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SIGNAL
Signal is a physical quantity that varies with
respect to time , space or any other
independent variable
Eg x(t)= sin t.
the major classifications of the signal
are:
(i) Discrete time signal
(ii) Continuous time signal
Unit Step &Unit Impulse
p 1
ik0n ik0 t
x(n) Xk e x( t ) Xk e
k 0 k
We get the Fourier series coefficients as follows:
1 p 1 1p ik0 t
Xk x(n)e ik0n Xk x( t )e dt
p n0 p0
The complex exponential Fourier coefficients are a sequence of
complex numbers representing the frequency component 0k.
Fourier series
H f h t e 2ift dt
h t H f e 2ift df
Continuous Time Fourier Transform
We can extend the formula for continuous-time Fourier series
coefficients for a periodic signal
p 1
ik0n ik0 t
x(n) Xk e x( t ) Xk e
k 0 k
1 in 1 it d
x(n) X( )e d x( t ) X( )e
2 2
These are called the inverse transforms.
Fourier Transform of Impulse Functions
Find the Fourier transform of the Dirac delta function:
X() it dt ( t )e it dt e i0 1
x ( t )e
Find the DTFT of the Kronecker delta function:
in in i0
X() x(n)e (n)e e 1
n n
The delta functions contain all frequencies at equal amplitudes.
Roughly speaking, thats why the system response to an impulse
input is important: it tests the system at all frequencies.
Laplace Transform
Lapalce transform is a generalization of the Fourier transform in the sense
that it allows complex frequency whereas Fourier analysis can only
handle real frequency. Like Fourier transform, Lapalce transform allows
us to analyze a linear circuit problem, no matter how complicated the
circuit is, in the frequency domain in stead of in he time domain.
Mathematically, it produces the benefit of converting a set of differential
equations into a corresponding set of algebraic equations, which are much
easier to solve. Physically, it produces more insight of the circuit and
allows us to know the bandwidth, phase, and transfer characteristics
important for circuit analysis and design.
Most importantly, Laplace transform lifts the limit of Fourier analysis to
allow us to find both the steady-state and transient responses of a linear
circuit. Using Fourier transform, one can only deal with he steady state
behavior (i.e. circuit response under indefinite sinusoidal excitation).
Using Laplace transform, one can find the response under any types of
excitation (e.g. switching on and off at any given time(s), sinusoidal,
impulse, square wave excitations, etc.
Laplace Transform
Application of Laplace Transform to
Circuit Analysis
system
X(n-k) y(n-k)
Y(t)=x(t)*h(t) Y[n]=x[n]*h[n]
UNIT III
Sampling theory
The theory of taking discrete sample values (grid of color
pixels) from functions defined over continuous domains
(incident radiance defined over the film plane) and then
using those samples to reconstruct new functions that are
similar to the original (reconstruction).
Sampler: selects sample points on the image plane
Filter: blends multiple samples together
Sampling theory
For band limited function, we can just
increase the sampling rate
However, few of interesting functions in
computer graphics are band limited, in
particular, functions with discontinuities.
It is because the discontinuity always falls
between two samples and the samples
provides no information of the discontinuity.
Sampling theory
Aliasing
Z-transforms
Fordiscrete-time systems, z-transforms play
the same role of Laplace transforms do in
continuous-time systems
Bilateral Forward z-transform Bilateral Inverse z-transform
1
H [ z] h n z n h[n] H [ z ] z n 1
dz
n 2 j R
Entire Disk
plane Re{z} Re{z}
Im{z} Im{z}
Intersection
Complement of a disk and
of a disk Re{z} complement Re{z}
of a disk
Z-transform Pairs
h [n ] = [n ] h[n] = a n u [n ]
0
n z n z n 1
a u n z
n
H [ z] H [ z] n n
Region of convergence:
n n0
n
n
a
entire z-plane a z n n
n 0 n 0 z
h [n ] = [n-1]
1
if
a
1
a z
1 1
H [ z] n 1 z
n
n
n 1 z n z 1
n 1
z
1 2
Solve for A1 and A2
1 2z z 1 2 1
A2 8
1 1
1 z 1
2 z 1 1 2
Example (cont)
Express X[z] in terms of B0, A1, and A2
9 8
X [ z] 2
1 1 1 z 1
1 z
2
Use table to obtain inverse n z-transform
1
x n 2 n 9 u n 8 u n
2
With the unilateral z-transform, or the bilateral
z-transform with region of convergence, the
inverse z-transform is unique
Z-transform Properties
Linearity
a1 f1 n a2 f 2 n a1 F1 z a2 F2 z
n 1
Z-transform Properties
Convolution definition
f1 n f 2 n f m f n m
m
1 2
Take z-transform
Z f1 n f 2 n Z f1 m f 2 n m
m Z-transform definition
f1 m f 2 n m z n Interchange summation
n m
f m f n m z
1 2
n Substitute r = n - m
m n
f1 m f 2 r z r m
Z-transform definition
m r
m
f1 mz f 2 r z r
m r
F1 z F2 z
UNIT IV
Introduction
Impulse response h[n] can fully characterize a LTI
system, and we can have the output of LTI system as
y n x n h n
The z-transform of impulse response is called transfer or
system function H(z).
Y z X z H z .
Frequency response at H e H z
j
z 1
is valid if
ROC includes
z 1, and
Y e j X e j H e j
5.1 Frequency Response of LIT
System
j j jX ( e j ) j j jH ( e j )
Consider X (e ) X (e ) e and H (e ) H (e ) e ,
then
magnitude
Y ( e j ) X ( e j ) H ( e j )
phase
j j j
Y (e ) X (e ) H ( e )
a y n k b x n k
k 0
k
k 0
k
N M
k
a
k 0
z Y ( z k
) k X z
b z k
k 0
Compute the z-transform
M
Y z k
b z k
H z k 0
X z N
k
a z
k 0
k
System Function: Pole/zero
Factorization
Stability requirement can be verified.
Choice of ROC determines causality.
Location of zeros and poles determines the
frequency response and phase
1 c z
M
1
k
zeros : c1 , c2 ,..., cM .
b0
H z k 1
1 d z
N
a0 1 poles : d1 , d 2 ,..., d N .
k
k 1
Second-order System
Suppose the system function of a LTI system is
(1 z 1 )2
H ( z) .
1 1 3 1
(1 z )(1 z )
2 4
h[n]
n
h[
n
n ] z n
when z 1.
The stability condition is equivalent to the condition
that the ROC of H(z) includes the unit circle.
System Function: Causality
If the system is causal, it follows that h[n] must be a right-
sided sequence. The ROC of H(z) must be outside the
outermost pole.
If the system is anti-causal, it follows that h[n] must be a
left-sided sequence. The ROC of H(z) must be inside the
innermost pole.
Im Im Im
a 1 a 1 Re a b
Re Re
G ( z ) H ( z ) H i ( z ) 1 g n h n hi n n
1 1
Hi ( z) j
H i (e )
H ( z) H ( e j )
The ROCs of H ( z ) and H ( must
i z)
overlap.
Useful for canceling the effects of another system
See the discussion in Sec.5.2.2 regarding ROC
All-pass System
A system of the form (or cascade of these)
1
z a
H Ap Z pole : a re j
1 az 1 zero : 1 / a* r 1e j
j j
e a j 1 a * e
H Ap e
j
j
e j
1 ae 1 ae
H Ap e j 1
All-pass System: General Form
In general, all pass systems have form
Mr
z 1 d k M c ( z 1 ek* )( z 1 ek )
H Ap z 1 1 * 1
k 1 1 d k z k 1 (1 ek z )(1 ek z )
Causal/stable: ek , d k 1
All-Pass System Example
Im
Unit
circle z-plane
M r 2 and M c 1
0.8
Re
4 3 0.5
2
3 4
pole : re j reciprocal
zero : r 1e j
& conjugate
a yn k b xn k
k 0
k
k 0
k
k
b z k
H z k 0
N
1 ak z k
Transfer function
can
be written as
k 1
M
1 k
H z H2 z H1 z bk z
N
k k 0
1
k 1
a k z
M k
V z H1 z X z bk z X z M
k 0 vn b xn k
k
k 1
Alternative Representation
Replace order of cascade
LTI
systems
M
1
H z H z H z b z k
1
1 2 k N
k 0
az
k 1
k
k
N
wn a wn k xn
k
k 1
1
W z H2 z X z X z M
N yn b wn k
k
1 ak z
k
k 0
k 1
M
Y z H1 z W z bk z k W z
k 0
Alternative Block Diagram
We can change the order of the cascade
systems
N
wn a wn k xn
k
k 1
M
yn b wn k
k
k 0
Direct Form II
No need to store the same data
twice in previous system
So we can collapse the delay
elements into one chain
This is called Direct Form II or
the Canonical Form
Theoretically no difference
between Direct Form I and II
Implementation wise
Less memory in Direct II
Difference when using
finite-precision arithmetic
Signal Flow Graph Representation
Similar to block diagram representation
Notational differences
A network of directed branches connected at nodes
w1 n aw1 n 1 xn
yn b0w1 n b1w1 n 1
Determination of System
Function from Flow Graph
w1 n w4 n xn
w2 n w1 n
w3 n w2 n xn
w4 n w3 n 1
yn w2 n w4 n
W1 z W4 z X z
X z z 1 1
W2 z
W2 z W1 z 1 z 1 Y z z 1
H z
W3 z W2 z X z X z z 1 1 X z 1 z 1
W4 z
W4 z W3 z z 1 1 z 1 hn n 1un 1 n 1un
Y z W2 z W4 z Y z W2 z W4 z
Basic Structures for IIR Systems:
Direct Form I
Basic Structures for IIR Systems:
Direct Form II
Basic Structures for IIR Systems:
Cascade Form
General form for cascade implementation
M1 M2
1 f z 1 g z 1 g z
k
1
k
1
k
1
H z A k 1
N1
k 1
N2
1 c z 1 d z 1 d z
k 1
k
1
k 1
k
1
k
1
M1
b0k b1k z 1 b2k z 2
H z 1 2
k 1 1 a1k z a2k z
More practical form in 2nd order systems
Example
H z
1 2z z 1
1 z
2
1
1 z
1
1 0.75z 1
0.125z 2
1 0.5z 1
1 0.25z
1
1 z
1
1 z
1
1 0.5z 1 0.25z
1 1
H z
NP NP
Ak NP
Bk 1 ek z 1
Ck z k
k 0
k 1 1 c k z
1
k 1 1 dk z
1
1 dk z 1
NS
NP
e0k e1k z 1
H z C z k
k
1
k 0 k 1 1 a1k z a2k z 2
Or by pairingthe real poles
Example
Partial Fraction Expansion
1 2z 1 z 2 18 25
H z 8
1 0.75z 1 0.125z 2
1 0.5z 1 1 0.25z 1
b
M
H z hnz
n0
n
k 1
0k b1k z 1 b2k z 2
Structures for Linear-Phase FIR
Systems
Causal FIR system with generalized linear phase are
symmetric:
hM n hn n 0,1,..., M (type I or III)
hM n hn n 0,1,..., M (type II or IV)
Symmetry means we can half the number of
multiplications
Example: For even M and type I or type III systems:
M M / 2 1 M
yn hk xn k hk xn k hM / 2xn M / 2 hk xn k
k 0 k 0 k M / 2 1
M / 2 1 M / 2 1
hk xn k hM / 2xn M / 2 hM k xn M k
k 0 k 0
M / 2 1
hk xn k xn M k hM / 2xn M / 2
k 0
Structures for Linear-Phase FIR
Systems
Structure for even M