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UNIT I
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SIGNAL
Signal
is a physical quantity that varies with
respect to time , space or any other
independent variable
Eg x(t)= sin t.
the major classifications of the signal
are:
(i) Discrete time signal
(ii) Continuous time signal
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Unit Step &Unit Impulse
Discrete time Unit impulse is defined as
[n]= {0, n 0
{1, n=0
Unit impulse is also known as unit sample.
Discrete time unit step signal is defined by
U[n]={0,n=0
{1,n>= 0
Continuous time unit impulse is defined as
(t)={1, t=0
{0, t 0
Continuous time Unit step signal is defined as
U(t)={0, t<0
{1, t0
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SIGNAL
Periodic Signal & Aperiodic Signal
A signal is said to be periodic ,if it exhibits periodicity.i.e.,
X(t +T)=x(t), for all values of t. Periodic signal has the
property that it is unchanged by a time shift of T. A signal
that does not satisfy the above periodicity property is
called an aperiodic signal
even
and odd signal ?
A discrete time signal is said to be even when, x[-n]=x[n].
The continuous time signal is said to be even when, x(t)= x(t) For example,Cosn is an even signal.
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Energy and power signal
A signal is said to be energy signal if it
have finite energy and zero power.
A signal is said to be power signal if it
have infinite energy and finite power.
If the above two conditions are not
satisfied then the signal is said to be
neigther energy nor power signal
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Fourier Series
The Fourier series represents a periodic signal in terms of
frequency components:
p 1
ik0n
x(n) = Xk e
k =0
ik0 t
x( t ) = Xk e
k =
We get the Fourier series coefficients as follows:
Xk =
1 p 1
p n=0
x ( n )e ik 0n
1p
X k = x ( t )e ik 0 t dt
p0
The complex exponential Fourier coefficients are a sequence of
complex numbers representing the frequency component 0k.
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Fourier series
Fourier series: a complicated waveform analyzed into a
number of harmonically related sine and cosine functions
A continuous periodic signal x(t) with a period T0 may be
represented by:
X(t)=k=1 (Ak cos k t + Bk sin k t)+ A0
Dirichlet conditions must be placed on x(t) for the series
to be valid: the integral of the magnitude of x(t) over a
complete period must be finite, and the signal can only
have a finite number of discontinuities in any finite
interval
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Trigonometric form for Fourier series
If
the two fundamental components of a
periodic signal areB1cos0t and C1sin0t,
then their sum is expressed by trigonometric
identities:
X(t)= A0 + k=1 ( Bk 2+ Ak 2)1/2 (Ck cos k tk) or
X(t)= A0 + k=1 ( Bk 2+ Ak 2)1/2 (Ck sin k t+
k)
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UNIT II
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Fourier Transform
Viewed periodic functions in terms of frequency components (Fourier
series) as well as ordinary functions of time
Viewed LTI systems in terms of what they do to frequency
components (frequency response)
Viewed LTI systems in terms of what they do to time-domain signals
(convolution with impulse response)
View aperiodic functions in terms of frequency components via
Fourier transform
Define (continuous-time) Fourier transform and DTFT
Gain insight into the meaning of Fourier transform through
comparison with Fourier series
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The Fourier Transform
A
transform takes one function (or signal)
and turns it into another function (or signal)
Continuous Fourier Transform:
H ( f ) = h (t )e 2ift dt
h (t ) = H ( f )e 2ift df
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Continuous Time Fourier Transform
We can extend the formula for continuous-time Fourier series
coefficients for a periodic signal
p/2
1p
1
ik 0 t
X k = x ( t )e ik 0 t dt =
x
(
t
)
e
dt
p0
p p / 2
to aperiodic signals as well. The continuous-time Fourier
series is not defined for aperiodic signals, but we call the
formula
t
X() = x( t )e
dt
the (continuous time)
Fourier transform.
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Inverse Transforms
If we have the full sequence of Fourier coefficients for a periodic
signal, we can reconstruct it by multiplying the complex
sinusoids of frequency 0k by the weights Xk and summing:
p 1
ik0n
x(n) = Xk e
x( t ) = Xk eik0 t
k =
k =0
We can perform a similar reconstruction for aperiodic signals
1
i
n
x(n) =
X()e
d
1
i
t
x( t ) =
X()e d
These are called the inverse transforms.
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Fourier Transform of Impulse Functions
Find the Fourier transform of the Dirac delta function:
X() =
it
it
i0
x
(
t
)
e
dt
=
(
t
)
e
dt
=
e
=1
Find the DTFT of the Kronecker delta function:
X( ) = x(n)e
n =
in
= (n)e
in
=e
i0
=1
n =
The delta functions contain all frequencies at equal amplitudes.
Roughly speaking, thats why the system response to an impulse
input is important: it tests the system at all frequencies.
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Laplace Transform
Lapalce transform is a generalization of the Fourier transform in the sense
that it allows complex frequency whereas Fourier analysis can only
handle real frequency. Like Fourier transform, Lapalce transform allows
us to analyze a linear circuit problem, no matter how complicated the
circuit is, in the frequency domain in stead of in he time domain.
Mathematically, it produces the benefit of converting a set of differential
equations into a corresponding set of algebraic equations, which are much
easier to solve. Physically, it produces more insight of the circuit and
allows us to know the bandwidth, phase, and transfer characteristics
important for circuit analysis and design.
Most importantly, Laplace transform lifts the limit of Fourier analysis to
allow us to find both the steady-state and transient responses of a linear
circuit. Using Fourier transform, one can only deal with he steady state
behavior (i.e. circuit response under indefinite sinusoidal excitation).
Using Laplace transform, one can find the response under any types of
excitation (e.g. switching on and off at any given time(s), sinusoidal,
impulse, square wave excitations, etc.
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Laplace Transform
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Application of Laplace Transform to
Circuit Analysis
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system
A system is an operation that transforms
input signal x into output signal y.
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LTI Digital Systems
Linear
Time Invariant
Linearity/Superposition:
If a system has an input that can be
expressed as a sum of signals, then the
response of the system can be expressed as
a sum of the individual responses to the
respective systems.
LTI
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Time-Invariance &Causality
If
you delay the input, response is just a delayed
version of original response.
X(n-k)
y(n-k)
Causality
could also be loosely defined by there is
no output signal as long as there is no input
signal or output at current time does not depend
on future values of the input.
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Convolution
The
input and output signals for LTI
systems have special relationship in terms
of convolution sum and integrals.
Y(t)=x(t)*h(t)
Y[n]=x[n]*h[n]
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UNIT III
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Sampling theory
The theory of taking discrete sample values (grid of color
pixels) from functions defined over continuous domains
(incident radiance defined over the film plane) and then
using those samples to reconstruct new functions that are
similar to the original (reconstruction).
Sampler: selects sample points on the image plane
Filter: blends multiple samples together
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Sampling theory
For
band limited function, we can just
increase the sampling rate
However, few of interesting functions in
computer graphics are band limited, in
particular, functions with discontinuities.
It is because the discontinuity always falls
between two samples and the samples
provides no information of the discontinuity.
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Sampling theory
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Aliasing
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Z-transforms
discrete-time systems, z-transforms play
the same role of Laplace transforms do in
continuous-time systems
For
Bilateral Forward z-transform
Bilateral Inverse z-transform
H [ z] =
n =
h[n ] z n
h[n] =
2 j R
H [ z ] z n +1dz
As
with the Laplace transform, we compute
forward and inverse z-transforms by use of
transforms pairs and properties
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Region of Convergence
Region
of the complex
z-plane for which
forward z-transform
converges Im{z}
Entire
plane
possibilities (z=0
is a special case and
may or may not be
Im{z}
included)
Four
Disk
Re{z}
Re{z}
Im{z}
Complement
of a disk
Im{z}
Re{z}
Intersection
of a disk and
complement
of a disk
Re{z}
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Z-transform Pairs
h[n]
= [n]
0
[n] z = [n] z = 1
Region of convergence:
entire z-plane
n
H [ z] =
n =
n =0
h[n] = [n-n1]1
H [ z ] = [n 1] z = [n 1] z n = z 1
n =
= an u[n]
h[n]
H [ z] =
a u[n] z
n
n =
a
= a n z n =
n =0
n =0 z
1
a
=
if
<1
a
z
1
z
n =1
Region of convergence:
entire z-plane
h[n-1] z-1 H[z]
Region of
convergence: |z|
> |a| which is
the complement
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of a disk
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Stability
Rule
#1: For a causal sequence, poles are
inside the unit circle (applies to z-transform
functions that are ratios of two polynomials)
Rule #2: More generally, unit circle is
included in region of convergence. (In
continuous-time, the imaginary axis would
be in the region of convergence
of the
1
a u[n]
for z > a
Laplace transform.)
1 a z
n
This is stable if |a| < 1 by rule #1.
It is stable if |z| > |a| and |a| < 1 by
rule #2.
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Inverse z-transform
c + j
1
f [n] =
F [z ]z n 1dz
2j c j
Yuk!
Using the definition requires a contour
integration in the complex z-plane.
Fortunately, we tend to be interested in only
a few basic signals (pulse, step, etc.)
Virtually all of the signals well see can be built
up from these basic signals.
For these common signals, the z-transform pairs
have been tabulated (see Lathi, Table 5.1)
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Example
Ratio
z 2 + 2z +1
X [ z] =
3
1
z2 z +
2
2
1 + 2 z 1 + z 2
X [ z] =
3
1
1 z 1 + z 2
2
2
1 + 2 z 1 + z 2
X [ z] =
1 1
1
1 z 1 z
2
X [ z ] = B0 +
A1
A2
+
1 1 1 z 1
1 z
2
of polynomial zdomain functions
Divide through by the
highest power of z
Factor denominator into
first-order factors
Use partial fraction
decomposition to get
first-order terms
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Example (cont)
2
1 2 3 1
z z + 1 z 2 + 2 z 1 + 1
2
2
z 2 3z 1 + 2
Find
B0 by
polynomial division
5 z 1 1
1 + 5 z 1
X [ z] = 2 +
1 1
1
1 z 1 z
2
1 + 2 z 1 + z 2
A1 =
1 z 1
1 + 2 z 1 + z 2
A2 =
1
1 z 1
2
=
z 1 = 2
in terms of
B0
1+ 4 + 4
= 9
1 2
Solve
=
z 1 =1
Express
1+ 2 +1
=8
1
2
for A1 and A2
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Example (cont)
Express
X[z] in terms of B0, A1, and A2
X [ z] = 2
Use
9
8
+
1 1 1 z 1
1 z
2
table to obtain inverse z-transform
n
1
x[n] = 2 [n] 9 u[n] + 8 u[n]
2
the unilateral z-transform, or the
bilateral z-transform with region of
convergence, the inverse z-transform is
unique
With
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Z-transform Properties
Linearity
a1 f1 [n] + a2 f 2 [n] a1 F1 [z ] + a2 F2 [z ]
Right
shift (delay)
f [n m] u[n m] z m F [z ]
m
f [n m] u[n ] z F [z ] + z f [ n]z n
n =1
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Z-transform Properties
Convolution definition
Take z-transform
Z-transform definition
Interchange summation
Substitute r = n - m
Z-transform definition
f1 [n] f 2 [n] =
f [m] f [n m]
1
m =
Z { f1 [n] f 2 [n]} = Z f1 [m] f 2 [n m]
m =
= f1 [m] f 2 [n m] z n
n = m =
f [m] f [n m]z
1
m =
m =
n =
f1 [m] f 2 [r ]z (r + m )
r =
m
= f1 [m]z f 2 [r ]z r
m=
r =
= F1 [z ]F2 [z ]
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UNIT IV
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Introduction
Impulse response h[n] can fully characterize a LTI
system, and we can have the output of LTI system as
y[n] = x[n ] h[n]
The z-transform of impulse response is called transfer or
system function H(z).
Y (z ) = X (z )H (z ).
Frequency response at H e j = H (z ) z =1 is valid if
ROC includes
and
z = 1,
( )
Y (e j ) = X (e j )H (e j )
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5.1 Frequency Response of LIT
System
j
X (e ) = X (e ) e
Consider
, then
magnitude
jX ( e j )
and
H (e ) = H (e ) e
jH ( e j )
Y (e j ) = X (e j ) H (e j )
phase
Y (e j ) = X ( e j ) + H ( e j )
We will model and analyze LTI systems based on the
magnitude and phase responses.
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System Function
General
formN of LCCDE
a y[n k ] = b x[n k ]
k
k =0
k =0
k
k
a
z
Y
(
z
)
=
b
z
k
k X (z )
k =0
Compute
k =0
the z-transform
M
H (z ) =
Y (z )
=
X (z )
k
b
z
k
k =0
N
k
a
z
k
k =0
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System Function: Pole/zero
Factorization
Stability
Choice
requirement can be verified.
of ROC determines causality.
Location
of zeros and poles determines the
M
frequency response
1 and phase
zeros
:
c
,
c
,...,
c
.
(
)
1
c
z
1
2
M
k
b0
H (z ) =
a0
k =1
N
1
(1 d z )
k
poles : d1 , d 2 ,..., d N .
k =1
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Second-order System
Suppose
the system function of a LTI system is
(1 + z 1 )2
.
H ( z) =
1 1
3 1
(1 z )(1 + z )
2
4
To
find the difference equation that is satisfied by
the input and out of this system
1 + 2 z 1 + z 2
Y ( z)
(1 + z 1 )2
H ( z) =
=
=
1
3
1
3
(1 z 1 )(1 + z 1 ) 1 + z 1 z 2 X ( z )
2
4
4
8
1
3
y[n ] + y[n 1] y[n 2] = x[n ] + 2 x[n 1] + 2 x[n 2]
4
8
Can
we know the impulse response?
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System Function: Stability
Stability
of LTI system:
h[n] <
n =
This
condition
is
identical
to
the
condition
n
that
h
[
n
]
z
< when z = 1.
n =
The stability condition is equivalent to the
condition that the ROC of H(z) includes the unit
circle.
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System Function: Causality
If the system is causal, it follows that h[n] must be a rightsided sequence. The ROC of H(z) must be outside the
outermost pole.
If the system is anti-causal, it follows that h[n] must be a
left-sided sequence. The ROC of H(z) must be inside the
innermost pole.
Im
Right-sided
(causal)
Im
Re
Im
1 Re
Left-sided
(anti-causal)
Two-sided
(non-causal)
Re
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Determining the ROC
Consider
the LTI system
y[ n ]
The
5
y[n 1] + y[n 2] = x[n ]
2
system1 function is obtained as
H ( z) =
5 1 2
z +z
2
1
=
1
(1 z 1 )(1 2 z 1 )
2
1
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System Function: Inverse Systems
H i (z )
is an inverse system for
, if
H (z )
G ( z ) = H ( z ) H i ( z ) = 1 g [n ] = h[n ] hi [n ] = [n ]
1
1
j
Hi ( z) =
H i (e ) =
H ( z)
H ( e j )
The ROCs of H ( z ) and H i ( z
must
) overlap.
Useful for canceling the effects of another system
See the discussion in Sec.5.2.2 regarding ROC
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All-pass System
A
system of the form
(or cascade of these)
1
z a
H Ap (Z ) =
1 az 1
pole : a = re j
zero : 1 / a* = r 1e j
j
e
a
1
a
*
e
j
H Ap (e j ) =
=
e
j
j
1 ae
1 ae
H Ap (e j ) = 1
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All-pass System: General Form
In
general, all pass systems have form
Mr
Mc
*
k
1
z dk
( z e )( z ek )
H Ap (z ) =
1
* 1
k =1 (1 ek z )(1 ek z )
k =1 1 d k z
real poles
Causal/stable:
complex poles
ek , d k < 1
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All-Pass System Example
Im
Unit
circle
z-plane
M r = 2 and M c = 1
0.8
4
3
3
4
Re
0.5
& conjugate
pole : re j reciprocal
zero : r 1e j
This all - pass system has M = N = 2 M c + M r = 4 poles and zeros.
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Minimum-Phase System
Minimum-phase system: all zeros and all poles are
inside the unit circle.
The name minimum-phase comes from a property of the
phase response (minimum phase-lag/group-delay).
Minimum-phase systems have some special properties.
When we design a filter, we may have multiple choices to
satisfy the certain requirements. Usually, we prefer the
minimum phase which is unique.
All systems can be represented as a minimum-phase
system and an all-pass system.
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UNIT V
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Example
y[n] = a1y[n 1] + a2y[n 2] + b0x[n]
Block
diagram representation of
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Block Diagram Representation
LTI
systems with
rational system
function can be
represented as
constant-coefficient
difference equation
The implementation of
difference equations
requires delayed
values of the
input
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Direct Form I
N
a y[n k ] = b x[n k ]
General form of difference equation
y[n] a y[n k ] = b x[n k ]
k
k =0
k =0
k =1
Alternative
k =0
equivalent form
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Direct Form I
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k
b
z
k
H(z ) =
Transfer
k =0
N
1 ak z k
function
can
be written as
k =1
1
k
(
)
(
)
(
)
H z = H2 z H1 z =
bk z
N
k k = 0
1 ak z
k =1
M
k
(
)
(
)
(
)
V z = H1 z X z = bk z X(z )
k =0
Direct Form
I Represents
1
V(z )
Y (z ) = H2 (z )V (z ) =
N
k
1 ak z
k =1
v[n] =
b x[n k ]
k
k =0
N
y[n] =
a y[n k ] + v[n]
k
k =1
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Alternative Representation
order of cascade
LTI
systems
H(z ) = H (z )H (z ) = b z
1
az
w[n] = a w[n k ] + x[n]
Replace
1
k =0
k =1
1
X(z )
W(z ) = H2 (z )X(z ) =
N
k
1 ak z
k =1
Y (z ) = H1 (z )W(z ) = bk z k W(z )
k =0
k =1
M
y[n] =
b w[n k ]
k
k =0
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Alternative Block Diagram
We
can change the order of the cascade
systems
N
w[n] =
a w[n k ] + x[n]
k
k =1
M
y[n] =
b w[n k ]
k
k =0
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Direct Form II
No need to store the same data
twice in previous system
So we can collapse the delay
elements into one chain
This is called Direct Form II or
the Canonical Form
Theoretically no difference
between Direct Form I and II
Implementation wise
Less memory in Direct II
Difference when using
finite-precision arithmetic
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Signal Flow Graph Representation
Similar
to block diagram representation
Notational differences
A
network of directed branches connected
at nodes
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Example
Representation
flow graphs
of Direct Form II with signal
w1 [n] = aw4 [n] + x[n]
w2 [n] = w1 [n]
w3 [n] = b0w2 [n] + b1w4 [n]
w4 [n] = w2 [n 1]
y[n] = w3 [n]
w1 [n] = aw1 [n 1] + x[n]
y[n] = b0w1 [n] + b1w1 [n 1]
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Determination of System
Function from Flow Graph
w1 [n] = w4 [n] x[n]
w2 [n] = w1 [n]
w3 [n] = w2 [n] + x[n]
w4 [n] = w3 [n 1]
y[n] = w2 [n] + w4 [n]
W1 (z ) = W4 (z ) X(z )
W2 (z ) = W1 (z )
W3 (z ) = W2 (z ) + X(z )
W4 (z ) = W3 (z )z 1
Y (z ) = W2 (z ) + W4 (z )
X(z ) z 1 1
W2 (z ) =
1 z 1
X(z )z 1 (1 )
W4 (z ) =
1 z 1
Y (z ) = W2 (z ) + W4 (z )
Y (z )
z 1
H(z ) =
=
X(z ) 1 z 1
h[n] = n 1u[n 1] n +1u[n]
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Basic Structures for IIR Systems:
Direct Form I
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Basic Structures for IIR Systems:
Direct Form II
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Basic Structures for IIR Systems:
Cascade Form
General
form for cascade implementation
M1
M2
(1 f z ) (1 g z )(1 g z )
k
H(z ) = A
k =1
N1
k =1
N2
(1 c z ) (1 d z )(1 d z )
k
k =1
k =1
M1
b0k + b1k z 1 b2k z 2
H(z ) =
1
a2k z 2
k =1 1 a1k z
More practical form in 2nd order systems
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Example
(1 + z
1 + 2z + z
1
H(z ) =
1 0.75z
(1 + z )
1
+ 0.125z
(1 0.5z
)(1 + z )
)(1 0.25z )
1
(1 + z )
1
(1 0.5z ) (1 0.25z )
Cascade of Direct Form I subsections
Cascade of Direct Form II subsections
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Basic Structures for IIR Systems:
Parallel Form
Represent system function using partial fraction expansion
NP
H(z ) =
Ckzk
k =0
NP
H(z ) =
C z
k
k =0
NP
NP
Ak
Bk 1 ek z 1
+
+
1
1
1 dk z 1
k =1 1 ck z
k =1 1 dk z
)(
NS
e0k + e1k z 1
+
1
a2k z 2
k =1 1 a1k z
Or by pairingthe real poles
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Partial
Example
Fraction Expansion
1 + 2z 1 + z 2
18
25
H(z ) =
=
8
+
1 0.75z 1 + 0.125z 2
1 0.5z 1
1 0.25z 1
Combine
) (
poles to get
7 + 8z 1
H(z ) = 8 +
1 0.75z 1 + 0.125z 2
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Transposed Forms
Linear
signal flow graph property:
Transposing doesnt change the input-output
relation
1
H(z ) =
1
Transposing:1 az
Reverse directions of all branches
Interchange input and output nodes
Example:
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Example
Transpose
y[n] = a1y[n 1] + a2y[n 2] + b0x[n] + b1x[n 1] + b2x[n 2]
Both
have the same system function or
difference equation
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Basic Structures for FIR Systems: Direct Form
Special cases of IIR direct form structures
Transpose of direct form I gives direct form II
Both forms are equal for FIR systems
Tapped
delay line
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Basic Structures for FIR Systems:
Cascade Form
Obtained
by factoring the polynomial
system function
M
H(z ) =
h[n]z
n=0
MS
(b
0k
+ b1k z 1 + b2k z 2
k =1
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Structures for Linear-Phase FIR
Systems
Causal FIR system with generalized linear phase are
symmetric:
h[M n] = h[n]
h[M n] = h[n]
n = 0,1,..., M
n = 0,1,..., M
(type I or III)
(type II or IV)
Symmetry means we can half the number of multiplications
Example: For even M and type I or type III systems:
y[n] =
=
M / 2 1
k =0
k =0
k = M / 2 +1
h[k ]x[n k ] = h[k ]x[n k ] + h[M / 2]x[n M / 2] + h[k ]x[n k ]
M / 2 1
M / 2 1
k =0
k =0
h[k ]x[n k ] + h[M / 2]x[n M / 2] + h[M k ]x[n M + k ]
M / 2 1
h[k ](x[n k ] + x[n M + k ]) + h[M / 2]x[n M / 2]
k =0
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Structures for Linear-Phase FIR
Systems
Structure
for even M
Structure
for odd M
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