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Processamento Digital de Sinais

EL66D - Engenharia Eletr onica


An alise de Sistemas LIT por Transformadas
Prof. Daniel R. Pipa
danielpipa@utfpr.edu.br
wikipipa.org
2014/05/18 Prof. Daniel R. Pipa 1/27
An alise de Sistemas LIT por Transformadas Resposta de sistmas LTI no domnio da frequ encia
Senoide real
Supondo uma entrada senoidal real
xn D A
x
cos.!n C
x
/ D
A
x
2
e
j
x
e
j!n
C
A
x
2
e
j
x
e
j!n
e sabendo que para sistemas LTI
H.e
j!
/ xn D e
j!n
yn D H.e
j!
/e
j!n
tem-se
yn D
A
x
2

H.e
j!
/

e
j.
x
CH.e
j!
//
e
j!n
C
A
x
2

H.e
j!
/

e
j.
x
CH.e
j!
//
e
j!n
yn D A
y
cos.!n C
y
/
com
A
y
D

H.e
j!
/

A
x

y
D H.e
j!
/ C
x
.
2014/05/18 Prof. Daniel R. Pipa 2/27
An alise de Sistemas LIT por Transformadas Resposta de sistmas LTI no domnio da frequ encia
Exemplo
Seja o sistema
yn D ayn 1 Cbxn
com transf. e DTFT
H./ D
Y./
X./
D
b
1 a
1
De
j!
! H.e
j!
/ D
b
1 ae
j!
tem-se

H.e
j!
/

D
jbj
j1 a cos ! C ja sin !j
D
jbj
p
1 2a cos ! Ca
2
e
H.e
j!
/ D b tan
1
a sin !
1 a cos !
.
2014/05/18 Prof. Daniel R. Pipa 3/27
An alise de Sistemas LIT por Transformadas Resposta de sistmas LTI no domnio da frequ encia
Exemplo cont.
Fazendo a D 0:8 e
b D 0:2.
Para uma senoide com
!
0
D 2=20 D 0:1,
tem-se

H.e
j!
0
/

D 0:58
H.e
j!
0
/ D
0:255. Logo, a
amplitude decai para
0:58 do valor de
entrada e a fase e
atrasada em 0:255.
Convertendo para
amostras,
0:255=!
0
D
2:55 amostras.
205 5.1 Sinusoidal response of LTI systems
p p/2 0 p/2 p
0
0.5
1

p/2
0
(
r
a
d
i
a
n
s
)
0 10 20 30 40 50 60 70 80 90 100
1
0.5
0
0.5
1
A
m
p
l
i
t
u
d
e
n
Input
Output
Amplitude change
0.58
0.26p
0.1p
2.55 samples
0.58
Time delay
p/2
Figure 5.1 Magnitude and phase response functions and inputoutput signals for the LTI
system dened by (5.15). The higher frequency suffers more attenuation than the lower
frequency (lowpass lter).
|H(e
j0
)| = |b|/(1a) = 1. This yields b = (1a). If a < 0, the maximum of |H(e
j
)|
occurs at = . By requiring that |H(e
j
)| = |b|/(1 +a) = 1, we obtain b = (1 +a).
Both cases can be satised by choosing
b = 1 |a|, (5.20)
which implies |b| = 1 |a| and b = 0 because 1 < a < 1.
Figure 5.1 shows plots of magnitude and phase response functions for a = 0.8 and
an inputoutput pair for the frequency = 2/20. We can clearly see that sinusoidal
inputs with frequencies close to = 0 pass with small attenuation; in contrast, sinu-
soids with frequencies close to = are severely attenuated. Since for a > 0,
|H(e
j
)|
max

|H(e
j
)|
min
= (1+a)/(1a), the peak of the magnitude response becomes
narrower as a approaches one. From the magnitude and phase response plots in Figure 5.1,
the normalized gain at = 2/20 is about 0.58 while the phase shift is about 0.26
radians (or 0.26/ = 2.55 samples). These values are evident from the inputoutput
plots in Figure 5.1.
2014/05/18 Prof. Daniel R. Pipa 4/27
An alise de Sistemas LIT por Transformadas Distorc ao de sinais passando por sistemas LIT
Sistemas sem distorc ao
Para n ao haver distorc oes na forma do sinal
yn D Gxn n
d
,
onde G representa um ganho e n
d
um atraso. No domnio Fourier
Y.e
j!
/ D Ge
j!n
d
X.e
j!
/.
Portanto a resposta em frequ encia e
H.e
j!
/ D
Y.e
j!
/
X.e
j!
/
D Ge
j!n
d
.

H.e
j!
/

D G H.e
j!
/ D !n
d
Para n ao gerar distorc ao, um ltro deve ter magnitude constante G e
fase linear em func ao de ! com inclinac ao n
d
.
2014/05/18 Prof. Daniel R. Pipa 5/27
An alise de Sistemas LIT por Transformadas Distorc ao de sinais passando por sistemas LIT
Distorc ao de fase
Quando

H.e
j!
/

D G H.e
j!
/ !n
d
h a apenas distorc ao de fase.
Filtros passa-tudo
S ao chamados os sistemas sem distorc ao de magnitude. Suas
caractersticas s ao determinadas apenas pelas mudancas de fase.
Uso
S ao usados para corrigir distorc oes de fase gerados por outros
subsistemas.
217 5.3 Distortion of signals passing through LTI systems
1
1
1
1
1
1
1
1
1
1
1
1
x[n]
y
1
[n]
y
2
[n]
y
3
[n]
y
4
[n]
y
5
[n]
n
n
n n
n
n
Original signal
Low-frequency attenuation
High-frequency attenuation
Constant phase shift
Linear-phase shift
Nonlinear-phase shift
(a) (b)
Figure 5.6 Magnitude (a) and phase (b) distortions. Clearly, it is difcult to distinguish the
effects of magnitude and phase distortion.
We note that if a system attenuates the low-frequency component c
1
to 1/4, the resulting
signal y
1
[n] becomes sharper. In contrast, attenuating the high-frequency components in
y
2
[n] results in a smoother signal. However, we cannot predict the extent of sharpening
or smoothing without computing the output signal.
Phase or delay distortion If the phase response is not a linear function of frequency,
that is,
H(e
j
) = n
d
, (5.55)
the resulting distortion is known as phase or delay distortion.
The phase response H(e
j
) gives the phase shift (in radians) experienced by each
sinusoidal component of the input signal. If we rewrite (5.12) as
y[n] = A
x
|H(e
j
)| cos[n +
x
+H(e
j
)] (5.56)
= A
x
|H(e
j
)| cos

n +

x

+
H(e
j
)

, (5.57)
2014/05/18 Prof. Daniel R. Pipa 6/27
An alise de Sistemas LIT por Transformadas Distorc ao de sinais passando por sistemas LIT
Distorc ao de magnitude
Quando

H.e
j!
/

G H.e
j!
/ D !n
d
h a apenas distorc ao de magnitude.
Filtros de fase linear
S ao chamados os sistemas sem distorc ao de fase. Suas caractersticas
s ao determinadas apenas pelas mudancas de magnitude.
Uso
Em geral, visam-se ltros de fase linear, pois n ao se deseja distorc oes
do sinal na banda de passagem.
217 5.3 Distortion of signals passing through LTI systems
1
1
1
1
1
1
1
1
1
1
1
1
x[n]
y
1
[n]
y
2
[n]
y
3
[n]
y
4
[n]
y
5
[n]
n
n
n n
n
n
Original signal
Low-frequency attenuation
High-frequency attenuation
Constant phase shift
Linear-phase shift
Nonlinear-phase shift
(a) (b)
Figure 5.6 Magnitude (a) and phase (b) distortions. Clearly, it is difcult to distinguish the
effects of magnitude and phase distortion.
We note that if a system attenuates the low-frequency component c
1
to 1/4, the resulting
signal y
1
[n] becomes sharper. In contrast, attenuating the high-frequency components in
y
2
[n] results in a smoother signal. However, we cannot predict the extent of sharpening
or smoothing without computing the output signal.
Phase or delay distortion If the phase response is not a linear function of frequency,
that is,
H(e
j
) = n
d
, (5.55)
the resulting distortion is known as phase or delay distortion.
The phase response H(e
j
) gives the phase shift (in radians) experienced by each
sinusoidal component of the input signal. If we rewrite (5.12) as
y[n] = A
x
|H(e
j
)| cos[n +
x
+H(e
j
)] (5.56)
= A
x
|H(e
j
)| cos

n +

x

+
H(e
j
)

, (5.57)
217 5.3 Distortion of signals passing through LTI systems
1
1
1
1
1
1
1
1
1
1
1
1
x[n]
y
1
[n]
y
2
[n]
y
3
[n]
y
4
[n]
y
5
[n]
n
n
n n
n
n
Original signal
Low-frequency attenuation
High-frequency attenuation
Constant phase shift
Linear-phase shift
Nonlinear-phase shift
(a) (b)
Figure 5.6 Magnitude (a) and phase (b) distortions. Clearly, it is difcult to distinguish the
effects of magnitude and phase distortion.
We note that if a system attenuates the low-frequency component c
1
to 1/4, the resulting
signal y
1
[n] becomes sharper. In contrast, attenuating the high-frequency components in
y
2
[n] results in a smoother signal. However, we cannot predict the extent of sharpening
or smoothing without computing the output signal.
Phase or delay distortion If the phase response is not a linear function of frequency,
that is,
H(e
j
) = n
d
, (5.55)
the resulting distortion is known as phase or delay distortion.
The phase response H(e
j
) gives the phase shift (in radians) experienced by each
sinusoidal component of the input signal. If we rewrite (5.12) as
y[n] = A
x
|H(e
j
)| cos[n +
x
+H(e
j
)] (5.56)
= A
x
|H(e
j
)| cos

n +

x

+
H(e
j
)

, (5.57)
2014/05/18 Prof. Daniel R. Pipa 7/27
An alise de Sistemas LIT por Transformadas Filtros ideais e pr aticos
Filtros ideais
Filtros seletivos em frequ encia
S ao sistemas que bloqueiam frequ encias na faixa de rejeic ao e
deixam passar sem distorc ao frequ encias na faixa de passagem.
Portanto, devem ter fase linear na faixa de passagem.
Passa-baixas (low-pass)
H
lp
.e
j!
/ D
(
e
j!n
d
; j!j < !
c
0; !
c
< j!j
Passa-altas (hight-pass)
H
hp
.e
j!
/ D
(
0; j!j < !
c
e
j!n
d
; !
c
< j!j
Passa-faixa (band-pass)
H
bp
.e
j!
/ D
(
e
j!n
d
; !
l
j!j !
u
0; caso contr ario
Rejeita-faixa (band-stop)
H
bs
.e
j!
/ D
(
0; !
l
j!j !
u
e
j!n
d
; caso contr ario
2014/05/18 Prof. Daniel R. Pipa 8/27
An alise de Sistemas LIT por Transformadas Filtros ideais e pr aticos
Filtros ideais
222 Transform analysis of LTI systems
0 p p w w
c
w
c
1
0 p p w w
l
w
u
w
l
w
u
1
0 p p w w
c
w
c
1
0 p p w w
l
w
u
w
l
w
u
1
(a) (b)
(c) (d)
Figure 5.9 Ideal frequency-selective lters: (a) lowpass lter, (b) bandpass lter, (c) highpass
lter, and (d) bandstop lter.
An ideal lowpass lter is dened by (5.67) with

= 0, whereas an ideal highpass lter


has
u
= . Ideal bandstop lters have a distortionless response over all frequencies
except some stopband,

||
u
, where H(e
j
) = 0. We emphasize that the phase
response H(e
j
) is required to be linear only in the passband; there is no need for it to be
dened elsewhere because the response of the lter is zero. Figure 5.9 shows the frequency
responses of four types of ideal lter.
To understand the implications of the steep transition from passband to stopband in
ideal lters, we consider an ideal lowpass lter with frequency response
H
lp
(e
j
) =

e
jn
d
, || <
c
0.
c
< ||
(5.69)
The impulse response corresponding to (5.69) is given by (see Example 4.13)
h
lp
[n] =
sin
c
(n n
d
)
(n n
d
)
. (5.70)
The impulse response and the step response of the ideal lowpass lter are illustrated in
Figure 5.10 for n
d
= 0. We note that h
lp
[n] extends from to ; therefore we can-
not compute the output of the ideal lowpass lter using a convolution sum. The impulse
response h
lp
[n] has a DTFT H
lp
(e
j
) because it has nite energy. However, it should be
noted that h
lp
[n] is not absolutely summable, that is,

n=
|h
lp
[n]| = . (5.71)
2014/05/18 Prof. Daniel R. Pipa 9/27
An alise de Sistemas LIT por Transformadas Filtros ideais e pr aticos
Filtros pr aticos
Um ltro passa-baixas ideal
H
lp
.e
j!
/ D
(
e
j!n
d
; j!j < !
c
0; !
c
< j!j
tem resposta ao impulso
h
lp
n D
sin !
c
.n n
d
/
.n n
d
/
223 5.4 Ideal and practical lters
20 15 10 5 0 5 10 15 20
0.1
0
0.1
0.2
0.3
n
20 15 10 5 0 5 10 15 20
0
0.5
1
n
s
[
n
]
h
[
n
]
Figure 5.10 Impulse and step response sequences of the ideal lowpass lter.
Therefore, the ideal lowpass lter is unstable. Furthermore, since r
n
h
lp
[n] is not abso-
lutely summable for any value of r, the sequence h
lp
[n] does not have a z-transform.
Since only systems with a rational system function can be computed recursively, we
deduce that we cannot compute the output of the ideal lowpass lter either recursively
or nonrecursively. In conclusion, the ideal lowpass lter is unstable and practically
unrealizable.
The impulse response of the ideal bandpass lter can be obtained by modulating the
impulse response of an ideal lowpass lter with
c
= (
u

)/2 = /2 using a carrier


with frequency
0
= (
u
+

)/2. The result is


h
bp
[n] = 2
sin
c
(n n
d
)
(n n
d
)
cos
0
n. (5.72)
The impulse responses of the ideal highpass and bandstop lters are given by
h
hp
[n] = [n] h
lp
[n], (5.73)
h
bs
[n] = [n] h
bp
[n], (5.74)
because H
hp
(e
j
) = 1H
lp
(e
j
) and H
bs
(e
j
) = 1H
bp
(e
j
). Therefore, all ideal lters
are unstable and unrealizable. Since all ideal lters can be expressed in terms of (5.69), we
refer to H
lp
(e
j
) as the ideal lowpass prototype lter.
Ideal lters are used in the early stages of a design process to specify the modules in a
signal processing system. However, since they are not realizable in practice, they must be
approximated by practical or nonideal lters. This is usually done by minimizing some
approximation error between the nonideal lter and a prototype ideal lter.
Freq. !
c
D =4. Desloc. n
d
D 0.
2014/05/18 Prof. Daniel R. Pipa 10/27
An alise de Sistemas LIT por Transformadas Filtros ideais e pr aticos
Filtros pr aticos
Por em
h
lp
n 0; n < 0 ) n ao causal
1
X
nD1

h
lp
n

D 1 ) inst avel
Filtros ideais
Filtros ideais n ao s ao realiz aveis, pois sua resposta ao impulso e n ao
causal (depende de valores futuros) e inst avel (n ao e absolutamente
som avel).
Filtros pr aticos
Ser ao necess arias aproximac oes que tornem h
lp
n est avel e causal,
para que o ltro possa ser usado na pr atica.
2014/05/18 Prof. Daniel R. Pipa 11/27
An alise de Sistemas LIT por Transformadas Filtros ideais e pr aticos
Filtros pr aticos
Uma possvel aproximac ao e o simples truncamento de h
lp
n
h
lp
n D
8
<
:
sin !
c
.n n
d
/
.n n
d
/
; 0 n M 1
0; caso contr ario.
Devido ao fen omeno de Gibbs, haver ao oscilac oes (ripple) na
resposta em frequ encia.
224 Transform analysis of LTI systems
1
0
Passband
Stopband
Transition-band Transition-band
Stopband
Figure 5.11 Typical characteristics of a practical bandpass lter.
The design of practical lters that approach ideal behavior is the subject of Chapters 10
and 11. To understand the nature of the approximations required to obtain a practical lter
from an ideal lter, we note that we can obtain a causal FIR lter by truncating the impulse
response of the ideal lowpass lter as follows

h
lp
[n] =

sin
c
(n n
d
)
(n n
d
)
, 0 n M 1
0. otherwise
(5.75)
As the delay n
d
and the length M of

h
lp
[n] increase, the resulting lter

H
lp
(e
j
) will be a
better approximation of the ideal lowpass lter.
A natural question arising at this point is how to evaluate the quality of a practical lter.
Figure 5.11 shows the magnitude response of a typical practical bandpass lter. Compared
to the ideal bandpass lter in Figure 5.9, we observe a passband where |H(e
j
)| uctuates
about one and stopbands where |H(e
j
)| uctuates close to zero. Between the passband
and stopbands are transition bands, where the lter neither passes nor rejects the input
frequency components. A good lter should have only a small ripple in the passband,
high attenuation in the stopband, and very narrow transition bands. In some applications,
the specications of phase characteristics or time-domain characteristics (for example, the
overshoot of the step response) are also important. These issues, which are of fundamental
signicance in lter design, are further investigated in Chapters 10 and 11.
5.5 Frequency response for rational system functions

In Section 3.6, we demonstrated that all LTI systems of practical interest are described by
a difference equation of the form
y[n] =
N

k=1
a
k
y[n k] +
M

k=0
b
k
x[n k], (5.76)
Aproximac oes melhores ser ao vistas nas pr oximas aulas.
2014/05/18 Prof. Daniel R. Pipa 12/27
An alise de Sistemas LIT por Transformadas Projeto de ltros por alocac ao de polos e zeros
Depend encia dos polos e zeros na resposta em frequ encia
Uma func ao de transfer encia gen erica pode ser fatorada nos polos e
zeros
H./ D
b
0
Cb
1

1
C Cb
M

M
1 Ca
1

1
C Ca
N

N
D b
0

NM
Q
M
kD1
.
k
/
Q
N
kD1
. p
k
/
e a DTFT se obt em fazendo D e
j!
H.e
j!
/ D b
0
e
j!.NM/
Q
M
kD1
.e
j!

k
/
Q
N
kD1
.e
j!
p
k
/
D b
0
e
j!.NM/
Q
M
kD1
!
Z
k
Z
Q
N
kD1
!
P
k
Z
onde
.e
j!

k
/ D
!
Z
k
Z .e
j!
p
k
/ D
!
P
k
Z
s ao vetores que iniciam em
k
e p
k
, respectivamente, e terminam no
crculo unit ario e
j!
.
2014/05/18 Prof. Daniel R. Pipa 13/27
An alise de Sistemas LIT por Transformadas Projeto de ltros por alocac ao de polos e zeros
Depend encia dos polos e zeros na resposta em frequ encia
Magnitude e fase da respo. em freq. do sistema

H.e
j!
/

D jb
0
j
Q
M
kD1

!
Z
k
Z

Q
N
kD1

!
P
k
Z

H.e
j!
/ D !.M N/ C
M
X
kD1

!
Z
k
Z
M
X
kD1

!
P
k
Z
Magnitude em uma certa freq. !

E o produt orio das dist ancias dos zeros sobre o produt orio das
dist ancias dos polos.
Fase em uma certa freq. !
Somat orio dos angulos de
!
Z
k
Z menos o somat. dos angulos de
!
P
k
Z.
2014/05/18 Prof. Daniel R. Pipa 14/27
An alise de Sistemas LIT por Transformadas Projeto de ltros por alocac ao de polos e zeros
Depend encia dos polos e zeros na resposta em frequ encia
Zeros
Quanto mais pr oximos do
circ. unit. em !
0
, mais
contribuir ao para

H.e
j!
0
/

!0.
Polos
Quanto mais pr oximos do
circ. unit. em !
0
, mais
contribuir ao para

H.e
j!
0
/

!1.
231 5.6 Dependence of frequency response on poles and zeros
5.6 Dependence of frequency response on poles and zeros

The shape of the frequency response is determined by the impulse response or the coef-
cients of the difference equation. However, we cannot guess the shape of |H(e
j
)| and
H(e
j
)| by inspecting the values of h[n] or {a
k
, b
k
}. In this section, we show that there
is a strong dependence of the shape of the frequency response on the location of poles and
zeros of the system. We can use this dependence to (a) obtain a simple and intuitive proce-
dure for determining quickly the magnitude and phase response, and (b) to gain physical
insight into the ltering characteristics of LTI systems.
5.6.1 Geometrical evaluation of H (e
j
) from poles and zeros
We start by noting that (5.79) can be equivalently written as
H(e
j
) = b
0

k=1

1 z
k
e
j

k=1

1 p
k
e
j

= b
0
e
j(NM)

k=1

e
j
z
k

k=1

e
j
p
k

. (5.100)
This equation consists of factors of the form

e
j
z
k

and

e
j
p
k

. The factor

e
j
z
k

is a complex number represented by a vector



Z
k
Z drawn from the point z
k
(zero) to the point z = e
j
in the complex plane, as illustrated in Figure 5.17. This complex
number can be written in polar form as follows:
0
Z
P
k
Z
k
O

k

k
1
z
k
p
k

k
Figure 5.17 The quantities required to compute the magnitude and phase response of a system
from the location of its poles and zeros.
2014/05/18 Prof. Daniel R. Pipa 15/27
An alise de Sistemas LIT por Transformadas Projeto de ltros por alocac ao de polos e zeros
Aumento do ganho por um polo
Para aumentar o ganho numa freq. !
k
, pode-se colocar um polo
dentro do crculo unit ario em p
k
D r
k
e
j!
; 0 < r
k
< 1. A freq. mais
pr oxima do polo, !
k
, ter a o maior aumento de ganho

H
new
.e
j!
k
/

D
1
1 r
k

H
old
.e
j!
k
/

233 5.6 Dependence of frequency response on poles and zeros


can determine H(e
j
) for every value of or equivalently any location of the point e
j
on the unit circle.
5.6.2
Signicance of poles and zeros
To understand the effect of poles and zeros on the magnitude and phase responses, we
separately consider the case of a single pole and a single zero.
Gain enhancement by a pole Consider a pole p
k
= r
k
e
j
k
, as illustrated in Figure 5.18.
To nd the magnitude response |H(e
j
)| for a certain value of , we connect the pole
(point P
k
) to the tip of vector z = e
j
(point Z on the unit circle). If the length of this line
is R
k
(), then
|H(e
j
)| =

(P
k
Z)
=

R
k
()
, (5.105)
where overbar denotes the length of a vector. The exact value of constant is not important
at this point. The line segment P
k
Z takes its minimum value 1 r
k
at =
k
, and its
maximum value 1 + r
k
at =
k
+ . Therefore, the length P
k
Z increases progressively
as increases from
k
to
k
+ and then decreases continuously until approaches the
value
k
. Then, according to (5.105), |H(e
j
)| decreases as goes from
k
to
k
+ and
then progressively increases as moves closer to
k
(see Figure 5.18). We conclude that
a pole p
k
= r
k
e
j
k
results in a frequency-selective response that enhances the gain around
=
k
(angle of the pole) and attenuates the gain as we move away from
k
. The dynamic
range of the magnitude response
|H(e
j
)|
max
|H(e
j
)|
min
=
1 +r
k
1 r
k
(5.106)
0
0
O
O
A
A

k
P
k
P
k

k
(a)
(b)
Z
Z
1
1
Figure 5.18 Geometrical computation of magnitude (a), and phase (b), responses for the case
of a single pole.
2014/05/18 Prof. Daniel R. Pipa 16/27
An alise de Sistemas LIT por Transformadas Projeto de ltros por alocac ao de polos e zeros
Aumento do ganho por um polo
A freq. mais distance do polo, !
k
, ter a o menor aumento de
ganho

H
new
.e
j.!
k
/
/

D
1
1 Cr
k

H
old
.e
j.!
k
/
/

Sinais e sistemas reais no tempo


Por que os sinais e sistemas reais no tempo, os polos sempre aparecem
em complexos conjugados. Logo, deve-se adicionar dois polos
p
k
D r
k
e
j!
e p

k
D r
k
e
j!
2014/05/18 Prof. Daniel R. Pipa 17/27
An alise de Sistemas LIT por Transformadas Projeto de ltros por alocac ao de polos e zeros
Aumento do ganho por um polo
235 5.6 Dependence of frequency response on poles and zeros
0
Z
Z
P
k
O

k
1
r
P
k
Magnitude responses
Phase responses
p
k
p
k
p
k
*
p
k
*
Total
Total
/2 0 /2
0
5
10

/2 0 /2
/2
0
/2

Figure 5.19 Geometrical explanation of the shape of magnitude and phase responses
generated by single and complex conjugate poles at p
k
= 0.9e
j/3
. Only pole-zero patterns
with mirror symmetry about the real axis, that is, real or complex-conjugate poles and zeros,
result in magnitude responses with even symmetry and phase responses with odd symmetry.
the unit circle; hence, the system fully suppresses sinusoidal components with frequency
=
k
. Thus, we conclude that zeros have the opposite effect of poles. From (5.104)
and the triangle OZZ
k
in Figure 5.17, we can show that the phase response for a single
zero is
H(e
j
) = +
k
() =
k
, (5.112)
and changes sign at =
k
and =
k
+. Adding a complex-conjugate zero, to assure
a system with real coefcients, makes the magnitude response function symmetric about
= 0. This can be proven using arguments similar to those used for complex conjugate
poles (see Problem 32).
Zeros outside the unit circle Although the poles of causal and stable systems should be
inside the unit circle, their zeros can be anywhere in the z-plane. Moving a zero outside the
unit circle, without changing its angle, has an interesting effect on its phase response. This
effect is illustrated using the geometrical construction in Figure 5.20. The phase response
of the zero inside the unit circle is equal to
in
() =
in
() and continuously changes
sign at = 0. In contrast, for a zero outside the unit circle, the phase response changes
from at = 0 to at = 0 +, where is an arbitrarily small positive number.
Furthermore, since
out
()
in
() we have
out
()
in
(). Thus, zeros outside
the unit circle introduce larger phase shifts than zeros inside the unit circle. This topic is
further discussed in Section 5.10. For a zero, z = re
j
, not on the real-line we can simply
2014/05/18 Prof. Daniel R. Pipa 18/27
An alise de Sistemas LIT por Transformadas Projeto de ltros por alocac ao de polos e zeros
Projeto de ltros por alocac ao de polos e zeros
I
Para se eliminar uma componente de freq. em ! D !
0
, aloca-se
um zero com angulo !
0
sobre o crculo unit ario.
I
Para se amplicar uma componente de freq. em ! D !
0
,
aloca-se um polo com angulo !
0
perto, por em dentro, do crculo
unit ario. A amplicac ao ser a inversamente proporcional ` a
dist ancia.
I
Polos e zeros complexos devem aparecer em pares complexos
conjugados, garantindo as simetrias em freq. e sinais reais no
tempo.
I
Poles ou zeros na origem n ao inuenciam a magnitude, pois sua
dist ancia ao crculo unit ario e sempre 1 para qualquer !.
2014/05/18 Prof. Daniel R. Pipa 19/27
An alise de Sistemas LIT por Transformadas Projeto de ltros por alocac ao de polos e zeros
Exemplo
Projetar um ltro IIR com as seguintes caractersticas:
I
Magnitude 0 em !
1
D 0 e !
3
D .
I
Magnitude 1 em !
2;4
D =5.
I
b
0
D 0:5.
Soluc ao:
I
Dois zeros em D e
j0
D 1 e D e
j
D 1 para garantir
magnitude 0.
I
Dois polos em D re
j=5
para puxar ganho para cima.
Determinar r.
H./ D b
0
.1
1
/.1 C
1
/
.1 re
j=5

1
/.1 re
j=5

1
/
D b
0
1
2
.1 2r cos.=5/
1
Cr
2

2
/
2014/05/18 Prof. Daniel R. Pipa 20/27
An alise de Sistemas LIT por Transformadas Projeto de ltros por alocac ao de polos e zeros
Exemplo
Projetar um ltro IIR com as seguintes caractersticas:
I
Magnitude 0 em !
1
D 0 e !
3
D .
I
Magnitude 1 em !
2;4
D =5.
I
b
0
D 0:5.
Soluc ao:
I
Dois zeros em D e
j0
D 1 e D e
j
D 1 para garantir
magnitude 0.
I
Dois polos em D re
j=5
para puxar ganho para cima.
Determinar r.
H./ D b
0
.1
1
/.1 C
1
/
.1 re
j=5

1
/.1 re
j=5

1
/
D b
0
1
2
.1 2r cos.=5/
1
Cr
2

2
/
2014/05/18 Prof. Daniel R. Pipa 20/27
An alise de Sistemas LIT por Transformadas Projeto de ltros por alocac ao de polos e zeros
Exemplo
Resposta em frequ encia
H.e
j!
/ D b
0
1 e
j2!
.1 2r cos.=5/e
j!
Cr
2
e
j2!
/
Magnitude em ! D =5 devido somente aos zeros

.e
j!
/

D 0:5

1 e
j2=5

D 0:5878
Precisa-se gerar um ganho de 1=0:5878 D 1:7 com os polos.
Desprezando o polo mais distante
1
1 r
D 1:7 r D 0:4122
2014/05/18 Prof. Daniel R. Pipa 21/27
An alise de Sistemas LIT por Transformadas Projeto de ltros por alocac ao de polos e zeros
Filtros Notch
Uso
S ao ltros projetados para eliminar apenas uma frequ encia especca,
por exemplo, rudo de 60 Hz da rede.
Para se eliminar uma componente de freq. !
0
, podem-se alocar zeros
em cima do crculo unit ario com angulos !
0
H./ D .1e
j!
0

1
/.1e
j!
0

1
/ D 1.e
j!
0
Ce
j!
0
/
1
C
2
Inserindo um ganho b
0
para garantir

H.e
j!
/

max
D 1
H./ D b
0

1 .2 cos !
0
/
1
C
2

2014/05/18 Prof. Daniel R. Pipa 22/27


An alise de Sistemas LIT por Transformadas Projeto de ltros por alocac ao de polos e zeros
Filtros Notch
Problema
Os zeros tamb em v ao atenuar frequ encias vizinhas, que n ao deveriam
ser alteradas.
172 Fourier representation of signals
some operations on a signal or between two signals result in different operations between
their DTFTs.
4.5.1
Relationship to the z-transform and periodicity
The z-transform of a sequence x[n] was dened in Section 3.2 by
X(z) =

n=
x[n]z
n
. (4.101)
If the ROC of X(z) includes the unit circle, dened by z = e
j
or equivalently |z| = 1, we
obtain
X(z)|
z=e
j =

n=
x[n]e
jn
= X(e
j
), (4.102)
that is, the z-transform reduces to the Fourier transform. The magnitude of DTFT is
obtained by intersecting the surface |H(z)| with a vertical cylinder of radius one, centered
at z = 0. This is illustrated in Figure 4.26, which provides a clear demonstration of the
periodicity of DTFT. The radiant frequency is measured with respect to the positive real
axis and the unit circle is mapped on the linear frequency axis as shown in Figure 4.26.
Multiple rotations around the unit circle create an inherent periodicity, with period 2

=0
=2p =
|
H
(
e
j

)
|
1 0.5 0 0.5 1
1
0.5
0
0.5
1
Real Axis
I
m
a
g
i
n
a
r
y

A
x
i
s
p
Figure 4.26 The relationship between the z-transform and the DTFT for a sequence with two
complex-conjugate poles at z = 0.9e
j/4
and two zeros at z = 1.
Efeito
A banda do ltro e larga. Como diminuir a banda, ou seja, diminuir o
efeito nas freq. vizinhas?
2014/05/18 Prof. Daniel R. Pipa 23/27
An alise de Sistemas LIT por Transformadas Projeto de ltros por alocac ao de polos e zeros
Filtros Notch
Soluc ao
Colocam-se polos com mesmo angulo !
0
bem perto dos zeros, ou
seja, p D re
j!
0
; r < 1. Os polos puxar ao as freq. vizinhas para cima.
H./ D b
0
. e
j!
0
/. e
j!
0
/
. re
j!
0
/. re
j!
0
/
D b
0
1 .2 cos !
0
/
1
C
2
1 .2r cos !
0
/
1
Cr
2

2
241 5.7 Design of simple lters by pole-zero placement
2/5
2/5
0
0
0.5
1

/2
0
/2

2/5
2/5
Figure 5.24 Magnitude and phase response of a second-order FIR notch lter (dashed line)
and a second-order IIR notch lter with r = 0.9 and = 2/5.
If we cascade several second-order sections, like (5.124), we can create FIR lters with
better stopbands (see Problem 39).
If the zeros of (5.124) are placed on the unit circle by setting r = 1, the input fre-
quency components at = are eliminated. Filters that have perfect nulls at certain
frequencies are known as notch lters. The second-order FIR notch lter has system
function
H(z) = b
0
[1 (2 cos )z
1
+z
2
]. (5.125)
The problem with FIR notch lters is that the bandwidth of the notches is large. A simple
way to create sharper notches is to place the zeros on the unit circle and two complex con-
jugate poles at the same angle with the zeros, close to the zeros but inside the unit circle.
The system function for the resulting notch lter is
G(z) = b
0
1 (2 cos )z
1
+z
2
1 (2r cos )z
1
+r
2
z
2
. (5.126)
The creation of sharper notches is illustrated in Figure 5.24, which shows the magnitude
responses of (5.125) and (5.126) for r = 0.9 and = 0.4 radians. The gain b
0
is chosen
so that the maximum magnitude response is equal to one (see Problem 64).
Freq. !
0
D 2=5. Pontilhada: Filtro FIR, s o zeros. Cheia: Sistmas IIR, com polos, r D 0:9.
2014/05/18 Prof. Daniel R. Pipa 24/27
An alise de Sistemas LIT por Transformadas Conclus ao
Sum ario
O que foi visto hoje?
I
Sistemas sem distorc ao devem ter fase linear.
I
Filtros ideais s ao inst aveis e n ao causais.
I
Aproximac oes s ao necess arias. O simples truncamento de hn
gera oscilac oes (ripple) devido ao fen omeno de Gibbs.
I
Zeros em sobre o crculo unit ario em e
j!
0
eliminam a
componente de freq.!
0
.
I
Polos perto do crculo unit ario em e
j!
0
amplicam a
componente de freq. !
0
.
I
Pode-se projetar ltros simples alocando polos e zeros. T ecnicas
mais avancadas ser ao vistas nos pr oximos captulos.
2014/05/18 Prof. Daniel R. Pipa 25/27
An alise de Sistemas LIT por Transformadas Conclus ao
Exerccios
Quest oes: 5.12, 5.14, 5.17
Problemas: 5.27
2014/05/18 Prof. Daniel R. Pipa 26/27
An alise de Sistemas LIT por Transformadas Conclus ao
Respostas
Problemas:
I
5.27a: H.e
j!
/ D
0:5.1 0:45e
j!
C0:05e
j2!
/=.1 0:325e
j!
C0:0225e
j2!
/.
I
5.27b: N ao.
I
5.27c: Existe, mas n ao e unica.
I
5.27d: N ao.
2014/05/18 Prof. Daniel R. Pipa 27/27

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