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    Introduction to Digital Signal Processing

    Professor Deepa Kundur

    University of Toronto

    Professor Deepa Kundur (University of Toronto)Introduction to Digital Signal Processing 1 / 58

    Chapter 1: Introduction

    Analog and Digital Signals

    analog signal = continuous-time + continuous amplitude

    digital signal = discrete-time + discrete amplitude

    t

    2

    1 2 3-1-2-3 4

    -2

    -4

    x(t)

    t

    1

    2

    1 2 3-1-2-3 0.5 1.5 2.5 4

    0.5

    -2

    -4

    x(t)

    -1 10n

    x[n]

    -2-3 2 3

    1

    -1 10n

    x[n]

    -2- 3 2 3

    2

    1 1

    continuous-time

    discrete-time

    c on ti nuo us a mpl itu de di scre te a mp lit ude

    Professor Deepa Kundur (University of Toronto)Introduction to Digital Signal Processing 2 / 58

    Chapter 1: Introduction

    Analog and Digital Signals

    analog system = analog input + analog output

    digital system = digital input + digital output

    Professor Deepa Kundur (University of Toronto)Introduction to Digital Signal Processing 3 / 58

    Chapter 1: Introduction

    Discrete-time Sinusoids

    x(n) = A cos(n+) = A cos(2fn+), n Z

    discrete-time signal (not digital),

    A xa(t) Aand n Z

    A = amplitude

    = frequency in rad/sample

    f = frequency in cycles/sample; note: = 2f

    = phase in rad

    Professor Deepa Kundur (University of Toronto)Introduction to Digital Signal Processing 4 / 58

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    Chapter 1: Introduction

    Professor Deepa Kundur (University of Toronto)Introduction to Digital Signal Processing 5 / 58

    Chapter 1: Introduction

    Professor Deepa Kundur (University of Toronto)Introduction to Digital Signal Processing 6 / 58

    Chapter 1: Introduction

    Professor Deepa Kundur (University of Toronto)Introduction to Digital Signal Processing 7 / 58

    Chapter 1: Introduction

    Professor Deepa Kundur (University of Toronto)Introduction to Digital Signal Processing 8 / 58

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    Chapter 1: Introduction

    Uniqueness: Continuous-time

    ForF1=F2,

    A cos(2F1t+) =A cos(2F2t+)

    except at discrete points in time.

    Professor Deepa Kundur (University of Toronto)Introduction to Digital Signal Processing 9 / 58

    Chapter 1: Introduction

    Uniqueness: Continuous-time

    F1=F2:

    Professor Deepa Kundur (University of Toronto)Introduction to Digital Signal Processing 10 / 58

    Chapter 1: Introduction

    Uniqueness: Discrete-time

    Letf1= f0+kwhere k Z,

    x1(n) = A e

    j(2f1n+)

    = A ej(2(f0+k)n+)

    = A ej(2f0n+) ej(2kn)

    = x0(n) 1= x0(n)

    Professor Deepa Kundur (University of Toronto)Introduction to Digital Signal Processing 11 / 58

    Chapter 1: Introduction

    0 1 3 4-1-3 5

    2-2 6

    0 1 3 4-1-3 5

    2-2 6

    Professor Deepa Kundur (University of Toronto)Introduction to Digital Signal Processing 12 / 58

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    Chapter 1: Introduction

    Harmonically Related Complex Exponentials

    Harmonically related sk(t) = ejk0t =ej2kF0t,

    (cts-time) k= 0, 1, 2, . . .

    Scientific Designation Frequency (Hz) kfor F0 = 8.176

    C-1 8.176 1

    C0 16.352 2C1 32.703 4C2 65.406 8C3 130.813 16C4 261.626 32

    ... ...

    C9 8372.018 1024

    Professor Deepa Kundur (University of Toronto)Introduction to Digital Signal Processing 13 / 58

    Chapter 1: Introduction

    Harmonically Related Complex Exponentials

    Scientific Designation Frequency (Hz) k forF0 = 8.176

    C1 32.703 4C2 65.406 8C3 130.813 16

    C4 (middle C) 261.626 32C5 523.251 64

    C6 1046.502 128C7 2093.005 256C8 4186.009 512

    Professor Deepa Kundur (University of Toronto)Introduction to Digital Signal Processing 14 / 58

    Chapter 1: Introduction

    Harmonically Related Complex Exponentials

    What does the family of harmonically related sinusoids sk(t) have incommon?

    Harmonically related sk(t) = ejk0t =ej2(kF0)t,

    (cts-time) k= 0, 1, 2, . . .

    fund. period: T0,k = 1

    cyclic frequency=

    1

    kF0period: Tk = any integer multiple ofT0

    common period: T = k T0,k= 1

    F0

    Professor Deepa Kundur (University of Toronto)Introduction to Digital Signal Processing 15 / 58

    Chapter 1: Introduction

    Harmonically Related Complex Exponentials

    Discrete-time Case:

    For periodicity, select f0= 1N

    where N Z:

    Harmonically related sk(n) = ej2kf0n =ej2kn/N,(dts-time) k= 0, 1, 2, . . .

    There are only Ndistinct dst-time harmonics:sk(n), k= 0, 1, 2, . . . ,N 1.

    Professor Deepa Kundur (University of Toronto)Introduction to Digital Signal Processing 16 / 58

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    Chapter 1: Introduction

    Analog-to-Digital Conversion

    CoderQuantizer

    x(n)x (t)a

    x (n)q

    Analog

    signal

    Discrete-time

    signal

    Quantized

    signal

    Digital

    signal

    A/D converter

    0 1 0 1 1 . . .

    Sampler

    Professor Deepa Kundur (University of Toronto)Introduction to Digital Signal Processing 17 / 58

    Chapter 1: Introduction

    Analog-to-Digital Conversion

    CoderQuantizer

    x(n)x (t)a

    x (n)q

    Analog

    signal

    Discrete-time

    signal

    Quantized

    signal

    Digital

    signal

    A/D converter

    0 1 0 1 1 . . .

    Sampler

    Sampling: conversion from cts-time to dst-time by taking samples at

    discrete time instants

    E.g., uniform sampling: x(n) = xa(nT)where T is the samplingperiod and n Z

    Professor Deepa Kundur (University of Toronto)Introduction to Digital Signal Processing 18 / 58

    Chapter 1: Introduction

    Analog-to-Digital Conversion

    CoderQuantizer

    x(n)x (t)a

    x (n)q

    Analog

    signal

    Discrete-time

    signal

    Quantized

    signal

    Digital

    signal

    A/D converter

    0 1 0 1 1 . . .

    Sampler

    Quantization: conversion from dst-time cts-valued signal to a dst-time

    dst-valued signal

    quantization error: eq(n) = xq(n) x(n)for all n Z

    Professor Deepa Kundur (University of Toronto)Introduction to Digital Signal Processing 19 / 58

    Chapter 1: Introduction

    Analog-to-Digital Conversion

    CoderQuantizer

    x(n)x (t)a

    x (n)q

    Analog

    signal

    Discrete-time

    signal

    Quantized

    signal

    Digital

    signal

    A/D converter

    0 1 0 1 1 . . .

    Sampler

    Coding: representation of each dst-value xq(n) by a

    b-bit binary sequence

    e.g., if for any n, xq(n) {0, 1, . . . , 6, 7}, then the coder mayuse the following mapping to code the quantized amplitude:

    Professor Deepa Kundur (University of Toronto)Introduction to Digital Signal Processing 20 / 58

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    Chapter 1: Introduction

    Analog-to-Digital Conversion

    CoderQuantizer

    x(n)x (t)a

    x (n)q

    Analog

    signal

    Discrete-time

    signal

    Quantized

    signal

    Digital

    signal

    A/D converter

    0 1 0 1 1 . . .

    Sampler

    Example coder:

    0 000 4 1001 001 5 1012 010 6 1103 011 7 111

    Professor Deepa Kundur (University of Toronto)Introduction to Digital Signal Processing 21 / 58

    Chapter 1: Introduction

    Sampling Theorem

    If thehighest frequencycontained in an analog signal xa(t) isFmax= Band the signal is sampled at a rate

    Fs> 2Fmax= 2B

    thenxa(t) can be exactly recovered from its sample values using theinterpolation function

    g(t) =sin(2Bt)

    2Bt

    Note: FN= 2B= 2Fmaxis called theNyquist rate.

    Professor Deepa Kundur (University of Toronto)Introduction to Digital Signal Processing 22 / 58

    Chapter 1: Introduction

    Sampling Theorem

    Sampling Period = T = 1

    Fs=

    1

    Sampling Frequency

    Therefore, given the interpolation relation, xa(t) can be written as

    xa(t) =

    n= x

    a(nT)g(t nT)

    xa(t) =

    n=

    x(n) g(t nT)

    wherexa(nT) = x(n); calledbandlimited interpolation.

    Professor Deepa Kundur (University of Toronto)Introduction to Digital Signal Processing 23 / 58

    Chapter 1: Introduction

    Bandlimited Interpolation

    Professor Deepa Kundur (University of Toronto)Introduction to Digital Signal Processing 24 / 58

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    Chapter 1: Introduction

    Digital-to-Analog Conversion

    Common interpolation approaches: bandlimited interpolation,zero-order hold, linear interpolation, higher-order interpolationtechniques, e.g., using splines

    In practice, cheap interpolation along with a smoothing filteris employed.

    Professor Deepa Kundur (University of Toronto)Introduction to Digital Signal Processing 25 / 58

    Chapter 1: Introduction

    Digital-to-Analog Conversion

    -T T0

    t-2T 2T 3T

    1

    original/bandlimited

    interpolated signal

    zero-orderhold

    -3T

    Common interpolation approaches: bandlimited interpolation,zero-order hold, linear interpolation, higher-order interpolationtechniques, e.g., using splines

    In practice, cheap interpolation along with a smoothing filteris employed.

    Professor Deepa Kundur (University of Toronto)Introduction to Digital Signal Processing 26 / 58

    Chapter 1: Introduction

    Digital-to-Analog Conversion

    -T T0

    t-2T 2T 3T

    1

    -3T

    linear

    interpolation

    original/bandlimited

    interpolated signal

    Common interpolation approaches: bandlimited interpolation,zero-order hold, linear interpolation, higher-order interpolationtechniques, e.g., using splines

    In practice, cheap interpolation along with a smoothing filteris employed.

    Professor Deepa Kundur (University of Toronto)Introduction to Digital Signal Processing 27 / 58

    Chapter 2: Dst-Time Signals & Systems

    Elementary Discrete-Time Signals

    1. unit sample sequence (a.k.a. Kronecker delta function):

    (n) =

    1, for n = 00, for n = 0

    2. unit step signal:

    u(n) = 1, for n 00, for n < 03. unit ramp signal:

    ur(n) =

    n, forn 00, forn < 0

    Note:

    (n) = u(n) u(n 1)=ur(n+ 1) 2ur(n) +ur(n 1)

    u(n) = ur(n+ 1) ur(n)

    Professor Deepa Kundur (University of Toronto)Introduction to Digital Signal Processing 28 / 58

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    Chapter 2: Dst-Time Signals & Systems

    Signal Symmetry

    Even signal: x(n) = x(n)

    Odd signal: x(n) = x(n)

    -1 10n

    x(n)

    -2-3-4-5-6-7 2 3 4 5 6 7

    1

    2

    n-1 10-2-3-4-5-6-7 2 3 4 5 6 7

    1

    2

    n-1 10-2-3-4-5-6-7 2 3 4 5 6 7

    1

    2

    x(n) x(n)

    Professor Deepa Kundur (University of Toronto)Introduction to Digital Signal Processing 29 / 58

    Chapter 2: Dst-Time Signals & Systems

    Signal Symmetry

    Even signal component: xe(n) = 12[x(n) +x(n)]

    Odd signal component: xo(n) = 1

    2[x(n) x(n)]

    Note: x(n) = xe(n) +xo(n)

    Professor Deepa Kundur (University of Toronto)Introduction to Digital Signal Processing 30 / 58

    Chapter 2: Dst-Time Signals & Systems

    Signal Symmetry

    x(n)

    n

    -1

    1

    0.5

    -0.5

    1 2 3 40 6 7 85-1-2-3-4-5-6

    x(-n)

    n

    -1

    1

    0.5

    -0.5

    1 2 3 40 6 7 85-1-2-3-4-5-6

    (x(n)+x(-n))/2

    n

    -1

    1

    0.5

    -0.5

    1 2 3 40 6 7 85-1-2-3-4-5-6

    (x(n)-x(-n))/2

    n

    -1

    1

    0.5

    -0.5

    1 2 3 40 6 7 85

    -1-2

    -3-4-5-6

    even part

    odd part

    Professor Deepa Kundur (University of Toronto)Introduction to Digital Signal Processing 31 / 58

    Chapter 2: Dst-Time Signals & Systems

    Simple Manipulation of Discrete-Time Signals

    Transformation of independent variable: time shift: n n k, k Z

    Question: what ifk Z? time scale: n n, Z

    Question: what if Z?

    Additional, multiplication and scaling: amplitude scaling: y(n) = Ax(n),

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    Chapter 2: Dst-Time Signals & Systems

    Simple Manipulation of Discrete-Time Signals I

    Findx(n) x(n+ 1).

    x(n)

    n

    -1

    2

    -2

    3

    -3

    1

    2 2

    -2

    3

    -1

    1

    1 2 3 40 6 7 8 95

    15 20

    10-1-2-3

    Professor Deepa Kundur (University of Toronto)Introduction to Digital Signal Processing 33 / 58

    Chapter 2: Dst-Time Signals & Systems

    Simple Manipulation of Discrete-Time Signals II

    Professor Deepa Kundur (University of Toronto)Introduction to Digital Signal Processing 34 / 58

    Chapter 2: Dst-Time Signals & Systems

    Simple Manipulation of Discrete-Time Signals IFindx( 3

    2n+ 1).

    n 3n2

    + 1 x( 3n2

    + 1)

    19 0if 3n2

    + 1 is an integer; undefinedotherwise

    Professor Deepa Kundur (University of Toronto)Introduction to Digital Signal Processing 35 / 58

    Chapter 2: Dst-Time Signals & Systems

    Simple Manipulation of Discrete-Time SignalsGraph ofx( 32 n+ 1).

    n

    -1

    2

    -2

    3

    -3

    1

    3

    1 2 3 40 6 7 8 95

    1211

    10

    -1-2-3 13 14

    1

    2 2

    -2

    -1

    This signal is undefined for values of n

    that are not even integers and zero for

    even integers not shown on this sketch.

    Professor Deepa Kundur (University of Toronto)Introduction to Digital Signal Processing 36 / 58

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    Chapter 2: Dst-Time Signals & Systems

    Static vs. Dynamic

    Examples: memoryless or not?

    y(n) = A x(n), A = 0

    y(n) = A x(n) +B, A,B, = 0

    y(n) = x(n) cos(25 (n 5))

    y(n) = x(n) y(n) = x(n+ 1)

    y(n) = 11x(n+2)

    y(n) = e3x(n)

    y(n) =n

    k=x(k)

    Ans: Y, Y, Y, N, N, N, Y, N

    Professor Deepa Kundur (University of Toronto)Introduction to Digital Signal Processing 41 / 58

    Chapter 2: Dst-Time Signals & Systems

    Discrete-Time Bounded Signals

    Professor Deepa Kundur (University of Toronto)Introduction to Digital Signal Processing 42 / 58

    Chapter 2: Dst-Time Signals & Systems

    The Convolution Sum

    Recall:

    x(n) =

    k=

    x(k)(n k)

    Professor Deepa Kundur (University of Toronto)Introduction to Digital Signal Processing 43 / 58

    Chapter 2: Dst-Time Signals & Systems

    The Convolution Sum

    Let the response of a linear time-invariant (LTI) system to the unitsample input (n) be h(n).

    (n) T h(n)

    (n k)

    T

    h(n k)(n k)

    T h(n k)

    x(k) (n k) T x(k) h(n k)

    k=

    x(k)(n k) T

    k=

    x(k)h(n k)

    x(n) T y(n)

    Professor Deepa Kundur (University of Toronto)Introduction to Digital Signal Processing 44 / 58

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    Chapter 2: Dst-Time Signals & Systems

    The Convolution Sum

    Therefore,

    y(n) =

    k=

    x(k)h(n k) = x(n) h(n)

    for any LTI system.

    Professor Deepa Kundur (University of Toronto)Introduction to Digital Signal Processing 45 / 58

    Chapter 2: Dst-Time Signals & Systems

    Finite vs. Infinite Impulse Response

    Implementation:Two classes

    Finite impulse response (FIR):

    y(n) =M1

    k=0

    h(k)x(n

    k) nonrecursive systemsInfinite impulse response (IIR):

    y(n) =k=0

    h(k)x(n k)

    recursive systems

    Professor Deepa Kundur (University of Toronto)Introduction to Digital Signal Processing 46 / 58

    Chapter 2: Dst-Time Signals & Systems

    System Realization

    General expression for Nth-order LCCDE:

    N

    k=0aky(nk) =

    M

    k=0bkx(nk) a0 1

    Initial conditions: y(1),y(2),y(3), . . . ,y(N).

    Need: (1)constant scale, (2)addition, (3)delayelements.

    Professor Deepa Kundur (University of Toronto)Introduction to Digital Signal Processing 47 / 58

    Chapter 2: Dst-Time Signals & Systems

    Building Block Elements

    Constant multiplier:

    Signal multiplier: +

    Unit delay:

    Unit advance:

    Adder: +

    Professor Deepa Kundur (University of Toronto)Introduction to Digital Signal Processing 48 / 58

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    Chapter 3: The z-Transform and Its Applications

    The Direct z-Transform

    Direct z-Transform:

    X(z) =

    n=

    x(n)zn

    Notation:

    X(z) Z{x(n)}

    x(n) Z X(z)

    Professor Deepa Kundur (University of Toronto)Introduction to Digital Signal Processing 53 / 58

    Chapter 3: The z-Transform and Its Applications

    Region of Convergence

    the region of convergence (ROC) ofX(z) is the set of all valuesofz for which X(z) attains a finite value

    Thez-Transform is, therefore, uniquely characterized by:

    1. expression for X(z)2. ROC ofX(z)

    Professor Deepa Kundur (University of Toronto)Introduction to Digital Signal Processing 54 / 58

    Chapter 3: The z-Transform and Its Applications

    ROC Families: Finite Duration Signals

    Professor Deepa Kundur (University of Toronto)Introduction to Digital Signal Processing 55 / 58

    Chapter 3: The z-Transform and Its Applications

    ROC Families: Infinite Duration Signals

    Professor Deepa Kundur (University of Toronto)Introduction to Digital Signal Processing 56 / 58

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