTI Systems

x(m)  LTI SYSTEM   y (m)

 (m)  LTI SYSTEM   h(m)
y ( m )  h ( m) * x ( m )
Y ( )  H ( ) X ( )
H ( )  DTFT{h(m)}  frequency response

Review of linear DSP 1

Discrete Fourier Transform DFT

If x(m) is a discrete finite sequence of length M then:

x(m) = 0 for m < 0, m = M, m > M

M 1
X ( w)  DTFT{x(m)}   x(m)e  jm
m 0

This can be computed for any particular  or set of  values.

Let   k 2 where k  0,1,2,..., M  1

M
M 1 k 2 m
j
X (k )  DFT {x(m)}   x(m)e M
k  0,1,2,..., M  1
m 0

X(k) is the DFT, which is the DTFT of a finite sequence x(m), of length M,
evaluated at M values of  evenly spaced between 0 and 2 in the
normalized frequency domain.

3 Cases of DFT of Length M

1. If the M values of x(m) used in the DFT are the M significant values of a
finite sequence of length M, then X(k) = DFT{x(m)} are samples of the
frequency spectrum X() of the sequence x(m) evaluated at frequencies  =
k2/M.

2. If the M values of x(m) used in the DFT represent one period of a periodic
sequence x(m), then X(k) = DFT{x(m)} are the values of the Discrete
Fourier Sequence ( DFS{x(m)} ). The frequency spectrum of x(m) is
discrete in the frequency domain. The periodic sequence only has power at
the discrete frequencies given by  = k2/M.

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3. If the M values of x(m) used in the DFT are M arbitrary values from an
infinite sequence, then X(k) = DFT{x(m)} are samples of the frequency
spectrum X()*W(), where W() is the DFT{w(m)} and w(m) = 1 for m
= 0,1,2,…,M-1 so that the product x(m)w(m) is a finite sequence of length
M.

Review of linear DSP 3

Z Transform


Define Z{x(m)}   x(m) z
m
m
 X ( z)
where z = a complex variable

DTFT{x(m)}  Z{x(m)} ze j

For an LTI system:

H ( z )  Z {h(m)}  Y ( z )
H ( z)
H ( )  H ( z ) z e j

Frequency response of system H() is the Z domain transfer function H(z)

evaluated on the unit circle in the z plane: z = ej .

Special property:


Z {x(m  k )}   x(m  k ) z
m
m


Z {x(m  k )}   x(m  k ) z
m
k
z ( m  k )

Z {x(m  k )}  z k
 x(m  k ) z
m
( m  k )

Z {x(m  k )}  z k Z {x(m)}

Review of linear DSP 4

Rational LTI Systems

N M
let y (m)   bk x(m  k )   ak y (m  k )
k 0 k 1
N M
Z { y (m)}   bk Z {x(m  k )}   ak Z { y (m  k )}
k 0 k 1
N M
Y ( z )   bk z X ( z )   ak z  kY ( z )
k

k 0 k 1
N

Y ( z) b z k
k

H ( z)   k 0
M
1   ak z  k
X ( z)
k 1

Stability Issues for Rational LTI Systems

1. H(z) of stable system has all its poles inside unit circle in complex z-
plane.

2. H(z) of invertible system has all its zeros inside unit circle in complex z-
plane (zeros of H(z) become poles of H(z)-1 ). Called a “minimum phase”
system.

3. All poles and zeros of H(z) must be on real axis or must occur in complex
conjugate pairs if coefficients ak and bk of H(z) are real.

4. If H(z) has all of its poles and zeros arranged in reciprocal conjugate
pole/zero pairs, then |H()| = 1. Called an “all pass” system. Can be used
for phase corrections.

5. If all ak = 0 in H(z), the system impulse response is just the ordered

sequence b0, b1, b2, … bN which is a finite sequence of length N+1. Thus, the
system is a Finite Impulse Response system (FIR); in contrast to an Infinite
Impulse Response system (IIR). An FIR system must be stable since all
poles of H(z) occur at z = 0.

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Linear Phase FIR Systems

If all ak = 0 in H(z), the system impulse response is just the ordered sequence
b0, b1, b2, … bN which is a finite sequence of length N+1. Thus, the system is
a Finite Impulse Response system (in contrast to an Infinite Impulse
Response system – IIR).

The H() for an FIR system has a phase response which is linear versus
frequency if the finite length impulse response h(m) is symmetrical (ie h(0)
= h(N), h(1) = h(N-1), and so forth).

The H() for an FIR system has a phase response which is 0 if the finite
length impulse response h(m) is symmetrical about time 0 (i.e. is either an
impulse itself or is not causal).

Linear phase corresponds to a zero phase shift filter (which is not causal) in
series with a time delay.

The H() for an FIR system has a phase response which is linear versus
frequency if the filter coefficients are symmetrical (ie b 0 = bN, b1, … bN-1,
and so forth). Linear phase corresponds to a zero phase shift filter (which is
not causal) in series with a time delay:

time delay = (N/2)T where T is the time between discrete time

samples

A linear phase filter is said to introduce no “phase distortion”, since it is

equivalent to a zero phase shift filter (which doesn’t change the phase
distribution of the input signal at all) followed by a simple time delay
element (which doesn’t distort the signal shape in the time domain).

Review of linear DSP 6