Pds Epn

Agenda Introducción Vector Spaces and DSP
PDS
2 de mayo de 2018
Slides mainly compiled from [1] and [2]
1 / 177
1 Introducción al procesamiento digital de señales

Señales
Discrete-time signals
Complex Exponentials
2 Vectors spaces and DSP

Signal Processing and vector spaces
Vector Spaces
Signal Spaces
Bases
2 / 177
Introducción al procesamiento digital de señales
3 / 177
Señal
Señal: Descripción de la evolución de un fenómeno natural o no natural.

Clima: Temperatura
Sonido: Presión
Intensidad de luz: nivel de gris
Mercado de valores
4 / 177
Procesamiento
Análisis
Entender una señal
Extraer caracterı́sticas
Sı́ntesis
Crear una señal (e.g. para transmitir)
5 / 177
Señales Analógicas
6 / 177
Señales Analógicas
Para manipular cada señal analógica existe un dispositivo
7 / 177
Señales Digitales
Tiempo Discreto
Amplitud Discreta
8 / 177
Señales Discretas en tiempo
9 / 177
Señales Discretas en tiempo
Vamos a analizar dos casos

Muestreo (conversión A/D)
Interpolación (conversión D/A)
10 / 177
Muestreo
11 / 177
Muestreo
Problema: Impulso tiene amplitud infinita

Solución:
Muestreo con pulsos
Sample and Hold
12 / 177
Interpolación
Teorema del Muestreo desarrollado por Nyquist-Shannon (1920)

∞
X t − nTs
x (t) = x [n] sinc
n=−∞
Ts
13 / 177
Interpolación
1.2
0.8
0.6
Senial
0.4
0.2
-0.2 Muestras
Interpolado
-0.4
-5 0 5 10 15
Tiempo 14 / 177
Señales Digitales
Tiempo Discreto
Amplitud Discreta
15 / 177
Discretización en Amplitud
16 / 177
Importancia de la Discretización en Amplitud
Almacenamiento
dispositivos de propósito general (e.g. computador)
Procesamiento
No requiere dispositivos especı́ficos (e.g. ecualizadores de audio en hardware,
termostato analógicos)
Todo se realiza en software (e.g Software Defined Radio, Ecualizadores, termostatos
digitales)
Transmisión
17 / 177
Transmisión de datos
18 / 177
Distorsión causada por el canal en señales analógicas
19 / 177
Podemos amplificar para compensar la atenuación
20 / 177
Para largas distancias, necesitamos repetidores
21 / 177
En señales digitales, podemos usar umbrales
22 / 177
Resumen
Discretización en tiempo
Muestras reemplazan modelos ideales analógicos
Matemáticas más simples (e.g. sumatoria vs integral)
Discretización en amplitud
Almacenamiento y procesamiento de propósito general
Ruido puede ser controlado (e.g. en esquemas de Tx-Rx)
23 / 177
Discrete-time signals
Discrete-time signal: a sequence of complex numbers

one dimension (for now)
notation: x[n]
two-sided sequences: x : Z → C
n is a-dimensional “time”
24 / 177
The delta signal
x[n] = δ[n]
25 / 177
The unit step
x[n] = u[n]
26 / 177
The exponential decay
x[n] = |a|n u[n], |a| < 1
27 / 177
The sinusoid
x[n] = sen(ω0 n + θ)
28 / 177
Four signal classes
finite-length
infinite-length
periodic
finite-support
29 / 177
Finite-length signals
30 / 177
Infinite-length signals
31 / 177
Periodic signals
32 / 177
Finite-support signals
33 / 177
Elementary operators
scaling:
sum:
product:
shift by k (delay):
34 / 177
Shift of a finite-length: finite support
35 / 177
Shift of a finite-length: periodic extension
36 / 177
Energy and power
∞
X
Ex = |x [n]|2
n=−∞
N
1 X
Px = lim |x [n]|2
N→∞ 2N + 1
n=−N
37 / 177
Energy and power: periodic signals
Ex̃ = ∞
N−1
1 X
Px̃ = |x̃ [n]|2
N
n=0
A signal can be an energy signal, a power signal, or neither type:

power signals has finite Px and infinite Ex (e.g. periodic signals)
Energy signals has finite Ex and Px = 0
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Digital vs physical frequency
Discrete time
n: no physical dimension (just a counter)
periodicity: how many samples before pattern repeats
Physical world
periodicity: how many seconds before pattern repeats
frequency measured in Hz
39 / 177
How your PC plays sounds
40 / 177
set Ts , time in seconds between samples

periodicity of M samples → periodicity of MTs seconds
real world frequency:
1
f = in Hz
MTs
41 / 177
usually we choose Fs the number of samples per second

Ts = 1/Fs
E.g. for a typical value Fs = 48000, Ts ≈ 20.8µs. if M = 110, then
1
f = MTs ≈ 440 Hz
42 / 177
Suppose the system clock of your computer has an associated frequency of 44 kHz.
What is the period of a discrete-time sinusoid stored on your computer that
corresponds to 880 Hz?
Answer: M = 50
43 / 177
Building blocks: Adder
44 / 177
Building blocks: Multiplier
45 / 177
Building blocks: Delay
46 / 177
The 2-point moving average
moving average: take a “local” average
x [n] + x [n − 1]
y [n] =
2
47 / 177
The 2-point Moving Average DSP Blocks
48 / 177
Moving average example
x[n] = δ[n]
49 / 177
What if we reverse the loop?
50 / 177
What if we reverse the loop? Recursion
y [n] = x[n] + αy [n − 1]
51 / 177
How we solve the chicken-and-egg problem
Zero initial Conditions

set a start time (usually n0 = 0)
assume input and output are zero for all time before n0
52 / 177
Recursion: the compound interest problem
Consider the following compound interest problem:

constant interest rate of 5% per year
deposits/withdrawals during year n: x[n]
balance at year n:
y [n] = 1.05y [n − 1] + x [n]
53 / 177
Accumulation of interest: first-order recursion
y [n] = 1.05y [n − 1] + x [n]
54 / 177
Example: the one-time investment
x [n] = 100δ [n]

y [n] = 1.05y [n − 1] + x [n]
55 / 177
An interesting generalization
y [n] = αy [n − M] + x[n]
56 / 177
Creating loops
57 / 177
Example
M = 3, α = 1, x[n] = δ[n] + 2δ[n − 1] + 3δ[n − 2]
58 / 177
We can make music with that!
build a recursion loop with a delay of M

choose a signal x̄ [n] that is nonzero only for 0 ≤ n < M
choose a decay factor
input x̄ [n] to the system
play the output
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Playing a sine wave
M = 100, α = 1, x̄ [n] = sen(2πn/100) for 0 ≤ n < 100 and zero elsewhere.
60 / 177
Introducing some realism
M controls frequency (pitch)

α controls envelope (decay)
x̄[n] controls color (timbre)
61 / 177
A proto-violin
M = 100, α = 0.95, x̄ [n] : zero-mean sawtooth wave for 0 ≤ n < 100 and zero
elsewhere.
62 / 177
The Karplus-Strong Algorithm
M = 100, α = 0.9, x̄ [n]: 100 random values between 0 and 99, zero elsewhere.
63 / 177
Complex Exponentials
e jx
Oscillations are everywhere
sustainable dynamic systems exhibit oscillatory behavior
intuitively: things that don’t move in circles can’t last:
bombs
rockets
human beings ...
64 / 177
Continuous-time oscillations
65 / 177
Continuous-time oscillations
66 / 177
Discrete-time oscillations
a frequency ω (units: radians)

an initial phase φ (units: radians)
an amplitude A
x[n] = Ae j(ωn+φ) = A[cos(ωn + φ) + j sen(ωn + φ)]
67 / 177
Why complex exponentials?
we can use complex numbers in digital systems, so why not?

it makes sense: every sinusoid can always be written as a sum of sine and cosine
math is simpler: trigonometric becomes algebra
68 / 177

69 / 177

70 / 177
The complex exponential
e jα = cos(α) + j sen(α)
71 / 177
The complex exponential
rotation: z0 = ze jα
72 / 177
The complex exponential generating machine
x[n] = e jωn ; x[n + 1] = e jω x[n]
73 / 177
x[n] = e jωn ; x[n + 1] = e jω x[n]
74 / 177
x[n] = e jωn ; x[n + 1] = e jω x[n]
75 / 177
x[n] = e jωn ; x[n + 1] = e jω x[n]
76 / 177
x[n] = e jωn ; x[n + 1] = e jω x[n]
77 / 177
x[n] = e jωn ; x[n + 1] = e jω x[n]
78 / 177
x[n] = e jωn ; x[n + 1] = e jω x[n]
79 / 177
x[n] = e jωn ; x[n + 1] = e jω x[n]
80 / 177
x[n] = e jωn ; x[n + 1] = e jω x[n]
81 / 177
x[n] = e jωn ; x[n + 1] = e jω x[n]
82 / 177
x[n] = e jωn ; x[n + 1] = e jω x[n]
83 / 177
x[n] = e jωn ; x[n + 1] = e jω x[n]
84 / 177
x[n] = e jωn ; x[n + 1] = e jω x[n]
85 / 177
Initial phase
x[n] = e jωn+φ ; x[n + 1] = e jω x[n], x[0] = e jφ
86 / 177
Initial phase
x[n] = e jωn+φ ; x[n + 1] = e jω x[n], x[0] = e jφ
87 / 177
Careful: not every sinusoid is periodic in discrete time
x[n] = e jωn ; x[n + 1] = e jω x[n]
88 / 177
x[n] = e jωn ; x[n + 1] = e jω x[n]
89 / 177
x[n] = e jωn ; x[n + 1] = e jω x[n]
90 / 177
x[n] = e jωn ; x[n + 1] = e jω x[n]
91 / 177
x[n] = e jωn ; x[n + 1] = e jω x[n]
92 / 177
M
e jωn periodic in n ⇔ ω = 2π, for M, N ∈ N
N
93 / 177
2π-periodicity
e jα = e j(α+2kπ) ∀k ∈ Z
94 / 177
2π-periodicity: one point, many names (ALIASING)
95 / 177
96 / 177
97 / 177
98 / 177
How “fast” can we go?
Wagon-wheel effect:
https://www.youtube.com/watch?v=jHS9JGkEOmA
99 / 177
Remember the complex exponential generating machine
100 / 177
0 ≤ ω < 2π
101 / 177
ω = 2π/12
102 / 177
ω = 2π/6
103 / 177
ω = 2π/5
104 / 177
ω = 2π/4
105 / 177
ω = 2π/2 = π
106 / 177
ω = 2π/2 = π
107 / 177
ω = 2π/2 = π
108 / 177
π < ω < 2π
109 / 177
Let’s go really too fast
ω = 2π − α, αsmall
110 / 177
Let’s go really too fast
ω = 2π − α, αsmall
111 / 177
Vector Spaces and DSP
112 / 177
Prerequisite Warning!
  
a0,0 a0,1 ··· a0,N−1 x0
 a1,0 a1,1 ··· a1,N−1  x1 
 = Ax
  
 .. .. .. ..  ..
 . . . .  . 
aM−1,0 aM−1,1 · · · aM−1,N−1 xN−1
113 / 177
Prerequisite Warning!
T
x+y = x0 + y0 x1 + y1
114 / 177
A generic discrete-time signal
x[n] = 1.1, 2.2., −1.0, 3.3, · · ·
finite length?
infinite length?
periodic?
finite support?
We need a common framework: vector space
115 / 177
Why using vector space in DSP?
Easier math and unified framework for signal processing:

same framework for different classes of signals
same framework for continuous-time signals
easy explanation of the Fourier Transform
easy explanation of sampling and interpolation
useful in approximation and compression
fundamental in communication system design
116 / 177
Why using vector space in DSP?
vector spaces are very general objects

vector spaces are defined by their properties
once you know the properties are satisfied, you can use all the tools for the space
117 / 177
Analogy #1: Object Oriented Programming
118 / 177
Analogy #1: Object Oriented Programming
119 / 177
Analogy #2: LEGO
basic building block:
120 / 177
Analogy #2: LEGO
scaling (4x2):
121 / 177
Analogy #2: LEGO
adding:
122 / 177
Vector Spaces
Some spaces should be very familiar:

R2 , R3 : Euclidean space, geometry
RN , CN : linear algebra
Others perhaps not so much . . .

`2 (Z): space of square-summable infinite sequences
L2 ([a, b]): space of square-integrable functions over an interval
yes, vectors can be functions!
123 / 177
Vector Spaces


124 / 177
Vector Spaces


125 / 177
Some spaces can be represented graphically
T
R2 :

x= x0 x1
126 / 177
Some spaces can be drawn
T
R3 :

x= x0 x1 x2
127 / 177
Some spaces can be drawn
L2 [−1, 1] : x = x(t), t ∈ [−1, 1]
128 / 177
Others can’t
RN , for N > 3
CN , for N > 1
129 / 177
Vector spaces: operational definition
Ingredients:
the set of vector V
a set of scalars (say C)
We need at least to be able to:

resize vectors, i.e. multiply a vector by a scalar
combine vectors together, i.e. sum them
130 / 177
Vector spaces: operational definition
Ingredients:
the set of vector V
We need at least to be able to:

resize vectors, i.e. multiply a vector by a scalar
combine vectors together, i.e. sum them
131 / 177
Formal properties of a vector space
For x, y, z ∈ V and α, β ∈ C
x+y =y+x
(x + y) + z = x + (y + z)
α(x + y) = αx + αy
(α + β)x = αx + βx
α(βx) = (αβ)x
∃0 ∈ V | x+0=0+x=x
∀x ∈ V ∃(−x) | x + (−x) = 0
132 / 177
2
Example: scalar multiplication in R
T
αx = αx0 αx1
133 / 177
2
Example: addition in R
x + y = [ x0 + y0 x1 + y1 ]T
134 / 177
Example: scalar multiplication in L2 [−1, 1]
αx = αx(t)
135 / 177
Example: Addition in L2 [−1, 1]
x + y = x(t) + y (t)
136 / 177
Example: Addition in L2 [−1, 1]
x + y = x(t) + y (t)
137 / 177
Vector spaces: we need something more
the set of vectors V

scalar multiplication
addition
We need something to measure and compare:
inner product (aka dot product)
138 / 177
Vector spaces: we need something more
the set of vectors V

scalar multiplication
addition
We need something to measure and compare:
inner product (aka dot product)
139 / 177
Inner product
h·, ·i : V × V → C
measure of similarity between vectors

inner product is zero? vectors are orthogonal (maximally different)
140 / 177
Formal properties of the inner product
For x, y, z ∈ V and α, β ∈ C
141 / 177
2
Inner product in R : the norm
hx, xi = x02 + x12 = kxk2
142 / 177
2
Inner product in R
hx, yi = x0 y0 + x1 y1 = kxk kyk cos(α)
143 / 177
2
Inner product in R : orthogonality
hx, yi = x0 y0 + x1 y1 = kxk kyk cos(α)
144 / 177
Inner product in L2 [−1, 1]
ˆ1
hx, yi = x (t) y (t) dt
−1
145 / 177
Inner product in L2 [−1, 1] : the norm
ˆ1
2
hx, xi = kxk = sen2 (πt) dt = 1
−1
146 / 177
Inner product in L2 [−1, 1] : the norm
ˆ1
2
kyk = t 2 dt = 2/3
−1
147 / 177
ˆ1 p
hx, yi = 3/2t sen (πt) dt ≈ 0.78
−1
148 / 177
x, y from orthogonal subspaces: hx, yi = 0
149 / 177
sinusoids with frequencies integer multiples of a fundamental
150 / 177
sinusoids with frequencies integer multiples of a fundamental
151 / 177
Norm vs Distance
p
inner product defines a norm: kxk = hx, xi
norm defines a distance: d (x, y) = kx − yk
152 / 177
Norm vs Distance
p
inner product defines a norm: kxk = hx, xi
norm defines a distance: d (x, y) = kx − yk
153 / 177
2
Norm and distance in R
q
kx − yk = (x0 − y0 )2 + (x1 − y1 )2
154 / 177
Distance in L2 [−1, 1] : the Mean Square Error
ˆ1
kx − yk = |x (t) − y (t)|2 dt
−1
155 / 177
Distance in L2 [−1, 1] : the Mean Square Error
ˆ1
kx − yk = |x (t) − y (t)|2 dt = 2
−1
156 / 177
Finite-Length Signals
finite-length and periodic signals live in CN

T
vector notation: x = x0 x1 . . . xN−1
all operations well defined and intuitive
space of N-periodic signals sometimes indicated by C̃N
157 / 177
Inner product for signals
N−1
X
hx, yi = x ∗ [n] y [n]
n=0
well defined for all finite-length vectors (i.e. vectors in CN )
158 / 177
What about Infinite-length signals?
∞
X
hx, yi = x ∗ [n] y [n]
n=−∞
careful: sum may explode! (e.g. u[n] )
159 / 177
What about Infinite-length signals?
∞
X
hx, yi = x ∗ [n] y [n]
n=−∞
|x [n]|2 < ∞
P
We require sequences to be square-summable:
Space of square-summable sequences: `2 (Z)
160 / 177
Infinite-Length Signals
“well-behaved” infinite-length signals live in `2 (Z)
T
vector notation: x = . . . x−2 x−1 x0 x1 x2 . . .
many interesting signals not in `2 (Z) unfortunately (x[n] = 1, x[n] = cos(ωn), etc)
161 / 177
Bases
linear combination is the basic operation in vector spaces:
g = αx + βy
can we find a set of vectors {w(k) } so that we can write any vector as a linear
combination of {w(k) }?
162 / 177
Bases
linear combination is the basic operation in vector spaces:
g = αx + βy
can we find a set of vectors {w(k) } so that we can write any vector as a linear
combination of {w(k) }?
163 / 177
2
The canonical R basis

1 0
e(0) = e(1) =
0 1

x0 1 0
= x0 + x1
x1 0 1
164 / 177
2

1 0
e(0) = e(1) =
0 1

x0 1 0
= x0 + x1
x1 0 1
165 / 177
2

2
x= = 2e(0) + e(1)
1
166 / 177
2
Another R basis

1 1
v(0) = v(1) =
0 1

2
x= = v(0) + v(1)
1
167 / 177
2
But this is not a basis for R

1 −1
g(0) = g(1) =
0 0

2
x 6= = α1 g(0) + α2 g(1)
1
168 / 177
What about infinite-dimensional spaces?
∞
X
x= αk w(k)
k=0
169 / 177
A basis for `2 (Z)
..
 
 . 

 0 


 0 

1
e(k)
 
=  k-th position, k ∈ Z

 0 


 0 


 0 

..
.
170 / 177
What about function vector spaces?
X
f (t) = αk h(k) (t)
k
171 / 177
A basis for the functions over an interval?
the Fourier basis for [−1, 1] :
1
√ , cos (πt) , sen (πt) , cos (2πt) , sen (2πt) , cos (3πt) , sen (3πt) , . . .
2
172 / 177
N
X sen (2k + 1) πt
2k + 1
k=0
173 / 177
N
X sen (2k + 1) πt
2k + 1
k=0
174 / 177
N
X sen (2k + 1) πt
2k + 1
k=0
175 / 177
N
X sen (2k + 1) πt
2k + 1
k=0
176 / 177
References I
[1] Paolo Prandoni and Martin Vetterli.

Digital Signal Processing.
https://www.coursera.org/learn/dsp/, 2018.
[2] Martin Vetterli and Paolo Prandoni.

Signal Processing for Communications.
EPFL press, 2008.
177 / 177

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Agenda Introducción Vector Spaces and DSP

Slides mainly compiled from [1] and [2]

1 Introducción al procesamiento digital de señales

2 Vectors spaces and DSP

Introducción al procesamiento digital de señales

Señal: Descripción de la evolución de un fenómeno natural o no natural.

Para manipular cada señal analógica existe un dispositivo

Señales Discretas en tiempo

Señales Discretas en tiempo

Vamos a analizar dos casos

Problema: Impulso tiene amplitud infinita

Teorema del Muestreo desarrollado por Nyquist-Shannon (1920)

Importancia de la Discretización en Amplitud

Distorsión causada por el canal en señales analógicas

Podemos amplificar para compensar la atenuación

Para largas distancias, necesitamos repetidores

En señales digitales, podemos usar umbrales

Discrete-time signal: a sequence of complex numbers

The delta signal

The unit step

The exponential decay

x[n] = |a|n u[n], |a| < 1

Four signal classes

Shift of a finite-length: finite support

Shift of a finite-length: periodic extension

Energy and power

Energy and power: periodic signals

A signal can be an energy signal, a power signal, or neither type:

Digital vs physical frequency

How your PC plays sounds

Digital vs physical frequency

set Ts , time in seconds between samples

Digital vs physical frequency

usually we choose Fs the number of samples per second

Digital vs physical frequency

Building blocks: Adder

Building blocks: Multiplier

Building blocks: Delay

The 2-point moving average

moving average: take a “local” average

The 2-point Moving Average DSP Blocks

Moving average example

What if we reverse the loop?

What if we reverse the loop? Recursion

How we solve the chicken-and-egg problem

Zero initial Conditions

Recursion: the compound interest problem

Consider the following compound interest problem:

Accumulation of interest: first-order recursion

y [n] = 1.05y [n − 1] + x [n]

Example: the one-time investment

x [n] = 100δ [n]

M = 3, α = 1, x[n] = δ[n] + 2δ[n − 1] + 3δ[n − 2]

We can make music with that!

build a recursion loop with a delay of M

Playing a sine wave

M = 100, α = 1, x̄ [n] = sen(2πn/100) for 0 ≤ n < 100 and zero elsewhere.

Introducing some realism

M controls frequency (pitch)

The Karplus-Strong Algorithm

a frequency ω (units: radians)

x[n] = Ae j(ωn+φ) = A[cos(ωn + φ) + j sen(ωn + φ)]

Why complex exponentials?