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Discrete-Time Processing of

Continuous-Time Signals

Reconstruction of Bandlimited Signal From Samples


Sampling can be viewed as modulating with impulse train
If Sampling Theorem is satisfied
The original continuous-time signal can be recovered
By filtering sampled signal with an ideal low-pass filter (LPF)

Impulse-train modulated signal

xs t

xn t nT

Pass through LPF with impulse response hr(t) to reconstruct

xr t

x[n]

xnh t nT

Convert from
sequence to
impulse train

Ideal
reconstruction
filter
Hr(j)

xr(t)

Ideal Reconstruction Filter


Ideal LPC with cut of frequency of c=/T or fc=2/T

sin t / T
hr t
t / T

Reconstructed Signal
xr t

xn

sin t nT / T
t nT / T

sinc function is 1 at t=0


sinc function is 0 at nT

Xr j X e jT Hr j

Discrete-Time Processing of Continuous-Time Signals

xc(t)

C/D

xn Discrete- yn
Time
System

D/C

yr(t)

Overall system is equivalent to a continuous-time system


Input and output is continuous-time

The continuous-time system depends on


Discrete-time system
Sampling rate

Were interested in the equivalent frequency response


First step is the relation between xc(t) and x[n]
Next between y[n] and x[n]
Finally between yr(t) and y[n]
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Effective Frequency Response


Input continuous-time to discrete-time

xn x c nT

Xe

Assume a discrete-time LTI system

He Xe

Ye

Output discrete-time to continuous-time

sin t nT / T
yr t yn
t nT / T
n

Yr j

TY e jT

Output frequency response

2k
X c j

T
k
T

1
H e j
T

2k
1

c j
T k T
T

/T
otherwise

H e jT X c j / T
Yr j
0
otherwise

Effective Frequency Response

Yr j Heff j X c j

H e jT
Heff j
0

/T
otherwise
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Example
Ideal low-pass filter implemented as a discrete-time system

Continuous-time
input signal

Sampled continuoustime input signal

Apply discrete-time
LPF

Example Continued
Signal after discretetime LPF is applied

Application of
reconstruction filter

Output continuoustime signal after


reconstruction

Impulse Invariance
Given a continuous-time system Hc(j)
how to choose discrete-time system response H(ej)
so that effective response of discrete-time system Heff(j)=Hc(j)

Answer:
Condition:

H e j Hc j / T
Hc j 0


/T

Given these conditions the discrete-time impulse response can


be written in terms of continuous-time impulse response as
hn Thc nT

Resulting system is the impulse-invariant version of the


continuous-time system
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Example: Impulse Invariance


Ideal low-pass discrete-time filter by impulse invariance
1 c
else
0
The impulse response of continuous-time system is
sin c t
hc t
t
Hc j

Obtain discrete-time impulse response via impulse invariance


hn Thc nT T

sin cnT sin cn

nT
n

The frequency response of the discrete-time system is

Hc e j

0 c
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Discrete-Time Fourier Transform

Frequency Response
The frequency response defines a systems output
for complex exponential at all frequencies

If input signals can be represented as a sum of complex


exponentials

xn

jkn

e
k
k

we can determine the output of the system

yn

jk
jkn

H
e
e
k
k

Different from continuous-time frequency response


Discrete-time frequency response is periodic with 2

He

j 2 r

hk e

j 2 r k

hk e

j2 rk

j k

jk

h
k
e

H e j 2r H e j

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Discrete-Time Fourier Transform


Many sequences can be expressed as a weighted sum of
complex exponentials as

1
j
jn
xn
X
e
e
d

(inverse transform)

Where the weighting is determined as

xne

Xe

j n

(forward transform)

X(ej) is the Fourier spectrum of the sequence x[n]


It specifies the magnitude and phase of the sequence
The phase wraps at 2 hence is not uniquely specified

The frequency response of a LTI system is the DTFT of the


impulse response

hk e

He

j k

and

1
j
j n
hn
H
e
e
d

2
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Discrete-Time Fourier Transform Pair

xne

Xe

jn

1
j
jn
xn
X
e
e
d

and

Lets show that they constitute a transform pair


Substitute first equation into second to get

xn

xme

jm

1 j n m
d xm
e
d

jn

Evaluate the integral

sin n m
1 j n m
0 for n m

e
d

n m
2

1
for n m
n m

Substitute the integral with this result to get

xn

xmn m xn

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Existence of DTFT
For a given sequence the DTFT exist if the infinite sum
convergence

xne

Xe

j n

Or

X e j

Xe

xne

j n

for all

xn e

jn

xn

So the DTFT exists if a given sequence is absolute summable


All stable systems are absolute summable and have DTFTs

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