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Sinusoidal/Complex exp sequences

 Fundamental property of LTI system is that the steady
EEE F434 Digital Signal Processing state response to sinusoidal i/p is sinusoidal of the same
frequency as that of i/p, with amplitude and phase
Lecture 8 to 10 determined by the system.

Consider x ( n )  e j n
Dr. Sarang C. Dhongdi


 h( k )e 
By the def of
j (nk )
convolution y (n) 
k  


y ( n )  e jn  h ( k )e
k  
 j k

Sinusoidal/Complex exp sequences Frequency Response

 H (e j )  H R (e j )  jH I (e j )
If we define H ( e j )   h ( k )e
k  
 jk

jw
Then, y ( n )  H ( e j ) e j n H (e j )  H ( e j ) e j arg( H ( e ))

Frequency Response -Represents change

in complex amplitude of the complex
exp as function of w.

Sinusoidal/Complex exp sequences Sinusoidal/Complex exp sequences


 A sinusoid can be expressed as linear combination
of complex exponentials.
H ( e j )   h ( n )e
n  
 jn

A j j 0 n A  j  j 0 n 1

x ( n )  A cos(  0 n   )  e e  e e
 H (e
j
h(n)  )e j n d 
2 2 2
Then



y (n) 
A
2

H ( e j  0 ) e j  e j 0 n  H ( e  j 0 ) e  j  e  j  0 n  X ( e j )   x ( n )e
n  
 j n


y ( n )  A H (e j 0 ) cos(  0 n     ) 1
 X (e
j
x(n)  )e j n d
2 
Θ =Phase response at freq ωo

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Sinusoidal/Complex exp sequences F.T. and the convergence

 x(n) i.e. input signal can be represented as the superposition 
of complex exponentials
X ( e j )   x ( n )e  j n

 y(n) i.e. output signal is then the superposition of responses to n  

each complex exponential (i.e. multiply by H(ejw))

1
 X (e
j
x(n)  )e j n d

2 
1
 H (e
j
y (n)  ) X (e j )e j n d 
2 
Above equation of F.T. does not always converse. It is
subject to variety of definitions and interpretations.

Y ( e j )  H ( e j ) X ( e j )

F.T. and the convergence F.T. and the convergence

If x(n) is absolutely summable,

Finite length sequences are absolutely summable.
 So, F.T. converges uniformly and does exist.
 x(n)  
n  

 x ( n )e   x ( n ) e  j n  
Infinite length sequences may or may not converge uniformly, i.e., F.T.
X ( e j )   jn
may or may not exist.
n n

Converges uniformly to a continues function of ω

F.T. and the convergence Mean square error convergence

 Absolutely summable sequences always has “finite energy”, But

finite energy sequence is not necessarily absolutely summable.

2
 X (e
j
 Ex. x(n) = 1/n n≥1 lim )  X k ( e j ) d   0
k  

 Here, one may employ a type of convergence in which the
series converges, to make the “Mean square error” as zero.

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Low pass filter Low pass filter

H ( e j )
H LP ( e j )  1 0    c 1

H LP ( e j )  0 c     
 2   c c 2

 ( 2   c ) ( 2   c )
1 j
H (e )
H LP ( e j )

  c c 

L.P.F. and the convergence Convergence in mean square sense

hLP ( n )  ? k
sin  c n  jn
H LP , k ( e j )   n
e
sin  c n n k
hLP ( n ) 
n
Finite energy, non-summable sequence  Convergence in mean square sense.
sin  c n  jn
hn
LP ( n ) e  jn 
n n
e
 Approximating HLP,k(ejw ) to HLP(ejw ) in a
does not converge to HLP (ejw )for all values of w mean square sense at point of discontinuity.

LTI –FIR discrete time system LTI –IIR discrete time system
N2 N M
y (n)   h(k ) x(n  k ) d
k 0
k y (n  k )   pk x(n  k )
k 0
k  N1

N M

 d Y ( e  )e   p k X ( e j ) e  j  k
N2 j  jk
Y (e ) j
 h ( k ) X (e
k  N1
j
)e  j k
k 0
k
k 0
M
N2
Y (e ) j pe k
 j k

H (e )  j
 h( k )e  jk
H (e )  j

X ( e j )
 k 0
N

d
k  N1
k e  jk
Typically (but not necessarily) a polynomial in (ejw ) k 0
Which is a rational function of (ejw )

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Filter design

Concept of filtering  Design a H.P. filter, where the input is sum of 2 cosine
functions of 0.1 rad/sample and 0.4 rad/sample.
Frequency domain
 Consider FIR filter with length 3, i.e. h(0), h(1), h(2)

 Assume the impulse response as symmetric

h(0)=h(2) = α0 and h(1) = α1

Filter concept Filter concept

y (n)   h(k ) x(n  k )



k
H ( e j )   h ( n )e
n  
 jn

y ( n )  h ( 0) x ( n )  h (1) x ( n  1)  h ( 2) x ( n  2)  h (0 )  h (1)e  j  h ( 2) e  j 2

  0 (1  e  j 2 )   1e  j
y ( n )   0 x ( n )   1 x ( n  1)   0 x ( n  2 )
 2 0 cos    1 e  j

Filter concept
>> n = 0:1:6

H ( e j )  2 0 cos    1 n=
0 1 2 3 4 5 6
>> x1 = cos(0.1*n)
x1 =
1.0000 0.9950 0.9801 0.9553 0.9211 0.8776 0.8253
>> x2 = cos(0.4*n)
 ( )     x2 =
1.0000 0.9211 0.6967 0.3624 -0.0292 -0.4161 -0.7374
>> x = x1+x2
x=
 0  6 .76195  ( )
2.0000 1.9161 1.6768 1.3177 0.8919 0.4614 0.0879

 P ( )  
 1  13 .456335
>> h = [-6.76195 13.456335 -6.76195];
 >> y = conv(x,h)
y=
-13.5239 13.9563 0.9211 0.6967 0.3624 -0.0292 -0.4161

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Discrete Time Fourier Transform (DTFT)

Finding Fourier transformation…

Spectral representation for aperiodic DT x[ n]   [n]

signals


DTFT can be derived from spectral

X (e j )    [n]e
n  
- jn
1

representation (i.e. DT Fourier series) for

periodic signals and letting the period
become infinitely long.

Finding Fourier transformation Finding Fourier transformation

 Exponentially decaying function

 Shifted impulse x[n]  a nu[n] a 1
x[n]   [n  n0 ] 


X (e j )   a u[n]e
n  
n - jn

X (e j )    [n  n ]e 0
- jn
 e - jn0

X (e j )   a n e - jn
n  
 Same amplitude (1), but linear
n 0
phase (-wn0)

 

X (e j )   ae - j
n

n 0

Finding Fourier transformation Finding Fourier transformation

1
X (e j ) 
1  ae  j
1
X (e j ) 
(1  a cos  )  ja sin 

1
X (e j  ) 
1  2a cos   a 2  1
 ,  0
  1 a
1
 ,  
 1 a

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Symmetry properties Symmetry properties

For real sequence x[ n]  a nu[ n], a 1


X * e  j   ? 
1
 
 X e j
1  ae  j  
X e j 
1

 X e  j 
1  a  2a cos 
2

 
X R e j ? 
1  a cos 
1  a 2  2a cos 
 X R e  j   X e j    a sin  
 tan 1    X e
 j
 
 1  a cos  

 
X I e j ? 
 a sin 
1  a 2  2a cos 
  X I e  j  

Symmetry properties
Symmetry properties

If F.T. of complex sequence is x[n] X (e j )

Sequence x[n] Discrete-Time Fourier Transform X(ej)

 F.T. of
x[ n] X (e  j )
Any real x[n] X(ej)=X*(e-j) (conjugate symmetric)  F.T. of x * [ n] X * (e  j )
Any real x[n] XR(ej)=XR(e-j) (real part is even)
 F.T. of
x [n] X * (e j )
*
Any real x[n] XI(ej)=-XI(e-j) (imaginary part is odd)
Any real x[n] |X(ej)|=|X(e-j)| (magnitude is even)  F.T. can be said as conjugate-symmetric function of “w”, if
Any real x[n] X(ej)=-X(e-j) (phase is odd)
X (e j )  X * (e  j )
xe[n] XR(ej)
that means,
xo[n] jXI(ej)
j  j
X R (e )  X R (e ) and X I (e j )   X I (e  j )
Even function of “w” odd function of “w”

Symmetry properties F.T. – Important signal types

 F.T. can be said as conjugate-antisymmetric function of “w”,

if  What about the signals which are not absolutely summable nor
square summable?
j  j
X (e )   X (e *
)
 Like u(n), 1, ejwon
that means,

X R (e j )   X R (e  j ) and X I (e j )  X I (e  j )
odd function of “w” even function of “w”

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Finding Fourier transformation Finding Fourier transformation

x[n]  1  DTFT is periodic, hence the function has to show periodicity

   2   2k 


 Let us find out the “function” whose inverse F.T. X e j 

gives us value =1 k  

X e e d
1
xn 


2 
 j j n
1
 X (e )e d
j jn 
x[n] 
2 - 1   

    2   2k e
j n
 d
j
X (e )  2 ( ) 2 
     k  

     e jn d  e j 0 n  1
1 
 2 ( )e
j n
x[n]  d  1
2 -

Finding Fourier transformation Standard Fourier transforms

Sequence DTFT

   2   

X e j  0  2k 
[n-no] e  jno

k   1  2  2k 
k  

1
xn  
1 
2 
 
X e j e jn d
anu[n] |a|<1
1  ae j
1 

u[n]     2k 

1  e  j k  
1    
  2   0  2k e jn d
2   k  e jon


 2   o  2k 
k  


     0 e jn d  e j0n


Fourier transform of periodic signals Fourier transform of periodic signals

2  2   2 
 Find F.T. of periodic signal cos o n let o  X (e j )                 

5  5   5 
e jon  2  
k  
o  2k  X (e j )

1 j0 n 1  j0 n
cos o n  e  e
2 2
  -2π-w0 -2π -2π +w0 -w0 0 w0 2π-w0 2π 2π +w0
X (e j )      
k  
o  2k       
k  
o  2k 

 2    2 
X (e j )      
k   5
 2k       
 k    5
 2k 
