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REVIEW OF SIGNALS

& SYSTEMS
TYPE OF SIGNALS

Signals

Deterministic Random

Time- Time- Stationary Non-


invariant varying stationary
CONTINOUS & DISCRETE-
TIME SIGNALS

−∞ ≤t ≤ ∞
x(t)=cos(2πft)
−∞ ≤t ≤ ∞ −∞ ≤t ≤∞

x(n)=cos(2πfnTs)
−∞ ≤ n≤∞
PERIODIC & APERIODIC
SIGNALS

x(t)=x(t+T) −∞ ≤t ≤∞

x(t) defined within -T/2<t<T/2, and


T<∞
EXAMPLES OF APERIODIC
SIGNALS
x(t)=1 t=0
• Impulse function
=0 elsewhere

• Step function x(t ) = 1 t≥0


=0 t≤0
• Ramp Function x(t ) = t t≥0
=0 t≤0
• Pulse function x(t ) = 1 t 0 ≤ t ≤ t1
=0 elsewhere

• Pulse sinusoid x(t ) = cos(2πf1t − φ ) t 0 ≤ t ≤ t1


=0 elsewhere
ENERGY AND POWER

• Energy
T /2 T /2
E x = ∫ x(t ) x * (t )dt = ∫ | x(t ) | 2 dt
−T / 2 −T / 2

• Power

1 T/2 1 T/2 1
Px = ∫ x(t)x*(t)dt = ∫| x(t) |2 dt = Ex
T −T / 2 T −T / 2 T

where T is the duration of the signal


SYSTEMS

• A system operates on a signal to produce an output.

System Impulse
Input Output
Response
x(t) y(t)
h(t)
CAUSALITY, STABILITY &
LINEARITY
• Causality
h(t)≠0 t≥0
=0 t<0

• Stability

∫ | h ( t ) | dt < ∞
−∞

• Linearity

T [ x0 (t )] + T [ x1 (t )] = T [ x0 (t ) + x1 (t )] x0(t) & x1(t) are 2 different inputs

y (t ) = S [T [ x(t )]] = T [ S [ x(t )]] S[ ] and T[ ] are linear transformations


CONVOLUTION

• Many naturally occurring phenomena can be modeled as a


convolution process.
• Definition of convolution:


y(t)=h(t)*x(t) y (t ) = ∫ h ( λ ) x (t − λ ) d λ
−∞


y(t)=x(t)*h(t) y (t ) = ∫ x ( λ ) h (t − λ ) d λ
−∞
SPECTRUM REPRESENTATION
OF SIGNALS

• Fourier series pair

∞ 1 T0 / 2
x(t ) = ∑ ck exp(j 2πkf0t ) ck = ∫ x(t) exp(− j2πkf0t)dt
T0 −T0 / 2
k =−∞
• x(t) periodic continuous-time • ck aperiodic discrete-frequency

• Fourier transform pair

∞ ∞

x(t) = ∫ X ( f ) exp(j2πft)df X(f)= ∫ x (t ) exp( − j 2πft ) dt


−∞ −∞

• x(t) aperiodic continuous-time • X(f) aperiodic continuous-frequency


FOURIER TRANSFORM
EXAMPLE

• Given a signal x(t) as defined

x ( t ) = cos( 2π f 1 t ) -T/2<t<T/2
=0 elsewhere
FOURIER TRANSFORM
EXAMPLE

By performing Fourier transform

T sin(π ( f1 − f )T) T sin(π ( f1 + f )T)


X( f ) = +
2 π ( f1 − f )T 2 π ( f1 + f )T

As T→ ∞

X(f) = ½ δ(f-f1)+½ δ(f+f1)


CONVOLUTION & FOURIER
TRANSFORM

• If the input-output relationship is a convolution, then the relationship can be


expressed as multiplication in the frequency domain.

x(t) h(t) y(t)

y(t) = h(t) * x(t)


Fourier Transform

Y(f) = H(f) . X(f)


Inverse Fourier Transform
Y(f) y(t)
PARSEVAL’S THEOREM

• Fourier series

To / 2
Energy is conserved in both time 1 ∞

∫ | x (t ) | ∑C
2
Px = 2
dt = k
and frequency domain To − To / 2 k = −∞

• Fourier transform

T /2 ∞

∫ | x(t ) | dt = ∫ | x( f ) |2 df 1
Ex = 2
Px = Ex
T
−T / 2 −∞
DIFFERENTIAL EQUATIONS

• Many physical phenomena can be defined as differential equation

d2 d
2
y ( t ) + a (1) y (t ) + a ( 2 ) y (t ) = x (t )
dt dt

where y(t) is the output and x(t) is the input. The Laplace transform is
one way of solving the relationship between y(t) and x(t).
LAPLACE TRANSFORM

• The Laplace transform originated from the Fourier transform.


• Definition:


X ( s ) = ∫ x ( t ) e − st dt
−∞

σ + j 2π
1
x(t) = ∫ X (s)estds
2πj σ − j 2πf

where s is a complex variable that is defined as s=σ+jw.


DIFFERENTIAL EQUATION
SOLUTIONS

• Taking the Laplace transform results in

s 2Y (s) + a(1)sY (s) + a(2)Y (s) = X (s)

Y (s) 1
H (s) = = 2
X ( s ) s + a (1) s + a ( 2 )

• The transfer function H(s) defines the relationship between the input and
output in terms of the Laplace transform.

• The system impulse response h(t) can be obtained from H(s) by taking the
inverse Laplace transform.
TRANSFER FUNCTION

• A transfer function can be expressed as


N
N
b(0) s + b(1) s N −1
+ b(2) s N −2
+ ...... + b( N )
∑ b( n) s ( N − n )
n =0
H ( s) = =
s N + a(1) s N −1 + a(2) s N −2 + ...... + a( N ) N
∑ a ( n) s ( N − n )
n =0

when defined in terms of its roots

N
(s + β ( n ) )
H (s) =
(s + β ( 0 ) )(s + β (1) )....... (s + β ( N ) ) = n∏= 0
(s + α ( 0 ) )(s + α (1) )....... (s + α ( N ) ) N (s + α ( n ) )

n=0

• Roots in the numerator are known as the zeros and in the denominator as
the poles.
S-PLANE

• All the possible values of the transfer function lies in the s-plane.
jω jω

4
4

σ
σ

Real poles and zeros Complex poles and zeros

• From the s-plane we can assess the stability, system impulse response and
frequency response.
INVERSE LAPLACE TRANSFORM
Given that
Y(s) 1 1
H(s) = = 2 =
X (s) s + a(1)s + a(2) (s +α(0))(s +α(1))

By taking the partial fraction expansion

1 A0 A1
H (s) = = +
(s + α (0))(s + α (1)) (s + α (0)) (s + α (1))

1
Since H(s) = → h(t) = exp(−at) then
(s + a)

h (t ) = A0 exp( −α ( 0 )t ) + A1 exp( −α (1)t )


RELATIONSHIP BETWEEN LAPLACE
AND FOURIER TRANSFORM
• The Fourier transform can be obtained from the Laplace transform by
making the substitution s= jw= j2πf.

• A transfer function is
1
H ( s) =
(
s 2 + s + (2π100) 2 )
By making the substitution s= jw= j2πf , the Fourier transform of the
transfer function is

1 1
H( f ) =
(− (2πf ) + j2πf + (2π100) ) (((2π100) − (2πf ) )+ j2πf )
2 2
= 2 2
RELATIONSHIP BETWEEN LAPLACE
AND FOURIER TRANSFORM

• The Fourier transform when defined in terms of the magnitude and phase is

1
H( f ) =
((2π100) 2
− (2πf ) ) + (2πf )
2 2 2
Magnitude

⎛ 2π f ⎞
φ ( f ) = − tan −1 ⎜⎜ ⎟ Phase

⎝ (2π 100 ) − (2πf )
2 2

FREQUENCY RESPONSE OF
TRANSFER FUNCTION

Magnitude and phase plot of transfer function


DISCRETE-TIME SIGNALS
AND SYSTEMS
PERIODIC & APERIODIC
SIGNALS

• Periodic signal is

x(n)=x(n+N) -∞<n< ∞

• Non-periodic (aperiodic) signal is

x(n) defined within -N/2≤n≤N/2, and N<∞


EXAMPLES OF APERIODIC
SIGNALS
x(n)=1 n=0
• Impulse function
=0 elsewhere

• Step function x ( n) = 1 n≥0


=0 n≤0
• Ramp Function x ( n) = n n≥0
=0 n≤0
• Pulse function x ( n) = 1 n0 ≤ n ≤ n1
=0 elsewhere

• Pulse sinusoid x(n) = cos(2πnf1 − φ ) n0 ≤ n ≤ n1


=0 elsewhere
ENERGY AND POWER

• Energy
N −1 N −1 2
E x = ∑ x(n) x (n) = ∑ x(n)
*

n=0 n=0

• Power

1 N −1 1 N −1 2 1
Px = ∑ x(n) x (n) = ∑ x(n) = Ex
*
N n=0 N n=0 N

where N is the duration of the signal


SYSTEMS

• A system operates on a signal to produce an output.

System Impulse
Input Output
Response
x(n) y(n)
h(n)
CAUSALITY, STABILITY &
LINEARITY
• Causality
h(n)≠0 n≥0
=0 n<0

• Stability


n = −∞
h(n) < ∞

• Linearity

T [ x0 (n)] + T [ x1 (n)] = T [ x0 (n) + x1 (n)] x0(n) & x1(n) are 2 different inputs

y ( n) = S [T [ x( n)]] = T [ S [ x(n)]] S[ ] and T[ ] are linear transformations


CONVOLUTION

• If h(n) is the system impulse response, then the input-output


relationship is a convolution.
•Definition of convolution:


y ( n ) = h( n ) * x ( n) = ∑ h (λ ) x ( n − λ )
λ = −∞


y ( n ) = x ( n ) * h ( n) = ∑ x (λ ) h ( n − λ )
λ = −∞
SAMPLING AND
SPECTRUM OF DISCRETE-
TIME SIGNALS
SAMPLING

• Sampling is the process of conversion from continuous-time to


discrete-time representation.

• This is necessary if it is desired to process the signal using digital


computers.

• The discrete-time signal x(n) is obtained as a result of the product of


the continuous-time signal with a set of impulse xδ(t) with period Ts


x(n) = x(t ) xδ (t ) = ∑ x(t )δ (t − nTs )
n=−∞
SAMPLING

Sampling Process
SPECTRUM OF SAMPLED
SIGNALS

• If x(t) has a spectrum X(f), then the spectrum of a sampled signal x(n) is

⎡ ∞ ⎤
X (exp( j 2πf )) = FT [ x(n)] = FT [x(t ) xδ (t )] = FT ⎢ ∑ x(t )δ (t − nTs )⎥
⎣n=−∞ ⎦
∞ ∞ ∞
= ∑ ∫ x(t )δ (t − nTs ) exp(− j 2πft)dt = ∑ x(n) exp(− j 2πfnTs )
n=−∞ −∞ n=−∞


= ∑ X ( f − nf s )
n = −∞
SPECTRUM OF SAMPLED
SIGNALS
|X(f)|

-fm fm f

|X(exp(j2πf)|

-2fs -fs -fm fm fs 2fs f

Amplitude spectra of a signal before and after sampling.


NYQUIST SAMPLING THEOREM

• Increasing the sampling frequency will increase the storage space and
processing time.

• Reducing the sampling frequency will result in aliasing due to the overlapping
between the desired and replicate spectrum components.

• The aliasing effect is minimized by using the Nyquist sampling theorem

f s ≥ 2 f max
DISCRETE-TIME FOURIER
TRANSFORM


X (exp(j 2πf )) = ∑ x(n) exp(− j2πfnT )
n=−∞
s

• is also known as Discrete-time Fourier Transform, and its inverse:

fs / 2
1

j 2πf j 2 π fnT
x(n) = X (e )e s
df
fs
− fs / 2
CHARACTERISTICS OF DTFT

Time domain
- x (n )
discrete in time
aperiodic

Frequency domain
- X(ej2πf)
continuous frequency
periodic
DISCRETE FREQUENCY
REPRESENTATIONS OF
SIGNALS
INTRODUCTION

• The Fourier transform relates the continuous-time representation x(t)


to the continuous-frequency representation X(f).

• For processing on digital computers, it is necessary to have a similar


transform that relates the discrete-time representation x(n) to the
discrete-frequency representation X(k)

• The resulting transformation is known as the discrete Fourier


transform (DFT).
NOTATION FOR PERIODIC AND
APERIODIC SIGNALS

~
x (t ) continuous-time and periodic
x(t ) continuous-time and aperiodic
~
X(f) continuous-frequency and periodic

X(f ) continuous-frequency and aperiodic


~
x ( n) discrete-time and periodic
x (n ) discrete-time and aperiodic
~
X(k) discrete-frequency and periodic

X(k) discrete-frequency and aperiodic


DEFINING PERIODIC SIGNALS IN
TERMS OF APERIODIC SIGNALS

• If an aperiodic signal x(t) is defined within an interval T, it can be


observed a combination of these signals constitute a periodic signal.

aperiodic x(t)

periodic -∞ x(t) x(t-T) x(t-2T) x(t-3T) +∞

• The resulting periodic signal is



~
x (t ) = ∑ x (t − λ T )
λ = −∞
DERIVATION OF DISCRETE
FOURIER SERIES

• The Fourier series can be defined as

Generation ~ 1 ∞ + j 2π kf 0 t ~
x (t) → Periodic , continuous - time
x (t ) = ∑ X ( k )e
function T 0 k = −∞

T0 / 2
Analysis X (k ) = ∫ ~
x (t )e − j 2πkf0t dt X(k) → Aperiodic , discrete - frequency
function −T0 / 2
DISCRETE FOURIER SERIES

• Sampling the Fourier series results in the discrete Fourier Series (DFS)
that is defined as

analysis ~ N −1
-j 2 πkn
−∞ ≤ k ≤ ∞
X (k ) = ∑ ~ x (n )e N
function n=0

~
X(k) → Periodic , discrete - frequency

j 2 π kn
generation ~ 1 N −1 ~ +
x (n) = ∑ X ( k )e N
−∞ ≤ n ≤ ∞
function N k =0

~
x (n) → Periodic , discrete - time
DISCRETE FOURIER TRANSFORM

• The DFS if considered within a period N becomes the discrete Fourier


transform (DFT)
-j 2πkn
N −1
X (k ) = ∑ x(n)e N 0 ≤ k ≤ N −1
analysis n =0
function
=0 elsewhere

X(k) → Aperiodic , discrete - frequency

j 2πkn
1 N −1 +
0 ≤ n ≤ N −1
x(n) = ∑ X (k )e N
generation N k =0
function =0 elsewhere

x(n) → Aperiodic , discrete - time


DFT EXAMPLE I

A signal is defined as

x(t ) = cos(2π 1000t ) 0≤t ≤T

=0 elsewhere

If sampled at sampling frequency 8000 Hz, the discrete-time signal is

x(n) = cos(πn / 4) 0 ≤ n ≤ N −1

=0 elsewhere
DFT EXAMPLE I

The DFT result is as follows


DFT EXAMPLE II
A discrete-time signal is defined as

x(n) = 1 3≤n≤6
=0 elsewhere

By performing DFT, the result is as follows


ENERGY AND POWER

The energy and power spectrum is defined as

• Energy
2
E xx ( k ) = X ( k )

• Power
1 2
S xx (k ) = X (k )
N
COMPUTATION
COMPLEXITY

• The computation complexity of the N length DFT is N2 .

• The FFT (Fast Fourier Transform) is developed to reduced the computation


complexity to N ln (N).

• Thus, it is now feasible to implement frequency domain processing in real-


time.
FAST FOURIER TRANSFORM

• The Fast Fourier Transform (FFT) is essentially the high speed


implementation of the DFT.
• The two approaches for implementing the FFT is decimation-in-time
(DIT) and decimation-in-frequency (DIF).

⎛ 2πkn ⎞ ⎛ 2πkn ⎞
X (k ) = ∑ x(n) exp⎜ − j ⎟ + ∑ x(n) exp⎜ − j ⎟
DIT n=even ⎝ N ⎠ n=odd ⎝ N ⎠

N / 2−1
⎛ 2πkn ⎞ N −1 ⎛ 2πkn ⎞
DIF X (k ) = ∑ x(n) exp⎜ − j ⎟ + ∑ x(n) exp⎜ − j ⎟
n =0 ⎝ N ⎠ n= N / 2 ⎝ N ⎠
DIFFERENCE EQUATIONS
GENERAL FORM

• Discrete-time systems are described by difference equations that can be


expressed in general form as

M M
y(n) + ∑ a(λ ) y(n − λ ) = ∑ b(λ ) x(n − λ ) (Infinite Impulse Response - IIR)
λ =1 λ =0

M
y (n) = ∑
λ
b (λ ) x (n − λ )
=0
(Finite Impulse Response - FIR)
2nd ORDER FIR & SIGNAL FLOW
GRAPH
• A 2 nd order FIR can be written as :
2
y (n ) = ∑
λ =0
b (λ )x (n − λ )

= b(0) x(n) + b(1) x(n − 1) + b(2) x(n − 2)


z-1 z-1
x(n)

b(0) b(1) b(2)

y(n)
2nd ORDER IIR
• A 2 nd order IIR can be expressed as

2 2
y ( n ) + ∑ a (λ ) y ( n − λ ) = ∑ b (λ ) x ( n − λ )
λ =1 λ =0

y(n) + a(1) y(n − 1) + a(2) y(n − 2) = b(0) x(n) + b(1) x(n − 1) + b(2) x(n − 2)
SIGNAL FLOW GRAPHS FOR IIR
• Type I Realization for IIR
b(0)
x(n) y(n)
+
z-1 b(1) -a(1) z-1

z-1
z-1 b(2) -a(2)

• Type II Realization for IIR


b(0)
x(n) y(n)

-a(1) b(1)
z-1

z-1
-a(2) b(2)
EXAMPLES OF FIR
• A discrete-time system is a second order FIR is defined as:

y(n) = 0.5x(n) + 1x(n − 1) + 0.5x(n − 2)


• It is assumed that the input x(n) is valid for n≥0, and zero for n<0. The
input is an impulse function:

x(n) = [1 0 0 0 0 0 0 .......]
• Output system impulse response, y(n) is shown in the table:

• Note that the output is zero for n≥3.


EXAMPLES OF IIR
•A discrete-time system is a first order IIR is defined as:

y(n) − 0.5 y(n − 1) = x(n)


• It is assumed that the input x(n) and output y(n) is valid for n≥0, and zero for
n<0. The input is an impulse function:

x(n) = [1 0 0 0 0 0 0 .......]

• Output system impulse response, y(n) is shown in the table:

• Note that the output does reach zero but approaches a small value.
EXAMPLES OF FIR
• Two continuous-time signals is defined as

x 0 (t ) = cos( 2π 1000 t ) 0≤t ≤T


=0 elsewhere

x1 (t ) = cos(2π 2000t ) 0≤t ≤T


=0 elsewhere
• If sampled at sampling frequency 8000 Hz, the discrete-time signal is
x 0 ( n ) = cos( π n / 4 ) 0 ≤ n ≤ N −1
=0 elsewhere

x1 ( n ) = cos( π n / 2 ) 0 ≤ n ≤ N −1

=0 elsewhere
EXAMPLES OF FIR
• The FIR is defined as

y ( n ) = 0.0947 x ( n ) + 0.2475 x ( n − 1) + 0.3156 x ( n − 2 ) + 0.2475 x ( n − 3) + 0.0947 x ( n − 4 )


EXAMPLE OF IIR
• An IIR system is defined as

y ( n) − 2 cos( 2πf1Ts ) y ( n − 1) + y ( n − 2) = x ( n) − cos( 2πf1Ts ) x ( n − 1)

• For fs=8000 Hz, it is desired to determine the output for f1=1000 and
1600 Hz if the input is an impulse function.
Z-TRANSFORM
INTRODUCTION

• The z-transform is the discrete-time counterpart of the Laplace


transform previously.

• It can be used to assess the characteristic of discrete-time systems in


terms of its impulse response, stability and frequency response.

• The z-transform can be used determine the solution to the difference


equation.
DERIVATION OF Z-TRANSFORM
„ A discrete-time signal x(n) can be represented as

− ∞ + ... + x(−2)δ (t + 2Ts ) + x(−1)δ (t + Ts ) + x(0)δ (t ) + x(1)δ (t − Ts ) + x(2)δ (t − 2Ts ) + ... + ∞



= ∑ x ( n ) δ ( t − nT s )
n = −∞
„ The Laplace transform of the signal is

∞ ∞ ∞

∫ ∑ x ( n )δ (t − nT ∑ x ( n )e
− st − snT s
X (s) = s )e dt =
−∞
n = −∞ n = −∞

„ By substituting ,
z = e sT s

X (z) = ∑
n = −∞
x(n) z −n

„ This result is known as the bilateral or the double-sided z-transform.


DEFINITION OF THE
Z-TRANSFORM
„ The bilateral z-transform pair is


X (z) = ∑
n = −∞
x(n) z −n

1
∫ X (z)z
n −1
x(n) = dz
2π j

„ For causal signals and systems, the z-transform is


X (z) = ∑
n=0
x(n) z −n
Z-TRANSFORM EXAMPLE
A signal is defined as

x(n) = a n n ≥ 0
=0 elsewhere


X ( z) = ∑(a) z
n=0
n −n
= 1 + a1 z −1 + a 2 z −2 + a 3 z −3 + a 4 z −4 + .....
(Open form)
1 z
X (z) = −1
= (Close form)
1 − az z − a

From the close form solution, there is a pole where z=a and a zero.
Z-PLANE AND STABILITY
„ All the possible values of X(z) lies in the z-plane. The maximum are at
the poles and the zero value are at the zeros. For causal sequence,
the system is stable if the poles are in the unit circle.

(a) Stable System (b) Unstable System


SOLUTION FOR DIFFERENCE EQUATION
AND TRANSFER FUNCTION
„ The z-transform can be used to determine the solution to difference
equation. Given that the input-output relationship of a linear time-
invariant system is as follows

y ( n ) + a (1) y ( n − 1) + a ( 2 ) y ( n − 2 ) = b ( 0 ) x ( n ) + b (1) x ( n − 1) + b ( 2 ) x ( n − 2 )

„ The z-transform is

Y ( z ) + a(1)Y ( z ) z −1 + a(2)Y ( z ) z −2 = X ( z ) + b(1) X ( z ) z −1 + b(2) X ( z ) z −2

„ where H(z) is the transfer function.

Y ( z ) ⎡ b(0) + b(1) z −1 + b(2) z −2 ⎤


H ( z) = =⎢ ⎥
X ( z ) ⎣ 1 + a(1)) z −1 + a(2) z −2 ⎦
GENERAL FORM OF THE
TRANSFER FUNCTION
„ For more general case, the transfer function is in the form
N

∑n=0
b(n) z −n
H (z) = N

∑n=0
a (n) z −n

„ where N is the polynomial order. The transfer function when factorized


in term of the roots is
N
∏ (1 − β ( n ) z − n )
n=0
H (z) = N
∏ (1 − α ( n ) z − n )
n=0
INVERSE Z-TRANSFORM
„ The system impulse response h(n) is obtained from H(z) by taking the
inverse z-transform. If the following transfer function is used as
example

Y (z) 1
H (z) = =
X ( z ) 1 + a (1) z −1 + a ( 2 ) z − 2

1
=
(1 − α (1) z −1 )(1 − α ( 2 ) z −1 )

„ The application of the partial fraction expansion results in

1 A0 A1
H ( z) = = +
(1 − α (1) z −1 )(1 − α (2) z −1 ) 1 − α (1) z −1 1 − α (2) z −1
INVERSE Z-TRANSFORM
1 n
„ Since , H ( z ) = ⇒ h ( n ) = a then the system impulse function
1 − az −1

obtained from the transfer function is

h ( n ) = A0 (α (1)) n + A1 (α ( 2 )) n n≥0

=0 n<0
RELATIONSHIP BETWEEN THE Z-
TRANSFORM AND FOURIER TRANSFORM
„ The Fourier transform can be obtained from the z-transform by making
the substitution z = exp(j2πf)
„ A transfer function is
1
H (z) =
1 −2
1 − z −1 + z
2

„ The Fourier transform is

1 1
H(exp(j2πf )) = =
1
1 − exp(− j2πf ) + exp(− j4πf ) 1 − cos(2πf ) + cos(4πf ) + j⎛⎜sin(2πf ) − sin(4πf )⎞⎟
1 1
2 2 ⎝ 2 ⎠
RELATIONSHIP BETWEEN THE Z-
TRANSFORM AND FOURIER TRANSFORM

„ The Fourier transform when defined in terms of the magnitude and


phase is

1
H (exp( j 2π f )) =
2 2
⎛ 1 ⎞ ⎛ 1 ⎞
⎜ 1 − cos (2π f ) + cos (4π f )⎟ + ⎜ sin (2π f ) − sin (4π f )⎟
⎝ 2 ⎠ ⎝ 2 ⎠

⎡ ⎛ 1 ⎞ ⎤
⎢ ⎜ sin (2π f ) − 2 sin (4π f )⎟ ⎥
φ (exp( j 2π f )) = − tan −1 ⎢ ⎝ ⎠ ⎥
⎢⎛ 1 ⎞⎥
⎢ ⎜ 1 − cos (2π f ) + 2 cos (4π f )⎟ ⎥
⎣⎝ ⎠⎦
FREQUENCY RESPONSE OF
TRANSFER FUNCTION
IMPULSE INVARIANT METHOD
„ The transfer function for digital system is derived by sampling the
system impulse response. A transfer function for a continuous-time
system is

1
H (s) =
s+a

„ The impulse response of the transfer function is given by

h ( t ) = e − at
„ If sample Ts=1, the system impulse response for a discrete-time system
is
h ( t ) → h ( n ) = e − an
„ Performing z-transform to h(n) will result in

1 z
H ( z) = =
1 − e − a z −1 z − e − a
EXAMPLE FOR IMPULSE
INVARIANT METHOD

(a) s-plane (b) z-plane


BILINEAR TRANSFORMATION
„ An analog system H(s) can be converted into a digital system H(z) by
using the following substitution

2 ⎡1 − z −1 ⎤
s = ⎢ ⎥
T s ⎣ 1 + z −1 ⎦
„ Due to the non linear nature of the transfer function, the relationship
between the analog Ω and digital system frequency is given by
2 ω 2
Ω= tan( Ts ) = tan(πfTs )
Ts 2 Ts

„ Given that transfer function for the analog system is


1
H (s) =
s + a
„ The equivalent transfer function for the digital system is
⎡ 1 ⎤
0 .5 ⎢ a ⎥
[z + 1]
⎢⎣ 1 + 2 ⎥

H (z) =
⎡ 1 − a2 ⎤
z − ⎢ ⎥
⎢⎣ 1 + 2
a
⎥⎦
EXAMPLE FOR BILINEAR
TRANSFORMATION METHOD

(a) s-plane (b) z-plane


FILTER DESIGN
(LAST CHAPTER)

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