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SY20212022 12/7/2021

Frequency-Domain and
Frequency Response

1 ECEA108

2.6 Frequency-Domain
Representation of Discrete-
Time Signals and systems
2.6.1 Eigenfunction and Eigenvalue for LTI

If y n  T x n    x n 

 xn is called as the eigenfunction of the


system T   , and the associated eigenvalue
is  .

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Eigenfunction and Eigenvalue


Complex exponentials is the eigenfunction
for LTI discrete-time systems hn  :
jwn
x  n  e ,   n  

y  n  h  n  x  n   h k  x n  k 
k 

jw n  k 
  h k e  
   h k e
 jwk  jwn
k  e
 k  
 jw  jwn
 H e e eigenfunction
 
eigenvalue frequency response
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Frequency response
   jwk  jwn  jw  jwn
y  n    h  k  e  e  H e e
 k    
 
 H e jw is called as frequency response of
the system.
i.e. DTFT, (Discrete-Time) Fourier Transform
Real part, imaginary part
H  e jw   H R  e jw   jH I  e jw 
Magnitude, phase
H e
 
jw
  H e jw
e jH e jw

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Example 2.14 Find Frequency


response of the ideal Delay
solution 1: x  n   e jwn yn  xn  nd 
yn  e jwn nd   e  jwnd e jwn
H  e jw   e
 jwnd
solution 2:
From defination of frequency response:

H e    h  n e
jw  jwn
, h  n     n  nd 
 n 

   n  n  e e
 jwn  jwnd
d
n 
5 ECEA108

Example 2.14 Frequency


response of the ideal Delay
H  e jw   e  jwnd
 cos  wnd   j sin  wnd 
 H R  e jw   jH I  e jw 
 1e  jwnd
H  e jw   1, H  e jw    wnd

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x[n]: Linear combination of complex exponential

If x  n   e jwk n
k , output of LTI system?
k

From the principle of superposition, and


 jw  jwn
y  n  H  e  e x  n  e jwn
    n  

the corresponding output of an LTI system is

y  n     k H e jwk e jwk n  
k

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Example 2.15 Sinusoidal


response of LTI systems
A j jw0n A  j  jw0n
x  n  A cos  w0 n     e e  e e
2 2
y  n  H  
e jw0 A j jw0n
e e
2
 H   e e
e  jw0 A  j  jw0n
2
if h n is real, then H  e jw   H *  e jw 0 0

 H e  e
jw0 H e jw0   , H  e jw 0  

   h k e
 jw0 k
  k 

 
y  n   A H e jw0 cos  w0 n      ,   H e jw0  
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Sinusoidal response of the ideal Delay y n  x n  nd 

Given: x  n   A cos  w0 n    , find y[n].


solution 1: y  n  x  n  nd   A cos w0  n  nd    
solution 2: 
H e jw0  e   jw0nd
e jw0 n
 
H e jw0  1,    w0 nd

 
y  n   A H e jw0 cos  w0 n      ,   H e jw0  
 A cos  w0 n    w0 nd 
 A cos  w0  n  nd    
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Periodic Frequency Response


The frequency response of discrete-time
LTI systems is always a periodic function of
the frequency variable w with period 2

 

H e j  w 2 
  h  n  e  j  w 2  n
=H  e jw 
n 

 h  n e  jwn
=H  e jw 
n 

e j  w 2 n  e jwn e j 2 n  e jwn
H e j  w 2 r 
  H e  , jw
for r an integer
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Periodic Frequency Response


 
We need only specify H e jw over 0  w  2
or    w  
The “low frequencies” are frequencies close
to zero or an even multiple of π.

The “high frequencies” are frequencies close


to ±π or an odd multiple of π.

More generally, modify the frequency with


2 r , r is integer.
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Ideal Frequency-Selective Filters


periodicity

 
Frequency Response of Ideal Low-pass Filter

repeats periodically
one period with period 2πr outside
the plotted interval

 
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Frequency Response of Ideal


High-pass Filter

 

 
Ideal Band-pass Filter
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Frequency Response of Ideal


Band-stop Filter

 

periodicity

 
Ideal Low-pass Filter
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Example 2.16 Frequency Response of


the Moving-Average System
solution:
 1
 ,  M1  n  M 2
hn   M 1  M 2  1
 0, otherwise
M2
H e  jw 1
 e jwn
M 1  M 2  1 n M
1
jwM1  jw M 2 1

1 e e
M1  M 2  1  jw
1 e
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 jw M 2 1
H e  jw e jwM
1 e 1

M1 M 2 1
1  e jw
jw M1M21  jw M1M21
 jw M2M11

1 e 2 e 2
e 2
M1M21
1e  jw

jw M1M2 1  jw M1M21


 jw M2 M1

1 e 2 e 2
e 2
M1M21
e jw 2
e  jw 2

1 sin  w  M1  M 2  1 2  jw M2 M1


 e 2

16
M1M 2 1 sin  
w 2 ECEA108

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Frequency Response of the Moving-


Average System
M1 5w
sin1w sin M22  e1 j22w  jw M2M1
H  e     M M 1
jw1
H jw
e 
M1M2 1 1 2 sin sinww 22
e 2

M1 = 0 and M2 = 4

4
5

17
 4
5
 ECEA108

2.6.2 Suddenly applied Complex


Exponential Inputs
In practice, we may not apply the complex
exponential inputs e jwn to a system, but the
more practical-appearing inputs of the form
x[n] = ejwn  u[n]
i.e., x[n] suddenly applied at an arbitrary time,
which for convenience we choose n=0.
For causal LTI system:
y  n   0, n  0; for x  n   0, n  0

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2.6.2 Suddenly applied Complex


Exponential Inputs
xn  e jwnun For causal LTI system
 0, n0
y  n   x  n   h  n    n  jwk  jwn
  h  k  e e , n  0

 k 0   nk 0
  h  k  e  jw n  k u[ n  k ]   h  k  e  jw n  k u[ n  k ]
k  k 0 For n≥0
   jwk  jwn    jwk  jwn
   h k  e  e   h  k  e e
 k 0   k  n 1 
  
 H e jw
e jwn
   h  k  e  jwk  e jwn  yss  n   yt  n 
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 k  n 1  ECEA108

2.6.2 Suddenly applied Complex


Exponential Inputs
Steady-state Response

yss  n   H  e jw
e jwn
  h  k  e  jwk e jwn
k 0

Transient response

yt n    hk e  jwk e jwn
k  n 1

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2.6.2 Suddenly Applied Complex


Exponential Inputs (continue)
For infinite-duration impulse response (IIR)
  
yt  n    h k  e  jwk
e jwn
  h k    h k 
k  n 1 k  n 1 k 0

For stable system, transient response must
become increasingly smaller as n  ,
 

 h  k ' ne  k '  k   h  n  k  e
k ' n 1
jw ( n  k ')

k  1
jwk
h n  k 

n0
Illustration of a real part of suddenly applied
21 complex exponential Input with
ECEA108 IIR

2.6.2 Suddenly Applied Complex


Exponential Inputs (continue)
If h[n] = 0 except for 0 n  M (FIR), then the
transient response yt[n] = 0 for n+1 > M.
For n  M, only the steady-state response
exists

Illustration of a real part of suddenly applied


22 complex exponential Input with FIR
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2.6.2 Suddenly Applied Complex


Exponential Inputs (continue)
The condition for stability is also a sufficient
condition for the existence of the frequency
response function, as
 jw  
 jwk
H  e    h k e
  k 

 jwk
  h k e
k 

  h k   
k 
23 ECEA108

2.7 Representation of Sequences


by Fourier Transforms
(Discrete-Time) Fourier Transform, DTFT,

analyzing  jwn
X  e    x  n  e
jw
  n

If xn is absolutely summable, i.e. x  n   


 
then X e jw exists. (Stability) n 

Inverse Fourier Transform, synthesis

  
1
xn 

X e jw e jwn dw
2 

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Fourier Transform
       
X e jw  X R e jw  jX I e jw  X e jw e jX e 
jw

rectangular form polar form


 
X e jw : Fourier transform,
Fourier spectrum, spectrum
X  e jw  : magnitude, magnitude spectrum,
amplitude spectrum
 
X e jw : phase , phase spectrum
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Principal Value
 
 X e is not unique because any 2 r
jw

 
may be added to X e jw without affecting
the result of the complex exponentiation.
 e 
j  X e jw
e

j  X ( e jw )  2  r

Principle value: X e  is restricted to the


jw

range of values between   and  . It is


 
denoted as ARG  X e jw 

 arg  X  e  : phase function is referred as a


jw

continuous function of w for 0  w  


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Impulse response and


Frequency response
The frequency response of a LTI
system is the Fourier transform of the
impulse response of the LTI .

H e jw
  h  n  e  jwn
n 

  
1
hn 

H e jw e jwn dw
2 

27 ECEA108

Example 2.17: Absolute Summability


Let xn  a nun , find condition of existence of
the fourier transform or Absolute Summability.
Soltution:  
X e jw
  a e n  jwn
   ae  jw n

n 0 n 0

1 (ae jw)n+1 1
 lim  if ae jw  1
n  1  ae jw 1  ae  jw

or if a  1
1
a 
Absolute n
Summability  , if a  1
n0 1 a
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Discussion of convergence

Absolute summability is a sufficient


condition for the existence of a Fourier
transform representation, and it also
guarantees uniform convergence.
Some sequences are not absolutely
summable, but are square summable,
i.e., 

   
2
x n
n 

29 ECEA108

Discussion of convergence

 x  n  
2

n 
Sequences which are square summable,
can be represented by a Fourier transform,
if we are willing to relax the condition of
uniform convergence of the infinite sum
 

defining . X  e jw    x  n e jwn
jw
Xe
  n 

Then we have Mean-square Convergence.


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Discussion of convergence
Mean-square convergence

    xne     xne
 M
jw  jwn jw  jwn
Xe XM e
n   n M

lim
M  

   X e 
X e jw
M
jw 2
dw  0

   
The error X e jw  X M e jw may not approach
zero at each value of w as M   , but
total “energy” in the error does.
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2.6.2 Suddenly applied Complex


Review Exponential Inputs
xn  e jwnun For causal LTI system
 0, n0

y  n   x  n   h  n    n  jwk  jwn
  h  k  e e , n  0
 k  0 
   jwk  jwn    jwk  jwn
   h k  e  e    h  k  e e For n≥0
 k 0   k  n 1 
yss  n  yt  n 

Illustration of a real part of suddenly applied


32 complex exponential Input with
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Impulse response and


Frequency response
The frequency response of a LTI
system is the Fourier transform of the
impulse response of the LTI .

H e jw
  h  n  e  jwn
n 

  
1
hn 

H e jw e jwn dw
2 

33 ECEA108

2.7 Representation of Sequences


Review by Fourier Transforms
(Discrete-Time) Fourier Transform, DTFT,

 jwn
analyzing X  e    x  n  e
jw
  n

 uniform convergence(Stability):  x n  


n  

Inverse Fourier Transform, synthesis


xn 
1 

2 
 
X e jw e jwn dw

Mean-square convergence:  x  n   
2

n 
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Example 2.18 : Square-summability


for the ideal Lowpass Filter
 1, w  wc
 
H lp e   jw

Soltution:
0, wc  w  
1 wc jwn 1  jwn  wc
hlp  n    e dw  
e w
2  wc 2 jn c


1
2 jn
 e jwc n
e
 jwc n
  sinwn n ,
c
  n  

Since hlp n  is nonzero for n  0 , the ideal


lowpass filter is noncausal.
35 ECEA108

Example 2.18 Square-summability


for the ideal Lowpass Filter
sin wc n
hlp  n   approaches zero as n  ,
n
but only as 1n.
 hlp n is not absolutely summable.

sin wc n  jwn does not converge

n   n
e
uniformly for all w.

  
M
Define H M e jw sin wc n  jwn
e
n M n
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Example 2.18 Square-summability


for the ideal Lowpass Filter
since 1 wc j n sin wc n
hlp  n   e
2  wc
d   ,   n  
n

   sin wn n e
M
HM e jw c  jwn

n  M
M
 1 wc 
  wc e d  e  j w n
j n

n  M  2  1 wc  M j  wn 
 e
2  wc  n  M d

1 wc sin[( 2M+1) ( w   ) / 2]

2  wc sin[( w   ) / 2] d
37 ECEA108

Gibbs Phenomenon
M
sin( wwc n ) / 2]
H M  e H
jw
 M  e   
1 wjwc sin[( 2M+1)
e jw nd
2  wc nsin[  M( w 
 n) / 2]

M=1 M=3

M=7 M=19

38 ECEA108

Compiled by LDV 19
SY20212022 12/7/2021

Example 2.18 continued


As M increases, oscillatory behavior at
w wc is more rapid, but the size of
the ripple does not decrease. (Gibbs
Phenomenon)

As M  , the maximum amplitude of


the oscillation does not approach zero,
but the oscillations converge in location
toward the point w w .
c
39 ECEA108

Example 2.18 continued



sin wc n  jwn
 e does not converge uniformly
n    n
to the discontinuous function H lp e
jw
.  
However, hlp n is square summable,
and H M e jw  converges in the mean-
square sense to H lp e jw 

   H e  dw  0
 2


jw jw
lim H lp e M
M  

40 ECEA108

Compiled by LDV 20

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