DSP 02

 Modern physics
 Theory of relativity
Modern Physics
 Special relativities: Explain the particle behavior with higher speed (light-
speed)
 General relativities: Explain the relationship between attraction force and
space.
 Quantum mechanics
 Explain the world smaller than the atom.
Dept. of Electrical Engineering

1 Hsiao-Yun Chen
Yuan Ze University 1
Prediction from Lord Kelvin
 Lord Kevin has predicted that on 1900
There is nothing new to be
discovered in physics now. All that
remains is more and more precise
measurement.
 Use classical mechanics to explain
everything
 But
”…two small, puzzling clouds
remained on the horizon”
[Lord Kelvin 1824~1907]
 Etherdrift experiment
 Blackbody radiation

2 Hsiao-Yun Chen
Limitation of Classical Mechanics
Beginning of quantum mechanics
Owing to the limitation for classical mechanics
Quantum mechanics begins at some
phenomenon that classical mechanics can’t
explain
Blackbody Radiation
Photoelectric Effect
X-ray Production
Compton Effect

3 Hsiao-Yun Chen
 Assumptions Planck’s Theory
Large number of atomic oscillators (simple harmonic
oscillator)
Each atomic oscillator only contains discrete energy level
 E=nhv, n=0, 1, 2, 3
 h= 6.63x10-34 Js  Planck’s constant
 The energy of EM wave emitted by the atomic oscillators is
the multiple of hv
1918 Nobel
Prize
[Max Planck, 1858~1947]

4 Hsiao-Yun Chen
Bohr Atom
• Bohr’s Postulates
– For electrons, angular momentum only
exists at certain orbits
= = nh, n=1, 2, 3, ...
L mvr
h
h=
2π
– In these certain orbits, electron
doesn’t radiate EM wave
– Radiation only occurs when electron
goes from higher energy Ei to lower Ef [Niels Bohr1885~1962,
( Ei − E f ) 1922 Nobel Prize]
υ=
h

2015/10/12 5 Hsiao-Yun Chen
Discrete-Time
Signals and Systems
Hsiao-Yun Chen

Yuan Ze University 6 Hsiao-Yun Chen
Discrete-time Signals: Sequences
Continuous-time signal
– Defined along a continuum of times. x(t)
Continuous-time system
– Operates on and produces continuous-time
signals.
Discrete-time signal
– Defined at discrete times. x[n]; sequences of
numbers.
Discrete-time system
– Operates on and produces discrete-time signals.

Some Signal Examples
Temperature
Voice
Stock market

Analog and Digital Signals
 Analog signals
– Value varies continuously
 Digital signals
– Value limited to a finite set
 Binary signals
– Has at most 2 values
– Used to represent bit values
– Bit time T needed to send 1 bit
– Data rate R=1/T bits per second

Discrete-time Signals: Sequences (cont.)
 Sampling: x[n] is obtained by sampling x(t).
x[n]= x(nT) , T: is the sampling period.
T = 125 µs

Discrete-time Signals: Sequences (cont.)
Where is y-axis?
We don’t need it any more?
Graphic representation of a discrete-time signal

Basic Sequences
 Unit Sample Sequence
It is often called the discrete-time impulse or simply impulse.

(Some books call it unit pulse sequence.)
Example of a sequence to be represented as a sum of scaled, delayed impulses.
p[n] = a−3δ [n + 3] + a1δ [n − 1] + a2δ [n − 2] + a7δ [n − 7]

Basic Sequences (cont.)
 Unit Step Sequence
u[n] = ∑ δ [n − k ]
∞
k =0
δ [n] = u[n] − u[n − 1]

 Exponential Sequences
Combining basic sequences: 1 > α > 0, A > 0

 Sinusoidal Sequences
It can be viewed as a sampled continuous-time sinusoidal.

However, it is not always periodic!
Condition for being periodic with period N: x[n] = x[n + N]
where k, n are integers − ∞ < n < ∞ Unambiguous frequency interval

(k, a fixed number; n, a running index, ). 0 ≤ ω0 ≤ 2π ;−π ≤ ω0 ≤ π

 Sinusoidal Sequences
x[n] = A cos(ω0 n )

 Complex Exponential Sequences
x[n] = Aα , x[n] = A α e j (ω n+φ )

n n
0
A = A e jφ , = A α cos(ω0 n + φ ) + j A α sin (ω0 n + φ )

n n
α n = α e jω n ,
n 0

Discrete-time Systems
 A discrete-time system is defined mathematically as a transformation or operator
that maps an input sequence with values x[n] into an output sequence with
values y[n].
 Ideal Delay x[n]
y[n]
y[3]=x[0]
where nd is a fixed positive integer
called the delay of the system. 3 If nd=3

Discrete-time Systems (cont.)
 Moving Average
y[n] = ∑ x[n − k ]
1 M 2
M 1 + M 2 + 1 k =− M 1
=
1
{x[n + M 1 ] + x[n + M 1 − 1] + ... + x[n] + x[n − 1] + ... + x[n − M 2 ]}
M1 + M 2 +1
Sequence values involved in computing a moving average with M1 = 0 and M2 = 5.

Memoryless
If the output y[n] at every value of n depends only on
the input x[n] at the same value of n.
y[n] = ( x[n])
2
Linear
If it satisfies the principle of superposition.

yk [ n] = T { xk [ n]}
[ n]
x= ∑a k xk [ n] ⇒ y=
[ n] ∑ a y [ n]
k k
k k
Satisfy the principle of superposition

 How to get above equation ?

 Time-invariant (shift-invariant)
A time shift or delay of the input sequence causes a
corresponding shift in the output sequence.
y[n] = ∑ x[k ];
n
Accumulator
k = −∞
y1 [n] = ∑ x1 [k ] = ∑ x[k − n0 ]
n n
k = −∞ k = −∞
= ∑ x[k ' ] = y[n − n0 ] (time-invariant)

n − n0
k = −∞
'
Compressor y[n] = x[Mn],−∞ < n < ∞

(Down-sample) y1 [n] = x1 [Mn] = x[Mn − n0 ]
≠ y[n − n0 ] = x[M (n − n0 )] (time-variant)

Causality
For any n0 , the output sequence value at the index n =
n0 depends only on the input sequence values for n≤ n0
y[n] = x[n + 1] − x[n] (non-causal) y[n] = x[n] − x[n − 1] (causal)
Stability
in the bounded-input, bounded-output sense (BIBO):
 If and only if every bounded input sequence produces
a bounded output sequence.
x [ n] ≤ Bx < ∞, for all n ⇒ y [ n] ≤ B y < ∞, for all n

Linear Time-invariant (LTI) Systems
 A linear system is completely characterized by its
impulse response (time-domain characteristic).
1. Sequence as a sum of delayed impulses: (like
sequence in page 7)
x[n] = m∑=−∞ x[m]δ [n − m]
∞
2. An LTI system: (how to prove the convolution)
y[n] = x[n]∗ h[n]

= k =∑−∞ x[k ]h[n − k ]
∞

Linear Time-invariant (LTI) Systems (cont.)
∞
=y [ n] ∑ x [ k ]h [ n − k ]
k = −∞
= x [ −2] h [ n + 2] + x [ 0] h [ n − 0] + x [3] h [ n − 3]

http://www.cse.yorku.ca/~asif/spc/ConvolutionS Convolution Sum
um_Final3.swf
1. Time-reverse: h[k]->h[-k]
2. Choose an n value
之前的表示方法都在n軸上，可讀性不佳，若能
3. Shift h[-k] by n:
統一在k軸上(n當作shift)，更了解計算過程。
h[n-k]=h[-(k-n)]
4. Multiplication: x[k]∙h[n-k]
5. Summation over k:
y[n] = x[n]∗ h[n]
= k =∑−∞ x[k ]h[n − k ]
∞
6. Choose another n value,

go to Step 3.

Convolution Sum (cont.)
 1, 0 ≤ n ≤ N − 1
h[n] = u[n] − u[n − N ] = 
0, otherwise
x[n] = a nu[n]
a0 (1 − r K )
SK =
y[n] = 0, n < 0 1− r
n
y[n] = a k
一共有K項加起來
∑
k =0
1 − a n +1
= , 0 ≤ n ≤ N −1
1− a
n
y[n] = ∑a k
k = n − N +1
n − N +1 1− aN
=a , N −1 < n
1− a

Properties of LTI Systems
 Commutative:
x[n]∗ h[n] = h[n]∗ x[n]
 Distributive:
x[n]∗ (h1 [n] + h2 [n])
= x[n]∗ h1 [n] + x[n]∗ h2 [n]
 Cascade connection:
h[n] = h1 [n]∗ h2 [n]
 Parallel connection:
h[n] = h1 [n] + h2 [n]

Properties of LTI Systems (cont.)
∞
 BIBO stability: S= ∑ h[n] < ∞;
n = −∞
∞ ∞
y[n] = ∑ h[k ]x[n − k ] ≤ ∑ h[k ] x[n − k ]
k = −∞ k = −∞
x[n] = B x ;
∞
y[n] ≤ B x ∑ h[k ] < ∞
k = −∞
 Causal sequence: [ n] 0, n < 0 (Why?)

Causal system: h=
 Memoryless LTI: h[n] = kδ [n]

 Some frequently used systems:
- Ideal Delay
y[n] = x[n − nd ]; h[n] = δ [n − nd ]
-Moving Average
M2
1
=y [ n] ∑ x [n − k ]
M 1 + M 2 + 1 k = − M1
 1
1 M2
 , −M1 ≤ n ≤ M 2
=h [ n] = ∑ δ [n − k ]  M1 + M 2 + 1
M 1 + M 2 + 1 k = − M1 
 0, otherwise
-Accumulator n
y [ n] = ∑ x [k ]
k = −∞
n
1, n ≥ 0 ∞
h [ n] = ∑ δ [ k ] =  = u [ n]; S = ∑ u [ n] = ∞
k = −∞ 0, n < 0 n= 0

 Finite-duration Impulse Response (FIR):
(無條件穩定，收斂)
Its impulse response has only a finite number of nonzero
samples.-- FIR systems are always stable.
 Infinite-duration Impulse Response (IIR):
Its impulse response is infinite in duration.
ex h[n]=anu[n], |a|<1…stability (條件穩定，收斂)
∞ 1
S= ∑a = <∞
n
 Forward Difference 1− a
h[n] = δ [n + 1] − δ [n]
n =0
 Backward Difference h[n] = δ [n] − δ [n − 1]

 Non-causal FIR system can
transfer to causal system by
cascading delay.
x [n −=
nd ] x [ n] ∗ δ [ n − nd ]
( [ n + 1] − δ [ n]) ∗ δ [ n − 1]
h [ n] =δ
= δ [ n] − δ [ n − 1]
Equivalent systems found by using the

commutative property of convolution

 Inverse System:
 System hi[n] is the inverse of h[n]
hi[n] h[n]∗ hi [n] = δ [n]
 Example h[n] of accumulator system = u [ n]
[ n] u [ n] ∗ ( δ [ n] − δ [ n − 1])
h=
= u [ n] ∗ δ [ n] − u [ n] ∗ δ [ n − 1]
= u [ n] − u [ n − 1]
= δ [ n]

Linear Constant-Coefficient Difference Equations
An important class of LTI system is described by linear constant-coefficient
difference equation.
 Difference Equation: (general form)
First-order system: y[n] = ay[n -1] + bx[n]

Solution:
y[n] = yp[n] + yh[n] = particular solution + homogeneous solution
Homogeneous solution:
Particular solution: (experience!)

Difference Equations - Accumulator
從h[n]看出x[n]和y[n]如何以加、減、乘、除及delay為主的方塊圖
類似硬體架構圖
h [ n] = δ [ n] − δ [ n − 1]
(1)、 h[n]可以直接看出來，如
⇒ y[n] = x[n] − x[n − 1]
硬體架構很好劃
(2)、某些h[n]較難以此方式表示，如accumulator的h[n]=u[n]，很難看出其
硬體架構為何？需用difference equation輔助

Difference Equations - Moving-average System
從h[n] 反推 difference equation : Moving average system
(1) Draw the block diagram (2) Find the difference equation

Frequency-Domain Representation
 Eigenfunction and eigenvalue
 What is eigenfunction of a system T{.}? Cf [n] = T { f [n]}
, where C is complex constant, eigenvalue.
 The output waveform has the same shape of the input waveform.
 The complex exponential sequence is the eigenfunction of any LTI
system.
y[n] = ∑ h[k ]e
∞
k = −∞
jω ( n − k )
=e j ωn
( ∑ h[k ]e )
∞
k = −∞
− j ωk
= H (e jω )e jωn , H (e jω )..eigenvalue; e jωn ..eigenfunction

H (e )= = H (e )e = H R (e jω ) + jH I (e jω )
∞
∑ h[k ]e
jω − j ωk jω j∠H ( e jω )
k = −∞
The complex constant is just the Frequency Response of the LTI system

Examples – Ideal Delay System
y[n] = x[n − nd ]
x[n] = A cos(ω0 n + φ )
x[n] = e j ωn
= x1 [n] + x2 [n]
A jφ jω n A − jφ − jω n
y[n] = e jω ( n − n d )
=e − j ωn d
e =H e e j ωn
( )
jω
2
e e
j ωn =
+ e e
2
0 0
( ) ( ) ( )
∞
H e = ∑ h[n]e − jωn h[n] of ideal delay (2.73) y1 [n] = H e jω e e ; y2 [n] = H e − jω
jω A jφ jω n A − jφ − jω n
0
e e 0 0 0
n = −∞ 2 2
∞
= ∑ δ [n − nd ]e − jωn = e − jωn d
A
[ ( )
y[n] = H e jω e jφ e jω n + H e − jω e − jφ e − jω n
0 0
( 0
) 0
]
n = −∞ 2
( )
if h[n] is real , H e − jω = H * e jω ( )
( ) ( )
0 0
H R e = cos(ωnd ); H I e = − sin (ωnd )

jω jω
θ = ∠H (e jω ) 0
( ) ( )
H e jω = 1; ∠H e jω = θ = −ωnd y[n] =
A
2
[( ( ) )
H e jω e jθ e jφ e jω n + H e jω e − jθ e − jφ e − jω n
0 0
( ( ) ) 0 0
]
cos θ =
e jθ + e − jθ
;sin θ
e jθ − e − jθ =
A
2
( )[
H e jω e j (ω n +φ +θ ) + e − j (ω n +φ +θ )
0 0 0
]
2 2j
jθ = A H (e ) cos(ω n + φ + θ )
jω 0
complex number w =x + jy =re 0
y[n] = A cos(ω0 n + φ − ω0 nd )
 y
r = x + y ;θ =tan  
2 2 −1
= A cos(ω0 (n − nd ) + φ )
x
w* =x − jy =re − jθ ( )
For ideal delay, H e jω0 = 1 and θ =-ω0 nd

Periodicity of the Frequency Response
x[n] = ∑a e k
k
jω k n
y[n] = ∑ a H (e )e k
jω k jω k n
k
∞
He ( j (ω + 2π )
) = ∑ h[n]e − j (ω + 2π )n
n = −∞
∞
= ∑ h[n]e − jωn
= H e jω ( )
n = −∞
e ± j 2πn = 1
e − j (ω + 2π )n = e − jωn e − j 2πn = e − jωn
(
H e j (ω + 2π ) = H e jω ) ( )
periodic with period 2π
( )
define H e jω ,−π < ω ≤ π Ideal Lowpass Filter

Ideal Frequency-selective Filters
Highpass filter Bandstop filter
Bandpass filter

Yuan Ze University 39 39 Hsiao-Yun Chen
Properties of LTI Systems
 A LTI system can be completely characterized by its frequency
response (frequency-domain characteristic).
 Let’s consider the DTFT of the output signal
Y ( e jω ) = H ( e jω ) X ( e jω )
 The frequency response is a periodic function with period 2π

Time vs. Frequency within a Signal
 Signals in time domain can also be represented in frequency
domain by means of Fourier Transform
ω = 2πf

Signal Decomposition
 Signals can be
decomposed into
sinusoidal waves
with different
frequencies.

Fourier Transform of Sequences
 Interpretation: Decompose an “arbitrary” sequence into
“sinusoidal components” of different frequencies.
 DTFT: Discrete-time Fourier Transform
X (e )= ∑ x[n]e ≡ F {x[n]},−π < ω ≤ π
∞
jω − j ωn
n = −∞
x[n] = ∫−π X (e )e dω ≡ F {X (e )}
1 π jω j ωn −1 jω
2π
x[n] ⇔ X (e jω ) Discrete - Time Fourier Transform Pair
Remarks: Fourier transform is also called Fourier spectrum.
Magnitude _ spectrum : X (e jω )
Phase _ spectrum : ∠X (e jω )
X (e jω ) is continuous in frequency and is periodic with period 2π.

Fourier Transform of Sequences (cont.)
 Does every x[n] have DTFT?
 Convergence conditions:
(A) Absolutely summable (uniform convergence)
X (e jω ) < ∞, for all ω
X (e jω ) = ∑ x[n]e − jωn ≤ ∑ x[n] e − jωn ≤ ∑ x[n] < ∞

∞ ∞ ∞
n = −∞ n = −∞ n = −∞
(B) Finite energy (square-summable)
x[n] < ∞
∞ 2
∑
n = −∞ (mean-square convergence)

Convergence - Example
Absolutely Summable Square Summable
x[n] = a nu[n] 1 , ω < ωc
H lp (e ) = 
jω
( ) = ∑ x[n]e 0 , ωc < ω ≤ π
∞
jω − j ωn
X e
n =0
hlp [n] =
1 ω j ωn
∫−ω e dω
( )
∞
c
= ∑ ae − jω n
2π c
n =0
=
1
, if ae − jω < 1 or a < 1
=
1
2πjn
[ ] ω
e jωn −ω =
c 1
2πjn
c
(e jω n − e − jω n )
c c
− jω
1 − ae
∞ sin (ωc n )
∑a =
n 1
<∞ = ,−∞ < n < ∞
n =0 1 − a πn
∞ sin (ω n )
∑ c
e − jωn is not absolutely summable
n = −∞ πn
π
H lp (e jω ) − H M (e jω ) dω = 0
2
lim ∫−π
M →∞
sin (ωc n ) − jωn

(e ) =
M
jω
HM ∑ e
n=− M πn

Convergence of the Fourier transform
The oscillatory behavior at ω = ωc is often called the Gibbs phenomenon

DTFT of Special Functions
 Impulse
δ [n] ↔ 1 (x[n] = δ [n]; X (e jω
)= ∑ δ [n]e
∞
n = −∞
− j ωn
=1 )
δ [n − n0 ] ↔ e − jωn 0
(x[n] = δ [n − n ]; X (e 0
jω
)= ∑ δ [n − n0 ]e
∞
n = −∞
− j ωn
=e − j ωn 0
∞
∑δ n e
n ' = −∞
[ ]
− ω'
=e j n' − j ωn 0
)
 Constant X (e ) = 2π ∑ δ (ω + 2πk ) = 2πδ (ω ),−π < ω ≤ π
∞
jω
k = −∞
1 ↔ 2π ∑ δ (ω + 2πk )
∞
x[n] =
1 π 1
∫−π 2πδ (ω )e dω = 2π = 1
k = −∞ j ωn
2π 2π
 Complex Exponential
( ) = 2π
∞
∑ δ (ω − ω0 + 2πk )
jω
X e
e jω n ↔ 2π ∑ δ (ω − ω0 + 2πk )
∞
0 k = −∞
k = −∞ = 2πδ (ω − ω0 ),−π < ω ≤ π
x[n] =
1 π
∫−π 2πδ (ω − ω0 )e dω = e
j ωn jω n 0
2π

DTFT of Special Functions (cont.)
 Cosine Sequence
∞
[
cos(ω0 n + θ ) ↔ π ∑ e jθ δ (ω − ω0 + 2πk ) + e − jθ δ (ω + ω0 + 2πk )
k = −∞
]
x[n] = cos(ω0 n + θ ) = (e
1 j (ω n +θ ) − j (ω n +θ )
0
+e 0
)
2
X (e jω ) = π ∑ e jθ δ (ω − ω0 + 2πk ) + π ∑ e − jθ δ (ω + ω0 + 2πk )
∞ ∞
k = −∞ k = −∞
 Unit Step
∞
u[n] ↔
1
− jω
+ π ∑ δ (ω + 2πk )
1− e k = −∞

Symmetry Properties of Fourier Transform
 Any (complex) x[n] can be decomposed into
 Conjugate-symmetric part:
 Conjugate-antisymmetric part:
 Remark: x[n] is conjugate-symmetric if
x[n] is conjugate-antisymmetric if
 On the other hand,

Symmetry Properties
( )
x[n] = a nu[n] ↔ X e jω =
1
1 − ae − jω
if a < 1
1 − a cos(ω ) − ja sin (ω )
( )
X e jω =
1 + a − 2a cos(ω )
2
= X ∗ − jω
e ( ..7 )
1 − a cos(ω )
( )
X R e jω =
1 + a − 2a cos(ω )
2
= X R e(− jω
..8 )
− a sin (ω )
( )
X I e jω =
1 + a − 2a cos(ω )
2
= − X I e(− jω
..9 )
( )
X e jω =
1
= X e (
− jω
..10 )
(
1 + a − 2a cos(ω )
2 12
)
 − a sin (ω ) 
( )
∠X e jω = tan −1   = −∠X e − jω ..11( )
 1 − a cos(ω ) 

Fourier Transform Theorems
 Linearity
 Time Shift
 Frequency Modulation
 Time Reversal
X (e − jω )

Fourier Transform Theorems (cont.)
 Differentiation in
Frequency
 Convolution
 Multiplication
 Parseval’s Theorem


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 Modern physics

Dept. of Electrical Engineering

Dept. of Electrical Engineering

Dept. of Electrical Engineering

[Max Planck, 1858~1947]

Dept. of Electrical Engineering

Dept. of Electrical Engineering

Dept. of Electrical Engineering

Dept. of Electrical Engineering

Dept. of Electrical Engineering

Dept. of Electrical Engineering

Dept. of Electrical Engineering

Graphic representation of a discrete-time signal

Dept. of Electrical Engineering

It is often called the discrete-time impulse or simply impulse.

p[n] = a−3δ [n + 3] + a1δ [n − 1] + a2δ [n − 2] + a7δ [n − 7]

Dept. of Electrical Engineering

δ [n] = u[n] − u[n − 1]

Combining basic sequences: 1 > α > 0, A > 0

Dept. of Electrical Engineering

It can be viewed as a sampled continuous-time sinusoidal.

where k, n are integers − ∞ < n < ∞ Unambiguous frequency interval

Dept. of Electrical Engineering

Dept. of Electrical Engineering

x[n] = Aα , x[n] = A α e j (ω n+φ )

A = A e jφ , = A α cos(ω0 n + φ ) + j A α sin (ω0 n + φ )

Dept. of Electrical Engineering

 Ideal Delay x[n]

Dept. of Electrical Engineering

Sequence values involved in computing a moving average with M1 = 0 and M2 = 5.

Dept. of Electrical Engineering

Dept. of Electrical Engineering

Satisfy the principle of superposition

Dept. of Electrical Engineering

= ∑ x[k ' ] = y[n − n0 ] (time-invariant)

Compressor y[n] = x[Mn],−∞ < n < ∞

Dept. of Electrical Engineering

Dept. of Electrical Engineering

2. An LTI system: (how to prove the convolution)

y[n] = x[n]∗ h[n]

Dept. of Electrical Engineering

Dept. of Electrical Engineering

6. Choose another n value,

Dept. of Electrical Engineering

Dept. of Electrical Engineering

Dept. of Electrical Engineering

 Causal sequence: [ n] 0, n < 0 (Why?)

 Memoryless LTI: h[n] = kδ [n]

Dept. of Electrical Engineering

Dept. of Electrical Engineering

 Backward Difference h[n] = δ [n] − δ [n − 1]

Dept. of Electrical Engineering

Equivalent systems found by using the

Dept. of Electrical Engineering

hi[n] h[n]∗ hi [n] = δ [n]

 Example h[n] of accumulator system = u [ n]

Dept. of Electrical Engineering

First-order system: y[n] = ay[n -1] + bx[n]

Particular solution: (experience!)

Dept. of Electrical Engineering

Dept. of Electrical Engineering

Dept. of Electrical Engineering

= H (e jω )e jωn , H (e jω )..eigenvalue; e jωn ..eigenfunction