Frequency Response of LTI Systems: Hapter

MIT6.
02DRAFTLectureNotes
Lastupdate:November3,2012
CHAPTER12
Frequency Response of LTI Systems
Sinusoidsandtheircloserelatives,thecomplexexponentialsplayadistinguishedrole
inthestudyofLTIsystems. Thereasonisthat,foranLTIsystem,asinusoidalinputgives
risetoasinusoidaloutputagain,andatthesamefrequencyastheinput.Thispropertyisnot
obvious from anything we have said so far about LTI systems. Only the amplitude and
phaseofthesinusoidmightbe,andgenerallyare,modiedfrominputtooutput,inaway
thatiscapturedbythefrequencyresponseofthesystem,whichweintroduceinthischapter.
12.1 Sinusoidal Inputs
Beforefocusingonsinusoidalinputs,consideraninputthatisperiodicbutnotnecessarily
sinusoidal.Asignalx[n] isperiodicif
x[n +P] = x[n] foralln ,
where P is some xed positive integer. The smallest positive integer P for which this
condition holds is referred to as the period of the signal (though the term is also used at
timesforpositiveintegermultiplesofP),andthesignaliscalledP-periodic.
WhileitmaynotbeobviousthatsinusoidalinputstoLTIsystemsgiverisetosinusoidal
outputs,itsnothardtoseethatperiodicinputstoLTIsystemsgiverisetoperiodicoutputs
ofthesameperiod(oranintegralfractionoftheinputperiod).ThereasonisthatiftheP-
periodicinputx[.] producestheoutputy[.],thentime-invarianceofthesystemmeansthat
shiftingtheinputbyP willshifttheoutputbyP. ButshiftingtheinputbyP leavesthe
inputunchanged,becauseitisP-periodic,andthereforemustleavetheoutputunchanged,
which means the output must be P-periodic. (This argument actually leaves open the
possibilitythattheperiodoftheoutputisP/KforsomeintegerK, ratherthanactually
P-periodic,butinanycasewewillhavey[n +P] = y[n] foralln.)
161
162 CHAPTER 12. FREQUENCY RESPONSE OF LTI SYSTEMS
12.1.1 Discrete-Time Sinusoids
Adiscrete-time(DT)sinusoidtakestheform
x[n] = cos(
0
n+
0
), (12.1)
Wereferto
0
astheangularfrequencyofthesinusoid,measuredinradians/sample;
0
is
thenumberofradiansbywhichtheargumentofthecosineincreaseswhennincreasesby
1. (ItshouldbeclearthatwecanreplacethecoswithasininEquation(12.1),becausecos
andsinareessentiallyequivalentexceptforapi/2phaseshift.)
Note that the lowest rate of variation possible for a DT signal is when it is constant,
and this corresponds, in the case of a sinusoidal signal, to setting the frequency
0
to
0. At the other extreme, the highest rate of variation possible for a DT signal is when it
alternatessignsateachtimestep,asin(1)
n
. Asinusoidwiththispropertyisobtained
by taking
0
=, because cos(n) = (1)
n
. Thus all the action of interest with DT
sinusoids happens in the frequency range [, ]. Outside of this interval, everything
repeatsperiodicallyin
0
,preciselybecauseaddinganyintegermultipleof2to
0
does
notchangethevalueofthecosineinEquation(12.1).
ItcanbehelpfultoconsiderthisDTsinusoidasderivedfromanunderlyingcontinuous-
time(CT)sinusoidcos(
0
t+
0
)ofperiod2/
0
, bysamplingitattimest=nT thatare
integermultiplesofsomesamplingintervalT.Writing
cos(
0
n+
0
)=cos(
0
nT +
0
)
thenyieldstherelation
0
=
0
T (withtheconstraint|
0
| /T,toreect|
0
| ). It is
nownaturaltothinkof2/(
0
T) = 2/
0
astheperiodoftheDTsinusoid, measuredin
samples.However,2/
0
maynotbeaninteger!
Nevertheless, if 2/
0
= P/Q for some integers P and Q, i.e., if 2/
0
is rational,
thenindeedx[n+P] = x[n]forthesignalinEquation(12.1),asyoucanverifyquiteeas-
ily. On the other hand, if 2/
0
is irrational, the DT sequence in Equation (12.1) will
not actually be periodic: there will be no integer P such that x[n+P] = x[n] for all n.
Forexample, cos(3n/4) hasfrequency 3/4radians/sample and a period of8, because
2/3/4 = 8/3 = P/Q,sotheperiod,P, is 8. Ontheotherhand,cos(3n/4)hasfrequency
3/4radians/sample,andisnotperiodicasadiscrete-timesequencebecause2/3/4 = 8/3
isirrational. Wecouldstillreferto8/3asitsperiod, becausewecanthinkofthese-
quence as arising from sampling the periodic continuous-time signal cos(3t/4) at integral
valuesoft.
Withallthatsaid, itturnsoutthattheresponseofanLTIsystemtoasinusoidofthe
forminEquation(12.1)isasinusoidofthesame(angular)frequency
0
,whetherornot
thesinusoidisactuallyDTperiodic. Theeasiestwaytodemonstratethisfactistorewrite
sinusoidsintermsofcomplexexponentials.
12.1.2 Complex Exponentials
TherelationbetweencomplexexponentialsandsinusoidsiscapturedbyEulersfamous
identity:
e
j
= cos +jsin . (12.2)
163 SECTION 12.2. FREQUENCY RESPONSE
wherej= 1.e
j
representsacomplexnumber(orapointinthecomplexplane)thathas
arealcomponentofcosandanimaginarycomponentofsin.Itthereforehasmagnitude
1(becausecos
2
+sin
2
= 1),andmakesanangleofwiththepositiverealaxis.Inother
words, e
j
is the point on the unit circle in the complex plane (i.e., at radius 1 from the
origin)andatanangleofrelativetothepositiverealaxis.
Ashortrefresheroncomplexnumbersmaybeworthwhile.
The complex number c = a+jb can be thought of as the point (a,b) in the plane,
and accordingly has magnitude |c| = a

2
+b
2
and angle with the positive real axis of
c= arctan(b/a). Notethata=|c|cos(c)andb=|c|sin(c). Hence, inviewofEulers
identity, we can also write the complex number in so-called polar form, c=|c|.e
jc
; this
representsapointatdistance|c|fromtheorigin,atanangleofc.
The extra thing you can do with complex numbers, which you cannot do with just
pointsintheplane,ismultiplythem.Andthepolarrepresentationshowsthattheproduct
oftwocomplexnumbersc
1
andc
2
is
jc
1
jc
2
j(c
1
+c
2
)
c
1
.c
2
=|c
1
|.e .|c
2
|.e =|c
1
|.|c
2
|.e ,
i.e., the magnitude of the product is the product of the individual magnitudes, and the
angleoftheproductisthesumoftheindividualangles.Italsofollowsthattheinverseofa
complexnumberchasmagnitude1/|c|andanglec.
SeveralotheridentitiesfollowfromEulersidentityabove.Mostimportantly,
( ) ( ) ( )
1 1 j
j j j
e
j j
e
j
cos= e +e sin= e = e . (12.3)
2 2j 2
Also,writing
jA jB j(A+B)
e e =e ,
and then using Eulers identity to rewrite all three of these complex exponentials, and
nallymultiplyingoutthelefthandside,generatesvarioususefulidentities,ofwhichwe
onlylisttwo:
( )
1
cos(A)cos(B) = cos(A+B)+cos(AB) ;
2
cos(AB)= cos(A)cos(B)sin(A)sin(B). (12.4)
12.2 Frequency Response
We are now in a position to determine what an LTI system does to a sinusoidal input.
Thestreamlinedapproachtothisanalysisinvolvesconsideringacomplexinputoftheform
x[n] = e
j(
0
n+
0
)
ratherthanx[n] = cos(
0
n+
0
). Thereasoningandmathematicalcalcu-
lationsassociatedwithconvolutionworkaswellforcomplexsignals astheydoforreal
signals,butthecomplexexponentialturnsouttobesomewhateasiertoworkwith(once
youarecomfortableworking withcomplexnumbers)andtheresultsforthe realsinu-
soidalsignalsweareinterestedincanthenbeextractedusingidentitiessuchasthosein
Equation(12.3).
It may be helpful, however, to rst just plough in and do the computations directly,
substitutingtherealsinusoidalx[n]fromEquation(12.1)intotheconvolutionexpression
fromthepreviouschapter,andmakinguseofEquation(12.4).Thepurposeofdoingthisis
to(i)convinceyouthatitcanbedoneentirelywithcalculationsinvolvingrealsignals;and
(ii)helpyouappreciatetheefciencyofthecalculationswithcomplexexponentialswhen
wegettothem.
Thedirectapproachmentionedaboveyields
f
y[n] = h[m]x[n m]
m=
f
( )
= h[m] cos
0
(n m) +
0
m=
(
)
f
= h[m] cos(
0
m) cos(
0
n +
0
)
m=
(
)
f
+ h[m]sin(
0
m) sin(
0
n +
0
)
m=
= C(
0
) cos(
0
n +
0
) +S(
0
)sin(
0
n +
0
), (12.5)
wherewehaveintroducedthenotation

f f
C()= h[m] cos(m), S()= h[m]sin(m). (12.6)
m= m=
Nowdenethecomplexquantity
H()=C()jS()=|H()|. exp{jH()}, (12.7)
which we will call the frequency response of the system, for a reason that will emerge
immediatelybelow. ThentheresultinEquation(12.5)canberewritten,usingthesecond
identityinEquation(12.4),as
[ ]
y[n] = |H(
0
)|. cosH(
0
). cos(
0
n +
0
)sinH(
0
)sin(
0
n +
0
)
( )
= |H(
0
)|. cos
0
n +
0
+H(
0
) . (12.8)
TheresultinEquation(12.8)isfundamentalandimportant! Itstatesthattheentireeffect
of an LTI system on a sinusoidal input at frequency
0
can be deduced from the (com-
plex)frequencyresponseevaluatedatthefrequency
0
. Theamplitudeormagnitudeof
thesinusoidalinputgetsscaledbythemagnitudeofthefrequencyresponseattheinput
frequency,andthephasegetsaugmentedbytheangleorphaseofthefrequencyresponse
atthisfrequency.
Nowconsiderthesamecalculationasearlier,butthistimewithcomplexexponentials.
Suppose
j(
0
n+
0
)
x[n] = A
0
e foralln . (12.9)
Convolutionthenyields
f
y[n] = h[m]x[nm]
m=
=
f
h[m]A
0
e
j
(
0
(nm)+
0
)
m=
=
(
f
m=
h[m]e
j
0
m
)
A
0
e
j(
0
n+
0
)
. (12.10)
Thustheoutputofthesystem,whentheinputisthe(everlasting)exponentialinEquation
(12.9), isthesameexponential, exceptmultipliedbythefollowingquantityevaluatedat
=
0
:
f
h[m]e
jm
=C()jS()=H(). (12.11)
m=
The rst equality above comes from using Eulers equality to write e
jm
= cos(m)
jsin(m),andthenusingthedenitionsinEquation(12.6).Thesecondequalityissimply
theresultofrecognizingthefrequencyresponsefromthedenitioninEquation(12.7).
TonowdeterminewashappenstoasinusoidalinputoftheforminEquation(12.1),use
Equation(12.3)torewriteitas
( )
A
0
j(
0
n+
0
) j(
0
n+
0
)
A
0
cos(
0
n+
0
) = e +e ,
2
andthensuperposetheresponsestotheindividualexponentials(wecandothatbecause
oflinearity),usingtheresultinEquation(12.10).Theresult(afteralgebraicsimplication)
will again be the expression in Equation (12.8), except scaled now by an additional A
0
,
becausewescaledourinputbythisadditionalfactorinthecurrentderivation.
Tosuccinctlysummarizethefrequencyresponseresultexplainedabove:
IftheinputtoanLTIsystemisacomplexexponential,e
jn
,thentheoutputis
H()e
jn
,whereH()isthefrequencyresponseoftheLTIsystem.
Example1(Moving-AverageFilter) ConsideranLTIsystemwithunitsampleresponse
h[n] = h[0][n] +h[1][n1]+h[2][n2].
Byconvolvingthish[]withtheinputsignalx[],weseethat
y[n] = (hx)[n] = h[0]x[n] +h[1]x[n1]+h[2]x[n2]. (12.12)
The system therefore produces an output signal that is the 3-point weighted moving
averageoftheinput. TheexampleinFigure12-1isofthisform, withequalweightsof
h[0]=h[1]=h[2] = 1/3,producingtheactual(moving)average.
Figure12-1:Three-pointweightedmovingaverage:handthefrequencyresponse,H.
Thefrequencyresponseofthesystem,fromthedenitioninEquation(12.11),isthus
j j2
H()=h[0]+h[1]e +h[2]e .
Consideringthecasewhereh[0]=h[1]=h[2] = 1/3,thefrequencyresponsecanberewrit-
tenas
( )
j j
H() =
1
e e
j
+1 +e
3
=
1
e
j
(1 +2cos ). (12.13)
3
Notingthat|e
j
|= 1,itfollowsfromtheprecedingequationthatthemagnitudeofH()
is
1
|H()|= |1+2cos |,
3
whichisconsistentwiththeplotontherightinFigure12-1: ittakesthevalue1at = 0,
thevalue0at=arccos(
1
) =
2
,andthevalue
1
at = . Thefrequenciesatwhich
2 3 3
|H()|= 0 arereferredtoasthezerosofthefrequencyresponse; inthismoving-average
example,theyareat = arccos(
1
) =
2
.
2 3
FromEquation(12.13),weseethattheangleofH()isforthosevaluesofwhere
1+2cos >0;thisistheanglecontributedbytheterme
j
. Forfrequencieswhere1 +
2cos<0,weneedtoaddorsubtract(itdoesntmatterwhich)radiansto,because
1 = e
j
.Thus
{
for||<2/3
H()=
for(2/3)<||<
Example 2 (The Effect of a Time Shift) What does shifting h[n] in time do to the fre-
quencyresponseH()?Specically,suppose
h
D
[n] = h[nD],
so h
D
[n] is a time-shifted version of h[n]. How does the associated frequency response
H
D
()relatetoH()?
FromthedenitionoffrequencyresponseinEquation(12.11),wehave

f f f
jm jm jD jn
H
D
()= h
D
[m]e = h[mD]e =e h[n]e ,
m= m= n=
wherethelastequalityissimplytheresultofthechangeofvariablesmD =n, so m =
n +D.Itfollowsthat
H
D
()=e
jD
H().
Equivalently,
|H
D
()| =|H()|
and
H
D
()=D+H(),
sothefrequencyresponsemagnitudeisunchanged,andthephaseismodiedbyanaddi-
tivetermthatislinearin,withslopeD.
Althoughwehaveintroducedthenotionofafrequencyresponseinthecontextofwhat
an LTI system does to a single sinusoidal input, superposition will now allow us to use
the frequency response to describe what an LTI system does to any input made up of a
linearcombinationofsinusoidsatdifferentfrequencies.Youcomputethe(sinusoidal)response
toeachsinusoidintheinput,usingthefrequencyresponseatthefrequencyofthatsinusoid.
Thesystemoutputwillthenbethesamelinearcombinationoftheindividualsinusoidal
responses.
As we shall see in the next chapter, when we use Fourier analysis to introduce the
notionofthespectralcontentorfrequencycontentofasignal,theclassofsignalsthatcanbe
representedasalinearcombinationofsinusoidsatassortedfrequenciesisverylarge. So
thissuperpositionideaendsupbeingextremelypowerful.
Example3(ResponsetoWeightedSumofTwoSinusoids) ConsideranLTIsystemwith
frequencyresponseH(),andassumeitsinputisthesignal

x[n]=5sin( n +0.2) +11cos( n 0.4).
4 7
Thesystemoutputisthen
(
) (
)

y[n] = |H( )|.5sin n +0.2 +H( ) +|H( )|.11cos n 0.4 +H( ) .
4 4 4 7 7 7
12.2.1 Properties of the Frequency Response
Existence Thedenitionofthefrequencyresponseintermsofh[m]andsinesandcosines
inEquation(12.7),orequivalentlyintermsofh[m]andcomplexexponentialsinEquation
(12.11), generally involves summing an innite number of terms, so again (just as with
convolution)oneneedsconditionstoguaranteethatthesumiswell-behaved. Onecase,
ofcourse,iswhereh[m]isnonzeroatonlyanitenumberoftimeinstants,inwhichcase
there is no problem with the sum. Another case is when the function h[] is absolutely
summable,
f
|h[n]| < ,
n=
asthisensuresthatthesumdeningthefrequencyresponseisitselfabsolutelysummable.
The absolute summability of h[] is the condition for bounded-input bounded-output
(BIBO) stability of an LTI system that we obtained in the previous chapter. It turns out
thatunderthisconditionthefrequencyresponseisactuallyacontinuousfunctionof.
Variousotherimportantpropertiesofthefrequencyresponsefollowquicklyfromthe
denition.
Periodicityin NoterstthatH()repeatsperiodicallyonthefrequency()axis,with
period2,becauseasinusoidalorcomplexexponentialinputoftheforminEquation(12.1)
or(12.9)isunchangedwhenitsfrequencyisincreasedbyanyintegermultipleof2. This
canalsobeseenfromEquation(12.11),thedeningequationforthefrequencyresponse.
Itfollowsthatonlytheinterval|| isofinterest.
LowestFrequency Aninputatthefrequency = 0 correspondstoaconstant(orDC,
whichstandsfordirectcurrent,butinthiscontextjustmeansconstant)input,so
f
H(0)= h[n] (12.14)
n=
istheDCgainofthesystem,i.e.,thegainforconstantinputs.
HighestFrequency Attheotherextreme,afrequencyof =correspondstoaninput
of the form (1)
n
, which is the highest-frequency variation possible for a discrete-time
signal,so
f
H() = H() = (1)
n
h[n] (12.15)
n=
isthehigh-frequencygainofthesystem.
SymmetryPropertiesforRealh[n] Wewillonlybeinterestedinthecasewheretheunit
sample response h[] is a real (rather than complex) function. Under this condition, the
denitionofthefrequencyresponseinEquations(12.7), (12.6)showsthattherealpartof
thefrequencyresponse,namelyC(), is an evenfunctionoffrequency,i.e.,hasthesamevalue
whenisreplacedby. ThisisbecauseeachcosineterminthesumthatdenesC()
isanevenfunctionof.
Similarly,forrealh[n],theimaginarypartofthefrequencyresponse,namelyS(), is an
odd function of frequency, i.e., gets multiplied by 1 when is replaced by . This is
becauseeachsineterminthesumthatdenesS()isanoddfunctionof.
Inthisdiscussion,wehaveusedthepropertythath[]isreal,soC andS arealsoboth
real, and correspond to the real and imaginary parts of the frequency response, respec-
tively.
Itfollowsfromtheabovefactsthatforarealh[n]themagnitude|H()|ofthefrequency
responseisanevenfunctionof,andtheangleH()isanoddfunctionof.
Youshouldverifythattheclaimedsymmetrypropertiesindeedholdfortheh[]inEx-
ample1above.
Real and Even h[n] Equations (12.7) and (12.6) also directly show that if the real unit
sample response h[n] is an even function of time, i.e., if h[n] = h[n], then the associated
frequencyresponsemustbepurelyreal. ThereasonisthatthesummationdeningS(),
whichyieldstheimaginarypartofH(),involvestheproductoftheevenfunctionh[m]
withtheoddfunctionsin(m),whichisthusanoddfunctionofm,andhencesumsto0.
RealandOddh[n] Similarlyiftherealunitsampleresponseh[n]isanoddfunctionoftime,
i.e.,ifh[n] = h[n],thentheassociatedfrequencyresponsemustbepurelyimaginary.
FrequencyResponseofLTISystemsinSeries Wehavealreadyseenthatacascadeor
series combination of two LTI systems, the rst with unit sample response h
1
[] and the
secondwithunitsampleresponseh
2
[],resultsinanoverallsystemthatisLTI,withunit
sampleresponse(h
2
h
1
)[] = (h
1
h
2
)[].
Todeterminetheoverallfrequencyresponseofthesystem,imagineapplyingan(ever-
lasting)exponentialinputoftheformx[n] = Ae
jn
totherstsubsystem. Itsoutputwill
thenbew[n] = H
1
()Ae
jn
,whichisagainanexponentialofthesameform,justscaled
bythefrequencyresponseoftherstsystem. Nowwithw[n]astheinputtothesecond
system, the output of the second system will be y[n] = H
2
()H
1
()Ae
jn
. It follows
thattheoverallfrequencyresponseH()isgivenby
H()=H
2
()H
1
()=H
1
()H
2
().
Thisisthersthintofamoregeneralresult,namelythatconvolutionintimecorresponds
tomultiplicationinfrequency:
h[n] = (h
1
h
2
)[n]H()=H
1
()H
2
(). (12.16)
Thisresultmakesfrequency-domainmethodscompellingintheanalysisofLTIsystems
simplemultiplication,frequencybyfrequency,replacesthemorecomplicatedconvolution
of two complete signals in the time-domain. We will see this in more detail in the next
chapter, after we introduce Fourier analysis methods to describe the spectral content of
signals.
Frequency Response of LTI Systems in Parallel Using the same sort of argument as
inthepreviousparagraph,thefrequencyresponseofthesystemobtainedbyplacingthe
two LTI systems above in parallel rather than in series results in an overall system with
frequencyresponseH()=H
1
()+H
2
(), so
h[n] = (h
1
+h
2
)[n]H()=H
1
()+H
2
(). (12.17)
Gettingh[n]FromH() Asanalpoint,weexaminehowh[n]canbedeterminedfrom
H(). The relationship we obtain here is crucial to designing lters with a desired or
speciedfrequencyresponse. Italsopointsthewaytotheresultswedevelopinthenext
chapter, showing how time-domain signals in this case h[] can be represented as
weightedcombinationsofexponentials,thekeyideainFourieranalysis.
BeginwithEquation(12.11),whichdenesthefrequencyresponseH()intermsofthe
signalh[]:
f
jm
H()= h[m]e .
m=
Multiplybothsidesofthisequationbye
jn
,andintegratetheresultoverfromto:
f
( )
j(mn)
d H()e
jn
d = h[m] e

m=
wherewehaveassumedh[]issufcientlywell-behavedtoallowinterchangeofthesum-
mationandintegrationoperations.
Theintegralsabovecanbereducedtoordinaryrealintegralsbyrewritingeachcomplex
exponentiale
jk
ascos(k)+jsin(k),whichshowsthattheresultofeachintegrationwill
ingeneralbeacomplexnumberthathasarealandimaginarypart.However,forallk = 0,
theintegralofcos(k)orsin(k)fromtowillyield0,becauseitistheintegralover
anintegernumberofperiods. Fork= 0, theintegralofcos(k)from to yields2,
whiletheintegralofsin(k)fromtoyields0.Thuseverytermforwhichm=nonthe
rightsideoftheprecedingequationwillevaluateto0. Theonlytermthatsurvivesisthe
oneforwhichn=m,sotherightsidesimpliestojust2h[n]. Rearrangingtheresulting
equation,weget

1
h[n] = H()e
jn
d. (12.18)
2

Sincetheintegrandontherightisperiodicwithperiod2,wecanactuallycomputethe
integraloveranycontiguousintervaloflength2,whichweindicatebywriting
h[n] =
1
H()e
jn
d. (12.19)
2
<2>
Note that this equation can be interpreted as representing the signal h[n] as a weighted
combinationofacontinuumofexponentialsoftheforme
jn
,withfrequenciesina2
range,andassociatedweightsH()d.
12.2.2 Illustrative Examples
Example4(MoreMoving-AverageFilters) TheunitsampleresponsesinFigure12-2all
correspondtocausalmoving-averageLTIlters,andhavetheform
( )
1
h
L
[n] = [n] +[n1]+ +[n(L1)] .
L
Thecorrespondingfrequencyresponse,directlyfromthedenitioninEquation(12.11),is
givenby
( )
1
j j(L1)
H
L
() = 1 +e + +e .
L
Figure12-2:Unitsampleresponseandfrequencyresponseofdifferentmovingaveragelters.
ToexaminethemagnitudeandphaseofH
L
()aswedidinthespecialcaseofL= 3 in
Example1,itishelpfultorewritetheprecedingexpression. InthecaseofoddL,wecan
write
( )
1
j(L1)/2 j(L1)/2 j(L3)/2 j(L1)/2
H
L
() = e e +e + +e
L
(
1
)
2
j(L1)/2
= e +cos()+cos(2)+ +cos((L1)/2) .
L 2
ForevenL,wegetasimilarexpression:
( )
1
j(L1)/2 j(L1)/2 j(L3)/2 j(L1)/2
H
L
() = e e +e + +e
L
( )
2
j(L1)/2
= e cos(/2)+cos(3/2)+ +cos((L1)/2) .
L
ForbothevenandoddL,thesinglecomplexexponentialinfrontoftheparenthesescon-
tributes(L1)/2tothephase,butitsmagnitudeis1forall. Forbothevenandodd
cases, thesumofcosinesinparenthesesispurelyreal, andiseitherpositiveornegative
atanyspecic,hencecontributingonly0or tothephase. Sothemagnitudeofthe
frequencyresponse,whichisplottedonSlide13.12forthesevariousexamples,issimply
themagnitudeofthesumofcosinesgivenintheaboveexpressions.
Example5(CascadedFilterSections) WesawinExample1thata3-pointmovingaver-
agelterendeduphavingfrequency-responsezerosat=arccos(
1
) = 2/3.Review-
2
ingthederivationthere,youmightnoticethatasimplewaytoadjustthelocationofthe
zerosistoallowh[1]tobedifferentfromh[0]=h[2].Take,forinstance,h[0]=h[2] = 1 and

H
/4
()
x[n]
H
/2
() H
3/4
() H
()
y[n]
Figure12-3:A10-centlow-passlterobtainedbycascadingafewsingle-zero-pairlters.
h[1]=.Then
( )
j2 j
H() = 1 + e
j
+e =e +2cos() .
Itfollowsthat
|H()| =|+2cos()| ,
andthezerosofthisoccurat = arccos(/2). Inordertohavethezerosatthepairof
frequencies =
o
,wewouldpickh[1]==2cos(
o
).
If we now cascade several such single-zero-pair lter sections, as in the top part of
Figure12-3,theoverallfrequencyresponseistheproductoftheindividualones,asnoted
in Equation (12.16). Thus, the overall frequency response will have zero pairs at those
frequencieswhereanyoftheindividualsectionshasazeropair,andthereforewillhaveall
thezero-pairsoftheconstituentsections. ThisisevidentincurvesonFigure12-3,where
thezeroshavebeenselectedtoproducealterthatpasseslowfrequencies(approximately
intherange|| /8)preferentiallytohigherfrequencies.
Example6(NearlyIdealLow-PassFilter) Figure12-4showstheunitsampleresponse
andfrequencyresponseofanLTIlterthatismuchclosertobeinganideallow-passlter.
SuchalterwouldhaveH()=1intheband|| <
c
,andH()=0for
c
<|| ;
here
c
is referred to as the cut-off (or cutoff) frequency. Equation (12.18) shows that the
correspondingh[n]mustthenbegivenby
h[n] =
1
2
Z
c
c
e
jn
d
=
sin(cn)
n
for n = 0
c
for n = 0
Figure 12-4: A more sophisticated low-pass lter that passes low frequencies /8 and blocks higher
frequencies.
ThisunitsampleresponseisplottedontheleftcurveinFigure12-4, fornrangingfrom
300 to 300. The fact that H() is real should have prepared us for the fact that h[n] is
anevenfunctionofh[n],i.e.,h[n] = h[n]. Theslowdecayofthisunitsampleresponse,
fallingoffas1/n,isevidentintheplot.Infact,itturnsoutthattheideallowpasslterisnot
bounded-inputbounded-outputstable,becauseitsunitsampleresponseisnotabsolutely
summable.
The frequency response plot on the right in Figure 12-4 actually shows two different
frequencyresponses: oneistheideallowpasscharacteristicthatweusedindetermining
h[n],andtheotheristhefrequencyresponsecorrespondingtothetruncatedh[n],i.e.,the
one given by using Equation (12.20) for |n| 300, and setting h[n] = 0 for |n| >300. To
compute the latter frequency response, we simply substitute the truncated unit sample
responseintheexpressionthatdenesthefrequencyresponse,namelyEquation(12.11);
the resulting frequency response is again purely real. The plots of frequency response
showthattruncationstillyieldsafrequencyresponsecharacteristicthatisclosetoideal.
Oneproblemwiththetruncatedh[n]aboveisthatitcorrespondstoanoncausalsystem.
Toobtainacausalsystem,wecansimplyshifth[n]forwardby300steps.Wehavealready
seen in Example 2 that such shifting does not affect the magnitude of the frequency re-
sponse. Theshiftingdoeschangethephasefrombeing0atallfrequenciestobeinglinear
in,takingthevalue300.
We see in Figure 12-5 the frequency response magnitudes and unit sample responses
of some other near-ideal lters. A good starting point for the design of the unit sample
responsesoftheseltersisagainEquation(12.18)togeneratetheidealversionsofthel-
ters.Subsequenttruncationandtime-shiftingofthecorrespondingunitsampleresponses
yieldscausalLTIsystemsthataregoodapproximationstothedesiredfrequencyresponses.
Example 7 (Autoregressive Filters) Figure 12-6 shows the unit sample responses and
frequencyresponsemagnitudesofsomeotherLTIlters. Thesecanallbeobtainedasthe
Not
causal
h[n] H[!]
300 0 300
n
0

!
Figure12-5:Thefrequencyresponseandh[]forsomeusefulnear-ideallters.
input-outputbehaviorofcausalsystemswhoseoutputattimen dependsonsomeprevi-
ousvaluesofy[],alongwiththeinputvaluex[n] attimen;thesearetermedautoregressive
systems.Thesimplestexampleisacausalsystemwhoseoutputandinputarerelatedby
y[n] = y[n 1] +x[n] (12.20)
forsomeconstantparameters and. Thisistermedarst-orderautoregressivemodel,
because y[n] depends on the value of y[] just one time step earlier. The unit sample re-
sponseassociatedwiththissystemis
n
h[n] = u[n] , (12.21)
whereu[n] istheunitstepfunction. Todeducethisresult,setx[n] = [n] withy[k] = 0 for
k < 0 since the system is causal (and therefore cannot tell the difference between an all-
zeroinputandtheunitsampleinputtillitgetstotimek = 0),theniterativelyuseEquation
(12.20)tocomputey[n] forn 0.Thisy[n] willbetheunitsampleresponse,h[n].
Forasystemwiththeaboveunitsampleresponsetobebounded-inputbounded-output
(BIBO)stable,i.e.,forh[n] tobeabsolutelysummable,werequire||< 1. If 0 < < 1,the
unitsamplehastheformshowninthetopleftplotinFigure12-6.Theassociatedfrequency
responseintheBIBO-stablecase,fromthedenitioninEquation(12.11),is
m jm
H() = e =
j
. (12.22)
1 e
m=0
The magnitude of this is what is shown in the top right plot in Figure 12-6, for the case
0 < < 1.
Figure12-6:h[]andthefrequencyresponseforsomeotherusefulidealauto-regressivelters.
Anotherwaytoderivetheunitsampleresponseandfrequencyresponseistostartwith
thefrequencydomain. SupposethatthesysteminEquation(12.20)getstheinputx[n] =
jn jn
e . Then, by the denition of the frequency response, the output is y[n] = H()e .
Substitutinge
jn
forx[n]andH()e
jn
fory[n]inEquation(12.20),weget
jn j(n1)
H()e =H()e +e
jn
.
MovingtheH()termstoonesideandcancelingoutthee
jn
factoronbothsides(wecan
dothatbecausee
jn
isontheunitcircleinthecomplexplaneandcannotbeequalto0),
weget
H()= .
1e
j
ThisisthesameanswerasinEquation(12.22).
To obtain h, one can then expand as a power series, using the property that
1e
j
1 2 j j2 j3
= 1 + z+z +. . .. The expansion has terms of the form e , e , e , . . ., and
1z
theircoefcientsformtheunitsampleresponsesequence.
Whetheronestartswiththetime-domain,settingx[n] = [n],orthefrequency-domain,
settingx[n] = e
jn
,dependsononespreferenceandtheproblemathand. Bothmethods
aregenerallyequivalent,thoughinsomecasesoneapproachmaybemathematicallyless
cumbersomethantheother.
TheothertwosystemsinFigure12-6correspondtosecond-orderautoregressivemodels,
forwhichthedeningdifferenceequationis
y[n] = a
1
y[n 1]a
2
y[n 2]+bx[n] (12.23)
forsomeconstantsa
1
,a
2
andb.
Totakeoneconcreteexample,considerthesystemwhoseoutputandinputarerelated
accordingto
y[n] = 6y[n 1]8y[n 2]+x[n] (12.24)
Wewanttodetermineh[]andH(). Wecanapproachthistaskeitherbyrstsetting
x[n] = [n],ndingh[],andthenapplyingEquation(12.11)tondH(),orbyrstcalcu-
latingH().Letusconsiderthelatterapproachhere.
Settingx[n] = e
jn
inEquation(12.24),weget
e
jn
H() = 6e
j(n1)
H()8e
j(n2)
H()+e
jn
.
SolvingthisequationforH()yields
1
H()= .
(12e
j
)(14e
j
)
Onecannowworkouth byexpandingH asapowerseriesoftermsinvolvingvarious
powersofe
j
,andalsoderiveconditionsonBIBO-stabilityandconditionsunderwhich
H()iswell-dened.
Comingbacktothegeneralsecond-orderauto-regressivemodel,itcanbeshown(fol-
lowingadevelopmentanalogoustowhatyoumaybefamiliarwithfromtheanalysisof
LTIdifferentialequations)thatinthiscasetheunitsampleresponsetakestheform
h[n] = (
1
n
1
+
2
n
2
)u[n],
where
1
and
2
aretherootsofthecharacteristicpolynomialassociatedwiththissystem:
a() =
2
+a
1
+a
2
,
and
1
,
2
aresomeconstants. ThesecondrowofplotsofFigure12-6correspondstothe
casewhereboth
1
and
2
arereal,positive,andlessthan1inmagnitude. Thethirdrow
corresponds to the case where these roots form a complex conjugate pair,
2
= (and
1
correspondingly
2
=
),andhavemagnitudelessthan1,i.e.,liewithintheunitcirclein
1
thecomplexplane.
Example 8 (Deconvolution Revisited) Consider the LTI system with unit sample re-
sponse
h
1
[n] = [n] +0.8[n 1]
fromthepreviouschapter. Asnotedthere,youmightthinkofthischannelasbeingideal,
which would imply a unit sample response of [n], apart from a one-step-delayed echo,
whichaccountsfortheadditional0.8[n 1].Thecorrespondingfrequencyresponseis
j
H
1
() = 1 +0.8e ,
immediatelyfromthedenitionoffrequencyresponse,Equation(12.11).
Weintroduceddeconvolutioninthelastchapterasaimedatundoingatthereceiver
theconvolutioncarriedoutontheinputsignalx[]bythechannel.Thus,fromthechannel
output y[], we wish to reconstruct the input x[] using an LTI deconvolution lter with

Channel,
H
1
()
Receiver
filter, H
2
()
x[n] y[n] z[n]
Noise w[n]
Figure12-7:Noiseatthechanneloutput.
unitsampleresponseh
2
[n]andassociatedfrequencyresponseH
2
().Wewanttheoutput
z[n]ofthedeconvolutionlterateachtimentoequalthechannelinputx[n]atthattime.
1
Therefore,theoverallunitsampleresponseofthechannelfollowedbythedeconvolution
ltermustbe[n], so
(h
2
h
1
)[n] = [n].
Wesawinthelastchapterhowtousethisrelationshiptodetermineh
2
[n]foralln,given
h
1
[].Hereh
2
[]servesastheconvolutionalinversetoh
1
[].
In the frequency domain, the analysis is much simpler. We require the frequency re-
sponseofthecascadecombinationofchannelanddeconvolutionlter,H
2
()H
1
()tobe
1.Thisconditionimmediatelyyieldsthefrequencyresponseofthedeconvolutionlteras
H
2
() = 1/H
1
(), (12.25)
so in the frequency domain deconvolution is simple multiplicative inversion, frequency
byfrequency.Wethusrefertothedeconvolutionlterastheinversesystemforthechannel.
Forourexample,therefore,
H
2
() = 1/(1 +0.8e
j
).
ThisisidenticaltotheformseeninEquation(12.22)inExample7,fromwhichwendthat
h
2
[n] = (0.8)
n
u[n],
inagreementwithourtime-domainanalysisinthepreviouschapter.
Thefrequency-domaintreatmentofdeconvolutionbringsoutanimportantpointthat
is much more hidden in the time-domain analysis. From Equation (12.25), we note that
|H
2
()|= 1/|H
1
()| so the deconvolution lter has high frequency response magnitude
inpreciselythosefrequencyrangeswherethechannelhaslowfrequencyresponsemagni-
tude.Inthepresenceoftheinevitablenoiseatthechanneloutput(Figure12-7),wewould
normallyandreasonablywanttodiscountthesefrequencyranges,asthechannelinputx[n]
produceslittleeffectattheoutputinthesefrequencyranges, relativetothenoisepower
at the output in these frequency ranges. However, the deconvolution lter does the ex-
actoppositeofwhatisreasonablehere: itemphasizesandampliesthechanneloutputin
thesefrequencyranges. Deconvolutionisthereforenotagoodapproachtodeterminethe
channelinputinthepresenceofnoise.
1
Wemightalsobecontenttohavez[n] =x[nD] forsomeintegerD>0,butthisdoesnotchangeanything
essentialinthefollowingdevelopment.
Acknowledgments
WethankAnirudhSivaramanforseveralusefulcommentsandPatriciaSaylorforabug
x.
Problems and Questions
1. BenBitdiddledesignsasimplecausalLTIsystemcharacterizedbythefollowingunit
sampleresponse:
h[0] = 1
h[1] = 2
h[2] = 1
h[n] = 0 n > 2
(a) Whatisthefrequencyresponse,H()?
(b) WhatisthemagnitudeofH at = 0, /2, ?
(c) If this LTI system is used as a lter, what is the set of frequencies that are re-
moved?
2. Suppose a causal linear time invariant (LTI) system with frequency response H is
describedbythefollowingdifferenceequationrelatinginputx[] tooutputy[]:
y[n] = x[n] +x[n1] +x[n2] +x[n3]. (12.26)
Here,, ,andareconstantsindependentof.
(a) Determinethevaluesof,andsothatthefrequencyresponseofsystemH
isH() = 1 0.5e
j2
cos .
(b) Suppose that y[], the output of the LTI system with frequency response H, is
used as the input to a second causal LTI system with frequency response G,
producingW,asshownbelow.
(c) IfH(e
j
) = 1 0.5e
j2
cos ,whatshouldthefrequencyresponse,G(e
j
), be
sothatw[n] = x[n] foralln?
(d) Suppose= 1 and = 1 intheaboveequationforanH withadifferentfre-
quencyresponsethantheoneyouobtainedinPart(a)above. Forthisdifferent
H,youaretoldthaty[n] = A(1)
n
whenx[n] = 1.0 +0.5(1)
n
foralln. Using
thisinformation,determinethevalueof inEq. (12.26)andthevalueofAin
theformulafory[n].
3. Consider an LTI lter with input signal x[n], output signal y[n], and unit sample
response
h[n] = a[n] +b[n1]+b[n2]+a[n3],
where a and b are positive parameters, with b > a > 0. Thus h[0] = h[3] = a and
h[1]=h[2]=b,whileh[n]atallothertimesis0.Youranswersinthisproblemshould
beintermsofaandb.
(a) DeterminethefrequencyresponseH()ofthelter.
(b) Supposex[n] = (1)
n
forallintegersnfromto.Useyourexpressionfor
H()inPart(a)abovetodeterminey[n]atalltimesn.
(c) Asatime-domaincheckonyouranswerfromPart(a),useconvolutiontode-
terminethevaluesofy[5]andy[6]whenx[n] = (1)
n
forallintegersnfrom
to.
(d) The frequency response H()=|H()|e
jH()
that you found in Part (a) for
thisltercanbewrittenintheform
j3/2
H()=G()e ,
whereG()isarealfunctionofthatcanbepositiveornegative,depending
onthevaluesofa, b, and. DetermineG(), writingitinaformthatmakes
clearitisarealfunctionof.
(e) Supposetheinputtothelterisx[n] = (1)
n
+cos(
n+
0
)forallnfromto
2
,where
0
issomeconstant. UsethefrequencyresponseH()todetermine
theoutputy[n]ofthelter(writingitintermsofa,b,and
0
).
Depending on how you solve the problem, it may help you to recall that

cos(/4)=1/ 2andcos(3/4)=1/ 2. Alsokeepinmindourassumption
thatb > a > 0.
4. Consider the following three plots of the magnitude of three frequency responses,
|H
I
(e
j
)|,|H
II
(e
j
)|,and|H
III
(e
j
)|,showninFigure12-8.
Supposealineartime-invariantsystemhasafrequencyresponseH
A
(e
j
)givenby
theformula
1
H
A
(e
j
) = ( )( )
j(
) j(+
)
10.95e
2
10.95e
2
(a) Whichfrequencyresponseplot(I,II,orIII)bestcorrespondstoH
A
(e
j
)above?
WhatisthenumericalvalueofM intheplotyouselected?
(b) Forwhatvaluesofa
1
anda
2
willthesystemdescribedbythedifferenceequa-
tion
y[n] +a
1
y[n1]+a
2
y[n2]=x[n]
haveafrequencyresponsegivenbyH
A
(e
j
)above?
5. Supposetheinputtoalineartimeinvariantsystemisthesequence
5
x[n] = 2 +cos n+cos n+3(1)
n
6 6
M
M
M
Figure12-8:ChannelfrequencyresponsecurvesforProblems4through6.
(a) Whatisthemaximumvalueofthesequencex,andwhatisthesmallestpositive
valueofn forwhichx achievesitsmaximum?
(b) Suppose the above sequence x is the input to a linear time invariant system
describedbyoneofthethreefrequencyresponseplotsinFigure12-8(I,II,or
III).Ifyistheresultingoutputandisgivenby
y[n] = 8 +12(1)
n
,
whichfrequencyresponseplotbestdescribesthesystem? Whatisthevalueof
M intheplotyouselected?
6. SupposetheunitsampleresponseofanLTIsystemhasonlythreenonzerorealval-
ues,h[0], h[1], andh[2].Inaddition,supposethesethreerealvaluessatisfythesethree
equations:
h[0]+h[1]+h[2] = 5
j/2 j2/2
h[0]+h[1]e +h[2]e = 0
j/2 j2/2
h[0]+h[1]e +h[2]e = 0
(a) Withoutdoinganyalgebra,simplybyinspection,youshouldbeabletowrite
down the frequency response H() for some frequencies. Which frequencies
arethese?AndwhatisthevalueofH ateachofthesefrequencies?
(b) WhichoftheaboveplotsinFigure12-8(I,II,orIII)isaplotofthemagnitude
ofthefrequencyresponseofthissystem,andwhatisthevalueofM intheplot
youselected?BesuretojustifyyourselectionandyourcomputationofM.
(c) SupposetheinputtothisLTIsystemis
j/6n
x[n] = e .
Whatisthevalueofy[n]/x[n]?
7. AchannelwithechocanberepresentedasanLTIsystemwithaunitsampleresponse:
h[n] = a[nM] +b[nMkN
b
] ,
whereaisapositiverealconstant,M isthechanneldelay,kisanintegergreaterthan
0,N
b
isthenumberofsamplesperbit,andM+kN
b
istheechodelay.
(a) Derive the expression for the frequency response of this channel, H(), as a
functionofa,b,M,k,andN
b
.
(b) Ifb=a,k= 1,andN
b
= 4,ndthevaluesof [, +] forwhichH() = 0.
(c) For b= a, M = 4, and kN
b
= 12, derive the expressionfor the output of the
channel(timesequencey[n])fortheinputx[n] when
i. x[n] = 1,foralln.
ii. x[n] = 2cos(
n),foralln.
4
iii. Forx[n] = 3sin(
n+ ),foralln,derivey[n].
8 4
8. Awirelinechannelhasunitsampleresponseh
1
[n] = e
an
forn0,and0 otherwise,
where a > 0 is a real number. (As an aside, a = T
s
/, where T
s
is the sampling
rate and is the wire time constant. The wire resistance and capacitance prevent
fastchangesattheendofthewireregardlessofhowfasttheinputischanging. We
capturethisdecayintimewithexponentialunitsampleresponsee
an
).
Ben Bitdiddle, an MIT student who recently got a job at WireSpeed Inc., is trying
toconvincehismanagerthathecansignicantlyimprovethesignalingspeed(and
hencetransferthebitsfaster)overthiswirelinechannel,byplacingalterwithunit
sampleresponse
h
2
[n] = A[n] +B[nD],
atthereceiver,sothat
(h
1
h
2
)[n] = [n].
(a) DerivethevaluesofA,BandDthatsatisfyBensgoal.
(b) SketchthefrequencyresponseofH
2
() andmarkthevaluesat0 and.
(c) Suppose a= 0.1. Then, does H
2
() behave like a (1) low-pass lter, (2) high-
passlter,(3)all-passlter?Explainyouranswer.
(d) UnderwhatnoiseconditionswillBensideaworkreasonablywell?Giveabrief,
qualitative explantion for your answer; theres no need to calculate anything
here.
MIT OpenCourseWare
http://ocw.mit.edu
6.02 Introduction to EECS II: Digital Communication Systems
Fall 2012
For information about citing these materials or our Terms of Use, visit: http://ocw.mit.edu/terms.

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and accordingly has magnitude |c| = a

172 CHAPTER 12. FREQUENCY RESPONSE OF LTI SYSTEMS

iii. Forx[n] = 3sin(

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