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Image Processing - Lesson 6 Linear Systems Definitions & Properties Shift Invariant Linear Systems Linear Systems and Convolutions Linear Systems and sinusoids Complex Numbers and Complex Exponentials Linear Systems - Frequency Response Introduction to Fourier Transform - Linear Systems

Introduction to Fourier Transform - Linear Systemscs.haifa.ac.il/hagit/courses/ip/Lectures/Ip06_linear.pdf · 2002. 10. 1. · Image Processing - Lesson 6 • Linear Systems •Definitions

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Page 1: Introduction to Fourier Transform - Linear Systemscs.haifa.ac.il/hagit/courses/ip/Lectures/Ip06_linear.pdf · 2002. 10. 1. · Image Processing - Lesson 6 • Linear Systems •Definitions

Image Processing - Lesson 6

• Linear Systems

• Definitions & Properties

• Shift Invariant Linear Systems

• Linear Systems and Convolutions

• Linear Systems and sinusoids

• Complex Numbers and Complex Exponentials

• Linear Systems - Frequency Response

Introduction to Fourier Transform - Linear Systems

Page 2: Introduction to Fourier Transform - Linear Systemscs.haifa.ac.il/hagit/courses/ip/Lectures/Ip06_linear.pdf · 2002. 10. 1. · Image Processing - Lesson 6 • Linear Systems •Definitions

• A linear system T gets an input f(t)and produces an output g(t):

• In the discrete caes:– input : f[n] , n = 0,1,2,…– output: g[n] , n = 0,1,2,…

f(t) g(t)

( ){ }tfTtg =)(

[ ] [ ]{ }nfTng =

T

Page 3: Introduction to Fourier Transform - Linear Systemscs.haifa.ac.il/hagit/courses/ip/Lectures/Ip06_linear.pdf · 2002. 10. 1. · Image Processing - Lesson 6 • Linear Systems •Definitions

• A linear system must satisfy two conditions:

– Homogeneity:

– Additivity:

[ ]{ } [ ]{ }nfTanfaT =

[ ] [ ]{ } [ ]{ } [ ]{ }nfTnfTnfnfT 2121 +=+

T

T

T

Homogeneity

Additivity

T

Page 4: Introduction to Fourier Transform - Linear Systemscs.haifa.ac.il/hagit/courses/ip/Lectures/Ip06_linear.pdf · 2002. 10. 1. · Image Processing - Lesson 6 • Linear Systems •Definitions

• Contrast change by grayscale stretching around 0:

– Homogeneity:

– Additivity:

T{bf(x)} = abf(x) = baf(x) = bT{f(x)}

T{f(x)} = af(x)

T{f1(x)+f2(x)} = a(f1(x)+f2(x)) = af1(x)+af2(x)= T{f1(x)}+ T{f2(x)}

Page 5: Introduction to Fourier Transform - Linear Systemscs.haifa.ac.il/hagit/courses/ip/Lectures/Ip06_linear.pdf · 2002. 10. 1. · Image Processing - Lesson 6 • Linear Systems •Definitions

• Convolution:

– Homogeneity:

– Additivity:

T{bf(x)} = (bf)*a = b(f*a) = bT{f(x)}

T{f(x)} = f*a

T{f1(x)+f2(x)} = (f1+f2)*a = f1*a+f2*a= T{f1(x)}+ T{f2(x)}

Page 6: Introduction to Fourier Transform - Linear Systemscs.haifa.ac.il/hagit/courses/ip/Lectures/Ip06_linear.pdf · 2002. 10. 1. · Image Processing - Lesson 6 • Linear Systems •Definitions

• Assume T is a linear system satisfying

• T is a shift-invariant linear system iff:

T

Shift Invariant

( ){ }tfTtg =)(

( ){ }00 )( ttfTttg −=−

T

Page 7: Introduction to Fourier Transform - Linear Systemscs.haifa.ac.il/hagit/courses/ip/Lectures/Ip06_linear.pdf · 2002. 10. 1. · Image Processing - Lesson 6 • Linear Systems •Definitions

• Contrast change by grayscale stretching around 0:

– Shift Invariant:

• Convolution:

– Shift Invariant:

T{f(x-x0)} = af(x-x0) =g(x-x0)

T{f(x)} = af(x) = g(x)

T{f(x-x0)} = f(x-x0)*a

T{f(x)} = f(x)*a =g(x)

� −−� =−−=j

0i

0 )xjx(a)j(f)ix(a)xi(f

= g(x-x0)

Page 8: Introduction to Fourier Transform - Linear Systemscs.haifa.ac.il/hagit/courses/ip/Lectures/Ip06_linear.pdf · 2002. 10. 1. · Image Processing - Lesson 6 • Linear Systems •Definitions

• Assume f is an input vector and T is a matrix multiplying f:

• g is an output vector. • Claim: A matrix multiplication is a

linear system:

– Homogeneity– Additivity

• Note that a matrix multiplication is not necessarily shift-invariant.

=

( ) 2121 TfTfffT +=+( ) aTfafT =

Page 9: Introduction to Fourier Transform - Linear Systemscs.haifa.ac.il/hagit/courses/ip/Lectures/Ip06_linear.pdf · 2002. 10. 1. · Image Processing - Lesson 6 • Linear Systems •Definitions

• An impulse signal is defined as follows:

• Any signal can be represented as a linear sum of scales and shifted impulses:

[ ]���

=≠

=−knwhereknwhere

kn10

δ

[ ] [ ] [ ]jnjfnfj

−=�∞

−∞=

δ

= + +

Page 10: Introduction to Fourier Transform - Linear Systemscs.haifa.ac.il/hagit/courses/ip/Lectures/Ip06_linear.pdf · 2002. 10. 1. · Image Processing - Lesson 6 • Linear Systems •Definitions

Proof: – f[n] input sequence– g[n] output sequence– h[n] the system impulse response:

h[n]=T{δ[n]}

[ ] [ ]{ } [ ] [ ]

[ ] [ ]{ }

[ ] [ ]

hf

nariancceshiftfromjnhjf

linearityfromjnTjf

jnjfTnfTng

j

j

j

∗=

−−=

−=

���

���

−==

−∞=

−∞=

−∞=

)i(

)(δ

δ

The output is a sum of scaled and shifted copies of impulse responses.

Page 11: Introduction to Fourier Transform - Linear Systemscs.haifa.ac.il/hagit/courses/ip/Lectures/Ip06_linear.pdf · 2002. 10. 1. · Image Processing - Lesson 6 • Linear Systems •Definitions

Convolution as a sum of impulse responses

*H(n)f(n)

Page 12: Introduction to Fourier Transform - Linear Systemscs.haifa.ac.il/hagit/courses/ip/Lectures/Ip06_linear.pdf · 2002. 10. 1. · Image Processing - Lesson 6 • Linear Systems •Definitions

• The convolution (wrap around):

can be represented as a matrix multiplication:

– The matrix rows are flipped and shifted copies of the impulse response.

– The matrix columns are shifted copies of the impulse response.

[ ] [ ] [ ]283256123210021 −−−=∗−−

�������

�������

−−−

=

�������

�������

−−

�������

�������

283256

210021

210003321000032100003210000321100032

CirculantMatrix

Page 13: Introduction to Fourier Transform - Linear Systemscs.haifa.ac.il/hagit/courses/ip/Lectures/Ip06_linear.pdf · 2002. 10. 1. · Image Processing - Lesson 6 • Linear Systems •Definitions

• Commutative:

– Only shift-invariant systems are commutative.– Only circulant matrices are commutative.

• Associative:

– Any linear system is associative.

• Distributive:

– Any linear system is distributive.

fTTfTT ∗∗=∗∗ 1221

( ) ( )fTTfTT ∗∗=∗∗ 2121

( )( ) 2121

2121

fTfTffTandfTfTfTT∗+∗=+∗

∗+∗=∗+

Page 14: Introduction to Fourier Transform - Linear Systemscs.haifa.ac.il/hagit/courses/ip/Lectures/Ip06_linear.pdf · 2002. 10. 1. · Image Processing - Lesson 6 • Linear Systems •Definitions

The Complex Plane

Real

Imaginary

(a,b)

a

b

• Two kind of representations for a point (a,b) in the complex plane– The Cartesian representation:

12 −=+= iwherebiaZ– The Polar representation:

θReiZ =

• Conversions:

– Polar to Cartesian:

– Cartesian to Polar

( ) ( )θsinθcosRe θ iRRi +=( )abiebaiba /tan22 1−

+=+

(Complex exponential)

Page 15: Introduction to Fourier Transform - Linear Systemscs.haifa.ac.il/hagit/courses/ip/Lectures/Ip06_linear.pdf · 2002. 10. 1. · Image Processing - Lesson 6 • Linear Systems •Definitions

• Conjugate of Z is Z*:

– Cartesian rep.

– Polar rep.

( ) ibaiba −=+ ∗

( ) θθ ReRe ii −∗ =

Reala

b

θ

-b

θReiiba =+

θRe iiba −=−

R

R

Imaginary

Page 16: Introduction to Fourier Transform - Linear Systemscs.haifa.ac.il/hagit/courses/ip/Lectures/Ip06_linear.pdf · 2002. 10. 1. · Image Processing - Lesson 6 • Linear Systems •Definitions

Algebraic operations:

• addition/subtraction:

• multiplication:

• Norm:

)()()()( dbicaidciba +++=+++

( )( ) ( ) ( )adbcibdacidciba ++−=++( )βαβα += iii ABeBeAe

( ) ( ) 222 baibaibaiba +=++=+ ∗

( ) 2θθθθ2θ ReReReReRe Riiiii === −∗

Page 17: Introduction to Fourier Transform - Linear Systemscs.haifa.ac.il/hagit/courses/ip/Lectures/Ip06_linear.pdf · 2002. 10. 1. · Image Processing - Lesson 6 • Linear Systems •Definitions

• The (Co-)Sinusoid as complex exponential:

Or

( )2eexcos

ixix −+=

( )i2eexsin

ixix −−=

( ) ( )ixex Realcos =

( ) ( )ixex Imagsin =

x 1

1

cos(x)

sin(x)eix

Page 18: Introduction to Fourier Transform - Linear Systemscs.haifa.ac.il/hagit/courses/ip/Lectures/Ip06_linear.pdf · 2002. 10. 1. · Image Processing - Lesson 6 • Linear Systems •Definitions

x

( )xπω2sin

ω1

– The wavelength of sin(2πωx) is 1/ω .– The frequency is ω .

1

x 1

1

cos(x)

sin(x)eix

The (Co-) Sinusoid- function

Page 19: Introduction to Fourier Transform - Linear Systemscs.haifa.ac.il/hagit/courses/ip/Lectures/Ip06_linear.pdf · 2002. 10. 1. · Image Processing - Lesson 6 • Linear Systems •Definitions

x

( )xA πω2sin

A

– Changing Amplitude:

– Changing Phase:

x

( )φπω2sin +xA

( )φsinA

( ) )(Imagφπω2sin πω2φ xii eAexA =+

Scaling and shifting can be represented as a multiplication with φiAe

Page 20: Introduction to Fourier Transform - Linear Systemscs.haifa.ac.il/hagit/courses/ip/Lectures/Ip06_linear.pdf · 2002. 10. 1. · Image Processing - Lesson 6 • Linear Systems •Definitions

• If we add a Sine wave to a Cosine wave with the same frequency we get a scaled and shifted (Co-) Sine wave with the same frequency:

( ) ( ) ( )φωωω +=+ xRxbxa sin cossin

��

���

�=+= −

abbaR 122 tanandwhere φ

( ) ( ) cossin xbxa ωω +

( )φω +xi

Two alternatives to represent a scaled and shifted Sine wave.

Page 21: Introduction to Fourier Transform - Linear Systemscs.haifa.ac.il/hagit/courses/ip/Lectures/Ip06_linear.pdf · 2002. 10. 1. · Image Processing - Lesson 6 • Linear Systems •Definitions

a2+b2

Combining Sine and Cosine - Proof

Linear Combination of sin(ωx) and cos(ωx) produces sin(ωx) with a change in Phase and Amplitude.

Proof:

a sin(ωx) + b cos(ωx) = R sin(ωx + θ)

a sin(ωx) + b cos(ωx) =

[ sin(ωx) + cos(ωx) ]ײa2+b2

a2+b2ײa

a2+b2ײb

Since

a2+b2ײa

ײb+

22= 1

there exists θ such that :

a2+b2ײa = cos(θ)

a2+b2ײb = sin(θ)

*

*Thus from we obtain:

[ cos(θ) sin(ωx) + sin(θ) cos(ωx) ]ײa2+b2

sin(ωx + θ)ײa2+b2=

AmplitudeR = ײa2+b2

θ = tg-1(b/a) Phase

Page 22: Introduction to Fourier Transform - Linear Systemscs.haifa.ac.il/hagit/courses/ip/Lectures/Ip06_linear.pdf · 2002. 10. 1. · Image Processing - Lesson 6 • Linear Systems •Definitions

The response of Shift-Invariant Linear System to a Sine wave.• The response of a shift-invariant linear system

to a sine wave is a shifted and scaled sine wave with the same frequency.

• The frequency response (or Transfer Function) of a system:

( )x2sin πω ( ) ( )( )ωφπω2sinω +xA

ω ω

A(ω) φ(ω)

x2ie πω ( ) ( ) x2ii eeA πωωφω

Page 23: Introduction to Fourier Transform - Linear Systemscs.haifa.ac.il/hagit/courses/ip/Lectures/Ip06_linear.pdf · 2002. 10. 1. · Image Processing - Lesson 6 • Linear Systems •Definitions

The response of Shift-Invariant Linear System to a Sine wave.• The response of a shift-invariant linear system

to a sine wave is a shifted and scaled sine wave with the same frequency.

• The frequency response (or Transfer Function) of a system:

ω ω

A(ω) φ(ω)

x2ie πω ( ) ( ) x2ii eeA πωωφω

( ) ( ) ( )ωω ωφ HeA i =

Page 24: Introduction to Fourier Transform - Linear Systemscs.haifa.ac.il/hagit/courses/ip/Lectures/Ip06_linear.pdf · 2002. 10. 1. · Image Processing - Lesson 6 • Linear Systems •Definitions

xie πω2

( ) ( ) ( )ωω ωφ HeA i =

( ) xieH πω2ω

)(δ x ( )xh

Impulse response

Frequency response

Page 25: Introduction to Fourier Transform - Linear Systemscs.haifa.ac.il/hagit/courses/ip/Lectures/Ip06_linear.pdf · 2002. 10. 1. · Image Processing - Lesson 6 • Linear Systems •Definitions

• If a function f(x) can be expressed as a linear sum of scaled and shifted sinusoids:

it is possible to predict the system response to f(x):

• The Fourier Transform:It is possible to express any signal as a sum of shifted and scaled sinusoids at different frequencies.

( ) xieFxf πω

ωω 2)( �=

( ){ } ( ) ( ) xieFHxfTxg πω

ωωω 2)( �==

( )�=ω

πω2ω)( xieFxf

( ) ωω)(ω

πω2 deFxf xi�=

Or

Page 26: Introduction to Fourier Transform - Linear Systemscs.haifa.ac.il/hagit/courses/ip/Lectures/Ip06_linear.pdf · 2002. 10. 1. · Image Processing - Lesson 6 • Linear Systems •Definitions

3 sin(x)

+ 1 sin(3x)

+ 0.8 sin(5x)

+ 0.4 sin(7x)

=

Every function equals a sum of scaled and shifted Sines

+

+

+

Page 27: Introduction to Fourier Transform - Linear Systemscs.haifa.ac.il/hagit/courses/ip/Lectures/Ip06_linear.pdf · 2002. 10. 1. · Image Processing - Lesson 6 • Linear Systems •Definitions

Linear System Logic

Input Signal

Express as sum of scaled

and shifted impulses

Express as sum of scaled

and shifted sinusoids

Calculate the response to

each impulse

Calculate the response to

each sinusoid

Sum the impulse

responses to determine the

output

Sum the sinusoidal

responses to determine the

output

Frequency Method

space/time Method

)()()( xhxfxg ∗=)ω()ω()ω( HFG =