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Continuous-Time Signals
Frequency analysis of a signal involves the resolution of
ECE 411 the signal into its frequency (sinusoidal) components.
The basic mathematical representation of periodic
Signals, Spectra, and signals is the Fourier series, which is a linear weighted
Signal Processing sum of harmonically related sinusoids or complex
exponentials.
Frequency Analysis of
Discrete-Time Systems
3 ECE 411 - Frequency Analysis of DT Signals and Systems 4 ECE 411 - Frequency Analysis of DT Signals and Systems
1
Frequency Analysis of Aperiodic DT Signals
DTFS of Periodic Signals The Discrete-Time Fourier Transform (DTFT)
Given a periodic sequence x(n) with period N, the DTFS of The Discrete-Time Fourier Transform (DTFT) of an aperiodic
discrete-time signal x(n) is defined as
x(n) consists of N harmonically-related exponentials.
x ( n)e
j n
X ( ) | x ( n ) |
N 1 N 1
N n
j 2 k 1
for:
x(n) ck e j 2 kfn or x(n) ck e n n
x(n)e
n
j n j 2 k n
e X ()
5 ECE 411 - Frequency Analysis of DT Signals and Systems 6 ECE 411 - Frequency Analysis of DT Signals and Systems
Conversely, we can get x(n) from X(). Since is a continuous Assuming that XN() converges to X(), the function can be
variable, we integrate the function from to + after multiplying integrated to
both sides by ejm. 1
X ( )e
j n
x(n) d
X ( ) e j m
d x ( n ) e j n e j m d 2
n
The RHS of the function can be integrated if and only if
N
X N ( ) x(n)e
n N
j n
converges to X() as N .
This is due to the fact that x(n) is aperiodic, and no value of N
satisfies x(N + n) = x(n) for all values of n. XN() would converge to
X() only if we include as many samples as possible from x(n).
7 ECE 411 - Frequency Analysis of DT Signals and Systems 8 ECE 411 - Frequency Analysis of DT Signals and Systems
2
Relationship of the DTFT to the Z-Transform
Recall that X (z) x(n)z
n
n
ROC: r1 z r2
11 ECE 411 - Frequency Analysis of DT Signals and Systems 12 ECE 411 - Frequency Analysis of DT Signals and Systems
3
Time Reversal Convolution
If x(n)
F
X () If x1(n)
F
X1() and x2 (n)
F
X2 ()
then x(n)
F
X () then x(n) x1(n) x2 (n)
z
X () X1() X2 ()
13 ECE 411 - Frequency Analysis of DT Signals and Systems 14 ECE 411 - Frequency Analysis of DT Signals and Systems
then F[ x(n)' ] x(n)' e j n
n
[e
n
j 0 n
x(n)]e j n
Therefore X ( 0 ) x(n)e
n
j ( 0 ) n
15 ECE 411 - Frequency Analysis of DT Signals and Systems 16 ECE 411 - Frequency Analysis of DT Signals and Systems
4
Modulation Theorem
If x(n)
F
X ()
x(n) cos(0n) 2 X ( 0 ) X ( 0 )
F
then 1
Frequency Analysis of
DT Signals and Systems
Proof: Since cos(0 n) 12 [e j n e j n ] 0 0
signal x(n). To determine the frequency response of the system, we Therefore H ( ) h(k ) cos(k ) j h(k ) sin(k )
k k
excite the system with a complex exponential signal
x ( n ) Ae jwn H R ( ) jH I ( )
h(k )Ae
then y (n) j ( nk ) or y ( n ) A h ( k ) e j k e j n where: H R ( ) h(k ) cos( k ) Real part of H()
k k k
H I ( ) h( k ) sin( k ) Imaginary part of H()
where: k
Therefore y (n) AH ( )e j n
H ( ) h(k )e jk
DTFT of h(k)
Therefore: H ( ) H R ( ) H I ( )
2 2
( ) tan 1
H I ( )
k H R ( )
|h(n)| < for a stable system Magnitude response Phase response
19 ECE 411 - Frequency Analysis of DT Signals and Systems 20 ECE 411 - Frequency Analysis of DT Signals and Systems
5
Evaluation of the Frequency Response
of a DT-LTI System
M
It follows that the magnitude of H() is equal to
N M
[z z k ]
M
H ( z ) b0 z k 1
Since N V ( )
k
[z p ] k | H ( ) | b0 k 1
N
U
k 1
M k ( )
[ e j z k ] k 1
then H ( ) b0 (e j ) N M k 1
N and the phase of H() is equal to
[e p ]j
k
k 1 ( ) [ H ( )]
j k
Let: (e j
z k ) Vk ( )[e ] and (e j pk ) U k ( )[e j k ] M N
b0 ( N M ) k k
therefore Vk ( ) | e j z k | U k ( ) | e j pk | k 1 k 1
k ( ) e j z k
and
k ( ) e j pk
21 ECE 411 - Frequency Analysis of DT Signals and Systems 22 ECE 411 - Frequency Analysis of DT Signals and Systems
Note that: The presence of a pole close to the unit circle causes
OB e j |r 1 the magnitude of the frequency response to be large at
Z
OP pk OZ z k
P
frequencies close to that point.
O Re
Then
Placing a zero (or pole) close to the pole (or zero)
PB OB OP ZB OB OZ
j
cancels the effect of the pole (or zero)
e pk e j z k
j k ( )
U k ( )e Vk ( )e j k ( )
23 ECE 411 - Frequency Analysis of DT Signals and Systems 24 ECE 411 - Frequency Analysis of DT Signals and Systems
6
Example
>> b=[1 2 1];
>> a=[1 -0.9 0.81];
Given the system transfer function, determine the >> zplane(b,a)
magnitude and phase response at = /3. >>
1 2 z 1 z 2
H ( z)
1 0.9 z 1 0.81z 2
( ) 1.5404 (88.26)
= =0 = =0
Evaluate Location
H() at Location of poles
these
points
of zeros
7
>> b=[1 2 1];
>> a=[1 -0.9 0.81];
>> zplane(b,a) X: 0.3333
>> freqz(b,a,6) Y: 25.21
>>
X: 0.3333
Y: -88.26
- -1 -c -2 0 1 c 2 - -c 0 c
Bandpass Bandstop
31 ECE 411 - Frequency Analysis of DT Signals and Systems 32 ECE 411 - Frequency Analysis of DT Signals and Systems
8
Ideal Filter Characteristics Ideal Filter Characteristics
We can design simple digital filters by placing poles Given the pole-zero placements, the system function
and zeros on the z-plane accordingly. can be expressed as
M M
Basically, we locate the poles near points on the unit b z k
k
N M
[1 z z k
1
] *Note: usually NM
circle to be emphasized, and place zeros near H ( z) k 0
N
b0 z k 1
N
to avoid any
1 ak z k
non-trivial zeros.
frequencies to be deemphasized.
k 1
[1 p z
k 1
k
1
]
Furthermore:
where b0 is a gain constant to normalize the
1. All poles should be placed inside the unit circle for the
frequency response at some specified frequency 0,
system to be stable. However, zeros can be placed anywhere
on the z-plane. that is
H (0 ) 1
2. All complex zeros and complex pole must occur in complex-
conjugate pairs in order for the filter coefficients to be real. where 0 is some frequency in the passband of the
filter.
33 ECE 411 - Frequency Analysis of DT Signals and Systems 34 ECE 411 - Frequency Analysis of DT Signals and Systems
9
Lowpass and Highpass Filters Lowpass and Highpass Filters
To determine the value of b0, we set the magnitude |H()|
1
response to 1 at = 0.
1
H ( 0) 1 b0
0.5
1 r (e j0 ) 1 r
0 - 0
1
1 b0 Magnitude Response
1 r
|()|
b0 (1 r )
10
Lowpass and Highpass Filters Lowpass and Highpass Filters
For an LPF with complex-conjugate poles, we set the To determine the value of the poles, we use the cut-off
passband gain as H() = 1 to solve for b0. frequency gain.
At the passband: At the cut-off frequency:
j 0 2 2
(1 e ) 1 (1 e jc ) 2
H ( 0) 1 b0 2
H ( c ) b0
(1 pe j 0 )(1 p e j0 ) 2 (1 pe j c )(1 p e jc )
(1 1) 2 1 (1 e j c ) 2
1 b0 b0
(1 p (1))(1 p (1)) 2 (1 pe jc )(1 p e jc )
(1 p )(1 p )
b0 Substitute the value for b0 to solve for the poles.
4
(1 2r cos(0 ) r 2 )
b0
4
41 ECE 411 - Frequency Analysis of DT Signals and Systems 42 ECE 411 - Frequency Analysis of DT Signals and Systems
0.5 0.5
r r
0 - 0 0 - 0
Magnitude Response Magnitude Response
|()| |()|
11
Lowpass and Highpass Filters Lowpass and Highpass Filters
|H()| |H(c)|2 = The normalizing constant for HPFs can be solved using
1
the same procedures outlined for LPFs.
0.5
0
r 2
0 - -c 0 c
r
-0 Magnitude Response
|()|
-c
2nd-order HPF with a
- c
two zeros at z = 1
-
(1 z 1 ) 2
H ( z ) b0 Phase Response
(1 pz 1 )(1 p z 1 )
45 ECE 411 - Frequency Analysis of DT Signals and Systems 46 ECE 411 - Frequency Analysis of DT Signals and Systems
Filter Transformations:
Example Lowpass-to-Highpass Transformations
Design a lowpass filter with the frequency response It is possible to change a low-pass filter to a high-pass
given as filter (and vice-versa) by applying the frequency
H (0) 1 translation property of the DTFT.
2 1 Say we are given a low-pass filter with the pole-zero
H ( 4 ) plot below:
2 The system transfer function
b0 b0 is therefore:
H ( z) 1 2
z 1
1 a1 z a2 z (1 pz 1 ) 2 H LP ( z )
r zr
0
12
Filter Transformations: Filter Transformations:
Lowpass-to-Highpass Transformations Lowpass-to-Highpass Transformations
|H()| By shifting the frequency by , we can transform the
low-pass response into a high-pass response.
1
The frequency response is now
e j ( ) 1
0.5
H LP ( )
e j ( ) r
e j e j 1
r
- 0
e j e j r
e j (1) 1
Magnitude Response 0
(Lowpass filter) e j (1) r
(e j 1)
( e j r )
49 ECE 411 - Frequency Analysis of DT Signals and Systems 50 ECE 411 - Frequency Analysis of DT Signals and Systems
e j 1
H LP ( ) 0.5
e j r
Therefore
- 0
r
H LP ( ) F [(e j ) n hlp (n)]
0
Magnitude Response
H HP ( ) (Highpass filter)
z 1
H HP ( z )
zr
51 ECE 411 - Frequency Analysis of DT Signals and Systems 52 ECE 411 - Frequency Analysis of DT Signals and Systems
13
Filter Transformations: Filter Transformations:
Lowpass-to-Highpass Transformations Lowpass-to-Highpass Transformations
2 j k ( EVEN ) j
Mathematically: But e e 4 j e 2 kj e 1
We apply the frequency shifting property on the j 3 j k ( ODD ) j
And e e e ( 2 k 1) j e 1
systems frequency response
where k is an integer
1 b1e j b2 e 2 j bM e Mj
H LP ( )
1 a1e j a2 e 2 j a N e Nj Then
1 b1e j (1) b2 e 2 j (1) bM e Mj (1) M
1 b1e j ( ) b2e 2 j ( ) bM e Mj ( ) H HP ( )
H LP ( )
1 a1e j (1) a2 e 2 j (1) a N e Nj (1) N
1 a1e j ( ) a2 e 2 j ( ) a N e Nj ( )
1 b1e j b2 e 2 j b3e 3 j bM e Mj (1) M
1 b1e j e j b2e2 j e2 j bM eMj eMj H HP ( )
H HP () 1 a1e j a2 e 2 j a3e 3 j a N e Nj (1) N
1 a1e j e j a2e2 j e2 j aN e Nj e Nj
Sign changes for terms with odd exponents
53 ECE 411 - Frequency Analysis of DT Signals and Systems 54 ECE 411 - Frequency Analysis of DT Signals and Systems
1 2 z 1 z 2
Answer: H HP ( z )
1 0.9 z 1 0.81z 2
55 ECE 411 - Frequency Analysis of DT Signals and Systems 56 ECE 411 - Frequency Analysis of DT Signals and Systems
14
Bandpass Filters Bandpass Filters
|H()| We solve for b0 by setting the magnitude at the
1
passband frequency 0 at 1.
r 0.5
1 e2 j0
0 H (0 ) 1 b0
0 - -1 -c -2 0 1 c 2 (1 re j0 e j0 )(1 re j0 e j0 )
-0 Magnitude Response 1 e2 j0
r 1 b0
|()|
(1 r)(1 re2 j0 )
2
-1 -c -2 1 e2 j0 b0 1 e2 j0
2nd-order BPF with H (0 ) 1 b0
- (1 r)(1 re2 j0 ) (1 r) 1 re2 j0
c = 0 and zeros at z = 1 1 c 2
-
1 z2 b0 (1 e2 j0 )(1 e2 j0 )
H (z) b0 Phase Response
(1 2r cos(0 )z 1 r 2 z2 ) (1 r) (1 re2 j0 )(1 re2 j0 )
57 ECE 411 - Frequency Analysis of DT Signals and Systems 58 ECE 411 - Frequency Analysis of DT Signals and Systems
b0 1 e2 j0 e2 j0 1
Design a two-pole bandpass filter with the center
1 frequency at = /2 and frequency response given as
(1 r) (1 re2 j0 re2 j0 r 2 )
b0 2 2 cos(20 ) H (0) H ( ) 0
2 1
(1 r) 1 2r cos(20 ) r 2 H ( 49 )
2
b0 2 1 cos(20 ) 1 z 2
H ( z ) b0
(1 r) 1 2r cos(20 ) r 2 (1 2r cos(0 ) z 1 r 2 z 2 )
(1 r) 1 2r cos(20 ) r 2 1 z 2
b0 Answer: H ( z ) 0.15
2 1 cos(20 ) 1 0.7 z 2
59 ECE 411 - Frequency Analysis of DT Signals and Systems 60 ECE 411 - Frequency Analysis of DT Signals and Systems
15
Digital Resonators Digital Resonators
A digital resonator is a special two-pole bandpass filter |H()| r = 0.80
1 r = 0.95
with a pair of complex-conjugate poles located near the
unit circle. r 0.5
0
The filter has a large magnitude response (i.e. it
2
0 -
-r 0 r
resonates) in the vicinity of the pole location. -0 Magnitude Response
r
The angular position of the pole determines the r = 0.80
|()|
resonant frequency of the filter.
r = 0.95
-r
Applications of digital resonators include bandpass Resonator with
-
filtering and speech synthesis. r = 0 and zeros at the origin r
-
1
H ( z ) b0 Phase Response
(1 2r cos(0 ) z 1 r 2 z 2 )
61 ECE 411 - Frequency Analysis of DT Signals and Systems 62 ECE 411 - Frequency Analysis of DT Signals and Systems
63 ECE 411 - Frequency Analysis of DT Signals and Systems 64 ECE 411 - Frequency Analysis of DT Signals and Systems
16
Digital Resonators Digital Resonators
If zeros are placed at z = 1, the system function The output at the resonant frequency is maximum.
becomes Therefore
1 z 2 21 cos(20 )
H ( z ) b0 H (0 ) 1 b0
j (0 0 )
(1 2r cos(0 ) z 1 r 2 z 2 ) (1 re )(1 re j (0 0 ) )
21 cos(20 )
With the frequency response characteristic b0
(1 r )(1 re j 20 )
2 j
1 e
H ( ) b0 2 1 cos(20 )
(1 re j (0 )
)(1 re j (0 ) ) b0
(1 r ) (1 re j 20 ) 2
21 cos(2 ) 2 1 cos(20 )
H ( ) b0 b0
j (0 )
(1 re )(1 re j (0 ) ) (1 r ) (1 re j 20 )(1 re j 20 )
65 ECE 411 - Frequency Analysis of DT Signals and Systems 66 ECE 411 - Frequency Analysis of DT Signals and Systems
r 0.5
0
(1 r ) 1 2 cos(20 ) r 2
b0 0 - -c 0 c
2 1 cos(20 ) -0 Magnitude Response
r
17
Notch Filters Notch Filters
A notch filter is a bandstop filter that contains one or |H()|
1
more deep notches (nulls) in its frequency response.
Notch filters are useful in applications where specific 0.5
0
frequency components need to be eliminated (e.g.
2
0 -
-c 0 c
60 Hz power line hum and it harmonics). -0 Magnitude Response
To create the null in the frequency response, a pair of
|()|
complex-conjugate zeros are placed on the unit circle
at some angle 0. -c
Notch filter with
-
zeros at 0 c
-
H ( z ) b0 (1 e j0 z 1 )(1 e j0 z 1 )
Phase Response
b0 (1 2 cos(0 ) z 1 z 2 )
69 ECE 411 - Frequency Analysis of DT Signals and Systems 70 ECE 411 - Frequency Analysis of DT Signals and Systems
18
Notch Filters Comb Filters
|H()| A comb filter is a special notch filter wherein the nulls
1
are periodically located along the frequency space.
r = 0.80
r 0.5
r = 0.95 This makes the frequency space look like a comb.
0
0 - -c 0 c Comb filters finds applications where rejection of a
-0 Magnitude Response certain frequency and its harmonics are needed.
r
|()|
Examples of its applications include power line
r = 0.80
r = 0.95 harmonics rejection, and in the suppression of clutter
-c
Notch filter with poles from fixed objects in moving-target indicator (MTI)
-
near zeros at 0 c radar systems.
-
1 2 cos(0 ) z 1 z 2
H ( z ) b0 Phase Response
1 2r cos(0 ) z 1 r 2 z 2 )
73 ECE 411 - Frequency Analysis of DT Signals and Systems 74 ECE 411 - Frequency Analysis of DT Signals and Systems
19
Comb Filters All-Pass Filters
|H()| An all-pass filter is defined as a system that has a
1
constant magnitude, that is
H ( ) 1 0
0.5
M 0
0 - 0
Magnitude Response The simplest form of an all-pass filter is a pure delay
system
|()|
H ( z) z k
Comb filter with M This system passes all signals without modification
-
zeros spaced 0 apart except delaying the samples by k units in time. This
M
- trivial system has a linear phase characteristic.
1
H ( z ) b0 z k Phase Response
M 1 k 0
77 ECE 411 - Frequency Analysis of DT Signals and Systems 78 ECE 411 - Frequency Analysis of DT Signals and Systems
BN ( z ) AN ( z ) k 0 k 1
H ( z) z N
AN ( z ) AN ( z ) Then if pk is a pole of the system, then 1/pk is a
zero of the system.
79 ECE 411 - Frequency Analysis of DT Signals and Systems 80 ECE 411 - Frequency Analysis of DT Signals and Systems
20
All-Pass Filters All-Pass Filters
|H()|
The general form of the system is
1
NR
z 1 k NR
( z 1 k )( z 1 *k ) k real roots
H ( z) 0.5
1
k 1 1k z 1
k 1 (1 k z )(1 *k z ) k complex roots
1 1
r
r
0 - 0
For causal and stable systems Magnitude Response
1 k 1 and k 1
|()|
All-pass filters find applications as phase correction
(phase equalization) filters. When placed in cascade 1st-order all-pass filter
-
with a system with undesired phase characteristics,
-
the phase equalizer system is designed to z 1 1
compensate for the poor phase response. H ( z ) b0 r Phase Response
1 rz 1
81 ECE 411 - Frequency Analysis of DT Signals and Systems 82 ECE 411 - Frequency Analysis of DT Signals and Systems
-
1 2 cos(0 ) 1 2
H ( z ) b0
z 1 e j0 z 1 1 e j0
1
r r
-
Phase Response
b0
r r
1 2r cos(0 ) r 2
j0 1
1 re z 1 re z
j0 1
83 ECE 411 - Frequency Analysis of DT Signals and Systems 84 ECE 411 - Frequency Analysis of DT Signals and Systems
21
All-Pass Filters
1 2 cos(0 ) 1 2
r r
1 b0
1 2r cos(0 ) r 2
1 2r cos(0 ) r 2
b0
1 2 cos(0 ) 1 2
r r
22