Chapter 4

CHAPTER 4:
CHAPTER 4:
FREQUENCY ANALYSIS OF
FREQUENCY ANALYSIS OF
SIGNALS AND SYSTEMS
SIGNALS AND SYSTEMS
Lesson #13: Review of CTFT and Sampling
Lesson #14: Discrete-Time Fourier Transform (DTFT) & Inverse
DTFT
Lesson #15: DTFT properties
Lesson #16: Frequency spectrum of DT signals
Lesson #17: Frequency-domain characteristics of LTI systems
Lesson #18: Digital filters
Lecture #13
Lecture #13
Review of CTFT and Sampling
1. The Fourier series for CT periodic signals
2. The Fourier Transform for CT aperiodic signals (CTFT)
3. Sampling of CT signals
4. Aliasing
x(t) is periodic and satisfies the Dirichlet conditions
The Fourier series of CT periodic signal
The Fourier series of CT periodic signal
x(t)
T
dt e t x
T
a
t e a t x
T
T
nt
T
j
n
n
nt
T
j
n
=
=
=
2 /
2 /
2
2
) (
1
) (
Fourier series:
Fourier coefficients:
A periodic signal has infinite energy and finite average power, which is
Power density spectrum of periodic signal
Power density spectrum of periodic signal
Parsevals relation:

= =
n
n
T
T
x
a dt t x
T
P
2
2 /
2 /
2
| | | ) ( |
1

=
(
=
|
|
\
|
=
= =
n
n
n
T
T
nt
T
j
n
T
T
n
nt
T
j
n
T
T
T
T
x
a dt e t x
T
a
dt e a t x
T
dt t x t x
T
dt t x
T
P
2
2 /
2 /
2
*
2 /
2 /
2
*
2 /
2 /
2 /
2 /
2
| | ) (
1
) (
1
) ( * ). (
1
| ) ( |
1
Lecture #13
Lecture #13
2. The Fourier Transform for CT aperiodic signals
(CTFT)
4. Aliasing
x(t) is aperiodic and satisfies the Dirichlet conditions
The Fourier transform of CT aperiodic signal
The Fourier transform of CT aperiodic signal
Fourier transform pair:
{ }
{ } ) ( ) (
2
1
) (
) ( ) ( ) ( X
1

X FT d e X t x
t x FT dt e t x
t j
t j
=
=
Fourier transform properties

Fourier transform properties
Linearity:
) ( * ) ( X
2
1
) ( ). (
) ( ). ( X ) ( * ) (
) ( X ) (
) ( X e ) (
) ( ) ( aX by(t) ax(t)
F
F
F
j -
F
F

Y t y t x
Y t y t x
t x
t x
bY

+ +
Time shift:
Time reverse:
Convolution in
time domain:
Multiplication in
time domain:
Let x(t) be finite energy signal, which is
Energy density spectrum of aperiodic signal
Energy density spectrum of aperiodic signal
Parsevals relation:

=
|
|
\
|
=
|
|
\
|
=
= =

d X d dt e t x X
dt d e X t x
dt t x t x dt t x E
t j
t j
x
2
2
| ) ( |
2
1
) ( ) ( *
2
1
) ( *
2
1
) (
) ( * ). ( | ) ( |

= =
d X dt t x E
x
2 2
| ) ( |
2
1
| ) ( |
Lecture #13
Lecture #13
4. Aliasing
Sampling of CT signals
x(t) is CT signal we want to sample:
Define the CT impulse train as:
To sample x(t), we will multiply x(t) by p(t)
Let x
s
(t) be the sampled signal. Then,
Signal x
s
(t) consists
of a train of CT
impulses take off
the arrow heads to
get x(n) a DT
signal

=
=
= =

n n
s
s
sampling
nT t nT x nT t t x t x
t x t x
) ( ) ( ) ( ) ( ) (
) ( ) (

Consider y(t) = x
s
(t) = x(t).p(t) in the frequency domain
Take Fourier transform of x(t)
Spectrum of sampled signals
X() = FT{x(t)} and P() = FT{p(t)}
Finding FT{p(t)}, using the continuous-time FT of periodic signals
) ( ) (
1
) (
1
) ( 2 ) ( ) ( ) (
2 /
2 /
s
n
s
T
T
t j
n
s
n
n
n
FT
n P
T
dt e t
T
a
n a P nT t t p

= = =
= =
=
A CT impulse train has a FT that is an impulse train in frequency
Spacing between pulses in time is T
Spacing between pulses in frequency is 2/T
Increasing period in time domain decreases it in frequency domain
Back to X
s
(); with
s
: the sampling frequency
) (
1
) (
2
) ( * ) (
2
1
) (
s
n n
s
s
s
n
s s
n X
T
n X
n X X

= =
(
=
The effect of sampling is an infinite sum of scaled, shifted
copies of the continuous time signal's Fourier Transform
Lecture #13
Lecture #13
4. Aliasing
Note that the triangles dont overlap so with an ideal
low pass filter with cut-off frequency =/T, we could
filter x
s
(t) to perfectly recover x(t)
Aliasing
Aliasing
- The triangles overlap cant recover x(t)
- Happens when
s
= 2/T <
b
/2
Aliasing (cont)
Aliasing (cont)
0
b
s
Avoid
aliasing:
sampling faster
than twice the
highest
frequency
component
The Nyquist-
Shannon
sampling
theorem
Aliasing (cont)
Aliasing (cont)
Examples
Examples
Examples
Examples
Examples
Examples
Examples
Examples
Lecture #14
Lecture #14
Discrete
Discrete
-
-
Time Fourier Transform (DTFT)
1. From CTFT to DTFT
2. Convergence of the DTFT
3. The relation between DTFT and ZT
4. DTFT of signals with poles on the unit circle
5. Inverse DTFT
From CTFT to DTFT
From CTFT to DTFT
Take a CT signal x(t) and sample it:
The CTFT of the sampled signal is:
=
=
n
s
sampling
nT t nT x t x t x ) ( ) ( ) ( ) (
{ } { }
) ( X e ) n ( x e ) nT ( x
dt e ) nT t ( ) nT ( x
) nT t ( FT ) nT ( x ) t ( x FT
n
n j
1 T
T
n
nT j
n
t j
n
s
= = =
=
=

=

=
=
=
DTFT formula
DTFT formula
Discrete in time, but continuous in frequency and periodic
with period of
Gives the complex frequency spectrum of DT signal
Not all DTFT is converge
{ }

=

= =
n
n j
e ] n [ x ] n [ x DTFT ) ( X
2
Lecture #14
Lecture #14
Discrete
Discrete
-
-
5. Inverse DTFT
Convergence of the DTFT
Convergence of the DTFT
We always have:
<
= n
] n [ x
n
n
n j
n
n j
n
n j
] n [ x
e ] n [ x
e ] n [ x e ] n [ x
DTFT exists when:
absolutely
summable
Examples
Examples
DTFT exists when:
1) Find DTFT of x(n) where
[ ] [ ]
n
x n a u n =

=

= = =
0 n
j
j
j
n j
0 n
n j n
a e
e
ae 1
1
) ae ( e a ) ( X
if |a| < 1
Examples
Examples
2) Find DTFT of x(n) where
if |a| > 1
[ ] [ ]
n
y n a u n =

=

=

= = =
0 n
j j 1
n j 1
0
n
n j n
a e
a
e a 1
1
) e a ( e a ) ( Y
Examples
Examples
3) Find DTFT of p(n) where
Show that this DTFT has a linear phase term
[ ] [ ] [ ] p n u n u n =

= =

j
N j
1 N
0 n
n j
e 1
e 1
e . 1 ) ( P
Phase: -(N-1)/2 linear in phase
Examples
Examples
4) Find DTFT of h(n) where
Show that this DTFT has a linear phase term
Phase: -3/2 linear in phase
[ ] [ ] 2 [ 1] 2 [ 2] [ 3] h n n n n n = + + +

=

+ + + = =

3 j 2 j j
3
0 n
n j
e e 2 e 2 1 e ] n [ h ) ( H
Lecture #14
Lecture #14
Discrete
Discrete
-
-
5. Inverse DTFT
From ZT to DTFT
From ZT to DTFT
Recall ZT of x(t):
=
n
n
z ] n [ x ) z ( X
) ( X e ] n [ x ) z ( X
n
n j
e z
j
= =

=

=

Evaluating X(z) on the unit circle, if the unit circle is in the
ROC of X(z)
From ZT to DTFT
From ZT to DTFT
DTFT is the Z-transform of x(n) evaluated on the unit circle
=
=
j
e z
z X X ) ( ) (
If the ROC of the ZT contains the unit circle, we can get the
DTFT from the ZT by substitution z = e
j
Example
Example
DTFT exists when ROC includes the unit circle, which
means |a| < 1:
Find DTFT of x(n) where
[ ] [ ]
n
x n a u n =
| | | :| ) ( a z ROC
a z
z
z X >
=
a e
e
z X X
j
j
e z
j

= =

=

) ( ) (
Lecture #14
Lecture #14
Discrete
Discrete
-
-
5. Inverse DTFT
DTFT of signal with poles on the unit circle
DTFT of signal with poles on the unit circle
DTFT of x[n] can be determined by evaluating its ZT
X(z) on the unit circle, provided that the unit circle lies
within the ROC, or none of poles is on the unit circle
Rescue: just extend the DTFT!!!
Allowing the DTFT to contain impulses at certain
frequencies corresponding to the location of the poles
Examples
Examples
Ex1: Consider this signal x[n] = u[n]
2
) 2 / sin( 2 ) (
.
1
) (
2 /
2 / 2 / 2 /
2 / 2 /
k
j
e
e e e
e e
e
e
X
j
j j j
j j
j
j

1 | :|
1
) ( >
= z ROC
z
z
z X
DTFT does not exist
Evaluate X(z) on the unit circle, except at z = 1 = e
jk2
: :: :
2
| ) 2 / sin( | 2
1
) ( k X
=
At = k2, X() contains impulses
Examples
Examples
Ex2: Consider this signal x[n] = (-1)
n
u[n]
) 1 2 (
) 2 / cos( 2 ) (
.
1
) (
2 /
2 / 2 / 2 /
2 / 2 /
+
=
+
=
+
=

k
e
e e e
e e
e
e
X
j
j j j
j j
j
j
1 | :|
1
) ( >
+
= z ROC
z
z
z X
DTFT does not exist
Evaluate X(z) on the unit circle, except at z = -1 = e
j(2k+1)
) 1 2 (
| ) 2 / cos( | 2
1
) ( +
= k X
At = (2k+1), X() contains impulses
Examples
Examples
Ex3: Consider this signal x[n] = (cos
0
n)u[n]
1 | :|
1 cos 2
cos
) (
0
2
0
>
+

= z ROC
z z
z
z X
DTFT does not exist
Evaluate X(z) on the unit circle, except at
Lecture #14
Lecture #14
Discrete
Discrete
-
-
5. Inverse DTFT
] l [ x d e
2
1
] n [ x
d e e ] n [ x
2
1
d e ) ( X
2
1
) n l ( j
n
l j
n
n j l j
=
(
d e ) ( X
2
1
] n [ x
n j
=

=
n
n j
e ] n [ x ) ( X
The inverse of DTFT
The inverse of DTFT
Examples
Examples
Ex1. Find x(n) from its DTFT X():
< <

=
c
c
, 0
, 1
) ( X
n
n sin
e .
jn 2
1
d e . 1
2
1
] n [ x
c
c c
n j n j
c
c
c
c

- - -- -
c
0
c

- 2 0 - 1 5 - 1 0 - 5 0 5 1 0 1 5 2 0
- 0 .2
- 0 .1
0
0 . 1
0 . 2
0 . 3
0 . 4
0 . 5
0 . 6
0 . 7
Examples
Examples
Ex2. Find x(n) from its DTFT X(): =
2
cos ) ( X
] 2 n [
4
1
] n [
2
1
] 2 n [
4
1
] n [ x
e
4
1
2
1
e
4
1
2
e e
) ( X
2 j 2 j
2
j j
+ + + =
+ + = |
\
| +
=

- 2 0 2
0
0 . 1
0 . 2
0 . 3
0 . 4
0 . 5
0 . 6
0 . 7
0 . 8
0 . 9
1
- 5 0 5
0
0 . 0 5
0 . 1
0 . 1 5
0 . 2
0 . 2 5
0 . 3
0 . 3 5
0 . 4
0 . 4 5
0 . 5
Examples
Examples
Ex3. Find x(n) from its DTFT X():
2 e
e
) ( X
j
j
] 1 n [ u 2 ] n [ x
2 | z |
2 z
z
) z ( X
n
=
<
=
SUMMARY
Lecture #15
Lecture #15
DTFT properties
DTFT properties
1. Linearity
2. Time shifting
3. Frequency shifting and modulation
4. Differentiation in the frequency domain
5. Convolution in time domain
6. Convolution in frequency domain
7. Symmetry
Linearity
Linearity
The DTFT of a linear combination of two or more signals is
equal to the same linear combination of the DTFT of the
individual signals.
) ( bY ) ( aX ] n [ by ] n [ ax
DTFT
+ +
Example
Example
Determine the DTFT of the signal if |a| < 1
[ ]
n
x n a
, ,
=
2
2
2
2
cos 2 1
1
1
1
1 / 1
) (
| |
1
| | | :|
/ 1
) (
] 1 [
1
] [
0
0
] [
a a
a
a ae ae
a
ae
ae
a e
e
a e
e
a e
e
X
a
z a ROC
a z
z
a z
z
z X
n u
a
n u a
n a
n a
n x
j j
j
j
j
j
j
j
j
j
n
n
n
n
+

=
+

=
=
< <
=

(
(
\
|
=
<
Example (cont)
Example (cont)
-20 -15 - 10 - 5 0 5 10 15 20
0
0.5
1
- 2 -1.5 - 1 -0.5 0 0.5 1 1.5 2
0
5
10
For a = 0.8
Lecture #15
Lecture #15
DTFT properties
DTFT properties
1. Linearity
2. Time shifting
7. Symmetry
Time shifting
Time shifting
Proof: infer from the shifting property of ZT, then
evaluate ZT on the unit circle
) ( X e ] n n [ x
0
n j
DTFT
0

) z ( X z ] n n [ x
0
n
ZT
0

A shift in time causes a linear phase shift in
frequency no change in DTFT magnitude
Lecture #15
Lecture #15
DTFT properties
DTFT properties
1. Linearity
2. Time shifting
7. Symmetry
Frequency shifting and modulation
Frequency shifting and modulation
Modulation causes a shift in frequency
) ( X
2
1
) ( X
2
1
] n [ x ) n cos(
) ( X ] n [ x e
0 0
DTFT
0
0
DTFT
n j
0
+ +

) (
2
1
) (
2
1
2
1
2
1
] [ ) cos(
) ( ] [ ]) [ ( ] [
0 0 0
0
) (
0 0
0 0 0
+ + + =
= =

=

X X e e n x n
X e n x e n x e n x e
DTFT
j j
n
n j
n
n j n j
DTFT
n j
Proof:
Example
Example
n n x n y and n n x n y cos ] [ ] [ 5 . 0 cos ] [ ] [
2 1
= =
-2 - -/2 0 /2 2
X()
Lecture #15
Lecture #15
DTFT properties
DTFT properties
1. Linearity
2. Time shifting
7. Symmetry
Differentiation in the frequency domain
Differentiation in the frequency domain
Proof: infer from the differentiation-in-the-z-domain property
of ZT, then evaluate ZT on the unit circle
d
dX
j
d je
dX
e
e d
dX
e n nx
dz
z dX
z n nx
j
j
j
j
DTFT
Z
) ( ) (
) (
) (
] [
) (
] [
d
dX
j n nx
DTFT
) (
] [
Lecture #15
Lecture #15
DTFT properties
DTFT properties
1. Linearity
2. Time shifting
7. Symmetry
Convolution in time domain
Convolution in time domain
Convolution in time Multiplication in frequency
) ( X ). ( X ] n [ x ] n [ x
2 1
DTFT
2 1

Proof:
Infer from the convolution-in-time-domain
property of ZT, then evaluate ZT on the unit circle
Example
Example
Given h[n] = a
n
u[n], |a| < 1
Find its inverse system h
i
[n] but dont use ZT
] 1 [ ] [ ] [
1 ) (
) (
=
=
n a n n h
ae
e
a e
H
a e
e
H
i
j
j
j
i
j
j

Lecture #15
Lecture #15
DTFT properties
DTFT properties
1. Linearity
2. Time shifting
7. Symmetry
Convolution in frequency domain
Convolution in frequency domain
) ( X ) ( X
2
1
d ) ( X ) ( X
2
1
] n [ x ]. n [ x
2 1
2
2 1
DTFT
2 1

\
|
=
|
\
|

2
2 1
2
n ) ( j
n
2 1
n
n j
2
2
n j
1
n
n j
2 1
DTFT
2 1
d ) ( X ) ( X
2
1
d e ] n [ x ) ( X
2
1
e ] n [ x d e ) ( X
2
1
e ]) n [ x ]. n [ x ( ] n [ x ]. n [ x
Multiplication
in time
Convolution in
frequency
Lecture #15
Lecture #15
DTFT properties
DTFT properties
1. Linearity
2. Time shifting
7. Symmetry
Symmetry properties
Symmetry properties
Consider x[n] and X() are complex-valued functions
=

=
+ =
+ =
+ =
=
n
I R I
n
I R R
I R
n
I R
n
n j
n n x n n x X
n n x n n x X
jX X
n j n n jx n x
e n x X
) cos ] [ sin ] [ ( ) (
) sin ] [ cos ] [ ( ) (
) ( ) (
) sin ])(cos [ ] [ (
] [ ) (
Symmetry properties
Symmetry properties
Consider x[n] and X() are complex-valued functions
+ =
=
+ =
+ + =
=
d n X n X n x
d n X n X n x
n jx n x
d n j n jX X
d e X n x
I R I
I R R
I R
I R
n j
] cos ) ( sin ) ( [
2
1
] [
] sin ) ( cos ) ( [
2
1
] [
] [ ] [
) sin )](cos ( ) ( [
2
1
) (
2
1
] [
Real signal
Real signal
=
= + =
=
= =
= =
= =
=
odd X
X
X
arctg X
even X X X X
X X
odd X n n x X
even X n n x X
n x and n x n x
R
I
i R
I
n
I
R
n
R
I R
: ) (
) (
) (
) (
|: ) ( | ) ( ) ( | ) ( |
) ( ) ( *
: ) ( sin ] [ ) (
: ) ( cos ] [ ) (
0 ] [ ] [ ] [
2 2
Real signal (cont)
Real signal (cont)
=
= =
=
= + =
=
d n X n x
X n n x X
odd n x
d n X n x
X n n x x X
even n x
I
R
n
I
R
I
n
R
0
1
0
1
sin ) (
1
] [
0 ) ( ; sin ] [ 2 ) (
: ] [
cos ) (
1
] [
0 ) ( ; cos ] [ 2 ] 0 [ ) (
: ] [
odd and real
even and real
signal real any
n x
n x
n jx
n x
n x
n x
n x
o
e
I
R
] [
] [
] [
] [
] [ *
] [ *
] [
Symmetry
Symmetry
properties
properties
odd and imaginary
even and real
X X
X X
X X
jX
X
X
X
X
X
X
I
R
o
e
) ( ) (
| ) ( | | ) ( |
) ( * ) (
) (
) (
) (
) (
) ( *
) ( *
) (
=
=
=
Lecture #16
Lecture #16
Frequency spectrum of DT signals
1. Frequency spectrum
2. Amplitude spectrum and phase spectrum
3. Energy spectral density (ESD)
4. Bandwidth
Frequency spectrum
Frequency spectrum
Representation of the signal in the frequency domain
Being generated via frequency analysis tools:
- CTFT for aperiodic CT signal
- CT Fourier series for periodic CT signal
- DTFT for aperiodic DT signal
- DT Fourier series for periodic DT signal
Frequency spectrum analysis
Frequency spectrum analysis
The technical process of decomposing a complex signal into
simpler parts.
The process of quantifying the various amounts (e.g. amplitudes,
powers, intensities, or phases), versus frequency.
Summary:
- Aperiodic CT signals have aperiodic continuous-frequency spectra
- Periodic CT signals have aperiodic discrete-frequency spectra
- Aperiodic DT signals have periodic continuous-frequency spectra
- Periodic DT signals have periodic discrete-frequency spectra
Frequency range of some biological signals
Type of signal
Electroretinogram
Pneumogram
Electrocardiogram (ECG)
Electroencephalogram (EEG)
Electromyogram
Sphygmomanogram
Frequency range (Hz)
0-20
0-40
0-100
0-100
10-200
0-200
100-4000
Type of signal
Wind noise
Seismic exploration signals
Earthquake and nuclear explosion signals
Seismic signals
100-1000
10-100
0.01-10
0.1-1
Frequency range of some EM signals
Frequency range of some EM signals
Type of signal
Radio broadcast
Shortwave radio signals
Radar, satellite communications
Infrared
Visible light
Ultraviolet
X-rays
3x10
-4
3x10
6
3x10
6
3x10
10
3x10
8
3x10
10
3x10
11
3x10
14
3.7x10
14
7.7x10
14
3x10
15
3x10
16
3x10
17
3x10
18
Frequency spectrum representation
Frequency spectrum representation
< + +
+
=
=
+ = =
+ =
|
|
\
|
0 ) ( ) 1 2 ( ) (
0 ) ( 2 ) (
) (
, ) (
) ( ) (
)] ( [ )] ( [ | ) ( | ) (
) ( ) ( ) (
) (
) (
) (
2 2 ) (
A if k
A if k
zero or negative positive be can A
e A X
e X X e X X
jX X X
j
X
X
jarctg
I R
j
I R
R
I

Real and imaginary parts:

Absolute and argument:
Magnitude and phase:
Example
Example
<

=
+ + =
=
+ + =
+ + =
+ = =
=
0 ) (
0 ) ( 0
) (
| 2 cos 2 cos 2 1 | | ) ( |
0 ) (
2 cos 2 cos 2 1 ) (
2 cos 2 cos 2 1
cos 2 1 ) ( ) (
, 0
2 2 , 1
] [
2
1
X if
X if
n n X
n n A
n n
n X X
elsewhere
n
n x
n
R
Consider this even signal:

Its frequency spectrum:
Magnitude and phase:
Absolute and argument:
Lecture #16
Lecture #16
4. Bandwidth
Amplitude spectrum and phase spectrum
Amplitude spectrum and phase spectrum
) (
) ( ) (

=
j
e X X
Amplitude spectrum Phase spectrum
) ( X ) ( X and | ) ( X | | ) ( X |
) ( X ) ( X
e ] n [ x ) ( X ; e ] n [ x ) ( X
*
n
n j
n
n j
= =
=
= =

=
=

Example
Example
Find and plot amplitude spectrum and phase spectrum:
x[n] = u[n] - u[n - 4]
w = -2*pi:pi/255:2*pi; % freq. -2 2, resolution of /255
X =4*sinc(2*w/pi)./sinc(w/(2*pi)).*exp(-j*1.5*w);
subplot(2,1,1);
plot(w/pi,abs(X)); % plot amplitude spectrum
subplot(2,1,2);
plot(w/pi,phase(X)); % plot phase spectrum
Using
Using
Matlab
Matlab
to plot amplitude
to plot amplitude
spectrum and phase spectrum
spectrum and phase spectrum
-2 -1.5 -1 -0.5 0 0.5 1 1.5 2
0
2
4
6
-2 -1.5 -1 -0.5 0 0.5 1 1.5 2
-4
-2
0
2
4
Phase spectrum Phase spectrum
Amplitude spectrum Amplitude spectrum
Lecture #16
Lecture #16
4. Bandwidth
Energy spectral density (ESD)
Energy spectral density (ESD)

=
(
= = =
n n
n j
n
d e X n x n x n x n x E

) (
2
1
] [ ] [ ] [ | ] [ |
* * 2

=
(
= d ) ( X
2
1
d e ] n [ x ) ( X
2
1
E
2
n j
n
*
Changing the order of summation & intergral:
Energy spectral density
Example
Example
Given x[n] = a
n
u[n], -1<a<1

=
j
ae 1
1
) ( X
-3 -2 -1 0 1 2 3
0
0.5
1
1.5
2
2.5
3
tan so omega
m
a
t

d
o

p
h
o

n
a
n
g

l
u
o
n
g
E
S
D
Example
Example
Lecture #16
Lecture #16
4. Bandwidth
Bandwidth of a signal
Bandwidth of a signal
Bandwidth: the range of frequencies over which
the power or energy density spectrum is
concentrated.
Ex: a signal has 95% of its ESD or PSD concentrated
in the range from F
1
to F
2
then the 95% bandwidth
of the signal is (F
2
-F
1
).
Similarly, we may define 75% or 90% or 99%
bandwidth of the signal
Frequency
Frequency
-
-
domain classification of signals
Low-frequency signal: PSD or ESD concentrates about zero
frequency
High-frequency signal: PSD or ESD concentrates at high
frequencies
Bandpass signal: PSD or ESD concentrates somewhere in the
broad frequency range between low frequency and high frequency
- Narrowband signal: the bandwidth (F
2
-F
1
) is much smaller (by a
factor of 10+) than (F
1
+F
2
)/2
- Wideband signal
Frequency
Frequency
-
-
Low-frequency
signal
High-frequency
signal
Narrowband signal
Wideband signal

Lecture #17
Lecture #17
Frequency
Frequency
-
-
domain characteristics of LTI systems
1. Frequency response function
2. Response to complex exponential and sinusoidal
signals
3. Steady-state and transient response
4. Response to aperiodic input signals
Frequency response
Frequency response
For impulse response, h(n), its DTFT is often called frequency
response H()
H() completely characterizes a LTI system in the frequency
domain
H() allows us to determine the steady-state response of the
system to any arbitrary weighted linear combination of sinusoids or
complex exponential
H() exists if the system is BIBO stable
) (
) ( ) (

=
j
e H H
Amplitude response Phase response
Determination of frequency response
Determination of frequency response
1. From impulse response: Just take DTFT of h[n]
3. From block diagram:
(1) Find the difference equation, then find H() from equation
(2) Put X()=1 as input, then directly find Y()=H()
2. From difference equation:
- Take DTFT for both side
- Put the Y() on left side
- Divide both side by X()
4. From transfer function:
Evaluate H(z) on the unit circle
Example of frequency response
Example of frequency response
A LTI causal system is described by the following equation:
] 1 [ 3 . 0 ] [ ] 2 [ 85 . 0 ] 1 [ 1 . 0 ] [ = + + n x n x n y n y n y

+ +

=
2
85 . 0 1 . 0 1
3 . 0 1
) (
j j
j
e e
e
H
First, checking the stability of the system (by using Matlab):
b = [1 -0.3];
a = [1 0.1 0.85];
zplane(b,a) % plot zeros and poles to check if all poles are
inside the unit circle
Second, take DTFT for two sides:
Example of amplitude and phase responses

=
j
e 4 . 0 1
1
) ( H

=
j
e 4 . 0 1
1
) ( H
-2 -1.5 -1 -0.5 0 0.5 1 1.5 2
0.5
1
1.5
2
-2 -1.5 -1 -0.5 0 0.5 1 1.5 2
-0.5
0
0.5
Example of moving average filter
<

=
+ =
+ = + + =
= + + =

3 / 2 ,
3 / 2 0 , 0
) (
| cos 2 1 |
3
1
| ) ( |
) cos 2 1 (
3
1
) 1 (
3
1
) (
]) 1 [ ] [ } 1 [ (
3
1
] [
H
H
Hence
e e H
n x n x n x n y
j j
0 0.2 0.4 0.6 0.8 1
0
0.5
1
0 0.2 0.4 0.6 0.8 1
0
1
2
3
4
Lecture #17
Lecture #17
Frequency
Frequency
-
-
2. Response to complex exponential and
sinusoidal signals
Response to complex exponential signals
Response to complex exponential signals
< < =

n , Ae ] n [ x
n j
0
( )
( )
) ( ] [ ) ( ) (
] [
] [ ] [
0 0
) (
0
0 0
0
= =
(
=
=
H n x H Ae
e e k h A
Ae k h n y
n j
n j
k
k j
k
k n j
) ( ) ( ] [ ] [
0 0
0
= =

H Ae H n x n y
n j
=
=
k
] k n [ x ] k [ h ] n [ y
eigenfunction
eigenvalue
Example
Example
Determine the output signal of system
to this input signal
] n [ u ) 2 / 1 ( ] n [ h
n
=
< < =

n , Ae ] n [ x
n
2
j
0
6 . 26
2
1
5
2
1
1
2
:
2
2
1
1
1
] [ ) (
j
n
j
n j
e
j
H n At
e
e n h H
=

=
+
=
|
\
|
=
= =

|
\
|

= =
|
\
|
=
0
0
6 . 26 n
2
j
6 . 26 j
n
2
j
e
5
A 2
e
5
2
. Ae
2
H ] n [ x ] n [ y
Response to sinusoidal signals
Response to sinusoidal signals
( )
) ( ) (
0
) (
0
) (
0
0 0
0 0 0 0
0 0 0 0
0 0
| ) ( |
2
| ) ( |
2
| ) ( |
2
) (
2
) (
2
] [

+ =
+ =
+ =
H j n j H j n j
H j n j H j n j
n j n j
e e e e H
A
e H e
A
e H e
A
H e
A
H e
A
n y
< < + = =

n , e
2
A
e
2
A
) n cos( A ] n [ x
n j n j
0
0 0
( ) ) ( cos | ) ( | ] [
0 0 0
+ = H n H A n y
Example
Example
Determine the response of the system
to the input signal
] n [ u ) 2 / 1 ( ] n [ h
n
=
< < +
= n , n cos 20 n
2
sin 5 10 ] n [ x
One more example
One more example
y[n] = ay[n-1] + bx[n], a real and 0<a<1
a) Determine the amplitude and phase responses
b) Choose b so that the maximum value of |H()| is unity,
and sketch |H()| and <H() for a = 0.9
c) Determine the output of the system to the input:
< <
|
\
|
+ + = n n n n x ,
4
cos 20
2
sin 12 5 ] [

One more example

One more example
a) The frequency response is:

=
j
ae
b
H
1
) (
The amplitude response and phase response are:
One more example
One more example

=

=
+

=
cos 9 . 0 1
sin 9 . 0
0 ) (
cos 8 . 1 81 . 1
1 . 0
cos 2 1
1
| ) ( |
2
arctg H
a a
a
H
Choose a = 0.9 and b = 1-a :
One more example
One more example
b)
0 0.2 0.4 0. 6 0.8 1
0
0.5
1
0 0.2 0.4 0. 6 0.8 1
-1.5
-1
-0.5
0
One more example
One more example
c) The amplitude and phase response at =0, /2, and
respectively:
The output:
Lecture #17
Lecture #17
Frequency
Frequency
-
-
signals
Steady
Steady
-
-
state and transient response
state and transient response
.
The system response can be considered as a sum of 2 terms:
] n [ y ] n [ y ] n [ y
tr ss
+ =
y
ss
[n]: steady-state response
y
tr
[n]: transient response, decays toward zero as n
In many practical applications, the transient response is
unimportant and therefore, it is usually ignored
Example
Example
.
] n [ x ] 1 n [ ay ] n [ y =
The LTI system described by first-order equation:
|a| < 1
Its response to the input:
is determined as
where y[-1] is the initial condition
0 n , Ae ] n [ x
n j
=

0 n , e
ae 1
A
e
ae 1
e Aa
] 1 [ y a ] n [ y
n j
j
n j
j
) 1 n ( j 1 n
1 n

+ +
+
Example
Example
n j j n j
ss
e ) e ( AH e ) ( AH ] n [ y

=
Transient response
n j
j
n j
j
) 1 n ( j 1 n
1 n
e
ae 1
A
e
ae 1
e Aa
] 1 [ y a ] n [ y

+ +
+
=
Steady-state response

= =
= =
M
1 k
n
k k k ss
M
1 k
n
k k
z ) z ( H A ] n [ y z A ] n [ x
Lecture #17
Lecture #17
Frequency
Frequency
-
-
signals
Response to aperiodic input signals
Response to aperiodic input signals
.
) ( ) ( ) (
| ) ( || ) ( | | ) ( |
) ( ) ( ) (
+ =
=
=
H X Y
H X Y
H X Y
From the convolution property, we have:
LTI
x[n]
X()
y[n]
Y()
The LTI system attenuates some frequency components and
amplifies other frequency components of the input
The output cant contain frequency components that are not
contained in the input
) ( ) ( ) (
| ) ( || ) ( | | ) ( |
:
0 0 0
0 0 0
0
+ =
=
=
H X Y
H X Y
For
The input spectrum:
Example
Example
y[n] 0.5y[n-1] = x[n]
Determine the spectrum and the ESD of the output when the
input signal is:
] [
4
1
] [ n u n x
n
|
\
|
=
The frequency response:
( )( )
( )( )
= =

= =
=

cos cos
1
| ) ( |
1 1
1
) ( ). ( ) (
1
1
) (
1
1
) (
2
1
16
17
4
5
2
2
1
4
1
4
1
2
1
Y ESD
e e
H X Y
e
X
e
H
j j
j
j
The output spectrum:
Example
Example
0 0.5 1
0.8
1
1.2
1.4
1.6
0 0. 5 1
0.5
1
1.5
2
0 0.5 1
0
1
2
3
0 0. 5 1
0
20
40
60
80
X() H()
Y()
ESD
Lecture #18
Lecture #18
Digital filters
Digital filters
1. Digital filters
2. Ideal filters
Filters
Filters
.
Provide a convenient means to change the nature of a signal.
Change the frequency characteristics of a signal in a specific way,
letting some frequencies in the signal pass while blocking others
4 basic types:
- Low pass filter (LPF): lets low frequencies pass while blocking
high frequencies
- High pass filter (HPF): does the opposite
- Band pass filter (BPF): allows a band of frequencies to pass
- Band stop filter (BSF): block all frequencies inside a band
Digital filters
Digital filters
.
DT systems that perform mathematical operations on
a DT signal to reduce or enhance certain aspects of that
signal.
Digital filters are difference equations defined by a list
of filter coefficients
Ex: Moving average filter:
y[n] = 1/3{x[n+1]+x[n]+x[n-1]}
Typical applications of digital filters
Typical applications of digital filters
.
Noise suppression: radio signal, biomedical signal, analog
media signal...
Enhancement of selected frequency range: treble/bass
control, equalizers in audio, image edge enhancement
Bandwidth limiting: aliasing prevention, interference
avoidance
Removal of specific frequencies: DC removal, 60 Hz signal
removal, notch filter
Special operations: differentiation, integration, phase shift
Example of signal after lowpass filtering
Example of signal after lowpass filtering
.
Example of signal after
Example of signal after
highpass
highpass
filtering
filtering
.
Lecture #18
Lecture #18
Digital filters
Digital filters
1. Digital filters
2. Ideal filters
Ideal digital filters
Ideal digital filters

< <
=

, 0
, Ce
) ( H
2 1
n j
0
2 1
n j
), ( H ) ( X e ) ( CX ) ( Y
0
< < = =

< <
=
, 0
], n n [ Cx
] n [ y
2 1 0
2 1 0
2 1
, n ) (
, C | ) ( H |
< < =
< < =
- Constant gain
- Linear phase
Amplitude responses for some
Amplitude responses for some
ideal digital filters
ideal digital filters
| ) ( H |
| ) ( H |
| ) ( H |
| ) ( H |
Ideal digital lowpass filters

Ideal digital lowpass filters
Frequency response:
< <

=
c
c
L
H
, 0
, 1
) (
n
n
d e n h
c
c c
n j
L
c
c

= =

sin
. 1
2
1
] [

- - -- -
c
0
c

- 2 0 - 1 5 - 1 0 - 5 0 5 1 0 1 5 2 0
- 0 .2
- 0 .1
0
0 . 1
0 . 2
0 . 3
0 . 4
0 . 5
0 . 6
0 . 7
Ideal digital
Ideal digital
highpass
highpass
filters
filters
Frequency response:

< <
=
c
c
H
H
, 0
, 1
) (

n
n
n
n
n h H H H
c
c c
L L H

= =
sin sin
] [ ) ( ) ( ) (
1 2

- - -- -
c
0
c

H
L2
H
L1
-20 -15 - 10 - 5 0 5 10 15 20
-0.3
-0.2
-0.1
0
0.1
0.2
0.3
0.4
Ideal digital bandpass filters
Ideal digital bandpass filters
Frequency response:
<
=
elsewhere
H
c c
B
, 0
, 1
) (
2 1

n
n
n
n
n h H H H
c
c c
c
c c
L L H
1
1 1
2
2 2
1 2
sin sin
] [ ) ( ) ( ) (

= =

- - -- -
c2
0
c1

H
L2
H
L1
-20 -15 - 10 - 5 0 5 10 15 20
- 0.08
- 0.06
- 0.04
- 0.02
0
0.02
0.04
0.06
0.08
0.1
Ideal digital
Ideal digital
bandstop
bandstop
filters
filters
Frequency response:
<
< <

=
2
2 1
1
, 1
, 0
, 1
) (
c
c c
c
B
H
n
n
n
n
n
n h H H H
c
c c
c
c c
H L H
2
2 2
1
1 1
sin
] [
sin
] [ ) ( ) ( ) (

= + =
- - -- -
c2
0
c1

H
H
H
L
- 2 0 - 1 5 - 10 - 5 0 5 10 15 20
- 0.1
0
0. 1
0. 2
0. 3
0. 4
0. 5
0. 6
Amplitude responses for some actual digital filters
Amplitude responses for some actual digital filters
Prob.1 12.2 b, d
Prob. 2 12.6
Prob. 3 12.1
HW
HW
Prob.4 Determine the signal having the DTFT shown in
following figure

2
1
HW
HW
Prob.5 A signal x(n) has the following DTFT:

=
j
ae 1
1
) ( X
Determine the DTFT of the following signals
] 2 [ ) ( ) 3 . 0 cos( ] [ ) (
] 1 [ ] [ ) ( ] [ ) (
2 /
+

n x e d n n x c
n x n x b n nx a
n j
HW
HW
Prob.6 Determine the steady-state and transient responses of
the system
( ) ] 2 n [ x ] n [ x
2
1
] n [ y =
to the input signal
< <
|
\
|
+
+ = n 60 n
2
cos 3 5 ] n [ x
0
HW
HW
] 10 [ ] [ ] [ = n x n x n y
Prob.7 An FIR filter is described by the difference equation
< <
|
\
|

+
+ =
< <
|
\
|

+
=
n
2
n
5
2
cos 5 10 ] n [ x ) 2 (
n
10
n
3
sin 3 n
10
cos ] n [ x ) 1 (
a) Compute and sketch its magnitude and phase response
b) Determine its response to the inputs
HW
HW
Prob.8 Determine the coefficients of a linear-phase FIR filter
] 2 n [ x b ] 1 n [ x b ] n [ x b ] n [ y
2 1 0
+ + =
such that:
(a) It rejects completely a frequency component at
(b) Its frequency response is normalized so that H(0) = 1
(c) Compute and sketch the magnitude and phase response of
the filter to check if it satisfies the requirements
3 / 2
0
=
HW
HW
Prob.9 The frequency response of an ideal filter is given by
< <

=
| |
8
3
0
8
3
| |
8
1
8
| | 0
) ( H
(a) Determine its impulse response
(b) Is this filter lowpass, highpass, bandpass or bandstop
filter?
HW
HW
Prob.10 Let x[n] be a signal with DTFT as shown in figure
below
Determine and sketch the DTFT of the following signal
y[n] = x[n]cos(n/4)
HW
HW
-2 - -/2 0 /2 2
X()

Chapter 4

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Chapter 4

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CHAPTER 4:

Fourier transform properties

Real and imaginary parts:

Consider this even signal:

One more example

Ideal digital lowpass filters

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